Western Kentucky University

From the SelectedWorks of Bruce Kessler

December, 2016

Density-dependent Leslie matrix modeling for

logistic populations with steady-state distribution
control
Andrew Davis
Bruce Kessler

Available at: https://works.bepress.com/bruce_kessler/91/

 Applied Probability Trust (3 November 2016)

DENSITY-DEPENDENT LESLIE MATRIX MODELING FOR

LOGISTIC POPULATIONS WITH STEADY-STATE
DISTRIBUTION CONTROL
ANDREW DAVIS,∗ The Gatton Academy of Mathematics and Science

BRUCE KESSLER,∗∗ Western Kentucky University

Abstract

The Leslie matrix model allows for the discrete modeling of population age-
groups whose total population grows exponentially. Many attempts have been
made to adapt this model to a logistic model with a carrying capacity (see
[1], [2], [4], [5], and [6]), with mixed results. In this paper we provide a
new model for logistic populations that tracks age-group populations with
repeated multiplication of a density-dependent matrix constructed from an
original Leslie matrix, the chosen carrying capacity of the model, and the
desired steady-state age-group distribution. The total populations from the
model converge to a discrete logistic model with the same initial population
and carrying capacity, and growth rate equal to the dominant eigenvalue of the
Leslie matrix minus 1.
Keywords: Leslie matrices; discrete population models; exponential population
model; logistic population model
2010 Mathematics Subject Classification: Primary 97M60
Secondary 15A18;92D25

1. Introduction

Ecologists use population models to predict population sizes within a closed ecosys-
tem. The most basic of these models are the exponential model and the logistic model,

∗ Postal address: The Gatton Academy of Mathematics and Science, 1906 College Heights Blvd.
#71031, Bowling Green, KY 42101-1031, USA
∗∗ Postal address: Department of Mathematics, Western Kentucky University, 1906 College Heights

Blvd. #11078, Bowling Green, KY 42101-1078, USA

1
2 ANDREW DAVIS AND BRUCE KESSLER

both of which can be constructed over a continuous or a discrete time domain. Con-
tinuous models are the solutions to differential equations, and the discrete models are
recursively defined difference equations. Leslie matrices are used to track population
age groups within a population in a discrete model where the age span of the age
groups is equal to the time step, but has the same limitations for long-term modeling
that are present in the exponential model. This paper develops a method for using
Leslie matrices in such a way that the total populations adhere more closely to the
logistic model, while providing the choice of the ending age distribution.

1.1. Exponential and logistic population models

Exponential models assume that the ecosystem in which the population lives has
unlimited resources. The continuous exponential model follows from the differential
equation
dP
= rP (t), (1)
dt

where P (t) is the population size at time t, and r is the constant continuous growth
rate over the unit of time used for t (annual if time is measured in years, for example).
The exponential model,

P (t) = P (0)ert

is the solution to equation (1). The analogous discrete difference formula for the
population size after n time-steps of length ∆t, denoted Pn , is given by

Pn = Pn−1 + r̃Pn−1 , n ∈ Z+ , (2)

where r̃ is the constant periodic growth rate over a period of time-length ∆t, and P0
is the initial population size at t = 0. This is a recursive definition, but it can be
simplified to the closed-form solution

Pn = (1 + r̃)n P0 . (3)

Either exponential model is useful for short-term or fixed-term modeling, but is not
realistic for long-term modeling, since no real ecosystem has unlimited resources. An
example of discrete and continuous exponential models is shown in Figure 1.
Density-Dependent Leslie Matrix Modeling with Steady-State Distribution Control 3

Unlike exponential models, logistic models account for limited resources in the
ecosystem. The continuous logistic model follows from the differential equation
 
dP P (t)
=r 1− P (t), (4)
dt C

where P (t) is the population size at time t, r is the growth rate, and C is the carrying
capacity of the ecosystem. The logistic model,

CP (0)ert
P (t) =
C + P (0)(ert − 1)

is the solution to equation (4). The analogous difference formula for the population
size after n time-steps of length ∆t, denoted Pn is given by
 
