Applied Mathematics and Computation 235 (2014) 17

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Applied Mathematics and Computation

journal homepage: www.elsevier.com/locate/amc

Global stability of a stochastic predatorprey system with

innite delays q
Qun Liu a,b, Yiliang Liu a,, Xue Pan a
a
b

College of Sciences, Guangxi University for Nationalities, Nanning 530006, Guangxi Province, PR China
College of Mathematics and Information Science, Yulin Normal University, Yulin, Guangxi 537000, PR China

a r t i c l e

i n f o

a b s t r a c t
This paper is concerned with the global asymptotic stability of a stochastic delay predator
prey system with BeddingtonDeAngelis functional response. Sufcient criteria for the
global asymptotic stability of the system are established. Some simulation gures are
provided to show that our model is more realistic than existing models.
2014 Elsevier Inc. All rights reserved.

Keywords:
Predatorprey system
Global asymptotic stability
BeddingtonDeAngelis functional response
Time delays
Stochastic perturbations

1. Introduction
In a natural ecosystem, fundamental features of population interactions, such as predation and competition have been
elucidated by empirical and theoretical investigations of the dynamics between two species. One signicant component
of the predatorprey relationship is the predators functional response. Skalski and Gilliam [23] stated that the functional
response can provide better descriptions of predator feeding over a range of predatorprey abundances by comparing the
statistical evidence from 19 predatorprey systems with the three predator-dependent functional responses (HassellVarley,
BeddingtonDeAngelis and Crowley-Martin), and in some cases, the BeddingtonDeAngelis type functional response performed even better.
The original predatorprey system with BeddingtonDeAngelis type functional response is



dx
a12 y
;
x b1  a11 x 
dt
1 bx cy



dy
a22 x
;
y b2  a21 y
dt
1 bx cy

where x xt and y yt stand for the preys and the predators densities at time t, respectively. For biological signicance
of each coefcient we refer the reader to [2,4].
On the other hand, population dynamics is always affected by environmental noise (see e.g. [5,6]), which is an important
component in an ecosystem. Thus many authors studied stochastic models which corresponding to deterministic models to
reveal the inuence of environmental noise on the population dynamics (see e.g. [1,3,9,18,19,1517,21,22,24,10,12]). Moreover, recently, Liu and Han [14,13] have studied integro-differential equations with impulsive integral conditions, their work
extend some existing models to a great extent of this eld.

q
Research supported by NNSF of China Grant Nos. 11271087, 61263006, Scientic research project of Guangxi Education Department, China
(No. 2013YB074), Scientic research project of State Ethnic Affairs Commission of China Nos. 12GXZ001 and 2013YJYB03.
Corresponding author.
E-mail addresses: liuqun151608@163.com (Q. Liu), yiliangliu100@126.com (Y. Liu), xuepan100@126.com (X. Pan).

http://dx.doi.org/10.1016/j.amc.2014.02.091
0096-3003/ 2014 Elsevier Inc. All rights reserved.

Q. Liu et al. / Applied Mathematics and Computation 235 (2014) 17

In 2011, Liu and Wang [11] studied the following nonlinear stochastic predatorprey system

8
h
i
a12 y
>
< dx x 1  a11 x  1bx
cy b1 dt r1 dB1 t;
h
i
>
: dy y 1 a21 x  a22 y b2 dt r2 dB2 t;
1bxcy

with the initial value x0 x0 > 0; y0 y0 > 0. They showed that if the positive equilibrium point of the deterministic
system was globally stable, then the stochastic model would preserve the nice property provided the noise was small enough. However, like it or not, time delays frequently occur in almost every situation, Kuang [8] has revealed that ignoring
time delays means ignoring reality. Hence it is essential to take time delays into account. Motivated by these, in this paper,
we will propose and study a more realistic and complex stochastic delay predatorprey system with BeddingtonDeAngelis
functional response

8
h
i
R0
a14 yt

>
< dxt xt r1  a11 xt  a12 xt  s1  a13 1 xt hdl1 h  1bxt
cyt dt r1 xtxt  x dB1 t;
h
i
R
>
: dyt yt r 2  b11 yt  b12 yt  s2  b13 0 yt hdl h b14 xt
dt r2 ytyt  y dB2 t;
2
1
1bxtcyt

where r2i represents the intensity of the noise, Bi t is a standard Brownian motion dened on a complete probability space
X; F ; P with a ltration fF t gt2R satisfying the usual conditions, si P 0 and li h is a probability measure on
1; 0; i 1; 2; x ; y is the equilibrium state of system (3). For more biological motivation on this type of modeling we
refer the reader to Gard [5,6].
This paper is organized as follows: in Section 2, we will show that if the noise is small enough and the positive equilibrium state of the deterministic model is globally stable, the stochastic system will keep the property. In Section 3, we will
introduce some numerical simulations to support our main result. Finally we give some conclusions and discussions.

