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Articles

Global dynamics of a special class of nonlinear semelparous Leslie matrix models

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Pages 625-642 | Received 01 Nov 2019, Accepted 23 May 2020, Published online: 17 Jun 2020

ABSTRACT

This paper considers the dynamics of nonlinear semelparous Leslie matrix models. First, a class of semelparous Leslie matrix models is shown to be dynamically consistent with a certain system of Kolmogorov difference equations with cyclic symmetry. Then, the global dynamics of a special class of the latter is fully determined. Combining together, we obtain a special class of semelparous Leslie matrix models which possesses generically either a globally asymptotically stable positive equilibrium or a globally asymptotically stable cycle. The result shows that the periodic behaviour observed in periodical insects can occur as a globally stable phenomenon.

2010 MATHEMATICS SUBJECT CLASSIFICATIONS:

1. Introduction

A periodical insect means an insect whose life cycle has a fixed length of n years (n>1) and where adults only appear every nth year. Periodical cicadas are one of the most famous examples of periodical insects. To understand the mechanism that produces the periodic behaviour in periodical insects, Bulmer [Citation4] studied a special case of the following system of difference equations: (1) u1(t+1)=snσn(u1(t),u2(t),,un(t))un(t),u2(t+1)=s1σ1(u1(t),u2(t),,un(t))u1(t),un(t+1)=sn1σn1(u1(t),u2(t),,un(t))un1(t),(1) where tZ+={0,1,2,}. This system is a nonlinear semelparous Leslie matrix model and describes the dynamics of an age-structured population divided into n age-classes. The variable ui(t), 1in, denotes the number of age-i individuals at time t. For 1in1, the product of the constant si and the function σi(u) represents the probability that an age-i individual survives a unit of time. The product of the constant sn and the function σn(u) represents the fertility of an age-n individual. Here, we set all σi(0)=1. Thus, system (Equation1) assumes that only the last age-class is reproductive. That is only un(t) represents the number of adult individuals. In this sense, system (Equation1) describes the population dynamics of semelparous species such as cicadas and beetles.

With σi(u)=exp(1jnaijuj) in system (Equation1), Bulmer [Citation4] gave a sufficient condition for such a system to have a locally stable cycle and reached the conclusion that periodic behaviour results if competition is more severe between age-classes than within age-classes. To mathematically verify this claim, system (Equation1) has been studied in many papers. For example, Cushing and Li [Citation11] studied bifurcations that occur around the extinction equilibrium of (Equation1) with n = 2 and classified the stability of bifurcating positive equilibria and 2-cycles. This study was extended by Cushing [Citation9] to the case n = 3; see also [Citation8, Citation10, Citation19]. It was found that a heteroclinic cycle connecting three periodic points of a 3-cycle can also bifurcate from the extinction equilibrium. Besides these bifurcation studies, Davydova et al. [Citation13] examined the asymptotic behaviour of (Equation1) mathematically and numerically for the special case n = 2 and σi(u1,u2)=exp(ai(c1u1+c2u2)), i = 1, 2. In addition, given that the coordinate axes include every cycle associated with the periodic behaviour in periodical insects, the attractivity of the coordinate axes was studied by Mjølhus et al. [Citation25], Kon [Citation18], Kon and Iwasa [Citation20] and Diekmann and Planqué [Citation14]. All these studies only reveal the local behaviour around equilibria, cycles or the coordinate axes (but see [Citation14] for an example of (Equation1) where the coordinate axes attract a large set of initial conditions).

This paper aims at the global behaviour of system (Equation1). We first try to find a certain class of (Equation1) that is dynamically consistent with the following system of difference equations: (2) x1(t+1)=g(x1(t),x2(t),,xn(t))x1(t),x2(t+1)=g(x2(t),x3(t),,x1(t))x2(t),xn(t+1)=g(xn(t),x1(t),,xn1(t))xn(t).(2) That is xi(t+1)=g(Pi+1x(t))xi(t) for 1in with (3) P=(0001100001000010)andx(t)=(x1(t)x2(t)xn(t)).(3) Here, xi(t) and g(Pi+1x(t)) are, respectively, the population size and the growth rate of species i at time t.

System (Equation2) is a special system of Kolmogorov difference equations which have been used to study the population dynamics of n interacting species. There are many works on systems of Kolmogorov difference equations. See, for instance, [Citation2, Citation3, Citation7, Citation17, Citation23, Citation31]. Some specific examples of system (Equation2) with n = 2 and 3 are reported in [Citation16, Citation26–29]. In Theorem 2.2, it is shown that under some conditions on system (Equation1), there exists a sequence of non-singular matrices At with period n such that any solutions u(t) of (Equation1) and x(t) of (Equation2) satisfy (4) u(t)=Atx(t) for all tZ+ as long as u(0)=A0x(0).(4) This means systems (Equation1) and (Equation2) are dynamically consistent.