Pn−1
Pn = Pn−1 + r̃ 1 − Pn−1 , (5)
C

where r̃ is the constant periodic growth rate over a period of time-length ∆t, C is the
carrying capacity of the population, and P0 is the initial population size at t = 0, or
equivalently,  
r̃
Pn = (1 + r̃) 1 − Pn−1 Pn−1 , n ∈ Z+ (6)
(1 + r̃)C
The discrete logistic population model is intimately connected to the logistic map

xn = r(1 − xn−1 )xn−1 , (7)

h ri
which maps the interval [0, 1] to 0, . The stability of this map has been well-studied,
4
with the following results known:

• for 0 < r ≤ 1, the sequence {xn } with 0 < x0 < 1 converges to 0 as n → ∞, and
r−1
• for 1 < r ≤ 3, the sequence {xn } with 0 < x0 < 1 converges to as n → ∞.
r
r−1
If we make the substitution xn = x̃n , for 1 < r ≤ 3 and C > 0, then equation (7)
rC
becomes  
r−1
x̃n = r 1 − x̃n−1 x̃n−1 ,
rC
r2 C
   
rC
which now maps the interval 0, to 0, and has the same form as
r−1 4(r − 1)
equation (6) with r = 1 + r̃. Thus, we can expect the discrete logistic population
model (5) to converge to C for 0 < r̃ ≤ 2.
4 ANDREW DAVIS AND BRUCE KESSLER

1.2. Leslie matrices and other definitions

Let P0 be an k × 1 column vector, where the entry in the ith row denotes the initial
size of the population with ages in the range [(i − 1)∆t, i∆t) for i = 1, . . . , k. Let bi be
the average offspring per occupant in the [(i−1)∆t, i∆t) age group for i = 1, . . . , k, not
all 0, and let si ∈ (0, 1] be the percentage in that age group that survive to the next
age group for i = 1, . . . , k − 1. Then the Leslie matrix L for a population is defined
by the k × k matrix  
b1 b2 ··· bk−1 bk
 
s1 0 ··· 0 0
 
 
L = 0 s2 ··· 0 0.
 
 .. .. .. .. 
 
..
. . . . .
 
0 0 ··· sk−1 0
Then the population distribution for each age group after n time-steps ∆t, denoted
Pn , is given by
Pn = LPn−1 , (8)

or equivalently
Pn = Ln P0 . (9)

Note the similarity of equations (8) and (9) to the discrete exponential model in
equations (2) and (3), respectively. A nonnegative square matrix A is said to be
primitive if there is a positive integer n such that An has all positive entries. It
is straightforward to show that if bk is nonzero and any consecutive bi and bi+1 ,
i = 1, . . . , k − 1, are nonzero, then the Leslie matrix is primitive.
Leslie matrices have several well-known properties. A Leslie matrix L will have
k eigenvalues λi and associated eigenvectors xi , i = 1, . . . , k - that is, λi and xi
satisfying Lxi = λi xi for i = 1, . . . , k. Note that any scalar multiple of an eigenvector
x associated with λ is also an eigenvector, since L(cx) = cLx = cλx = λ(cx) for
a constant c. If the eigenvalues of L are distinct, then the eigenvectors of L form
a linearly independent set that spans Rk . The Perron-Frobineus theorem guarantees
that a primitive L will have a simple positive real eigenvalue λ, called the dominant
eigenvalue, with other eigenvalues indexed λi for i = 2, . . . , k, such that λ > |λi | for
i = 2, . . . , k. An eigenvector x with positive entries that is associated with λ is called
Density-Dependent Leslie Matrix Modeling with Steady-State Distribution Control 5

a dominant eigenvector. The sequence of vectors Pn described in (9) will approach

a multiple of a dominant eigenvector of L as n → ∞, although the total population
size will grow without bound similar to the exponential model. In fact, if the initial
population vector P0 is a dominant eigenvector of Leslie matrix L with eigenvector λ,
the growth is completely analogous to exponential growth, since

Pn = Ln P0 = Ln−1 (LP0 ) = Ln−1 (λP0 ) = · · · = λn P0 .

Leslie realized the limitation of the model he proposed in [3], and attempted to mod-
ify it in [4] by scaling his matrix entries according to previous total populations. This
model was analyzed for convergence and stability by Allen in [1], showing convergence
of the steady-state to a scaled version of the dominant eigenvector of the original Leslie
matrix with the desired total population. Lui and Cohen in [6] applied a matrix model
to an approximate solution of the discrete logistic model,
P
 
r 1− n−1
Pn = Pn−1 e C
.

