scholarly journals Qualitative analysis of a discrete-time phytoplankton–zooplankton model with Holling type-II response and toxicity

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Muhammad Salman Khan ◽  
Maria Samreen ◽  
Hassen Aydi ◽  
Manuel De la Sen

AbstractThe interaction among phytoplankton and zooplankton is one of the most important processes in ecology. Discrete-time mathematical models are commonly used for describing the dynamical properties of phytoplankton and zooplankton interaction with nonoverlapping generations. In such type of generations a new age group swaps the older group after regular intervals of time. Keeping in observation the dynamical reliability for continuous-time mathematical models, we convert a continuous-time phytoplankton–zooplankton model into its discrete-time counterpart by applying a dynamically consistent nonstandard difference scheme. Moreover, we discuss boundedness conditions for every solution and prove the existence of a unique positive equilibrium point. We discuss the local stability of obtained system about all its equilibrium points and show the existence of Neimark–Sacker bifurcation about unique positive equilibrium under some mathematical conditions. To control the Neimark–Sacker bifurcation, we apply a generalized hybrid control technique. For explanation of our theoretical results and to compare the dynamics of obtained discrete-time model with its continuous counterpart, we provide some motivating numerical examples. Moreover, from numerical study we can see that the obtained system and its continuous-time counterpart are stable for the same values of parameters, and they are unstable for the same parametric values. Hence the dynamical consistency of our obtained system can be seen from numerical study. Finally, we compare the modified hybrid method with old hybrid method at the end of the paper.

2020 ◽  
Vol 2020 ◽  
pp. 1-15
Author(s):  
A. Q. Khan ◽  
E. Abdullah ◽  
Tarek F. Ibrahim

We study the local dynamical properties, Neimark–Sacker bifurcation, and hybrid control in a glycolytic oscillator model in the interior of ℝ+2. It is proved that, for all parametric values, Pxy+α/β+α2,α is the unique positive equilibrium point of the glycolytic oscillator model. Further local dynamical properties along with different topological classifications about the equilibrium Pxy+α/β+α2,α have been investigated by employing the method of linearization. Existence of prime period and periodic points of the model under consideration are also investigated. It is proved that, about the fixed point Pxy+α/β+α2,α, the discrete-time glycolytic oscillator model undergoes no bifurcation, except Neimark–Sacker bifurcation. A further hybrid control strategy is applied to control Neimark–Sacker bifurcation in the discrete-time model. Finally, theoretical results are verified numerically.


Author(s):  
Triet Nguyen-Van ◽  
Noriyuki Hori

A Lotka-Volterra differential equation is discretized using a method proposed recently by the same authors for nonlinear autonomous systems and the stability of equilibrium points of the resulting discrete-time model is investigated. It is shown that when Jacobian matrix of the nonlinear equation is invertible, the equilibrium points of the model are identical to those of the original continuous-time system, and their asymptotic stability and instability are retained for any sampling period. While the method can be applied to any Lotka-Volterra types, simulation results are presented for a competitive-type example, where the continuous-time system and their discrete-time models obtained by the forward-difference, Mickens’, Kahan’s, and the proposed methods are compared. They illustrate that, in general, the proposed model performs better than other discrete-time models.


2008 ◽  
Vol 38 (02) ◽  
pp. 399-422 ◽  
Author(s):  
Eric C.K. Cheung ◽  
Steve Drekic

In the classical compound Poisson risk model, it is assumed that a company (typically an insurance company) receives premium at a constant rate and pays incurred claims until ruin occurs. In contrast, for certain companies (typically those focusing on invention), it might be more appropriate to assume expenses are paid at a fixed rate and occasional random income is earned. In such cases, the surplus process of the company can be modelled as a dual of the classical compound Poisson model, as described in Avanzi et al. (2007). Assuming further that a barrier strategy is applied to such a model (i.e., any overshoot beyond a fixed level caused by an upward jump is paid out as a dividend until ruin occurs), we are able to derive integro-differential equations for the moments of the total discounted dividends as well as the Laplace transform of the time of ruin. These integro-differential equations can be solved explicitly assuming the jump size distribution has a rational Laplace transform. We also propose a discrete-time analogue of the continuous-time dual model and show that the corresponding quantities can be solved for explicitly leaving the discrete jump size distribution arbitrary. While the discrete-time model can be considered as a stand-alone model, it can also serve as an approximation to the continuous-time model. Finally, we consider a generalization of the so-called Dickson-Waters modification in optimal dividends problems by maximizing the difference between the expected value of discounted dividends and the present value of a fixed penalty applied at the time of ruin.


1981 ◽  
Vol 18 (01) ◽  
pp. 19-30 ◽  
Author(s):  
Robert Cogburn ◽  
William C. Torrez

A generalization to continuous time is given for a discrete-time model of a birth and death process in a random environment. Some important properties of this process in the continuous-time setting are stated and proved including instability and extinction conditions, and when suitable absorbing barriers have been defined, methods are given for the calculation of extinction probabilities and the expected duration of the process.


