Created by Claudia Neuhauser

Worksheet 6: Systems of Difference Equations

Systems of Difference EquationsHost-parasitoid Models

About 14% of all insect species are estimated to belong to a group of insects called
parasitoids. These are insects (mostly in the order Hymenoptera) that lay their eggs on,
in, or near the (in most cases, immature) body of another arthropod, which serves as a
host for the developing parasitoids. The eggs develop into free-living adults while
consuming the host.
Parasitoids play an important role in biological control. A successful example is
Trichogramma wasps that parasitize insect eggs. These wasps are reared in factories for
field releases. Every year, millions of hectares of agricultural land are treated with
released Trichogramma wasps; for instance, to protect sugar cane from the sugar cane
borer, Chilo spp., in China, or to protect corn fields from the European corn borer,
Ostrinia nubilalis Hbner, in Western Europe. Another successful example of biological
control of an insect pest is the parasitoid wasp Aphytis melinus that regulates the red scale
(Aonidiella aurantii), which damages citrus trees in California.
The importance of parasitoids in pest control stimulated both empirical and
theoretical work. Theoretical studies of host-parasitoid interactions go back to Thompson
(1924) and Nicholson and Bailey (1935). The work of Nicholson and Bailey was
particularly influential. They introduced discrete generation, host-parasitoid models of the
form
(1)

N t 1 bN t exp( aPt )

Pt 1 cN t 1 exp( aPt )

for t=0,1,2,. Here, N and P denote the population sizes of susceptible hosts and
searching adult female parasitoids at time t and t+1, respectively. The parameter b is
interpreted as the net growth parameter. We see from the first equation that hosts grow
exponentially in the absence of parasitoids (P=0). The term exp(aPt ) is the fraction of
hosts that are not parasitized (and thus 1 exp(aPt ) is the fraction of hosts that are
parasitized) at generation t. Parasitized hosts produce parasitoids. The parameter c is
equal to the average number of female parasitoids produced per parasitized host. All
parameters are nonnegative.
The Nicholson-Bailey model assumes that hosts and parasitoids encounter each
other randomly. This means that the total number of encounters is proportional to the
product of host and parasitoid densities. That is,
N e #encounters per unit time between hosts and parasitoids aHP
Therefore, the average number of encounters per host is given by

Ne
aP
H

-1-

Worksheet 6: Systems of Difference Equations

The probability that a host escapes parasitism is equal to the probability that a host
encounters 0 parasitoids, which is the zero term of the Poisson distribution. A random
variable X is Poisson distributed with parameter if
P ( X m) e

m
m!

It holds that E ( X ) var( X ) . The histograms for different values of the parameter
are shown below:
Poisson Distribution = 1

0.4
0.2
0

0.2
0

10

15

10

15

20

Poisson Distribution = 4

0.2

0.2

0.1
0

10

15

20

Poisson Distribution = 5

0.2

10

15

20

Poisson Distribution = 6

0.2

0.1
0

20

Poisson Distribution = 3

0.4

Poisson Distribution = 2

0.4

0.1
0

10

15

20

10

15

20

Figure 1: Poisson distribution.

The Matlab code for seeing the histogram of this distribution is

x = 0:15;
lambda=1;
for lambda=1:6
y = poisspdf(x,lambda);
subplot(3,2,lambda), bar(x,y); title(['Poisson Distribution \lambda=
',num2str(lambda)])
xlim([0 20])
end

With aP , we find
-2-

Worksheet 6: Systems of Difference Equations

P (host escapes parasitism) e aP

Equations of the form (1) are systems of difference equations. They are suitable
for populations that reproduce in discrete time. We will proceed similarly as in the case of
a single difference equation: we will find point equilibria and explain how to analyze
their stability, first by investigating linear systems and then nonlinear systems. It turns out
that linear systems can be solved exactly and thus the behavior of equilibria can be
determined from the solution directly. To analyze point equilibria of nonlinear systems,
we will linearize about the point equilibrium and thus reduce the analysis to the linear
case.