Their model was inexact by nature of their choice of using an approximation, used many
new parameters based on additional information, involved matrix exponentials, and,
as such, was difficult to apply. Jensen in [2] reexamined the matrix model (8), with
a suggestion (without mathematical justification) for a damping matrix that would
reduce the growth rate so that the total population approached the carrying capacity
C. The model worked in the short term, but behaved chaotically as n → ∞.

2. New model

We propose a model that includes a Leslie matrix, but also a damping matrix that
is density-dependent. This model will

• have a total population that approaches a chosen carrying capacity,

• reach a steady distribution of our choosing that meets certain basic criteria
consistent with Leslie matrices, and

• will implement repeated matrix multiplication, interrupted only by a calculation

(sum) of the total population represented by the previous step.
6 ANDREW DAVIS AND BRUCE KESSLER

The convergence of the model is stable for primitive Leslie matrices with distinct
eigenvalues and dominant eigenvalue λ satisfying 1 < λ ≤ 3, and a nonnegative
initial population distribution. The model is effectively a logistic population model
for population vectors.
We begin with some necessary definitions and notation. Since repeated multiplica-
tion by a Leslie matrix converges to a multiple of its dominant eigenvalue, and since
the presence of population in all but the youngest age group is a result of survival from
the previous age group, dominant eigenvectors of Leslie matrices have to meet certain
criteria.

Definition 1. (Valid Leslie matrix steady state vectors.) We say that a vector x =
h iT
x1 · · · xk is a valid Leslie matrix steady state vector if the entries satisfy the
inequalities xi ≥ xi+1 > 0 for i = 1, . . . , k − 1.

Note that any dominant eigenvector of a Leslie matrix will be a valid Leslie matrix
steady state vector.
h iT
Definition 2. (Total population operator.) For a population vector x = x1 · · · xk ,
we define the total population operator T (x) as
h i h iT
T (x) = 1 · · · 1 x1 · · · xk = x1 + . . . + xk .
k×1

Lemma 1. Let λ be the dominant eigenvalue of the primitive k × k Leslie matrix L,

1 < λ ≤ 3, with dominant eigenvector u, and let v be a valid Leslie matrix steady state
vector. Let the k × k matrix A satisfy the following conditions:

1. v is an eigenvector of the matrix LA associated with the eigenvalue 1, and

2. LAu = λv + u − Lv.

Then τ (p) = (1−p)λ+p is an eigenvalue of the k×k matrix M(p) = L((1−p)Ik×k +pA),
with associated eigenvector w(p) = (1 − p)u + pv for 0 ≤ p ≤ ω(λ), where

 1 for 1 < λ ≤ 2
ω(λ) = (10)
λ2

4(λ−1) for 2 < λ ≤ 3.
Density-Dependent Leslie Matrix Modeling with Steady-State Distribution Control 7

Proof. Note that

L((1 − p)Ik×k + pA)((1 − p)u + pv)

= (1 − p)2 Lu + p(1 − p)Lv + p(1 − p)LAu + p2 LAv

= (1 − p)2 λu + p(1 − p)Lv + p(1 − p)(λv + u − Lv) + p2 v

= (1 − p)2 λu + p(1 − p)Lv + p(1 − p)λv + p(1 − p)u − p(1 − p)Lv + p2 v

= (1 − p)λ((1 − p)u + pv) + p((1 − p)u + pv)

= ((1 − p)λ + p)((1 − p)u + pv) = τ (p)w(p).

Thus, τ (p) is an eigenvalue of M(p) with associated eigenvector w(p) over the interval
0 ≤ p ≤ ω(λ). 

We actually want τ (p) to be a dominant eigenvalue of M(p) as defined in Lemma

1. In the following theorem, we demonstrate that we can always construct a matrix A
so that this is the case.

Theorem 1. Let λ be the dominant eigenvalue of the primitive k × k Leslie matrix L

with distinct eigenvalues and 1 < λ ≤ 3, with dominant eigenvector u, and let v be a
valid Leslie matrix steady state vector. Then there exists a k × k matrix A such that
τ (p) = (1 − p)λ + p is the dominant eigenvalue of M(p) = L((1 − p)Ik×k + pA) with
associated eigenvector w(p) = (1 − p)u + pv over the interval 0 ≤ p ≤ ω(λ), with ω(λ)
as defined in (10).

