International Journal of Management and Applied Science, ISSN: 2394-7926 Volume-2, Issue-8, Aug.-2016 EFFECT OF CORRELATED NOISES ON THE STATIONARY DISTRIBUTION OF POPULATION SIZE: A MODEL BASED STUDY 1 BAPI SAHA, 2AKSHOY PATRA 1,2 Mathematics Department, Govt. College of Engg. & Textile Technology, Berhampore, W. B. India E-mail: [email protected], [email protected] Abstract— In this paper, we introduce two correlated noises in single species dynamic models. Here we consider both −logistic and the Allee effect model for the growth process of the species. The stationary distribution is obtained through the help of Fokker-Planck equation. The effect of the correlation coefficient, the strength of the correlated noises, the Allee threshold and the density regulation parameter on the stationary density are analyzed, which can be used as a surrogate for understanding the extinction status of the species. Keywords— Theta-Logistic model, Allee Effect, Population Dynamics, Correlated Noise, Stationary Distribution, Steady State. stochasticity together needs to be analyzed. Allee effect is a growth process in which at low population the per-capita growth rate is an increasing function of the population size. In this paper, we shall investigate this dynamics and study the stationary distribution of the populations. To start this idea we first investigate such dynamics on the theta-logistic model, which has not been investigated before and subsequently get to the core of the ideas related with the Allee effect. I. INTRODUCTION The emphasis on the small population is important, in a sense that, the overall growth mechanism is mainly governed by the birth and death process. Hence, the variation in the birth and death rates gives rise to the demographic stochasticity. Apart from variability in demographic rates, there is another source of disturbance affecting the natural populations, is the environmental stochasticity. The crucial point is that, the environmental stochasticity affect the populations however large or small they are in numbers. The changes to environmental conditions, e.g. drought, rain, etc. have a significant impact on the population sizes. In particular, when the abundance is too small in numbers, a very small perturbations may lead to the population to extinction [15]. The demographic stochasticity plays an important role for the dynamics of small populations and imposes a higher risk of extinction for the species. In recent times, the studies of nonlinear systems with correlated noise terms have attracted attention in physics, chemistry and biology [11]. In most of the works the noises are treated as to be uncorrelated, since it was assumed that they have different origins. However, the noises in some stochastic process may have a common origin, and thus may be correlated [12]. It is quite often that in these systems the noises affect the dynamics through a system variable, i.e., the noise is both multiplicative and additive. The effect of correlated noises can have a potential impact on the population growth mechanism, and even it can hinder the evolution of nonlinear biological systems [18]. Correlated noise processes have also found applications in studying steady-state properties of a single-mode laser, in analyzing bistable kinetics [7], in giant suppression of activation rate [19], in producing directed motion in spatially symmetric periodic potentials [16]; predator-prey dynamics in ecological interactions etc. Thus in this aspect the investigation into the interplay of the Allee effect and both demographic and environmental II. THE DETERMINISTIC MODEL The logistic differential equation is given by, = − ...........(1) where x is the size of the population or biomass concentration of an organism under study. This deterministic growth rate declines linearly from a maximum (intrinsic) growth rate , to zero when = /b, called the carrying capacity. The generalized -logistic growth models are defined as: = − ……..(2) where is the population size, is the growth rate, is the death rate. eqn. (2) can be reformulated as, = 1− ………(3) This form is more convenient to work with for ecological applications as each of the parameters (untransformed) has ecologically meaningful characteristics. In eqn. (3) the deterministic growth rate declines from a maximum growth rate = at low abundance, to zero when = , where = , quantifies the carrying capacity. However, throughout this article we shall use eqn. 2. Effect of Correlated Noises on the Stationary Distribution of Population Size: A Model Based Study 62 International Journal of Management and Applied Science, ISSN: 2394-7926 Though most of the species follow -logistic growth process there is so many empirical evidences on the Allee effect reported in many natural populations, including plants [10], insects [14], marine invertebrates and birds and mammals [6]. Due to the increasing number of rare and endangered species, the dynamics of small populations, including the Allee effect has received significant attention among ecologists and conservation biologists. IV. STEADY STATE ANALYSIS Since the population size cannot be negative, the Fokker-Planck equation for the evolution of steady state probability distribution function (SPDF) corresponding to the stochastic differential equations (6)-(7) given in the previous section, under the constraint ≥ 0 is ( , ) The general Allee model is given by, = ( − ) 1 − ……….(4) where is the intrinsic growth rate, is the Allee threshold and is the carrying capacity. This gives ( )= The general form of the stochastic differential equation incorporating the two noise terms is given by [13], ( ) = ( ) + ( ) ( ) + ( ) ( )....(5) − − + Here = , = , = ( ( ) as exp ∫ ) ( ′) ( ′) dx′ .........(11) The explicit expression for SPDF for -logistic model can not be found and so we solve it numerically. In case of the Allee model (4) the expressions are ( )= − − + 2 − 2 √ ( )= − 2 √ + . For this case the expressions for The stochastic differential equations incorporating the two noise terms in the Allee effect model (4) is given by, = ( ) ( )…….