2. Global stability
As the biological signicance of xt and yt in model (3), we should rstly give some conditions under which system (3)
has a unique global positive solution.
Lemma 2.1. Consider model (3), if ri > 0; i 1; 2, then there is a unique positive local solution xt; yt on 1; se almost
surely (a.s.) for any given initial value f1 ; f2 2 BC1; 0; R2 , where se denotes the explosion time and BC1; 0; R2
represents the family of bounded and continuous functions from 1; 0 to R2 with the norm kfi k suph60 jfi hj; i 1; 2.
Because the proof of this lemma is similar to that in [11], we omit it here.
Lemma 2.2. Consider system (3), there is a unique global solution xt; yt on R for any given initial value
f1 ; f2 2 BC1; 0; R2 and the solution will remain in R2 with probability 1, where R2 fx 2 R2 jxi > 0; i 1; 2g.
Proof. The following proof is motivated by the work of Liu and Wang [11]. Let

Mx; y

a14 yt
;
1 bxt cyt

Nx; y

b14 xt
:
1 bxt cyt

Obviously, if x; y 2 R2 , then 0 6 Mx; y 6 ac14 ; 0 6 Nx; y 6 bb14 .

Let k0 > 0 be large enough such that fi h i 1; 2; h 2 1; 0 lying within the interval 1=k0 ; k0 . For every integer
k > k0 , dene the stopping time

sk inf ft 2 1; se : xt R 1=k; k or yt R 1=k; kg;

Obviously, sk is increasing as k ! 1. Let s1 limk!1 sk , then we have s1 6 se a.s. Next, we only need to verify s1 1. If
this claim is not true, then there are two constants T > 0 and e 2 0; 1 such that Pfs1 6 Tg > e. So there is an integer k1 P k0
such that

Pfsk 6 T g P e;

k P k1 :

Dene

p
p
Vx; y x  1  0:5 ln x y  1  0:5 ln y:

Q. Liu et al. / Applied Mathematics and Computation 235 (2014) 17

Clearly, the function is nonnegative on R2 . If xt; yt 2 R2 , then we have

p

r2 2  x
xt hdl1 h  Fx;y dt 1
x  x 2 dt
8
1


Z 0
p
p
0:5r1 x  1x  x dB1 t 0:5 y  1 r 2  b11 y  b12 yt  s2  b13
yt hdl2 h Gx;y dt


Z
p
dVx;y 0:5 x  1 r1  a11 x  a12 xt  s1  a13

1

r22 2  y

y  y dt 0:5r2 y  1y  y dB2 t
8


Z 0
p
p
xt hdl1 h Fx;y dt 0:5 yGx;y r 2 b11 y
6 0:5 xr 1 a11 x a12 xt  s1 a13
 2

1


 5

3
b12 yt  s2 b13
yt hdl2 h dt 0:125r21 x2 2x2 2x x2 2x 2 dt
1
 5

p
p
3
0:125r22 y2 2y2 2y y2 2y 2 dt 0:5r1 x  1x  x dB1 t 0:5r2 y  1y  y dB2 t


 5

p
a14
3
a12 kxk kf1 k a13 kxk kf1 k dt 0:125r21 x2 2x2 2x x2 2x 2 dt
6 0:5 xr 1 a11 x
c
 p

 5

b14 y
3
r 2 b11 y b12 kyk kf2 k b13 kyk kf2 k dt 0:125r22 y2 2y2 2y y2 2y 2 dt
0:5
b
p
p
0:5r1 x  1x  x dB1 t 0:5r2 y  1y  y dB2 t
p
p
6 K 1 K 2 dt 0:5r1 x  1x  x dB1 t 0:5r2 y  1y  y dB2 t;
Z

where K 1 and K 2 are positive constants. By the above inequality, we can obtain that

EV xsk ^ T;

ysk ^ T 6 V x0 ; y0 K 1 K 2 T:

The following proof is similar to Liu and Wang [11] and hence we omit it here.
Next, we will give our main result of this paper.
Theorem 2.1. Let

C 1 a14 bx 1;
A a11

C 2 b14 cy 1;

a14 by
a12 a13 0:5r21 x ;
1 bx cy



C1
b14 cx
2 
:
b11

0:5
r
y
12
13
2
C2
1 bx cy

If

A < 0;

B > 0:

6


Then the equilibrium state x ; y of model (3) is globally stochastically asymptotically stable, i.e., for any given initial value
x0 ; y0 , the solution of system (3) has the property that

lim xt x ;

t!1

lim t y

t!1

almost surely (a.s.)

