1. Introduction
In this paper, we investigate the persistence and permanence for a class of multidimensional nonautonomous delay differential equations (DDEs), which includes some structured models used in population dynamics, epidemiology, and other fields.
We start by setting the abstract framework for the DDEs which we deal with in the next sections. For
, consider the Banach space
with the norm
, where
is a fixed norm in
. We shall consider DDEs written in the abstract form:
where
denotes the segment of a solution
given by
, the operator
is linear bounded, for
, and the nonlinearities are given by a continuous function
. For simplicity, we set
.
Recently, there has been a renewed interest in questions of persistence and permanence for DDEs. A number of methods has been proposed to tackle different situations, depending on whether the equations are autonomous or not, scalar or multi-dimensional, monotone or nonmonotone. See [
1,
2,
3,
4,
5,
6,
7,
8,
9,
10,
11] and references therein for an explanation of the models and motivation from real world applications.
Here, the investigation concerning permanence in [
5,
6] is pursued. In [
5] only cooperative systems were considered, whereas in [
6], sufficient conditions for the permanence of systems:
were established. Clearly, family (
2) is a particular case of (
1). In this paper, the more general framework of systems (
1) with distributed delays in both
and
f is considered. Although many works only consider constant or time-varying discrete delays, it is apparent that in many contexts distributed delays are more appropriate, for instance, the maturation delay for a species is not exactly the same for all individuals, or the incubation time for a disease is within a time frame (e.g., between 3 and 14 days for Covid-19), rather than a fixed value. These situations are better portrayed by distributed delays. In fact, the use of integro-differential equations with distributed (possibly infinite) delays in predator-prey models goes back to the works of Volterra in population dynamics [
12], where typically the “memory functions” appear as
integral kernels. PDEs (partial differential equations) models with discrete or distributed delays have also been largely analyzed. More recently, mathematicians have proposed fractional calculus to account for memory effects, in epidemic models as well as other fields – moreover, both time-delays and fractional-order derivatives have been used simultaneously, for different types of memory [
13,
14].
The criteria for permanence in [
2,
4,
6] and other works demand that all coefficients are bounded. More recently, some authors have relaxed this restriction [
8,
9,
15,
16], though they still imposed some boundedness requirements. Here, the boundedness of all coefficients in (
1) will not be a priori assumed. We also emphasize that typically the nonlinearites
in (
1) are not monotone in the second variable – which is the case of Nicholson-type systems, for example. Our results extend and improve some recent conclusions in the literature [
2,
3,
9,
16,
17,
18], which mostly deal with scalar DDEs and/or cooperative
n-dimensional models. Special attention will be given to the case where each component
of
in (
1) depends only on
t and on the component
i of the solution,
since sharper results will be obtained for such models.
We now introduce some standard notation. In what follows, , the matrix , or simply I, denotes the identity matrix and For , the set is the cone of nonnegative functions in C and ≤ the usual partial order generated by : if and only if . A vector is identified in C with the constant function for . In this way, for with , the interval in C is the set . For , we take ; a vector is positive if all its components are positive, and we write . We write if for ; the relations ≥ and > are also defined in the usual way.
For nonlinear DDEs (
1) under conditions of existence and uniqueness of solutions,
denotes the solution of (
1) with initial condition
, for
. For models inspired by real world applications, we shall consider:
as the set of admissible initial conditions. Without loss of generality, we shall restrict the analysis to solutions
with
, and assume that
f is sufficiently regular so that such solutions are defined on
. If the set
is (positively) invariant for (
1), the notions of (uniform) persistence, permanence, and stability always refer to solutions with initial conditions in
. In this way, we say that the system is
uniformly persistent (in
) if there exists a positive uniform lower bound for all solutions with initial conditions in
, i.e., there is
such that all solutions
with
defined on
and satisfy
for
and
. The system (
1) is said to be
permanent if there exist positive constants
such that all solutions
with
are defined on
and satisfy
for
and
. As usual, the expression
means “for
sufficiently large". In some contexts, it will be apparent that it is more convenient to consider a proper and invariant subset
S of
as the set of admissible initial conditions for (
1) (see e.g.,
Section 3.3). Here, a DDE
is said to be cooperative if
satisfies the quasi-monotone condition (Q) in [
19] (p. 78): if
and
, then
for
, whenever
for some
i.
