Stability and Bifurcation Analysis of Differential Equations and Its Applications
Stability and Bifurcation Analysis of Differential Equations and Its Applications
This is a special issue published in “Abstract and Applied Analysis.” All articles are open access articles distributed under the Creative
Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original
work is properly cited.
Editorial Board
Ravi P. Agarwal, USA Juan-Carlos Cortés, Spain Chaitan P. Gupta, USA
Bashir Ahmad, Saudi Arabia Graziano Crasta, Italy Uno Hämarik, Estonia
M. O. Ahmedou, Germany Zhihua Cui, China Maoan Han, China
Nicholas D. Alikakos, Greece Bernard Dacorogna, Switzerland Ferenc Hartung, Hungary
Debora Amadori, Italy Vladimir Danilov, Russia Jiaxin Hu, China
Douglas R. Anderson, USA Mohammad T. Darvishi, Iran Chengming Huang, China
Jan Andres, Czech Republic L. F. Pinheiro de Castro, Portugal Zhongyi Huang, China
Giovanni Anello, Italy Toka Diagana, USA Gennaro Infante, Italy
Stanislav Antontsev, Portugal Jesús I. Dı́az, Spain Ivan Ivanov, Bulgaria
Mohamed K. Aouf, Egypt Josef Diblı́k, Czech Republic Hossein Jafari, South Africa
Narcisa C. Apreutesei, Romania Fasma Diele, Italy Jaan Janno, Estonia
Natig M. Atakishiyev, Mexico Tomas Dominguez, Spain Aref Jeribi, Tunisia
Ferhan M. Atici, USA Alexander Domoshnitsky, Israel Uncig Ji, Korea
Ivan Avramidi, USA Marco Donatelli, Italy Zhongxiao Jia, China
Soohyun Bae, Korea BoQing Dong, China Lucas Jódar, Spain
Chuanzhi Bai, China Wei-Shih Du, Taiwan Jong S. Jung, Republic of Korea
Zhanbing Bai, China Luiz Duarte, Brazil Henrik Kalisch, Norway
Dumitru Baleanu, Turkey Roman Dwilewicz, USA Chaudry Masood Khalique, South Africa
Józef Banaś, Poland Paul W. Eloe, USA Satyanad Kichenassamy, France
Martino Bardi, Italy Luca Esposito, Italy Tero Kilpeläinen, Finland
Roberto Barrio, Spain Khalil Ezzinbi, Morocco Sung G. Kim, Republic of Korea
Feyzi Başar, Turkey Julian F. Bonder, Argentina Ljubisa Kocinac, Serbia
Abdelghani Bellouquid, Morocco Dashan Fan, USA Andrei Korobeinikov, Spain
Daniele Bertaccini, Italy Angelo Favini, Italy Pekka Koskela, Finland
Lucio Boccardo, Italy Márcia Federson, Brazil Victor Kovtunenko, Austria
Igor Boglaev, New Zealand Stathis Filippas, Equatorial Guinea Ren-Jieh Kuo, Taiwan
Martin J. Bohner, USA Alberto Fiorenza, Italy Pavel Kurasov, Sweden
Geraldo Botelho, Brazil Xianlong Fu, China Milton C. L. Filho, Brazil
Elena Braverman, Canada Massimo Furi, Italy Miroslaw Lachowicz, Poland
Romeo Brunetti, Italy Jesús G. Falset, Spain Kunquan Lan, Canada
Janusz Brzdek, Poland Giovanni P. Galdi, USA Ruediger Landes, USA
Detlev Buchholz, Germany Isaac Garcia, Spain Irena Lasiecka, USA
Sun-Sig Byun, Korea J. A. G.a-Rodrı́guez, Spain Matti Lassas, Finland
Fabio M. Camilli, Italy Leszek Gasinski, Poland Chun-Kong Law, Taiwan
Jinde Cao, China György Gát, Hungary Ming-Yi Lee, Taiwan
Anna Capietto, Italy Vladimir Georgiev, Italy Gongbao Li, China
Jianqing Chen, China Lorenzo Giacomelli, Italy Elena Litsyn, Israel
Wing-Sum Cheung, Hong Kong Jaume Giné, Spain Yansheng Liu, China
Michel Chipot, Switzerland Valery Y. Glizer, Israel Shengqiang Liu, China
Changbum Chun, Korea Jean P. Gossez, Belgium Carlos Lizama, Chile
Soon-Yeong Chung, Korea Jose L. Gracia, Spain Guozhen Lu, USA
Jaeyoung Chung, Korea Maurizio Grasselli, Italy Jinhu Lü, China
Silvia Cingolani, Italy Luca Guerrini, Italy Grzegorz Lukaszewicz, Poland
Jean M. Combes, France Yuxia Guo, China Wanbiao Ma, China
Monica Conti, Italy Qian Guo, China Nazim I. Mahmudov, Turkey
Eberhard Malkowsky, Turkey Simeon Reich, Israel Csaba Varga, Romania
Salvatore A. Marano, Italy Abdelaziz Rhandi, Italy Carlos Vazquez, Spain
Cristina Marcelli, Italy Hassan Riahi, Malaysia Jesus Vigo-Aguiar, Spain
Paolo Marcellini, Italy Juan P. Rincón-Zapatero, Spain Qing-Wen Wang, China
J. Marı́n-Solano, Spain Luigi Rodino, Italy Yushun Wang, China
Mieczysław Mastyło, Poland Yuriy Rogovchenko, Norway Shawn X. Wang, Canada
Ming Mei, Canada Julio D. Rossi, Argentina Youyu Wang, China
Taras Mel’nyk, Ukraine Wolfgang Ruess, Germany Jing P. Wang, UK
Anna Mercaldo, Italy Bernhard Ruf, Italy Peixuan Weng, China
Stanislaw Migorski, Poland Satit Saejung, Thailand Noemi Wolanski, Argentina
Mihai Mihǎilescu, Romania Stefan G. Samko, Portugal Ngai-Ching Wong, Taiwan
Feliz Minhós, Portugal Martin Schechter, USA Patricia J. Y. Wong, Singapore
Dumitru Motreanu, France Javier Segura, Spain Yonghong Wu, Australia
Gaston Mandata N’guérékata, USA Valery Serov, Finland Zili Wu, China
Maria Grazia Naso, Italy Naseer Shahzad, Saudi Arabia Shi-Liang Wu, China
Micah Osilike, Nigeria Andrey Shishkov, Ukraine Shanhe Wu, China
Mitsuharu Ôtani, Japan Stefan Siegmund, Germany Tiecheng Xia, China
Turgut Öziş, Turkey Abdel-Maksoud A. Soliman, Egypt Xu Xian, China
Nikolaos S. Papageorgiou, Greece Pierpaolo Soravia, Italy Yanni Xiao, China
Sehie Park, Korea Marco Squassina, Italy Fuding Xie, China
Kailash C. Patidar, South Africa Hari M. Srivastava, Canada Gongnan Xie, China
Kevin R. Payne, Italy Svatoslav Staněk, Czech Republic Daoyi Xu, China
Ademir F. Pazoto, Brazil Antonio Suárez, Spain Zhenya Yan, China
Shuangjie Peng, China Wenchang Sun, China Xiaodong Yan, USA
Antonio M. Peralta, Spain Wenyu Sun, China Norio Yoshida, Japan
Sergei V. Pereverzyev, Austria Robert Szalai, UK Beong In Yun, Korea
Allan Peterson, USA Sanyi Tang, China Agacik Zafer, Kuwait
Andrew Pickering, Spain Chun-Lei Tang, China Jianming Zhan, China
Cristina Pignotti, Italy Gabriella Tarantello, Italy Weinian Zhang, China
Somyot Plubtieng, Thailand Nasser-Eddine Tatar, Saudi Arabia Chengjian Zhang, China
Milan Pokorny, Czech Republic Gerd Teschke, Germany Zengqin Zhao, China
Sergio Polidoro, Italy Sergey Tikhonov, Spain Sining Zheng, China
Ziemowit Popowicz, Poland Claudia Timofte, Romania Yong Zhou, China
Maria M. Porzio, Italy Thanh Tran, Australia Tianshou Zhou, China
Enrico Priola, Italy Juan J. Trujillo, Spain Qiji J. Zhu, USA
Vladimir S. Rabinovich, Mexico Gabriel Turinici, France Chun-Gang Zhu, China
Irena Rachu̇nková, Czech Republic Milan Tvrdy, Czech Republic Malisa R. Zizovic, Serbia
Maria A. Ragusa, Italy Mehmet Ünal, Turkey Wenming Zou, China
Contents
Stability and Bifurcation Analysis of Differential Equations and Its Applications, Yongli Song,
Junling Ma, Yonghui Xia, Sanling Yuan, and Tonghua Zhang
Volume 2015, Article ID 343528, 1 pages
Bifurcation of Traveling Wave Solutions for (2+1)-Dimensional Nonlinear Models Generated by the
Jaulent-Miodek Hierarchy, Yanping Ran, Jing Li, Xin Li, and Zheng Tian
Volume 2015, Article ID 820916, 14 pages
Hopf Bifurcation, Cascade of Period-Doubling, Chaos, and the Possibility of Cure in a 3D Cancer
Model, Marluci Cristina Galindo, Cristiane Nespoli, and Marcelo Messias
Volume 2015, Article ID 354918, 11 pages
Synchronization Transition and Traffic Congestion in One-Dimensional Traffic Model, Zhi Xin
and Jian Xu
Volume 2015, Article ID 167430, 10 pages
The Dynamics of an Impulsive Predator-Prey System with Stage Structure and Holling Type III
Functional Response, Zhixiang Ju, Yuanfu Shao, Xiaolan Xie, Xiangmin Ma, and Xianjia Fang
Volume 2015, Article ID 183526, 8 pages
Skew Circulant Type Matrices Involving the Sum of Fibonacci and Lucas Numbers, Zhaolin Jiang
and Yunlan Wei
Volume 2015, Article ID 951340, 9 pages
A Note on the Existence of a Smale Horseshoe in the Planar Circular Restricted Three-Body Problem,
Xuhua Cheng and Zhikun She
Volume 2015, Article ID 965829, 8 pages
Effect of Leakage Delay on Stability of Neutral-Type Genetic Regulatory Networks, Li Li, Yongqing Yang,
and Chuanzhi Bai
Volume 2015, Article ID 826020, 8 pages
The Stochastic Θ-Method for Nonlinear Stochastic Volterra Integro-Differential Equations, Peng Hu
and Chengming Huang
Volume 2014, Article ID 583930, 13 pages
On the Number of Limit Cycles of a Piecewise Quadratic Near-Hamiltonian System, Jing Tian
Volume 2014, Article ID 385103, 10 pages
Normal Form for High-Dimensional Nonlinear System and Its Application to a Viscoelastic Moving
Belt, S. P. Chen and Y. H. Qian
Volume 2014, Article ID 879564, 11 pages
Periodic Solutions of Multispecies Mutualism System with Infinite Delays, Wenbo Zhao, Caocuan Ma,
Taotao Zheng, and Xiao-Ke Sun
Volume 2014, Article ID 127876, 5 pages
Global and Blow-Up Solutions for a Class of Nonlinear Parabolic Problems under Robin Boundary
Condition, Lingling Zhang and Hui Wang
Volume 2014, Article ID 241650, 9 pages
Bifurcation Analysis of a Lotka-Volterra Mutualistic System with Multiple Delays, Xin-You Meng
and Hai-Feng Huo
Volume 2014, Article ID 958140, 18 pages
Stability and Bifurcation Analysis on an Ecoepidemiological Model with Stage Structure and Time
Delay, Lingshu Wang and Guanghui Feng
Volume 2014, Article ID 727818, 10 pages
Global Dynamics of an HTLV-1 Model with Cell-to-Cell Infection and Mitosis, Sumei Li and Yicang Zhou
Volume 2014, Article ID 132781, 12 pages
Bifurcation of Traveling Wave Solutions of the Dual Ito Equation, Xinghua Fan and Shasha Li
Volume 2014, Article ID 153139, 9 pages
Improved Stability Criteria for Markovian Jump Systems with Time-Varying Delays, Yu-cai Ding,
Hui Liu, and Baodan Tian
Volume 2014, Article ID 248061, 9 pages
Dynamics of an Almost Periodic Food Chain System with Impulsive Effects, Yaqin Li, Wenquan Wu,
and Tianwei Zhang
Volume 2014, Article ID 324912, 10 pages
Limit Cycles in a Cubic Kolmogorov System with Harvest and Two Positive Equilibrium Points,
Qi-Ming Zhang, Feng Li, and Yulin Zhao
Volume 2014, Article ID 786962, 6 pages
Limit Cycle Bifurcations by Perturbing a Compound Loop with a Cusp and a Nilpotent Saddle,
Huanhuan Tian and Maoan Han
Volume 2014, Article ID 819798, 14 pages
On Regularity Criteria for the Two-Dimensional Generalized Liquid Crystal Model, Yanan Wang
and Zaihong Jiang
Volume 2014, Article ID 319585, 8 pages
Stability Switches and Hopf Bifurcation in a Coupled FitzHugh-Nagumo Neural System with Multiple
Delays, Shengwei Yao and Huonian Tu
Volume 2014, Article ID 874701, 13 pages
Nonlinear Instability for a Volume-Filling Chemotaxis Model with Logistic Growth, Haiyan Gao
and Shengmao Fu
Volume 2014, Article ID 248657, 11 pages
A Note on Gronwall’s Inequality on Time Scales, Xueru Lin
Volume 2014, Article ID 623726, 4 pages
Stabilization and Synchronization of Unified Chaotic System via Impulsive Control, Cheng Hu
and Haijun Jiang
Volume 2014, Article ID 369842, 8 pages
Global Stability of a Computer Virus Propagation Model with Two Kinds of Generic Nonlinear
Probabilities, Chenquan Gan, Xiaofan Yang, and Qingyi Zhu
Volume 2014, Article ID 735327, 7 pages
Traveling Wave Solutions of the Kadomtsev-Petviashvili-Benjamin-Bona-Mahony Equation,
Zhengyong Ouyang
Volume 2014, Article ID 943167, 9 pages
Dynamical Behaviors of Rumor Spreading Model with Control Measures, Xia-Xia Zhao
and Jian-Zhong Wang
Volume 2014, Article ID 247359, 11 pages
Stability Analysis of a Class of Higher Order Difference Equations, Yuanyuan Liu and Fanwei Meng
Volume 2014, Article ID 434621, 7 pages
Existence of Positive Solutions for a Kind of Fractional Boundary Value Problems, Hongjie Liu, Xiao Fu,
and Liangping Qi
Volume 2014, Article ID 602604, 8 pages
Travelling Waves of an n-Species Food Chain Model with Spatial Diffusion and Time Delays, Fei Hu,
Yuyin Xu, Z. Wang, and Wei Ding
Volume 2014, Article ID 613648, 7 pages
Quasiperiodic Solutions of Completely Resonant Wave Equations with Quasiperiodic Forced Terms,
Yixian Gao, Weipeng Zhang, and Jing Chang
Volume 2014, Article ID 649270, 15 pages
Asymptotically Almost Periodic Solutions for a Class of Stochastic Functional Differential Equations,
Aimin Liu, Yongjian Liu, and Qun Liu
Volume 2014, Article ID 934534, 11 pages
Hopf Bifurcation and Stability Analysis of a Congestion Control Model with Delay in Wireless Access
Network, Wen-bo Zhao, Xiao-ke Sun, and Huicheng Wang
Volume 2014, Article ID 632564, 12 pages
Dynamics of an Information Spreading Model with Isolation, Xia-Xia Zhao and Jian-Zhong Wang
Volume 2014, Article ID 484630, 6 pages
Modelling the Influence of Awareness Programs by Media on the Drinking Dynamics, Hai-Feng Huo
and Qian Wang
Volume 2014, Article ID 938080, 8 pages
Existence and Stability of Periodic Solution to Delayed Nonlinear Differential Equations, Xiang Gu,
Huicheng Wang, P. J. Y. Wong, and Yonghui Xia
Volume 2014, Article ID 156948, 12 pages
Stability and Hopf Bifurcation in a Delayed Predator-Prey System with Herd Behavior, Chaoqun Xu
and Sanling Yuan
Volume 2014, Article ID 568943, 8 pages
Existence of Wave Front Solutions of an Integral Differential Equation in Nonlinear Nonlocal Neuronal
Network, Lijun Zhang, Linghai Zhang, Jie Yuan, and C. M. Khalique
Volume 2014, Article ID 753614, 9 pages
Editorial
Stability and Bifurcation Analysis of Differential Equations and
Its Applications
Yongli Song,1 Junling Ma,2 Yonghui Xia,3 Sanling Yuan,4 and Tonghua Zhang5
1
Department of Mathematics, Tongji University, Shanghai 200092, China
2
Department of Mathematics and Statistics, University of Victoria, Victoria, BC, Canada V8W 3R4
3
Department of Mathematics, Zhejiang Normal University, Jinhua 321004, China
4
College of Sciences, University of Shanghai for Science and Technology, Shanghai 20093, China
5
Department of Mathematics, Swinburne University of Technology, Melbourne, VIC 3122, Australia
Copyright © 2015 Yongli Song et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Starting from Poincaré’s qualitative theory and Lyapunov’s a single special issue. But we believe that the papers to be
stability theory of a dynamical system, stability and bifurca- published in this special issue can at least partially reflect
tion theory has undergone a prodigious development. Stabil- some new advances and ideas in the field and do hope this
ity and bifurcation theory of differential equations is relatively special issue can influence the research field of bifurcation
a mature research area, yet it has seen rapid developments in theory of differential equations in future.
recent years. These advances have led to broad applications
in many fields, such as physics, engineering, biology, neuro- Acknowledgments
science, economics, and even life and social sciences.
It is well known that delay is typically a primary source of The guest editors of this special issue would like to take this
oscillatory behaviour in delay differential equations and dif- opportunity to thank all contributors for submitting their
fusion often causes Turing instability and becomes a primary excellent work to this issue and all reviewers for their hard
source of spatial dynamics in reaction-diffusion equations. work and academic support to this special issue. They would
Therefore, we have targeted these topics in this special issue. also like to thank the editorial board members of this journal
The special issue received tremendous response from the for their technical support and help during the whole period.
researchers in this research field. So far, we have received 124
papers, which contribute to the research field with the infu- Yongli Song
sion of new ideas and methods. All papers submitted to this Junling Ma
special issue went through a rigorous peer-review process. Yonghui Xia
Based on the reviewers’ reports, we have carefully selected Sanling Yuan
48 original research papers for publication, which contain Tonghua Zhang
the delay-induced instability, stability switches, and Hopf
bifurcations in delay differential equations; nonlinear insta-
bility, bifurcations, and blow-up solutions and travelling wave
solutions in the reaction-diffusion equations; and almost
periodic solutions in the stochastic differential equations.
It is impossible to collect all recently important advances
in the field of bifurcation theory of differential equations by
Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2015, Article ID 820916, 14 pages
http://dx.doi.org/10.1155/2015/820916
Research Article
Bifurcation of Traveling Wave Solutions for (2+1)-Dimensional
Nonlinear Models Generated by the Jaulent-Miodek Hierarchy
Copyright © 2015 Yanping Ran et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Four (2+1)-dimensional nonlinear evolution equations, generated by the Jaulent-Miodek hierarchy, are investigated by the
bifurcation method of planar dynamical systems. The bifurcation regions in different subsets of the parameters space are obtained.
According to the different phase portraits in different regions, we obtain kink (antikink) wave solutions, solitary wave solutions,
and periodic wave solutions for the third of these models by dynamical system method. Furthermore, the explicit exact expressions
of these bounded traveling waves are obtained. All these wave solutions obtained are characterized by distinct physical structures.
to remove the integral term in the system (3), we obtain the Obviously, the above system (11) is a Hamiltonian system with
following equation Hamiltonian function
1 2 3 3
𝑢𝑥𝑡 + 𝑢𝑥𝑥𝑥𝑥 − 𝑢𝑥2 𝑢𝑥𝑥 + 𝑢𝑦𝑦 + 𝑢𝑥𝑥 𝑢𝑦 = 0. (5) 2
𝑦2 (3𝑟 − 16𝑘𝑐) 2 𝑟 3 𝜑4
4 3 16 4 𝐻 (𝜑, 𝑦) = + 𝜑 + 𝜑 − . (12)
2 8𝑘4 6𝑘2 2
We are interested in the wave solutions of the system (3) in
this paper. Motivated by [9], we obtain dynamical properties
of (11) and different wave solutions of the system (3) in In order to research the system (11), let 𝑎 = −(3𝑟2 −
detail. This paper is organized as follows. In Section 2, we 16𝑘𝑐)/4𝑘4 , 𝑏 = −3𝑟/2𝑘2 ; the system (11) becomes
establish the traveling wave equation (3) for the third model
of (1). Furthermore, we obtain the first integral of dynamical 𝑑𝜑
governing equation of the system (11). Then, we analyze the = 𝑦,
𝑑𝜉
bifurcation behaviors of the system (11). Phase portraits in (13)
the different subsets of parameter space will be presented in 𝑑𝑦
= 𝑎𝜑 + 𝑏𝜑2 + 2𝜑3 .
Section 3. In Section 4, using the information of the phase 𝑑𝜉
portraits in Section 3, we analyze all the possible traveling
wave solutions of the system (11). Some explicit parametric The Hamiltonian function of (13) is
representations of traveling wave solutions of (3) and the
system (11) are also obtained. The final section includes brief 1 𝑎 1 1
summary, future plans, and potential fields of applications. 𝐻 (𝜑, 𝑦) = 𝑦2 − 𝜑2 − 𝑏𝜑3 − 𝜑4 . (14)
2 2 3 2
2. Traveling Wave Equation for the System (3) 3. The Bifurcation Analysis of the System (11)
We assume that the traveling wave transform of the system
In this section, our aim is to study the traveling wave solu-
(3) is in the form
tions of the system (11) by applying bifurcation method and
𝑢 (𝑥, 𝑦, 𝑡) = Ψ (𝜉) , qualitative theory of dynamical systems [9, 10]. Through
(6) some special phase orbits, we obtain smooth periodic wave
𝜉 = 𝑘𝑥 + 𝑟𝑦 − 𝑐𝑡, solutions, solitary wave solutions, kink and antikink wave
solutions, and so on. Fixing 𝑐, we discuss the phase portrait
where 𝑐 is propagating wave velocity. Let 𝑘 = 𝑟, 𝑐 = 1, the of the system (11) along with the changes of parameters 𝑟
traveling wave transform of (6) is equivalent to 𝜉 = 𝑥 + and 𝑘 so as to study traveling wave solutions of the system
𝑦 − 𝑐𝑡 [11]. So, our traveling wave transform is more general. (11). Further more, through the traveling wave solutions of
According to physical meaning of traveling wave solutions of the system (11) and the potential relation (4), traveling wave
the system (3), we always assume that 𝑐 > 0, 𝑘 ≠ 0, and solutions of the system (3) will be obtained.
𝑟 ≠0. Now, substituting (6) into (5), we have the traveling
wave equation
3.1. Phase Portraits and Qualitative Analysis of the System (11).
𝑘4 3 3 3 In order to investigate the phase portrait of the system (11),
−𝑘𝑐𝑢𝜉𝜉 + 𝑢𝜉𝜉𝜉𝜉 − 𝑘4 𝑢𝜉2 𝑢𝜉𝜉 + 𝑟2 𝑢𝜉𝜉 + 𝑘2 𝑟𝑢𝜉𝜉 𝑢𝜉 = 0.
4 2 16 4 we set
(7)
Integrating (7) with respect to 𝜉 once, we have 𝑓 (𝜑) = 𝑎𝜑 + 𝑏𝜑2 + 2𝜑3 = 𝜑 (𝑎 + 𝑏𝜑 + 2𝜑2 ) . (15)
−16𝑘𝑐𝑢𝜉 + 4𝑘4 𝑢𝜉𝜉𝜉 − 8𝑘4 𝑢𝜉3 + 3𝑟2 𝑢𝜉 + 6𝑘2 𝑟𝑢𝜉2 = 0. (8) Let Δ = (33𝑟2 − 128𝑘𝑐)/4𝑘4 . Obviously, 𝑓(𝜑) has at
Setting 𝑢𝜉 = 𝜑, (8) becomes least one zero point (𝜑0 , 𝑓(𝜑0 )) = (0, 0). The number of the
singular points of the system (11) may be decided by the sign
−16𝑘𝑐𝜑 + 4𝑘4 𝜑𝜉𝜉 − 8𝑘4 𝜑3 + 3𝑟2 𝜑 + 6𝑘2 𝑟𝜑2 = 0. (9) of Δ. Obviously, the system (11) has only one trivial singular
point (0, 0). Thus the other singular points of the system (11)
Furthermore, (8) can be rewritten as are given as follows. (1) When Δ < 0, the system (11) has
only one trivial singular point (0, 0); (2) when Δ > 0, the
4𝑘4 𝜑𝜉𝜉 + (3𝑟2 − 16𝑘𝑐) 𝜑 + 6𝑘2 𝑟𝜑2 − 8𝑘4 𝜑3 = 0. (10) system (11) has two singular points (𝜑1,2 , 0), where 𝜑1 = (3𝑟 +
2𝑘2 √Δ)/8𝑘2 > 𝜑2 = (3𝑟 − 2𝑘2 √Δ)/8𝑘2 ; (3) when Δ = 0,
Letting 𝜑 = 𝑦, then we have the following planar system the system has a second-order singular point (𝜑3 , 0), where
𝑑𝜑 𝜑3 = 𝜑1 = 𝜑2 .
= 𝑦, We notice that the Jacobian of linearized system of the
𝑑𝜉
(11) system (11) at the singular points is given by
𝑑𝑦 (3𝑟2 − 16𝑘𝑐) 3𝑟
=− 𝜑 − 2 𝜑2 + 2𝜑3 .
𝑑𝜉 4𝑘4 2𝑘 𝐽 (𝜑𝑖 , 0) = −𝑓 (𝜑𝑖 ) , (𝑖 = 0, 1, 2, 3) . (16)
Abstract and Applied Analysis 3
Thus, the characteristic values of linearized system of the Proof. When 𝑟 = ±2√𝑘𝑐, we have 𝜑0,2 = −√𝑘𝑐/𝑘2 < 0 and
system (11) at (𝜑𝑖 , 0) are 𝜆 = ±√𝑓 (𝜑𝑖 ). From the qualitative 𝑓 (−√𝑘𝑐/𝑘2 ) < 0. According to the qualitative theory of
theory of dynamical system, we know that dynamical system, (𝜑0,2 , 0) are saddle points. Furthermore,
when 𝑟 = ±2√𝑘𝑐, −𝑓(𝜑1∗ ) = 𝑓(𝜑2∗ ) holds. Similarly, if 𝑟 ∈
(i) if 𝑓 (𝜑𝑖 ) > 0, (𝜑𝑖 , 0) is a saddle point;
(−4√3𝑘𝑐/3, −2√𝑘𝑐) ∪ (2√𝑘𝑐, 4√3𝑘𝑐/3), we have that (𝜑1,2 , 0)
(ii) if 𝑓 (𝜑𝑖 ) < 0, (𝜑𝑖 , 0) is a center point; is the saddle point and −𝑓(𝜑1∗ ) ≠ 𝑓(𝜑2∗ ) holds. Applying
(iii) if 𝑓 (𝜑𝑖 ) = 0, (𝜑𝑖 , 0) is a degenerate saddle point. Theorems 1 and 2 [12], Theorem 1 is proved.
Let In order to give the details of the bifurcation, if 𝑐 > 0,
𝑘 > 0, we can obtain the following six bifurcation boundaries:
𝐻 (𝜑, 𝑦) = ℎ, (17)
4√3𝑘𝑐
where ℎ is Hamiltonian value. When 𝑟2 ≥ 4𝑘𝑐, 𝐿1 : 𝑟 = − ,
3
𝑎 2 𝑏 3 1 4
𝐻 (𝜑, 0) = 𝜑 + 𝜑 + 𝜑 =0 (18) 𝐿 2 : 𝑟 = −2√𝑘𝑐,
2 3 2
has four real roots. 8√66𝑘𝑐
It is well known that the planar Hamiltonian system is 𝐿3 : 𝑟 = − ,
33
determined by its potential energy level curve and its singular (23)
point in the form of (𝜑∗ , 0). So, we are interested in looking 8√66𝑘𝑐
𝐿4 : 𝑟 = ,
for the possible zeros of (15) and determining whether there 33
are heteroclinic orbits, homoclinic orbits, periodic orbits at
different singular points. 𝐿 5 : 𝑟 = 2√𝑘𝑐,
In order to find the heteroclinic orbits and the homoclinic
orbits of the system (11), let 4√3𝑘𝑐
𝐿6 : 𝑟 = .
3
𝑓 (𝜑) = 𝑎 + 2𝑏𝜑 + 6𝜑2 = 0. (19)
All these bifurcation boundaries divide the parameter
From (19), we can get the following expressions of its roots: space into seven regions (see Figure 1(a)) in which different
phase portraits exist. All the corresponding phase portraits
3𝑟 + √27𝑟2 − 96𝑘𝑐 will be shown in Figure 2.
𝜑1∗ = ,
12𝑘2 If 𝑐 > 0, 𝑘 < 0, there is one bifurcation boundary:
(20)
3𝑟 − √27𝑟2 − 96𝑘𝑐 𝐿 7 : 𝑟 = 0. (24)
𝜑2∗ = .
12𝑘2
In this case, the corresponding phase portraits in two
Substituting (20) into (15), we can get bifurcation regions 𝐹7 and 𝐹8 (see Figure 1(b)) will be shown
in Figure 3.
𝑓 (𝜑1∗ ) = − ((3𝑟 + √27𝑟2 − 96𝑘𝑐) Assuming that the following conditions hold:
−1 𝑘 > 0, 𝑐 > 0, Δ ≥ 0. (𝐼)
× (15𝑟2 − 64𝑘𝑐 + 𝑟√27𝑟2 − 96𝑘𝑐)) (288𝑘6 ) ,
Therefore, we can obtain the phase portraits of the system (11)
𝑓 (𝜑2∗ ) = − ((−3𝑟 + √27𝑟2 − 96𝑘𝑐) in Figure 2.
Set
−1
× (−15𝑟2 − 64𝑘𝑐 + 𝑟√27𝑟2 − 96𝑘𝑐)) (288𝑘6 ) , ℎ𝑖 = 𝐻 (𝜑𝑖 , 𝑦) . (25)
(21)
According to Figure 2, we obtain Case 1 as follows.
𝑟 (−𝑟2 + 4𝑘𝑐)
−𝑓 (𝜑1∗ ) − 𝑓 (𝜑2∗ ) = − . (22) Case 1. Suppose that 𝑘 > 0, 𝑐 > 0, and Δ ≥ 0, in addition
2𝑘6 to one of conditions (1)–(12), we can obtain the sign of 𝑓 (𝜑𝑖 )
Theorem 1. When 𝑘 > 0, 𝑐 > 0, from (22), one has the and the relation among ℎ(𝜑𝑖 , 0) by choosing suitable 𝑟, 𝑘, and
following. 𝑐, respectively.
(i) When 𝑟 = ±2√𝑘𝑐, there are two heteroclinic orbits (1) When 𝑟 < −4√3𝑘𝑐/3, the fact is that ℎ0 < ℎ1 < ℎ2
formed by the saddle points (±2√𝑘𝑐, 0). exists and the system (11) has two saddles at (𝜑1,2 , 0) and
(ii) When 𝑟 ∈ (−4√3𝑘𝑐/3, −2√𝑘𝑐) ∪ (2√𝑘𝑐, 4√3𝑘𝑐/3), a center at (0, 0) determined by (16). When ℎ ∈ (ℎ0 , ℎ1 ),
there are no heteroclinic orbits, while there are homo- the system (11) has a family of periodic orbits in which the
clinic orbits formed by other saddle points except for periodic orbit Γ1 is included (see Figure 2(a)). When ℎ ∈
two saddle points (±2√𝑘𝑐, 0). (−∞, ℎ0 ) ∪ (ℎ2 , ∞), periodic orbits become open curves.
4 Abstract and Applied Analysis
15
−1 −0.5 0 0.5 1
10
−1
−2
0
1 2 3 4 5
k −3
−5
−10 −4
−15
−5
L2 L6 L7
L5 L3
L1 L4
(2) When 𝑟 = −4√3𝑘𝑐/3, the coefficient of 𝜑 vanishes. in the system (11) (see Figure 2(g)). The system (11) has a
Both singular points (𝜑0,1 , 0) are degenerated to (𝜑0 , 0) and family of open curves.
(𝜑2 , 0) becoming a saddle point in the system (11) (see (8) When 8√66𝑘𝑐/33 < 𝑟 < 2√𝑘𝑐, the system (11) has two
Figure 2(b)). In the system (11), all the level curves are saddles at (𝜑0,1 , 0) and a center at (𝜑2 , 0). The system (11) has
open. a family of open curves (see Figure 2(h)).
(3) When −4√3𝑘𝑐/3 < 𝑟 < −2√𝑘𝑐, the fact is that ℎ1 < (9) When 𝑟 = 2√𝑘𝑐, the system (11) has two saddles at
ℎ0 < ℎ2 exists and the system (11) has two saddles at (𝜑0,2 , 0)
(𝜑0,2 , 0) and a center at (𝜑1 , 0), where 𝜑2 = 2𝜑1 = −√𝑘𝑐/𝑘2 ,
and a center at (𝜑1 , 0). When ℎ = ℎ0 , the system (11) has
homoclinics orbit Γ4 and a special orbit Γ5 (see Figure 2(c)). ℎ2 = −9𝑐2 /4𝑘4 < ℎ0 = ℎ1 . When ℎ = ℎ0 , the system (11) has
When ℎ ∈ (ℎ1 , ℎ0 ), the system (11) has a family of periodic heteroclinic orbits consisting of Γ13 and Γ14 , which connects
orbits in which the periodic orbit Γ6 is included. When ℎ → two saddles (𝜑0,2 , 0). When ℎ ∈ (ℎ1 , ℎ0 ), the system (11) has
ℎ0− , periodic orbits become the homoclinic orbit Γ4 . When a family of periodic orbits in which the periodic orbit Γ15 is
ℎ ∈ (−∞, ℎ1 ), periodic orbits become open curves. included (see Figure 2(i)). But when ℎ → ℎ0+ , periodic orbits
become the heteroclinic orbit Γ13 and the orbit Γ14 .
(4) When 𝑟 = −2√𝑘𝑐, the system (11) has two saddles at
(𝜑0,2 , 0) and a center at (𝜑1 , 0), where 𝜑2 = 2𝜑1 = −√𝑘𝑐/𝑘2 , (10) When 2√𝑘𝑐 < 𝑟 < 4√3𝑘𝑐/3, the system (11) has two
saddles at (𝜑0,1 , 0) and a center at (𝜑2 , 0) and ℎ2 < ℎ0 < ℎ1
ℎ1 = −9𝑐2 /4𝑘4 < ℎ0 = ℎ2 . When ℎ = ℎ0 , the system (11) has exists. When ℎ = ℎ0 , the system (11) has homoclinics orbit
heteroclinic orbits consisting of Γ10 and Γ11 , which connects Γ7 and a special orbit Γ8 . When ℎ ∈ (ℎ0 , ℎ1 ), the system (11)
two saddles (𝜑0,2 , 0) (see Figure 2(d)). When ℎ ∈ (ℎ1 , ℎ0 ), has a family of periodic orbits in which the periodic orbit Γ9
the system (11) has a family of periodic orbits in which the is included (see Figure 2(j)). When ℎ → ℎ0+ , periodic orbits
periodic orbit Γ12 is included. But when ℎ → ℎ0− , periodic become the homoclinics orbit Γ7 . When ℎ ∈ (ℎ1 , ∞), periodic
orbits become the heteroclinic orbit Γ10 and the orbit Γ11 . orbits become open curves.
(5) When −2√𝑘𝑐 < 𝑟 < −8√66𝑘𝑐/33, we can obtain ℎ2 < (11) When 𝑟 = 4√3𝑘𝑐/3, the coefficient of 𝜑 vanishes.
ℎ1 < ℎ0 and the system (11) has two saddles at (𝜑0,2 , 0) and a Both singular points (𝜑0,2 , 0) are degenerated to (𝜑0 , 0) and
center at (𝜑1 , 0) (see Figure 2(e)). The system (11) has a family (𝜑1 , 0) becoming a saddle in the system (11) (see Figure 2(k)).
of open curves. In the system (11), all the level curves are open.
(6) When 𝑟 = −8√66𝑘𝑐/33, both singular points (𝜑1,2 , 0) (12) When 𝑟 > 4√3𝑘𝑐/3, the system (11) has two saddles
are degenerated to (−2√66𝑘𝑐/11, 0); (𝜑0 , 0) becomes a saddle at (𝜑1,2 , 0) and a center at (0, 0) and ℎ0 < ℎ2 < ℎ1 exists.
in the system (11) (see Figure 2(f)). The system (11) has a When ℎ ∈ (ℎ0 , ℎ2 ), the system (11) has a family of periodic
family of open curves. orbits in which the periodic orbit Γ16 is included. When ℎ ∈
(7) When 𝑟 = 8√66𝑘𝑐/33, both singular points (𝜑1,2 , 0) (−∞, ℎ0 ) ∪ (ℎ1 , ∞), periodic orbits become open curves (see
are degenerated to (2√66𝑘𝑐/11, 0), (𝜑0 , 0) becomes a saddle Figure 2(l)).
Abstract and Applied Analysis 5
2 8
6 4
y 1 y 4
y
2
2
0 0
0
−6 −5 −4 −3 −2 −1 0 1 −5 −4 −3 −2 −1 0 1 2
−2 −4 −3 −2 −1 0 1
𝜑 𝜑
𝜑 −2
−1 −4
−6
−4
−2 −8
(a) 𝑟 < −4√3𝑘𝑐/3 (b) 𝑟 = −4√3𝑘𝑐/3 (c) −4√3𝑘𝑐/3 < 𝑟 < −2√𝑘𝑐
2 2 2
y 1 y 1 y 1
0 0 0
−2.5 −2 −1.5 −1 −0.5 0 0.5 −2.5 −2 −1.5 −1 −0.5 0 0.5 −2.5 −2 −1.5 −1 −0.5 0 0.5
𝜑 𝜑 𝜑
−1 −1 −1
−2 −2 −2
(d) 𝑟 = −2√𝑘𝑐 (e) −2√𝑘𝑐 < 𝑟 < −8√66𝑘𝑐/33 (f) 𝑟 = −8√66𝑘𝑐/33
2 2 2
y 1 y 1 y 1
0 0 0
−0.5 0 0.5 1 1.5 2 2.5 −0.5 0 0.5 1 1.5 2 2.5 −0.5 0 0.5 1 1.5 2 2.5
𝜑 𝜑 𝜑
−1 −1 −1
−2 −2 −2
(g) 𝑟 = 8√66𝑘𝑐/33 (h) 8√66𝑘𝑐/33 < 𝑟 < 2√𝑘𝑐 (i) 𝑟 = 2√𝑘𝑐
4 6 4
y 4
y y
2 2
2
0
0 0
−2 −1 0 1 2 3 4 5
−1 0 1 2 3 4 −2 −1 0 1 2 3 4 5 6
𝜑
−2 𝜑 −2 𝜑
−4
−6
−4 −4
−8
(j) 2√𝑘𝑐 < 𝑟 < 4√3𝑘𝑐/3 (k) 𝑟 = 4√3𝑘𝑐/3 (l) 𝑟 > 4√3𝑘𝑐/3
Figure 2: The bifurcation phase portraits in different regions of Figure 1(a) for the system (11).
6 Abstract and Applied Analysis
10 10
y
y 5 5
0
−5 −4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4 5
𝜑 𝜑
−5 −5
−10 −10
(a) 𝑟 < 0 (b) 𝑟 > 0
Figure 3: The bifurcation phase portraits in different regions of Figure 1(b) for the system (11).
0.2 0.2
0.1 0.1
0 0
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
𝜒 𝜉
−0.1 −0.1
−0.2 −0.2
Figure 4: The periodic wave solutions of the system (11) and the system (3) when 𝑟 < −4√3𝑘𝑐/3, 𝑘 > 0, 𝑐 > 0, and Δ ≥ 0.
Assuming that the following conditions (14) When 𝑟 > 0, the system (11) has two saddles at
(𝜑1,2 , 0) and a center at (0, 0) and ℎ0 < ℎ2 < ℎ1 exists. When
𝑘 < 0, 𝑐>0 (𝐼𝐼) ℎ ∈ (ℎ0 , ℎ2 ) ∪ (ℎ2 , ℎ1 ), the system (11) has a family of periodic
orbits in which the periodic orbit Γ18 is included; under other
hold, according to Figure 3, we obtain Case 2 as follows. cases, periodic orbits become open curves (see Figure 4(b)).
Case 2. Suppose that 𝑘 < 0, 𝑐 > 0, similarly, we have the
following. 4. Smooth Solitary Wave Solutions, Periodic
Wave Solutions, and Kink Wave Solutions
(13) When 𝑟 < 0, the system (11) has two saddles at (𝜑1,2 , 0) for the System (11) and the System (3)
and a center at (0, 0) and ℎ0 < ℎ1 < ℎ2 exists. When ℎ ∈
(ℎ0 , ℎ1 )∪(ℎ1 , ℎ2 ), the system (11) has a family of periodic orbits In this section, we will seek all traveling wave solutions which
in which the periodic orbit Γ17 is included; under other cases, correspond to the special bounded phase orbits of the system
periodic orbits become open curves (see Figure 4(a)). (11) in Section 3. The explicit expressions of the system (3) are
Abstract and Applied Analysis 7
also obtained by all traveling wave solutions of the system (11) Proposition 3. Under conditions (𝐼), one has following results.
and the relation (4).
(i) When −4√3𝑘𝑐/3 < 𝑟 < −2√𝑘𝑐, the system (11) has
4.1. Smooth Solitary Wave Solutions, Periodic Wave Solutions, a smooth solitary wave solution of valley type, which
and Kink and Antikink Wave Solutions of the System (11). corresponds to the orbit Γ4 of 𝐻(𝜑, 𝑦) = ℎ0 .
From the qualitative theory of dynamical system, we know (ii) When 2√k𝑐 < 𝑟 < 4√3𝑘𝑐/3, the system (11) has
that a smooth solitary wave solution of a partial differ- a smooth solitary wave solution of peak type, which
ential system corresponds to a smooth homoclinic orbit corresponds to the orbit Γ19 of 𝐻(𝜑, 𝑦) = ℎ0 .
of a traveling wave equation. A periodic orbit of traveling
wave equation corresponds to a periodic traveling wave Finally, we mention the conditions of existence for kink
solution of a partial differential system. Similarly, a smooth wave solutions of the system (11).
heteroclinic orbit of traveling wave equation corresponds to a
smooth kink (antikink) wave solution of a partial differential Proposition 4. When conditions (𝐼) hold, the system (11) has
system. smooth kink (antkink) under one of the following conditions:
According to the above analysis, in this section, we con- (1) 𝑟 = −2√kc, the system (11) has smooth kink which
sider the existence and the explicit exact expressions of corresponds to the orbits Γ9 and Γ10 of 𝐻(𝜑, 𝑦) = ℎ0
smooth periodic wave solutions, smooth solitary wave solu- (see Figure 2(d));
tions, and smooth kink (antikink) wave solutions for the
system (11) and the system (3) under the parameter conditions (2) 𝑟 = 2√kc, the system (11) has smooth kink which
(𝐼) and (𝐼𝐼). corresponds to the orbits Γ14 and Γ15 of 𝐻(𝜑, 𝑦) = ℎ0
Firstly, we consider the existence of smooth periodic wave (see Figure 2(i)).
solutions under parameter conditions (𝐼) and (𝐼𝐼).
4.2. Exact Traveling Wave Solutions of the System (11) and the
Proposition 2. (i) When 𝑘 > 0, 𝑐 > 0, and Δ ≥ 0, the System (3). Firstly, we will obtain some explicit expressions of
system (11) has a family of smooth periodic wave solutions (see traveling wave solutions for the system (11) when conditions
Figure 2), which correspond to 𝐻(𝜑, 𝑦) = ℎ, ℎ ∈ 𝐼, where 𝐼 is (𝐼) and (𝐼𝐼) hold. Furthermore, using potential (4) for the
one of intervals in (1), (3), (4), (9), (10), and (12) of Case 1. system (3), its exact traveling wave solutions are given as
follows.
(1) When 𝑟 < −4√3𝑘𝑐/3, ℎ ∈ (ℎ0 , ℎ1 ), where ℎ0 < ℎ1 < ℎ2 We only choose one of the periodic orbits to calculate
in Case 1(1) (see Figure 2(a)). periodic wave solutions.
(1) Periodic wave solutions for the system (11) and the
(2) When −4√3𝑘𝑐/3 < 𝑟 < −2√𝑘𝑐, ℎ ∈ (ℎ1 , ℎ0 ), where
system (3).
ℎ1 < ℎ0 < ℎ2 in Case 1(3) (see Figure 2(c)).
There are periodic orbits such as Γ1 , Γ6 , Γ9 , Γ12 , Γ15 , Γ16 ,
(3) When 𝑟 = −2√𝑘𝑐, ℎ ∈ (ℎ1 , ℎ0 ), where ℎ1 < ℎ0 = ℎ2 in Γ17 , and Γ18 (see Figures 2(a), 2(c), 2(d), 2(i), 2(j), 2(l), 3(a),
Case 1(4) (see Figure 2(d)). and 3(b)), which correspond to periodic wave solutions for
the system (11). We only choose one of the periodic orbits
(4) When 𝑟 = 2√𝑘𝑐, ℎ ∈ (ℎ2 , ℎ0 ), where ℎ2 < ℎ0 = ℎ1 in (see Figure 2(a)) to calculate periodic wave solutions. This
Case 1(9) (see Figure 2(i)). method can be used for other periodic orbits.
(5) When 2√𝑘𝑐 < 𝑟 < 4√3𝑘𝑐/3, ℎ ∈ (ℎ0 , ℎ1 ), where ℎ2 < When 𝑟 < −4√3𝑘𝑐/3 (see Figure 2(a)), we notice that
ℎ0 < ℎ1 in Case 1(10) (see Figure 2(j)). there are periodic orbit Γ1 and two special orbits Γ2 , Γ3 passing
the points (𝜑4 , 0), (𝜑5 , 0), (𝜑6 , 0), and (𝜑7 , 0). In the (𝜑, 𝑦)-
(6) When 𝑟 > 4√3𝑘𝑐/3, ℎ ∈ (ℎ0 , ℎ2 ), where ℎ0 < ℎ1 < ℎ2 plane the expressions of the orbits are given as
in Case 1(12) (see Figure 2(l)).
(ii) When 𝑘 < 0, 𝑐 > 0, the system (11) has a family (3𝑟2 − 16𝑘𝑐) 27𝑟 3
𝑦 = ±√ − 𝜑2 − 𝜑 + 𝜑4 + ℎ
of smooth periodic wave solutions (see Figure 2), which corre- 8𝑘4 𝑘2 (26)
spond to 𝐻(𝜑, 𝑦) = ℎ, ℎ ∈ 𝐼, where 𝐼 is one of the intervals in
(13) and (14) of Case 2.
= ±√(𝜑 − 𝜑4 ) (𝜑 − 𝜑5 ) (𝜑 − 𝜑6 ) (𝜑 − 𝜑7 ),
(1) When 𝑟 < 0, ℎ ∈ (ℎ0 , ℎ1 )∪(ℎ1 , ℎ2 ), where ℎ0 < ℎ1 < ℎ2
in Case 2(13) (see Figure 3(a)). where 𝜑4 < 𝜑5 < 0 < 𝜑6 < 𝜑7 .
Substituting (26) into 𝑑𝜑/𝑑𝜉 = 𝑦 and integrating them
(2) When 𝑟 < 0, ℎ ∈ (ℎ0 , ℎ2 )∪(ℎ2 , ℎ1 ), where ℎ0 < ℎ2 < ℎ1 along Γ1 , Γ2 , and Γ3 , it follows that
in Case 2(14) (see Figure 3(b)).
𝜑 𝜉
1
Secondly, we discuss the existence of solitary wave solu- ±∫ 𝑑𝑠 = ∫ 𝑑𝑠.
tions under group (I). We can summarize the results for the
𝜑5 √(𝜑 − 𝜑4 ) (𝜑 − 𝜑5 ) (𝜑 − 𝜑6 ) (𝜑 − 𝜑7 ) 0
Completing the above integral, we obtain one of the periodic Completing the above integral, we obtain the following soli-
traveling wave solutions (see Figure 4(a)) of (26): tary wave solution (see Figure 5(a)) of the system (11):
𝜑1 (𝜉) 2𝜑8 𝜑9
𝜑2 (𝜉) = .
(𝜑8 − 𝜑9 ) cosh ((√2/2) √𝜑8 𝜑9 𝜉) + 𝜑8 + 𝜑9
(𝜑5 − 𝜑4 ) 𝑠𝑛 (𝜉, 𝜑4 , 𝜑5 , 𝜑6 , 𝜑7 )
= 𝜑4 + , (33)
1 − ((𝜑6 − 𝜑5 ) / (𝜑6 − 𝜑4 )) 𝑠𝑛 (𝜉, 𝜑4 , 𝜑5 , 𝜑6 , 𝜑7 )
(28) Noting (6), we obtain the following exact solitary wave
solutions (see Figure 5(a)) of the system (11) from (33):
where 𝑠𝑛(𝜉, 𝜑4 , 𝜑5 , 𝜑6 , 𝜑7 ) = 𝑠𝑛2 (√2(𝜑5 − 𝜑7 )(𝜑4 − 𝜑6 )𝜉/2,
(𝜑6 − 𝜑5 )(𝜑7 − 𝜑4 )/(𝜑7 − 𝜑5 )(𝜑6 − 𝜑4 )). 𝑞2 (𝑥, 𝑦, 𝑡)
Noting (6), we obtain the the following exact periodic 2𝑎𝑘2
wave solutions of the system (11) from (28): =− ,
2√𝑟2 − 4𝑘𝑐 cosh ((√2𝑎/2) (𝑘𝑥 + 𝑟𝑦 − 𝑐𝑡)) − 𝑟
𝑞1 (𝑥, 𝑦, 𝑡) (34)
(𝜑5 − 𝜑4 ) 𝑠𝑛 (𝑥, 𝑦, 𝑡, 𝜑4 , 𝜑5 , 𝜑6 , 𝜑7 ) where 𝑞2 (𝑥, 𝑦, 𝑡) is a solitary wave solution of the system (11).
= 𝜑4 + ,
1 − ((𝜑6 − 𝜑5 ) / (𝜑6 − 𝜑4 )) 𝑠𝑛 (𝑥, 𝑦, 𝑡, 𝜑4 , 𝜑5 , 𝜑6 , 𝜑7 ) Since 𝑢(𝜉) = ∫ 𝜑(𝜉)𝑑𝜉, integrating (33) about 𝜉, we can
(29) obtain
𝑢2 (𝜉)
where 𝑠𝑛(𝑥, 𝑦, 𝑡, 𝜑4, 𝜑5, 𝜑6, 𝜑7) = 𝑠𝑛2 (2√(𝜑5 − 𝜑7 )(𝜑4 − 𝜑6)(𝑘𝑥+
𝑟𝑦 − 𝑐𝑡)/2, (𝜑6 − 𝜑5 )(𝜑7 − 𝜑4 )/(𝜑7 − 𝜑5 )(𝜑6 − 𝜑4 )). 𝑞1 (𝑥, 𝑦, 𝑡) is (𝑟 + 2√𝑟2 − 4𝑘𝑐) tanh (√2𝑎𝜉/4)
one of the smooth periodic wave solutions of the system (11). = 2√2tanh−1 ( ).
2𝑘2 √𝑎
Since 𝑢1 (𝜉) = ∫ 𝜑1 (𝜉)𝑑𝜉, integrating (28) about 𝜉, by (6), (35)
we can obtain one of smooth wave solutions 𝑢1 (𝑥, 𝑦, 𝑡) of sys-
tem (5). Applying the potential (4), the periodic wave solution According to (6), wave solutions of traveling wave equation
for the system (3) is obtained as follows: (7) from (5) are able to obtain
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
𝜉 𝜉
−0.1 −0.1
−0.2 −0.2
−0.3 −0.3
y y
−0.4 −0.4
−0.5 −0.5
−0.6 −0.6
−0.7 −0.7
(a) 𝜑2 (𝜉) (b) 𝑤2 (𝜉)
Figure 5: The solitary wave of the system (11) and the system (3) when −4√3𝑘𝑐/3 < 𝑟 < −2√𝑘𝑐, 𝑘 > 0, 𝑐 > 0, and Δ ≥ 0.
When 2√𝑘𝑐 < 𝑟 < 4√3𝑘𝑐/3 (see Figure 2(j)), the expres- According to (6), one of the smooth wave solutions of (5) is
sions of the homoclinic orbit Γ7 and the special orbit Γ8 able to obtain
passing the points (𝜑11 , 0), (0, 0), and (𝜑12 , 0) are given as in
(𝜑, 𝑦)-plane: 𝑢3 (𝑥, 𝑦, 𝑡)
𝑞3 (𝑥, 𝑦, 𝑡)
2
√2𝑎 (𝑘𝑥 + 𝑟𝑦 − 𝑐𝑡)
2𝑘 𝑎 2 (41) × (cosh ( ))
= , 4
√ 2 √
2 𝑟 − 4𝑘𝑐 cosh (( 2𝑎/2) (𝑘𝑥 + 𝑟𝑦 − 𝑐𝑡)) + 𝑟
−1
where 𝑞3 (𝑥, 𝑦, 𝑡) is a solitary wave solution of the system (11).
−4𝑟√𝑟2 − 4𝑘𝑐 + 5𝑟2 − 16𝑘𝑐) ,
Since 𝑢(𝜉) = ∫ 𝜑(𝜉)𝑑𝜉, integrating (40) about 𝜉, we can
obtain (44)
(−𝑟 + 2√𝑟2 − 4𝑘𝑐) tanh (√2𝑎𝜉/4)
𝑢3 (𝜉) = −2√2tanh−1 ( ). where 𝑤3 (𝑥, 𝑦, 𝑡) is a solitary wave solution of the system (3).
2𝑘2 √𝑎 Applying (6), the solitary wave solution 𝑤3 (𝜉) is obtained for
(42) the system (3) (see Figure 6(b)).
10 Abstract and Applied Analysis
0.7 0.7
0.6 0.6
0.5 0.5
0.4 0.4
y y
0.3 0.3
0.2 0.2
0.1 0.1
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
𝜉 𝜉
(a) 𝜑3 (𝜉) (b) 𝑤3 (𝜉)
Figure 6: The solitary wave of the system (11) and the system (3) when 2√𝑘𝑐 < 𝑟 < 4√3𝑘𝑐/3, 𝑘 > 0, 𝑐 > 0, and Δ ≥ 0.
Remark 6. In [11], only one solitary wave solution of peak Noting (6), we obtain the exact wave solution of the system
type wave solutions of the system (3) is obtained. However, (11) from (47). Consider
the solitary wave solutions of system (3) cannot be found
by Hirota’s bilinear method [3]. Fortunately, we obtain all √𝑘𝑐 (1 − tanh (√2𝑘𝑐 (𝑘𝑥 + 𝑟𝑦 − 𝑐𝑡) /2𝑘2 ))
𝑞4 (𝑥, 𝑦, 𝑡) = − ,
solitary wave solutions of the system (11) and the system (3). 2𝑘2
(48)
(3) Kink (antikink) wave solutions for the system (11) and
the system (3). where 𝑞4 (𝑥, 𝑦, 𝑡) is a kink wave solution of the system (11).
When 𝑟 = −2√𝑘𝑐 (see Figure 2(d)), in (𝜑, 𝑦)-plane, the Since 𝑢(𝜉) = ∫ 𝜑(𝜉)𝑑𝜉, integrating (47) about 𝜉, we can
expressions of the heteroclinic orbits Γ10 and Γ11 passing the obtain
points (𝜑13 , 0), (0, 0) are given as 𝑢4 (𝜉)
1 √ √2
𝑐𝜑2 √𝑘𝑐 1 = −( 𝑘𝑐𝜉 +
𝑦 = ±√ 3 + 2 2 𝜑3 + 𝜑4 , (45) 2𝑘 2 4
𝑘 𝑘 2
√2𝑘𝑐𝜉 (49)
when 𝐻(𝜑, 𝑦) = 0, where 𝜑13 = −√𝑘𝑐/𝑘2 < 0. × ( ln (1 + tanh ( ))
2𝑘2
Substituting (45) into 𝑑𝜑/𝑑𝜉 = 𝑦 and integrating them
along Γ10 and Γ11 , we have √2 √2𝑘𝑐𝜉
+ ln (1 − tanh ( )))) .
4 2𝑘2
𝜑
1 √2 𝜉
∫ 𝑑𝑠 = ∫ 𝑑𝑠, According to (6), kink wave solutions of (5) are able to obtain
𝜑13 2 2 0 (46a)
√ 𝜑2 (𝜑 + √𝑘𝑐/𝑘2 )
𝑢4 (𝑥, 𝑦, 𝑡)
𝜑
1 √2 𝜉 1 √
−∫ 𝑑𝑠 = ∫ 𝑑𝑠. = −( 𝑘𝑐 (𝑘𝑥 + 𝑟𝑦 − 𝑐𝑡)
𝜑13 2 2 0 (46b) 2𝑘2
√ 𝜑2 (𝜑 + √𝑘𝑐/𝑘2 )
√2 √2𝑘𝑐 (𝑘𝑥 + 𝑟𝑦 − 𝑐𝑡)
+ ( ln (− tanh ( ) − 1)
Completing the above integral (46a), we obtain the following 4 2𝑘2
kink wave solution of the system (11) (see Figure 7(a)):
√2 √2𝑘𝑐 (𝑘𝑥 + 𝑟𝑦 − 𝑐𝑡)
+ ln (1 − tanh ( )))) .
√𝑘𝑐 (1 − tanh (√2𝑘𝑐𝜉/2𝑘2 )) 4 2𝑘2
𝜑4 (𝜉) = − . (47)
2𝑘2 (50)
Abstract and Applied Analysis 11
−4 −2 0 2 4 −4 −2 0 2 4
𝜉 𝜉
−0.5 −0.5
y −1 y −1
−1.5 −1.5
−2 −2
2 2
(a) 𝜑4 (𝜉) = −(√𝑘𝑐(1 − tanh(√2𝑘𝑐𝜉/2𝑘 )))/2𝑘 (b) 𝑤4 (𝜉) = √𝑘𝑐(−1 + tanh(√2𝑘𝑐𝜉/2𝑘2 ))/2𝑘
−4 −2 0 2 4 −4 −2 0 2 4
𝜉 𝜉
−0.5 −0.5
y −1 y −1
−1.5 −1.5
−2 −2
(c) 𝜑4 (𝜉) = √𝑘𝑐(1 + tanh(√2𝑘𝑐𝜉/2𝑘2 ))/ − 2𝑘2 (d) 𝑤4 (𝜉) = √𝑘𝑐(1 + tanh(√2𝑘𝑐𝜉/2𝑘2 ))/ − 2𝑘
Figure 7: The kink (antikink) wave solutions of the system (11) and the system (3) when 𝑟 = −2√𝑘𝑐, 𝑘 > 0, 𝑐 > 0, and Δ ≥ 0.
Using the potential (4), the kink wave solution for the √𝑘𝑐 (1 + tanh (√2𝑘𝑐 (𝑘𝑥 + 𝑟𝑦 − 𝑐𝑡) /2𝑘2 ))
system (3) are obtained as follows: 𝑤4 (𝑥, 𝑦, 𝑡) = − ,
2𝑘
(53)
√𝑘𝑐 (1 − tanh (√2𝑘𝑐 (𝑘𝑥 + 𝑟𝑦 − 𝑐𝑡) /2𝑘2 ))
𝑤4 (𝑥, 𝑦, 𝑡) = − ,
2𝑘 for the system (11) and the system (3), respectively (see
(51) Figures 7(c) and 7(d)).
When 𝑟 = 2√𝑘𝑐 (see Figure 2(i)), in (𝜑, 𝑦)-plane, the
where 𝑤4 (𝑥, 𝑦, 𝑡) is the smooth kink wave solution of the expressions of the heteroclinic orbits Γ13 and Γ14 passing the
system (3). The smooth kink wave solution 𝑤4 (𝜉) of the sys- points (0, 0), (𝜑14 , 0) are given as
tem (3) is obtained from (51) (see Figure 7(b)). Analogously,
completing the above integral (46b), we have the following
𝑐𝜑2 √𝑘𝑐 1
antikink wave solution 𝑦 = ±√ 3
− 2 2 𝜑3 + 𝜑4 , (54)
𝑘 𝑘 2
√𝑘𝑐 (1 + tanh (√2𝑘𝑐𝜉/2𝑘2 ))
𝜑4 (𝜉) = − , (52) when 𝐻(𝜑, 𝑦) = 0, 𝜑14 = √𝑘𝑐/𝑘2 > 0.
2𝑘2
12 Abstract and Applied Analysis
Substituting (54) into 𝑑𝜑/𝑑𝜉 = 𝑦 and integrating them Applying the potential (4), the kink wave solution of the
along Γ13 and Γ14 , we have system (3) is obtained as follows:
𝑤5 (𝑥, 𝑦, 𝑡)
𝜑14 √2 𝜉
∫ 𝑑𝑠 = ∫ 𝑑𝑠, √𝑘𝑐 (1 + tanh (√𝑘𝑐 (𝑘𝑥 + 𝑟𝑦 − 𝑐𝑡) /2𝑘)) (60)
𝜑 2 0 (55a)
√ 𝜑2 (𝜑 − √𝑘𝑐/𝑘2 ) = ,
2𝑘
where 𝑤5 (𝑥, 𝑦, 𝑡) is the smooth kink wave solution of the
𝜑14 √2 𝜉
system (3).
−∫ 𝑑𝑠 = ∫ 𝑑𝑠.
𝜑 2 0 (55b) Noting (6), we can obtain the smooth kink wave solution
√ 𝜑2 (𝜑 − √𝑘𝑐/𝑘2 )
𝑤5 (𝜉) of the system (3) (see Figure 8(b)). Analogously, com-
pleting the above integral (55b), we obtain the exact antikink
wave solution:
Completing the above integral (55a), we obtain the exact kink
wave solution of the system (11) (see Figure 8(a)): √𝑘𝑐 (1 − tanh (√2𝑘𝑐𝜉/2𝑘2 ))
𝜑5 (𝜉) = ,
2𝑘2
√𝑘𝑐 (1 + tanh (√2𝑘𝑐𝜉/2𝑘2 )) (61)
(56) √𝑘𝑐 (1 − tanh (√𝑘𝑐 (𝜉) /2𝑘))
𝜑5 (𝜉) = .
2𝑘2 𝑤5 (𝜉) = ,
2𝑘
Noting (6), we obtain the following exact wave solution of the for the system (11) and the system (3), respectively (see
system (11) from (56): Figures 8(c) and 8(d)).
√2 √2𝑘𝑐 (𝑘𝑥 + 𝑟𝑦 − 𝑐𝑡) Theorem 10. Under conditions (𝐼), the following results hold.
− ln (1 + tanh ( )))).
4 2𝑘2 (1) When 𝑟 = −2√𝑘𝑐, the system (11) has an exact smooth
(59) kink wave solution 𝑞4 (𝑥, 𝑦, 𝑡), which corresponds to
Abstract and Applied Analysis 13
2 2
1.5 1.5
y 1 y 1
0.5 0.5
−4 −2 0 2 4 −4 −2 0 2 4
𝜉 𝜉
(a) 𝜑5 (𝜉) = √𝑘𝑐(1 + tanh(√2𝑘𝑐𝜉/2𝑘2 ))/2𝑘2 (b) 𝑤5 (𝜉) = √𝑘𝑐(1 + tanh(√𝑘𝑐𝜉/2𝑘))/2𝑘
2 2
1.5 1.5
y 1 y 1
0.5 0.5
−4 −2 0 2 4 −4 −2 0 2 4
𝜉 𝜉
(c) 𝜑5 (𝜉) = √𝑘𝑐(1 − tanh(√2𝑘𝑐𝜉/2𝑘2 ))/2𝑘2 (d) 𝑤5 (𝜉) = √𝑘𝑐(1 − tanh(√𝑘𝑐𝜉/2𝑘))/2𝑘
Figure 8: The kink (antikink) wave solutions of system (11) and (3) when 𝑟 = 2√𝑘𝑐, 𝑘 > 0, 𝑐 > 0, and Δ ≥ 0.
the kink wave solution 𝑤4 (𝑥, 𝑦, 𝑡) of the system (3), integrability of these models in [3], multiple kink solutions
respectively. and multiple singular kink solutions were formally derived
for the third model. Compared to the method in [3], the
(2) When 𝑟 = 2√𝑘𝑐, the system (11) has an exact smooth necessary condition which is among the coefficients of the
kink wave solution 𝑞5 (𝑥, 𝑦, 𝑡), which corresponds to the spatial variables is not necessary in our method. In [11], only
kink wave solution 𝑤5 (𝑥, 𝑦, 𝑡) of the system (3). solitary wave solutions are obtained by a special traveling
wave transform. To our knowledge, we completely obtain all
5. Discussion solitary wave solutions and kink (antikink) wave solutions
for these models by the bifurcation method of dynamical
In this work we obtain all wave solutions of the complete system. The idea of applying the method of dynamical system
integrability of the (2+1)-dimensional nonlinear evolution to research the complete integrability can be used for other
equation, the third model, by dynamical systems method. models. This will be examined in forthcoming works. For the
This method can be used for the remaining three models. remaining three models, we can follow the same approach to
By determining the necessary condition for the complete derive all wave solutions for them.
14 Abstract and Applied Analysis
Conflict of Interests [12] Y. Zhou and Q. Liu, “Bifurcation of travelling wave solutions for
a (2 + 1)-dimensional nonlinear dispersive long wave equation,”
The authors declare that there is no conflict of interests Applied Mathematics and Computation, vol. 189, no. 1, pp. 970–
regarding the publication of this paper. 979, 2007.
Acknowledgments
The authors gratefully acknowledge the support of the
National Natural Science Foundation of China through Grant
nos. 11072007, 11372014, and 11290152, the Natural Science
Foundation of Beijing through Grant no. 1122001, the Inter-
national Science and Technology Cooperation Program of
China through Grant no. 2014DFR61080, and the Research
Fund for the Doctoral Program of Higher Education of China
through Grant no. 20131103120027. All authors wish to thank
professor Li Jibin for many valuable suggestions leading to the
improvement of this paper.
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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2015, Article ID 354918, 11 pages
http://dx.doi.org/10.1155/2015/354918
Research Article
Hopf Bifurcation, Cascade of Period-Doubling, Chaos,
and the Possibility of Cure in a 3D Cancer Model
Copyright © 2015 Marluci Cristina Galindo et al. This is an open access article distributed under the Creative Commons
Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is
properly cited.
We study a cancer model given by a three-dimensional system of ordinary differential equations, depending on eight parameters,
which describe the interaction among healthy cells, tumour cells, and effector cells of immune system. The model was previously
studied in the literature and was shown to have a chaotic attractor. In this paper we study how such a chaotic attractor is formed.
More precisely, by varying one of the parameters, we prove that a supercritical Hopf bifurcation occurs, leading to the creation of a
stable limit cycle. Then studying the continuation of this limit cycle we numerically found a cascade of period-doubling bifurcations
which leads to the formation of the mentioned chaotic attractor. Moreover, analyzing the model dynamics from a biological point
of view, we notice the possibility of both the tumour cells and the immune system cells to vanish and only the healthy cells survive,
suggesting the possibility of cure, since the interactions with the immune system can eliminate tumour cells.
of these cells is given by the following three-dimensional point, we numerically found the occurrence of a cascade of
adimensional system of ordinary differential equations (for period-doubling bifurcations which leads to the formation
details on the derivation of the system, see the nice paper of the chaotic attractor shown to exist in [6]. Trying to
[6]), analyse this dynamical behaviour from the biological point
of view, we observed that, after the occurrence of chaotic
𝑑𝑥 dynamics, both the tumour cells and the immune system
= 𝑥 (1 − 𝑥) − 𝑎𝑥𝑦 − 𝑏𝑥𝑧, cells (represented by the coordinates 𝑥(𝑡) and 𝑧(𝑡)) vanish
𝑑𝑡
and only the healthy cells remain positive and their amount
𝑑𝑦 tends to the carrying capacity 𝑦(𝑡) = 1. The chaotic dynamics
= 𝑐𝑦 (1 − 𝑦) − 𝑑𝑥𝑦, (1)
𝑑𝑡 occurs when the parameter 𝑎 varies from the critical value 𝑎 ≅
𝑑𝑧 𝑒𝑥𝑧 0.717455 to 𝑎 = 1.0 and the dynamics is not affected by the
= − 𝑔𝑥𝑧 − ℎ𝑧, variation of parameter 𝑏, which must only be taken different
𝑑𝑡 𝑥+𝑓
from zero, as will be shown in the calculations ahead. In
this way, the bifurcation analysis presented here is performed
in which the parameters 𝑎, 𝑏, 𝑐, 𝑑, 𝑒, 𝑓, 𝑔, ℎ are all positive. focusing on the variation of parameter 𝑎.
The equations of system (1) describe the variation rate of The parameter 𝑎 considered in the mentioned bifurcation
tumour cells, healthy cells, and effector cells with the time analysis represents the interaction between the cancer cells
𝑡. In the first equation, a logistic growth of tumour cells is and the healthy cells. However, this parameter can also be
considered, the term 𝑎𝑥𝑦 represents the negative effects that related to the action of the immune system cells against
the healthy cells have on tumour cells, and 𝑏𝑥𝑧 represents the cancer cells. In fact, we can rewrite the first equation of system
negative effects that the effector cells of the immune system (1) as
exert on tumour cells. In the second equation, the healthy
cells also grow logistically, with growth rate 𝑐. The term 𝑑𝑥𝑦
𝑑𝑥 𝑏
represents the negative effects that tumour cells exert on = 𝑥 (1 − 𝑥) − 𝑎𝑥 (𝑦 + 𝑧) . (2)
healthy cells. In the last equation, 𝑒𝑥𝑧/(𝑥 + 𝑓) describes the 𝑑𝑡 𝑎
stimulation of the immune system by tumour cells through
specific antigens. Therefore, the stimulus of the immune In this way, for 𝑎 smaller than 1.0 and 𝑏 ≠ 0 fixed, the
system depends directly on the number of tumour cells. negative effect of the immune system cells onto the tumour
The term 𝑔𝑥𝑧 represents the negative effects that tumour cells is more significant and it decreases as 𝑎 approaches the
cells exert on the effector cells of the immune system and, critical value 𝑎 = 1.0, when the chaotic dynamics occurs.
finally, ℎ refers to the natural death rate of the effector cells. Although being a very complex matter, this and another
It is important to notice that system (1) is a slight modi- tentative analysis relating the dynamical behaviour and the
fication of a model of cancer without treatment, proposed biological meaning of the variables of system (1) will be
in [7], where a first phase space analysis of the model was further considered later on, in Sections 2, 4, and 5.
presented. We believe that the bifurcation analysis and the biological
In [6], by using the Shilnikov’s theorem [8] and by the considerations presented here complement the results and
calculation of Lyapunov exponents and Lyapunov dimension, the analysis of system (1) performed in [6, 7, 9].
the authors have shown that system (1) presents a chaotic The paper is organized as follows. In this introductory
attractor for the following fixed set of parameters: 𝑎 = 1.0, section, we present the studied model, describing the vari-
𝑏 = 2.5, 𝑐 = 0.6, 𝑑 = 1.5, 𝑒 = 4.5, 𝑓 = 1.0, 𝑔 = 0.2, ables and parameters involved, and state the main results
and ℎ = 0.5. In a second paper concerning the dynamical obtained. In Section 2, we make a linear analysis of system
analysis of system (1) [9], the authors described in detail the (1): calculate the equilibrium points, check whether these
topological structure of this chaotic attractor. However, in equilibria are biologically admissible (i.e., if all their coor-
none of these papers the authors show how this attractor is dinates are nonnegative), analyse their local stability, and
formed nor do they relate the chaotic behaviour of system (1) give an outline of the Hopf bifurcation theorem. In Section 3
with biological aspects of the cancer evolution. we prove the main result of the paper, the occurrence of
In this paper we analyse the local stability of the equilibria a supercritical Hopf bifurcation in one of the equilibrium
of system (1); then, varying two of the parameters involved, points of system (1), which gives rise to a small stable
namely, the parameters 𝑎 and 𝑏, and taking for the other limit cycle; we also present some numerical simulations
parameters the same values considered in [6], we perform which corroborate with the occurrence of this bifurcation.
a bifurcation analysis of system (1). Through this analysis In Section 4 we numerically show that a cascade of period-
we prove that, for 𝑏 > 0 fixed and varying the parameter doubling bifurcations occurs with the limit cycle created at
𝑎, the system presents a supercritical Hopf bifurcation at the Hopf bifurcation, leading to the creation of a chaotic
an equilibrium point for the critical value 𝑎 ≅ 0.717455, attractor (exactly that one shown to exist in [6]). Finally,
which leads to the creation of a small stable limit cycle. Section 5 presents some concluding remarks, including a
Furthermore, numerically studying the continuation of this possible interpretation of the dynamical properties of system
stable limit cycle by increasing the parameter 𝑎 from the Hopf (1) from a biological point of view.
Abstract and Applied Analysis 3
2. Linear Analysis the values of parameters extracted from [6], that is, 𝑐 = 0.6,
𝑑 = 1.5, 𝑒 = 4.5, 𝑓 = 1, 𝑔 = 0.2, and ℎ = 0.5, and letting
Considering 𝑥̇ = 𝑦̇= 𝑧̇ = 0 in system (1), we obtain the the parameters 𝑎 and 𝑏 vary. For these parameter values we
following equilibrium points (for details on the calculation obtain
and on the local analysis of the equilibrium points of system
(1), see [6]): 0.867497
𝐸 = (0.132503, 0, ),
𝑏
𝐴 = (0, 0, 0) , 𝐵 = (0, 1, 0) , 17.867497
𝐸1 = (18.8675, 0, − ),
𝐶 = (1, 0, 0) , 𝐸 = (𝑥, 0, 𝑧) , 𝑏
(3) 2 (𝑎 − 1) 3
𝑐 (𝑎 − 1) 𝑑 − 𝑐 𝐹=( , , 0) ,
𝐸1 = (𝑥1 , 0, 𝑧1 ) , 𝐹=( , , 0) , 5𝑎 − 2 5𝑎 − 2
𝑎𝑑 − 𝑐 𝑎𝑑 − 𝑐
0.1 (8.675 − 6.687𝑎)
𝐺 = (𝑥2 , 𝑦2 , 𝑧2 ) , 𝐺1 = (𝑥3 , 𝑦3 , 𝑧3 ) . 𝐺 = (0.132503, 0.668742, ),
𝑏
These equilibria are called biologically admissible if their 0.1 (−178.675 + 461.687𝑎)
𝐺1 = (18.8675, −46.1687, ).
three coordinates are greater than or equal to zero. The 𝑏
equilibrium points 𝐴, 𝐵, and 𝐶 satisfy such condition. (4)
For the equilibrium point 𝐹 we have the following
possibilities: Note that the equilibria 𝐴, 𝐵, 𝐶 remain the same and 𝐸1
and 𝐺1 are not biologically admissible; therefore it will not
(i) if 𝑎 = 1, the equilibrium 𝐹 coincides with the be considered here. Let us analyse the conditions on the
equilibrium 𝐵; equilibria 𝐸, 𝐹, and 𝐺.
(ii) if 𝑐 = 𝑑, 𝐹 coincides with the equilibrium 𝐶; (i) 𝐸 is biologically admissible, since we are considering
𝑏 > 0;
(iii) if 𝑎 > 1, 𝑎𝑑 > 𝑐, and 𝑑 > 𝑐, 𝐹 is biologically admissible; (ii) the equilibrium 𝐹 exists if 𝑎 ≠0.4 and coincides with
(iv) if 𝑎 < 1, 𝑎𝑑 < 𝑐, and 𝑑 < 𝑐, 𝐹 is also admissible; the equilibrium 𝐵 for 𝑎 = 1, as seen previously. If 𝑎 >
1, 𝐹 is biologically admissible, which does not occur
(v) if none of the previous inequalities are satisfied, 𝐹 is if 𝑎 < 1;
not biologically admissible.
(iii) 𝐺 is biologically admissible if 𝑎 < 1.2972, since 𝑏 > 0.
As the equilibria 𝐸, 𝐸1 and 𝐺, 𝐺1 may present negative
coordinates, aiming to simplify the analysis of system (1), we 2.1. Linear Stability of the Equilibrium Points. The Jacobian
will present a study of the feasibility of these equilibria using matrix of system (1) at a point (𝑥, 𝑦, 𝑧) is given by
1 − 2𝑥 − 𝑎𝑦 − 𝑏𝑧 −𝑎𝑥 −𝑏𝑥
−1.5𝑦 0.6 − 1.2𝑦 − 1.5𝑥 0
𝐽=( 2
). (5)
0.1𝑧 (43 − 2𝑥 − 4𝑥) 0.1 (38𝑥 − 2𝑥2 − 5)
0
(𝑥 + 1)2 𝑥+1
It will be used bellow to study the local stability of the Thus, the stability of 𝐵 depends on the value of 𝜆 1 ,
admissible equilibria. whereas the other two eigenvalues are negative. If
𝜆 1 > 0, that is, if 𝑎 < 1, then the equilibrium 𝐵
(i) Equilibrium 𝐴 = (0, 0, 0): the Jacobian matrix 𝐽
is a saddle point, therefore unstable; if 𝑎 > 1, 𝐵 is
applied at 𝐴 has the eigenvalues
asymptotically stable (a stable node); and if 𝑎 = 1, 𝐵
𝜆 1 = 1, 𝜆 2 = 0.6, 𝜆 3 = −0.5. (6) is nonhyperbolic, since 𝜆 1 = 0. The equilibrium point
𝐵 itself represents the absence of cancer and immune
As 𝜆 1 > 0 and 𝜆 2 > 0, 𝐴 is (unstable) saddle point, system cells and the permanence of the healthy cells,
which is coherent from the biological point of view, which tend to its carrying capacity 𝑦(𝑡) = 1. In this
since this point represents the simultaneous extinc- way, from the biological point of view the instability of
tion of normal cells, immune cells, and tumour cells. 𝐵 (case 𝑎 < 1) represents the existence of cancer cells
(ii) Equilibrium 𝐵 = (0, 1, 0): the eigenvalues of the and, consequently, the existence of immune system
matrix 𝐽 at this point are cells that is the persistence of the disease; on the
other hand, the stability of 𝐵 represents the absence
𝜆 1 = 1 − 𝑎, 𝜆 2 = −0.6, 𝜆 3 = −0.5. (7) of disease, which could be possible through a given
4 Abstract and Applied Analysis
treatment or by the action of the immune system. As (vi) Equilibrium 𝐺 = (0.132503, 0.668742, 0.1(8.675 −
the model considered does not admit treatment and 6.687𝑎)/𝑏): the Jacobian matrix 𝐽 calculated at the
includes the action of immune system cells, we expect point 𝐺 has the following characteristic polynomial
that these cells somehow combat the tumour cells,
thus enabling the cure, which justifies the possible 𝜆3 + 𝑎1 𝜆2 + 𝑎2 𝜆 + 𝑎3 = 0, (13)
stability of the equilibrium point 𝐵 (case 𝑎 > 1).
