Scientific Computing I

Module 3: Population Modelling Continuous Part I

Models
ODE Models
Michael Bader
Lehrstuhl Informatik V

Winter 2007/2008

Discrete vs. Contiuous Models Model of Malthus (1798)

Only one species:
1 birth rate (number of births per time interval)
dp
= F(p, t, . . . ) proportional to size of population
dt
2 death rate proportional to size of population
p(t) =?
3 thus: constant growth (or decay) rate: r =
Modelling:
constant growth rate
discrete model: continuous model:
p(t) N individuals p : R R, p(t) =? dp
= rp
dt
Move to Continuous Models:
growth within a time interval
easier(?) type of mathematical problem:
differential equations, calculus p(t + t) = p(t) + r p(t) t
analytical solutions available(?)

Model of Malthus Differential Equation Model of Malthus Solutions

The model of Malthus describes exponential growth or
Written as an ordinary differential equation: decay of a population:

p(t) = r p(t)
3

Requires initial condition (population at start) 2,5

2
p(0) = p0
p 1,5

Analytical solution:
1

p(t) = p0 er t 0,5

0
0 2 4 6 8
Model of Verhulst (19th century) Model of Verhulst Saturation
solve initial value problem:
Objective:
model populations that approach saturation value p(t) = p(t), p(0) = p0
solution:
Assumptions:
p(t) = p + e t (p0 p ) , p =
growth/death rate depend on population size;
assume linear dependency:
3

g(t) = g0 g1 p(t) d(t) = d0 + d1 p(t) 2,5

p 1,5

leads to differential equation:

1

p(t) = g(t) d(t) = (g0 d0 ) (g1 + d1 ) p(t) 0,5

| {z } | {z }
0
=: =: 0 2 4 6 8

Model of Verhulst Logistic Growth Logistic Growth

other formulation
 
p(t)
p(t) = 1 p(t)
saturation model does no longer model exponential
growth solution:

idea: let growth/death rate decrease linearly with p(t) =
size of population (1 et ) + p0 et
but keep growth/death rate proportional to 3

population size 2,5

leads to differential equation: 2

p 1,5
p(t) = ( p(t)) p(t)
1

0,5

0
0 2 4 6 8

Logistic Growth with Threshold Example The Passenger Pigeon

extended version of Verhulsts model: beginning of the 19th century, estimated
  
p(t) p(t) population in North America: four billion
p(t) = 1 1 p(t)

hunting diminished its number below a critical
solutions ( = 2, = 4): threshold (late 1880s)
The last passenger pigeon died on September, 1st
5
1914.
4

0
0 2 4 6 8
 Scientific Computing I
Module 3: Population Modelling
Part II
Continuous Models (Parts II and III)
More Than One Species Systems of
Michael Bader ODE
Lehrstuhl Informatik V

Winter 2007/2008

A Linear Model First Example: Arms Race

similar to Verhulsts saturation model

additional growth term proportional to other
armament of two (hostile) countries
species
our suspicion: a12 > 0, a21 > 0
leads to system of differential equations:

p(t) = b1 + a11 p(t) + a12 q(t) Observation:

long-time behaviour depends on size of parameters
q(t) = b2 + a21 p(t) + a22 q(t)
steady-state solutions exist
typically: solutions exist that show unlimited growth
b1 > 0, b2 > 0 (growth term)
a11 < 0, a22 < 0 (saturation)
a12 , a21 ?

Second Example: Competition A Non-Linear Model

similar to Verhulsts logistic growth model

two species sharing a common natural habitat
competition: a12 < 0, a21 < 0
Observation:
long-time behaviour depends on size of parameters
steady-state solutions exist
some scenarios are physically incorrect!
(negative population size)
additional growth term proportional to other
species
leads to system of differential equations:
p(t) = (b1 + a11 p(t) + a12 q(t)) p(t)
q(t) = (b2 + a21 p(t) + a22 q(t)) q(t)
typically:
b1 > 0, b2 > 0 (growth term)
a11 < 0, a22 < 0 (saturation)
a12 , a21 ?
The Non-Linear Competition Model Competition Steady State
system of differential equations:
 