The next step is to determine the global dynamics of (Equation2). For a general system, this is not an easy task. Inspired by the Leslie–Gower competition model [Citation22], we are led to some simplified versions of (Equation2) like the following (5) xi(t+1)=xi(t)h(xi(t)+cjixj(t)),1in,(5) where the constant c means all interspecific competition coefficients are the same and the growth rate function h is assumed to be positive, continuous, strictly decreasing on [0,) with h(0)>1>h(). Furthermore, xh(x) is assumed to be strictly increasing. Using some elementary comparison methods, we obtain in Sections 3 and 4 that depending on whether c<1 or not, system (Equation5) and its analogues have, generically, either a globally asymptotically stable positive equilibrium or a globally asymptotically stable set of single-species equilibria.

Via the dynamical consistency relation (Equation4), we finally get in Theorem 5.1 the global dynamics of semelparous Leslie matrix models (Equation1) in which (6) σi(u1,u2,,un)=(s1s2sn)(1/n)h(uidi+cjiujdj).(6) Because of the periodicity of At in (Equation4), we will find that the set of single-species equilibria of (Equation5) corresponds to a single-class n-cycle in system (Equation1). Thus, we obtain that depending on whether c<1 or not, system (Equation1) has, generically, either a globally asymptotically stable positive equilibrium or a globally asymptotically stable single-class n-cycle. In particular, the case c>1 verifies Blumer's claim that periodic behaviour observed in periodical insects can occur as a globally stable cycle. Note that in (Equation6), (d1,d2,,dn) is a positive eigenvector of the linearized system of (Equation1) at the origin and (s1s2sn)1/n the corresponding eigenvalue which is greater than 1 as σi(0)=1<h(0) by assumption.

This paper is organized as follows. In Section 2, we derive a condition under which (Equation4) holds, thus determining a certain class of semelparous Leslie matrix models (Equation1) which is dynamically consistent with the Kolmogorov difference equations (Equation2). In Sections 3 and 4, we consider a special class of Kolmogorov difference equations that include (Equation5) and completely determine its global dynamics together with the asymptotic stability of the equilibria. Combining together the results in Sections 24, we obtain in Section 5 the global dynamics of those semelparous Leslie matrix models whose survival functions are given in (Equation6). Finally, some conclusions are given in Section 6.

2. Dynamical consistency between systems (1) and (2)

In this section, we derive a condition under which the semelparous Leslie matrix model (Equation1) is dynamically consistent with the Kolmogorov difference Equation (Equation2). Note that system (Equation2) has cyclic symmetry in the sense that if x(t) is a solution of (Equation2), then so is Px(t). In fact, we have (Px(t+1))i=xi1(t+1)=g(xi1(t),xi(t),,xi+n2(t))xi1(t)=g(Pi+1Px(t))(Px(t))i, where the subscripts of xi are counted mod n and (Px)i denotes the ith component of the vector Px.

Let R+n={xRn:xi0foralli} and intR+n={xRn:xi>0foralli}. Assume that

(H1)

si>0 and σi:R+n(0,) with σi(0)=1 for 1in.

It is clear that both R+n and intR+n are forward invariant under (Equation1). If each σi is differentiable, then the linearization of system (Equation1) at the origin yields the linear difference equation u(t+1)=Uu(t), where U=(000sns10000s20000sn10)andu(t)=(u1(t)u2(t)un(t)). Being a non-negative irreducible matrix, Perron–Frobenius Theorem ensures that U has a dominant eigenvalue λ0>0 and a positive eigenvector, say, d=(d1,d2,,dn) associated with λ0. It is straightforward to show that λ0=R01/n, where R0=s1s2sn is called the basic reproduction number and represents the number of offspring reproduced by an individual in its lifetime when the density effects are ignored and {di} satisfy (7) dnd1sn=d1d2s1==dn1dnsn1=R01/n,(7) which implies that once d1 is fixed, d2,d2,,dn are uniquely determined by di=si1si2s1R0(i1)/nd1,2in. Because U is the Jacobian matrix of system (Equation1) evaluated at the origin, the origin of (Equation1) is asymptotically stable if R0<1 and unstable if R0>1. Moreover, Ud=λ0d implies that the vector (1/i=1ndi)d gives a stationary age-distribution for the linearized system u(t+1)=Uu(t). In fact, if the initial population u(0) is proportional to d, then so is u(t) for each tZ+. This motivates us to consider the following normalized population: (8) yi(t)=ui(t)/di for 1in, i.e., Dy(t)=u(t),(8) where D is the diagonal matrix whose diagonal entries are d1,d2,,dn. We will see below how the desired dynamical consistency is obtained via y(t). Using (Equation7) and (Equation8), it is easy to check that (Equation1) becomes (9) y1(t+1)=R01/nσn(d1y1(t),d2y2(t),,dnyn(t))yn(t),y2(t+1)=R01/nσ1(d1y1(t),d2y2(t),,dnyn(t))y1(t),yn(t+1)=R01/nσn1(d1y1(t),d2y2(t),,dnyn(t))yn1(t).(9) We introduce the following assumption on the survival probabilities above:

(H2)

R01/nσi(Dx)=g(Pi+1x) for all xR+n and 1in.

