Threshold conditions for stochastic coexistence of a competition model with Gompertz growth
The paper studies a stochastic differential equation (SDE) model for the competition of two populations with Gompertz growth under environmental noise. With \(x_i(t)\) the size of population \(i\) \((i=1,2)\), \(B_i(t)\) \((i=1,2)\) independent standard Brownian motions, and all parameters positive, the model uses the SDE system \(dx_i(t)=\left(r_i x_i(t) \ln \frac{K}{\sum_{j=1}^{2} a_{ij}x_j(t)}\right)dt+\sigma_i x_i dB_i(t)\) \((i=1,2)\) and assumes positive initial conditions \(x_i(0)>0\) \((i=1,2)\) and \(a_{11}a_{22}-a_{12}a_{21}\geq 0\) (weak competition). Let \(\Lambda_i=r_i \left(\ln \frac{a_{jj}}{a_{ij}} - \frac{1}{2} \left(\frac{\sigma_i^2}{r_i}-\frac{\sigma_j^2} {r_j}\right)\right)\) \((i,j=1,2;~j\neq i)\). Two lemmas state that there is a unique positive solution \(z(t)=(x_1(t), x_2(t))\) and that \(z(t)\) is stochastically ultimately bounded (proofs were omitted due to their similarity to ones in other papers). The system of SDEs is said to be stochastically permanent if, for any \(0<\epsilon<1\), there is a compact region \(D^{\epsilon}\subset~ ]0,+\infty[ \times ]0,+\infty[\) such that \(\liminf_{t\rightarrow +\infty} \mathbb{P}[z(t)\in D^{\epsilon}]\geq 1-\epsilon\). The obvious similar definition applies to the stochastic permanence of a single population. The following results are proved: \begin{itemize} \item If \(\Lambda_1>0\) and \(\Lambda_2>0\), then the system is stochastically permanent; \item If \(\Lambda_i>0\) and \(\Lambda_j<0,~j\neq i\), then \(\lim\limits_{t\rightarrow +\infty} x_j(t)=0\) (extinction of population \(x_j\)) and population \(x_i\) is stochastically permanent; \item In [the unlikely non-generic] case of \(r_1=r_2, ~a_{11}=a_{12}=a_{21}=a_{22}\), if \(\sigma_i <\sigma_j,~i\neq j\), then \(\lim\limits_{t\rightarrow +\infty} x_j(t)=0\) and population \(x_i\) is stochastically permanent. \end{itemize}
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