Mathematical Ecology

Christina Kuttler

Sommersemester 2010
Contents

1 Unstructured Population Models 2

1.1 Single-Species Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.1 Basics: Exponential, logistic and Gompertz growth . . . . . . . . . . . . . . . . . . 2
1.1.2 Sigmoid growth, fitting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.1.3 Allee effect . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.1.4 Harvest models: bifurcations and breakpoints; optimal control theory . . . . . . . 15
1.1.5 Stochastic birth and death processes . . . . . . . . . . . . . . . . . . . . . . . . . . 30
1.1.6 Metapopulations / Island-Mainland Model . . . . . . . . . . . . . . . . . . . . . . 34
1.1.7 Discrete-time models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
1.1.8 Delay models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
1.2 Interacting Populations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
1.2.1 Aquatic population interacting with a polluted environment . . . . . . . . . . . . . 45
1.2.2 Interactions between two populations: the prototypes . . . . . . . . . . . . . . . . 53
1.2.3 Some classics: Predator-prey; cycles, global bifurcations . . . . . . . . . . . . . . . 54
1.2.4 Competition models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
1.2.5 Mutualism models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69

2 Structured Population Models 71

2.1 Spatially structured models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
2.1.1 Mathematical treatment of biological diffusion . . . . . . . . . . . . . . . . . . . . 71
2.1.2 Spatial steady states . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
2.1.3 Models of spread / Examples of Animal Diffusion . . . . . . . . . . . . . . . . . . . 79
2.1.4 Animal movements in Home range . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
2.1.5 Some ideas for the dynamics of animal grouping . . . . . . . . . . . . . . . . . . . 89
2.2 Age-Structured models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
2.2.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
2.2.2 Difference equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
2.2.3 Leslie matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
2.2.4 Lotka integral equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
2.2.5 McKendrick- von Foerster PDE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
2.2.6 Comparison of these modelling approaches . . . . . . . . . . . . . . . . . . . . . . . 97
2.3 Sex-structured models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
2.3.1 Two-sex models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97

Literature 97
Chapter 1

Unstructured Population Models

In some ecological problems, it is sufficient to consider populations without further structure.

1.1 Single-Species Models

1.1.1 Basics: Exponential, logistic and Gompertz growth
[6]

In this section, we deal with the most simple population models: just one homogeneous population
is considered.
Let N (t) describe the number of individuals which belong to the population. Then dN/dt denotes the
“rate of change” and N1 dN/dt denotes the “per capita rate of change”.

First model assumption: Only births and deaths influence the change of population. The two rates
b (for the per capita birth rate) and d (for the per capita death rate) are constant:
1 dN
= b − d.
N dt
By introducing the so-called “intrinsic rate of growth” r = b − d, this equation can be reformulated:
dN
= rN.
dt
Including an initial condition
N (0) = N0
(which describes the number of individuals which are present at the beginning of the observation) leads
to an initial value problem, with a unique solution:
N (t) = N0 ert .
Three cases can be distinguished:
• r > 0: exponential growth
• r < 0: exponential decay
• r = 0: constant population size
It can be interesting to consider the dependency of e.g. the per capita growth rate and the (whole)
population growth rate:

r
rN

N N

per capita growth rate Population growth rate

We observe: The per capita growth rate is constant - which means: there is no influence of the population
size on the individuals and their “behaviour”. The population growth rate is always increasing (which is
not realistic for long times)!

There is just one stationary point: N ∗ = 0, which is obviously stable (even asympotically stable) for
r < 0, respectively unstable for r > 0.

Obviously, there are several problems with this approach:

• unlimited growth

• stochastic effects (especially for small population sizes) were ignored

• time lags were ignored (the population growth may depend on the population size some time ago)

• further structure (like temporal and spatial variability) was ignored

During the lecture, we will try to find more realistic models which address also these problems.
In the next step we want to include a limitation of growth into the model. But how? In the historical
development two main hypotheses were considered:

• the main limiting influence is caused by “biotic factors” like competition for ressources - they have
a bigger influence in case of large populations
• the abiotic factors like weather changes play a major role - they influence small populations in the
same way as large populations.

In the next step, we deal with the hypothesis of intraspecies competition for ressources. Simple approach:
The per capita growth rate decreases linearly with the size of the population, or (ending up in the same
mathematical model) the per capita death rate increases (linearly) for an increasing population size:
d = d0 + d · N . Introducing the so-called carrying capacity K allows another notation: d = r/K, so we
end up with the model equation µ ¶
1 dN N
=r 1−
N dt K
Correspondingly, the population growth rate reads
µ ¶
dN N
= rN 1 − =: f (N ), (1.1)
dt K

with the graph

N
K

Equation (1.1) is called the “Verhulst equation” or the “logistic equation”. The explicit solution can be
computed:
K
N (t) = ³ ´
1 + NK0 − 1 e−rt

Some more properties:

Obviously, the logistic growth model has two stationary points N̄1 = 0 and N̄2 = K, we check also their
stability:
 N’ = f(N)

N
K/2 K

Zeros of f (N ) stationary points

f (N ) positive: Arrow to the right
f (N ) negative: Arrow to the left.
This is the “visualisation” of the well-known analytical criterion: Let N̄ a stationary point.
f ′ (N̄ ) < 0: N̄ stable stationary point
f ′ (N̄ ) > 0: N̄ unstable stationary point.
Remark: Near N = 0, there is dN dt ≈ rN , i.e. nearly exponential growth. The saturation/limitation of
growths starts to play a role only for larger values of N ; near N = K, there is dN
dt ≈ 0, nearly no growth
anymore.

The Verhulst equation belongs to a more general class of models, the so-called Bernoulli’s equation:
dN
= r(t)N − d(t)N Θ+1 ,
dt
where r(t) = b(t) − d0 (t) is again an intrinsic rate of growth.

An alternative approach is the so-called Gompertz equation:

dN
= r0 e−αt N,
dt
where it is assumed that the intrinsic rate of growth decays exponentially. In the ecological context, this
model is e.g. used for the growth of plants, or for some fishery ecology problems.
Remark: The Gompertz equation is a non-autonomous ODE, i.e. there is a parameter which depends
explicitely on time t. So, some typical tools for the analysis cannot be used since they are only valid or
useful for autonomous ODEs.

Of course, there are many other approaches for a limited population growth, which are used for spe-
cial cases - not all can be considered here in detail, e.g.
• Beverton-Holt:
1−N
Ṅ = N , where α ≥ 0
1 + αN
• Ricker:
eγ(1−N ) − 1
Ṅ = N , where γ ≥ 0
eγ − 1

1.1.2 Sigmoid growth, fitting

(aus Thieme) [10]

All models for limited population growth which we considered up to now (Verhulst, Beverton-Holt,
Ricker), show an S-shaped growth (also called “sigmoid growth”). Furthermore, there exist two station-
ary points: N = 0 and a further N̄ > 0; first with a convex increase, later with a concave increase. Thus,
one can consider a more general class of growth models, for sigmoid growth. Hence, we consider special
cases of the ODE
Ṅ = f (N ),
where f has the following properties:
 1. f is continuous on [0, ∞) and continuously differentiable of (0, ∞).
2. f (0) = 0 (no population ; no growth)

3. f (N ) < 0 for some N > 0 (i.e. decrease happens for (large) populations)

4. there is at most one N > 0 where f ′ (N ) = 0 (only one change from convex to concave shape
possible)

5. ρ := limx→0+ (f (x)/x) exists (but possibly infinite), and f (N )/N < ρ for all N > 0. (ρ corresponds
to the intrinsic rate of natural increase, which appears here for N ≈ 0; i.e. corresponding to r in
the preceding section).

Next, we mention a theorem which will be useful to find some properties of the model solutions:

Theorem 1 Let f : (0, ∞) → R be continuously differentiable, the initial value N0 ∈ (0, ∞). Then, there
exists an interval (a, b) (with a ∈ [−∞, 0) and b ∈ (0, ∞]) and a strictly positive, unique solution N of
the initial value problem

Ṅ = f (N ) ( on (a, b))
N (0) = N0 ,

with the following properties:

(i) If f (N0 ) = 0, then N is constant.

If f (N0 ) > 0, then N is strictly monotone increasing on (a, b).
If f (N0 ) < 0, then N is strictly monotone decreasing.

(ii) If c ∈ {a, b} is finite, then N (t) → ∞ or N (t) → 0 as t → c, t ∈ (a, b).

(iii) If c ∈ {a, b} is not finite, then N (t) → ∞, or N (t) → 0, or N (t) → K ∈ (0, ∞).

Proof: Due to the properties of the right hand side function f , local existence and uniqueness of solution
(N ) follows immediately. Furthermore, there is an interval (a, b) with a < 0 < b, such that this solution
N (with N (0) = N0 ) is strictly positive inside that interval.
In case of f (N0 ) = 0, then N (t) = N0 on (a, b), the solution can be extended to R.
In case of f (N0 ) > 0, then we find f (N (t)) > 0 for all t ∈ (a, b) (this follows from the intermediate value
theorem: If not, then there were a value t0 ∈ (a, b) such that f (N (t0 )) = 0; by the uniqueness theorem
it would follow that N = N (t0 ) on (a, b), but 6= N0 , which is a contradiction).
Thus we get: N ′ = f (N ) is strictly positive, by that N is strictly increasing on (a, b). Furthermore, the
limits of N (t) for t → b or t → a exist in [0, ∞].
If these limits are in (0, ∞), then the solution can be extended beyond a or b, respectively (due to the
local existence and uniqueness theorem) - iterating this process and taking the union of all open intervals
(around 0), for which solutions of the initial value problem N ′ = f (N ), N (0) = N0 exist, we end up with
a unique solution N on an interval (a, b) which cannot be extended anymore to a larger interval. Two
possibilities:

• a and b are not finite (corresponds to (iii)) OR

• the limits of N in a and b are 0 or ∞ (corresponds to (ii)).

In case (iii): One possibility is b = ∞, limt→∞ N (t) = K ∈ (0, ∞). Due to f (N (t)) > 0 for all t ∈ (a, ∞),
we have f (K) ≥ 0. Assume that f (K) > 0. Then we can find a r > a and ǫ ∈ (0, f (K)), such that
N ′ (t) = f (N (t)) ≥ ǫ for all t ≥ r. By that, we would get for all t ≥ r:
Z t
N (t) ≥ N (r) + N ′ (s) ds ≥ N (r) + ǫ(t − r),
r

which means N (t) → ∞ for t → ∞ - this is a contradiction to the assumption, by that only f (K) = 0 is
possible.
In the same way, the case a = −∞ can be considered.
And the proof can be done similarly for the case of f (N0 ) < 0, just with an decreasing N .

2
The next lemma helps to find the influence of the “intrinsic rate of natural increase”, ρ, on the behaviour
of the system.
Lemma 1 Let f show the properties of sigmoid growth.
(a) If ρ ≤ 0, then f (N ) < 0 for all N > 0.
If ρ < 0, then f ′ (N ) < 0 for all N > 0 with the possible exception of one point.
(b) If ρ > 0, then there exist uniquely determined numbers

K>L>0 such that f (K) = 0 and f ′ (L) = 0.

Moreover, f is strictly positive on (0, K) and strictly negative on (K, ∞), while f ′ is strictly positive
on (0, L) and strictly negative on (L, ∞).
(The proof can be done with similar arguments as Theorem 1, is left out here)
Remark 1 (Carrying capacity and population size with maximum growth) K is already known
as “carrying capacity”. L is called the “population size with maximum growth”.
What is a typical ratio of K and L in our model examples?
• Verhulst equation: K/L = 2
• Beverton-Holt: K/L > 2
• Gompertz: K/L = e
Up to now, we still do not know, if Ṅ = f (N ) with the right hand side f satisfying the properties 1.-5.
really shows sigmoid growth. This will be checked in the next theorem!
Theorem 2 Let f satisfy the properties 1.-5., where ρ > 0, and Ṅ = f (N ). Then the following state-
ments hold:
(a) Let N (0) ∈ (0, K). Then, there exists a unique nonnegative solution N (defined on R) with the
properties
N (t) → 0 for t → −∞ and N (t) → K for t → ∞,
it is nondecreasing in t, and strictly increasing in case of N > 0.
Furthermore, N (t) is
• strictly convex, if 0 < N (t) < L and
• strictly concave, if L < N (t) < K.
(b) Let N (0) > K. Then, there exists a unique solution N (defined on an interval (a, ∞)), with

N (t) → ∞ for t → a, and N (t) → K for t → ∞.

N (t) is a strictly decreasing, convex function of t.

This means: N indeed has a graph like this:

N(t)

t
a
Proof: For the proof, we need several times theorem 1.
Let N (0) > 0. From the theorem, we know that there exists a unique strictly positive and strictly
monotone solution N (t), which is defined on (a, b) with a ∈ [−∞, 0) and b ∈ (0, ∞], N behaves at the
endpoints as described in the theorem.

(a) Case N (0) ∈ (0, K). Obviously, N = K (constant) is a solution of N ′ = f (N ), and f is continuously
differentiable in a neighborhood of K. So, uniqueness of solutions yields that N (t) < K for all
t ∈ (a, b).
We know that f (N ) > 0 for N ∈ (0, K); so since N ′ = f (N ) we get that N is strictly monotone
increasing. Furthermore, it has an upper bound at K on (a, b). The theorem yields then: b = ∞
and limt→∞ N (t) = K.
For a = −∞, one gets limt→−∞ N (t) = 0 (in a similar way).
For a > −∞, the theorem yields N (a+) = 0 and N is strictly increasing. The solution can be
extended by setting N (t) = 0 for t ≤ a (then N is continuously differentiable on R, and satisfies
the ODE.
Furthermore,
N ′′ = (f (N ))′ = f ′ (N )N ′ = f ′ (N )f (N ).
Due to Lemma 1 (and f (N ) > 0 for N ∈ (0, K)), f ′ is strictly positive on (0, L) and strictly negative
on (L, ∞) with L < K.
; N ′′ = f ′ (N )f (N ) > 0 as long as N ∈ (0, L); respectively N ′′ < 0 as soon as N ∈ (L, K).

(b) Case N (0) > K. Uniqueness yields N (t) > K for all t ∈ (a, b) ; f (N (t)) < 0 for all t ∈ (a, b) and
N (t) is strictly decreasing. Theorem 1 implies then b = ∞. In a similar way to above, one can
show that limt→∞ N (t) = K. Due to N > K > L (hence f (N ) < 0 and f ′ (N ) < 0), we get

N ′′ = f ′ (N )f (N ) > 0,

which means that N is strictly convex.

In case of a > −∞, theorem 1 yields limt→a+ N (t) → ∞.
In case of a = −∞, it is limt→−∞ N (t) → ∞ (N is strictly decreasing AND strictly convex on R).

A short “excurs”, concerning integrability:

As we have seen above (part (a) of the preceding theorem), it is possible to have a solution N on the
interval (a, ∞), a < 0, such that N is strictly positive on (a, ∞) and limt→a+ N (t) = 0. Question: Is it
possible to determine a somehow?
For that, we use the following approach (separating the variables):
Z N (t) Z t
1 N ′ (s)
dx = ds = t, where a < t < 0.
N (0) f (x) 0 f (N (s))

Here we take the limit t → a and get: Z 0

1
a= dx. (1.2)
N (0) f (x)
Obviously, a is finite in case of the improper integral being finite. Vice versa, if the integral is infinite, N
is strictly positive in R.
Terminology:
1/f (x) is called integrable at 0, if there is a M (> N0 ) > 0, such that f doesn’t change sign on (0, M )
and Z M
dx
< ∞.
0 |f (x)|
So, this “criterion” helps to decide what happens with the solution:

• If 1/f (x) is not integrable at 0, then all these solutions are positive on R.

• If 1/f (x) is integrable at 0, then all solutions are 0 on some interval (−∞, a) (a depends on the
initial data, can be computed by (1.2)).
On the other hand (referring to part (b) of the preceding theorem), the solution is defined on an interval
(a, ∞), where a < 0 and limt→a+ N (t) → ∞. Again, we have
Z N (t)
dx
= t, where a < t < 0.
N (0) f (x)

We take the limit t → a and get: Z ∞

dx
a= .
N (0) f (x)
Finding a finite value a by the integral, means, that there is “blow-up” at a finite backward time (namely
a). In case of an infinite integral, N is defined on R. Again we can distinguish between the two cases,
using a similar terminology for integrability as above. We say:

• 1/f (x) is integrable at ∞, if there exists a (N0 >) M > 0 such that f doesn’t change its sign on
(M, ∞) and Z ∞
dx
< ∞. (1.3)
M |f (x)|

• 1/f (x) is not integrable at ∞, if M exists as before, but with an infinite integral (1.3).

So, the following two cases can be distinguished for initial data > K:

• If 1/f (x) is integrable at ∞, then there is a finite a with limt→a+ N (t) → ∞ (i.e. there is a blow-up
at a finite backward time).

• If 1/f (x) is not integrable at ∞, then limt→−∞ N (t) → ∞ (i.e. the solutions exist for complete R).

The next lemma provides a nice criterion, how to check for that integrability by using ρ.
f (x)
Lemma 2 If ρ = limx→0+ x is finite, then 1/f (x) is not integrable at 0.

(The proof is left out here, but can be found in [10])

Taken together, we end up with the following useful theorem:

Theorem 3 Let N ′ = f (N ), f satisfying the conditions 1.-5. (as above). Let ρ ≤ 0 and N (0). Then, a
unique solution exists on the interval (a, ∞), where a ∈ [−∞, 0), such that

N (t) → ∞ for t → a + and N (t) → 0 for t → ∞.

N (t) is strictly decreasing in t.

In case of ρ < 0, then N is also strictly convex.
a > −∞ is true if and only if 1/f (x) is integrable at ∞.

Up to now, we collected a lot of (theoretical) knowledge and examples of models which show sigmoid
growth.

Question: Do these models have anything to do with reality? What happens, if we consider real world
data, is it possible to fit such models to data?

Another property of populations with sigmoid growth: They can be rewritten in the following form:

Ṅ = N g(N ), N > 0,

where the function g(N ) = f (N )/N is strictly decreasing for N > 0.

d
Thus, dt ln(N (t) is strictly decreasing ⇔ ln N (t) is strictly concave (the so-called “logarithmic convex-
ity”) ⇔ N (t + h)/N (t) is strictly decreasing in t (for an arbitrary h > 0).
By checking the logarithmic convexity of N , we can get a guess, if the data can be expected to be fitted
well (by a model for sigmoid growth).

Test data (from McKendrick / Kesava Pai, 1911; taken from [10]): Population growth of Escherichia
coli (bacteria)
 time (h) 0 0.5 1 2 3 4 5 6 7 8
number (millions) 0.176 0.280 0.608 3.87 28.2 74.2 127 150 149 154
First, we consider the corresponding data plots:
3
160 10

140

2
120 10

100

1
80 10

60

0
40 10

20

−1
0 10
0 1 2 3 4 5 6 7 8 0 1 2 3 4 5 6 7 8

On the left hand side: original data; on the right hand side: natural logarithm of the data .
Observation: The logarithmic data plot is convex (and not concave) at the beginning. This means: In
the early stage of the experiment, the bacteria grow “slower than expected”. But since the deviation
is not very large (and can be explained e.g. by adaptation processes), it might be still possible to fit a
sigmoid growth model to the data.
K can be guessed (to some extent) directly from the data, e.g. K ≈ 154.
By just looking at the data, it seems that L (the value where the growth curve switches from convexity
to concavity) is aroung K/2. So, no contradiction to the logistic growth, which will be used as a first
approach: µ ¶
N
Ṅ = ρN 1 −
K
(using now the notation with ρ).

We use y = N/K in the following (which means: normalise the population by the capacity K), this
yields µ ¶
Ṅ 1 N
ẏ = = ρN 1 − = ρy(1 − y)
K K K
In the next step, we rewrite this equation by separating the variables and using partial fractions:
ẏ
ẏ = ρy(1 − y) ⇔ =ρ
y(1 − y)
ẏ(1 − y) + ẏy
⇔ =ρ
y(1 − y)
ẏ ẏ
⇔ ρ= +
y 1−y
Advantage: The last equation can be easily integrated and yields

k + ρt = ln y − ln(1 − y)

What does that mean? If we take the normalised data (i.e. divide them by K) and insert them into the
right hand side of the last equation, they should be plotted more or less on a straight line. The plot:

−2

−4

−6

−8
0 1 2 3 4 5 6 7 8
Remark: There seems to be one data point (7.149), which seems to be “extraordinary” - maybe it can
be left out for the fitting procedure. In the “original data plot”, the deviation is not so clear to see.

Advantage: (Least square) Fitting of a straight line is much easier that fitting of a nonlinear equa-
tion; and simpler than fitting of an ODE-solution, which is maybe not explicitely available.

By such a fitting procedure (e.g. using MATLAB), we get the following parameter values:

k ≈ −7.00438 and ρ = 1.727

resulting in the following plot:

8 160

6 140

4 120

2 100

0 80

−2 60

−4 40

−6 20

−8 0
0 1 2 3 4 5 6 7 8 0 1 2 3 4 5 6 7 8

(left hand side: fitting of the straight line; right hand side: resulting solution curve)
In the next step, we want to check, if an even better fit is possible. So we test, if the Beverton-Holt
equation could fit better to the data. The model can be formulated e.g. by
¡ N
¢
N 1− K
Ṅ = ρ
(1 − αN )
N
We use the same procedure as above: first normalise the population size by K, i.e. y = K (and introduce
a = 1 + αK as short notation):
ρy(1 − y) ρy(1 − y)
ẏ = =
(1 + αKy) (1 − αKy)
In the next step, the variables are separated:
ẏ(1 − y) + a · ẏy ẏ ẏ
ρ= = +a
y(1 − y)) y 1−y
Integration yields in this case:
k + ρt + a ln(1 − y) = ln y.
Applying again a least-squares fit results in the following parameter values:

k ≈ −7.0577, ρ ≈ 1.7654, a ≈ 1.05.

The resulting plot is

160

140

120

100

80

60

40

20

0
0 1 2 3 4 5 6 7 8

Of course, one could try also other (sigmoid growth) models in the same way.
Question: Why is the Gompertz equation no suitable approach for these data? ; Exercises
1.1.3 Allee effect
Reference: [10]

There are two works of Allee (1931, 1951) which gave the name to the Allee effect. The basic idea
is a kind of “fine tuning” for the dependency of the population growth for small population levels. Up to
now, the basic assumption was that an increasing population density has a negative effect on reproduction
/ survival of a single individual. But for some cases it makes sense that for low population densities an
increase in density is beneficial. Models, which take that into account, are called “Allee type models”.

Where does this effect come from? There are two possibilities:
• It may be necessary to find a mate for reproduction, but the meeting probability may be low in
case of small populations
• It may be necessary to defense the group against a (so-called “generalist”) predator, for that a
larger group has advantages.
The model structure is based on a sigmoid growth model plus an extra trem describing the extra mortality,
which decreases with increasing population density.
Taking the Verhulst model as basis, the model can look like that:
µ ¶
′ N η
N = φN 1 − − .
K 1 + γN
Next we follow that first idea, including the search for a mate.
Model assumption: The sex ratio in the population is around 1:1. Let N denote the female population
size. It is splitted into two subpopulations:
• N1 : female population with a mate ; able to reproduce
• N2 : female population without a mate ; no reproduction possible at the moment
(of course N = N1 + N2 ). We need to introduce some reproduction and mortality rates:
β : per capita reproduction rate for N1 (only female offspring is considered)
µ + νN : per capita mortality of N1
µ + λ + νN : per capita mortality of N2 .
(λ is a kind of “extra mortality rate” for the females searching for a mate: she has to move more and is
exposed to higher risks like predation or accidents)

Further processes: Switch from N1 to N2 is assumed to happen at a constant rate σ (leading to an

exponentially distributed stay in the “reproductive phase”, mean time 1/σ).
Vice versa, the switch from N2 to N1 depends on the probability to meet one of N males, i.e. the per
capita rate for the meeting can be formulated as ξN . We get the following basic system:

N1′ = βN1 − (µ + νN )N1 − σN1 + ξN N2

N2′ = −(µ + λ + νN )N2 + σN1 − ξN N2 .

(Not so clear: Why is reproduction only for N1 ?)

The system can be reformulated in terms of N and N2 :

N′ = βN − (µ + νN )N − (β + σ)N2 ,
N2′ = −(µ + λ + νN )N2 + σ(N − N2 ) − ξN N2 .
ν
As for the logistic model, we introduce the carrying capacity K = β−µ (under the assumption that
β > µ), then the system reads
µ ¶
′ N
N = (β − µ)N 1 − − (β + λ)N2 ,
K
N2′ = −(µ + λ + νN )N2 + σ(N − N2 ) − ξN N2 .