Proof. Let λi , i = 2, . . . , k be the other non-dominant eigenvalues of L, so that

λ > |λi | for i = 2, . . . , k, and let xi be an associated eigenvector of λi , i = 2, . . . , k.
There are two cases to consider.
Case 1. Let u = v. Note that condition 2 in Lemma 1 is now identical to condition 1.
1
We may let A = Ik×k . Note that
λ
 
1 1 1
LAu = L Ik×k u = Lu = (λu) = u.
λ λ λ

Thus, matrix A satisfies condition 1 of Lemma 1, and τ (p) is an eigenvalue of M(p)

with associated eigenvector w(p) = (1 − p)u + pu = u for 0 ≤ p ≤ ω(λ). Also, since
 p   p
M(p) = L (1 − p)Ik×k + Ik×k = 1 − p + L,
λ λ
8 ANDREW DAVIS AND BRUCE KESSLER

 p
then the other eigenvalues of M(p) are 1 − p + λi for i = 2, . . . , k. Note that
λ
 p  p
1−p+ λi < 1 − p + λ = τ (p) for 0 ≤ p ≤ ω(λ), i = 2, . . . , k.
λ λ
Thus, τ (p) is the dominant eigenvalue with associated eigenvector u for 0 ≤ p ≤ ω(λ)
in this case with the given choice of matrix A. Note that this case is effectively the
model preposed by Leslie in [5] and analyzed by Allen in [1].
Case 2. Suppose that u 6= v. Due to the invariance of eigenvectors to scaling, we
may, without loss of generality, select a scaling of v so that for constants c, c2 , . . . , ck
Xk
satisfying u = cv + ci xi , the constant c satisfies the condition
i=2

λi λ
max 1+ − < 1.
i=2,...,k c c
Notice that c 6= 0, since both u and v are valid Leslie matrix steady state vectors,
and that the condition can always be met, since |λi | < λ for i = 2, . . . , k, and since
1 < λ ≤ 3.
Let A be the solution to the linear system



 LAv = v

 LAx2 = 1 + λ2 − λ x2



c c
.. (11)



 .

 LAx = 1 + λk − λ
x .

k c c k

Thus, A satisfies condition 1 of Lemma 1. As the vectors v, x2 , . . . , xk form a basis

for Rk , we may alternatively form the matrices
 
1 0 ··· 0

.. .. 
0 1 + λc2 − λ .
 
h i
c . 
E = v x2 · · · xk and D =  .

 .. .. .. 
 . . 0 

λk λ
0 ··· 0 1+ c − c

and restate (11) as LAE = ED, where LA = EDE−1 , or in the case of an invertible
Leslie matrix, A = L−1 EDE−1 .
k
X
There exist constants c2 , . . . , ck such that u = cv + ci xi . Then
i=2
k
! k
X X
Lu = L cv + ci xi = cLv + ci λi xi
i=2 i=2
Density-Dependent Leslie Matrix Modeling with Steady-State Distribution Control 9

and !
k
X k
X
λu = λ cv + ci xi = cλv + λ ci xi .
i=2 i=2

Since Lu = λu, then we have

k
1X
Lv = λv + ci (λ − λi )xi .
c i=2

Then
k
! k  
X X λi λ
LAu = LA cv + ci xi = cv + ci 1 + − xi
i=2 i=2
c c
k
! k
X 1X
= cv + ci xi − ci (λ − λi )xi + λv − λv
i=2
c i=2
k
!
1X
= λv + u − λv + ci (λ − λi )xi
c i=2

= λv + u − Lv.