5 3 5 3
p(t) = 2 + 24 8 p(t) 24 q(t) p(t)
 
two species sharing a common natural habitat q(t) = 7
+ 3 3
3 3
p(t) 7
q(t) q(t)
8 2 8 8
competition: a12 < 0, a21 < 0
solution for p0 = 14 , q0 = 3:
Possible Scenarios:
4
steady-state
one species dies out (extinction) 3

no obvious nonsense p
2

0 2 4 6 8 10
t

Competition Extinction Predator-Prey

system of differential equations:
 
71 23 25
p(t) = 8 12 p(t) 12 q(t) p(t)
  two species: predator p and prey q
73 25 23
q(t) = 8 12 p(t) 12 q(t) q(t)
predator eats prey: a12 > 0
solution for p0 = 14 , q0 = 41 : prey is eaten by predator: a21 < 0

Possible Scenarios:
4
p stable oscillations
3 one species dies out (what happens with the other,
2
then?)

0
0 2 4 6 8 10
t

Predator-Prey by Lotka & Volterra Open Questions

system of differential equations:

12 + 200
1


p(t) = q(t) p(t) Methods to Analyse a Given Model?
1 1


q(t) = 5 50 p(t) q(t) predict approximate solution or shape of solution?
predict possible steady states?
solution for p0 = 6, q0 = 50:
predict critical points?
(species on edge of extiction?)
160

120
Methods to Improve Modeling?
p predict failure of the model?
80

tune parameters to model a specific situation?

40

0 20 40 60 80 100
t
 Analysing the Slope of a Solution

Part III Example: Model of Malthus

p(t) = p(t)
Discussion and Analysis of ODE
Models for a sensible solution: p(t) > 0
decides slope of solution:
> 0: growing population (accelerated growth)
< 0: receding population (decelerated reduction)

Points of Equilibrium Critical Points

Example: Model of Verhulst (saturation)
p(t) = p(t) Observation on Logistic Growth:
constant solution p(t) = , if p(0) =
constant solution p(t) = 0, if p(0) = 0
equilibrium: p(t) = 0

equilibrium at p = is reached for nearly all initial
only, if p(t) = conditions
attractive (stable) equilibrium
Example: Logistic Growth
  equilibrium at p = 0 is not reached for any other
p(t) initial conditions (repulsive)
p(t) = 1 p(t)
unstable equilibrium

constant solution, if p(t) = or p(t) = 0

Critical Points Derivatives Direction Field

plot derivatives vs. time and size of population:
Examine derivatives: Example: Logistic Growth
critical point p = p 
p(t)

p(t) = 1 p(t)
attractive equilibrium (asymptotically stable):

p < 0 for p = p + 3

p > 0 for p = p 2,5

p(t)

2
unstable equilibrium:
1,5

p > 0 for p = p +
1
p < 0 for p = p
0,5

otherwise: saddle point

0
0 2 4 6 8 10
t
Direction Field (2) Identifying Critical Points
attractive equilibrium:
Example: Logistic Growth with Threshold
  
p(t) p(t)
p(t) = 1 1 p(t)

unstable equilibrium
4
p(t)

2
saddle point
1

0
0 2 4 6 8 10
t

Critical Points in 2D Direction Field for a System of ODE

Example: Arms Race
system of differential equations example: 2D system of differential equations:
equilibrium: p = 0, q = 0
p(t) = b1 + a11 p(t) + a12 q(t)
p(t) = b1 + a11 p(t) + a12 q(t) = 0 q(t) = b2 + a21 p(t) + a22 q(t)
q(t) = b2 + a21 p(t) + a22 q(t) = 0
natural exension: 3D plot: t vs. p vs. q
solution of a linear system of equations: 1D direction field for p vs. t or q vs. t not sufficient:
what values to chose for q (or p resp.)?
a11 p(t) + a12 q(t) = b1
but: stationary problem independent of t
a21 p(t) + a22 q(t) = b2
thus: plot directions depending on p and q
in most cases one critical point
critical line, if system matrix is singular

2D Direction Field Arms Race Arms Race unlimited growth

system of differential equations: system of differential equations:
3
p(t) = 2 p(t) + 12 q(t) p(t) = 1
2 43 p(t) + q(t)
1
q(t) = 0 + 2 p(t) q(t) q(t) = 54 + p(t) 34 q(t)

direction field with critical point at (2, 1): direction field with critical point at (2, 1):
2 5

