\documentclass[reqno]{amsart}
\usepackage{hyperref}
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\AtBeginDocument{{\noindent\small
\emph{Electronic Journal of Differential Equations},
Vol. 2015 (2015), No. 02, pp. 1--20.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu
\newline ftp ejde.math.txstate.edu}
\thanks{\copyright 2015 Texas State University - San Marcos.}
\vspace{9mm}}

\begin{document}
\title[\hfilneg EJDE-2015/02\hfil Stability of mutualisms]
{Stability of mutualisms in a lattice gas system of two species}

\author[Y. Wang, H. Wu \hfil EJDE-2015/02\hfilneg]
{Yuanshi Wang, Hong Wu}  % in alphabetical order

\address{Yuanshi Wang \newline
School of Mathematics and Computational Science,
Sun Yat-sen University, Guangzhou 510275, China}
\email{mcswys@mail.sysu.edu.cn}

\address{Hong Wu (corresponding author)  \newline
School of Mathematics and Computational Science,
Sun Yat-sen University, Guangzhou 510275, China}
\email{wuhong@mail.sysu.edu.cn}

\thanks{Submitted November 19, 2014. Published January 5, 2015.}
\subjclass[2000]{34C37, 92D25, 37N25}
\keywords{Stability; persistence; cooperation; saddle-node bifurcation;
\hfill\break\indent  Holling Type II functional response}

\begin{abstract}
 This article considers mutualisms in a lattice gas system of two species.
 The species are mutualistic since each one can provide resources to the other.
 They are also competitive since they compete for empty sites on the same lattice.
 The mutualisms are assumed to have a saturated response, and the intraspecific
 competition is considered because of self-limitation. The mutualism system is
 characterized by differential equations, which are derived from reactions on
 lattice and are extension of a previous model. Global stability analysis
 demonstrates that (i) When neither species can survive alone, they can coexist
 if mutualisms between them are strong and population densities are large,
 which exhibits the Allee effect in obligate mutualism; (ii) When one species
 can survive alone but the other cannot, the latter one will survive if
 the mutualistic effect from the former is strong. Even if the effect is intermediate,
 the latter species can survive by strengthening its mutualistic effect on the
 former and enhancing its population density; (iii) When either species can survive
 alone, a weak mutualism will lead to extinction of one species. When in coexistence,  intermediate strength of mutualism is shown to be beneficial under certain parameter range, while over- or under- mutualism is not good. Furthermore, extremely strong/weak mutualism is exhibited to result in  extinction of one/both species. While seven typical dynamics are displayed by numerical simulation in a previous work, they are proved in this work and the eighth one is exhibited. Numerical simulations validate and extend our conclusions.

\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}
\allowdisplaybreaks

\section{Introduction}

Mutualistic interactions are ubiquitous in nature since most biomass survive
by cooperating with the others \cite{Bego06}.
For example, many microbial species are observed to play a role in the
abundance of interrelated species \cite{Kell06, Madi00},
while various bacterial species coexist in syntrophic colonies, in which
one species consumes resources produced by another
(obligate mutualisms) \cite{Agui07,Shap95}.
Many models have been presented to characterize mutualisms,
among which Lotka-Volterra equations (LVEs) are the most famous
\cite{Smith95,Smith11}.
The LVEs can be modeled by
\begin{equation} \label{eq11}
\begin{gathered}
\frac{dx_1}{dt}  = x_1(r_1-d_1x_1 + e_1x_2) \\
\frac{dx_2}{dt}  = x_2(r_2-d_2x_2 + e_2x_1),
\end{gathered}
\end{equation}
where variable $x_i$ represents population density of species $i$,
while parameters $r_i$ and $ d_i$ denote the intrinsic growth rate
and self-competition degree in species $i$, respectively $(i=1,2)$.
$e_i$ represents the mutualistic effect of species $j$ on $i$,
$i \ne j$, $i,j=1,2$.
It is known that the two species can coexist at a steady state
if mutualistic effects between them are weak ($e_1e_2<d_1d_2$).
Otherwise, population densities of both species tend to infinity,
which is called the convergence problem \cite{Murray}.
Moreover, model \eqref{eq11} cannot characterize the Allee effect
which predicts that when the population density of a species is below a threshold,
the species goes to extinction \cite{Alle30}.
In order to avoid these problems, several models have been established,
but most of them are very complicated such that their global dynamics cannot
 be shown 
\cite{Alle30, Hern98, Holl10, Lara12, Murray, Seo11, Wang13, Wang15, Zhang03}.
Therefore, it is necessary to form an appropriate model to exhibit basic
properties of mutualisms \cite{Agra07}.

In a recent study, Iwata et al \cite{Iwat11} established a lattice gas
model of mutualisms, which is derived from reactions on lattice and has a
form similar to that of LVEs.
Numerical simulations and  local stability analysis demonstrate interesting
features of mutualisms.
However, global dynamics of the model are not shown and the model is given
in a simplified form.
To demonstrate more properties of mutualisms,
it is important to extend the model and analyze its global stability.

In this article, we consider a lattice gas model of mutualisms,
which is extended from the model established by Iwata et al \cite{Iwat11}.
In the extended model, the mutualisms are assumed to have a saturated response, while
intraspecific competition is considered because of self-limitation.
Population densities of the species will not tend to infinity because of spatial
limitation on the lattice.
Global stability analysis demonstrates that
(i) When neither species can survive alone,
they can coexist if mutualisms between them are strong and population densities are large,
which exhibits the Allee effect in obligate mutualism;
(ii) When one species can survive alone but the other cannot,
the latter one will survive if the mutualistic effect from the former is strong.
Even if the effect is intermediate,
the latter species can survive by strengthening its mutualistic effect on the former
and enhancing its population density;
(iii) When either species can survive alone,
a weak mutualism will lead to extinction of one species.
When in coexistence, intermediate mutualisms are exhibited to be favorable under
certain parameter conditions,
and over-mutualism or under-mutualism is not good.
Furthermore, extremely strong/weak mutualisms are demonstrated to lead to
extinction of one/both species.
While seven typical dynamics are displayed by Iwata et al \cite{Iwat11},
they are proved in this paper and the eighth one is exhibited
(see section 6 and Figure \ref{fig3}a).

The article is organized as follows.
Section 2 describes the model.
Sections 3-5 consider obligate mutualism, obligate-facultative mutualism
 and facultative mutualism, respectively.
Discussion is in section 6.

\section{Model}

In this section, we characterize the lattice gas model of mutualisms.
First, we describe the lattice gas system of one species.
On a lattice of species $A$, a site is labeled by $A$ if it is occupied by
an individual of $A$, while an empty site is labeled by $O$.
The site $A$ will become site $O$ in a mortality rate $m$.
Any pair of sites on the lattice contact in a random and independent way.
The ``contact process" can be described as follows \cite{Harr74, Tain04}
\begin{equation} \label{eq110}
\begin{gathered}
 A \to O \quad \text{ with mortality rate } m\\
 A+O \to 2A \quad  \text{with birth rate } b\\
 A+A \to A+O \quad \text{ with exclusive rate } d,
\end{gathered}
\end{equation}
where $A$ represents the site occupied by species $A$
and $O$ denotes the empty one.
The first (second) reaction describes the death (birth) process of species $A$,
while the third one characterizes the self-competition in $A$.
Dynamics of lattice gas systems are usually described by differential equations,
which are called the mean-field theory of lattice model \cite{Mats92}.
Based on the models in \cite{Iwat11, Tain04},
dynamics of reactions in \eqref{eq110} can be represented by the
rate equation
 \begin{equation} \label{eq12}
\frac{dx}{dt}  = x [ -m + b(1-x) -d x ]
\end{equation}
where $x$ and $1-x$ represent densities of the species and empty sites, respectively.
Let $\tilde{r}=b-m, \tilde{d}=b+d$. Then \eqref{eq12} can be rewritten as
the logistic equation
$dx / dt  = x (\tilde{r}-\tilde{d}x)$.

Second, we consider a lattice gas system of two species $A$ and $B$.
The site on lattice is labeled by $A$ ($B$) if it is occupied by an individual
of species $A$ ($B$), while an empty site is labeled by $O$.
Reactions occur between any pair of sites randomly and independently.
Thus the reactions on a lattice of two species can be described as follows
\begin{equation} \label{eq120}
\begin{gathered}
 A \to O \quad \text{with mortality rate } m_1\\
 B \to O \quad \text{with mortality rate } m_2\\
 A+O \to 2A \quad \text{with birth rate } b_1\\
 B+O \to 2B \quad  \text{with birth rate }~b_2\\
 A+A \to A+O \quad \text{ with exclusive rate } d_1\\
 B+B \to B+O \quad ~\text{ with exclusive rate } d_2,
\end{gathered}
\end{equation}
where the first (third) reaction describes the death (birth) process of species $A$,
while the fifth characterizes the self-competition in $A$.
The second, fourth and sixth reactions have similar meanings for species $B$.
The birth rates can be described by
$$
b_1 = r_1 + \frac{e_1 x_2}{1+c_1 x_2},\quad
b_2 = r_2 + \frac{e_2 x_1}{1+c_2 x_1},
$$
where $x_i$ represents population density of species $i$
and $r_i$ is the intrinsic growth rate of species $i$ in the absence of
species $j$, $i \ne j$, $i,j =1,2$.
The term $e_1 x_2 / (1+c_1 x_2)$ represents the functional response in the
mutualisms: $e_1 / c_1$ denotes the saturation level in the Holling
Type II functional response,
while $1 / c_1$ is the half-saturation constant.
For convenience, we focus on parameter $e_1$, which represents the mutualistic
effect of species 2 on 1.
$e_1$ can be defined by $e_1 = \mu_1 \nu_2$,
where $\nu_2$ denotes resources (energy, service, etc.) provided by species 2
and $\mu_1$ is the efficiency of species 1 in converting the resources/services
into fitness. A similar discussion can be given for $e_2 x_1 / (1+c_2 x_1)$.

Therefore, dynamics of reactions in \eqref{eq120} can be described  by
\begin{equation} \label{eq13}
\begin{gathered}
\frac{dx_1}{dt}  = x_1 [ -m_1 + b_1(1-x_1-x_2) -d_1 x_1 ],\\
\frac{dx_2}{dt}  = x_2 [ -m_2 + b_2(1-x_1-x_2) -d_2 x_2 ],
\end{gathered}
\end{equation}
where the factor $(1-x_1-x_2)$ in the righthand sides represents the
density of empty sites.