Thus, the matrix A satisfies condition 2 of Lemma 1, and so τ (p) is an eigenvalue of

M(p) with associated eigenvector w(p) = (1 − p)u + pv for 0 ≤ p ≤ ω(λ).
The vectors xi , i = 2, . . . , k, are also eigenvectors of M(p), since
  
λi λ
M(p)xi = L ((1 − p)Ik×k + pA) xi = (1 − p)λi + p 1 + − xi
c c

for i = 2, . . . , k. Note that

 
λi λ λi λ
(1 − p)λi + p 1 + − ≤ (1 − p)|λi | + p 1 + − < (1 − p)λ + p = τ (p),
c c c c

so τ (p) is the dominant eigenvalue for this choice of A. 

It is important to note that there may be many possible choices for the matrix A
in Theorem 1, and we are not restricted to the matrices constructed in the theorem.
We are now ready to state our main theorem.

Theorem 2. Let λ be the dominant eigenvalue of the primitive k × k Leslie matrix

L with distinct eigenvalues and 1 < λ ≤ 3, with dominant eigenvector u, let v be the
desired final distribution of age-groups that is a valid Leslie matrix steady state vector,
and let P0 be an initial population vector where T (P0 ) < C, the desired carrying
capacity. Let the k × k matrix A be chosen so that τ (p) = (1 − p)λ + p is the dominant
10 ANDREW DAVIS AND BRUCE KESSLER

eigenvalue of M(p) = L((1 − p)Ik×k + pA) with associated eigenvector w(p) = (1 −

p)u + pv over the interval 0 ≤ p ≤ ω(λ), with ω(λ) as defined in (10). Then the
sequence of vectors {Pn }∞
n=1 generated by
 
T (Pn−1 )
Pn = M Pn−1 (12)
C

satisfy the property that lim Pn = cv where c is a constant such that T (cv) = C.
n→∞

Proof. Let P0 be an initial population vector with nonnegative entries where T (P0 ) <
C. We know from Lemma 1 and Theorem 1 that we may find a matrix A satisfying
the conditions of the theorem. Consider the sequence of vectors {Pn }∞ n=0 generated
T (Pn )
by the repeated application of equation (12). Let pn = be the percentage of
C
the carrying capacity of the total population of Pn for integer n ≥ 0.
For integer n ≥ 0, we have w(pn ) as the dominant eigenvector of M(pn ) with
dominant eigenvalue τ (pn ) as guaranteed by Lemma 1 and Theorem 1, and we let
{wn,2 , . . . , wn,k } be the remaining eigenvectors of M(pn ) with associated eigenvalues
{γn,2 , . . . , γn,k }, respectively. Then, for each integer n ≥ 0, there exist constants cn,i ,
i = 1, . . . , k, such that

Pn = cn,1 w(pn ) + cn,2 wn,2 + · · · + cn,k wn,k , with cn,1 6= 0. (13)

Then for integer n > 0,

Pn = M(pn−1 )Pn−1

= cn−1,1 M(pn−1 )w(pn−1 ) + cn−1,2 M(pn−1 )wn−1,2 + · · · + cn−1,k M(pn−1 )wn−1,k

= cn−1,1 τ (pn−1 )w(pn−1 ) + cn−1,2 γn−1,2 wn−1,2 + · · · + cn−1,k γn−1,k wn−1,k

  
γn−1,2
= τ (pn−1 ) cn−1,1 w(pn−1 ) + cn−1,2 wn−1,2 + · · ·
τ (pn−1 )
  
γn−1,k
+cn−1,k wn−1,k .
τ (pn−1 )

γn,i
Note that, due to the dominance of τ (pn ) for all integer n > 0, < 1 for
τ (pn )
i = 2, . . . , k, and that the sequence {Pn }∞
n=0 converges to the sequence {P̃n }∞n=1 where

P̃n = cn−1,1 τ (pn−1 )w(pn−1 ). (14)

Density-Dependent Leslie Matrix Modeling with Steady-State Distribution Control 11

Then, from equations (13) and (14),

lim T (Pn ) = lim T (P̃n ) = lim τ (pn−1 )T (Pn−1 )

n→∞ n→∞ n→∞
 
λ 1
= lim λT (Pn−1 ) − T (Pn−1 )2 + T (Pn−1 )2
n→∞ C C
 
λ−1
= lim λ 1 − T (Pn−1 ) T (Pn−1 ) (15)
n→∞ λC
Note that the expression in (15) is the same as the logistic equation (6), with λ = 1 + r̃.
Thus, lim T (Pn ) = C for 1 < λ ≤ 3. Also note that
n→∞
   
lim Pn = lim P̃n = lim cn,1 lim τ (pn−1 ) lim w(pn−1 ) = cv,
n→∞ n→∞ n→∞ n→∞ n→∞

where c = lim cn,1 is the constant so that T (cv) = C. 

