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Monotone Dynamical Systems: Reflections on NewAdvances & Applications
Hal Smith
A R I Z O N A S T A T E U N I V E R S I T Y
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 1 / 50
SS15: Session on Monotone Dynamical Systems &Applications, J. Mierczynski & S.
Morris W Hirsch, Monotone semidynamical systems with dense periodic pointsMats Gyllenberg, Group actions on monotone skew-product semiflowsYuan Lou, Dispersal in advective environmentsSze-Bi Hsu, Competition for two essential resources with internal storage and periodic inputJianhong Wu, Monotone semiflows with respect to high-rank cones on a Banach spaceKing-Yeung Lam, Persistence Results of a PDE Population Model of Phytoplankton with Ratio DependenceStephen Baigent, Carrying simplicies of continuous and discrete-time systemsFulvio Forni, Open differential positive systems: attractors and interconnectionYi Wang, On heteroclinic cycles of competitive maps via carrying simplices, PS13, 13:30-14:00Xingfu Zou, Asymptotic behaviour, spreading speeds and traveling waves of some dynamical systems, PS13, 14:00-14:30Jian Fang, Bistable Traveling Waves for Monotone Semiflows, PS13, 14:30-15:00Patrick De Leenheer, Persistence of aquatic insect populations subject to flooding, PS13, 15:00-15:30Jifa Jiang, The Decomposition Formula for Stochastic Lotka-Volterra Systems with Identical Intrinsic Growth Rate and itsApplications to Stationary Motions, PS14, 16:00-16:30Wenxian Shen, Criteria for the Existence of Principal Eigenvalue of Time Periodic Cooperative Linear Systems with NonlocalDispersal, PS14, 16:30-17:00
Room: Celebration 6
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 2 / 50
Outline
What is a monotone dynamical system?
A gentle introduction to continuous-time, autonomous, monotonesystems.
Examples of monotone systems, mainly from biological sciences.What’s new in the theory & applications?
1 An equation-free theory of two-species competition.2 Monotone control theory.
Caveat: very little name dropping, most general results not stated, only simple-to-describe applications mentioned
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 3 / 50
Monotone Dynamical Systems begin with M.W. HirschInfluential Papers from 1980s
Systems of differential equations which are competitive or cooperative 1: limit sets.
Systems of differential equations which are competitive or cooperative II: convergence almost everywhere.
Systems of differential equations which are competitive or cooperative III, Competing species.
Systems of differential equations that are competitive or cooperative. IV: Structural stability in three dimensional systems.
Systems of differential equations that are competitive or cooperative. V: Convergence in 3-dimensional systems.
Stability and Convergence in Strongly Monotone dynamical systems.
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 4 / 50
Monotone Dynamics: an active research area
Monotone Mappings, Discrete-time systems.
Non-autonomous monotone systems: skew-product dynamicalsystems, random dynamical systems.
Traveling waves
MathSciNet journal articles since 2000: 106 papers list key word “monotone system”,
225 list “cooperative systems”.
Applications: consensus in multi-agent networks, ecological systems, in-vivo disease modeling, chemical
reaction dynamics, epidemiology, systems science/gene-networks, population genetics, neural networks, physiological
modeling.
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 5 / 50
Autonomous Monotone Dynamical Systems
State Space: X , a subset of ordered Banach space Y with cone Y+:
x ≤ y ⇔ y−x ∈ Y+, x < y ⇔ y−x ∈ Y+\0, x ≪ y ⇔ y−x ∈ IntY+.
Y+ is closed, convex, [0,∞) · Y+ ⊂ Y+. Example: Y = C(A,R), Y+ = y ∈ Y : y(a) ≥ 0, a ∈ A
Time Set: T = 0,1,2, · · · or T = [0,∞).
Semiflow: Φ : X × T → X where Φt(x) = Φ(x , t) satisfies
Φ0 = I, Φt Φτ = Φt+τ , t , τ ∈ T .
Φ is continuous.