Model \eqref{eq13}  is an extension of the model in  \cite{Iwat11}
Since it considers saturated response and intraspecific competition. Indeed,
let $c_i=d_i=0, i=1,2$, then model \eqref{eq13} becomes the model in \cite{Iwat11}.
On the other hand, we can see that model \eqref{eq13} has the same form
as that of LVEs since
in the brackets of its righthand sides,
the three terms represent death, birth and exclusive rates, respectively.

In the following analysis, we focus on the case of $r_1>0, r_2 > 0$,
while cases of $r_1 >0, r_2=0$ and $r_1=r_2 = 0$ are considered in Appendices
A and B respectively.

\begin{figure}[htb]
\begin{center}
 \includegraphics[width = .6\textwidth]{fig1}
\end{center}
\caption{Intersection points of parabolas $L_1$ and $L_2$ on the whole plane.
Let $m_1=m_2=0.02$, $e_1=e_2=40$,  $c_1=c_2=0.001$, $d_1=0.8$, $d_2=0.75$.
Then $L_1$ and $L_2$ have four intersection points,
while two of them are in the second and fourth quadrants, respectively.}
\label{fig1}
\end{figure}

Assume $r_1>0, r_2 > 0$. Then each species can reproduce in the absence of
the other as shown in \cite{Iwat11}. Denote
\begin{equation} \label{eq20}
m_1 := \frac{m_1}{r_1},\quad m_2 := \frac{m_2}{r_2},\quad
e_1 := \frac{e_1}{r_1},\quad e_2:= \frac{e_2}{r_2}\,.
\end{equation}
Then model \eqref{eq11} can be rewritten as
\begin{equation} \label{eq21}
\begin{gathered}
\frac{dx_1}{dt} =r_1 x_1 [-m_1 + (1+\frac{e_1 x_2}{1+c_1 x_2}) (1-x_1-x_2) -d_1x_1 ],\\
\frac{dx_2}{dt} =r_2 x_2 [-m_2 + (1+\frac{e_2 x_1}{1+c_2 x_1}) (1-x_1-x_2) -d_2x_2].
\end{gathered}
\end{equation}

Equilibria of \eqref{eq21} are determined by their relative positions of
isoclines $L_i$, which can be described as
\begin{equation} \label{eq210}
\begin{gathered}
L_1:-m_1 + (1+\frac{e_1 x_2}{1+c_1 x_2})(1-x_1-x_2)-d_1x_1=0\\
L_2:-m_2 + (1+\frac{e_2 x_1}{1+c_2 x_1})(1-x_1-x_2)-d_2x_2=0.
\end{gathered}
\end{equation}
The expression of $L_1$ can be rewritten as
\begin{equation} \label{eq22}
\begin{gathered}
(\alpha_1 -x_1- \beta_1 x_2) [1 +d_1+ (e_1 +c_1+ c_1 d_1) x_2] = \gamma_1,\\
x_1=x_1(x_2,e_1)= \alpha_1 - \beta_1 x_2
- \frac{\gamma_1}{1 +d_1+ (e_1 +c_1+ c_1 d_1) x_2},
\end{gathered}
\end{equation}
where
\begin{gather*}
\alpha_i = \frac{e_i d_i +(e_i+c_i- m_i c_i)
(e_i+c_i+ c_i d_i)}{(e_i+c_i+ c_i d_i)^2}, \quad
\beta_i = \frac{e_i+c_i}{e_i+c_i+ c_i d_i},\\
\gamma_i = \frac{e_im_i}{e_i+c_i+ c_i d_i}
+ \frac{e_i d_i (1+d_i + e_i+c_i+ c_i d_i)}{(e_i+c_i+ c_i d_i)^2},\quad i=1,2.
\end{gather*}
Thus, $P_1((1-m_1)/(1+d_1),0) \in L_1$ as shown in the first quadrant of
Figure \ref{fig1}.
$L_1$ is a parabola which is convex rightward and has a vertex
$\bar{P}(\bar{x}_1,\bar{x}_2)$ with
$$
\bar{x}_1 = x_1(\bar{x}_2,e_1),\quad
\bar{x}_2 = \sqrt{\frac{\gamma_1}{\beta_1 (e_1 +c_1+ c_1 d_1)} }
- \frac{1+d_1}{e_1 +c_1+ c_1 d_1}.
$$
The asymptotes of $L_1$ are
$$
L_{11}: \alpha_1 -x_1- \beta_1 x_2=0,\quad
L_{12}: x_2 = - \frac{1+d_1}{e_1 +c_1+ c_1 d_1}.
$$

Since
\begin{equation} \label{eq23}
\frac{\partial x_1}{\partial e_1} =
\frac{x_2 (1-x_1-x_2)}{1+d_1+(e_1+c_1+ c_1 d_1)x_2}>0\quad\text{as }1-x_1-x_2>0
\end{equation}
the function $x_1=x_1(x_2,e_1)$ increases monotonously as $e_1$ increases.
From \eqref{eq22}, we have
$$
\lim_{e_1 \to +\infty}x_1 (x_2,e_1) = 1-x_2,\quad
\lim_{e_1 \to 0} x_1 (x_2,e_1) = (1-m_1-x_2)/(1+d_1).
$$

If $\alpha_1 \le 0$, then $L_1 \cap\operatorname{int}R_+^2 = \emptyset$ by \eqref{eq22}
and $dx_1/dt<0$ by \eqref{eq21},
which implies that species 1 goes to extinction.
A similar discussion can be given for species 2.
Thus, we assume the following hypothesis in this work
$$
\alpha_i>0,\quad i=1,2.
$$

When $1-m_1>0$, we have $L_1 \cap\operatorname{int}R_+^2 \ne \emptyset$
since $P_1 \in L_1$ and $L_1$ has an asymptote $\alpha_1 -x_1- \beta_1 x_2=0$.
When $1-m_1\le 0$, we have $L_1 \cap\operatorname{int}R_+^2 \ne \emptyset$
if and only if $L_1$ and the positive $x_2$-axis have two intersection points.
That is, the following equation has two positive roots
$$
G(x_2) \equiv \tilde{a}x_2^2 +\tilde{b} x_2 +\tilde{c} =0,
$$
where
$$
\tilde{a}= e_1+c_1,~\tilde{b}=1-e_1+c_1(m_1-1),\quad \tilde{c}= m_1-1.
$$
Let $\tilde{\Delta} = \tilde{b}^2 - 4\tilde{a} \tilde{c}$, then
$$
\tilde{\Delta} = e_1^2 -2 e_1 [ c_1(m_1-1) + 2m_1-1] + [ c_1(m_1-1) -1]^2.
$$
Thus the equation $G(x_2) =0$ has two positive roots if and only if
$\tilde{b} <0$ and $\tilde{\Delta} >0$.
From $\tilde{b} <0$ we have $e_1 >\tilde{e}_1 = c_1(m_1-1)+1$.
From $\tilde{\Delta} >0$ we have $e_1>e_1^{+}$ or $e_1<e_1^{-}$ with
$$
e_1^{\pm} = c_1(m_1-1) + 2m_1-1 \pm 2\sqrt{m_1(m_1-1)(1+c_1)}.
$$
Since
\begin{gather*}
e_1^{-} - \tilde{e}_1 =  2(m_1-1) - 2\sqrt{m_1(m_1-1)(1+c_1)}<0,\\
e_1^{+} - \tilde{e}_1 =  2(m_1-1) + 2\sqrt{m_1(m_1-1)(1+c_1)}>0,
\end{gather*}
the equation $G(x_2) =0$ has two positive roots if and only if
 $e_1>e_1^{(1)}$ with
\begin{equation} \label{eqz1}
e_i^{(1)} = c_i(m_i-1) + 2m_i-1+2\sqrt{m_i(m_i-1)(1+c_i)},\quad i=1,2.
\end{equation}

Similarly, the expression of $L_2$ can be rewritten as
\begin{equation} \label{eq24}
\begin{gathered}
(\alpha_2 -x_2- \beta_2 x_1) [1 +d_2+ (e_2 +c_2+ c_2 d_2) x_1] = \gamma_2\\
x_2=x_2(x_1,e_2)= \alpha_2 - \beta_2 x_1
- \frac{\gamma_2}{1 +d_2+ (e_2 +c_2+ c_2 d_2) x_1}.
\end{gathered}
\end{equation}
Thus, $P_2(0,(1-m_2)/(1+d_2)) \in L_2$ and $L_2$ is a parabola and convex
upward, which has a vertex $\hat{P}(\hat{x}_1,\hat{x}_2)$.
The asymptotes of $L_2$ are
$$
L_{21}: \alpha_2 -x_2- \beta_2 x_1=0,\quad
L_{22}: x_1 = - \frac{1+d_2}{e_2 +c_2+ c_2 d_2}.
$$

From  equations \eqref{eq21}-\eqref{eq22} we have
\begin{equation} \label{eq25}
\begin{gathered}
\frac{\partial x_2}{\partial e_2} >0\quad \text{as } 1-x_1-x_2>0 \\
\lim_{e_2 \to +\infty}x_2 (x_1,e_2) = 1-x_1,\quad
\lim_{e_2 \to 0} x_2 (x_1,e_2) = (1-m_2-x_1)/(1+d_2).
\end{gathered}
\end{equation}
When $1-m_2>0$, then $L_2 \cap\operatorname{int}R_+^2 \ne \emptyset$
since $P_2 \in L_2$ and $L_2$  has an asymptote
$\alpha_2 -x_2- \beta_2 x_1=0$.
When $1-m_2\le 0$, we have $L_2 \cap\operatorname{int}R_+^2 \ne \emptyset$
if and only if $e_2>e_2^{(1)}$.

\begin{lemma} \label{le21}
The parabolas $L_1$ and $L_2$ have at most four intersection points on the plane,
while  system \eqref{eq21} has at most  two positive equilibria
$P^+(x_1^+,x_2^+)$ and $P^-(x_1^-,x_2^-)$ with $x_1^+ >x_1^-$.
\end{lemma}

\begin{proof}
Let $P(x_1,x_2)$ be the intersection point of $L_1$ and $L_2$.
From \eqref{eq22} and \eqref{eq24}, a direct computation shows that
$P(x_1,x_2)$ satisfies
$$
a_0 x_1^4 +a_1 x_1^3 +a_2 x_1^2 +a_3 x_1 +a_4=0,\quad
a_0= \beta_2 (1- \beta_1\beta_2)(e_1 +c_1+ c_1 d_1)(e_2 +c_2+ c_2 d_2)^2.
$$
Thus, the parabolas $L_1$ and $L_2$ have at most four intersection points
on the plane.