Equilibria and Stability in Systems of Linear Difference Equations

A system of two linear difference equations is of the form

(2)

x1 (t 1) a11 x1 (t ) a12 x 2 (t )
x 2 (t 1) a 21 x1 (t ) a 22 x 2 (t )

where t=0,1,2,. This can be written in matrix form

x1 (t 1) a11 a12 x1 (t )
x (t 1) a
a 22 x 2 (t )
2 21

x (t 1)

x (t )

It shows that systems of linear difference equations are linear maps. (Recall that the
Leslie matrix is an example where linear systems are used.)
A point equilibrium

x * satisfies the equation

x* Ax *
It follows that the zero vector

0
0

is a point equilibrium of Equation (2). This also means

that the zero vector is a solution of (2). To determine the stability of

0
0

, we proceed as

follows. Recall that if the eigenvalues of A are distinct, the corresponding eigenvectors
are distinct, and we can write any vector uniquely as a linear combination of the two
corresponding eigenvectors. Assume now that the eigenvalues are real and distinct. We

denote the pairs of eigenvalues and eigenvectors of A by 1 , u1 and 2 ,u 2 . Then any

initial vector x (0) can be written as a linear combination of the two eigenvectors

x (0) c1u1 c 2 u 2

-3-

Worksheet 6: Systems of Difference Equations

where c1 and c2 are real numbers. Using this representation of x (0) , we found
previously that

x (t ) c11t u1 c 2 t2 u 2 ,

t 0,1,2,...

x (t ) .
which immediately yields insights into the long-term behavior of x (t ) , tlim

Namely, if both 1

and 2

1,

then lim x (t ) , regardless of x (0) . We say

t
0

0

in this case that is a stable equilibrium. If either 1 1 or 2 1 , then the
0
0
equilibrium is unstable. The stability condition holds more generally, not just for
0

real and distinct eigenvalues. (Note that if a ib , then a 2 b 2 .)

0

The point is a stable equilibrium of

0

x (t 1) Ax (t )

if both eigenvalues 1 and 2 satisfy 1

and 2

1.

If either 1

or 2

, then the equilibrium is an unstable equilibrium.

0

Task 1:

Determine the stability of the equilibrium

0

of the system

x1 (t 1)
0.4 0.2 x1 (t )
x (t 1) 0.3 0.1 x (t )

2
2

Are there any other equilibria? Find a geometric argument that explains your answer.

If one of the eigenvalues is equal to 1, then there are infinitely many equilibria, as
illustrated in the following example.
Example: Suppose

-4-

Worksheet 6: Systems of Difference Equations

2 1.5

3 2.5

A
The eigenvalues of A are given by

det( A I ) (2 )(2.5 ) 4.5 5 2 2.5 2 4.5

2 0.5 0.5 ( 1)( 0.5) 0
Hence, the two eigenvalues are

1 1 and 2 0.5
r
r
To find equilibria of x (t 1) Ax (t ) , we solve
2 1.5 x1

3 2.5 x

x1
x
2

If we multiply this out, we find

2 x1 1.5 x2 x1

3 x1 2.5 x2 x2
3 x1 1.5 x2 0

3 x1 1.5 x2 0
The second set of equations consists of two identical equations, namely, after simplifying,
x1 0.5 x2 0 . This means that any point ( x1 , x2 ) that satisfies x1 0.5 x2 0 , is a point
equilibrium. These equilibria are neutrally stable. This means that they are neither
repellent nor attracting. After a small perturbation, the system will reach a different
equilibrium point on the line given by x1 0.5 x2 0 .
Equilibria and Stability of Nonlinear Systems of Difference Equations
The general form of a system of two nonlinear difference equations is
(3)

x1 (t 1) F x1 (t ), x 2 (t )

x 2 (t 1) G x1 (t ), x 2 (t )

where F and G are (nonlinear) functions. We say that x1* , x 2* is a point equilibrium if the
following two equalities hold simultaneously:
-5-

Worksheet 6: Systems of Difference Equations

G x

x1* F x1* , x 2*
x 2*

* *
1 , x2

Task 2:
Find all equilibria of

x1 (t 1) 2 x1 (t )1 x1 (t )
x 2 (t 1) x1 (t )1 x 2 (t )
Task 3:
Find all biologically relevant equilibria of the Nicholson-Bailey model

N t 1 bN t exp( aPt )

Pt 1 cN t 1 exp( aPt )

To determine the stability of point equilibria, we proceed as in the case of a single

difference equation, namely, we linearize about the equilibrium x1* , x 2* . We start with

x1 (t 1) F x1 (t ), x 2 (t )

x 2 (t 1) G x1 (t ), x 2 (t )

and assume that x1* , x 2* is a point equilibrium, that is,

x1* F x1* , x 2*

and

x 2* G x1* , x 2*

To linearize about x1* , x 2* , we write

x1 (t ) x1* z1 (t )

and

x 2 (t ) x 2* z 2 (t )

where we interpret the z i (t ) , i=1 or 2, as small perturbations. We now linearize

F x1 (t ), x 2 (t ) and G x1 (t ), x 2 (t ) about the equilibrium x1* , x 2* . We find

linearization of F x1 (t ), x 2 (t ) is F x1* , x 2*

x1

-6-

F
x 2

z1 (t )

z 2 (t )