n→∞

3. Examples

For each of our examples, we will use the Leslie matrix

 
1 1 1 1 1
5 2 2 2 2
 24 
 25 0 0 0 0
 
L=0 9
0 ,
 
10 0 0
 

0 4 
0 5 0 0
 
3
0 0 0 5 0
6 h iT
with dominant eigenvalue λ = and dominant eigenvector u = 13 15
4 1
5
2
15
1
15
,
5 h iT
and the initial population vector P0 = 30 0 0 0 0 . The standard application
of the Leslie matrix, as described in (8) and (9), yields the population distributions
with exponential growth shown in Figure 1, with the youngest age-group shown in
the bottom section of the graph, and the oldest at the top. Notice that after only 15
iterations, the distribution is already quite close to a multiple of u.

3.1. Example 1

In this first example, we will set the carrying capacity C = 300, and let the ending
T (Pk ) 1 5
distribution v = u. Let pk = , and let A = I5×5 = I5×5 , as in the first case
C λ 6
of the proof of Theorem 1. Then let
 
1
M(pk ) = L ((1 − pk )I5×5 + pk A) = 1 − pk L,
6
12 ANDREW DAVIS AND BRUCE KESSLER

Figure 1: Exponential growth from repeated application of the Leslie matrix L.

and let Pk = M(pk−1 )Pk−1 for integer k > 0. The results for k = 0, . . . , 40 are
shown in Figure 2. Note that, by k = 40, the distribution is already quite close to
h iT
Cv = 100 80 60 40 20 .

Figure 2: Logistic population growth with carrying capacity C = 300 and ending distribution
a multiple of the dominant eigenvector of the original Leslie matrix L.
Density-Dependent Leslie Matrix Modeling with Steady-State Distribution Control 13

3.2. Example 2

In this second example, we keep the carrying capacity C = 300, but choose the
h iT
7
ending distribution v = 15 7 1 1 1 , a valid Leslie matrix steady state
30 6 10 30
vector that is not a scalar multiple of u. We choose matrix A satisfying (11) as in
Case 2 of the proof of Theorem 1, with
 
27 713 21 63 21
32 − 1536 − 128 − 512 − 256
 
 1 1973 413 1 1 
 − 80 1920 − 1440 − 128 − 192 
 
 3 5 41 413 1 
A = − 160 − 256 40 − 1280 − 128 
 
 3 5 1 651 413 
 − 80 − 128 − 32 640 − 960 
 
1 697 223 219 409
10 960 288 320 240

Then let

M(pk ) = L ((1 − pk )I5×5 + pk A) ,

and let Pk = M(pk−1 )Pk−1 for integer k > 0. The results for k = 0, . . . , 40 are
shown in Figure 3. Note that, by k = 40, the distribution is already quite close to
h iT
Cv = 140 70 50 30 10 .

Figure 3: Logistic population growth with carrying capacity C = 300 and ending distribution
chosen so as not to be a dominant eigenvector of the original Leslie matrix L.
14 ANDREW DAVIS AND BRUCE KESSLER

Acknowledgement

The authors would like to acknowledge the financial support they have received
for this research from the WKU Office of Academic Affairs and the WKU Office of
Research (FUSE Award #15-FA209).

References

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[2] Jensen, A. (1995). Simple density-dependent matrix model for population projection. Ecol.
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[3] Leslie, P. H. (1945). On the use of matrices in certain population mathematics. Biometrika 33,
183–212.

[4] Leslie, P. H. (1948). Some further notes on the use of matrices in population mathematics.
Biometrika 35, 213–245.

[5] Leslie, P. H. (1959). The properties of certain lag type of population growth and the influence
of an external random factor on a number of such populations. Physiol. Zool. 32, 151–159.

[6] Liu, L. and Cohen, J.E. (1987). Equilibrium and local stability in a logistic matrix model for
age-structured populations. J. Math. Biol. 25, 73–88.