Here, matrices P and D are given in (Equation3) and (Equation8), respectively. Under this assumption, (Equation9) is equivalent to (10) yi(t+1)=g(yi1(t),yi(t),,yi2(t))yi1(t)for1in,(10) which would be the same as system (Equation2) if the subscripts of all y terms on the right-hand side are shifted forward by one.

Denote by F and G the maps defined by (Equation2) and (Equation9), respectively. Similarly, the t-fold compositions of F and G with themselves are denoted by Ft and Gt, respectively. By definition, both F0 and G0 mean the identity map.

Lemma 2.1

Assume that (H1) and (H2) hold. Then F and G are maps from R+n to itself and (11) Gt(x)=PtFt(x) for all xR+n and tZ+.(11) In particular, Gnk(x)=Fnk(x) for all xR+n and kZ+.

Proof.

Clearly, F and G are maps from R+n to itself. Since F0 and G0 are the identity map, (Equation11) holds trivially for t = 0. We show now that it holds for t = 1, so that we may use mathematical induction. The cyclic symmetry of (Equation2) implies that (12) PF(x)=F(Px) for all xR+n.(12) Then assumption (H2) ensures that for all xR+n, (13) G(x)=(R01/nσn(Dx)xnR01/nσ1(Dx)x1R01/nσn1(Dx)xn1)=(g(Pn+1x)xng(x)x1g(Pn+2x)xn1)=PF(x).(13) That verifies (Equation11) for t = 1. Suppose Gt(x)=PtFt(x) holds for some t1. Then Gt+1(x)=G(Gt(x))=G(PtFt(x))=PF(PtFt(x)), where (Equation13) was used for the last equality above. Applying (Equation12) repeatedly, we obtain PF(PtFt(x))=Pt+1Ft+1(x) and thus Gt+1(x)=Pt+1Ft+1(x). This completes the proof of (Equation11) by mathematical induction. The final assertion follows from the fact that Pnk is the identity matrix for any kZ+.

The desired dynamical consistency relation (Equation4) with At=DPt follows from Lemma 2.1.

Theorem 2.2

Assume (H1) and (H2) hold. Let u(t) and x(t) be solutions of (Equation1) and (Equation2), respectively. Then u(t)=DPtx(t) for all tZ+ whenever u(0)=Dx(0). Here, matrices P and D are given in (Equation3) and (Equation8), respectively.

Proof.

By (Equation8), the assumption u(0)=Dx(0) implies y(0)=x(0). Thus, by Lemma 2.1, Gt(y(0))=PtFt(x(0)) holds for all tZ+. This implies that y(t)=Ptx(t) for all tZ+. By (Equation8), we finally obtain that u(t)=DPtx(t) for all tZ+.

3. Global dynamics of Kolmogorov difference equations

As shown in [Citation16], system (Equation2) can have a rich dynamics even under the cyclic symmetry restriction. In order to obtain some results on the global dynamics, we will study in this section the following special case of (Equation2): For 1in and tZ+={0,1,2,}, (14) xi(t+1)=xi(t)=1mh(xi(t)+cjixj(t)),(14) where all c0. Equation (Equation14) means that the effect of the other species on the growth rate of species i is determined by their total population size jixj(t). We study system (Equation14) under the assumptions that for 1m,

(A1)

h(x) are positive, continuous and strictly decreasing functions on [0,),

(A2)

there are positive constants α with =1mα=1 such that xαh(x) are increasing functions on [0,),

(A3)

=1mh(0)>1>limx=1mh(x). In particular,

(15) there exist L>0 and λ(0,1) such that =1mh(x)<λ for all xL.(15) When m = 1, (Equation14) is reduced to (Equation5). Assumptions (A1)–(A3) above then become
(A1)′

h(x) is positive, continuous and strictly decreasing on [0,),

(A2)′

xh(x) is increasing on [0,),

(A3)′

h(0)>1>limxh(x).