Worksheet 6: Systems of Difference Equations

linearization of G x1 (t ), x 2 (t ) is G

x1* , x 2*

x1

G
z1 (t )
x 2

z 2 (t )

where * means that we evaluate the expression in the parentheses at the equilibrium
x1* , x 2* .
With x1 (t ) x1* z1 (t ) and x 2 (t ) x2* z 2 (t ) , we find that approximately

x1* z1 (t 1) F x1* , x 2*

x1

F
x 2

z1 (t )

x1

x 2* z 2 (t 1) G x1* , x 2*

x1

G
x 2

z1 (t )

x2

z 2 (t )

z 2 (t )

Canceling x1* from the first equation and x 2* from the second equation, and writing the
resulting approximation in matrix form, we obtain

(4)

x1

z1 (t 1)
z (t 1)
2

G
x1

*
F

x 2 z1 (t )

*
G z 2 (t )

x 2

The 2 2 matrix is called the Jacobian matrix of the vector-valued function

F ( x1 , x 2 )
*
*
G ( x , x ) evaluated at the equilibrium x1 , x 2 . It plays a crucial role in determining
1 2

stability. The right-hand side of Equation (4) is a linear map and we can thus use the
results from linear systems of difference equations to draw conclusions about the stability
of the equilibrium. We summarize the results in the following box.

The point equilibrium x1* , x 2* of the nonlinear system (3) is locally stable if the two
eigenvalues 1 and 2 of the Jacobian matrix evaluated at x1* , x 2* ,

-7-

Worksheet 6: Systems of Difference Equations

F

x1

G
x1

*
F

x 2
*

x 2

satisfy
1 1

If 1

or 2

1,

2 1

and

the point equilibrium x1* , x 2* is unstable.

Task 4:
Discuss the stability of the equilibria of the system in Task 2.

To calculate the Jacobian for the Nicholson Bailey model, we can use Matlab:
>>
>>
>>
>>

syms a b c x y
f = [b*x*exp(-a*y);c*x*(1-exp(-a*y))];
v=[x,y];
R = jacobian(f,v);

If you check R, youll see the entries of the Jacobian

be ay
bxae ay
R
ay
ay
c(1 e ) cxae

The following Matlab code calculates eigenvalues for different values of the parameter b:
%Nicholson-Bailey Stability Analysis

syms x y
a=0.023;c=2;k=1;
for b=0.5:0.1:1.5

-8-

Worksheet 6: Systems of Difference Equations

A=solve('b*x*exp(-a*y)=x','c*x*(1-exp(-a*y))=y',x,y);
star(1,k)=A.x(2,1);
star(2,k)=A.y(2,1);
nstar(:,k)=eval(star(:,k));
f = [b*x*exp(-a*y);c*x*(1-exp(-a*y))];
v=[x,y];
R = jacobian(f,v);
E=eig(R);
lambdahelp=subs(E,x,nstar(1,k));
lambda(:,k)=subs(lambdahelp,y,nstar(2,k));
k=k+1;

end
abslambda=abs(lambda);

Matlab Code for Simulating the Nicholson Bailey Model

%Nicholson Bailey Model NBsim.m
a=0.023;
b=1.5;
c=2;
endtime=101;
time=0:1:endtime-1;
X0row=[25,10]; %row vector for initial condition
X0=X0row'; %making a column vector out of the initial condition
Npop=zeros(2,endtime); %initializing the population vector
Npop(1,1)=X0(1);
Npop(2,1)=X0(2);
for i=1:endtime-1
Npop(1,i+1)=b*Npop(1,i)*exp(-a*Npop(2,i));
Npop(2,i+1)=c*Npop(1,i)*(1-exp(-a*Npop(2,i)));
end
plot(time,Npop(1,:),'.',time,Npop(2,:),'*');ylabel('Population
Size');xlabel('Generation');
legend('Host','Parasitoid');

-9-

Worksheet 6: Systems of Difference Equations

Computer Lab (In Class on ____________; Hand in on ________________)
Preparation for the lab:
Read the worksheet and complete the tasks.
Read the steps for the computer lab and think about implementation before class.
Read: Kaitala et al. (1999). Dynamic Complexity in Host-Parsitoid Interactions.
Step 1
Download the spreadsheet for the Nicholson-Bailey model. The parameters in the model
are a=0.023, b=1.5, and c=2, with initial values N0=25 and P0=10.
Your worksheet (Tab: Steps 1 and 2) looks like
1
2
3
4
5
6
7
8
9
10
11

A
B
C
Nicholson-Bailey Model
a

0.023

Time

1.5

N_t

N_0

P_0

25

10

P_t

0
25
10
1 29.79501 10.27332
2 35.28718 12.54045
3 39.66838 17.68318

Where the entries in Row 4 and Row 8 are values.

