Dynamics of the stochastic equation of cooperative population
Markov semigroups and applications to diffusion processes (47D07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Population dynamics (general) (92D25) Ecology (92D40)
The author investigates solutions \((X_t,Y_t)\) of a Lotka-Volterra equation with stochastic perturbations which are assumed to be proportional to the number of individuals (cf., e.g., \textit{R. Rudnicki} and \textit{K. Pichór}, Influence of stochastic perturbation on prey-predator systems. Math. Biosci. 206, No. 1, 108--119 (2007; Zbl 1124.92055), and the references given there). This leads to stochastic differential equations of the form \[ dX_t =(a_1 + b_{12} Y_t - b_{11}X_t) X_t d t + X_t(\sigma_1 d W_t^1 + \sigma_2 d W_t^2), \] \[ dY_t =(a_2 + b_{21} X_t - b_{22}Y_t) Y_t d t + Y_t(\rho_1 d W_t^1 + \rho_2 d W_t^2), \] where \(a_i, b_{ij}\) are positive coefficients, \(\sigma_i, \rho_j\geq 0\), not all \(=0\), and \(W_t^i,\;i=1,2\), are independent Brownian motions. Substituting \(X_t = e^{\xi_t}, Y_t = e^{\eta_t}\) and replacing the coefficients \(a_i\) by \(c_1 = a_1-(\sigma_1^2+\sigma_2^2)/2\), resp., \(c_2 = a_2-(\rho_1^2+\rho_2^2)/2\), leads to equations of the type: \[ d\xi_t =(c_1 + b_{12} e^{\eta_t} - b_{11}e^{\xi_t}) d t + (\sigma_1 d W_t^1 + \sigma_2 d W_t^2), \] \[ d\eta_t =(c_2 + b_{21} e^{\xi_t} - b_{22}e^{\eta_t}) d t + (\rho_1 d W_t^1 + \rho_2 d W_t^2). \] The solution \((\xi_t,\eta_t)\) defines a Markov diffusion semigroup with transition kernels \(P(t)\), which, if smooth densities exist, is related to the Fokker-Planck equation. Under suitable conditions on the coefficients it is shown that \(P(t)\) is asymptotically stable (on \(\mathbb{R}^2\), resp., on a subspace \(E\subseteq \mathbb{R}^2\)), i.e., if \(u(t, \cdot, \cdot)\) denote the densities of the distributions of \((\xi_t,\eta_t)\) at time \(t>0\), then there exists a unique stationary density \(u^*(\cdot, \cdot)\) such that \[ \int\int|u(t,x,y)-u^*(x,y)|dxdy\to 0,\;t\to\infty. \] In fact, the author distinguishes six different cases depending on the values of the coefficients of the equation, which lead to asymptotic stability or allow to reduce the equation to a more simple form.
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- Asymptotic behaviors of a two prey one predator model with cooperation among the prey species in a stochastic environment
- Stochastic equation of population dynamics with diffusion on a domain
- Cooperative random and stochastic differential equations
- Long-time behaviour of a stochastic prey--predator model.
- Analysis of a stochastic single-species model with intraspecific cooperation
- Hamiltons rule in finite populations with synergistic interactions
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- Stochastic equation in population dynamics of the predator-prey type.
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