The remainder of this paper is divided into three sections. In
Section 2, we establish sufficient conditions for uniform persistence and permanence for a large family of nonlinear system (
1). To illustrate the results, several applications are given in
Section 3, such as to generalized Nicholson systems, Mackey–Glass systems, and a competitive chemostat model. Some examples and counter-examples, showing the necessity of some hypotheses, will also be presented in
Section 3. The paper ends with a short section of conclusions and open problems.
2. Persistence and Permanence for a Class of Nonautomous DDEs
In this section, we establish explicit and easily verifiable criteria for both the persistence and permanence of systems (
1).
Let
with the supremum norm be the phase space. We start with a general nonutonomous linear differential equation in
C,
where
,
is the usual space of bounded linear operators from
C to
equipped with the operator norm, and
is the Borel measurable for each
, with
bounded on
by a function
in
.
Assuming the exponential asymptotic stability of (
4), the next theorem provides conditions for the dissipativeness and extinction of perturbed nonlinear systems. Its proof is easily deduced from the variation of constant formula [
20] and arguments similar to the ones for ODEs (ordinary differential equations), thus it is omitted.
Theorem 1. Assume that (4) is exponentially asymptotically stable, and consider the perturbed equation:where is continuous and S is a (positively) invariant set for (
5).
- (i)
If f is bounded, then (
5)
is dissipative i.e., all solutions of (
5)
are defined on and there exists such that any solution of (
5)
satisfies ; - (ii)
If there exists measurable with such that then all solutions of (
5)
satisfy
For (
4), we now suppose that
is given by:
with
continuous and
bounded linear functionals. Although it is not relevant for our results, we may assume that
is non-atomic at zero (see [
20] for a definition). For (
4), define the
matrix-valued functions:
where
For (
4), the general hypotheses below will be considered:
- (H1)
The functions are continuous (for some ), ;
- (H2)
There exist a vector and a constant such that for .
Instead of (H2), one may assume:
- (H2*)
There exist a vector and a constant such that for .
Note that the sign of the function
is not prescribed in (H1), however, if (H2) is fulfilled, then
for
large. With the notation in (
7), e.g., assumption (H2) above translates as: There exist a vector
and
such that
for all
.
Next theorem gives some stability results selected from [
21].
Theorem 2. Consider the system (
4)
under (H1), and assume one of the following sets of conditions: - (i)
(H2) is satisfied and are bounded functions on for all ;
- (ii)
(H2*) is satisfied and for ;
- (iii)
(
4)
is the ODE system , and (H2) is satisfied with . Then, (
4)
is exponentially asymptotically stable, in other words, there exist such that:
Proof. The result follows from the criteria in [
21] (Theorem 3.1). □
Henceforth, we consider delay differential systems written as:
with the linear functionals
nonnegative (i.e.,
for
) and
continuous and satisfying same requirements formulated below. In general
is not monotone for the order ≤ associated with
, and therefore (
8) is not cooperative. Recall that, by the Riesz representation theorem, the nonnegative bounded functionals
have a representation:
where
, the functions
are defined for
, are continuous in
t, left-continuous and nondecreasing in
s, and normalized so that
In the case of no delays in (
9), then
with
. Clearly, this framework includes the particular case of DDEs with multiple time discrete delays in both the linear and nonlinear terms.
Systems (
8) are sufficiently general to encompass many relevant models from mathematical biology and other fields. In some contexts, they are interpreted as structured models for populations distributed over
n different classes or patches, with migration among the patches, where
is the density of the species on class
i,
(
is the migration coefficient from class
j to class
i,
the coefficient of instantaneous loss for class
i, and
is the growth function for class
i. DDEs where the delays intervene in the linear terms have deserved the attention of a number of researchers, e.g. as patch structured population or SIS (susceptible-infective-susceptible) multi-strain epidemic models with time delays for the dispersal among patches [
9,
11,
17]. We also refer the reader to [
1,
2,
3,
15,
19], for real interpretation of the DDEs under consideration and more applications.
In what follows, for
we use the notations:
To obtain the uniform persistence of (
8), we need to prescribe the behavior of
when
. We shall impose that the nonlinearities satisfy the following conditions:
- (H3)
The functions are completely continuous and locally Lipschitzian in the second variable,
- (H4)
There exist , and continuous functions , such that, for :
- (i)
for and there exists ;
- (ii)
For any positive solution
of (
8),
- (H5)
There exists a constant
such that
, where
is the matrix-valued function defined by:
with
as above and
as in (H4).
Instead of or together with (H5), and with the some notations, we shall often assume:
- (H5*)
There exists a constant such that for .
Some comments about these assumptions are given in the remarks below.
