Stochastic difference equations with the Allee effect

Elena  Braverman; Alexandra Rodkina

doi:10.3934/dcds.2016060

Article Contents

2016, Volume 36, Issue 11: 5929-5949. Doi: 10.3934/dcds.2016060

This issue Previous Article Discrete and continuous topological dynamics: Fields of cross sections and expansive flows Next Article A class of adding machines and Julia sets

Stochastic difference equations with the Allee effect

Elena Braverman^1, and
Alexandra Rodkina^2,

1.
Dept. of Math. and Stats., University of Calgary, 2500 University Drive N.W., Calgary, AB, Canada T2N 1N4
2.
Department of Mathematics and Computer Science, The University of the West Indies, Mona, Kingston 7

Received: February 28, 2015

Revised: April 30, 2016

Published: May 2017

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Abstract

For a stochastically perturbed equation $x_{n+1} =\max\{f(x_n)+l\chi_{n+1}, 0 \}$ 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 $(0,m-\varepsilon)$ and persistence for $x_0 \in (m + \delta, H]$ for some $H$ satisfying $H > f(H)> m$. As the amplitude grows, an interval $(m-\varepsilon, m + \delta)$ 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 $(0,m-\varepsilon)$, 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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Mathematics Subject Classification: Primary: 39A50, 37H10; Secondary: 93E10, 92D25.

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