Order Preserving Semiflow: x ≤ y ⇒ Φt(x) ≤ Φt(y), t ∈ T .
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 6 / 50
Autonomous Monotone Dynamical Systems
State Space: X , a subset of ordered Banach space Y with cone Y+:
x ≤ y ⇔ y−x ∈ Y+, x < y ⇔ y−x ∈ Y+\0, x ≪ y ⇔ y−x ∈ IntY+.
Y+ is closed, convex, [0,∞) · Y+ ⊂ Y+. Example: Y = C(A,R), Y+ = y ∈ Y : y(a) ≥ 0, a ∈ A
Time Set: T = 0,1,2, · · · or T = [0,∞).
Semiflow: Φ : X × T → X where Φt(x) = Φ(x , t) satisfies
Φ0 = I, Φt Φτ = Φt+τ , t , τ ∈ T .
Φ is continuous.
Order Preserving Semiflow: x ≤ y ⇒ Φt(x) ≤ Φt(y), t ∈ T .
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 6 / 50
Autonomous Monotone Dynamical Systems
State Space: X , a subset of ordered Banach space Y with cone Y+:
x ≤ y ⇔ y−x ∈ Y+, x < y ⇔ y−x ∈ Y+\0, x ≪ y ⇔ y−x ∈ IntY+.
Y+ is closed, convex, [0,∞) · Y+ ⊂ Y+. Example: Y = C(A,R), Y+ = y ∈ Y : y(a) ≥ 0, a ∈ A
Time Set: T = 0,1,2, · · · or T = [0,∞).
Semiflow: Φ : X × T → X where Φt(x) = Φ(x , t) satisfies
Φ0 = I, Φt Φτ = Φt+τ , t , τ ∈ T .
Φ is continuous.
Order Preserving Semiflow: x ≤ y ⇒ Φt(x) ≤ Φt(y), t ∈ T .
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 6 / 50
Autonomous Monotone Dynamical Systems
State Space: X , a subset of ordered Banach space Y with cone Y+:
x ≤ y ⇔ y−x ∈ Y+, x < y ⇔ y−x ∈ Y+\0, x ≪ y ⇔ y−x ∈ IntY+.
Y+ is closed, convex, [0,∞) · Y+ ⊂ Y+. Example: Y = C(A,R), Y+ = y ∈ Y : y(a) ≥ 0, a ∈ A
Time Set: T = 0,1,2, · · · or T = [0,∞).
Semiflow: Φ : X × T → X where Φt(x) = Φ(x , t) satisfies
Φ0 = I, Φt Φτ = Φt+τ , t , τ ∈ T .
Φ is continuous.
Order Preserving Semiflow: x ≤ y ⇒ Φt(x) ≤ Φt(y), t ∈ T .
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 6 / 50
Examples of Order-Preserving Dynamics
The simplest monotone dynamics
Bigger initial data imply bigger future states.
x ′ =dxdt
= f (x), f : R → R
0 0.5 1 1.5 2 2.5
time t
0
0.2
0.4
0.6
0.8
1
1.2
x(t)
One-dimensional dynamics is order preserving
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 7 / 50
Examples of Order-Preserving Dynamics
Cooperative System of ODEs x ′ = f (x)
Component-wise partial order:1 x ≤ y ⇔ ∀i , xi ≤ yi .2 x < y ⇔ x ≤ y & x 6= y .3 x ≪ y ⇔ ∀i , xi < yi .
x1
x2
x•
y•
cone=Rn+
Quasi-monotone condition: xj → fi(x) is nondecreasing for i 6= j .It holds if f ∈ C1(D) with convex D and ∂fi
∂xj(x) ≥ 0, i 6= j ; we say the
system is cooperative.
A cooperative system is order-preserving:x0 <r x0 ⇒ x(t , x0) <r x(t , x0), t > 0, <r=≤, <,≪ .
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 8 / 50
Examples of Order-Preserving Dynamics
Example: single species migrating between patches
xi = density of species in patch i
x ′
i = rixi(1 − xi/Ki) +∑
j
djixj −∑
j
dijxi , 1 ≤ i ≤ n
where dij = rate of migration from patch i to patch j .