Remark 1. If the coefficients are bounded, then (H5) implies (H5*). Indeed, if (H5) holds and there exists (as a matter of fact, it suffices that for some M), then (H5*) is satisfied with any constant . The converse is also true if are all bounded from below by a positive constant, since in this case (H5*) implies that (H5) is satisfied with for such that . Similarly, one easily verifies (conf. [21]) that when the coefficients are bounded from below by a positive constant, then (H2*) implies (H2) and that, if are all bounded, (H2) implies (H2*). In the study of stability for nonautonous DDEs, a condition as (H2*) with has been often presented (see e.g., [5,9]) in the equivalent form (for a positive denominator) Analogously, (H5*) can be written as if for . Remark 2. If (
10)
holds with a function satisfying , on and , by replacing by , respectively, we may always assume that . The main criterion for the uniform persistence and permanence of (
8) is now established. Although its proof follows along the main ideas in [
6] (Theorem 3.3), new arguments are used to take into account the more general form of (
8): Namely, delays are allowed in the linear part, the nonlinearity
need not have the form (
3), the coefficients
are not required to be bounded below or above by positive constants, nor
if there are no delays in
, and
may actually change sign.
Moreover, we should mention that there was an incomplete argument in [
6], finished here, since the case of a solution
with
for some
i with
strictly increasing for large
, was not addressed in [
6]. See Step 4 of the proof below and Corollary 1, for the treatment of this situation.
Theorem 3. For (
8)
, assume (H1), (H3), and (H4). Furthermore, let the following conditions hold: - (i)
Either with , for all and (in other words, there are no delays in (
4)
), or are nonnegative and are bounded on , ; - (ii)
(H5) and (H5*) are both satisfied.
Then (
8)
is persistent (in ). If in addition (H2) holds and is bounded, the system is permanent. Proof. The proof follows in several steps.
Step 1. Write (
8) as
, where
,
It is clear that
F is continuous, locally Lipschitzian in the second variable and bounded on bounded sets of
. Observe that the solutions of (
8) satisfy the ordinary differential inequalities
, thus the solutions
with
are positive for
.
From (ii), there are
,
and
such that:
Summing up these inequalities, we obtain:
for
.
Consider a positive solution
of (
8). For
as in (H4) choose
such that
is strictly increasing with
on the interval
. In this way,
if
. Replacing
by the function
, we may also assume that
for all
.
We now derive the uniform persistence of (
8) by showing in the next steps that, for any solution
, there exists
such that:
Step 2. We first prove that the ordered interval
is invariant for (
8) for
.
Note that the operators
are nondecreasing and
on
. If
and
for some
i, from (
13) we therefore obtain, for
,
From [
19] (Remark 5.2.1), it follows that the set
is positively invariant for (
8).
Step 3. For
as before, define:
Let , for some and .
We first show that implies that .
If
, then:
and
. Assuming that
and
, since
for
, we get:
which is a contradiction. This shows that
whenever
.
Step 4. Define the sequence:
For the sake of contradiction, assume that for all . Thus, reasoning as in Step 3, is strictly increasing. Let be such that , for some By jumping some of the intervals and considering a subsequence of , still denoted by , we may consider a unique such that . Denote . Clearly, .
If , then is bounded and from the fluctuation lemma (taking a subsequence if necessary) we have as . If does not converge to ℓ, are local minima for k large, therefore . In both cases, we have as .
Let
and
be as in (
14). We now claim that:
Otherwise, suppose that there is k such that .
We distinguish two situations: Either there are no delays in (
4), or
are all bounded in
– in which case we suppose that
is chosen so that it also satisfies
where
.
First, we treat the case of no delays in the linear part
of (
4). In this situation,
for
. Estimate (
14) leads to:
which is not possible. Thus, (
16) holds.
When delays are allowed in the linear part, we can write
for
, and
, thus we have:
which is a contradiction. Thus, claim (
16) is proven.
From (
16), we obtain
, which is not possible. Therefore,
for some
k, and the result follows by Step 2.
If in addition (H2) is satisfied, from Theorem 2 the linear system (
4) is exponentially asymptotically stable (for the case of no delays in the linear functionals
, recall that the boundedness of
is not required). With
f bounded, Theorem 1 implies now that (
8) is dissipative, and therefore permanent. □
When
has the form in (
3), not only may one take
instead of
in (H4)(ii), but a slightly stronger version of the above theorem holds.