Cell B9 is =$B$4*B8*EXP(-$A$4*C8)
Cell C9 is =$C$4*B8*(1-EXP(-$A$4*C8))
(a) Plot the temporal dynamics for t=0,1,2,,50 for the above set of parameters. Plot
both host and parasitoid densities as functions of time in one plot.
(b) Looking at the dynamics, what are your predictions about densities in future
generations?
(c) The simulations indicate that at times the densities become very small. How could
you modify the simulations to deal with extremely low densities so that this becomes
biologically more realistic?
(d) Repeat the simulations you did in (a) but now choose b=0.5 and plot the temporal
dynamics for t=0,1,2,,50. Plot both host and parasitoid densities as functions of
time in one plot. Describe the difference between the dynamics in (a) and in (d).
Step 2
Assume that the parasitoid is absent in Equation (1). What are the dynamics for the host
then? Analyze the behavior of the host dynamics in the absence of the parasitoid. In
particular, determine if there is a critical value bc such that the behavior below bc is
- 10 -

Worksheet 6: Systems of Difference Equations

qualitatively different from the behavior above bc. If there is such a critical value,
determine its numerical value and show a graph of the host dynamics as a function of
time for each qualitatively different case.
Homework (Due on __________________)
Step 3
Suppose
2 1.5

3 2.5

Open the EXCEL spreadsheet (Tab: Step 3) to investigate the dynamics of the system
r
r
of difference equations given by x (t 1) Ax (t ) . Recall from the worksheet that the
eigenvalues of A are 1 and -0.5 and that all point equilibria are on the line given by
x1 0.5 x2 0 . These point equilibria are neutrally stable.
(a) Run the dynamics for the first 40 time steps for the following three initial conditions:
(i) ( x1 (0), x2 (0)) (0.1, 0.2) , (ii) ( x1 (0), x2 (0)) (3, 1) , and (iii) ( x1 (0), x2 (0)) (5, 2) . In
your write-up, include the values at time 1 and time 40. (You do not have to include
graphs.)
(b) Calculate the ratios x2 (t ) / x1 (t ) for the three runs in (a). What happens for t large?
List the ratios at time 40 in your homework and explain your result in light of the
statement that all point equilibria are on the line given by x1 0.5 x2 0 . (You do not
have to include graphs.)
Step 4
(a) Over the past several weeks, you have gained significant experience with
mathematical modeling in the context of population models. Population models
have the advantage of allowing us to introduce the mathematics without having to
deal with complex biology. We will soon leave the topic of population models and
discuss other biological systems, continuing to broaden our toolbox and learning
about other systems. Write a short essay on which areas of biology you have
encountered (or hope to encounter) mathematical models in.
(b) Reflecting over the past several weeks and looking back at mathematics courses you
have taken in the past, write a short essay on what works best for you when you
learn mathematics. Address both in-class learning styles and how you learn at
home.

- 11 -

Worksheet 6: Systems of Difference Equations

Step 5 (In Class)
You saw above that the Nicholson-Bailey model is unstable for certain parameter values.
A model that shows stable dynamics is given by the negative binomial model. The
equations are of the form
aP

N t 1 bN t 1 t
k

aP

Pt 1 cN t 1 1 t
k

The parameter k is positive and measures aggregation of parasitoid attacks. The model is
locally stable when k<1. For very small values of k, the approach is monotonic, whereas
larger values of k result in oscillations.
Use MATLAB to code up the negative binomial model for the parameters a=0.023,
b=1.5, and c=2 with initial values N0=25 and P0=10. Investigate the temporal dynamics
for t=0,1,2,,100 for k between 0.1 and 1.3 by varying k in increments of 0.4. What do
you observe? Include graphs for each value of k. Include your MATLAB code in your
homework.

Figure 2: The parasitoid Cyzenis albicans (tachnid fly) parasitizes the winter moth, Operophtera brumata,
by laying eggs on the leaves of the winter moths food plant. The black bars are the observed values, the
hatched are fitted from a negative binomial distribution with parameter k=0.28, and the hollow bars are
from a Poisson distribution. The figure is from Hassell (2000), page 181.

Hassell, M.P. 2000. The Spatial and Temporal Dynamics of Host-Parasitoid Interactions. Oxford
University Press.

- 12 -