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 9 / 50
Examples of Order-Preserving Dynamics
Additive Cooperative Neural Networks
xi = i-th neuron activity level
x ′
i = −Aixi +
n∑
j=1
tanh(xj)Wij + Ii
Wij = weight of connection j to i
If matrix Wij ≥ 0, i 6= j , then the system is cooperative.
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 10 / 50
Examples of Order-Preserving Dynamics
Ross-Macdonald multi-patch malaria model
xi (yi ) represents the proportion of infected human (infected mosquito)residents of patch i .
x ′
i =
n∑
j=1
ρ−1i pijρjR
0j α
−1j rjyj
(1 − xi)− rixi
y ′
i =
n∑
j=1
qijαjµjxj
(1 − yi)− µiyi , 1 ≤ i ≤ n,
where pij (qij ) is the fraction of time a human (mosquito) resident ofpatch i spends in patch j .
X = (x, y) ∈ R2n : 0 ≤ xi , yi ≤ 1. P. de Leenheer et al.
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 11 / 50
Examples of Order-Preserving Dynamics
Orthant Cone Rk+ × (−Rn−k
+ ), 1 ≤ k ≤ n
x = (x1, x2) ≤C (x1, x2) = x ⇔ x1 ≤ x1 ∧ x2 ≥ x2.
Seek conditions for order preservation: x0 ≤C x0 ⇒ x(t , x0) ≤C x(t , x0), t ≥ 0.
x1 ∈ Rk
x2 ∈ Rn−k
x•
x•
Cone Rk+ × (−Rn−k
+ )
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 12 / 50
Examples of Order-Preserving Dynamics
Generalized Cooperative System: competition between two teams
Suppose x ′ = f (x) can be decomposed x = (x1, x2) ∈ Rk × Rn−k
x ′
1 = f1(x1, x2)
x ′
2 = f2(x1, x2)
diagonal blocks ∂fi∂xi
(x) have nonnegative off-diagonal entries.
off-diagonal blocks ∂fi∂xj
(x) ≤ 0 have nonpositive entries.
Jacobian of f =
∗ + − −+ ∗ − −− − ∗ +− − + ∗
Components cluster into two subgroups. positive within-group interactions,negative between-group interactions. quasi-monotone case when k = n
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 13 / 50
Examples of Order-Preserving Dynamics
Example: 2-gene repressilator is cooperative
xi = [protein] product of gene iyi = [mRNA] of gene i.xi represses transcription of yj , i 6= j:
x ′
1 = β1(y1 − x1)
y ′
1 = α1f1(x2)− y1
x ′
2 = β2(y2 − x2)
y ′
2 = α2f2(x1)− y2
fi > 0 & f ′i < 0.
G1 G2
Jacobian =
∗ + 0 00 ∗ − 00 0 ∗ +− 0 0 ∗
Gardner et al, “Construction of a genetic toggle switch in E. coli", Nature(403),2000.
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 14 / 50
Examples of Order-Preserving Dynamics
Repressilator with translation/transcription delays
x ′
i (t) = βi [yi(t − µi)− xi(t)]
y ′
i (t) = αi fi(xi−1(t − τi−1))− yi(t), i = 1,2
The state space is
X = C([−τ1,0],R+)×C([−µ1,0],R+)×C([−τ2,0],R+)×C([−µ2,0],R+).
The competitive ordering on X is defined by
(x1, y1, x2, y2) ≤C (x1, y1, x2, y2) ⇔ x1 ≤ x1, y1 ≤ y1 ∧ x2 ≥ x2, y2 ≥ y2
It is preserved by the dynamics of the delayed repressilator.