Theorem 4. the assertions in Theorem 3 are valid with (H4)(ii) replaced by: and (H5), (H5*) replaced by: There exist a positive vector v and:
- (h5)
A constant such that ;
- (h5*)
A constant such that for .
Proof. For (
18) under the above hypotheses, rescaling the variables by
, where
is a vector satisfying simultaneously (h5) and (h5*), we obtain a new system:
where
and
. Hence, (H4) is satisfied with
in (
19) replaced by
. In this way, and after dropping the hats for simplicity, we may consider an original system (
8) and take
in (h5), (h5*). The result follows by the proof of Theorem 3. □
In the case of bounded nonlinearities, Theorem 1 shows that the permanence in Theorem 3 is still obtained if one replaces (H2) by the requirement of (
4) being exponentially asymptotically stable.
Remark 3. When the linearities do not have delays, the proof of Theorem 3 requires the use of assumptions (H5*) and (H5) in (
17)
, but not the boundedness of the coefficients . Moreover, as explained below, (H5) is not needed at all, unless the solution has an eventually increasing component. These observations and Theorem 2 (iii) allow us to conclude the following:
Corollary 1. with continuous for all , assume (H3), (H4). If then (
21)
is persistent. If in addition is bounded, then (
21)
is permanent. Proof. Condition (
22) implies that (H5*) is satisfied, as well as (H2) with
, hence we follow up the proof of Theorem 3.
Let
be such that
for
large. Take some
in Step 4 of the aforementioned proof. From [
11] (Lemma A6), for
,
, and
as in Step 4 of this proof, either
or
is eventually increasing. Observe that when there are no delays in the linear terms, assumption (H5) was just used in (
17), to rule out the situation of
eventually increasing, since in this case, the minima
are attained at
and
.
In fact, if
, from (
17) we get:
thus a contradiction. Now, suppose that
is eventually increasing. We just have to reach a contradiction without using (H5). Recall that, in this situation,
and
. For
k large, as in (
17) we have:
If
, we obtain
, a contradiction. Otherwise, for a subsequence of
(still denoted by
) such that
, by taking limits in the above inequalities we obtain:
Again, this is not possible, since for and some .
Therefore, we conclude that (
21) is uniformly persistent. If
f is bounded, the permanence follows from Theorems 1 and 2 (iii). □
It is apparent that a scaling, as affected in Theorem 4, allows us to consider a general positive vector
v in (
22) if each component
of
depends only on
t and
.
Corollary 2. where are continuous for all and satisfies (H3). Suppose that (H4) is satisfied with (19) instead of (10) and that there exists a positive vector such that: Then (
24)
is persistent. Moreover, if f is bounded, then (
24)
is permanent. If the nonlinear terms
in (
8) are not bounded but are sublinear at infinity, a condition stronger than (H2) still gives the dissipativeness of the system.
Theorem 5. Consider (
8)
, under (H1), (H3). Suppose that there exist functions and a constant such that, for and : - (i)
for and ;
- (ii)
for ;
- (iii)
for , where .Then all positive solutions are bounded. Moreover, if:
- (iv)
and for , then (
8)
is dissipative.
Proof. From (i) and (iii), take such that and , for with and .
Consider any ordered interval
in
, with
. For
defined in (
12), if
and
with
, we have
Hence, from [
19] (Remark 5.2.1) the interval
is positively invariant for
. In particular, all solutions are bounded.
Next, suppose that (iv) holds. Let
be a solution with initial condition in
. We claim that
. Otherwise, there is
i and a sequence
such that
and
. This implies:
As , taking a subsequence of if necessary, we obtain where , a contradiction. □
Remark 4. Once again, in the case of (
18)
, after a scaling one can replace the unit vector in (iii) of the above theorem by some vector . On the other hand, the above proof shows that Theorem 5 is still true with the assumption for some and , instead of (iv). We end this section with two remarks, leading to more precise and general results.