In the next step, we nondimensionalise the system (i.e. the goal is to use dimensionless variables and
parameters). For that, we use
N = xK, N2 = yK,
(the new variables are x and y, which are dimensionless variables, in relation to the carrying capacity
K).
Also the time can be rescaled, using s = µt as new dimensionless time (1/µ as reference time is the life
expectancy under ideal conditions). Notation: ẋ, ẏ as derivatives with respect to s. Furthermore two
“short notations” are used:
µ β
ε= , R0 =
σ µ
The resulting rescaled system reads
β+λ
ẋ = R0 − 1)x(1 − x) − y
µ
λ ν+ξ
εẏ = −εy − y− Kxy + x − y
σ σ
Some ecological considerations: The average time to be reproductive after mating and the average time
for finding a mate at condition N = K are very short, compared to the average life expectancy of a
female. In mathematical terms:
1 1 1
, ≪
σ ξK µ
equivalent to
σ, ξK ≫ µ
The number of female offspring per female during lifetime (R0 ) is assumed not to be very large. These
assumptions result in
0<ε≪1
In the next step, we use the so-called “quasi-steady-state” approximation ε → 0, which means that the
y population adapts more or less immediately to the given value of x (which evolves much more slowly).
(The theory behind this procedure is the singular perturbation theory; here we use it only formally - in
principle, the analysis could also be done with the 2D ODE system). The system reads

β+λ
ẋ = y
(R0 − 1)x(1 − x) −
µ
λ (ν + ξ)K
0 = x−y− y− xy.
σ σ
The second equation is solved for y:
x
y=
1 + (λ/σ) + (ν + ξ)(K/σ)x

and inserted into the ẋ equation:

β+λ x
ẋ = (R0 − 1)x(1 − x) − .
µ 1 + (λ/σ + ((ν + ξ)K/σ)x

scaling back to the original variable N and time t yields the above-mentioned
µ ¶
N η
N ′ = φN 1 − − , (1.4)
K 1 + γN

with the short notations

β+λ 1 β+λ ν+ξ
φ = β − µ, η= = , γ= .
µ 1 + (σ/σ) µ + ελ σ+λ

The same model structure is gained by an approach, where a generalist predator is present (generalist
predator means, that he “eats” the considered population as prey, but not as the one and only food
source. I.e. the generalist predator does not die out in case of vanishing prey of that certain species).

Now we consider the Allee type model from a mathematical point of view.
Again, we us a rescaling:
x = γN
Using x, the equation (1.4) becomes
µ ¶
′ x η
x = φx 1 − − .
γK 1+x

Also the time variable is rescaled, we use (as before) s = tφ respectively s = t/φ. Differentiation with
respect to the new time s is denoted by ẋ, so we end up at
µ ¶
x η
ẋ = x 1 − − =: f (x) (with M = γK) (1.5)
M 1+x

Stationary points:
x η
x=0 or 0=1− − .
M 1+x
It depends on η, if there are further solutions x > 0 of this equation. In order to examine that, we solve
up the right equation for η:
³ x´ 1
η = 1− · (1 + x) = (M − x)(1 + x),
M M
a concave parabola (as function of x). We can also find out the maximum of the parabola, e.g. by
differentiating η with respect to x:
dη 2x 1
=− +1− ,
dx M M
thus
dη 2xmax 1 1
0= ⇔ 1= + ⇔ xmax = (M − 1)
dx M M 2
The corresponding η is
µ ¶2
1 1
ηmax = (M + 1)
M 2
The plot x over η looks like that:

Equilibria over extra mortality

x

turning point

η
1

It shows the position of stationary points (=equilibria), dependent on the parameter η (the extra mor-
tality).
Remark: The η value which corresponds to x = 0 (i.e. η = 1) is quite interesting, since there, two branches
of equilibria intersect: the branch of positive equilibria and the “extinct population equilibrium”. Thus,
the point (1, 0) in the (η, x) plane is called a bifurcation point. (ηmax , xmax ) is called “turning point”,
since the branch of nontrivial solutions obviously changes its direction at that point.
In the following, we consider only the case, where M > 1 - otherwise, there is no significant effect, just
at most one positive equilibrium.
¿From the graph / the properties of η(x) we get the following Lemma:
Lemma 3 Let M > 1.
Case 1: η > ηmax . Then there exists no positive equilibrium.
Case 2: 1 < η < ηmax . Then there exist two positive equilibria.
Case 3: 0 ≤ η ≤ 1. Then there exists exactly one positive equilibrium.
Some more analysis of the qualitative behaviour for the case 1 < η < ηmax . There, we have two positive
equilibria, which are denoted by x1 and x2 (without loss of generality, they are sorted as 0 < x1 < xmax <
x2 ).
Observation: Due to µ µ ¶¶′
x η
f ′ (0) = x 1 − − |x=0 = 1 − η
M 1+x
we find: ρ = f ′ (0) < 0.
Of course, also the equilibria can be computed, dependent on η. We get:
x η
0=1− − ⇔ M (1 + x) − x(1 − x) − M η = 0
M 1+x
⇔ x2 + (1 − M )x + M (η − 1) = 0
p
M − 1 ± (1 − M )2 − 4M (η − 1)
⇔ x1,2 = .
2
With these explicit formula, one can compute:
x1 x2
x1 + x2 + 1 = M and (similarly) η = 1 +
1 + x1 + x2
Hence, equation (1.5) can be rewritten:
x
ẋ = ((M − x)(1 + x) − M η)
M (1 + x)
x (x2 − x)(x − x1 )
= . (1.6)
1 + x 1 + x1 + x2
In this formulation, the qualitative behaviour can be seen quite directly:
For x ∈ (0, x1 ), the right-hand side of (1.6) is strictly negative.
For x ∈ (x1 , x2 ), the right-hand side of (1.6) is strictly positive.
For x > x2 it is again strictly negative.
Due to the locally Lipschitz continuous right-hand side of (1.6), there is uniqueness of solutions, thus the
equilibrium solutions cannot be crossed somehow.
So, the behaviour for t → ∞ can be described, dependent on the initial values (denoted by x0 ):
x0 ∈ (0, x1 ) ; solutions tend to 0
x0 ∈ (x1 , ∞) ; solutions tend to x2 .
Since the solution branch x1 “separates” two types of solutions, it is called “separatrix”, or also “wa-
tershed equilibrium”. (Or, in case of a disease as “population”, like the pest, it is called the breakpoint
density).
The situation shows up bistability, which means: there are two stable equilibria present in the system.
The initial data “decide” two which one of the stable equilibria the solution will tend to in the long time
run.

Let’s have a look at the solution curves!

x

x2

x1
t
In case of x0 ∈ (x1 , x2 ), the solution has the shape of a sigmoid function. This can also be shown,
similarly to the preceding section.

A short observation for the limit case η = ηmax : Obviously, there is just one equilibrium > 0 present,
which corresponds to the turning point xmax . The solution behaviour looks as follows in that case:
x

xmax x1 x2

For x0 ∈ [xmax m∞), the solution approaches xmax .

For x0 ∈ [0, xmax ), the solution approaches 0.
So, there is no surprise, how this kind of equilibrium is called: semistable.

The last remaining case is quite boring: 0 ≤ η ≤ 1. There, the solutions always tend to the one
and only nontrivial equilibrium, similar to the standard logistic model.

Remark: Of course, also other sigmoid growth models can be taken as basis model, where the extra
mortality is added!

1.1.4 Harvest models: bifurcations and breakpoints; optimal control theory

In this section we want to deal with the situation of a population (underlying again a sigmoid growth),
which is additionally harvested. In this context, we do not consider the situation of a predator population,
which depends solely on the harvested population, but have in mind for example the situation of fishery:
people like to eat fishes, but have also further food. The goal is to examine the consequences of harvesting
on the harvested population.
As basis for the sigmoid growth, we choose the logistic equation - mainly for reasons of simplicity. Of
course, also other approaches can be chosen, dependent on the behaviour of the population.

Bifurcations and Breakpoints

First, we need a short excurs in the meaning of bifurcations: As shortly seen in the section concerning
the Allee effect, equilibria can change their positions, exchange stability behaviour, or also vanish or
appear. The resulting (qualitative) changes in the behaviour of the considered dynamical system are
called bifurcations.
As an example we consider a very simple fish population, which grows according to the logistic growth,
and which is harvested. A further variable is introduced: E, the so-called fishing effort. First assumption:
The catch of fish per unit effort is proportional to the availably amount of fish, N : Thus, a very simple
model reads: µ ¶
dN N
= rN 1 − − qEN
dt K
The proportionality constant q describes, how “easy” the fished can be harvested. Then, qE corresponds
to the “fishing mortality”, caused by the harvesting. (Remark: it has the same dimension as r).
First, we compute the equilibria N ∗ :
µ ¶
N∗
rN ∗ 1 − = qEN ∗ .
K
Obviously, there are two equilibria:
µ ¶
qE
N∗ = K 1 − and N ∗ = 0.
r
The following figure helps to understand about the stability behaviour:
dN/dt

qEN

rN(1−N/K)

N
N* K
It shows the case of a quite small fishing mortality. It reduces the population level, below the carrying
capacity K, but still alows survival of the population. The nontrivial N ∗ is stable (which can be computed
by considering the derivative, or just seen here in the figure). Vice versa, N ∗ = 0 is unstable.
Now we increase the fishing mortality. This means in the figure: The straight line qEN becomes steeper.
So, the position of the nontrivial N ∗ moves to the left, but still stays positive and stable, if qE is not too
large (i.e. if there is still the positive intersection point with the parabola). This works in that way, as
long as qE < r. In the limit case qE = r, they only intersect in N ∗ = 0 - the situation stays like this, in
case of qE is increased further.
dN/dt
qEN

rN(1−N/K)

N
N* K

This situation corresponds to a severe overfishing!

Obviously, the behaviour depends on the size of qE. In a similar way as in the preceding section, we can
plot the corresponding bifurcation diagram:
N*

qE
r

(green: stable branch; red: unstable branch) Obviously, a transcritical bifurcation happens at qE = r,
there the two branches intersect each other and exchange their stability. From the ecological point of
view, the graph shows the dependency of the equilibrial level of the fish population on the fishing mortality.

In the next step, we consider, how much is harvested in the equilibrium situation (also called “sustainable
yield”): µ ¶
qE
Y = qEN ∗ = qEK 1 − .
r
Plotting this function over qE (a parabola) yields the so-called “Yield-effort curve”:
Y

rK/4

qE
r

¿From that, we can see: If the fishing effort is increased, the sustainable yields increases, too, but only
up to a certain point. Further increasing diminuishes the sustainable yield again, for the harvested
population it means: it is overexploited and depleted. Of course, we can also compute the optimal level
of effort. For that we assume, that q (the catchability) is fixed; the maximum sustainable yield (called
shortly MSY) satisfies the condition
µ ¶
dY 2qE
= qK 1 − = 0,
dE r
which leads to
r rK
EM SY = and M SY =
2q 4
Up to now, our harvesting model was based on the assumption of logistic growth of the non-harvested
population. Of course, further processes like the Allee effect may play a role ; see the exercises.

The bifurcations we hve considered here, are all of codimension 1. (Remark: The codimension describes
the minimum number of control parameters = bifurcation parameters, which are essential to describe
the bifurcation). There are also codimension-1 bifurcations which are not “robust” in the sense of the
so-called “structural stability”. What happens to the bifurcations, if small perturbations are introduced
to the underlying ODE system? The ODE can be formulated as
dN
= f (N, µ)
dt
(µ is taken as the bifurcation or control parameter). For the analysis of the structural stability, the ODE
is perturbed, i.e.
dN
= f (N, µ) + εg(N ).
dt
g(N ) can be chosen (arbitrary function); ε is the (small) amplitude of the structural perturbation. In
general, g(N ) (which is also called sometimes “imperfection”) can be expanded in a Taylor series about
the bifurcation point. Then, one can decide for the order, and thus only keep the lower-order terms.
Simple example: We take the well-known harvesting model and add a small constant I to it:
µ ¶
dN N
= rN 1 − + I − qEN
dt K
Ecological meaning for the “imperfection” g:
• I > 0: there is a constant immigration to the present population
• I < 0: there is a constant emigration to the present population
Examplary bifurcation diagrams for I = −0.02K, I = 0K, I = +0.02K:
N* N* N*

K I=−0.02K K I=0 K I=+0.02K

qE qE qE
r r r

We see:
• Case of emigration: Instead of the transcritical bifurcation, there are two saddle-node bifurcations.
There are regions, where no (real-valued) stationary point is present ; catastrophic collapse of the
fishery! (Positivity of solution is not conserved!)
• Case of immigration: There is no bifurcation at all!
Obviously, the qualitative behaviour of the bifuration changes very much, dependent on the parameter
I. This is the reason, why the transcritical bifurcation is considered to be “structurally unstable”.

Harvest models and optimal theory

Taken from: [6]

Up to now, we considered harvesting as an additional influence on the dynamics of a population. In

reality, harvesting is also an ”economic” factor - e.g. in the context of fishing: The fishermen (and the
big fishing companies) are interested in fishing as much fish as possible - but by that the fish populations
are reduced and may even die out. A typical example of overexploitation is the tuna. Thus, the question
for optimal harvesting strategies appears. We will deal with that from a mathematical point of view.

In the following, we still use E as the level of fishing effort, but now it can be varied and also adapted to
the actual population size N (which is called stock level in the context of fishery).

We start with three typical examples:

Example: Open-access fishery
Assumption: Open-access fishery means: the fishermen just do what they like, without regulations.
A simple model for that situation:
µ ¶
dN N
= rN 1 − − qEN,
dt K
dE
= k(pqEN − cE),
dt
Meaning of the parameters: r: intrinsic growth rate of the stock, K carrying capacity, q catchability;
p price per fish, c cost per unit effort, k proportionality constant. The harvesting term is just mass-
action in this case. For the fishing effort, the rate of change is proportional to the profit.
Remark: The structure of the model equations is well-known: Predator-prey model with logistic
growth for the prey (just another interpretation). So we know about the dynamical behaviour (and
can compute easily by the well-known standard techniques):
The stationary points are
µ µ ¶¶
c r c
(N1 , E1 ) = (0, 0), (N2 , E2 ) = (K, 0), , 1−
pq q Kpq
c
(for the ”coexistence point”: from the second equation, we get for E 6= 0: N = pq , inserting that
into the first equation gives the desired results).
 The Jacobian matrix reads in general:
µ r
¶
r − 2K N − qE −qN
kpqE k(pqN − c)
We need the Jacobian matrix in the stationary points:
In (0, 0): µ ¶
r 0
,
0 −kc
thus there is one positive, one negative eigenvalue, which corresponds to a saddle.
In (K, 0): µ ¶
−r −qK
.
0 k(pqK − c)
c c
There, we have λ1 = −r, λ2 = k(pqK − c). If K > pq ; saddle, if K < pq ; asymptotically
stable.
³ ³ ´´
c r c
In pq , q 1 − Kpq :
 ³ ´  Ã !
r c
r − 2K − r 1 − c c
−q pq − rc − pc
 pq ³ ´Kpq = ³ Kpq ´ .
c
kpq rq 1 − Kpq c c
k(pq pq − c) kpr 1 − Kpq 0
³ ´ ³ ´ ³ ´
c
The trace is < 0, the determinant is −kpr 1 − Kpq · − pc = krc 1 − Kpq c c
. In case of K > pq ,
c
it is asymptotically stable, in case of K < pq , it is a saddle.
So, there happens an exchange of stability (bifurcation!) , dependent on the parameters K, c, p, q.
There are two possible outcomes in the fishery system: Either the fishery is not economically viable,
then the fishing effort will tend to zero, correspondingly the stock level to its carrying capacity. Or
there is a “coexistence”, where the level for the fishes is mainly determined by economic factors.
Remark: This level can correspond to to an overfishing situation, which means: the stock level may
be below the optimum (optimum for the sustainable yield of fish). Also oscillations can appear - as
expected from predator-prey models!
Example: Sole-owner fishery
Here we assume: there is just one “individual” fishing (and regulating the fishery), the goal is to
maximize the (long-term) profit. The dynamics of the fish population is still
µ ¶
dN N
= rN 1 − − qEN,
dt K
(initial condition N (0) = N0 ), the fishery owner wants to obtain
Z T
max e−δt [pqE(t)N (t) − cE(t)]dt.
0≤E(t)≤Emax 0

This means: The fishing effort E(t) should be chosen such that the maximum profit will come out.
The underlying assumptions are: The net economic rent is considered over a certain time period T .
The term e−δt takes into account that future rents are not that useful as current rents (e.g. current
rents can be invested now, for further rents in the future). Emax corresponds to a maximum fishing
effort which can be done (e.g. number of fishing boats etc.).
Both equations influence each other.
This is a new type of problem: from optimal control theory!
Example: Oligopoly
In this situation, there is a small number of competitive firms which control the market. As in the
example of sole-owner fishery, each firm wants to obtain maximum rent. Now, they are “connected”
in their success via the stock level N . So mathematically, the problem reads:
Z T
max e−δt [pqEi (t)N (t) − cEi (t)] dt,
0≤Ei (t)≤Emax 0

which is subject to à !
µ ¶
dN N X
= rN 1− −q Ei N,
dt K i
 with the initial condition N (0) = N0 .
The difference to above is: Due to the fact, that there are several “players” involved in that problem,
this is problem in “differential game theory”. We will not deal with that here.

In the following, we want to deal with the problem of the sole-owner fishery.

For a typical optimal control problem, the following “ingredients” are needed:

1. state variables x(t)

2. control variables u(t) ∈ U

3. a set U of admissible controls

4. an objective functional J[x(t), u(t)] (it describes something like the performance index or payoff)
There are different types of formulations for such problems. Here we consider three formulations!

Lagrange problem
Here, the so-called objective functional is an integral, with the underlying assumption that the payoff
accumulates through the time. In case of a single state variable and a single control variable, one wants
to obtain
max J[x, u],
u∈U

where Z t1
J[x, u] = F [x(t), u(t), t] dt.
t0

It is subject to
dx
= f (x, u, t).
dt
Furthermore, initial and/or terminal conditions may be given:

x(t0 ) = x0 , x(t1 ) = x1 .

Remark: The sole-owner fishery problem, as stated above, was formulated as Lagrange problem!

Another example (the exhaustible resources): Similar to the sole-owner fishery, but the resource does
not renew itself. Hence, the goal is to find
Z T
max e−δt p[u(t)]x(t) dt,
u(t)∈U 0

which is subject to
dx
= −u,
dt
the initial condition is
x(0) = x0
Meaning of the variables: u (the control variable) is the rate, by which the resource is used up / harvested.
Furthermore, there is a price p(u) included, this depends on the extraction rate (the usual market laws:
if there is much on the market, the price may be lower etc.). How does the schedule have to be, in order
to get maximum gain?

Mayer problem Here, the typical property is that the payoff occurs completely at the initial or terminal
time. The typical Mayer problem with one state variable and one control variable is thus formulated as
follows:
The goal is to obtain
max J[x, u],
u(t)∈U

where
J[x, u] = G[t0 , x(t0 ), t1 , x(t1 )],
(G is sometimes called the “salvage function”), this is subject to the ODE

dx
= f (x, u, t).
dt
As usual, intial and/or terminal conditions can be prescribed:

x(t0 ) = x0 , x(t1 ) = x1 .

Example: We want to describe the problem of getting to class.

x is used to describe the distance to the classroom. Assuming, we can accelerate or decelerate (the bike
or the walking speed or the car, maybe not the U-Bahn), up to a certain maximum rate, called umax ,
then
d2 x
= u, with |u| ≤ umax .
dt2
Goal: We want to go from µ ¶
dx
x, = (a, b)
dt
to µ ¶
dx
x, = (0, 0)
dt
in minimum time.
A suitable mathematical formulation contains two state variables and one control variable (u). The state
equations can be formulated as follows:
dx dy
= y, = u,
dt dt
with the initial conditions
x(0) = a, y(0) = b
(as mentioned above). Here, there are also terminal conditions prescribed:

x(T ) = 0, y(T ) = 0.

The mathematical goal is to find

min T ⇔ max −T.

|u(t)|≤umax |u(t)|≤umax

(We will not solve the problem, just have a look how to formulate a Mayer problem).

Bolza problem The Bolza problem is in some sense a combination of the Lagrange problem and the
Mayer problem. The payoff consists of two parts: an integral and an initial or terminal function. Goal is
to obtain
max J[x, u],
u∈U

where Z t1
J[x, u] = F [x(t), u(t), t] dt + G[t0 , x(t0 ), t1 , x(t1 )],
t0

this is subject to
dx
= f (x, u, t).
dt
Initial and/or terminal conditions can be prescribed:

x(t0 ) = x0 , x(t1 ) = x1 .

Now we have seen three different types of formulations for an optimal control problem. In literature,
results are stated for the different formulations. Luckily, the following is true:

The three formulations, Lagrange problem, Mayer problem and Bolza problem are equivalent!
So, all results can be used, since reformulation as a problem of another type is always possible. There is
one main result of optimal control theory, which will be useful for us. We will state is for the multidimen-
sional Bolza problem (because it can be applied straightfowardly also to Lagrange and Mayer problems;
the multidimensional version is not more complicated to formulate than the problem with one state and
one control variable).
In the multidimensional problem, we deal with a vector x of n state variables and a vector u of m control
variables. Goal is to determine
max J[x, u],
u∈U

where Z t1
J[x, u] = F [x(t), u(t), t] dt + G[t0 , x(t0 ), t1 , x(t1 )],
t0
which is subject to
dxi
= fi (x, u, t), i = 1, . . . n.
dt
Again, there may be initial or terminal conditions for all state variables:
xi (t0 ) = xi0 , xi (t1 ) = xi1 .
Further assumption: Each control variable is piecewise continuous; and F , G and fi are “suitably well
behaved”.

Further concepts which will be used in the following:

• Adjoint variables:
λ0 = const.
λi = λi (t), i = 1, . . . , n

• a Hamiltonian:
n
X
H(x, u, λ, t) = λ0 F + λi (t)fi (x, u, t)
i=1

• a maximised Hamiltonian:
M [x(t), λ(t), t] = sup H[x(t), u(t), λ(t), t].
u∈U

In the next step, we can state Pontryagin’s Maximum Principle:

Theorem 4 (Pontryagin‘s Maximum Principle) If u(t) is an optimal control and x(t) the corre-
sponding response, then it holds:
1. There exist adjoint variables
λ(t) = [λ0 , λ1 (t), . . . , λn (t)], (1.7)
satisfying
λ(t) 6= 0, t0 ≤ t ≤ t1 , (1.8)
such that the so-called canonical equations
dxi ∂H
= , (1.9)
dt ∂λi
dλi ∂H
= − , (1.10)
dt ∂xi
are satisfied for each i = 1, . . . , n.
2. u(t) satisfies
H[x(t), u(t), λ(t), t] = M [x(t), λ(t), t]. (1.11)

3. The transversality condition

" n
# " n
#
X X
λ0 dG + M (t1 )dt1 − λi (t1 )dxi1 − M (t0 )dt0 − λi (t0 )dxi0 = 0 (1.12)
i=1 i=1

is satisfied.
Some explanation to this Maximum Principle:
• Equation (1.8): It is impossible that all adjoint variables vanish simultaneously. For n = 1, it is
always λ0 6= 0; without loss of generality λ0 = 1 for n = 1 can be chosen. (In case of n > 1, the
case λ0 = 0 is “pathological”: too many constrains for the variables).

• What does λ mean (e.g. in economic terms)?

For a better understanding we define

w(t, x) = max J[x(t), u(t)],

u∈U

which means: w(t, x) represents the current value of the fish population (assuming optimal exploita-
tion which starts at x(t) = x and ends at x(t1 ) = x1 ). Thus, initial time and state are variable,
only the endpoints are fixed. w is called (amongst others) the optimal-return function. Besides the
properties of λ in the maximum principle, one can show that
∂w
λ= .
dx
In that context λ (the adjoint variable) can be considered as the “shadow price of capital” - an-
swering the question: If one more fish is added to the population, how will the value of fishery be
affected by that?

• Meaning of the Hamiltonian H in economic terms: In our typical examples here (e.g. H = pqEN +
λ[f (N ) − qEN ], as we will see later), it can be interpreted as “flow of dividends” (the first term)
and the “rate of change of capital” (the second term) - thus, we are maximizing the rate of change
of assets.

• Equations (1.9) and (1.10) form an ODE system of dimension 2n, for the state variables and the
adjoint variables.

• In equation (1.11), m aditional conditions for the control variables are contained.

• Transversality condition: supplies missing initial or terminal conditions.

For better understanding, we consider the special case of a single state variable and a single control
variable, i.e.
dG + [M (t1 ) dt1 − λ(t1 )dx1 ] − [M (t0 )dt0 − λ(t0 )dx0 ] = 0.
Special case: Initial and terminal time is fixed, initial value for the state variable given, but not the
terminal value for the state variable, then the transversality condition claims
dG ∂G
− λ(t1 ) = 0 ⇔ λ(t1 ) = .
dx1 ∂x1
¿From that we can see also: In case of G = 0 (no “salvage function”), the strategy is: Bring the
shadow price of capital to 0 at the terminal time (corresponding to “everything is used up until the
end of the interesting period of time”).

Another special case: Initial time, initial state and terminal state are specified, but not the terminal
time. Here, the transversality condition claims:
∂G
+ M (t1 ) = 0
∂t1

In case of G = 0, this reduces to M (t1 ) = 0. This means: The terminal time is chosen, when you
are no longer adding to your assets!

We will use that Maximum Principle below.

Next, we consider a very simple example: A fish population is harvested at a constant rate:
dN
= f (N ) − h.
dt
If the harvest levels h are very small, the model population may be kept on a constant level (equilibrium)
N ∗ , and thus get a constant, sustainable yield:
dN
=0 ; h = f (N ∗ )
dt
The corresponding graph for the yield looks as follows:
Yield

N
N*

For maximising the sustainable yield, we need

f ′ (NM
∗
SY ) = 0.
¡ N
¢
In the case of a logistic growth population, where f (N ) = rN 1 − K , we get:
µ ¶
2N K
f ′ (N ) = r 1 − =0 ; ∗
NM SY = ,
K 2
with the sustainable yield µ ¶
∗ K K/2 rK
h = f (NM SY ) = r 1− = .
2 2 4

The next example we will treat by using a Hamiltonian and the canonical equations! We consider the
case of a sole-owner fishery, but neglecting costs or discount rates. Thus, we look for a solution of the
following mathematical problem: Find
Z T
max pqE(t)N (t) dt,
0≤E≤Emax 0

which is subject to
dN
= f (N ) − qEN
dt
and the initial condition
N (0) = K
Here, N (t) is the state variable, E(t) is the control variable. The initial condition is “perfect” for the fish
population. According to the “definition” of the Hamiltonian, it reads here:
H = pqEN + λ[f (N ) − qEN ]
= q(p − λ)EN + λf (N ).
(λ0 = 1 was chosen, without loss of generality). The corresponding canonical equations read
dN ∂H
= = f (N ) − qEN,
dt ∂λ
dλ ∂H
= − = −q(p − λE − λf ′ (N ).
dt ∂N
H is linear in E (the control variable). According to the Maximum principle, we have to maximise H,
i.e. determine E(t), such that H becomes maximal. H reads
H = q(p − λ)EN + λf (N ).
We distinguish between two cases:
 • If λ(t) > p, then E = 0 is needed (in order to avoid the first term to become negative).
• If λ(t) < p, then choose Emax .
Hence: ½
Emax for λ(t) < p
E(t) =
0 for λ(t) > p
maximises the Hamiltonian H.
What happens in case of λ(t) = p on an entire interval? In that case, from the second canonical equation
it follows directly that
f ′ (N ) = 0,
which means that the population has to be kept on MSY-Level,
∗
N (t) = NM SY .