Assume asymptotes $L_{11}$ and $L_{21}$ coincide.
From \eqref{eq22} and \eqref{eq24}, $x_1$ is a linear function of $x_2$.
By \eqref{eq22}, $x_1$ satisfies a quadratic equation, which implies that
system \eqref{eq21} has at most  two positive equilibria.

Assume asymptotes $L_{11}$ and $L_{21}$ do not coincide but are parallel.
Then we have $1- \beta_1\beta_2=0$ and $a_0=0$.
Thus, $x_1$ satisfies a cubic equation, which implies that
the parabolas $L_1$ and $L_2$ have at most three intersection points on the plane.
If $L_{11}$ is above $L_{21}$.
then $L_1$ and $L_2$ have an intersection point in the second quadrant.
If $L_{11}$ is below $L_{21}$.
then $L_1$ and $L_2$ have an intersection point in the fourth quadrant.
Thus, system \eqref{eq21} has at most  two positive equilibria.

Assume asymptotes $L_{11}$ and $L_{21}$ intersect.
Without loss of generality, we suppose $\beta_2 <1/\beta_1$ as shown in
Figure \ref{fig1}.
Let $L_1^+$ be the part of $L_1$ above $L_{11}$.
Let $L_2^-$ be the part of $L_2$ below $L_{21}$.
Then $L_1^+$ divide the fourth quadrant into two parts.
If $L_2^-$ starts at a point above $L_1^+$,
then $L_2^-$ and $L_1^+$ have an intersection point in the fourth quadrant
since they have asymptotes $L_{21}$ and $L_{12}$, respectively.
If $L_2^-$ starts at a point below $L_1^+$,
then $L_2^-$ and $L_1^+$ have an intersection point in the fourth quadrant
since they have asymptotes $L_{22}$ and $L_{11}$, respectively.
Thus, $L_1$ and $L_2$ always have an intersection point in the fourth quadrant.
A similar discussion could show that
$L_1$ and $L_2$ always have an intersection point in the second quadrant.
Therefore, system \eqref{eq21} has at most  two positive equilibria.
\end{proof}

\begin{lemma} \label{le22}
There is no periodic orbit of system \eqref{eq21} and
solutions of \eqref{eq21} are bounded.
\end{lemma}

\begin{proof}
Let  $f_i(x_1,x_2)$ be the right-hand sides of the equalities in \eqref{eq21},
respectively.
Denote $g(x_1,x_2) = 1/x_1x_2$.
Then we obtain
$$
\frac{\partial (gf_1)}{\partial x_1}+\frac{\partial (gf_2)}{\partial x_2}
= - \frac{\gamma_1}{x_2}(1+\frac{e_1 x_2}{1+c_1 x_2})
-  \frac{\gamma_2}{x_1}(1+\frac{e_2 x_1}{1+c_2 x_1})<0.
$$
By Bendixson-Dulac Theorem \cite{Hofb98}, there is no periodic orbit of \eqref{eq21}.

If $x_1 + x_2 \ge 1$, then $dx_1/dt <0$ and $dx_2/dt <0$ by \eqref{eq21}.
Thus, all solutions of \eqref{eq21}
satisfy $x_1 + x_2 \le 1$ as $t$ is sufficiently large, which implies
that solutions of \eqref{eq21} are bounded.
\end{proof}

The equilibria of \eqref{eq21} on axes are analyzed as follows,
while their local stability is determined by
eigenvalues of Jacobian matrix of \eqref{eq21} at these equilibria.

(a) The trivial equilibrium $O(0,0)$ always exists and has eigenvalues
$r_1(1-m_1)$, $r_2(1-m_2)$.

(b) The semi-trivial equilibrium $P_1((1-m_1)/(1+d_1),0)$ exists if $1-m_1 > 0$,
while $P_2(0, (1-m_2)/(1+d_2))$ exists if $1-m_2 > 0$.
The eigenvalues of $P_i$ are $- r_i(1-m_i), -r_j D_j$ with
$$
D_j = m_j - \frac{d_i+m_i}{1+d_i} \big[1+ \frac{e_j(1-m_i)}{1+d_i +c_j(1-m_i)}\big],
\quad i,j=1,2,\; i \neq j.
$$

Stability analysis  of system \eqref{eq21} is considered in three situations:
(i) obligate mutualisms, i.e., $1-m_1 \le 0, 1-m_2 \le 0$;
(ii) obligate-facultative mutualisms, i.e., $1-m_1 > 0, 1-m_2 \le 0$;
(iii) facultative mutualisms, i.e., $1-m_1 > 0, 1-m_2 > 0$.

%% \input 3-Dyna5 Section 3

\section{Obligate mutualisms}

In this section, we consider the situation $1-m_1 \le 0, 1-m_2 \le 0$,
which means that neither species can survive in the absence of the other.
Denote
$$
k_i= \frac{\gamma_i(e_i +c_i+ c_i d_i)}{ (1+ d_i)^2} -\beta_i,\quad i=1,2.
$$

\begin{figure}[htb]
\begin{center}
 \includegraphics[width = .9\textwidth]{fig2}
\end{center}
\caption{
Population dynamics of \eqref{eq21}.
Red and green curves are isoclines $L_1$ and $L_2$,
and black lines are separatrices of saddle points.
Grey arrows
denote the direction and strength of the vector fields on the portrait,
while filled and open circles represent the stable and unstable equilibria, respectively.
(a) Let $m_1= m_2=1, e_1=e_2=10, $ $c_1=c_2=0.001, d_1=d_2=0.8$.
Then system \eqref{eq21} has a unique positive equilibrium, which is globally asymptotically stable.
(b-c) Fix  $m_1= m_2=1.2,  $ $c_1=c_2=0.001, d_1=d_2=0.8$
and let $e_1, e_2$ vary.
When $e_1=e_2=10$ in (b),
there are two positive equilibria $P^-$ and $P^+$.
$P^-$ is unstable while $P^+$ is asymptotically stable.
When $e_1=e_2=4.75$   in (c),
$P^-$ and $P^+$ coincide and form a saddle-node point $P^+$.
Separatrices of the saddle points subdivide the first quadrant
into two regions, which are basins of attraction of $O$ and $P^+$ respectively.
When $e_1=e_2=4.5$  in (d),
all solutions  converge to $O$.} \label{fig2}
\end{figure}

\begin{theorem} \label{th31}
Assume $1-m_1 = 0,1-m_2 = 0$.
If $e_1>1, e_2>1$ and $k_1 k_2>1$,
then system \eqref{eq21} has a unique positive equilibrium $P^+$,
which is globally asymptotically stable as shown in Figure \ref{fig2}a.
Otherwise, all positive solutions of \eqref{eq21} converge to $O$.
\end{theorem}

\begin{proof}
Since $1-m_1 = 1-m_2 = 0$, we obtain $e_1^{(1)}=e_2^{(1)}=1$ and 
$O \in L_1 \cap L_2$.
A direct computation shows that
$1/k_1$ and $k_2$ are slopes of $L_1$ and $L_2$ at $O$, respectively.
From $e_i>1$, we have $k_i>0$ and
$L_i \cap$ int$R_+^2 \ne \emptyset, i=1,2$.
If $1/k_1 < k_2$,
it follows from the convexity of $L_1$ and $L_2$ that they have a unique 
intersection point $P^+$ in the first quadrant.
By Lemma \ref{le22}, $P^+$ is globally asymptotically stable.
In other situations, $L_1$ and $L_2$ have no intersection point in the first quadrant.
Thus, system \eqref{eq21} has  no  positive equilibrium,
which implies that all positive solutions of \eqref{eq21} converge to $O$ 
by Lemma \ref{le22}.
\end{proof}

In the following result, we focus on the case of $1- m_1 \le 0, 1- m_2 < 0$,
while a similar one can be given for the case of  $1- m_1 < 0, 1- m_2 \le 0$.

\begin{theorem} \label{th32}
Assume $1-m_1 \le 0,1-m_2 < 0$.

{\rm (i)} Let $e_i > e_i^{(1)}, i=1,2$.
There exist $e_1^{(2)}$ and $e_2^{(2)}$ such that
when $e_1> e_1^{(2)}$ or $e_2> e_2^{(2)}$,
there are two positive equilibria $P^-$ and $P^+$ of \eqref{eq21} as 
shown in Figure \ref{fig2}b.
$P^-$ is a saddle point while $P^+$ is asymptotically stable.
When $e_1= e_1^{(2)}$ or $e_2= e_2^{(2)}$,
$P^-$ and $P^+$ coincide and form a saddle-node point.
Separatrices of the saddle point subdivide the first quadrant into two regions,
one is the basin of attraction of $O$
while the other is that of $P^+$, as shown in Figure \ref{fig2}b-c.
In other situations,
all positive solutions of \eqref{eq21} converge to $O$  as shown in
 Figure \ref{fig2}d.

{\rm (ii)} If $e_1 \le e_1^{(1)}$ or $e_2 \le e_2^{(1)}$,
then equilibrium $O$ is globally asymptotically stable.
\end{theorem}

\begin{proof}
(i) When $e_i> e_i^{(1)}$, we obtain $L_i \cap$ int$R_+^2 \ne \emptyset, i=1,2$.
It follows from the convexity of $L_2$ and  
$\lim_{e_2 \to +\infty}x_2 (x_1,e_2) = 1-x_1$ in \eqref{eq25} that
there is $e_2^{(2)}>0$ such that
when $e_2> e_2^{(2)}$, $L_1$ and $L_2$ have two intersection points $P^-$ and $P^+$;
when $e_2= e_2^{(2)}$, $P^-$ and $P^+$ coincide and the isoclines are tangent.
Thus, $P^-$ and $P^+$ are positive equilibria of \eqref{eq21}
if $e_1> e_1^{(1)},e_2> e_2^{(1)}$ and $e_2> e_2^{(2)}$.