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 15 / 50
Examples of Order-Preserving Dynamics
Neanderthals versus modern humans
Neanderthal density N1 and their cultural level z1;N2, z2 denote corresponding values for modern humans:
N ′
i = riNi
(
1 −Ni + bijNj
Mi(zi )
)
z′
i = −γizi + δiNi , i 6= j .
carrying capacity Mi(zi ) increases with cultural level zi .
higher cultural level hominid exerts greater competitive effect on lowercultural level rival:
bij = b0(
1 + ǫ(zj − zi))
, 0 < ǫ ≪ 1,
Gilpin,Feldman,Aoki, An ecocultural model predicts Neanderthal extinction through competition with modern humans, PNAS,2016
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 16 / 50
Examples of Order-Preserving Dynamics
How we won: purple N20/N10 = 0.7; blue N20/N10 = 0.9
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 17 / 50
Examples of Order-Preserving Dynamics
A test for generalized cooperativity of x ′ = f (x)
Unambiguous influence: ∀i 6= j , ∂fi∂xj
(x) does not change sign.
Feedback Symmetry: ∂fi∂xj
(x) ∂fj∂xi
(y) ≥ 0, i 6= j . golden rule
Construct signed, influence graph:un-directed edge joins i to j 6= i if ∃x ∈ X , ∂fi
∂xj(x) 6= 0.
append + sign to edge if derivative is positive, − sign if negative.
balanced graph (‡): every loop (cycle) has even number of “−"signs.
‡ This is Harary’s Theorem: “a balanced network is clusterable". See “Networks: An Intro.", M. NewmanAn algorithm is given for clustering, i.e, permuting indices into subsets I = 1, 2, · · · , k and Ic .
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 18 / 50
Examples of Order-Preserving Dynamics
Systems Biology: source of cooperative systems
Network structure may be all that is known.
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 19 / 50
Examples of Order-Preserving Dynamics
Reaction-Diffusion with cooperative reaction term
∂ui
∂t= di∆ui + f (x ,u), x ∈ Ω, t > 0,
∂νui = 0, x ∈ ∂Ω, t > 0,
u(x , t) = u0(x), x ∈ Ω,
where di > 0, ν is outward normal, Ω ⊂ Rn, u = (u1, · · · ,um) ∈ Rm+.
fi(x ,u) ≥ 0 when u ≥ 0 and ui = 0.u → f (x ,u) satisfies cooperativity condition with orthant O ⊂ Rm.
State space: X = C(Ω,Rm+) in Y = C(Ω,Rm).
Cone: Y+ = C(Ω,O).
Maximum Principle implies that semiflow Φt(u0) = u(·, t) isorder-preserving w.r.t. Y+.Dirichlet or Robin boundary conditions may also be considered; general elliptic diff. operator.
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 20 / 50
Examples of Order-Preserving Dynamics
Example: Model of “river drift paradox*”
How does a “drunk” animal population persist in a rapidly flowing river?
v = moving phase, w = reproducing phase of population
vt = vxx − νvx − pv + qw , x ∈ R,or, x ∈ [0,L]
wt = w(1 − w) + pv − qw
where ν = advection velocity. Bdry. Cond. : vx (0) = 0, v(L) = 0.
1 the system preserves usual pointwise order.
2 q < 1 ⇒ persistence.3 if q > 1, ν < ν∗(p, q) is necessary for persistence.
4 L > L∗(p, q, ν) sufficient for persistence.
*Pachepsky, Lutscher, Nisbet, Lewis, TPB 2005
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 21 / 50
General Theory of Autonomous Order-Preserving Dynamics
How does monotonicity impact dynamics?
1 Comparison principles apply, e.g.Φt(x) ր p ⇒ Φt(y) → p, x < y < p.
2 t → Φt(x) cannot have both a rising interval and a falling interval.[a, b] is rising if Φa(x) < Φb(x).
3 A nontrivial periodic orbit cannot be attracting if T = [0,∞).4 Except in very low dimensions, monotonicity alone is too weak for
optimal results.