Vice versa, the control variable E has to be chosen in such a way that the fish population is kept on that
lebel, i.e.
∗
f (NM SY )
E ∗ (t) = ∗ (1.13)
qNM SY

(due to dN
dt = f (N ) − qEN ).
Thus: Harvesting must happen with maximum rate, not at all, or according to (1.13), dependent on the
adjoint variable λ(t). But that one we don’t know yet!
We have to deal with that problem: An ODE for λ(t) is there, but no initial condition for this variable. The
transversality condition (of the Maximum principle) should provide missing initial or terminal conditions.
In our case: no initial or terminal payoff, the initial and terminal times are fixed (dt0 = 0, dt1 = 0), and
the state variable is a fixed constant at t0 = 0 (i.e. dN0 = 0). There is no condition on the state variable
at t1 = T , so dN1 is arbitrary. Under these conditions, the transversality condition reduces to

λ(T ) = 0.

This corresponds to an terminal condition on the adjoint variable, not an initial condition.
The situation is as follows: We have an initial condition on the state variable and a terminal condition
on the adjoint variable, which corresponds more to a boundary value problem (and not an initial value
problem). Typical for optimal control problems!
Problem: there is no possibility to compute exactly λ(0) - only numerical methods. But at least, we can
find a range of possible values for λ(0). We check different regions:
λ(0) > p: In that case, the control variable has to satisfy

E(t) = 0

(at least initially). Consequently, the adjoint equation reduces to

dλ
= −λf ′ (N ).
dt
Due to f ′ (K) < 0 we get dλ
dt > 0, λ would increase ; no harvesting at any time, continuous invrease
of λ for all times, but then λ(T ) (from the transversality condition) can never be satisfied. Thus,
λ(0) > is impossible.
0 < λ(0) < p: In that case, we start with E(t) = Emax . The canonical equation

dλ
= −q(p − λ)E − λf ′ (N )
dt
has a negative term (the first one), and a positive term (the second one).
Case λ(0) near 0: first term dominates
Case λ(0) near p: second term dominates

The choice of λ(0) still is not clear: It depends on the available time T :
In case of T small, λ(0) is chosen close to 0,then λ(t) decays to zero in that time (according to the
transversality condition). This means: Owning the fishery only for a short time, leads to the best
 strategy to fish as hard as possible (don’t mind about later generations ...)
In case of T large, λ(0) is chosen closer to p, then λ(t) will increase to p - here the maximum
sustainable yield can be used - and some time before the ownership ends, increase the harvest rate
(to Emax ), by that λ(t) is decreased to λ(T ) = 0.
The typical behaviour can be seen also in the following figures:

Small T Large T

E E

Emax Emax

E*

t t
T T

N N

K
N MSY

t t
T T

λ(0) < 0: left as exercise

Next example: We consider again the problem with the discounting (future gain is not as good as current
gain), i.e. we look for
Z T
max e−δt pqE(t)N (t) dt,
0≤E≤Emax 0
which is subject to
dN
= f (N ) − qEN,
dt
and the initial condition
N (0) = K.
We follow the ideas from above, just use the modified equations. The Hamiltonian reads

H = e−δt pqEN + λ[f (N ) − qEN ]

= q(pe−δt − λ)EN + λf (N ).

Again, it is linear in the control variable E; there may be a change of sign in the coefficient of E, it
depends on
σ = pe−δt − λ
(called “switching function”).
The canonical equations read here:
dN ∂H
= = f (N ) − qEN
dt ∂λ
dλ ∂H
= − = −q(pe−δt − λ)E − λf ′ (N ).
dt ∂N
Again, the Hamiltonian has to be maximized with respect to E (the control variable); similar to above
we have to distinguish two cases:
½
Emax for λ < pe−δt
E(t) =
0 for λ > e−δt .
Similar to above, also here it is possible that σ = 0 on an interval, i.e. λ = pe−δt . In that case we have
dλ
= −δpe−δt = −δλ.
dt
¿From the canonical equation we get in that case
dλ
= −λf ′ (N )
dt
Comparison of these two equations yields
f ′ (N ) = δ.
Question: Which population level should be kept by the fishery owner to satisfy this condition? The
graph of f (N ) helps us to understand what happens:
f(N)

f’(N) = δ

N
N* NMSY K
The maximum sustainable yield is attained when f ′ (N ) = 0. In case of a “nice” growth function (e.g. the
logistic equation), the slope of f is monotonic decreasing and the slope is > 0 only in case of N < NM SY .
Obviously: The higher the value of δ is, the lower is the corresponding N ∗ .
By that, we find the so-called “fundamental principle of renewable resources”:
Larger discount rates ⇔ Less biological conservation
In the extreme case: If δ > r, the owner will bring the population to extinction (at least if he just
interested in economic success).
The reason behind is: The population grows too slowly, it makes sense (for the economically interested
owner) to fully consume the resource and invest the money he gets for that in something else, with a
higher rate of return.
Example from the real world: The baleen whale (Bartenwal), which grows quite slowly (growth rate of
2 − 5% per year suffers under extreme overexploitation.

Next step: We want to consider the case of a nonlinear revenue, which means: the earnings by har-
vesting depend in a nonlinear way on the harvest h = qEN , described by a function R. R is assumed to
be increasing and concave, i.e.
R′ (h) > 0 and R′′ (h) < 0,
the graph looks like
R(h)

qEN
This means: The revenues increases with catch, but at decreasing rates.
Goal of the sole owner (still underlying discounted revenues) is to find
Z T
max e−δt R(h) dt,
0≤h≤hmax 0

which is subject to
dN
= f (N ) − h
dt
with the initial condition
N (0) = K
(the population is under best conditions at the beginning of the harvesting process). In the following h
is taken as the control variable (instead of dealing with the fishing effort, as before). The Hamiltonian
reads for this problem:
H = e−δt R(h) + λ[f (N ) − h].
Obviously, the Hamiltonian is now a nonlinear function of the harvest rate h; thus we look for a local
maximum by
∂H
= e−δt R′ (h) − λ = 0
∂h
which corresponds to
λ = e−δt R′ (h).
(Please notice that
∂2H
= e−δt R′′ (h) < 0,
∂h2
i.e. we deal indeed with a maximum, not with a minimum).
¿From λ = e−δt R′ (h), it follows that

∂λ dh
= −δe−δt R′ (h) + e−δt R′′ (h) .
dt dt
The adjoint equation yields
dλ ∂H
=− = −λf ′ (N ) = −e−δt R′ (h)f ′ (N ).
dt ∂N
Comparing these two equations, we get:

dh R′ (h)
= [δ − f ′ (N )] ′′ .
dt R (h)

Hence, we have an autonomous ODE system (first order) for the stock level N and the harvest rate h:

dN
= f (N ) − h
dt
dh R′ (h)
= [δ − f ′ (N )]
dt R′′ (h)

(Remark: The adjoint variable doesn’t appear here anymore - no problem, we are not interested in it
directly, we just use it)
For that ODE system, we can use our classical methods for the analysis!
Stationary points:
dN
=0 ⇔ f (N ) = h
dt
dh
=0 ⇔ f ′ (N ) = δ ; N = N∗ ; h∗ = f (N ∗ ).
dt

The intersection point of these two isoclines (Ṅ = 0 and ḣ = 0) corresponds to the stationary point, the
phase plane looks as follows:
 h

f’(N) = δ

h=f(N)
(N*,h*)

N
N*

The general Jacobian matrix reads:

à !
f ′ (N ) −1
J= ′
³ ´′
R′ (h)
−f ′′ (N ) RR′′(h)
(h) (δ − f ′ (N )) R′′ (h)

Inserting the coordinates of the stationary point, N = N ∗ , h = f (N ∗ ), yields (due to f ′ (N ∗ ) = δ):

à !
δ −1
J= ′ ∗
−f ′′ (N ∗ ) RR′′(h )
(h∗ ) 0

The sign of the determinant is (due to R′ (h) > 0, R′′ (h) < 0 and f ′′ (N ∗ ) < 0):

R′ (h∗ )
detJ = −f ′′ (N ∗ ) < 0,
R′′ (h∗ )

hence the stationary point is a saddle.

Via the directions of the eigenvectors, we can determine the “position” of the saddle in the phase plane,
the typical flow near the equilibrium looks as follows:

N
NT N0

E.g., if we prescribe initial and terminal conditions for the state variable (N (0) = N0 , N (T ) = NT ), as
shown in the graph, we are looking for a solution curve (also called orbit), which connects N0 to NT
in the prescribed time T . For an increasing T , this leads to the choice of an orbit which comes nearer
and nearer to the stationary point (N ∗ , h∗ ), since in the neighbourhood the “flow” becomes slower and
slower. In opposite to the examples before, here we really have a graded control (not just off - on with
full effort).

Of course, we could also consider possible costs in our approaches (corresponding e.g. to
Z T
max e−δt [pqN (t) − c]E(t) dt),
0≤E≤Emax 0

but for the lecture, we will not consider that case.

1.1.5 Stochastic birth and death processes
Reference: [6]

As mentioned before, by using deterministic equations like dN dt = rN or the logistic growth model
dN
¡ N
¢
dt = rN 1 − K , random influences are ignored, but they may be important for the growth of popu-
lations, especially, if the size of the population is quite small (then the influence of single individuals is
large).
We start with a very simple linear birth process: the Yule-Furry process (introduced by Yule (1924) and
Furry (1937)). It is a Markov process, which means the future is independent of the past (only the present
plays a role). The time is a continuous parameter.
State space for this process: The potential number of individuals in the population at any instant of time
(this is countable; thus it can be called a continuous-time Markov chain).

Random variable N (t): number of individuals at time t

pn (t) = P [N (t) = n], n = 0, 1, 2, . . . (Probabilty that N (t) takes value n).

Birth process
First approach: only births, no deaths.
Asumption: No internal population structure, the individuals act independently of each other, every
individual can give birth to new ones. The classical assumption for a single individual is:
P (1 birth in (t, t + ∆t] | N (t) = 1) = β∆t + o(∆t)
P (more than 1 birth in (t, t + ∆t] | N (t) = 1) = o(∆t)
P (0 birth in (t, t + ∆t] | N (t) = 1) = 1 − β∆t + o(∆t)

(Notation: lim∆t→0 o(∆t)

∆t = 0). Remark: The idea behind is a small ∆t, e.g. such that β∆t < 1, later
we consider ∆t → 0.

This approach can be easily generalised for the situation with n individuals:
P (1 birth in (t, t + ∆t] | N (t) = n) = n[β∆t + o(∆t)][1 − β∆t + o(∆t)]n−1
= nβ∆t + o(∆t)
P (more than 1 birth in (t, t + ∆t] | N (t) = n) = o(∆t)
P (0 birth in (t, t + ∆t] | N (t) = n) = 1 − nβ∆t + o(∆t)
Using this knowledge we can formulate an equation for pn (t):
pn (t + ∆t) = pn−1 P (1 birth in (t, t + ∆t] | N (t) = n − 1}
+pn (t)P (0 births in (t, t + ∆t] | N (t) = n) + o(∆t)
= (n − 1)β∆tpn−1 (t) + (1 − nβ∆t)pn (t) + o(∆t).
Reformulating yields:
pn (t + ∆t) − pn (t) o(∆t)
= −nβpn (t) + (n − 1)βpn−1 (t) + ,
∆t ∆t
respectively with the limit ∆t → 0
dpn
= −nβpn + (n − 1)βpn−1
dt
(which is a chain of ordinary differential equations).
Initial condition: ½
1, for n = n0
pn (0) =
0, for n 6= n0
(this means: we start with N (0) = n0 ).
Due to the fact that we neglect deaths at the moment and consider a pure birth process, it holds:
pn (t) = 0 for n < n0 .
A lot of statements can be derived directly from these equations. Some examples:
 • Probabilty of staying at the initial condition?
dp
Due to dtn0 = −βn0 pn0 and pn0 (0) = 1, we get the solution

pn0 (t) = e−βn0 t .

• Probability of being at n0 + 1?
dp
Due to ndt0 +1 = −β(n0 +1)pn0 +1 +βn0 e−βn0 t and pn0 +1 (0) = 0, we still can get an explicit solution:

pn0 +1 (t) = n0 e−βn0 t (1 − e−βt )

Observation: First, there is an increase in probability, later a decrease (by further births). The
peak can be found (using the first derivative):

p′n0 +1 (t) = n0 (−βn0 )e−βn0 t (1 − e−βt ) + n0 e−βn0 t (βe−βt ) = 0

µ ¶
n0
⇔ ln = −βt
n0 + 1
µ ¶
1 n0 + 1
⇔ t = ln .
β n0

By induction, one can find e.g.

µ ¶
n0 + m − 1 −βn0 t ¡ ¢m
pn0 +m (t) = e 1 − e−βt
n0 − 1
µ ¶
n − 1 −βn0 t ¡ ¢n−n0
pn (t) = e 1 − e−βt
n0 − 1

for n ≥ n0 . Remark: This corresponds to the so-called “negative binomial distribution” where the
chance of success in a single trial deceases exponentially with time, due to e−βt (in general, the
negative binomial distribution describes the number of attempts which are necessary in a Bernoulli
process to reach a given number of successes; it is e.g. very important in the context of insurances).
We can compute expected value and variance easily:
∞
X
E[N (t)] = npn (t) = n0 eβt ,
n=0
X∞
V ar[N (t)] = n2 pn (t) − E 2 [N (t)] = n0 (1 − e−βt )e2βt .
n=0

Remark: For β > 0 the mean population size grows exponentially (the variance also increases with
time). So, the mean population in this approach behaves like the deterministic exponential growth;
but here we get an additional information, concerning the variance.
It is also interesting to consider a size called the “coefficient of variation”:
p s
V ar[N (t)] 1 − e−βt
V [N (t)] = = .
E[N (t)] n0

Obviously, this has the property r

1
lim V [N (t)] = .
t→∞ n0
It compares somehow the variance with the current population size. Remark: It depends only on
the intial population size. In case of a large initial population, the coefficient of variation is small; in
case of a small initial population, it is large. From that we find: In case of small initial populations,
the stochasticity plays a big role, the runs of the stochastic process may differ greatly from the
corresponding deterministic process.

Linear birth and death process

in the same way, we can introduce an additional death process, assuming that an living individual dies
at time t with the probability µ∆t + o(∆t) in the time interval (t, t + ∆t]. As before, the individuals act
independently of each other and the probability of several events is o(∆t). Following the same ideas as
above, we get a set of ODEs, which looks now as follows:
dpn
= β(n − 1)pn−1 + µ(n + 1)pn+1 − (β + µ)npn
dt
with initial conditions ½
1, for n = n0
pn (0) =
0, for n =
6 n0 ,
(and we set pn (t) = 0 for n < 0). In opposite to the simple birth process, we need more effort to solve it
(due to it is not a clear chain with a direction, also the step from n + 1 (still unknown) to n is important).
This can be treated by using the so-called probability generating function
∞
X
F (t, x) = pn (t)xn .
n=0
P
Due to pn (t) ≤ 1, the generating function converges for all |x| < 1 (and even for x = 1, due to n pn (t) =
1). (Remark: It is also possible to introduce a moment generating function instead, this will be considered
in the exercises).
Some properties of the probability generating function F (t, x):
1. p0 (t) = F (t, 0) describes the probability of being extinct at time t

2. Also the probability of having n individuals in the population at time t can be described by the
probability generating function:
1 ∂nF
pn (t) = |x=0
n! ∂xn
3. The expected value of N (t) can be computed by
∞
X ∂F
E[N (t)] = npn (t) = |x=1
n=0
∂x

4. Even the variance of N (t) can be described by using the probability generating function. Due to

∂2F X
2
|x=1 = (n2 − n)pn (t) = E[N 2 (t)] − E[N (t)]
∂x n=0

and the fact that

V ar[N (t)] = E[N 2 (t)] − E 2 [N (t)],
yields " µ ¶2 #
∂2F ∂F ∂F
V ar[N (t)] = + − .
∂x2 ∂x ∂x
x=1

Taken together, we see: the probability-generating function is very useful. But: How to find it? One can
easily compute, that the probability generating function satisfies the following PDE
∂F ∂F
= [βx2 − (β + µ)x + µ]
∂t ∂x
with initial condition
F (0, x) = xn0
(as shown in “Math.Models in Biol. I”). Using the “method of characteristics”, the solution can be
determined (we do not consider the details here again) and reads:
 h rt
in0
 µ(1−x)ert −(µ−βx) for β 6= µ
F (t, x) = h β(1−x)e −(µ−βx)
in0
βt+(1−βt)x

(1+βt)−βtx , for β = µ.

Please recall also the most important properties:

 • Probability of being extinct at time t:
 h rt in0
 µ(ert −1) for β 6= µ
βe −µ
p0 (t) = F (t, 0) = h in0
βt

1+βt , for β = µ.

• In the limit t → ∞ (i.e. the asymptotic probability of extinction):

( ³ ´n0
µ
β , for β > µ
lim p0 (t) =
t→∞ 1, for β ≤ µ.
Remark: Even if the birth rate is larger than the death rate, there is a finite probability probability
that the population goes extinct (especially for populations with small initial numbers n0 ). Different
to deterministic models!
• Expected value and variance of the population (where r = β − µ):
∂F
E[N (t)] = |x=1 = n0 ert
∂x
(
(β+µ) rt rt
n0 (β−µ) e (e − 1), for β 6= µ
V ar[N (t)] =
2n0 βt, for β = µ.

Remark: Both grow exponentially in case of β > µ. The variance increases linearly in case of β = µ
and in case of β < µ, the variance increases first, but later decreases exponentially (due to the
extinction).
• Coefficient of variation:
s
1 (β + µ)
V [N (t)] = (1 − e−rt ), β>µ
n0 β − µ

Remark: It increases monotonically, but tends to a constant.

Nonlinear birth and death processes

Until now, we had constant per capita birth and death rates β and µ. Analogously to the deterministic
growth models, it may make sense to introduce birth and death rates which depend on the population
size, i.e. βn and µn for n = 0, 1, 2, . . .. A model for a density-dependent growth looks as follows:
dp0
= µ1 p1 (1.14)
dt
dp1
= 2µ2 p2 − (β1 + µ1 )p1 (1.15)
dt
dpn
= [(n − 1)βn−1 ]pn−1 + [(n + 1)µn+1 ]pn+1 − n(βn + µn )pn , n > 1. (1.16)
dt
βn and µn should be chosen in such a way that they prevent an unlimited growth.
Short observation: In the case of (nonlinear) deterministic models, one is always interested in the sta-
tionary points. Now we are in the situation of a stochastic model. The stochastic analog of a stationary
point is the so-called “statistically stationary state”. Let us consider the example above:
¿From the first equation it follows, that p1 (t) has to be = 0, if p0 (t) is constant. But for p1 (t) = 0, we
need also that p2 (t) = 0 and so on, i.e. pn (t) = 0 for all n > 0. This means: For a closed population
(where no migration takes place), the only finite stationary state is “extinction”. From that it follows
directly: A closed and bounded population will tend to the absorbing state N = 0 and will go extinct
with probability 1.
BUT: It may take a long time until the extinction really happens (i.e. more precisely: The expected time
to extinction may be longer than the time for typical population changes). Maybe a so-called statistically
quasistationary state exists: this means, that in the long term run, it goes to extinction, but in the short
term, that statistically quasistationary state is approached by the population. For making that concept
more clear, we introduce conditional probabilities:
pn (t)
qn (t) =
1 − p0 (t)
“conditional on no extinction”. Its derivative reads:
dqm 1 dpn pn (t) dp0
= + 2
.
dt 1 − p0 (t) dt [1 − p0 (t)] dt

Using the model equations and the definition of qn (t) yields a system of ODEs:

dq1
= 2µ2 q2 − (β1 + µ1 )q1 + µ1 q12
dt
dqn
= [(n − 1)βn−1 ]qn−1 + [(n + 1)µn+1 ]qn+1 − [n(βn + µ2 )]qn + µ1 q1 qn for n > 1.
dt
That system may possess a set of stationary states qn∗ .
A iterative procedure for the computation of the quasistationary states (recommended by Nisbet and
Gurney, 1982):
(1) Guess q1∗ .
(2) Set dqn /dt to 0 and calculate by repeatedly applying the right hand sides of the ODEs q2∗ , q3∗ , . . ..
For the maximum n, choose such a value, that qn∗ is already negligible.
P
(3) Calculate the value q1∗ / qn∗ and compare it to the old value of q1∗ . If the difference is large, repeat
step (2) with the new value of q1∗ - until the desired accuracy is reached.
These density-dependent birth and death processes are quite difficult to analyse and simulate. But we
can consider at least a special case:
Assume that an ensemble of populations approaches quickly its quasistationary distribution. This corre-
sponds to
p1 (t)
≈ q1∗
1 − p0 (t)
(which describes the probability of N (t) = 1, under the condition that no extinction has occured). In
that case we get from (1.14):
dp0
≈ µ1 q1∗ (1 − p0 ),
dt
i.e. ∗
p0 (t) ≈ 1 − e−µ1 q1 t .
By definition, p0 (t) describes the probability of being extinct at time t. Then dp0 /dt corresponds to
the probability density of extinction at time t. By that approach, the mean time to extinction can be
computed via Z ∞ Z ∞
dp0 ∗ 1
Textinction = t dt ≈ tµ1 q1∗ e−µ1 q1 t dt =
0 dt 0 µ1 q1∗
(by applying partial integration).
One can see: In case of µ1 and q1∗ both small, the extinction time will be large, as expected.

1.1.6 Metapopulations / Island-Mainland Model

Reference: [4]

Short “review” of mathematical models in biology: Most populations do not just live in one habitat,
but are spread over several habitats. Even though if such “small populations” may go extinct locally,
the total population survives in many cases since individuals from neighbouring surviving habitats can
invade and thus reoccupy it again. This type of problems is considered in the metapopulation theory.
Typical questions are:
• Is a certain patchwork of local habitats able to support a population for a long time?
• Which factors play a role?
In the simple approach here, we do not deal with the sizes of a population, but only with persistence.
This means: there are only two possible values for a populations size: 0 (which corresponds to local
extinction) or 1 (which corresponds to local persistence).
¿From a metapopulations perspective, it has to be distinguished between local extinction (a single pop-
ulation disappears) and regional extinction (all populations in the system die out).
Let pe describe the probability of local extinction (Remark: in a discrete time scale! typically years or
decades). By that we can describe the probability that the population will survive for n years by
Pn,loc = (1 − pe )n .
This was a statement for one single poplation. But we want to consider a metapopulation, with population
acting independent of each other. Special case: two subpopulations; the probability of regional persistence
for one year can be described by
P2,reg = 1 − p2e ,
since p2e is the probability that both subpopulations go extinct in one year.

For a simple metapopulation model we make the following assumptions:

• constant probabilities
• no time lags
• no explicit spatial structure
• the patches are treated as ”homogeneous” in size, quality etc, concerning the probabilities
• large number of patches ...
Let f describe the fraction of sites which is occupied (i.e. the proportion of patches where populations
live - thus, 0 ≤ f ≤ 1). Using a immigration rate I (proportion of sites which are successfully colonised
per unit time) and an extinction rate E (proportion of sites which go extinct per unit time), the basic
equation can be formulated by
df
=I −E
dt
(compare to the population growth models, which were similarly introduced; wo we reach an equilibrium
in case of I = E).
Simple assumptions for that:
Immigration: depends on probability of local colonisation (denoted by pi , may depend on f , but also
on physical and biological conditions), and the availability of unoccupied sites (1 − f ).
Extinction: depends on the probability of local extinction pe and the fraction of occupied sites f .
Thus:
I = pi (1 − f )
E = pe f
and the general metapopulation model reads
df
= pi (1 − f ) − pe f
dt
Now we step more into the direction of an island-mainland model.

Mainland

Islands
Simple assumptions:
Constant pe means: the probability of extinction is independent of f (the fraction of occupied sites). (In
some sense, this corresponds to the density-indepentent death rate in a simple population growth model
like the exponential growth).
Constant pi means: there is something like a continuous source of migrants which can colonise an empty
site. This proporty is also called “propagule rain”. It can be provided by a large stable mainland
population.

Mainland

Islands

df
With these assumptions, we look for the stationary state of our model dt = pi (1 − f ) − pe f :
pi
0 = pi − pi f − pe f ⇔ f=
pi + pe
Remark: Even in case of a large probability of extinction pe and a small probability of colonisation pi ,
there will be no complete regional extinction (f > 0 in the equilibrium case, which corresponds to the
expected value). The reason is indeed the propagule rain!

To be more realistic, usually also internal colonisation between the population sites is possible. With a
simple assumption, this corresponds to
pi = i · f,
where i (constant) describes the increas of colonisation probability of empty sizes by an additional occu-
pied patch.

Mainland

Islands

It can be interpreted as a contribute of individuals to a kind of pool of propagules by each population.