It is straightforward to show that the functions (16) h(x)=(β+a1+x)α,1m,(16) satisfy (A1)–(A3) if all β,a and α are positive constants with =1mα=1 and =1m(β+a)α>1>=1mβα. Thus, the following system is an example of (Equation14) satisfying (A1)–(A3): For 1in and tZ+={0,1,2,}, (17) xi(t+1)=xi(t)=1m(β+a1+xi(t)+cjixj(t))α.(17) When m = 1, β1=0, a1=a>1, and c1=c0, system (Equation17) becomes (18) xi(t+1)=axi(t)1+xi(t)+cjixj(t),1in,(18) which satisfies (A1) –(A3) and is a special case of the Leslie–Gower model [Citation22]: (19) xi(t+1)=λixi(t)1+xi(t)+jicijxj(t),1in.(19) Here, we may assume without loss of generality that the carrying capacities λi1 are positive and strictly decreasing in i. For n = 2, Cushing et al. [Citation7] determined the asymptotic behaviours of all solutions as the theory of planar competitive maps guarantees that every positive solution converges, see, e.g. Liu and Elaydi [Citation23] and Smith [Citation31]. For n3, there are only some partial results. For instance, Ruiz-Herrera [Citation30], Chow and Hsieh [Citation5] and Ackleh et al. [Citation1] show that in the competitive Leslie–Gower model, the competitive exclusion principle holds if only one species has the largest carrying capacity. So every solution converges to a boundary equilibrium which is globally stable. Recently, Balreira et al. [Citation3] gave a general result on higher dimensional monotone maps that guarantees the global asymptotic stability of an interior equilibrium of system (Equation19) with n = 3 and all cij=c<(λ31)/(λ1+λ2λ31). Chow and Palmer [Citation6] showed that when n = 3 and cij=c1, the unique interior equilibrium of system (Equation19), if exists, is a saddle with one dimensional stable manifold. They conjectured that every positive solution converges. We are thus motivated to find some special systems like (Equation14) and (Equation18) such that this conjecture holds.

It is clear that assumption (A1) implies both R+n and intR+n are forward invariant for system (Equation14). The following lemma shows that any solution of system (Equation14) converges to neither 0 nor infinity under assumption (A3).

Lemma 3.1

Assume that (A1) and (A3) hold. Then for any xR+n{0}, the omega-limit set ω(x) of system (Equation14) is a compact subset of R+n{0}.

Proof.

Let Ki={xR+n:xiL}, 1in and x(t) be a solution of (Equation14). Remember L and λ<1 are defined in (Equation15). Suppose that x(t)R+nKi. Then xi(t)+cjixj(t)xi(t)>L holds for all 1m. By (Equation15) and (Equation14), we have =1mh(xi(t)+cjixj(t))<λ<1 and then xi(t+1)λxi(t). Thus, the solution x(t) eventually enters i=1nKi. Since the right-hand side of (Equation14) is a continuous function of x(t) and i=1nKi is compact, the solution x(t) is bounded. Thus, ω(x(0)) is compact. Similarly, the first inequality in (A3) implies x(t) with x(0)R+n{0} eventually enters the compact set K=i=1nKi{xR+n:ϵi=1nxi} with sufficiently small ϵ>0. Since the right-hand side of (Equation14) is a continuous function of x(t) and all h>0 by (A1), we can conclude that ω(x(0))R+{0}.

Based on assumptions (A1) and (A2), we first show a preliminary lemma.

Lemma 3.2

Assume (A1) and (A2) hold. Then for any b>0 and 1m, both x=1mh(x+b) and x=1mh(bx) are increasing for x[0,).

Proof.

Let 0<α<1 be given in (A2). Then (x+b)αxα is positive, decreasing in x as ddx((x+b)αxα)=α((x+b)α1xα1)0. By (A2) and (A1), (x+b)αh(x+b) increases and h(x+b) decreases in x. Hence, 0xαh(x+b)=(x+b)αh(x+b)((x+b)αxα)h(x+b) is increasing in x. Using =1mα=1, the first claim follows from x=1mh(x+b)==1m(xαh(x+b)). Similarly, (bx)αh(bx) increases in x by (A2). The remaining claim follows from multiplying these functions together and using =1mα=1 again.

Define c=(c1,c2,,cm) and 1=(1,1,,1). Using Lemmas 3.1 and 3.2, we now show the following result on global dynamics of system (Equation14).

Theorem 3.3

Assume that (A1)–(A3) hold and x(t) is a solution of system (Equation14) with x(0)intR+n. Let M=max1inxi(0) and J={i:xi(0)=M}.

  1. If all c[0,1] and c1, then limtx(t)=η1, where η is uniquely determined by =1mh((1+c(n1))η)=1.

  2. If all c1 and c1, then limtx(t)=ηjJej, where η is uniquely determined by =1mh((1+c(|J|1))η)=1 and ej is the jth unit vector. In particular, limtxi(t)=0 for iJ.

  3. If all c=1, then limtx(t)=ηx(0), where η is uniquely determined by =1mh(ηj=1nxj(0))=1.

Proof.