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 22 / 50
General Theory of Autonomous Order-Preserving Dynamics
Strongly monotone semiflow
Φ is strongly monotone (SM) if:
x < y ⇒ Φt(x) ≪ Φt(y), i .e. Φt(y) − Φt(x) ∈ IntY+, t > 0.
x1
x2
x•
y• Φt(x)•
Φt(y)•
In applications to cooperative ODEs & PDEs, strong monotonicityholds if the Jacobian of f is an irreducible matrix.
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 23 / 50
General Theory of Autonomous Order-Preserving Dynamics
Convergent & Quasiconvergent points
Equilibria:E = x ∈ X : Φt(x) = x , t ≥ 0.
Omega Limit Set:
ω(x) = y ∈ X : ∃tn → ∞,Φtn(x) → y
Quasi-convergent points:
Q = x ∈ X : ω(x) ⊂ E.
Convergent points:
C = x ∈ Q : ω(x) is a singleton.
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 24 / 50
General Theory of Autonomous Order-Preserving Dynamics
Generic Quasi-Convergence
Theorem : Let Φ be SM with pre-compact orbits.(i) If X is a convex subset of an ordered Banach space, then Q is
residual in X .(ii) If every point of X can be approximated either from above or from
below and if Φ satisfies compactness condition (C), then Int Q isdense in X and X = Q if E is a singleton.
(iii) If X ⊂ C(A,Rn) where A is a compact Hausdorff space and theorder relation is the restriction to X of the usual pointwise orderingwhere Rn is ordered by an orthant cone, then Int Q is dense in X .
(iv) If X ⊂ Y where Y is a separable Banach space, then Int Q isprevalent* in X .
*Borel set S is shy if ∀y ∈ Y , µ(y + S) = 0 for some non-zero compactly supported Borel measure µ. S is prevalent if its
complement is shy. Hunt, Sauer, Yorke 1992. Prevalence: a translation invariant notion of “almost everywhere”.
Hirsch (i); S.& Thieme (ii); Hirsch & S. (iii); Enciso, Hirsch, S. (iv)
Q → C with additional hypotheses
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 25 / 50
General Theory of Autonomous Order-Preserving Dynamics
3 Key Tools in Proof
Theorem [Hirsch]: Let Φ be SM with precompact orbits. Then(a) Convergence Criterion: If Φτ (x) > x or Φτ (x) < x for some τ > 0
then Φt(x) → p ∈ E .(b) Non-ordering of Limit Sets: No 2 points of an omega limit set are
related by <.(c) Limit Set Dichotomy: If x < y then either ω(x) ≪ ω(y), or
ω(x) = ω(y) ⊂ E .
y••x cone = R2
+
ω(y)
ω(x)
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 26 / 50
General Theory of Autonomous Order-Preserving Dynamics
Complex dynamics?
[Smale, 1976] Any smooth dynamical system on Σn−1 = xi ≥ 0,∑
xi = 1can be extended to a competitive, dissipative Kolmogorov vector field on Rn
+:
x ′
i = xi fi (x),∂fi∂xj
≤ 0, i 6= j
making Σn−1 an attractor bounding basin of repulsion of zero and infinity.
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 27 / 50
General Theory of Autonomous Order-Preserving Dynamics
Time reversal t → −t : competitive system becomes cooperative
Any smooth dynamical system on Σn−1 = xi ≥ 0,∑
xi = 1 can beextended to a cooperative, dissipative Kolmogorov vector field on Rn
+:
x ′
i = xi fi(x),∂fi∂xj
≥ 0, i 6= j
making Σn−1 an repellor bounding basin of attraction of zero andinfinity.
Complex dynamics are restricted to basin boundaries of attracting equilibria.
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 28 / 50
General Theory of Autonomous Order-Preserving Dynamics
Complex dynamics are unstable
Thm. [Hirsch,Takac] Let Φ be SM, Φt compact, and compact sets havebounded orbits. If ω(x) * E , ∃p,q ∈ E such that p ≪ ω(x) ≪ q and
1 ω(y) = p if p < y < w , some w ∈ ω(x).2 ω(y) = q if w < y < q, some w ∈ ω(x).
ω(x) ⊂ H, an unordered, positively invariant, co-dimension one,Lipschitz manifold.