Remark 5. More explicitly, we could have written the linear DDE (
4)
as: with continuous and as above, with non atomic at zero, and apply more precise criteria for its exponential asymptotic stability, see [21]. Namely, the criteria in Theorem 2 hold with the matrix replaced by , where and for . Naturally, in this case, the condition in (ii) of Theorem 2 should be replaced by , for all i. This means that the criterion for permanence in Theorem 3 remains valid with these changes. Remark 6. Consider nonlinearites which also incorporate a strictly sublinear negative feedback term of the form , so that (
8)
reads as: where are continuous and for some continuous functions with bounded, and with right-hand derivative , and (H1), (H3) hold. With bounded functions, solutions of (
26)
satisfy the inequalities , where is such that on for all i. By comparing below and above the solutions of (
26)
with solutions of cooperative systems [19] and from Theorem 1, it follows that (
26)
is dissipative and that is forward invariant for (
26)
. On the other hand, for any fixed small, there is such that for . A careful analysis shows that the arguments in the proof of Theorem 3 carry over to (
26)
if one chooses , for as in (H5), so that (
14)
is satisfied with replaced by . In this way, one may conclude that the permanence results stated in Theorems 3, 4 and Corollaries 1, 2 are still valid for (
26)
. This more general framework allows in particular to consider structured models with harvesting. 4. Discussion and Open Problems
In this paper, we have proven the persistence and permanence of delayed differential systems (
8) which incorporate distributed delays in both the linear and nonlinear parts and are in general noncooperative. Moreover, not all the coefficients are required to be bounded. The main theorem, Theorem 3, extends known results in recent literature [
2,
3,
6,
7,
9,
16,
18], as it applies to a broad family of nonautonomous delay differential systems.
Once the permanence of (
8) is guaranteed, several open questions arise and should be addressed. First, it would be interesting to have explicit lower and upper uniform bounds for all positive solutions, as investigated in [
3,
4,
5,
8,
9,
16] for cooperative scalar or
n-dimensional DDEs and in [
7,
18] for noncooperative systems. Secondly, the global stability of DDEs is a matter of crucial importance in applications, therefore a relevant task is to propose sufficient conditions forcing
as
, for any two positive solutions
of (
8). In the case of nonautonomous noncooperative models, it is however clear that the response to these two questions depends on the specific nonlinearities. In a forthcoming paper, these topics will be addressed for generalized Nicholson systems. For periodic
n-dimensional DDEs, it has been proven [
30] that in some settings the permanence implies the existence of a positive periodic solution. In this context, a stability result will show that such a periodic solution is a global attractor of all positive solutions.
It is worthwhile mentioning that, in the last few years, the stability of nonautonomous linear DDEs has received a great deal of attention, and several methods have been used to obtain explicit sufficient conditions for the asymptotic and exponential asymptotic stability of a general linear system (
4), see e.g., [
21,
31] and references therein. Actually, both delay independent and delay-dependent criteria for the stability of linear DDEs were given in e.g., [
21,
31], the latter also with possible infinite delays. Since the exponential stability of (
4) is a key ingredient to show the permanence of (
8), this leads us to two natural lines of future research, explained below.
The first one is to replace assumption (H2) or (H2*) – which forces (
4) to possess diagonal terms without delay which dominate the effect of the delayed terms – by a condition depending on the size of delays, in such a way that (
4) maintains the exponential asymptotic stability, and further analyze how such a condition interplays with the assumption (H5).
Another open problem is to study the persistence and permanence of systems of the form (
8) with unbounded delays. DDEs with infinite delay are surely more challenging: Not only an admissible phase space satisfying some fundamental set of axioms should be chosen, but most techniques for finite delays do not apply for such equations. There has been some recent work on the permanence for scalar nonautonomous DDEs with infinite delay, see e.g., [
23]. In the case of multidimensional DDEs with infinite delay, the work in [
5] only contemplates situations of cooperative systems, namely of the form
with
cooperative and
sublinear in
. For the case of possible unbounded coefficients and nonmonotone nonlinearities in (
8), it is clear that the technique developed in the proof of Theorem 3 does not apply to systems with infinite delay, since it relies on a step-wise iterative argument on intervals of lenght
, where
is the supremum of all delays. Thus, new tools and arguments to tackle the difficulty must be proposed. This open problem is a strong motivation for future investigation.
The treatment of mixed monotonicity models, in what concerns questions of permanence, is another topic deserving attention, since they appear naturally in real-world applications. In fact, there has been an increasing interest in DDEs with mixed monotonicity, where the nonlinear terms involve one or more functions with different delays e.g., of the form
, with
monotone increasing in the variable
x and monotone decreasing in
y. As illustrated by Berezansky and Braveman [
15], though small delays are in general harmless, the presence of two or more delays in the same nonlinear function may change drastically the global properties of the solutions. The permanence and stability of DDEs with nonlinearities of mixed monotonicity have been analyzed in [
1,
8,
15,
16,
32]. As far as the author knows, only the case of discrete delays has been dealt with. New tools are required to handle the case of systems with mixed monotonicity in the nonlinear terms.