Proof. The following proof is motivated by the work of Liu and Wang [11]. In order to show our main result, we only need to
nd a Lyapunov function Vx satisfying LVx 6 0 (see e.g. [20]), where L is the Lyapunov operator and x xt is the solution of the n-dimensional stochastic functional differential equation

dxt f t; xt dt gt; xt dBt:

x is the positive equilibrium state of 8 and



LVx V x xf t; xt 0:5 trace g T t; xt V xx xgt; xt :
Dene

V 1 x x  x  x ln

x
;
x

V 2 y y  y  y ln

y
:
y

Obviously, these two functions are nonnegative on R . We prepare the detailed computation in Appendix A in order to
derive our main result directly. If xt; yt 2 R2 , making use of Its formula yields

Q. Liu et al. / Applied Mathematics and Computation 235 (2014) 17

LV 1 x 6 a11

a14 by
2 
x  x 2 0:5a12 xt  s1  x 2

0:5a

0:5a

0:5
r
x
12
13
1
1 bx cy
Z 0
a14 bx 1
0:5a13
xt h  x 2 dl1 h 
x  x y  y :
1

bx

cy1 bx cy

1

By the same way, applying Its formula leads to

LV 2 y 6 b11

b14 cx
2 
y  y 2 0:5b12 yt  s2  y 2

0:5b

0:5b

0:5
r
y
12
13
2
1 bx cy
Z 0
b14 cy 1
0:5b13
yt h  y 2 dl2 h
x  x y  y :
1 bx cy1 bx cy
1

Dene

V 3 t 0:5a12

xs  x 2 ds;

V 4 t 0:5a13

ts1

V 5 t 0:5b12

0
1

ys  y 2 ds;

V 6 t 0:5b13

ts2

1

th

th

xs  x 2 dsdl1 h;

ys  y 2 dsdl2 h:

Then

LV 3 t 0:5a12 xt  x 2  0:5a12 xt  s1  x 2 ;
2

LV 4 t 0:5a13 xt  x  0:5a13

1

xt h  x 2 dl1 h;

LV 5 t 0:5b12 yt  y 2  0:5b12 yt  s2  y 2 ;
LV 6 t 0:5b13 yt  y 2  0:5b13

0
1

yt h  y 2 dl2 h:

Then dene

C1
C1
C1
V 2 y V 3 t V 4 t V 5 t V 6 t
C2
C2
C2
a14 bx 1
C1
C1
V 1 x
V 2 y V 3 t V 4 t V 5 t V 6 t:
b14 cy 1
C2
C2

Vx; y; t V 1 x

We obtain that



a14 by
LVx; y; t 6 a11
a12 a13 0:5r21 x x  x 2


1 bx cy


C1
b14 cx
2 
y  y 2

b11

0:5
r
y
12
13
2
C2
1 bx cy
Ax  x 2 By  y 2 :
Set jZ  Z  j jx  x j; jy  y jT , then by the above inequality, we have

LVx; y; t 6 jZ  Z  jT

A 0
0

jZ  Z  j:

Obviously, if (6) holds then by virtue of the above inequality, we can conclude that LVx; y; t < 0 along all trajectories in
R2 except x ; y . Then the conclusion follows.
3. Numerical simulations
In this section, we will apply the Milstein method mentioned in Higham [7] to illustrate our main result. Set
f1 h 0:32eh ; f2 h 0:18eh ; l1 h l2 h eh on h 2 1; 0 and r1 0:5; r 2 0:4; a11 0:5; b11 0:2; a12 0:3;
b12 0:2; a13 0:1; b13 0:1; a14 0:7; b14 0:5; b c 1:0.