In case of neglecting the mainland, here the probability of colonisation is 0 in case of f = 0. The model
equation reads:
df
= if (1 − f ) − pe f
dt
Equilibrium:
pe
pe f = if (1 − f ) ⇔ f =1−
i
Remark: Here, a complete extinction is possible (f ≤ 0), dependent on the strength of internal coloniza-
tion effect i compared to the probability of local extinction.

Another “refinement”: Inclusion of a so-called rescue effect. pe might also depend on f .

The idea behind is: Each occupied site produces propagules - if they arrive at empty sites, they can
establish a new population there (as already considered). But also arriving at occupied sites may help,
by increasing the population size and therefore reducing the probability of extinction. This is called the
“rescue effect”. How to include that effect into the model?
Simple approach:
pe = e(1 − f ),
the parameter e controls the strength of the rescue effect. The complete model for an external propagule
rain and a rescue effect reads then:
df
= pi (1 − f ) − ef (1 − f ).
dt
We compute the equilibrium:
pi
0 = pi (1 − f ) − ef (1 − f ) ⇔ ef = pi ⇔ f= .
e
Remark: Also here, persistence of the metapopulation is guaranteed. If e < pi , then all population sites
are occupied at equilibrium.

Alternatively, one can combine the internal colonisation with the rescue effect (corresponding to a situa-
tion which is completely separated from external influences). The model equations read
df
= if (1 − f ) − ef (1 − f ).
dt
Computation of the equilibrium:
0 = (i − e)(f (1 − f )
(remark: same structure like the Verhulst model!). The equilibria are f = 0 and f = 1. Concerning
stability:
Case i > e: (immigration > extinction), f = 1 is stable, f = 0 is unstable; this leads to “landscape
saturation”.
Case i < e: (immigration < extinction), f = 0 is stable, f = 1 is unstable; this leads to “regional
extinction”.
Case i = e: (immigration = extinction), there is a continuum of equilibria, f will not change at all. In
reality, there may be stochastic variations in i and e, so fluctuation between the two equilibria is
possible, respectively slight changes in f near the last case.
Summary: Here, we considered only very simple metapopulation situations, neglecting explicit spatial
structure or population sizes, interactions with other species ... but ok to see the basic problems and
approaches.
Remark that the considered models deal with probabilities, these are not deterministic. As a consequence,
they are the basis for stochastic simulations, which may behave differently in different runs!

1.1.7 Discrete-time models

References: [6], [2]

In this lecture, we only step very fast through a different type of modelling approach: the discrete-
time models. There are examples of populations which are easy (and appropriate) to describe by discrete
times. An important criterion can be: Do the birth occur in regular time-intervals, e.g. caused by typical
“breeding seasons”?
Advantages:
• easy to formulate and to simulate
• Phenomena like delays much more easy to describe (in some cases at least)
 • can show oscillations (in opposite to deterministic, autonomous, one-species models)
¿From an more ecological point of view, typical special which are well-suited for a discrete-time descrip-
tion:

Plants, especially so-called monocarpic plants: they grow, flower (i.e. produce seeds) and then die.
Many of these monocarps are annuals (like the sun-flowers), but there are also some which live for
many years, e.g. Bamboos (with life times in the range of 20 years). Advantage: Organisms which
subsists on bamboo, have difficulties in surviving the symchronised death phase; this also concerned
the pandas in China in 1983).

Insects, especially so-called semelparour insects: analogously to the monocarpic plants, they lay down
eggs once in their live (after that they die). Typical ecamples: Mayflies, day-flies ... . There are
also examples for long-living species, like some cicaded in eastern USA, with time intervals of 13 or
17 years.

Fishes, some also show semeparous behaviour and dies soon after spawning. The most well-known
species are salmons and eels (additionally they migrate between freshwater and marine habitats).

Birds usually show iteroparous behaviour (i.e. they can breed in more than one season), but due to
often clearly-defined breedings seasons, can often be described also by discrete-time models (maybe
with an additional age structure).

Mammals: There are not many, but at least some species showing semelparous behaviour. (Examples
are marsupials of the genus Antechinus). In this case, typically the males die after mating.

Short review of the basics of disrete-time models (i.e. difference equations, which are used here): In
general: Generally:
xn+1 = f (xn ) is denoted to be a difference equation of first order.

As usual, we are interested in stationary points and their stability:

Definition 1 x̄ is called stationary point of the system xn+1 = f (xn ), if

x̄ = f (x̄).

x̄ is also called fixed point or steady state.

For difference equations, the stability is defined via convergence of sequences:

Definition 2 Let x̄ be a stationary point of the system xn+1 = f (xn ).

x̄ is called locally asymptotically stable, if there exists a neighbourhood U of x̄ such that for each starting
value x0 ∈ U we get:
lim xn = x̄.
n→∞

x̄ is called unstable, if x̄ is not (locally asymptotically) stable.

A practical criterion for checking the stability yields the following proposition:

Proposition 1 Let f be differentiable. A stationary point x̄ of xn+1 = f (xn ) is

• locally asymptotically stable, if |f ′ (x̄)| < 1

• unstable, if |f ′ (x̄)| > 1

Remark: These criteria are sufficient, but not necessary!

One can also use graphical methods like cobwebbing for fast checks for stationary points and their
stability!

Now let’s look for some typical examples for population growth!
Density-independent growth
Let Nt denote the size a population in generation t (can be years or something else which is appropriate
for the considered species). Let R0 be the offspring per individual (also called net reproductive rate). In
the most simple case, neglecting all other effects, we get as model

Nt+1 = R0 Nt .

This can be easily solved (Nt = R0t N0 ), but is obviously not realistic to an unlimited growth in case of
R0 > 0.

Density-dependent growth
First idea could be to find the analogue of the logistic differential equation. This means: Taking the
logistic differential equation, µ ¶
dN N
= rN 1 − ,
dt K
the left-hand side is approximated by a finite-difference quotient,
µ ¶
∆N N
= rN 1 − .
∆t K

The time-step is assumed to cover one generation, ∆t = 1, then it can be rewritten as

µ ¶
Nt r
Nt+1 − Nt = rNt 1 − . ⇔ Nt+1 = (1 + r)Nt − Nt2
K K

or in the rescaled version something like

xt+1 = µxt (1 − xt ).

The graph of Nt+1 , dependent on Nt looks as follows:

Nt+1

Nt
K

We can see: there is a overcompensation, this means the recruitment for the total population decreases
with increasing population size. Furthermore, several other problems appear, like loss of positivity, chaotic
behaviour. Some of these topics will be treated in the exercises.

Trying to make it better!

Idea: The “function”
1 + [(R0 − 1)/K]Nt
R0
is linearly increasing in Nt The per capita number of offspring is assumed to be inversely proportional to
this function, i.e.
Nt+1 R0 R 0 Nt
= ⇔ Nt+1 =
Nt 1 + [(R0 − 1)/K]Nt 1 + [(R0 − 1)/K]Nt

This difference equation is called the Beverton-Holt stock-recruitment curve. The graph looks as follows:
 Nt+1

Nt
K
We see: Here, no overcompensation happens; the increase in population density leads to a decrease of
the per capita reproduction, but not of the total population size.
Let us consider the equilibria N ∗ and their stability:
R0 N ∗
N∗ = ⇔ N ∗ = 0 or N ∗ = K.
1 + [(R0 − 1)/K]N ∗
The first derivative reads
R0
f ′ (N ∗ ) = £ ¡ R −1 ¢ ¤2 ,
1 + 0K N ∗
thus:
In N ∗ = 0: f ′ (0) = R0 , i.e. unstable for R0 > 1 and asymptotically stable for R0 < 1, what can be
expected also from the meaning of R0 .
1
In N ∗ = K: f ′ (K) = R0 , i.e. asymptotically stable for R0 > 1
(of course having in mind only values R0 > 0)

Bifurcation diagrams
In a lot of models, the qualitative behaviour depends heavily on the parameter values. Typical example
is the discrete logistic model, but also other models show similar dependencies.
The qualitative behaviour can be represented by a so-called bifurcation diagram. In each case, the “stable
objects” will be plotted.
Example: discrete logistic model, bifurcation parameter r

Creating such a diagram with the aid of a computer:

• Choose a parameter value (here it is done for r)
• Run 1000 steps of iteration (from an arbitrary starting value).
• Plot the next 1000 values (of the iteration) in the line above the chose r.
• Do the same procedure for other values of r
1.1.8 Delay models
Reference: [6]

In some sense, the difference equations from the section above already include a kind of implicit delay,
as they cannot react instantaneously on changes, one after a discrete time. This may lead to phenomena
like overshooting of equilibria, chaotic orbits etc.
Additionally, explicit delays can be included in models, also in difference equations. In this context, they
correspond to higher-order difference equations. We consider examples of the following form:

Nt+1 = f (Nt , Nt−T ) = Nt F (Nt−T ), (1.17)

T is called the explicit lag in density dependence. Typical examples are:

• Lagged Beverton-Holt model:
R 0 Nt
Nt+1 =
1 + [(R0 − 1)/K]Nt−T

• Lagged logistic difference equation:

· µ ¶¸
Nt−T
Nt+1 = 1 + r 1 − Nt
K

• Lagged Ricker curve: · µ ¶¸

Nt−T
Nt+1 = Nt exp r 1 −
K
These exemplary models were formulated in such a way that they satisfy

F (K) = 1 and thus Nt = Nt−T = K,

which means: the capacity corresponds to an equilibrium. Let us check the stability of this equilibrium!
Usual approach: Let xt = Nt −K (i.e. consider the deviation from the equilibrium). Then the linearisation
of the standard equation (1.17) reads:
∂f ∂f
xt+1 = |K xt + |K xt−T .
∂Nt ∂Nt−T
(using the total differential).
Both, the lagged logistic difference equation and the lagged Ricker curve, as examples, satisfy

xt+1 = xt − rxt−T ,

which is a linear equation. Approach for the solution to be of the form

xt = x0 λt .

This approach is applied in the linear equation and yields

x0 λt+1 = x0 λt − rx0 λt−T

⇔ λ = 1 − rλ−T
⇔ rλ−T = 1−λ
⇔ r = λT (1 − λ).

There are T + 1 roots λi of this algebraic equation. If all these roots satisfy the condition

|λi | < 1,

then the equilibrium N = K is asymptotically stable. (Recall the stability conditions for discrete systems
and the fact that a higher-order difference equation can be reformulated as a system of first-order difference
equations)
The root with the largest absolute value is called the “dominant root” (and chosen to be λ1 , without loss
of generality) - in some sense, it dominates the behaviour of the system:
 • If λ1 is ∈ R, λ1 > 0 and λ1 < 1, then small perturbations around N = K are expected to decay
monotocally to 0.

• If λ1 ∈ R but −1 < λ1 < 0, or λ1 ∈ C \ R, then small perturbations around N = K are expected

to show dampled oscillations.

• If |λ1 | > 1, then the equilibrium N = K is unstable.

In our example, the characteristic equation was r = λT (1 − λ). In a graphical approach, the real roots
correspond to the intersection points of the curve λT (1 − λ) with the straight line r:
r

r0

λ
1

Obviously, there are two positive roots in case of a small positive r (it can be shown: the larger one is the
dominant). There is a critical value r = r0 where they meet and disappear, simultaneously, oscillations
start at that critical value r = r0 . Determination of r0 : it corresponds to the maximum of r(λ), i.e.

dr T
0= = T · λT −1 − (T + 1)λT ⇔ λmax = ,
dλ T +1
thus µ ¶T µ ¶
T T TT
r0 = r(λmax ) = 1− = .
T +1 T +1 (T + 1)T +1
Remark: The critical value r0 is monotonically decreasing in T , for large delays it tends to zero:

lim r0 (T ) = 0.
T →∞

This means also: The larger the delay T is, the easier oscillations can appear. In the graph, we can see
the critical values for instability, dependent on T .
r0

T
5

In general, explicit time lags often cause instability, also e.g. for the lagged Beverton-Holt model and
others. Remark: There is a big problem with these approaches from an ecological point of view: The
delay is often included in the death term. But the major influence of an delay should concern the birth
term, as it may take some time until the offspring will be available, dependent on the population size
some time ago!
Delay in Continuous-time models
Of course, there are also situation, where continuous-time models are more appropriate to describe a
population growth, but nevertheless a delay plays a major role.
Question: Do explicit time lags also destabilise the behaviour in continuous-time models?

We start with the logistic differential equation,

µ ¶
dN N
= rN 1− .
dt K

Let τ be the delay in time.

The first idea to introduce that delay into the basic model of logistic growth was
µ ¶
dN N (t − τ )
= rN (t) 1 − ,
dt K

the so-called Hutchinson-Wright equation (due to Hutchinson, a well-known lomnologist and ecologist,
and Wright, a number-theorist).
Remark, that instead of an intial condition at a time point (e.g. t = 0), here a so-called history function
has to be given for an entire interval of length τ (otherwise, the solution wouldn’t be defined uniquely):

N (t) = N0 (t) for − τ ≤ t ≤ 0.

Important remark: Also the Hutchinson-Wright model includes the problem with the delay in the death
term instead of the birth term! Nevertheless, it is used here to show the basic procedure for analysing
these systems.
There are two equilibria (similar to the non-delayed logistic equation).:

N =0 and N = K.

Looking for their stability:

• near N = 0: there we have approximately
dN
≈ rN,
dt
so, if r > 0 the population will grow exponentially fast ; N = 0 is unstable.
• Near N = K: As usual, we consider the deviation from the carrying capacity, which can be defined
by
x(t) = N (t) − K.
Linearisation yields:
dx ∂f ∂f
= |N =K x(t) + |N =K x(t − τ )
dt ∂N (t) ∂N (t − τ )
µ ¶
N (t − τ ) rN (t)
= r 1− |N =K x(t) − |N =K x(t − τ )
K K
= −rx(t − τ ),

which is a linear delay-differential equation.

Approach with an exponential solution:

x(t) = x0 eλt .

Inserting that into the linear delay-differential equation, we get:

λx0 eλt = −rx0 eλ(t−τ ) ⇔ λ = −re−λt ,

obviously, this is a transcendental equation, which has an infinite number of complex roots λ.
Nevertheless, a statement concerning the stability of the equilibrium N = K can be given; there
are three different regimes (dependent on the product rτ ):
 1
0 < rτ < e : N = K is a monotonically dampled stable equilibrium
1 π
e < rτ < 2 : N = K is an oscillatorily dampled stable equilibrium
π
rτ > 2 : N = K is an unstable equilibrium

How to get this result?

Let µ = λτ , then the characteristic equation reads

µ = −rτ e−µ . (1.18)

In our case, the delay τ is positive, so the real part of µ has the same sign as the real part of λ.
For a better understanding, we use a “trick”: Plot the left hand side and the right hand side of
equation (1.18) separately (but in the same coordinate system), so we look for intersection points.
Dependent on rτ , there may be 0, 1 or 2 intersection points of −rτ e−µ with the diagonal line
(which corresponds to the left hand side). They correspond to real-valued solutions of (1.18). The
transition from two distinct real roots to one with no real roots corresponds to the transition from
exponential to oscillatory decay (and is a double root). The reason behind is: there is no crossing of
the imaginary axis, so the real part stays negative. At this double root, the two curves are tangent,
i.e.
1 = rτ e−µ .
Together with (1.18), we get:
1
µ = −1 ; .rτ =
e
Looking for the transition from damped oscillations to “growing oscillations” (i.e. loosing stability):
There, a pair of complex conjugate roots crosses the imaginary acis. We take

µ = iω

(i.e. a root on the imaginary axis), the equation (1.18) reduces to

iω = −rτ e−iω = −rτ (cos ω − i sin ω)

We consider separately the real and the imaginary parts, thus

1
0 = −rτ cos ω ; ω = (n + )π, n = 0, 1, 2, . . .
2
ω
ω = rτ sin ω ; rτ = .
sin ω
The first transversal of the imaginary axis is the “relevant” one: thus choose n = 0 ; N = K loses
its stability at rτ = π2 .

Thusm we have the basic qualitative behaviour of the Hutchinson-Wright equation!

Don’t forget: From an ecological point of view, one should take another approach for including the
delay into the birth term. This is the case, e.g. in Nicholson’s blowfly equation:
dN
= αN (t − τ )e−βN (t−τ ) − δN (t).
dt
Here, an instantaneous death takes place, while the birth may be delayed. It was applied to describe
some periodic oscillations which were observed in experiments with the Australian sheep blowfly Lucilia
cuprina (experiments were done by Nicholson in 1954).
Another applied model:
µ µ · ¸z ¶¶
dN N (t − τ )
= µN (t − τ ) 1 + q 1 − − µN (t),
dt K

it was introduced by May in 1980 and applied to describe the population dynamics of baleen whales.
(Remark: the parameter z is free to choose; a sufficiently high z can lead to chaotic dynamics).
1.2 Interacting Populations
1.2.1 Aquatic population interacting with a polluted environment
Toxic impact
Reference: [5]

First, we consider a very simple example: How does a population “react” on a toxic impact, i.e. how is
the population dynamics influenced?
Example: Daphnia galeata mendotae (a crustacea), with impact of cadmium.
Goal: Analyse the relations between “level of stress” (i.e. toxicant input), population size, birth rate and
death rate.
Let D describe the number of toxicant-induced deaths, N the population size and Z the toxicant-induced
mortality rate per individual. Thus, a sample approach for a so-called “mortality equation“ reads:
dD
= ZN.
dt
Usually, Z is assumed to depend on the toxicant concentration; simple approach:
½
h · (C − C0 ) for C ≥ C0
Z=
0 for C < C0

thus
dD
= h(C − C0 )N for C ≥ C0 ,
dt
with the parameters with dimensions
¡ ¢−1
• toxicant-induced mortality coefficient h, [h] = time · µg
L
µg
• toxicant concentration C, [C] = L
µg
• threshold toxiant concentration C0 , [C0 ] = L

(The assumption behind is: the crustacea can tolerate the toxicant up to a certain threshold, only when
exceeding it, there is an impact on the death rate; but also C0 = 0 µg
L is possible)
Simple approach for the population size:
µ ¶
dN N
= rN 1 − − h(C − C0 )N
dt K
1
(As usual: r as basic growth rate with [r] = time , K the carrying capacity, e.g. [K] = number of individuals).
Compute the stationary state for the population size:
dN h(C − C0 )K
=0 ⇔ N̄ = 0 or N̄ = K −
dt r
Obviously, it depends on the toxicant concentration C, if there exists a nontrivial equilibrium > 0:
Condition is
r
r > h(C − C0 ) ⇔ C < + C0 .
h
Of course, the toxicant-induced mortality is not necessarily zero, when reaching the equilibrium popula-
tion, in detail:
dD
= h(C − C0 )N̄
dt µ ¶
h(C − C0 )K
= h(C − C0 ) K −
r
Kh2 (C − C0 )2
= hK(C − C0 ) − for C ≥ C0
r
We see: The toxicant-induced death rate dD
dt has the shape of a parabola, dependent on C: first it in-
r
creases to a maximum at C = C0 + 2h , then decreases again.
Even though this model approach looks very simple, it fits well to experimental observations! The
toxicant concentration was varied, dependent on that several magnitudes were measured, like equilibrium
population sizes, birth rate, death rate ...
Fitting (with least squares approach) yields the following results for the parameter values:

C0 ≈ 0µg/L
h = 0.018(day µg/L)−1
K = 147 individuals
r = 0.29 day−1 ,

the curve e.g. for the toxicant-induced death rate, dependent on the Cadmium impact in microgram/liter
looks as follows (in comparison with the experimental data):

12

10

0 5 10 15

C
model output experimental data

Interpretation: The increase is clear to understand: the more Cadmium is brought into the system, the
higher the death rate. But later, i.e. in the range of high Cadmium levels, the equilibrium population
size becomes smaller and smaller, so also less individuals are dying per time unit.

Population interacting with toxicant

Reference: [10]

Up to now, we only considered the influence of the toxicant on the development of the population.
But in reality, there are also a lot of examples, where the population influences also the toxicant; e.g.
some bacteria are able to degrade chemical pollutants. From a mathematical point of view, we need then
a system of ordinary differential equations (still assuming a homogeneous distribution, without relevant
spatial structure of the players). In the following, we use as dependent variables:
M (t) concentration of biomass of the population at time t
CE (t) concentration of toxicant in the environment at time t
CI (t) amount of toxicant in the (population) biomass at time t
y(t) = CI (t)/M (t) concentration of toxicant per unit population biomass at time t
(y(t) is also called the “body burden”; subscript “E” denotes “environmental”, “I” means “internal”)
A simple basic model is formulated as follows:

Ṁ = M (β(M, y) − µ) (1.19)
ĊI = aCE M − (µ + η + κ)CI (1.20)
ĊE = −aCE M + (pµ + η)CI − θCE + u(t) (1.21)
y = CI /M (1.22)

Meaning of these equations:

• the first equation describes the population growth under the influence of the toxicant: µ is the
death rate; β(M, y) the “birth rate” - dependent on the current population size and the body
burden (assuming that y doesn’t influence the death rate directly)
• The second and the third equations concern the toxicants - there is an exchange possible(the “tox-
icant uptake rate”, aCE M , due to the law of mass action).
The death of an individual also influences (i.e. reduces) the internal toxicant concentration, by rate
−µCI . A fixed fraction of that (0 ≤ p ≤ 1) is recycled in the environment and thus appears in the
third equation.
The population can egest and depurate toxicants by metabolic processes, described by the constants
η and κ.
• In the third equation we take into account, that in the environment further (abiotic) processes
can lead to a degradation of the toxicant, introduced by the rate θ > 0 (called “per unit rate of
environmental detoxification”).
The term u(t) allows an exogeneous input of toxicants into the environment.
Remark: The total concentration of the toxicant, C = CE + CI is not conserved:

Ċ = u(t) − (κ + (1 − p)µ)CI − θCE

= u(t) − (κ + (1 − p)µ)(C − CE ) − θCE ,

the reason is that here an input of toxicants may happen, and the toxicant can be degraded by envi-
ronmental and population-based processes. We consider the body burden equation (y = CI /M ); we
get

ĊI Ṁ
ẏ = −y = aCE − (µ + η + κ)y − y(β(M, y) − µ)
M M
= aCE − (η + κ + β(M, y))y.

Obviously, β(M, y) can be interpreted as a kind of dilution by the biomass gain. How should the function
β(M, y) “behave” for a realistic model?
Typically the following four assumptions are made:
1. β : [0, ∞)2 → R is locally Lipschitz continuous, i.e. for every constant c > 0 there exists a Lipschitz
constant L > 0, such that

|β(M, y) − β(N, z)| ≤ L(|M − N | + |y − z|) for all 0 ≤ y, z, M, N ≤ c.

(no biological meaning; just in order to guarantee uniqueness of solutions)

2. β(M, y) is monotonely decreasing (in both arguments); strictly decreasing if β(0, y) > 0.
For an arbitrary but fixed M ≥ 0, β(M, ·) is bounded on [0, ∞)
(an increasing toxicant concentration reduces food uptake / growth; an increasing population in-
creases also intraspecies competition for ressources, thus reducing growth, too)
3. β(0, 0) > 0, β(0, y) ≥ 0 for all y > 0, and limM →∞ β(M, 0) < µ
(for positivity of the population under optimal conditions; and limited growth)
4. ∀ ε > 0 ∃ δ > 0:
β(M, y) ≥ −ε for M ≤ δ, y ≥ 0.
(mathematically useful; also for high body burden of toxicant hardly any starvation effects)
Typical example for β satisfying these conditions:

ρ(y)
β(M, y) = ,
1 + cM
where ρ in monotonely non-increasing, c positive constant. The linear dose response for the per unit
biomass production rate is a special case:

ρ(y) = α1 (1 − α2 y)+ ,

where α1 , α2 are positive constants, [r]+ = max{0, r} is the positive part of a real number.

Open Loop Toxicant Input

In this case, the input of toxicant, u, is prescribed, and the goal is to determine the resulting total toxicant
concentration in the system.
We can use tools from “fluctuation theory” for examining the qualitative behaviour.
The first theorem concerns the existence of a nonnegative solution:
Theorem 5 (Existence and uniqueness of solution) Let u be continuous and nonnegative on [0, ∞).
Then for nonnegative initial data and M (0) > 0, there exists a unique solution M , CE , CI of system
(1.19)-(1.21) on [0, ∞) which is also nonnegative and M (t) > 0 for all t ≥ 0. M is bounded on [0, ∞).
The proof is left out here.

The next corollary allows an estimation of the total toxicant concentration in the system:
Corollary 1 Let u satisfy the assumptions of Theorem 5 and be bounded on [0, ∞). Then CE and CI
are also bounded and for C = CE + CI the following estimation holds:
ũ
C(t) ≤ max{C(0), ,
ξ∗
where
ũ = sup u, ξ ∗ = min{κ + (1 − p)µ, θ}.
[0,∞)

The proof of the corollary is also left out (it uses two theorems from the theory of ODEs, concerning
preservation of positivity and for the boundedness of solutions on finite intervals; including a lot of esti-
mations)

The large-time estimates for the total toxicant concentrations are given in the next proposition:
Proposition 2 Let u : [0, ∞) → R be bounded. Then the following estimates hold:

u∞ u∞
lim sup C(t) =: C ∞ ≤ , lim inf C(t) =: C∞ ≥ .
t→∞ ξ∗ t→∞ ξ∗

(Remember the formal definition of the Limes inferior: Let f : Ω → R be a bounded function, Ω ⊆ Rm
closed. Then for x ∈ Ω:

lim sup f (y) = sup{lim sup f (yN ) | {yN }, Ω → x},

y→x N →∞

Ω → x means: x is accumulation point of the sequence yN , which is in Ω;

according to Bolzano-Weierstraß a bounded sequence (yN ) has a largest (lim sup) and a smallest (lim inf)
accumulation point)

Before we consider the proof of proposition 2, we introduce a proposition from fluctuation theory:
For the method of fluctuations, bounded differentiable functions f : (a, ∞) → R are considered, one is
interested in the relation between the asymptotic behaviour of f and f ′ .
The following notation will be used for the next steps:

f ∞ : lim sup f (t), f∞ : lim inf f (t).

t→∞ t→∞
Proposition 3 There exist sequences sn , tn → ∞ with the following properties:

f (sn ) → f∞ , f ′ (sn ) → 0,
f (tn ) → f ∞, f ′ (tn ) → 0,

for n → ∞.