The local stability of $P^+$ can be shown as follows.
Let $r_ix_iF_i$ denote the righthand sides of \eqref{eq21}.
Let $k_1^+$ (resp. $k_2^+$) denote the slope of $L_1$ (resp. $L_2$) at $P^+$.
From the expression of $F_i$, we have
$$
\frac{1}{k_1^+} = -\frac{\partial F_1}{\partial x_2} 
\big/ \frac{\partial F_1}{\partial x_1}|_{P^+},\quad
k_2^+ = -\frac{\partial F_2}{\partial x_1} \big/ 
\frac{\partial F_2}{\partial x_2} |_{P^+}
$$
where
\begin{gather*}
\frac{\partial F_1}{\partial x_1}|_{P^+} 
= -x_1[1+\frac{e_1 x_2}{1+c_1 x_2}+d_1]|_{P^+}<0,\\
\frac{\partial F_2}{\partial x_2}|_{P^+} 
= -x_2[1+\frac{e_2 x_1}{1+c_2 x_1}+d_2]|_{P^+}<0.
\end{gather*}
The Jacobian matrix of \eqref{eq21} at $P^+$ is
\begin{equation} \label{eq42}
J(P^+) =  \begin{pmatrix}
r_1 x_1 \frac{\partial F_1}{\partial x_1}   
 &r_1 x_1 \frac{\partial F_1}{\partial x_2}    \\
r_2 x_2 \frac{\partial F_2}{\partial x_1}   
 &r_2 x_2 \frac{\partial F_2}{\partial x_2}
\end{pmatrix}_{P^+}.
\end{equation}
Thus, 
$$
\operatorname{tr} J(P^+) = (r_1 x_1 \frac{\partial F_1}{\partial x_1}+
r_2 x_2 \frac{\partial F_2}{\partial x_2})|_{P^+} < 0.
$$
Moreover, we have
$$
\det J(P^+) = r_1 r_2 x_1 x_2
\big[\frac{\partial F_1}{\partial x_1}  \frac{\partial F_2}{\partial x_2} -
\frac{\partial F_1}{\partial x_2} \frac{\partial F_2}{\partial x_1} \big]
= r_1 r_2 x_1 x_2 \frac{\partial F_1}{\partial x_1} 
\frac{\partial F_2}{\partial x_2}\big|_{P^+}
(1 - \frac{k_2^+}{k_1^+}).
$$

Assume $k_1^+ <0$ as shown in Figure \ref{fig2}b.
Then $P^+$ is above the vertex of $L_1$.
Notice that $L_1$ and the positive $x_2$-axis form a convex area $\Omega_1$.
At the point $P^+$,  $L_2$ intersects with $L_1$ from the inside of $\Omega_1$ 
to its outside.
Thus, if $k_2^+ <0$, then we have $k_1^+ < k_2^+$ as shown in Figure \ref{fig2}b,
which implies that $\det J(P^+)>0$.
If $k_2^+ >0$,  we can see that $\det J(P^+)>0$.

Assume $k_1^+ >0$. Then $P^+$ is below the vertex of $L_1$.
When $k_2^+ >0$, we have $k_1^+  >k_2^+ $, which implies that $\det J(P^+)>0$.
When $k_2^+ \le 0$, we can see that $\det J(P^+)>0$.
It follows from convexity of $L_1$ that $k_1^+ \ne 0$.
Thus we have $\det J(P^+)>0$,
which implies that $P^+$ is asymptotically stable.

Similarly, let $k_1^-$ (resp. $k_2^-$) denote the slope of $L_1$ (resp. $L_2$) 
at $P^-$.
Then we have $k_1^- < k_2^-$ and $\det J(P^-)<0$,
which implies that $P^-$ is a saddle point.
By  Lemma \ref{le22},
the omega limit set of any interior point is an equilibrium
since system \eqref{eq21} is analytic and has no graphic here.
Therefore, the stable manifold of $P^-$ subdivide the first quadrant into two regions,
one is the basin of attraction of $O$ while the other is that of $P^+$.

When $e_2= e_2^{(2)}$, $P^-$ and $P^+$ coincide and form a saddle-node 
point \cite{Perk01}.
Thus, separatrices of the saddle point subdivide the first quadrant into 
two regions, one is the basin of attraction of $O$
while the other is that of $P^+$.
A similar discussion can be given for $L_1$ and $e_1^{(2)}$.

{\rm (ii)} If $e_1 \le e_1^{(1)}$ or $e_2 \le e_2^{(1)}$, there is no  positive
equilibrium  of \eqref{eq21},
which implies that all solutions of \eqref{eq21} converge to $O$.
\end{proof}

Theorems \ref{th31}-\ref{th32} demonstrate essential features of obligate mutualisms.
\textit{First,} mutualisms between species can lead to survival of obligate species.
Recall that the mutualistic effect consists of two factors, e.g., 
$e_1 = \mu_1 \nu_2$,
where $\nu_2$ denotes the quantity of resources
that an individual of species 2 produces for species 1,
and $\mu_1$ is the  efficiency of species 1 in converting the resources into fitness.
In this section, we focus on the role of resources such as food,
while we focus on the role of  efficiency in section 6.
In the situation considered by Theorem \ref{th32},
neither species can survive in the absence of the other.
Theorem \ref{th32}(i) exhibits that they can coexist
if (a) mutualistic effects between them  are above a threshold ($e_i >e_i^{(1)}$),
(b) one of the effects is sufficiently strong (e.g., $e_2 > e_2^{(2)}$), and
(c) population densities of the species are large.
The reason is that under these conditions,
each species can produce abundant food for the other,
which results in persistence of both species.
Ecologically, this result can provide an explanation for the reason
why obligate bacteria can coexist by consuming products of the other.
When one of the above conditions is not satisfies, at least one of the species cannot obtain sufficient food from the other,
which eventually leads to extinction of both species.
Since neither species can survive alone,
it is the mutualism that leads to their persistence.
A similar discussion can be given for Theorem \ref{th31}.

\textit{Second,} intermediate mutualism is beneficial in certain parameter ranges.
In the situation considered by Theorems \ref{th31}-\ref{th32},
we have $1- m_i \le 0, i=1,2$.
$L_1 \cap\operatorname{int}R_+^2 \ne \emptyset$ if $e_1>e_1^{(1)}$.
It follows from the convexity of $L_1$ that
its vertex $\bar{P}(\bar{x}_1,\bar{x}_2)$ is in the first quadrant.
For a fix $e_1(>e_1^{(1)})$, it follows from the monotonicity of $L_2$ that
there is $\bar{e}_2>0$ such that when $e_2=\bar{e}_2$, we have $P^+=\bar{P}$  
and $x_1^+=\bar{x}_1$.
Thus, when $e_2=\bar{e}_2$, species 1 approaches a maximal density $\bar{x}_1$, 
as shown in Figure \ref{fig2}b.
An over-mutualism ($e_2>\bar{e}_2$) or under-mutualism ($e_2<\bar{e}_2$) means that
$x_1^+<\bar{x}_1$, which is not the best for species 1.
The reason is as follows:
(I) When $e_2>\bar{e}_2$,
the over-mutualism leads to the increase of species 2
who will occupy more sites and will decrease the density of species 1;
(II) When $e_2<\bar{e}_2$,
the under-mutualism leads to the decrease of species 2.
Thus species 2 cannot produce abundant food for species 1 to approach its maximum.
Therefore, \textit{only} the intermediate mutualistic effect $e_2=\bar{e}_2$ 
is the best for species 1.
A similar discussion can be given for species 2.

\textit{Third,} extremely strong mutualism will lead to extinction of both species.
Indeed, Theorem \ref{th32}(i) exhibits
that there is a stable positive equilibrium $P^+(x_1^+, x_2^+)$
if mutualistic effects ($e_i$) are large.
From \eqref{eq25}, we obtain $\lim_{e_2 \to +\infty}x_2 (x_1,e_2) = 1-x_1$.
Since $P_2 \in L_2$, it follows from the convexity of $L_1$ and $L_2$ that when 
$e_2 \to +\infty$,
$P^+$ tends to the $x_2$-axis with $x_1^+ \to 0$.
That is, $\lim_{e_2 \to +\infty} x_1^+ = 0 $.
Similarly, we have  $\lim_{e_1 \to +\infty} x_2^+ = 0 $.
Therefore, we conclude the following result.

\begin{lemma} \label{le41}
If $P^+(x_1^+, x_2^+)$ is a positive equilibrium of \eqref{eq21}, then
$$
\lim_{e_2 \to +\infty} x_1^+ = 0,\quad 
\lim_{e_1 \to +\infty} x_2^+ = 0.
$$
\end{lemma}
When the mutualistic effect of species 1 on 2 is extremely strong 
($e_2 \to +\infty$), Lemma \ref{le41} shows that species 1 goes to extinction,
 which implies the extinction of species 2 who cannot survive alone.
The reason is that the extremely strong mutualism leads to an explosive growth 
of species 2
who will occupy most of the sites and drive species 1 into extinction.
Thus, both species will go to extinction since neither species can survive alone.
Therefore, extremely strong mutualism will lead to extinction of both species.

\textit{Finally,} extremely weak mutualism will result in extinction of both species.
Indeed, when the mutualism is extremely  weak (e.g., $e_2 \to 0$),
Theorems \ref{th31}-\ref{th32} demonstrate that both species go to extinction.
This is because one of the species will get little food from the other and will 
go to extinction, which implies extinction of both species since neither one 
can survive alone.
Thus, extremely weak mutualism  will result in extinction of both species.

\section{Obligate-facultative mutualisms}

In this section, we consider the situation
where one species can persist in the absence of the other
but the other cannot survive alone.
We focus on the case of $1-m_1 > 0, 1-m_2 \le 0$,
while a similar discussion can be given for  $1-m_1 \le 0,1-m_2 > 0$.