Smale’s construction captures the generic case.
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 29 / 50
A theory of competition between 2 agents
Abstract Theory of competition between 2 agents
models of two-agent competitionappear in a wide range ofmathematical forms.
the dynamics of these modelsshare common features.
can one develop an equation-freetheory of competition?
hypotheses based solely onproperties of single-agentdynamics.
P. Hess & A. Lazer, 1991Ellermeyer, Hsu, Waltman, 1994Hsu, S., Waltman, 1996S. & Thieme , 2001Liang & Jiang, 2002Lam & Munther, 2016
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 30 / 50
A theory of competition between 2 agents
State Space and Order Relation for Competition
Let Xi , i = 1,2, be ordered Banach spaces with positive cones X+i and
denote by IntX+i , the interior of X+
i .X+
i is the state space for competitor i .
Let X = X1 × X2 with cone X+ = X+1 × X+
2 .X+ represents the state space for two species competition.x = (x1, x2) ∈ X+
The dynamics should preserve the competition order relation
x ≤C x ⇐⇒ x1 ≤ x1 and x2 ≤ x2
generated by the “south-east” cone C = X+1 × (−X+
2 ).
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 31 / 50
A theory of competition between 2 agents
Hypotheses for Competition
(H1) Φ is SM with the order <C , and Φt is compact mapping for t > 0.
(H2) E0 = (0,0) is a repelling equilibrium.
(H3) Unique single-species equilibria Ei , i = 1,2 attract all nonzeropoints on their respective axes.
E2 •
E1
••
E0
predict dynamics in IntX+.
X+2
X+1
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 32 / 50
A theory of competition between 2 agents
Attracting invariant Interval I = x : E2 ≤C x ≤C E1.
E2 •
E1
••
E0
(x1, x2) = x•(0, x2)•
(x1,0)
•
Iω(x)
(0, x2) <C x <C (x1,0) ⇒ Φt(0, x2) <C Φt(x) <C Φt(x1,0).
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 33 / 50
A theory of competition between 2 agents
Competitive Exclusion or Coexistence Equilibrium
Theorem:[Hsu,S.,Waltman] If there is no coexistence equilibrium belonging toI ∩ IntX+ then exactly one of the following holds:
(a) Φt(x) → E1 for all x = (x1, x2) ∈ I with xi > 0, i = 1, 2.
(b) Φt(x) → E2 for all x = (x1, x2) ∈ I with xi > 0, i = 1, 2.
If (a) or (b) hold and x /∈ I, then either Φt (x) → E1 or Φt(x) → E2.
E2 •
E1
••
E0
heteroclinic orbit E2 •
E1
••
E0
heteroclinic orbit
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 34 / 50
A theory of competition between 2 agents
Sufficient conditions for coexistence
Corollary: There is a coexistence equilibrium in I ∩ IntX+ if:
(i) Both E1 and E2 are stable relative to I, or
(ii) Both E1 and E2 are unstable relative to I, or
(iii) There is a point x ∈ X+ and a point z ∈ ω(x) such that z ∈ IntX+.
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 35 / 50
A theory of competition between 2 agents
Persistence/Coexistence
Theorem:[Hess & Lazer] If E1 and E2 are isolated and unstable relativeto I, then there exist equilibria E∗,E∗∗ ∈ I ∩ IntX+, possibly identical,such that
E2 <<C E∗∗ ≤C E∗ <<C E1
andE∗∗ ≤C ω(x) ≤C E∗, ∀x = (x1, x2) ∈ I, xi 6= 0.
E2 •
E1
••
E0
•
•
E∗∗
E∗
ω(x)
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 36 / 50
A theory of competition between 2 agents
[S.& Thieme]: Bi-Stability and Basins of Attraction
Theorem: Assume a unique equilibrium E∗ ∈ I ∩ IntX+ and it’s a saddle point:Φt0
is C1 on a neighborhood of E∗ and the spectral radius of DxΦt0(E∗) is strictly greater than one for some t0 > 0.