This helps us now:

Proof of Proposition 2: According to Proposition 3, choose a sequence tn → ∞ such that C(tn ) → C ∞
and C ′ (tn ) → 0 as n → ∞. From C ′ = u(t) − (κ + (1 − p)µ)CI − θCE , one can find the inequalities

C′ ≤ u(t) − ξ∗ C
C′ ≥ u(t) − ξ ∗ C,

where
ξast = min{κ + (1 − p)µ, θ} and ξ ∗ = max{κ + (1 − p)µ, θ}.
Then we get:
0 = lim sup C ′ (tn ) ≤ lim sup u(tn ) − ξ∗ C ∞ ≤ u∞ − ξ∗ C ∞
n→∞ n→∞

; C ∗ ≤ u∞ ξast (the first estimate). The second estimate can be deduced analogously.

¿From this proposition it follows immediately that the total toxicant concentration C(t) tends to 0 in
case of the toxicant input u(t) tends to 0. The reason behind is that the toxicant is degraded abiotically
in the environment and within the biomass of the species.

Corollary 2 If u(t) → 0 for t → ∞, then CE (t) + CI (t) = C(t) → 0 for t → ∞. Also the body burden
y(t) converges to 0 for t → ∞.
If 0 < β(0, 0) ≤ µ, then the biomass M (t) converges to 0 for t → ∞.
If β(0, 0) > µ, then the biomass M (t) converges to M̄ , where β(M̄ ) = µ.

(The proof is omitted again, a little bit too long for the lecture; but it can be found in the book of Thieme
[10]).

Feedback Loop Toxicant Input

In the next step, the goal is to construct the toxicant input u in such a way, that the environmental
concentration of the toxicant, CE converges to a chosen target value T . Processes like these are e.g.
applied in sewage plants (Klärwerken) - with the idea to reduce the toxicant to an acceptable level.
Mathematically, u should neutralise the other terms in the equation for the environmental toxicant CE ,
and a term with the sign of T − CE is added, i.e.
µ ¶
CE
u(t) = aCE M − (pµ + η)CI + θCE − v −1 .
T

Here, v : R → R is continuous, v(0) = 0 and zv(z) ≥ 0 for all z ∈ R.

Remark: u(t) can become negative now; this means: it is necessary to “clean” the environment in order
to reach the target value (in practice it could mean e.g. dilution).
Then the equation for CE looks as follows:
µ ¶
′ CE
CE = −v −1 .
T

Let CE := T (1 + z) respectively z = CTE − 1, and ã := aT . We use the equation for y ′ instead of the
equation for CI′ , furthermore let σ := η + κ. We obtain the reformulated system:

M′ = M (β(M, y) − µ)
y′ = ã(1 + z) − (σ + β(M, y))y
′
CE 1
z′ = = − v(z)
T T
Special choice for v:
v(z) = αz ζ , z ≥ 0.
with a constant ζ > 0.
E.g. for ζ = 1 we get
α
z(t) = z(0) · e− T t
(check:
α
z′ = − z
T
In the following, we consider as simplification z = 0. This means: we consider a limiting system, with
the idea behind that it behaves similar to the large-time-behaviour of solutions of the original system.
The details to such an approach are provided by the theory of asymptotically autonomous differential
equations. The limiting system is 2D and reads

M′ = M (β(M, y) − µ) (1.23)
y′ = ã − (σ + β(M, y))y (1.24)

For the limiting system, some statements concerning boundedness and positivity are collected in the
following theorem:

Theorem 6 Let all initial data (at time 0) be nonnegative. Then all solutions of (1.23)-(1.24) exist for
all forward times and are nonnegative and bounded.
In case of M (0) = 0, then M (t) = 0 for all t ≥ 0.
In case of M (0) > 0, then M (t) > 0 for all t ≥ 0.
In case of y(0) ≥ 0, then y(t) > 0 for all t > 0.
The following large-time estimates hold true:
a
y∞ ≥
σ + β(0, 0)
M (t) ≤ M (0)e(β(0,0)−µ)t for all t ≥ 0.

In case of β(0, 0) > µ, the large-time behaviour of M can be estimated by

M ∞ ≤ M̄ ,

where M is characterised by β(M̄ , 0) = µ.

There exists a c0 > 0 such that y ∞ ≤ c0

Remark: System (1.23)-(1.24) is called dissipative. This means: There exists a constant c > 0, such that
there is a time r > 0 with kM (t), y(t)k ≤ c for all t ≥ r, nonnegative solutions of (1.23)-(1.24). (k · k is
any norm of R2 ).

The proof (which is not considered here in detail) uses again arguments from fluctuation theory and
theorems concerning the conservation of positivity for special types of ODE systems.

Of course, we are interested in possible stationary states!

In the following, we assume: β(M, y) to be continuously differential in points M, y ≥ 0, where β(M, y) > 0,
∂β
and the partial derivatives (denoted by βM = ∂M and βy = ∂β∂y ) are strictly negative there.

The equilibrium equations read:

0 = M (β(M, y) − µ)
0 = a − (σ + β(M, y))y.

Two different types of equilibria are distinguished:

• “boundary equilibria”: x∗ = (M ∗ , y ∗ ) = (0, y ∗ ) (so they are also called “extinction equilibria”. The
first equation has the solution M = 0 (not necessarily the only one), this is inserted into the second
equilibrium equation and yields

a = (σ + β(0, y ∗ )y ∗ =: φ(y ∗ ).
 Properties of φ: φ(0) = 0 and φ(y) → ∞ for y → ∞). This means: the equation a = φ(y ∗ ) has
always a positive solution, thus there is at least one boundary equilibrium (or several; it is even
possible to have an uncountable continuum of boundary equilibria, if φ = a on a nongenerate in-
terval).

• “interior equilibrium”: M ∗ > 0, this means the second term from the first equilibrium equation
yields the zero, β(M ∗ , y) = µ (it is also called “survival equilibrium”. We substitute β(M ∗ , y ∗ ) = µ
into the second equilibrium equation:
a
y∗ = .
σ+µ
The y ∗ is taken and substituted into the first condition: β(M ∗ , y ∗ ) = µ. Remember property (3)
for β, which said
β(0, 0) > 0, β(0, y) ≥ 0 for all y > 0 , and limM →∞ β(M, 0) < µ.
Thusm we can get a positive solution M ∗ if and only if the so-called threshold condition

β(0, y ∗ ) > µ

is satisfied (due to the intermediate value theorem).

Result: If the threshold condition is not satisfied, the population necessarily will die out. (can be
shown also).
Next, we consider some properties concerning stability:
Assumptions here for β:
• β is continuously differentiable on (0, ∞)2

• the partial derivatives of β are strictly negative and bounded on every bounded subset of (0, ∞)2 .
• the partial derivatives βy (0, y) exist and are continuous in y.
For being able to analyse our system also for M = 0 (since boundary equilibria may play an important
role), β is extended to R2 by

β(M, y) = β(M+ , y+ ), where e.g.M+ = max{M, 0}

(i.e. the + in the index denotes the positive part).

By property (1) of β, β is locally Lipschitz on R2 .
Useful observation:
½
∂ β(M, y) + M βM (M, y), for M > 0,
(M β(M, y)) =
∂M β(M, y), for M ≤ 0.

The vector field, consisting of the two right hand sides of the 2D limiting system (what we consider here),
µ ¶
M (β(M, y) − µ)
F (M, y) = ,
a − (σ + β(M, y))y

is continuously differentiable on R × (0, ∞).

¿From Theorem 6 we know: A solution which starts at nonnegative initial data, will enter and stay in a
compact subset of [0, ∞) × (0, ∞).
For checking the stability, the standard approach is to consider the Jacobian matrix of F . For M ≥ 0,
y > 0 it reads:
µ ¶
β(M, y) − µ + M βM (M, y) M βy (M, y)
DF (M, y) = ,
−yβM (M, y) −σ − β(M, y) − yβy (M, y)

where M βM (M, y) := 0 for M = 0.

Let’s start with a boundary equilibrium, i.e. (M ∗ , y ∗ ) = (0, y ∗ ), then we have a lower triangle form
for the Jacobian matrix:
µ ¶
β(0, y ∗ ) − µ 0
DF (0, y ∗ ) = .
−y ∗ βM (0, y ∗ ) −σ − β(0, y ∗ ) − y ∗ βy (0, y ∗ )
We can find the two eigenvalues:
a
λ1 = β(0, y ∗ ) − µ = −σ−µ
y∗
λ2 = −σ − β(0, y ∗ ) − y ∗ βy (0, y ∗ ) = −φ′ (y ∗ ).
a
Remark: The y-coordinate of the interior equilibrium (in case of its existence) is yint = σ+µ . Thus we
can rewrite µ ¶
1 1
λ1 = a −
y∗ yint
and observe, that the sign of λ1 obviously depends on the position of the boundary equilibrium compared
to the position of yint .
If λ1 > 0, then the boundary equilibrium is unstable, solutions will not converge to the boundary equi-
librium.

Consider now the interior equilibrium (M ∗ , y ∗ ) (if it exists). The Jacobian matrix reads in this case
(using β(M ∗ , y ∗ ))µ):
µ ¶
∗ ∗ M ∗ βM (M ∗ , y ∗ ) M ∗ βy (M ∗ , y ∗ )
DF (M , y ) = .
−y ∗ βM (M ∗ , y ∗ ) −σ − β(M ∗ , y ∗ ) − y ∗ βy (M ∗ , y ∗ )

Here, we compute trace and determinant:

tr(DF )(M ∗ , y ∗ ) = M ∗ βM (M ∗ , y ∗ ) − σ − β(M ast , y ∗ ) − y ∗ βy (M ∗ , y ∗ )

= M ∗ βM (M ∗ , y ∗ ) − σ − µ − y ∗ βy (M ∗ , y ∗ )
det(DF )(M ∗ , y ∗ ) = M ∗ βM (M ∗ , y ∗ )(−σ − µ − y ∗ )βy (M ∗ , y ∗ )) + y ∗ βM (M ∗ , y ∗ ) · M ∗ βy (M ∗ , y ∗ )
= −(σ + µ) · M ∗ βM (M ∗ , y ∗ ) > 0

Thus, 0 is never an eigenvalue, and both eigenvalues have real parts of the same sign; if the trace is
negative, the equilibrium is locally asymptotically stable. This results in:

Theorem 7 Assume that the interior equilibrium (M ∗ , y ∗ ) exists. It is locally asymptotically stable, if

σ + µ + y ∗ βy (M ∗ , y ∗ ) − M ∗ βM (M ∗ , y ∗ ) > 0,

if this expression is < 0, then it is unstable.

As last part of the analysis of this system, we want to exclude periodic orbits (at least under some
condition). For that the concept of an orbitally stable periodic solution, respectively a nice criterion to
check for that, can be useful:
Definition 3 A periodic solution x of a system x′ = F (x) is called orbitally stable, if the associated orbit
is a locally stable set.
It is called locally asymptotically orbitally stable, if the associated orbit is locally asymptotically stable.
It is called locally asymptotically orbitally stable with asymtotic phase, if it is orbitally stable and there
exists a neighbourhood U of the orbit such that for any solution y ′ = F (y) with y(0) ∈ U , there exists a
s > 0 such that
|y(t) − x(t + s)| → 0 for t → ∞

Proposition 4 Let x : R → R2 be a periodic solution of a planar ODE

x′ = F (x)

with period τ > 0. Then it is locally asymptotically orbitally stable (with asymptotic phase) if
Z τ
div F (x(t)) dt < 0.
0

If the integral is strictly positive, the periodic solution is unstable.

How to use that?
Let us assume, that we are in a situation where the interior equilibrium is locally asymptotically stable.
If one can show additionally, that all periodic orbits are locally asymptotically orbitally stable, we can
rule out that periodic orbits show up by a contradiction argument:
Assume there is a periodic orbit ξ, it necessarily has to surround the unique interior equilibrium and is
locally asymptotically orbitally stable. There is a point in the region R which is surrounded by ξ which
does not lie on a periodic orbit - we take this as starting point for a solution. This solution is clearly
defined for all times (since it stays bounded; no chance to leave the surrounded region. The interior
equilibrium is locally asymptotically stable, which prevents that the solution can get arbitrarily close to
the interior equilibrium in backward time. There is not other equilibrium in region R, so the theorem
of Poincare-Bendixson “forces” that the solution converges toa periodic orbit. But this is impossible
because this periodic orbit is also orbitally stable in our assumption.

Using these arguments, we can show the following Lemma:

Lemma 4 If σ + β + yβy − M βM > 0 for all M, y > 0, then there are no periodic solutions.
Proof:
The assumption says: σ + β + yβy − M βM > 0 for all M, y > 0; if this is true for all M, y > 0, then also
for the coordinates of the interior equilibrium M ast , y ∗ (if it exists), according to Theorem 7, it is locally
asymptotically stable. It holds: β(M ∗ , y ∗ ) = µ.
Thus, we have to check if all periodic orbits are locally asymptotically orbitally stable. According to
Proposition 4, we check if Z τ
div F (x(t)) dt < 0,
0

x(t) = (M (t), y(t)) a periodic solution of the ODE system, period τ > 0. Then we find:

div F (M (t), y(t)) = β(M, y) − µ + M (βM (M, y))

−(σ + β(M, y)) − y(βy (M, y))
M ′ (t)
= + M βM (M, y) − σ − β(M, y) − yβy (M, y)
M (t) | {z }
<0

thus
Z τ Z τ
M ′ (t)
div F (x(t)) dt < dt
0 0 M (t)
= ln M (τ ) − ln M (0) = 0.

Proposition 4 yields: any periodic orbit is locally asymptotically orbitally stable. With the argumentation
from the lecture, we can thus exclude periodic orbits.
2

1.2.2 Interactions between two populations: the prototypes

Reference: [1]

As a prototype of interactions between populations, one considers the situation of two species, x and
y, thus (classically) a 2D ODE system as a mathematical model (neglecting e.g. spatial effects, stochas-
ticity, delay effects ...):

ẋ = f (x, y)
ẏ = g(x, y)

Typical “types of interaction” are:

• predator-prey
• competition (e.g. for a common source of food)
• symbiosis,
it shows up in typical properties of the functions f and g.

Special kind of formulation for a two-species interaction model:

ẋ = αx + βxy
ẏ = γy + δxy.

Here, we can easily check for the meaning of these terms:

• αx respectively γy describe exponential growth / decay (dependent on the sign) in case of an

isolated population
• interactions terms βxy, δxy, according to the law of mass action,
for positive parameter: the other species “helps”
for negative parameter: the other species “harms”

So, different combinations of signs are possible, the most usual ones are:

• β > 0, δ < 0 (or vice versa): predator-prey

• β > 0, δ > 0: symbiosis

• β < 0, δ < 0: competition

1.2.3 Some classics: Predator-prey; cycles, global bifurcations

Reference: [6]

The historically first predator-prey model was introduced by Volterra:

dN
= rN − cN P
dt
dP
= bN P − mP
dt
Goal was to describe some fish population in the Adriatic sea, especially the termporarily increase of
sharks during the First World War:
Before the first world war: The fraction of sharks at fishing in the Adriatic Sea: ∼ 11 %
during ¨ ∼ 36 %
after ¨ ∼ 11 %

The complete data set looks as follows (years / percentages of predators in the fish catches in Fiume
(Italian port):
1914 1915 1916 1917 1918 1919 1920 1921 1922 1923
12 21 22 21 36 27 16 16 15 11

Analysis of the system above shows (see “Mathematical models in Biology I” or [2]): the solutions oscillate,
but always around the same average number (which corresponds to the equilibrium). The observed effect
can be expained only by introducing a harvest rate h:
dN
= (r − h)N − cN P
dt
dP
= bN P (m + h)P.
dt
Problem with the model itself: It shows oscillations (as predator-prey systems do often in reality), but
these are structurally unstable. This means: A small perturbation of the model equations can change
the qualitative behaviour completely (e.g. the periodic solutions disappear), in the sense of
Goal: We want to find a predator-prey model with (stable) limit cycles.
Idea: Choose a more realistic “functional response”, i.e. the rate at which each predator captures prey
- instead of a linearly increasing function of prey density, there must be a kind of “saturation” (the
predators cannot eeat unlimited amounts of food at once, catching and consuming needs some time ...)

There are four different types of functional responses:

Type I: The number of prey which is eaten per predator per unit time (also called intake rate) depends
linearly on the prey density (possibly with a fixed maximum)
Type II: The intake rate decelerates and approaches a maximum (i.e. saturation of the food uptake),
because the predators need time to handle the prey and eat it up.
How to find a suitable function? We introduce the following variables / parameters:

T = total time for an observation

Th = handling time for each prey item
N = number of potential prey
V = number of prey caught (i.e. the “victims”)

Assumption: V is proportional to N and additionally proportional to the time which is available

for searching, i.e.
αT N
V = α(T − V Th )N ; V = ,
1 + αTh N
thus we can rewrite the functional response type II as
cN
Φ(N ) =
α+N
(Remark: This equation is related to the Monod equation for the growth of microorganisms or the
Michaelis-Menten equation for the rate of reactions performed by enzymes)

Type III: Similar to type II, but for low prey densities, it increases faster than linear (e.g. the predators
have to learn how to catch the prey). Typical approach:

cN 2
Φ(N ) =
α2 + N2

Type IV: For high prey densities, the per capita predation rate decreases (e.g. due to prey interference
or prey toxicity). Typical approach:

cN
Φ(N ) = N2
i +N +a

(where c, i, a > 0 constant).

 Type III

Type I

Type II

Type IV

Example: The predator-prey model according to Rosenzweig-MacArthur (1963) reads:

µ ¶
dN N cN P
= rN 1 − −
dT K a+N
dP bN P
= − mP.
dT a+N
(i.e. here an functional response of type II is applied)
Nondimensionalisation (by choosing the new variables x = Na , y = c
ar P and t = rT ) yields:
µ ¶
dx x xy
= x 1− −
dt γ 1+x
µ ¶
dy x
= β − α y,
dt 1+x
m
where α = b , β = rb , γ = K
a. There are three stationary points:

(x0 , y0 ) = (0, 0)
(x1 , y1 ) = (γ, 0)
µ ¶
x∗ α
(x2 , y2 ) = x∗ , (1 + x∗ )(1 − ) , where x∗ = .
γ 1−α

Trick: rewrite the rescaled differential equations as

dx
= f (x)(g(x) − y)
dt
dy
= β(f (x) − α)y,
dt
where µ ¶
x x
f (x) = , g(x) = (1 + x) 1 − .
1+x γ
Then the Jacobian matrix is quite easy to write:
µ ¶
f (x)g ′ (x) + f ′ (x)g(x) − yf ′ (x) −f (x)
J= .
βf ′ (x)y β(f (x) − α)

Now we can check it in the stationary points:

(0, 0): µ ¶
1 0
J= ,
0 −αβ
with the eigenvalues λ1 = 1, λ2 = −αβ ; saddle point.
 (γ, 0): Obviously g(γ) = 0, then the Jacobian matrix reads:
µ ¶
−1 −f (γ)
J= ,
0 β(f (γ) − α)
³ ´
γ
with the eigenvalues λ1 = −1, λ2 = β 1+γ −α .
Thus, this equilibrium is stable (a node) if
γ
<α ⇔ x∗ > γ,
1+γ
otherwise a saddle point.

(x∗ , g(x∗ )): (it is f (x∗ ) = α). Then the Jacobian matrix reads:
µ ¶
αg ′ (x∗ ) −α
J=
βf ′ (x∗ )g(x∗ ) 0

The corresponding characteristic equation is

λ2 − αg ′ (x)λ + αβf ′ (x∗ )g(x∗ ) = 0.

We can use the Routh-Hurwitz criterion to check for stability: For the case n = 2, we need both
coefficients to be > 0. The constants α and β satisfy this condition; also f ′ (x) is strictly positive.
In case of −1 < x∗ < γ the g(x∗ ) is also positive (this is satisfied if the coexistence point is in the
positive area). All in all, this means: the stability of the coexistence point (equilibrium) depends
on the sign of g ′ (x∗ ):
If g ′ (x∗ ) < 0, then the coexistence point is stable
If g ′ (x∗ ) > 0, then the coexistence point is unstable.
Remark that the eigenvalues are purely imaginary, if g ′ (x∗ ) = 0. ; here we have the situation of
a Hopf bifurcation! So, we expect (at least) one stable periodic orbit to show up up.
Let us consider the dependency of the carrying capacity of the prey, K: If K increases (which is
corresponding to an increasing dimensionless parameter γ), then the 0-Isocline of the prey, and its
peak, is moved to the right.
Remark: g ′ (x∗ ) corresponds to the slope of the 0-isocline of the prey, at that point where it intersects
the 0-isocline of the predators. The region, where this slope is > 0 is also increased, when K is
increased. Thus, increasing K to sufficiently large values, destabilises the coexistence point (i.e.
the coexistence point looses its stability and a stable periodic orbit shows up; by Hopf bifurcation).

x
α/(1−α) γ

This phenomenon is called the “paradox of enrichment”: it means: increasing the capacity of an
ecosystem may destabilise the whole system. Thus, be careful in enriching ecosystems!

The next example for a predator-prey model is based on a model of Freedman & Wolkowicz (1986), with
a type IV functional response:
µ ¶
N cN
Ṅ = rN 1 − − N2 P
K i +N +a
Ṗ = bφ(N )P − mP
 N c
The system can be nondimensionalised (by introducing the parameters x = a, y= ra P , t = rT ):
µ ¶
x xy
ẋ = x 1 − − x2
γ α +x+1
βδxy
ẏ = x2
− δy
α +x+1

(where α = ai , β = bc
m, γ= K
a, δ= m
r ).
Simpler notation:

ẋ = f (x)(g(x) − y),
ẏ = δh(x)y,

where
x
f (x) = x2
+x+1 α
µ ¶µ 2 ¶
x x
g(x) = 1− +x+1
γ α
2
− xα + (β − 1)x − 1
h(x) = βf (x) − 1 = x2
.
α +x+1

First, we consider the isoclines:

• ẋ = 0: x = 0 and y = g(x).
Remark: g(x) has a local maximum in [0, γ], this is called M :

g(x)

x
γ

• γ̇ = 0: y = 0 and the roots of h(x),

à r !
α 4
x2,3 = (β − 1) ± (β − 1)2 − ,
2 α

(if they are both positive and real, i.e. for β > 1 and α > 4/(β − 1)2 ; x = x2 and x = x3 )
The sign of h(x) will be important for our stability analysis:

For β < 1 or α < 4/(β − 1)2 : h(x) < 0 for all x ≥ 0.

For β > 1 and α > 4/(β − 1)2 :
½
>0 for x2 < x < x3
h(x)
<0 for 0 < x < x2 or x > x3

; h′ (x2 ) > 0, h′ (x3 ) < 0.

The stationary points are at the intersection points of (ẋ = 0)− and (ẏ = 0) isoclines:
Equilibrium Coordinates Conditions for exist. Meaning
E0 (0, 0) both species extinct
E1 (γ, 0) prey at capacity, pred. extinct
E2 (x2 , g(x2 )) β > 1, α > 4/(β − 1)2 , γ > x2 coexistence
E3 (x3 , g(x3 )) β > 1, α > 4(β − 1)2 , γ > x3 coexistence
General Jacobian matrix:
µ ¶
f ′ (x)(g(x) − y) + f (x)g ′ (x) −f (x)
J(x, y) =
δh′ (x)y δh(x)

In E0 : µ ¶
1 0
J(0, 0) = ; saddle point (unstable)
0 δ

In E1 : µ ¶
−1 −f (γ)
J(γ, 0) =
0 δh(γ)
; stable node for β < 1 or α < 4/(β − 1)2 ,
other possibility to be stable: β > 1 and α > 4/(β − 1)2 and 0 < γ < x2 or γ > x3 ;
analogously: unstable for β > 1 and α > 4/(β − 1)2 and x2 < γ < x3 .

In E2 : µ ¶
1 ′
β g (x2 ) − β1
J(x2 , g(x2 )) = ′ ,
δh (x2 )g(x2 ) 0
with the characteristic equation
1 ′ δ
λ2 − g (x2 )λ + h′ (x2 )g(x2 ) = 0
β β

(remark: h′ (x2 ) > 0 and g(x2 ) > 0).

One can observe: E2 is asymptotially stable for g ′ (x2 ) < 0 and unstable for g ′ (x2 ) > 0. More
precisely, E2 is a stable focus right of and near to M , respectively a unstable focus left of and near
to M . So, the Hopf bifurcation theorem guides us to expect a limit cycle close to g ′ (x2 ) = 0.

In E3 : µ ¶
1 ′
β g (x3 ) − β1
J(x3 , g(x3 )) = ′ ,
δh (x3 )g(x3 ) 0
with the characteristic equation
1 ′ δ
λ2 − g (x3 )λ + h′ (x3 )g(x3 ) = 0.
β β

(remark: h′ (x3 ) < 0 and g(x3 ) > 0. One can show: the two eigenvalues are real and have opposite
sign, thus E3 is a saddle point.