Q. Liu et al. / Applied Mathematics and Computation 235 (2014) 17

Consider the following discretization equations:


xk1  xk r1  a11 xk  a12 xks1 =Dt  0:16a13 ekDt  a13 ekDt Rki1 xi eiDt Dt  a14


yk
Dt
1 bxk cyk

p
2
r2
r1 xk xk  x Dtnk 1 xk xk  x nk  1Dt;
2

yk1  yk r 2  b11 yk  b12 yks2 =Dt  0:09b13 ekDt  b13 ekDt Rki1 yi eiDt Dt b14


xk
Dt
k
k
1 bx cy

p
r2
2
r2 yk yk  y Dtgk 2 yk yk  y gk  1Dt;
2
where nk and gk k 1; . . . ; n are the Gaussian random variables which follow N0; 1.
In Figs. 1 and 2, we choose r1 0:5; r 2 0:4; a11 0:5; a12 0:3; a13 0:1; a 14 0:7; b11 0:2; b12 0:2; b13
0:1; b14 0:5; r1 r2 0:008; b c 1:0 and step size Dt 0:01, then (6) holds and x 2:0392; y 0:3514. The difference in Fig. 1 is that the values of s1 and s2 are different. For populations x1 and y1 , we choose s1 1; s2 10, while for
populations x2 and y2 , we choose s1 s2 0. That is to say, the equilibrium state x ; y is asymptotically stable. Obviously,
from Fig. 1 we can see that our model is more realistic than model (2), so our model owns the better property than model (2).
The difference in Fig. 2 is that the values of r1 and r2 are different. For populations x1 and y1 , we choose r1 0:18; r2
0:06, while for populations x2 and y2 , we choose r1 r2 0, then (6) is satised. In other words, the equilibrium state
x ; y is globally stochastically asymptotically stable.

the population x1
the population y1
the population x2
the population y2

10

Fig. 1. For populations x1 and y1 , we choose s1 1;

asymptotically stable.

10

15
Time

20

25

30

s2 10, while for populations x2 and y2 , we choose s1 s2 0. Then the equilibrium state x ; y is

3
2
1
0
1

the population x1
the population y1
the population x2
the population y2

2
3

Fig. 2. For populations x1 and y1 , we choose r1 0:18;

x ; y is globally stochastically asymptotically stable.

10

15
Time

20

25

30

r2 0:06, while for populations x2 and y2 , we choose r1 r2 0. Then the equilibrium state

Q. Liu et al. / Applied Mathematics and Computation 235 (2014) 17

4. Conclusions and discussions

In this paper, we consider the global asymptotic stability of a stochastic delay predatorprey system with Beddington
DeAngelis functional response. Sufcient criteria for the global asymptotic stability of the system are established. The result
is interesting and important because from the biological point of view, a globally stable positive equilibrium means that the
community is stable in which all species could coexist. The simulation gures show that our model has the better property
than some existing models.
Some interesting topics are deserved further investigations. One may propose some more realistic systems, such as considering the effects of impulsive perturbations on the systems. It is also interesting to investigate the models with jumps and
so on. We will leave these investigations for future work.
Appendix A. Calculations of LV1 x; LV2 y and LVx; y; t
Applying Its formula, we can get


Z
LV 1 x x  x r 1  a11 x  a12 xt  s1  a13

1


Z
x  x a11 x  x a12 x  xt  s1 a13

1
 2


a14 y
0:5r21 x x  x 2
1 bx cy

x  xt hdl1 h Fx ;y Fx;y 0:5r21 x x  x 2

xt hdl1 h 

a11 x  x  a12 x  x xt  s1  x  a13

1

x  x xt h  x dl1 h

a14 by
a14 bx 1
x  x 2 
x  x y  y 0:5r21 x x  x 2
1 bx cy1 bx cy
1 bx cy1 bx cy
Z 0

2
6 a11 x  x 2 0:5a12 x  x 2 0:5a12 xt  s1  x 2 0:5a13 x  x 2 0:5a13
xt h  x dl1 h

1

a14 by
a14 bx 1

x  x 2 
x  x y  y 0:5r21 x x  x 2 :


1 bx cy1 bx cy
1 bx cy1 bx cy
As 1 bx cy P 1, one can obtain that

LV 1 x 6 a11

a14 by
2 
x  x 2 0:5a12 xt  s1  x 2

0:5a

0:5a

0:5
r
x
12
13
1
1 bx cy
Z 0

2
a14 bx 1x  x y  y
0:5a13
xt h  x dl1 h 
:
1
bx cy1 bx cy
1

Then the desired assertion (9) follows from the Hlders inequality:

1

xt h  x dl1 h

6
1

xt h  x 2 dl1 h:

By the same way, we compute that

LV 2 y 6 b11 0:5b12 0:5b13
0:5b13

1

b14 cx
2 
y  y 2 0:5b12 yt  s2  y 2

0:5
r
y
2
1 bx cy

yt h  y 2 dl2 h

b14 cy 1x  x y  y
:
1 bx cy1 bx cy

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