Persistence and Nonpersistence of a Nonautonomous Stochastic Mutualism System
Abstract
In this paper, a two-species nonautonomous stochastic mutualism system is investigated. The intrinsic growth rates of the two species at time t are estimated by respectively. Viewing the different intensities of the noises σi(t), i = 1, 2 as two parameters at time t, we conclude that there exists a global positive solution and the pth moment of the solution is bounded. We also show that the system is permanent, including stochastic permanence, persistence in mean, and asymptotic boundedness in time average. Besides, we show that the large white noise will make the system nonpersistent. Finally, we establish sufficient criteria for the global attractivity of the system.
1. Introduction
It is shown in [1] that if different conditions hold (see conditions (a)–(e) in [1]), then the solution of system (1) is bounded, permanent, extinct, and global attractive, respectively. However, when the intrinsic growth rate and coefficient aij(t) are periodic, it is shown in [3] that there exists positive periodic solution and almost periodic solutions are obtained.
However, almost all known stochastic models assume that the growth rate and the carrying capacity of the population are independent of time t. In contrast, the natural growth rates of many populations vary with t in real situation, for example, due to the seasonality. As a matter of fact, nonautonomous stochastic population systems have recently been studied by many authors, for example, [13–17].
2. Existence and Uniqueness of the Positive Solution
In population dynamics, the first concern is that the solution should be nonnegative. In order to do that a stochastic differential equation can have a unique global (i.e., no explosion at any finite time) solution for any given initial value, the coefficients of the equation are generally required to satisfy the linear growth condition and local Lipschitz condition (Mao [18]). However, the coefficients of system (3) do not satisfy the linear growth condition, though they are locally Lipschitz continuous, so the solution of system (3) may explode at a finite time. Following the way developed by Mao et al. [19], we show that there is a unique positive solution of (3).
Theorem 1. Assume that . Then, there is a unique positive solution x(t) = (x1(t), x2(t)) of system (3) on t ≥ 0 for any given initial value , and the solution will remain in with probability 1, namely, for all t ≥ 0 almost surely.
The proof of Theorem 1 is similar to [8]. But it is skilled in taking the value of ϵ. We show it here.
Proof. Since the coefficients of the equation are locally Lipschitz continuous, for any given initial value there is an unique local solution x(t) = (x1(t), x2(t)) on t ∈ [0, τe), where τe is the explosion time. To show that this solution is global, we need to show that τe = ∞ a.s. Let m0 > 1 be sufficiently large for every component of x(0) lying within the interval [1/m0, m0]. For each integer m ≥ m0, define the stopping time
Remark 2. By Theorem 1, we observe that for any given initial value , there is a unique solution x(t) = (x1(t), x2(t)) of system (3) on t ≥ 0 and the solution will remain in with probability 1, no matter how large the intensities of white noise are. So, under the same assumption there is an global unique positive solution of the corresponding deterministic system of system (3).
Next, we show that the pth moment of the solution of system (3) is bounded in time average.
Theorem 3. Assume that . Then there exists a positive constant K(p) such that the solution x(t) of system (3) has the following property:
Proof. By Itô′s formula, we have
3. Persistence
Theorem 1 shows that the solution of system (3) will remain in the positive cone if . Studying a population system, we pay more attention on whether the system is persistent. In this section, we first show that the solution is a stochastic permanence. Next we show that the solution is persistent in time average. Moreover, we show that the solution x(t) of system (3) is an asymptotic boundedness in time average.
3.1. Stochastic Permanence
Lemma 4 (see [15].)Assume that , then for any given initial value , the solution y(t) of (36) has the properties
Lemma 5 (see [13].)Assume that a(t), b(t), and α(t) are bounded continuous functions defined on [0, ∞), a(t) > 0 and b(t) > 0. Then there exists a unique continuous positive solution of (36) for any initial value N(0) = N0 > 0, which is global and represented by
From Lemma 4 we have the following.
Lemma 6. Assume that al − ((αu) 2/2) > 0, then for any given initial value N(0) ∈ R+, the solution N(t) of (36) has the properties
Lemma 7. Assume that , then for any given initial value , the solution ϕ(t) of (40) has the properties
Lemma 8. Assume that , then for any given initial value , the solution x(t) of system (3) has the properties
Proof. Equation (43) follows directly from the classical comparison theorem of stochastic differential equations (see [20]). Thus, we obtain
Definition 9. System (3) is said to be stochastically permanent if for any ε ∈ (0,1), there exists a pair of positive constants δ = δ(ϵ) and M = M(ϵ) such that for any initial value , the solution obeys
Theorem 10. Assume that , then system (3) is stochastically permanent.
The proof is a simple application of the Chebyshev inequality, we omit it.
3.2. Persistence in Time Average
Theorem 10 shows that if the white noise is not large, the solution of system (3) is survive with large probability. In this part, we show x(t) is persistence in mean.
Lemma 11. Assume that , then for any given initial value , the solution ϕ(t) of (40) has the properties
Lemma 12. Assume that , then for any given initial value , the solution z(t) of (49) has the following properties
Proof. Let , are the solutions of SDE (53) and (54), respectively, with the positive initial value z(0). By Lemma 5, we know
Lemma 13. Assume that , then for any given initial value , the solution ϕ(t) of (40) has the properties
Proof. By Lemma 12, we know
Lemma 14. Assume that , then for any given initial value , the solution ϕ(t) of (40) has the properties
Proof. By Itô′s formula, we have
Definition 15. System (3) is said to be persistent in time average if
Theorem 16. Assume that and , then the solution x(t) of system (3) with any initial value has the following property:
3.3. Asymptotic Boundedness of Integral Average
Theorem 16 shows that every component of the solution x(t) of system (3) will survive forever in time average, if the white noise is not large. In this part, we further deduce that every component of x(t) of system (3) will be an asymptotic boundedness in time average. Before we give the result, we do some preparation work.
Lemma 17. Let f ∈ C[[0, ∞) × Ω, (0, ∞)], F(t) ∈ ((0, ∞) × Ω, R). If there exist positive constants λ0 and λ such that
Proof. The proof is similar to the proof of Lemma in [21]. Let
Theorem 18. Assume that and , then the solution x(t) of system (3) with any initial value has the property
Proof. To prove the results, we only need to prove
Next, we prove that (90) is true. Taking integration both sides of (92) from 0 to t, we have
4. Nonpersistence
In this section, we discuss the dynamics of system (3) as the white noise is getting larger. We show that system (3) will be nonpersistent if the white noise is large, which does not happen in the deterministic system.
Definition 19. System (3) is said to be nonpersistent, if there are positive constants q1, q2 such that
Theorem 20. Assume that and , then system (3) is nonpersistent, where .
Proof. Since xi(t) > 0, i = 1,2 and , from (93) we have
Theorem 21. Assume that and , then system (3) is nonpersistent, where .
Here we omit the proof of Theorem 21 which is similar to the proof of Theorem 20.
5. Global Attractivity
In this section, we turn to establishing sufficient criteria for the global attractivity of stochastic system (3).
Definition 23. Let x(t), y(t) be two arbitrary solutions of system (3) with initial values , respectively. If
Theorem 24. Assume that , then system (3) is globally attractive.
Proof. Let x(t), y(t) be two arbitrary solutions of system (3) with initial values . By the Itô′s formula, we have
Consider a Lyapunov function V(t) defined by
Acknowledgments
The work was supported by the Ph.D. Programs Foundation of Ministry of China (no. 200918), NSFC of China (no. 10971021), and Program for Changjiang Scholars and Innovative Research Team in University.