# American Institute of Mathematical Sciences

November  2016, 36(11): 5929-5949. doi: 10.3934/dcds.2016060

## Stochastic difference equations with the Allee effect

 1 Dept. of Math. and Stats., University of Calgary, 2500 University Drive N.W., Calgary, AB, Canada T2N 1N4, Canada 2 Department of Mathematics and Computer Science, The University of the West Indies, Mona, Kingston 7

Received  March 2015 Revised  May 2016 Published  August 2016

For a stochastically perturbed equation $x_{n+1} =\max\{f(x_n)+l\chi_{n+1}, 0 \}$ with $f(x) < x$ on $(0,m)$, which corresponds to the Allee effect, we observe that for very small perturbation amplitude $l$, the eventual behavior is similar to a non-perturbed case: there is extinction for small initial values in $(0,m-\varepsilon)$ and persistence for $x_0 \in (m + \delta, H]$ for some $H$ satisfying $H > f(H)> m$. As the amplitude grows, an interval $(m-\varepsilon, m + \delta)$ of initial values arises and expands, such that with a certain probability, $x_n$ sustains in $[m, H]$, and possibly eventually gets into the interval $(0,m-\varepsilon)$, with a positive probability. Lower estimates for these probabilities are presented. If $H$ is large enough, as the amplitude of perturbations grows, the Allee effect disappears: a solution persists for any positive initial value.
Citation: Elena Braverman, Alexandra Rodkina. Stochastic difference equations with the Allee effect. Discrete & Continuous Dynamical Systems - A, 2016, 36 (11) : 5929-5949. doi: 10.3934/dcds.2016060
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