A lot of different nice situations and bifurcations may appear, dependent on the parameter values.
Maybe the most interesting is the so-called “homoclinic bifurcation”: there a limit cycle runs into a
saddle point. (It is also called “saddle separatrix loop” or “Andronov-Leontovich-Bifurcation”).
 We consider a few phase plane graphs as examples:
α = 5.2, β = 2.0, δ = 2.5, γ is varying

• γ = 1.1

0
1 2 3 4 5
x

• γ = 2.5

0
1 2 3 4 5
x
• γ = 3.5

0
1 2 3 4 5
x

• γ = 4.1

0
1 2 3 4 5
x
 • γ = 4.24

0
1 2 3 4 5
x

• γ = 4.6

0
1 2 3 4 5
x

How to find such a homoclinic bifurcation in the parameter space?

The idea is to find homoclinic orbits, but in general, this is difficult; the differential equation is typically
integrated numerically.
For small δ a “relaxation oscillator”, the homoclinic orbit can be approximated analytically; for details
see [6].

Kolmogorov Model
Reference: [3]

The idea for the Kolmogorov model is to find a quite “general” description of meaningful predator-
prey models, and not to go into much details, concerning the choice of functional responses etc. Which
properties should such a model have?
Let x denote the prey, y the predators. The model equation read:
ẋ = xf (x, y) (1.25)
ẏ = yf (x, y) (1.26)
(Underlying assumption: the growth rate of each species is proportional to the present population size).
The following conditions on f and g are introduced to guarantee a predator-prey system. Let f and g be
continuously differentiable.
∂f
1. ∂y < 0 (predators diminish the prey growth rate)

2. x ∂f∂x
(x,y)
+ y ∂f ∂y
(x,y)
< 0. We consider a fixed ratio off predators to prey. Increasing the number of
predators reduces neertheless the growth rate of the prey (because the encounters between the two
species are increased). This corresponds to the change in f in direction (x, y)T .

3. f (0, 0) > 0 (the prey population is able to grow)

4. There exists an A > 0 such that f (0, A) = 0 (a sufficiently large predator population inhibits any
growth of prey)

5. There exists a B > 0 wuch that f (B, 0) = 0 (carrying capacity for the prey)
∂g(x,y)
6. ∂y ≤ 0 (the growth of predators is lower for increasing predator population)

7. x ∂g(x,y)
∂x + y ∂g(x,y)
∂y > 0 (see 2. for the explanation)

8. There exists a C > 0 such that g(C, 0) = 0 (the predators grow if enough prey is available, but
decrease if there is not enough prey available - even if the predator population is small)
9. B > C (otherwise the predators always go extinct)

(Remark: Condition 1., 2., 6., 7. are assumed to hold in the interior of the first quadrant only).
Additional conditions:
10. (x − B)f (x, 0) < 0

11. (y − A)f (0, y) < 0

12. (x − C)g(x, 0) > 0

(the last three conditions concern the uniqueness of the boundary equilibria).

The next theorem gives information about the general behaviour of such a model system.

Theorem 8 (Kolmogorov) Let conditions 1.-12. hold. Then the Kolmogorov model has a unique
coexistence equilibrium. If this coexistence equilibrium is not asymptotically stable, there is a limit cycle
(in the interior of the first quadrant), which is asymptotically stable from the outside.
Sketch of proof:
Step 1: Show the existence of a function y = φ(x), such that

f (x, φ(x)) = 0, φ(0) = A, φ(B) = 0.

Obviously, for each fixed x ≥ 0, there exist at most one y > 0 such that f (x, y) = 0 (follows from 1. for
x > 0 / from 11. for x = 0).
IF x > B, then from 10. we get f (x, 0) < 0 ; the domain of φ(x) is contained in [0, B]. From 5. we
know: φ(0) = A. f is continuous, thus there exists a δ > 0 wuchthat for 0 ≤ x ≤ ε we find f (x, A + δ) < 0
and f (x, A − δ) > 0 (for x = 0 this is clear due to 4. and 1.). Hence, in this intervall [0, ε] the desired
φ(x) exists. Again from 1. we know: fy (ε, y) < 0. Due to the implicit function theorem, it can be solved
for y as a function x in a neighbourhood of x = ε, which corresponds to φ(x). The solution exists as long
as fy does not vanish (due to 1., this is true on 0 < x < B). fy is continuous, then also φ(x) (it is even
continuously differentiable).
We know f (A, 0) = f (0, B) = 0, thus the end points are included. Conditions 10. and 11. yield that
there are no other points on the axes as part of the solution set of f (x, y) = 0.
Let y = φ(x) describe a curve Cf (the prey isocline),
 y

A Cf

x
B

Step 2: Similarly, we can show the existence of a function x = ψ(y) such that

g(ψ(y), y) = 0, ψ(0) = C, lim ψ(y) → ∞

y→∞

the corresponding curve (the predator isocline) is denoted as Cg . The properties of φ(x) and ψ(y) yield:
Cf and Cg intersect exactly once (due to 9.) ; coexistence equilibrium (x∗ , y ∗ ).
y Cg

A Cf

(x*,y*)

x
C B

Step 3: Consider the change of signs!

11. yields f (0, y) > 0 for y < A and f (0, y) < 0 for y > A. For fixed y, the only possibility for f (x, y) to
change sign due to continuity is at y = φ(x). Hence:
½
< 0 for y > φ(x)
ẋ = f (x, y)
> 0 for y < φ(x)

Similarly we get ½
<0 for y > ψ(x)
ẏ = g(x, y)
>0 for y < ψ(x)
In the figure:
y II Cg

A Cf

(x*,y*)
I
III
IV
x
C B

(the first quadrant is divided into the axes and four zones).
Step 4: Introduce another curve, Ck , where
dy yg(x, y)
= = k.
dx xf (x, y)
For the slope k, we choose
g(B, 0)
k= .
Bfy (B, 0)
Obviously, the curve passes through (B, 0) and k < 0. Similarly to above, one can show: this Ck is a
continuous curve, representing x as a function of y. Furthermore it must lie to the right of Cg (due to
k < 0 the arrows point upwards), and the range of y is [0, ∞).
We choose a point (x0 , y0 ) on Ck , where y0 > sup0≤x≤B {y|y = φ(x)}. Let Γ be the solution through
(x0 , y0 ).

y II Cg Ck

A Cf (x0,y0)

(x*,y*)
I
III
IV
x
C B

Γ must cross Cg (with zero slope), then it continuues to the left, but with negative slope. It cannot
intersect the axes, in zone II it only can tend to the left and down, similarly in III down and right,
in IV righ and up,in I left and up.; i.e. a kind of rotation counterclockwise through the zones. When
intersecting Cg for the second time, we get a “inward spiraling” ; a bounded closed set.
There are two possibilities, by Poincare-Bendixson: either the solution tends to (x∗ , y ∗ ), or (if the first is
not possible) to a periodic orbit.
2
Remark: We do not have an information what happens from “inside” of a possible limit cycle - it mustn’t
be unique!

1.2.4 Competition models

References: [6, 7]

Apart from predation, competition plays a big role in ecological communities.

The classical model from Lotka-Volterra (1926/1932) is based on the following assumptions:
• in absence of the other, each species (N1 and N2 ) grow logistically
• interference competition: the two speces diminish each other’s net per capita growth rate by direct
interference.
In the notation with per capita growth rate:
µ ¶
1 dN1 (N1 + α12 N2 )
= r1 1 −
N1 dt K1
µ ¶
1 dN2 N2 + α21 N1 )
= r2 1 −
N2 dt K2
or rewritten e.g. as
dN1 r1
= N1 (K1 − N1 − α12 N2 )
dt K1
dN2 r2
= N2 (K2 − N2 − α21 N1 )
dt K2
There are two isoclines for each species, allowing for up to four stationary states (number and stability are
dependent on the parameter values) - this was already analysed thoroughly in Math. Models in Biology
(see e.g. [7]).
The remarkable fact is: Only in one case (where the interspecific effects are small compared to the in-
traspecific effects, α12 < K K2
K2 , α21 < K1 ), one finds a stable coexistecne point
1
; “Principle of Competitive Exclusion” (first mentioned by Gause 1934/35, later again by Hardin, 1960):
Two species cannot coexist if they are too minilar. This is a little bit “vague” - what means “similar”,
and how to quantify similarity?
Other problem: the competition coefficients are difficult to measure ...

New idea: Take the common resource also into account, i.e. the two species are competing with re-
spect to their efficiency at exploiting a common resource ; exploitation model

First example: There is a abiotic resource for both species, e.g. in a chemostat; the uptake of sub-
strate is assumed to be of type II functional response.
The model equations read (S. substrate, N1 : species 1, N2 . species 2):
dS 1 m1 SN1 1 m2 SN2
= D(Si − S) − −
dT Y1 K1 + S Y2 K2 + S
dN1 m1 SN1
= − DN1
dT K1 + S
dN2 m2 SN2
= − DN2
dT K2 + S
(m1 , m2 : maximum growth rates; Y1 , Y2 : yield coefficients, K1 , K2 : half saturation constants; D: dilution
rate, Si : inflowing substrate concentration).
The model is non-dimensionalised by introducing the new variables
S N1 N2
s= , x= , y= , t = DT,
Si Y1 Si Y2 Si
then
ds A1 sx A2 sy
= 1−s− −
dt a1 + s a2 + s
dx A1 sx
= −x
dt a1 + s
dy A2 sy
= −y
dt a2 + s
(with A1 = mD1 , a1 = K
Si , A2 =
1 m2
D , a2 = K2
Si )
Adding these equations yields:
ds dx dy
+ + =1−s−x−y (1.27)
dt dt dt
One can see: for t → ∞ we find s + x + y → 1. This means: The asymptotic behaviour can be studies
on the plane s + x + y = 1.
The main interest are the competitors x and y, so we replace s by 1 − x − y, resulting in the 2D system
for the asymptotic concentrations:
dx A1 (1 − x − y)x
= − x =: f (x, y)
dt a1 + 1 − x − y
dy A2 (1 − x − y)y
= − y =: g(x, y)
dt a2 + 1 − x − y
Now we can use our standard techniques for phase plane analysis.
Trivial stationary state (0, 0):
In the neighbourhood of (0, 0) we find approximately:
df (−A1 x + A1 (1 − x − y))(a1 + 1 − x − y) − A1 (1 − x − y)x(−1)
= − 1,
∂x (a1 + 1 − x − y)2
thus in (x, y) = (0, 0):
∂f A1 (a1 + 1) A1
(0, 0) = −1= − 1.
∂x (a1 + 1)2 a1 + 1
If we consider the spingle species behaviour of x, we find
µ ¶
dx A1
≈ − 1 x,
dt a1 + 1
analogously for y as single species µ ¶
dy A2
≈ − 1 y.
dt a2 + 1
Assumption: Both species should be able to survive as single species, thus the right hand side coefficients
have to be positive, respectively
a1 a2
< 1, < 1.
A1 − 1 A2 − 1
Now we can consider the isoclines:
For ẋ = 0:
a1
x=0 and x+y =1−
A1 − 1
For ẏ = 0:
a2
y=0 and x+y =1−
A2 − 1
The two “nontrivial” isoclines are parallel straight lines, so we may have three stationary points. One
could check stability as usual, but it is already sufficient here, to deal with the isoclines:
y y
1 1

x x
1 1

Left picture: Aa1 −1

1
< Aa2 −1
2
, then x excludes y.
Right picture: A2 −1 < Aa1 −1
a2 1
, then y excludes x.
Coexistence ist only possible, if
a1 a2
= ,
A1 − 1 A2 − 1
which is very unlikely (if it indeed happens, then there is a line of equilibria). So, also with this approach,
it is “difficult” to get coexistence.
Remark: Experimental findings (with a chemostat on an abiotic substracte, with the bacterial species
Escherichia coli and Pseudomonas aeruginosa, indeed showed the expected behaviour - i.e. exclusion or
coexistence - dependent on the parameters which could be modified - was correctly predicted.

How to find coexistence?

Next example: Instead of an abiotic substrate, as above, we consider now biotic prey. Thus the question
is: Can two predators, which both live on the same biotic prey, coexist?
Such a system was introduced and considered by Koch / Hsu / Waltman, 1974/1978/1983), let N denote
the biotic prey, and P1 and P2 the two predators.:
µ ¶
dN N 1 m1 N P 1 1 m2 N P 2
= rN 1 − − −
dt K0 Y1 K1 + N Y2 K2 + N
dP1 m1 N P 1
= − d1 P1
dT K1 + N
dP2 m2 N P 2
= − d2 P2 .
dT K2 + N

(again with functional response of type II; the other terms and the meanings of the parameters as usual).
Nondimensionalisation by introducing the new variables
N P1 P2
x= , y= , z= , t = rT
K0 Y1 K0 Y2 K0
yields
dx A1 xy A2 xz
= x(1 − x) − −
dt a1 + x a2 + x
dy A1 xy
= − D1 y
dt a1 + x
dz A2 xz
= − D2 z,
dt a2 + x
with
m1 K1 d1 m2 K2 d2
A1 = , a1 = , D1 = , A2 = , a2 = , D2 = .
r K0 r r K0 r
Similar to above, we require
A1 A2
> D1 , > D2 .
a1 + 1 a2 + 1
(This guarantees that the single predator species can survive)

Now we look for a possible coexistence point:

For the ẏ equation we need
a1 D1
y=0 or x=
A1 − D1
For the ż equation we need
a2 D2
z=0 or x=
A2 − D2
Obviously, it is not possible to find a coexistence point, except for
a1 D1 a2 D2
= .
A1 − D1 A2 − D2
Until now, we only considered equilibria.
If we consider the system without the second predator, it has the form
dx A1 xy
= x(1 − x) −
dt a1 + x
dy A1 xy
= − D1 y.
dt a1 + x
Remark: this corresponds to the Rosenzweig Predator-Prey model! There we saw, that a Hopf bifurcation
is possible, i.e. limit cycles in the (x, y) plane showed up.
Thusm also here, in the x-y-z system limiti cycles could be possible, in the (x, y) plane; these limit cycles
are stable to perturbations in the (x, y) plane.
Big question: are they also stable to perturbations in the z direction? If not, and if the corresponding
equilibria (or limit cycles) in the (x, z) plane are also unstable, we may find coexistence of the two preda-
tors, not in an equilibrium situation, but on a periodic orbit in the interior of the first octant.

How to proceed with such an analysis?

We can rewrite our 3D system in the following form:
dx
= xf (x, y, z)
dt
dy
= yg(x)
dt
dz
= zh(x).
dt
Let [xp (t), yp (t), 0] denot the periodic (x, y) limit cycle. Now we linearize the system about this periodic
limit cycle and get:
 ∂f ∂f   ∂f ∂f 
x ∂x + f ∂f
∂y ∂z x ∂x + f ∂f
∂y ∂z
J =  y ∂x ∂g ∂g
=  y ∂x
g 0  g 0 
∂h
z ∂x 0 h [x (t),y (t),0]
0 0 h [xp (t),yp (t),0]
p p
Obviously, this matrix is reducible, we can decouple the behaviour in the z direction:
µ ¶
dz A2 xp (t)
≈ h[xp (t)]z = − D2 z,
dt a2 + xp (t)
which can be solved: Rt A2 xp (s)
−D2 ds
z(t) ≈ z0 e 0 a2 +xp (s)
.
xp (t) is periodic, so we can consider the relative change of the perturbation over one period (called τ ):
Rτ A2 xp (s)
−D2 ds
µ = z0 e 0 a2 +xp (s)
.
This relative change µ is called “Floquet multiplier”.
We do not consider the theory behind in detail here, but can have a short look at it:
If a2 is large, we can get µ < 1, then the small perturbations in the z direction decay.
Vice versa, if a2 is “sufficiently” small, then µ > 1, the perturbations grow!

Thus: If we look for coexistence for the two predators, we can start with a stable limit cycle in the
(x, y) plane and the gradually decrease a2 , until this limit cycle looses its stability.
One can observe (e.g. numerically): Indeed it is possible to find limit cycles in the interior of the first
octant (when reducing a2 graudally, e.g. a transcritical bifurcation of limit cycles happens, then the (x, y)
limit cycle exchanges its stability with another periodic orbit ...

1.2.5 Mutualism models

Reference: [6]

Mutualism means: There is an interaction of (two) species, the help one another.

“Classification” of mutualism types in nature:

• Seed-dispersal mutualism: Animals eat (or bury) fruits and nuts and by that carry the seeds to
other places.
• Pollination mutualism: e.g. by insects
• Digestive mutualism: e.g. bacteria (or yeast, protozoa) help to break down food for the host -
for cattle, deer, sheep, otherwise plant cellulose and hemicelluloses are undigestible, vice versa the
hosts provide a protected (and partially nutrient-rich) environment for the microorganisms. Or
another example: Legumes (plants) use bacteria (Rhizobium) to turn atmospheric nitrogen into
usable ammonia.
• Protection mutualism: e.g. ants and acacias (the ants protext against herbivorous predators; the
ants have a nest site and often also food)
Other example: Clown fishes (→ Nemo! ,) protect the anemones against other predators, the
anemones provide a protected area for the Clown fishes which are not the best swimmers.
For the modelling approach, other classifications are also important
• diffuse ↔ specialised mutualism? (how many species are involved?)
• obligate ↔ facultative mutualism? (is the interaction essential or only helpful?)
The model structure can be done analogously to the competition models, but with different sign for
the interaction terms. So, a basic model (logistic growth for each population N1 and N2 ; mutualisms
amelioreates intraspecific competition) reads e.g.
dN1 r1
= N1 (K1 − N1 + α12 N2 )
dt K1
dN2 r2
= N2 (K2 − N2 + α21 N1 )
dt K2
(cf. the so-called model of May on Exercise sheet 8)
The meaning of the parameters is as usual; α12 and α21 describe the strength of the positive effect of one
species on the other one.
The analysis of this system is also standard and left out here; just remark, that there are two main cases
for the qualitative behaviour:
 • If α12 α21 < 1, then the isoclines cut each other in the first quadrant, we find a coexistence point,
which is stable (remark that its coordinates are above the single species carrying capacities).

• If α12 α21 > 1, then the isoclines do not intersect in the first quadrant ; no coexistence equilibrium;
even unlimitied growth (could be called “orgy of mutual benefaction”

How to prevent such an unlimited growth?

The benefits of mutualisms have to be limited! There are several possibilities to do that, e.g. by limiting
the per capita birth and death rates; or by introducing a resource-based formalism. Here, we only men-
tion shortly two models into that direction:

The model of Wolin and Lawlor (1984):

µ ¶
dN1 b 1 N1
= r1 − − d 1 N1 N 1
dt 1 + α12 N2
µ ¶
dN2 b 2 N2
= r2 − − d 2 N2 N 2 .
dt 1 + α21 N1

Considering the isoclines, one finds, that they are always intersecting in the “desired” way, thus prevent-
ing an orgy of mutual benefaction.

Another possibility was considered by Lee et al. (1976): the idea behind is to introduce un unlim-
ited growth.
They considered a special situation: production of Emmental cheese! The biology behind: There is
an interaction between two bacterial species, Lactobacillus plantarum and Propionibacterium shermanii.
The first grows on glucose and produces lactic acid. The second one takes lactate (a salt of lactic acid)
and produces propionic acid and carbon dioxide (resulting in the holes of the cheese).
Let S denote the substrate (glucose), P the product (lactate), N1 L. plantarum and N2 P. shermanii.
The model reads:
dS 1 µ1 SN1
= D(Si − S) −
dT Y1 K1 + S
dN1 µ1 SN1
= − DN1
dT K1 + S
dP µ1 SN1 1 µ1 P N2
= a + bN1 − − DP
dT K1 + S Y2 K2 + P
dN2 µ1 P N2
= − DN2
dT K2 + P

(in this formulation it is a model for commensalism, but can be easily extended to mutualism).
There are three nonnegative equilibria for this system:

• washout of both species

• the lactic acid bacterium, but not the propionic acid bacterium survives

• coexistence

Analysis of this system shows: there is no unlimited growth; the concentration of glucose limits both
populations.
Chapter 2

Structured Population Models

There are a lot of realistical situations, where the assumption of homogenous population(s) is not sufficient
anymore. The typical structures, which may play a role, are:

• Space (i.e. the population(s) is/are heterogeneously distributed in space);

• Age (i.e. it is important to consider different birth/death rates for different ages of the individuals);

• Sex (i.e. the number of male and female is not in the same range, the distribution plays a big role).

In the following, we will deal with problems of these types.

In many situations, the modelling approaches are done by using partial differential equations, which allow
for changes not only e.g. in time direction, but also in space, age ...
But of course, also discrete models, stochastic effects could be considered in that context.

2.1 Spatially structured models

In this section, we deal with models with an additional space structure. The importance of considering
the spatial structure can be caused by a heterogeneous environment, but also (in case of a homogeneous
environment) by a heterogeneous initial distribution of the population. This concerns e.g. problems of
invasion of a species in a “new territory”. Additionally, in case of interaction of several populations, the
different species may have different rates of spread; leading to patterns.

2.1.1 Mathematical treatment of biological diffusion

The classical approach for the modelling of spatially structured populations are reaction-diffusion equa-
tions.
Basic ideas:

• the spatial distribution is done by a flux J, which “transports” the individuals, under “conservation
of total population”

• growth/death of individuals is described by a reaction term f

The basic equation can be formulated by

∂n
= f − ∇ · J,
∂t
where n describes the population density, f the net growth rate of the population, J the flux.
Typical examples for the reaction term:

• no births/deaths: f = 0

• exponential growth: f = rn
¡ n
¢
• logistic growth: f = rn 1 − K
³ ´
n(x,t)
• logistic growth with non-constant parameters: f = r(x)n(x, t) 1 − K(x)
 ³ ´¡ ¢
n n
• Allee effect: f = rn K0 −1 1− K

Typical examples for the flux J:

• Advection/convection: Organisms move with velocity v = v(x, y, z), the corresponding flux is

JA = v(x, y, z)n,

and the general balance equation

∂n
+ ∇ · (nv) = f (n),
∂t
which is a scalar reaction-advection equation.
• Diffusion (random motion): Organisms move down a density gradient, i.e. from regions of high
concentration to regions of low concentration. According to Fick’s law, the diffusive flux is

JD = −D∇n.

The general balance is then

∂n
= f (n) − ∇ · (−D∇n) = f (n) + D∆n,
∂t
a scalar reaction-diffusion equation.
(this formulation is possible for the desired dimension; for more details see the script for Math.models
in Biology)
There are a lot of typical examples for reaction-diffusion equations:
– KISS-model (Kierstead, Slobodkin, Skellam):

∂n ∂2n
= rn + D 2 ,
∂t ∂x
it is often used e.g. for the description of spread of Algae
– Fisher equation:
∂n ³ n´ ∂2n
= rn 1 − +D 2.
∂t K ∂x
(logistic growth and diffusion; typical example with a simple traveling wave solution)
– Nagumo equation:
∂n ∂2n
= n(n − a)(1 − n) + D 2
∂t ∂x
(containing the Allee effect, in combination with diffusion)
• Density-dependent diffusion: The diffusivity D may be dependent, e.g. on the density of the
organism, e.g. D = D0 nm , then the diffusive flux is written as

JDD = −D0 nm ∇n,

and the balance equation reads

∂n
= f (n) + D0 ∇ · (nm ∇n).
∂t

• Chemotaxis: movement of the organisms with a velocity which is proportional to the gradient of a
substance a (could be food or a chemical signal in the environment). The flux reads

JC = χ(a)∇an

and the general balance equation

∂n
= f (n) − ∇ · (nχ(a)∇a).
∂t

Of course, also more than one flux type may appear in reality, no problem to combine several types!
2.1.2 Spatial steady states
Simple example: We consider a population which lives in a patch of length L, 0 ≤ x ≤ L, it does not
grow, but underlies diffusion:
∂n(x, t) ∂2n
= D 2, (2.1)
∂t ∂x
with an initial condition
n(x, 0) = n0 (x).
Assumption: the region outside the patch does not allow to live there, so we can assume Dirichlet
boundary conditions:
n(0, t) = 0 and n(L, t) = 0
This population will sooner or later die out (no growth, and organisms which leave the patch “die”, resp.
are lost for the system. How to describe the time course for the population’s collapse?
We use the separation of variables technique (d’Alembert, 1752 / Fourier, 1822). For that we assume
that the solution can be separated into a product of spatial and temporal terms,

n(x, t) = S(x)T (t). (2.2)

Insert (2.2) into (2.1), we get then:

Ṫ S = DT S ′′
The notation is used as follows: the dot means a time derivative and the primes means the space
derivatives. We can separate the two variables, just rearranging:

1 Ṫ S ′′
= .
DT S
Here, the left hand-side is a function of time and the right hand side a function of space. They are
independent variables, so if this equality should hold for all t and x, the only possibility is to have both
sides constant. Thus we can write:
1 Ṫ S ′′
= = −λ
DT S
(from the boundary conditions it follows that only a negative constant may yield a nontrivial solution,
we neglect here the details)
So, we can take the two sides separately from each other, yielding two ODEs:

Ṫ = −λDT, S ′′ + λS = 0.

For λ positive, the solutions of these ODEs can be written as

T (t) = ce−λDt
√ √
S(x) = a sin λx + b cos λx,

the combination thereof yields (since n(x, t) = S(x)T (t),

√ √
n(x, t) = e−λDt (A sin λx + B cos λx)

as a potential solution (choose A = c · a, B = c · b).