Note that the existence and uniqueness of η in (a) –(c) is due to assumptions (A1) and (A3). Define Si(t)=jixj(t). By symmetry, we may assume x1(0)=M.

Part (a). We show by induction on tZ+={0,1,2,} that for 2in, (20) xi(t)x1(t)1 and is increasing in t. Thus limtxi(t)x1(t)=ri(0,1] exists.(20) Assume that all xi(t)x1(t) hold for some tZ+. Note that all xi(0)M=x1(0) by assumption. Then certainly Si(t)S1(t). Using (Equation14) and the first claim in Lemma 3.2, we obtain xi(t+1)/x1(t+1)1 as follows: xi(t+1)=xi(t)=1mh(xi(t)+cSi(t))x1(t)=1mh(x1(t)+cSi(t))x1(t)=1mh(x1(t)+cS1(t))=x1(t+1), where in the last inequality (A1) and Si(t)S1(t) are used.

Since all c1, xi(t)+cSi(t)x1(t)+cS1(t) can be verified as follows: (21) (xi(t)+cSi(t))(x1(t)+cS1(t))=(1c)(xi(t)x1(t))0.(21) Using (Equation14), (Equation21) and (A1) again, we obtain (22) xi(t+1)xi(t)==1mh(xi(t)+cSi(t))=1mh(x1(t)+cS1(t))=x1(t+1)x1(t).(22) Thus xi(t)/x1(t)xi(t+1)/x1(t+1) and (Equation20) is verified by induction.

Equation (Equation20) and Lemma 3.1 imply that ω(x(0)){x=s(r1,r2,r3,,rn):s(0,)}=Y, where r1=1 so that (Equation20) is valid for i = 1 as well. On the half-line Y, system (Equation14) is reduced to n one-dimensional equations: (23) xi(t+1)=xi(t)=1mh(xi(t)(1+crijirj)).(23) Note that, by Lemma 3.2 and (A1), every solution on Y converges to the point (η1,η2,,ηn), where ηi>0 is uniquely determined by =1mh(ηi(1+(c/ri)jirj))=1. Since ω(x(0))R+n{0} is compact by Lemma 3.1, x(t) is bounded for t0. The boundedness ensures that ω(x(0)) is also nonempty and invariantly connected (e.g. see Theorem 5.2, LaSalle [Citation21]). Since {(η1,η2,,ηn)} is a unique nonempty invariantly connected set in Y, we can conclude that ω(x(0))={(η1,η2,,ηn)}, i.e. for 1in, (24) limtxi(t)=ηi.(24) We will see below that ri and thus ηi are independent of the initial condition.

Write η1=η. Then ηi=riη by (Equation20). Remember r1=1. The defining equations for η1 and ηi above can be rewritten as (25) =1mh(η(r1+cj1rj))=1 and =1mh(η(ri+cjirj))=1.(25) Since all c1 by assumption and ri1=r1 by (Equation20), we find that (26) (r1+cj1rj)(ri+cjirj)=(1c)(r1ri)0 for all m,in.(26) Because each h is strictly decreasing by (A1), equality in (Equation26) holds by (Equation25). Then all ri=r1=1 and thus, all ηi=η as some c<1 by assumption. We conclude from (Equation24) and (Equation25) that limtxi(t)=η for 1in and η is uniquely determined by =1mh(η(1+c(n1)))=1. This verifies the assertion in (a).

Part (b). Since x1(0)=M by assumption, we have xi(0)=x1(0) for iJ and xi(0)<x1(0) for iJ. As was done to show (Equation20), we show by induction on t that for 2in, (27) xi(t)x1(t)1 and is decreasing in t with xi(t)x1(t)=1 for iJ.(27) As a consequence, there exist constants ri[0,1] with r1=1 such that (28) limtxi(t)x1(t)=ri and ri=1 if and only if iJ.(28) Assume that all xi(t)x1(t) hold for some tZ+ with equality held for iJ. The inequality xi(t+1)x1(t+1) can be verified exactly as in the formula before (Equation21). Since c1, the inequality in (Equation21) is reversed with equality held for iJ. So is the inequality in (Equation22). Hence, xi(t+1)/x1(t+1)xi(t)/x1(t) with equality held for iJ. This proves (Equation27) by induction and thus (Equation28) is verified.