(iii) Equilibrium 𝐶 = (1, 0, 0): the Jacobian matrix 𝐽 at 𝐶 where 𝑎1 = 0.533748, 𝑎2 = 0.433476 − 0.426092𝑎, and
has the eigenvalues 𝑎3 = 0.152597 − 0.117636𝑎. Hence the linear stability
of 𝐺 depends on the value of parameter 𝑎.
𝜆 1 = −1, 𝜆 2 = −0.9, 𝜆 3 = 1.55. (8)
We observe that the equilibrium point 𝐺 plays an impor-
As 𝜆 3 > 0, 𝐶 is a saddle point; therefore it is unstable, tant role in our analysis, since it represents the coexistence
which is expected from the biological standpoint, of the three types of cells considered in the model. Thus a
since this equilibrium point represents the extinction detailed analysis of its stability will be presented here. The
of healthy and immune cells, remaining only tumour following result will be used in such analysis (for a proof, see
cells. [10]).
(iv) Equilibrium 𝐸 = (0.132503, 0, (0.867497/𝑏)): the Lemma 1. Consider the cubic polynomial
Jacobian matrix 𝐽 calculated at 𝐸 has the eigenvalues
𝑝 (𝑥) = 𝑥3 + 𝑎𝑥2 + 𝑏𝑥 + 𝑐, (14)
𝜆 1 = 0.401245, 𝜆 2 = −0.6625 + 0.613𝑖,
(9)
𝜆 3 = −0.6625 − 0.613𝑖, with real coefficients.
from which follows that 𝐸 is a saddle-focus. As 𝜆 1 > (a) Then (Routh-Hurwitz Criterion) 𝑝 is stable (i.e., all its
0, the equilibrium 𝐸 is unstable, which could be roots have negative real part) if and only if
possible from the biological point of view, since this
equilibrium represents the extinction of healthy cells 𝑎, 𝑏, 𝑐 > 0, 𝑎𝑏 − 𝑐 > 0. (15)
and the persistence of tumour cells and immune
system cells. (b) If 𝑐 > 0 and 𝑎𝑏 − 𝑐 < 0, then 𝑝 has two roots with
(v) Equilibrium 𝐹 = (2(𝑎 − 1)/(5𝑎 − 2), 3/(5𝑎 − 2), 0): the positive real part and one negative real root.
Jacobian matrix 𝐽 at this point has two eigenvalues of (c) If 𝑎, 𝑏, 𝑐 > 0 and 𝑎𝑏 − 𝑐 = 0, then 𝑝 has two complex
the form conjugate roots with zero real part and one negative real
root.
𝛼 + √𝛽
𝜆1 = ,
(7𝑎 − 3) (5𝑎 − 2) Applying the previous lemma to the polynomial (13),
(10) we can obtain the equilibrium 𝐺 as a candidate for the
𝛼 − √𝛽
𝜆2 = occurrence of a Hopf bifurcation in system (1). We will prove
(7𝑎 3) (5𝑎 − 2)
− that this bifurcation indeed occurs at the point 𝐺 in the next
section. Before doing this, let us remember some results about
with the Hopf bifurcation theory.
𝛼 = −7.5𝑎2 + 4.5𝑎 − 0.6,
2.2. Outline of the Hopf Bifurcation Theory and the Projection
𝛽 = 5525𝑎4 − 11850𝑎3 + 9025𝑎2 − 2880𝑎 + 324. Method. This section is a brief review of the projection
(11) method described in [8] for the calculation of the first
Lyapunov coefficient associated with the well-known Hopf
The third eigenvalue is given by bifurcation, denoted by 𝑙1 .
Consider the differential equation
0.1 (124 − 416𝑎 + 247𝑎2 )
𝜆3 = . (12) x = 𝑓 (x, 𝜁) , (16)
(8 − 34𝑎 + 35𝑎2 )
where x ∈ R3 and 𝜁 ∈ R3 are, respectively, vectors represent-
Recalling that 𝐹 is biologically admissible if 𝑎 > 1, we
ing phase variables and control parameters. Assume that 𝑓 is
have 𝜆 1 > 0. Hence 𝐹 is a saddle point. The instability
of 𝐹 represents the biological fact that, for the set of of class 𝐶∞ in R3 × R3 . Suppose that (16) has an equilibrium
parameters adopted, tumour cells and healthy cells point x = x0 at 𝜁 = 𝜁0 and, denoting the variable x − x0 also
cannot coexist without the presence of immune cells; by x, write
that is, the tumour cells actually activate the immune
system cells. 𝐹 (x) = 𝑓 (x, 𝜁0 ) (17)
Abstract and Applied Analysis 5
0.26
0.25
0.24
z(t)
0.23
0.22
0.21
0.2
0.634
0.117
0.127
0.654
0.137
0.674
0.147
0.694
0.1305
0.133 0.674
0.1355
x(t) y(t) x(t) y(t)
(a) (b)
Figure 1: Phase portrait of system (1) near the equilibrium point 𝐺, with initial conditions: (0.1325, 0.66, 0.19). (a) 𝐺 is a stable focus for
𝑎 = 0.6. Integration time: [0, 300]. (b) 𝐺 is a weakly stable focus for 𝑎 = 0.71. Integration time: [0, 3000].
0.54
0 54
0.5 0.54
0.44
0.4
.444 0.44
0.344
00.3 0.34
()
zz(t)
(t
z(t)
00.244
0.2 0.24
0.14
0.1
.1
.14 0.14
0.04
0..004
0.0
0. 0.04
04
0.4
00..33
0.3
0.4
0.3
00..4
0.4
0.4
0.14
0.114
.55
0.5
0.14
0.5
.6
0.6
0.6
0.77
0.24
24
0.7
0.24
.
0.88
0.8
0.344
0.34
y(t) y(t)
x(t) x(t)
(a) (b)
Figure 2: Phase portrait of system (1) near the equilibrium 𝐺, with initial conditions: (0.1325, 0.66, 0.19). (a) 𝐺 is an unstable focus for 𝑎 = 0.8.
Integration time: [50, 500]. (b) Limit cycle created with the Hopf bifurcation that occurs when 𝑎 passes through the critical value 𝑎 = 0.717455.
Integration time: [450, 500].
large, the tumour cells are increasing when 𝑎 ≤ 1. On the a decreasing in the number of effector cells of the immune
other hand, the effector cells of the immune system also system, since its variation rate is directly proportional to the
grow because their growth is proportional to the growth of number of tumour cells (see the last equation in (30)). In
tumour cells; then the number of effector cells is also large this way, it is possible that the interactions with the immune
when 𝑎 ≤ 1. Thus, we assume that this growth of tumour system eliminate the tumour cells. Thus, if there are no more
cells and effector cells, along with the interactions of healthy tumour cells, there will be no immune cells, leaving only
cells, results in a dispute whose apex occurs for 𝑎 = 1. This healthy cells, which makes the tumour-free equilibrium point
analysis suggests that the apex of the battle between cancer stable, allowing a possible cure of the disease for the set of
cells, healthy cells, and immune system cells is represented parameters considered in this analysis.
by the chaotic behaviour of the system. In Figure 8 we present some numerical simulations of the
In turn, for 𝑎 > 1, the value of 𝑟1 becomes smaller, solutions of system (1) with 𝑎 > 1, showing the stability of
so the number of tumour cells decreases, which implies in the equilibrium point 𝐵 = (0, 1, 0), illustrating the fact that,
8 Abstract and Applied Analysis
0.64
0.5
0.44
z(t) 0.4
0.3
x(t)
0.24
0.2
0.04
0.1
0.04
0.16
0.14
0.36
0.24
0.56
0.34
0.76
0.44
0.54
0.84
0.6
0.64 0.5
z(t)
0.44 0.4
x(t)
0.3
0.24
0.2
0.04
0.1
0.04
0.08
0.28
0.24
0.48
0.68
0.44
0.88
0.64
for the set of parameters considered here, only healthy cells a three-dimensional cancer model, describing the interac-
survive after the battle between tumour cells and immune tions among healthy cells, tumour cells, and immune system
cells. cells. The analyzed model was proposed in [6], where the
existence of chaotic dynamics for a fixed set of parameter
5. Concluding Remarks values was proved. Here we performed a bifurcation analysis
In this work, using the concepts of qualitative theory, by varying one of the parameters involved in the system,
bifurcations, and chaos in dynamical systems, we analyze showing that a Hopf bifurcation occurs, giving rise to a stable
Abstract and Applied Analysis 9
0.7
0.8
0.6
0.5
0.55
z(t)
0.4
x(t)
0.3
0.3
0.2
0.05
0.1
0.04
0.08
0.28
0.24
0.48
0.44
0.68
0.88
0.64
Figure 5: (a) Periodic orbit of period 4𝑇, for 𝑎 = 0.948. Integration time: [1500, 1600]. Initial conditions: (0.1325, 0.6687, 0.19), (0.13, 0.6, 0.2).
(b) Periodic behaviour of the coordinate 𝑥(𝑡) of the solution in (a). Integration time: [1500, 1600]. Initial conditions: (0.1325, 0.6687, 0.2).
0.84
0.9
0.8
0.64
0.7
0.6
0.44
z(t)
0.5
x(t)
0.24 0.4
0.3
0.04 0.2
0.04
0.04
0.1
0.24
0.24
0.44
0.44
0.64
0.64
0.84
0.84
Figure 6: Chaotic attractor created through the period-doubling bifurcations. Initial conditions: (0.1325, 0.6687, 0.19), (0.13, 0.6, 0.2). (a)
Chaotic attractor of system (1), with 𝑎 = 0.99. Integration time: [0, 1850]. (b) Sensitive dependence on initial conditions. Two solutions very
close diverge exponentially in time, for 𝑎 = 0.99. Integration time: [800, 1550].
limit cycle, which represents the possibility of coexistence of In a first glance one could argue that, from the biological
tumour cells, immune cells, and healthy cells. Analyzing the point of view, the chaotic dynamics could be related to
continuation of this limit cycle numerically, we find a cascade the process of uncontrolled growth of tumour cells. However,
of period-doubling bifurcations, leading to the creation of a we surprisingly observed that, for the set of parameter values
chaotic attractor, which is exactly the one shown to exist in considered the period-doubling bifurcations which occur to
[6]. the cancer cells lead to the growth of effector cells, since
10 Abstract and Applied Analysis
0.95 system cells vanish and the healthy cells tend to their carrying
capacity. It indicates that in the studied model the chaotic
0.9 dynamics could be considered as a kind of mechanism related
to a possible cure of the cancer, through the elimination
of tumour cells, at least for the set of parameter values
0.85
considered. This situation is obviously very optimistic but it is
mathematically possible in the studied model. Of course, the
0.8 model could be studied with other parameter values, in order
to detect other dynamical behaviour, which could represent
Max (y(t))
Conflict of Interests
0.6
The authors declare that there is no conflict of interests
0.55 regarding the publication of this paper.
0.9 0.92 0.94 0.96 0.98
a
Acknowledgments
Figure 7: Bifurcation diagram for system (1). From left to right
we see bifurcations of period-2𝑘 : as the value of the parameter 𝑎
This work was partially supported by PROPG/UNESP. The
increases, successive bifurcations occur, resulting in chaos. third author is supported by CNPq-Brazil, under the Project
308315/2012-0 and by FAPESP-Brazil under the Process
2012/18413-7. The authors would like to thank the referees for
their valuable comments and suggestions, which helped them
to improve the presentation of the paper.
1.0
References
0.75
[1] R. P. Araujo and D. L. McElwain, “A history of the study of solid
z(t)
0.3
0.5
0.55
0.75
0.8
1.0
1.25
1.05
1.3
1.5
Research Article
Synchronization Transition and Traffic Congestion in
One-Dimensional Traffic Model
Copyright © 2015 Z. Xin and J. Xu. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
A nonlinear car-following model with driver’s reaction time is studied from the synchronization transition viewpoint. We investigate
the traffic congestion from the view of chaos system synchronization transition. Our result shows that the uniform flow corresponds
to the complete synchronization and the stop-and-go congested state corresponds to the lag synchronization of the vehicles. An
analytical criterion for synchronization manifolds stability is obtained; the analytical result and the numerical result are consistent.
The synchronization transition is also trigged by the driver’s reaction time. We analyze the car-following model by the use of the
nonlinear analysis method and derive the modified KdV equation describing the kink density wave.
chaotic systems synchronization transition [30–34] method We introduce the rescaled variables ̂ℎ = ℎ/ℎstop , ̂𝑡 =
to study the synchronization transition of microscopic move- V0 (𝑡/ℎstop ); the OV function becomes
ment of the vehicles and further reveal the relationship
between synchronization transition and traffic congestion. 0, ̂ℎ ≤ 1,
{
{
First, we use the long wave expansion method to give an { ̂ 3
𝑉 (̂ℎ) = { (ℎ − 1) (4)
analytical criterion for synchronization manifolds stability. In {
{ , ̂ℎ > 1.
order to verify the analytical result, we use DDE-BIFTOOL to 1 + (̂ℎ − 1)3
{
perform a two-parameter bifurcation analysis of the model;
due to the demands on the CPU time and the memory, the Model (1) and model (2) are transformed into
investigation was restricted to the setting of 𝑁 = 15 vehicles,
̇
and the analytical result is consistent with the numerical ℎ̂𝑘 (̂𝑡) = ̂V𝑘+1 (̂𝑡) − ̂V𝑘 (̂𝑡) ,
result. Second, we find different transition region in two- (5)
parameter plane and the vehicles display different motion. ̂ (̂ℎ𝑘 (̂𝑡 − 𝜏̂)) − ̂V𝑘 (̂𝑡)] .
̂V̇𝑘 (̂𝑡) = 𝛼̂ [𝑉
Third, we consider how the driver’s reaction time impacts on
the synchronization transition. Finally, we analyze the car- Here 𝛼̂ = 𝛼ℎstop /V0 , 𝜏̂ = 𝜏V0 /ℎstop ; in the remainder of
following model by the use of the nonlinear analysis method this paper we take the rescaled OV function and model. In
and we derive the modified KdV equation describing the kink order to express simplicity, the OV function and model are
density wave. expressed:
The layout of this paper is organized as follows. We
introduce the car-following model in Section 2 and derive
analytical criteria for synchronization manifolds stability in {0,
{ ℎ ≤ 1,
𝑉 (ℎ) = { (ℎ − 1)3 (6)
Section 3. Numerical simulation is in Section 4. Nonlinear { 3
, ℎ > 1,
analysis is in Section 5. In Section 6, we present the main { 1 + (ℎ − 1)
results.
ℎ̇𝑘 (𝑡) = V𝑘+1 (𝑡) − V𝑘 (𝑡) , (7)
5 5
4 4
3 3
𝛼 𝛼
2 2
1 1
Unstable Unstable
0 0
0 1 2 3 4 5 0 1 2 3 4 5
h∗ h∗
Analytical stability curve Analytical stability curve
Numerical continuation Hopf (j = 1) curve Numerical continuation Hopf (j = 1) curve
(a) (b)
Figure 1: Stability diagram in the (ℎ∗ , 𝛼) plane for (a) 𝜏 = 0.2 and for (b) 𝜏 = 1.
Orosz et al. have used the dynamical system approach If the number of the vehicles is large, to obtain the stable
and numerical continuation technique to give out the sta- boundary curve by the numerical continuations method
ble curves, but the numerical continuation method (DDE- requires a lot of time. In order to compare with numerical
BIFTOOL) needs a lot of CPU time and the memory; below, method, we now focus on the case of 𝑁 = 15 vehicles. For
we can find a simple method to analyze the linear stability of 𝜏 > 0, the stable boundary curve is shown in Figure 1. We use
the synchronization manifold [10]. the numerical continuation techniques (DDEBIFTOOL) to
get the blue curve and we get the analytical curve (red curve)
Physical Approach. Let 𝑥̃𝑘 (𝑡) = 𝐴𝑒𝑖𝑘𝜃+𝜆𝑡 , 𝜆 ∈ 𝐶, 𝜃 ∈ (0, 2𝜋); according to (16). We can find that the blue curve and the red
the characteristic equation is given by curve completely overlap, and this shows that our analytical
approach is correct. In Section 4 numerical simulations also
𝑁 𝑁
[𝜆2 + 𝛼𝜆 + 𝛼𝑉 (ℎ∗ ) 𝑒−𝜆𝜏 ] − [𝛼𝑉 (ℎ∗ ) 𝑒𝑖𝜃𝑘−𝜆𝜏 ] = 0. verify our conclusion.
(13) When the stability of the synchronization manifold is lost,
we can get 𝑥̃𝑘 (𝑡) = 𝐴 sin(𝜔𝑡+(2𝑗𝜋/𝑁)𝑘), ̃V𝑘 (𝑡) = 𝐴𝜔 cos(𝜔𝑡+
We know that the leading term of 𝜆 is of order 𝑖𝜃. When 𝑖𝜃 → (2𝑗𝜋/𝑁)𝑘), 2𝑗𝜋/𝑁 = 𝜃, and ̃V𝑘 (𝑡) = ̃V𝑘+1 (𝑡 − (𝑇per /𝑁)), and
0, 𝜆 → 0. We can derive the long wave expansion of 𝜆, which 𝑇per = 2𝑗𝜋/𝜔 is the period. For two adjacent vehicles, the
is determined order by order around 𝑖𝜃 ≈ 0. By expanding speed of the two vehicles has a certain time delay; the vehicles
will get lag synchronization.
𝜆 = 𝜆 1 (𝑖𝜃) + 𝜆 2 (𝑖𝜃)2 + 𝜆 3 (𝑖𝜃)3 + ⋅ ⋅ ⋅ , (14) Figure 1(a) shows that the synchronization manifold
is stable above the sable boundary curve and the vehi-
the first- and second-order terms of 𝜆 are obtained: cles can achieve complete synchronization; the synchro-
nization manifold is unstable below the stable boundary
𝜆 1 = 𝑉 (ℎ∗ ) , curve and the vehicles can achieve lag synchronization.
(15) The synchronization transition of the vehicles arises when
𝑉 (ℎ∗ ) 𝑉 (ℎ∗ )
𝜆2 = (1 − 2𝜏𝑉 (ℎ∗ ) − 2 ). the sensitivity (𝛼) is fixed and the headway (ℎ∗ ) varies
2 𝛼 from the right to the left through the critical curve.
Figure 1(b) shows that the unstable region is unbounded for
If 𝜆 2 is a positive value, the synchronization manifold is 𝜏 > 0.595.
stable; if 𝜆 2 is a negative value, the synchronization manifold
is unstable. Below we focus on the synchronization transition of the
By 𝜆 2 > 0, we get vehicles. If 0 ≤ 𝜏 ≤ 0.595, according to Figure 2, by adding a
vertical line across the top point ((1.79, 2.53)) of the critical
𝑉 (ℎ∗ ) curve, we can divide the whole region into three regions,
1 − 2𝜏𝑉 (ℎ∗ ) − 2 > 0. (16) region I, region II, and region III. Region I and region II are
𝛼
stable; region III is unstable. If 𝜏 > 0.595, the region is divided
Equation (16) is the analytical criterion for synchronization analogous to the situation when 0 ≤ 𝜏 ≤ 0.595, as is shown in
manifold stability. Figure 1(b).
4 Abstract and Applied Analysis
5 5. Nonlinear Analysis
We analyze the car-following model by the use of the
4 nonlinear analysis method. We derive the modified KdV
equation describing the kink density wave. We now consider
long-wavelength models in the traffic flow on coarse-grained
3 scales. The simplest way to describe the long-wavelength
𝛼 (1.79, 2.53) models is the long wave expansion. We consider the slowly
varying behavior at long wavelengths near the critical point
2
(ℎ𝑐∗ , 𝛼𝑐 ). We assume that the value of V𝑘 (𝑡) is determined
I II III
adiabatically by ℎ𝑘 . This statement is expressed by the relation
1 V𝑘 (𝑡) = V (ℎ𝑘 , ℎ𝑘+1 , ℎ𝑘−1 , . . .) . (17)
Unstable We define the headway as
0
0 1 2 3 4 5 ℎ𝑘 (𝑡) = ℎ𝑐∗ + 𝜀̃ℎ (𝑍, 𝑇) , (18)
∗
h
and 𝑍 and 𝑇 are a scaled position and time defined by
Figure 2: The synchronization transition area.
𝑍 = 𝜀 (𝑘 + 𝑏𝑡) , 𝑇 = 𝜀3 𝑝𝑡. (19)
Then, from (18), V𝑘 (𝑡) is expressed as
V𝑘 (𝑡) = V (𝜀̃ℎ (𝑍, 𝑇) , 𝜀̃ℎ (𝑍 + 2𝜀, 𝑇) , 𝜀̃ℎ (𝑍 − 2𝜀, 𝑇) , . . .) .
4. Numerical Simulation (20)
In Figure 3, we show the space-time evolutions of the vehicles’ Since 𝜀 is a small parameter, a Taylor expansion can be applied
velocity (V𝑖 ) and location (𝑥𝑖 ) plotted against time (𝑡). We to terms like ̃ℎ(𝑍 + 2𝜀, 𝑇) in (20). This leads to the expression
consider the velocity of the first and the second vehicles, the
V𝑘 (𝑡) = ̃V (𝜀̃ℎ (𝑍, 𝑇) , 𝜀2 𝜕𝑍̃ℎ (𝑍, 𝑇) , 𝜀3 𝜕𝑍2 ̃ℎ (𝑍, 𝑇) , . . .) . (21)
location of fifteen vehicles. First, we take a point in region III
where 𝜏 = 0.2, 𝛼 = 0.5, ℎ∗ = 4, V = 0.97, and 𝑁 = 15. The Here, ̃V remains unknown; we determine it by assuming the
corresponding velocity-time plot and the space-time plot are form
shown in Figures 3(a) and 3(b). In region III, the headway ∞
is larger and the length of the road is longer; all vehicles ̃V = ∑ 𝜀𝑛 ̃V(𝑛) (̃ℎ (𝑍, 𝑇) , 𝜕𝑍̃ℎ (𝑍, 𝑇) , 𝜕𝑍2 ̃ℎ (𝑍, 𝑇) , . . .) . (22)
travel with the same high speed. This is a freely moving phase. 𝑛=0
Second, we take a point in region II where 𝜏 = 0.2, 𝛼 = 0.5,
From the form of (22), we find the terms ̃V(𝑛) are expressed as
ℎ∗ = 2, V = 0.5, and 𝑁 = 15. The corresponding velocity-
time history plot and the space-time plot are shown in Figures ̃V(0) = ̃V0
3(c) and 3(d). The vehicles travel with stop-and-go state and
get lag synchronization; the velocity of the adjacent vehicles ̃V(1) = ̃V1 ̃ℎ
has a certain time delay. Last, we take a point in region I where
𝜏 = 0.2, 𝛼 = 0.5, ℎ∗ = 1.2, V = 0.008, and 𝑁 = 15. Figures 3(e) ̃V(2) = ̃V20 ̃ℎ2 + ̃V21 𝜕𝑍̃ℎ
and 3(f) show the velocity-time history plot and the space- (23)
time relation; the vehicles travel with a low speed close to ̃V(3) = ̃V30 ̃ℎ3 + ̃V31 𝜕𝑍̃ℎ2 + ̃V32 𝜕𝑍2 ̃ℎ
zero and get complete synchronization, that is, a uniformly
congested phase. ̃V(4) = ̃V40 ̃ℎ4 + ̃V41 𝜕𝑍̃ℎ3 + ̃V42 𝜕𝑍2 ̃ℎ2 + ̃V43 𝜕𝑍3 ̃ℎ
In Figure 4 the stability under different time delay influ-
ence is compared. We know that the unstable region is ..
.
bounded for 0 ≤ 𝜏 < 3/4√3 2 ≈ 0.595; when 𝜏 > 0.595,
the unstable region is unbounded. We find that the unstable where ̃V0 , ̃V1 , ̃V20 , ̃V21 , ̃V30 , ̃V31 , ̃V32 , ̃V40 , ̃V41 , ̃V42 , ̃V43 , and so forth
region becomes larger as the time delay increases. are constants, which are calculated in the following way. First,
In Figure 5 we consider the time delay effect on the we substitute (22) (using (23)) into (8), where V𝑘̇is expressed
synchronization transition. For 𝜏 = 0, the vehicles travel as a function of ̃ℎ,
with the same speed and they get complete synchronization.
V𝑘̇ = 𝜀2 ̃V1 𝑏𝜕𝑍̃ℎ + 𝜀3 (𝑏̃V20 ̃ℎ2 + 𝑏̃V21 𝜕𝑍2 ̃ℎ)
For 𝜏 = 0.4, the vehicles get lag synchronization and travel
with moderate amplitude. If the time delay is increased to
1, the vehicles travel with large amplitude. If the time delay + 𝜀4 (𝑝̃V1 𝜕𝑇̃ℎ + 𝑏̃V30 ̃ℎ3 + 𝑏̃V31 𝜕𝑍2 ̃ℎ2 + 𝑏̃V32 𝜕𝑍3 ̃ℎ)
continues to increase, the traffic is completely congested. (24)
According to the analytical stability condition (23), the + 𝜀5 (𝑝̃V20 𝜕𝑇̃ℎ2 + 𝑝̃V21 𝜕𝑍,𝑇̃ℎ + 𝑏̃V40 ̃ℎ4
stability of the synchronization manifold is strictly dependent
on the three parameters (𝛼, 𝜏, ℎ∗ ). +𝑏̃V41 𝜕𝑍2 ̃ℎ3 + 𝑏̃V42 𝜕𝑍3 ̃ℎ2 + 𝑏̃V43 𝜕𝑍4 ̃ℎ) + ⋅ ⋅ ⋅ .
Abstract and Applied Analysis 5
60
1.0
50
0.8
40
0.6 30
xi
1 , 2
0.4 20
0.2 10
0.0 0
0 50 100 150 200 250 0 50 100 150 200 250
t t
(a) (b)
30
25
1.0 20
0.8
15
xi
0.6
1 , 2
10
0.4
5
0.2
0.0 0
300 350 400 450 500 300 350 400 450 500 550 600
t t
(c) (d)
15
0.10
0.08 10
xi
0.06
1 , 2
0.04 5
0.02
0.00 0
0 200 400 600 800 1000 0 200 400 600 800 1000
t t
(e) (f)
Figure 3: Plot of the velocity and the location of vehicles against time in different regions. We consider the speeds of the first two cars and
the location of fifteen cars. The blue curve represents the speed of the first car and the black curve represents the speed of the second car. (a)
and (b): region III, 𝜏 = 0.2, 𝛼 = 0.5, ℎ∗ = 4, V = 0.97. (c) and (d): region II, 𝜏 = 0.2, 𝛼 = 0.5, ℎ∗ = 2, V = 0.5. (e) and (f): region I, 𝜏 = 0.2,
𝛼 = 0.5, ℎ∗ = 1.2, V = 0.008.
6 Abstract and Applied Analysis
5 5
4 4
3 3
𝛼 𝛼
2 2
1 1
Unstable Unstable
0 0
0 1 2 3 4 5 0 1 2 3 4 5
h∗ h∗
Figure 4: Stability diagram on the (ℎ∗ , 𝛼) plane on delay impact. (a) 𝜏 = 0, 0.1, 0.2, 0.3. (b) 𝜏 = 1, 2, 3, 5.
According to (18), we get the expression about ℎ𝑘 (𝑡 − 𝜏) We expand the optimal velocity function at the turning point:
𝑉 (ℎ𝑘 (𝑡 − 𝜏))
ℎ𝑘 (𝑡 − 𝜏) = ℎ𝑐∗ + 𝜀̃ℎ (𝑍 (𝑡 − 𝜏) , 𝑇 (𝑡 − 𝜏)) . (25)
𝑉 (ℎ𝑐∗ ) 2
= 𝑉 (ℎ𝑐∗ ) + 𝑉 (ℎ𝑐∗ ) 𝑞 + 𝑞
2!
By expanding (25) to the fifth order of 𝜀, we get
𝑉 (ℎ𝑐∗ ) 3 𝑉(4) (ℎ𝑐∗ ) 4 𝑉(5) (ℎ𝑐∗ ) 5
+ 𝑞 + 𝑞 + 𝑞,
3! 4! 5!
2
(𝑏𝜏) 2 ̃
ℎ𝑘 (𝑡 − 𝜏) = ℎ𝑐∗ + 𝜀̃ℎ − 𝜀2 𝑏𝜏𝜕𝑍̃ℎ + 𝜀3 𝜕 ℎ 𝑉 (ℎ𝑘 (𝑡 − 𝜏))
2 𝑍
(𝑏𝜏)3 3 ̃
− 𝜀4 𝑝𝜏𝜕𝑇̃ℎ − 𝜀4 𝜕 ℎ (26) = 𝑉 (ℎ𝑐∗ ) + 𝜀̃ℎ𝑉 (ℎ𝑐∗ )
6 𝑍
2 ̃ (𝑏𝜏)4 4 ̃ 𝑉 (ℎ𝑐∗ ) ̃ 2
+ 𝜀5 𝑏𝑝𝜏2 𝜕𝑍,𝑇 ℎ + 𝜀5 𝜕 ℎ. + 𝜀2 ( ℎ − 𝑏𝜏𝑉 (ℎ𝑐∗ ) 𝜕𝑍̃ℎ)
24 𝑍 2
𝑉 (ℎ𝑐∗ ) ̃ 3
Let +𝜀 [3
ℎ − 𝑉 (ℎ𝑐∗ ) 𝑏𝜏̃ℎ𝜕𝑍̃ℎ
3!
(𝑏𝜏)2 ∗ 2 ̃
ℎ𝑘 (𝑡 − 𝜏) = ℎ𝑐∗ + 𝑞, (27) + 𝑉 (ℎ𝑐 ) 𝜕𝑍ℎ]
2
(𝑏𝜏)3 ∗ 3 ̃
+ 𝜀4 [− 𝑉 (ℎ𝑐 ) 𝜕𝑍ℎ − 𝑝𝜏𝑉 (ℎ𝑐∗ ) 𝜕𝑇̃ℎ
where 6
𝑏2 𝜏2 ∗ 2 𝑏2 𝜏2 ̃ ∗ 2 ̃
+ 𝑉 (ℎ𝑐 ) (𝜕𝑍̃ℎ) + ℎ𝑉 (ℎ𝑐 ) 𝜕𝑍ℎ
(𝑏𝜏) 2 ̃ 2 2 2
𝑞 = 𝜀̃ℎ − 𝜀2 𝑏𝜏𝜕𝑍̃ℎ + 𝜀3 𝜕 ℎ − 𝜀4 𝑝𝜏𝜕𝑇̃ℎ
2 𝑍 1 2 𝑉(4) (ℎ𝑐∗ ) ̃ 4
(28) − (̃ℎ) 𝑏𝜏𝑉 (ℎ𝑐∗ ) 𝜕𝑍̃ℎ + ℎ ] + ⋅⋅⋅ .
(𝑏𝜏)3 3 ̃ 2 ̃ (𝑏𝜏)4 4 ̃ 2 4!
− 𝜀4 𝜕𝑍ℎ + 𝜀5 𝑏𝑝𝜏2 𝜕𝑍,𝑇 ℎ + 𝜀5 𝜕 ℎ.
6 24 𝑍 (29)
Abstract and Applied Analysis 7
20
15
1.0
xi
0.8
10
0.6
1 , 2
0.4
5
0.2
0.0 0
0 100 200 300 400 500 0 100 200 300 400 500
t t
(a) (b)
20
1.0 15
0.8
xi
10
0.6
1 , 2
0.4
5
0.2
0.0 0
0 50 100 150 200 0 50 100 150 200
t t
(c) (d)
20
15
1.0
xi
0.8
10
0.6
1 , 2
0.4
5
0.2
0.0 0
0 50 100 150 200 0 50 100 150 200
t t
(e) (f)
Figure 5: Plot of the velocity and the location of vehicles against time in different regions. We consider the speeds of the first two cars and
the location of fifteen cars. The blue curve represents the speed of the first car and the black curve represents the speed of the second car. The
initial condition is set for 𝛼 = 2, ℎ∗ = 1.6, V = 0.18. (a) and (b): 𝜏 = 0.2. (c) and (d): 𝜏 = 0.4. (e) and (f): 𝜏 = 1.
8 Abstract and Applied Analysis
where = V𝑘+1 − V𝑘
𝑏̃V1 where
̃V21 = −𝑏𝜏 − ,
𝛼
(2/3) ̃V1 + (4/3) ̃V21 + 2̃V32 + 2̃V43
𝑐1 = ,
𝑉 (ℎ𝑐∗ ) 𝑝
̃V30 = ,
6 2 (̃V30 + ̃V41 ) 2̃V40
𝑐2 = , 𝑐3 = , (35)
̃V31 = 0, (32) 𝑝 𝑝
(𝑏𝜏)2 ∗ 𝑏̃V 6 (̃V30 + ̃V41 )
̃V32 = 𝑉 (ℎ𝑐 ) − 21 , 𝑐4 = .
2 𝛼 𝑝
𝑉(4) (ℎ𝑐∗ ) Let
̃V40 = ,
4!
(4/3) ̃V1 + 2̃V21 + 2̃V32 2̃V30
1 𝑏̃V 𝑔1 = , 𝑔2 = − ; (36)
̃V41 = − 𝑏𝜏𝑉 (ℎ𝑐∗ ) − 30 , 𝑝 𝑝
6 𝛼
̃V42 = 0, if we ignore the 𝑂(𝜀) terms in (34), then (34) is transformed
into a Kdv equation
1 𝑏̃V
̃V43 = − (𝑏𝜏)3 𝑉 (ℎ𝑐∗ ) − 32 . 𝜕𝑇̃ℎ = 𝑔1 𝜕𝑍3 ̃ℎ − 𝑔2 𝜕𝑍̃ℎ3 . (37)
6 𝛼
Abstract and Applied Analysis 9
In order to derive the regularized equation, we make the 6. Conclusion and Discussion
following transformation for (37):
In this paper, we study a car-following model with driver’s
reaction time. First, we investigate the traffic congestion
𝑇 = 𝑔1 𝑇, ̃ℎ = √ 𝑔1 ̃ℎ ; (38) from the view of chaos system synchronization transition.
𝑔2 Our result shows that the uniform flow corresponds to the
complete synchronization and the stop-and-go congested
then (37) is transformed into a regularized Kdv equation state corresponds to the lag synchronization of the vehicles.
Second, we derive analytical criteria for synchronization
3 manifolds stability; the analytical result and the numerical
𝜕𝑇 ̃ℎ = 𝜕𝑍3 ̃ℎ − 𝜕𝑍 (̃ℎ ) . (39)
result are consistent. Third, the synchronization manifold
stability regions are further classified; we find that the vehicles
If we ignore the 𝑂(𝜀) terms in (39), this is just the modified exhibit different states of motion in different regions, and the
Kdv equation with a kink solution as the desired solution synchronization transition can also be trigged by the driver’s
reaction time. Last, we analyze the car-following model by
̃ℎ (𝑍, 𝑇 ) = √𝑐 tanh √ 𝑐 (𝑍 − 𝑐𝑇 ) . (40) the use of the nonlinear analysis method and we derive the
0
2 modified KdV equation describing the kink density wave.
Our result also shows that it is crucial to pay attention to
The selected value of propagation velocity 𝑐 for the kink the behavior of individual drivers in order to understand
solution is determined from the 𝑂(𝜀) term. the emergent behavior of traffic. The driver’s reaction time
Next, assuming that ̃ℎ (𝑍, 𝑇 ) = ̃ℎ0 (𝑍, 𝑇 )+𝜀̃ℎ1 (𝑍, 𝑇 ), we is influenced by individual differences, personality, environ-
take into account the 𝑂(𝜀) correction: ment, and other factors. In further work, we need to study
how to better characterize the reaction time of the drivers.
1
𝑂 (𝜀) = [𝑐 𝜕4 ̃ℎ + 𝑐2 𝜕𝑍2 ̃ℎ3 + 𝑐3 𝜕𝑍̃ℎ4 + 𝑐4 𝜕𝑍̃ℎ𝜕𝑍̃ℎ2 ] ,
𝑝 1 𝑍 Conflict of Interests
3
𝑂 (𝜀) = 𝑐1 𝜕𝑍4 ̃ℎ + 𝑐2 𝜕𝑍2 (̃ℎ ) ̃ 4 ̃ 2
+ 𝑐3 𝜕𝑍(ℎ ) + 𝑐4 𝜕𝑍̃ℎ 𝜕𝑍 (ℎ ) , The authors declare that there is no conflict of interests
(41) regarding the publication of this paper.
where Acknowledgments
3
𝑔1 𝑔1 This research was supported by the National Natural Science
𝑐1 = 𝑐1 √ , 𝑐2 = 𝑐2 (√ ), Foundation of China (Grant no. 11032009) and National
𝑔2 𝑔2
Natural Science Foundation of China (Grant no. 11272236).
(42)
3
𝑔2 𝑔1
𝑐3 = 𝑐3 12 , 𝑐4 = 𝑐4 (√ ). References
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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2015, Article ID 183526, 8 pages
http://dx.doi.org/10.1155/2015/183526
Research Article
The Dynamics of an Impulsive Predator-Prey System with
Stage Structure and Holling Type III Functional Response
Zhixiang Ju,1 Yuanfu Shao,1 Xiaolan Xie,2 Xiangmin Ma,1 and Xianjia Fang1
1
School of Science, Guilin University of Technology, Guilin, Guangxi 541004, China
2
Institute of Information Science and Technology, Guilin University of Technology, Guilin, Guangxi 541004, China
Copyright © 2015 Zhixiang Ju et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Based on the biological resource management of natural resources, a stage-structured predator-prey model with Holling type III
functional response, birth pulse, and impulsive harvesting at different moments is proposed in this paper. By applying comparison
theorem and some analysis techniques, the global attractivity of predator-extinction periodic solution and the permanence of this
system are studied. At last, examples and numerical simulations are given to verify the validity of the main results.
constant 𝐾 is referred to as the environmental carrying (𝜙1 (𝑠) , 𝜙2 (𝑠) , 𝜙3 (𝑠)) ∈ 𝐶 ([−𝜏, 0] , 𝑅+3 ) ,
capacity, and parameter 𝜇 is the death rate of resource
population. Parameter 𝑝 denotes the harvest rate of resource 𝜙𝑖 (0) > 0, 𝑖 = 1, 2, 3,
population. For more details of the biological meaning of (4)
system (2), we can refer to [14–17].
In addition, in the description of dynamical interactions where 𝑥(𝑡) denotes the density of the prey and 𝑦1 (𝑡), 𝑦2 (𝑡)
on predators and their preys, a crucial element of all models represent the immature and mature predator densities,
is the classic definition of a predator’s functional response. A respectively. Parameters 𝑟, 𝐾, 𝛽, 𝜆, 𝑑1 , 𝑑2 , 𝑑3 , and 𝑑4 are
functional response of the predator to the prey density refers positive constants, where 𝑟 is the intrinsic growth rate of
to the change in the density of prey attached per unit time per the prey, 𝐾 denotes the capacity rate, concerned with the
predator as the prey density changes. For example, Zhang et maintaining of the evolution of the population, 𝛽 represents
al. [18] suggested a function the predation rate of predator, 𝜆 is the conversion rate
that translated into predator population increase, 𝑑1 , 𝑑2 ,
𝑥2 and 𝑑3 denote the death rate of prey, immature predator,
𝜑 (𝑥) = , (3)
𝑐 + 𝑥2 and mature predator, respectively, and 𝑑4 is the intrinsic-
called Holling type III. It is monotonic in the first quadrant, specific competition rate of the mature predator. Parameter
that is, if the prey population increases, then the consumption 𝜏 represents a constant time from immaturity to maturity.
rate of prey per predator will increase too. And √𝑐 is the half- Parameters 𝑝1 , 𝑝2 denote the harvesting rates of prey and
saturation constant. The field of research on the dynamics mature predator at 𝑡 = 𝑛𝑇, 𝑛 ∈ 𝑍+ , respectively, 𝑍+ =
of impulsive predator-prey model with functional response {1, 2, . . .}, and 𝑇 is the period of the impulsive effect.
seems to be a new increasingly interesting area, which draws It is well known that, in the sustainable development of
many scholars’ attention. natural resources, it is very important to study the sustainable
Moreover, by the picture of ocean’s food-chain, we know survival of species. So, in this paper, we aim to investigate the
that small fish can prey on fish larvae as a predator; also it can global attractivity of predator-extinction periodic solution
be eaten by the higher predator as a prey (see [19]). Hence, and the permanence of system (4). From the biological point
according to the nature of biological resource management, it of view, we only consider (4) in the biological meaning region
is interesting to investigate impulsive harvesting on prey and 𝐷 = {(𝑥 (𝑡) , 𝑦1 (𝑡) , 𝑦2 (𝑡)) : 𝑥 (𝑡) ≥ 0, 𝑦1 (𝑡) ≥ 0, 𝑦2 (𝑡) ≥ 0} .
mature predator (e.g., the small fish and higher predator in (5)
the ocean’s food-chain) simultaneously at some fixed time.
Based on the above discussion, we consider the stage- This paper is organized as follows. Firstly, some prelim-
structured predator-prey model with Holling type III func- inaries are given in Section 2. In Section 3, the sufficient
tional response, birth pulse, and impulsive harvesting at conditions for the global attractivity of predator-extinction
different moments as follows: periodic solution are obtained. The permanence of system
(4) is investigated in Section 4. In Section 5, we present some
𝑥2 (𝑡)
𝑥̇(𝑡) = −𝛽 𝑦 (𝑡) − 𝑑1 𝑥 (𝑡) , examples and simulations to illustrate our results. At last, a
𝑐 + 𝑥2 (𝑡) 2 brief conclusion is given in Section 6.
𝑥2 (𝑡)
𝑦1̇(𝑡) = 𝜆𝛽 𝑦 (𝑡) 2. Preliminaries
𝑐 + 𝑥2 (𝑡) 2
𝑥2 (𝑡 − 𝜏) In this section, some definitions and lemmas are introduced.
− 𝜆𝛽𝑒−𝑑2 𝜏 𝑦 (𝑡 − 𝜏) − 𝑑2 𝑦1 (𝑡) ,
𝑐 + 𝑥2 (𝑡 − 𝜏) 2 Let 𝑅+ = [0, ∞) and 𝑅+3 = {𝑥 ∈ 𝑅3 , 𝑥 ≥ 0}. Denote𝑓 =
𝑥2 (𝑡 − 𝜏) (𝑓1 , 𝑓2 , 𝑓3 )𝑇 to be the map defined by the right hand of system
𝑦2̇(𝑡) = 𝜆𝛽𝑒−𝑑2 𝜏 𝑦 (𝑡 − 𝜏) (4). Let 𝑉 : 𝑅+ × 𝑅+3 → 𝑅+ ; then 𝑉 is said to belong to class
𝑐 + 𝑥2 (𝑡 − 𝜏) 2
𝑉0 , if
− 𝑑3 𝑦2 (𝑡) − 𝑑4 𝑦22 (𝑡) ,
(i) 𝑉 is continuous in ((𝑛 − 1)𝑇, (𝑛 + 𝑙 − 1)𝑇] × 𝑅+3 and
𝑡 ≠(𝑛 + 𝑙 − 1) 𝑇, 𝑡 ≠𝑛𝑇,
((𝑛 + 𝑙 − 1)𝑇, 𝑛𝑇] × 𝑅+3 for each 𝑥 ∈ 𝑅+3 , 𝑛 ∈ 𝑁,
𝑥 (𝑡) lim(𝑡,𝑦) → ((𝑛+𝑙−1)𝑇+ ,𝑥) 𝑉(𝑡, 𝑦) = 𝑉((𝑛 + 𝑙 − 1)𝑇+ , 𝑥) and
𝑥 (𝑡+ ) = 𝑥 (𝑡) + 𝑟𝑥 (𝑡) (1 − ),
𝐾 lim(𝑡,𝑦) → (𝑛𝑇+ ,𝑥) 𝑉(𝑡, 𝑦) = 𝑉(𝑛𝑇+ , 𝑥) exists,
𝑦1 (𝑡+ ) = 𝑦1 (𝑡) , (ii) 𝑉 is locally Lipschitzian in 𝑥.
𝑦2 (𝑡+ ) = 𝑦2 (𝑡) ,
Definition 1. Let 𝑉 ∈ 𝑉0 , and (𝑡, V) ∈ ((𝑛−1)𝑇, (𝑛+𝑙−1)𝑇]×𝑅+3
𝑡 = (𝑛 + 𝑙 − 1) 𝑇,
and ((𝑛+𝑙−1)𝑇, 𝑛𝑇]×𝑅+3 , the upper right derivative of 𝑉(𝑡, V)
𝑥 (𝑡+ ) = (1 − 𝑝1 ) 𝑥 (𝑡) , with respect to the impulsive differential system (4) is defined
as
𝑦1 (𝑡+ ) = 𝑦1 (𝑡) ,
1
𝑦2 (𝑡+ ) = (1 − 𝑝2 ) 𝑦2 (𝑡) , 𝐷+ 𝑉 (𝑡, V) = lim+ sup [𝑉 (𝑡 + ℎ, V + ℎ𝑓 (𝑡, V)) − 𝑉 (𝑡, V)] .
ℎ→0 ℎ
𝑡 = 𝑛𝑇, (6)
Abstract and Applied Analysis 3
where 𝑎, 𝑏, 𝑐, and 𝜏 are positive constants and 𝑥(𝑡) > 0 for 𝜆𝑟𝐾 𝑒𝑑𝑇
𝑀= (14)
𝑡 ∈ [−𝜏, 0]. We have the following: 4 𝑒𝑑𝑇 − 1
such that 𝑥(𝑡) ≤ 𝑀/𝜆, 𝑦1 (𝑡) ≤ 𝑀, and 𝑦2 (𝑡) ≤ 𝑀 for 𝑡 large
(i) if 𝑎 < 𝑏, then lim𝑡 → +∞ 𝑥(𝑡) = 0; enough. This completes the proof.
(ii) if 𝑎 > 𝑏, then lim𝑡 → +∞ 𝑥(𝑡) = (𝑎 − 𝑏)/𝑐.
3. Global Attractivity of a Predator-Extinction
Lemma 3 (see [14]). Consider the following system:
Periodic Solution
𝑢̇(𝑡) = − 𝑤𝑢 (𝑡) , 𝑡 ≠(𝑛 + 𝑙 − 1) 𝑇, 𝑡 ≠𝑛𝑇, In this section, we will demonstrate the existence and global
𝑢 (𝑡) attractivity of a predator-extinction periodic solution, in
𝑢 (𝑡+ ) = 𝑢 (𝑡) + 𝑟𝑢 (𝑡) (1 − ), 𝑡 = (𝑛 + 𝑙 − 1) 𝑇, (9) which the predator individuals are entirely absent from the
𝐾 population permanently; that is, 𝑦1 (𝑡) = 0 and 𝑦2 (𝑡) = 0 for
𝑢 (𝑡+ ) = (1 − 𝑝) 𝑢 (𝑡) , 𝑡 = 𝑛𝑇. all 𝑡 ≥ 0.
Firstly, by Lemma 3, we can easily obtain the existence of
Then, system (9) has a positive periodic solution 𝑢∗ (𝑡) with predator-extinction periodic solution for system (4).
period 𝑇, which is globally stable, where
Theorem 5. System (4) has a predator-extinction periodic
𝑤𝑇 solution (𝑥∗ (𝑡), 0, 0) which is globally stable; that is, for 𝑡 ∈
{ 1+𝑟 𝑒
{
{ 𝑒𝑤𝑙𝑇 ( 𝐾− 𝐾) 𝑒−𝑤(𝑡−(𝑛−1)𝑇) , ((𝑛 − 1)𝑇, 𝑛𝑇] and any solution (𝑥(𝑡), 𝑦1 (𝑡), 𝑦2 (𝑡)) of system
{
{ 𝑟 (1 − 𝑝) 𝑟 (4), we have 𝑥(𝑡) → 𝑥∗ (𝑡) as 𝑡 → ∞, where
{
{
{
{
{ 𝑡 ∈ ((𝑛 − 1) 𝑇, (𝑛 + 𝑙 − 1) 𝑇] ,
∗
𝑢 (𝑡) = { 𝑤𝑇 { 1+𝑟 𝑒𝑑1 𝑇
{ 𝑒 1+𝑟 𝑒𝑤𝑇 {
{ 𝑒𝑑1 𝑙𝑇 ( 𝐾− 𝐾) 𝑒−𝑑1 (𝑡−(𝑛−1)𝑇) ,
{
{ {
{ 𝑟 (1 − 𝑝 ) 𝑟
{
{ ( 𝐾 − 𝐾) 𝑒−𝑤(𝑡−(𝑛+𝑙−1)𝑇) , {
{ 1
{
{ 1 − 𝑝 𝑟 (1 − 𝑝) 𝑟 {
{
{
{ { 𝑡 ∈ ((𝑛 − 1) 𝑇, (𝑛 + 𝑙 − 1) 𝑇] ,
{ 𝑡 ∈ ((𝑛 + 𝑙 − 1) 𝑇, 𝑛𝑇] , 𝑥∗ (𝑡) = { 𝑑 𝑇 𝑑 𝑇
{ 𝑒
{ 1
1+𝑟 𝑒 1
{
{ ( 𝐾− 𝐾) 𝑒−𝑑1 (𝑡−(𝑛+𝑙−1)𝑇) ,
(10) {
{ 1 − 𝑝 𝑟 (1 − 𝑝1 ) 𝑟
{
{ 1
{
if 𝑝 < 1 − (𝑒𝑤𝑇 /(1 + 𝑟)). { 𝑡 ∈ ((𝑛 + 𝑙 − 1) 𝑇, 𝑛𝑇] ,
(15)
Lemma 4. There is a positive constant M such that 𝑥(𝑡) ≤
𝑀/𝜆, 𝑦1 (𝑡) ≤ 𝑀, and 𝑦2 (𝑡) ≤ 𝑀 for every solution (𝑥(𝑡), 𝑦1 (𝑡), and 𝑥∗ (0+ ) = 𝑒𝑑1 𝑙𝑇 (((1 + 𝑟)/𝑟)𝐾 − (𝑒𝑑1 𝑇 /(1 − 𝑝1 )𝑟)𝐾).
𝑦2 (𝑡)) of system (4) with all 𝑡 sufficiently large, where 𝜆 is a Next, we give the conditions on the global attractivity of the
positive constant defined in system (4). predator-extinction periodic solution (𝑥∗ (𝑡), 0, 0) of the system
(4).
Proof. Define 𝑉(𝑡) = 𝜆𝑥(𝑡) + 𝑦1 (𝑡) + 𝑦2 (𝑡).
If 𝑡 ≠(𝑛 + 𝑙 − 1)𝑇, 𝑡 ≠𝑛𝑇, we let 𝑑 = min{𝑑1 , 𝑑2 , 𝑑3 }; then Theorem 6. The predator-extinction periodic solution (𝑥∗ (𝑡),
0, 0) of system (4) is globally attractive, if
𝐷+ 𝑉 (𝑡) + 𝑑𝑉 (𝑡) = −𝜆 (𝑑1 − 𝑑) 𝑥 (𝑡) − (𝑑2 − 𝑑) 𝑦1 (𝑡) (A1 ) 1 − 𝑝1 − (𝑒𝑑1 𝑇 /(1 + 𝑟)) > 0,
(11)
− (𝑑3 − 𝑑) 𝑦2 (𝑡) − 𝑑4 𝑦22 (𝑡) ≤ 0, (A2 ) 𝜆𝛽𝑒−𝑑2 𝜏 (𝜌2 /(𝑐 + 𝜌2 )) < 𝑑3 .
4 Abstract and Applied Analysis
Proof. Let (𝑥(𝑡), 𝑦1 (𝑡), 𝑦2 (𝑡)) be any solution of system (4); Consider the auxiliary system of (23) as follows:
from the first, the fourth, and the seventh equations of system
(4), we have 𝜌2
𝑧̇
3 (𝑡) = 𝜆𝛽 𝜀 − 𝑑2 𝑧3 (𝑡) . (24)
𝑐 + 𝜌2 2
𝑥̇(𝑡) ≤ − 𝑑1 𝑥 (𝑡) , 𝑡 ≠(𝑛 + 𝑙 − 1) 𝑇, 𝑡 ≠𝑛𝑇,
𝑥 (𝑡) Integrating (24), one can easily get 𝑧3 (𝑡) = 𝜆𝛽(𝜌2 /𝑑2 (𝑐 +
𝑥 (𝑡+ ) = 𝑥 (𝑡) + 𝑟𝑥 (𝑡) (1 − ), 𝑡 = (𝑛 + 𝑙 − 1) 𝑇, (16) 𝜌2 ))𝜀2 as 𝑡 → ∞. Then, for any small constant 𝜀3 > 0, there
𝐾
exists 𝑡2 > 0 such that
𝑥 (𝑡+ ) = (1 − 𝑝1 ) 𝑥 (𝑡) , 𝑡 = 𝑛𝑇.
Consider the auxiliary system of (16) as follows: 𝜌2
𝑦1 (𝑡) ≤ 𝑧3 (𝑡) ≤ 𝜆𝛽 𝜀 +𝜀 , 𝑡 > 𝑡2 . (25)
𝑑2 (𝑐 + 𝜌2 ) 2 3
𝑧̇
1 (𝑡) = − 𝑑1 𝑧1 (𝑡) , 𝑡 ≠(𝑛 + 𝑙 − 1) 𝑇, 𝑡 ≠𝑛𝑇,
𝑧1 (𝑡) According to the first, the fourth, and the seventh equations
𝑧1 (𝑡+ ) = 𝑧1 (𝑡) + 𝑟𝑧1 (𝑡) (1 − ), 𝑡 = (𝑛 + 𝑙 − 1) 𝑇, of (4), we have
𝐾
𝑥̇(𝑡) ≥ − (𝛽𝜉𝜀2 + 𝑑1 ) 𝑥 (𝑡) , 𝑡 ≠(𝑛 + 𝑙 − 1) 𝑇, 𝑡 ≠𝑛𝑇,
𝑧1 (𝑡+ ) = (1 − 𝑝1 ) 𝑧1 (𝑡) , 𝑡 = 𝑛𝑇.
(17) 𝑥 (𝑡)
𝑥 (𝑡+ ) = 𝑥 (𝑡) + 𝑟𝑥 (𝑡) (1 − ), 𝑡 = (𝑛 + 𝑙 − 1) 𝑇,
By Lemma 3 and condition (A1 ), we have 𝐾
the economic threshold level and not to eradicate the predator for all 𝑡 > 𝑡4 . Consider the auxiliary system of (35) as follows:
totally. Thus, we focus on the permanence of system (4). 𝑀 ∗
First, we give the definition of permanence. 𝑧̇
5 (𝑡) = − (𝛽 𝑚 + 𝑑1 ) 𝑧5 (𝑡) , 𝑡 ≠(𝑛 + 𝑙 − 1) 𝑇, 𝑡 ≠𝑛𝑇,
𝜆𝑐 2
𝑧 (𝑡)
Definition 7. System (4) is said to be persistent if there 𝑧5 (𝑡+ ) = 𝑧5 (𝑡) + 𝑟𝑧5 (𝑡) (1 − 5 ) , 𝑡 = (𝑛 + 𝑙 − 1) 𝑇,
exist positive constants 𝑚 and 𝑀 such that every positive 𝐾
solution (𝑥(𝑡), 𝑦1 (𝑡), 𝑦2 (𝑡)) of system (4) satisfies 𝑚 ≤ 𝑧5 (𝑡+ ) = (1 − 𝑝1 ) 𝑧5 (𝑡) , 𝑡 = 𝑛𝑇.
𝑥(𝑡), 𝑦1 (𝑡), 𝑦2 (𝑡) ≤ 𝑀 for 𝑡 sufficiently large enough. (36)
Theorem 8. System (4) is permanent, if the following condi- By hypothesis (A4 ), we can obtain from Lemma 3 that
∗
tions hold:
{ ∗ 1+𝑟 𝑒(𝛽(𝑀/𝑐𝜆)𝑚2 +𝑑1 )𝑇
{
{ 𝑒(𝛽(𝑀/𝑐𝜆)𝑚2 +𝑑1 )𝑙𝑇 ( 𝐾− 𝐾)
(A3 ) 𝜆𝛽𝑒−𝑑2 𝜏 (𝑞2 /(𝑐 + 𝑞2 )) − 𝑑3 − 𝑀𝑑4 > 0, {
{ 𝑟 (1 − 𝑝1 ) 𝑟
{
{
{
{
∗
×𝑒−(𝛽(𝑀/𝑐𝜆)𝑚2 +𝑑1 )(𝑡−(𝑛−1)𝑇) ,
∗
(A4 ) 1 − 𝑝1 > 𝑒((𝛽𝑀/𝜆𝑐)𝑚2 +𝑑1 )𝑇 /(1 + 𝑟), {
{
{
{
{
{ 𝑡 ∈ ((𝑛 − 1) 𝑇, (𝑛 + 𝑙 − 1) 𝑇] ,
where 𝑀, 𝑚2∗ , and 𝑞 are defined in (14), (34), and (39), 𝑧5∗ (𝑡) = { (𝛽(𝑀/𝑐𝜆)𝑚∗ +𝑑 )𝑇 ∗
respectively. {𝑒
{ 2 1
1+𝑟 𝑒(𝛽(𝑀/𝑐𝜆)𝑚2 +𝑑1 )𝑇
{
{ ( 𝐾− 𝐾)
{
{ 1 − 𝑝1 𝑟 (1 − 𝑝1 ) 𝑟
{
{
Proof. It is obvious that the third equation of system (4) can {
{ ∗
{
{ ×𝑒−(𝛽(𝑀/𝑐𝜆)𝑚2 +𝑑1 )(𝑡−(𝑛+𝑙−1)𝑇) ,
be rewritten as follows: {
{
𝑥2 (𝑡) { 𝑡 ∈ ((𝑛 + 𝑙 − 1) 𝑇, 𝑛𝑇] ,
𝑦2̇(𝑡) = (𝜆𝛽𝑒−𝑑2 𝜏 − 𝑑3 − 𝑑4 𝑦2 (𝑡)) 𝑦2 (𝑡) (37)
𝑐 + 𝑥2 (𝑡)
(30) which is the unique positive periodic solution of system
−𝑑2 𝜏 𝑑 𝑡 𝑥2 (𝜃) (36) and is globally asymptotically stable. By the comparison
− 𝜆𝛽𝑒 ∫ 𝑦 (𝜃) 𝑑𝜃.
𝑑𝑡 𝑡−𝜏 𝑐 + 𝑥2 (𝜃) 2 theorem of impulsive differential equation, we know there
𝑡 exists 𝑡5 (> 𝑡4 + 𝜏) such that 𝑥(𝑡) ≥ 𝑧5∗ (𝑡) − 𝜀4 .
Define 𝑉(𝑡) = 𝑦2 (𝑡) + 𝜆𝛽𝑒−𝑑2 𝜏 ∫𝑡−𝜏 (𝑥2 (𝜃)/(𝑐 + 𝑥2 (𝜃)))𝑦2 (𝜃)𝑑𝜃. On the other hand, for all 𝑡 ≥ 𝑡5 , we have
By computation, we have ∗
{
{ 1+𝑟 𝑒(𝛽(𝑀/𝑐𝜆)𝑚2 +𝑑1 )𝑇 }
}
{
{ 𝐾 − 𝐾 }
}
𝑥2 (𝑡) { 𝑟 (1 − 𝑝1 ) 𝑟 }
𝑉̇(𝑡) = (𝜆𝛽𝑒−𝑑2 𝜏 − 𝑑3 − 𝑑4 𝑦2 (𝑡)) 𝑦2 (𝑡) . (31) ∗
𝑧5 (𝑡) ≥ {
𝑐 + 𝑥2 (𝑡) { }
𝑒(𝛽(𝑀/𝑐𝜆)𝑚2 +𝑑1 )𝑙𝑇 }
∗ ∗
{
{ 1+𝑟 𝑒(𝛽(𝑀/𝑐𝜆)𝑚2 +𝑑1 )𝑇 }
}
{( 𝐾− 𝐾) }
Applying Lemma 4, we have { 𝑟 (1 − 𝑝 1 ) 𝑟 (1 − 𝑝 1 ) }
(𝛽(𝑀/𝑐𝜆)𝑚2∗ +𝑑1 )𝑇
𝑥2 (𝑡) 1+𝑟 𝑒 Δ
𝑉̇(𝑡) > (𝜆𝛽𝑒−𝑑2 𝜏 − 𝑑3 − 𝑀𝑑4 ) 𝑦2 (𝑡) . (32) ≥ 𝐾− 𝐾 = 𝜎.
𝑐 + 𝑥2 (𝑡) 𝑟 (1 − 𝑝1 ) 𝑟
By hypothesis (A3 ), for the arbitrary small constant 𝜀4 > 0,
we have (38)
2 Thus,
(𝑞 + 𝜀4 )
𝜆𝛽𝑒−𝑑2 𝜏 2
> 𝑑3 + 𝑀𝑑4 . (33) Δ
𝑐 + (𝑞 + 𝜀4 ) 𝑥 (𝑡) ≥ 𝜎 − 𝜀4 = 𝑞, ∀𝑡 ≥ 𝑡5 . (39)
1.8 0.5
1.6 0.45
0.4
1.4
0.35
1.2
0.3
1
x 0.25
y1
0.8
0.2
0.6 0.15
0.4 0.1
0.2 0.05
0 0
0 200 400 600 800 1000 0 50 100 150 200 250 300
t t
(a) (b)
0.5
0.45
0.4
0.35
0.3
0.25
y2
0.2
0.15
0.1
0.05
0
0 50 100 150 200 250 300
t
(c)
Figure 1: Dynamical behavior of system (4) with 𝑟 = 2, 𝐾 = 5, 𝛽 = 1, 𝑐 = 10, 𝑑1 = 0.5, 𝜆 = 1, 𝑑2 = 0.4, 𝑑3 = 0.3, 𝑑4 = 0.1, 𝑝1 = 0.4,
𝑝2 = 0.1, 𝜏 = 0, 𝑇 = 1. (a) Time series of the prey population; (b) time series of the immature predator population; (c) time series of the
mature predator population.
which is a contradiction. Thus, we have 𝑦2 (𝑡) ≥ 𝑦2𝑚 for all We prove that 𝑦2 (𝑡) ≥ 𝑚2 for all 𝑡 sufficiently large. Suppose
𝑡 ≥ 𝑡5 . that there exist positive constants 𝜇, 𝜂 such that 𝑦2 (𝜇) =
By (40) and (41), therefore, 𝑦2 (𝜇 + 𝜂) = 𝑚2∗ and 𝑦2 (𝑡) < 𝑚2∗ for all 𝜇 < 𝑡 < 𝜇 + 𝜂,
and inequality (40) holds true for 𝜇 < 𝑡 < 𝜇 + 𝜂, where
𝜎2 𝜇 is sufficiently large enough. Since 𝑦2 (𝑡) is continuous and
𝑉̇(𝑡) > (𝜆𝛽𝑒−𝑑2 𝜏 − 𝑑3 − 𝑀𝑑4 ) 𝑦2𝑚 > 0, 𝑡 ≥ 𝑡5 ,
𝑐 + 𝜎2 bounded and is not affected by impulses, we conclude that
(43) 𝑦2 (𝑡) is uniformly continuous. Hence, there exists a constant
𝑇0 (0 < 𝑇0 < 𝜏 and 𝑇0 is independent of the choice of 𝜇) such
which means that 𝑉(𝑡) → ∞ as 𝑡 → ∞. It is a contradiction that 𝑦2 (𝜇) > 𝑚2∗ /2 for 𝜇 ≤ 𝑡 ≤ 𝜇 + 𝑇0 . If 𝜂 ≤ 𝑇0 , our aim
with 𝑉(𝑡) ≤ (𝑀/𝜆)(1 + 𝑟𝜏𝑒−𝑑1 𝜏 ). Therefore, for any 𝑡4 > 0, the is obtained. If 𝑇0 < 𝜂 ≤ 𝜏, from the third equation of (4),
inequality 𝑦2 (𝑡) < 𝑚2∗ cannot hold for all 𝑡 ≥ 𝑡4 . So, there exist we have that, for 𝜇 < 𝑡 < 𝜇 + 𝜂, 𝑦2̇(𝑡) ≥ −𝑑3 𝑦2 (𝑡) − 𝑑4 𝑦22 (𝑡).
the following two cases: According to the assumptions 𝑦2 (𝜇) = 𝑚2∗ and 𝑦2 (𝜇) < 𝑚2∗
(i) if 𝑦2 (𝑡) ≥ 𝑚2∗ holds for all 𝑡 large enough, then our for 𝜇 < 𝑡 < 𝜇 + 𝜂, we have 𝑦2̇(𝑡) ≥ −(𝑑3 + 𝑑4 𝑚2∗ )𝑦2 (𝑡) for 𝜇 <
∗
goal is obtained; 𝑡 ≤ 𝜇 + 𝜂 ≤ 𝜇 + 𝜏. Then, we derive that 𝑦2 (𝑡) ≥ 𝑚2∗ 𝑒−(𝑑3 +𝑑4 𝑚2 )𝜏 .
(ii) if 𝑦2 (𝑡) is oscillatory about 𝑚2∗ , let It is clear that 𝑦2 (𝑡) ≥ 𝑚2 for 𝜇 ≤ 𝑡 ≤ 𝜇 + 𝜂. If 𝜂 ≥ 𝜏, then we
have 𝑦2 (𝑡) ≥ 𝑚2 for 𝜇 < 𝑡 ≤ 𝜇 + 𝜏. The same arguments can
𝑚2∗ ∗ −(𝑑3 +𝑑4 𝑚2∗ )𝜏 be continued. We can obtain 𝑦2 (𝑡) ≥ 𝑚2 for 𝜇 + 𝜏 ≤ 𝑡 ≤ 𝜇 + 𝜂.
𝑚2 = min { , 𝑚2 𝑒 }. (44)
Since the interval [𝜇, 𝜇 + 𝜂] is arbitrarily chosen, we get that
2
Abstract and Applied Analysis 7
1.5
0.5
1.4
1.3 0.48
1.2
0.46
1.1
x 1 0.44
y1
0.9
0.8 0.42
0.7
0.4
0.6
0.5
0 500 1000 1500 2000 2500 3000 0.38
0 500 1000 1500 2000
t t
(a) (b)
0.56
0.54
0.52
0.5
0.48
y2
0.46
0.44
0.42
0.4
0.38
0 500 1000 1500 2000 2500
t
(c)
Figure 2: Dynamical behavior of system (4) with 𝑟 = 1, 𝐾 = 3, 𝛽 = 2, 𝑐 = 1, 𝑑1 = 0.5, 𝜆 = 1, 𝑑2 = 0.3, 𝑑3 = 0.2, 𝑑4 = 0.1, 𝑝1 = 0.3, 𝑝2 = 0.1,
𝜏 = 1, 𝑇 = 0.1. (a) Time series of the prey population; (b) time series of the immature predator population; (c) time series of the mature
predator population.
𝑦2 (𝑡) ≥ 𝑚2 for 𝑡 sufficiently large. In view of our arguments 5. Examples and Numerical Simulations
above, the choice of 𝑚2 is independent of the positive solution In this section, we give some examples and numerical
of (4) which satisfies that 𝑦2 (𝑡) ≥ 𝑚2 for 𝑡 large enough. simulations to show the effectiveness of the main results.
Next, from the second equation of system (4), we have In system (4), we let 𝑟 = 2, 𝐾 = 5, 𝛽 = 1, 𝑐 = 10, 𝑑1 = 0.5,
𝜆 = 1, 𝑑2 = 0.4, 𝑑3 = 0.3, 𝑑4 = 0.1, 𝑝1 = 0.4, 𝑝2 = 0.1, 𝜏 = 0,
𝑦1̇(𝑡) ≥ 𝜆𝛽𝑚2 (1 − 𝑒−𝑑2 𝜏 ) − 𝑑2 𝑦1 (𝑡) . (45) 𝑇 = 1. By computation, one can obtain that the conditions of
Theorem 6 are satisfied, so the predator-extinction periodic
Integrating (45) and using comparison theorem, we can easily solution is globally attractive, which can be shown by Figure 1.
get If 𝑟 = 1, 𝐾 = 3, 𝛽 = 2, 𝑐 = 1, 𝑑1 = 0.5, 𝜆 = 1, 𝑑2 = 0.3,
𝑑3 = 0.2, 𝑑4 = 0.1, 𝑝1 = 0.3, 𝑝2 = 0.1, 𝜏 = 1, 𝑇 = 0.1, then by
𝜆𝛽𝑚2 (1 − 𝑒−𝑑2 𝜏 ) Δ
computation, the conditions of Theorem 8 are also satisfied;
𝑦1 (𝑡) ≥ min {𝑦1 (0+ ) , } = 𝑚1 . (46) hence, by Theorem 8, system (4) is permanent; see Figure 2.
𝑑2
Δ 6. Conclusion
On the other hand, by (29), we have 𝑥(𝑡) ≥ 𝑥∗ (𝑡) − 𝜀1 = 𝑚0 .
Let 𝑚 = min{𝑚0 , 𝑚1 , 𝑚2 }; then, we have 𝑥(𝑡) ≥ 𝑚, 𝑦1 (𝑡) ≥ 𝑚, In this paper, a stage-structured predator-prey model with
𝑦2 (𝑡) ≥ 𝑚. By Lemma 4 and above discussion, system (4) is Holling type III functional response, birth pulse, and impul-
permanent. This completes the proof. sive harvesting at different moments is proposed. By using
8 Abstract and Applied Analysis
comparison theorem of impulsive differential equations and [8] J. J. Jiao, X. Z. Meng, and L. S. Chen, “A stage-structured Holling
some analysis techniques, the sufficient conditions ensuring mass defence predator-prey model with impulsive perturba-
the predator-extinction periodic solution and the perma- tions on predators,” Applied Mathematics and Computation, vol.
nence of system (4) are obtained. Theorem 6 implies that 189, no. 2, pp. 1448–1458, 2007.
reducing 𝑝1 and 𝑇 appropriately and (A2 ) can be propitious [9] Z. J. Liu and R. H. Tan, “Impulsive harvesting and stocking in
to the global attractivity of the predator-extinction periodic a Monod-Haldane functional response predator-prey system,”
solution (𝑥∗ (𝑡), 0, 0). That is, if the mature predator is caught Chaos, Solitons and Fractals, vol. 34, no. 2, pp. 454–464, 2007.
excessively or the immature predator is stocked too few, it will [10] Y. Shao and B. Dai, “The dynamics of an impulsive delay
lose the merits of exploitative mature predator population. predator-prey model with stage structure and Beddington-type
Similarly, we can see from Theorem 8 that reducing 𝑝1 and functional response,” Nonlinear Analysis: Real World Applica-
tions, vol. 11, no. 5, pp. 3567–3576, 2010.
𝑇 appropriately and (A4 ) are in favor of the permanence of
system (4). It implies that reasonable harvesting on mature [11] X. Song, M. Hao, and X. Meng, “A stage-structured predator-
prey model with disturbing pulse and time delays,” Applied
predator and appropriate protecting on immature predator
Mathematical Modelling, vol. 33, no. 1, pp. 211–223, 2009.
play an important role in the permanence of system (4).
[12] Y. F. Shao and Y. Li, “Dynamical analysis of a stage structured
Moreover, by Theorems 6 and 8, we believe that there exists
predator-prey system with impulsive diffusion and generic
a sharp threshold, which is beneficial for people to make functional response,” Applied Mathematics and Computation,
the best use of biological resources but will not break the vol. 220, pp. 472–481, 2013.
biological balance. It will be interesting for us to continue to
[13] F. Y. Wei and K. Wang, “Persistence of some stage structured
study the optimal harvesting policy of system (4) in the near ecosystems with finite and infinite delay,” Nonlinear Analysis:
future. Real World Application, vol. 12, pp. 1401–1409, 2011.
[14] Z. Y. Xiang, D. Long, and X. Y. Song, “A delayed Lotka-Volterra
Conflict of Interests model with birth pulse and impulsive effect at different moment
on the prey,” Applied Mathematics and Computation, vol. 219, no.
The authors declare that there is no conflict of interests 20, pp. 10263–10270, 2013.
regarding the publication of this paper. [15] J. Jiao, S. Cai, and L. Chen, “Analysis of a stage-structured
predatory-prey system with birth pulse and impulsive har-
vesting at different moments,” Nonlinear Analysis. Real World
Acknowledgments Applications, vol. 12, no. 4, pp. 2232–2244, 2011.
[16] Z. Ma, J. Yang, and G. Jiang, “Impulsive control in a stage struc-
This paper is supported by National Natural Science Foun- ture population model with birth pulses,” Applied Mathematics
dation of China (11161015, 11361012) and Natural Science and Computation, vol. 217, no. 7, pp. 3453–3460, 2010.
Foundation of Guangxi (2013GXNSFAA019003) and partially [17] J. Liu, “Analysis of an epidemic model with density-dependent
supported by the National High Technology Research and birth rate, birth pulses,” Communications in Nonlinear Science
Development Program 863 under Grant no. 2013AA12A402. and Numerical Simulation, vol. 15, no. 11, pp. 3568–3576, 2010.
[18] C. Zhang, N.-J. Huang, and D. O’Regan, “Almost periodic
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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2015, Article ID 951340, 9 pages
http://dx.doi.org/10.1155/2015/951340
Research Article
Skew Circulant Type Matrices Involving the Sum of
Fibonacci and Lucas Numbers
Copyright © 2015 Z. Jiang and Y. Wei. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Skew circulant and circulant matrices have been an ideal research area and hot issue for solving various differential equations. In
this paper, the skew circulant type matrices with the sum of Fibonacci and Lucas numbers are discussed. The invertibility of the
skew circulant type matrices is considered. The determinant and the inverse matrices are presented. Furthermore, the maximum
column sum matrix norm, the spectral norm, the Euclidean (or Frobenius) norm, the maximum row sum matrix norm, and bounds
for the spread of these matrices are given, respectively.
Hong give exact determinants of some special circulant Lemma 1. Let {L𝑛 } be the sum of Fibonacci and lucas numbers;
matrices involving four kinds of famous numbers. Authors then,
[18] discussed the nonsingularity of the circulant type matrix 𝑛
and presented the explicit determinant and inverse matrices. (i) ∑L𝑖 = L𝑛+2 − 4, (6)
There are several papers on the norms of some special 𝑖=1
matrices. Solak [19] established the lower and upper bounds
𝑛
for the spectral norms of circulant matrices with classical
Fibonacci and Lucas numbers entries. İpek [20] investigated (ii) ∑L2𝑖 = L𝑛 L𝑛+1 − 4, (7)
𝑖=1
an improved estimation for spectral norms of these matrices.
Beginning with Mirsky [21] several authors [22–24] have 𝑛
obtained bounds for the spread of a matrix. (iii) ∑𝑖L𝑖 = (𝑛 − 2) L𝑛+2 + L𝑛 + 6. (8)
Additionally, skew circulant type matrices include skew 𝑖=1
circulant and skew left circulant matrices. The norm and Proof. According to
spread of skew circulant type matrices have not been studied.
It is hoped that this paper will help in changing this. More L𝑛+1 = L𝑛 + L𝑛−1 where L0 = 2, L1 = 2, (9)
work continuing the present paper is forthcoming.
The sum of Fibonacci and Lucas sequence is defined by we have
the following recurrence relations: 𝑛
∑L 𝑖 = L 1 + L 2 + ⋅ ⋅ ⋅ + L 𝑛
L𝑛+2 = L𝑛+1 + L𝑛 where L0 = 2, L1 = 2, (1) 𝑖=1
for 𝑛 ≥ 0. The first few values of the sequence are given by the = (L3 − L2 ) + (L4 − L3 )
following table:
+ ⋅ ⋅ ⋅ + (L𝑛+2 − L𝑛+1 )
𝑛 0 1 2 3 4 5 6 7 8
. (2)
L𝑛 2 2 4 6 10 16 26 42 68 = L𝑛+2 − L2 ,
The {L𝑛 } is given by the formula 𝑛
∑L2𝑖 = L21 + L22 + ⋅ ⋅ ⋅ + L2𝑛
𝛼𝑛−1 − 𝛽𝑛−1 𝛼𝑛 − 𝛽𝑛 𝛼𝑛+1 − 𝛽𝑛+1 𝑖=1
L𝑛 = + + , (3)
𝛼−𝛽 𝛼−𝛽 𝛼−𝛽 = L1 (L2 − L0 ) + L2 (L3 − L1 )
2
where 𝛼 and 𝛽 are the roots of the characteristic equation 𝑥 − (10)
+ ⋅ ⋅ ⋅ + L𝑛 (L𝑛+1 − L𝑛−1 )
𝑥 − 1 = 0.
In this paper, we consider skew circulant type matrices,
= L𝑛 L𝑛+1 − L0 L1 ,
including the skew circulant and skew left circulant matrices.
We define a sum of Fibonacci and Lucas skew circulant 𝑛
matrix which is an 𝑛 × 𝑛 complex matrix with following form: ∑𝑖L𝑖 = L1 + 2L2 + ⋅ ⋅ ⋅ + 𝑛L𝑛
𝑖=1
SCirc (L1 , L2 , . . . , L𝑛 )
= (L2 − L0 ) + 2 (L2 − L0 )
L1 L2 ⋅ ⋅ ⋅ L𝑛−1 L𝑛
−L𝑛 L1 ⋅ ⋅ ⋅ L𝑛−2 L𝑛−1 + ⋅ ⋅ ⋅ + 𝑛 (L𝑛+1 − L𝑛−1 )
(4)
= ( ... ..
. d ..
. .. ) ,
. 𝑛
−L3 −L4 ⋅ ⋅ ⋅ L1 L2 = − 2∑L𝑖 + (𝑛 + 1) L𝑛 + 𝑛L𝑛+1 − L0
−L2 −L3 ⋅ ⋅ ⋅ −L𝑛 L1 𝑖=1
= (𝑛 − 2) L𝑛+2 + L𝑛 + 2L2 − L0 ,
where each row is a cyclic shift of the row above the right.
Besides, a sum of Fibonacci and Lucas skew left circulant and hence
matrix is given by 𝑛
∑L𝑖 = L𝑛+2 − 4,
SLCirc (L1 , L2 , . . . , L𝑛 ) 𝑖=1
L1 L2 ⋅ ⋅ ⋅ L𝑛−1 L𝑛 𝑛
L2 L3 ⋅ ⋅ ⋅ L𝑛 −L1 ∑L2𝑖 = L𝑛 L𝑛+1 − 4, (11)
(5)
= ( ... .. .. .. ) , 𝑖=1
. d . . 𝑛
L𝑛−1 L𝑛 ⋅ ⋅ ⋅ −L𝑛−3 −L𝑛−2 ∑𝑖L𝑖 = (𝑛 − 2) L𝑛+2 + L𝑛 + 6.
L𝑛 −L1 ⋅ ⋅ ⋅ −L𝑛−2 −L𝑛−1 𝑖=1
where each row is a cyclic shift of the row above the left. This completes the proof.