Is it possible to satisfy the boundary conditions?
Obviously, we need √
B=0 and A sin λL = 0
For nontrivial solutions, we can assume A 6= 0, then it follows:
√ kπ
λ= ,
L
for an integer k. This means: there are (contable) infinitely many solutions of the form
µ ¶
−D(kπ/L)2 t kπx
nk (x, t) = Ak e sin .
L
A more general solution can be found by applying the superposition principle (i.e. use a linear combina-
tions of these solutions):
∞ µ ¶
X
−D(kπ/L)2 t kπx
n(x, t) = Aj e sin .
L
k=1

This means: The solution consists of independent “spatial modes”, each spatial mode decays with its
own characteristic decay constant - obviously the high frequency (short wavelength; large k) modes decay
more rapidly than the low frequency modes.
We still have undetermined Ak . For determining these, we use the initial condition: it is necessary to
have
∞ µ ¶
X kπx
n0 (x) = Ak sin .
L
k=1

This means: the initial function is written as a Fourier sinus series and its coefficients are also the
coefficients of the solution.
The sinus functions can be considered as basis vectors, as they are orthogonal:
Z L µ ¶ µ ¶ ½
jπx kπx 0 j 6= k
sin sin dx =
0 L L L/2 j =k

So the coefficients can be thought of as coordinates for these basis vectors.

We take the Fourier sinus series for the initial condition, multiply the equation by a sinus and then
integrate the result from 0 to L:
Z L µ ¶ ∞ Z L µ ¶ µ ¶
jπx X jπx kπx L
n0 (x) sin dx = Ak sin sin dx = Ak ,
0 L 0 L L 2
k=1

which can also be solved up for Ak :

Z L µ ¶
2 kπx
Ak = n0 (x) sin dx.
L 0 L

So, we have an explicit formula for the coefficients!

Now, we consider the KISS model as an example!

KISS model
As an example for a steady state problem, we consider the KISS-model with homogeneous Dirichlet-
boundary conditions:

∂n ∂2n
= rn + D for 0 < x < L (2.3)
∂t ∂x2
n(0, t) = 0 and n(L, t) = 0 (2.4)
n(x, 0) = n0 (x) (2.5)

Idea: In case of no diffusion, the population grows exponentially. So, it might make sense to use the
following approach for the solution:
n(x, t) = ert u(x, t).
This is substituted into (2.3):
∂u ∂2u
ert + rert u = rert u + Dert 2 ,
∂t ∂x
hence
∂u ∂2u
= D for 0 < x < L
∂t ∂x2
u(0, t) = 0 and u(L, t) = 0
u(x, 0) = n0 (x)
Remark: This is exactly the diffusion equation with homogeneous Dirichlet boundary conditions which
we solved already:
∞ µ ¶
X
−D(kπ/L)2 t kπx
u(x, t) = Ak e sin ,
L
k=1

hence
∞ µ ¶
X 2 kπx
n(x, t) = Ak e(r−D(kπ/L) )t
sin
L
k=1

Question: Does this population grow or collapse? Obviously, if

r − D(kπ/L)2 > 0

for some k, it will grow. The “dominant” or slowest decaying spatial mode corresponds to k = 1. That
means: If ³ π ´2 p
r−D <0 ⇔ L < P D/r ,
L | {z }
“KISS size”
the population indeed will die out.
The so-called KISS-size corresponds to the critical length: E.g., the KISS-model is often used to describe
phytoplankton populations. If it is larger than the KISS-size, a “bloom” occurs. If the patch size is
increased (starting with a small size), a bifurcation shows up: The “trivial steady state” n = 0 looses its
stability at this bifurcations point.
Example: KISS-size for dinoflagellates: ∼ 1-50 km. √
The same idea can be transferred to many other problems, including D as an important parameter.
Remark that the diffusion coefficients can vary a lot for different species:
Swarming midges 1 · 101 cm2 /s
Oaks 1.8 · 10−1 km2 /generation
Another example: The (nonlinear) Fisher-equation with homogeneour Dirichlet boundary conditions:

∂n ³ n´ ∂2n
= rn 1 − +D 2 for 0 < x < L (2.6)
∂t K ∂x
n(0, t) = 0 and n(L, t) = 0 (2.7)
n(x, 0) = n0 (x) (2.8)

Also here, we want to consider spatial steady states. For simplifying the system, we use

u(x, t) = n(x, t)/K,

thus
∂u ∂2u
= ru(1 − u) + D for 0 < x < L
∂t ∂x2
u(0, t) = 0 and u(L, t) = 0
u(x, 0) = u0 (x)

The steady-state solutions satisfy

ru(1 − u) + Du′′ = 0 (2.9)

u(0) = 0 and u(L) = 0 (2.10)

For ecology, only solutions with u(x) ≥ 0 are of interest. Obviously, u(x) = 0 is a trivial one, but are
there also nontrivial solutions?
We rewrite (2.9) into a system of first-order ODEs:

u′ = v
r
v′ = − u(1 − u)
D
(Remark: the space is here the independent variable, not the time, as often usual).
Stationary states: (0, 0) and (1, 0)
Linearisation:
 In (0, 0): µ ¶ µ ¶µ ¶
u′ 0 1 u p
= r ; λ = ±i r/D,
v′ −D 0 v
i.e. a center, but not necessarily in the nonlinear system, too, because Hartman-Grobman does not
apply!

In (1, 0): µ ¶
0 1 p
r ; λ=± r/D,
D 0
i.e. a saddle, also in the original nonlinear system.

So we look for another method to determine the type of (0, 0): Take (2.9) and multiply that equation by
u′ :
Du′′ u′ + ru(1 − u)u′ = 0.
Integration (over x) yields:
D ′ 2 1 1
(u ) + r( u2 − u3 ) = c
2 2 3
Again use v instead of u′ , rewrite
µ ¶
1 2 r 1 2 1 3
E(u, v) := v + u − u = c/D = c1 (2.11)
2 D 2 3

Thus, (2.11) is an invariant of motion, since it satisfies

d ∂E ∂E
E(u, v) = u̇ + v̇
dt ∂u ∂v
r r
= (u − u2 ) · v + v · (− u(1 − u)) = 0
D D
This means: The level curves of E(u, v) = c1 correspond to the solution curves in the (u, v) phase plane.
Obviously, the phase portrait is symmetricc in v = u′ ; the origin is indeed a centre.

In the next step we look for such orbits which satisfy the boundary conditions (2.10).
At least, (0, 0) satisfies these conditions.
Question: Are there other solutions? These have to start on the positive v axis (corresponding to u = 0)
at x = 0 and end at x = L on the negative v-axis.
Idea: Near the saddle point, the solution curves “slow down”, near the center the invariant pof motion is
“similar” to that of thepharmonic oscillator, so the half-period could be expected close to π D/r. So for
each patch size L > π D/r there is one solution curve. We take equation (2.11) and rewrite it in the
following form:
1 2 r r
v + F (u) = F (µ),
2 D D
i.e. F (u) = 21 u2 − 31 u3 . In this notation one needs u = µ when v = 0 at x = L
2 (remark: µ corresponds
to the maximum density). Hence:
 q
2r L
du  + D (F (µ) − F (u)) for 0 < x < 2
v= = q
dx  − 2r (F (µ) − F (u)) for L < x < L
D 2

L
We take the first half, i.e. 0 < x < 2, there integration yields
r Z µ Z L/2
D du
p = dx.
2r 0 F (µ) − F (u) 0

In the same way we can integrate over the second half:

r Z 0 Z L
D −du
p = dx
2r µ F (µ = −F (u) L/2
Both times we get r Z µ
2D du
L= p .
r 0 F (µ) − F (u)
Substitute z = u/µ then r Z 1
2D µ
L= p dz
r 0 F (µ) − F (µz)
By further analytical methods one can find the following properties for L (as function of µ):

(1) L is increasing in µ for 0 ≤ µ < 1

(2) L is convex for 0 ≤ µ < 1

(3) limµ→1− L(µ) → ∞

p
(4) limµ→0+ L(µ) = π D/r =: Lc
Property (4) has to do with the “KISS size”. We find:
r Z
2D 1 µ
Lc = lim p dz
µ→0 r 0 F (µ) − F (µz)
r Z
2D 1 µ
= lim q dz
µ→0 r 0 1 2
µ (1 − z)(1 + z + 2
µ(1 + z + z 2 ))
2 3
r Z 1
D 1
= 2 √ dz
r 0 1 − z2
r
D
= 2 [arcsin z]10
r
√
= π Dr
√
Taken together: If L > π Dr, then there exists a unique, nonuniform stationary solution; additionally
we have the trivial solution u(x) = 0.

Now we consider the stability of these stationary solutions:

Trivial solution:
p Linearisation around u(x) = 0 yields the KISS problem, there we already found:
For L < π pD/r it is stable,
For L > π D/r it is unstable.
Non-trivial solution : One can also use a linearisation, then separation of variables, which leads to a
regular Sturm-Liouville problem - the theory for that yields:
The non-uniform stationary solution is stable (if it exists).
p
Remark: Thus, a bifurcation takes place at Lc = π D/r. The bifurcation diagram is of the following
form:
µ

stable

L
π sqrt(D/r)
Diffusion and Advection
References: [6, 9]

As we have seen above, it is also possible to include advection to the model.

Question: Is it possible to find stationary states, which result from a balance between diffusion and ad-
vection? (Comparison to the growth-diffusion problems from above: there, the stationary states resulted
from a balance between growth and diffusion)

Example: We consider a population of insects of fixed size (i.e. the population dynamics is assumed
to be much slower than the movement), the insects are always attracted by the origin (which could be a
food source, the “home”, light ...)
For the basic model, we use the 1D advection-diffusion equation:
µ ¶
∂n ∂ ∂ ∂n
= − (vn) + D .
∂t ∂x ∂x ∂x
The attraction is assumed to be advective, with constant velocity

v = −v0 sign(x)

For the diffusion, we assume that it increases with the density:

D = D0 nm , m > 0,

so the model reads

∂n ∂ ∂ ∂n
= v0 (sign(x)n) + D0 (nm ).
∂t ∂x ∂x ∂x
Just a short remark, concerning the time-dependent behaviour: We can compare the advection term
with the diffusion term (see [9]). When starting the model with all individuals in the origin, then the
concentration gradient near the origin ( ∂n
∂x ) is quite large. The same applies for the diffusivity D, due to
the high density of the individuals there at the beginning. So, possibly the advection term can be ignored
during the initial period of dispersal and the remaining model equation reads:
∂n ∂ ∂n
= D0 (nm )
∂t ∂x ∂x
(even an explicit solution can be computed for this equation)
But this only applies during the initial period of dispersal!
Now we look for a stationary state (i.e. more the long-time behaviour):
d m dn d
D0 (n ) + v0 (sign(x)n) = 0.
dx dx dx
Integration yields:
dn
D0 (nm ) + v0 (sign(x)n) = c.
dx
(As n(±∞) = 0 makes sense, it is c = 0)
The equation can be rewritten as
dn v0
+ sign(x)n1−m = 0 (2.12)
dx D0
(Remark: n = 0 is always a solution of the original problem, but not necessarily of the rewritten version)
We separate equation (2.12) and integrate (for positive x):
Z n(x) Z x
m−1 v0
n dn = − dx
n0 D0 0

where n0 = n(0) .
 Case 1: m = 0 (simple diffusion), then
µ ¶
n v0 v0
ln =− x ; n(x) = n0 · e− D0 x (positive x)
n0 D0

We look for symmetric solution, so the whole solution can be written as

v0
n(x) = n0 e− D0 |x|

(Remark: the total population size is conserved)

Case 2: m 6= 0:
1 m v0 mv0 1/m
(n (x) − nm
0 )=− x ; n(x) = (nm
0 − x)
m D0 D0
Remark: This makes sense only for positive values for n(x). This can be avoided by setting the rest
of the solution to n = 0, which is also solution. A symmetric solution of this type can be written as
(
mv0 nm
0 D0
(nm0 − D0 |x|)
1/m
, for |x| ≤ mv
n(x) = nm
0
0 D0
0 for |x| > mv 0
.

Remark: The steady-state solution here is only a weak solution, since the derivatives which are
needed for the PDE may not exist on the boundary of the support of n.

Sketch of the solutions:

m=2

m=1
m=1/2
m=0
x

0
One can observe: the larger m, the more “clumped” the solution looks. Although a large m leads to an
increase of diffusion at high densities, it also decreases the diffusion at low densities ; this can explain
the observed behaviour.

Of course, the modelling results were also compared to experimental findings. E.g. a kind of swarm
of Mosquitoes was observed, respectively the spatial distribution of the insects within such a swarm, and
the distribution looked quite similar to the case of m = 12 .

2.1.3 Models of spread / Examples of Animal Diffusion

Reference: [6]

In this section we deal with the problem how to descrie the spread of invading populations., Again,
we use Reaction-diffusion equations as modelling approaches.
We shouldn’t forget that the diffusion equation leads to infinite speed of individuals, which is not realistic.
There are several ideas how to circumvent that problem, respectively how to describe spread by useful
approaches.
Threshold
One idea is to introduce a threshold, only a population density above that threshold is considered to be
present at that place. This may lead to finite speed for the spread of the population.
Example: Spread of muscrats (which escaped in Bohemia in 1905). It can be described very well by a
radially symmetric spread, in combination with exponential growth:
µ ¶
∂n 1 ∂ ∂n
= αn + D r
∂t r ∂r ∂r
(α: intrinsic rate of growth; r radial coordinate). Assumed that the population starts with n0 individuals
which are concentrated at r = 0 at t = 0 (which corresponds exactly to the situation for the muskrats),
the explicit solution can be computed, it reads
n0 αt− r2
n(r, t) = e 2Dt .
4πDt
Assumption: A population can be detected, if it reaches the threshold density nc . We can approach this
problem by computing the position r (dependent on time t), where the population density reaches that
level, respectively the velocity of this expansion, r/t. So we find:
s µ ¶
r 4D nc
= 4αD − ln 4π Dt .
t t n0

For large times t, this average velocity tends to

r √
= 2 αD.
t

Travelling wave approach

Instead of a steady-state solution, we look for a solution which moves with constant speed c. For that,
the so-called wave variable z is introduced,

z = x − ct,

one is interested e.g. in a moving wage (to the right) of the form

u(x, t) = u(x − ct) = u(z),

hence
∂u ∂u ∂z
= = −cu′
∂t ∂z ∂t
∂u ∂u ∂z
= = u′ .
∂x ∂z ∂x
Typical example: the Fisher equation
∂n ³ n´ ∂2n
= rn 1 − +D 2,
∂t K ∂x
We rescale p
u = n/K, t̃ = rt, x̃ = r/Dx,
(for reasons of simplicity, drop the tildes again), this yields

∂u ∂2u
= u(1 − u) +
∂t ∂x2
. So the travelling wave approach leads to

−cu′ = u(1 − u) + u′′

(an ODE of 2nd order). Analogously to above, it can be reformulated as system of two first-order ODEs:

u′ = v
v′ = −cv − u(1 − u).
Additionally there are conditions for the wave

lim (u, v) → (1, 0)

z→−∞
lim (u, v) → (0, 0),
z→+∞

Stationary points:
(0, 0) is stable; a focus for 0 < c < 2 respectively a stable node for c ≥ 2.
(1, 0) a saddle point.
A travelling wave corresponds to a heteroclinic orbit which connects (1, 0) to (0, 0). For populations only
nonnegative solutions make sense ; only c ≥ 2 yields meaningful solutions.
This means: c ≥ 2 is a necessary condition for a travelling wave; c = 2 is the minimum wave speed. In
original coordinates this corresponds to a speed
dx √
= 2 Dr
dt
Until now, we only know that c ≥ 2 is necessary, we do not now, if it is also a sufficient condition. But,
indeed, using the properties of the vector field shows that the solution curve which leaves the saddle point
(1, 0) ends up in the stable node (0, 0). (We neglect the details here, it is not complicated, but a little
bit lengthy). This corresponds to the heteroclinic orbit for what we are looking.
Sketch of the phase plane and the heteroclinic orbit:
v

(Remark: the yellow curve shows the behaviour in case of c < 2, with the stable focus in (0, 0))
Next question: How to determine the profile of the travelling wave solution?
¿From the ODE system we get directly: a solution v(u) satisfies

dv −cv − u(1 − u)
= , (2.13)
du v
thus also the heteroclinic orbit.
Let v = 1c y, then we can rewrite equation (2.13):

dy
εy = −y + u(u − 1), (2.14)
du
where ε = c12 . At least we know that ε is not too big (due to c ≥ 2, so it might make sense to expand y
as a power series in ε:
y(u, ε) = y0 (u) + εy1 (u) + ε2 y2 (u) + . . .
This is inserted into (2.14):

dy0 dy1 dy2

ε(y0 (u) + εy1 (u) + ε2 y2 (u) + . . .) · ( +ε + ε2 + . . .)
du du du
= −(y0 (u) + εy1 (u) + ε2 y2 (u) + . . .) + u(u − 1).

We split up that equation into the different orders (i.e. powers) in ε:

ε0 : y0 (u) = u(u − 1)
 dy0
ε1 : y1 (u) = y0 (u) · du
dy0 dy1
ε2 : y2 (u) = y1 (u) · du + y0 (u) · du ,

So, the heteroclinic orbit can be written as

dy0 dy0 dy1
y(u) = y0 (u) + ε y0 (u) +ε2 y1 (u) + y0 (u) )
| {z du} | du {z du }
y1 (u) y2 (u)

= u(u. − 1) − εu(u − 1)(2u − 1) + . . .

Of course, this can be written also in the original variables u and v:

v(u) = ε1/2 (u2 − u) − ε3/2 (2u3 − 3u2 + u) + . . .

Now, we have a description in variables u and v. But of course, one is interested more in a solution for
u dependent e.g. on z. We can use a similar idea:
Let s = zc , then the wave equation (the ODE of 2nd order) is transformed into

εu′′ + u′ + u(1 − u) = 0. (2.15)

Even though the ε appears in the term with the highest derivative, also for ε = 0 both “additional wave
conditions” can be satisfied also for ε = 0, i.e. we really deal with a regular perturbation problem. Now
we can expand u in terms (powers) of ε:

u(s, ε) = u0 (s) + εu1 (s) + . . . ,

this is substituted in (2.15), we split up the different powers of ε and get:

ε0 : u′0 = −u0 (1 − u0 )
ε1 : u′1 + (1 − 2u0 )u1 = −u′′0
s can be chosen arbitrarily, since the equation (2.15) and the traveling wave solution both are invariant
to translations in s. Thus, we choose s = as point where u = 1/2 for all ε, i.e.
1
u0 =
2
ui = 0 for i = 1, 2, 3, . . .

Hence, we can solve the equations for the single orders in ε step by step and get
1
u0 (s) =
1 + es
µ ¶
es 4es
u1 (s) = ln ,
(1 + es )2 (1 + es )2
and rewritten in the original variable z:
à 2
!
1 1 ez/c 4ez/c
u(z, ε) = + ln + O(c−4 )
1 + ez/c c2 (1 + ez/c )2 (1 + ez/c )

One can also show that the traveling wave solution for the Fisher equation is stable, but this is left out
here.

2.1.4 Animal movements in Home range

Reference: [8]
As a famous example, we consider here the ecology of wolves. They have “home ranges”, i.e. territories,
where packs live. A pack is a family with 3-15 wolves as members. (Also other species have such
territories, e.g. lions, hyenas, badgers ...). In many cases, the pack territories remain unchanged for
many years, and there is rarely an overlap of two such territories. Between the territories, there are
so-called “buffer zones”, around 2 km wide. These buffer zones reduce e.g. interpack conflicts (and thus
reduce the probability of death of the pack leaders, which might lead to pack disintegration).
Several questions arise in that context:
 • How are these territories determined?
• How can the territories be maintained?
• How can predators (wolves) and prey (mainly moose and deer, in Northern America) coexist in
case of predator territories?
Some more background information about wolves:
• They can cover around 50km per day, even though, they cannot cover the whole territory by
continuing physical presence.
• Exchange of information can be done on two ways:
– Howling yields a temporary information on the location of the pack, also on the pack size
– Scent marking (denoted by RLU) is more useful for territorial claims, even in absence of the
animals; but does not yield precise information about the pack size since only a few individuals
are involved in marking. Important for the modelling approach!
• Reproduction of wolves mainly takes place in April or May. The whole pack is involved in feeding
the pups; the pups usually stay near the den.
• The prey, deer, reproduce usually in early summer. Outside these seasons, population changes only
occur by mortality, emigration or immigration.
Goal: Put up a mechanistic model, which is spatially explicit.

A lot of data are available from the observation of wolves in northeastern Minnesota; gained b ra-
diomarking studies over 25 years.

Home range model for a single wolf pack

We start with a very simple model just for the wolf population; in order to learn how terrotories can be
built and maintained.
Assumptions: no birth processes included, enough food available, just consider the territory formation
and maintenance during the summer months. The territories are assumed to be marked by RLU as main
delineation method.
Two mechanisms guide the spatial wolf movement:
• dispersal for search of food and e.g. marking
• movement back to the den (bringing food, taking care for the pups)
We look for densitities for the wolves at point x and time t. (Remark: Direct field observation will not
provides these data very exactly due to the small numbers of individuals).

In case of a two wolf pack model, the following state variables could be used:

u(x, t) = expected density of wolves from pack 1

v(x, t) = expected density of wolves from pack 2
p(x, t) = expected density of RLUs from wolf pack 1
q(x, t) = expected density of RLUs from wolf pack 2

(for a probabilistic approach, due to the small numbers of animals)

For the movement back towards the den we assume that it happens on a straight line, described mathe-
matically by directed motion (in form of a flux),

Ju|convection = −cu (x − xu )u.

xu : location of the den; cu (x − xu ) space-dependent velocity of movement (compare to the movement for
the insects, there the speed of movement was constant, discontinuous in 0).
A typical approach for the velocity, including a slow-down and stopping at the den site, reads
x − xu
cu (x − xu ) = cu tanh(βr)
r
Here, r = kx − xu k, cu maximum speed of the wolf in direction to the den, β change in the rate of
convective movement as the den is approached (remark again: β → ∞ corresponds to the discontinuous
form).

If enough food is available (and uniformly distributed throughout the region), we can assume a random
walk process, maybe density-dependent; thus this kind of movement can be represented by a diffusion
flux:
Ju|Dif f usion = −D(u)∇u,
where D(u) = du un (n > 0, du constant). Interpretation: a positive n means that the wolf pack prefers
to move to regions which are more familiar to the wolf pack.
Hence, a very simple model for a single isolated wolf pack reads:
∂u ∂u
+ ∇ · Ju = 0 ⇒ = ∇ · (cu (x − xu )u + Du (u)∇u).
∂t ∂t
(Remark: conservation of population!).
Let Ω denote the “domain of interest” (not yet determined). Assumption: No emigration or immigration
of Ω ; zero-flux boundary condition

Ju · n = 0 on ∂Ω,

where n is the outward unit normal to the boundary ∂Ω.

Initial condition:
u(x, t) = u0 (x).
The total number of wolves, Q in Ω is Z
Q= u(x, t) dx,
Ω
for all times t. Indeed:
Z Z Z Z
∂ ∂
u(x, t) dx = u(x, t) dx = − ∇ · Ju dx = − Ju · n ds = 0,
∂t Ω Ω ∂t Ω ∂Ω

so the number of wolves inside Ω stays constant.

The average density of wolves in Ω can be computed by
Z
1
U0 = u0 (x) dx,
A Ω

where A is the area of Ω.

In the next step, we consider the steady state problem (i.e. time-independent). The basic equation
becomes
0 = ∇ · (cu (x − xu )u + Du (u)∇u),
in the following we use Du (u) = d0 un and cu (x − xu ) = cu tanh(βr) x−x
r , and consider the 1D situation.
u

This leads to the equation

du
cu u tanh β(x − xu ) + du un = const.
dx
Two cases:

Linear diffusion, n = 0: This corresponds to D(u) = du constant. Integration yields directly the steady
state solution us ():
B
us (x) = ,
(cosh β(x − xu ))cu /(du β)
B is a constant of integration, determined by
Z
dx
B cu /(du β)
=Q
Ω (cosh β(x − xu )

(from the conservation condition)

 Nonlinear diffusion, n > 0: In this case, integration yields:
( ³ ³ ´´1/n
cu n cosh βxb
us (x) = du β ln cosh β(x−x u ) for |x − xu | ≤ xb
0 else

xb , the range radius of the pack, is implicitly given by

Z xu +xb µ µ ¶¶1/n
cu n cosh βxb
ln dx = Q.
xu −xb du β cosh β(x − xu )

Remark: Here we have a “weak solution” which satisfies the equation at all points except for
x = ±xb .

Big difference: in case of n > 0, there are territories with finite boundaries formed; but not in case of
n = 0.

Territorial model for two wolf packs

We take the main ideas from above. The exchange of information between two packs mainly happens via
RLU marking. It is not yet clear, how exactly the response is. Two ideas:
• Presence of foreign RLU marks increases the speed of movement back to the den (as central terri-
tory); additionally the production of familiar RLU is increased.
• The movement of the wolves is along the gradients of foreign RLU marking (away from high density);
additionally the production of familiar RLU is increased.
For both approaches, it is necessary to introduce both RLU densities into the model. Now, three mecha-
nisms guid the spatial wolf movement; additional to the “standard dispersal” and the “standard movement
to the den” there is a movement away from the RLUs from the other pack. According to the two ideas
from above, there are two typical approaches for the movement caused by the RLU marking of the other
pack:
• The presence of foreign RLUs just increases the (always present) rate of movement back to the den,
i.e. by a convection flux:
Jcu = −cu (x − xu , q)u
It is assumed that dc
dq ≥ 0; typically the function cu (x−xu , q) is a bounded monitonically increasing
u

function of q, e.g. of the form Aq/(B + q).

• For the movement down the gradients of foreign RLU density, a suitable modelling approach reads

Jau = −au (q)u∇q,

where au (q) is a monotonically non-decreasing function.