When $m_1\ne 1, m_2\ne 1$, we denote
\begin{equation} \label{eq31}
\begin{gathered}
e_1^{(3)} =(c_1+\frac{1+d_2 }{1-m_2}) ( \frac{m_1+d_2m_1}{d_2+m_2}-1),\\
e_2^{(3)} =(c_2+\frac{1+d_1 }{1-m_1}) ( \frac{m_2+d_1m_2}{d_1+m_1}-1).
\end{gathered}
\end{equation}
It follows from \eqref{eq22} and \eqref{eq24} that
if $e_1 > e_1^{(3)}$, $P_2$ is at the right of $L_1$;
if $e_2 > e_2^{(3)}$, $P_1$ is below $L_2$.

\begin{theorem} \label{th33}
Assume $1-m_1 > 0, 1-m_2 = 0$.
If $e_2 > e_2^{(3)}$,
system \eqref{eq21} has a unique positive equilibrium $P^+$,
which is globally asymptotically stable.
Otherwise, all positive solutions of \eqref{eq21} converge to $P_1$.
\end{theorem}

\begin{proof}
From $m_2 = 1$, we have $O \in  L_2$.
If $e_2 > e_2^{(3)}$, then $P_1$ is below $L_2$ and is a saddle point.
It follows from the convexity of $L_1$ and $L_2$ that
they have a unique intersection point $P^+$ in the first quadrant.
Thus system \eqref{eq21} has a unique positive equilibrium $P^+$.
By Lemma \ref{le22}, $P^+$ is globally asymptotically stable.
If $e_2 \le e_2^{(3)}$,  system \eqref{eq21} has  no  positive equilibrium,
which implies that all positive solutions of \eqref{eq21} converge to $P_1$.
\end{proof}

Assume $1-m_1 > 0, 1-m_2 < 0$.
When $e_2 > e_2^{(3)}$, equilibrium $P_1$ is below $L_2$ and is a saddle point.
By a proof similar to that of Theorem \ref{th33},
system  \eqref{eq21} has a unique positive equilibrium  $P^+$,
which is globally asymptotically stable.

Suppose $e_2 < e_2^{(3)}$. Then $P_1$ is above $L_2$.
When $e_1 \le e_1^{(3)}$, $P_2$ is at the left of $L_1$ and
system  \eqref{eq21} has no positive equilibrium.
Thus $P_1$ is globally asymptotically stable.
Let $e_1 > e_1^{(3)}$.
It follows from the convexity of $L_2$ and  
$\lim_{e_2 \to +\infty}x_2 (x_1,e_2) = 1-x_1$ in \eqref{eq25} that
there is $e_2^{(4)}>0$ such that
when $e_2 > e_2^{(4)}$, there is at least one intersection point of $L_1$ 
and $L_2$ in the first quadrant.
Thus, when $e_2 > \max\{e_2^{(2)},e_2^{(4)} \}$,
$L_1$ and $L_2$ have two positive intersection points $P^-$ and $P^+$.
By Lemma \ref{le22},
phase-portrait analysis shows that equilibrium $P^-$ is a saddle point and
$P^+$ is asymptotically stable.
When $e_2 =e_2^{(2)}>e_2^{(4)}$,
$P^-$ and $P^+$ coincide and form a saddle-node point.
In other situations, there is no positive equilibrium of \eqref{eq21}.

\begin{figure}[htb]
\begin{center}
 \includegraphics[width = 0.9\textwidth]{fig3}
\end{center}
\caption{
(a) Population dynamics of \eqref{eq21}.
Let $m_1=0.5, m_2=1.5$, $c_i=0.001, d_i=0.8, e_i=8, i=1,2$.
Then system \eqref{eq21} has a unique positive equilibrium, which is globally asymptotically stable.
(b) Fix  $m_1=0.95, m_2=1.15, e_2=5, $ $c_1=c_2=0.001, d_1=d_2=0.8$
and Let $e_1$ vary.
When $e_1$ increases from 2, 3.5 to 6.5, isocline $L_1$ increases monotonically
while species 2 could persist at $e_1 \ge 3.5$.
(c) Fix  $m_1=0.95, m_2=1.15, e_1=4.5, e_2=5, $ $c_1=0.001, d_1=0.8, d_2=0.02$
and let $c_2$ vary.
When $c_2$ decreases from 5.5, 2.5 to 0.02, isocline $L_2$ increases monotonically
while species 2 could persist at $c_2 =2.5, 0.02$.
(d) Fix  $m_1=0.95, m_2=1.15, e_1=4.5, e_2=5, $ $c_1=c_2=0.001, d_1=0.8$
and let $d_2$ vary.
When $d_2$ decreases from 5.8, 0.9 to 0.02, isocline $L_2$ increases monotonically
while species 2 could persist at $d_2 = 0.9, 0.02$.
 } \label{fig3}
\end{figure}

Suppose $e_2 = e_2^{(3)}$. Then $P_1 \in l_2$.
When $e_1 > e_1^{(2)}$, there is a unique positive equilibrium $P^+$,
which is globally asymptotically stable.
Otherwise, there is no positive equilibrium  and
all positive solutions of \eqref{eq21} converge to $P_1$.
Therefore, we conclude the following result.

\begin{theorem} \label{th34} 
Assume $1-m_1 > 0$, $1-m_2 < 0$.

{\rm (i)} If $e_2 > e_2^{(3)}$, system  \eqref{eq21} has a unique positive
equilibrium $P^+$,
which is globally asymptotically stable as shown in Figure \ref{fig3}a.

{\rm (ii)} If $e_2 < e_2^{(3)}$ and $e_1 \le e_1^{(3)}$,
then all positive solutions of \eqref{eq21} converge to $P_1$.

{\rm (iii)} Let $e_2 < e_2^{(3)}$ and $e_1 > e_1^{(3)}$.
\begin{itemize}
\item[(a)]  If $e_2 > \max\{e_2^{(2)},e_2^{(4)} \}$,
system  \eqref{eq21} has two  positive equilibria $P^-$ and $P^+$.
$P^-$ is a saddle point and $P^+$ is asymptotically stable.
If $e_2 =e_2^{(2)}>e_2^{(4)}$,
$P^-$ and $P^+$ coincide and form a saddle-node point.
The separatrices of the saddle point subdivide the first quadrant into two regions,
one is the basin of attraction of $P_1$
while the other is that of $P^+$, as shown in Figure \ref{fig3}b.
\item[(b)] In other situations,
system  \eqref{eq21} has no positive equilibrium
and $P_1$ is globally asymptotically stableas shown in Figure \ref{fig3}b.
\end{itemize}

{\rm (iv)} Let $e_2 =e_2^{(3)}$.
If $e_1 > e_1^{(2)}$, system  \eqref{eq21} has a unique positive equilibrium $P^+$,
which is globally asymptotically stable.
Otherwise, all positive solutions of \eqref{eq21} converge to $P_1$.
\end{theorem}

Theorems \ref{th33}-\ref{th34} demonstrate essential features of 
obligate-facultative mutualisms.
\textit{First,} an obligate species can survive by cooperating with a 
facultative one. In the situation considered by Theorem \ref{th34},
species 1 can persist in the absence of species 2,
while species 2 cannot survive alone.
If the mutualistic effect of species 1 on 2 is strong ($e_2 > e_2^{(3)}$),
Theorem \ref{th34}(i) exhibits that species 2 can survive.
The reason is that in this case,  species 1 can provide abundant food for species 2,
which leads to its survival. Moreover,
even when the mutualistic effect of species 1 on 2 is intermediate 
($e_2^{(4)} < e_2 < e_2^{(3)}$),
Theorem \ref{th34}(iia) demonstrates that
species 2 can survive if the effect of species 2 on 1 is strong 
($e_1 > \max\{e_1^{(2)}, e_1^{(3)} \}$)
and their population densities are large
(Here, $e_1 > e_1^{(2)}$ is equivalent to  $e_2 > e_2^{(2)}$  in guaranteeing
that $L_1$ and $L_2$ can intersect in the first quadrant).
The reason is that in this case,  species 2 can provide abundant food for species 1,
which leads to the increase of species 1.
Thus, the amount of food produced by species 1 for 2 is enhanced,
which leads to the survival of species 2 in return.
Hence, Theorem \ref{th34}(iia) exhibits a strategy for obligate species when 
cooperating with facultative ones:
if the mutualistic effect from facultative species is intermediate,
the obligate species can survive by strengthening its mutualistic effect on 
the facultative species
(e.g.,  producing more food or providing better service for the obligate species) 
and enhancing its population density.
A similar discussion can be given for Theorem \ref{th33}.

\textit{Second,} intermediate mutualism is beneficial in certain parameter ranges.
By \eqref{eq25}, there exists $\check{e}_1$ such that when $e_1>\check{e}_1$,
the vertex $\bar{P}(\bar{x}_1,\bar{x}_2)$ of $L_1$ is in the first quadrant, 
as shown in Figure \ref{fig3}a.
Similar to the discussion for obligate mutualisms,
there is $\bar{e}_2>0$ such that when $e_2=\bar{e}_2$,
species 1 approaches a maximal density $\bar{x}_1$, as shown in Figure \ref{fig3}a.
An over-mutualism ($e_2>\bar{e}_2$) or under-mutualism ($e_2<\bar{e}_2$) means that
$x_1^+<\bar{x}_1$, which is not the best for species 1.
Therefore, \textit{only} the intermediate mutualistic effect $e_2=\bar{e}_2$ 
is the best for species 1.
A similar discussion can be given for species 2.

\textit{Third,} extremely strong mutualism will result in extinction of 
one/both species.
(a) If the mutualistic effect of species 1 on 2 is extremely strong,
Lemma \ref{le41} exhibits that species 1 goes to extinction,
which implies extinction of species 2 who cannot survive alone.
Thus, extremely strong mutualism from facultative species to obligate species
will result in extinction of both species.
(b) If the mutualistic effect of species 2 on 1 is extremely strong,
Lemma \ref{le41} exhibits that species 2 goes to extinction, while species 1
 approaches its carrying capacity.
Thus, extremely strong mutualism from obligate species to facultative species
will result in extinction of the obligate species itself.

\textit{Finally,} extremely weak mutualism can result in extinction of 
obligate species.
(a) If the mutualistic effect of species 1 on 2 is extremely weak,
Theorems \ref{th33}-\ref{th34} show that  species 2 goes to extinction 
because it depends upon the strong
mutualism of species 1 for survival.
(b) If the mutualistic effect of species 2 on 1 is extremely weak,
species 2 goes to extinction when the mutualism from species 1 is not strong.
An interesting phenomenon is: when the mutualism from species 1 on 2 is intermediate,
Theorem \ref{th34}(iia) shows that species 2 can survive if its mutualism on 
species 1 is strong.
However, if its mutualism on species 1 is weak,
species 2 goes to extinction. What a pity!