Abstract and Applied Analysis 3
Lemma 2 (see [10]). Let 𝐴 = SLCirc(𝑎1 , 𝑎2 , . . . , 𝑎𝑛 ) be a skew Proof. Obviously, det 𝐴 3 = 304 satisfies the equation. In the
left circulant matrix and let 𝑛 be odd; then, case 𝑛 > 3, let
1
𝑡 1
𝑛 ( 1 1 −1)
(𝑗−(1/2))(𝑘−1) 𝑛−1 (0 0 1 −1 −1)
𝜆 𝑗 = ± ∑ 𝑎𝑘 𝜔 (𝑗 = 1, 2, . . . , ), ( )
𝑘=1 2 ℶ = ( .. ),
(. c c c )
(12) ( )
𝑛 0 1 c c
𝜆 (𝑛+1)/2 = ∑ 𝑎𝑘 (−1)𝑘−1 , 0 1 −1 c 0
𝑘=1 ( 0 1 −1 −1 ) (15)
1 0 0 ⋅⋅⋅ 0 0
0 𝑥𝑛−2 0 ⋅⋅⋅ 0 1
𝑛−3
where 𝜆 𝑗 (𝑗 = 1, 2, . . . , (𝑛 − 1)/2, (𝑛 + 1)/2) are the eigenvalues (0 𝑥 0 ⋅ ⋅ ⋅ 1 0)
of 𝐴. Ω1 = ( . . .. . .)
.. .. . d .. ..
0 𝑥 1 ⋅⋅⋅ 0 0
(0 1 0 ⋅ ⋅ ⋅ 0 0)
2. Determinant and Inverse of Skew
be two 𝑛 × 𝑛 matrices; then, we have
Circulant Matrix with the Sum of Fibonacci
and Lucas Numbers 2 𝑙𝑛 𝑐13 ⋅ ⋅ ⋅ 𝑐1,𝑛−1 𝑐1𝑛
0 𝑙𝑛 𝑐23 ⋅ ⋅ ⋅ 𝑐2,𝑛−1 𝑐2𝑛
In this section, let 𝐴 𝑛 = SCirc (L1 , . . . , L𝑛 ) be a skew circulant
(0 0 𝑐 )
matrix. First of all, a determinant explicit formula for the ℶ𝐴 𝑛 Ω1 = (0 0 𝑑 d ), (16)
matrix 𝐴 𝑛 is given. After that, we prove that 𝐴 𝑛 is an invertible .. ..
matrix for any positive interger 𝑛, and then we find the inverse . . d 𝑐
of the matrix 𝐴 𝑛 . In the following, let (0 0 𝑑 𝑐 )
where
𝑐1𝑗 = L𝑛+2−𝑗 (𝑗 = 3, 4, . . . , 𝑛) ,
2 + L𝑛 (17)
𝑥=− , 𝑡 = 2, 𝑐 = 2 + L𝑛+1 , 𝑐2𝑗 = 𝑡L𝑛+2−𝑗 − L𝑛+3−𝑗 (𝑗 = 3, 4, . . . , 𝑛) .
2 + L𝑛+1
𝑛−2
L𝑛 = (𝛼𝑛−1 − 𝛽𝑛−1 )/(𝛼 − 𝛽) + (𝛼𝑛 − 𝛽𝑛 )/(𝛼 − 𝛽) + (𝛼𝑛+1 − Then the inverse H−1 = [ℎ𝑖,𝑗 ]𝑖,𝑗=1 of the matrix H is equal to
𝛽𝑛+1 )/(𝛼 − 𝛽), where 𝛼 + 𝛽 = 1, 𝛼𝛽 = −1, we have
𝑖−𝑗
𝑛
𝑗−1 { (−𝑑) , 𝑖 ≥ 𝑗,
𝑓 (𝜔𝑘 𝜂) = ∑ L𝑗 (𝜔𝑘 𝜂) ℎ𝑖𝑗 = { 𝑐𝑖−𝑗+1 (24)
𝑗=1 {0, 𝑖 < 𝑗.
𝑛
𝛼𝑗−1 − 𝛽𝑗−1 𝛼𝑗 − 𝛽𝑗 Proof. Let 𝑒𝑖𝑗 = ∑𝑛−2
𝑘=1 ℎ𝑖𝑘 ℎ𝑘𝑗 . Obviously, 𝑒𝑖𝑗 = 0 for 𝑖 < 𝑗. In the
= ∑( +
𝑗=1 𝛼−𝛽 𝛼−𝛽 case 𝑖 = 𝑗, we obtain 𝑒𝑖𝑖 = ℎ𝑖𝑖 ℎ𝑖𝑖 = (2 + L𝑛+1 ) ⋅ 1/(2 + L𝑛+1 ) = 1.
For 𝑖 ≥ 𝑗 + 1, we obtain
𝛼𝑗+1 − 𝛽𝑗+1 𝑗−1
+ ) (𝜔𝑘 𝜂) 𝑛−2
𝛼−𝛽
𝑒𝑖𝑗 = ∑ ℎ𝑖𝑘 ℎ𝑘𝑗
= ℎ𝑖,𝑖−1 ℎ𝑖−1,𝑗 + ℎ𝑖𝑖 ℎ𝑖𝑗
𝑛 𝑘=1
𝛼𝑗−1 + 𝛼𝑗 + 𝛼𝑗+1 𝑗−1 (25)
= ∑( ) (𝜔𝑘 𝜂)
𝛼−𝛽 (−𝑑)𝑖−𝑗−1 (−𝑑)𝑖−𝑗
𝑗=1 =𝑑⋅ + 𝑐 ⋅ = 0.
𝑐𝑖−𝑗 𝑐𝑖−𝑗+1
𝑛
𝛽𝑗−1 + 𝛽𝑗 + 𝛽𝑗+1 𝑗−1
(20)
−∑( ) (𝜔𝑘 𝜂) Hence, we get HH−1 = 𝐼𝑛−2 ; here 𝐼𝑛−2 is (𝑛 − 2) × (𝑛 − 2)
𝑗=1 𝛼−𝛽 identity matrix. Similarly, we can verify H−1 H = 𝐼𝑛−2 . Thus,
the proof is completed.
1 + 𝛼 + 𝛼2 1 + 𝛼𝑛
= ⋅
𝛼−𝛽 1 − 𝛼𝜔𝑘 𝜂 Theorem 6. Let 𝐴 𝑛 = SCirc(L1 , . . . , L𝑛 ) be a skew circulant
matrix; then
1 + 𝛽 + 𝛽2 1 + 𝛽𝑛
− ⋅ −1 1
𝛼−𝛽 1 − 𝛽𝜔𝑘 𝜂 (𝐴 𝑛 ) = ⋅ SCirc (𝑦1 , 𝑦2 , . . . , 𝑦𝑛 ) (𝑛 ≥ 4) , (26)
𝑙𝑛
2 + L𝑛+1 + (2 + L𝑛 ) 𝜔𝑘 𝜂 where
=
1 − 𝜔𝑘 𝜂 − 𝜔2𝑘 𝜂2
(−𝑑)𝑛−3
(𝑘 = 1, 2, . . . , 𝑛 − 1) , 𝑦1 = 1 − [(6 − 4𝑡) ⋅
𝑐𝑛−2
where 𝜔 = exp(2𝜋𝑖/𝑛), 𝜂 = exp(𝜋𝑖/𝑛). If there exists 𝜔𝑙 𝜂 (𝑙 = 𝑛−3
(−𝑑)𝑖−1
1, 2, . . . , 𝑛 − 1) such that 𝑓(𝜔𝑙 𝜂) = 0, we have 2 + L𝑛+1 + (2 + + ∑ (L𝑛+2−𝑖 − 𝑡L𝑛+1−𝑖 ) ⋅ ]
𝑐𝑖
L𝑛 )𝜔𝑙 𝜂 = 0 for 1 − 𝜔𝑙 𝜂 − 𝜔2𝑙 𝜂2 ≠0, and hence it follows that 𝑖=1
1 𝑙𝑛 1 2 (−𝑑)𝑘−5+𝑖
𝜔1𝑗 = [ (𝑡L𝑛+2−𝑗 − L𝑛+3−𝑗 ) − L𝑛+2−𝑗 ] = ∑ (L1+𝑖 − 𝑡L𝑖 ) ⋅ 𝑘−4+𝑖 ,
2 𝑙𝑛 𝑙𝑛 𝑖=1 𝑐
(𝑗 = 3, 4, . . . , 𝑛) , (29)
..
.
1
𝜔2𝑗 = ⋅ (L𝑛+3−𝑗 − 𝑡L𝑛+2−𝑗 ) (𝑗 = 3, 4, . . . , 𝑛) .
𝑙𝑛 − 𝑦𝑛 = 𝑇23 − 𝑇24 − 𝑇25
𝑛−2
Then we have (−𝑑)𝑖−1 𝑛−3 (−𝑑)𝑖−1
= ∑ 𝜔2,2+𝑖 ⋅ − ∑ 𝜔2,3+𝑖 ⋅
𝑖=1 𝑐𝑖 𝑖=1 𝑐𝑖
2 0 00 0 ⋅⋅⋅
0 𝑙𝑛 00 0 ⋅⋅⋅ 𝑛−4
0 0 𝑐0) 0 ⋅⋅⋅ (−𝑑)𝑖−1
( − ∑ 𝜔2,4+𝑖 ⋅
ℶ𝐴 𝑛 Ω1 Ω2 = (0 0 𝑑0) , 𝑐 ⋅⋅⋅ (30) 𝑖=1 𝑐𝑖
.. .. ..
. ..
. d ..
. . .
1 2 (−𝑑)𝑛−5+𝑖
(0 0 0 0 ⋅ ⋅ ⋅ 𝑐 ) = ∑ (L1+𝑖 − 𝑡L𝑖 ) ⋅ 𝑛−4+𝑖 ,
𝑙𝑛 𝑖=1 𝑐
so ℶ𝐴 𝑛 Ω1 Ω2 = D ⊕ H, and here 𝐷 = diag(2, 𝑙𝑛 ) is a 1
diagonal matrix, and D ⊕ H is the direct sum of D and H. 𝑦1 = − 𝑇23 − 𝑇24
𝑙𝑛
If we denote Ω = Ω1 Ω2 , then we obtain 𝐴−1 𝑛 = Ω(D
−1
⊕
−1
H )Σ. Since the last row elements of the matrix Ω are
(0, 1, 𝜔23 , 𝜔24 , . . . , 𝜔2,𝑛−1 , 𝜔2𝑛 ), the last row elements of the 1 1 (−𝑑)𝑛−3
= − [(6 − 4𝑡) ⋅ 𝑛−2
matrix Ω(D−1 ⊕ H−1 ) are (0, 1/𝑙𝑛 , 𝑇23 , 𝑇24 , . . . , 𝑇2𝑛 ), where 𝑙𝑛 𝑙𝑛 𝑐
𝑛−3
𝑛−2 (−𝑑)𝑖−1
(−𝑑)𝑖−1 + ∑ (L𝑛+2−𝑖 − 𝑡L𝑛+1−𝑖 ) ⋅ ]
𝑇23 = ∑ 𝜔2,2+𝑖 ⋅ (𝑛 ≥ 3) , 𝑖=1 𝑐𝑖
𝑖=1 𝑐𝑖
(31)
𝑛+1−𝑘 (𝑛 ≥ 4) .
(−𝑑)𝑖−1
𝑇2𝑘 = ∑ 𝜔2,𝑘−1+𝑖 ⋅ (𝑘 = 3, 4, . . . , 𝑛) . (32)
𝑖=1 𝑐𝑖
𝑡 1 1 (−𝑑)𝑛−3
− 𝑦2 = + 𝑇23 𝑦1 = − [(6 − 4𝑡) ⋅ 𝑛−2
𝑙𝑛 𝑙𝑛 𝑙𝑛 𝑐
1 1
− 𝑦3 = 𝑇2,𝑛 = (6 − 4𝑡) ⋅ , 𝑡 1 𝑛−2 (−𝑑)𝑖−1
𝑙𝑛 𝑐 𝑦2 = − − ∑ (L𝑛+1−𝑖 − 𝑡L𝑛−𝑖 ) ⋅ ,
𝑙𝑛 𝑙𝑛 𝑖=1 𝑐𝑖
− 𝑦4 = 𝑇2,𝑛−1 − 𝑇2𝑛
1 1
2 𝑖−1
𝑦3 = − (6 − 4𝑡) ⋅ ,
1 (−𝑑) 𝑙𝑛 𝑐
= ∑ (L1+𝑖 − 𝑡L𝑖 ) ⋅ ,
𝑙𝑛 𝑖=1 𝑐𝑖
1 2 (−𝑑)𝑖−1
𝑦4 = − ∑ (L1+𝑖 − 𝑡L𝑖 ) ⋅ ,
− 𝑦5 = 𝑇2,𝑛−2 − 𝑇2𝑛−1 − 𝑇2𝑛 𝑙𝑛 𝑖=1 𝑐𝑖
1 2 (−𝑑)𝑖 1 2 (−𝑑)𝑖
= ∑ (L1+𝑖 − 𝑡L𝑖 ) ⋅ 𝑖+1 , 𝑦5 = − ∑ (L1+𝑖 − 𝑡L𝑖 ) ⋅ 𝑖+1 ,
𝑙𝑛 𝑖=1 𝑐 𝑙𝑛 𝑖=1 𝑐
6 Abstract and Applied Analysis
𝑛 𝑛
1 2 (−𝑑)𝑘−5+𝑖 2 2
𝑦𝑘 = − ∑ (L1+𝑖 − 𝑡L𝑖 ) ⋅ 𝑘−4+𝑖 , (𝐴 𝑛 𝐹 ) = ∑∑ 𝑎𝑖𝑗
𝑙𝑛 𝑖=1 𝑐 𝑖=1 𝑗=1
.. 𝑛
. = 𝑛∑L2𝑖
𝑖=1
1 2 (−𝑑)𝑛−5+𝑖
𝑦𝑛 = ∑ (L1+𝑖 − 𝑡L𝑖 ) ⋅ 𝑛−4+𝑖 , = 𝑛 (L𝑛 L𝑛+1 − 4) .
𝑙𝑛 𝑖=1 𝑐
(37)
1 Thus
𝐴−1
𝑛 = ⋅ SCirc (𝑦1 , 𝑦2 , . . . , 𝑦𝑛 ) ,
𝑙𝑛
𝐴 𝑛 𝐹 = √𝑛 (L𝑛 L𝑛+1 − 4). (38)
(33)
where
Theorem 8. Let 𝐴𝑛 = SCirc(L1 , −L2 , . . . , −L𝑛−1 , L𝑛 ) be an
odd-order alternative skew circulant matrix and let 𝑛 be odd.
(−𝑑)𝑛−3
𝑦1 = 1 − [(6 − 4𝑡) ⋅ Then
𝑐𝑛−2 𝑛
𝐴 𝑛 = ∑L𝑖 = L𝑛+2 − 4. (39)
𝑛−3 2
(−𝑑)𝑖−1 𝑖=1
+ ∑ (L𝑛+2−𝑖 − 𝑡L𝑛+1−𝑖 ) ⋅ ]
𝑖=1 𝑐𝑖 Proof. By Lemma 1 in [25], we have
𝑛
𝑖−1
(𝑛 ≥ 4) , 𝜆 𝑗 (𝐴𝑛 ) = ∑(−1)𝑖−1 L𝑖 (𝜔𝑗 𝜂) . (40)
𝑖=1
𝑛−2
(−𝑑)𝑖−1
𝑦2 = −𝑡 − ∑ (L𝑛+1−𝑖 − 𝑡L𝑛−𝑖 ) ⋅ , Therefore
𝑖=1 𝑐𝑖 (34) 𝑛 𝑖−1
𝜆 𝑗 (𝐴𝑛 ) ≤ ∑ (−1)𝑖−1 L𝑖 ⋅ (𝜔𝑗 𝜂)
1 𝑖=1
𝑦3 = − (6 − 4𝑡) ⋅ , (41)
𝑐 𝑛
= ∑L 𝑖 (𝑗 = 0, 1, . . . , 𝑛 − 1) .
2
(−𝑑)𝑖−1 𝑖=1
𝑦4 = −∑ (L1+𝑖 − 𝑡L𝑖 ) ⋅ ,
𝑖=1 𝑐𝑖 Since 𝑛 is odd, ∑𝑛𝑖=1 L𝑖 is an eigenvalue of 𝐴𝑛 , which is
2 1
(−𝑑)𝑘−5+𝑖 L1 −L2 ⋅ ⋅ ⋅ L𝑛
−1
𝑦𝑘 = −∑ (L1+𝑖 − 𝑡L𝑖 ) ⋅ , (𝑘 = 5, 6, . . . , 𝑛) . −L𝑛 L1 ⋅ ⋅ ⋅ −L𝑛−1
𝑐𝑘−4+𝑖
𝑖=1 (1)
( 𝑛−1 −L𝑛 ⋅ ⋅ ⋅ L𝑛−2 ) (−1)
L
.. .. .. ..
This completes the proof. . . . . ..
.
L2 −L3 ⋅ ⋅ ⋅ L1
1
( )
3. Norm and Spread of Skew Circulant (42)
1
Matrix with the Sum of Fibonacci and −1
Lucas Numbers
(1)
𝑛
= ∑L𝑖 ⋅ (−1) .
Theorem 7. Let 𝐴 𝑛 = SCirc(L1 , . . . , L𝑛 ) be a skew circulant 𝑖=1 ..
matrix. The three kinds norms of 𝐴 𝑛 are given by .
1
( )
𝐴 𝑛 1 = 𝐴 𝑛 ∞ = L𝑛+2 − 4, (35) To sum up, we have
𝑛
𝐴 𝑛 𝐹 = √𝑛 (L𝑛 L𝑛+1 − 4). (36) max 𝜆 𝑗 (𝐴𝑛 ) = ∑L𝑖 . (43)
0≤𝑗≤𝑛−1
𝑖=1
Proof. By Definition 4 in [26], (6), and (7), we have Since all skew circulant matrices are normal, by Lemma 7 in
[26], (6), and (43), we have
𝐴 𝑛 1 = 𝐴 𝑛 ∞ 𝑛
𝐴 𝑛 = ∑L𝑖 = L𝑛+2 − 4, (44)
𝑛 2
𝑖=1
= ∑L𝑖 = L𝑛+2 − 4,
𝑖=1 which completes the proof.
Abstract and Applied Analysis 7
Theorem 9. Let 𝐴 𝑛 = SCirc(L1 , . . . , L𝑛 ) be a skew circulant Theorem 11. Let 𝐴𝑛 = SLCirc(L1 , . . . , L𝑛 ) be a skew left
matrix; then the bounds for the spread of 𝐴 𝑛 are circulant matrix for any positive interger 𝑛; then 𝐴𝑛 is an
invertible matrix.
𝑠 (𝐴 𝑛 ) ⩽ √2𝑛 (L𝑛 L𝑛+1 − 8),
(45) Theorem 12. Let 𝐴𝑛 = SLCirc(L1 , . . . , L𝑛 ) be a skew left
1 circulant matrix; then
𝑠 (𝐴 𝑛 ) ≥ 2L − 𝑛L𝑛+2 − 6𝑛 − 20 .
𝑛 − 1 𝑛+4
−1 1
Proof. The trace of 𝐴 𝑛 is denoted by tr 𝐴 𝑛 = 𝑛L1 . By (𝐴𝑛 ) = SLCirc (𝑦1 , 𝑦2 , . . . , 𝑦𝑛 ) (𝑛 ≥ 4) , (51)
𝑙𝑛
Definition 5 in [26] and (36), we have
where
𝑠 (𝐴 𝑛 ) ⩽ √2𝑛 (L𝑛 L𝑛+1 − 8). (46)
(−𝑑)𝑛−3
Since 𝑦1 = 1 − [(6 − 4𝑡)
𝑐𝑛−2
𝑛 𝑛
∑𝑎𝑖𝑗 = ∑ [𝑛 − (𝑘 − 1)] L𝑘 − ∑ (𝑘 − 1) L𝑘 𝑛−3
(−𝑑)𝑖−1
𝑖=𝑗̸ 𝑘=2 𝑘=2 + ∑ (L𝑛+2−𝑖 − 𝑡L𝑛+1−𝑖 ) ⋅ ],
(47) 𝑖=1 𝑐𝑖
𝑛 𝑛
= (𝑛 + 2) ∑ L𝑘 − 2 ∑ 𝑘L𝑘 , 𝑦𝑘 = −𝑦𝑛−𝑘+2
𝑘=2 𝑘=2
2
by (6) and (8), (−𝑑)𝑛−𝑘−3+𝑖
= ∑ (L1+𝑖 − 𝑡L𝑖 ) ⋅ ,
𝑖=1 𝑐𝑛−𝑘−2+𝑖 (52)
∑𝑎𝑖𝑗 = (𝑛 + 2) (L𝑛+2 − 6) − 2 (𝑛L𝑛+2 − L𝑛+3 − 6 + L4 )
𝑖=𝑗̸ (𝑘 = 2, 3, . . . , 𝑛 − 2) .
= 2L𝑛+4 − 𝑛L𝑛+2 − 6𝑛 − 20. 1
𝑦𝑛−1 = −𝑦3 = (6 − 4𝑡) ⋅ ,
(48) 𝑐
By Lemma 6 in [26], we have 𝑦𝑛 = −𝑦2
1 𝑛−2
(−𝑑)𝑖−1
𝑆 (𝐴 𝑛 ) ≥ 2L − 𝑛L𝑛+2 − 6𝑛 − 20 . (49)
𝑛 − 1 𝑛+4 = 𝑡 + ∑ (L𝑛+1−𝑖 − 𝑡L𝑛−𝑖 ) ⋅
𝑐𝑖
.
𝑖=1
Research Article
A Note on the Existence of a Smale Horseshoe in the Planar
Circular Restricted Three-Body Problem
Copyright © 2015 X. Cheng and Z. She. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
It has been proved that, in the classical planar circular restricted three-body problem, the degenerate saddle point processes
transverse homoclinic orbits. Since the standard Smale-Birkhoff theorem cannot be directly applied to indicate the chaotic dynamics
of the Smale horseshoe type, we in this note alternatively apply the Conley-Moser conditions to analytically prove the existence of
a Smale horseshoe in this classical restricted three-body problem.
The Hamiltonian of the system (1) is Assumption 1. 0 ≤ 𝜇V 𝜇ℎ < 1 and, for each 𝑖 ∈ {1, 2, . . . , 𝑁},
𝑓 maps 𝐻𝑖 homeomorphically onto 𝑉𝑖 ; that is, 𝑓(𝐻𝑖 ) = 𝑉𝑖 .
𝑝𝜑2 Moreover, the horizontal boundaries of 𝐻𝑖 are mapped to the
1
𝐻= (𝑝𝜌2 + 2 − 2𝑝𝜑 ) horizontal boundaries of 𝑉𝑖 and the vertical boundaries of 𝐻𝑖
2 𝜌 are mapped to the vertical boundaries of 𝑉𝑖 .
1−𝜇
− 1/2 (2) Assumption 2. 𝐷𝑓(S𝑢H ) ⊂ S𝑢V and 𝐷𝑓−1 (S𝑠V ) ⊂ S𝑠H .
(𝜌2 + 𝜇2 − 2𝜌𝜇 cos 𝜑)
Moreover, there exists a positive number 𝜆 satisfying 0 < 𝜆 <
𝜇 1 − 𝜇V 𝜇ℎ such that
− 1/2
.
2
(𝜌2 + (1 − 𝜇) + 2𝜌 (1 − 𝜇) cos 𝜑)
(1) if (𝜉𝑧0 , 𝜂𝑧0 ) ∈ S𝑢𝑧0 and (𝜉𝑓(𝑧0 ) , 𝜂𝑓(𝑧0 ) ) ≐ 𝐷𝑓(𝑧0 )(𝜉𝑧0 ,
For the above classical model, Xia [4] has showed, by 𝜂𝑧0 ) ∈ S𝑢𝑓(𝑧0 ) , then |𝜂𝑓(𝑧0 ) | ≥ (1/𝜆)|𝜂𝑧0 |;
proper coordinate change for transforming the points at
infinity to the origin (i.e, the McGehee transformation [2]), (2) if (𝜉𝑧0 , 𝜂𝑧0 ) ∈ S𝑠𝑧0 and (𝜉𝑓−1 (𝑧0 ) , 𝜂𝑓−1 (𝑧0 ) ) ≐ 𝐷𝑓−1 (𝑧0 )
that there is a periodic solution at infinity. Moreover, from
(𝜉𝑧0 , 𝜂𝑧0 ) ∈ S𝑠𝑓−1 (𝑧0 ) , then |𝜉𝑓−1 (𝑧0 ) | ≥ (1/𝜆)|𝜉𝑧0 |.
[2, 4], we know that this periodic solution is a degenerate
saddle in the sense [2] that, for the Poincaré map of the
Based on Assumptions 1 and 2, we directly have the
periodic orbit introduced at infinity, its derivative (i.e., the
following.
Jacobian) at the origin is the identity.
Further, Xia [4] and Zhu and Xiang [12] both proved the
existence of transversal homoclinic orbits by the Melnikov
method to the periodic solution at infinity, which corre- Lemma 3 (see [16]). If the map 𝑓 satisfies Assumptions 1 and 2,
sponds to the origin under the coordinate change. However, then 𝑓 has an invariant Cantor set, on which it is topologically
since the origin is a degenerate fixed point, the standard conjugate to a full shift on 𝑁 symbols and has
Smale-Birkhoff theorem [15] cannot be directly applied to
indicate the existence of a Smale horseshoe. This problem (i) a countable infinity of periodic orbits of arbitrarily high
has also been pointed out by Dankowicz and Holmes [6] period;
and Llibre and Perez-Chavela [8]. Thus, in this present note,
we try to alternatively apply the Conley-Moser conditions (ii) an uncountable infinity of nonperiodic orbits;
to analytically prove the existence of a Smale horseshoe in
the above classical model. For this, we introduce the Conley-
Moser conditions [16] as follows. (iii) a dense orbit.
Let 𝑓 : 𝐷 → R2 be an invertible map, where 𝐷 = {(𝑥, 𝑦) ∈
Remark 4 (see [16–18]). If 𝑓 satisfies Assumption 2, we call
R | 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1}, and 𝑓 is at least 𝐶1 . For two given
2
that 𝑓 satisfies the (𝜇ℎ , 𝜇V )-cone condition.
𝜇V > 0 and 𝜇ℎ > 0, let 𝐾 = {1, 2, . . . , 𝑁} (𝑁 ≥ 2) be an index
set, let 𝐻1 , . . . , 𝐻𝑁 be the 𝑁 disjoint 𝜇ℎ -horizontal strips, and
𝑉1 , . . . , 𝑉𝑁 be the 𝑁 disjoint 𝜇V -vertical strips. For each 𝑖, 𝑗 ∈ 2. Main Result
𝐾, denote 𝑓(𝐻𝑖 ) ⋂ 𝐻𝑗 as 𝑉𝑗𝑖 and 𝐻𝑖 ⋂ 𝑓−1 (𝐻𝑗 ) as 𝐻𝑖𝑗 . Clearly,
𝐻𝑖𝑗 = 𝑓−1 (𝑉𝑗𝑖 ). Define H = ⋃𝑖,𝑗∈𝐾 𝐻𝑖𝑗 and V = ⋃𝑖,𝑗∈𝐾 𝑉𝑗𝑖 . It In this section, we will analytically prove the existence of
is also obvious that 𝑓(H) = V. a Smale horseshoe in the classical planar circular restricted
For an arbitrary point 𝑧0 = (𝑥0 , 𝑦0 ) ∈ H ⋃ V, let three-body problem introduced in Section 1, arriving at the
(𝜉𝑧0 , 𝜂𝑧0 ) be a vector emanating from the point 𝑧0 in the following theorem.
tangent space of 𝑧0 . The stable sector at 𝑧0 is then defined as
S𝑠𝑧0 = {(𝜉𝑧0 , 𝜂𝑧0 ) ∈ R2 | |𝜂𝑧0 | ≤ 𝜇ℎ |𝜉𝑧0 |}. Similarly, the unstable
Theorem 5. For the classical planar circular restricted three-
sector at 𝑧0 is defined as S𝑢𝑧0 = {(𝜉𝑧0 , 𝜂𝑧0 ) ∈ R2 | |𝜉𝑧0 | ≤
body problem introduced in Section 1, when the mass ratio 𝜇 is
𝜇V |𝜂𝑧0 |}. By taking the union of the stable and unstable sectors sufficiently small, there exists a Smale horseshoe and thus the
over all points in H and V, we can define sector bundles as system (1) processes chaotic dynamics of the Smale horseshoe
follows: type.
S𝑠H = ⋃ S𝑠𝑧0 , S𝑠V = ⋃ S𝑠𝑧0 ;
𝑧0 ∈H 𝑧0 ∈V In order to prove Theorem 5, we will construct an invert-
(3) ible map 𝑓 and then verify that this 𝑓 satisfies the Conley-
S𝑢H = ⋃ S𝑢𝑧0 , S𝑢V = ⋃ S𝑢𝑧0 . Moser conditions.
𝑧0 ∈H 𝑧0 ∈V
Then, the Conley-Moser conditions for the map 𝑓 are 2.1. Construction of an Invertible Map 𝑓. According to
described by the following two assumptions. the McGehee transformation 𝜌 = 1/𝑥2 , 𝑝𝜌 = 𝑦 [2],
Abstract and Applied Analysis 3
the Hamiltonian of the system (1) can be reformulated as Moreover, the Poincaré map of the periodic orbit (𝑥, 𝑦) =
follows: (0, 0) has the form
1 2
𝐻= (𝑦 + 𝑥4 𝑝𝜑2 − 2𝑝𝜑 ) 𝑃0 : 𝑥 → 𝑥 + 𝑘1 𝑥3 (𝑦 + 𝑟1 (𝑥, 𝑦))
2
(7)
(1 − 𝜇) 𝑥2 𝑦 → 𝑦 + 𝑘2 𝑥3 (𝑥 + 𝑟2 (𝑥, 𝑦)) ,
− 1/2
(1 + 𝑥4 𝜇2 − 2𝑥2 𝜇 cos 𝜑)
where 𝑘1 = 𝜋, 𝑘2 = 2𝜋(1 − 2𝜇), and 𝑟1 , 𝑟2 are real analytic and
𝜇𝑥 2 contain terms of at least second order in (𝑥, 𝑦).
− 1/2
. Using polar coordinates (𝜌, 𝜃), the Poincaré map 𝑃0 can
2
[1 + 𝑥4 (1 − 𝜇) + 2𝑥2 (1 − 𝜇) cos 𝜑] be reformulated as
(4)
𝑃0 : 𝑟 → 𝑟 − 𝑘1 𝑟4 cos4 𝜃 ((4𝜇 − 3) sin 𝜃 + 𝑜 (𝑟))
Thus, the system (1) can be reformulated as
𝜃 → 𝜃 − 𝑘2 𝑟3 cos3 𝜃
𝑑𝑥 1 (8)
= − 𝑥3 𝑦, 1
𝑑𝜏 2 ×( sin2 𝜃 − cos2 𝜃 + 𝑜 (𝑟)) .
2 (1 − 2𝜇)
𝑑𝑦 2 6
(1 − 𝜇) (1 − 𝜇𝑥2 cos 𝜑) 𝑥4
= 𝑝𝜑 𝑥 − 3/2
𝑑𝜏 (1 + 𝜇2 𝑥4 − 2𝜇𝑥2 cos 𝜑) According to formula (8), by making the following linear
transformation:
𝜇 [1 + (1 − 𝜇) 𝑥2 cos 𝜑] 𝑥4
− 3/2
, 𝑥 = 𝑢 + V,
2
[1 + (1 − 𝜇) 𝑥4 + 2 (1 − 𝜇) 𝑥2 cos 𝜑] (9)
𝑦 = −√2 (1 − 2𝜇) (𝑢 − V) ,
𝑑𝜑
= 𝑝𝜑 𝑥4 − 1,
𝑑𝜏
the system (6) can be reformulated as follows:
𝑑𝑝𝜑 4
= 𝜇 (1 − 𝜇) 𝑥 𝑑𝑢
𝑑𝜏 = (𝑢 + V)3 𝑘3 𝑢,
𝑑𝜏
1
× sin 𝜑 [ 3/2
𝑑V
= −(𝑢 + V)3 (𝑘3 V + ℎ1 (𝑢, V, 𝜑, 𝜇)) , (10)
2 4 2
[ [1 + (1 − 𝑢) 𝑥 + 2 (1 − 𝜇) 𝑥 cos 𝜑] 𝑑𝜏
𝑑𝜑
1 = −1 + ℎ2 (𝑢, V, 𝜑, 𝜇) ,
− ]. 𝑑𝜏
3/2
(1 + 𝜇2 𝑥4 − 2𝜇𝑥2 cos 𝜑) ]
(5) where 𝑘3 = √2(1 − 2𝜇)/2. Due to the symmetry of the
problem, we subsequently restrict our discussion to the
For the energy surface 𝐻 = ℎ, where ℎ is a constant, positive quadrant.
there exists a 2𝜋-periodic solution with respect to 𝜑; that is, We neglect the higher order terms of (10) and then obtain
(𝑥, 𝑦, 𝑝𝜑 ) = (0, 0, −ℎ). Further, near this periodic solution, that 𝑑𝑢/𝑑V = −𝑢/V. It is clear that its solution remains on the
by solving the Jacobi integral for 𝑝𝜑 , we have 𝑝𝜑 = −ℎ + hyperbolae 𝑢V = 𝑐0 > 0, where 𝑐0 is a constant. We substitute
]1 (𝑥, 𝑦, 𝜑), where ]1 (𝑥, 𝑦, 𝜑) is second order in 𝑥 and 𝑦 and V = 𝑐0 /𝑢 into the first expression of (10) and neglect the higher
2𝜋-periodic with respect to 𝜑. order terms, arriving at 𝑑𝑢/𝑑𝜑 = −𝑘3 ((𝑢2 + 𝑐0 )3 /𝑢2 ).
Thus, the system (5) can be further reformulated as Let Σ be a plane transversal to the periodic orbit 𝛾𝜇 at the
origin (0, 0) and let 𝑈0 be a sufficiently small neighborhood
𝑑𝑥 1 of the origin (0, 0) in the plane Σ. For an arbitrary but fixed
= − 𝑥3 𝑦,
𝑑𝜏 2 point (𝑢0 , V0 ) ∈ 𝑈0 \ {(0, 0)}, we define 𝑇𝜑 (𝑢0 , V0 ) = (𝑢𝜑 , V𝜑 )
𝑑𝑦 with 𝑇0 (𝑢0 , V0 ) = (𝑢0 , V0 ).
= − (1 − 2𝜇) (𝑥4 + 𝑔1 (𝑥, 𝑦, 𝜑, 𝜇)) , (6) Assume that 𝑢𝜑 = √𝑐0 tan(𝜙𝜑 /4); then V𝜑 =
𝑑𝜏
√𝑐0 cot(𝜙𝜑 /4), where 𝜙𝜑 is an auxiliary variable. Substituting
𝑑𝜑 𝑢𝜑 = √𝑐0 tan(𝜙𝜑 /4) into 𝑑𝑢/𝑑𝜑 = −𝑘3 ((𝑢2 + 𝑐0 )3 /𝑢2 ), we can
= −1 + 𝑔2 (𝑥, 𝑦, 𝜑, 𝜇) ,
𝑑𝜏 obtain
where 𝑔1 and 𝑔2 are 2𝜋-periodic with respect to 𝜑, 𝑔1 is the
third order in (𝑥, 𝑦), and 𝑔2 is fourth order in (𝑥, 𝑦). 𝜙𝜑 − sin 𝜙𝜑 = 𝑘0 − 32𝑘𝑐03/2 𝜑, 𝑘0 = 𝜙0 − sin 𝜙0 , (11)
From [4, 12], the origin (0, 0) can be regarded as a periodic
orbit 𝛾𝜇 with period 2𝜋 with respect to 𝜑 in the system (6). where 𝑐0 = 𝑢0 V0 and 𝜙0 = 4 arctan √𝑢0 /V0 .
4 Abstract and Applied Analysis
𝜕𝑢𝜑 𝜕𝑢𝜑
[ 𝜕𝑢 𝜕V0 ]
[ 0 ]
𝐷𝑇𝜑 = [ 𝜕V𝜑 𝜕V𝜑 ]
[ ]
𝜕𝑢 𝜕V0
[ 0 ] (12)
𝑢𝜑 3 𝑢0 𝑢𝜑 3
[ 2𝑢 (1 + Δ − 3𝑘3 (𝑢𝜑 + V𝜑 ) 𝜑) 2𝑐
(1 − Δ − 3𝑘3 (𝑢𝜑 + V𝜑 ) 𝜑)]
=[
[ 𝑐
0
3 𝑢0 3
],
]
(1 − Δ + 3𝑘3 (𝑢𝜑 + V𝜑 ) 𝜑) (1 + Δ + 3𝑘3 (𝑢𝜑 + V𝜑 ) 𝜑)
2𝑢
[ 0 𝜑𝑢 2𝑢 𝜑 ]
By Lemma 6, we have the following proposition. (𝜉𝑃𝑘 (𝑧0 ) , 𝜂𝑃𝑘 (𝑧0 ) ) is a vector emanating from the point
𝑃𝑘 (𝑧0 ) in the tangent space of 𝑃𝑘 (𝑧0 ); |𝜉𝑃−𝑘 (𝑧0 ) | ≥
Proposition 7. For two arbitrary constants 𝜇ℎ and 𝜇V with 0 < 𝜆−1 |𝜉𝑧0 | if (𝜉𝑧0 , 𝜂𝑧0 ) ∈ S𝑠𝑧0 and (𝜉𝑃−𝑘 (𝑧0 ) , 𝜂𝑃−𝑘 (𝑧0 ) ) ≐
𝜇ℎ < 𝜇V−1 ≪ 1, when 𝑘 is sufficiently large, 𝑓|𝐷𝑘 satisfies the
𝐷𝑃−𝑘 (𝑧0 )(𝜉𝑧0 , 𝜂𝑧0 ) ∈ S𝑠𝑃−𝑘 (𝑧 ) , where (𝜉𝑃−𝑘 (𝑧0 ) , 𝜂𝑃−𝑘 (𝑧0 ) )
(𝜇ℎ , 𝜇V )-cone condition. 0
𝛿2 2 3
Third, we want to prove 𝐷𝑃−𝑘 (S𝑠V ) ⊂ S𝑠H and |𝜉𝑃−𝑘 (𝑧0 ) | ≥
≈ (Δ (𝛿𝜗 − 𝑐 ) + (1 + 6𝑘 ( 𝛿 + 𝑐 ) 𝑘𝜋)
3 𝜆 |𝜉𝑧0 |. For this, let 𝑇𝜑−1 (𝑢𝜑 , V𝜑 ) = (𝑢0 , V0 ) be the inverse map
−1
𝑐 𝛿 𝛿
of 𝑇𝜑 . Then,
𝑐
× (𝛿𝜗 + )) 𝜕𝑢𝜑 𝜕𝑢𝜑 −1
𝛿
−1 [ 𝜕𝑢 𝜕V ]
2 3 𝐷𝑇𝜑−1 = (𝐷𝑇𝜑 ) =[ 0 0]
[ 𝜕V𝜑 𝜕V𝜑 ]
𝑐 𝛿 +𝑐
× (Δ (𝛿𝜗 − ) − (1 − 6𝑘3 ( ) 𝑘𝜋)
𝛿 𝛿 [ 𝜕𝑢0 𝜕V0 ]
(21)
−1 𝜕V𝜑 𝜕𝑢𝜑
𝑐 −
1 [ 𝜕V0 ]
× (𝛿𝜗 + )) = [ 𝜕V0 ]
𝛿
△ [ 𝜕V𝜑 𝜕𝑢𝜑 ] .
−
[ 𝜕𝑢0 𝜕𝑢0 ]
𝛿2 1
≈ 1 + .
𝑐 3𝑘3 𝛿3 𝑘𝜋 For any 𝑧0 = (𝑢0 , V0 ) ∈ V with (𝜉𝑧0 , 𝜂𝑧0 ) = (𝜛, 1) ∈ S𝑠𝑧0 ,
(19) (𝜉𝑃−𝑘 (𝑧0 ) , 𝜂𝑃−𝑘 (𝑧0 ) ) = 𝐷𝑃−𝑘 (𝜉𝑧0 , 𝜂𝑧0 ) = 𝐷𝑇2𝑘𝜋
−1
(𝜉𝑧0 , 𝜂𝑧0 ) =
(1/△)((𝜕V2𝑘𝜋 /𝜕V0 )𝜛 − (𝜕𝑢2𝑘𝜋 /𝜕V0 ), (−𝜕V2𝑘𝜋 /𝜕𝑢0 )𝜛 +
Clearly, lim𝑘 → +∞ (𝛿2 /𝑐)|1 + 1/3𝑘3 𝛿3 𝑘𝜋| = 𝛿2 /𝑐. More- (𝜕𝑢2𝑘𝜋 /𝜕𝑢0 )). Similarly, we can prove that |(𝜕V2𝑘𝜋 /𝜕V0 )𝜛 −
over, when 𝑐 → 0, 𝛿2 /𝑐 → +∞. So, for sufficiently (𝜕𝑢2𝑘𝜋 /𝜕V0 )/(−𝜕V2𝑘𝜋 /𝜕𝑢0 )𝜛 + (𝜕𝑢2𝑘𝜋 /𝜕𝑢0 )| > 𝜇ℎ
large 𝑘 and sufficiently small 𝛿1 and 𝛿2 , |((𝜕V2𝑘𝜋 /𝜕𝑢0 ) + and |(𝜕V2𝑘𝜋 /𝜕V0 )𝜛 − (𝜕𝑢2𝑘𝜋 /𝜕V0 )| > 𝜆−1 |𝜛|. Thus,
(𝜕V2𝑘𝜋 /𝜕V0 )𝜗)/((𝜕𝑢2𝑘𝜋 /𝜕𝑢0 ) + (𝜕𝑢2𝑘𝜋 /𝜕V0 )𝜗)| > 1/𝜇V . 𝐷𝑃−𝑘 (S𝑠V ) ⊂ S𝑠H and |𝜉𝑃−𝑘 (𝑧0 ) | ≥ 𝜆−1 |𝜉𝑧0 |.
Thus, 𝐷𝑃𝑘 (𝑧0 )(𝜉𝑧0 , 𝜂𝑧0 ) ∈ S𝑢V . This directly implies that Based on all above analysis and Remark 4, we can then
𝐷𝑃𝑘 (S𝑢H ) ⊂ S𝑢V . obtain that when 𝑘 is sufficiently large, 𝑃𝑘 satisfies the
Second, following the proof of 𝐷𝑃𝑘 (S𝑢H ) ⊂ S𝑢V , we want (𝜇ℎ , 𝜇V )-cone condition.
to prove that there exists a constant 𝜆 satisfying 0 < 𝜆 < 1 −
Based on Proposition 8, we can prove that 𝑓 satisfies the
𝜇ℎ 𝜇V such that |𝜂𝑃𝑘 (𝑧0 ) | ≥ 𝜆−1 |𝜂𝑧0 |.
boundary condition.
Similarly, for the above (𝑢0 , V0 ) and (𝑢2𝑘𝜋 , V2𝑘𝜋 ), when 𝑘 is
sufficiently large, Proposition 9. When 𝑖 and 𝑗 are sufficiently large,
𝜕V
2𝑘𝜋 𝜕V2𝑘𝜋 𝑓(𝜕ℎ 𝐷𝑖 ) ⋂ 𝐷𝑗 = 0 and 𝑓𝐷𝑖 ⋂ 𝜕V 𝐷𝑗 = 0, where 𝜕ℎ 𝐷𝑖 is
+ 𝜗 the horizontal boundary of 𝐷𝑖 and 𝜕V 𝐷𝑗 is the vertical
𝜕𝑢0 𝜕V0
boundary of 𝐷𝑗 .
1 3
= Δ (𝑢0 𝜗 − V0 ) + (1 + 6𝑘3 (𝑢2𝑘𝜋 + V2𝑘𝜋 ) 𝑘𝜋)
2𝑢2𝑘𝜋 Proof. Due to Proposition 8, when 𝑘 is sufficiently large, 𝑃𝑘
satisfies the (𝜇ℎ , 𝜇V )-cone condition. This implies that 𝑃𝑘
× (V0 + 𝑢0 𝜗) contracts in the horizontal direction and expands in the
vertical direction. Moreover, 𝜇V -vertical curves are mapped to
𝜇V -vertical curves under the map 𝑃𝑘 and 𝜇ℎ -horizontal curves
1 2
≈ Δ (𝛿 𝜗 − 𝑐) are mapped to 𝜇ℎ -horizontal curves under the map 𝑃−𝑘 . Thus,
2𝑐
for sufficiently large 𝑖 and 𝑗, 𝐷𝑗 ⊂ 𝐵, 𝑃𝑖 𝐷𝑖 ⊂ 𝐵, ̃ 𝜕V 𝐷𝑗 ⊂ 𝜕V 𝐵
𝛿2 + 𝑐
3 𝑖 ̃
and 𝑃 (𝜕ℎ 𝐷𝑖 ) ⊂ 𝜕ℎ 𝐵. In addition, 𝑓(𝜕ℎ 𝐷𝑖 ) ⋂ 𝐷𝑗 = (𝐹 ∘
+ (1 + 6𝑘3 ( ) 𝑘𝜋)
𝛿 𝑃𝑖 (𝜕ℎ 𝐷𝑖 )) ⋂ 𝐷𝑗 = (𝐹 ∘ (𝑃𝑖 (𝜕ℎ 𝐷𝑖 ))) ⋂ 𝐷𝑗 . Thus, according to
the expression 𝐹(𝜕ℎ 𝐵)̃ ⋂ 𝐵 = 0 in Section 2.1, 𝑓(𝜕ℎ 𝐷𝑖 ) ⋂ 𝐷𝑗 =
0. Similarly, since 𝐹𝐵̃ ⋂ 𝜕V 𝐵 = 0, we can obtain that
× (𝑐 + 𝛿2 ) 𝑓𝐷𝑖 ⋂ 𝜕V 𝐷𝑗 = 0.
Finally, we can prove that 𝑓 satisfies the intersection
𝛿2 condition as follows.
≈ (1 + 3𝑘3 𝛿3 𝑘𝜋) 𝜗 .
𝑐
(20) Proposition 10. When 𝑖 and 𝑗 are sufficiently large,
𝑓𝐷𝑖 ⋂ 𝐷𝑗 ≠0.
For given 𝐵 and 𝐵, ̃ lim𝑘 → +∞ (𝛿2 /𝑐)|1 + 3𝑘3 𝛿3 𝑘𝜋| = ∞.
So, for any constant 𝜆 satisfying 0 < 𝜆 < 1 − 𝜇ℎ 𝜇V , when 𝑘 Proof. Let 𝐶V𝑖 (𝑢) = {𝑢} × (𝐷𝑖 )V be the family of vertical curves
is sufficiently large, (𝛿2 /𝑐)|1 + 3𝑘3 𝛿3 𝑘𝜋| > 𝜆−1 . Thus, we have in 𝐷𝑖 , where 𝑢 ∈ 𝐵ℎ and (𝐷𝑖 )V = {V | (𝑢, V) ∈ 𝐵, 𝑃𝑖 (𝑢, V) ∈
|(𝜕V2𝑘𝜋 /𝜕𝑢0 )+(𝜕V2𝑘𝜋 /𝜕V0 )𝜗| > 𝜆−1 |𝜗|, implying that |𝜂𝑃𝑘 (𝑧0 ) | ≥ ̃ From Proposition 8, 𝑃𝑖 with sufficiently large 𝑖 satisfies the
𝐵}.
𝜆−1 |𝜂𝑧0 |. (𝜇ℎ , 𝜇V )-cone condition. Thus, 𝑃𝑖 𝐶V𝑖 (𝑢) infinitely approaches
Abstract and Applied Analysis 7
𝐵̃V when 𝑖 → +∞. Similarly, letting 𝐶ℎ𝑖 (V) = 𝐵ℎ × {V} be the Acknowledgments
family of horizontal curves in 𝐷𝑖 , where V ∈ (𝐷𝑖 )V , we can
𝑗
obtain that 𝐶ℎ (V) infinitely approaches 𝐵ℎ when 𝑗 → +∞. This work was partly supported by NSFC-11422111, NSFC-
11290141, NSFC-11371047, and SKLSDE-2013ZX-10.
Since 𝐹 is 𝐶 , 𝐹(𝑃 𝐶V (𝑢)) infinitely approaches 𝐹(𝐵̃V )
1 𝑖 𝑖
Research Article
Effect of Leakage Delay on Stability of Neutral-Type Genetic
Regulatory Networks
Copyright © 2015 Li Li et al. This is an open access article distributed under the Creative Commons Attribution License, which
permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
The stability of neutral-type genetic regulatory networks with leakage delays is considered. Firstly, we describe the model of genetic
regulatory network with neutral delays and leakage delays. Then some sufficient conditions are derived to ensure the asymptotic
stability of the genetic regulatory network by the Lyapunov functional method. Further, the effect of leakage delay on stability is
discussed. Finally, a numerical example is given to show the effectiveness of the results.
impulsive stochastic genetic regulatory networks with time- In this paper, we will consider the GRNs with neutral
varying leakage delay. As far as we know, there is no result delays and leakage delays:
on the stability of genetic regulatory networks with neutral
delays and leakage delays. Motivated by the discussion above, 𝑥̇(𝑡) = − 𝐴𝑥 (𝑡 − 𝜌1 ) + 𝑊𝑓 (𝑦 (𝑡 − 𝜎 (𝑡))) ,
in this paper, we consider the stability of genetic regulatory
networks of neutral type with leakage delay. 𝑦̇(𝑡) = − 𝐶𝑦 (𝑡 − 𝜌2 ) + 𝐷1 𝑥 (𝑡 − 𝜏1 (𝑡)) + 𝐷2 𝑥̇(𝑡 − 𝜏2 (𝑡)) ,
The paper is organized as follows. In Section 2, the prob- (4)
lem is formulated and some preliminaries and assumption
are given. In Section 3, the asymptotic stability of neutral-
type genetic regulatory networks with leakage delay is inves- where 𝜌1 > 0 and 𝜌2 > 0 denote the leakage delays. 𝜏2 (𝑡) is
tigated. In Section 4, an illustrative example is given to show the neutral delay and satisfies 0 ≤ 𝜏2 (𝑡) ≤ 𝜏2 , 𝜏2̇(𝑡) ≤ 𝜏∗ .
the effectiveness of the theoretical results. Some conclusions The system (4) has the following equivalent form:
are proposed in Section 5.
𝑡
𝑑
𝑛 𝑛×𝑛 [𝑥 (𝑡) − 𝐴 ∫ 𝑥 (𝜇) 𝑑𝜇] = −𝐴𝑥 (𝑡) + 𝑊𝑓 (𝑦 (𝑡 − 𝜎 (𝑡))) ,
Notations. Throughout this paper, 𝑅 and 𝑅 denote the 𝑑𝑡 𝑡−𝜌1
𝑛-dimensional Euclidean space and the set of all 𝑛 × 𝑛
real matrices, respectively. 𝐴𝑇 denotes the transposition of 𝑑 𝑡
matrix 𝐴. Diag (⋅) denotes the diagonal matrix. Asterisk (∗) [𝑦 (𝑡) − 𝐶 ∫ 𝑦 (𝜇) 𝑑𝜇]
𝑑𝑡 𝑡−𝜌2
represents the symmetric block of the symmetric matrix.
= −𝐶𝑦 (𝑡) + 𝐷1 𝑥 (𝑡 − 𝜏1 (𝑡)) + 𝐷2 𝑥̇(𝑡 − 𝜏2 (𝑡)) .
2. Preliminaries (5)
GRNs with 𝑛 mRNA and 𝑛 proteins can be modelled by the
The initial conditions are given as follows:
following differential equations:
𝑛
𝑚̇𝑖 (𝑡) = − 𝑎𝑖 𝑚𝑖 (𝑡) + ∑𝜔𝑖𝑗 𝑔𝑗 (𝑝𝑗 (𝑡 − 𝜎 (𝑡))) + 𝐼𝑖 , 𝑥𝑖 (𝑠) = 𝜙𝑖 (𝑠) , 𝑠 ∈ (−𝜏, 0) ,
𝑗=1
(6)
(1)
𝑦𝑖 (𝑠) = 𝜓𝑖 (𝑠) , 𝑠 ∈ (−𝜎, 0) ,
𝑝𝑖̇(𝑡) = − 𝑐𝑖 𝑝𝑖 (𝑡) + 𝑑𝑖 𝑚𝑖 (𝑡 − 𝜏1 (𝑡)) ,
where 𝑚𝑖 (𝑡) and 𝑝𝑖 (𝑡) denote the concentrations of mRNA where 𝜏 = max{𝜌1 , 𝜎} and 𝜎 = max{𝜌2 , 𝜏1 , 𝜏2 }.
and protein of the 𝑖th node at time 𝑡, respectively. 𝑎𝑖 and 𝑐𝑖 are In this paper, we introduce the following assumption and
the degradation rates of the mRNA and protein, respectively. lemmas.
𝑑𝑖 is the translation rate, 𝜎(𝑡) is the feedback regulation delays,
Assumption 1. There exist constants 𝑘𝑖− , 𝑘𝑖+ such that the regu-
and 𝜏(𝑡) is the translation delays satisfying 0 ≤ 𝜎(𝑡) ≤
latory function 𝑓𝑖 (⋅) satisfies
𝜎, 0 ≤ 𝜏1 (𝑡) ≤ 𝜏1 , where 𝜎 and 𝜏 are constants. Consider
𝑔𝑗 (𝑝𝑗 (𝑠)) = (𝑝𝑗 (𝑠)/𝛽𝑗 )𝐻𝑗 /(1 + 𝑝𝑗 (𝑠)/𝛽𝑗 )𝐻𝑗 , where 𝐻𝑗 is the
Hill coefficient. 𝛽𝑗 is a positive constant which denotes the 𝑓𝑖 (𝑥) − 𝑓𝑖 (𝑦)
𝑘𝑖− ≤ ≤ 𝑘𝑖+ , (7)
feedback regulation of the protein on the transcription. The 𝑥−𝑦
coupling matrix 𝑊 = (𝜔𝑖𝑗 )𝑛×𝑛 ∈ 𝑅𝑛×𝑛 of the GRNs is defined
as follows: for all 𝑥, 𝑦 ∈ R, 𝑥 ≠ 𝑦 and 𝑖 = 1, 2, . . . , 𝑛.
𝜔𝑖𝑗
Remark 2. In the above assumption, 𝑘𝑖− , 𝑘𝑖+ are some real con-
stants, which may be positive, zero, or negative. Compared
{ 𝛼 , if transcription factor 𝑗 is an activator of gene 𝑖,
{ 𝑖𝑗 with the existing results in [32], this is less conservative and
= {0, if there is no link from 𝑗 to 𝑖, less restrictive.
{
{−𝛼𝑖𝑗 , if transcription factor 𝑗 is a repressor of gene 𝑖.
(2) The following lemmas will be used to derive our main
results.
𝑇
Let (𝑚∗ , 𝑝∗ ) be an equilibrium point of (1). The equi-
librium point can be shifted to the origin by transformation: Lemma 3 (see [33]). Given any real matrix of appropriate
𝑥𝑖 (𝑡) = 𝑚𝑖 (𝑡) − 𝑚𝑖∗ , 𝑦𝑖 (𝑡) = 𝑝𝑖 (𝑡) − 𝑝𝑖∗ . System (1) can be dimension 𝑀 = 𝑀𝑇 > 0 and a vector function 𝜔(⋅) : [𝑎, 𝑏] →
changed into the following compact matrix form: R𝑛 , such that the integrations concerned are well defined, then
𝑥̇(𝑡) = − 𝐴𝑥 (𝑡) + 𝑊𝑓 (𝑦 (𝑡 − 𝜎 (𝑡))) ,
𝑏 𝑇 𝑏
(3)
𝑦̇(𝑡) = − 𝐶𝑦 (𝑡) + 𝐷1 𝑥 (𝑡 − 𝜏1 (𝑡)) , [∫ 𝜔 (𝑠) 𝑑𝑠] 𝑀 [∫ 𝜔 (𝑠) 𝑑𝑠]
𝑎 𝑎
where 𝐴 = diag[𝑎1 , 𝑎2 , . . . , 𝑎𝑛 ], 𝐶 = diag[𝑐1 , 𝑐2 , . . . , 𝑐𝑛 ], 𝐷1 = (8)
diag[𝑑1 , 𝑑2 , . . . , 𝑑𝑛 ], and 𝑓(𝑦(𝑡)) = 𝑔(𝑦(𝑡) + 𝑝∗ ) − 𝑔(𝑝∗ ) with 𝑏
Lemma 4 (see [34, 35]). For any diagonal matrices Λ > 0, if Π5,9 = 𝐷2𝑇 𝑄6 𝐶, Π5,13 = −𝐷2𝑇 𝑄𝐶,
Assumption 1 holds, then
Π6,6 = −𝑃2 , Π6,12 = −𝐴𝑃𝑊,
𝑇
𝑦 (𝑡) −Λ𝐿 Λ𝐾 𝑦 (𝑡)
[ ] [ ][ ] ≥ 0, (9) Π7,7 = −𝑄𝐶 − 𝐶𝑄 + 𝑄1 + 𝜌22 𝑄2 − Λ 1 𝐿,
𝑓 (𝑦 (𝑡)) ∗ −Λ 𝑓 (𝑦 (𝑡))
𝑇 𝑇
𝑇 Π7,10 = 𝑆13 , Π7,11 = Λ 1 𝐾, Π7,12 = 𝑆23 ,
𝑦 (𝑡 − 𝜎 (𝑡)) −Λ𝐿 Λ𝐾 𝑦 (𝑡 − 𝜎 (𝑡))
[ ] [ ][ ] ≥ 0,
𝑓 (𝑦 (𝑡 − 𝜎 (𝑡))) ∗ −Λ 𝑓 (𝑦 (𝑡 − 𝜎 (𝑡))) Π7,13 = 𝐶𝑄𝐶, Π8,8 = 𝜎𝑆33 − 𝑄5 − 𝑄5𝑇 ,
(10)
Π8,9 = −𝑄5 𝐶, Π9,9 = −𝑄1 ,
where 𝐾 = diag(𝑘1− 𝑘1+ , . . . , 𝑘𝑛− 𝑘𝑛+ ) and 𝐿 = diag((𝑘1− +
𝑘1+ )/2, . . . , (𝑘𝑛− + 𝑘𝑛+ )/2). Π10,10 = 𝜎𝑆11 − 𝑆13 − Λ 2 𝐿,
𝑇
Π10,12 = 𝜎𝑆12 − 𝑆23 + Λ 2 𝐾,
3. Main Results
Π11,11 = −Λ 1 , Π12,12 = 𝜎𝑆22 − Λ 2 ,
In this section, the asymptotic stability of system (5) is inves-
tigated. Some sufficient conditions are obtained to ensure Π13,13 = −𝑄2 , Π14,14 = −𝑅1 ,
the stability of system (5) based on the Lyapunov functional
approach. 𝑅3
Π15,15 = −𝑅2 , Π16,16 = − .
𝜏2
Theorem 5. Let Assumption 1 hold. Then the trivial solution (15)
of system (5) is asymptotically stable if there exist symmetric
positive definite matrices 𝑃, 𝑄, symmetric matrices 𝑃𝑖 , 𝑄𝑖 (𝑖 = Proof. Consider the following Lyapunov-Krasovskii func-
1, 2), diagonal positive definite matrix 𝑄3 , and positive definite tional:
matrices 𝑄4 , 𝑄5 , 𝑄6 such that the following LMIs hold:
𝑉 (𝑡) = 𝑉1 (𝑡) + 𝑉2 (𝑡) + 𝑉3 (𝑡) + 𝑉4 (𝑡) + 𝑉5 (𝑡) , (16)
∏ = (Π𝑖,𝑗 )16×16 < 0, (11)
where
𝑡 𝑇
𝑆11 𝑆12 𝑆13
[ ∗ 𝑆22 𝑆23 ] > 0, (12) 𝑉1 (𝑡) = [𝑥 (𝑡)− 𝐴 ∫ 𝑥 (𝜇) 𝑑𝜇]
𝑡−𝜌1
[ ∗ ∗ 𝑆33 ] 𝑡
× 𝑃 [𝑥 (𝑡)− 𝐴 ∫ 𝑥 (𝜇) 𝑑𝜇]
𝑇11 𝑇12 𝑡−𝜌1
[ ] > 0, (13)
∗ 𝑆22
𝑡 𝑇
𝑡
𝑦 (𝜇 − 𝜎 (𝜇))
+ 2𝑦𝑇 (𝑡) 𝐶𝑄𝐶 (∫ 𝑦 (𝜇) 𝑑𝜇)
× [𝑓 (𝑦 (𝜇 − 𝜎 (𝜇)))] 𝑑𝑠 𝑑𝜇 𝑡−𝜌2
[ 𝑦̇(𝑠) ]
𝑡 𝑇
𝑡 𝜇 𝑇
𝑥 (𝜇 − 𝜏1 (𝜇)) 𝑇 𝑇 − 2(∫ 𝑦 (𝜇) 𝑑𝜇) 𝐶𝑄𝐷1 𝑥 (𝑡 − 𝜏1 (𝑡))
+∫ ∫ [ ] [ 11 12 ] 𝑡−𝜌2
0 𝜇−𝜏1 (𝜇) 𝑥̇(𝑠) ∗ 𝑆22
𝑡
𝑥 (𝜇 − 𝜏1 (𝜇)) − 2𝑥̇(𝑡 − 𝜏2 (𝑡)) 𝐷2𝑇 𝑄𝐶 (∫ 𝑦 (𝜇) 𝑑𝜇) ,
×[ ] 𝑑𝑠 𝑑𝜇 𝑡−𝜌2
𝑥̇(𝑠)
𝑡 𝜇
𝑥̇(𝜇 − 𝜏2 (𝜇)) 𝑅 𝑅
𝑇 𝑉2̇(𝑡) = 𝑥𝑇 (𝑡) 𝑃1 𝑥 (𝑡) − 𝑥𝑇 (𝑡 − 𝜌1 ) 𝑃1 𝑥 (𝑡 − 𝜌1 )
+∫ ∫ [ ] [ 11 12 ]
0 𝜇−𝜏2 (𝜇) 𝑥̇(𝑠) ∗ 𝑅22 𝑡
− 𝜌1 ∫ 𝑥𝑇 (𝜇) 𝑃2 𝑥 (𝜇) 𝑑𝜇 + 𝜌12 𝑥𝑇 (𝑡) 𝑃2 𝑥 (𝑡)
𝑥̇(𝜇 − 𝜏2 (𝜇)) 𝑡−𝜌1
×[ ] 𝑑𝑠 𝑑𝜇,
𝑥̇(𝑠)
+ 𝑦𝑇 (𝑡) 𝑄1 𝑦 (𝑡) − 𝑦𝑇 (𝑡 − 𝜌2 ) 𝑄1 𝑦 (𝑡 − 𝜌2 )
0 𝑡
𝑉4 (𝑡) = ∫ ∫ 𝑦𝑇̇ (𝑠) 𝑆33 𝑦̇(𝑠) 𝑑𝑠 𝑑𝜇 𝑡
−𝜎 𝑡+𝜇 − 𝜌2 ∫ 𝑦𝑇 (𝜇) 𝑄2 𝑦 (𝜇) 𝑑𝜇 + 𝜌22 𝑦𝑇 (𝑡) 𝑄2 𝑦 (𝑡)
𝑡−𝜌2
0 𝑡
𝑇
+∫ ∫ 𝑥̇ (𝑠) 𝑇22 𝑥̇(𝑠) 𝑑𝑠 𝑑𝜇, ≤ 𝑥𝑇 (𝑡) 𝑃1 𝑥 (𝑡) − 𝑥𝑇 (𝑡 − 𝜌1 ) 𝑃1 𝑥 (𝑡 − 𝜌1 )
−𝜏1 𝑡+𝜇
𝑡 𝑇 𝑡
𝑡
𝑉5 (𝑡) = ∫ 𝑇
[𝑥 (𝑠) 𝑅1 𝑥 (𝑠) + 𝑥̇ (𝑠) 𝑅2 𝑥̇(𝑠)] 𝑑𝑠 𝑇 − [∫ 𝑥 (𝜇) 𝑑𝜇] 𝑃2 [∫ 𝑥 (𝜇) 𝑑𝜇]
𝑡−𝜏2 𝑡−𝜌1 𝑡−𝜌1
0 𝑡
𝑇
+ 𝜌12 𝑥𝑇 (𝑡) 𝑃2 𝑥 (𝑡) + 𝑦𝑇 (𝑡) 𝑄1 𝑦 (𝑡)
+∫ ∫ [𝑥 (𝑠) 𝑅3 𝑥 (𝑠)
−𝜏2 𝑡+𝜇
− 𝑦𝑇 (𝑡 − 𝜌2 ) 𝑄1 𝑦 (𝑡 − 𝜌2 )
𝑇
+𝑥̇ (𝑠) 𝑅22 𝑥̇(𝑠)] 𝑑𝑠 𝑑𝜇 𝑡 𝑇 𝑡
𝑡 − [∫ 𝑦 (𝜇) 𝑑𝜇] 𝑄2 [∫ 𝑦 (𝜇) 𝑑𝜇]
𝑇 𝑡−𝜌2 𝑡−𝜌2
+∫ 𝑥̇ (𝑠) 𝑄3 𝑥̇(𝑠) 𝑑𝑠.
𝑡−𝜏2 (𝑡)
+ 𝜌22 𝑦𝑇 (𝑡) 𝑄2 𝑦 (𝑡) ,
(17)
𝑇
𝑡 𝑦 (𝑡 − 𝜎 (𝑡)) 𝑆11 𝑆12 𝑆13
𝑉3̇(𝑡) = ∫ [𝑓 (𝑦 (𝑡 − 𝜎 (𝑡)))] [ ∗ 𝑆22 𝑆23 ]
Calculating the derivative of 𝑉(𝑡) along with the solution 𝜇−𝜎(𝑡)
of the system (5), we have [ 𝑦̇(𝑠) ] [ ∗ ∗ 𝑆33 ]
𝑦 (𝑡 − 𝜎 (𝑡))
𝑡 𝑇 × [𝑓 (𝑦 (𝑡 − 𝜎 (𝑡)))] 𝑑𝑠
𝑉1̇(𝑡) = 2[𝑥 (𝑡) − 𝐴 ∫ 𝑥 (𝜇) 𝑑𝜇] [ 𝑦̇(𝑠) ]
𝑡−𝜌1
𝑡 𝑇
× 𝑃 [−𝐴𝑥 (𝑡) + 𝑊𝑓 (𝑦 (𝑡 − 𝜎 (𝑡)))] 𝑥 (𝑡 − 𝜏1 (𝑡)) 𝑇 𝑇
+∫ [ ] [ 11 12 ]
𝑡−𝜏1 (𝑡) 𝑥̇(𝑠) ∗ 𝑆22
𝑡 𝑇
+ 2[𝑦 (𝑡) − 𝐶 ∫ 𝑦 (𝜇) 𝑑𝜇] 𝑥 (𝑡 − 𝜏1 (𝑡))
𝑡−𝜌2 ×[ ] 𝑑𝑠
𝑥̇(𝑠)
× [−𝐶𝑦 (𝑡) + 𝐷1 𝑥 (𝑡 − 𝜏1 (𝑡)) + 𝐷2 𝑥̇(𝑡 − 𝜏2 (𝑡))]
𝑡 𝑇
𝑥̇(𝑡 − 𝜏2 (𝑡)) 𝑅 𝑅
𝑇
= −2𝑥 (𝑡) 𝑃𝐴𝑥 (𝑡) + 2𝑥 (𝑡) 𝑃𝑊𝑓 (𝑦 (𝑡 − 𝜎 (𝑡))) 𝑇 +∫ [ ] [ 11 12 ]
𝑡−𝜏2 (𝑡) 𝑥̇(𝑠) ∗ 𝑅22
𝑡
+ 2𝑥𝑇 (𝑡) 𝐴𝑃𝐴 (∫ 𝑥 (𝜇) 𝑑𝜇) 𝑥̇(𝑡 − 𝜏2 (𝑡))
𝑡−𝜌1 ×[ ] 𝑑𝑠
𝑥̇(𝑠)
𝑡 𝑇
− 2(∫ 𝑥 (𝜇) 𝑑𝜇) 𝐴𝑃𝑊𝑓 (𝑦 (𝑡 − 𝜎 (𝑡))) ≤ 𝜏1 𝑥𝑇 (𝑡 − 𝜏1 (𝑡)) 𝑇11 𝑥 (𝑡 − 𝜏1 (𝑡))
𝑡−𝜌1
− 2𝑦𝑇 (𝑡) 𝑄𝐶𝑦 (𝑡) + 2𝑥𝑇 (𝑡 − 𝜏1 (𝑡)) 𝐷1 𝑄𝑇 𝑦 (𝑡) + 2𝑥𝑇 (𝑡) 𝑇12
𝑇
𝑥 (𝑡 − 𝜏1 (𝑡))
𝑡
+∫ 𝑇
𝑥̇ (𝑠) 𝑇22 𝑥̇(𝑠) 𝑑𝑠 + 𝜏2 𝑥𝑇 (𝑡) 𝑅3 𝑥 (𝑡) + 𝜏2 𝑥̇
𝑇
(𝑡) 𝑅22
𝑡−𝜏1
𝑡 𝑇
𝑡
1
𝑇
+ 𝜏2 𝑥̇ (𝑡 − 𝜏2 (𝑡)) 𝑅11 𝑥̇(𝑡 − 𝜏2 (𝑡)) − (∫ 𝑥 (𝑠) 𝑑𝑠) 𝑅3 (∫ 𝑥 (𝑠) 𝑑𝑠)
𝜏2 𝑡−𝜏2 𝑡−𝜏2
𝑇 𝑇
+ 2𝑥̇ (𝑡) 𝑅12 𝑥̇(𝑡 − 𝜏2 (𝑡)) 𝑡
𝑇 𝑇
−∫ 𝑥̇ (𝑠) 𝑅22 𝑥̇(𝑠) 𝑑𝑠 + 𝑥̇ (𝑡) 𝑄3 𝑥̇(𝑡)
𝑇 𝑇 𝑡−𝜏2
− 2𝑥̇ (𝑡 − 𝜏2 (𝑡)) 𝑅12 𝑥̇(𝑡 − 𝜏2 (𝑡))
𝑇
𝑡 + 𝑥̇ (𝑡 − 𝜏2 (𝑡)) 𝑄3 𝑥̇(𝑡 − 𝜏2 (𝑡)) (𝜏∗ − 1) .
𝑇
+∫ 𝑥̇ (𝑠) 𝑅22 𝑥̇(𝑠) 𝑑𝑠 (18)
𝑡−𝜏2
0.2 0 8 0 𝑦2 0.7930 0
𝐷1 = [ ], 𝐷2 = [ ], 𝑓 (𝑦) = . Λ2 = [ ].
0 0.2 0 0.8 1 + 𝑦2 0 0.7930
(25) (28)
Abstract and Applied Analysis 7
200
200
100 100
x 0 y 0
−100 −100
−200
−200
0 20 40 60 80 100 0 20 40 60 80 100
t t
(a) (b)
Figure 1: State trajectory of the system with 𝜌1 = 𝜌2 = 0.24 for Example 7 with two nodes.
1.5
10
1
0.5 0
x y
0 −10
−0.5
−20
−1
0 10 20 30 40 50 0 10 20 30 40 50
t t
(a) (b)
Figure 2: State trajectory of the system with 𝜌1 = 𝜌2 = 0.13 for Example 7 with two nodes.
Table 1: Effect of leakage delay on the stability. together in the paper, which extended and improved the
previous results in [27, 30]. Finally, a numerical simulation
𝜌 (leakage delay) Condition Stability has been given to show the effectiveness of our theoretic
0 < 𝜌 ≤ 0.229 Satisfied Stable results.
0.229 < 𝜌 ≤ 0.239 Dissatisfied Stable
𝜌 ≥ 0.240 Dissatisfied Unstable
Conflict of Interests
The authors declare that there is no conflict of interests
regarding the publication of this paper.
This means that all conditions in Theorem 5 are satisfied.
Hence, the GRN model (24) is asymptotically stable. On the
other hand, we have the following simulation results shown Acknowledgments
in Figure 2, which also show the correctness of the theoretic
analysis. This work was jointly supported by the National Natural
Science Foundation of China under Grant 11226116, the Foun-
Remark 8. In order to reflect the effect of the leakage delays dation of Key Laboratory of Advanced Process Control for
on the stability of GRNs, we have given the simulation Light Industry (Jiangnan University), Ministry of Education,
results by using different leakage delays. Table 1 shows the China, and the Fundamental Research Funds for the Central
conclusions when the leakage delays are changed. When Universities (JUSRP51317B, JUDCF13042).
leakage delays specially 𝜌1 = 𝜌2 = 0.23, the conditions in
Theorem 5 are not satisfied. However, the system is still stable. References
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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2015, Article ID 620891, 12 pages
http://dx.doi.org/10.1155/2015/620891
Research Article
Dynamic Analysis of a Delayed Reaction-Diffusion
Predator-Prey System with Modified Holling-Tanner
Functional Response
Copyright © 2015 Xinhong Pan et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
A predator-prey model with modified Holling-Tanner functional response and time delays is considered. By regarding the delays
as bifurcation parameters, the local and global asymptotic stability of the positive equilibrium are investigated. The system has been
found to undergo a Hopf bifurcation at the positive equilibrium when the delays cross through a sequence of critical values. In
addition, the direction of the Hopf bifurcation and the stability of bifurcated periodic solutions are also studied, and an explicit
algorithm is obtained by applying normal form theory and the center manifold theorem. The main results are illustrated by
numerical simulations.
1. Introduction In recent years, models with time delay have been exten-
sively studied by many authors [5, 16–26]. The authors of [1]
The dynamic relationship between prey and predators has discussed model (1) with a discrete delay:
long been and will continue to be one of the dominant sub-
jects in mathematical ecology due to its universal existence 𝑑𝑢 𝑢 (𝑡 − 𝜏)
and importance [1–12]. In [13, 14], the author proposed the = 𝑟𝑢 (1 − ) − 𝑚𝑢V,
𝑑𝑡 𝐾
following predator-prey model based on the model in May (2)
[15]: 𝑑V ℎV
= V [𝑠 (1 − )]
𝑑𝑡 𝑢
𝑑𝑢 𝑢
= 𝑟𝑢 (1 − ) − 𝑝 (𝑢) V,
𝑑𝑡 𝐾 and obtained the stability of equilibria, the existence of
(1) Hopf bifurcation, and the direction of bifurcating periodic
𝑑V ℎV
= V [𝑠 (1 − )] , solutions. This paper focuses mainly on the effects of both
𝑑𝑡 𝑢
spatial diffusion and time delay on system (1). It is assumed
where 𝑢 and V denote the population of prey and predator, that the delay affects predation and consumption and that the
respectively, and 𝑟 and 𝑠 are the intrinsic growth rates of prey system has homogeneous Neumann boundary conditions:
and predator, respectively. The parameter 𝐾 represents the
carrying capacity of the prey and the ratio 𝑢/ℎ represents 𝜕𝑢 𝑢 𝑚𝑢2 V (𝑡 − 𝜏1 )
the carrying capacity of the predator. It has been assumed = 𝑑1 Δ𝑢 + 𝑟𝑢 (1 − ) − , 𝑥 ∈ Ω, 𝑡 > 0,
𝜕𝑡 𝐾 𝑎 + 𝑢2
that both prey and predator populations grow logistically and
that the predator consumes the prey according to a functional 𝜕V ℎV
= 𝑑2 ΔV + V [𝑠 (1 − )] , 𝑥 ∈ Ω, 𝑡 > 0,
𝑝(𝑢). 𝜕𝑡 𝑢 (𝑡 − 𝜏2 )
2 Abstract and Applied Analysis
where 𝑑1 and 𝑑2 are the diffusion coefficients of prey and and 𝐿 : 𝐶([−𝜏, 0], 𝑋) → 𝑋 is defined as
predator, respectively, Δ = 𝜕2 /𝜕𝑥2 denotes the Laplacian 𝐿 (𝜙)
operator, and 𝑛 is the outward unit normal vector on 𝜕Ω. For
convenience, it is assumed that Ω = (0, 𝑙𝜋), 𝑙 > 0 and that all 2𝑟𝑢∗ 2𝑎𝑚𝑢∗ V∗ 𝑚𝑢∗
parameters are positive. [𝑟 − − ]𝜙1 (0) − 𝜙 (−𝜏1)
The rest of this paper is structured as follows. In Section 2, =( 𝐾 (𝑎 + 𝑢∗2 )
2 𝑎 + 𝑢∗2 2 )
𝑠
the local stability of equilibria is analyzed using the associated 𝜙1 (−𝜏2 ) − 𝑠𝜙2 (0)
characteristic equations, and the occurrence of the Hopf ℎ
(9)
bifurcation with time delays is presented. In Section 3, the
global asymptotical stability of the interior equilibrium for
for 𝜙 = (𝜙1 , 𝜙2 )𝑇 ∈ 𝐶([−𝜏, 0], 𝑋).
any 𝜏1 , 𝜏2 ≥ 0 is proved by means of the upper-lower
The characteristic equation of (7) is
solution method. In Section 4, using normal form theory and
the center manifold theorem, the stability and direction of
𝜆𝑦 − 𝑑Δ𝑦 − 𝐿 (𝑒𝜆 𝑦) = 0, 𝑦 ∈ dom (𝑑Δ) , 𝑦 ≠
0. (10)
bifurcating periodic orbits are investigated. Finally, numerical
simulations and a brief discussion are presented. Recall that −Δ under the Neumann boundary condition
has eigenvalues 0 = 𝜇0 < 𝜇1 ≤ 𝜇2 ≤ ⋅ ⋅ ⋅ ≤ 𝜇𝑛 ≤ 𝜇𝑛+1 ≤ ⋅ ⋅ ⋅
2. Local Stability and Hopf and lim𝑖 → ∞ 𝜇𝑖 = ∞, with the corresponding eigenfunctions
Bifurcation Analysis 𝜓𝑛 (𝑥). Substituting
∞
In this section, the local stability of the equilibria of system 𝑦
𝑦 = ∑ 𝜓𝑛 (𝑥) ( 1𝑛 ) (11)
(3) is analyzed. Denote 𝑛=0
𝑦2𝑛
asymptotically stable if all the roots of (13) have negative real Proof. If 𝐵𝑛2 − 𝐶2 < 0, then there exists 𝑁0 ≥ 0 such that, for
parts for all 𝑛 = 0, 1, 2, . . .. Obviously, 0 is not a root of (13) 0 ≤ 𝑛 ≤ 𝑁0 , (20) has a unique positive real root:
for all 𝑛 = 0, 1, 2, . . .. When 𝜏 = 0 as well as 𝜏1 = 𝜏2 = 0, (13)
can be simplified as
2 2
√ 2𝐵𝑛 − 𝐴 𝑛 + √(𝐴 𝑛 − 2𝐵𝑛 ) − 4 (𝐵𝑛 − 𝐶 )
2 2 2
𝜆2 + 𝐴 𝑛 𝜆 + 𝐵𝑛 = 0. (23)
(15) 𝑤0 = .