2019 ◽  
Vol 9 (16) ◽  
pp. 3220 ◽  
Author(s):  
Ryo Kurokawa ◽  
Takao Sato ◽  
Ramon Vilanova ◽  
Yasuo Konishi

The present study proposes a novel proportional-integral-derivative (PID) control design method in discrete time. In the proposed method, a PID controller is designed for first-order plus dead-time (FOPDT) systems so that the prescribed robust stability is accomplished. Furthermore, based on the control performance, the relationship between the servo performance and the regulator performance is a trade-off relationship, and hence, these items are not simultaneously optimized. Therefore, the proposed method provides an optimal design method of the PID parameters for optimizing the reference tracking and disturbance rejection performances, respectively. Even though such a trade-off design method is being actively researched for continuous time, few studies have examined such a method for discrete time. In conventional discrete time methods, the robust stability is not directly prescribed or available systems are restricted to systems for which the dead-time in the continuous time model is an integer multiple of the sampling interval. On the other hand, in the proposed method, even when a discrete time zero is included in the controlled plant, the optimal PID parameters are obtained. In the present study, as well as the other plant parameters, a zero in the FOPDT system is newly normalized, and then, a universal design method is obtained for the FOPDT system with the zero. Finally, the effectiveness of the proposed method is demonstrated through numerical examples.


2020 ◽  
Vol 13 (04) ◽  
pp. 2050022 ◽  
Author(s):  
A. Q. Khan ◽  
T. Khalique

In this paper, bifurcations and chaos control in a discrete-time Lotka–Volterra predator–prey model have been studied in quadrant-[Formula: see text]. It is shown that for all parametric values, model has boundary equilibria: [Formula: see text], and the unique positive equilibrium point: [Formula: see text] if [Formula: see text]. By Linearization method, we explored the local dynamics along with different topological classifications about equilibria. We also explored the boundedness of positive solution, global dynamics, and existence of prime-period and periodic points of the model. It is explored that flip bifurcation occurs about boundary equilibria: [Formula: see text], and also there exists a flip bifurcation when parameters of the discrete-time model vary in a small neighborhood of [Formula: see text]. Further, it is also explored that about [Formula: see text] the model undergoes a N–S bifurcation, and meanwhile a stable close invariant curves appears. From the perspective of biology, these curves imply that between predator and prey populations, there exist periodic or quasi-periodic oscillations. Some simulations are presented to illustrate not only main results but also reveals the complex dynamics such as the orbits of period-2,3,13,15,17 and 23. The Maximum Lyapunov exponents as well as fractal dimension are computed numerically to justify the chaotic behaviors in the model. Finally, feedback control method is applied to stabilize chaos existing in the model.


1971 ◽  
Vol 3 (2) ◽  
pp. 202-203 ◽  
Author(s):  
John J. Gart

The effect of an epidemic of chickenpox on the course of an epidemic of yaws in a village of New Guinea was studied by Gart and deVries (1966) and Gart (1968). A deterministic continuous time model was used to confirm that the yaws epidemic accelerated dramatically in the month following the chickenpox epidemic. However, by the nature of the model, no statistical tests are possible.


1990 ◽  
Vol 20 (1) ◽  
pp. 93-111 ◽  
Author(s):  
William S. Jewell

AbstractAn IBNYR event is one that occurs randomly during some fixed exposure interval and incurs a random delay before it is reported. A previous paper developed a continuous-time model of the IBNYR process in which both the Poisson rate at which events occur and the parameters of the delay distribution are unknown random quantities; a full-distributional Bayesian method was then developed to predict the number of unreported events. Using a numerical example, the success of this approach was shown to depend upon whether or not the occurrence dates were available in addition to the reporting dates. This paper considers the more usual practical situation in which only discretized epoch information is available; this leads to a loss of predictive accuracy, which is investigated by considering various levels of quantization for the same numerical example.


2004 ◽  
Vol 218 (9) ◽  
pp. 1033-1040 ◽  
Author(s):  
M. Šolc ◽  
J. Hostomský

AbstractWe present a numerical study of equilibrium composition fluctuations in a system where the reaction X1 ⇔ X2 having the equilibrium constant equal to 1 takes place. The total number of reacting particles is N. On a discrete time scale, the amplitude of a fluctuation having the lifetime 2r reaction events is defined as the difference between the number of particles X1 in the microstate most distant from the microstate N/2 visited at least once during the fluctuation lifetime, and the equilibrium number of particles X1, N/2. On the discrete time scale, the mean value of this amplitude, m̅(r̅), is calculated in the random walk approximation. On a continuous time scale, the average amplitude of fluctuations chosen randomly and regardless of their lifetime from an ensemble of fluctuations occurring within the time interval (0,z), z → ∞, tends with increasing N to ~1.243 N0.25. Introducing a fraction of fluctuation lifetime during which the composition of the system spends below the mean amplitude m̅(r̅), we obtain a value of the mean amplitude of equilibrium fluctuations on the continuous time scale equal to ~1.19√N. The results suggest that using the random walk value m̅(r̅) and taking into account a) the exponential density of fluctuations lifetimes and b) the fact that the time sequence of reaction events represents the Poisson process, we obtain values of fluctuations amplitudes which differ only slightly from those derived for the Ehrenfest model.


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