4
q q
1,5

0,5
1

0 0
0 1 2 3 4 0 1 2 3 4 5
p p
Arms race the peaceful neighbour Nonlinear System Competition
system of differential equations: system of differential equations:
 
p(t) = 0 34 p(t) + q(t) p(t) = 5 3 5 3
2 + 24 8 p(t) 24 q(t) p(t)
5 3
q(t) = 2 p(t) 4 q(t)
 
7 3 3 3 3 7
q(t) = 8 + 2 8 p(t) 8 q(t) q(t)
 
8 6
direction field with critical point at 5, 5 :
direction field critical points at (4, 1) , . . . :
3
4

2,5
q
q
3
2

1,5
2

1
0,5

0 0
0 0,5 1 1,5 2 2,5 3 0 1 2 3 4 5
p p

Nonlinear System Extinction Lotka & Volterra

system of differential equations: system of differential equations:
 
71 23 25
p(t) = 8 12 p(t) 12 q(t) p(t) 12 + 200
1


p(t) = q(t) p(t)
1 1


q(t) = 5 50 p(t) q(t)
 
73 25 23
q(t) = 8 12 p(t) 12 q(t) q(t)

critical points at (0, 4.76 . . . ), (4.63 . . . , 0), . . . : direction field with critical point at (10, 100):
5 200

4 q
q 150

3
100

50
1

0 0
0 0,5 1 1,5 2 2,5 3 0 10 20 30 40
p p

2D Critical Points Summary Homogeneous Systems of ODE

Homogeneous System in matrix-vector-notation:
Different types of critical points in 2D:
attractive/stable equilibrium x = Ax
(arms race steady state)
unstable equilibrium x : R Rn , A Rnn
saddle point (arms race unlimited growth) example: x(t) = (p(t), q(t))
attractive spiral point (peaceful neighbour) Solutions:
unstable spiral point let x be an eigenvector: Ax = x
centre of rotation (Lotka-Volterra) then x e t is a solution:

How to discriminate between these types? d  

A x e t = x e t = x e t q.e.d.
dt
Eigenvectors and Eigenvalues Eigenvalues and Critical Points
Corollaries:
the ODE system x = Ax + b is solved by
the solutions of the homogeneous system x = Ax
are linear combinations of the respective x(t) = xc + a x e t
eigen-solutions:

xhom (t) = a x e t , a R xc attractive equilibrium,

lim x(t) = xc ,
the solutions of the inhomogeneous system t

x = Ax + b are
only if e t 0 for all eigenvalues
x(t) = A1 b + xhom (t) R <0
= + i < 0 (eit = cos t + i sin t)
observation: xc = A1 b is a critical point!

Stability of Linear Systems Stability of 2D Systems

Real Eigenvalues:
Overview: 1 < 0, 2 < 0, attractive equilibrium
eigenval. (j = j + ij ) critical point stability eig1 x2 eig2

real, all < 0 node stable, attr.

real, all > 0 node unstable
real, k > 0, l < 0 saddle point unstable
complex, all < 0 spiral point stable, attr. x1

complex, all > 0 spiral point unstable

complex, all = 0 centre stable

Stability of 2D Systems Stability of 2D Systems

Real Eigenvalues: Real Eigenvalues:
1 > 0, 2 > 0, unstable equilibrium 1 > 0, 2 < 0, saddle point

eig1 x2 eig2 eig1 x2 eig2

x1 x1
Stability of 2D Systems Stability of 2D Systems
Complex Eigenvalues: Complex Eigenvalues:
1 < 0, 2 < 0, spiral point (asympt. stable) 1 > 0, 2 > 0, spiral point (unstable)

eig1 x2 eig2 eig1 x2 eig2

x1 x1

Stability of 2D Systems Stability of Non-Linear Systems

Complex Eigenvalues:
2D system of ODE:
1 = 2 = 0, centre of oscillation
x(t) = f(x(t)),
eig1 x2 eig2

f : Rn Rn nonlinear
critical point at xc : f(xc ) = 0
for analysis of critical points: linearization
x1
x(t) = f(x(t)) f(xc ) +Jf (xc )(x(t) xc )
| {z }
=0

examine eigenvalues of Jf (xc )