Let Bi = x ∈ X+ : ω(x) = Ei, B∗ = x ∈ X+ : ω(x) = E∗.Then:
(a) x ∈ X+ : x <C E∗ ⊂ B2 and x ∈ X+ : E∗ <C x ⊂ B1.
(b) S = X+ \ (B1 ∪ B2) is <C-unordered, positively invariant set consisting ofE0, B∗, and a possibly empty set of non-quasi-convergent points.
(c) B1 ∪ B2 is open & dense in X+; S is Lipschitz co-dim. one manifold.
•
••
•E∗
S
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 37 / 50
A theory of competition between 2 agents
Random dispersal in a non-homogeneous habitat.
U,V ecologically equivalent but differ in motility.
Ut = d1∆U + U(m(x)− U − V )
Vt = d2∆V + V (m(x)− U − V ), x ∈ Ω, t > 0
∂νU = ∂νV = 0, x ∈ ∂Ω, t > 0
where habitat suitability m is non-constant and∫
Ω m > 0.
0 < d1 < d2 ⇒ (U,V ) → E1, t → ∞.
Proof: use dependence of principle eigenvalue of L(U) = d∆U + Q(x)U on d to show no coexistence equilibrium
Dockery, Hutson, Mischaikow, Pernarowski, J. Math. Biol. 1998.
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 38 / 50
A theory of competition between 2 agents
Random dispersal versus conditional dispersal
Ut = ∇ · (d1∇U − αU∇m) + U(m(x)− U − V )
Vt = d2∆V + V (m(x)− U − V ), x ∈ Ω, t > 0
∂νV = d1∂νU − αU∂νm = 0, x ∈ ∂Ω, t > 0
α > 0 measures the extent of advection towards favorable habitat.
Results depend on domain geometry.1 U wins if d1 = d2, Ω convex, α small but may not in some
non-convex domains.2 Stable coexistence equilibrium if α large.
Spatial Ecology, Cantrell, Cosner, Lou, CRC,2010; Lam, Ni, Advection-mediated coexistence in general environments,JDE 2014.
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 39 / 50
Monotone control theory
Monotone control system (MCS)
One has inputs u(t) ∈ U, t ≥ 0, to the dynamical system with statex ∈ X and outputs y ∈ Y :
x ′ = f (x ,u)
y = h(x)
If U,X ,Y have partial order relations ≤Z , Z = U,X ,Y , then thesystem is said to be monotone if
u1 ≤U u2, x1 ≤X x2 ⇒ x(t , x1,u1) ≤X x(t , x2,u2), t ≥ 0
and h : X → Y is a monotone mapping: x1 ≤X x2 ⇒ h(x1) ≤Y h(x2).D. Angeli, E. Sontag, Monotone Control Systems, IEEE Trans. Auto. Control. 2003
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 40 / 50
Monotone control theory
Static input-state characteristics
MCSx ′ = f (x ,u), y = h(x)
has a static input-state characteristic kx : U → X if for each constantinput u(t) ≡ u, there exists a globally asymptotically stable equilibriumx = kx (u). Then, one has the input-output characteristic ky = h kx .ky : U → Y is monotone.
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 41 / 50
Monotone control theory
Two MCSs with compatible input/output space Y .
x’=f(x,u)y=h(x)u
z’=g(z,y) yv=H(z)
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 42 / 50
Monotone control theory
Cascade of MCSs is MCS
x’=f(x,u)y=h(x)u
z’=g(z,y) yv=H(z)
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 43 / 50
Monotone control theory
Closed loop systemIf input/output space U have compatible order, the closed loop system is a monotone
x’=f(x,u)y=h(x)u
z’=g(z,y) yu=H(z)
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 44 / 50
Monotone control theory
Small Gain Theorem*: scalar inputs/outputs u, y , v
Monotone control systems share input/output ordered space Y :
(1) x ′ = f (x ,u), y = h(x), (2) z′ = g(z, y), v = H(z)
(1) is monotone with U = Y = R having usual order, has outputcharacteristic ky .(2) is monotone with V = R having the opposite order, has outputcharacteristic kv .