2
It can be verified that
From (20), it follows that
2𝑟𝑢∗
𝐴 𝑛 > 0, 𝐵𝑛 > 0, if 𝑟 − < 0; (16)
𝐾
𝑤0 𝐴 𝑛 𝑤02 − 𝐵𝑛
that is, sin 𝑤0 𝜏 = , cos 𝑤0 𝜏 = . (24)
𝐶 𝐶
𝐾
𝑢∗ > , (17) Then (13) has a pair of pure imaginary roots ±𝑖𝑤0 when
2
which requires that
2𝑘𝜋
𝜏 = 𝜏𝑘 = 𝜏0 + , 𝑘 = 0, 1, 2 . . . , (25)
𝐾 𝑚 𝑟ℎ 1 𝑤0
𝐴 ( ) = 𝐾3 − 𝐾3 − 𝑎𝑟ℎ𝐾 < 0 (18)
2 4 8 2
or where
2𝑚 − 𝑟ℎ < 0. 2
(19) 1 𝑤 − 𝐵𝑛
𝜏0 = (arccos 0 ). (26)
𝑤0 𝐶
Therefore, the following theorem can be stated.
Theorem 1. If 2𝑚 − 𝑟ℎ < 0 holds, the interior equilibrium Substituting 𝜆(𝜏) into (13) and taking the derivatives with
(𝑢∗ , V∗ ) of system (3) with 𝜏1 = 𝜏2 = 0 is asymptotically stable. respect to 𝜏 lead to
When 𝜏 ≠ 0, assume that 𝜆 = 𝑖𝑤0 (𝑤0 > 0) is a root of
(13). Substituting it into (13) yields:
𝑑𝜆 (𝜏) 𝑑𝜆 (𝜏) 𝑑𝜆 (𝜏)
2𝜆 + 𝐴𝑛 + 𝐶𝑒−𝜆𝜏 (−𝜆 − 𝜏 ) = 0. (27)
𝑤02 − 𝐵𝑛 = 𝐶 cos 𝑤0 𝜏, 𝑑𝜏 𝑑𝜏 𝑑𝜏
(20)
𝑤0 𝐴 𝑛 = 𝐶 sin 𝑤0 𝜏;
For 𝜏 = 𝜏0 , considering 𝐶𝑒−𝑖𝑤0 𝜏 = 𝑤02 − 𝐵𝑛 − 𝑖𝑤0 𝐴 𝑛 , it follows
that
that is,
𝑤04 + (𝐴2𝑛 − 2𝐵𝑛 ) 𝑤02 + 𝐵𝑛2 − 𝐶2 = 0, (21) 𝑑 Re (𝜆 (𝜏)) 𝑑𝜆 (𝜏)
sign { } = sign {Re ( )}
𝑑𝜏 𝜆=𝑖𝑤0 𝑑𝜏 𝜆=𝑖𝑤0
where
𝑖𝐶𝑤0 𝑒−𝑖𝑤0 𝜏0
2 = sign {Re ( )}
2𝑟𝑢∗ 2𝑎𝑚𝑢∗ V∗ 2𝑤0 𝑖 + 𝐴 𝑛 − 𝐶𝜏0 𝑒−𝑖𝑤0 𝜏0
𝐴2𝑛 − 2𝐵𝑛 = (−𝑟 + + 2
+ 𝜇𝑛 𝑑1 )
𝐾 (𝑎 + 𝑢∗2 ) 𝑖𝑤03 − 𝐵𝑛 𝑤0 𝑖 + 𝑤02 𝐴 𝑛
= sign {Re ( )}
+ (𝑠 + 𝜇𝑛 𝑑2 ) ,
2 2𝑤0 𝑖 + 𝐴 𝑛 − 𝜏0 (𝑤02 − 𝐵𝑛 − 𝑖𝑤0 𝐴 𝑛 )
2 𝑠 𝑚𝑢∗
2 = sign { (𝑤02 𝐴 𝑛 [−𝜏0 (𝑤02 − 𝐵𝑛 ) + 𝐴 𝑛 ]
× (𝑠 + 𝜇𝑛 𝑑2 ) − ( ) .
ℎ 𝑎 + 𝑢∗2
+ (𝑤03 − 𝐵𝑛 𝑤0 ) (𝜏0 𝑤0 𝐴 𝑛 + 2𝑤0 ))
This leads to the following theorem.
2
× ( [−𝜏0 (𝑤02 − 𝐵𝑛 ) + 𝐴 𝑛 ]
Theorem 2. If 2𝑚 − 𝑟ℎ < 0 and 𝐵𝑛2 2
− 𝐶 > 0 hold for 𝑛 =
0, 1, 2, . . ., then the interior equilibrium (𝑢∗ , V∗ ) of system (3) 2 −1
is asymptotically stable for all 𝜏1 , 𝜏2 ≥ 0. + [𝜏0 𝑤0 𝐴 𝑛 + 2𝑤0 ] ) }
4 Abstract and Applied Analysis
𝑤02 [𝐴2𝑛 + 2𝑤02 − 2𝐵𝑛 ] strictly positive for 𝑡 > 0. Because 𝑟 − (𝑚/2√𝑎ℎ) 𝐾 > 0, it
= sign { 2 2
} is possible to choose 𝜀0 satisfying
[−𝜏0 (𝑤02 − 𝐵𝑛 ) + 𝐴 𝑛 ] + [𝜏0 𝑤0 𝐴 𝑛 + 2𝑤0 ]
−1
𝑚 𝑚 𝑚 𝑟
{ 2
{ 2 2𝐵𝑛 − 𝐴2𝑛 + √(𝐴2𝑛 − 2𝐵𝑛 ) − 4 (𝐵𝑛2 − 𝐶2 ) 0 < 𝜀0 < (𝑟 − 𝐾) [ + + (1 + ℎ)] .
= sign {𝑤0 ⋅ 2√𝑎ℎ 2√𝑎ℎ 2√𝑎 𝐾
{ 2 (30)
{
2 Because
× ( [−𝜏0 (𝑤02 − 𝐵𝑛 ) + 𝐴 𝑛 ]
𝜕𝑢 𝑢 𝑚𝑢2 V (𝑡 − 𝜏1 ) 𝑢
− 𝑑1 Δ𝑢 = 𝑟𝑢 (1 − ) − ≤ 𝑟𝑢 (1 − )
} 𝜕𝑡 𝐾 𝑎 + 𝑢2 𝐾
2 −1 } (31)
+ [𝜏0 𝑤0 𝐴 𝑛 + 2𝑤0 ] ) } = 1.
}
} according to Lemma 4 and the comparison principle of
(28) parabolic equations, there exists 𝑡1 > 0 such that, for any
𝑡 > 𝑡1 , 𝑢(𝑥, 𝑡) ≤ 𝐾 + 𝜀0 ≜ 𝑢. This in turn implies that
In other words, (𝑑𝜆/𝑑𝜏)|𝜏=𝜏0 > 0.
𝜕V ℎV ℎV
− 𝑑1 ΔV = 𝑠V (1 − ) ≤ 𝑠V (1 − ) (32)
𝜕𝑡 𝑢 (𝑡 − 𝜏2 ) 𝐾 + 𝜀0
From the above discussion, the following theorem can be
stated. for 𝑡 > 𝑡1 + 𝜏2 .
Hence there exists 𝑡2 > 𝑡1 such that, for any 𝑡 > 𝑡2 ,
Theorem 3. If 𝐵𝑛2 − 𝐶2 < 0 holds, then the following statements
𝐾 + 𝜀0
are true. V (𝑥, 𝑡) ≤ + 𝜀0 ≜ V. (33)
ℎ
(1) If 0 ≤ 𝜏1 + 𝜏2 < 𝜏0 , then the interior equilibrium Consequently,
(𝑢∗ , V∗ ) of system (3) is asymptotically stable.
𝜕𝑢 𝑢 𝑚𝑢2 V (𝑡 − 𝜏1 )
(2) If 𝜏1 + 𝜏2 > 𝜏0 , then the interior equilibrium (𝑢∗ , V∗ ) of − 𝑑1 Δ𝑢 = 𝑟𝑢 (1 − ) −
system (3) is unstable. 𝜕𝑡 𝐾 𝑎 + 𝑢2
and hence there exists 𝑡4 > 𝑡3 such that, for any 𝑡 > 𝑡4 , and there exist (̃𝑢, ̃V) > (0, 0) and (̂
𝑢, ̂V) > (0, 0) such that
lim𝑚 → ∞ 𝑢(𝑚) = 𝑢̃, lim𝑚 → ∞ V(𝑚) = ̃V, lim𝑚 → ∞ 𝑢(𝑚) = 𝑢̂,
𝐾 𝑚 (𝐾 + (ℎ + 1) 𝜀0 ) 𝜀 lim𝑚 → ∞ V(𝑚) = ̂V, and
V (𝑥, 𝑡) ≥ (1 − ) − 0 − 𝜀0 ≜ V. (39)
ℎ 2𝑟ℎ√𝑎 ℎ
where (𝑢(0) , V(0) ) = (𝑢, V), (𝑢(0) , V(0) ) = (𝑢, V). Let 𝑥(𝑡) = 𝑢 (𝜏𝑡) − 𝑢∗ , 𝑦(𝑡) = V (𝜏𝑡) − V∗ , 𝜏 = 𝜏0 + 𝜇. Then
Then, for 𝑚 ≥ 1, 𝜇 = 0 is the Hopf bifurcation value of system (48), which can
be written as follows:
(𝑢, V) ≤ (𝑢(𝑚) , V(𝑚) ) ≤ (𝑢(𝑚+1) , V(𝑚+1) )
(45) 𝜕𝑈 (𝑡)
≤ (𝑢(𝑚+1) , V(𝑚+1) ) ≤ (𝑢(𝑚) , V(𝑚) ) ≤ (𝑢, V) , = 𝜏0 𝑑Δ𝑈 (𝑡) + 𝜏0 𝐿 (𝑈𝑡 ) + 𝐺 (𝑈𝑡 ) , (49)
𝜕𝑡
6 Abstract and Applied Analysis
2𝑟𝑢∗ 2𝑎𝑚𝑢∗ V∗ Similarly, let 𝑞∗ (𝑠) = 𝐸(1 𝐷)𝑒𝑖𝑤0 𝜏0 𝑠 , and with 𝐴∗ 𝑞∗ (0) =
[𝑟 − − 2
] 0 −𝑖𝑤0 𝜏0 𝑞∗ (0), that is,
= (𝜏0 + 𝜇) (( 𝐾 (𝑎 + 𝑢∗2 ) ) 𝛿 (𝜃)
𝑠 2𝑟𝑢∗ 2𝑎𝑚𝑢∗ V∗ 𝑠
−𝑠 𝑟− − + 𝑖𝑤0
ℎ 𝐾 (𝑎 + 𝑢∗2 )
2 ℎ 1
𝜏0 ( )( )
∗ 𝐷
𝑚𝑢∗ 𝑚𝑢
− 𝑒−𝑖𝑤0 𝜏0 −𝑠 + 𝑖𝑤0 (62)
+ (0 − 𝑎 + 𝑢∗2 ) 𝛿 (𝜃 + 1)) , 𝑎 + 𝑢∗2
0 0
0
= ( ),
(54) 0
Abstract and Applied Analysis 7
it is possible to obtain for 𝜙 ∈ 𝐶([−1, 0], 𝑋). Then the center subspace of linear
2
system (7) is given by 𝑃𝐶𝑁C, where
−ℎ (𝑟 − 2𝑟𝑢∗ /𝐾 − 2𝑎𝑚𝑢∗ V∗ / (𝑎 + 𝑢∗2 ) + 𝑖𝑤0 )
𝐷= . (63) 𝑃𝐶𝑁𝜙 = Φ (Ψ, ⟨𝜙, 𝑓0 ⟩)0 ⋅ 𝑓0 , 𝜙 ∈ C,
𝑠 (71)
According to the conditions (𝑞∗ , 𝑞) = 1 and (𝑞∗ , 𝑞) = 0, 𝑃𝐶𝑁C = {(𝑞 (𝜃) 𝑧 + 𝑞 (𝜃) 𝑧) ⋅ 𝑓0 : 𝑧 ∈ 𝐶} ,
1 0 𝑧2 𝑧2
𝑓01 = ( ) , 𝑓02 = ( ) . (67) = 𝑔20 (𝜃) + 𝑔11 (𝜃) 𝑧𝑧 + 𝑔02 (𝜃)
0 1 2 2
Using the notion from [30], it is also possible to define 𝑧2 𝑧
+ 𝑔21 (𝜃) + ⋅⋅⋅ .
2
𝑐 ⋅ 𝑓0 = 𝑐1 𝑓01 + 𝑐2 𝑓02 (68) (77)
for 𝑐 = (𝑐1 , 𝑐2 )𝑇 ∈ 𝐶2 . From Taylor’s formula,
Define (𝜓 ⋅ 𝑓0 )(𝜃) = 𝜓(𝜃) ⋅ 𝑓0 for 𝜓(𝜃) ∈ [−1, 0] and
2
1 𝑙𝜋 1 𝑙𝜋 𝑚 (𝑢 + 𝑢∗ ) (V + V∗ )
⟨𝑢, V⟩ = ∫ 𝑢1 V1 𝑑𝑥 + ∫ 𝑢2 V2 𝑑𝑥 (69) 𝑓 (𝑢, V) =
𝑙𝜋 0 𝑙𝜋 0 𝑎 + (𝑢 + 𝑢∗ )2
2
for 𝑢 = (𝑢1 , 𝑢2 ), V = (V1 , V2 ) ∈ 𝐶([0, 𝑙𝜋], 𝑅2 ). 𝑚𝑢∗ V∗ 2𝑎𝑚𝑢∗ V∗ 𝑚𝑢∗2
= 2
+ 2
𝑢 + ∗2
V + 𝑏20 𝑢2
Hence, 𝑎+𝑢 ∗ ∗
(𝑎 + 𝑢 ) 𝑎 + 𝑢
𝑇
⟨𝜙, 𝑓0 ⟩ = (⟨𝜙, 𝑓01 ⟩ , ⟨𝜙, 𝑓02 ⟩) (70) + 𝑏11 𝑢V + 𝑏30 𝑢3 + 𝑏21 𝑢2 V + 𝑂 (4) ,
8 Abstract and Applied Analysis
𝑠ℎ (V + V∗ )
2 𝑟 𝑠
𝑔 (𝑢, V) = 𝑔21 = 2𝐸𝜏0 [(− − 𝑏20 ) − 𝐷 ∗ ]
𝑢 + 𝑢∗ 𝐾 ℎ𝑢
V∗ 1 2 1 1 2 1 𝑙𝜋 (1) (1)
= 𝑠ℎ ( − 𝑢 + V + 2 ∗ 𝑢2 + ∗ V2 − ∗ 𝑢V × ∫ (𝑊20 (0) + 2𝑊11 (0)) 𝑑𝑥
ℎ ℎ2 ℎ ℎ𝑢 𝑢 ℎ𝑢 𝑙𝜋 0
2 1 𝑠ℎ 1 𝑙𝜋 (1) (1)
+ 𝑢2 V − 2 ∗2 𝑢3 + 𝑂 (4) ) , − 2𝐸𝜏0 𝐷 ∫ (𝑊20 (0) 𝐶 + 2𝑊11 (0) 𝐶) 𝑑𝑥
ℎ2 𝑢∗2 ℎ𝑢 𝑢∗ 𝑙𝜋 0
(78) 1 𝑙𝜋 (1)
− 𝐸𝜏0 𝑏11 ∫ (𝑊20 (0) 𝐶𝑒𝑖𝑤0 𝜏0 + 2𝑊11
(1)
(0) 𝐶𝑒−𝑖𝑤0 𝜏0
where 𝑙𝜋 0
(2) (2)
2𝑎𝑚𝑢∗ + 𝑊20 (−1) + 2𝑊11 (−1)) 𝑑𝑥
𝑏11 = ,
(𝑎 + 𝑢∗ )2 2𝑠 1 𝑙𝜋 (1) (1)
+ 𝐸𝜏0 𝐷 ∫ (𝑊20 (0) 𝐶 + 2𝑊11 (0) 𝐶
∗
𝑎𝑚V (𝑎 + 2𝑎𝑢 2 ∗2 ∗4
+ 𝑢 ) − 4𝑎𝑚𝑢 V (𝑎 + 𝑢 ) ∗2 ∗ ∗2 𝑢∗ 𝑙𝜋 0
𝑏20 = 4
, (2) (2)
(𝑎 + 𝑢∗ 2 ) + 𝑊20 (0) + 2𝑊11 (0)) 𝑑𝑥
𝑔02 𝑞 (0)
𝑊̇
20 (𝜃) = 2𝑖𝑤0 𝜏0 𝑊20 (𝜃) + [𝑔20 𝑞 (𝜃) + 𝑔02 𝑞 (𝜃)] ⋅ 𝑓0 . (87) = −𝑔20 𝑞 (0) + + 2𝑖𝑤0 𝜏0 𝐸1
3
0 𝑖𝑔20 𝑞 (𝜃) 𝑖𝑔02 𝑞 (𝜃)
Solving for 𝑊20 (𝜃), − ∫ 𝑑𝜂 (𝜃, 0) [ + + 𝐸1 𝑒2𝑖𝑤𝑝 𝜏0 𝜃 ]
−1 𝑤0 𝜏0 3𝑤0 𝜏0
0
𝑖𝑔 𝑞 (𝜃) 𝑖𝑔 𝑞 (𝜃) = (2𝑖𝑤0 𝜏0 𝐼 − ∫ 𝑑𝜂 (𝜃, 0) 𝑒2𝑖𝑤𝑝 𝜏0 𝜃 ) 𝐸1
𝑊20 (𝜃) = 20 ⋅ 𝑓0 + 02 ⋅ 𝑓0 + 𝐸1 𝑒2𝑖𝑤𝑝 𝜏0 𝜃 . (88) −1
𝑤0 𝜏0 3𝑤0 𝜏0
[ 1 0
= [2𝑖𝑤0 𝜏0 ( ) − 𝜏0
Similarly, 0 1
[
2𝑟𝑢∗ 2𝑎𝑚𝑢∗ V∗ 𝑚𝑢∗ −2𝑖𝑤0 𝜏0
−𝑖𝑔11 𝑞 (𝜃) 𝑖𝑔 𝑞 (𝜃) 𝑟− − − 𝑒 ]
𝑊11 (𝜃) = ⋅ 𝑓0 + 11 ⋅ 𝑓0 + 𝐸2 , (89) ×( 𝐾 (𝑎 + 𝑢∗2 )
2 𝑎 + 𝑢∗2 )]
𝑤0 𝜏0 𝑤0 𝜏0 𝑠 ] 𝐸1
−𝑠
ℎ ]
where 𝐸1 and 𝐸2 are both two-dimensional vectors and can 2𝑟𝑢∗ 2𝑎𝑚𝑢∗ V∗ 𝑚𝑢∗ −2𝑖𝑤0 𝜏0
2𝑖𝑤0 − 𝑟 + + 2 ∗2
𝑒
be determined as follows. = 𝜏0 ( 𝐾 (𝑎 + 𝑢∗2 ) 𝑎 + 𝑢 ) 𝐸1 .
For 𝜃 = 0, according to the definition of 𝐴 𝑈 and the first 𝑠
− 2𝑖𝑤0 + 𝑠
two equations of (84), ℎ
(93)
1.5 1
0.8
1
0.6
0.4
0.5
0.2
0 0
3 3
2 100
1 100
80 2 80
60 60
1 40 1 40
20 20
0 0 0 0
(a) (b)
Figure 1: Convergence to positive equilibrium. Here the parameters are assumed to be 𝜏1 = 0, 𝜏2 = 1.5, and the initial values are 𝑢(𝑥, 𝑡) =
0.1 + 0.01𝑡 sin 𝑥, V(𝑥, 𝑡) = 0.5 + 0.01𝑡 cos 𝑥, and 𝑡 ∈ [−1.5, 0], 𝑥 ∈ [0, 𝜋].
2𝑟𝑢∗ 2𝑎𝑚𝑢∗ V∗ 𝑚𝑢∗ (i) if 𝜇2 > 0 (𝜇2 < 0), then the Hopf bifurcation is
−𝑟 + + 2 ∗2
supercritical (subcritical);
= 𝜏0 ( 𝐾 (𝑎 + 𝑢∗2 ) 𝑎 + 𝑢 ) 𝐸2 .
𝑠 (ii) if 𝛽2 < 0 (𝛽2 > 0), then the periodic solutions are stable
− 𝑠 (unstable);
ℎ
(iii) if 𝑇2 > 0 (𝑇2 < 0), then the period of the bifurcating
Therefore, it is possible to obtain periodic solutions of system (3) increases (decreases).
2 2
1.5 1.5
1 1
0.5 0.5
0 0
3 3
2 150
1 1150
2
100 100
1 50 1 50
0 0 0 0
(a) (b)
Figure 2: Convergence to positive equilibrium. Here the parameters are assumed to be 𝜏1 = 0, 𝜏2 = 7, and the initial values 𝑢(𝑥, 𝑡) =
0.1 + 0.01𝑡 sin 𝑥, V(𝑥, 𝑡) = 0.5 + 0.01𝑡 cos 𝑥, and 𝑡 ∈ [−7, 0], 𝑥 ∈ [0, 𝜋].
there is a critical value 𝜏0 , such that, for 0 ≤ 𝜏1 + 𝜏2 < 𝜏0 , [2] G. Hu and W. Li, “Hopf bifurcation analysis for a delayed
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Conflict of Interests the persistence of chaos in a mutual interference host-parasitoid
The authors declare that there is no conflict of interests model,” Chaos, Solitons and Fractals, vol. 42, no. 2, pp. 1245–
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regarding the publication of this paper.
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Acknowledgments
[9] L. Zhu and M. Zhao, “Dynamic complexity of a host-parasitoid
This work was supported by the Key Program of Zhejiang ecological model with the Hassell growth function for the host,”
Provincial Natural Science Foundation of China (Grant Chaos, Solitons and Fractals, vol. 39, no. 3, pp. 1259–1269, 2009.
no. LZ12C03001), by the National Natural Science Founda- [10] L. Zhang and M. Zhao, “Dynamic complexities in a hyperpar-
tion of China (Grant no. 31370381), by the National Key asitic system with prolonged diapause for host,” Chaos, Solitons
Basic Research Program of China (973 Program, Grant and Fractals, vol. 42, no. 2, pp. 1136–1142, 2009.
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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2014, Article ID 583930, 13 pages
http://dx.doi.org/10.1155/2014/583930
Research Article
The Stochastic Θ-Method for Nonlinear Stochastic Volterra
Integro-Differential Equations
Copyright © 2014 P. Hu and C. Huang. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
The stochastic Θ-method is extended to solve nonlinear stochastic Volterra integro-differential equations. The mean-square
convergence and asymptotic stability of the method are studied. First, we prove that the stochastic Θ-method is convergent of
order 1/2 in mean-square sense for such equations. Then, a sufficient condition for mean-square exponential stability of the true
solution is given. Under this condition, it is shown that the stochastic Θ-method is mean-square asymptotically stable for every
stepsize if 1/2 ≤ 𝜃 ≤ 1 and when 0 ≤ 𝜃 < 1/2, the stochastic Θ-method is mean-square asymptotically stable for some small
stepsizes. Finally, we validate our conclusions by numerical experiments.
1. Introduction In the last decades, VIDEs have received a great deal of atten-
tion. A well-known example of this type is the Volterra pop-
In this paper we study the numerical solution of the 𝑑- ulation equation
dimensional nonlinear stochastic Volterra integro-differ-
ential equation (SVIDE) with convolution kernels 𝑡
𝑥 (𝑡) = 𝑎𝑥 (𝑡) − 𝑏𝑥2 (𝑡) + 𝑥 (𝑡) ∫ 𝐺 (𝑡 − 𝑠) 𝑥 (𝑠) 𝑑𝑠. (4)
𝑡 0
𝑑𝑥 (𝑡) = 𝑓 (𝑥 (𝑡) , ∫ 𝐺 (𝑡 − 𝑠) 𝑥 (𝑠) 𝑑𝑠) 𝑑𝑡
0 For a general theory of VIDEs, we refer the reader to the
(1) classical book by Burton [1]. Also, many efficient numerical
𝑡
+ 𝑔 (𝑥 (𝑡) , ∫ 𝐻 (𝑡 − 𝑠) 𝑥 (𝑠) 𝑑𝑠) 𝑑𝑊 (𝑡) , methods such as linear multistep methods, Runge-Kutta
0 methods, and collocation methods have been constructed for
VIDEs (see [2–4] and the extensive bibliography therein).
with initial data 𝑥(0) = 𝑥0 . Here 𝑊(𝑡) is a scalar Brownian However, many real-world phenomena are subject to
motion, and 𝑓, 𝑔, 𝐺, and 𝐻 are given functions which map some random environmental effects. In recent years, the
study of stability for SVIDEs has attracted the attention
𝑓: 𝑅𝑑 × 𝑅𝑑 → 𝑅𝑑 , 𝑔: 𝑅𝑑 × 𝑅𝑑 → 𝑅𝑑 , of many authors. For example, in 2000, Mao [5] studied
(2) the stability of the stochastic integro-differential equation as
𝐺: 𝑅 → 𝑅𝑑×𝑑 , 𝐻: 𝑅 → 𝑅𝑑×𝑑 . follows:
𝑡
In particular, (1) can be regarded as a stochastically per- 𝑑𝑥 (𝑡) = 𝑓 (𝑥 (𝑡) , 𝑡) + 𝑔 (∫ 𝐺 (𝑡 − 𝑠) 𝑥 (𝑠) 𝑑𝑠, 𝑡) 𝑑𝑊 (𝑡) ,
turbed problem of the deterministic nonlinear Volterra inte- 0
gro-differential equation (VIDE) (5)
𝑡 and several criteria on mean-square exponential stability and
𝑥 (𝑡) = 𝑓 (𝑥 (𝑡) , ∫ 𝐺 (𝑡 − 𝑠) 𝑥 (𝑠)𝑑𝑠) . (3)
𝐿2 -stability have been obtained. Later, Mao and Riedle [6]
0
2 Abstract and Applied Analysis
extended these results to a more general type of equation. product in space 𝑅𝑑 and | ⋅ | be the corresponding norm. The
Appleby [7] studied the almost sure asymptotic stability and matrix norm is denoted by ‖ ⋅ ‖, and 𝐴𝑇 denotes the transpose
integrability of the zero solution of a finite dimensional Itô- of a matrix 𝐴. 𝐸(⋅) stands for the mathematical expectation
Volterra equation. operator. For any vectors 𝑥, 𝑦 ∈ 𝑅𝑑 , we denote ⟨𝑥, 𝑦⟩ = 𝑥 ⋅ 𝑦.
Since the majority of stochastic differential equations For the mean-square convergence analysis, we consider
cannot be solved analytically, numerical methods are adopted the autonomous 𝑑-dimensional nonlinear SVIDE on [0, 𝑇]
for obtaining approximate solutions. In recent years, a large where 𝑇 < ∞
number of numerical methods are constructed for stochastic 𝑡
ordinary differential equations (SODEs), such as stochastic 𝑑𝑥 (𝑡) = 𝑓 (𝑥 (𝑡) , ∫ 𝐺 (𝑡 − 𝑠) 𝑥 (𝑠) 𝑑𝑠) 𝑑𝑡
linear multistep methods, stochastic Runge-Kutta methods, 0
and stochastic Taylor methods. For more details, we refer (6)
𝑡
the reader to the papers [8–11], the Ph.D. thesis by Burrage + 𝑔 (𝑥 (𝑡) , ∫ 𝐻 (𝑡 − 𝑠) 𝑥 (𝑠) 𝑑𝑠) 𝑑𝑊 (𝑡) ,
[12], and the book by Kloeden and Platen [13]. But for 0
SVIDEs, up to now, there are only few results about the with initial data 𝑥(0) = 𝑥0 . We assume that the functions 𝑓
numerical approximation in the existing literatures. In [14, and 𝑔 are globally Lipschitz continuous in all variables and
15], Golec and Sathananthan studied the convergence of satisfy linear growth condition, that is, there exist positive
Euler-Maruyama scheme for SVIDEs under some different
constants 𝐿 and 𝐾, such that for all 𝑥, 𝑥, 𝑦, 𝑦 ∈ 𝑅𝑑 ,
assumptions. And in [16], the analytical asymptotic stability
and numerical asymptotic stability have been considered for 2 2
𝑓 (𝑥, 𝑦) − 𝑓 (𝑥, 𝑦) ∨ 𝑔 (𝑥, 𝑦) − 𝑔 (𝑥, 𝑦)
a class of linear stochastic functional differential equation. (7)
2
The areas of the regions of asymptotic stability for some ≤ 𝐿 (|𝑥 − 𝑥|2 + 𝑦 − 𝑦 ) ;
numerical methods are derived. However we have not found
any stability results for numerical methods for SVIDEs (1). 2 2 2
𝑓 (𝑥, 𝑦) ∨ 𝑔 (𝑥, 𝑦) ≤ 𝐾 (1 + |𝑥| + 𝑦 ) ,
2
(8)
Stochastic Θ-method is a widely used method with strong
convergence order 1/2 for SODEs. If Θ = 0, it is the where 𝑎 ∨ 𝑏 denotes the maximum of 𝑎 and 𝑏. Also, we assume
classical Euler-Maruyama method, and it is the Backward that the functions 𝐺 and 𝐻 are continuous and satisfy
Euler method when Θ = 1. Similar to deterministic 𝐴-
stability, Higham [17, 18] introduced stochastic 𝐴-stability ̂ |𝑡 − 𝑠| ,
‖𝐺 (𝑡) − 𝐺 (𝑠)‖ ∨ ‖𝐻 (𝑡) − 𝐻 (𝑠)‖ ≤ 𝐿 (9)
which means that the problem stability implies the numerical
method stability for any stepsize, and it is shown that the for all 𝑡, 𝑠 ∈ [0, 𝑇], which implies
stochastic Θ-method is stochastic 𝐴-stable if 1/2 ≤ 𝜃 ≤ 1. ‖𝐺 (𝑡)‖ ∨ ‖𝐻 (𝑡)‖ ≤ 𝑀 < ∞, (10)
In this paper, we apply the stochastic Θ-method to SVIDE
(1). The mean-square convergence and stability of the method where 𝑀 and 𝐿 ̂ are positive constants. The above conditions
are considered. It is proved that the stochastic Θ-method (7)–(9) can guarantee that SVIDE (6) has a unique solution
for SVIDE has mean-square convergence order 1/2. For the 𝑥(𝑡).
numerical stability analysis, first we extend the stability result The following lemma will be used in our convergence
in [5] to the case of SVIDE (1), and a sufficient condition analysis.
for the mean-square exponential stability of the true solution
is obtained. Under this condition, we then show that the Lemma 1. Under conditions (8)-(9), the solution of SVIDE (6)
stochastic Θ-method is mean-square asymptotically stable has the property
for any stepsize if 1/2 ≤ 𝜃 ≤ 1, and when 0 ≤ 𝜃 < 1/2, the
stochastic Θ-method is mean-square asymptotically stable
𝐸 ( sup |𝑥 (𝑡)|2 ) ≤ 𝐶1 , (11)
for some small stepsizes. 0≤𝑡≤𝑇
This paper is organized as follows. In Section 2, we
study the mean-square convergence of the stochastic Θ- with
method for SVIDEs. In Section 3, we investigate the mean- 1 2
square stability of the method. In Section 4, some numerical 𝐶1 := ( + 3𝐸𝑥0 ) 𝑒(6𝑇+24)𝐾𝐾𝑇 , (12)
2
experiments are given to validate our conclusions.
where
𝐾 = max {1, 𝑇2 𝑀2 } . (13)
2. Mean-Square Convergence of the
Stochastic Θ-Method Moreover, for any 0 ≤ 𝑟 < 𝑡 ≤ 𝑇,
Throughout this paper, we use the following notations. Let 𝐸|𝑥 (𝑡) − 𝑥 (𝑟)|2 ≤ 𝐶2 (𝑡 − 𝑟) , (14)
(Ω, F, {F𝑡 }𝑡≥0 , 𝑃) be a complete probability space with a fil-
tration {F𝑡 }𝑡≥0 satisfying normal conditions, namely, {F𝑡 }𝑡≥0 where 𝐶2 = 2𝐾𝐾(𝑇 + 1)(1 + 2𝐶1 ).
is increasing and right continuous with F0 containing all 𝑃-
null sets. And let 𝑊(𝑡) be a scalar Brownian motion defined Proof. The proof of this lemma is similar to that of
on the probability space. Let ⟨⋅, ⋅⟩ be the Euclidean inner Lemma 5.5.2 in [19], and that of Theorem 2.3 in [20].
Abstract and Applied Analysis 3
𝑛−1 𝑡𝑗+1
Now we apply the stochastic Θ-method to SVIDE (6) and 2
≤ 2𝑇 ∑ 𝐸 ∫ 𝐺 (𝑡𝑛 − 𝑠) − 𝐺 (𝑡𝑛 − 𝑡𝑗 ) |𝑥 (𝑠)|2 𝑑𝑠
obtain the following numerical scheme: 𝑡𝑗
𝑗=0
where ℎ > 0 is a given stepsize, and 𝑥𝑛 is an approximation Therefore, by (9) and Lemma 1, we obtain
to 𝑥(𝑡𝑛 ) with 𝑡𝑛 = 𝑛ℎ, 𝑛 = 1, . . . , 𝑁 = 𝑇/ℎ. The increment 𝑡𝑛
2
Δ𝑊𝑛 = 𝑊(𝑡𝑛+1 ) − 𝑊(𝑡𝑛 ) is an 𝑁(0, ℎ)-distributed Gaussian 𝐸∫ 𝐺 (𝑡𝑛 − 𝑠) 𝑥 (𝑠) 𝑑𝑠 − 𝑧 (𝑡𝑛 )
random variable. And the arguments 𝑧𝑛 and 𝑧𝑛 denote 0
approximations to 𝑛−1 𝑡𝑗+1 2
𝑡𝑛 𝑡𝑛
̂∑ ∫
≤ 2𝑇𝐶1 𝐿 (𝑠 − 𝑡𝑗 ) 𝑑𝑠
∫ 𝐺 (𝑡𝑛 − 𝑠) 𝑥 (𝑠) 𝑑𝑠, ∫ 𝐻 (𝑡𝑛 − 𝑠) 𝑥 (𝑠) 𝑑𝑠. (16) 𝑗=0 𝑡𝑗
0 0 (22)
𝑛−1 𝑡𝑗+1
In this paper, we choose the composite left rectangular for- + 2𝑇𝑀2 𝐶2 ∑ ∫ (𝑠 − 𝑡𝑗 ) 𝑑𝑠
mula to discretize the integral terms and obtain the follow- 𝑗=0 𝑡𝑗
ing schemes
̂ 2
2𝑇2 𝐶1 𝐿
𝑛−1 𝑛−1 ≤ ℎ + 𝑇2 𝑀2 𝐶2 ℎ.
3
𝑧𝑛 = ℎ ∑ 𝐺 (𝑡𝑛 − 𝑡𝑗 ) 𝑥𝑗 , 𝑧𝑛 = ℎ ∑ 𝐻 (𝑡𝑛 − 𝑡𝑗 ) 𝑥𝑗 . (17)
𝑗=0 𝑗=0 Since 0 < ℎ < 1, thus, there exists a constant 𝐶3 which does
not depend on ℎ, such that (19) holds. Similar to the above
Moreover we denote that proof, (20) also holds.
𝑛−1
For the convergence analysis, the local truncation error is
𝑧 (𝑡𝑛 ) = ℎ ∑ 𝐺 (𝑡𝑛 − 𝑡𝑗 ) 𝑥 (𝑡𝑗 ) ,
defined by
𝑗=0
(18) 𝛿𝑛+1 = 𝑥 (𝑡𝑛+1 )
𝑛−1
𝑧 (𝑡𝑛 ) = ℎ ∑ 𝐻 (𝑡𝑛 − 𝑡𝑗 ) 𝑥 (𝑡𝑗 ) .
𝑗=0
− {𝑥 (𝑡𝑛 ) + ℎ [𝜃𝑓 (𝑥 (𝑡𝑛+1 ) , 𝑧 (𝑡𝑛+1 ))
(23)
In this section, without loss of generality, we assume 0 < ℎ < + (1 − 𝜃) 𝑓 (𝑥 (𝑡𝑛 ) , 𝑧 (𝑡𝑛 ))]
1.
+𝑔 (𝑥 (𝑡𝑛 ) , 𝑧 (𝑡𝑛 )) Δ𝑊𝑛 } ,
Lemma 2. Under conditions (8)-(9), there exist positive con- and the global error is defined by
stants 𝐶3 , 𝐶4 such that
𝜖𝑛 = 𝑥 (𝑡𝑛 ) − 𝑥𝑛 . (24)
𝑡𝑛 2
𝐸∫ 𝐺 (𝑡𝑛 − 𝑠) 𝑥 (𝑠) 𝑑𝑠 − 𝑧 (𝑡𝑛 ) ≤ 𝐶3 ℎ, (19) It is obvious that 𝜖𝑛 is F𝑡𝑛 -measurable since both 𝑥(𝑡𝑛 ) and
0
𝑥𝑛 are F𝑡𝑛 -measurable random variables.
𝑡𝑛 2
𝐸∫ 𝐻 (𝑡𝑛 − 𝑠) 𝑥 (𝑠) 𝑑𝑠 − 𝑧 (𝑡𝑛 ) ≤ 𝐶4 ℎ. (20) Definition 3. The stochastic Θ-method (15)–(17) is said to be
0 consistent with order 𝑝1 in the mean and with order 𝑝2 in
Proof. By (18), we have the mean-square sense if the following estimations hold with
𝑝2 ≥ 1/2 and 𝑝1 ≥ 𝑝2 + (1/2):
𝑡𝑛 2
𝐸∫ 𝐺 (𝑡𝑛 − 𝑠) 𝑥 (𝑠) 𝑑𝑠 − 𝑧 (𝑡𝑛 ) 2 1/2
0 max (𝐸 (𝐸 (𝛿𝑛+1 | F𝑡𝑛 ) )) ≤ 𝐶ℎ𝑝1 , as ℎ → 0,
0≤𝑛≤𝑁−1
𝑡 2
𝑛 𝑛−1 2 1/2
= 𝐸∫ 𝐺 (𝑡𝑛 − 𝑠) 𝑥 (𝑠) 𝑑𝑠 − ℎ ∑ 𝐺 (𝑡𝑛 − 𝑡𝑗 ) 𝑥 (𝑡𝑗 )
max (𝐸𝛿𝑛+1 ) ≤ 𝐶ℎ𝑝2 , as ℎ → 0,
0 0≤𝑛≤𝑁−1
𝑗=0 (25)
𝑛−1 𝑡 2
𝑗+1 where the constant 𝐶 does not depend on ℎ but may depend
= 𝐸 ∑ ∫ [𝐺 (𝑡𝑛 − 𝑠) 𝑥 (𝑠) − 𝐺 (𝑡𝑛 − 𝑡𝑗 ) 𝑥 (𝑡𝑗 )] 𝑑𝑠
on 𝑇 and the initial data.
𝑗=0 𝑡𝑗
𝑛−1 𝑡𝑗+1 2 Lemma 4. Under conditions (7)–(9), the stochastic Θ-method
≤ 𝑛 ∑ 𝐸∫ [𝐺 (𝑡𝑛 − 𝑠) 𝑥 (𝑠) − 𝐺 (𝑡𝑛 − 𝑡𝑗 ) 𝑥 (𝑡𝑗 )] 𝑑𝑠
(15)–(17) is consistent with order 𝑝1 = 3/2 in the mean and
𝑗=0 𝑡𝑗 with order 𝑝2 = 1 in the mean-square sense.
4 Abstract and Applied Analysis
𝑠 2
𝑡𝑛+1 𝑠 + 𝐸∫ 𝐺 (𝑠 − 𝑟) 𝑥 (𝑟) 𝑑𝑟 − 𝑧 (𝑡𝑛 ) ) 𝑑𝑠.
= 𝐸 ( 𝐸 (∫ 𝑓 (𝑥 (𝑠) , ∫ 𝐺 (𝑠 − 𝑟) 𝑥 (𝑟) 𝑑𝑟) 𝑑𝑠 0
𝑡𝑛 0
(29)
− ℎ (𝜃𝑓 (𝑥 (𝑡𝑛+1 ) , 𝑧 (𝑡𝑛+1 ))
By (9)–(11) and Lemma 2, we get
2
+ (1 − 𝜃) 𝑓 (𝑥 (𝑡𝑛 ) , 𝑧 (𝑡𝑛 ))) | F𝑡𝑛 ) ) 𝑠 2
𝐸∫ 𝐺 (𝑠 − 𝑟) 𝑥 (𝑟) 𝑑𝑟 − 𝑧 (𝑡𝑛 )
0
𝑡𝑛+1 𝑠
≤ 𝐸 ( ( ∫ 𝑓 (𝑥 (𝑠) , ∫ 𝐺 (𝑠 − 𝑟) 𝑥 (𝑟) 𝑑𝑟) 𝑑𝑠 𝑠
𝑡𝑛 0 ≤ 2𝐸 ∫ (𝐺 (𝑠 − 𝑟)) 𝑥 (𝑟) 𝑑𝑟
0
− ℎ (𝜃𝑓 (𝑥 (𝑡𝑛+1 ) , 𝑧 (𝑡𝑛+1 )) 𝑡𝑛 2
− ∫ (𝐺 (𝑡𝑛 − 𝑟)) 𝑥 (𝑟) 𝑑𝑟
2 0
+ (1 − 𝜃) 𝑓 (𝑥 (𝑡𝑛 ) , 𝑧 (𝑡𝑛 ))) | F𝑡𝑛 ) )
𝑡𝑛 2
+ 2𝐸∫ (𝐺 (𝑡𝑛 − 𝑟)) 𝑥 (𝑟) 𝑑𝑟 − 𝑧 (𝑡𝑛 ) (30)
𝑡𝑛+1
𝑠 0
= 𝐸 ( ∫ 𝑓 (𝑥 (𝑠) , ∫ 𝐺 (𝑠 − 𝑟) 𝑥 (𝑟) 𝑑𝑟) 𝑑𝑠 𝑡𝑛 2
𝑡𝑛 0
≤ 4𝐸∫ (𝐺 (𝑠 − 𝑟) − 𝐺 (𝑡𝑛 − 𝑟)) 𝑥 (𝑟) 𝑑𝑟
0
− ℎ (𝜃𝑓 (𝑥 (𝑡𝑛+1 ) , 𝑧 (𝑡𝑛+1 ))
𝑠 2
2
+ 4𝐸∫ (𝐺 (𝑠 − 𝑟)) 𝑥 (𝑟) 𝑑𝑟 + 2𝐶3 ℎ
+ (1 − 𝜃) 𝑓 (𝑥 (𝑡𝑛 ) , 𝑧 (𝑡𝑛 ))) ) 𝑡𝑛
2
̂ 2 (𝑠 − 𝑡𝑛 ) + 4𝐶1 𝑀2 (𝑠 − 𝑡𝑛 ) + 2𝐶3 ℎ. 2
≤ 4𝑇2 𝐶1 𝐿
≤ 2𝐼1 + 2𝐼2 ,
(27) Therefore, by (14), we have
where
𝐼1 ≤ (1 − 𝜃) ℎ𝐿
𝐼1 𝑡𝑛 +(1−𝜃)ℎ
𝑡𝑛 +(1−𝜃)ℎ 𝑠
×∫ (𝐶2 (𝑠 − 𝑡𝑛 )
𝑡𝑛
= 𝐸 ( ∫ (𝑓 (𝑥 (𝑠) , ∫ 𝐺 (𝑠 − 𝑟) 𝑥 (𝑟) 𝑑𝑟)
𝑡𝑛 0 2
̂ 2 + 𝑀2 ) (𝑠 − 𝑡𝑛 ) + 2𝐶3 ℎ) 𝑑𝑠
+4𝐶1 (𝑇2 𝐿
2
1
−𝑓 (𝑥 (𝑡𝑛 ) , 𝑧 (𝑡𝑛 )) ) 𝑑𝑠 ) , = ( 𝐶2 (1 − 𝜃)3 + 2𝐶3 (1 − 𝜃)2 ) 𝐿ℎ3
2
𝐼2 ̂ 2 + 𝑀2 ) 𝐿
4𝐶1 (𝑇2 𝐿
+ (1 − 𝜃)4 ℎ4 .
𝑡𝑛+1 3
= 𝐸 ( ∫ (𝑓 (𝑥 (𝑡𝑛+1 ) , 𝑧 (𝑡𝑛+1 )) (31)
𝑡𝑛 +(1−𝜃)ℎ
Since 0 < ℎ < 1, there exists a constant 𝐶5 which does not
𝑠 2
depend on ℎ, such that
−𝑓 (𝑥 (𝑠) , ∫ 𝐺 (𝑠 − 𝑟) 𝑥 (𝑟) 𝑑𝑟)) 𝑑𝑠 ) .
0
(28) 𝐼1 ≤ 𝐶5 ℎ3 . (32)
Abstract and Applied Analysis 5
We can also prove that there exists a constant 𝐶6 which does where 𝐶8 –𝐶11 are independent of ℎ. Since 0 < ℎ < 1, we
not depend on ℎ, such that obtain
𝐼2 ≤ 𝐶6 ℎ3 , 2
(33) 𝐸 (𝛿𝑛+1 ) ≤ 𝐶12 ℎ2 , (38)
then we have
where 𝐶12 depends on 𝐶2 , 𝐶7 –𝐶11 . The proof of the lemma is
2 1/2
𝐸(𝐸 (𝛿𝑛+1 | F𝑡𝑛 ) ) ≤ √2 (𝐶5 + 𝐶6 )ℎ3/2 . (34) completed.
2
𝐸 (𝛿𝑛+1 ) Theorem 6. Under conditions (7)–(9), the numerical solution
produced by the stochastic Θ-method (15)–(17) converges to the
≤ 3 (1 − 𝜃) ℎ exact solution of (6) with order 1/2 in the mean-square sense.
𝑡𝑛 +(1−𝜃)ℎ 𝑠
×∫ 𝐸 𝑓 (𝑥 (𝑠) , ∫ 𝐺 (𝑠 − 𝑟) 𝑥 (𝑟) 𝑑𝑟) Proof. Using the definition of the global error, we have
𝑡𝑛 0
𝜖𝑛+1
2
−𝑓 (𝑥 (𝑡𝑛 ) , 𝑧 (𝑡𝑛 )) 𝑑𝑠 = 𝑥 (𝑡𝑛+1 ) − 𝑥𝑛+1
𝑡𝑛+1 = 𝑥 (𝑡𝑛+1 ) − 𝑥 (𝑡𝑛 )
+ 3𝜃ℎ ∫ 𝐸 𝑓 (𝑥 (𝑡𝑛+1 ) , 𝑧 (𝑡𝑛+1 ))
𝑡𝑛 +(1−𝜃)ℎ
− ℎ [𝜃𝑓 (𝑥 (𝑡𝑛+1 ) , 𝑧 (𝑡𝑛+1 )) + (1 − 𝜃) 𝑓 (𝑥 (𝑡𝑛 ) , 𝑧 (𝑡𝑛 ))]
𝑠 2
−𝑓 (𝑥 (𝑠) , ∫ 𝐺 (𝑠 − 𝑟) 𝑥 (𝑟) 𝑑𝑟) 𝑑𝑠 − 𝑔 (𝑥 (𝑡𝑛 ) , 𝑧 (𝑡𝑛 )) Δ𝑊𝑛 + 𝑥 (𝑡𝑛 )
0
𝑡𝑛+1 𝑠 + ℎ [𝜃𝑓 (𝑥 (𝑡𝑛+1 ) , 𝑧 (𝑡𝑛+1 )) + (1 − 𝜃) 𝑓 (𝑥 (𝑡𝑛 ) , 𝑧 (𝑡𝑛 ))]
+ 3∫ 𝐸 𝑔 (𝑥 (𝑠) , ∫ 𝐻 (𝑠 − 𝑟) 𝑥 (𝑟) 𝑑𝑟)
𝑡𝑛 0 + 𝑔 (𝑥 (𝑡𝑛 ) , 𝑧 (𝑡𝑛 )) Δ𝑊𝑛 − 𝑥𝑛
2 − ℎ [𝜃𝑓 (𝑥𝑛+1 , 𝑧𝑛+1 ) + (1 − 𝜃) 𝑓 (𝑥𝑛 , 𝑧𝑛 )]
−𝑔 (𝑥 (𝑡𝑛 ) , 𝑧 (𝑡𝑛 )) 𝑑𝑠
− 𝑔 (𝑥𝑛 , 𝑧𝑛 ) Δ𝑊𝑛
≜ 3 (1 − 𝜃) ℎ𝐼̃1 + 3𝜃ℎ𝐼̃2 + 3𝐼̃3 .
= 𝛿𝑛+1 + 𝜖𝑛 + 𝑢𝑛 ,
(35)
(40)
By (7), (14), and (30), we get
where
ℎ𝐼̃1
𝑢𝑛 = ℎ [𝜃𝑓 (𝑥 (𝑡𝑛+1 ) , 𝑧 (𝑡𝑛+1 ))
𝑡𝑛 +(1−𝜃)ℎ
2
≤ 𝐿ℎ ∫ (𝐸𝑥 (𝑠) − 𝑥 (𝑡𝑛 ) + (1 − 𝜃) 𝑓 (𝑥 (𝑡𝑛 ) , 𝑧 (𝑡𝑛 ))]
𝑡𝑛
We now estimate the separate terms in (42) individually and Due to properties of conditional expectation and the consis-
in sequence. Due to the consistency condition in the mean- tency condition in the mean sense,
square sense of the method, we have
2 𝐸 (𝜖𝑛 ⋅ 𝛿𝑛+1 )
2
𝐸 (𝛿𝑛+1 ) ≤ 𝐶
̃1 ℎ2 . (43)
= 2 𝐸 (𝜖𝑛 ⋅ 𝐸 (𝛿𝑛+1 | F𝑡𝑛 ))
(47)
By using the inequality (𝑎 + 𝑏 + 𝑐)2 ≤ 3𝑎2 + 3𝑏2 + 3𝑐2 and 2 1/2 2 1/2
≤ 2(𝐸 (𝜖𝑛 )) ⋅ (𝐸 (𝐸 (𝛿𝑛+1 | F𝑡𝑛 ) ))
condition (7), we obtain
̃2 ℎ2 + ℎ𝐸 (𝜖𝑛 2 ) .
≤𝐶
2 2
𝐸 (𝑢𝑛 ) ≤ 3ℎ2 𝜃2 𝐿𝐸 (𝜖𝑛+1 )
2 Using the Lipschtiz condition (7) and properties of condi-
+ 3ℎ2 𝜃2 𝐿𝐸 (𝑧 (𝑡𝑛+1 ) − 𝑧𝑛+1 )
tional expectation, we obtain
2
+ 3ℎ2 (1 − 𝜃)2 𝐿𝐸 (𝜖𝑛 ) (44)
2 2 𝐸 (𝜖𝑛 ⋅ 𝑢𝑛 )
+ 3ℎ (1 − 𝜃) 𝐿𝐸 (𝑧 (𝑡𝑛 ) − 𝑧𝑛 )
2 2
≤ 2𝐸 (𝜖𝑛 ⋅ 𝐸 (𝑢𝑛 | F𝑡𝑛 ))
2 2
+ 3ℎ𝐿𝐸 (𝜖𝑛 ) + 3ℎ𝐿𝐸 (𝑧 (𝑡𝑛 ) − 𝑧𝑛 ) .
≤ 2ℎ𝜃𝐸 ( 𝜖𝑛 ⋅ 𝐸 (𝑓 (𝑥 (𝑡𝑛+1 ) , 𝑧 (𝑡𝑛+1 ))
Note that −𝑓 (𝑥𝑛+1 , 𝑧𝑛+1 ) | F𝑡𝑛 ))
2 + 2ℎ (1 − 𝜃) 𝐸
𝐸 (𝑧 (𝑡𝑛+1 ) − 𝑧𝑛+1 )
𝑛 2 × (𝜖𝑛 ⋅ 𝑓 (𝑥 (𝑡𝑛 ) , 𝑧 (𝑡𝑛 )) − 𝑓 (𝑥𝑛 , 𝑧𝑛 ))
= 𝐸 (ℎ∑ 𝐺 (𝑡𝑛+1 − 𝑡𝑗 ) 𝜖𝑗 )
2 2
≤ ℎ𝐸 (𝜖𝑛 ) + 𝜃𝐿ℎ𝐸 (𝜖𝑛+1 )
𝑗=0
2
𝑛
𝑛 2 + 𝜃𝐿ℎ𝐸 (𝑧 (𝑡𝑛+1 ) − 𝑧𝑛+1 )
≤ ℎ ∑ 𝐺 (𝑡𝑛+1 − 𝑡𝑗 ) ⋅ ∑ 𝐺 (𝑡𝑛+1 − 𝑡𝑗 ) 𝐸 (𝜖𝑗 )
2 (48)
(45) 2
𝑗=0 𝑗=0 + (1 − 𝜃) 𝐿ℎ𝐸 (𝜖𝑛 )
𝑛
2 2
≤ ℎ𝑀2 𝑇 ∑𝐸 (𝜖𝑗 ) , + (1 − 𝜃) 𝐿ℎ𝐸 (𝑧 (𝑡𝑛 ) − 𝑧𝑛 )
𝑗=0
2 2
≤ ℎ𝐸 (𝜖𝑛 ) + 𝜃𝐿ℎ𝐸 (𝜖𝑛+1 )
𝑛−1
2 2
𝐸 (𝑧 (𝑡𝑛 ) − 𝑧𝑛 ) ≤ ℎ𝑀2 𝑇 ∑ 𝐸 (𝜖𝑗 ) , 𝑛
2
𝑗=0 + 𝜃𝐿ℎ2 𝑀2 𝑇 ∑𝐸 (𝜖𝑗 )
𝑗=0
2
then we have + (1 − 𝜃) 𝐿ℎ𝐸 (𝜖𝑛 )
2 2 𝑛−1
𝐸 (𝑢𝑛 ) ≤ 3ℎ2 𝜃2 𝐿𝐸 (𝜖𝑛+1 ) 2
+ (1 − 𝜃) 𝐿ℎ2 𝑀2 𝑇 ∑ 𝐸 (𝜖𝑗 ) .
𝑗=0
+ 3ℎ3 𝜃2 𝐿𝑀2 𝑇
𝑛
2 2 Substituting (43) and (46)–(48) into (42), we have
× ∑𝐸 (𝜖𝑗 ) + 3ℎ2 (1 − 𝜃)2 𝐿𝐸 (𝜖𝑛 )
𝑗=0
2
𝑛−1 (1 − 6ℎ2 𝜃2 𝐿 − ℎ𝜃𝐿) 𝐸 (𝜖𝑛+1 )
2
+ 3ℎ (1 − 𝜃) 𝐿𝑀 𝑇 ∑ 𝐸 (𝜖𝑗 )
3 2 2
𝑛
𝑗=0 2 ̃4 ℎ2 ∑ 𝐸 (𝜖𝑗 2 )
̃3 ℎ𝐸 (𝜖𝑛 2 ) + 𝐶
≤ 𝐸 (𝜖𝑛 ) + 𝐶
𝑛−1 𝑗=0 (49)
2 2
+ 3ℎ𝐿𝐸 (𝜖𝑛 ) + 3ℎ2 𝐿𝑀2 𝑇 ∑ 𝐸 (𝜖𝑗 ) . 𝑛
𝑗=0 ̃5 ℎ3 ∑ 𝐸 (𝜖𝑗 2 ) + (2𝐶
+𝐶 ̃1 + 𝐶
̃2 ) ℎ2 ,
(46)
𝑗=0
Abstract and Applied Analysis 7
1+𝐶 ̃3 ℎ 2𝐶̃4 𝑇ℎ ̃ +𝐶
2𝐶 ̃2 2 2𝑥𝑇 𝑓 (𝑥, 0) ≤ −𝜆 1 |𝑥|2 , (58)
𝑅𝑛+1 ≤ 𝑅𝑛 + 𝑅𝑛 + 1 ℎ
1 − 2ℎ𝜃𝐿 1 − 2ℎ𝜃𝐿 1 − 2ℎ𝜃𝐿
(53) 𝑓 (𝑥, 𝑦) − 𝑓 (𝑥, 0) ≤ 𝜆 2 𝑦 , (59)
2𝜃𝐿 + 𝐶 ̃4 𝑇
̃3 + 2𝐶 ̃ +𝐶
2𝐶 ̃2 2
≤ [1 + ℎ] 𝑅𝑛 + 1 ℎ. 2 2
𝑔 (𝑥, 𝑦) ≤ 𝜆 3 |𝑥| + 𝜆 4 𝑦 ,
2
𝜅 𝜅 (60)
3. Stability Analysis Remark 10. If we apply Theorem 9 to problem (5), then the
corresponding mean-square stability condition is
In this section, we will discuss the analytical stability and
numerical stability of SVIDE (1). First, the analytical stability 𝜆 4 𝛽2 < 𝜆 1 𝛾2 . (64)
is derived by the technique in [5]. We extend the exponential
stability result to a more general type. And then the mean- This condition is in accordance with the assumption of
square asymptotic stability of the stochastic Θ-method is Theorem 2.1 in Mao’s papaer [5].
investigated.
Let us give the definition of the mean-square exponential In the following, we study the mean-square asymptotic
stability (see Mao [19]). stability of the stochastic Θ-method for SVIDE (1).
8 Abstract and Applied Analysis
Definition 11. The numerical solution {𝑥𝑛 }𝑛≥0 to SVIDE (1) is Substituting (71) into (70), we have
said to be mean-square asymptotically stable if the numerical
2
solution has the property that 𝐸𝐹 (𝑥𝑛+1 )
2 2 2
lim 𝐸𝑥𝑛 = 0, (65) ≤ 𝐸𝐹 (𝑥𝑛 ) + ℎ (−𝜆 1 + 𝜆 2 + 𝜆 3 ) 𝐸𝑥𝑛
𝑛→∞
(72)
for any initial data 𝑥0 . 2 𝑛−1
𝛽 2
+ ℎ (𝜆 2 + 𝜆 4 ) (ℎ ∑ 𝑒−𝛾(𝑡𝑛 −𝑡𝑗 ) 𝐸𝑥𝑗 ) ,
𝛾 𝑗=0
Theorem 12. Under conditions (58)–(62), the stochastic Θ-
method is mean-square asymptotically stable for any stepsize
ℎ > 0, if 1/2 ≤ 𝜃 ≤ 1. which implies
2
Proof. By (15), we have 𝐸𝐹 (𝑥𝑛+1 )
𝑛
𝐹 (𝑥𝑛+1 ) = 𝐹 (𝑥𝑛 ) + ℎ𝑓 (𝑥𝑛 , 𝑧𝑛 ) + 𝑔 (𝑥𝑛 , 𝑧𝑛 ) Δ𝑊𝑛 , (66) 2 2
≤ 𝐸 𝐹 (𝑥0 ) + ℎ (−𝜆 1 + 𝜆 2 + 𝜆 3 ) ∑𝐸𝑥𝑖
𝑖=0
where
𝛽2 𝑛 𝑖−1
2
𝐹 (𝑥𝑛 ) = 𝑥𝑛 − 𝜃ℎ𝑓 (𝑥𝑛 , 𝑧𝑛 ) . (67) + ℎ (𝜆 2 + 𝜆 4 ) ∑ (ℎ∑ 𝑒−𝛾(𝑡𝑖 −𝑡𝑗 ) 𝐸𝑥𝑗 )
𝛾 𝑖=0 𝑗=0
Consequently
𝑛
2 2 2
𝐹 (𝑥𝑛+1 ) ≤ 𝐸𝐹 (𝑥0 ) + ℎ (−𝜆 1 + 𝜆 2 + 𝜆 3 ) ∑𝐸𝑥𝑖
𝑖=0
2 2
= 𝐹 (𝑥𝑛 ) + (1 − 2𝜃) ℎ2 𝑓 (𝑥𝑛 , 𝑧𝑛 )
𝛽2 𝑛−1 𝑛
2
2
(68) + ℎ (𝜆 2 + 𝜆 4 ) ∑ (ℎ ∑ 𝑒−𝛾(𝑡𝑖 −𝑡𝑗 ) 𝐸𝑥𝑗 ) (73)
+ 𝑔 (𝑥𝑛 , 𝑧𝑛 ) Δ𝑊𝑛 + 2 ⟨𝑥𝑛 , ℎ𝑓 (𝑥𝑛 , 𝑧𝑛 )⟩ 𝛾 𝑗=0 𝑖=𝑗+1
2 2
≤ 𝐸𝐹 (𝑥𝑛 ) + ℎ (−𝜆 1 + 𝜆 2 + 𝜆 3 ) 𝐸𝑥𝑛 (70) Therefore by condition (62), we have
2 2 𝑛
+ ℎ𝜆 2 𝐸𝑧𝑛 + ℎ𝜆 4 𝐸𝑧𝑛 . 2 2
∑𝐸𝑥𝑖 ≤ 𝐶𝐸𝐹 (𝑥0 ) (74)
𝑖=0
And by (61) and the Jensen inequality, we derive that
for any 𝑛 > 0, where 𝐶 = −1/ℎ(−𝜆 1 + 𝜆 2 + 𝜆 3 + (𝜆 2 +
𝑛−1 2 2
2 𝑛−1
−𝛾(𝑡𝑛 −𝑡𝑗 ) 𝜆 4 )(𝛽2 /𝛾2 )). Let 𝑛 → ∞, we find that the infinite series
2
𝑧𝑛 = ℎ ∑ 𝐺 (𝑡𝑛 − 𝑡𝑗 ) 𝑥𝑗 ≤ 𝛽 (ℎ ∑ 𝑒 𝑥𝑗 )
𝑗=0 ∑∞ 2
𝑖=0 𝐸|𝑥𝑖 | is bounded, then we have
𝑗=0
2
𝑛−1 𝑛−1 lim 𝐸𝑥𝑛 = 0 (75)
−𝛾(𝑡𝑛 −𝑡𝑗 ) 2 𝑛→∞
2
≤ 𝛽 (ℎ ∑ 𝑒 −𝛾(𝑡𝑛 −𝑡𝑗 )
) ⋅ (ℎ ∑ 𝑒 𝑥𝑗 )
𝑗=0 𝑗=0 which shows that the stochastic Θ-method is mean-square
asymptotically stable. The proof of the theorem is com-
𝑛−1
𝛽2 2
(ℎ ∑ 𝑒−𝛾(𝑡𝑛 −𝑡𝑗 ) 𝑥𝑗 ) ,
pleted.
≤
𝛾 𝑗=0
Theorem 13. Assume that conditions (58)–(62) hold and that
2 𝑛−1 function 𝑓 satisfies the linear growth condition; namely, there
2 𝛽 2
𝑧𝑛 ≤ (ℎ ∑ 𝑒−𝛾(𝑡𝑛 −𝑡𝑗 ) 𝑥𝑗 ) . ̂ > 0 such that
exists a constant 𝐾
𝛾 𝑗=0
2 ̂ 2
(71) 𝑓 (𝑥, 𝑦) ≤ 𝐾 (|𝑥|2 + 𝑦 ) . (76)
Abstract and Applied Analysis 9
100 100
10−1 10−1
log(err)
log(err)
10−2 10−2
10−3 10−3
10−3 10−2 10−1 10−3 10−2 10−1
log(h) log(h)
𝜃=0 𝜃 = 0.3
(a) (b)
0
10 100
10−1 10−1
log(err)
log(err)
10−2 10−2
10−3 10−3
10−3 10−2 10−1 10−3 10−2 10−1
log(h) log(h)
𝜃 = 0.7 𝜃=1
(c) (d)
×1028 1
5.5 0.9
5 0.8
4.5
0.7
4
0.6
3.5
2
0.5
E(xn )
2
E(xn )
2.5 0.4
2
0.3
1.5
0.2
1
0.1
0.5
0 5 10 15 20 0 5 10 15 20
Time: t Time: t
𝜃 = 0, h = 1/4 𝜃 = 0, h = 1/16
(a) (b)
Figure 2: Numerical simulation with 𝜃 = 0 under different stepsizes ℎ = 1/4 and ℎ = 1/16.
1
2200
0.9
2000
0.8
1800
0.7
1600
1400 0.6
2
E(xn )
2
E(xn )
1200 0.5
1000 0.4
800
0.3
600
0.2
400
200 0.1
0 5 10 15 20 0 5 10 15 20
Time: t Time: t
Figure 3: Numerical simulation with 𝜃 = 0.3 under different stepsizes ℎ = 1/2 and ℎ = 1/8.
1 1
0.9 0.9
0.8 0.8
0.7 0.7
0.6 0.6
2
E(xn )
2
E(xn )
0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 5 10 15 20 0 5 10 15 20
Time: t Time: t
𝜃 = 0.8, h = 2 𝜃 = 1, h = 4
(a) (b)
Figure 4: Numerical simulation with 𝜃 = 0.8 and 𝜃 = 1 under even large stepsizes ℎ = 2 and ℎ = 3.
Research Article
On the Number of Limit Cycles of a Piecewise Quadratic
Near-Hamiltonian System
Jing Tian
Department of Mathematics, Shanghai Normal University, Shanghai 200234, China
Copyright © 2014 Jing Tian. This is an open access article distributed under the Creative Commons Attribution License, which
permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
This paper is concerned with the problem for the maximal number of limit cycles for a quadratic piecewise near-Hamiltonian
system. By using the method of the first order Melnikov function, we find that it can have 8 limit cycles.
1. Introduction and Main Results limit cycles, which implies that piecewise quadratic near-
Hamiltonian systems can have 5 limit cycles. The authors
Recently, piecewise smooth systems attracted many research- of [15] also obtained this result by perturbed quadratic
ers’ attention since many real processes and different modern polynomial differential systems containing an isochronous
devices can be modeled by them; see [1, 2] and references center with piecewise quadratic polynomials of degree 2.
therein. Due to their nonsmoothness, these systems can In this paper, we mainly study the problem for the
have richer dynamical phenomena than the smooth ones maximal number of a quadratic near-Hamiltonian system.
(see [3–5] and the references cited therein). For instance, That is to say, we consider a system of the form
nonsmooth system can have the sliding phenomena and in
[6, 7] Giannakopoulos and Pliete have studied the existence 𝑥̇= 𝑦 + 𝜀𝑝 (𝑥, 𝑦) , 𝑦̇= −𝑔 (𝑥) + 𝜀𝑞 (𝑥, 𝑦) , (1)
of sliding cycles and sliding homoclinic cycles for a planar where 𝜀 > 0 is a small parameter,
relay control feedback systems.
As we have seen, studying the existence and number of 𝑎2 𝑥2 + 𝑎1 𝑥 + 𝑎0 , 𝑥 < 0,
𝑔 (𝑥) = { 2 (2)
limit cycles is one of the main problems for piecewise smooth 𝑏2 𝑥 + 𝑏1 𝑥 + 𝑏0 , 𝑥 > 0
systems; see [8–16]. Limit cycles of piecewise smooth linear
with 𝑎2 𝑏2 ≠0, and
differential systems defined on two half-planes separated
by a straight line 𝑥 = 0 or 𝑦 = 0 have been studied 2
{
{
recently in [8–11], from which one can find that 3 limit {
{ ∑ 𝑎𝑖𝑗− 𝑥𝑖 𝑦𝑗 , 𝑥 < 0,
{
{𝑖+𝑗=0
cycles can appear for piecewise smooth linear systems. From 𝑝 (𝑥, 𝑦) = { 2
{
{
[12–14], we can know that piecewise linear and quadratic {
{ + 𝑖 𝑗
near-Hamiltonian systems can have 2 and 3 limit cycles, { ∑ 𝑎𝑖𝑗 𝑥 𝑦 , 𝑥 > 0,
respectively. In fact, these papers investigated the problem {𝑖+𝑗=0
(3)
for limit cycle bifurcations of piecewise linear Hamiltonian 2
{
{
systems under piecewise polynomial perturbations of degree {
{ ∑ 𝑏𝑖𝑗− 𝑥𝑖 𝑦𝑗 , 𝑥 < 0,
{
{𝑖+𝑗=0
𝑛, obtaining some new and interesting results. Furthermore, 𝑞 (𝑥, 𝑦) = { 2
the authors of [16] studied a piecewise quadratic Hamiltonian {
{
{
{ + 𝑖 𝑗
system (one side linear and another side quadratic) perturbed { ∑ 𝑏𝑖𝑗 𝑥 𝑦 , 𝑥 > 0.
inside the class of piecewise polynomial differential systems {𝑖+𝑗=0
of degree 𝑛 and achieved that it can have 2𝑛 + [(𝑛 + 1)/2] Then, our main results can be stated as follows.
2 Abstract and Applied Analysis
S C S
C
Theorem 1. There exists a system of form (1) which has 8 limit For systems (4a)|𝜀=0 and (4b)|𝜀=0 , we make the following
cycles. assumption:
In the next section, the proof of Theorem 1 is presented. (H) 𝑎12 > 4𝑎2 𝑎0 , 𝑏12 > 4𝑏2 𝑏0 .
Then, under the condition (H), for 𝜀 = 0, system (4a)
2. Proof of Theorem 1 (resp., (4b)) has a hyperbolic saddle 𝑆1 = (𝛼𝑆1 , 0) (resp.,
𝑆2 = (𝛼𝑆2 , 0)) and an elementary center 𝐶1 = (𝛼𝐶1 , 0) (resp.,
In this section, we divide the proof into two subsections: one 𝐶2 = (𝛼𝐶2 , 0)), where
section is to present some preliminary knowledge, which is
useful to verify our main result; another section is to give the −𝑎1 − √𝑎12 − 4𝑎2 𝑎0 −𝑏1 − √𝑏12 − 4𝑏2 𝑏0
process of the proof of Theorem 1. 𝛼𝑆1 = , 𝛼𝑆2 = ,
2𝑎2 2𝑏2
2.1. Preliminaries. Clearly, system (1) has the following two −𝑎1 + √𝑎12 − 4𝑎2 𝑎0 −𝑏1 + √𝑏12 − 4𝑏2 𝑏0
subsystems: 𝛼𝐶1 = , 𝛼𝐶2 = .
2𝑎2 2𝑏2
2
(6)
𝑥̇= 𝑦 + 𝜀 ∑ 𝑎𝑖𝑗− 𝑥𝑖 𝑦𝑗 ,
𝑖+𝑗=0 We will assume that
(4a)
2 𝑎2 < 0, (7)
𝑦̇= − (𝑎2 𝑥2 + 𝑎1 𝑥 + 𝑎0 ) + 𝜀 ∑ 𝑏𝑖𝑗− 𝑥𝑖 𝑦𝑗 ,
𝑖+𝑗=0 since, for 𝑎2 > 0, we can make a variable transformation 𝑥 →
−𝑥, 𝑦 → 𝑦, together with a time rescaling 𝑡 → −𝑡 such
2
that the resulting system satisfies (7). Further, note that there
𝑥̇= 𝑦 + 𝜀 ∑ 𝑎𝑖𝑗+ 𝑥𝑖 𝑦𝑗 ,
exist 2 possible cases for level curves of 𝐻(𝑥, 𝑦) = (1/2)𝑦2 +
𝑖+𝑗=0
(4b) (1/3)𝑎𝑥3 + (1/2)𝑏𝑥2 + 𝑐𝑥 = ℎ on the plane, where 𝑎 ≠0,
2 𝑏2 > 4𝑎𝑐; see Figure 1.
𝑦̇= − (𝑏2 𝑥2 + 𝑏1 𝑥 + 𝑏0 ) + 𝜀 ∑ 𝑏𝑖𝑗+ 𝑥𝑖 𝑦𝑗 , We remark that, in Figure 1, 𝐶 = ((−𝑏+ √𝑏2 − 4𝑎𝑐)/2𝑎, 0),
𝑖+𝑗=0
𝑆 = ((−𝑏 − √𝑏2 − 4𝑎𝑐)/2𝑎, 0). Then, one can obtain 9 possible
which are called left and right subsystems, respectively. phase portraits of system (1)|𝜀=0 under (H) and (7) when it
And systems (4a)|𝜀=0 and (4b)|𝜀=0 are Hamiltonian with has a generalized closed orbit and two hyperbolic saddles; see
Hamiltonian functions, respectively, Figure 2. For system (1)|𝜀=0 , a generalized closed orbit passes
1 1 1 through the 𝑦-axis two times.
𝐻− (𝑥, 𝑦) = 𝑦2 + 𝑎2 𝑥3 + 𝑎1 𝑥2 + 𝑎0 𝑥, Now, we study limit cycle bifurcations on system (1). For
2 3 2
(5) simplicity, we consider the case
1 1 1
𝐻 (𝑥, 𝑦) = 𝑦2 + 𝑏2 𝑥3 + 𝑏1 𝑥2 + 𝑏0 𝑥.
+
𝛼𝑆1 < 0 < 𝛼𝑆2 < 𝛼𝐶2 , 𝐻− (𝑆1 ) = 𝐻+ (𝑆2 ) ≜ ℎ1 ; (8)
2 3 2
Abstract and Applied Analysis 3
y y y
x x x
0 0 0
(a) 𝛼𝑆1 < 0 < 𝛼𝐶2 < 𝛼𝑆2 , 𝐻− (𝑆1 ) > (b) 𝛼𝑆1 < 0 < 𝛼𝐶2 < 𝛼𝑆2 , 𝐻− (𝑆1 ) = (c) 𝛼𝑆1 < 0 < 𝛼𝐶2 < 𝛼𝑆2 , 𝐻− (𝑆1 ) <
𝐻+ (𝑆2 ) 𝐻+ (𝑆2 ) 𝐻+ (𝑆2 )
y y y
0 x x x
0 0
(d) 𝛼𝑆1 < 0, 𝛼𝐶2 ≤ 0 < 𝛼𝑆2 , 𝐻− (𝑆1 ) > (e) 𝛼𝑆1 < 0, 𝛼𝐶2 ≤ 0 < 𝛼𝑆2 , 𝐻− (𝑆1 ) = (f) 𝛼𝑆1 < 0, 𝛼𝐶2 ≤ 0 < 𝛼𝑆2 , 𝐻− (𝑆1 ) <
𝐻+ (𝑆2 ) 𝐻+ (𝑆2 ) 𝐻+ (𝑆2 )
y y y
0 x x x
0 0
(g) 𝛼𝑆1 < 0 < 𝛼𝑆2 < 𝛼𝐶2 , 𝐻− (𝑆1 ) > (h) 𝛼𝑆1 < 0 < 𝛼𝑆2 < 𝛼𝐶2 , 𝐻− (𝑆1 ) = (i) 𝛼𝑆1 < 0 < 𝛼𝑆2 < 𝛼𝐶2 , 𝐻− (𝑆1 ) <
𝐻+ (𝑆2 ) 𝐻+ (𝑆2 ) 𝐻+ (𝑆2 )
Figure 2: Possible portraits of (1)|𝜀=0 with two saddles and a generalized closed orbit.
2
y
𝑀 (ℎ) = 𝑀− (ℎ) + 𝑀+ (ℎ) = ∫ ∑ 𝑏𝑖𝑗− 𝑥𝑖 𝑦𝑗 𝑑𝑥
𝐿−ℎ 𝑖+𝑗=0
2 2
− ∑ 𝑎𝑖𝑗− 𝑥𝑖 𝑦𝑗 𝑑𝑦 + ∫ ∑ 𝑏𝑖𝑗+ 𝑥𝑖 𝑦𝑗 𝑑𝑥
L−h L+h 𝐿+ℎ 𝑖+𝑗=0
𝑖+𝑗=0
+
−
L L
2
L1 L2 − ∑ 𝑎𝑖𝑗+ 𝑥𝑖 𝑦𝑗 𝑑𝑦, ℎ ∈ (ℎ1 , +∞) ,
L 1h L−3h L 2h 𝑖+𝑗=0
L+3h
x (12)
C1 0 C2
S1 S2
where 𝐿 1ℎ , 𝐿 2ℎ , 𝐿−3ℎ , 𝐿+3ℎ , 𝐿−ℎ , and 𝐿+ℎ are given in (10).
Now, we deduce the expansion of 𝑀𝑖 (ℎ), 𝑖 = 1, 2, 3, and
𝑀(ℎ) near ℎ = ℎ1 in the above. First, we have the following.
0 < ℎ1 − ℎ ≪ 1,
lim 𝐿+3ℎ = 𝐿+ , lim 𝐿−3ℎ = lim 𝐿+3ℎ = (0, 0) ,
ℎ → ℎ1 ℎ→0 ℎ→0 where
− − − −
lim 𝐿−ℎ = 𝐿 1 ∪ 𝐿− , lim 𝐿+ℎ = 𝐿 2 ∪ 𝐿+ ; 𝑐0 = ∫ [ (𝑎10 + 𝑏01 ) 𝑦 + (𝑏11 + 2𝑎20 ) 𝑥𝑦
ℎ → ℎ1 ℎ → ℎ1 𝐿−
(11) 1 − −
+ (𝑎 + 2𝑏02 ) 𝑦2 ] 𝑑𝑥 − 2𝑎00
−
√2ℎ1
2 11
see Figure 3. From (11), one can know that, as ℎ approaches 4 −
ℎ1 , the limit of 𝐿 ℎ is 𝐿 1 ∪ 𝐿− ∪ 𝐿 2 ∪ 𝐿+ denoted by 𝐿, which is − ℎ1 √2ℎ1 𝑎02 ,
3
a generalized polycycle with two hyperbolic saddles.
1 − − − −
Then, from Theorem 1.1 of [17], for system (1), we have 𝑐1 = − 1/4
[(𝑎10 + 𝑏01 ) + 𝛼𝑆1 (2𝑎20 + 𝑏11 )] ,
four first order Melnikov functions as follows: (𝑎12 − 4𝑎0 𝑎2 )
− − − − − −
2 2 𝑐2 |𝑐1 =0 = ∫ [(𝑎10 + 𝑏01 ) + (𝑏11 + 2𝑎20 ) 𝑥 + (𝑎11 + 2𝑏02 ) 𝑦] 𝑑𝑡
𝐿−
𝑀1 (ℎ) = ∮ ∑ 𝑏𝑖𝑗− 𝑥𝑖 𝑦𝑗 𝑑𝑥 − ∑ 𝑎𝑖𝑗− 𝑥𝑖 𝑦𝑗 𝑑𝑦,
𝐿 1ℎ 𝑖+𝑗=0 𝑖+𝑗=0 √2ℎ1 − −
− 𝑎 − 2√2ℎ1 𝑎02 ,
ℎ1 00
ℎ ∈ (ℎ0− , ℎ1 ) ,
𝑎2 − −
𝑐3 = 5/4
(2𝑎20 + 𝑏11 ).