Following the same arguments in the proof of Part (a), we have ω(x(0)){x=s(r1,r2,r3,,rn):s(0,)}. Let K={iJ:ri>0}. On the half-line above, system (Equation14) is reduced to xi(t+1)=xi(t)=1mh(xi(t)(1+crijirj)) for iJK, and limxi(t)=0 for iJK as x(t) is bounded by Lemma 3.1 and ri=0 for iJK. Similar to (Equation24), we can get from Lemma 3.2 and (Equation28) that (29) limtxi(t)=ηi for 1in.(29) Here, ηi=η for iJ, ηi=riη<η for iK and ηi=0 for iJK. Moreover, the defining equations for η1=η and ηi=ηri, iK are given by (30) =1mh(η(r1+cj1rj))=1 and =1mh(η(ri+cjirj))=1.(30) We claim K=. Then the conclusion in Part (b) follows from (Equation29) with η uniquely determined by =1mh(η(1+c(|J|1)))=1 as shown in the first equality in (Equation31).

Suppose the contrary that K. Using rj=r1=1 for jJ and rj=0 for jJK, we may rewrite (Equation30) as (31) 1==1mh(η(1+c(|J|1+jKrj)))==1mh(η(ri+c(|J|+jijKrj))).(31) Since all c1 by assumption and ri<1=r1 for iK by (Equation28), (32) (1+c(|J|1+jKrj))(ri+c(|J|+jijKrj))=(1c)(1ri)0(32) for all 1m. Because all h decreases strictly by (A1), the equality in (Equation32) holds by (Equation31). This leads to a contradiction as c1 by assumption and ri<1 for iK.

Part (c). When all c=1, all xi(t)+cSi(t) equal j=1nxj(t). The inequalities in both (Equation21) and (Equation22) become equalities. So we have xi(t+1)x1(t+1)=xi(t)x1(t)=xi(t1)x1(t1)==xi(0)x1(0). That is, (33) xj(t)=x1(t)xj(0)x1(0) for all 2jn and t0.(33) Therefore, system (Equation14) for i = 1 can be written as (34) x1(t+1)=x1(t)=1mh(x1(t)1jnxj(0)x1(0)).(34) Then limtx1(t)=ηx1(0) with η uniquely determined by =1mh(ηj=1nxj(0))=1. By (Equation33), limtxi(t)=ηxi(0) for 2in as claimed. The proof is complete.

As a consequence, we have the following result for system (Equation5).

Corollary 3.4

Assume h satisfies (A1)-(A3) and x(t) is a solution of (Equation5) with x(0)intR+n. Let M=max1inxi(0) and J={i:xi(0)=M}.

  1. For 0c<1, limtx(t)=η1 with η uniquely determined by h((1+c(n1))η)=1.

  2. For c>1, limtx(t)=ηjJej with η uniquely determined by h((1+c(|J|1))η)=1. In particular, limtxi(t)=0 for iJ.

  3. For c = 1, limtx(t)=ηx(0) with η uniquely determined by h(ηj=1nxj(0))=1.

We remark that since xi(0)=0 implies xi(t)=0 for all tZ+, the results above can be easily extended to x(0)R+n. Depending on c<1, c = 1 or c>1, the asymptotic behaviour of system (Equation5) is quite different. Yet, both Theorem 3.3 and Corollary 3.4 show that every positive solution converges to some equilibrium.

4. Asymptotic stability of Kolmogorov difference equations

We discuss in this section the local asymptotic stability of some equilibria in system (Equation14). For this purpose, we have to assume that besides (A1)–(A3), all h in system (Equation14) are differentiable. Note that h0 by assumption (A1). Theorem 3.3 (a) says that E=η1 is the unique interior equilibrium with η uniquely determined by (35) =1mh(N)=1, where N=(1+c(n1))η.(35) Furthermore, Theorem 3.3(b) says that if xi(0)>maxijxj(0), then |J|=1 and the solution x(t) of (Equation14) converges to the single-species equilibrium Ei=ηei, where η is uniquely determined by (36) =1mh(η)=1.(36) Concerning the local asymptotic stability of these equilibria, we have the following result.

Theorem 4.1

Besides (A1) –(A3), we assume all h<0 on (0,).

  1. If all c[0,1] and c1, then E=η1 is locally asymptotically stable.

  2. If all c1 and c1, then each Ei=ηei, 1in, is locally asymptotically stable.

Proof.