(9) where N is the normalizing constant. The expressions for ( ) and ( ) can be obtained following the standard method. In case of -logistic model the expressions for ( ) and ( ) are given by [13], ( ) = − + − √ … … (12) ( )= − 2 √ + ........(13) In this equation ( ) represents the deterministic trend and ( ) and ( ) are Gaussian white noises. There are some external effects such as temperature, change in climate, which might have some effects on the rate of growth generating a multiplicative noise. Apart from these, there are some other noises, which inhibit the growth process of the population. Taking all these facts under consideration we obtain = − + ( ) − ( )............(6) −logistic model. Here = , = ( ) ( )+ =− where ( , ) is the probability density. The stationary probability distribution is obtained by solving ( , ) = 0…..(10) III. STOCHASTIC MODEL FORMULATION for Volume-2, Issue-8, Aug.-2016 ( ) is given by, ( ) − ( )....(7) and = In the above Equations (6) - (7), ( ) and ( ) are Gaussian white noises with zero mean and 〈 ( )〉 = 〈 ( )〉 = 0 〈 ( ) ( ′)〉 = 2 ( − ′) 〈 ( ) ( ′)〉 = 2 ( − ′) 〈 ( ) ( ′)〉 = 2 √ ( − ′)........(8) where = (1 + ), = , = . V. RESULT AND DISCUSSION The prime objective of this paper is to analyze the growth dynamics of species under the influence of two correlated noises. The correlated noises may have a severe impact upon the growth process of the species. It is observed that the chance of extinction of population increases as the correlation coefficient between the two noises increases when the population undergoes the logistic growth process [2]. The effect of correlation between the two noises in case when the population growth process follows -logistic and the Allee effect model is still not considered as far as our knowledge goes. In this section, we demonstrate where and are the strengths of the multiplicative noise and additive noise respectively. λ is the degree of correlation between the two types of noises. We assume the above stochastic differential equations are Stratonovich stochastic differential equation. In most of the previous cases ([12] [13]) the noises are assumed to be delta correlated i.e the correlation time was zero. Here also for simplicity we consider the correlation time to be 0. Effect of Correlated Noises on the Stationary Distribution of Population Size: A Model Based Study 63 International Journal of Management and Applied Science, ISSN: 2394-7926 the effect of different parameters of two different models viz. -logistic model (2), the Allee effect models (4). Volume-2, Issue-8, Aug.-2016 Again, we can see from Fig. 3(a) that for higher values of the probability of staying near 0 population size is high. So the strength of multiplicative noise has the detrimental effect upon the population. On the other hand, in case of the strength of the additive noise ( ), its increase leads to increase in the probability of staying near high population (Fig. 3(b)). -logistic model is among the most widely used growth curve models in population dynamics. The presence of correlated noises in the -logistic growth process is an important area of research. When demographic variation is zero the stationary distribution of population size of the -logistic model is a generalized gamma distribution for ≠ 0 [8]. It is evident from Fig. 1 that the probability to stay close to the low population size increases as decreases and the probability of staying at high population size increases as increases. The numerical simulation shows that the above fact is true irrespective of the sign of as well as whether is greater than 1 or not. So it can be concluded that the population is less vulnerable to extinction when is high in presence of two correlated noises. This result is quite similar as obtained by [22]. Fig.3a. Plot of Pst(x) (probability density function) vs.population size ( ) for different values of for the model (2). The parameter values are r = 1, K = 10, α= 3, λ = 0.5, θ= 0.8 Fig.3b. Plot of Pst(x) (probability density function) vs.population size ( ) for different values of for the model (2). The parameter values are r = 1, K = 10, = 0.8, λ = 0.5, θ= 0.8 Fig.1. Plot of ( ) (probability density function) vs. population size ( ) for different values of for -logistic modelSThe parameter values are = , = , = . , = , = . In case of the correlation coefficient ( ) between the two noises, a glimpse on Fig. 2 reveals that there exist two population sizes ∗ and ∗ (0 < ∗ < ∗ ) such that the probability of the population size to stay below ∗ increases as decreases. The probability of staying between ∗ and ∗ decreases as decreases. The effect is again reversed when population size exceeds ∗ . The effect of correlated noises when the growth process of the species follows the Allee effect is still unexplored. In this paper we pay attention to this area of research. Here we first consider the Allee effect model (4). We can see that for the Allee effect model (4) as the Allee threshold increases the probability of staying close to low population size increases (see Fig. 4) and thus chance of extinction becomes high which is a very general fact. Fig.2. Plot of ( ) (probability density function) vs. population size ( ) for different values of λ when θ is greater than in case of θ-logistic model (2). The parameter values are = , = , = . , = , = . Fig.4. Plot of ( )(probability density function) vs. population size ( ) for different values of the Allee threshold ( ) for the model (4). The parameter values are = . , = , = . , α = 0.8, λ= 0.5. Effect of Correlated Noises on the Stationary Distribution of Population Size: A Model Based Study 64 International Journal of Management and Applied Science, ISSN: 2394-7926 Volume-2, Issue-8, Aug.-2016 The effect of the strength of multiplicative noise has negative impact on the survivability of the species. We can see from Fig. 5(a) that as D increases the population size has lesser probability of staying near high population size. On the contrary the increase in the strength of additive noise inhibits the chance of extinction which is clear from Fig. 5(b). Fig.6b. Plot of ( ) (probability density function) vs. population size ( ) for different negative values of λ for the Allee effect model (4). 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