2 2 2(𝑎12 − 4𝑎0 𝑎2 )
𝑀2 (ℎ) = ∮ ∑ 𝑏𝑖𝑗+ 𝑥𝑖 𝑦𝑗 𝑑𝑥 − ∑ 𝑎𝑖𝑗+ 𝑥𝑖 𝑦𝑗 𝑑𝑦, (14)
𝐿 2ℎ 𝑖+𝑗=0 𝑖+𝑗=0
Proof. Denote by 𝑈 a disk of diameter 𝜖0 > 0 with its center
ℎ ∈ (ℎ0+ , ℎ1 ) , at 𝑆1 . Then, for 𝜖0 > 0 small, rewrite 𝑀3− (ℎ) = 𝐼1 (ℎ) + 𝐼2 (ℎ),
where
2 2 2
𝑀3 (ℎ) = 𝑀3− (ℎ) + 𝑀3+ (ℎ) = ∫ ∑ 𝑏𝑖𝑗− 𝑥𝑖 𝑦𝑗 𝑑𝑥 𝐼1 (ℎ) = ∫ − ∑ 𝑏𝑖𝑗− 𝑥𝑖 𝑦𝑗 𝑑𝑥 − ∑ 𝑎𝑖𝑗− 𝑥𝑖 𝑦𝑗 𝑑𝑦,
𝐿−3ℎ 𝑖+𝑗=0 𝐿3ℎ 𝑖+𝑗=0 𝑖+𝑗=0
(15)
2 2 2 2
− ∑ 𝑎𝑖𝑗− 𝑥𝑖 𝑦𝑗 𝑑𝑦 +∫ ∑ 𝑏𝑖𝑗+ 𝑥𝑖 𝑦𝑗 𝑑𝑥 𝐼2 (ℎ) = ∫ ∑ 𝑏𝑖𝑗− 𝑥𝑖 𝑦𝑗 𝑑𝑥 − ∑ 𝑎𝑖𝑗− 𝑥𝑖 𝑦𝑗 𝑑𝑦
𝐿+3ℎ 𝑖+𝑗=0 ̃−
𝐿
𝑖+𝑗=0 3ℎ 𝑖+𝑗=0 𝑖+𝑗=0
2 with
− ∑ 𝑎𝑖𝑗+ 𝑥𝑖 𝑦𝑗 𝑑𝑦, ℎ ∈ (0, ℎ1 ) , −
̃ − = 𝐿− \ 𝐿− .
𝑖+𝑗=0
𝐿3ℎ = 𝐿−3ℎ ∩ 𝑈, 𝐿 3ℎ 3ℎ 3ℎ
(16)
Abstract and Applied Analysis 5
Note that 𝐼2 (ℎ) is a 𝐶∞ function for ℎ1 − ℎ > 0 small. Thus, it Thus, by the above discussion, one can obtain the expres-
suffices to investigate the expansion of 𝐼1 (ℎ) for 0 < ℎ1 − ℎ ≪ sion of (13) and the formulas for 𝑐1 and 𝑐3 . Now, we give the
1. To do this, we make a variable transformation expressions of 𝑐0 and 𝑐2 in (13).
On the curve 𝐿 3ℎ intersect 𝑦-axis with two points denoted
1/4
𝑢 = (𝑎12 − 4𝑎0 𝑎2 ) (𝑥 − 𝛼𝑆1 ) , V = 𝑦, by 𝐴 1 (ℎ) = (0, −√2ℎ) and 𝐴(ℎ) = (0, √2ℎ). Then, from (12),
(17) we have
1/4
𝜏= (𝑎12 − 4𝑎0 𝑎2 ) 𝑡. 2 2
𝑀3− (ℎ) = ∫ ∑ 𝑏𝑖𝑗− 𝑥𝑖 𝑦𝑗 𝑑𝑥 − ∑ 𝑎𝑖𝑗− 𝑥𝑖 𝑦𝑗 𝑑𝑦
𝐴 1̂
(ℎ)𝐴(ℎ) 𝑖+𝑗=0 𝑖+𝑗=0 (24)
Then system (4a) becomes
1 4
𝑐1 = − (̃−
𝑎10 + ̃𝑏01
−
)=− 1/4
−√
= −2𝑎00 2ℎ − ℎ√2ℎ𝑎02
−
.
(𝑎12 − 4𝑎0 𝑎2 ) 3
− − − − Thus, we have
× [(𝑎10 + 𝑏01 ) + 𝛼𝑆1 (2𝑎20 + 𝑏11 )] ,
3 𝑎2 1 𝑀3− (ℎ) = ∫ −
[ (𝑎10 −
+ 𝑏01 −
) 𝑦 + (𝑏11 −
+ 2𝑎20 ) 𝑥𝑦
𝑐3 = × × 𝑎20 + ̃𝑏11 )
(2̃ 𝐿−3ℎ
2 3(𝑎2 − 4𝑎 𝑎 )3/4 (𝑎2 − 4𝑎 𝑎 )2/4
1 0 2 1 0 2 1 − −
𝑎2 + (𝑎 + 2𝑏02 ) 𝑦2 ] 𝑑𝑥 (28)
= −
(2𝑎20 + −
𝑏11 ). 2 11
5/4
2(𝑎12 − 4𝑎0 𝑎2 ) −√ 4
(23) − 2𝑎00 2ℎ − ℎ√2ℎ𝑎02
−
.
3
6 Abstract and Applied Analysis
Then, let ℎ → ℎ1 . Then, by (11), we can obtain the expression By applying Theorem 3.2.3 of [18], together with the proof
of 𝑐0 in (13). Further, differentiating (13) with respect to ℎ, of Lemma 2, we have the following.
together with Lemma 3.1.2 of [18], we obtain
Lemma 4. The functions 𝑀𝑖 (ℎ), 𝑖 = 1, 2, given in (12) can be
𝑑 − expressed as
𝑀 (ℎ) = ∫ (𝑝𝑥 + 𝑞𝑦 ) |𝜀=0 𝑑𝑡
𝑑ℎ 3 𝐿−3ℎ
𝑀1 (ℎ) = 𝑐01 + 𝑐1 (ℎ − ℎ1 ) ln (ℎ1 − ℎ) + 𝑐21 (ℎ − ℎ1 )
− − − −
=∫ [(𝑎10 + 𝑏01 ) + (𝑏11 + 2𝑎20 )𝑥 2
𝐿−3ℎ + 𝑐3 (ℎ − ℎ1 ) ln (ℎ1 − ℎ)
2
√2ℎ − + 𝑂 ((ℎ − ℎ1 ) ) , 0 < ℎ1 − ℎ ≪ 1,
−
+ (𝑎11 −
+ 2𝑏02 ) 𝑦] 𝑑𝑡 − 𝑎 − 2√2ℎ𝑎02
−
ℎ 00 (33)
𝑀2 (ℎ) = 𝑐02 + 𝑐̃1 (ℎ − ℎ1 ) ln (ℎ1 − ℎ) + 𝑐22 (ℎ − ℎ1 )
= 𝑐1 ln (ℎ1 − ℎ) + 𝑐1 + 𝑐2
2
+ 𝑐̃3 (ℎ − ℎ1 ) ln (ℎ1 − ℎ)
+ 𝑂 ((ℎ − ℎ1 ) ln (ℎ1 − ℎ)) ,
2
(29) + 𝑂 ((ℎ − ℎ1 ) ) , 0 < ℎ1 − ℎ ≪ 1,
which, as 𝑐1 = 0, gives that where 𝑐1 , 𝑐3 , 𝑐̃1 , 𝑐̃3 are given in Lemmas 2 and 3, and
− − − − − − 2 2
∫ [(𝑎10 + 𝑏01 ) + (𝑏11 + 2𝑎20 ) 𝑥 + (𝑎11 + 2𝑏02 ) 𝑦] 𝑑𝑡
𝐿−3ℎ 𝑐01 = ∮ ∑ 𝑏𝑖𝑗− 𝑥𝑖 𝑦𝑗 𝑑𝑥 − ∑ 𝑎𝑖𝑗− 𝑥𝑖 𝑦𝑗 𝑑𝑦,
𝐿 1 𝑖+𝑗=0 𝑖+𝑗=0
√2ℎ − (30)
− 𝑎 − 2√2ℎ𝑎02
−
2 2
ℎ 00 𝑐02 = ∮ ∑ 𝑏𝑖𝑗+ 𝑥𝑖 𝑦𝑗 𝑑𝑥 − ∑ 𝑎𝑖𝑗+ 𝑥𝑖 𝑦𝑗 𝑑𝑦,
𝐿 2 𝑖+𝑗=0
= 𝑐2 + 𝑂 ((ℎ − ℎ1 ) ln (ℎ1 − ℎ)) . 𝑖+𝑗=0
In the same way, one can obtain the expressions of 𝑀3+ (ℎ). −
+ (𝑎11 −
+ 2𝑏02 ) 𝑦] 𝑑𝑡|𝑐1 =0 ,
Theorem 6. Let (H) and (7) hold. Then if there exists 𝛿0 such Third, let 𝑐01 = 𝑐0 + 𝑐̃0 = 0, 0 < −𝑐02 ≪ −(𝑐1 + 𝑐̃1 ), implying
that
𝑀1 (ℎ) < 0, 𝑀2 (ℎ) < 0, 𝑀3 (ℎ) < 0,
𝑐01 (𝛿0 ) = 𝑐02 (𝛿0 ) = (𝑐0 + 𝑐̃0 ) (𝛿0 ) = (𝑐1 + 𝑐̃1 ) (𝛿0 )
for 0 < ℎ1 − ℎ ≪ 1, (40)
= (𝑐2 + 𝑐̃2 ) (𝛿0 ) = 0,
𝑀 (ℎ) < 0, for 0 < ℎ − ℎ1 ≪ 1.
(𝑐3 + 𝑐̃3 ) (𝛿0 ) < 0, 𝑐1 (𝛿0 ) < 0, 𝑐̃1 (𝛿0 ) > 0,
Then 𝑀2 (̃ℎ4 ) = 0, 𝑀(̃ℎ5 ) = 0 for some ̃ℎ4 < ℎ1 , ̃ℎ5 ∈ (ℎ1 , ̃ℎ3 ).
(𝑐1 + 𝑐̃1 ) (𝛿0 ) = 0, (𝑐21 + 𝑐̃22 ) (𝛿0 ) = 0, Fourth, let 𝑐0 + 𝑐̃0 = 0 and 0 < 𝑐01 ≪ −𝑐02 ; we have
𝜕 (𝑐01 , 𝑐02 , 𝑐0 + 𝑐̃0 , 𝑐1 + 𝑐̃1 , 𝑐2 + 𝑐̃2 )
rank = 5, 𝑀1 (ℎ) > 0, 𝑀2 (ℎ) < 0, 𝑀3 (ℎ) < 0,
𝜕𝛿
(36) for 0 < ℎ1 − ℎ ≪ 1, (41)
then system (1) can have 7 limit cycles near 𝐿. 𝑀 (ℎ) < 0, for 0 < ℎ − ℎ1 ≪ 1.
Proof. By the assumption and from the expansions in Lem- So there exists ̃ℎ6 < ℎ1 such that 𝑀1 (̃ℎ6 ) = 0.
mas 4 and 5 we have Finally, vary 0 < 𝑐0 + 𝑐̃0 ≪ 𝑐01 . In this case,
𝑀1 (ℎ) = 𝑐1 (𝛿0 ) (ℎ − ℎ1 ) ln (ℎ1 − ℎ) + 𝑂 (ℎ1 − ℎ) < 0,
𝑀1 (ℎ) > 0, 𝑀2 (ℎ) < 0, 𝑀3 (ℎ) > 0,
0 < ℎ1 − ℎ ≪ 1,
for 0 < ℎ1 − ℎ ≪ 1, (42)
𝑀2 (ℎ) = 𝑐̃1 (𝛿0 ) (ℎ − ℎ1 ) ln (ℎ1 − ℎ) + 𝑂 (ℎ − ℎ1 ) > 0,
𝑀 (ℎ) < 0, for 0 < ℎ − ℎ1 ≪ 1.
0 < ℎ1 − ℎ ≪ 1,
So there exists ̃ℎ7 ∈ (̃ℎ2 , ℎ1 ) such that 𝑀3 (̃ℎ7 ) = 0.
2
𝑀3 (ℎ) = (𝑐3 + 𝑐̃3 ) (𝛿0 ) (ℎ − ℎ1 ) ln (ℎ1 − ℎ) In a word, we have proved that if
2
+ (𝑂(ℎ1 − ℎ) ) > 0, 0 < ℎ1 − ℎ ≪ 1, 0 < 𝑐0 + 𝑐̃0 ≪ 𝑐01 ≪ −𝑐02 ≪ − (𝑐1 + 𝑐̃1 ) ≪ − (𝑐2 + 𝑐̃2 ) ≪ 1
(43)
2 2
𝑀 (ℎ) = 2 (𝑐3 + 𝑐̃3 ) (ℎ − ℎ1 ) ln (ℎ − ℎ1 ) + (𝑂(ℎ1 − ℎ) ) > 0,
then 𝑀1 , 𝑀2 , 𝑀3 , and 𝑀 have one zero, one zero, two zeros,
0 < ℎ − ℎ1 ≪ 1. and three zeros which implies that seven limit cycles can
(37) appear in the neighbourhood of 𝐿.
Note that 𝑐01 , 𝑐02 , 𝑐0 + 𝑐̃0 , 𝑐1 + 𝑐̃1 , and 𝑐2 + 𝑐̃2 can be taken as 2.2. Proofs. In this section, we will use Theorem 6 to prove
free parameters. Then we can vary them one by one to change our main result. For that purpose, let
the signs of 𝑀1 , 𝑀2 , 𝑀3 , and 𝑀.
First, let 𝑐01 = 𝑐02 = 𝑐0 +̃𝑐0 = 𝑐1 +̃𝑐1 = 0 and 0 < −(𝑐2 +̃𝑐2 ) ≪ 3 1
𝑎2 = −1, 𝑎1 = − , 𝑎0 = − ,
1. Then, in this case, we have 2 2
(44)
𝑀1 (ℎ) < 0, 𝑀2 (ℎ) > 0, 𝑀3 (ℎ) > 0, 11 41
𝑏2 = 1, 𝑏1 = − , 𝑏0 = .
3 48
for 0 < ℎ1 − ℎ ≪ 1, (38)
Then, the Hamiltonian functions in (5) can be rewritten as
𝑀 (ℎ) < 0, for 0 < ℎ − ℎ1 ≪ 1,
1 1 3 1
𝐻− (𝑥, 𝑦) = 𝑦2 − 𝑥3 − 𝑥2 − 𝑥,
which means that there exists a zero ̃ℎ1 with 0 < ̃ℎ1 − ℎ1 such 2 3 4 2
(45)
that 𝑀(̃ℎ1 ) = 0. 1 1 11 11
𝐻 (𝑥, 𝑦) = 𝑦2 + 𝑥3 − 𝑥2 + 𝑥.
+
Second, fix 𝑐01 = 𝑐02 = 𝑐0 +̃𝑐0 = 0 and vary 0 ≪ −(𝑐1 +̃𝑐1 ) ≪ 2 3 6 48
−(𝑐2 + 𝑐̃2 ), so that
And in this case
𝑀1 (ℎ) < 0, 𝑀2 (ℎ) > 0, 𝑀3 (ℎ) < 0, 1 1
𝑆1 = (− , 0) , 𝑆2 = ( , 0) , 𝐶1 = (−1, 0) ,
for 0 < ℎ1 − ℎ ≪ 1, (39) 2 4
(46)
41 5
𝑀 (ℎ) > 0, for 0 < ℎ − ℎ1 ≪ 1. 𝐶2 = ( , 0) , ℎ1 = .
12 48
Hence, there exist ℎ1 − ̃ℎ2 > 0, ̃ℎ3 ∈ (ℎ1 , ̃ℎ1 ) such that Under (44), it is not hard to obtain the expressions for 𝑐1 ,
𝑀3 (̃ℎ2 ) = 0, 𝑀(̃ℎ3 ) = 0. 𝑐̃1 , 𝑐3 , and 𝑐̃3 in Lemmas 2 and 3.
8 Abstract and Applied Analysis
Lemma 7. Under (44), for system (1), one has On the other hand, along the curve 𝐿 1 , we have (1/2)𝑦2 −
(1/3)𝑥3 − (3/4)𝑥2 − (1/2)𝑥 = 5/48, for −(5/4) ≤ 𝑥 ≤ −(1/2).
− − 1 − −
𝑐1 = −√2 [(𝑎10 + 𝑏01 )− (2𝑎20 + 𝑏11 )] , Then, (49) can be represented as
2
− − −1/2
𝑐3 = −√2 (2𝑎20 + 𝑏11 ), 𝑐01 = 2 ∫ −
[(𝑎10 −
+ 𝑏01 −
) + (𝑏11 −
+ 2𝑎20 ) 𝑥]
−5/4
6 1 (47) (50)
+ + + +
𝑐̃1 = −√ [(𝑎10 + 𝑏01 ) + (2𝑎20 + 𝑏11 )] , 5 2 3
19 4 × √ + 𝑥3 + 𝑥2 + 𝑥𝑑𝑥.
24 3 2
1 6 5/2 + +
𝑐̃3 = ( ) (2𝑎20 + 𝑏11 ).
2 19 By applying Maple, one can compute that
For the other expressions of coefficients in Lemmas 4 and −1/2
5 2 3 3√2
5, one has the following. ∫ √ + 𝑥3 + 𝑥2 + 𝑥𝑑𝑥 = ,
−5/4 24 3 2 40
Lemma 8. Under (44), for system (1), one has (51)
−1/2
5 2 3 39√2
∫ 𝑥√ + 𝑥3 + 𝑥2 + 𝑥𝑑𝑥 = − .
3√2 − − 39√2 − − −5/4 24 3 2 560
𝑐01 = (𝑎10 + 𝑏01 )− (2𝑎20 + 𝑏11 ),
20 280
− −
Inserting the above into (50) gives the expression of 𝑐01 .
𝑐21 = −3√2 (2𝑎20 + 𝑏11 ), Recall that 𝑐1 = 0 if and only if 𝑎10− −
+𝑏01 −
= (1/2)(2𝑎20 −
+𝑏11 ).
Thus, by (4a)|𝜀=0 , we rewrite 𝑐21 |𝑐1 =0 as
361√114 + + 29963√114 + +
𝑐02 = (𝑎10 + 𝑏01 )+ (2𝑎20 + 𝑏11 ),
180 5040 𝑐21 |𝑐1 =0
+ +
𝑐22 = √114 (2𝑎20 + 𝑏11 ), − − − − − −
[(1/2) (2𝑎20 + 𝑏11 ) + (2𝑎20 + 𝑏11 ) 𝑥 + (𝑎11 + 2𝑏02 ) 𝑦]
=∮ 𝑑𝑥
3√2 − − 39√2 5√30 − − 𝐿1 𝑦
𝑐0 = (𝑎10 + 𝑏01 )−( − ) (2𝑎20 + 𝑏11 )
20 280 168 1 1 + 2𝑥
− −
= (2𝑎20 + 𝑏11 )∮ 𝑑𝑥
√30 − 5√30 − 2 𝐿1 𝑦
− 𝑎 − 𝑎 ,
6 00 432 02 −1/2
1 + 2𝑥
− −
= (2𝑎20 + 𝑏11 )∫ 𝑑𝑥,
35 361 √ + + √(5/24) + (2/3) 𝑥3 + (3/2) 𝑥2 + 𝑥
𝑐̃0 = (− √30 + 114) (𝑎10 + 𝑏01 ) −5/4
9 180 (52)
29963 √ 730 √ + + √30 +
+( 114 − 30) (2𝑎20 + 𝑏11 )+ 𝑎 which, by Maple, yields the conclusion for 𝑐02 . Using a similar
5040 63 6 00 way, one can derive the formulas for 𝑐02 and 𝑐22 . Now, we
5√30 + deduce the formulas for 𝑐0 and 𝑐2 .
+ 𝑎 , Note that, on the curve 𝐿− : (1/2)𝑦2 − (1/3)𝑥3 − (3/4)𝑥2 −
432 02
(1/2)𝑥 = (5/48), −(1/2) < 𝑥 < 0, we have
− − 4√30 − √30 −
𝑐2 = (√30 − 3√2) (2𝑎20 + 𝑏11 )− 𝑎 − 𝑎 , 0
5 00 6 02 𝑐0 = 2 ∫ −
[(𝑎10 −
+ 𝑏01 −
) + (𝑏11 −
+ 2𝑎20 ) 𝑥]
−1/2
+ + 4√30 + √30 +
𝑐̃2 = (−2√30 + √114) (2𝑎20 + 𝑏11 )+ 𝑎 + 𝑎 .
5 00 6 02 5 2 3
(48) ×√ + 𝑥3 + 𝑥2 + 𝑥𝑑𝑥 (53)
24 3 2
Proof. Note that 𝑐01 = ∮𝐿 ∑2𝑖+𝑗=0 𝑏𝑖𝑗− 𝑥𝑖 𝑦𝑗 𝑑𝑥−∑2𝑖+𝑗=0 𝑎𝑖𝑗− 𝑥𝑖 𝑦𝑗 𝑑𝑦. √30 − 5√30 −
1 − 𝑎 − 𝑎 .
Then, by Green’s formula two times, we derive 6 00 432 02
− − − − By Maple again, we obtain that
𝑐01 = ∫ [(𝑎10 + 𝑏01 ) + (𝑏11 + 2𝑎20 )𝑥
Int.(𝐿 1 )
− −
0
5 2 3 3√2
+ (𝑎11 + 2𝑏02 ) 𝑦] 𝑑𝑥 𝑑𝑦 ∫ √ + 𝑥3 + 𝑥2 + 𝑥𝑑𝑥 = ,
−1/2 24 3 2 40
(49) (54)
− − − −
=∮ [ (𝑎10 + 𝑏01 )𝑦 + (𝑏11 + 2𝑎20 ) 𝑥𝑦 0
5 2 3 39√2 5√30
𝐿1 ∫ 𝑥√ + 𝑥3 + 𝑥2 + 𝑥𝑑𝑥 = − + .
−1/2 24 3 2 560 336
1 − −
+ (𝑎 + 2𝑏02 ) 𝑦2 ] 𝑑𝑥.
2 11 Thus, we can obtain the conclusion for 𝑐0 .
Abstract and Applied Analysis 9
− − − −
When 𝑐1 = 0, we have (𝑎10 + 𝑏01 ) = (1/2)(2𝑎20 + 𝑏11 ). Thus, Under (58), we have for 0 < (5/48) − ℎ ≪ 1
𝑐2 in (14) can be rewritten as
√114 5 5
𝑀1 (ℎ) = − 𝛿4 (ℎ − ) ln ( − ℎ)
1 1 + 2𝑥
−
2𝑎00 7 48 48
− −
𝑐2 = (2𝑎20 + 𝑏11 )∫ 𝑑𝑥 − 5
2 𝐿− 𝑦 √2ℎ1 + 𝑂 ((ℎ − )) < 0,
48
−
4𝑎02 (61)
ℎ
− (√2ℎ1 + 1 ) √114 5 5
3 √2ℎ1 ℎ1 =5/48 𝑀2 (ℎ) = 𝛿 (ℎ − ) ln ( − ℎ)
7 4 48 48
0
− − 1 + 2𝑥 5
= (2𝑎20 + 𝑏11 )∫ 𝑑𝑥 + 𝑂 ((ℎ − )) > 0.
−1/2 √(5/24) + (2/3) 𝑥3 + (3/2) 𝑥2 + 𝑥 48
Now, we derive the expansion of 𝑀1 (ℎ). To achieve this,
4 − √30 −
− √6𝑎00 − 𝑎 , make the transformation
5 6 02
(55) √2
𝑢= (𝑥 + 1) , V = 𝑦, (62)
2
which, by Maple, implies the conclusion. Further, we can
together with time scaling 𝜏 = (√2/2)𝑡. Then the system
prove 𝑐̃0 and 𝑐̃2 in the same way to 𝑐0 and 𝑐2 , respectively. This
becomes
finishes the proof.
−
𝑢̇= V + 𝜀𝑝 (𝑢, V) ,
(63)
Proof of Theorem 1. Let V̇= −𝑢 − 2√2𝑢2 + 𝜀𝑞− (𝑢, V) ,
− − − − + + where
𝛿1 = 𝑎10 + 𝑏01 , 𝛿2 = 2𝑎20 + 𝑏11 , 𝛿3 = 𝑎10 + 𝑏01 ,
2 2
+ + + − + − − 𝑖
𝛿4 = 2𝑎20 + 𝑏11 , 𝛿5 = 𝑎00 − 𝑎00 , 𝛿6 = 𝑎02 − 𝑎02 . 𝑝 (𝑢, V) = ∑ 𝑎−𝑖𝑗 𝑢𝑖 V𝑗 = ∑ 𝑎𝑖𝑗− (√2𝑢 − 1) V𝑗 ,
(56) 𝑖+𝑗=0 𝑖+𝑗=0
(64)
2 2
− − 𝑖 𝑗
Then, solve the equations 𝑞 (𝑢, V) = ∑ 𝑏𝑖𝑗 𝑢𝑖 V𝑗 = ∑ √2𝑏𝑖𝑗− (√2𝑢 − 1) V .
𝑖+𝑗=0 𝑖+𝑗=0
𝑐01 = 𝑐02 = 𝑐0 + 𝑐̃0 = 𝑐1 + 𝑐̃1 = 𝑐2 + 𝑐̃2 = 0, (57)
For 𝜀 = 0, the Hamiltonian function of (63) has the form
which, together with (56), gives that 1 2 2√2 3 1
𝐻 (𝑢, V) = (V + 𝑢2 ) + 𝑢 + . (65)
2 3 12
13√57 √57 83
𝛿1 = 𝛿, 𝛿2 = 𝛿, 𝛿3 = − 𝛿, Denote 𝑀1 (ℎ) by the first Melnikov function of system (63)
42 4 3 4 28 4
near 𝐶1 , and note that
5√57 5 18√57 108
𝛿5 = ( − ) 𝛿4 , 𝛿6 = (− + ) 𝛿4 , √2 − 𝑑𝑢 − −
42 7 7 7 𝑞− 𝑑𝑥 − 𝑝− 𝑑𝑦 = ( 𝑞 ) − 𝑝 𝑑V = 𝑞− 𝑑𝑢 − 𝑝 𝑑V.
2 (√2/2)
(58)
(66)
where 𝛿4 > 0. Then, under (58)
Then we have 𝑀1 (ℎ) = 𝑀1 (ℎ). From Theorem 2.4.1 of [18],
we can obtain
√114 √114
𝑐1 = − 𝛿 < 0, 𝑐̃1 = 𝛿 > 0, 1 1 2
7 4 7 4 𝑀1 (ℎ) = ̃𝑏0 (ℎ − ) + 𝑂 ((ℎ − ) ) < 0,
12 12
6805 √ (59) (67)
𝑐3 + 𝑐̃3 = − 114𝛿4 < 0, 𝑐1 + 𝑐̃1 = 0, 1
20577 0<ℎ− ≪ 1,
12
𝑐21 + 𝑐̃22 = 0.
where, under (58),
Further, ̃𝑏 = 2𝜋 (𝑝− + 𝑞− ) (0, 0)
0 𝑢 V
Similarly, under (58) we have piecewise linear differential systems with a straight line of
separation,” International Journal of Bifurcation and Chaos, vol.
𝑀2 (ℎ) 23, no. 4, Article ID 1350066, 10 pages, 2013.
[10] J. Llibre and E. Ponce, “Three nested limit cycles in discon-
√114 1681 1681 2 tinuous piecewise linear differential systems with two zones,”
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228 324 324 Dynamics of Continuous, Discrete and Impulsive Systems B, vol.
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1681
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proof. with a homoclinic loop,” Nonlinear Analysis: Theory, Methods
& Applications, vol. 75, no. 11, pp. 4355–4374, 2012.
Conflict of Interests [13] Y. Xiong and M. Han, “Bifurcation of limit cycles by perturbing
a piecewise linear Hamiltonian system,” Abstract and Applied
The author declares that there is no conflict of interests Analysis, vol. 2013, Article ID 575390, 19 pages, 2013.
regarding the publication of this paper. [14] Y. Liu and Y. Xiong, “Bifurcation of limit cycles by perturbing a
piecewise linear Hamiltonian system with one or two saddles,”
Chaos, Solitons & Fractals, vol. 66, pp. 86–95, 2014.
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quadratic differential systems with two zones,” Journal of Math-
The author would like to give thanks to Professor Maoan
ematical Analysis and Applications, vol. 413, no. 2, pp. 763–775,
Han for his helpful discussions during the preparation of the 2014.
paper. The project was supported by National Natural Science
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Foundation of China (11271261), FP7-PEOPLE-2012-IRSES-
perturbed piecewise smooth systems,” Applied Mathematics and
316338, and Shanghai Municipal Natural Science Foundation Computation, vol. 242, pp. 47–64, 2014.
no. 12ZR1421600.
[17] X. Liu and M. Han, “Bifurcation of limit cycles by perturbing
piecewise Hamiltonian systems,” International Journal of Bifur-
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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2014, Article ID 879564, 11 pages
http://dx.doi.org/10.1155/2014/879564
Research Article
Normal Form for High-Dimensional Nonlinear System and Its
Application to a Viscoelastic Moving Belt
Received 10 May 2014; Revised 24 July 2014; Accepted 11 August 2014; Published 27 August 2014
Copyright © 2014 S. P. Chen and Y. H. Qian. This is an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly
cited.
This paper is concerned with the computation of the normal form and its application to a viscoelastic moving belt. First, a new
computation method is proposed for significantly refining the normal forms for high-dimensional nonlinear systems. The improved
method is described in detail by analyzing the four-dimensional nonlinear dynamical systems whose Jacobian matrices evaluated
at an equilibrium point contain three different cases, that are, (i) two pairs of pure imaginary eigenvalues, (ii) one nonsemisimple
double zero and a pair of pure imaginary eigenvalues, and (iii) two nonsemisimple double zero eigenvalues. Then, three explicit
formulae are derived, herein, which can be used to compute the coefficients of the normal form and the associated nonlinear
transformation. Finally, employing the present method, we study the nonlinear oscillation of the viscoelastic moving belt under
parametric excitations. The stability and bifurcation of the nonlinear vibration system are studied. Through the illustrative example,
the feasibility and merit of this novel method are also demonstrated and discussed.
understanding and knowledge of the normal forms of various where 𝐴𝑥 represents the linear part, 𝐴 is the Jacobian
complex nonlinear systems will further promote the potential matrix, and 𝑓𝑘 (𝑥) denotes the 𝑘th-order vector homogeneous
interest for the analysis of real engineering problems. polynomials of 𝑥.
The normal form theory plays an important role in Without loss of generality, 𝐴 is expressed in terms of
the study of bifurcation behavior of differential dynamical the standard Jordan canonical form. Note that system (1) is
systems. Itovich and Moiola [24] made use of the frequency assumed to have an equilibrium at the origin 𝑥 = 0.
domain and the normal form methodologies to analyze the We take the coordinate transformation as follows:
unfolding of a nonresonant double Hopf singularity. Zhang
𝑥 = 𝑦 + 𝜑𝑘 (𝑦) . (2)
et al. [25] employed the center manifold reduction and
normal form method to obtain the singular bifurcation of a Substituting (2) into (1) gives
ring of three coupled advertising oscillators with delay. Jiang
and Yuan [26] studied the classical Van Der Pol equation −1
= (𝐼 + 𝜕𝑦 𝜑𝑘 ) 𝐹 (𝑦 + 𝜑𝑘 (𝑦)) ,
𝑦̇ (3)
with Bogdanov-Takens singularity and bifurcation. Gattulli et
al. [27] analyzed the postcritical behavior of a single degree −1 2𝑘−2
(𝐼 + 𝜕𝑦 𝜑𝑘 (𝑦)) = 𝐼 − 𝜕𝑦 𝜑𝑘 (𝑦) + 𝑂 (𝑦 ), (4)
of freedom system equipped with a Tuned Mass Damper
for double Hopf bifurcation in the neighbourhood of 1 : 1
resonance. Using the normal form method and the center where 𝜕𝑦 𝜑𝑘 is the Jacobian matrix of 𝜑𝑘 with respect to 𝑦.
manifold theory, Li and his associates [28] investigated the Then, (4) is substituted back into (3) to form
double Hopf bifurcation of the trivial equilibrium for delay-
= 𝐴𝑦 + 𝑓2 (𝑦) + ⋅ ⋅ ⋅ + 𝑓𝑘−1 (𝑦)
𝑦̇
coupled limit cycle oscillators. Buono and Belair [29] studied
the normal form of a vector field, which is generated by 𝑘+1
+ {𝑓𝑘 (𝑦) − [𝜕𝑦 𝜑𝑘 (𝑦) 𝐴𝑦 − 𝐴𝜑𝑘 (𝑦)]} + 𝑂 (𝑦 ) .
a scalar delay-differential equations at nonresonant double
Hopf bifurcation points. (5)
Some of the above works use the Jordan canonical form of Employing the normal form theory, we introduce a linear
the leading matrix 𝐴. However, it is well known that handling operator as follows:
the eigenvalues and Jordan canonical forms is very difficult in
computer algebra system. In this paper, a new computation 𝐿𝑘𝐴 : 𝐻𝑘𝑛 → 𝐻𝑘𝑛 ,
method by direct computation is developed to refine the (6)
normal forms for high-dimensional nonlinear systems. We (𝐿𝑘𝐴𝜑𝑘 ) (𝑦) = 𝜕𝑦 𝜑𝑘 (𝑦) 𝐴𝑦 − 𝐴𝜑𝑘 (𝑦) , 𝜑𝑘 ∈ 𝐻𝑘𝑛 .
do not need to compute the Jordan canonical form of 𝐴 nor its
eigenvalues. Our method is applicable in both the nilpotent Hence, we can write
and the nonnilpotent cases.
In this paper, we will develop an efficient method for 𝐻𝑘𝑛 = 𝑅𝑘 + 𝐶𝑘 , (7)
computing the normal forms directly for general four-
dimension systems and apply the method to consider con- where 𝑅𝑘 represents the range of 𝐿𝑘𝐴 and 𝐶𝑘 is the comple-
trolling bifurcations. The approach is efficient since it does mentary space to 𝑅𝑘 .
not require the computation of the Jordan canonical form of Hence, the 𝑘th-order terms can be simplified to
𝐴 or its eigenvalues. Besides, the proposed method is applied
to investigate the nonlinear oscillations of a viscoelastic 𝑔𝑘 (𝑦) ∈ 𝐶𝑘 . (8)
moving belt under parametric excitations. The rest of the The rationale for the classical normal form theory can be
paper is organized as follows. In Section 2, the essential idea explained by the following theorem (see [30]).
behind the method in [23] is briefly introduced. The new
computation method is described in detail by analyzing the Theorem 1. Let the notations be the same as above. Suppose
four-dimensional nonlinear dynamical systems in Section 3. that the decomposition (7) is given for 𝑘 = 2, . . . , 𝑁. Then, there
The applications to stability and bifurcation analysis on the exists a sequence of near identity changes of variables 𝑥 = 𝑦 +
viscoelastic moving belt are presented in Sections 4 and 5 to 𝜑𝑘 (𝑦), in which 𝜑𝑘 (𝑦) ∈ 𝐻𝑘𝑛 . Therefore, the dynamical system
show the efficiency of the method. Finally, conclusions are (1) is transformed into
drawn in Section 6.
𝑁+1
= 𝐴𝑦 + 𝑔2 (𝑦) + ⋅ ⋅ ⋅ + 𝑔𝑁 (𝑦) + 𝑂 (𝑦 ) ,
𝑦̇ (9)
2. Normal Forms for Nonlinear System
where 𝑔𝑘 (𝑦) ∈ 𝐶𝑘 for 𝑘 = 2, . . . , 𝑁.
Consider a dynamical system described by the following
differential equation: By applying the Takens normal form theory [30], one
arrives at the 𝑘th-order normal form 𝑔𝑘 (𝑦), while those parts
∞
= 𝐹 (𝑥) = 𝐴𝑥 + ∑ 𝑓𝑘 (𝑥) ,
𝑥̇ 𝑥 ∈ 𝑅𝑛 , belonging to 𝑅𝑘 can be removed by properly choosing the
(1)
𝑘=2 coefficients of the nonlinear transformation 𝜑𝑘 (𝑦).
Abstract and Applied Analysis 3
3. Computation of Normal Forms and It is easy to see that the three-order polynomial solutions
Their Coefficients in four variables can be obtained from (12). To achieve this,
we write
Consider a four-dimensional generalized averaged system
with 𝑍2 ⊕ 𝑍2 -symmetry governed by ∑ 𝛼𝑞 𝑥𝑞 ∑ 𝛼𝑞 𝑦𝑞
|𝑞|=3 |𝑞|=3
3 4 ( ∑ 𝛽𝑞 𝑥𝑞 ) ( ∑ 𝛽𝑞 𝑦𝑞 )
𝑥̇
= 𝐹 (𝑥) = 𝐴𝑥 + 𝑓 (𝑥) , 𝑥∈𝑅 , (10) ( ) ( )
(|𝑞|=3 ) (|𝑞|=3 )
𝑓3 (𝑥) = (
(
),
) 𝑔3 (𝑦) = (
(
),
)
where 𝑓3 (𝑥) ∈ 𝐻43 ; that is ( ∑ 𝛾𝑞 𝑥𝑞 ) ( ∑ 𝛾𝑞 𝑦𝑞 )
( |𝑞|=3 ) ( |𝑞|=3 )
𝑇
𝑓3 (𝑥) = (𝑓13 (𝑥) , 𝑓23 (𝑥) , 𝑓33 (𝑥) , 𝑓43 (𝑥)) ∑ 𝜂𝑞 𝑥𝑞 ∑ 𝜂𝑞 𝑦𝑞
( |𝑞|=3 ) ( |𝑞|=3 )
𝑚 𝑚 𝑚 𝑚
= (∑ 𝑎𝑚1 𝑚2 𝑚3 𝑚4 𝑥1 1 𝑥2 2 𝑥3 3 𝑥4 4 ,
|𝑚|=3
∑ 𝑎𝑞 𝑦𝑞
𝑚 𝑚 𝑚 𝑚 |𝑞|=3
∑ 𝑏𝑚1 𝑚2 𝑚3 𝑚4 𝑥1 1 𝑥2 2 𝑥3 3 𝑥4 4 ,
|𝑚|=3 (11) ( ∑ 𝑏𝑞 𝑦𝑞 )
( )
𝑚 𝑚 𝑚 𝑚 ( |𝑞|=3 )
∑ 𝑐𝑚1 𝑚2 𝑚3 𝑚4 𝑥1 1 𝑥2 2 𝑥3 3 𝑥4 4 , (
𝜑 (𝑦) = ( ),
𝑞)
|𝑚|=3 ( ∑ 𝑐𝑞 𝑦 )
( |𝑞|=3 )
𝑇
∑
𝑚1 𝑚2 𝑚3 𝑚4
𝑑𝑚1 𝑚2 𝑚3 𝑚4 𝑥1 𝑥2 𝑥3 𝑥4 ) , ∑ 𝑑𝑞 𝑦𝑞
|𝑚|=3 (|𝑞|=3 )
(16)
and |𝑚| = 𝑚1 + 𝑚2 + 𝑚3 + 𝑚4 .
At the same time, (6) becomes with 𝑎𝑞 , 𝑏𝑞 , 𝑐𝑞 , 𝑑𝑞 , 𝛼𝑞 , 𝛽𝑞 , 𝛾𝑞 and 𝜂𝑞 to be determined later.
For the case (i), (12) can be expressed as
𝜕𝑦 𝜑3 (𝑦) 𝐴𝑦 − 𝐴𝜑3 (𝑦) = 𝑓3 − 𝑔3 , (12)
∑ [−𝑤1 (𝑞1 + 1) 𝑎𝑞+𝑒1 −𝑒2 + 𝑤1 (𝑞2 + 1) 𝑎𝑞−𝑒1 +𝑒2
3 |𝑞|=3
The problem at hand is to determine 𝜑, so that 𝑔 contains
the smallest possible number of monomials. −𝑤2 (𝑞3 + 1) 𝑎𝑞+𝑒3 −𝑒4 + 𝑤2 (𝑞4 + 1) 𝑎𝑞−𝑒3 +𝑒4 + 𝑤1 𝑏𝑞 ] 𝑦𝑞
Consider the following three cases of the Jordan matrix 𝐴
in four-dimensional nonlinear systems. = ∑ (𝛼𝑞 − 𝛼𝑞 ) 𝑦𝑞 ,
|𝑞|=3
(i) The Jordan matrix 𝐴 has two pairs of pure imaginary (17a)
eigenvalues.
∑ [−𝑤1 (𝑞1 + 1) 𝑏𝑞+𝑒1 −𝑒2 + 𝑤1 (𝑞2 + 1) 𝑏𝑞−𝑒1 +𝑒2
(ii) The Jordan matrix 𝐴 has one nonsemisimple double |𝑞|=3
zero and a pair of pure imaginary eigenvalues.
−𝑤2 (𝑞3 + 1) 𝑏𝑞+𝑒3 −𝑒4 + 𝑤2 (𝑞4 + 1) 𝑏𝑞−𝑒3 +𝑒4 − 𝑤1 𝑎𝑞 ] 𝑦𝑞
(iii) The Jordan matrix 𝐴 has two nonsemisimple double
zero eigenvalues. = ∑ (𝛽𝑞 − 𝛽𝑞 ) 𝑦𝑞 ,
|𝑞|=3
The forms of the Jordan matrix 𝐴 in these cases (i)–(iii) (17b)
can be, respectively, represented by (13)–(15) as follows:
∑ [−𝑤1 (𝑞1 + 1) 𝑐𝑞+𝑒1 −𝑒2 + 𝑤1 (𝑞2 + 1) 𝑐𝑞−𝑒1 +𝑒2
|𝑞|=3
0 −𝑤1 0 0
[𝑤1 0 0 0 ] 𝐽1 0 −𝑤2 (𝑞3 + 1) 𝑐𝑞+𝑒3 −𝑒4 + 𝑤2 (𝑞4 + 1) 𝑐𝑞−𝑒3 +𝑒4 + 𝑤2 𝑑𝑞 ] 𝑦𝑞
𝐴=[ ]
[ 0 0 0 −𝑤2 ] = [ 0 𝐽2 ] , (13)
= ∑ (𝛾𝑞 − 𝛾𝑞 ) 𝑦𝑞 ,
[ 0 0 𝑤2 0 ] |𝑞|=3
0 1 0 0 (17c)
[0 0 0 0 ]
[
𝐴=[ ] = [𝐽1 0 ] , (14) ∑ [−𝑤1 (𝑞1 + 1) 𝑑𝑞+𝑒1 −𝑒2 + 𝑤1 (𝑞2 + 1) 𝑑𝑞−𝑒1 +𝑒2
0 0 0 −𝑤] 0 𝐽2
|𝑞|=3
[0 0 𝑤 0 ]
−𝑤2 (𝑞3 + 1) 𝑑𝑞+𝑒3 −𝑒4 + 𝑤2 (𝑞4 + 1) 𝑑𝑞−𝑒3 +𝑒4 − 𝑤2 𝑐𝑞 ] 𝑦𝑞
0 1 0 0
[0 0 0 0] = ∑ (𝜂𝑞 − 𝜂𝑞 ) 𝑦𝑞 ,
𝐴=[ ] = [𝐽1 0 ] . (15)
[0 0 0 1] 0 𝐽2 |𝑞|=3
[0 0 0 0] (17d)
4 Abstract and Applied Analysis
where 𝑒1 = (1, 0, 0, 0), 𝑒2 = (0, 1, 0, 0), 𝑒3 = (0, 0, 1, 0), and and we need to solve the following equations:
𝑒4 = (0, 0, 0, 1).
Then, we solve the following equations:
(𝑞1 + 1) 𝑎𝑞+𝑒1 −𝑒2 − 𝑤 (𝑞3 + 1) 𝑎𝑞+𝑒3 −𝑒4
− 𝑤1 (𝑞1 + 1) 𝑎𝑞+𝑒1 −𝑒2 + 𝑤1 (𝑞2 + 1) 𝑎𝑞−𝑒1 +𝑒2 (20a)
+ 𝑤 (𝑞4 + 1) 𝑎𝑞−𝑒3 +𝑒4 − 𝑏𝑞 = 𝛼𝑞 − 𝛼𝑞 ,
− 𝑤2 (𝑞3 + 1) 𝑎𝑞+𝑒3 −𝑒4 (18a)
+ 𝑤2 (𝑞4 + 1) 𝑎𝑞−𝑒3 +𝑒4 + 𝑤1 𝑏𝑞 = 𝛼𝑞 − 𝛼𝑞 , (𝑞1 + 1) 𝑏𝑞+𝑒1 −𝑒2 − 𝑤 (𝑞3 + 1) 𝑏𝑞+𝑒3 −𝑒4
(20b)
− 𝑤1 (𝑞1 + 1) 𝑏𝑞+𝑒1 −𝑒2 + 𝑤1 (𝑞2 + 1) 𝑏𝑞−𝑒1 +𝑒2 + 𝑤 (𝑞4 + 1) 𝑏𝑞−𝑒3 +𝑒4 = 𝛽𝑞 − 𝛽𝑞 ,
− 𝑤2 (𝑞3 + 1) 𝑏𝑞+𝑒3 −𝑒4 (18b) (𝑞1 + 1) 𝑐𝑞+𝑒1 −𝑒2 − 𝑤 (𝑞3 + 1) 𝑐𝑞+𝑒3 −𝑒4
(20c)
+ 𝑤2 (𝑞4 + 1) 𝑏𝑞−𝑒3 +𝑒4 − 𝑤1 𝑎𝑞 = 𝛽𝑞 − 𝛽𝑞 ,
+ 𝑤 (𝑞4 + 1) 𝑐𝑞−𝑒3 +𝑒4 + 𝑤𝑑𝑞 = 𝛾𝑞 − 𝛾𝑞 ,
− 𝑤1 (𝑞1 + 1) 𝑐𝑞+𝑒1 −𝑒2 + 𝑤1 (𝑞2 + 1) 𝑐𝑞−𝑒1 +𝑒2
(𝑞1 + 1) 𝑑𝑞+𝑒1 −𝑒2 − 𝑤 (𝑞3 + 1) 𝑑𝑞+𝑒3 −𝑒4
− 𝑤2 (𝑞3 + 1) 𝑐𝑞+𝑒3 −𝑒4 (18c) (20d)
+ 𝑤 (𝑞4 + 1) 𝑑𝑞−𝑒3 +𝑒4 − 𝑤𝑐𝑞 = 𝜂𝑞 − 𝜂𝑞 .
+ 𝑤2 (𝑞4 + 1) 𝑐𝑞−𝑒3 +𝑒4 + 𝑤2 𝑑𝑞 = 𝛾𝑞 − 𝛾𝑞 ,
Finally, the case (iii) leads to
− 𝑤1 (𝑞1 + 1) 𝑑𝑞+𝑒1 −𝑒2 + 𝑤1 (𝑞2 + 1) 𝑑𝑞−𝑒1 +𝑒2
∑ [(𝑞1 + 1) 𝑎𝑞+𝑒1 −𝑒2 − 𝑤 (𝑞3 + 1) 𝑎𝑞+𝑒3 −𝑒4 ∑ [(𝑞1 + 1) 𝑏𝑞+𝑒1 −𝑒2 + (𝑞3 + 1) 𝑏𝑞+𝑒3 −𝑒4 ] 𝑦𝑞
|𝑞|=3
|𝑞|=3
𝑞 (21b)
+𝑤 (𝑞4 + 1) 𝑎𝑞−𝑒3 +𝑒4 − 𝑏𝑞 ] 𝑦 (19a)
= ∑ (𝛽𝑞 − 𝛽𝑞 ) 𝑦𝑞 ,
|𝑞|=3
= ∑ (𝛼𝑞 − 𝛼𝑞 ) 𝑦𝑞 ,
|𝑞|=3
∑ [(𝑞1 + 1) 𝑐𝑞+𝑒1 −𝑒2 + (𝑞3 + 1) 𝑐𝑞+𝑒3 −𝑒4 − 𝑑𝑞 ] 𝑦𝑞
∑ [(𝑞1 + 1) 𝑏𝑞+𝑒1 −𝑒2 − 𝑤 (𝑞3 + 1) 𝑏𝑞+𝑒3 −𝑒4 |𝑞|=3
|𝑞|=3 (21c)
= ∑ (𝛾𝑞 − 𝛾𝑞 ) 𝑦𝑞 ,
+𝑤 (𝑞4 + 1) 𝑏𝑞−𝑒3 +𝑒4 ] 𝑦𝑞 (19b) |𝑞|=3
Substituting (23) into (18a)–(18d), (20a)–(20d), and (22a)– The remaining equation is (for 𝑗 = 0)
(22d), separately, the following three sets of 3-order nonlinear
algebraic equations are resulted. Λ𝑖,0,𝑙 = Λ 𝑖,0,𝑙 − 𝑤1 𝑍𝑖−1,1,𝑙 + 𝑤2 (𝑙 + 1) 𝑍𝑖,0,𝑙+1
(30)
(i) For the case of two pairs of pure imaginary eigenval- − 𝑤2 (4 − 𝑖 − 𝑙) 𝑍𝑖,0,𝑙−1 + 𝐴𝑍𝑖,0,𝑙 .
ues, we arrive at
− 𝑤1 (𝑞1 + 1) 𝑀𝑞+𝑒1 −𝑒2 + 𝑤1 (𝑞2 + 1) 𝑀𝑞−𝑒1 +𝑒2 (ii) For the case of one nonsemisimple double zero and a
pair of pure imaginary eigenvalues, (25) becomes
− 𝑤2 (𝑞3 + 1) 𝑀𝑞+𝑒3 −𝑒4 (24)
(𝑖 + 1) 𝑍𝑖+1,𝑗−1,𝑙 − 𝑤 (𝑙 + 1) 𝑍𝑖,𝑗,𝑙+1
+ 𝑤2 (𝑞4 + 1) 𝑀𝑞−𝑒3 +𝑒4 − 𝐴𝑀𝑞 = Λ 𝑞 − Λ𝑞 . + 𝑤 (4 − 𝑖 − 𝑗 − 𝑙) 𝑍𝑖,𝑗,𝑙−1 − 𝐴𝑍𝑖,𝑗,𝑙 (31)
= Λ 𝑖,𝑗,𝑙 − Λ𝑖,𝑗,𝑙 .
(ii) For the case of one nonsemisimple double zero and a
pair of pure imaginary eigenvalues, we get In view of (31), we have
It should be clear that 𝑀𝑞 = 0 if one of the components of (iii) For the case of two nonsemisimple double zero
𝑞 is completely negative. We choose the lexicographical order eigenvalues, we deduce
on the set {𝑞 = (𝑞1 , 𝑞2 , 𝑞3 , 𝑞4 ) ∈ 𝑁4 : |𝑞| = 3}.
Let 𝑞1 = 𝑖, 𝑞2 = 𝑗, 𝑞3 = 𝑙, and 𝑞4 = 3 − 𝑖 − 𝑗 − 𝑙. Then, we (𝑖+1) 𝑍𝑖+1,𝑗−1,𝑙 + (𝑙+1) 𝑍𝑖,𝑗,𝑙+1 − 𝐴𝑍𝑖,𝑗,𝑙 = Λ 𝑖,𝑗,𝑙 − Λ𝑖,𝑗,𝑙 .
have (34)
𝐴 1 𝐴
𝐸V = 𝜂√ , 𝜇 = 𝑐√ , 𝑑 𝜕 𝜕𝑇0 𝜕 𝜕𝑇1
𝜌𝑇0 𝐿2 2 𝑇0 𝜌 = + + ⋅ ⋅ ⋅ = 𝐷0 + 𝜀𝐷1 + ⋅ ⋅ ⋅ , (46a)
𝑑𝑡 𝜕𝑇0 𝜕𝑡 𝜕𝑇1 𝜕𝑡
(38)
3 𝜕 1 𝑑2 2
𝑁 (𝑤 ) =
2 2
𝐸 (𝑤 ) 𝑤,𝑥𝑥 + 𝐸V ( (𝑤,𝑥 ) ) 𝑤,𝑥𝑥 = (𝐷0 + 𝜀𝐷1 + ⋅ ⋅ ⋅ ) = 𝐷02 + 2𝜀𝐷0 𝐷1 + ⋅ ⋅ ⋅ , (46b)
2 𝑒 ,𝑥 𝜕𝑡 2 𝑑𝑡2
(39)
𝜕
+ 𝐸V 𝑤,𝑥 (𝑤,𝑥 𝑤,𝑥𝑥 ) . where 𝐷𝑛 = 𝜕/𝜕𝑇𝑛 , 𝑛 = 0, 1, . . ..
𝜕𝑡
In this paper, we investigate the case of primary paramet-
The boundary conditions are imposed by ric resonance for the nth and lth order modes of (44), and we
𝑤 (0, 𝑡) = 0, 𝑤 (𝐿, 𝑡) = 0. (40) introduce the following linear transformation:
Then, the four-dimensional averaged equations in the Carte- 𝑎𝑒1V2 (2𝜎12 + 𝑓2 ) 𝑏𝑒2V1 𝜎2 𝑏 𝜎
sian form can be obtained as + 2
𝑥23 + 𝑥1 𝑥32 + 𝑒2V1 2 𝑥1 𝑥42
2(𝜎1 + 𝑓) 𝜎2 − 𝐷 𝜎2 + 𝐷
+ 2𝐶𝑒2V1 𝑥1 𝑥3 𝑥4 − 2𝐶𝑒1V2 𝑥2 𝑥3 𝑥4 ,
𝐴 𝑒1V2 (2𝜎22 + 𝐷2 ) 𝐵𝑒2V1 𝜎1 𝐵 𝜎
− 𝑥3 𝑥42 + 𝑥4 𝑥12 + 𝑒2V1 1 𝑥4 𝑥22
where the coefficients presented in (48a)–(48d) are listed in 2 (𝜎22 − 𝐷2 ) 𝜎1 − 𝑓 𝜎1 + 𝑓
the appendix.
The above algorithm applied to the system (48a)–(48d) 𝐵𝑒1V2 𝜎1 𝜎2 𝐵𝑒1V2 𝜎1 𝜎2
− 𝑥 𝑥2 − 𝑥 𝑥2 .
leads to the following normal form (𝜎1 − 𝑓) (𝜎2 − 𝐷) 3 1 (𝜎1 + 𝑓) (𝜎2 − 𝐷) 3 2
(49d)
𝑎𝑒2V1 𝜎1 3
𝑥1̇= − 𝜇𝑥1 − (𝜎1 − 𝑓) 𝑥2 + 𝑥
𝜎1 − 𝑓 1
Comparing the method developed here with other meth-
ods given in [17, 31], it is observed that normal form of the
𝑎𝑒2V1 𝜎1 𝑎𝑒1V2 (2𝜎12 + 𝑓2 ) averaged (49a)–(49d) is simpler than normal forms obtained
+ 𝑥1 𝑥22 + 𝑥2 𝑥12
𝜎1 + 𝑓 2 (𝜎12 − 𝑓2 ) in [17, 31].
8 Abstract and Applied Analysis
{𝑋} = [𝐷]{𝑍} , (53) Since our analysis is local, we can truncate the higher order
and consider the system
where [𝐷] is the matrix of the eigenvectors of the linear part 4𝑎𝑒2V1 𝜎1 2 4𝑏𝑒2V1 𝜎2 2
in (49a)–(49d), 𝑟1̇= 𝑟1 (−𝑢 + 𝑟 + 𝑟 ), (58a)
𝜎1 + 𝑓 1 𝜎2 + 𝐷 2
𝑇 𝑇
{𝑋} = [𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 ] , {𝑍} = [𝑧1 , 𝑧1 , 𝑧2 , 𝑧2 ] . (54) 4𝐵𝑒2V1 𝜎1 2 4𝐴 𝑒2V1 𝜎2 2
𝑟2̇= 𝑟2 (−𝑢 + 𝑟 + 𝑟 ), (58b)
After substituting the above transformation into (49a)–(49d), 𝜎1 + 𝑓 1 𝜎2 + 𝐷 2
one obtains the equations in new complex coordinateas
follows: 𝜑1̇= √𝜎12 − 𝑓2 , (58c)
1 = (−𝜇 + 𝑖√𝜎1 − 𝑓 ) 𝑧1
𝑧̇ 2 2 𝜑2̇= √𝜎22 − 𝐷2 . (58d)
4𝑎𝑒2V1 𝜎1 4𝑏 𝜎
𝜌1̇= 2𝜌1 (−𝑢 + 𝜌 + 𝑒2V1 2 𝜌 ) , (61a)
𝜎1 + 𝑓 1 𝜎2 + 𝐷 2
−2
x3
4𝐵 𝜎 4𝐴 𝑒2V1 𝜎2
𝜌2̇= 2𝜌2 (−𝑢 + 𝑒2V1 1 𝜌1 + 𝜌 ). (61b)
𝜎1 + 𝑓 𝜎2 + 𝐷 2
−4
The behavior of systems (61a) and (61b) depends on the 1
coefficients of 𝜌1 and 𝜌2 . We start our analysis with the case −1.5
when 4𝑎𝑒2V1 𝜎1 /(𝜎1 + 𝑓) < 0 and 4𝐴 𝑒2V1 𝜎2 /(𝜎2 + 𝐷) < 0. The x2
0 −2
case 4𝑎𝑒2V1 𝜎1 /(𝜎1 + 𝑓) > 0 and 4𝐴 𝑒2V1 𝜎2 /(𝜎2 + 𝐷) > 0 can −2.5
−1 −3 x1
be reduced to the previous one by time reversal. The choices
4𝑎𝑒2V1 𝜎1 /(𝜎1 + 𝑓) < 0 and 4𝐴 𝑒2V1 𝜎2 /(𝜎2 + 𝐷) < 0 imply that Figure 2: Periodic solution of the viscoelastic moving belt system.
both of the primary Hopf bifurcations are supercritical and
stable.
For the case of 16𝐴 𝑒2V1 𝑎𝑒2V1 𝜎1 𝜎2 /(𝜎1 + 𝑓)(𝜎2 + 𝐷) < 0,
first we can reduce the number of the coefficients in (61a) and form of the averaged equation for the viscoelastic moving belt
(61b) by rescaling. Let under parametric excitations. Based on the current studies,
it is found that the newly developed computation method
4𝑎𝑒2V1 𝜎1 4𝐴 𝑒2V1 𝜎2
𝜉1 = 𝜌, 𝜉2 = − 𝜌, 𝜏 = 2𝑡. (62) improves the classical normal form. Therefore, it is a further
𝜎1 + 𝑓 1 𝜎2 + 𝐷 2 reduction of the classical normal form. Meanwhile, the
normal form derived herein is used to explore the bifurcation
We obtain the system and stability analysis of axially viscoelastic moving belts
𝑏𝑒2V1 under parametric excitations.
𝜉1̇= 𝜉1 (−𝑢 + 𝜉1 − 𝜉 ), (63a) In contrast to earlier works, this article argues that the
𝐴 𝑒2V1 2 normal forms of high-dimensional nonlinear systems may
𝐵𝑒2V1 always be achieved without computing either the Jordan
𝜉2̇= 𝜉2 (−𝑢 + 𝜉 − 𝜉2 ) . (63b) canonical form of 𝐴 or its eigenvalues. This significantly
𝑎𝑒2V1 1
reduces the difficulties which other computing methods
The trivial and the nontrivial equilibria of (63a) and (63b) may face in obtaining normal forms. Therefore, it is more
have the representations convenient to utilize the approach developed here to compute
the normal forms of averaged equations for different resonant
𝐸1 = (𝑢, 0) , 𝐸2 = (0, 𝑢) , cases. It is also found that the normal form of the averaged
equation by using the new method is simpler than those
𝑎𝑒2V1 𝑢 (𝐴 𝑒2V1 − 𝑏𝑒2V1 ) 𝐴 𝑒2V1 𝑢 (𝐵𝑒2V1 − 𝑎𝑒2V1 ) obtained in [17, 31]. This is very useful for the complex behav-
𝐸3 = ( , ).
𝑎𝑒2V1 𝐴 𝑒2V1 − 𝑏𝑒2V1 𝐵𝑒2V1 𝑎𝑒2V1 𝐴 𝑒2V1 − 𝑏𝑒2V1 𝐵𝑒2V1 ior patterns analysis of the nonlinear dynamical systems in an
(64) abstract sense. Therefore, this has opened the area for more
research works.
The nontrivial equilibrium 𝐸3 can bifurcate. Suppose that
4𝑎𝑒2V1 𝜎1 /(𝜎1 + 𝑓) > 0 and 4𝐴 𝑒2V1 𝜎2 /(𝜎2 + 𝐷) < 0. The
opposite case can be treated similarly. The Hopf bifurcation Appendix
and consequent existence of cycles are only possible in The coefficients in the averaged system (48a)–(48d) are
following three cases: (1) 𝑏𝑒2V1 /𝐴 𝑒2V1 > 1, 𝐵𝑒2V1 /𝑎𝑒2V1 > 1; presented as follows,
(2) 𝑏𝑒2V1 /𝐴 𝑒2V1 > 1, 𝐵𝑒2V1 /𝑎𝑒2V1 < 1, 𝑏𝑒2V1 𝐵𝑒2V1 /𝐴 𝑒2V1 𝑎𝑒2V1 > 1;
(3) 𝑏𝑒2V1 /𝐴 𝑒2V1 < 0, 𝐵𝑒2V1 /𝑎𝑒2V1 < 0, 𝑏𝑒2V1 𝐵𝑒2V1 /𝐴 𝑒2V1 𝑎𝑒2V1 > 1.
3𝐸𝑒 𝑚 𝐸 𝑚
The numerical simulation result is given in Figure 2, 𝑎𝑒2V1 = Im ( 1𝑛 ) + V Re ( 1𝑛 ) ,
which is the trajectory from the 4-dimensional space 8𝜔𝑛 𝑚𝑛 4 𝑚𝑛
(𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 ) into the 3-dimensional space (𝑥1 , 𝑥2 , 𝑥3 ).
3𝐸𝑒 𝑚 𝐸 𝑚
Figure 2 shows the trajectory of the systems (61a) and (61b) 𝑎𝑒1V2 = Re ( 1𝑛 ) − V Im ( 1𝑛 ) ,
for 𝜇 = 0.0001, 𝜎1 = 2, 𝑓 = −124, 𝑎𝑒2V1 = 56, 𝑎𝑒1V2 = 2.3, 8𝜔𝑛 𝑚𝑛 4 𝑚𝑛
𝑏𝑒2V1 = 15, 𝑏𝑒1V2 = 19.6, 𝜎2 = 4.5, 𝐴 𝑒2V1 = −127, 𝐴 𝑒1V2 = 12, 3𝐸𝑒 𝑚 𝐸 𝑚
𝐵𝑒2V1 = 1.82, 𝐵𝑒1V2 = 12, and 𝐷 = 190. 𝑏𝑒2V1 = Im ( 2𝑛 ) + V Re ( 2𝑛 ) ,
8𝜔𝑛 𝑚𝑛 4 𝑚𝑛
6. Conclusions 3𝐸𝑒 𝑚 𝐸 𝑚
𝑏𝑒1V2 = Re ( 2𝑛 ) − V Im ( 2𝑛 ) ,
8𝜔𝑛 𝑚𝑛 4 𝑚𝑛
An efficient method for computing the normal form of high-
dimensional nonlinear systems is presented in this paper. 3𝐸𝑒 𝑚 𝐸 𝜔𝐸 𝑚
𝑐𝑒2V1 = Im ( 3𝑛 ) + ( V − 𝑙 V ) Re ( 3𝑛 ) ,
This computation method is applied to obtain the normal 16𝜔𝑛 𝑚𝑛 4 8𝜔𝑛 𝑚𝑛
10 Abstract and Applied Analysis
3𝐸𝑒 𝑚 𝐸 𝜔𝐸 𝑚
𝑐𝑒1V2 = Re ( 3𝑛 ) − ( V − 𝑙 V ) Im ( 3𝑛 ) , [3] A. Rincon, F. Angulo, and G. Olivar, “Control of an anaerobic
16𝜔𝑛 𝑚𝑛 4 8𝜔𝑛 𝑚𝑛 digester through normal form of fold bifurcation,” Journal of
Process Control, vol. 19, no. 8, pp. 1355–1367, 2009.
𝑎𝑛2 𝜋2 (𝛾2 − 1) [4] H. Poincaré, Sur les propriétés des fonctions définies par des
𝑓= , equations aux différences partielles thèse inaugural, Gauthier-
4𝜔𝑛
Villars, Paris, France, 1879.
(A.1) [5] L. Y. Chen, N. Goldenfeld, and Y. Oono, “Renormalization
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3𝐸𝑒 𝑚 𝐸 𝑚
𝐴 𝑒2V1 = Im ( 1𝑙 ) + V Re ( 1𝑙 ) , Letters, vol. 73, no. 10, pp. 1311–1315, 1994.
8𝜔𝑙 𝑚𝑙 4 𝑚𝑙 [6] R. E. L. DeVille, A. Harkin, M. Holzer, K. Josic, and T. J. Kaper,
“Analysis of a renormalization group method and normal form
3𝐸𝑒 𝑚 𝐸 𝑚
𝐴 𝑒1V2 = Re ( 1𝑙 ) − V Im ( 1𝑙 ) , theory for perturbed ordinary differential equations,” Physica D:
8𝜔𝑙 𝑚𝑙 4 𝑚𝑙 Nonlinear Phenomena, vol. 237, no. 8, pp. 1029–1052, 2008.
[7] H. Chiba, “Simplified renormalization group method for ordi-
3𝐸𝑒 𝑚 𝐸 𝑚
𝐵𝑒2V1 = Im ( 2𝑙 ) + V Re ( 2𝑙 ) , nary differential equations,” Journal of Differential Equations,
8𝜔𝑙 𝑚𝑙 4 𝑚𝑙 vol. 246, no. 5, pp. 1991–2019, 2009.
[8] M. Holzer, Renormalization group methods for singularly per-
3𝐸𝑒 𝑚 𝐸 𝑚
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University, 2010.
3𝐸𝑒 𝑚 𝐸 𝜔𝐸 𝑚
𝐶𝑒2V1 = Im ( 3𝑙 ) + ( V − 𝑛 V ) Re ( 3𝑙 ) , [9] E. Stróżyna and H. Żołądek, “The analytic and formal normal
16𝜔𝑙 𝑚𝑙 4 8𝜔𝑙 𝑚𝑙 form for the nilpotent singularity,” Journal of Differential Equa-
tions, vol. 179, no. 2, pp. 479–537, 2002.
3𝐸𝑒 𝑚 𝐸 𝜔𝐸 𝑚
𝐶𝑒1V2 = Re ( 3𝑙 ) − ( V − 𝑛 V ) Im ( 3𝑙 ) , [10] E. Strózyna and H. Zoladek, “Orbital formal normal forms for
16𝜔𝑙 𝑚𝑙 4 8𝜔𝑙 𝑚𝑙 general Bogdanov-Takens singularity,” Journal of Differential
Equations, vol. 193, no. 1, pp. 239–259, 2003.
𝑎𝑙2 𝜋2 (𝛾2 − 1)
𝐷= , 𝜔𝑘 = 𝑘𝜋 (1 − 𝛾2 ) , 𝑘 = 𝑛, 𝑙, [11] H. R. Dullin and J. D. Meiss, “Nilpotent normal form for
4𝜔𝑙 divergence-free vector fields and volume-preserving maps,”
(A.2) Physica D: Nonlinear Phenomena, vol. 237, no. 2, pp. 156–166,
2008.
where 𝑎, 𝐸𝑒 , 𝐸V , 𝜔𝑙 and 𝜔𝑛 are given in (38) and (48a)–(48d). [12] J. Murdock, “On the structure of nilpotent normal form mod-
The terms 𝑚𝑖𝑗 (𝑖 = 0, 2, 3; 𝑗 = 𝑙, 𝑛) are complex eigenfunc- ules,” Journal of Differential Equations, vol. 180, no. 1, pp. 198–
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𝑚𝑖𝑗 (𝑖 = 0, 2, 3; 𝑗 = 𝑙, 𝑛) in (A.1) and (A.2) can be referred [13] M. Benderesky and R. Churchill, “A spectral sequence approach
to [25, 27]. to normal forms,” in Recent Developments in Algebraic Topology,
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graded Lie algebra,” Journal of Symbolic Computation, vol. 41,
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regarding the publication of this article. [15] J. A. Sanders, “Normal form theory and spectral sequences,”
Journal of Differential Equations, vol. 192, no. 2, pp. 536–552,
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Acknowledgments [16] Y. A. Kuznetsov, “Practical computation of normal forms on
center manifolds at degenerate Bogdanov-Takens bifurcations,”
The authors gratefully acknowledge the support of the
International Journal of Bifurcation and Chaos in Applied Sci-
National Natural Science Foundations of China (NNSFC), ences and Engineering, vol. 15, no. 11, pp. 3535–3546, 2005.
through Grant nos. 11302184 and 11202189, the Scientific [17] W. Zhang, F. X. Wang, and J. W. Zu, “Computation of normal
Research Fund of Zhejiang Provincial Education Depart- forms for high dimensional non-linear systems and application
ment, through Grant no. Y201121157, and the Scientific to non-planar non-linear oscillations of a cantilever beam,”
Research Foundation of Xiamen University of Technology, Journal of Sound and Vibration, vol. 278, no. 4-5, pp. 949–974,
through Grant no. 90030631. We are also grateful for helpful 2004.
comments which were provided by Wei Zhang at the Beijing [18] W. Zhang, Y. Chen, and D. Cao, “Computation of normal
University of Technology. forms for eight-dimensional nonlinear dynamical system and
application to a viscoelastic moving belt,” International Journal
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of Applied Mathematical Sciences, Springer, New York, NY, USA, HOPf and generalized HOPf bifurcations,” Nonlinear Dynam-
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Abstract and Applied Analysis 11
Research Article
Periodic Solutions of Multispecies Mutualism System with
Infinite Delays
Copyright © 2014 Wenbo Zhao et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
We studied the delayed periodic mutualism system with Gilpin-Ayala effect. Some new and interesting sufficient conditions are
obtained to guarantee the existence of periodic solution for the multispecies mutualism system with infinite delays. Our method is
based on Mawhin’s coincidence degree. To the best knowledge of the authors, there is no paper considering the existence of periodic
solutions for n-species mutualism system with infinite delays.
and 𝑎𝑖𝑖 is positive. System (1) is associated with the IVP as (𝐻2 ) 𝛼𝑗𝑖 ≤ 𝛼𝑖𝑖 , 𝛽𝑗𝑖 ≤ 𝛼𝑖𝑖 , 𝛾𝑗𝑖 ≤ 𝛾𝑖𝑖 (𝑗 ≠𝑖), 𝑖, 𝑗 = 1, 2, . . . , 𝑛.
follows: (𝐻3 ) 𝜌(K) < 1, where K = (Γ𝑖𝑗 )𝑛×𝑛 and
𝑦𝑖 (𝑡0 ) = 𝑦𝑖0 , 𝑦𝑖0 > 0, 𝑖 = 1, 2, . . . 𝑛. (2)
{ 0, 𝑖 = 𝑗,
{
Γ𝑖𝑗 = { 𝑎𝑖𝑗 + 𝑏𝑖𝑗 + 𝑐𝑖𝑗 (6)
2. Existence of Periodic Solutions { , 𝑖 ≠𝑗.
{ 𝑎𝑗𝑗
For convenience, we introduce some notations, definitions,
and lemmas. If 𝑔(𝑡) is a continuous 𝜔-periodic function Then system (1) has at least one positive 𝜔-periodic solution.
defined on R, denote
Proof. Note that every solution 𝑦(𝑡) = (𝑦1 (𝑡), 𝑦2 (𝑡), ...𝑦𝑛 (𝑡))𝑇
𝑔 = min 𝑔 (𝑡) , 𝑔 = max 𝑔 (𝑡) , of system (1) with the initial value condition is positive. Make
𝑡∈[0,𝜔] 𝑡∈[0,𝜔]
(3) the change of variables
1 𝜔
𝑚 (𝑔) = ∫ 𝑔 (𝑡) 𝑑𝑡.
𝜔 0 𝑦𝑖 (𝑡) = 𝑒𝑥𝑖 (𝑡) , 𝑖 = 1, 2, . . . , 𝑛. (7)
We also denote the spectral radius of the matrix A by 𝜌(A). Then system (1) is the same as
Denote
𝑛
𝑋 = {𝑥 (𝑡) = (𝑥1 (𝑡), 𝑥2 (𝑡), . . . , 𝑥𝑛 (𝑡))𝑇 𝑥𝑖 (𝑡) = 𝑟𝑖 (𝑡) − 𝑎𝑖𝑖 (𝑡) 𝑒𝛼𝑖𝑗 (𝑡) + ∑ 𝑎𝑖𝑗 (𝑡) 𝑒𝛼𝑖𝑗 (𝑡)
𝑗=1,𝑗=𝑖̸
1 𝑛
∈ 𝐶 (R, R ) | 𝑥 (𝑡 + 𝜔) = 𝑥 (𝑡) ∀𝑡 ∈ R} , 𝑛
(4) + ∑ 𝑏𝑖𝑗 (𝑡) 𝑒𝛽𝑖𝑗 (𝑡 − 𝜏𝑖𝑗 )
𝑍 = {𝑥 (𝑡) = (𝑥1 (𝑡), 𝑥2 (𝑡), . . . , 𝑥𝑛 (𝑡))𝑇 𝑗=1,𝑗=𝑖̸ (8)
𝑛 ∞
∈ 𝐶 (R, R𝑛 ) | 𝑥 (𝑡 + 𝜔) = 𝑥 (𝑡) ∀𝑡 ∈ R} . + ∑ 𝑐𝑖𝑗 (𝑡) ∫ 𝐻𝑖𝑗 (𝑠) 𝑒𝛾𝑖𝑗 (𝑡 + 𝑠) 𝑑𝑠,
𝑗=1,𝑗=𝑖̸ 0
Lemma 1 (see [8]). Let Ω ⊂ 𝑋 be an open and bounded set. Let
𝐿 be a Fredholm mapping of index zero and 𝑁 be 𝐿-compact 𝑖 = 1, 2, . . . 𝑛.
on Ω (i.e., 𝑄𝑁(Ω) is bounded and 𝐾𝑃 (𝐼 − 𝑄)𝑁 : Ω → 𝑋 is
compact). Assume Obviously, if system (8) has at least one 𝜔-periodic
solution, then system (1) has at least one 𝜔-periodic solution.
(i) for each 𝜆 ∈ (0, 1), 𝑥 ∈ 𝜕Ω ∩ Dom 𝐿, 𝐿𝑥 ≠𝜆𝑁𝑥; To prove Theorem 4, we should find an appropriate open set
(ii) for each 𝑥 ∈ 𝜕Ω ∩ Ker 𝐿, 𝑄𝑁𝑥 ≠0 and deg{𝐽𝑄𝑁, Ω ∩ Ω satisfying Lemma 1. We divide the proof into three steps.
Ker 𝐿, 0} ≠0. Step 1. We verify that (i) of Lemma 1 is satisfied. For any 𝑥(𝑡) ∈
Then 𝐿𝑥 = 𝑁𝑥 has at least one solution in Ω ∩ Dom 𝐿. 𝑋, by periodicity, it is easy to check that
𝑛
Definition 2 (see [9, 10]). A real 𝑛 × 𝑛 matrix A = (𝑎𝑖𝑗 ) is said Δ 𝑖 (𝑥, 𝑡) = 𝑟𝑖 (𝑡) − 𝑎𝑖𝑖 (𝑡) 𝑒𝛼𝑖𝑗 (𝑡) + ∑ 𝑎𝑖𝑗 (𝑡) 𝑒𝛼𝑖𝑗 (𝑡)
to be an 𝑀-matrix if 𝑎𝑖𝑗 ≤ 0, 𝑖, 𝑗 = 1, 2, . . . , 𝑛, 𝑖 ≠𝑗, and 𝑗=1,𝑗=𝑖̸
A−1 ≥ 0. 𝑛
+ ∑ 𝑏𝑖𝑗 (𝑡) 𝑒𝛽𝑖𝑗 (𝑡 − 𝜏𝑖𝑗 ) (9)
Lemma 3 (see [9, 10]). Let A ≥ 0 be an 𝑛 × 𝑛 matrix and 𝑗=1,𝑗=𝑖̸
𝜌(A) < 1; then (𝐸𝑛 − A)−1 ≥ 0, where 𝐸𝑛 denotes the identity
matrix of size 𝑛. 𝑛 ∞
+ ∑ 𝑐𝑖𝑗 (𝑡) ∫ 𝐻𝑖𝑗 (𝑠) 𝑒𝛾𝑖𝑗 (𝑡 + 𝑠) 𝑑𝑠.
0
Theorem 4. Assume the following. 𝑗=1,𝑗=𝑖̸
where
has finite solutions (𝑢1∗ , 𝑢2∗ , . . . , 𝑢𝑛∗ )𝑇 ∈ R+𝑛 with 𝑢𝑖∗ > 0 and
∑𝑢∗ sgn 𝐽𝑓 (𝑢∗ ) ≠0. (𝑁𝑥)𝑖 (𝑡) = Δ 𝑖 (𝑥, 𝑡) , 𝑖 = 1, 2, . . . , 𝑛. (11)
Abstract and Applied Analysis 3
The projectors are defined by 𝑃 : 𝑋 → 𝑋 and 𝑄 : 𝑍 → 𝑍 𝑥𝑖 (𝑡𝑖 ) = max𝑡∈[0,𝜔] |𝑥𝑖 (𝑡)|, 𝑖 = 1, 2, . . . , 𝑛. Accordingly, 𝑥𝑖̇
(𝑡𝑖 ) =
by 0 and we arrive at
1 𝜔 1 𝜔 𝑛
𝑃𝑥 (𝑡) = ∫ 𝑥 (𝑡) 𝑑𝑡, 𝑄𝑧 (𝑡) = ∫ 𝑧 (𝑡) 𝑑𝑡, 𝑟𝑖 (𝑡𝑖 ) − 𝑎𝑖𝑖 (𝑡𝑖 ) 𝑒𝛼𝑖𝑖 𝑥𝑖 (𝑡𝑖 ) + ∑ 𝑎𝑖𝑗 (𝑡𝑖 ) 𝑒𝛼𝑖𝑗 𝑥𝑗 (𝑡𝑖 )
𝜔 0 𝜔 0 (12) 𝑗=1,𝑗=𝑖̸
𝑥 ∈ 𝑋, 𝑧 ∈ 𝑍. 𝑛
+ ∑ 𝑏𝑖𝑗 (𝑡𝑖 ) 𝑒𝛽𝑖𝑗 𝑥𝑗 (𝑡𝑖 −𝜏𝑖𝑗 )
It is easy to follow that 𝐿 is a Fredholm mapping of index zero. 𝑗=1,𝑗=𝑖̸ (17)
Furthermore, the generalized inverse (to 𝐿) 𝐾𝑃 : Im 𝐿 →
Dom 𝐿 ∩ Ker 𝑃 exists, which is given by 𝑛 ∞
+ ∑ 𝑐𝑖𝑗 (𝑡) ∫ 𝐻𝑖𝑗 (𝑠) 𝑒𝛾𝑖𝑗 𝑥𝑗 (𝑡𝑖 +𝑠) 𝑑𝑠 = 0,
𝑡
1 𝜔 𝑡 𝑗=1,𝑗=𝑖̸ 0
𝐾𝑃 (𝑦) = ∫ 𝑦 (𝑠) 𝑑𝑠 − ∫ ∫ 𝑦 (𝑠) 𝑑𝑠 𝑑𝑡. (13)
0 𝜔 0 0
𝑖 = 1, 2, . . . , 𝑛.