Part (a). Let B(x) be the Jacobian matrix of system (Equation14) evaluated at x. Using (Equation35), B(E) is an n×n matrix whose diagonal and off-diagonal entries are, respectively, given by 1+ηk=1mkh(N)hk(Nk) and ηk=1mkh(N)hk(Nk)ck, where N are defined in (Equation35). Being a circulant matrix [Citation12], its eigenvalues are λp=1+ηk=1mkh(N)hk(Nk)+ηk=1mkh(N)hk(Nk)ckj=1n1e(2πi/n)jp for 0pn1. Using (1+ck(n1))η=Nk and all h>0,h<0, we get (37) λ0=1+k=1mkh(N)hk(Nk)Nk<1.(37) Because all c[0,1] with some c<1 by assumption and j=1n1e(2πi/n)jp=1 for p1, (38) λp=1+k=1mkh(N)hk(Nk)(1ck)η<1 for 1pn1.(38) We claim that for 1pn1, (39) λpλ00.(39) Together with (Equation37) and (Equation38), we then have all λp[0,1) and thus E is asymptotically stable. Using Nk=(1+ck(n1))η, the first inequality above follows easily as: λpλ0=k=1mkh(N)hk(Nk)cknη0 for p1. It remains to show λ00. By assumption (A2), 0ddx(xαkhk(x))|x=Nk=αkNkαk1hk(Nk)+Nkαkhk(Nk), which yields hk(Nk)Nkαkhk(Nk). Applying this inequality to (Equation37), we get λ01+k=1mkh(N)(αk)hk(Nk)=1+k=1m(αk)=1mh(N)=0 as =1mh(N)=1 by (Equation35) and k=1mαk=1 by (A3).

Part (b). By symmetry, it suffices to consider E1=ηe1. It is straightforward to show that B(E1)=(bij) satisfies bij=0 for ji2. Moreover, (Equation36) implies that (40) b11=1+ηk=1mkh(η)hk(η) and bii==1mh(cη) for 2in.(40) Being an upper triangular matrix, {bii:1in} are eigenvalues of B(E1). Because all c1 with some c>1 and 0<h decreases strictly by (A1), we get from (Equation36) that (41) 0=1mh(cη)<=1mh(η)=1.(41) By Lemma 3.2, x=1mh(x) is increasing. Therefore, (42) 0ddx(x=1mh(x))|x=η=1+ηk=1mkh(η)hk(η)<1,(42) where we have used (Equation36) and the assumption that all h>0, h<0. Combining together (Equation40)–(Equation42), we obtain that all eigenvalues bii lie in [0,1). The assertion that E1=ηe1 is asymptotically stable is verified.

Note that functions h defined in (Equation16) satisfy all the assumptions in Theorem 4.1. By combining Theorem 4.1 with Theorem 3.3, we can conclude that, under the assumptions (A1) –(A3) and all h<0, the interior equilibrium E of system (Equation14) is globally asymptotically stable in intR+n if all c[0,1] and c1. Furthermore, every single-species equilibrium Ei=ηei, 1in, is globally asymptotically stable in {xintR+n:xi>maxjixj} if all c1 and c1.

5. Global dynamics of semelparous Leslie matrix models

While assumptions (H1) and (H2) are sufficient for the dynamical consistency relation shown in Theorem 2.2, they are too weak to get any global results for system (Equation1). We need to impose some extra conditions on the growth rate function g in system (Equation2):

(H3)

g(x)=h(x1+cj1xj) with function h satisfying (A1)–(A3).

Then, Corollary 3.4 can be applied to system (Equation2) and global dynamics of system (Equation1) follows immediately from Theorem 2.2.

Before stating the results, we note that σi(0)=1 by (H1) and h(0)>1 by (A3). Then (H2) and (H3) imply that (43) σi(u)=R0(1/n)h(uidi+cjiujdj),(43) where function h satisfies (A1)–(A3) and h(0)=R01/n=(s1s2sn)1/n>1. For ji, the constant c above measures the effect that the normalized density uj/dj of age-class j has on the survival of age-class i. Thus competition intensities between age-classes are independent of age if the density effect is measured by the normalized population vector (u1/d1,u2/d2,,un/dn). For example, if σi and g are given by σi(u)=11+uidi+cjiujdjandg(x)=R01/n1+x1+cj1xj, then (H2) and (H3) are satisfied with h(x)=R01/n/(1+x). With R0=s1s2sn, we may use (Equation43) to rewrite system (Equation1) as (44) u1(t+1)=snR0(1/n)h(un(t)dn+cjnuj(t)dj)un(t),u2(t+1)=s1R0(1/n)h(u1(t)d1+cj1uj(t)dj)u1(t),un(t+1)=sn1R0(1/n)h(un1(t)dn1+cjn1uj(t)dj)un1(t).(44) Remember that matrices P and D are defined in (Equation3) and (Equation8), respectively.

Theorem 5.1

Assume si>0 for 1in and h satisfies (A1) –(A3) with h(0)=R01/n>1. Let u(t) be a solution of (Equation44) with u(0)intR+n. Define M=max1inui(0)/di and J={i:ui(0)/di=M}.

  1. If 0c<1, then limtu(t)=E^, where E^=ηD1 with η uniquely determined by h((1+c(n1))η)=1.

  2. If c>1, then u(t) converges to a cycle as t, i.e. ω(u(0))={p1,p2,,pn}, where pi=ηjJDPi1ej for 1in and η is uniquely determined by h((1+c(|J|1))η)=1. In particular, u(t) converges to the n-cycle P=def{(ηd100),(0ηd20),,(00ηdn)}as t if |J|=1, i.e. u(0)i=1nVi, where Vi={uintR+n:ui/di>maxjiuj/dj}.