\section{Facultative mutualisms}

\begin{figure}[htb]
\begin{center}
 \includegraphics[width = 0.6\textwidth]{fig4}
\end{center}
\caption{
 Fix  $m_1=0.2, m_2=0.8, e_1=5, $ $c_1=c_2=0.001, d_1=d_2=0.8$
and let $e_2$ vary.
When $e_2=0.8$, species 2 goes to extinction.
When $e_2=5$, the two species coexist and form a win-win situation.
When $e_2 =500 ($ i.e. $ e_2 \to +\infty)$,
species 1 goes to extinction.} \label{fig4}
\end{figure}

In this section, we consider the situation of $1-m_1 > 0, 1-m_2 > 0$,
where either species can survive in the absence of the other.

\begin{theorem} \label{th35} 
Assume $1-m_1 > 0$, $1-m_2 > 0$.

{\rm (i)} If $e_1 > e_1^{(3)}$ and $e_2 > e_2^{(3)}$,
system \eqref{eq21} has a unique positive equilibrium $P^+$,
which is globally asymptotically stable as shown in Figure \ref{fig4}.

{\rm (ii)} If $e_1 \le e_1^{(3)}$, then $P_2$ is globally asymptotically stable.
If $e_2 \le e_2^{(3)}$, then $P_1$ is globally asymptotically stable as shown 
in Figure \ref{fig4}.
\end{theorem}

\begin{proof}
(i) Since $e_1 > e_1^{(3)}$,  $P_2$ is at the left of $L_1$ and is a saddle point.
Since $e_2 > e_2^{(3)}$,  $P_1$ is below $L_2$ and is a saddle point.
Thus, $L_1$ and $L_2$ have intersection points in the first quadrant.
Moreover, since $L_1$ and $L_2$ have
asymptotes $x_2 = - \frac{1+d_1}{e_1 +c_1+ c_1 d_1}$, 
$x_1 = - \frac{1+d_2}{e_2 +c_2+ c_2 d_2}$ respectively,
they have an intersection point in the third quadrant.
Thus, $L_1$ and $L_2$ have a unique intersection point in the first quadrant
 by Lemma \ref{le21}.
Thus system \eqref{eq21} has a unique positive equilibrium $P^+$.
By Lemma \ref{le22}, $P^+$ is globally asymptotically stable.

(ii) Assume $e_2 \le e_2^{(3)}$. Then $P_1$ is above $L_2$ and is asymptotically
stable. Thus $L_1$ and $L_2$ have an intersection point in the fourth quadrant.
Since they have an intersection point in the third quadrant as shown in (i),
$L_1$ and $L_2$ have no intersection point in the first quadrant by Lemma \ref{le21}.
Thus system \eqref{eq21} has  no positive equilibrium.
By Lemma \ref{le22}, $P_1$ is globally asymptotically stable.
A similar discussion can be given for the case  $e_1 \le e_1^{(3)}$.
\end{proof}

Theorem \ref{th35} demonstrates essential features of facultative mutualisms.
\textit{First,} mutualisms can lead to interaction outcomes $(+~+)$,
where each species can approach a density larger than its carrying capacity 
in the absence of the other.
Indeed, when $(1-m_1)/(1+d_1) + (1-m_2)/(1+d_2) <1$,
it follows from the monotonicity of $L_i$ with $e_i$ that
there is a region $R_{12}$  such that
when $(e_1,e_2) \in R_{12}$, $P^+$ is at the right of $P_1$ and above $P_2$,
which implies that
either species approaches a density larger than its carrying capacity in 
the absence of the other. Thus the interaction outcomes are $(+~+)$.

\textit{Second,} intermediate mutualism is beneficial in certain parameter ranges.
By \eqref{eq25}, there exists $\check{e}_1$ such that when $e_1>\check{e}_1$,
the vertex $\bar{P}(\bar{x}_1,\bar{x}_2)$ of $L_1$ is in the first quadrant.
Similar to the discussion for obligate mutualisms,
there is $\bar{e}_2>0$ such that when $e_2=\bar{e}_2$,
species 1 approaches a maximal density $\bar{x}_1$, as shown in Figure \ref{fig4}.
An over-mutualism ($e_2>\bar{e}_2$) or under-mutualism ($e_2<\bar{e}_2$) means that
$x_1^+<\bar{x}_1$, which is not the best for species 1.
Therefore, \textit{only} the intermediate mutualistic effect $e_2=\bar{e}_2$ is 
the best for species 1.
A similar discussion can be given for species 2.

\textit{Third,} extremely strong mutualism will result in extinction of species.
If the mutualistic effect of species 1 on 2 is extremely strong ($e_2 \to +\infty$),
Lemma \ref{le41} exhibits that species 1 goes to extinction while species 2 persists.
A similar discussion can be given for $e_1 \to +\infty$.

\textit{Finally,} extremely weak mutualism can result in extinction of species.
If the mutualistic effect of species 1 on 2 is extremely weak,
Theorem \ref{th35}(ii) exhibits that species 2 goes to extinction while
species 1 persists.
The reason is that species 2 obtains little food from species 1,
which leads to its failure in spatial competition with species 1.
A similar discussion can be given for species 1.

\section{Discussion}

In this article, we extend a lattice gas model of mutualisms in \cite{Iwat11} by
considering saturated response and self-competition.
Global dynamics of the extended model demonstrate some basic properties 
of mutualisms.

\textit{First,} mutualisms (i.e. $e_i$) can lead to survival of mutualists.
As discussed in Section 2, the mutualistic effect $e_i$ consists of two factors:
one is the quantity of resources provided by collaborators,
while the other is the efficiency of the species in converting the resources 
into fitness.
While we focus on resources (food) in Sections 3-5,
we consider the efficiency in this section.
In the situation considered by Theorem \ref{th34},
species 1 can  persist in the absence of species 2 while species 2 cannot 
survive alone.
Theorem \ref{th34} demonstrate that species 2 can survive
if  its efficiency in converting the food (provided by species 1) into fitness 
is high. Even when the efficiency is intermediate,
species 2 can survive if it has a large population density and the efficiency 
of species 1 is high.
In numerical simulations of Figure \ref{fig3}b, we fix other parameters
and let $e_1$ vary. Here, the mutualistic effect of species 1 on 2 is intermediate.
When $e_1$ increases from 2 to 6.5, isocline $L_1$ increases monotonically
and species 2 with large initial density can survive if $e_1 \ge 3.5$,
which confirms that species 2 with large population density can survive if 
the efficiency of species 1 is high.
A similar discussion can be given for 
Theorems \ref{th33}, \ref{th51}, \ref{th52}, \ref{th61}.

\textit{Second,} intermediate mutualisms are favorable under certain parameter 
conditions,
while extremely weak/strong mutualisms will lead to extinction of species.
For example, when the mutualistic effect of species 2 on 1 is strong such 
that $\bar{x}_2>0$,
there exists an interval of $e_2$ (intermediate mutualisms), in which
species 1 can approach a density larger than its carrying capacity in the 
absence of species 2.
On the other hand, as discussed in section 6,
extremely weak mutualisms lead to little benefit to mutualists,
while extremely strong  mutualisms results in dramatic growth of one species,
which implies extinction of the other.
Therefore,  extremely weak/strong mutualisms will lead to extinction of species.
A similar discussion can be given for Theorems \ref{th51},\ref{th52},\ref{th61}.

\textit{Third,} parameters $c_i$ and $d_i$ play an important role in survival 
of species. By \eqref{eq21}, $e_i/c_i$ represents the saturation level while 
$1/c_i$ is the half-saturation density.
Thus, the decrease of $c_i$ promotes persistence of species $i$
by enlarging the functional response $e_ix_j/(1+c_ix_j)$ in \eqref{eq21}.
Similarly, $d_i$ represents the degree of intraspecific competition in species $i$.
The decrease of $d_i$ promotes the growth of species $i$
by enlarging the function $x_i=x_i(x_j, d_i)$ in \eqref{eq210}.
In Figure \ref{fig3}c, we fix other parameters
but let $c_2$ vary.
When $c_2$ decreases from 5.5 to 0.02, isocline $L_2$ increases monotonically
while species 2 could persist at $c_2 =0.02$.
In Figure \ref{fig3}d, we fix $m_1=0.95$, $m_2=1.15$, $e_1=4.5$, $e_2=5$, 
 $c_1=c_2=0.001$, $d_1=0.8$ and let $d_2$ vary.
When $d_2$ decreases from 5.8 to 0.02, isocline $L_2$ increases monotonically
while species 2 could persist at $d_2 =0.02$.
Therefore, the decrease of $c_i$ and/or $d_i$ promotes persistence of the species.

\textit{Finally,} population densities are crucial to survival of species.
When neither species can survive in the absence of the other and the mutualistic 
effects are strong, Theorem \ref{th32} exhibits that the species can persist
 only if their initial densities are large.
Otherwise, both species go to extinction.
Therefore, Theorem \ref{th32} predicts the Allee effect in obligate mutualisms 
of two species. Similar discussions can be given for cases considered by 
Theorems \ref{th31},\ref{th33}-\ref{th34}.

Iwata et al \cite{Iwat11} displayed seven typical types of dynamics of a 
lattice gas model in their Figure \ref{fig4} and section 5.2.
However, they did not obviously exhibit the type of coexistence in Theorems 
\ref{th34}(i) as shown in Figure \ref{fig3}a.
Indeed, if $c_i=d_i=0$, $i=1,2$, then system \eqref{eq21} becomes the model 
in \cite{Iwat11}.
Let $c_i=d_i=0$, $i=1,2$, $m_1=0.5$, $m_2=1.5$, $e_1=e_2=8$.
Numerical simulations could show  that
species 2 could survive by the mutualism of species 1.
Thus Theorem \ref{th34}(i) extends the result by Iwata et al \cite{Iwat11}.