Then 𝑄𝑁 : 𝑋 → 𝑍 and 𝐾𝑃 (𝐼 − 𝑄)𝑁 : 𝑋 → 𝑋 are defined
by That is,
1 𝜔 𝑇
(14) = 𝑟𝑖 (𝑡𝑖 ) + ∑ 𝑎𝑖𝑗 (𝑡𝑖 ) 𝑒𝑥𝑗 (𝑡𝑖 ) + ∑ 𝑏𝑖𝑗 (𝑡𝑖 ) 𝑒𝛽𝑖𝑗 𝑥𝑗 (𝑡𝑖 −𝜏𝑖𝑗 )
..., ∫ Δ (𝑥, 𝑡)𝑑𝑡) , 𝑗=1,𝑗=𝑖̸ 𝑗=1,𝑗=𝑖̸ (18)
𝜔 0 𝑛
𝑛 ∞
𝐾𝑃 (𝐼 − 𝑄) 𝑁𝑥 = (Ψ1 (𝑥, 𝑡), Ψ2 (𝑥, 𝑡), . . . , Ψ𝑛 (𝑥, 𝑡))𝑇 , + ∑ 𝑐𝑖𝑗 (𝑡) ∫ 𝐻𝑖𝑗 (𝑠) 𝑒𝛾𝑖𝑗 𝑥𝑗 (𝑡𝑖 +𝑠) 𝑑𝑠, 𝑖 = 1, 2, . . . 𝑛.
𝑗=1,𝑗=𝑖̸ 0
where
𝑡
1 𝜔 𝑡 Noticing that 𝑥𝑗 (𝑡𝑗 ) = max𝑡∈[0,𝜔] |𝑥𝑗 (𝑡)| implies
Ψ𝑘 (𝑥, 𝑡) = ∫ Δ 𝑘 (𝑥, 𝑠) 𝑑𝑠 − ∫ ∫ Δ (𝑥, 𝑠) 𝑑𝑠 𝑑𝑡
0 𝜔 0 0 𝑘
𝜔
𝑥𝑗 (𝑡𝑖 − 𝜏𝑖𝑗 ) ≤ 𝑥𝑗 (𝑡𝑗 ) . (19)
𝑡 1
− ( − ) ∫ Δ 𝑘 (𝑥, 𝑠) 𝑑𝑠, 𝑘 = 1, 2, . . . , 𝑛.
𝜔 2 0 It follows from (H 2 ) that
𝑛
Estimating (16), by using (26) and (28), we have
+ ∑ 𝑐𝑖𝑗 (𝑡) 𝑒𝛼𝑗𝑗 𝑥𝑗 (𝑡𝑗 )
𝑗=1,𝑗=𝑖̸
𝑛
𝑛 (𝑡)|0 = 𝜆 𝑟𝑖 (𝑡) − 𝑎𝑖𝑖 (𝑡) 𝑒𝛼𝑖𝑖 𝑥𝑖 (𝑡) + ∑ 𝑎𝑖𝑗 (𝑡) 𝑒𝛼𝑖𝑗 𝑥𝑗 (𝑡)
|𝑥𝑖̇
= 𝑟𝑖 + ∑ (𝑎𝑖𝑗 + 𝑏𝑖𝑗 + 𝑐𝑖𝑗 ) 𝑒𝛼𝑗𝑗 𝑥𝑗 (𝑡𝑗 ) .
𝑗=1,𝑗=𝑖̸
𝑗=1,𝑗=𝑖̸
𝑛
(20) + ∑ 𝑏𝑖𝑗 (𝑡) 𝑒𝛽𝑖𝑗 𝑥𝑗 (𝑡−𝜏𝑖𝑗 )
𝑗=1,𝑗=𝑖̸
Here we used (H 2 ). Letting (𝑎𝑖𝑖 + 𝑏𝑖𝑖 )𝑒𝛼𝑖𝑖 𝑥𝑖 (𝑡𝑖 ) = 𝑧𝑖 (𝑡𝑖 ), it follows
from (20) that 𝑛 ∞
𝑛 + ∑ 𝑐𝑖𝑗 (𝑡) ∫ 𝐻𝑖𝑗 (𝑠) 𝑒 𝛾𝑖𝑗 𝑥𝑗 (𝑡𝑖 +𝑠)
𝑑𝑠
0
𝑧𝑖 (𝑡𝑖 ) ≤ 𝑟𝑖 + ∑ (𝑎𝑖𝑗 + 𝑏𝑖𝑗 + 𝑐𝑖𝑗 ) 𝑎−1
𝑗𝑗 𝑧𝑗 (𝑡𝑗 ) , (21)
𝑗=1,𝑗=𝑖̸ 0
𝑗=1,𝑗=𝑖̸
𝑛
or ≤ 𝑟𝑖 + 𝑎𝑖𝑖 (𝑡) 𝑒𝛼𝑖𝑖 𝑥𝑖 (𝑡𝑖 ) + ∑ 𝑎𝑖𝑗 (𝑡) 𝑒𝛼𝑖𝑗 𝑥𝑗 (𝑡)
𝑗=1,𝑗=𝑖̸
𝑛 𝑎𝑖𝑗 + 𝑏𝑖𝑗 + 𝑐𝑖𝑗
𝑧𝑖 (𝑡𝑖 ) − ∑ 𝑧𝑗 (𝑡𝑗 ) ≤ 𝑟𝑖 , (22) 𝑛
𝑗=1,𝑗=𝑖̸ 𝑎𝑗𝑗 + ∑ 𝑏𝑖𝑗 (𝑡) 𝑒𝛽𝑖𝑗 𝑥𝑗 (𝑡𝑗 ) (29)
𝑗=1,𝑗=𝑖̸
which implies
𝑛 ∞
1
𝑎 + 𝑏12 + 𝑐12
− 12
𝑎 + 𝑏1𝑛 + 𝑐1𝑛
⋅ ⋅ ⋅ − 1𝑛 + ∑ 𝑐𝑖𝑗 (𝑡) ∫ 𝐻𝑖𝑗 (𝑠) 𝑒𝛾𝑖𝑗 𝑥𝑗 (𝑡𝑖 +𝑠) 𝑑𝑠
𝑎22 𝑎𝑛𝑛 0
𝑗=1,𝑗=𝑖̸ 0
(− 𝑎21 + 𝑏21 + 𝑐21 𝑎2𝑛 + 𝑏2𝑛 + 𝑐2𝑛 )
( 1 ⋅⋅⋅ − )
𝑎 𝑎 𝑛 𝑎𝑖𝑗 + 𝑏𝑖𝑗 + 𝑐𝑖𝑗 𝑎𝑖𝑖
⋅ ⋅ 11
⋅ ⋅⋅⋅ ⋅⋅⋅ ⋅ ⋅ 𝑛𝑛
⋅ = 𝑟𝑖 + ∑ 𝑧𝑗 (𝑡𝑗 ) + 𝑧 (𝑡 )
𝑎𝑛1 + 𝑏𝑛1 + 𝑐𝑛1 𝑎 + 𝑏𝑛2 + 𝑐𝑛2 𝑗=1,𝑗=𝑖̸ 𝑎𝑗𝑗 𝑎𝑖𝑖 𝑖 𝑖
− − 𝑛2 ⋅⋅⋅ 1
( 𝑎11 𝑎22 ) 𝑛
𝑎𝑖𝑖 𝑎
𝑧1 (𝑡1 ) 𝑟1 ≤ 𝐷𝑖 + ∑Γ𝑖𝑗 ̃ℎ𝑗 + 𝑧𝑖 (𝑡𝑖 ) ≤ ̃ℎ𝑖 + 𝑖𝑖 ̃ℎ𝑖
𝑗=1 𝑎𝑖𝑖 𝑎𝑖𝑖
𝑧2 (𝑡2 ) 𝑟
×( ) ≤ ( 2)
⋅⋅⋅ ⋅⋅⋅ 𝑎𝑖𝑖 ̃
𝑧𝑛 (𝑡𝑛 ) 𝑟𝑛 = [1 + ]ℎ .
(23) 𝑎𝑖𝑖 𝑖
Set 𝐷 = (𝐷1 , 𝐷2 , . . . , 𝐷𝑛 )𝑇 = (𝑟1 , 𝑟2 , . . . , 𝑟𝑛 )𝑇 . It follows from We can choose a large enough real number (𝑑 > 1) such that
(23) that
(𝐸 − K) (𝑧1 (𝑡1 ), 𝑧2 (𝑡2 ), . . . , 𝑧𝑛 (𝑡𝑛 ))𝑇 ≤ 𝐷. 1 𝑑̃ℎ 1 ̃ℎ 𝑎
(24) ln 𝑖 > ln 𝑖 + [1 + 𝑖𝑖 ] ̃ℎ𝑖 . (30)
𝛼𝑖𝑖 𝑎𝑖𝑖 𝛼𝑖𝑖 𝑎𝑖𝑖 𝑎𝑖𝑖
−1
In view of 𝜌(K) < 1 and Lemma 3, (𝐸𝑛 − K) ≥ 0. Let
𝑇 Let ℎ𝑖 = (1/𝛼𝑖𝑖 ) ln(𝑑̃ℎ𝑖 /𝑎𝑖𝑖 ). Then, for any solution of 𝐿𝑥 =
𝐻 = (̃ℎ1 , ̃ℎ2 , . . . , ̃ℎ𝑛 ) := (𝐸 − K)−1 𝐷 ≥ 0. (25)
𝜆𝑁𝑥, we have |𝑥𝑖 (𝑡)|1 = |𝑥𝑖 (𝑡)|0 + |𝑥𝑖̇ (𝑡)|0 ≤ ln(̃ℎ𝑖 /𝑎𝑖𝑖 ) + 2̃ℎ𝑖 <
Then it follows from (24) and (25) that ℎ𝑖 for all 𝑖 = 1, 2, . . . , 𝑛. Obviously, ℎ𝑖 are independent of 𝜆
and the choice of 𝑥(𝑡). Thus, taking ℎ𝑖 = ln(𝑑̃ℎ𝑖 /𝑎𝑖𝑖 ), the open
(𝑧1 (𝑡1 ), 𝑧2 (𝑡2 ), . . . , 𝑧𝑛 (𝑡𝑛 ))𝑇 ≤ 𝐻, or
subset Ω satisfies that 𝐿𝑥 ≠𝜆𝑁𝑥 for each 𝜆 ∈ (0, 1), 𝑥 ∈ 𝜕Ω ∩
(26)
Dom 𝐿; that is, the open subset Ω satisfies the assumption (i)
𝑧𝑖 (𝑡𝑖 ) ≤ ̃ℎ𝑖 , 𝑖 = 1, 2, . . . , 𝑛,
of Lemma 1.
which implies Using similar arguments to Step 3 in [2], it is not difficult
to show that, for each 𝑥 ∈ 𝜕Ω ∩ Ker 𝐿, 𝑄𝑁𝑥 ≠ 0 and
1 ̃ℎ deg{𝐽𝑄𝑁, Ω ∩ Ker 𝐿, 0} ≠0.
|𝑥𝑖 (𝑡)|0 = max 𝑥𝑖 (𝑡) = 𝑥𝑖 (𝑡𝑖 ) ≤ ln 𝑖
,
𝑡∈[0,𝜔] 𝛼𝑖𝑖 𝑎𝑖𝑖 + 𝑏𝑖𝑖 (27) Hence, by Lemma 1, system (8) has at least one positive
𝜔-periodic solution in Dom 𝐿 ∩ Ω. By (7), system (1) has at
𝑖 = 1, 2, . . . , 𝑛. least one positive 𝜔-periodic solution, denoted by 𝑦(𝑡). ̃ This
completes the proof of Theorem 4.
On the other hand, it follows from (25) that
(𝐸 − K) 𝐻 = 𝐷, or 𝐻 = K𝐻 + 𝐷, that is,
Conflict of Interests
𝑛 (28)
̃ℎ = ∑ Γ ̃ℎ + 𝐷 , 𝑖 = 1, 2, . . . , 𝑛. The authors declare that there is no conflict of interests
𝑖 𝑖𝑗 𝑗 𝑖
𝑗=1 regarding the publication of this paper.
Abstract and Applied Analysis 5
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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2014, Article ID 241650, 9 pages
http://dx.doi.org/10.1155/2014/241650
Research Article
Global and Blow-Up Solutions for a Class of Nonlinear
Parabolic Problems under Robin Boundary Condition
Copyright © 2014 L. Zhang and H. Wang. This is an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly
cited.
We discuss the global and blow-up solutions of the following nonlinear parabolic problems with a gradient term under Robin
boundary conditions: (𝑏(𝑢))𝑡 = ∇ ⋅ (ℎ(𝑡)𝑘(𝑥)𝑎(𝑢)∇𝑢) + 𝑓(𝑥, 𝑢, |∇𝑢|2 , 𝑡), in 𝐷 × (0, 𝑇), (𝜕𝑢/𝜕𝑛) + 𝛾𝑢 = 0, on 𝜕𝐷 × (0, 𝑇), 𝑢(𝑥, 0) =
𝑢0 (𝑥) > 0, in 𝐷, where 𝐷 ⊂ R𝑁 (𝑁 ≥ 2) is a bounded domain with smooth boundary 𝜕𝐷. Under some appropriate assumption on
the functions 𝑓, ℎ, 𝑘, 𝑏, and 𝑎 and initial value 𝑢0 , we obtain the sufficient conditions for the existence of a global solution, an upper
estimate of the global solution, the sufficient conditions for the existence of a blow-up solution, an upper bound for “blow-up time,”
and an upper estimate of “blow-up rate.” Our approach depends heavily on the maximum principles.
(𝑏 (𝑢))𝑡 = 𝑏 𝑢𝑡 = ∇ ⋅ (ℎ (𝑡) 𝑘 (𝑥) 𝑎 (𝑢) ∇𝑢) + 𝑓 By (13) and (16), it follows that
1 𝑏 𝑒𝑢
∇𝑢𝑡 =∇𝑃 − 𝑢𝑡 ∇𝑢 + 𝛼 ∇𝑢. (20) 𝑎𝑘ℎ 𝑎 2𝑓𝑞 𝑎ℎ
𝑏 𝑏 𝑏 Δ𝑃 + [2𝑘ℎ( ) + ] (∇𝑢 ⋅ ∇𝑃) + (∇𝑘 ⋅ ∇𝑃)
𝑏 𝑏 𝑏 𝑏
Next, we substitute (20) into (19) to obtain
𝑎𝑘ℎ 𝑎 𝑓𝑏 ℎ
Δ𝑃 − 𝑃𝑡 +[ ( ) + ]𝑃
𝑏 2 𝑎 𝑢 ℎ
(𝑏 )
2𝑎𝑘ℎ𝑏 2𝑎 𝑘ℎ 2𝑓𝑞 𝑎ℎ
=( 2
− − ) (∇𝑢 ⋅ ∇𝑃) − (∇𝑘 ⋅ ∇𝑃) 1 𝑎 1
(𝑏 ) 𝑏 𝑏 𝑏 + [𝑎𝑘ℎ( ( ) ) + 2𝑓𝑞 ( ) ] |∇𝑢|2 𝑃 − 𝑃𝑡
𝑎 𝑏 𝑏
2
𝑎𝑘ℎ𝑏 2𝑎𝑘ℎ(𝑏 ) 𝑎 𝑘ℎ𝑏 2𝑓𝑞 2𝑏 𝑓𝑞
+( − 2
+ − 𝑎 𝑘ℎ = (−𝛼𝑒 ) ( 𝑢
− ) |∇𝑢|2
𝑏 (𝑏 ) 𝑏 𝑏 2
(𝑏 )
2
(𝑎 ) 𝑘ℎ 2𝑏 𝑓𝑞 𝑎 𝑎𝑏
+ + ) 𝑢𝑡 |∇𝑢| 2 + (−𝛼𝑒𝑢 ) 𝑘ℎ ( − ) |∇𝑢|2
𝑎 𝑏 𝑏 (𝑏 )2
2
2𝑎𝑘ℎ𝑏 𝑎 𝑘ℎ 𝑎𝑘ℎ 2𝑓𝑞 𝑎𝑘ℎ𝑏 2𝑎𝑘ℎ(𝑏 ) 𝑎 𝑘ℎ𝑏 𝑎 𝑘ℎ
+( 2
𝛼𝑒 − 𝛼𝑒𝑢 − 𝛼𝑒𝑢 − 𝛼𝑒𝑢 ) |∇𝑢|2
𝑢 𝑢
+ 𝛼𝑒 ( 2
− 3
+ 2
−
(𝑏 ) 𝑏 𝑏 𝑏 (𝑏 ) (𝑏 ) (𝑏 ) 𝑏
𝑎 𝑏 𝑎 𝑓 𝑓𝑏 𝑏 ℎ 2
+ (𝑏 − ) 𝑢𝑡2 + ( − − 𝑓𝑢 − ) 𝑢𝑡 (𝑎 ) 𝑘ℎ
𝑎 𝑎 𝑏 ℎ + ) |∇𝑢|2
𝑎𝑏
𝑓 𝑢 𝑓ℎ
+ 𝛼𝑒 + − 𝑓𝑡 .
𝑏 ℎ 1 𝑏 𝑎 𝑏
(21) − 𝛼𝑒𝑢 𝑎𝑘ℎ (
− 2
) |∇𝑢|2 + (𝑏 − ) 𝑢𝑡2
𝑏
(𝑏 ) 𝑎
So we have
𝑎𝑘ℎ 2𝑎 𝑘ℎ 2𝑓𝑞 2𝑎𝑘ℎ𝑏 𝑎 𝑓 𝑓𝑏 𝑓𝑢 𝑓 ℎ ℎ
Δ𝑃 + ( + − ) + 𝛼𝑒𝑢 ( − − + − ) + 𝑓 − 𝑓𝑡 .
𝑏 𝑏 𝑏 2 𝑎𝑏 (𝑏 )2 𝑏 𝑏 ℎ ℎ
(𝑏 )
(24)
𝑎ℎ
× (∇𝑢 ⋅ ∇𝑃) + (∇𝑘 ⋅ ∇𝑃) − 𝑃𝑡
𝑏
2 2
Namely,
𝑎𝑘ℎ𝑏 2𝑎𝑘ℎ(𝑏 )
𝑎 𝑘ℎ𝑏 (𝑎 ) 𝑘ℎ
=( − 2
+ − 𝑎 𝑘ℎ +
𝑏 (𝑏 ) 𝑏 𝑎 𝑎𝑘ℎ 𝑎 2𝑓𝑞 𝑎ℎ
Δ𝑃 + [(2𝑘ℎ( ) + ) ∇𝑢 + ∇𝑘] ⋅ ∇𝑃
𝑏 𝑏 𝑏 𝑏
2𝑏 𝑓𝑞
+ ) 𝑢𝑡 |∇𝑢|2 𝑓𝑏
𝑏 𝑎 ℎ
+{ 2
( ) +
(𝑏 ) 𝑎 𝑢 ℎ
2𝑎𝑘ℎ𝑏 𝑎 𝑘ℎ 𝑢 𝑎𝑘ℎ 𝑢 2𝑓𝑞 𝑢
+( 𝛼𝑒𝑢 − 𝛼𝑒 − 𝛼𝑒 − 𝛼𝑒 ) |∇𝑢|2
(𝑏 )
2 𝑏 𝑏 𝑏 1 𝑎 1
+ [𝑎𝑘ℎ( ( ) ) + 2𝑓𝑞 ( ) ] |∇𝑢|2 } 𝑃 − 𝑃𝑡
𝑎 𝑏 𝑏
𝑎 𝑏 𝑎 𝑓 𝑓𝑏 𝑏 ℎ
+ (𝑏 − ) 𝑢𝑡2 + ( − − 𝑓𝑢 − ) 𝑢𝑡
𝑎 𝑎 𝑏 ℎ 1 1
= −𝛼𝑒𝑢 {2𝑓𝑞 [( ) + ] + 𝑎𝑘ℎ
𝑏 𝑏
𝑓 𝑢 𝑓ℎ
+ 𝛼𝑒 + − 𝑓𝑡 .
𝑏 ℎ 1 𝑎 1 1 𝑎 1
(22) × [( ( ) + ) + ( ) + ]} |∇𝑢|2
𝑎 𝑏 𝑏 𝑎 𝑏 𝑏
Abstract and Applied Analysis 5
2
(𝑏 ) 𝑎 𝑎 = −𝛾(𝑢𝑏 ) 𝑢𝑡 + 𝛾𝛼𝑢𝑒𝑢
− ( ) 𝑢𝑡2 − 𝛼𝑒𝑢 2
𝑎 𝑏 (𝑏 ) 1 1
= −𝛾(𝑢𝑏 ) ( 𝑃 + 𝛼 𝑒𝑢 ) + 𝛾𝛼𝑢𝑒𝑢
2 𝑏 𝑏
[ 𝑓𝑏 𝑓𝑏 ℎ (𝑏 ) ] 𝑓
× ( ) − + − ℎ( ) . (𝑢𝑏 ) 𝑢𝑏 − (𝑢𝑏 )
𝑎 𝑢 𝑎 𝑎ℎ ℎ 𝑡 𝑢
[ ] = −𝛾 𝑃 + 𝛾𝛼𝑒 ,
𝑏 𝑏
(25)
on 𝜕𝐷 × (0, 𝑇) .
The assumptions (5) and (6) guarantee that the right-hand
(29)
side of (25) is nonnegative; that is,
𝑎𝑘ℎ 𝑎 2𝑓𝑞 𝑎ℎ Next, by using a part condition of (5) (𝑠𝑏 (𝑠)) ≥ 0, 𝑠𝑏 (𝑠) −
Δ𝑃 + [(2𝑘ℎ( ) + ) ∇𝑢 + ∇𝑘] ⋅ ∇𝑃
(𝑠𝑏 (𝑠)) ≤ 0 for any 𝑠 ∈ R+ , we can obtain
𝑏 𝑏 𝑏 𝑏
𝑓𝑏 𝜕𝑃
𝑎 ℎ ≤ 0,
𝜕𝑛 (𝑥0 ,𝑡0 )
+{ ( ) + (30)
2 𝑎 𝑢 ℎ
(𝑏 )
which contradicts with inequality (28). Thus, we know that
1 𝑎 1 the maximum of 𝑃 in 𝐷 × [0, 𝑇) is zero; that is,
+ [𝑎𝑘ℎ( ( ) ) + 2𝑓𝑞 ( ) ] |∇𝑢|2 } 𝑃 − 𝑃𝑡
𝑎 𝑏 𝑏
𝑃 ≤ 0, in 𝐷 × [0, 𝑇) . (31)
≥ 0, in 𝐷 × (0, 𝑇) .
(26) With (11), we know
= max {𝑏 (𝑢0 ) (𝑢0 )𝑡 − 𝛼𝑒𝑢0 } which implies that 𝑢 must be a global solution of (1). In fact,
𝐷 suppose that 𝑢 blows up at finite time 𝑇; then
= max {[∇ ⋅ (ℎ (0) 𝑘 (𝑥) 𝑎 (𝑢0 ) ∇𝑢0 ) lim 𝑢 (𝑥, 𝑡) = +∞.
𝐷
𝑡 → 𝑇−
(34)
+ 𝑓 (𝑥, 𝑢0 , 𝑞0 , 0)] − 𝛼𝑒𝑢0 } Passing to the limit as 𝑡 → 𝑇− in (33) yields
∇ ⋅ (ℎ (0) 𝑘 (𝑥) 𝑎 (𝑢0 ) ∇𝑢0 ) + 𝑓 (𝑥, 𝑢0 , 𝑞0 , 0) +∞
𝑏 (𝑠)
= max {𝑒𝑢0 [ ∫ 𝑑𝑠 ≤ 𝛼𝑇,
𝐷 𝑒𝑢0 𝑒𝑠
𝑢0 (𝑥)
−𝛼]} = 0.
+∞
𝑏 (𝑠) 𝑢0 (𝑥)
𝑏 (𝑠) +∞
𝑏 (𝑠)
∫ 𝑠
𝑑𝑠 = ∫ 𝑠
𝑑𝑠 + ∫ 𝑠
𝑑𝑠 (35)
𝑚0 𝑒 𝑚0 𝑒 𝑢0 (𝑥) 𝑒
(27)
𝑢0 (𝑥)
𝑏 (𝑠)
For 𝜕𝐷 × (0, 𝑇), we claim that 𝑃 cannot take a positive ≤∫ 𝑑𝑠 + 𝛼𝑇 < +∞,
maximum at any point (𝑥, 𝑡). In fact, suppose that 𝑃 can take 𝑚0 𝑒𝑠
a positive maximum at one point (𝑥0 , 𝑡0 ) ∈ 𝜕𝐷 × (0, 𝑇); then which contradicts with the condition (iii). This shows that 𝑢
𝜕𝑃 is global solution. Moreover, it follows from (33) that
𝑃 (𝑥0 , 𝑡0 ) > 0, > 0.
𝜕𝑛 (𝑥0 ,𝑡0 )
(28)
𝑢(𝑥,𝑡)
𝑏 (𝑠) 𝑢(𝑥,𝑡)
𝑏 (𝑠) 𝑢0 (𝑥)
𝑏 (𝑠)
∫ 𝑠
𝑑𝑠 = ∫ 𝑠
𝑑𝑠 − ∫ 𝑑𝑠
Combine (1) and (11) with (23); we have 𝑢0 (𝑥) 𝑒 𝑚0 𝑒 𝑚0 𝑒𝑠 (36)
𝜕𝑃 𝜕𝑢 𝜕𝑢 𝜕𝑢 = 𝐻 (𝑢 (𝑥, 𝑡)) − 𝐻 (𝑢0 (𝑥)) ≤ 𝛼𝑡.
= 𝑏 𝑢𝑡 + 𝑏 𝑡 − 𝛼𝑒𝑢
𝜕𝑛 𝜕𝑛 𝜕𝑛 𝜕𝑛
Since 𝐻 is an increasing function, we have
𝜕𝑢
= −𝛾𝑏 𝑢𝑢𝑡 + 𝑏 ( ) + 𝛾𝛼𝑢𝑒𝑢
𝜕𝑛 𝑡 𝑢 (𝑥, 𝑡) ≤ 𝐻−1 (𝛼𝑡 + 𝐻 (𝑢0 (𝑥))) . (37)
∇ ⋅ (ℎ (0) 𝑘 (𝑥) 𝑎 (𝑢0 ) ∇𝑢0 ) + f (𝑥, 𝑢0 , 𝑞0 , 0) It is seen from (38) and (39) that the right-hand side of (46)
𝛽 = min { } > 0, is nonpositive; that is,
𝐷 𝑒𝑢0
𝑎𝑘ℎ
2 Δ𝑄
𝑞0 = ∇𝑢0 . 𝑏
(41)
𝑎 2𝑓𝑞 𝑎ℎ
+ [(2𝑘ℎ(
) + ) ∇𝑢 + ∇𝑘] ⋅ ∇𝑄
Then the solution 𝑢 of problem (1) must blow up in finite 𝑏 𝑏 𝑏
time 𝑇, and
𝑎 𝑓𝑏 ℎ
+{ ( ) +
1 +∞ 𝑏 (𝑠) (𝑏 )
2 𝑎 𝑢 ℎ
𝑇≤ ∫ 𝑑𝑠,
𝛽 𝑀0 𝑒𝑠 (42)
1 𝑎 1
−1
𝑢 (𝑥, 𝑡) ≤ 𝐺 (𝛽 (𝑇 − 𝑡)) , (𝑥, 𝑡) ∈ 𝐷 × [0, 𝑇) , + [𝑎𝑘ℎ( ( ) ) +2𝑓𝑞 ( ) ] |∇𝑢|2 } 𝑄 − 𝑄𝑡
𝑎 𝑏 𝑏
where ≤ 0, in 𝐷 × (0, 𝑇) .
+∞ (47)
𝑏 (𝑠)
𝐺 (𝑧) = ∫ 𝑑𝑠, 𝑧 > 0, (43)
𝑧 𝑒𝑠 By applying maximum principle (see [17]), it follows from
(47) that 𝑄 can attain its nonpositive minimum only for
and 𝐺−1 is the inverse function of 𝐺. 𝐷 × {0} or 𝜕𝐷 × (0, 𝑇).
Abstract and Applied Analysis 7
For 𝐷 × {0}, with (41), we have By integrating inequality (51) over [𝑡, 𝑠] (0 < 𝑡 < 𝑠 < 𝑇), for
each fixed 𝑥, we obtain
min 𝑄 (𝑥, 0)
𝐷 𝐺 (𝑢 (𝑥, 𝑡)) ≥ 𝐺 (𝑢 (𝑥, 𝑡)) − 𝐺 (𝑢 (𝑥, 𝑠))
𝑢0
= min {𝑏 (𝑢0 ) (𝑢0 )𝑡 − 𝛽𝑒 } +∞
𝑏 (𝑠) +∞
𝑏 (𝑠)
𝐷 =∫ 𝑠
𝑑𝑠 − ∫ 𝑠
𝑑𝑠
𝑢(𝑥,𝑡) 𝑒 𝑢(𝑥,𝑠) 𝑒
= min {∇ ⋅ (ℎ (0) 𝑘 (𝑥) 𝑎 (𝑢0 ) ∇𝑢0 )
𝐷 𝑢(𝑥,𝑠)
𝑏 (𝑠) 𝑠
𝑏 (𝑢)
=∫ 𝑑𝑠 = ∫ 𝑢 𝑑𝑡 ≥ 𝛽 (𝑠 − 𝑡) .
+𝑓 (𝑥, 𝑢0 , 𝑞0 , 0) − 𝛽𝑒𝑢0 } 𝑢(𝑥,𝑡) 𝑒𝑠
𝑡 𝑒𝑢 𝑡
(56)
∇ ⋅ (ℎ (0) 𝑘 (𝑥) 𝑎 (𝑢0 ) ∇𝑢0 ) + 𝑓 (𝑥, 𝑢0 , 𝑞0 , 0)
= min{𝑒𝑢0 [ Hence, by letting 𝑠 → 𝑇, we have
𝐷 𝑒𝑢0
𝐺 (𝑢 (𝑥, 𝑡)) ≥ 𝛽 (𝑇 − 𝑡) . (57)
−𝛽]} = 0.
Since 𝐺 is a decreasing function, we obtain
(48)
𝑢 (𝑥, 𝑡) ≤ 𝐺−1 (𝛽 (𝑇 − 𝑡)) . (58)
For 𝜕𝐷 × (0, 𝑇), substituting 𝑃 and 𝛼 with 𝑄 and 𝛽 in (29),
respectively, we have The proof is completed.
𝜕𝑄 (𝑢𝑏 ) 𝑢𝑏 − (𝑢𝑏 ) 4. Applications
= −𝛾 𝑄 + 𝛾𝛽𝑒𝑢 , on 𝜕𝐷 × (0, 𝑇) .
𝜕𝑛 𝑏 𝑏 When ℎ(𝑡) ≡ 1, 𝑘(𝑥) ≡ 1, 𝑓(𝑥, 𝑢, 𝑞, 𝑡) = 𝑓(𝑢) or 𝑏(𝑢) = 𝑢,
(49)
ℎ(𝑡) ≡ 1, 𝑘(𝑥) ≡ 1, 𝑓(𝑥, 𝑢, 𝑞, 𝑡) = 𝑓(𝑢), or ℎ(𝑡) ≡ 1,
Combining (47)–(49) with condition (i), we can apply the 𝑘(𝑥) ≡ 1, 𝑎(𝑢) ≡ 1, 𝑓(𝑥, 𝑢, 𝑞, 𝑡) = 𝑓(𝑢), the conclusions
maximum principles again to obtain that the minimum of 𝑄 of Theorems 1 and 2 still hold true. In this sense, our results
extend and supplement the results in [14–16]. In what follows,
in 𝐷 × [0, 𝑇) is zero. Thus,
we present several examples to demonstrate the applications
of the abstract results.
𝑄 ≥ 0, in 𝐷 × [0, 𝑇) , (50)
Example 1. Let 𝑢 be a solution of the following problem:
𝑏 (𝑢)
𝑢 ≥ 𝛽. (51)
𝑒𝑢 𝑡 1 |𝑥|2
(𝑢𝑒𝑢 )𝑡 = ∇ ⋅ ( 𝑒 (1 + 𝑢) 𝑒𝑢 ∇𝑢)
1+𝑡
At the point 𝑥∗ ∈ 𝐷, where 𝑢0 (𝑥∗ ) = 𝑀0 , we can integrate
(51) from 0 to 𝑡 to get 1
+ (𝑒−𝑢 + 𝑒𝑞 ) (𝑒−𝑡 + |𝑥|2 ) , in 𝐷 × (0, 𝑇) ,
1+𝑡
∗
𝑡
𝑏 (𝑢) 𝑢(𝑥 ,𝑡)
𝑏 (𝑠) 𝜕𝑢
∫ 𝑢
𝑢𝑡 𝑑𝑡 = ∫ 𝑑𝑠 ≥ 𝛽𝑡, (52) + 2𝑢 = 0, on 𝜕𝐷 × (0, 𝑇) ,
0 𝑒 𝑀0 𝑒𝑠 𝜕𝑛
which implies that 𝑢 must blow up in finite time. Actually, if 𝑢 (𝑥, 0) = 2 − |𝑥|2 , in 𝐷,
𝑢 is a global solution of (1), then, for any 𝑡 > 0, (52) shows (59)
+∞
𝑏 (𝑠) 𝑢(𝑥 ∗
,𝑡)
𝑏 (𝑠) where 𝑞 = |∇𝑢|2 , 𝐷 = {𝑥 = (𝑥1 , 𝑥2 , 𝑥3 ) | |𝑥|2 < 1} is the unit
∫ 𝑑𝑠 ≥ ∫ 𝑑𝑠 ≥ 𝛽𝑡. (53) ball of R3 . Now we have
𝑀0 𝑒𝑠 𝑀0 𝑒𝑠
1
Letting 𝑡 → +∞ in (53), we have 𝑏 (𝑢) = 𝑢𝑒𝑢 , ℎ (𝑡) = ,
1+𝑡
2
+∞
𝑏 (𝑠) 𝑘 (𝑥) = 𝑒|𝑥| , 𝑎 (𝑢) = (1 + 𝑢) 𝑒𝑢 , 𝛾 = 2,
∫ 𝑑𝑠 = +∞, (54) (60)
𝑀0 𝑒𝑠
1
𝑓 (𝑥, 𝑢, 𝑞, 𝑡) = (𝑒−𝑢 + 𝑒𝑞 ) (𝑒−𝑡 + |𝑥|2 ) ,
which contradicts with assumption (40). This shows that 𝑢 1+𝑡
must blow up in finite time 𝑡 = 𝑇. Moreover, letting 𝑡 → 𝑇 𝑢0 (𝑥) = 2 − |𝑥|2 .
in (52), we have
In order to determine the constant 𝛼, we assume
1 +∞ 𝑏 (𝑠)
𝑇≤ ∫ 𝑑𝑠. (55)
𝛽 𝑀0 𝑒𝑠 𝑠 = |𝑥|2 , (61)
8 Abstract and Applied Analysis
2 1 +∞ 𝑏 (𝑠)
= −1 + √18.6955𝑡 + (1 + 𝑢0 (𝑥))
2
𝑇≤ ∫ 𝑑𝑠
(63) 𝛽 𝑀0 𝑒𝑠
+∞
= −1 + √ 18.6955𝑡 + (3 − |𝑥|2 ) .
2 2 1 1 1 (68)
= ∫ (1 + ) 𝑠 𝑑𝑠 = 0.04641,
3.96997 2 𝑠 𝑒
𝑢 (𝑥, 𝑡) ≤ 𝐺−1 (𝛽 (𝑇 − 𝑡)) = 𝐺−1 (3.96997 (𝑇 − 𝑡)) ,
Example 2. Let 𝑢 be a solution of the following problem:
where
2 1 +∞
𝑏 (𝑠) +∞
1 1
(𝑢 + ln 𝑢)𝑡 = ∇ ⋅ ((1 + 𝑡) 𝑒−|𝑥| (1 + ) ∇𝑢) 𝐺 (𝑧) = ∫ 𝑑𝑠 = ∫ (1 + ) 𝑠 𝑑𝑠, 𝑧 ≥ 0, (69)
𝑢 𝑧 𝑒𝑠
𝑧 𝑠 𝑒
+ (1 + 𝑡) (𝑒𝑢 − 𝑒−𝑞 ) (6 + 𝑡|𝑥|2 ) , and 𝐺−1 is the inverse function of 𝐺.
in 𝐷 × (0, 𝑇) , (64)
Conflict of Interests
𝜕𝑢
+ 2𝑢 = 0, on 𝜕𝐷 × (0, 𝑇) , The authors declare that there is no conflict of interests
𝜕𝑛
regarding the publication of this paper.
𝑢 (𝑥, 0) = 2 − |𝑥|2 , in 𝐷,
Acknowledgments
2 2
where 𝑞 = |∇𝑢| , 𝐷 = {𝑥 = (𝑥1 , 𝑥2 , 𝑥3 ) | |𝑥| < 1} is the unit The authors especially thank the reviewers for their very
ball of R3 . Now we have useful suggestions. The research was partially supported
by the National Natural Science Foundation of China (no.
𝑏 (𝑢) = 𝑢 + ln 𝑢, ℎ (𝑡) = 1 + 𝑡, 61250011) and the Science Foundation of Shanxi Province
(no. 2012011004-4) and Postdoctoral Science Foundation (no.
2 1 2012M510786).
𝑘 (𝑥) = 𝑒−|𝑥| , 𝑎 (𝑢) = 1 + , 𝛾 = 2,
𝑢 (65)
𝑓 (𝑥, 𝑢, 𝑞, 𝑡) = (1 + 𝑡) (𝑒𝑢 − 𝑒−𝑞 ) (6 + 𝑡|𝑥|2 ) , References
[1] A. Constantin and J. Escher, “Well-posedness, global existence,
𝑢0 (𝑥) = 2 − |𝑥|2 . and blowup phenomena for a periodic quasi-linear hyperbolic
equation,” Communications on Pure and Applied Mathematics,
vol. 51, no. 5, pp. 475–504, 1998.
In order to determine the constant 𝛽, we assume [2] J. M. Chadam, A. Peirce, and H. Yin, “The blowup property of
solutions to some diffusion equations with localized nonlinear
reactions,” Journal of Mathematical Analysis and Applications,
𝑠 = |𝑥|2 , (66) vol. 169, no. 2, pp. 313–328, 1992.
Abstract and Applied Analysis 9
Research Article
Bifurcation Analysis of a Lotka-Volterra Mutualistic
System with Multiple Delays
Received 18 April 2014; Revised 15 June 2014; Accepted 16 June 2014; Published 14 August 2014
Copyright © 2014 X.-Y. Meng and H.-F. Huo. This is an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly
cited.
A class of Lotka-Volterra mutualistic system with time delays of benefit and feedback delays is introduced. By analyzing the
associated characteristic equation, the local stability of the positive equilibrium and existence of Hopf bifurcation are obtained
under all possible combinations of two or three delays selecting from multiple delays. Not only explicit formulas to determine
the properties of the Hopf bifurcation are shown by using the normal form method and center manifold theorem, but also the
global continuation of Hopf bifurcation is investigated by applying a global Hopf bifurcation result due to Wu (1998). Numerical
simulations are given to support the theoretical results.
where 𝑥(𝑡) and 𝑦(𝑡) can be interpreted as the popula- In general, the delays appearing in different terms of
tion densities of the prey and the predator at the time 𝑡, an ecological system are not equal. Therefore, it is more
respectively, and 𝜏1 and 𝜏2 denote the hunting delay and realistic to consider dynamical system with different delays.
the time of predator maturation. In [7], taking the single Motivated by the references [6, 9, 17], we consider the
delay, 𝜏2 , as a parameter and assuming the ratio 𝜏1 /𝜏2 to be following two-species Lotka-Volterra mutualistic system with
constant, the author studied the properties of the local Hopf multiple delays:
bifurcation. Song et al. [8] obtained the properties of the local
Hopf bifurcation as well as the global existence of periodic 𝑥̇(𝑡) = 𝑥 (𝑡) [𝑏1 − 𝑎11 𝑥 (𝑡 − 𝜏1 ) + 𝑎12 𝑦 (𝑡 − 𝜏2 )] ,
(6)
solutions by choosing the sum 𝜏 = 𝜏1 + 𝜏2 as a bifurcation 𝑦̇(𝑡) = 𝑦 (𝑡) [𝑏2 + 𝑎21 𝑥 (𝑡 − 𝜏3 ) − 𝑎22 𝑦 (𝑡 − 𝜏4 )] ,
parameter. Yan and Li [9] considered the following delayed
predator-prey system: where 𝑥(𝑡) and 𝑦(𝑡) are the densities of two species at the time
𝑡 and 𝑏1 and 𝑏2 are the intrinsic growth rates of the two species.
𝑥̇(𝑡) = 𝑥 (𝑡) [𝑟1 − 𝑎11 𝑥 (𝑡 − 𝜏) − 𝑎12 𝑦 (𝑡)] , 𝜏1 is the feedback delay of one species to its grow and 𝜏4 is
(3) the feedback delay of the other species; 𝜏2 and 𝜏3 are the time
𝑦̇(𝑡) = 𝑦 (𝑡) [−𝑟2 + 𝑎21 𝑥 (𝑡) − 𝑎22 𝑦 (𝑡 − 𝜏)] , delays of the benefit. The coefficients 𝑏𝑖 , 𝑎𝑖𝑗 (𝑖, 𝑗 = 1, 2) are all
positive constants and 𝜏𝑖 (𝑖 = 1, 2, 3, 4) ≥ 0. In addition, we
where 𝜏 denotes the feedback time delay of prey species to would like to mention the work of F. Q. Zhang and Y. J. Zhang
the growth of species itself, and also for the predator. They [19], who considered the system (6) only with 𝜏1 = 𝜏4 = 𝜏 and
found that the unique positive equilibrium of system (3) will 𝜏2 +𝜏3 = 2𝜏. In fact, feedback delay on different species should
no longer be absolutely stable and the switches from stability not be same, and the benefit period should not be equal to
to instability to stability disappear as the feedback time delay the feedback time delay. Thus, how does every delay or the
increases monotonously from zero, which had been obtained combined two or three delays of the above four delays have
for system (3) by Song and Wei [12]. an effect on the dynamics of system (6)? The purpose of this
However, the research for cooperative systems with time paper is to answer this question partially.
delays is still relatively little because delays in mutualistic sys- This paper is organized as follows. In Section 2, by analyz-
tems usually deprive the boundedness and persistence in [13]. ing the characteristic equation of linearized system of system
But time delays in prey-predator and competitive systems do (6) at the positive equilibrium, some sufficient conditions
not harm these properties [3, 14, 15]. Two species cohabit ensuring the local stability of the positive equilibrium and
a common habitat and each species enhances the average the existence of Hopf bifurcation are obtained. Some explicit
growth rate of the other; this type of ecological interaction formulas determining the direction and stability of periodic
is known as facultative mutualism. Mutual phenomenon can solutions bifurcating from Hopf bifurcations are given by
increase viability and make species persistently multiply. As applying the normal form method and center manifold
far as we know, the research on mutual system is less than theory due to Hassard et al. [20] in Section 3. In Section 4,
prey-predator system and competitive system. At present, the we show the global existence of the periodic solutions due
known results of mutual system mainly focus on stability and to a global Hopf bifurcation result of Wu [21] for functional
persistence [16, 17]. Research on the ecologic system stability differential equations. To support our theoretical predictions,
of positive equilibrium and existence of periodic solutions some numerical simulations are included in Section 5. A brief
is very crucial, which can help us to realize the law for discussion is also given in the last section.
species quantity and predict the trend for species quantity. In
1997, He and Gopalsamy [17] considered the Lotka-Volterra
mutualistic system with delay 2. Local Stability and Hopf Bifurcation
𝑥̇(𝑡) = 𝑥 (𝑡) [𝑏1 − 𝑎11 𝑥 (𝑡 − 𝜏) + 𝑎12 𝑦 (𝑡 − 𝜏)] , For convenience, letting 𝑥 = (𝑎11 /𝑏1 )𝑥, 𝑦 = (𝑎22 /𝑏2 )𝑦 and
(4) dropping the bars for simplification of notation, system (6) is
𝑦̇(𝑡) = 𝑦 (𝑡) [𝑏2 + 𝑎21 𝑥 (𝑡 − 𝜏) − 𝑎22 𝑦 (𝑡 − 𝜏)] , transformed into
𝑥̇(𝑡) = 𝑟1 𝑥 (𝑡) [1 − 𝑥 (𝑡 − 𝜏1 ) + 𝑎𝑦 (𝑡 − 𝜏2 )] ,
and obtained the stability of the positive equilibrium and the (7)
existence of Hopf bifurcation when 𝑎11 𝑎22 > 𝑎12 𝑎21 . Meng 𝑦̇(𝑡) = 𝑟2 𝑦 (𝑡) [1 + 𝑏𝑥 (𝑡 − 𝜏3 ) − 𝑦 (𝑡 − 𝜏4 )] ,
and Wei [18] studied the following system with delay:
where 𝑟1 = 𝑏1 , 𝑟2 = 𝑏2 , 𝑎 = 𝑎12 𝑏2 /𝑎22 𝑏1 , and 𝑏 = 𝑎21 𝑏1 /𝑎11 𝑏2 .
𝑥 (𝑡 − 𝜏) From the point view of biological meaning, we are inter-
𝑥̇(𝑡) = 𝑟1 𝑥 (𝑡) [1 − ] + 𝑎𝑥 (𝑡) 𝑦 (𝑡) , ested in the positive equilibrium. It is obvious that system (7)
𝑘1
(5) has a unique positive equilibrium 𝐸∗ (𝑥∗ , 𝑦∗ ) defined by
𝑦 (𝑡 − 𝜏)
𝑦̇(𝑡) = 𝑟2 𝑦 (𝑡) [1 − ] + 𝑏𝑥 (𝑡) 𝑦 (𝑡) , 1+𝑎 1+𝑏
𝑘2 𝑥∗ = , 𝑦∗ = , (8)
1 − 𝑎𝑏 1 − 𝑎𝑏
where 𝑎 and 𝑏 are the rates of transmission between two provided that the following condition
species. They found that there are stability switches and Hopf
(H1) 0 < 𝑎𝑏 < 1
bifurcation occurring when the delay 𝜏 passes through a
sequence of critical values. is satisfied.
Abstract and Applied Analysis 3
Next, we will consider the stability of the positive equilib- Let 𝜔𝑖 (𝜔 > 0) be the root of (13). Substituting it into (13)
rium and the existence of Hopf bifurcation. and separating the real and imaginary parts, we have
Letting 𝑢1 (𝑡) = 𝑥(𝑡) − 𝑥∗ , 𝑢2 (𝑡) = 𝑦(𝑡) − 𝑦∗ , system (7)
can be transformed into −𝛼2 𝛼3 cos 𝜔𝜏2 = 𝜔2 − 𝛼1 𝛼4 ,
∗ (15)
𝑢̇
1 (𝑡) = 𝑟1 (𝑢1 (𝑡) + 𝑥 ) [−𝑢1 (𝑡 − 𝜏1 ) + 𝑎𝑢2 (𝑡 − 𝜏2 )] , 𝛼2 𝛼3 sin 𝜔𝜏2 = (𝛼1 + 𝛼4 ) 𝜔.
(9)
∗
𝑢̇
2 (𝑡) = 𝑟2 (𝑢2 (𝑡) + 𝑦 ) [𝑏𝑢1 (𝑡 − 𝜏3 ) − 𝑢2 (𝑡 − 𝜏4 )] .
It follows that
Linearizing system (9) at (0, 0) and rewriting 𝑢1 , 𝑢2 as 𝑥, 𝑦, 2 2
system (9) is rewritten as 𝜔4 + (𝛼12 + 𝛼42 ) 𝜔2 + (𝛼1 𝛼4 ) − (𝛼2 𝛼3 ) = 0. (16)
𝑥̇(𝑡) = 𝛼1 𝑥 (𝑡 − 𝜏1 ) + 𝛼2 𝑦 (𝑡 − 𝜏2 ) , Equation (16) does not have positive root since 𝛼12 +𝛼42 > 0 and
(10)
𝑦̇(𝑡) = 𝛼3 𝑥 (𝑡 − 𝜏3 ) + 𝛼4 𝑦 (𝑡 − 𝜏4 ) , (𝛼1 𝛼4 )2 − (𝛼2 𝛼3 )2 = (𝑟1 𝑟2 𝑥∗ 𝑦∗ )2 (1 + 𝑎𝑏)(1 − 𝑎𝑏) > 0. Thus,
Hopf bifurcation does not occur at the positive equilibrium
where 𝛼1 = −𝑟1 𝑥∗ , 𝛼2 = 𝑎𝑟1 𝑥∗ , 𝛼3 = 𝑏𝑟2 𝑦∗ , and 𝛼4 = −𝑟2 𝑦∗ . 𝐸∗ of system (7).
The associated characteristic equation of system (10) with
𝜏1 = 𝜏2 = 𝜏3 = 𝜏4 = 0 is Case 1B. Consider 𝜏2 = 0, 𝜏3 ≠0. Equation (12) is written in
the form
𝜆2 − (𝛼1 + 𝛼4 ) 𝜆 + 𝛼1 𝛼4 − 𝛼2 𝛼3 = 0. (11)
𝜆2 − (𝛼1 + 𝛼4 ) 𝜆 + 𝛼1 𝛼4 − 𝛼2 𝛼3 𝑒−𝜆𝜏3 = 0. (17)
It is obvious that 𝜆 = 0 is not the root of (11). All roots of (11)
have negative real parts since −(𝛼1 + 𝛼4 ) = 𝑟1 𝑥∗ + 𝑟2 𝑦∗ > 0 Equation (17) is similar to (13). Thus, Hopf bifurcation also
and 𝛼1 𝛼4 − 𝛼2 𝛼3 = 𝑟1 𝑟2 𝑥∗ 𝑦∗ (1 − 𝑎𝑏) > 0 if (H1) holds. So, the does not occur at the positive equilibrium 𝐸∗ of system (7).
equilibrium point 𝐸∗ (𝑥∗ , 𝑦∗ ) is locally asymptotically stable We omit the corresponding proof.
when (H1) holds.
Case 1C. Consider 𝜏2 = 𝜏3 = 𝜏. Equation (12) is written in the
2.1. Only Considering 𝜏2 and 𝜏3 . The characteristic equation form
of system (10) with 𝜏1 = 𝜏4 = 0 is
𝜆2 − (𝛼1 + 𝛼4 ) 𝜆 + 𝛼1 𝛼4 − 𝛼2 𝛼3 𝑒−2𝜆𝜏 = 0. (18)
2 −𝜆(𝜏2 +𝜏3 )
𝜆 − (𝛼1 + 𝛼4 ) 𝜆 + 𝛼1 𝛼4 − 𝛼2 𝛼3 𝑒 = 0. (12)
Equation (18) is also similar to (16). Thus, Hopf bifurcation
In the following, we will discuss the distribution of roots of does not occur at the positive equilibrium 𝐸∗ of system (7).
(12) while 𝜏2 and 𝜏3 are given different values.
When 𝜏2 = 0 and 𝜏3 = 0, (12) becomes (11). Thus, Case 1D. Consider 𝜏2 ∈ (0, +∞) and 𝜏3 ≠0. Let 𝜔𝑖 (𝜔 > 0)
the positive equilibrium 𝐸∗ (𝑥∗ , 𝑦∗ ) is locally asymptotically be a root of (12). We can obtain the following form by giving
stable when (H1) holds. the value 𝜏2 = 𝜏2∗ ∈ (0, +∞) and regarding 𝜏3 as a parameter:
Case 1A. Consider 𝜏2 ≠0, 𝜏3 = 0. Equation (12) can be written 𝛼2 𝛼3 cos 𝜔𝜏2∗ sin 𝜔𝜏3 + 𝛼2 𝛼3 sin 𝜔𝜏2∗ cos 𝜔𝜏3
in the form
= (𝛼1 + 𝛼4 ) 𝜔,
𝜆2 − (𝛼1 + 𝛼4 ) 𝜆 + 𝛼1 𝛼4 − 𝛼2 𝛼3 𝑒−𝜆𝜏2 = 0. (13)
(19)
− 𝛼2 𝛼3 cos 𝜔𝜏2∗ cos 𝜔𝜏3 + 𝛼2 𝛼3 sin 𝜔𝜏2∗ sin 𝜔𝜏3
We first introduce the following result which was proved
by Ruan and Wei [22] using Rouch’s theorem.
= 𝜔2 − 𝛼1 𝛼4 .
Lemma 1. Consider the exponential polynomial
It follows that
−𝜆𝜏1 −𝜆𝜏𝑚
𝑃 (𝜆, 𝑒 ,...,𝑒 ) 2 2
𝜔4 + (𝛼12 + 𝛼42 ) 𝜔2 + (𝛼1 𝛼4 ) − (𝛼2 𝛼3 ) = 0. (20)
𝑛
=𝜆 + 𝑝10 𝜆𝑛−1 + ⋅⋅⋅ + 0
𝑝𝑛−1 𝜆 + 𝑝𝑛0
(14) It is obvious that Hopf bifurcation does not occur at the
+ [𝑝11 𝜆𝑛−1 + ⋅ ⋅ ⋅ + 𝑝𝑛−1
1
𝜆 + 𝑝𝑛1 ] 𝑒−𝜆𝜏1 + ⋅ ⋅ ⋅ positive equilibrium 𝐸∗ of system (7) according to (16).
When 𝜏1 = 0, 𝜏4 = 0, (21) becomes (11) and the For simplifying, define 𝜔+ as 𝜔 and 𝜏𝑗 as 𝜏1 , and we can
equilibrium 𝐸∗ (𝑥∗ , 𝑦∗ ) is locally asymptotically stable when obtain
(H1) holds.
d (Re 𝜆)
sign { | }
Case 2A. Consider 𝜏1 ≠0, 𝜏4 = 0. Equation (21) is written as d𝜏 𝜏=𝜏10
follows:
d𝜆 −1
= sign {Re ( ) |𝜏=𝜏10 }
d𝜏
𝜆2 − 𝛼4 𝜆 − 𝛼2 𝛼3 + (−𝛼1 𝜆 + 𝛼1 𝛼4 ) 𝑒−𝜆𝜏1 = 0. (22)
2𝜆 − 𝛼4 − 𝛼1 𝑒−𝜆𝜏 𝜏
Let 𝜔𝑖 (𝜔 > 0) be the root of (22), and we have that = sign {Re [ −𝜆𝜏
− 1] }
𝜆 (−𝛼1 𝜆 + 𝛼1 𝛼4 ) 𝑒 𝜆 𝜏=𝜏
10
Lemma 2. the following transversality condition is satisfied: 𝜆2 − 𝛼2 𝛼3 − (𝛼1 + 𝛼4 ) 𝜆𝑒−𝜆𝜏 + 𝛼1 𝛼4 𝑒−2𝜆𝜏 = 0. (31)
Multiplying the 𝑒𝜆𝜏 into the both sides of (31) and letting 𝜆 =
𝑑Re (𝜆)
| > 0. (26) 𝜔𝑖 (𝜔 > 0) to be the root of (31), we have that
𝑑𝜏 𝜆=𝜔0 𝑖
(𝛼1 𝛼4 − 𝛼2 𝛼3 − 𝜔2 ) cos 𝜔𝜏 = 0,
Proof. This will show that there exists at least one eigenvalue (32)
with positive real part for 𝜏 > 𝜏10 . Moreover, the conditions − (𝛼1 𝛼4 + 𝛼2 𝛼3 + 𝜔2 ) sin 𝜔𝜏 = (𝛼1 + 𝛼4 ) 𝜔.
for the existence of a Hopf bifurcation [15, 22] are satisfied to
yield a periodic solution. Differentiating (22) with respect to Suppose that 𝛼1 𝛼4 − 𝛼2 𝛼3 − 𝜔2 = 0. We have
𝜏1 , it follows that 𝜔+
= √𝑟1 𝑟2 𝑥∗ 𝑦∗ (1 − 𝑎𝑏) when (H1) holds. From the
second equation of (32), we can get sin 𝜔𝜏 = (𝑟1 𝑥∗ +
2𝜆
d𝜆
− 𝛼4
d𝜆
− 𝛼1 𝑒−𝜆𝜏1
d𝜆 𝑟2 𝑦∗ )√1 − 𝑎𝑏/2√𝑟1 𝑟2 𝑥∗ 𝑦∗ > 0. Thus, we can get 𝜏(𝑗) =
d𝜏1 d𝜏1 d𝜏1 (1/𝜔+ ){arc sin((𝑟1 𝑥∗ + 𝑟2 𝑦∗ )√1 − 𝑎𝑏/(2√𝑟1 𝑟2 𝑥∗ 𝑦∗ )) + 2𝑗𝜋},
(27)
d𝜆 𝑗 = 0, 1, 2, . . .. Define 𝜏01 = 𝜏𝑗(0) = min{𝜏(𝑗) , 𝑗 = 0, 1, 2, . . .},
−𝜆𝜏1 0
+ (−𝛼1 𝜆 + 𝛼1 𝛼4 ) 𝑒 (−𝜆 − 𝜏1 ) = 0, 𝜔0 = 𝜔𝑗0 . Let 𝜆(𝜏) = 𝜉(𝜏) + 𝜔(𝜏)𝑖 be the root of (31) near
d𝜏1
𝜏 = 𝜏01 , satisfying 𝜉(𝜏01 ) = 0, 𝜔(𝜏01 ) = 𝜔0 . Further, (31) has a
which implies that pair of purely imaginary roots ±𝜔+ 𝑖.
If 𝛼1 𝛼4 − 𝛼2 𝛼3 − 𝜔2 ≠0, then cos 𝜔𝜏 = 0. If sin 𝜔𝜏 = 1,
then the second equation of (32) becomes
d𝜆 −1 2𝜆 − 𝛼4 − 𝛼1 𝑒−𝜆𝜏1 𝜏
( ) = − 1. (28)
d𝜏1 𝜆 (−𝛼1 𝜆 + 𝛼1 𝛼4 ) 𝑒−𝜆𝜏1 𝜆 𝜔2 + (𝛼1 + 𝛼4 ) 𝜔 + 𝛼1 𝛼4 + 𝛼2 𝛼3 = 0. (33)
Abstract and Applied Analysis 5
Denote 𝑔(𝜔) = 𝑐20 (𝜔) + 𝑐21 (𝜔) sin 𝜔𝜏10 . It is obvious In the following, we will discuss the distribution of roots of
that lim𝜔 → ∞ 𝑔(𝜔) = ∞ and 𝑔(0) = (𝛼2 𝛼3 )2 − (𝛼1 𝛼4 )2 < (43) while 𝜏1 and 𝜏3 are given different values.
0 when (H1) holds. Without loss of generality, we assume When 𝜏1 = 0, 𝜏3 = 0, (43) becomes (11) and the
that (39) has at least finite positive roots, which are defined equilibrium 𝐸∗ (𝑥∗ , 𝑦∗ ) is locally asymptotically stable when
by 𝜔41 , 𝜔42 , . . . , 𝜔4𝑘 . From (38), for every fixed 𝜔4𝑖 (𝑖 = (H1) holds.
1, 2, . . . , 𝑘), we have
Case 3A. Consider 𝜏1 ≠ 0, 𝜏3 = 0. Equation (43) can be
(𝑗)
𝜏4𝑖 written in the form
d𝜆 (𝜏4 )
−1
𝑃 𝑄 + 𝑃1𝐼 𝑄1𝐼 Suppose that 𝜆 = 𝜔𝑖 (𝜔 > 0) is the root of (46) and we have
sign {Re [ ] } = − sign { 1𝑅 21𝑅 2
}, that
d𝜏4 𝜏 =𝜏 𝑄1𝑅 + 𝑄1𝐼
4 4∗
(41) (𝛼1 𝛼4 − 𝛼2 𝛼3 ) cos 𝜔𝜏 − 𝛼1 𝜔 sin 𝜔𝜏 = 𝜔2 ,
(47)
where (𝛼1 𝛼4 − 𝛼2 𝛼3 ) sin 𝜔𝜏 + 𝛼1 𝜔 cos 𝜔𝜏 = −𝛼4 𝜔.
𝑃1𝑅 = 𝛼1 𝜏10 sin 𝜔4∗ 𝜏10 − 𝛼1 cos 𝜔4∗ 𝜏10 − 𝛼4 cos 𝜔4∗ 𝜏4∗ It obtains that
2
− 𝛼1 𝛼4 𝜏10 cos 𝜔4∗ (𝜏10 + 𝜏4∗ ) , 𝜔4 + (𝛼42 − 𝛼12 ) 𝜔2 − (𝛼1 𝛼4 − 𝛼2 𝛼3 ) = 0. (48)
𝑃1𝐼 = 2𝜔4∗ + 𝛼1 sin 𝜔4∗ 𝜏10 + 𝛼1 𝜏10 𝜔4∗ cos 𝜔4∗ 𝜏10 It is obvious that (48) has only one positive root 𝜔+ =
(42) [(1/2)(𝛼12 − 𝛼42 + √(𝛼42 − 𝛼12 )2 + 4(𝛼1 𝛼4 − 𝛼2 𝛼3 )2 )]1/2 . From
+ 𝛼4 sin 𝜔4∗ 𝜏4∗ + 𝛼1 𝛼4 𝜏10 sin 𝜔4∗ (𝜏10 + 𝜏4∗ ) ,
(47), we obtain that
2
𝑄1𝑅 = −𝛼1 (𝜔4∗ ) cos 𝜔4∗ 𝜏10 , 1 −𝛼2 𝛼3 𝜔+2
𝜏(𝑗) = {𝑎𝑟𝑐 cos 2
+ 2𝑗𝜋} ,
3 2 𝜔+ 𝛼12 𝜔+2 + (𝛼1 𝛼4 − 𝛼2 𝛼3 )
𝑄1𝐼 = (𝜔4∗ ) + 𝛼2 𝛼3 𝜔4∗ + 𝛼1 (𝜔4∗ ) sin 𝜔4∗ 𝜏10 . (49)
(H2) 𝑃1𝑅 𝑄1𝑅 + 𝑃1𝐼 𝑄1𝐼 < 0 Equation (46) has a pair of purely imaginary roots ±𝜔+ 𝑖.
Define 𝜏03 = 𝜏+(0) = min{𝜏(𝑗) , 𝑗 = 0, 1, 2, . . .}, 𝜔0 = 𝜔+ . Let
holds, then the following results on stability and bifurcation
of system (7) are obtained by the general Hopf bifurcation 𝜆(𝜏) = 𝜉(𝜏) + 𝜔(𝜏)𝑖 be the root of (46) near 𝜏 = 𝜏(𝑗) satisfying
theorem for FDEs in Hale [14]. 𝜉(𝜏(𝑗) ) = 0, 𝜔(𝜏(𝑗) ) = 𝜔0 .
Theorem 8. For system (7), suppose that (H1) and (H2) Lemma 9. If the condition (H1) holds, then the following
hold and 𝜏10 ∈ [0, 𝜏10 ). Then, system (7) undergoes a Hopf transversality condition is satisfied:
bifurcation at the positive equilibrium 𝐸∗ when 𝜏4 = 𝜏4∗ . That
𝑑 (Re 𝜆)
is, system (7) has a branch of periodic solution bifurcation from | > 0. (50)
the zero solution near 𝜏4 = 𝜏4∗ . 𝑑𝜏 𝜏=𝜏03
Proof. Differentiating (46) with respect to 𝜏 and noticing that
2.3. Only Considering 𝜏1 and 𝜏3 . The characteristic equation 𝜆 is a function of 𝜏, we can obtain that
of system (7) with 𝜏2 = 𝜏4 = 0 is
d (Re 𝜆) −1 2𝜆 − 𝛼4 − 𝛼1 𝑒−𝜆𝜏 𝜏
( ) = − . (51)
𝜆2 − 𝛼4 𝜆 + (−𝛼1 𝜆 + 𝛼1 𝛼4 ) 𝑒−𝜆𝜏1 − 𝛼2 𝛼3 𝑒−𝜆𝜏3 = 0. (43) d𝜏 𝜆 (−𝛼1 𝜆 + 𝛼1 𝛼4 − 𝛼2 𝛼3 ) 𝑒−𝜆𝜏 𝜆
Abstract and Applied Analysis 7
For simplifying, define 𝜔+ as 𝜔 and 𝜏(𝑗) as 𝜏, and we can obtain and then ±𝜔3𝑖 𝑖 are a pair of purely imaginary roots of (43). Let
(𝑗)
d (Re 𝜆) 𝜏3∗ = 𝜏3(0) = min{𝜏3𝑖 | 𝑖 = 1, 2, . . . , 𝑘, 𝑗 = 1, 2, . . .}, 𝜔3∗ = 𝜔3𝑖 .
sign { | } 𝑖
d𝜏 𝜏=𝜏03 When 𝜏3 = 𝜏3∗ , (43) has a pair of purely imaginary roots ±𝜔3∗ 𝑖
for 𝜏1∗ ∈ [0, 𝜏10 ). Let 𝜆(𝜏) = 𝜉(𝜏) + 𝜔(𝜏)𝑖 be the root of (43)
d𝜆 −1 near 𝜏 = 𝜏3∗ satisfying 𝜉(𝜏3∗ ) = 0, 𝜔(𝜏3∗ ) = 𝜔3∗ .
= sign {Re ( ) |𝜏=𝜏03 }
d𝜏 In the following, differentiating Equation (43) with
respect to 𝜏3 and substituting 𝜏3 = 𝜏3∗ , we get
2𝜆 − 𝛼4 − 𝛼1 𝑒−𝜆𝜏 𝜏
= sign {Re [ − ] } d𝜆 (𝜏) −1 𝑃 𝑄 + 𝑃2𝐼 𝑄2𝐼
𝜆 (−𝛼1 𝜆 + 𝛼1 𝛼4 − 𝛼2 𝛼3 ) 𝑒−𝜆𝜏 𝜆 𝜏=𝜏 sign {Re [ ] } = − sign { 2𝑅 22𝑅 2
},
03
d𝜏3 𝜆=𝜔∗ 𝑖
3
𝑄2𝑅 + 𝑄2𝐼
1 (56)
= sign {( ) (𝛼12 𝜔4 + 2 (𝛼1 𝛼4 − 𝛼2 𝛼3 ) 𝜔2
𝜔2
where
2
+ 𝛼42 (𝛼1 𝛼4 − 𝛼2 𝛼3 ) ) 𝑃2𝑅 = 𝛼4 + 𝛼1 𝜏1∗ 𝜔3∗ sin 𝜔3∗ 𝜏1∗ − (𝛼1 + 𝛼1 𝛼4 𝜏1∗ ) cos 𝜔3∗ 𝜏1∗ ,
× ([𝛼1 𝜔2 − 𝛼4 (𝛼2 𝛼3 − 𝛼1 𝛼4 )]
2
𝑃2𝐼 = 2𝜔3∗ + 𝛼1 𝜏1∗ 𝜔3∗ cos 𝜔3∗ 𝜏1∗ + (𝛼1 + 𝛼1 𝛼4 𝜏1∗ ) sin 𝜔3∗ 𝜏1∗ ,
2 2
2 −1 𝑄2𝑅 = − 𝛼4 (𝜔3∗ ) + 𝛼1 (𝜔3∗ ) cos 𝜔3∗ 𝜏1∗ + 𝛼1 𝛼4 𝜔3∗ sin 𝜔3∗ 𝜏1∗ ,
+ (2𝛼1 𝛼4 − 𝛼2 𝛼3 ) 𝜔2 ) } .
3 2
(52) 𝑄2𝐼 = − (𝜔3∗ ) + 𝛼1 𝛼4 𝜔∗ cos 𝜔3∗ 𝜏1∗ − 𝛼1 (𝜔3∗ ) sin 𝜔3∗ 𝜏1∗ .
(57)
Thus, if the condition (H1) holds, the transversality condition
is satisfied. This ends the proof. Assume that
(H4) 𝑃2𝑅 𝑄2𝑅 + 𝑃2𝐼 𝑄2𝐼 < 0.
Theorem 10. For system (7), if (H1) holds, then there exists
a positive number 𝜏03 such that the interior equilibrium 𝐸∗ is Therefore, by the general Hopf bifurcation theorem for
locally asymptotically stable for 0 < 𝜏 < 𝜏03 and unstable for FDEs in Hale [14], we have the following results on stability
𝜏 > 𝜏03 . Further, system (7) undergoes a Hopf bifurcation at the and bifurcation of system (7).
equilibrium 𝐸∗ for 𝜏 = 𝜏03 .
Theorem 11. For system (7), suppose that (H1), (H3), and (H4)
Case 3D. Consider 𝜏1∗ ∈ [0, 𝜏10 ) and 𝜏3 ≠0. Regarding 𝜏3 as hold and 𝜏1∗ ∈ [0, 𝜏10 ). Then, system (7) undergoes a Hopf
a parameter, we consider (43) with 𝜏1 in its stable interval. bifurcation at the positive equilibrium 𝐸∗ when 𝜏3 = 𝜏3∗ . That
Without loss of generality, we consider system (7) under is, system (7) has a branch of periodic solutions bifurcating from
Case 3A. Let 𝜔𝑖 (𝜔 > 0) be a root of (43). We can obtain the the zero solution near 𝜏3 = 𝜏3∗ .
following results by selecting the value of delay 𝜏1∗ ∈ [0, 𝜏10 ):
Remark 12. If we only consider system (7) with delays 𝜏1 =
𝛼2 𝛼3 cos 𝜔𝜏3 = 𝜔2 − 𝛼1 𝛼4 cos 𝜔𝜏1∗ + 𝛼1 𝜔 sin 𝜔𝜏1∗ , 𝜏3 = 0, we have the characteristic equation
(53)
𝛼2 𝛼3 sin 𝜔𝜏3 = 𝛼4 𝜔 + 𝛼1 𝛼4 sin 𝜔𝜏1∗ + 𝛼1 𝜔 cos 𝜔𝜏1∗ . 𝜆2 − 𝛼2 𝜆 + (−𝛼4 𝜆 + 𝛼2 𝛼4 ) 𝑒−𝜆𝜏4 − 𝛼2 𝛼3 𝑒−𝜆𝜏2 = 0, (58)
Eliminating the parameter 𝜏3 , (53) leads to which is similar to (43). Thus, we do not discuss the roots
𝑐30 (𝜔) + 𝑐31 (𝜔) sin 𝜔𝜏1∗ = 0, (54) of (58). Similarly, if we only consider system (7) with delays
𝜏1 = 𝜏2 = 0 or 𝜏3 = 𝜏4 = 0, we can obtain the corresponding
2 2
where 𝑐30 (𝜔) = 𝜔 + (𝛼12
4
+ 𝛼42 )𝜔2 + (𝛼1 𝛼4 ) − (𝛼2 𝛼3 ) , and characteristic equation which is also similar to (43). The
𝑐31 (𝜔) = 2𝛼1 𝜔3 + 2𝛼1 𝛼42 𝜔. detailed discussions are also omitted.
Suppose that
(H3) Equation (53) has at least finite positive roots. 2.4. Considering 𝜏1 = 𝜏2 = 𝜏4 = 𝜏 and 𝜏3 . We can obtain that
the characteristic equation of system (7) with 𝜏1 = 𝜏2 = 𝜏4 = 𝜏
If (H3) holds, the roots of (53) are defined by and 𝜏3 = 0 is
𝜔31 , 𝜔32 , . . . , 𝜔3𝑘 . From (53), for every fixed 𝜔3𝑖 (𝑖 =
(𝑗) 𝜆2 − [(𝛼1 + 𝛼4 ) 𝜆 + 𝛼2 𝛼3 ] 𝑒−𝜆𝜏 + 𝛼1 𝛼4 𝑒−2𝜆𝜏 = 0. (59)
1, 2, . . . , 𝑘), there exists a sequence {𝜏3𝑖 | 𝑗 = 1, 2, . . .}, where
(𝑗)
When 𝜏1 = 𝜏2 = 𝜏4 = 0, (59) becomes (11) and the
𝜏3𝑖 equilibrium 𝐸∗ (𝑥∗ , 𝑦∗ ) is locally asymptotically stable when
(H1) holds.
1 𝜔32 − 𝛼1 𝛼4 cos 𝜔3𝑖 𝜏1∗ + 𝛼1 𝜔3𝑖 sin 𝜔3𝑖 𝜏1∗ Multiplying 𝑒𝜆𝜏 into the both sides of (59) and letting
= {arccos 𝑖 𝜔𝑖 (𝜔 > 0) be the root of (59), we have
𝜔3𝑖 𝛼2 𝛼3 (55)
(𝛼1 𝛼4 − 𝜔2 ) cos 𝜔𝜏 = 𝛼2 𝛼3 ,
+ 2𝑗𝜋} , 𝑖 = 1, 2, . . . , 𝑘, 𝑗 = 0, 1, 2, . . . , (60)
(𝛼1 𝛼4 + 𝜔2 ) sin 𝜔𝜏 = − (𝛼1 + 𝛼4 ) 𝜔.
8 Abstract and Applied Analysis
Since sin2 𝜔𝜏 + cos2 𝜔𝜏 = 1, we obtain that Theorem 13. For system (7), if (H1) and (H5) hold, then there
12 10 8 6 4 2 exists a positive number 𝜏04 such that the positive equilibrium
𝜔 + 𝑑5 𝜔 + 𝑑4 𝜔 + 𝑑3 𝜔 + 𝑑2 𝜔 + 𝑑1 𝜔 + 𝑑0 = 0, (61) 𝐸∗ is locally asymptotically stable for 0 < 𝜏 < 𝜏04 and unstable
where 𝑑5 = −𝛼12 𝛼42 , 𝑑4 = 𝛼12 𝛼42 + 2𝛼1 𝛼4 (𝛼1 + 𝛼4 ) − 𝛼22 𝛼32 , 𝑑3 = for 𝜏 > 𝜏04 . Further, system (7) undergoes a Hopf bifurcation
at the equilibrium 𝐸∗ for 𝜏 = 𝜏04 .
2𝛼1 𝛼4 [𝛼13 𝛼43 −2𝛼1 𝛼4 (𝛼1 +𝛼4 )2 − 𝛼22 𝛼32 ], 𝑑2 = −𝛼14 𝛼44 +2𝛼13 𝛼43 (𝛼1 +
𝛼4 )2 −2𝛼12 +𝛼42 𝛼22 𝛼32 , 𝑑1 = −𝛼16 𝛼46 −2𝛼22 𝛼32 𝛼13 𝛼43 , and 𝑑0 = 𝛼16 𝛼46 − Further, the corresponding characteristic equation with
𝛼14 𝛼44 𝛼22 𝛼32 . Without losses of generality, suppose that (61) has 𝜏1 = 𝜏2 = 𝜏4 = 𝜏 and 𝜏3 ≠0 is
six different positive roots, defined by 𝜔𝑘+ (𝑘 = 1, 2, 3, 4, 5, 6).
From (60), if we denote 𝜆2 − (𝛼1 + 𝛼4 ) 𝜆𝑒−𝜆𝜏 − 𝛼2 𝛼3 𝑒−𝜆𝜏 𝑒−𝜆𝜏3 + 𝛼1 𝛼4 𝑒−2𝜆𝜏 = 0. (66)
(𝑗)
For simplifying, define 𝜔𝑘3 as 𝜔 and 𝜏𝑘 as 𝜏3 , and we can scaling 𝑡 → (𝑡/𝜏), and then (7) is transformed into an FDE
3
obtain in 𝐶 = 𝐶([−1, 0], 𝑅2 ) as
d (Re 𝜆) −1 𝑢̇(𝑡) = 𝐿 𝜇 𝑢𝑡 + 𝐹 (𝜇, 𝑢𝑡 ) , (73)
sign {[ ] }
d𝜏 𝜏3 =𝜏3∗∗
where 𝑢(𝑡) = (𝑢1 (𝑡), 𝑢2 (𝑡))𝑇 ∈ 𝑅2 and 𝐿 𝜇 : 𝐶 → 𝑅2 , 𝐹 :
2 𝜆𝜏 −𝜆𝜏
(2𝜆 + 𝜆 𝜏) 𝑒 − 𝛼1 𝛼4 𝜏𝑒 − 𝛼1 − 𝛼4 𝑅 × 𝐶 → 𝑅2 are given, respectively, by
= sign {Re [
−𝛼2 𝛼3 𝜆𝑒−𝜆𝜏
𝐿 𝜇 𝑢𝑡 = 𝜏0 [𝐵 (𝜏) 𝑢𝑡 + 𝐶 (𝜏) 𝑢 (𝑡 − 1)] ,
(72)
𝜏3 } (74)
𝑇
− ] 𝐹 (𝜇, 𝑢𝑡 ) = (𝜏0 + 𝜇) (𝐹1 , 𝐹2 ) ,
𝜆 𝜆=𝜔 𝑖 }
∗ }
where
𝑃𝑅 𝑄𝑅 + 𝑃𝐼 𝑄𝐼
= sign { }, 0 𝛼2 𝛼 0
2
(𝑃𝑅 ) + (𝑃𝐼 )
2 𝐵 (𝜏) = ( ), 𝐶 (𝜏) = ( 1 ),
𝛼3 0 0 𝛼4
where 𝑃𝑅 = 𝛼2 𝛼3 𝜔 cos 𝜔𝜏3 , 𝑃𝐼 = 𝛼2 𝛼3 𝜔 sin 𝜔𝜏3 , 𝑄𝑅 = (𝛼1 𝛼4 + (75)
𝐹1 = 𝑏11 𝜙1 (0) 𝜙1 (−1) + 𝑏12 𝜙1 (0) 𝜙2 (0) ,
𝜔2 )𝜏 cos 𝜔𝜏 + 2𝜔 sin 𝜔𝜏 + 𝛼1 + 𝛼4 , and 𝑄𝐼 = −2𝜔 cos 𝜔𝜏 +
𝜏(𝜔2 − 𝛼1 𝛼4 ) sin 𝜔𝜏. 𝐹2 = 𝑏21 𝜙1 (0) 𝜙2 (0) + 𝑏22 𝜙2 (0) 𝜙2 (−1) ,
Suppose that
here 𝑏11 = −𝑟1 , 𝑏12 = 𝑎/𝑟1 , 𝑏21 = 𝑏/𝑟2 , 𝑏22 = −𝑟2 .
(H7) 𝑃𝑅 𝑄𝑅 + 𝑃𝐼 𝑄𝐼 > 0. Turning to the linear problem
If (H7) holds, then the transversality condition holds and a 𝑢̇(𝑡) = 𝐿 𝜇 𝑢𝑡 , (76)
Hopf bifurcation occurs at 𝜔 = 𝜔∗ , 𝜏 = 𝜏3∗∗ . We have the
following theorem. by the Reisz representation theorem, there exists 2×2 matrix-
valued function
Theorem 14. For system (7), if (H1), (H6), and (H7) hold,
then there exists a positive number 𝜏3∗∗ such that the positive 𝜂 (⋅, 𝜇) : [−1, 0] → 𝑅2×2 , (77)
equilibrium 𝐸∗ is locally asymptotically stable for 0 < 𝜏 < 𝜏3∗∗
and unstable for 𝜏 > 𝜏3∗∗ . Further, system (7) undergoes a Hopf such that
bifurcation at the equilibrium 𝐸∗ for 𝜏3 = 𝜏3∗∗ . 0
𝐿 𝜇 (𝜙) = ∫ d𝜂 (𝜃, 𝜇) 𝜙 (𝜃) , 𝜙 ∈ 𝐶. (78)
Remark 15. In addition, if we consider system (7) with 𝜏1 = −1
𝜏3 = 𝜏4 = 𝜏 and 𝜏3 ≠0, we can obtain the same characteristic
equation as (66) and the same result for the time delay 𝜏2 . So, In fact, we can choose
we omit it.