Taken together, the conservation equation for the wolves in pack 1 reads
∂u
+ ∇ · (Jcu + Jdu + Jau ) = 0,
∂t
with the fluxes
∂cu
Jcu = −ucu (x − xu , q), cu (0) ≥ 0, ≥0
∂q
ddu
Jdu = −du (u)∇u, du (0) ≥ 0, ≥0
du
dau
Jau = −au (q)u∇q, au (0) ≥ 0, ≥ 0.
dq
In the same way, the equations for wolf pack 2 can be introduced:
∂v
+ ∇ · (Jcv + Jdv + Jav ) = 0,
∂t
with the fluxes
∂cv
Jcv = −vcv (x − xv , p), cv (0) ≥ 0, ≥0
∂p
ddv
Jdv = −dv (v)∇v, dv (0) ≥ 0, ≥0
dv
dav
Jav = −av (q)v∇p, av (0) ≥ 0, ≥ 0.
dp

In the next step, we have to introduce equations for the RLU densities p and q. Assumption (guided
by experimental observation): The wolfes do RLU marking throughout the territory on a low level (lp
resp. lq ); foreign RLU marking increases the marking activities. The RLU decays with a constant rate
fp respectively fq . So a plausible assumption for p (RLU marking by pack 1) and q (RLU marking by
pack 2) is formulated as follows:

∂p
= u(lp + mp (q)) − fp p
∂t
∂q
= v(lq + mq (p)) − fq q
∂t
For the boundary conditions we assume again that no immigration or emigration of Ω takes place; thus
we have zero-flux boundary conditions for u and v on the boundary ∂Ω:

(Jcu + Jdu + Jau ) · n = 0 on ∂Ω

(Jcv + Jdv + Jav ) · n = 0 on ∂Ω

(again n is the outward unit normal to ∂Ω).

Initial conditions are given for the spatial distribution of the wolves and the two types of RLU marking:

u(x, 0) = u0 (x), v(x, 0) = v0 (x), p(x, 0) = p0 (x), q(x, 0) = q0 (x)

Again one can show (by using the zero-flux boundary conditions and the divergence theorem): the total
number of wolves of Reach wolf pack remains constant.
Using the area A = Ω dx, the average densities of the wolves can be computed by
Z Z
1 1
U0 = u0 (x) dx, V0 = v0 (x) dx
A Ω A Ω

For reasons of simplicity, the whole model system can be nondimensionalised. Let L = A1/m where m
denotes the dimension of the solution domain, i.e. m = 1 or m = 2. A lot of new dimensionless quantities
are introduced; for tat we have to assume U0 , V0 > 0 (both packs are present), L > 0 (domain size greater
than zero), lp , lq > 0 (nonzero low level of RLU marking for both packs), fp , fq > 0 (nonvanishing decay
of RLU).
u v pfp qfp
u∗ = U0 , v∗ = V0 , p∗ = U0 l p , q∗ = V0 lq , t∗ = tfp , x∗ = x/L
cu cv du dv
c∗u = ∗
Lfp , cv = Lfp , d∗u = L2 fp , d∗v = L2 fp
au V0 lq av U0 lp mp mq fq
a∗u = L2 fp2 , a∗v = L2 fq2 , m∗p = lp , m∗q = lq , φ= fp .

The asteriscs are dropped (for a better notation), nevertheless we end up with the nondimensionalised
system:
∂u
+ ∇ · (Jcu + Jdu + Jau ) = 0
∂t
∂v
+ ∇ · (Jcv + Jdv + Jav ) = 0
∂t
∂p
= u(1 + mp (q)) − p
∂t
∂q
= v(1 + mq (p)) − φq,
∂t
the fluxes are given by

Jcu = −ucu (x − xu , q), Jdu = −du (u)∇u, Jau = −au (q)u∇q

Jcv = −ucv (x − xv , p), Jdv = −dv (v)∇v, Jav = −av (p)v∇p,

all functions cu , cv , du , dv , au , av are assumed to be nonnegative (or constants), as described above.

The boundary conditions remain unchanged; the initial conditions (after omitting the asteriscs) look the
same as before, just with the new notation.
For the nondimensionalised variables we get
Z Z
u(x, t) dx = v(x, t) dx = 1,
Ω Ω

this allows us to interpret u(x, t) and v(x, t) as probability density functions for the location of wolves.
For the next steps of analysis, we consider the 1D version of the equations above; the position of the dens
is assumed to be at the opposite ends of the domain (xu = 0, xv = 1). Steady state solutions for that
have to satisfy

0 = [Ju ]x , Ju = −du ux − cu (ru , q)u,

0 = [Jv ]x , Jv = −dv vx + cv (rv , p)v,
0 = u(1 + mp (q)) − p,
0 = v(1 + mq (p)) − φq.

(again, ru and rv denote the distances to the dens).

The boundary conditions read
Ju , Jv = 0 at x = 0, 1
and Z Z
1 1
u(x) dx = v(x) dx = 1.
0 0
Remark that the functions m should be chosen as described above, then it guarantees that no blow-up
happens to the solution. This makes also sense from an ecological point of view: preventing an arbitrarily
high marking rate).

In the next step we look for the existence of a “buffer zone” between the packs.
From a mathematical point of view, such a buffer zone corresponds to an interior minimum for u + v.
We do the analysis for the 1D case and assume that the two interacting packs behave identical, i.e.
du = dv = d, φ = 1 etc.; for the movement response function c it is assumed not to be explicitly spatial
dependent (just for reasons of simplicity for the computations and to understand the principle). Hence,
we use the equations
du 1
= − c(q)u,
dx d
dv 1
= c(p)v,
dx d
p = u(1 + m(q)),
q = v(1 + m(p)),

the integrals over u and v still yielding 1.

The solution of this system is invariant to x → 1 − x, u ↔ v, p ↔ q, and thus symmetric about the
midpoint x = 12 . This also means that at x = 1/2 we have

u = v, p=q
du dv dp dq
0> =− , =− ,
dx dx dx dx
d(u + v) dq 1 + m(p) dv
= 0, = > 0,
dx dx 1 + vm′ (p) dx
furthermore
1
(u + x)xx = (c(p)v − c(q)u)x
d
2 ′
= (c (p)upx − c(p)ux )
d µ ¶
2u2 d c(p) p
=
d dx p u
µ ¶
2u2 d c(p)
= (1 + m(q))
d dx p
2
µ µ ¶ ¶
2u d c(p) c(p) ′
= (1 + m(q))px + m (q)qx
d dp p p
The property of c(p) being convex is sufficient for the right-hand side of the last line to be positive. Then
x = 1/2 is a minimum for u + v, which corresponds to a buffer zone for the interacting packs.
Of course, also assumptions can be made and analysed, some examples can be found in the literature
and the references in there.

Special case: Foreign RLU causes increased movement back to the den (and an increased production
of the own RLU), without additional movement along the foreign RLU gradient. Goal is to determine a
more or less explicit solution. Then our equations read
∂u
= ∇ · (cu (x − xu , q)u + du ∇u)
∂t
∂v
= ∇ · (cv (x − xv , p)v + dv ∇v)
∂t
∂p
= u(1 + mp (q)) − p
∂t
∂q
= v(1 + mq (p)) − φq
∂t
Simple assumption for the functions c and m: they are assumed to be piecewise linear, i.e.
½
γq for 0 ≤ q ≤ c∞ /γ
cu (q) =
c∞ for q ≥ c∞ /γ
½
µq for 0 ≤ q ≤ m∞ /γ
mp (q) =
m∞ for q ≥ m∞ /γ
similarly for cv and mq .
One can show: There are interior maxima for p(x) and q(x) only if u(x) = µ1 and v(x) = µ1 . Due to the
fact that u(x) and v(x) are monotonically decreasing functions (with respect to the distance to their den
site), it is necessary to have u(0) ≥ 1/µ ≥ u(1) and v(0) ≤ 1/µ ≤ v(1). In that case, the solutions look
qualitatively as follows:

0 1
blue: pack 1; solid line - wolf density, dashed line - RLU density
red: pack 2; solid line - wolf density, dashed line - RLU density
Wolf-Deer Predator-Prey model
Until now, we neglected any dynamics or spatial distribution of the prey (e.g. deer).
Simplest assumption: The wolves prefer to move to regions of higher deer density, which corresponds
mathematically to a movement along a “deer gradient”. Let h denote the deer density and σu a kind of
“strength of the taxis”, then the flux, caused by the deer, can be formulated by

Jdeer = σu u∇h

Remark: There is the same idea as in the chemotaxis behind!

Asumptions for the deer dynamics: We only consider the situation in sumer, i.e. the deer do not move on
a large spatial scale; furthermore the deer do not seem to “avoid” actively places where wolves are present
(as long as they are not predated in a certain moment). So a simple model for the deer population can
be introduced as follows:
∂h
= −(αu u + αv v)g(h),
∂t
where αu , αv constants, g(h) could be a typical saturating function like g = ahm /(1 + bhm ) with m = 1
or m > 1. The “natural mortality” during summer can be neglected - the big part of mortality in that
time is caused by the predation by wolves. Taken together, a basic model for the wolf-deer interaction
can be formulated as follows:
∂u
= ∇ · (cu (x − xu )u − σu u∇h),
∂t
∂v
= ∇ · (cv (x − xv )v − σv v∇h),
∂t
∂p
= u(lp + mp (q, h)) − fp p,
∂t
∂q
= v(lq + mq (p, h)) − fq q,
∂t
∂h
= −(αu u + αv v)g(h).
∂t
Possible improvements for the basic models, which are neglected up to now:

• What happens if not enough prey is available? Starvation could be introduced by an additional
term of the form −αu ufu (h), where fu is a positive function, which is decreasing in h

• How to include interpack conflicts? As this could arise if both packs are present at certain places,
it could be introduced by an additional term −ku juv.

As these effectly usually play a minor role during the summer period, they are often neglected in this
kind of modelling approach.

Another limitiation of the model approach as considered here: The simulations are valid only for a
limited period of time:

• a lot of assumptions were made which limit the model to the summer period

• the prey population could die out under these assumptions

• seasonal deer reproduction (or also wolf reproduction) is not included

• ...

Nevertheless, simulations look qualitatively similar to the experimental observation, and by that, the
approach is “justified”!

2.1.5 Some ideas for the dynamics of animal grouping

Simple Simulation model for Animal grouping
Reference: [9]
The idea was developed in 1973 by Sakai and Suzuki: The motion of individual animals is guided by a
equation of the type of Newton’s equation of motion:

d2 x
m = R + K + A,
dt2
where R denotes a kind of frictional force, which is proportional to the velocity, K is a kind of force, which
is attractive toward the center of the “herd”/group of animals, and which is assumed to be proportional
to the distance from the center. and A = A(t) a kind of random force, which just depends on the time t.
So we can write N equations for a group of N individuals:

d2 xi dxi
m 2
+ mk = Ki + Ai (t)
dt dt
The forces Ki may consist of three typical types of forces:
1. Forward thrust Kf : Animals tend to continue moving forward with their velocity; it can be ex-
pressed as
dxi ± dxi
(Kf )i = a | |,
dt dt
a > 0 const. (called the “coefficient of thrust”).
2. Mutual interaction Km : An individual underlies attraction respectively repulsion from the other
individuals which belong to the group; this mechanism is assumed to depend on the distance between
two individuals and can be formulated as follows:
N
1 X
(Km )i = Q(Rij )(xj − xi )/Rij ,
N −1
j=1,j6=i

Rij = |xj − xi | denotes the distance between individual i and j. Assumption for Q (introduced by
Sakai and Suzuki): 
 −c0 Rij for 0 < Rij < R0
Q(Rij ) = c for R0 < Rij < R1

0 for R1 < Rij
This means: If an individual is very close to another one (i.e. closer than R0 ), then there is
a repulsive force (this is assumed to be linearly dependent on the distance); in an intermediate
distance, there is a constant attractive force, and if the distance is too larger, there is no interaction
assumed.
3. Arrayal force Ka : Two neighbouring animals prefer to have the same velocity. This only happens,
if they are sufficiently close to each other (i.e. within a sphere of influence); the so-called mean
arrayal force of the i-th individual is formulated as
µ ¶
1 X dxj dxi
(Ka )i = h − ,
Mi dt dt
xj ∈Vi

where h denotes to so-called coefficient of arrayal force, Vi = 43 πli3 the sphere of influence around
individual i (and li is the radius of the sphere), Mi the number of animals within the sphere of
influence.
Taken together, the equation of motion for individual i in a group, reads:
N µ ¶
d2 xi dxi dxi ± dxi 1 X xj − xi 1 dxj dxi
m 2 + mk =a | |+ Q(Rij ) + sumxj ∈Vi h − + Ai (t).
dt dt dt dt N −1 |xj − xi | Mi dt dt
j=1,j6=i
(2.16)
Of course, equation (2.16) can be solved only in very simple special cases analytically, but it is very
useful for computer simulations. Dependent on the chosen parameter, typical group movements can be
observed:
Amoebic movement: For this situation, the random force dominates the forward thrust, which leads
to a more or less circular pattern (with fluctuating shape of the group), around a centre (of mass
of the animals) which hardly moves.
 Doughnut pattern: For this situation, the forward ghrust dominates the random force, then a group of
animals may itself around an empty centre (it looks somehow like a doughnut)

Rectilinear movement: For this situation, the arrayal force is added, then the animal group may perform
a rectilinear movement as a whole.

Of course, combined effects are also possible and occuring in reality!

The split and Amalgamation of Herds

Reference: [9]

In nature, there is only limited space, i.e. herds which wander around may meet other herds (allow-
ing for interaction between herds). It is possible that two herds amalgamates, or vice versa, that a large
herd splits up into two smaller herds.
Typical example: Elephants!

From a modelling point of view, a simple model can be introduced by a small stochastic model deal-
ing with the size of elephant herds. Such a model was introduced in 1967 by Holgate.

Situation: We have an area with N elephants living in there. We introduce a probability Pk (t) that
the elephants are grouped into k herds at time t (necessarily 1 ≤ k ≤ N ).

Amalgamation:
If k = 1: no chance for amalgamation, but increasing chance for meeting and amalgamation of two herds
for increasing k.
Approach: probability of an amalgamation occuring in (t, t + ∆t) in presence of k herds is µ(k + 1)∆t (µ
is called “coefficient of amalgamation”)
(An alternative model introduced by Boyd in 1979 assumes for this probability µk(k − 1), guided by the
idea that the meeting chance of the herds plays a big role).

Splitting:
The probability of splitting of a herd may increase dependent on the herd size xi . Assumption: it is
proportional to xi − 1 (as obviously a herd with size xi = 1 cannot split).
So the probability that splitting of one existing herd in the time interval (t, t + ∆t) reads
k
X
λ (xi − 1)∆t = λ(N − k)∆t
i=1

(λ is called the “coefficient of splitting”).

As in the simple stochastic population models also here the probability of two events (amalgamation
or splitting) during the small time interval (t, t + ∆t) is ignored (higher order).
Hence, we obtain for the rate of change of the Pk (t):

dP1 (t)
= µP2 − λ(N − 1)P1
dt
dPk (t)
= λ(N − (k − 1))Pk−1 + µkPk+1 − (µ(k − 1) + λ(N − k))Pk for 1 < k < N
dt
dPN (t)
= λPN −1 − µ(N − 1)PN .
dt
We do not consider many details here, but it may be interesting to look for the coresponding stationary
probability distribution (denoted by the Pk∗ for the stationary probability):
µ ¶k−1 µ ¶N −k
(N − 1)! a 1
Pk∗ = ,
(N − k(!(k − 1)! 1+a 1+a

where a = µλ (compare to the Binomial distribution!)

One can also compute the expected value for N/k which corresponds to the average herd size:
N
X (1 + a)N − 1
q= (N/k)Pk∗ =
a(1 + a)N −1
k=1

From that we get the influence of the parameter a on the behaviour of the population:
In case of a → 0, the value q tends to N (Rule of de l’Hospital!), which means that the whole population
forms one herd.
In case of a → ∞, the value q tends to 1, which means that the whole population is divided in single
individual herds.

2.2 Age-Structured models

Reference: [6]

2.2.1 Overview
In many species, the age of the individuals play a big role, concerning fertility and/or mortality. Of
course, there may be also consequences for the survival of the population as a whole.
From a modelling point of view, there are mainly four typical approaches, which are used in literature:

discrete in time ↔ continuous in time

resulting birth rate ↔ age structure of the population

Here, we only have a very short overview over the different approaches.
Remark: Only the females in a population are considered in this context.

2.2.2 Difference equation

The approach is already well-known, remark that by difference equation, different ages can be modelled
very easily. The basic idea is as follows: Let

Bt = number of female births at time t

na,t = number of females of age a at time t
la = fraction of females surviving from birth to age a
ma = average number of females vorn to a female of age a

(in this context, a and t have to be integers) .

Let ω denote the maximum age of survivorship. Using this notation, the number of births can be described
by
X t
Bt = Bt−a la ma + Gt ,
a=1
where
ω−t
X la+t
Gt = na,0 ma+t
a=1
la
Interpretation: The first term in the birth equation describes the number of births given by individu-
als which were born during the “run of the model”, which weren’t already present when starting the
model/the observation (i.e. of birth time t ≥ 0). The second term concerns those individuals which were
already born at time t = 0 and still alive (or being more precise: still reproductively active).
Remark: In the approach, the number of births at a certain time t is of interest, not the age structure of
the whole population.

Typical application: growth rates etc. for population which live in clearly defined generations

2.2.3 Leslie matrix

The Leslie matrix is also a discrete-time model, but focuses on the age distributon of the population, not
so much on the birth rate. With the same notation as before, we can formulate:
l2 lω
n0,t+1 = l1 m1 n0,t + m2 n1,t + . . . + mω nω−1,t .
l1 lω−1
la
na,t+1 = na−1,t , for a = 1, 2, . . . , ω − 1.
la−1

For a simpler notation we introduce

la+1
Pa = ,
la
which describes the survival probabilities from year to year. Additionally, one can introduce a fertility
for each age class:
Fa = Pa ma+1
The model equations are linear, so they can be easily collected in a matrix vector notation:
  
  F0 F1 F2 · · · Fω1 n0
n0  P0 0 0 ··· 0   . 
 n1    n1 .. 
 ..  =  0 P1 0 ··· 0 
  
..  ,
  
 .   .. .. .. ..  
 . ··· . . . 
 . 
nω−1 nΩ1
0 0 · · · Pω2 0

or even shorter as
nt+1 = Lnt ,
L is called the Leslie matrix.

Typical application: Populations with clearly defined age classes (can be easily extended to stage struc-
tured approaches), with questions concerning age distributions.

2.2.4 Lotka integral equation

The Lotka model is a continuous-time model which considers especially the birth rate of a population.
In the continuous-time approach, we use the following notations:

B(t) dt = number of female births during [t, t + dt)

n(a, t) da = number of females of age a to a + da at time t
l(a) = fraction of newborn females surviving to age a
m(a) da = average number of females born to a female during the ages a to a + da

Assumptions: l(a) is continuous and (piecewise) smooth; nonincreasing.

m(a), the so-called maternity function is assumed to be continuous and (piecewise) smooth, as well; with
a minimum age of reproduction α and a maximum age of reproduction β. Typical graphs for l(a) and
m(a) look as follows:
 l(a) m(a)

a a
ω α β

Lotka’s basic model for the rate of births reads:

Z t
B(t) = B(t − a)l(a)m(a) da + G(t),
0

where Z ω−t
l(a + t)
G(t) = n(a, 0) m(a + t) da.
0 l(a)
Similar as in the discrete model approach one has to distinguish between “younger individuals” which
were born at time t ≥ 0, and “elder individuals” which were born before t = 0 (they are included into
the model via initial conditions).
Remark that the equation for B(t) is formulated as a nonhomogeneous Volterra integral equation of
second kind.

Typical applications: Computation of intrinsic rate of growth of continuously reproducing populations

(also human populations), doubling times ...

2.2.5 McKendrick- von Foerster PDE

The McKendrick- von Foerster PDE is a continuous-time model, which considers in details the age
distribution. We use again

n(a, t) = number of females of age (a, a + da) at time t.

The rate of change of number of females in a given age interval can be formulated as
∂
(n(a, t)∆a) = + rate of entry of a
∂t
− rate of departure at (a + ∆a)
− deaths

, in mathematical terms
∂n
∆a = J(a, t) − J(a + ∆a, t) − µ(a, t)n(a, t)∆a
∂t
µ(a, t) denotes the per capita mortality rate for individuals of age a at time t. J(a, t) is a kind of f lux
of individuals of age a at time t (we deal with that in a few steps).
Division by ∆a yields µ ¶
∂n J(a + ∆a, t) − J(a, t)
=− − µ(a, t)n,
∂t ∆a
respectively in the limit ∆a → 0
∂n ∂J
=− − µ(a, t)n.
∂t ∂a
This looks like a “conservation law” for the density of individuals! Question: Hoew to introduce a
meaningful flux J?
In our context, the “flux” J is a movement of individuals in age! As all individuals become older (and
all in the same way), the flux can be assumed to be proportional to the density of individuals, including
a characteristic velocity v(a, t) of aging:

J(a, t) = n(a, t)v(a, t)

In the standard approach, the aging corresponds one-to-one to the passage of time, i.e.
∂a
v= = 1.
∂t
(Remark: When using a size-structured approach instead of an age-structured one, this “velocity” can
be more complicated, since increase in size mustn’t be proportional to the time)
In the standard case, we get:
∂n ∂n
+ = −µ(a, t)n.
∂t ∂a
How to include births to this model? Here, it corresponds to a boundary condition at age a = 0:
Z ω
n(0, t) = n(a, t)m(a, t) da.
0

(Compare to the birth rate B(t) in the Lotka integral equation!)

The maternity function m(a, t) may depend on the age and also explicitely on the time; ω is again the
maximum attainable age.
Initial age distribution is introduced as
n(a, 0) = n0 (a)
So, the model here consists of a first-order PDE, which is not too complicated, but the boundary condi-
tion is not so easy to “use”.

Typical application: description of age-dependent phenomena for “continuous-time populations”, age

distributions, population dynamics, easy to extend to nonlinear situations

For the solution fo the McKendrick- von Foerster PDE in general, one can use the so-called method
of characteristics (we do not consider it here in detail, as it was treated in the lecture Math. Models
in Biology). The idea is: Information is transported via characteristics; in our model the characteristics
correspond to straight lines with slope 1:
t
Boundary conditions

a
Initial conditions

This method allows to transform the PDE into a system of three ODEs.
We have to distinguish if the characteristics intersect with the initial conditions (a-axis) or the the
boundary conditions (t-axis).
Case 1: a ≤ t (green region in the figure)
Ra
n(a, t) = n(0, t − a) · e|− 0{z
µ(ξ) dξ
}
| {z }
B(t−a) l(a)

(Idea behind: Take the number of births a years ago, this is multiplied by the probability of
surviving to age a)
Case 2: a ≥ t (blue region in the figure)
Rt
n(a, t) = n0 (a − t) · e|− a−t
{z
µ(ξ) dξ
}
| {z }
l(a)
n(a−t,0) l(a−t)

(Idea behind: Take the number of females which were present at t = 0; this is multiplied by the
probability of surviving from age a − t to age a)
Example: Age-dependent harvesting
We consider a population with an age-structure; only individuals with age a ≥ c are harvested (with a
fraction δ, 0 < δ < 1); additional to the natural mortality. The model reads (in form of a McKendrick-
von Foerster PDE):
∂n ∂n
+ = −µ(a)n − δH(a − c)n,
∂t ∂a
with the Heaviside step function ½
1, for a ≥ 0
H(a) =
0, for a < 0.
It can be considered e.g. with the method of characteristics, the resulting density can be written as

 n(0, t − a)l(a) for a ≤ c, t



 n(0, t − a)l(a)e−δ(a−c) for c < a < t
 l(a)
n(a, t) = n(a − t, 0) l(a−t) for t ≤ a < c
 l(a)
 n(a − t, 0) l(a−t) e−δ(a−c)

 for a ≥ t, a ≥ c, a ≤ t + c

 l(a) −δt
n(a − t, 0) l(a−t) e for a > c − t

This means:
1.row: females born since the start of the problem, too young to be harvested
2.row: females born since the start of the problem, old enough to be harvested for a − c years
3.row: females present at the start of the problem, too young to be harvested
4.row: females present at the start of the problem, being harvested for a − c years
5.row: females present at the start of the problem, being harvested for the complete time

Remark: There is an incompatibility included: Either we have t ≤ c or t > c, but it is impossible

that there are females which were born after the start of the problem and already harvested, and at the
same time females which were already present at the start and never harvested. So, either the second or
the third line have to be “dropped”.

It is often useful to assume that birth and death rates do no depend explicitely on time, but on age
and the total population size. The total population size at time t reads
Z ∞
N (t) = n(a, t) da,
0

and the age-structured model can be formulated as

∂n ∂n
+ = −µ(a, N )n
∂t ∂a Z ∞
n(0, t) = n(a, t)m(a, N ) da
0
n(a, 0) = n0 (a)

Special case: Gurtin-MacCamy models, with an age-independent mortality µ(a, N ) = µ(N ), and a
natality of the following form:
m(a, N ) = β(N )an e−γa

Example: Tribbles
The tribbles are originally from the planet Iota Geminorum IV ; Star Trek. They are born already
pregnant and are potentially infinitely long living. Their age specific birth rate decreases exponentially
with age, i.e. m(a, N ) = m0 · eγa . The model reads

∂n ∂n
+ = −µ(N )n (2.17)
∂t ∂a Z ∞
n(0, t) = m0 e−γa n(a, t) da (2.18)
0
n(a, 0) = n0 (a) (2.19)
2.2.6 Comparison of these modelling approaches
The models look quite different, but there are also a lot of similarities:

• all models need an initial age distribution

• all models need a detailed description of the age-specific mortality

• all models need a detailed description of the age-specific natality

One can also find for all of these models:

• an “intrinsic rate of growth” of the population (by a so-called dominant eigenvalue)

• a stable age distribution (by an eigenvector)

So, the preferences for one or another model are guided more by the applications; in addition to historical
reasons this led to the dominance of each model in different areas of mathematical ecology.

2.3 Sex-structured models

2.3.1 Two-sex models
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