Although there is no real data to verify dynamics of the model,
the model demonstrates mechanisms which seems to be consistent with ecological 
situations. For example, as shown in Theorems \ref{th33}-\ref{th34} and 
Figure \ref{fig3},
different mutualistic effects (or exclusive competitions) can lead to
different components of syntrophic colonies, which is crucial to the development 
of colony architectures.
Thus, this model may be useful in the study of cooperative association like 
bacterial species. Although the model is simple,
its global dynamics demonstrate some essential features of mutualisms,
which may be helpful for understanding complexity of mutualisms in real situations.


\section{Appendix: The case of $r_1>0, r_2 = 0$}

In this case, species 1 can reproduce alone but species 2 cannot, while
a similar discussion can be given for the case $r_1=0, r_2 > 0$,  
as shown by Iwata et al \cite{Iwat11}.
Denote
$$
m_1 := \frac{m_1}{r_1},\quad
e_1 := \frac{e_1}{r_1},\quad
d_1 := \frac{d_1}{r_1}
$$
then model \eqref{eq13} can be rewritten as
\begin{equation} \label{eq51}
\begin{gathered}
\frac{dx_1}{dt} 
=r_1 x_1 \big[-m_1 + (1+\frac{e_1 x_2}{1+c_1 x_2}) (1-x_1-x_2) -d_1x_1 \big],\\
\frac{dx_2}{dt}  
=x_2 \big[-m_2 + \frac{e_2 x_1}{1+c_2 x_1} (1-x_1-x_2) -d_2x_2\big].
\end{gathered}
\end{equation}
The isoclines $L_2$ of \eqref{eq51} can be rewritten as
$$
(\bar{\alpha}_1 -x_1- x_2) (d_2+ e_2 x_1) = \bar{\gamma}_1
$$
where
$$
\bar{\alpha}_1 = \frac{e_2+ d_2- m_2 c_2}{e_2},\quad 
\bar{\gamma}_1 = m_1 + \frac{d_2(e_2+ d_2- m_2 c_2)}{e_2}.
$$
Thus, $L_2$ is a parabola with asymptotes
$$
L_{21}: \bar{\alpha}_1 -x_1- x_2=0,\quad L_{22}: x_1 = - \frac{d_2}{e_2}.
$$
Denote
$$
\bar{e}_1^{(1)} = e_1^{(1)} , ~~ \bar{e}_2^{(1)} 
= c_2 m_2 + 2m_2 +2\sqrt{m_2(1+c_2)}.
$$
When $e_i>\bar{e}_i^{(1)}$, we have $L_i \cap\operatorname{int}R_+^2 \ne \emptyset$, $i=1,2$.

The equilibria of \eqref{eq51}  are as follows,
while their local stability is determined by
eigenvalues of Jacobian matrix of \eqref{eq51} at these equilibria.

(a) Equilibrium $O(0,0)$ always exists and has eigenvalues $r_1(1-m_1), -m_2$.

(b) Equilibrium $P_1((1-m_1)/(1+d_1),0)$ exists if $1-m_1 > 0$.
The eigenvalues of $P_1$ are $- r_1(1-m_1), - \bar{D}_2$ with
$$
\bar{D}_2 = m_2 - \frac{e_2 (1-m_1) (d_1+m_1)}{(1+d_1)[1+d_1 +c_2(1-m_1)]}.
$$

(c) There are at most two positive equilibria $P^-$ and $P^+$ of \eqref{eq51}
by a proof similar to that in section 2.
When they exist, $P^-$ is a saddle point and $P^+$ is asymptotically stable.

Assume $1- m_1 \le 0$ and $e_i>\bar{e}_i^{(1)}, i=1,2$.
Then $L_i \cap$ int$R_+^2 \ne \emptyset, i=1,2$.
It follows from the convexity of $L_2$ that
there is $\bar{e}_2^{(2)}>0$ such that
when $e_2> \bar{e}_2^{(2)}$, $L_1$ and $L_2$ have two intersection points $P^-$ 
and $P^+$;
when $e_2= \bar{e}_2^{(2)}$, $P^-$ and $P^+$ coincide and the isoclines are tangent.
Thus, $P^-$ and $P^+$ are positive equilibria of \eqref{eq21}
if $e_1> \bar{e}_1^{(1)},e_2> \bar{e}_2^{(1)}$ and $e_2 \ge \bar{e}_2^{(2)}$.
A similar discussion can be given for $L_1$ and $\bar{e}_1^{(2)}$.
If $e_1< \bar{e}_1^{(2)}$ or $e_2 < \bar{e}_2^{(2)}$, there is no  positive equilibrium  of \eqref{eq51},
which implies that all solutions of \eqref{eq51} converge to $O$.
Therefore,  we conclude the following result.

\begin{theorem} \label{th51}
Assume $1-m_1 \le 0$.

{\rm (i)} Let $e_i > \bar{e}_i^{(1)}$, $i=1,2$.
If $e_1> \bar{e}_1^{(2)}$ or $e_2> \bar{e}_2^{(2)}$,
there are two positive equilibria $P^-$ and $P^+$ of \eqref{eq51}.
$P^-$ is a saddle point while $P^+$ is asymptotically stable.
If $e_1= \bar{e}_1^{(2)}$ or $e_2= \bar{e}_2^{(2)}$,
$P^-$ and $P^+$ coincide and form a saddle-node point.
Separatrices of the saddle point subdivide the first quadrant into two regions,
one is the basin of attraction of $O$
while the other is that of $P^+$.
In other situations,
all positive solutions of \eqref{eq51} converge to $O$.

{\rm (ii)} If $e_1 \le \bar{e}_1^{(1)}$ or $e_2 \le \bar{e}_2^{(1)}$,
then equilibrium $O$ is globally asymptotically stable.
\end{theorem}

Assume $1-m_1 > 0$.
Denote
$$
\bar{e}_1^{(3)} = (c_1 - \frac{d_2}{m_2}) ( \frac{m_1d_2}{m_2+d_2} -1 ),\quad
\bar{e}_2^{(3)} = \frac{m_2 (1+d_1) [1+d_1 +c_2(1-m_1)] }{(1-m_1) (d_1+m_1)}.
$$
When $e_2 > \bar{e}_2^{(3)}$, $P_1$ is below $L_2$ and $\bar{D}_2 <0$;
when $e_1 > \bar{e}_1^{(3)}$, $P_2(0,-m_2/d_2)$ is at the right  of $L_1$.
It follows from the convexity of $L_2$ that
there is $\bar{e}_2^{(4)}>0$ such that
when $e_2 > \bar{e}_2^{(4)}$, there is at least one positive intersection 
point of $L_1$ and $L_2$.
Thus, when $e_1 > \bar{e}_1^{(3)}$ and 
$ e_2 > \max\{\bar{e}_2^{(2)},\bar{e}_2^{(4)} \}$,
$L_1$ and $L_2$ have two intersection points.
Similar to the discussion in section 2,
we conclude the following result.

\begin{theorem} \label{th52}
 Assume $1-m_1 > 0$.

{\rm (i)} If $e_2 > \bar{e}_2^{(3)}$, system  \eqref{eq51}
has a unique positive equilibrium $P^+$,
which is globally asymptotically stable.

{\rm (ii)} If $e_2 < \bar{e}_2^{(3)}$ and $e_1 \le \bar{e}_1^{(3)}$,
then all positive solutions of \eqref{eq51} converge to $P_1$.

{\rm (iii)} Let $e_2 < \bar{e}_2^{(3)}$ and $e_1 > \bar{e}_1^{(3)}$.

\begin{itemize}
\item[(a)]  If $e_2 > \max\{\bar{e}_2^{(2)},\bar{e}_2^{(4)} \}$,
system  \eqref{eq51} has two  positive equilibria $P^-$ and $P^+$.
$P^-$ is a saddle point and $P^+$ is asymptotically stable.
If $e_2 =\bar{e}_2^{(2)}>\bar{e}_2^{(4)}$,
$P^-$ and $P^+$ coincide and form a saddle-node point.
The separatrices of the saddle point subdivide the first quadrant into two regions,
one is the basin of attraction of $P_1$
while the other is that of $P^+$.

\item[(b)] In other situations,
system  \eqref{eq51} has no positive equilibrium
and $P_1$ is globally asymptotically stable.
\end{itemize}

{\rm (iv)} Let $e_2 =\bar{e}_2^{(3)}$.
If $e_1 > \bar{e}_1^{(2)}$, system  \eqref{eq51} has a unique positive equilibrium $P^+$,
which is globally asymptotically stable.
Otherwise, all positive solutions of \eqref{eq51} converge to $P_1$.
\end{theorem}

\section{Appendix: The case of $r_1 = r_2 = 0$}

In this case, neither species can reproduce alone,
which is the same as reactions in a male-female system  as shown by 
Iwata et al \cite{Iwat11}.
Let $r_1 = r_2 = 0$. Model \eqref{eq13} becomes
\begin{equation} \label{eq61}
\begin{gathered}
\frac{dx_1}{dt} =x_1 [-m_1 + \frac{e_1 x_2}{1+c_1 x_2} (1-x_1-x_2) -d_1x_1 ]\\
\frac{dx_2}{dt} =x_2 [-m_2 + \frac{e_2 x_1}{1+c_2 x_1} (1-x_1-x_2) -d_2x_2].
\end{gathered}
\end{equation}
The isoclines $L_i$ of \eqref{eq61} can be rewritten as
\begin{gather*}
L_1: (\hat{\alpha}_1 -x_1- x_2) (d_1+ e_1 x_2) = \hat{\gamma}_1,\\
L_2: (\hat{\alpha}_2 -x_1- x_2) (d_2+ e_2 x_1) = \hat{\gamma}_2
\end{gather*}
where
$$
\hat{\alpha}_i = \frac{e_i+ d_i- m_i c_i}{e_i},\quad 
\hat{\gamma}_i = m_i + \frac{d_i(e_i+ d_i- m_i c_i)}{e_i},~ i=1,2.
$$
Thus, $L_i$ is a parabola with asymptotes
$$
L_{i1}: \hat{\alpha}_i -x_1- x_2=0,\quad
L_{i2}: x_j = - \frac{d_i}{e_i},\quad  i\ne j, \; i,j=1,2.
$$
Denote
$$
\hat{e}_1^{(1)} = c_1 m_1 + 2m_1 +2\sqrt{m_1(1+c_1)} , \quad
\hat{e}_2^{(1)} = c_2 m_2 + 2m_2 +2\sqrt{m_2(1+c_2)}.
$$
When $e_i>\hat{e}_i^{(1)}$, we have 
$L_i \cap\operatorname{int}R_+^2 \ne \emptyset, i=1,2$.

