Stochastic difference equations with the Allee effect

Abstract: For a truncated stochastically perturbed equation

x_{n + 1} = m a x f (x_{n}) + l c h i_{n + 1}, 0

with

f (x) < x

on

(0, m)

, which corresponds to the Allee effect, we observe that for very small perturbation amplitude

l

, the eventual behavior is similar to a non-perturbed case: there is extinction for small initial values in

(0, m - v a r e p s i l o n)

and persistence for

x_{0} i n (m + d e l t a, H]

for some

H

satisfying

H > f (H) > m

. As the amplitude grows, an interval

(m - v a r e p s i l o n, m + d e l t a)

of initial values arises and expands, such that with a certain probability,

x_{n}

sustains in

[m, H]

, and possibly eventually gets into the interval

(0, m - v a r e p s i l o n)

, with a positive probability. Lower estimates for these probabilities are presented. If

H

is large enough, as the amplitude of perturbations grows, the Allee effect disappears: a solution persists for any positive initial value.

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