If orbits of the cascade system
x ′ = f (x ,H(z)), z′ = g(z,h(x))
are bounded and there is a globally attracting fixed point for
uk+1 = (kv ky )(uk )
then the cascade has a globally asymptotically stable equilibrium.*Angeli, Sontag 2003
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 45 / 50
Monotone control theory
Example: control of gene expression
gene expression modeled by the control system
x ′ = β(y − x)
y ′ = u − y , v = αf (x)
where production of mRNA, y , is controlled by u and output v is afunction of the protein product x of the gene.
Static input-state characteristic is kx (u) = (u,u).input-output characteristic kv (u) = αf (u).
Output space V has the usual order if f is increasing and V has theopposite ordering if f is decreasing.
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 46 / 50
Monotone control theory
Activator-Inhibitor with 2 genes
activator gene :
x ′
1 = β1(y1 − x1)
y ′
1 = u − y1, v = α1f1(x1)
where f1 > 0 satisfy f ′1 > 0.
inhibitor gene :
x ′
2 = β1(y1 − x1)
y ′
2 = v − y2, u = α2f2(x2)
where f2 > 0 satisfy f ′2 < 0.
closed loop system is not cooperative!
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 47 / 50
Monotone control theory
Dynamics of Activator-Inhibitor
Unique equilibrium u = (x1, y1, x2, y2) where g(x2) = x2 andg ≡ α2f2 α1f1 is decreasing map
0 0.5 1 1.5 20
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
2
x2
g(x2
)
Theorem: If g has no period-two point other than fixed point x2 then uis globally attracting.Proof: small gain theorem
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 48 / 50
Thank You
Thank You
Monotone Dynamical Systems, H.S. & M. Hirsch, Handbook ofDifferential Equations , Ordinary Differential Equations ( volume2), eds. A.Canada, P.Drabek, A.Fonda, Elsevier, 239-357, 2005.
Monotone Dynamical Systems: an introduction to the theory ofcompetitive and cooperative systems, Amer. Math. Soc. Surveysand Monograghs, 41, 1995.
Collaborators: G. Enciso, M.W. Hirsch, S.-B. Hsu, H.R. Thieme, P.Waltman
NSF Support: Thank You!special session next page
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 49 / 50
Thank You
SS15: Session on Monotone Dynamical Systems &Applications, J. Mierczynski & S.
Morris W Hirsch, Monotone semidynamical systems with dense periodic pointsMats Gyllenberg, Group actions on monotone skew-product semiflowsYuan Lou, Dispersal in advective environmentsSze-Bi Hsu, Competition for two essential resources with internal storage and periodic inputJianhong Wu, Monotone semiflows with respect to high-rank cones on a Banach spaceKing-Yeung Lam, Persistence Results of a PDE Population Model of Phytoplankton with Ratio DependenceStephen Baigent, Carrying simplicies of continuous and discrete-time systemsFulvio Forni, Open differential positive systems: attractors and interconnectionYi Wang, On heteroclinic cycles of competitive maps via carrying simplices, PS13, 13:30-14:00Xingfu Zou, Asymptotic behaviour, spreading speeds and traveling waves of some dynamical systems, PS13, 14:00-14:30Jian Fang, Bistable Traveling Waves for Monotone Semiflows, PS13, 14:30-15:00Patrick De Leenheer, Persistence of aquatic insect populations subject to flooding, PS13, 15:00-15:30Jifa Jiang, The Decomposition Formula for Stochastic Lotka-Volterra Systems with Identical Intrinsic Growth Rate and itsApplications to Stationary Motions, PS14, 16:00-16:30Wenxian Shen, Criteria for the Existence of Principal Eigenvalue of Time Periodic Cooperative Linear Systems with NonlocalDispersal, PS14, 16:30-17:00
Room: Celebration 6
H.L. Smith Monotone Systems AIMS, Orlando July 5, 2016 50 / 50