The equilibria of \eqref{eq61} are as follows,
while their local stability is determined by
eigenvalues of Jacobian matrix of \eqref{eq61} at these equilibria.

(a) Equilibrium $O(0,0)$ always exists and has eigenvalues $-m_1, -m_2$. 

(b) There are at most two positive equilibria $P^-$ and $P^+$ of \eqref{eq61}
by a proof similar to that in section 2.
When they exist, $P^-$ is a saddle point and $P^+$ is asymptotically stable.

Assume $e_i>\hat{e}_i^{(1)}$, $i=1,2$.
Then $L_i \cap\operatorname{int}R_+^2 \ne \emptyset$, $i=1,2$.
It follows from the convexity of $L_2$ that
there is $\hat{e}_2^{(2)}>0$ such that
when $e_2> \hat{e}_2^{(2)}$, $L_1$ and $L_2$ have two intersection points $P^-$ 
and $P^+$;
when $e_2= \hat{e}_2^{(2)}$, $P^-$ and $P^+$ coincide and the isoclines are tangent.
Thus, $P^-$ and $P^+$ are positive equilibria of \eqref{eq61}
if $e_1> \hat{e}_1^{(1)},e_2> \hat{e}_2^{(1)}$ and $e_2 \ge \hat{e}_2^{(2)}$.
A similar discussion can be given for $L_1$ and $\hat{e}_1^{(2)}$.
If $e_1< \hat{e}_1^{(2)}$ or $e_2 < \hat{e}_2^{(2)}$, there is no  positive 
equilibrium  of \eqref{eq61},
which implies that all solutions of \eqref{eq61} converge to $O$.

Therefore,  we conclude the following result.

\begin{theorem} \label{th61}
{\rm (i)} Let $e_i > \hat{e}_i^{(1)}, i=1,2$.
If $e_1> \hat{e}_1^{(2)}$ or $e_2> \hat{e}_2^{(2)}$,
there are two positive equilibria $P^-$ and $P^+$ of \eqref{eq61}.
$P^-$ is a saddle point while $P^+$ is asymptotically stable.
If $e_1= \hat{e}_1^{(2)}$ or $e_2= \hat{e}_2^{(2)}$,
$P^-$ and $P^+$ coincide and form a saddle-node point.
Separatrices of the saddle point subdivide the first quadrant into two regions,
one is the basin of attraction of $O$
while the other is that of $P^+$.
In other situations,
all positive solutions of \eqref{eq61} converge to $O$.

{\rm (ii)} If $e_1 \le \hat{e}_1^{(1)}$ or $e_2 \le \hat{e}_2^{(1)}$,
then equilibrium $O$ is globally asymptotically stable.
\end{theorem}

\subsection*{Acknowledgements}
This work was supported by NSF of Guangdong grants S2012010010320 and
1414050000636,
and by STF of Guangzhou grant 1563000413.

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\end{document}


\textbf{\LARGE Figure Captions}
\\\\
\textbf{Captions of Figure 1.}

Intersection points of parabolas $L_1$ and $L_2$ on the whole plane.
Let $m_1=m_2=0.02, e_1=e_2=40, $ $c_1=c_2=0.001, d_1=0.8, d_2=0.75$.
Then $L_1$ and $L_2$ have four intersection points,
while two of them are in the second and fourth quadrants, respectively.
\\\\
\textbf{Captions of Figure 2.}

Population dynamics of \eqref{eq21}.
Red and green curves are isoclines $L_1$ and $L_2$,
and black lines are separatrices of saddle points.
Grey arrows
denote the direction and strength of the vector fields on the portrait,
while filled and open circles represent the stable and unstable equilibria, respectively.
(a) Let $m_1= m_2=1, e_1=e_2=10, $ $c_1=c_2=0.001, d_1=d_2=0.8$.
Then system \eqref{eq21} has a unique positive equilibrium, which is globally asymptotically stable.
(b-c) Fix  $m_1= m_2=1,  $ $c_1=c_2=0.001, d_1=d_2=0.8$
and let $e_1, e_2$ vary.
When $e_1=e_2=10$ in (b),
there are two positive equilibria $P^-(0.093,0.093)$ and $P^+(0.266,0.266)$.
$P^-$ is unstable while $P^+$ is asymptotically stable.
When $e_1=e_2=8.7$   in (c),
$P^-$ and $P^+$ coincide and form a saddle-node point $P^+( 0.17,0.17)$.
Separatrices of the saddle points subdivide the first quadrant
into two regions, which are basins of attraction of $O$ and $P^+$ respectively.
When $e_1=e_2=8$  in (d),
all solutions  converge to $O$.
\\\\
\textbf{Captions of Figure 3.}

(a) Population dynamics of \eqref{eq21}.
Let $m_1=0.5, m_2=1.5$, $c_i=0.001, d_i=0.8, e_i=8, i=1,2$.
Then system \eqref{eq21} has a unique positive equilibrium, which is globally asymptotically stable.
(b) Fix  $m_1=0.95, m_2=1.15, e_2=5, $ $c_1=c_2=0.001, d_1=d_2=0.8$
and Let $e_1$ vary.
When $e_1$ increases from 2, 3.5 to 6.5, isocline $L_1$ increases monotonically
while species 2 could persist at $e_1\ge 3.5$.
(c) Fix  $m_1=0.95, m_2=1.15, e_1=4.5, e_2=5, $ $c_1=0.001, d_1=0.8, d_2=0.02$
and let $c_2$ vary.
When $c_2$ decreases from 5.5, 2.5 to 0.02, isocline $L_2$ increases monotonically
while species 2 could persist at $c_2 =2.5, 0.02$.
(d) Fix  $m_1=0.95, m_2=1.15, e_1=4.5, e_2=5, $ $c_1=c_2=0.001, d_1=0.8$
and let $d_2$ vary.
When $d_2$ decreases from 5.8, 0.9 to 0.02, isocline $L_2$ increases monotonically
while species 2 could persist at $d_2 = 0.9, 0.02$.
\\\\
\textbf{Captions of Figure 4.}

Fix  $m_1=0.2, m_2=0.8, e_1=5, $ $c_1=c_2=0.001, d_1=d_2=0.8$
and let $e_2$ vary.
When $e_2=0.8$, species 2 goes to extinction.
When $e_2=5$, the two species coexist and form a win-win situation.
When $e_2 =500 ($ i.e. $ e_2 \to +\infty)$,
species 1 goes to extinction.

%------------------------figure 2---------------------------------------
\begin{figure}[htb]
\begin{center}
% \includegraphics[width = .9\textwidth]{fig2} 
\end{center}
\caption{
Population dynamics of \eqref{eq21}.
Red and green curves are isoclines $L_1$ and $L_2$,
and black lines are separatrices of saddle points.
Grey arrows
denote the direction and strength of the vector fields on the portrait,
while filled and open circles represent the stable and unstable equilibria, respectively.
(a) Let $m_1= m_2=1, e_1=e_2=10, $ $c_1=c_2=0.001, d_1=d_2=0.8$.
Then system \eqref{eq21} has a unique positive equilibrium, which is globally asymptotically stable.
(b-c) Fix  $m_1= m_2=1.2,  $ $c_1=c_2=0.001, d_1=d_2=0.8$
and let $e_1, e_2$ vary.
When $e_1=e_2=10$ in (b),
there are two positive equilibria $P^-$ and $P^+$.
$P^-$ is unstable while $P^+$ is asymptotically stable.
When $e_1=e_2=4.75$   in (c),
$P^-$ and $P^+$ coincide and form a saddle-node point $P^+$.
Separatrices of the saddle points subdivide the first quadrant
into two regions, which are basins of attraction of $O$ and $P^+$ respectively.
When $e_1=e_2=4.5$  in (d),
all solutions  converge to $O$.} \label{fig2}
\end{figure}

%------------------------figure 2---------------------------------------

%------------------------figure 3---------------------------------------
\begin{figure}[htb]
\begin{center}
% \includegraphics[width = 0.9\textwidth]{fig3}
\end{center}
\caption{
(a) Population dynamics of \eqref{eq21}.
Let $m_1=0.5, m_2=1.5$, $c_i=0.001, d_i=0.8, e_i=8, i=1,2$.
Then system \eqref{eq21} has a unique positive equilibrium, which is globally asymptotically stable.
(b) Fix  $m_1=0.95, m_2=1.15, e_2=5, $ $c_1=c_2=0.001, d_1=d_2=0.8$
and Let $e_1$ vary.
When $e_1$ increases from 2, 3.5 to 6.5, isocline $L_1$ increases monotonically
while species 2 could persist at $e_1 \ge 3.5$.
(c) Fix  $m_1=0.95, m_2=1.15, e_1=4.5, e_2=5, $ $c_1=0.001, d_1=0.8, d_2=0.02$
and let $c_2$ vary.
When $c_2$ decreases from 5.5, 2.5 to 0.02, isocline $L_2$ increases monotonically
while species 2 could persist at $c_2 =2.5, 0.02$.
(d) Fix  $m_1=0.95, m_2=1.15, e_1=4.5, e_2=5, $ $c_1=c_2=0.001, d_1=0.8$
and let $d_2$ vary.
When $d_2$ decreases from 5.8, 0.9 to 0.02, isocline $L_2$ increases monotonically
while species 2 could persist at $d_2 = 0.9, 0.02$.
 } \label{fig3}
\end{figure}
%------------------------figure 3---------------------------------------

%------------------------figure 4---------------------------------------
\begin{figure}[htb]
\begin{center}
% \includegraphics[width = 0.6\textwidth]{fig4}
\end{center}
\caption{
 Fix  $m_1=0.2, m_2=0.8, e_1=5, $ $c_1=c_2=0.001, d_1=d_2=0.8$
and let $e_2$ vary.
When $e_2=0.8$, species 2 goes to extinction.
When $e_2=5$, the two species coexist and form a win-win situation.
When $e_2 =500 ($ i.e. $ e_2 \to +\infty)$,
species 1 goes to extinction.} \label{fig4}
\end{figure}
%------------------------figure 4---------------------------------------
\end{document}