  3. If c = 1, then u(t) converges to a cycle as t, i.e. ω(u(0))={p1,p2,,pn}, where pi=ηDPi1D1u(0) for 1in and η is uniquely determined by h((j=1nuj(0)/dj)η)=1.

If h is also differentiable, then E^ is globally asymptotically stable in intR+n if 0c<1 and P is globally asymptotically stable in i=1nVi if c>1.

Proof.

Let x(0)=D1u(0) and x(t) be the solution of system (Equation5) with the initial vector x(0). Note that x(0) is positive.

Part (a). By Corollary 3.4, x(t) converges to η1 as t. Then, Theorem 2.2 implies that u(nk)ηD1 as k. Since it holds for any positive u(0), we conclude that u(t)ηD1 as t.

Part (b). Note that M=max{x1(0),x2(0),,xn(0)} and J={i:xi(0)=M}. As above, we get from Corollary 3.4 that x(t)ηjJej as t. By Theorem 2.2, u(nk+m)ηjJDPmej as k for every 0mn1. Thus u(t) converges to the cycle {ηjJDej,ηjJDPej,,,ηjJDPn1ej}.

Part (c). By Corollary 3.4, x(t) converges to ηx(0) as t. Using Theorem 2.2, u(nk+m)ηDPmx(0)=ηDPmD1u(0) as k for every 0mn1. Thus u(t) converges to the cycle {ηu(0),ηDPD1u(0),,ηDPn1D1u(0)}.

The assertion on the asymptotic stability follows from Theorem 4.1.

Note that the set intR+ni=1nVi has measure zero as it is a subset of 1ijnWij, where Wij={uR+n:uidi=ujdj} for 1ijn. Therefore, we find that generic solutions of (Equation1) converge to the n-cycle P if c>1.

6. Concluding remarks

This paper provides a class of semelparous Leslie matrix models that are dynamically consistent with a certain system of Kolmogorov difference equations with cyclic symmetry. For some special class of the latter, we can determine its global dynamics. Then using the dynamical consistency established above, we obtain in Theorem 5.1 a class of semelparous Leslie matrix models that has, generically, either a globally asymptotically stable positive equilibrium or a globally asymptotically stable n-cycle. In Theorem 5.1, a strong assumption is imposed on the survival probabilities of the models. For instance, it is required that the competition intensities between age-classes are independent of age when the density effect is measured by suitably normalized population densities. It is shown that if the competition intensity between-age-class is larger than that of within-age-class, i.e. the case c>1 in Theorem 5.1, then the n-cycle associated with the periodic behaviour in periodical insects are globally asymptotically stable. It is also shown that if the situation is reversed, i.e. the case c<1 in Theorem 5.1, then the positive equilibrium, at which a constant number of adult insects emerge every year, is globally asymptotically stable. These results are consistent with Bulmer's conclusion that periodical behaviour results if competition is more severe between age-classes than within age-classes.

In order to show the dynamical consistency mentioned above, we have assumed in Theorem 2.2 that the competition intensity between age-classes depends only on their unidirectional age-distance. This assumption fails if there are some age-specific density effects. Such could take place when predators attack only adult individuals as observed in periodical cicadas. Therefore, our results seem not applicable directly to the case of periodical cicadas, which are one of the most famous examples of periodical insects ; see, e.g. [Citation14, Citation15, Citation24]. However, the assumption might be fulfilled for other periodical insects such as May beetles and the northern oak eggar since the possibility that intraspecific competition is a dominant factor maintaining their periodical behaviour is not denied [Citation4].

As said above, we have imposed some strong assumption on the survival probabilities of our models. However, as far as we know, it is the first result on the global stability of nonlinear semelparous Leslie matrix models. Although a recent study by Diekamann and Planqué [Citation14] shows a class of semelparous Leslie matrix models that periodical behaviour results for a large set of initial conditions, the possibility of bistability is not excluded in their models.

Acknowledgments

Y. Chow was partially supported by MOST Grant Number 108-2115-M-008-016, Taiwan and R. Kon by JSPS KAKENHI Grant Number 16K05279 and 20K03735, Japan. R. Kon is indebted to the Institute of Mathematics, Academia Sinica, Taipei, Taiwan for its hospitality during his stay in 2018.

Disclosure statement

No potential conflict of interest was reported by the author(s).

Additional information

Funding

Y. Chow was partially supported by Ministry of Science and Technology (MOST), Taiwan [grant number 108-2115-M-008-016] and R. Kon by Japan Society for the Promotion of Science (JSPS) KAKENHI [grant number 16K05279 and 20K03735].

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