𝜂 (𝜃, 𝜇) = (𝜏0 + 𝜇) (𝐵 (𝜏) 𝛿 (𝜃) + 𝐶 (𝜏) 𝛿 (𝜃 + 1)) , (79)
3. Direction and Stability of where 𝛿 denotes the Dirac delta function. Then, (78) is
the Hopf Bifurcation satisfied.
Next, for 𝜙 ∈ 𝐶([−1, 0], 𝑅2 ), we define the operator 𝐴(𝜇)
In this section, we will study the direction of the Hopf as
bifurcation and the stability of bifurcating periodic solution
of system (7). The approach employed here is the normal form d𝜙
{
{ , 𝜃 ∈ [−1, 0) ,
method and center manifold theorem introduced by Hassard {
{
{ d𝜃
et al. [20]. More precisely, we will compute the reduced system 𝐴 (𝜇) 𝜙 (𝜃) = {
{
{ 0
on the center manifold with the pair of conjugate complex, {
{∫ d𝜂 (𝜃, 𝜇) 𝜙 (𝜃) ,
purely imaginary solution of the characteristic equation of 𝜃 = 0, (80)
{ −1
system (10). By this reduction, we can determine the Hopf
bifurcation direction, that is, to answer the question of 0, 𝜃 ∈ [−1, 0) ,
whether the bifurcation branch of periodic solution exists 𝑅 (𝜇) 𝜙 (𝜃) = {
𝐹 (𝜇, 𝜙) , 𝜃 = 0.
locally for supercritical bifurcation or subcritical bifurcation.
Without loss of generality, we only consider the case with Since d𝑢𝑡 /d𝜃 = d𝑢𝑡 /d𝑡, then system (73) is equivalent to the
𝜏1 = 𝜏4 = 𝜏 and 𝜏2 = 𝜏3 = 0. For convince, we denote following operator equation:
any one of these critical values 𝜏 = 𝜏𝑘 (𝑘 = 0, 1, 2, . . .) by
𝜏0 , at which the characteristic equation has a pair of purely 𝑢̇(𝑡) = 𝐴 (𝜇) 𝑢𝑡 + 𝑅 (𝜇) 𝑢𝑡 , (81)
imaginary roots ±𝜔0 𝑖. Let 𝜏 = 𝜏0 + 𝜇, 𝜇 ∈ 𝑅; then, 𝜇 = 0 is
the Hopf bifurcation value of system (7). We first let 𝑢1 (𝑡) = where 𝑢𝑡 = 𝑡(𝑡 + 𝜃), for 𝜃 ∈ [−1, 0], which is an equation of
𝑥(𝑡) − 𝑥∗ , 𝑢2 (𝑡) = 𝑦(𝑡) − 𝑦∗ and normalize the delay with the the form we desired.
10 Abstract and Applied Analysis
For 𝜓 ∈ 𝐶 ([−1, 0], (𝑅2 )∗ ), we further define the adjoint 𝐾13 = 𝑏11 𝑒𝑖𝜔0 𝜏0 + 𝑏12 𝜌1 ,
∗
𝐴 of 𝐴 as
(1)
d𝜓 (𝑠) (1) 𝑊20 (−1)
{ 𝐾14 = 𝑏11 [2𝑊11 (−1) +
∗ {− d𝑠 , 𝑠 ∈ (0, 1] , 2
𝐴 (𝜇) 𝜓 (𝑠) = { 0 (82)
{∫ 𝜓
(−𝑠) d𝜂 (𝑠, 𝜇) , 𝑠 = 0, (1)
𝑊20 (0) 𝑖𝜔0 𝜏0
{ −1 (1)
+ 𝑒 + 𝑊11 (0) 𝑒−𝑖𝜔0 𝜏0 ]
and a bilinear form 2
𝑇 (2)
⟨𝜓 (𝑠) , 𝜙 (𝜃)⟩ = 𝜓 (0) 𝜙 (0) (2) 𝑊20 (0)
+ 𝑏12 [𝑊11 (0) +
0 𝜃 (83) 2
𝑇
−∫ ∫ 𝜓 (𝜉 − 𝑠) d𝜂 (𝜃) 𝜙 (𝜉) d𝜉,
(1)
𝜃=−1 𝜉=0 𝑊20 (0) (1)
+ 𝜌1 + 𝑊11 (0) 𝜌1 ] ,
where 𝜂(𝜃) = 𝜂(𝜃, 0). Then, 𝐴(0) and 𝐴∗ (0) are adjoint 2
operators. From the above analysis, we obtain that ±𝑖𝜔0 𝜏0
are the eigenvalues of 𝐴(0) and therefore they are also 𝐾21 = 𝑏21 𝜌1 + 𝑏22 𝑒−𝑖𝜔0 𝜏0 ,
the eigenvalues of 𝐴∗ (0). Let 𝑞(𝜃) be eigenvector of 𝐴(0)
corresponding to 𝑖𝜔0 𝜏0 and let 𝑞∗ (𝜃) be eigenvector of 𝐴∗ (0) 𝐾22 = 𝑏21 (𝜌1 + 𝜌1 ) − 𝑏22 (𝑒𝑖𝜔0 𝜏0 + 𝑒−𝑖𝜔0 𝜏0 ) ,
corresponding to −𝑖𝜔0 𝜏0 , and then we have
2
𝐾23 = 𝑏21 𝜌1 + 𝑏21 (𝜌1 ) 𝑒−𝑖𝜔0 𝜏0 ,
𝐴 (0) 𝑞 (𝜃) = 𝑖𝜔0 𝜏0 𝑞 (𝜃) ,
(84) (2) (1)
𝐴∗ (0) 𝑞∗ (𝜃) = −𝑖𝜔0 𝜏0 𝑞∗ (𝜃) . (2) 𝑊20 (0) 𝑊20 (0) (1)
𝐾24 = 𝑏21 [𝑊11 (0) + + 𝜌1 + 𝑊11 (0) 𝜌1 ]
2 2
By some simple computation, we can obtain
(2)
𝑊20 (−1)
𝑞 (𝜃) = 𝑉𝑒𝑖𝜔0 𝜏0 𝜃 , 𝑞∗ (𝑠) = 𝐷𝑉∗ 𝑒−𝑖𝜔0 𝜏0 𝑠 , (85) (2)
− 𝑏22 [𝑊11 (−1) + 𝜌1
2
where
(1)
𝑉 = (1, 𝜌1 ) ,
𝑇
𝑉∗ = (1, 𝜌1∗ ) ,
𝑇 𝑊20 (0) 𝑖𝜔0 𝜏10 (2)
+ 𝜌1 𝑒 + 𝑊11 (0) 𝜌1 𝑒−𝑖𝜔0 𝜏0 ] .
2
−𝑏11 𝑥∗ 𝑒−𝑖𝜔0 𝜏0 + 𝑖𝜔0 (88)
𝜌1 = − ,
𝑏12 𝑥∗
However,
−𝑏 𝑥∗ 𝑒−𝑖𝜔0 𝜏0 + 𝑖𝜔0
𝜌1∗ = − 11 , 𝑖𝑔20 𝑞 (0) 𝑖𝜔0 𝜏0 𝜃 𝑖𝑔02 𝑞 (0) −𝑖𝜔0 𝜏0 𝜃
𝑏21 𝑦∗ (86) 𝑊20 (𝜃) = 𝑒 + 𝑒 + 𝐸1 𝑒2𝑖𝜔0 𝜏0 𝜃 ,
𝜔0 𝜏0 3𝜔0 𝜏0
𝐷 = (−𝑏22 𝑦∗ 𝑒−𝑖𝜔0 𝜏0 + 𝑖𝜔0 ) 𝑖𝑔11 𝑞 (0) 𝑖𝜔0 𝜏0 𝜃 𝑖𝑔11 𝑞 (0) −𝑖𝜔0 𝜏0 𝜃
𝑊11 (𝜃) = − 𝑒 + 𝑒 + 𝐸2 ,
𝜔0 𝜏0 𝜔0 𝜏0
× (− (𝑏11 𝑥∗ + 𝑏22 𝑦∗ ) (1 − 𝑖𝜔0 𝜏0 ) 𝑒−𝑖𝜔0 𝜏0
(89)
∗ ∗ −2𝑖𝜔0 𝜏0 −1
+ 2 (𝜔0 𝑖 − 𝑏11 𝑏22 𝑥 𝑦 𝑒 )) . where 𝐸1 = (𝐸1(1) , 𝐸1(2) )𝑇 and 𝐸2 = (𝐸2(1) , 𝐸2(2) )𝑇 are both two-
Then, ⟨𝑞∗ , 𝑞⟩ = 1, ⟨𝑞∗ , 𝑞⟩ = 0. dimensional vectors and can be determined by
In the remainder of this section, by using the same −1
2𝑖𝜔 𝜏 − 𝑏 𝑥∗ 𝑒−2𝑖𝜔0 𝜏0 𝑏12 𝑥∗
notations as in Hassard et al. [20] and a computation process 𝐸1 = 2( 0 0 11 ∗ )
similar to that in [11], we obtain the coefficients determining −𝑏21 𝑦 2𝑖𝜔0 𝜏0 + 𝑏22 𝑦∗ 𝑒−2𝑖𝜔0 𝜏0
the important quantities of the periodic solution: 𝐾
× ( 11 ) ,
𝑔20 = 2𝐷 (𝐾11 + 𝜌∗1 𝐾21 ) , 𝐾21
−1
𝑔11 = 𝐷 (𝐾12 + 𝜌∗1 𝐾22 ) , 𝑏 𝑥 ∗ 𝑏 𝑦∗ 𝐾
𝐸2 = −( 11 ∗ 12 ∗ ) ( 12 ) .
(87) 𝑏21 𝑥 𝑏22 𝑦 𝐾22
𝑔02 = 2𝐷 (𝐾13 + 𝜌∗1 𝐾23 ) , (90)
𝑔21 = 2𝐷 (𝐾14 + 𝜌∗1 𝐾24 ) , Furthermore, we can see that each 𝑔𝑖𝑗 in (87) is deter-
mined by parameters and delays in system (7). Thus, we can
where compute the following quantities:
𝐾11 = −𝑏11 𝑒−𝑖𝜔0 𝜏0 + 𝑎12 𝜌1 , 2
𝑖 2 𝑔 𝑔
𝑖𝜔0 𝜏0 −𝑖𝜔0 𝜏0 𝐶1 (0) = (𝑔20 𝑔11 − 2𝑔11 − 02 ) + 21 ,
𝐾12 = 𝑏11 (𝑒 +𝑒 ) + 𝑏12 (𝜌1 + 𝜌1 ) , 2𝜔0 𝜏0 3 2
Abstract and Applied Analysis 11
Theorem 16. In (91), the following results hold. Therefore, we have the following condition on the linear
̂ 𝜏, 𝑝):
operator 𝐷𝑧 𝐹(𝑧,
(i) The sign of 𝜇2 determines the direction of the Hopf
bifurcation: if 𝜇2 > 0 (𝜇2 < 0), then the Hopf bifur- ̂ 𝜏, 𝑝) is an isomorphism at the equilibrium 𝑧∗ ;
(A2) 𝐷𝑧 𝐹(𝑧,
cation is supercritical (subcritical) and the bifurcation here, (𝜏, 𝑝) ∈ 𝑅+ × 𝑅+ .
periodic solutions exist for 𝜏 > 𝜏0 (𝜏 < 𝜏0 ).
In addition, we can easily observe that the following result
(ii) The sign of 𝛽2 determines the stability of the bifurcating is true:
periodic solutions: the bifurcation periodic solutions are
stable (unstable) if 𝛽2 < 0 (𝛽2 > 0). (A3) 𝐹(𝜙, 𝜏, 𝑝) is differential with respect to 𝜙.
(iii) The sign of 𝑇2 determines the period of the bifurcating The characteristic matrix of (92) at a stationary solution
periodic solutions: the period increases (decreases) if (𝑧, 𝜏0 , 𝑝0 ), where 𝑧 = (𝑧(1) , 𝑧(2) )𝑇 ∈ 𝑅2 , takes the following
𝑇2 > 0 (𝑇2 < 0). form:
𝜏2 = 1.0, 𝜏3 = 0 𝜏2 = 0, 𝜏3 = 2.0
30 30
25 25
20 20
15 15
10 10
5 5
0 0
0 50 100 150 200 250 300 350 400 0 50 100 150 200 250 300 350 400
t t
x(t) x(t)
y(t) y(t)
𝜏2 = 𝜏3 = 1.0 𝜏2 = 2, 𝜏3 = 5.0
30 30
25 25
20 20
15 15
10 10
5 5
0 0
0 50 100 150 200 250 300 350 400 0 50 100 150 200 250 300 350 400
t t
x(t) x(t)
y(t) y(t)
Figure 2: MATLAB simulation shows that the positive equilibrium of system (115) is always locally asymptotically stable with any values of
𝜏2 and 𝜏3 with initial value “1.2, 0.5.”
which leads to On the other hand, we get, from the first equation of (7),
It follows from (104) and (107) that This shows that the nonconstant periodic solution of
system (7) is uniformly bounded when 𝜏 is bounded. This
𝑦 (𝜂2 ) ≤ (1 + 𝑏 (1 + 𝑎)) exp {𝑟2 (1 + 𝑏 + 𝑎𝑏) 𝜏} . (110) completes the proof.
14 Abstract and Applied Analysis
30 25
25
20
20
15
15
10
10
5 5
0 0
0 50 100 150 200 0 50 100 150 200
t t
x(t) x(t)
y(t) y(t)
Figure 3: MATLAB simulation shows that system (115) undergoes a Hopf bifurcation at 𝐸∗ for 𝜏1 = 0.333 > 𝜏10 = 0.332 with 𝜏4 = 0 and
initial value “1.2, 0.5.”
Lemma 19. System (7) has no nonconstant periodic solutions From the discussion in Section 2, we have
with period 𝜏 when the condition (H1) is satisfied. (𝑟 𝑥∗ + 𝑟2 𝑦∗ ) √1 − 𝑎𝑏
1 1
𝜏𝑗 = arcsin 1 + 2𝑗𝜋,
Proof. Let’s suppose that there exist a contradiction in system 𝜔+ 2√𝑟1 𝑟2 𝑥∗ 𝑦∗ 𝜔+ (114)
(7); that is, system (7) has nonconstant periodic solution = 0, 1, 2, . . . .
with period. Then, the following system (113) of ordinary
differential equations has nonconstant periodic solution: Thus, one can get 2𝜋/𝑤0 < 𝜏𝑗 , for 𝑗 > 0. From Lemma 19, we
know that system (7) with 𝜏 = 0 has no nontrivial periodic
𝑢̇ solution. Consequently, the projection of ℓ(𝑧∗ , 𝜏𝑗 , 2𝜋/𝑤0 )
1 (𝑡) = 𝑟1 𝑢1 (𝑡) [1 − 𝑢1 (𝑡 − 𝜏) + 𝑎𝑢2 (𝑡)] ,
(113) onto 𝜏-space is away from zero.
𝑢̇
2 (𝑡) = 𝑟2 𝑢2 (𝑡) [1 + 𝑏𝑢1 (𝑡) − 𝑢2 (𝑡 − 𝜏)] ,
Suppose that the projection of ℓ(𝑧∗ , 𝜏𝑗 , 2𝜋/𝑤0 ) onto
𝜏-space is bounded, and then there exits 𝜏∗ > 0 such that
which has the same equilibria as system (7), that is, a unique the projection of ℓ(𝑧∗ , 𝜏𝑗 , 2𝜋/𝑤0 ) onto 𝜏-space in interval
positive equilibrium 𝑢∗ (𝑢1∗ , 𝑢2∗ ). Note that 𝑢1 -axis, and 𝑢2 - (0, 𝜏0 ). Since 2𝜋/𝑤0 < 𝜏𝑗 and applying Lemma 18, one can
axis are the invariable manifold of system (113) and the orbits obtain 0 < 𝑝 < 𝜏∗ for (𝑧(𝑡), 𝜏, 𝑝) ∈ ℓ(𝑧∗ , 𝜏𝑗 , 2𝜋/𝑤0 ).
of system (113) do not intersect with each other. Thus, there is Therefore, the projection of ℓ(𝑧∗ , 𝜏𝑗 , 2𝜋/𝑤0 ) onto 𝜏-space is
no solution crosses the coordinate axes. On the other hand, also bounded. Thus, we get, together with Lemma 18, that
note the fact that if system (113) has a periodic solution, then the connected component ℓ(𝑧∗ , 𝜏𝑗 , 2𝜋/𝑤0 ) is bounded. This
there must be equilibrium in its interior. Thus, we conclude contradicts Lemma 17. The proof is completed.
that the periodic orbit of system (113) must lie in the first
quadrant. It is well known that the positive equilibrium 𝐸∗
is global asymptotically stable to the first quadrant (see, e.g., 5. Numerical Example
[23, 24]). Thus, there is not periodic orbit in the first quadrant, We will give some numerical results of system (7) to support
too. This ends the proof. the analytic results in this section. We consider the following
system:
In the following, we state and prove our main result in this
section. 𝑥̇(𝑡) = 𝑥 (𝑡) [0.8 − 0.4𝑥 (𝑡 − 𝜏1 ) + 0.2𝑦 (𝑡 − 𝜏2 )] ,
(115)
𝑦̇(𝑡) = 𝑦 (𝑡) [0.75 + 0.4𝑥 (𝑡 − 𝜏3 ) − 0.25𝑦 (𝑡 − 𝜏4 )] ,
Theorem 20. Suppose that the condition (H1) holds. Then, for
each 𝜏 > 𝜏𝑗 , 𝑗 = 1, 2, . . ., system (7) has at least 𝑗 − 1 periodic and get the positive equilibrium 𝐸∗ = (17.50, 31.00). System
solutions. (115) without any time delay is locally asymptotically stable
(see Figure 1). Firstly, when only consider delays 𝜏2 and 𝜏3 ,
Proof. It is sufficient to prove that the connected component and we find that Hopf bifurcation do not occur at the positive
ℓ(𝑧∗ , 𝜏𝑗 , 2𝜋/𝑤0 ) onto 𝜏-space is [𝜏, +∞) for each 𝑗 ≥ 1, where equilibrium 𝐸∗ of system (115) with any value of them (see
𝜏 ≤ 𝜏𝑗 . Figure 2).
Abstract and Applied Analysis 15
25 30
25
20
20
15
15
10
10
5 5
0 0
0 50 100 150 200 0 50 100 150 200
t t
x(t) x(t)
y(t) y(t)
35 40
35
30
30
25
25
20
20
15
15
10
10
5 5
0 0
0 50 100 150 200 0 50 100 150 200
t t
x(t) x(t)
y(t) y(t)
Figure 4: MATLAB simulation shows that system (115) undergoes a Hopf bifurcation at 𝐸∗ once 𝜏4 > 𝜏40 = 0.293 and 𝜏1 = 𝜏4 > 𝜏01 = 0.1795,
respectively, with initial value “0.4, 0.5.”
Secondly, we have that the critical value of delay is 𝜏10 = Figure 6). Similarly, when we regard 𝜏3 as a parameter and
0.332 when we only consider system (115) with delays 𝜏1 and let 𝜏1 = 0.20 ∈ (0, 0.333), we have that 𝜏3∗ = 0.6226.
𝜏4 . From Theorem 3, we obtain the corresponding waveform From Theorem 11, system (115) is locally asymptotically stable
shown in Figure 3. Similarly, we have that 𝜏40 = 0.293 in for 𝜏3 ∈ (0, 𝜏3∗ ) and unstable for 𝜏3 > 𝜏3∗ (see Figure 7).
Case 2B and 𝜏01 = 0.1795 in Case 2C, respectively. The Though, we only give the associated characteristic equation
corresponding waveforms are shown in Figure 4. Regarding (58) when only we consider delays 𝜏2 and 𝜏4 of system (115)
𝜏4 as a parameter with 𝜏1 = 0.20 ∈ (0, 0.333), we can obtain with 𝜏1 = 𝜏3 = 0, we give the phase plots when the delay
𝜏4∗ = 0.1602. From Theorem 8, the positive equilibrium 𝐸∗ 𝜏4 increases from zero to its critical value and the value of 𝜏2
is locally asymptotically stable for 𝜏4 ∈ (0, 𝜏4∗ ) and unstable belongs to its stable interval (see Figure 8).
for 𝜏4 > 𝜏4∗ (see Figure 5). Finally, by algorithm (91) derived in Section 3, we
Thirdly, we can obtain 𝜏03 = 1.218 when only consider have 𝐶1 (0) = −9.9831 + 3.294𝑖, 𝜇2 = 1591.2 > 0,
𝜏1 = 𝜏3 = 𝜏 ≠ 0. That is, when 𝜏 increases from and 𝛽2 = −17.691 < 0. Thus, the Hopf bifurcation
zero to the critical value 𝜏03 , the positive equilibrium 𝐸∗ is supercritical, and the bifurcating periodic solutions
is locally asymptotically stable and then it loses its stability are asymptotically stable, which is illustrated in
and a Hopf bifurcation occurs once 𝜏 > 𝜏03 = 1.218 (see Figure 9.
16 Abstract and Applied Analysis
𝜏1 = 0.2, 𝜏4 = 0.1502 < 𝜏4∗ = 0.1602 𝜏1 = 0.2, 𝜏4 = 0.1612 > 𝜏4∗ = 0.1602
40 45
35 40
35
30
30
25
25
20
20
15
15
10
10
5 5
0 0
0 100 200 300 400 500 600 0 100 200 300 400 500 600
t t
x(t) x(t)
y(t) y(t)
Figure 5: MATLAB simulation shows that the bifurcating periodic solutions from 𝐸∗ occur for 𝜏4 = 0.1612 > 𝜏4∗ = 0.1602 with 𝜏1 = 0.2 and
initial value “0.4, 0.5.”
40
25
35
20 30
25
15
20
10 15
10
5
5
0 0
0 50 100 150 200 0 50 100 150 200
t t
x(t) x(t)
y(t) y(t)
Figure 6: System (115) at 𝐸∗ undergoes a Hopf bifurcation for 𝜏1 = 𝜏3 > 𝜏0 = 1.218 with initial value “0.4, 0.5.”
6. Discussion However, we find that the feedback delays for two species play
almost the same role. The critical value of feedback delay 𝜏1
He and Gopalsamy [17] considered a Lotka-Volterra mutual- is 0.332 in the system (115) when we only consider it with
istic system (4) with delay, in which all delays take the same 𝜏4 = 0 while the critical value of feedback delay 𝜏4 is 0.293
value; Meng and Wei only considered a mutualistic system when we only consider it. We also find that feedback delay
(5) with the same value of feedback delay for each population could destroy the stability of solutions of system (115). That is,
in [18] while we not only introduce feedback delays of two the solutions of system (115) turn to oscillate as 𝜏4 increasing
populations to grow of the species in system (6) but also take monotonously from zero. In addition, the solutions of system
time delay of each species benefit into account. By theory (115) are stable at first, then oscillate, at last turn to be periodic
analysis and simulations, we find that time delays of the when time delay of benefit 𝜏3 is greater than its critical value
benefit 𝜏2 and 𝜏3 can not affect the stability of the system (6) 𝜏3∗ and feedback delay 𝜏1 belongs to its stable interval (see the
when we only choose different values of 𝜏2 , 𝜏3 with 𝜏1 = 𝜏4 = right figure of Figure 7), which is different from the result of
0. That is, two mutualistic species could coexist with delay. the case of considering feedback time delay 𝜏4 greater than
Abstract and Applied Analysis 17
𝜏1 = 0.2, 𝜏3 = 0.6225 < 𝜏3∗ = 0.6226 𝜏1 = 0.2, 𝜏3 = 0.6228 > 𝜏3∗ = 0.6226
30 50
45
25
40
35
20
30
15 25
20
10
15
10
5
5
0 0
0 50 100 150 200 0 50 100 150 200
t t
x(t) x(t)
y(t) y(t)
Figure 7: MATLAB simulation shows that the positive equilibrium of system (115) is locally asymptotically stable for 𝜏3 = 0.6225 < 𝜏3∗ =
0.6226 and unstable for 𝜏3 = 0.6228 > 𝜏3∗ = 0.6226 with 𝜏1 = 0.2 and initial value “4, 5.”
Phase plot (𝜏2 = 0.3, 𝜏4 = 0.53 < 𝜏4∗ = 0.54) Phase plot (𝜏2 = 0.3, 𝜏4 = 0.55 > 𝜏4∗ = 0.54)
30 40
35
25
30
20
25
y(t)
y(t)
20
15
15
10
10
5 5
2 4 6 8 10 12 14 2 4 6 8 10 12 14 16 18
x(t) x(t)
Figure 8: MATLAB simulation shows that system (115) at 𝐸∗ undergoes a Hopf bifurcation for 𝜏4 = 0.55 > 𝜏4∗ = 0.54 with 𝜏2 = 0.3 and
initial value “4, 5.”
its critical value 𝜏4∗ and feedback delay 𝜏1 belonging to its CPUE (catch per unit effort) hypothesis [25]. Analyzing the
stable interval (see the right figure of Figure 5). This is maybe complicated bifurcations, we leave this work in the future.
because time delay of benefit could make the two species
stable. This is very valuable in the view of ecology.
It is definitely an interesting future work to consider the Conflict of Interests
following mutual system with different harvesting: The authors declare that there is no conflict of interests
regarding the publication of this paper.
𝑥̇(𝑡) = 𝑥 (𝑡) [𝑏1 − 𝑎11 𝑥 (𝑡 − 𝜏1 ) + 𝑎12 𝑦 (𝑡 − 𝜏2 )] − 𝑞1 𝐸1 𝑥 (𝑡) ,
Phase plot (𝜏1 = 𝜏4 = 0.180 > 𝜏0 = 0.1795) [10] C. Q. Xu and S. L. Yuan, “Stability and Hopf bifurcation in a
45
delayed predator-prey system with herd behavior,” Abstract and
Applied Analysis, vol. 2014, Article ID 568943, 8 pages, 2014.
40
[11] X. Y. Meng, H. F. Huo, X. B. Zhang, and H. Xiang, “Stability
and Hopf bifurcation in a three-species system with feedback
35 delays,” Nonlinear Dynamics, vol. 64, no. 4, pp. 349–364, 2011.
[12] Y. L. Song and J. J. Wei, “Local Hopf bifurcation and global
30 periodic solutions in a delayed predator-prey system,” Journal
y(t)
Research Article
Stability and Bifurcation Analysis on an Ecoepidemiological
Model with Stage Structure and Time Delay
Copyright © 2014 L. Wang and G. Feng. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
An ecoepidemiological predator-prey model with stage structure for the predator and time delay due to the gestation of the predator
is investigated. The effects of a prey refuge with disease in the prey population are concerned. By analyzing the corresponding
characteristic equations, the local stability of each of the feasible equilibria of the model is discussed. Further, it is proved that
the model undergoes a Hopf bifurcation at the positive equilibrium. By means of appropriate Lyapunov functions and LaSalle’s
invariance principle, sufficient conditions are obtained for the global stability of the semitrivial boundary equilibria. By using an
iteration technique, sufficient conditions are derived for the global attractiveness of the positive equilibrium.
constant proportion infected prey refuge is (1 − 𝑚)𝐼, where It is well known by the fundamental theory of functional
𝑚 ∈ [0, 1) is a constant. By means of appropriate Lyapunov differential equations [8] that model (2) has a unique solution
functions and limit theory, sufficient conditions are obtained (𝑆(𝑡), 𝐼(𝑡), 𝑌1 (𝑡), 𝑌2 (𝑡)) satisfying initial conditions (3).
for the global stability of the semitrivial boundary equilibria The organization of this paper is as follows. In the next
of model (1). section, we show the positivity and the boundedness of
We note that it is assumed in system (1) that each solutions of model (2) with initial conditions (3). In Section 3,
individual predator admits the same ability to feed on prey. we investigate the stability of the semitrivial equilibria of
This assumption seems to be not realistic for many animals. In the model (2). In Section 4, we discuss the stability of the
the natural world, there are many species whose individuals positive equilibrium of the model (2). Further, we study the
pass through an immature stage during which they are raised existence of Hopf bifurcation at the positive equilibrium. A
by their parents, and the rate at which they attack prey can be brief discussion is given in Section 5 to conclude this work.
ignored. Moreover, it can be assumed that their reproductive
rate during this stage is zero. Stage structure is a natural
2. Preliminaries
phenomenon and represents, for example, the division of
a population into immature and mature individuals. Stage- In this section, we show the positivity and the boundedness
structured models have received great attention in recent of solutions of model (2) with initial conditions (3).
years (see, e.g., [3–5]).
Time delays of one type or another have been incor- Theorem 1. Solutions of model (2) with initial conditions (3)
porated into biological models by many researchers (see, are positive for all 𝑡 ≥ 0.
e.g., [5–7]). In general, delay differential equations exhibit
much more complicated dynamics than ordinary differential Proof. Let (𝑆(𝑡), 𝐼(𝑡), 𝑌1 (𝑡), 𝑌2 (𝑡)) be a solution of model (2)
equations since a time delay could cause the population to with initial conditions (3). It follows from the first and the
fluctuate. Time delay due to gestation is a common example, second equations of model (2) that
because generally the consumption of prey by the predator
𝑡
throughout its past history governs the present birth rate of 𝑟 𝑟
𝑆 (𝑡) = 𝑆 (0) exp {∫ [𝑟 − 𝑆 (𝑠) − ( + 𝛽) 𝐼 (𝑠)] 𝑑𝑠} > 0,
the predator. Therefore, more realistic models of population 0 𝐾 𝐾
interactions should take into account the effect of time delays. 𝑡
Based on the above discussions, in this paper, we incor- 𝐼 (𝑡) = 𝐼 (0) exp {∫ [𝛽𝑆 (𝑠) − 𝑑 − 𝑏 (1 − 𝑚) 𝑌2 (𝑠)] 𝑑𝑠} > 0.
porate a stage structure for the predator and time delay due 0
to the gestation of predator into the model (1). To this end, we (4)
study the following differential equations:
Let us consider 𝑌1 (𝑡) and 𝑌2 (𝑡) for 𝑡 ∈ [0, 𝜏]. Since 𝜙2 (𝜃) ≥
𝑑𝑆 𝑆 (𝑡) + 𝐼 (𝑡) 0, 𝜑2 (𝜃) ≥ 0, for 𝜃 ∈ [−𝜏, 0], we derive from the third equation
= 𝑟𝑆 (𝑡) (1 − ) − 𝛽𝑆 (𝑡) 𝐼 (𝑡) ,
𝑑𝑡 𝐾 of model (2) that
𝑑𝐼
= 𝛽𝑆 (𝑡) 𝐼 (𝑡) − 𝑑𝐼 (𝑡) − 𝑏 (1 − 𝑚) 𝐼 (𝑡) 𝑌2 (𝑡) , 𝑑𝑌1
𝑑𝑡 ≥ − (𝑟1 + 𝑑1 ) 𝑌1 (𝑡) . (5)
(2) 𝑑𝑡
𝑑𝑌1
= 𝑝𝑏 (1 − 𝑚) 𝐼 (𝑡 − 𝜏) 𝑌2 (𝑡 − 𝜏) − (𝑟1 + 𝑑1 ) 𝑌1 (𝑡) , Since 𝜑1 (0) > 0, a standard comparison argument shows that
𝑑𝑡
𝑑𝑌2 𝑌1 (𝑡) ≥ 𝑌1 (0) 𝑒−(𝑟1 +𝑑1 )𝑡 > 0; (6)
= 𝑟1 𝑌1 (𝑡) − 𝑑2 𝑌2 (𝑡) − 𝑎𝑌22 (𝑡) ,
𝑑𝑡
where 𝑌1 (𝑡) and 𝑌2 (𝑡) represent the densities of the immature that is, 𝑌1 (𝑡) > 0, for 𝑡 ∈ [0, 𝜏]. For 𝑡 ∈ [0, 𝜏], it follows from
and the mature predator population at time 𝑡, respectively. the fourth equation of (2) that
The parameters 𝑑1 , 𝑑2 , and 𝑟1 are positive constants in which
𝑑𝑌2
𝑑1 and 𝑑2 are the death rates of the immature and the ≥ −𝑑2 𝑌2 (𝑡) − 𝑎𝑌22 (𝑡) . (7)
mature predator, respectively. 𝑟1 denotes the rate of immature 𝑑𝑡
predator becoming mature predator. 𝜏 ≥ 0 is a constant delay Since 𝜑2 (0) > 0, a standard comparison argument shows that
due to the gestation of the predator.
The initial conditions for system (2) take the form 𝑡
𝑌2 (𝑡) ≥ 𝑌2 (0) exp {∫ (−𝑑2 − 𝑎𝑌2 (𝑠)) 𝑑𝑠} > 0; (8)
𝑆 (𝜃) = 𝜙1 (𝜃) ≥ 0, 𝐼 (𝜃) = 𝜙2 (𝜃) ≥ 0, 0
𝑌1 (𝜃) = 𝜑1 (𝜃) ≥ 0, 𝑌2 (𝜃) = 𝜑2 (𝜃) ≥ 0, that is, 𝑌2 (𝑡) > 0, for 𝑡 ∈ [0, 𝜏]. In a similar way, we treat
𝜃 ∈ [−𝜏, 0) , 𝜙1 (0) > 0, 𝜙2 (0) > 0, (3) the intervals [𝜏, 2𝜏], . . . , [𝑛𝜏, (𝑛 + 1)𝜏], 𝑛 ∈ 𝑁. Thus, 𝑆(𝑡) >
0, 𝐼(𝑡) > 0, 𝑌1 (𝑡) > 0, and 𝑌2 (𝑡) > 0 for all 𝑡 ≥ 0. This
𝜑1 (0) > 0, 𝜑2 (0) > 0,
completes the proof.
4
(𝜙1 (𝜃) , 𝜙2 (𝜃) , 𝜑1 (𝜃) , 𝜑2 (𝜃)) ∈ 𝐶 ([−𝜏, 0] , 𝑅+0 ),
Theorem 2. Positive solutions of model (2) with initial condi-
4
where 𝑅+0 = {(𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 ) : 𝑥𝑖 ≥ 0, 𝑖 = 1, 2, 3, 4}. tions (3) are ultimately bounded.
Abstract and Applied Analysis 3
Proof. Let (𝑆(𝑡), 𝐼(𝑡), 𝑌1 (𝑡), 𝑌2 (𝑡)) be a positive solution Clearly (14) has a positive real root. Accordingly, the equilib-
of model (2) with initial conditions (3). Denote 𝑑̂ = rium 𝐸0 is unstable.
min{𝑑, 𝑑1 , 𝑑2 }. Define The characteristic equation of model (2) at the equilib-
rium 𝐸𝐾 (𝐾, 0, 0, 0) takes the form
𝑊 (𝑡) = 𝑝𝑆 (𝑡 − 𝜏) + 𝑝𝐼 (𝑡 − 𝜏) + 𝑌1 (𝑡) + 𝑌2 (𝑡) . (9)
(𝜆 + 𝑟) (𝜆 + 𝑑2 ) (𝜆 + 𝑟1 + 𝑑1 ) [𝜆 − (𝐾𝛽 − 𝑑)] = 0. (15)
Calculating the derivative of 𝑊(𝑡) along the positive solutions
of (2), it follows that Hence, if 𝐾𝛽 < 𝑑, (15) has no positive real root. Accordingly,
𝑑𝑊 𝑟 𝑟 the equilibrium 𝐸𝐾 is locally asymptotically stable. If 𝐾𝛽 > 𝑑,
= 𝑝𝑟𝑆 (𝑡 − 𝜏) − 𝑝 𝑆2 (𝑡 − 𝜏) − 𝑝 𝑆 (𝑡 − 𝜏) 𝐼 (𝑡 − 𝜏) (15) has a positive real root. Accordingly, the equilibrium 𝐸𝐾
𝑑𝑡 𝐾 𝐾
is unstable.
− 𝑝𝑑𝐼 (𝑡 − 𝜏) − 𝑑1 𝑌1 (𝑡) − 𝑑2 𝑌2 (𝑡) − 𝑎𝑌22 (𝑡)
Theorem 3. If 𝐾𝛽 < 𝑑, then the semitrivial equilibrium 𝐸𝐾 is
̂ (𝑡) + 𝑝 (𝑟 + 𝑑)
≤ −𝑑𝑊 ̂ 𝑆 (𝑡 − 𝜏) − 𝑝 𝑟 𝑆2 (𝑡 − 𝜏) globally stable.
𝐾
𝑟 Proof. Based on the above discussions, we only prove the
− 𝑝 𝑆 (𝑡 − 𝜏) 𝐼 (𝑡 − 𝜏) global attractivity of the equilibrium 𝐸𝐾 . Let
𝐾
̂
𝐾 (𝑟 + 𝑑)
2 𝑆 (𝑡) 1
̂ (𝑡) − 𝑝 𝑟 [𝑆 (𝑡 − 𝜏) − 𝑉𝐾 (𝑡) = 𝑐1 [𝑆 (𝑡) − 𝐾 − 𝐾 ln ] + 𝐼 (𝑡) + 𝑌1 (𝑡)
≤ −𝑑𝑊 ] 𝐾 𝑝
𝐾 2𝑟 (16)
𝑡
1
̂ 2 + 𝑌2 (𝑡) + 𝑏 (1 − 𝑚) ∫ 𝐼 (𝑠) 𝑌2 (𝑠) 𝑑𝑠,
𝑝𝐾(𝑟 + 𝑑) 𝑝 𝑡−𝜏
+
4𝑟
where 𝑐1 = 𝐾𝛽/(𝐾𝛽 + 𝑟). Calculating the derivative of 𝑉𝐾 (𝑡)
̂2
𝑝𝐾(𝑟 + 𝑑) along the positive solutions of model (2), it follows that
̂ (𝑡) +
≤ −𝑑𝑊 ,
4𝑟 𝑑 𝑆 (𝑡) − 𝐾 ̇ 1 1
(10) 𝑉𝐾 (𝑡) = 𝑐1 𝑆 (𝑡) + 𝐼 ̇(𝑡) + 𝑌1̇ (𝑡) + 𝑌2̇ (𝑡)
𝑑𝑡 𝑆 (𝑡) 𝑝 𝑝
which yields
+ 𝑏 (1 − 𝑚) 𝐼 (𝑡) 𝑌2 (𝑡)
̂2
𝑝𝐾(𝑟 + 𝑑)
(11) − 𝑏 (1 − 𝑚) 𝐼 (𝑡 − 𝜏) 𝑌2 (𝑡 − 𝜏) .
lim sup 𝑊 (𝑡) ≤ .
𝑡→∞ 4𝑟𝑑̂ 𝛽𝑟 1
2 2 = − [𝑆 (𝑡) − 𝐾]2 −(𝑑−𝐾𝛽) 𝐼 (𝑡)− 𝑑1 𝑌1 (𝑡)
̂ /4𝑟𝑑,
If we choose 𝑀1 = 𝐾(𝑟 + 𝑑) ̂ 𝑀 = 𝑝𝐾(𝑟 + 𝑑)
̂ /4𝑟𝑑,
̂ 𝐾𝛽 + 𝑟 𝑝
2
then 1 𝑎
− 𝑑2 𝑌2 (𝑡) − 𝑌22 (𝑡) .
lim sup 𝑆 (𝑡) ≤ 𝑀1 , lim sup 𝐼 (𝑡) ≤ 𝑀1 , 𝑝 𝑝
𝑡→∞ 𝑡→∞
(12) (17)
lim sup 𝑌𝑖 (𝑡) ≤ 𝑀2 , (𝑖 = 1, 2) .
𝑡→∞ If 𝐾𝛽 < 𝑑, then it follows from (17) that 𝑉𝐾 ̇ (𝑡) ≤ 0. By
This completes the proof. Theorem 5.3.1, in [8], solutions are limited to 𝑀, the largest
invariant subset of {𝑉𝐾̇ (𝑡) = 0}. Clearly, we see from (17)
̇
that 𝑉𝐾 (𝑡) = 0 if and only if 𝑆(𝑡) = 𝐾, 𝐼(𝑡) = 0, 𝑌1 (𝑡) =
3. Boundary Equilibria and Their Stability 0, 𝑌2 (𝑡) = 0. Accordingly, the global asymptotic stability of
𝐸𝐾 follows from LaSalle’s invariant principle. This completes
In this section, we discuss the stability of the boundary
the proof.
equilibria of model (2).
Model (2) always has two boundary equilibria, namely, The characteristic equation of model (2) at the equilib-
the trivial equilibrium 𝐸0 (0, 0, 0, 0) and the axial equilibrium rium 𝐸1 is of the form
𝐸𝐾 (𝐾, 0, 0, 0). It is easy to show that if 𝐾𝛽 > 𝑑, model
(2) admits a predator-extinction equilibrium 𝐸1 (𝑆1 , 𝐼1 , 0, 0), 𝑟 𝛽 (𝐾𝛽 + 𝑟)
where (𝜆2 + 𝑆1 𝜆 + 𝑆1 𝐼1 )
𝐾 𝐾 (18)
𝑑 𝑟 (𝐾𝛽 − 𝑑)
𝑆1 = , 𝐼1 = . (13) 2
× (𝜆 + 𝑔1 𝜆 + 𝑔0 + 𝑓0 𝑒 −𝜆𝜏
) = 0,
𝛽 𝛽 (𝐾𝛽 + 𝑟)
The characteristic equation of model (2) at the equilib- where 𝑔1 = 𝑟1 + 𝑑1 + 𝑑2 , 𝑔0 = 𝑑2 (𝑟1 + 𝑑1 ), 𝑓0 = −𝑝𝑏𝑟1 (1 −
rium 𝐸0 (0, 0, 0, 0) is of the form 𝑚)𝐼1 . Clearly, the roots of equation 𝜆2 + (𝑟/𝐾)𝑆1 𝜆 + (𝛽(𝐾𝛽 +
𝑟)/𝐾)𝑆1 𝐼1 = 0 have negative real part. When 𝜏 = 0, if
(𝜆 − 𝑟) (𝜆 + 𝑑) (𝜆 + 𝑟1 + 𝑑1 ) (𝜆 + 𝑑2 ) = 0. (14) 𝑝𝑏𝑟𝑟1 (1 − 𝑚)(𝐾𝛽 − 𝑑) < 𝛽𝑑2 (𝑟1 + 𝑑1 )(𝐾𝛽 + 𝑟), then the
4 Abstract and Applied Analysis
roots of (18) have negative real part. Accordingly, 𝐸1 is locally [8], solutions are limited to 𝑀, the largest invariant subset
asymptotically stable. If 𝑝𝑏𝑟𝑟1 (1 − 𝑚)(𝐾𝛽 − 𝑑) > 𝛽𝑑2 (𝑟1 + of {𝑉1̇(𝑡) = 0}. Clearly, we see from (24) that 𝑉1̇(𝑡) = 0, if
𝑑1 )(𝐾𝛽 + 𝑟), then 𝐸1 is unstable. It is easily seen that and only if 𝑆(𝑡) = 𝑆1 , 𝑌2 (𝑡) = 0. It follows from the first and
fourth equations of (2) that 0 = 𝑆(𝑡)̇ = 𝑟 − (𝑟/𝐾)𝑆1 − ((𝐾𝛽 +
2
𝑔12 − 2𝑔0 = (𝑟1 + 𝑑1 ) + 𝑑22 > 0, 𝑔02 − 𝑓02 > 0. (19) 𝑟)/𝐾)𝐼(𝑡), 0 = 𝑌2̇(𝑡) = 𝑟1 𝑌1 (𝑡), which yields 𝐼(𝑡) = 𝐼1 , 𝑌1 (𝑡) =
0. Using LaSalle’s invariant principle, the global asymptotic
Hence, if 0 < 𝑝𝑏𝑟𝑟1 (1−𝑚)(𝐾𝛽−𝑑) < 𝛽𝑑2 (𝑟1 +𝑑1 )(𝐾𝛽+𝑟), stability of 𝐸1 follows. This completes the proof.
by Lemma B in [7], it follows that the equilibrium 𝐸1 is locally
asymptotically stable for all 𝜏 ≥ 0. If 𝑝𝑏𝑟𝑟1 (1 − 𝑚)(𝐾𝛽 − 𝑑) >
𝛽𝑑2 (𝑟1 + 𝑑1 )(𝐾𝛽 + 𝑟), then 𝐸1 is unstable for all 𝜏 ≥ 0. 4. Stability of Positive Equilibrium
In this section, we are concerned with the stability of the pos-
Theorem 4. Let 𝐾𝛽 > 𝑑 hold; the predator-extinction
itive equilibrium 𝐸∗ and the existence of Hopf bifurcations at
equilibrium 𝐸1 of model (2) is globally stable provided that
the positive equilibrium 𝐸∗ of model (2).
𝑝𝑏𝑟𝑟1 (1 − 𝑚) (𝐾𝛽 − 𝑑) < 𝛽𝑑2 (𝑟1 + 𝑑1 ) (𝐾𝛽 + 𝑟) . (20) If the following holds,
(H1) 𝑝𝑏𝑟𝑟1 (1 − 𝑚)(𝐾𝛽 − 𝑑) > 𝛽𝑑2 (𝑟1 + 𝑑1 )(𝐾𝛽 + 𝑟),
Proof. Based on the above discussions, we only prove the then model (2) has a unique positive equilibrium
global attractivity of the equilibrium 𝐸1 . Define 𝐸∗ (𝑆∗ , 𝐼∗ , 𝑌1∗ , 𝑌2∗ ), where
𝛽𝑟 2
The characteristic equation of model (2) at the equilib-
=− [𝑆 (𝑡) − 𝑆1 ] − 𝑏 (1 − 𝑚) 𝐼 (𝑡) 𝑌2 (𝑡) rium 𝐸∗ takes the form
𝐾𝛽 + 𝑟
𝜆4 + 𝑝3 𝜆3 + 𝑝2 𝜆2 + 𝑝1 𝜆 + 𝑝0 + (𝑞2 𝜆2 + 𝑞1 𝜆 + 𝑞0 ) 𝑒−𝜆𝜏 = 0,
+ 𝑏 (1 − 𝑚) 𝐼 (𝑡 − 𝜏) 𝑌2 (𝑡 − 𝜏)
(26)
𝑑2 (𝑟1 + 𝑑1 ) where
−[ − 𝑏 (1 − 𝑚) 𝐼1 ] 𝑌2 (𝑡)
𝑝𝑟1 𝑟 ∗
𝑝3 = 𝑟1 + 𝑑1 + 𝑑2 + 2𝑎𝑌2∗ + 𝑆 ,
𝐾
𝑎 (𝑟1 + 𝑑1 ) 2
− 𝑌2 (𝑡) . 𝑟
𝑝𝑟1 𝑝2 = (𝑟1 + 𝑑1 ) (𝑑2 + 2𝑎𝑌2∗ ) + 𝑆∗ (𝑟1 + 𝑑1 + 𝑑2 + 2𝑎𝑌2∗ )
𝐾
(22)
𝐾𝛽 + 𝑟 ∗ ∗
+ 𝛽𝑆 𝐼 ,
Define 𝐾
𝑡
𝐾𝛽 + 𝑟 ∗ ∗
𝑉1 (𝑡) = 𝑉11 (𝑡) + 𝑏 (1 − 𝑚) ∫ 𝐼 (𝑠) 𝑌2 (𝑠) 𝑑𝑠. (23) 𝑝1 = 𝛽𝑆 𝐼 (𝑟1 + 𝑑1 + 𝑑2 + 2𝑎𝑌2∗ )
𝑡−𝜏 𝐾
𝑟
We derive from (22) and (23) that + 𝑆∗ (𝑟1 + 𝑑1 ) (𝑑2 + 2𝑎𝑌2∗ ) ,
𝐾
𝛽𝑟 2
𝑉1̇ (𝑡) = − [𝑆 (𝑡) − 𝑆1 ] 𝐾𝛽 + 𝑟 ∗ ∗
𝐾𝛽 + 𝑟 𝑝0 = 𝛽𝑆 𝐼 (𝑟1 + 𝑑1 ) (𝑑2 + 2𝑎𝑌2∗ ) ,
𝐾
𝑑2 (𝑟1 + 𝑑1 ) 𝑞2 = − 𝑝𝑏𝑟1 (1 − 𝑚) 𝐼∗ ,
−[ − 𝑏 (1 − 𝑚) 𝐼1 ] 𝑌2 (𝑡) (24)
𝑝𝑟1
𝑟 ∗
𝑞1 = 𝑝𝑏𝑟1 (1 − 𝑚) 𝐼∗ [𝑏 (1 − 𝑚) 𝑌2∗ − 𝑆 ],
𝑎 (𝑟1 + 𝑑1 ) 2 𝐾
− 𝑌2 (𝑡) .
𝑝𝑟1 𝑟 ∗ 𝐾𝛽 + 𝑟 ∗
𝑞0 = 𝑝𝑏𝑟1 (1 − 𝑚) 𝑆∗ 𝐼∗ [𝑏 (1 − 𝑚) 𝑌 − 𝛽𝐼 ] .
If 0 < 𝑝𝑏𝑟𝑟1 (1 − 𝑚)(𝐾𝛽 − 𝑑) < 𝛽𝑑2 (𝑟1 + 𝑑1 )(𝐾𝛽 + 𝑟), it 𝐾 2 𝐾
then follows from (24) that 𝑉1̇(𝑡) ≤ 0. By Theorem 5.3.1, in (27)
Abstract and Applied Analysis 5
It is easy to show that are then satisfied yielding a periodic solution. To this end,
differentiating equation (26) with respect to 𝜏, it follows that
𝑝3 > 0, 𝑝0 + 𝑞0 > 0, 𝑝1 + 𝑞1 > 0, 𝑝2 + 𝑞2 > 0.
(28) 𝑑𝜆 −1 4𝜆3 + 3𝑝3 𝜆2 + 2𝑝2 𝜆 + 𝑝1
( ) =
𝑑𝜏 −𝜆 (𝜆4 + 𝑝3 𝜆3 + 𝑝2 𝜆2 + 𝑝1 𝜆 + 𝑝0 )
When 𝜏 = 0, (26) becomes (35)
2𝑞2 𝜆 + 𝑞1 𝜏
4 3 2
𝜆 + 𝑝3 𝜆 + (𝑝2 + 𝑞2 ) 𝜆 + (𝑝1 + 𝑞1 ) 𝜆 + 𝑝0 + 𝑞0 = 0. (29) + − .
𝜆 (𝑞2 𝜆2 + 𝑞1 𝜆 + 𝑞0 ) 𝜆
If the following holds, Hence, a direct calculation shows that
(H2) (𝑝1 + 𝑞1 )[𝑝3 (𝑝2 + 𝑞2 ) − (𝑝0 + 𝑞0 )] > + 𝑞0 ),𝑝32 (𝑝0 𝑑(Re 𝜆)
then by the Routh-Hurwitz theorem, when 𝜏 = 0, sgn { }
𝑑𝜏
the coexistence equilibrium 𝐸∗ of model (2) is locally 𝜆=𝑖𝜔0
(iii) If (𝑝1 + 𝑞1 )[𝑝3 (𝑝2 + 𝑞2 ) − (𝑝1 + 𝑞1 )] < 𝑝32 (𝑝0 + 𝑞0 ), then Consider the following auxiliary equations:
the positive equilibrium 𝐸∗ is unstable for all 𝜏 ≥ 0.
𝑑𝑧1
Now, we are concerned with the global attractiveness of = 𝑝𝑏 (1 − 𝑚) (𝑀1𝐼 + 𝜀) 𝑧2 (𝑡 − 𝜏) − (𝑟1 + 𝑑1 ) 𝑧1 (𝑡) ,
𝑑𝑡
the positive equilibrium 𝐸∗ .
𝑑𝑧2
= 𝑟1 𝑧1 (𝑡) − 𝑑2 𝑧2 (𝑡) − 𝑎𝑧22 (𝑡) .
Theorem 6. Let (𝐻1) hold, and then the positive equilibrium 𝑑𝑡
𝐸∗ (𝑆∗ , 𝐼∗ , 𝑌1∗ , 𝑌2∗ ) of model (2) is globally attractive provided (46)
that
If (H1) holds, then, by Lemma 2.4 in [10], it follows from (46)
𝑝𝑟𝑟1 𝑏2 (1 − 𝑚)2 .
𝑎𝛽 (𝑟1 + 𝑑1 ) (𝐾𝛽 + 𝑟) ≠ (39)
that
Proof. Let (𝑆(𝑡), 𝐼(𝑡), 𝑌1 (𝑡), 𝑌2 (𝑡)) be any positive solution of
model (2) with initial conditions (3). Let lim 𝑧 (𝑡) = (𝑝𝑏 (1 − 𝑚) (𝑀1𝐼 + 𝜀)
𝑡 → +∞ 1
𝑀𝑆 = lim sup 𝑆 (𝑡) , 𝑚𝑆 = lim inf 𝑆 (𝑡) ,
𝑡 → +∞
𝑡 → +∞ × [𝑝𝑏𝑟1 (1 − 𝑚) (𝑀1𝐼 + 𝜀) − 𝑑2 (𝑟1 + 𝑑1 )])
𝑀𝐼 = lim sup 𝐼 (𝑡) , 2 −1
𝑡 → +∞ × (𝑎(𝑟1 + 𝑑1 ) ) ,
𝑚𝐼 = lim inf 𝐼 (𝑡) ,
𝑡 → +∞ 𝑝𝑏𝑟1 (1 − 𝑚) (𝑀1𝐼 + 𝜀) − 𝑑2 (𝑟1 + 𝑑1 )
lim 𝑧2 (𝑡) = .
𝑀𝑌𝑖 = lim sup 𝑌𝑖 (𝑡) , 𝑚𝑌𝑖 = lim inf 𝑌𝑖 (𝑡) , (𝑖 = 1, 2) . 𝑡 → +∞ 𝑎 (𝑟1 + 𝑑1 )
𝑡 → +∞ 𝑡 → +∞
(47)
(40)
We now claim that 𝑀𝑆 = 𝑚𝑆 = 𝑆∗ , 𝑀𝐼 = 𝑚𝐼 = 𝐼∗ , 𝑀𝑌𝑖 = By comparison, for 𝜀 > 0, sufficiently small, we obtain that
𝑚𝑌𝑖 = 𝑌𝑖∗ (𝑖 = 1, 2). The technique of proof is to use an
iteration method. 𝑀𝑌1 = lim sup 𝑌1 (𝑡)
𝑡 → +∞
We derive from the first and the second equations of
model (2) that 𝑝𝑏 (1 − 𝑚) 𝑀1𝐼 [𝑝𝑏𝑟1 (1 − 𝑚) 𝑀1𝐼 − 𝑑2 (𝑟1 + 𝑑1 )]
𝑑𝑆 𝑆+𝐼 𝑑𝐼 ≤ 2
= 𝑟𝑆 (1 − ) − 𝛽𝑆𝐼, ≤ 𝛽𝑆𝐼 − 𝑑𝐼. (41) 𝑎(𝑟1 + 𝑑1 )
𝑑𝑡 𝐾 𝑑𝑡
𝑌
Consider the following auxiliary equations: := 𝑀1 1 ,
𝑑𝑥1 𝑥 + 𝑥2 𝑀𝑌2 = lim sup 𝑌2 (𝑡)
= 𝑟𝑥1 (1 − 1 ) − 𝛽𝑥1 𝑥2 ,
𝑑𝑡 𝐾 𝑡 → +∞
(42)
𝑑𝑥2 𝑝𝑏𝑟1 (1 − 𝑚) 𝑀1𝐼 − 𝑑2 (𝑟1 + 𝑑1 )
= 𝛽𝑥1 𝑥2 − 𝑑𝑥2 . =
𝑑𝑡 𝑎 (𝑟1 + 𝑑1 )
If 𝐾𝛽 > 𝑑, then, by Theorem 3.1 in [2], it follows from (42) 𝑌
that := 𝑀1 2 .
𝑑 𝑟 (𝐾𝛽 − 𝑑) (48)
lim 𝑥 (𝑡) = , lim 𝑥2 (𝑡) = . (43)
𝑡 → +∞ 1 𝛽 𝑡 → +∞ 𝛽 (𝐾𝛽 + 𝑟)
Hence, for 𝜀 > 0, sufficiently small, there is a 𝑇2 ≥ 𝑇1 + 𝜏 such
By comparison, we obtain that 𝑌
that if 𝑡 > 𝑇2 , then 𝑌2 (𝑡) ≤ 𝑀1 2 + 𝜀.
𝑑 For 𝜀 > 0, sufficiently small, we derive from the first and
𝑀𝑆 = lim sup 𝑆 (𝑡) ≤ := 𝑀1𝑆 , the second equations of model (2) that, for 𝑡 > 𝑇2 ,
𝑡 → +∞ 𝛽
(44)
𝑟 (𝐾𝛽 − 𝑑) 𝑑𝑆 𝑆+𝐼
𝑀𝐼 = lim sup 𝐼 (𝑡) ≤ := 𝑀1𝐼 . = 𝑟𝑆 (1 − ) − 𝛽𝑆𝐼,
𝑡 → +∞ 𝛽 (𝐾𝛽 + 𝑟) 𝑑𝑡 𝐾
(49)
Hence, for 𝜀 > 0, sufficiently small, there is a 𝑇1 > 0 such that 𝑑𝐼 𝑌
≥ 𝛽𝑆𝐼 − 𝑑𝐼 − 𝑏 (1 − 𝑚) (𝑀1 2 + 𝜀) 𝐼.
if 𝑡 > 𝑇1 , then 𝐼(𝑡) ≤ 𝑀1𝐼 + 𝜀. We therefore derive from the 𝑑𝑡
third and the fourth equations of model (2) that, for 𝑡 > 𝑇1 +𝜏,
Consider the following auxiliary equations:
𝑑𝑌1
≤ 𝑝𝑏 (1 − 𝑚) (𝑀1𝐼 + 𝜀) 𝑌2 (𝑡 − 𝜏) − (𝑟1 + 𝑑1 ) 𝑌1 (𝑡) ,
𝑑𝑡 𝑑𝑥1 𝑥 + 𝑥2
= 𝑟𝑥1 (1 − 1 ) − 𝛽𝑥1 𝑥2 ,
𝑑𝑌2 𝑑𝑡 𝐾
= 𝑟1 𝑌1 (𝑡) − 𝑑2 𝑌2 (𝑡) − 𝑎𝑌22 (𝑡) . (50)
𝑑𝑡 𝑑𝑥2 𝑌
(45) = 𝛽𝑥1 𝑥2 − 𝑑𝑥2 − 𝑏 (1 − 𝑚) (𝑀1 2 + 𝜀) 𝑥2 .
𝑑𝑡
Abstract and Applied Analysis 7
If (H1) holds, then, by Theorem 3.1 in [2], it follows from (50) By comparison, for 𝜀 > 0, sufficiently small, we obtain that
that
𝑚𝑌1 = lim inf 𝑌1 (𝑡)
𝑡 → +∞
𝑌
𝑑 + 𝑏 (1 − 𝑚) (𝑀1 2 + 𝜀)
lim 𝑥 (𝑡) = , 𝑝𝑏 (1 − 𝑚) 𝑁1𝐼 [𝑝𝑏𝑟1 (1 − 𝑚) 𝑁1𝐼 − 𝑑2 (𝑟1 + 𝑑1 )]
𝑡 → +∞ 1 𝛽 ≥ 2
𝑎(𝑟1 + 𝑑1 )
𝑌
𝑟 [ 𝑑 + 𝑏 (1 − 𝑚) (𝑀1 2 + 𝜀)
lim 𝑥2 (𝑡) = 𝐾− ]. 𝑌
:= 𝑁1 1 ,
𝑡 → +∞ 𝐾𝛽 + 𝑟 𝛽
[ ]
(51) 𝑚𝑌2 = lim inf 𝑌2 (𝑡)
𝑡 → +∞
For 𝜀 > 0, sufficiently small, we derive from the third and Consider the following auxiliary equations:
the fourth equations of model (2) that, for 𝑡 > 𝑇5 + 𝜏,
𝑑𝑥1 𝑥 + 𝑥2
𝑑𝑌1 = 𝑟𝑥1 (1 − 1 ) − 𝛽𝑥1 𝑥2 ,
≤ 𝑝𝑏 (1 − 𝑚) (𝑀2𝐼 + 𝜀) 𝑌2 (𝑡 − 𝜏) − (𝑑1 + 𝑟1 ) 𝑌1 (𝑡) , 𝑑𝑡 𝐾
𝑑𝑡 (66)
𝑑𝑥2 𝑌
𝑑𝑌2 = 𝛽𝑥1 𝑥2 − 𝑑𝑥2 − 𝑏 (1 − 𝑚) (𝑀2 2 + 𝜀) 𝑥2 .
= 𝑟1 𝑌1 (𝑡) − 𝑑2 𝑌2 (𝑡) − 𝑎𝑌22 (𝑡) . 𝑑𝑡
𝑑𝑡
(61) If (H1) holds, then, by Theorem 3.1 in [2], it follows from (66)
that
Consider the following auxiliary equations: 𝑌
𝑑 + 𝑏 (1 − 𝑚) (𝑀2 2 + 𝜀)
𝑑𝑧1 lim 𝑥1 (𝑡) = ,
= 𝑝𝑏 (1 − 𝑚) (𝑀2𝐼 + 𝜀) 𝑧2 (𝑡 − 𝜏) − (𝑟1 + 𝑑1 ) 𝑧1 (𝑡) ,
𝑡 → +∞ 𝛽
𝑑𝑡
𝑌
𝑑𝑧2 𝑟 [ 𝑑 + 𝑏 (1 − 𝑚) (𝑀2 2 + 𝜀)
= 𝑟1 𝑧1 (𝑡) − 𝑑2 𝑧2 (𝑡) − 𝑎𝑧22 (𝑡) . lim 𝑥2 (𝑡) = 𝐾− ].
𝑑𝑡 𝑡 → +∞ 𝐾𝛽 + 𝑟 𝛽
(62) [ ]
(67)
Since (H1) holds, by Lemma 2.4 of [10], it follows from (62) By comparison, for 𝜀 > 0, sufficiently small, we obtain that
that
𝑌
lim 𝑧1 (𝑡) = (𝑝𝑏 (1 − 𝑚) (𝑀2𝐼 + 𝜀) 𝑑 + 𝑏 (1 − 𝑚) 𝑀2 2
𝑡 → +∞ 𝑚𝑆 = lim inf 𝑆 (𝑡) ≤ := 𝑁2𝑆 ,
𝑡 → +∞ 𝛽
× [𝑝𝑏𝑟1 (1 − 𝑚) (𝑀2𝐼 + 𝜀) − 𝑑2 (𝑟1 + 𝑑1 )]) 𝑌
𝑟 𝑑 + 𝑏 (1 − 𝑚) 𝑀2 2
𝑚𝐼 = lim inf ≤ (𝐾 − ) := 𝑁2𝐼 .
2 −1 𝑡 → +∞ 𝐾𝛽 + 𝑟 𝛽
× (𝑎(𝑟1 + 𝑑1 ) ) ,
(68)
𝑝𝑏𝑟1 (1 − 𝑚) (𝑀2𝐼 + 𝜀) − 𝑑2 (𝑟1 + 𝑑1 )
lim 𝑧2 (𝑡) = . Hence, for 𝜀 > 0, sufficiently small, there is a 𝑇7 ≥ 𝑇6 such
𝑡 → +∞ 𝑎 (𝑟1 + 𝑑1 ) that if 𝑡 > 𝑇7 , 𝐼(𝑡) ≥ 𝑁2𝐼 − 𝜀. We therefore obtain from the
(63) third and the fourth equations of model (2) that for 𝑡 > 𝑇7 + 𝜏
By comparison, for 𝜀 > 0, sufficiently small, we conclude that 𝑑𝑌1
≥ 𝑝𝑏 (1 − 𝑚) (𝑁2𝐼 − 𝜀) 𝑌2 (𝑡 − 𝜏) − (𝑑1 + 𝑟1 ) 𝑌1 (𝑡) ,
𝑑𝑡
𝑀𝑌1 = lim sup 𝑌1 (𝑡)
𝑡 → +∞ 𝑑𝑌2
= 𝑟1 𝑌1 (𝑡) − 𝑑2 𝑌2 (𝑡) − 𝑎𝑌22 (𝑡) .
𝑝𝑏 (1 − 𝑚) 𝑀2𝐼 [𝑝𝑏𝑟1 (1 − 𝑚) 𝑀2𝐼 − 𝑑2 (𝑟1 + 𝑑1 )] 𝑑𝑡
≥ (69)
2
𝑎(𝑟1 + 𝑑1 )
Consider the following auxiliary equations:
𝑌
:= 𝑀2 1 ,
𝑑𝑧1
= 𝑝𝑏 (1 − 𝑚) (𝑁2𝐼 − 𝜀) 𝑧2 (𝑡 − 𝜏) − (𝑟1 + 𝑑1 ) 𝑧1 (𝑡) ,
𝑀𝑌2 = lim sup 𝑌2 (𝑡) 𝑑𝑡
𝑡 → +∞
𝑑𝑧2
𝑝𝑏𝑟1 (1 − 𝑚) 𝑀2𝐼 − 𝑑2 (𝑟1 + 𝑑1 ) = 𝑟1 𝑧1 (𝑡) − 𝑑2 𝑧2 (𝑡) − 𝑎𝑧22 (𝑡) .
≥ 𝑑𝑡
𝑎 (𝑟1 + 𝑑1 ) (70)
𝑌
:= 𝑀2 2 . Since (H1) holds, by Lemma 2.4 of [10], it follows from (70)
(64) that
By comparison, for 𝜀 > 0, sufficiently small, we obtain that nondecreasing. Hence, the limit of each sequence in
𝑌 𝑌 𝑌 𝑌
𝑀𝑘𝑆 , 𝑀𝑘𝐼 , 𝑀𝑘 1 , 𝑀𝑘 2 , 𝑁𝑘𝑆 , 𝑁𝑘𝐼 , 𝑁𝑘 1 , 𝑁𝑘 2 exists. Denote
𝑚𝑌1 = lim inf 𝑌1 (𝑡)
𝑡 → +∞ lim 𝑀𝑘𝑆 = 𝑆, lim 𝑀𝑘𝐼 = 𝐼,
𝑘 → +∞ 𝑘 → +∞
𝑝𝑏 (1 − 𝑚) 𝑁2𝐼 [𝑝𝑏𝑟1 (1 − 𝑚) 𝑁2𝐼 − 𝑑2 (𝑟1 + 𝑑1 )] 𝑌
≥ lim 𝑀𝑘 𝑖 = 𝑌𝑖 , (𝑖 = 1, 2) ,
2 𝑘 → +∞
𝑎(𝑟1 + 𝑑1 ) (75)
𝑌 lim 𝑁𝑘𝑆 = 𝑆, lim 𝑁𝑘𝐼 = 𝐼,
:= 𝑁2 1 , 𝑘 → +∞ 𝑘 → +∞
(72)
𝑌
𝑚𝑌2 = lim inf 𝑌2 (𝑡) lim 𝑁𝑘 𝑖 = 𝑌𝑖 , (𝑖 = 1, 2) .
𝑡 → +∞ 𝑘 → +∞
𝑌 𝑝𝑏𝑟1 (1 − 𝑚) 𝐼 − 𝑑2 (𝑟1 + 𝑑1 )
𝑑 + 𝑏 (1 − 𝑚) 𝑁𝑘−1
2
𝑌2 = ,
𝑀𝑘𝑆 = , 𝑎 (𝑟1 + 𝑑1 )
𝛽 (76)
1
𝑟 𝑆 = [𝑑 + 𝑏 (1 − 𝑚) 𝑌2 ] ,
𝑀𝑘𝐼 = (𝐾 − 𝑀𝑘𝑆 ) , 𝛽
𝑟 + 𝐾𝛽
𝑟
𝑌
𝑝𝑏 (1 − 𝑚) 𝑀𝑘 2 𝑀𝑘𝐼 𝐼= (𝐾 − 𝑆) ,
𝑌
𝑀𝑘 1 = , 𝑟 + 𝐾𝛽
𝑟1 + 𝑑1
𝑝𝑏 (1 − 𝑚) 𝑌2 𝐼
𝑝𝑏𝑟1 (1 − 𝑚) 𝑀𝑘𝐼 − 𝑑2 (𝑟1 + 𝑑1 ) 𝑌1 = ,
𝑀𝑘 2
𝑌
= , 𝑟1 + 𝑑1
𝑎 (𝑟1 + 𝑑1 )
(73) 𝑝𝑏𝑟1 (1 − 𝑚) 𝐼 − 𝑑2 (𝑟1 + 𝑑1 )
𝑌 𝑌2 = .
𝑑 + 𝑏 (1 − 𝑚) 𝑀𝑘 2 𝑎 (𝑟1 + 𝑑1 )
𝑁𝑘𝑆 = ,
𝛽
It follows from (76) that
𝑟
𝑁𝑘𝐼 = (𝐾 − 𝑁𝑘𝑆 ) ,
𝑟 + 𝐾𝛽 𝛽 (𝐾𝛽 + 𝑟) 𝐼 = 𝑟 (𝐾𝛽 − 𝑑)
𝑌
𝑌 𝑝𝑏 (1 − 𝑚) 𝑁𝑘 2 𝑁𝑘𝐼 𝑏𝑟 (1 − 𝑚) 𝑑2 𝑝𝑟𝑟1 𝑏2 (1 − 𝑚)2 (77)
𝑁𝑘 1 = , + − 𝐼,
𝑟1 + 𝑑1 𝑎 𝑎 (𝑟1 + 𝑑1 )
5. Conclusion
In this paper, we have incorporated a prey refuge, stage struc-
ture for the predator, and time delay due to the gestation of the
predator into an ecoepidemiological predator-prey model. By
using Lyapunov functions and the LaSalle invariant principle,
the global stability of each of the boundary equilibria of
the model is discussed. By using the iteration technique
and comparison arguments, sufficient conditions are derived
for the global attractivity of the positive equilibrium of the
model. By Theorem 4, we see that the predator population go
to extinction if 0 < 𝑝𝑏𝑟𝑟1 (1 − 𝑚)(𝐾𝛽 − 𝑑) < 𝛽𝑑2 (𝑟1 + 𝑑1 )(𝐾𝛽 +
𝑟). By Theorem 6, we see that if 𝑝𝑏𝑟𝑟1 (1 − 𝑚)(𝐾𝛽 − 𝑑) >
𝛽𝑑2 (𝑟1 +𝑑1 )(𝐾𝛽+𝑟) and 𝑎𝛽(𝑟1 +𝑑1 )(𝐾𝛽+𝑟) ≠ 𝑝𝑟𝑟1 𝑏2 (1 − 𝑚)2 ,
then both the prey and the predator species of model (2) are
permanent.
Conflict of Interests
The authors declare that there is no conflict of interests
regarding the publication of this paper.
Acknowledgment
This work was supported by the National Natural Science
Foundation of China (11101117).
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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2014, Article ID 376919, 10 pages
http://dx.doi.org/10.1155/2014/376919
Research Article
Permanence of Diffusive Models for Three Competing Species in
Heterogeneous Environments
Received 29 May 2014; Revised 20 July 2014; Accepted 21 July 2014; Published 12 August 2014
Copyright © 2014 B. Xu and Z. Ni. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
We address the question of the long-term coexistence of three competing species whose dynamics are governed by the partial
differential equations. We obtain criteria for permanent coexistence in a Lotka-Volterra system modeling the interaction of three
competing species in a bounded habitat whose exterior is lethal to each species. It is also proved that if the intercompeting strength
is very weak, the system is always permanent, provided that each single one of the three species can survive in the absence of the
two other species.
1. Introduction 𝜕𝑢2
= 𝜇2 Δ𝑢2 + 𝑢2 (𝑎2 (𝑥) − 𝑏21 (𝑥) 𝑢1
𝜕𝑡
Reaction-diffusion systems are some of the most widely used
models for population dynamics in situations where spatial −𝑏22 (𝑥) 𝑢2 − 𝑏23 (𝑥) 𝑢3 ) in Ω,
dispersal plays a significant role. Generally speaking, the 𝜕𝑢3
dynamical behaviors of the systems with two competing = 𝜇3 Δ𝑢3 + 𝑢3 (𝑎3 (𝑥) − 𝑏31 (𝑥) 𝑢1
species are relatively simple and have been widely investigated 𝜕𝑡
in the past years. However, the investigation and knowledge −𝑏32 (𝑥) 𝑢2 − 𝑏33 (𝑥) 𝑢3 ) in Ω
about the systems with three competing species are very (1)
limited; see [1–5] for some related results. It is well known,
in general, that the dynamical behavior of systems with
three competing species may be extremely complex, even in with 𝑢𝑖 = 0 on 𝜕𝑢𝑖 × R+ , where Ω ⊆ R𝑁 is a bounded domain
nondiffusive case, namely, ODE case; see, for example, [6–9] and 𝑎𝑖 (𝑥) > 0, 𝑏𝑖𝑖 (𝑥) > 0, 𝑏𝑖𝑗 (𝑥) ≥ 0 (𝑖, 𝑗 = 1, 2, 3, 𝑖 ≠𝑗)
and the references therein. are all continuous in Ω. The variables 𝑢𝑖 represent population
The object of this paper is to study the problem of densities of the competing species. The boundary condition
coexistence for three competing species dispersing through 𝑢𝑖 = 0 describes a situation that the boundary of Ω is lethal
a spatially heterogeneous region. We model the population to the species.
dynamics of the species with a system of three diffusive Lotka- We will use the criterion of permanence to characterize
Volterra equations. coexistence. A system is said to be permanent if any solutions
The model we consider has the general form with all components positive initially must ultimately enter
and remain within a fixed set of positive states that are strictly
bounded away from zero in each component. For some
investigations of coexistence characterized by permanence,
𝜕𝑢1 mostly in the case for two interacting species, see [10–12], and
= 𝜇1 Δ𝑢1 + 𝑢1 (𝑎1 (𝑥) − 𝑏11 (𝑥) 𝑢1 also some parts of the books [13, 14].
𝜕𝑡
This paper is organized as follows. In Section 2, we
−𝑏12 (𝑥) 𝑢2 − 𝑏13 (𝑥) 𝑢3 ) in Ω, introduce some necessary material about semiflow and state
2 Abstract and Applied Analysis
V. Hutson’s average Lyapunov theorem which will be the A set 𝑈 ⊂ 𝑌0 is said to be strongly bounded if it is bounded
basic tool in the proof of our main theorem. We also and 𝑑(𝑈, 𝜕𝑌0 ) > 0. A0 is said to be a global attractor relative
discuss the dissipative property of our systems, which is to strongly bounded sets if it is a compact invariant subset of
necessary for using V. Hutson’s average Lyapunov function 𝑌0 and lim𝑡 → ∞ 𝑑(𝑈 ⋅ 𝑡, A0 ) = 0 for all strongly bounded 𝑈.
theorem. In Section 3, we establish our main permanent Permanence is obviously an asymptotic property. It can
result, Theorem 11. We also prove that if the intercompeting thus be studied by examining the semiflow restricted to
strength is “very weak,” the system (1) is always permanent, a forward invariant set derived from an 𝜀-neighbourhood
provided that either single one of the three species can survive 𝐵(A, 𝜀) of the global attractor A of Theorem 1. Set then
with the absence of the two other species. In Section 4, we give 𝑋 = 𝑐𝑙𝜋(𝐵(A, 𝜀), [1, ∞)), the closure of 𝜋(𝐵(A, 𝜀), [1, ∞)),
some summery and discussion of the results of this paper. and take 𝑆 = 𝑋 ∩ 𝜕𝑌0 . The following Hutson’s theorem on
average Lyapunov functions is the basic tool for establishing
2. Semiflows and Dissipativity our main theorem in Section 3.
In this section, we will make some preparations for estab- Theorem 3 (see [15]). Assume that the conditions of Theorem 1
lishing our main results in the next section. Firstly, we will hold, and let 𝑋, 𝑆 be as defined above. Suppose that 𝑃 : 𝑋\𝑆 →
introduce some terminologies and results about semiflows R+ is continuous, strictly positive, and bounded, and for 𝑢 ∈ 𝑆
(semigroups) for readers’ convenience. The materials can be define
found in [15] or [13, 14].
Let (𝑌, 𝑑) be a metric space, with points in 𝑌 being 𝑃 (𝜐 ⋅ 𝑡)
𝛼 (𝑡, 𝑢) = lim inf ( ). (3)
denoted by 𝑢, V, . . . and subsets 𝑌 by 𝑈, 𝑉, . . .. The following 𝜐 → 𝑢,𝜐∈𝑋\𝑆 𝑃 (𝜐)
two unsymmetric distances of sets will be used:
Then the semiflow is permanent if
𝑑 (𝑈, 𝑉) = sup 𝑑 (𝑢, 𝑉) ,
𝑢∈𝑈
(2) sup 𝛼 (𝑡, 𝑢) > 1 𝑢 ∈ 𝜔 (𝑆) ,
𝑡>0
𝑑 (𝑈, 𝑉) = inf 𝑑 (𝑢, 𝑉) . (4)
𝑢∈𝑈
sup 𝛼 (𝑡, 𝑢) > 0 𝑢 ∈ 𝑆.
The triple (𝑌, 𝜋, R+ ) is said to be a semiflow (or semigroup), 𝑡>0
if 𝜋 : 𝑌 × R+ → 𝑌 is continuous and satisfies:
For our application of the last theorem, we will cast the
(i) 𝜋(𝑢, 0) = 𝑢, system (1) to the abstract frame of the semiflow. It is well
(ii) 𝜋(𝜋(𝑢, 𝑡), 𝑠) = 𝜋(𝑢, 𝑡 + 𝑠)(𝑠, 𝑡 ∈ 𝑅+ ), known that if (1) is simply viewed as a parabolic system,
it actually generated a semiflow in 𝐶1 (Ω), and solutions
for all 𝑢 ∈ 𝑌. For convenience, we often write 𝜋(𝑢, 𝑡) = 𝑢 ⋅ 𝑡.
The symbols 𝛾+ (𝑢) and 𝜔(𝑢) denote the semiorbit through 𝑢 which belong to 𝐶1 (Ω) must have Hölder-continuous second
and the omega limit set of 𝑢, respectively, and the equivalent derivatives on Ω (see [13]). Thus, we may use maximum
expressions for sets are defined by taking unions. principles to obtain a priori bounds, even though we will
A solution 𝜙 through 𝑢 is a continuous map 𝜙 : 𝑅 → 𝑌 ultimately want to view our semiflow as acting on 𝐶1 (Ω).
such that 𝜙(0) = 𝑢 and 𝜋(𝜙(𝜏), 𝑡) = 𝜙(𝑡 + 𝜏) for 𝑡 ∈ R+ , 𝜏 ∈ Then by maximum principle (or comparison theorem), any
R. The range of 𝜙 is denoted by 𝛾(𝑢) and is called an orbit solution (𝑢1 , 𝑢2 , 𝑢3 ) of (1) must satisfy a uniform bound of
through 𝑢. the form 0 ≤ 𝑢𝑖 ≤ 𝐶𝑖 for some constants 𝐶𝑖 , 𝑖 = 1, 2, 3, after
A set 𝑈 is said to be forward invariant if 𝛾+ (𝑢) ⊂ 𝑈 and finite time. So the semiflow generated by (1) is dissipative. We
invariant if 𝛾(𝑢) ⊂ 𝑈. The semiflows is said to be dissipative if state it as follows.
there is a bounded set 𝑈 such that lim𝑡 → ∞ 𝑑(𝑢 ⋅ 𝑡, 𝑈) = 0 for
all 𝑢 ∈ 𝑌. 𝑈 is said to be a global attractor of the semiflow if Theorem 4. The semiflow generated by the system (1) is
dissipative.
it is compact invariant and for all bounded 𝑉, lim𝑡 → ∞ 𝑑(𝑉 ⋅
𝑡, 𝑈) = 0, where 𝑉 ⋅ 𝑡 = {V ⋅ 𝑡, V ∈ 𝑉}.
3. Permanent Coexistence Results
Theorem 1. Let 𝑌 be complete and suppose that the semiflow
is dissipative. Assume that there is a 𝑡0 ≥ 0 such that 𝜋(⋅, 𝑡) is In this section, we establish criteria of permanent coexistence
compact for 𝑡 > 𝑡0 ; then there is a nonempty global attractor. of the system (1). The main tool is Hutson’s average Lyapunov
function theorem stated in Section 2, and the key step is to
Consider next the concept of permanence in the abstract set up a suitable average Lyapunov function. To construct
semiflow context. We suppose that 𝑌 = 𝑌0 ∪ 𝜕𝑌0 , where 𝑌0 the average Lyapunov functions, we must have a detailed
is open, and assume that 𝑌0 , 𝜕𝑌0 are forward invariant. In knowledge of the 𝜔-limit set of the generated semiflow in the
relation to the remarks in the introduction, 𝜕𝑌0 will consist boundary of the positive cone.
of the states with at least one species identically zero. The maximum principle implies that solutions of (1) with
nonnegative nonzero initial data for a given component will
Definition 2. The semiflow is said to be permanent if there have that component strictly positive in Ω for all 𝑡 > 0. In the
exists a bounded set 𝑈 with 𝑑(𝑈, 𝜕𝑌0 ) > 0 such that case of Dirichlet conditions, such solutions will have normal
lim𝑡 → ∞ 𝑑(V ⋅ 𝑡, 𝑈) = 0 for all V ∈ 𝑌0 . derivatives on 𝜕Ω which are bounded above by a negative
Abstract and Applied Analysis 3
constant. Hence, the only trajectories which remain in the Case 3. One has 𝑢1 ≡ 0,
boundary of the positive cone have one or both components
identically zero. Thus, to determine the 𝜔-limit set of the
semiflow generated by (1) on the boundary, we need only 𝑢2𝑡 = 𝜇2 Δ𝑢2 + 𝑢2 (𝑎2 (𝑥) − 𝑏22 (𝑥) 𝑢2 − 𝑏23 (𝑥) 𝑢3 )
consider the steady state solutions (equilibrium points) of in Ω × (0, ∞) ,
subsystems of (1).
Let 𝜆 1 > 0 denote the principal eigenvalue for problem 𝑢3𝑡 = 𝜇3 Δ𝑢3 + 𝑢3 (𝑎3 (𝑥) − 𝑏32 (𝑥) 𝑢2 − 𝑏33 (𝑥) 𝑢3 ) (10)
Δ𝜙 + 𝜆𝜙 = 0 in Ω, in Ω × (0, ∞) ,
(5)
𝜙=0 on 𝜕Ω. 𝑢1 = 𝑢3 = 0 on 𝜕Ω × (0, ∞) .
The point (0, 0, 0) is always a steady state, which means Theorem 7. With 𝑀𝑖 , 𝑖 = 1, 2, 3, as defined in (6),
that there are no species in the domain. With the absence
of two species and only the other one species left, system (1) (1) if
becomes a scalar equation, and we have the following well-
known result (see [14]).
𝑎1 (𝑥) > 𝜇1 𝜆 1 + 𝑀2 𝑏12 (𝑥) ,
Lemma 5. Suppose that 𝑎(𝑥) > 𝜇𝑖 𝜆 1 for 𝑥 ∈ Ω. Then the
following problem 𝑎2 (𝑥) > 𝜇2 𝜆 1 + 𝑀1 𝑏21 (𝑥) , (11)
in Ω × (0, ∞) , (3) if
𝑢1 = 𝑢2 = 0 on 𝜕Ω × (0, ∞) .
𝑎2 (𝑥) > 𝜇2 𝜆 1 + 𝑀3 𝑏23 (𝑥) ,
Case 2. One has 𝑢2 ≡ 0, (13)
𝑎3 (𝑥) > 𝜇3 𝜆 1 + 𝑀2 𝑏32 (𝑥) , ∀𝑥 ∈ Ω,
𝑢1𝑡 = 𝜇1 Δ𝑢1 + 𝑢1 (𝑎1 (𝑥) − 𝑏11 (𝑥) 𝑢1 − 𝑏13 (𝑥) 𝑢3 )
in Ω × (0, ∞) ,
𝑢3𝑡 = 𝜇3 Δ𝑢3 + 𝑢3 (𝑎3 (𝑥) − 𝑏31 (𝑥) 𝑢1 − 𝑏33 (𝑥) 𝑢3 ) (9) 𝑢(23) (𝑥),
the system (10) has a steady state solution (̃
(32) (23) (32)
𝑢̃ (𝑥)) with 𝑢̃ (𝑥) > 0, 𝑢̃ (𝑥) > 0 for 𝑥 ∈ Ω.
in Ω × (0, ∞) ,
Proof. We only prove the part (1); the proof of part (2) and
𝑢1 = 𝑢3 = 0 on 𝜕Ω × (0, ∞) . part (3) are similar.
4 Abstract and Applied Analysis
Since 𝑢̃(12) (𝑥) is a strictly positive solution of in Ω. It follows from (17) that
(12)
𝜇1 Δ𝜓 + [𝑎1 (𝑥) − 𝑏11 (𝑥) 𝑢̃ (𝑥) 2 ̃V(12) (𝑥)
𝑏12 (𝑥) + 2𝑏12 (𝑥) 𝑏21 (𝑥)
𝑢̃(21) (𝑥)
−𝑏12 (𝑥) 𝑢̃(21) (𝑥)] 𝜓 + 𝛼𝜓 = 0 (29)
(22)
2 𝑢̃(21) (𝑥)
in Ω, + 𝑏21 (𝑥) (12) < 4𝑏11 (𝑥) 𝑏22 (𝑥) , in Ω.
̃V (𝑥)
𝜓=0 on 𝜕Ω, Then it is easy to see that the quadratic expression in the
with 𝛼 = 0, the number 𝛼 = 0 must be the smallest eigenvalue integrand of (26) is positive definite for each 𝑥 ∈ Ω.
of the above problem. Moreover, by variational properties, we Consequently, we must have 𝑝(𝑥) and 𝑞(𝑥) identically equal
have 𝑢(12) (𝑥), 𝑢̃(21) (𝑥)) ≡ (̃V(12) (𝑥), ̃V(21) (𝑥)) in
to zero in Ω. That is (̃
Ω.
∫ 𝑧 (−𝜇1 Δ𝑧 − [𝑎1 (𝑥) − 𝑏11 (𝑥) 𝑢̃(12) (𝑥)
Ω
(23) Now we are ready to develop the permanent coexistence
(21) results of the system (1). To construct the average Lyapunov
−𝑏12 (𝑥) 𝑢̃ (𝑥)] 𝑧) 𝑑𝑥 ≥ 0,
functions, we will use the positive eigenfunctions 𝜓1 , 𝜓2 , and
for any 𝑧 ∈ 𝐶2 (Ω) which vanishes on 𝜕Ω. Similarly, since 𝜓3 corresponding to the principal eigenvalues 𝜎1 , 𝜎2 , and 𝜎3
̃V(21) (𝑥) is strictly positive solution of of
𝜇2 Δ𝜓 + [𝑎2 (𝑥) − 𝑏21 (𝑥) ̃V(12) (𝑥) 𝜇1 Δ𝜓1 + 𝜓1 (𝑎1 (𝑥) − 𝑏12 (𝑥) 𝑢̃(23) − 𝑏13 (𝑥) 𝑢̃(32) )
𝜓=0 on 𝜕Ω, 𝜇2 Δ𝜓2 + 𝜓2 (𝑎2 (𝑥) − 𝑏21 (𝑥) 𝑢̃(13) − 𝑏23 (𝑥) 𝑢̃(31) )
with 𝛼 = 0, the number 𝛼 = 0 must be the smallest eigenvalue = 𝜎𝜓2 in Ω, (31)
of the above problem. Moreover,
𝜓2 = 0 on 𝜕Ω,
∫ 𝑧 (−𝜇2 Δ𝑧 − [𝑎2 (𝑥) − 𝑏21 (𝑥) ̃V(12) (𝑥)
Ω
(25) 𝜇3 Δ𝜓3 + 𝜓3 (𝑎3 (𝑥) − 𝑏31 (𝑥) 𝑢̃(12) − 𝑏32 (𝑥) 𝑢̃(21) )
(21)
−𝑏22 (𝑥) ̃V (𝑥)] 𝑧) 𝑑𝑥 ≥ 0,
= 𝜎𝜓3 in Ω, (32)
2
for any 𝑧 ∈ 𝐶 (Ω) which vanishes on 𝜕Ω. Multiplying the first
equation of (21) by −𝑝(𝑥), the second by −𝑞(𝑥), integrating 𝜓3 = 0 on 𝜕Ω,
over Ω, and adding, we deduce from (23) and (25) that
respectively.
∫ [𝑏11 (𝑥) ̃V(12) (𝑥) 𝑝2 (𝑥)
Ω Theorem 11. Suppose that (11)–(13), (17)–(19) hold, and the
principal eigenvalues 𝜎1 , 𝜎2 , and 𝜎3 of (30), (31), and (32),
+ (𝑏12 (𝑥) ̃V(12) (𝑥) + 𝑏21 (𝑥) 𝑢̃(21) (𝑥)) 𝑝 (𝑥) 𝑞 (𝑥) (26) respectively, are all positive. Assume also that
+𝑏22 (𝑥) 𝑢̃(21) (𝑥) 𝑞2 (𝑥)] 𝑑𝑥 ≤ 0. 𝜎1 + 𝑏12 (𝑥) 𝑢̃(23) + 𝑏13 (𝑥) 𝑢̃(32)
By comparison of scalar equations using upper and lower
> max {𝑏12 (𝑥) 𝑢2 , 𝑏13 (𝑥) 𝑢3 } ,
solutions we can readily obtain for 𝑖 = 1, 2, 𝑥 ∈ Ω,
1 1 𝜎2 + 𝑏21 (𝑥) 𝑢̃(13) + 𝑏23 (𝑥) 𝑢̃(31)
( ) 𝑢(12) ≤ 𝑢̃(12) , ̃V(12) ≤ ( ) 𝑢(1) , (33)
𝑏11 (𝑥) 𝑏11 (𝑥)
(27) > max {𝑏21 (𝑥) 𝑢1 , 𝑏23 (𝑥) 𝑢3 } ,
1 1
( ) 𝑢(21) ≤ 𝑢̃(21) , ̃V(21) ≤ ( ) 𝑢(2) . 𝜎3 + 𝑏31 (𝑥) 𝑢̃(12) + 𝑏32 (𝑥) 𝑢̃(21)
𝑏22 (𝑥) 𝑏22 (𝑥)
From (27), we have > max {𝑏31 (𝑥) 𝑢1 , 𝑏32 (𝑥) 𝑢2 } ,
2 (1) 2 (2)
𝑏22 (𝑥) 𝑏12 (𝑥) 𝑢 𝑏11 (𝑥) 𝑏21 (𝑥) 𝑢
+ 2𝑏12 (𝑥) 𝑏21 (𝑥) + for all 𝑥 ∈ Ω; then the semiflow on [𝐶01 (Ω)]3 generated
𝑏11 (𝑥) 𝑢(21) 𝑏22 (𝑥) 𝑢(12) by (1) under homogeneous Dirichlet boundary conditions is
̃V(12) (𝑥) 𝑢̃(21) (𝑥) permanent.
2 2
> 𝑏12 (𝑥) (21)
+ 2𝑏12 (𝑥) 𝑏21 (𝑥) + 𝑏21 (𝑥) (12)
𝑢̃ (𝑥) ̃V (𝑥) Proof. The hypotheses imply that (1) is dissipative and that
(28) the 𝜔-limit set in the boundary of the positive cone consists
6 Abstract and Applied Analysis
of the following seven cases: (0, 0, 0), (𝑢1 , 0, 0), (0, 𝑢2 , 0), We have for 𝑡 > 0
𝑢(12) , 𝑢̃(21) , 0), (̃
(0, 0, 𝑢3 ), (̃ 𝑢(13) , 0, 𝑢̃(31) ), and (0, 𝑢̃(23) , 𝑢̃(32) ).
Thus we need only find a suitable average Lyapunov function
to conclude permanence. Since the semiflow is dissipative,
we may restrict our attention to a bounded absorbing subset ∫ 𝜓1 𝑤1𝑡 𝑑𝑥
Ω
𝑋 of the positive cone in [𝐶01 (Ω)]3 that contains the global
attractor whose existence is asserted in Theorem 1. Let 𝑆 = ∫ 𝜓1 [𝜇1 Δ𝑤1 + 𝑤1 (𝑎1 (𝑥) − 𝑏11 (𝑥) 𝑤1
denote the intersection of 𝑋 with the boundary of the positive Ω
cone. Choose eigenfunctions 𝜓1 , 𝜓2 , 𝜓3 > 0 for (30), (31), and −𝑏12 (𝑥) 𝑤2 − 𝑏13 (𝑥) 𝑤3 )] 𝑑𝑥
(32), respectively, and define
= ∫ [(𝜇1 Δ𝜓1 ) 𝑤1 + (𝑎1 (𝑥) − 𝑏11 (𝑥) 𝑤1
Ω
= (∫ 𝜓1 V1 𝑑𝑥) (∫ 𝜓2 V2 𝑑𝑥) (∫ 𝜓3 V3 𝑑𝑥) = ∫ [𝜎1 − (𝑎1 (𝑥) − 𝑏12 (𝑥) 𝑢̃(23) − 𝑏13 (𝑥) 𝑢̃(32) )
Ω Ω Ω Ω
(34)
= exp [log ∫ 𝜓1 V1 𝑑𝑥 + log ∫ 𝜓2 V2 𝑑𝑥 + (𝑎1 (𝑥) − 𝑏11 (𝑥) 𝑤1 − 𝑏12 (𝑥) 𝑤2
Ω Ω
−𝑏13 (𝑥) 𝑤3 )] 𝜓1 𝑤1 𝑑𝑥
+ log ∫ 𝜓3 V3 𝑑𝑥] .
Ω = ∫ [𝜎1 − 𝑏11 (𝑥) 𝑤1 − 𝑏12 (𝑥) (𝑤2 − 𝑢̃(23) )
Ω
𝑃 ((V1 , V2 , V3 ) ⋅ 𝑡) Similarly,
𝛼 (𝑡, (𝑢1 , 𝑢2 , 𝑢3 )) = lim inf (35)
(V1 ,V2 ,V3 ) → (𝑢1 ,𝑢2 ,𝑢3 ) 𝑃 ((V1 , V2 , V3 ))
(V1 ,V2 ,V3 )∈𝑋\𝑆
∫ 𝜓2 𝑤2𝑡 𝑑𝑥
Ω
we need sup𝑡>0 𝛼(𝑡, (𝑢1 , 𝑢2 , 𝑢3 )) > 0 for (𝑢1 , 𝑢2 , 𝑢3 ) ∈ 𝑆
and sup𝑡>0 𝛼(𝑡, (𝑢1 , 𝑢2 , 𝑢3 )) > 1 for (𝑢1 , 𝑢2 , 𝑢3 ) ∈ 𝜔(𝑆). Let = ∫ [𝜎2 − (𝑎2 (𝑥) − 𝑏21 (𝑥) 𝑢̃(13) − 𝑏23 (𝑥) 𝑢̃(31) )
(𝑤1 (𝑡), 𝑤2 (𝑡), 𝑤3 (𝑡)) = ((V1 , V2 , V3 )⋅𝑡). Computation using (34) Ω
yields + (𝑎2 (𝑥) − 𝑏22 (𝑥) 𝑤2 − 𝑏21 (𝑥) 𝑤1
(38)
−𝑏23 (𝑥) 𝑤3 ) ] 𝜓2 𝑤2 𝑑𝑥
𝑃 ((V1 , V2 , V3 ) ⋅ 𝑡)
𝑃 ((V1 , V2 , V3 )) = ∫ [𝜎2 − 𝑏22 (𝑥) 𝑤2 − 𝑏21 (𝑥) (𝑤1 − 𝑢̃(13) )
Ω
= exp [(log ∫ 𝜓1 𝑤1 𝑑𝑥|𝑡 − log ∫ 𝜓1 𝑤1 𝑑𝑥|0 ) −𝑏23 (𝑥) (𝑤3 − 𝑢̃(31) )] 𝜓2 𝑤2 𝑑𝑥,
Ω Ω
∫ 𝜓3 𝑤3𝑡 𝑑𝑥
+ (log ∫ 𝜓2 𝑤2 𝑑𝑥|𝑡 − log ∫ 𝜓2 𝑤2 𝑑𝑥|0 ) Ω
Ω Ω
−1
Since 𝑋 is bounded, × (∫ 𝜓2 V2 𝑑𝑥)
𝜎1 − 𝑏11 (𝑥) 𝑤1 − 𝑏12 (𝑥) (𝑤2 − 𝑢̃(23) ) Ω
− 𝑏13 (𝑥) (𝑤3 − 𝑢̃(32) ) , + ∫ [𝜎3 − 𝑏33 (𝑥) V3 − 𝑏31 (𝑥) (V1 − 𝑢̃(12) )
Ω
(13)
𝜎2 − 𝑏22 (𝑥) 𝑤2 − 𝑏21 (𝑥) (𝑤1 − 𝑢̃ ) −𝑏32 (𝑥) (V2 − 𝑢̃(21) )] 𝜓3 V3 𝑑𝑥
(40)
− 𝑏23 (𝑥) (𝑤3 − 𝑢̃(31) ) , −1
× (∫ 𝜓3 V3 𝑑𝑥)
Ω
𝜎3 − 𝑏33 (𝑥) 𝑤3 − 𝑏31 (𝑥) (𝑤1 − 𝑢̃(12) )
(42)
(21)
− 𝑏32 (𝑥) (𝑤2 − 𝑢̃ ) always has a positive lim inf as (V1 , V2 , V3 ) → (𝑢1 , 𝑢2 , 𝑢3 ) ∈
𝜔(𝑆), then by (35)–(39), we have 𝛼(𝑡, (𝑢1 , 𝑢2 , 𝑢3 )) > 1 for
are bounded below on 𝑋 \ 𝑆, so that the ratios
(𝑢1 , 𝑢2 , 𝑢3 ) ∈ 𝜔(𝑆) and 𝑡 sufficiently small.
(∫Ω 𝜓𝑖 𝑤𝑖𝑡 𝑑𝑥/ ∫Ω 𝜓𝑖 𝑤𝑖 𝑑𝑥) are bounded below. It follows
If we let (V1 , V2 , V3 ) → (0, 0, 0), then
that 𝑃((V1 , V2 , V3 ) ⋅ 𝑡)/𝑃((V1 , V2 , V3 )) has a strictly positive
lower bounded since the expression inside the exponential 𝜎1 − 𝑏11 (𝑥) V1 − 𝑏12 (𝑥) (V2 − 𝑢̃(23) ) − 𝑏13 (𝑥) (V3 − 𝑢̃(32) )
in (36) is bounded away from −∞. To see what happens as
(V1 , V2 , V3 ) → 𝜔(𝑆), we must examine how → 𝜎1 + 𝑏12 (𝑥) 𝑢̃(23) + 𝑏13 (𝑥) 𝑢̃(32) ≥ 𝜎1 > 0,
∫ [𝜎1 − 𝑏11 (𝑥) 𝑤1 − 𝑏12 (𝑥) (𝑤2 − 𝑢̃(23) ) 𝜎2 − 𝑏22 (𝑥) V2 − 𝑏21 (𝑥) (V1 − 𝑢̃(13) ) − 𝑏23 (𝑥) (V3 − 𝑢̃(31) )
Ω
−𝑏13 (𝑥) (𝑤3 − 𝑢̃(32) )] 𝜓1 𝑤1 𝑑𝑥 → 𝜎2 + 𝑏21 (𝑥) 𝑢̃(13) + 𝑏23 (𝑥) 𝑢̃(31) ≥ 𝜎2 > 0,
−1
𝜎3 − 𝑏33 (𝑥) V3 − 𝑏31 (𝑥) (V1 − 𝑢̃(12) ) − 𝑏32 (𝑥) (V2 − 𝑢̃(21) )
× (∫ 𝜓1 𝑤1 𝑑𝑥)
Ω
→ 𝜎3 + 𝑏31 (𝑥) 𝑢̃(12) + 𝑏32 (𝑥) 𝑢̃(21) ≥ 𝜎3 > 0.
(13)
+ ∫ [𝜎2 − 𝑏22 (𝑥) 𝑤2 − 𝑏21 (𝑥) (𝑤1 − 𝑢̃ ) (43)
Ω
Then
−𝑏23 (𝑥) (𝑤3 − 𝑢̃(31) )] 𝜓2 𝑤2 𝑑𝑥 (41)
lim inf 𝜎∗ (V1 , V2 , V3 ) ≥ 𝜎1 + 𝜎2 + 𝜎3 > 0.
−1
(V1 ,V2 ,V3 ) → (0,0,0) (44)
(V1 ,V2 ,V3 )∈𝑋\𝑆
× (∫ 𝜓2 𝑤2 𝑑𝑥)
Ω As (V1 , V2 , V3 ) → (𝑢1 , 0, 0),
+ ∫ [𝜎3 − 𝑏33 (𝑥) 𝑤3 − 𝑏31 (𝑥) (𝑤1 − 𝑢̃(12) ) ∫ [𝜎1 − (𝑎1 (𝑥) − 𝑏12 (𝑥) 𝑢̃(23) − 𝑏13 (𝑥) 𝑢̃(32) )
Ω
Ω
(21)
−𝑏32 (𝑥) (𝑤2 − 𝑢̃ )] 𝜓3 𝑤3 𝑑𝑥 + (𝑎1 (𝑥) − 𝑏11 (𝑥) V1 − 𝑏12 (𝑥) V2
−1
× (∫ 𝜓3 𝑤3 𝑑𝑥) −𝑏13 (𝑥) V3 ) ] 𝜓1 V1 𝑑𝑥 (45)
Ω
behaves as (V1 , V2 , V3 ) → (𝑢1 , 𝑢2 , 𝑢3 ) ∈ 𝜔(𝑆), (V1 , V2 , V3 ) ∈ → ∫ [𝜎1 − (𝑎1 (𝑥) − 𝑏12 (𝑥) 𝑢̃(23) − 𝑏13 (𝑥) 𝑢̃(32) )
𝑋 \ 𝑆. By the continuity of the semiflow 𝜋, 𝑤1 , 𝑤2 , and 𝑤3 Ω
will be uniformly close to V1 , V2 , and V3 , respectively, for 𝑡 > 0 + (𝑎1 (𝑥) − 𝑏11 (𝑥) 𝑢1 ) ] 𝜓1 𝑢1 𝑑𝑥.
sufficiently small. Hence, if we can show that the expression
𝜎∗ (V1 , V2 , V3 ) Also
−1 (46)
× (∫ 𝜓1 V1 𝑑𝑥) = − ∫ 𝑢1 𝜇1 Δ𝜓1 𝑑𝑥
Ω
Ω
+ ∫ [𝜎2 − 𝑏22 (𝑥) V2 − 𝑏21 (𝑥) (V1 − 𝑢̃(13) ) = − ∫ 𝑢1 𝜓1 [𝜎1 − (𝑎1 (𝑥) − 𝑏12 (𝑥) 𝑢̃(23)
Ω
Ω
By assumption (33), we get ∫ [𝜎2 − (𝑎2 (𝑥) − 𝑏21 (𝑥) 𝑢̃(13) − 𝑏23 (𝑥) 𝑢̃(31) )
Ω
𝜎1 + 𝑏12 (𝑥) 𝑢̃(23) − 𝑏13 (𝑥) (𝑢3 − 𝑢̃(32) ) > 0,
(54) + (𝑎2 (𝑥) − 𝑏21 (𝑥) V1 − 𝑏22 (𝑥) V2 − 𝑏23 (𝑥) V3 )] 𝜓2 V2 𝑑𝑥
(13) (31)
𝜎2 + 𝑏21 (𝑥) 𝑢̃ − 𝑏23 (𝑥) (𝑢3 − 𝑢̃ ) > 0.
→ ∫ [𝜎2 − (𝑎2 (𝑥) − 𝑏21 (𝑥) 𝑢̃(13) − 𝑏23 (𝑥) 𝑢̃(31) )
Hence we have Ω
∗
lim inf 𝜎 (V1 , V2 , V3 ) > 0. + (𝑎2 (𝑥) − 𝑏21 (𝑥) 𝑢̃(12) − 𝑏22 (𝑥) 𝑢̃(21) )] 𝜓2 𝑢̃(21) 𝑑𝑥.
(V1 ,V2 ,V3 ) → (0,0,𝑢3 ) (55)
(V1 ,V2 ,V3 )∈𝑋\𝑆 (59)
Abstract and Applied Analysis 9
Also Theorem 12. Suppose that 𝑎𝑖 (𝑥) > 𝜇𝑖 𝜆 1 , 𝑏𝑖𝑖 (𝑥) > 0 for 𝑥 ∈ Ω,
𝑖 = 1, 2, 3. Then there is a constant 𝛿 > 0, such that if 𝑏𝑖𝑗 < 𝛿
∫ [𝑎2 (𝑥) − 𝑏21 (𝑥) 𝑢̃(12) − 𝑏22 (𝑥) 𝑢̃(21) ] 𝜓2 𝑢̃(12) 𝑑𝑥 for 𝑖, 𝑗 = 1, 2, 3 with 𝑖 ≠𝑗, the semiflow on [𝐶01 (Ω)]3 generated
Ω
by (1) under homogeneous Dirichlet boundary conditions is
𝑢(21) 𝑑𝑥
= − ∫ 𝜓2 𝜇2 Δ̃ permanent.
Ω
Proof. For fixed 𝑎𝑖 > 𝜇𝑖 𝜆 1 and 𝑏𝑖𝑖 (𝑥) > 0 in Ω, 𝑖 = 1, 2, 3,
= − ∫ 𝑢̃(21) 𝜇2 Δ𝜓2 𝑑𝑥 (60) when 𝑏𝑖𝑗 ≥ 0 (𝑖, 𝑗 = 1, 2, 3, 𝑖 ≠𝑗) are sufficiently small,
Ω
conditions (11)–(13) and (17)–(19) are satisfied, and by the
variational expression of principal eigenvalues (see [13]) and
= − ∫ 𝑢̃(21) 𝜓2 [𝜎2 − (𝑎2 (𝑥) − 𝑏21 (𝑥) 𝑢̃(13)
Ω the boundedness of 𝑢̃(𝑖𝑗) (𝑖 ≠𝑗) (see Remark 8), the principal
eigenvalues 𝜎1 , 𝜎2 , and 𝜎3 of (30), (31), and (32), respectively,
−𝑏23 (𝑥) 𝑢̃(31) )] 𝑑𝑥 are all positive. And then it is easy to see that condition (33)
is satisfied when 𝑏𝑖𝑗 (𝑖 ≠𝑗) are even smaller, if necessary. The
𝑢(12) , 𝑢̃(21) , 0),
so that as (V1 , V2 , V3 ) → (̃ proof is completed by Theorem 11.
In conclusion
Conflict of Interests
lim inf 𝜎∗ (V1 , V2 , V3 ) > 0
(V1 ,V2 ,V3 ) → 𝜔(𝑆) (66) The authors declare that there is no conflict of interests
(V1 ,V2 ,V3 )∈𝑋\𝑆
regarding the publication of this paper.
so that 𝛼(𝑡, (𝑢1 , 𝑢2 , 𝑢3 )) > 1 for (𝑢1 , 𝑢2 , 𝑢3 ) ∈ 𝜔(𝑆) and 𝑡
sufficiently small, and permanence follows from the abstract
results of the previous section. Acknowledgments
Now we are ready to prove an interesting result, namely, The authors thank the anonymous reviewers for their helpful
permanent existence always holds among three “very weak” comments and suggestions. This work was supported by
competing species. The result may be known, but to our Grant 13ZR1430100 from the Natural Science Foundation of
knowledge, it does not appear in the published literature. Shanghai, China.
10 Abstract and Applied Analysis
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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2014, Article ID 132781, 12 pages
http://dx.doi.org/10.1155/2014/132781
Research Article
Global Dynamics of an HTLV-1 Model with Cell-to-Cell
Infection and Mitosis
Copyright © 2014 S. Li and Y. Zhou. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
A mathematical model of human T-cell lymphotropic virus type 1 in vivo with cell-to-cell infection and mitosis is formulated and
studied. The basic reproductive number 𝑅0 is derived. It is proved that the dynamics of the model can be determined completely
by the magnitude of 𝑅0 . The infection-free equilibrium is globally asymptotically stable (unstable) if 𝑅0 < 1 (𝑅0 > 1). There exists
a chronic infection equilibrium and it is globally asymptotically stable if 𝑅0 > 1.
a single Tax-expressing infected 𝐶𝐷4+ T cell through mitotic When 𝑥 + ((𝜏 + 𝜇2 )/𝜏)𝑦 ≤ 𝐿 0 holds, the second equation of
transmission is 𝜀𝑠 ⋅ (𝜏/(𝜏 + 𝜇2 )) ⋅ (1/𝜇3 ) + (1 − 𝜀)𝑠 ⋅ (1/𝜇3 ). model (1) yields
Throughout the paper, we use the assumption
𝑑𝑢
= 𝜎𝛽𝑥𝑦 + 𝜀𝑠𝑦 − 𝜏𝑢 − 𝜇2 𝑢 ≤ 𝑀0 − (𝜏 + 𝜇2 ) 𝑢. (9)
(𝜏 + 𝜇2 ) 𝜇3 𝑑𝑡
𝑠< . (A1)
𝜏 + 𝜇2 (1 − 𝜀) From the comparison principle and (9), it follows that there
exists a positive 𝑢𝑚 = 𝑀0 /(𝜏 + 𝜇2 ), such that 𝑑𝑢/𝑑𝑡 ≤ 0 when
The inequality (A1) is equivalent to that 𝜏𝜀𝑠/(𝜏 + 𝜇2 )𝜇3 +
𝑢 > 𝑢𝑚 and 𝑥 + ((𝜏 + 𝜇2 )/𝜏)𝑦 ≤ 𝐿 0 .
(1 − 𝜀)𝑠/𝜇3 < 1, which requires that the average number of
For any given initial values 𝑥(0) = 𝑥0 ≥ 0, 𝑢(0) = 𝑢0 ≥
the secondary infections by a single Tax-expressing infected
0, and 𝑦(0) = 𝑦0 ≥ 0, there exists a plane 𝑃, given by the
𝐶𝐷4+ T cell through mitosis should not be larger than one.
equation
If the inequality in (A1) does not hold, then the number
of the infected cells may increase to infinity. The biological 𝜏 + 𝜇2 𝜏 + 𝜇2
𝑃:𝑥+𝑢+ 𝑦 = 𝐿 0 + 𝑢𝑚 + 𝑥0 + 𝑢0 + 𝑦0 , (10)
interpretation of (A1) is to keep the solutions of the model 𝜏 𝜏
bounded. From condition (A1), we have 𝑠 < 𝜇3 /(1 − 𝜀); that such that the point (𝑥0 , 𝑢0 , 𝑦0 ) locates inside the domain with
is, 𝜇3 > (1 − 𝜀)𝑠. We can get the following nonnegative and the boundaries 𝑥 = 0, 𝑢 = 0, 𝑦 = 0, 𝑢 = 𝑢𝑚 + 𝑥0 + 𝑢0 +
bounded conclusions on the solutions of model (1). ((𝜏 + 𝜇2 )/𝜏)𝑦0 , and 𝑃. It is not difficult to verify that those
two planes 𝑢 = 𝑢𝑚 + 𝑥0 + 𝑢0 + ((𝜏 + 𝜇2 )/𝜏)𝑦0 and 𝑃 have the
Theorem 1. The solutions (𝑥(𝑡), 𝑢(𝑡), 𝑦(𝑡)) of model (1) intersection line 𝑥 + ((𝜏 + 𝜇2 )/𝜏)𝑦 = 𝐿 0 . The equations in (6)
with the nonnegative initial conditions are nonnegative and and (9) imply that
bounded for all 𝑡 > 0 if (A1) holds.
𝑑𝑢 𝜏 + 𝜇2
Proof. It is easy to have ≤ 0, if 𝑢 = 𝑢𝑚 + 𝑥0 + 𝑢0 + 𝑦0 ≥ 𝑢𝑚 ,
𝑑𝑡 𝜏
𝑑𝑥(𝑡) 𝜏 + 𝜇2
= 𝜆 > 0, 𝑥+ 𝑦 ≤ 𝐿 0, (11)
𝑑𝑡 𝑥=0 𝜏
𝑑𝑢(𝑡) 𝑑𝐿
≤ 0 if 𝑥 +
𝜏 + 𝜇2
𝑦 ≥ 𝐿 0.
= 𝜎𝛽𝑥𝑦 + 𝜀𝑠𝑦 ≥ 0,
𝑑𝑡 𝑢=0
(4) 𝑑𝑡 𝜏
𝑑𝑦(𝑡)
Those inequalities imply that the domain with the boundaries
= 𝜏𝑢 ≥ 0. 𝑥 = 0, 𝑢 = 0, 𝑦 = 0, 𝑢 = 𝑢𝑚 + 𝑥0 + 𝑢0 + ((𝜏 + 𝜇2 )/𝜏)𝑦0 ,
𝑑𝑡 𝑦=0 and 𝑃 is positively invariant for solutions of model (1). That
From Lemma 2 in [28], we know that any solutions of model is, any solution of model (1) with nonnegative initial value is
(1) with nonnegative initial conditions will be nonnegative for bounded.
all 𝑡 > 0. With a similar argument as used in the proof of
It follows from the first equation of model (1) that Theorem 1, we know that the domain
𝑑𝑥 𝜆
= 𝜆 − 𝛽𝑥𝑦 − 𝜇1 𝑥 ≤ 𝜆 − 𝜇1 𝑥, (5) Γ = {(𝑥, 𝑢, 𝑦) | 0 ≤ 𝑥 ≤ , 0 ≤ 𝑢 ≤ 𝑢𝑚 ,
𝑑𝑡 𝜇1
which leads to lim𝑡 → +∞ sup 𝑥 ≤ 𝜆/𝜇1 . Let 𝐿 = 𝑥 + 𝑢 + ((𝜏 + (12)
𝜏 + 𝜇2
𝜇2 )/𝜏)𝑦; from model (1) we can obtain 𝑦 ≥ 0, 𝑥 + 𝑢 + 𝑦 ≤ 𝐿 0 + 𝑢𝑚 }
𝜏
𝑑𝐿 𝑑𝑥 𝑑𝑢 𝜏 + 𝜇2 𝑑𝑦
= + + is positively invariant with respect to model (1). In fact, the
𝑑𝑡 𝑑𝑡 𝑑𝑡 𝜏 𝑑𝑡 (6) solutions of model (1) located on the boundary planes of Γ,
= 𝜆 + (𝜎 − 1) 𝛽𝑥𝑦 − 𝜇1 𝑥 − 𝐺𝑦 ≤ 𝜆 − 𝜇1 𝑥 − 𝐺𝑦, 𝑥 = 𝜆/𝜇1 , or 𝑢 = 𝑢𝑚 , or 𝑥 + 𝑢 + ((𝜏 + 𝜇2 )/𝜏)𝑦 = 𝐿 0 + 𝑢𝑚 , will
enter Γ0 , where Γ0 is the interior of Γ. From (5), (6), and (9)
where 𝐺 = ((𝜏+𝜇2 )/𝜏)(𝜇3 −(1−𝜀)𝑠)−𝜀𝑠 > 0 since (A1) holds.
we can prove that all the solutions of model (1) with positive
The inequality in (6) implies that 𝐿 = 𝑥+𝑢+((𝜏+𝜇2 )/𝜏)𝑦 will
initial values will enter Γ when the time is large enough. We
decrease along the solutions curve of model (1) if 𝜇1 𝑥 + 𝐺𝑦 >
will investigate the dynamic behavior of model (1) on Γ in the
𝜆. Geometrically, all solution trajectories of model (1) will go
rest of the paper.
through the plane 𝑥 + 𝑢 + ((𝜏 + 𝜇2 )/𝜏)𝑦 = 𝐿 from outside to
The straightforward calculation shows that model (1) has
inside if 𝜇1 𝑥 + 𝐺𝑦 > 𝜆.
two equilibria: the infection-free equilibrium 𝑃0 = (𝑥0 , 0, 0),
Let 𝐿 0 be the maximal value of the function 𝑥 + ((𝜏 +
located on the boundary of Γ, where 𝑥0 = 𝜆/𝜇1 , and the
𝜇2 )/𝜏)𝑦 on the bounded domain
chronic infection equilibrium 𝑃1 = (𝑥1 , 𝑢1 , 𝑦1 ), where
𝐺0 = {(𝑥, 𝑦) | 𝑥 ≥ 0, 𝑦 ≥ 0, 𝜇1 𝑥 + 𝐺𝑦 ≤ 𝜆} , (7)
𝜆 (𝜇3 − (1 − 𝜀) 𝑠) 𝑦1
𝑥1 = , 𝑢1 = ,
and let 𝑀0 be the maximal value of the function 𝜎𝛽𝑥𝑦 + 𝜀𝑠𝑦 𝛽𝑦1 + 𝜇1 𝜏
on the bounded domain (13)
𝜏 + 𝜇2 𝜇 (𝜏 + 𝜇2 ) 𝜇3
𝐺1 = {(𝑥, y) | 𝑥 ≥ 0, 𝑦 ≥ 0, 𝑥 + 𝑦 ≤ 𝐿 0 } . (8) 𝑦1 = 1 (𝑅0 − 1) .
𝜏 𝛽 (𝜏 + 𝜇2 ) 𝜇3 − 𝜏𝑠 − 𝜇2 (1 − 𝜀) 𝑠
4 Abstract and Applied Analysis
𝑥1 , 𝑢1 , and 𝑦1 are positive if and only if 𝑅0 > 1 and (A1) 3.2. Stability of the Chronic Infection Equilibrium
holds. We have the following conclusion on the existence of
the equilibrium of model (1). Theorem 5. Assume that (A1) holds; if 𝑅0 > 1, then the unique
chronic infection equilibrium 𝑃1 of model (1) is stable.
Theorem 2. If 𝑅0 ≤ 1, then 𝑃0 = (𝜆/𝜇1 , 0, 0) is the only
equilibrium of model (1). If 𝑅0 > 1 and (A1) holds, then Proof. The characteristic equation of the matrix of the lin-
𝑃1 = (𝑥1 , 𝑢1 , 𝑦1 ) is the unique chronic infection equilibrium. earized system of model (1) at the chronic infection equilib-
rium 𝑃1 is
𝑥 ≥ 0, 𝑢 > 0, 𝑦 > 0}; define 𝜕𝑋0 = 𝑋/𝑋0 , and 𝑀𝜕 = Proof. If the conclusion in Proposition 9 does not hold, then,
{(𝑥(0), 𝑢(0), 𝑦(0)) ∈ 𝜕𝑋0 | Φ𝑡 (𝑥(0), 𝑢(0), 𝑦(0)) ∈ 𝜕𝑋0 , 𝑡 ≥ 0}, for any 𝛿 > 0, there exists a 𝑇 such that 𝑢(𝑡) ≤ 𝛿 and 𝑦(𝑡) ≤ 𝛿
where Φ𝑡 : 𝑋 → 𝑋 is the semiflow defined by model (1). for all 𝑡 > 𝑇. Consider the following equation:
Proposition 9. Assume that (A1) holds. If 𝑅0 > 1, then Proof. 𝑋 and 𝑋0 are positively invariant for model (1). Φ𝑡 is
there exists a 𝛿 > 0 such that the solution of model point dissipative and compact. By Lemma 6 we know that
(1) with initial value (𝑥(𝑡0 ), 𝑢(𝑡0 ), 𝑦(𝑡0 )) ∈ 𝑋0 satisfies there is a connected global attractor 𝐴 for Φ𝑡 that attracts each
lim𝑡 → +∞ sup max{𝑢(𝑡), 𝑦(𝑡)} > 𝛿. bounded set in 𝑋.
6 Abstract and Applied Analysis
From the discussion of Proposition 8, we know that 𝑀𝜕 is Next, we show that model (1) is a competitive system
the maximal compact invariant set in 𝜕𝑋0 . Since we choose which implies that model (1) has the Poincaré-Bendixson
the Morse decomposition of 𝑀𝜕 as {𝑃0 } and ∪𝑥∈𝑀𝜕 𝜔(𝑥) = property.
{𝑃0 }, the set {𝑃0 } is isolated. Proposition 9 shows that the
solutions of model (1) with initial values in 𝑋0 cannot go to Theorem 14. Model (1) is competitive in Γ.
the boundary, which implies that 𝑊𝑠 (𝑃0 ) ∩ 𝑋0 = 𝜙. It follows
from Lemma 7 that model (1) is uniformly persistent with Proof. The Jacobian matrix of model (1) is
respect to (𝑋0 , 𝜕𝑋0 ).
−𝛽𝑦 − 𝜇1 0 −𝛽𝑥
The following lemmas in [30–32] are used to study the 𝐽 (𝑥, 𝑢, 𝑦) = [ 𝜎𝛽𝑦 −𝜏 − 𝜇2 𝜎𝛽𝑥 + 𝜀𝑠 ] . (28)
global stability of the chronic infection equilibrium 𝑃1 . We [ 0 𝜏 (1 − 𝜀) 𝑠 − 𝜇3 ]
will show that all the solutions of model (1) in Γ0 converge to
𝑃1 if 𝑅0 > 1. Choose 𝑃 = diag(1, −1, 1); we can obtain
Let 𝑥 → 𝑓(𝑥) ∈ 𝑅𝑛 be a 𝐶1 function for 𝑥 in an open set
𝐷 ⊂ 𝑅𝑛 . Consider the system of differential equations −𝛽𝑦 − 𝜇1 0 −𝛽𝑥
𝑃𝐽𝑃 = [ −𝜎𝛽𝑦 −𝜏 − 𝜇2 −𝜎𝛽𝑥 − 𝜀𝑠 ] . (29)
𝑑𝑥 [ 0 −𝜏 (1 − 𝜀) 𝑠 − 𝜇3 ]
= 𝑓 (𝑥) . (27)
𝑑𝑡
All off-diagonal entries of 𝑃𝐽𝑃 are nonpositive. It follows from
Let 𝑥(𝑡, 𝑥0 ) be the solution of model (27) satisfying 𝑥(0, 𝑥0 ) = Lemma 11 that model (1) is competitive in the convex region
𝑥0 . Γ.
A set 𝐾 is said to be absorbing in 𝐷 for model (27) if
𝑥(𝑡, 𝐾1 ) ⊂ 𝐾 for each compact 𝐾1 ⊂ 𝐷 and sufficiently large Now, we are ready to prove the global stability of the
𝑡. We make the following two basic assumptions. unique chronic infection equilibrium 𝑃1 of model (1).
(𝐻1 ) There exists a compact absorbing set 𝐾 ⊂ 𝐷. Theorem 15. Assume that (A1) holds. If 𝑅0 > 1, then the
(𝐻2 ) System (27) has a unique equilibrium 𝑥 in 𝐷. unique chronic infection equilibrium 𝑃1 of model (1) is globally
asymptotically stable in Γ0 .
System (27) is said to have the Poincaré-Bendixson
Property if any nonempty compact omega limit set that Proof. From Theorem 10 and Lemma 6, we know that Φ𝑡
contains no equilibrium is a closed orbit [31]. It is known that is compact and point dissipative, and there is a global
a three-dimensional competitive system has the Poincaré- attractor 𝐴 for Φ𝑡 . Subsequently, model (1) satisfies (𝐻1 ).
Bendixson property in a convex region. From Theorem 2, model (1) satisfies (𝐻2 ). By Theorem 14 and
Lemma 12, model (1) has the Poincaré-Bendixson property.
Lemma 11 (see [30]). Let 𝐷 ∈ 𝑅𝑛 be convex. The autonomous Thus conditions (1) and (5) of Lemma 13 hold.
system 𝑑𝑥/𝑑𝑡 = 𝑓(𝑥), 𝑥 ∈ 𝐷, is cooperative in 𝐷 if there The second compound system of the linearized system
exists a diagonal matrix 𝑃 = diag(𝛼1 , . . . , 𝛼𝑛 ) (𝛼𝑖 = −1 or along a periodic solution (𝑥(𝑡), 𝑢(𝑡), 𝑦(𝑡)) of model (1) is
1, 𝑖 = 1, 2, . . . , 𝑛), such that 𝑃(𝜕𝑓𝑖 /𝜕𝑥𝑗 )(𝑥)𝑃 ≥ 0, for 𝑖 ≠ 𝑗,
𝑥 ∈ 𝐷; that is, all off-diagonal entries of 𝑃(𝜕𝑓/𝜕𝑥)(𝑥)𝑃 are 𝑑𝑋
nonnegative. It is competitive in 𝐷 if there exists a diagonal = − (𝛽𝑦 + 𝜇1 + 𝜏 + 𝜇2 ) 𝑋 + (𝜎𝛽𝑥 + 𝜀𝑠) 𝑌 + 𝛽𝑥𝑍,
𝑑𝑡
matrix 𝑃 = diag(𝛼1 , . . . , 𝛼𝑛 ) (𝛼𝑖 = −1 or 1, 𝑖 = 1, 2, . . . , 𝑛),
such that 𝑃(𝜕𝑓𝑖 /𝜕𝑥𝑗 )(𝑥)𝑃 ≤ 0, for 𝑖 ≠ 𝑗, 𝑥 ∈ 𝐷; that is, all 𝑑𝑌
= 𝜏𝑋 − (𝛽𝑦 + 𝜇1 − (1 − 𝜀) 𝑠 + 𝜇3 ) 𝑌, (30)
off-diagonal entries of 𝑃(𝜕𝑓/𝜕𝑥)(𝑥)𝑃 are nonpositive. 𝑑𝑡
d𝑍
Lemma 12 (see [32]). Assume that 𝑛 = 3 and 𝐷 is convex; = 𝜎𝛽𝑦𝑌 − (𝜏 + 𝜇2 − (1 − 𝜀) 𝑠 + 𝜇3 ) 𝑍.
suppose that model (27) is competitive in 𝐷; then it satisfies the 𝑑𝑡
Poincaré-Bendixson property [32].
In order to verify that model (30) is asymptotically stable, we
Lemma 13 (see [31]). Assume that the following conditions define a Lyapunov function
hold.
𝑢 𝛽𝜆
𝑉 (𝑋, 𝑌, 𝑍; 𝑥, 𝑢, 𝑦) = sup {|𝑋| , (|𝑌| + |𝑍|)} .
(1) Assumptions (𝐻1 ) and (𝐻2 ) hold; 𝑦 𝜎𝛽𝜆 + 𝜀𝑠𝜇1
(2) model (27) satisfies the Poincaré-Bendixson property; (31)
(3) for each periodic solution 𝑥 = 𝑝(𝑡) with 𝑝(0) ∈ 𝐷, From the uniform persistence, we know that the orbit O of
model (27) is asymptotically stable; the periodic solution (𝑥(𝑡), 𝑢(𝑡), 𝑦(𝑡)) has a positive distance
(4) (−1)𝑛 det((𝜕𝑓/𝜕𝑥)(𝑥)) > 0. from the boundary of Γ. There exists a constant 𝑐 > 0 such
that
Then the unique equilibrium 𝑥 is globally asymptotically
stable in 𝐷. 𝑉 (𝑋, 𝑌, 𝑍; 𝑥, 𝑢, 𝑦) ≥ 𝑐 sup {|𝑋| , |𝑌| , |𝑍|} . (32)
Abstract and Applied Analysis 7
800 0.6
600 0.4
x 400 u 0.2
200 0
0 −0.2
0 500 1000 0 500 1000
t t
0.6
1
0.4
y 0.5
y 0.2
0 0
1
1000
0.5
u 500
−0.2 0 x
0 500 1000 0
t
The inequalities in (35) and (38) imply that 𝑉(𝑡) → 0 as 4. Numerical Simulation
𝑡 → ∞, which leads to (𝑋(𝑡), 𝑌(𝑡), 𝑍(𝑡)) → 0 as 𝑡 → ∞
because of (32). As a result, the second compound system Numerical simulations are done to demonstrate the results in
(30) is asymptotically stable. This verifies condition (6) of Section 3. The sensitive analysis is given to show the effects of
Lemma 13. the model parameters on the solutions.
Let 𝐽(𝑃1 ) be the Jacobian matrix of model (1) at 𝑃1 . Then In numerical simulations, the time scale is a day. The rate
we have of healthy 𝐶𝐷4+ helper T cells produced in the bone marrow,
𝜆, is 15–25 cells/mm3 /day. The coefficient of infectious trans-
𝜕𝑓 missibility, 𝛽, is 0.0005–0.003 mm3 /cell/day. The proportion
(−1)3 det ( (𝑃 ))
𝜕𝑥 1 of infected cells expressing Tax, 𝜏, is (0.003–0.03)/day. The
removal rates of healthy 𝐶𝐷4+ T cells, resting infected 𝐶𝐷4+
−𝛽𝑦1 − 𝜇1 0 −𝛽𝑥1
T cells, and Tax-expressing infected 𝐶𝐷4+ T cells, 𝜇1 , 𝜇2 , and
= −[ 𝜎𝛽𝑦1 −𝜏 − 𝜇2 𝜎𝛽𝑥1 + 𝜀𝑠 ] (39) 𝜇3 , are taken to be the value 0.01–0.05/day. The death rate
[ 0 −𝜏 (1 − 𝜀) 𝑠 − 𝜇3 ]
of the Tax-expressing infected 𝐶𝐷4+ T cells is considerably
= (𝛽𝑦1 + 𝜇1 ) ((𝜇3 − (1 − 𝜀) 𝑠) (𝜏 + 𝜇2 ) + 𝜀𝑠𝜏) shorter than the natural lifespan of 𝐶𝐷4+ T cells [33].
In Figure 2, we use the following set of parameters: 𝜆 =
+ 𝜎𝛽𝜏𝜇1 𝑥1 > 0. 20, 𝛽 = 0.001, 𝜇1 = 𝜇2 = 1/30, 𝑠 = 0.05, 𝜎 = 0.01, 𝜀 = 0.9,
𝜏 = 0.03, 𝜇3 = 0.05, and 𝑅0 = 0.5832 < 1. All solutions
Condition (9) of Lemma 13 holds. The chronic infection converge to the infection-free equilibrium 𝑃0 .
equilibrium 𝑃1 of model (1) is globally asymptotically stable In Figure 3, we use the following set of parameters: 𝜆 =
in Γ0 since all conditions of Lemma 13 are satisfied. 20, 𝛽 = 0.001, 𝜇1 = 1/30, 𝜇2 = 0.02, 𝑠 = 0.1, 𝜎 = 0.1, 𝜀 = 0.8,
Abstract and Applied Analysis 9
250 150
200
100
150
x u
100
50
50
0 0
0 200 400 600 800 1000 0 200 400 600 800 1000
t t
60
50 60
40 40
y 30
20
20
0
150
10 100 600
50 400
0 200
0 0
0 200 400 600 800 1000
t
0.2
PRCC
0
A sensitivity analysis quantifies how changes in the values
−0.2 of the input parameters alter the value of the outcome
−0.4 variable [34]. The sensitivity analysis is performed to explore
−0.6 the behavior of model (1) by calculating the partial rank
correlation coefficients (PRCC) for each input parameter,
−0.8
𝛽 𝜏 s 𝜇1 𝜇2 𝜇3 which are sampled by the Latin hypercube sample (LHS)
−1 and 𝑅0 (Table 1). Figure 4 shows that a significantly strong
1 2 3 4 5 6
positive correlation exists between parameters 𝛽 and 𝑅0
Parameters
(PRCC = 0.8597; 𝑃 value = 0 < 0.01). The second sensitive
PRCC parameter to 𝑅0 is 𝜏 (PRCC = 0.3421; 𝑃 value = 0 < 0.01). The
result indicates that the cell-to-cell contact transmission and
Figure 4: Sensitivity analysis of 𝑅0 with the parameters came from Tax expression contribute a lot to the viral infection.
LHS sampling. The sensitivity analysis result shows that 𝛽 and 𝜏 are
two significant parameters for the infection. We illustrate the
impact of 𝛽 and 𝜏 on the magnitude of the chronic infection
equilibrium 𝑃1 by numerical simulations. The curves in
𝜏 = 0.03, 𝜇3 = 0.09, and 𝑅0 = 1.1556 > 1. All solutions Figures 5(a) and 5(b) show the dependence of 𝑢1 and 𝑦1 on
converge to the chronic infection equilibrium 𝑃1 . the parameters 𝛽 and 𝜏, respectively. The surfaces in Figures
10 Abstract and Applied Analysis
350 100
300
80
250
200 60
u1
y1
150
40
100
20
50
0 0
0 0.005 0.01 0.015 0.02 0 0.005 0.01 0.015 0.02
𝛽 𝛽
600 200
150
400
100
y1
u1
200 50
0
0 0.04
0.04 0.02 0.02
0.02
0.02 0.01 𝜏 0.01
𝜏 𝛽 0 𝛽
0 0 0
(c) (d)
Figure 5: The impact of 𝛽 and 𝜏 on the magnitude of the chronic infection equilibrium 𝑃1 .
5(c) and 5(d) give the values of 𝑢1 or 𝑦1 as the functions of has settled at a chronic infection state, the proportion of
𝛽 and 𝜏, respectively. Those curves and surfaces in Figure 5 Tax-expressing cells in infected cells is 𝑦/(𝑢 + 𝑦), where
indicate that 𝑢1 and 𝑦1 will increase with 𝛽 and 𝜏. For any 𝑢 = ((𝜇3 − (1 − 𝜀)𝑠)/𝜏)𝑦. Hence (𝜕/𝜕𝜏)(𝑦/(𝑢 + 𝑦)) =
given 𝜏, 𝑢1 or 𝑦1 increases very fast for small 𝛽 and quite slow (𝜇3 − (1 − 𝜀)𝑠)/(𝜇3 − (1 − 𝜀)𝑠 + 𝜏)2 > 0. That is, a faster
for large 𝛽. rate of spontaneous expression of the Tax results in a higher
proportion of 𝑦 in infected 𝐶𝐷4+ T cells which influence the
5. Concluding Remarks risk of HAM/TSP.
It follows from our sensitivity analysis that 𝛽 and 𝜏 are
We have formulated and studied a mathematical model of significantly sensitive to the reproduction number 𝑅0 . In
HTLV-1 in vivo including the spontaneous HTLV-1 antigen particular, increasing the rate of Tax expression results in a
Tax expression, cell-to-cell contact, and mitotic infectious
reduction of the proportion of proviral cell at the equilibrium
route to the viral dynamics. The persistence of the model
state. This conclusion implies that Tax expression should be
is discussed. Sufficient conditions are established for the
controlled in the therapeutic intervention in order to reduce
global asymptotic stability of the infection-free equilibrium
and chronic infection equilibrium. The sensitivity analysis by the risk of HAM/TSP.
PRCC with the LHS sample is presented to show the impact Our conclusions are based on a simple model; with the
of the parameters on the model dynamics. recent progress in HTLV-1 pathogenesis and new findings
As we know, infected cells from HAM/TSP patients have in immune reactions against HTLV-1 infection and Tax
a significantly higher probability of expressing Tax protein expression, more factors should be investigated in improved
than infected cells from ACs. When an infected individual models.
Abstract and Applied Analysis 11
Conflict of Interests [15] F. Mortreux, A.-S. Gabet, and E. Wattel, “Molecular and cel-
lular aspects of HTLV-1 associated leukemogenesis in vivo,”
The authors declare that there is no conflict of interests Leukemia, vol. 17, no. 1, pp. 26–38, 2003.
regarding the publication of this paper. [16] P. Hollsberg, “Mechanisms of T-cell activation by human T-cell
lymphotropic virus type 1,” Microbiology and Molecular Biology
Acknowledgments Reviews, vol. 63, pp. 308–333, 1999.
[17] J. M. Mesnard and C. Devaux, “Multiple control levels of
This work was supported by a Grant (no. 104519-010) from cell proliferation by human T-cell leukemia virus type 1 Tax
the International Development Research Center, Ottawa, protein,” Virology, vol. 257, no. 2, pp. 277–284, 1999.
Canada, and the Natural Science Foundation of China (no. [18] F. Bex and R. B. Gaynor, “Regulation of gene expression by
11171267, no. 11301314). HTLV-I tax protein,” Methods, vol. 16, no. 1, pp. 83–94, 1998.
[19] D. Wodarz and C. R. M. Bangham, “Evolutionary dynamics of
HTLV-I,” Journal of Molecular Evolution, vol. 50, no. 5, pp. 448–
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12 Abstract and Applied Analysis
Research Article
Bifurcation of Traveling Wave Solutions of
the Dual Ito Equation
Copyright © 2014 X. Fan and S. Li. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
The dual Ito equation can be seen as a two-component generalization of the well-known Camassa-Holm equation. By using the
theory of planar dynamical system, we study the existence of its traveling wave solutions. We find that the dual Ito equation has
smooth solitary wave solutions, smooth periodic wave solutions, and periodic cusp solutions. Parameter conditions are given to
guarantee the existence.
2. Bifurcation Conditions and Possible taking minus sign. To avoid the singularity, letting 𝑑𝜉 = 2(𝑐 ±
Phase Portraits 𝜙)(𝑐 + 𝜙)2 𝑑𝜏, system (10) is changed to a regular system:
corresponding to plus sign in (1) and is a homoclinic orbit defined by 𝐻(𝜙, 𝑦) = ℎ1 passing
through 𝐸1 . There is a family of smooth periodic orbits
2
𝐽 (𝜙, 𝑦) = −2(𝜙 + 𝑐) of (10) defined by 𝐻(𝜙, 𝑦) = ℎ, ℎ ∈ (ℎ2 , ℎ1 ) enclosing
the center 𝐸2 (see Figure 1(c)).
𝑑 𝑑
× (4𝑦2 𝑐𝜙 + 𝑐 𝐹 (𝜙) + 4𝑦2 𝜙2 − 𝜙 𝐹 (𝜙)) 2.2. Equilibrium Points and Phase Portraits of (10) When
𝑑𝜙 𝑑𝜙 Taking Minus Sign in (1). When taking minus sign, there
(14) are two singular lines of (10). Two more equilibrium points
appear. When 𝐹(𝑐) > 0, no equilibrium points exist on the
corresponding to minus sign in (1). We can get 𝐽(𝜙, 0) = 2(𝜙± singular line 𝜙 = 𝑐. If 𝐹(𝜙+ ) < 0 and −(1/2)𝑐2 < 𝑔 < (1/4)𝑐2 ,
𝑐)(𝑐 + 𝜙)2 (𝑑/𝑑𝜙)𝐹(𝜙) and 𝑝 = trace(𝐽) = 4(𝑐 ± 𝜙)(𝑐 + 𝜙)𝑦, we have −𝑐 < 𝜙− < 𝜙1 < 𝜙+ < 𝜙2 . When 𝑔 = −(1/2)𝑐2 , we
respectively. have 𝜙− = −𝑐 < 𝜙1 < 𝜙+ < 𝜙2 . If 𝐹(𝜙+ ) = 0, there is only one
By the theory of planar dynamical systems [22], we know equilibrium point 𝐸1 (𝜙1 , 0), (−𝑐 < 𝜙− < 𝜙1 = 𝜙+ ) which is a
that an equilibrium point of a planar Hamiltonian system is a saddle piont. If 𝐹(𝜙+ ) > 0, there are no equilibrium points.
saddle point in the case of 𝐽 < 0, a center in the case of 𝐽 > 0,
and a cusp in the case of 𝐽 = 0, and its Poincare index is 0. Lemma 3. When 𝐹(𝑐) > 0, 𝐹(𝜙+ ) < 0 and −(1/2)𝑐2 ≤ 𝑔 <
(1/4)𝑐2 , system (10) has two equilibrium points 𝐸1 (𝜙1 , 0) and
2.1. Equilibrium Points and Phase Portraits of (10) When 𝐸2 (𝜙2 , 0). 𝐸1 is a center point while 𝐸2 is a saddle point. There
Taking Plus Sign in (1). Except for the straight line 𝜙 = −𝑐 is a homoclinic orbit defined by 𝐻(𝜙, 𝑦) = ℎ2 to the saddle 𝐸2 .
or 𝜙 = ±𝑐, systems (10) and (11) have the same first integral There is a family of smooth periodic orbits defined by 𝐻(𝜙, 𝑦 =
ℎ, ℎ ∈ (ℎ1 , ℎ2 )) surrounding 𝐸2 (see Figure 2(a)).
𝑏𝑦2 ± (𝜙4 + 2𝑐𝜙3 + (𝑐2 + 2𝑔) 𝜙2 + 2𝑔𝑐𝜙 − 𝑟2 )
𝐻 (𝜙, 𝑦) = When 𝐹(𝑐) < 0, there is equilibrium at 𝜙 = 𝑐. When 𝑔 <
𝑐+𝜙
−(1/2)𝑐2 , we have 𝜙+ > 0 and 𝜙− < −𝑐 < 𝜙+ ; then 𝑓 (−𝑐) > 0,
where −𝑐 is minimum.
= ℎ,
Lemma 4. When 𝐹(𝑐) < 0 and 𝑔 < −(1/2)𝑐2 , the equilibrium
(15)
points of system (10) can be described by the following cases.
where 𝑏 = (𝜙 + 𝑐)2 corresponding to plus sign in (1) and 𝑏 = (1) If 𝐹(𝜙− ) < 0 and 𝐹(𝜙+ ) < 0, there are six
𝑐2 − 𝜙2 corresponding to minus sign. equilibrium points 𝐸𝑖 (𝜙𝑖 , 0), 𝑖 = 1, . . . , 4, 𝐸5 (𝑐, 𝑦𝑐 ), and
Let ℎ𝑖 = 𝐻(𝜙𝑖 , 0), ℎ𝑠 = 𝐻(𝑐, ±𝑦𝑐 ). We can get ℎ𝑠 = 𝐸6 (𝑐, −𝑦𝑐 ) (𝜙1 < 𝜙− < 𝜙2 < −𝑐 < 𝜙3 < 𝜙+ < 𝜙4 ).
−𝐺(𝑐)/2𝑐, where 𝐺(𝑐) = 4𝑐4 + 4𝑔𝑐2 − 𝑟2 . 𝐸1 , 𝐸3 , and 𝐸4 are centers; 𝐸2 , 𝐸5 , and 𝐸6 are saddle
System (11) has the same phase portraits as system (10) points. Equilibrium points 𝐸5 and 𝐸6 lie on the singular
except for 𝜙 = −𝑐 corresponding to plus sign or 𝜙 = ±𝑐 line 𝜙 = 𝑐. There is a homoclinic orbit passing through
corresponding to minus sign. 𝐸2 enclosing the center 𝐸1 . There is a family of periodic
orbits surrounding each center point. There is a singular
Lemma 1. When 𝐹(𝜙+ ) < 0 and −(1/2)𝑐2 ≤ 𝑔 < (1/4)𝑐2 , close orbit passing the singular saddle points 𝐸5 and
there are two equilibrium points 𝐸1 (𝜙1 , 0) and 𝐸2 (𝜙2 , 0) (𝜙1 < 𝐸6 (Figure 2(b)).
𝜙2 ). 𝐸1 is a saddle point and 𝐸2 is a center point. In this (2) If 𝐹(𝜙− ) > 0 and 𝐹(𝜙+ ) < 0, there are four equilibrium
parameter condition, a branch of the level curve 𝐻(𝜙, 𝑦) = ℎ1 points 𝐸𝑖 (𝜙1 , 0), 𝑖 = 1, 2, 𝐸3 (𝑐, 𝑦𝑐 ), and 𝐸4 (𝑐, −𝑦𝑐 )
defines a homoclinic orbit to the saddle point 𝐸1 , and a branch (𝜙− < −𝑐 < 𝜙1 < 𝜙+ < 𝜙2 ). 𝐸1 and 𝐸2 are center
of the level curve 𝐻(𝜙, 𝑦) = ℎ with ℎ ∈ (ℎ2 , ℎ1 ) gives rise to a points while 𝐸3 and 𝐸4 are saddle points on the singular
family of smooth periodic orbits of (10) (see Figure 1(a)). line 𝜙 = 𝑐. There is a family of smooth periodic orbits
surrounding the centers 𝐸1 and 𝐸2 , respectively. There
Lemma 2. When 𝑔 < −(1/2)𝑐2 , the equilibrium points of are two bizarre periodic orbits passing through 𝐸3 and
system (10) can be described by the following cases. 𝐸4 (see Figure 2(c)).
(1) If 𝐹(𝜙− ) < 0 and 𝐹(𝜙+ ) < 0, there are four equilibrium
points 𝐸𝑖 (𝜙𝑖 , 0), 𝑖 = 1, . . . , 4, (𝜙1 < 𝜙− < 𝜙2 < −𝑐 < 3. Different Kinds of Traveling Solutions to (1)
𝜙3 < 𝜙+ < 𝜙4 ). 𝐸1 and 𝐸4 are centers and 𝐸2 and 𝐸3 In this section we will give some types of interesting solutions
are saddle points. There is a homoclinic orbit defined to (1).
by 𝐻(𝜙, 𝑦) = ℎ𝑖 , 𝑖 = 2, 3, passing through 𝐸2 and 𝐸3 , Suppose that 𝑢 = 𝜙(𝜉) is a traveling wave solution for (9)
respectively. There is a family of smooth periodic orbits for 𝜉 ∈ (−∞, ∞), lim𝜉 → −∞ 𝜙(𝜉) = 𝛼, and lim𝜉 → ∞ 𝜙(𝜉) = 𝛽,
of (10) enclosing the center 𝐸1 and 𝐸4 , respectively (see where 𝛼 and 𝛽 are two constants. If 𝛼 = 𝛽, then 𝜙(𝜉) is called
Figure 1(b)). a solitary wave solution. Usually, a solitary wave solution for
(2) If 𝐹(𝜙− ) > 0 and 𝐹(𝜙+ ) < 0, there are two equilibrium (9) corresponds to a homoclinic orbit of system (10) while
points 𝐸1 (𝜙1 , 0) and 𝐸2 (𝜙2 , 0) (𝜙− < −𝑐 < 𝜙1 < 𝜙+ < a periodic solution for (9) corresponds to a closed orbit of
𝜙2 ). 𝐸1 is a saddle point while 𝐸2 is a center point. There system (10).
4 Abstract and Applied Analysis
4 40
3 30
y 2 y 20
1 10
0 0
−1.5 −1.0 −0.5 0 −10 −5 0 5 10
𝜙 −1 𝜙 −10
−2 −20
−3 −30
−4 −40
(a) (b)
10
y 5
0
−1 0 1 2 3 4
𝜙
−5
−10
(c)
Figure 1: Phase portraits of (10) for 𝜙 ≠−𝑐. (a) The case for −(1/2)𝑐2 ≤ 𝑔 < (1/4)𝑐2 , 𝐹(𝜙+ ) < 0. (b) The case for 𝑔 < −(1/2)𝑐2 , 𝐹(𝜙− ) <
0, 𝐹(𝜙+ ) < 0. (c) The case for 𝑔 < −(1/2)𝑐2 , 𝐹(𝜙− ) > 0, 𝐹(𝜙+ ) < 0.
By using the results of the above lemmas and the basic 𝐸1 in Figures 1(a) and 1(c) and by 𝐻(𝜙, 𝑦) = ℎ3 to the saddle
theory of the singular nonlinear traveling wave equations point 𝐸3 in Figure 1(b). For simplicity, we only give one planar
[22], we obtain the dynamical behavior of the traveling wave profile of the first component 𝑢 in Figure 3(a). The second
solutions of (1) as follows. component of (1) is then given according to (8).
(2) 𝑔 < −(1/2)𝑐2 , 𝐹(𝜙− ) < 0, 𝐹(𝜙+ ) < 0; (2) 𝐹(𝑐) > 0, −(1/2)𝑐2 ≤ 𝑔 < (1/4)𝑐2 , 𝐹(𝜙+ ) < 0 and
2
(3) 𝑔 < −(1/2)𝑐 , 𝐹(𝜙− ) > 0, 𝐹(𝜙+ ) < 0. taking minus sign in (1);
Those solitary wave solutions are corresponding to the (3) 𝐹(𝑐) < 0, 𝑔 < −(1/2)𝑐2 , 𝐹(𝜙− ) < 0, 𝐹(𝜙+ ) < 0 and
homoclinic orbit given by 𝐻(𝜙, 𝑦) = ℎ1 to the saddle point taking minus sign in (1).
Abstract and Applied Analysis 5
40
y 20 y
2
0 0
−1.5 −1 −0.5 0 0.5 1 1.5 2 −15 −10 −5 0 5 10 15
𝜙 𝜙
−2
−20
−4
−40
(a) (b)
10
y 5
0
−1 0 1 2 3 4
𝜙
−5
−10
(c)
Figure 2: Phase portraits of (10) for 𝜙 ≠−𝑐, taking minus sign. (a) The case for 𝐹(𝑐) > 0, −(1/2)𝑐2 ≤ 𝑔 < (1/4)𝑐2 , 𝐹(𝜙+ ) < 0. (b) The case for
𝐹(𝑐) < 0, 𝑔 < −(1/2)𝑐2 , 𝐹(𝜙− ) < 0, 𝐹(𝜙+ ) < 0. (c) The case for 𝐹(𝑐) < 0, 𝑔 < −(1/2)𝑐2 , 𝐹(𝜙− ) > 0, 𝐹(𝜙+ ) < 0.
These smooth valley-shape solitary wave solutions are corre- (4) 𝑔 < −(1/2)𝑐2 , 𝐹(𝜙− ) > 0, 𝐹(𝜙+ ) < 0 and taking plus
sponding to the homoclinic orbit given by 𝐻(𝜙, 𝑦) = ℎ2 to sign in (1);
the saddle point 𝐸2 in Figures 3(a), 2(a), and 2(b). A planar
(5) 𝐹(𝑐) > 0, −(1/2)𝑐2 ≤ 𝑔 < (1/4)𝑐2 , 𝐹(𝜙+ ) < 0 and
profile of the first component 𝑢 is shown in Figure 4(a).
taking minus sign in (1);
(6) 𝐹(𝑐) < 0, 𝑔 < −(1/2)𝑐2 , 𝐹(𝜙− ) < 0, 𝐹(𝜙+ ) < 0 and
3.2. Smooth Periodic Solutions
taking minus sign in (1);
Proposition 7. There is a family of smooth periodic wave (7) 𝐹(𝑐) < 0, 𝑔 < −(1/2)𝑐2 , 𝐹(𝜙− ) < 0, 𝐹(𝜙+ ) < 0 and
solutions of (1) if one of the following conditions is satisfied: taking minus sign in (1);
(1) −(1/2)𝑐2 ≤ 𝑔 < (1/4)𝑐2 , 𝐹(𝜙+ ) < 0 and taking plus (8) 𝐹(𝑐) < 0, 𝑔 < −(1/2)𝑐2 , 𝐹(𝜙− ) < 0, 𝐹(𝜙+ ) < 0 and
sign in (1); taking minus sign in (1);
(2) 𝑔 < −(1/2)𝑐2 , 𝐹(𝜙− ) < 0, 𝐹(𝜙+ ) < 0 and taking plus (9) 𝐹(𝑐) < 0, 𝑔 < −(1/2)𝑐2 , 𝐹(𝜙− ) > 0, 𝐹(𝜙+ ) < 0 and
sign in (1); taking minus sign in (1);
(3) 𝑔 < −(1/2)𝑐2 , 𝐹(𝜙− ) < 0, 𝐹(𝜙+ ) < 0 and taking plus (10) 𝐹(𝑐) < 0, 𝑔 < −(1/2)𝑐2 , 𝐹(𝜙− ) > 0, 𝐹(𝜙+ ) < 0 and
sign in (1); taking minus sign in (1).
6 Abstract and Applied Analysis
−3 −2 −1 0 1 2 3
1.5 −0.4
1.0 −0.6
−0.8
0.5
−1.0
0
−3 −2 −1 0 1 2 3 −1.2
−0.5
−1.4
−1.0 −1.6
−1.8
(a) Planar profiles of solutions to 𝑢 (b) Planar profiles of solutions to V
−2 −1 0 1 2
9
8
−4
7
−5
6
−6 5
4
−7
3
−8
2
−2 −1 0 1 2
(a) Planar profiles of solutions to 𝑢 (b) Planar profiles of solutions to V
Those periodic traveling wave solutions correspond to the Proposition 8. There is a peaked periodic cusp wave solution
family of smooth periodic orbits surrounding the centers in if one takes minus sign in (1) and one of the following conditions
Figures 1 and 2. A planar profile of the first component 𝑢 is is satisfied:
shown in Figure 5(a).
(1) 𝐹(𝑐) < 0, 𝑔 < −(1/2)𝑐2 , 𝐹(𝜙− ) < 0, 𝐹(𝜙+ ) < 0;
3.3. Nonsmooth Periodic Wave Solution. In Figures 1(b) and (2) 𝐹(𝑐) < 0, 𝑔 < −(1/2)𝑐2 , 𝐹(𝜙− ) > 0, 𝐹(𝜙+ ) < 0.
1(c), the singular straight line 𝜙 = 𝑐 intersects with the
close orbit. By theory of the singular nonlinear traveling wave These peaked periodic cusp wave solutions are corresponding
equations [22], there are nonsmooth wave solutions to (1). to the arch curve in the left side of 𝜙 = 𝑐 passing through
Abstract and Applied Analysis 7
−2 −1 0 1 2 3 4 5 6 7
1.4
−0.3
1.2
1.0
0.8 −0.4
0.6
0.4
−0.5
0.2
0
−2 −1 0 1 2 3 4 5 6 7
−0.2
−0.6
−4
1 −6
−8
0
−0.5 0 0.5 1.0 1.5 2.0 2.5 −10
−12
−1
−14
(a) Planar profiles of solutions to 𝑢 (b) Planar profiles of solutions to V
the singular saddle points 𝐸5 and 𝐸6 and surrounding the Those valley-shape periodic cusp wave solutions are corre-
center 𝐸3 in Figure 2(b) and that passing through the singular sponding to the arch curve in the right side of 𝜙 = 𝑐 passing
saddle points 𝐸3 and 𝐸4 and surrounding the center 𝐸1 in through the singular saddle points 𝐸5 and 𝐸6 and surround-
Figure 2(c), respectively. Profiles are shown in Figure 6(a). ing the center 𝐸4 in Figure 2(b) and that passing through the
singular saddle points 𝐸3 and 𝐸4 and surrounding the center
Proposition 9. There is a valley-shape periodic cusp wave 𝐸2 in Figure 2(c). Profiles are shown in Figure 7(a).
solution if one takes minus sign in (1) and one of the following
conditions is satisfied. 4. Conclusions
(1) 𝐹(𝑐) < 0, 𝑔 < −(1/2)𝑐2 , 𝐹(𝜙− ) < 0, 𝐹(𝜙+ ) < 0; By using theory of the singular nonlinear traveling wave
equations, we found the existence of several different kinds
(2) 𝐹(𝑐) < 0, 𝑔 < −(1/2)𝑐2 , 𝐹(𝜙− ) > 0, 𝐹(𝜙+ ) < 0. of traveling wave solutions of (1). It is shown that the signs
8 Abstract and Applied Analysis
−1 0 1 2 3
−0.8
11
−1.0
10
−1.2
9
8 −1.4
7 −1.6
6 −1.8
5 −2.0
4
−2.2
3
−2.4
−1 0 1 2 3
(a) Planar profiles of solutions to 𝑢 (b) Planar profiles of solutions to V
had some influence on the type of solution. There are only [6] X. Fan, S. Yang, J. Yin, and L. Tian, “Bifurcations of travel-
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The authors declare that there is no conflict of interests 1982.
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shallow water equation,” Advances in Applied Mechanics, vol. 31,
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Abstract and Applied Analysis 9
Research Article
Improved Stability Criteria for Markovian Jump Systems with
Time-Varying Delays
Copyright © 2014 Yu-cai Ding et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
The delay-dependent stochastic stability problem of Markovian jump systems with time-varying delays is investigated in this
paper. Though the Lyapunov-Krasovskii functional is general and simple, less conservative results are derived by using the convex
combination method, improved Wirtinger’s integral inequality, and a slack condition on Lyapunov matrix. The obtained results are
formulated in terms of linear matrix inequalities (LMIs). Numerical examples are provided to verify the effectiveness and superiority
of the presented results.
the expectation operator with respect to some probability Lemma 3 (see [24]). If 𝜔(𝑦) is a differentiable function in
measure 𝑃. 𝐴 > 0 (<0) means 𝐴 is a symmetric positive (neg- [𝑎, 𝑏] → R𝑛 . Then for any given symmetric positive definite
ative) definite matrix and 𝐴−1 denotes the inverse of matrix matrix 𝑅 > 0, the following inequality holds:
𝐴. 𝐴𝑇 represents the transpose of 𝐴. Sym(𝑀) stands for
𝑀 + 𝑀𝑇 . The symbol ∗ in LMIs denotes the symmetric term
of the matrix. col{𝑋, 𝑌} represents a column vector formed
𝑏
𝑇 1 ]1 𝑇 ̃ ]1
∫ 𝜔̇ (𝑡) 𝑅𝜔̇(𝑡) 𝑑𝑡 ⩾ [ ] 𝑅[ ], (7)
by 𝑋 and 𝑌. Identity matrix, of appropriate dimensions, will 𝑎 𝑏 − 𝑎 ]2 ]2
be denoted by 𝐼. diag(⋅, ⋅) denotes a diagonal matrix. Ω(𝑖, 𝑗)
means the element in the 𝑖th row and 𝑗th column of the block 𝑏
matrix Ω. where ]1 = 𝜔(𝑏)−𝜔(𝑎), ]2 = 𝜔(𝑏)+𝜔(𝑎)−(2/(𝑏−𝑎)) ∫𝑎 𝜔(𝑡)𝑑𝑡,
̃ = diag(𝑅, 3𝑅).
and 𝑅
2. Problem Statement
Fix a probability space (Ω, 𝐹, 𝑃) and consider the following 3. Improved Stability Criterion
Markovian jump systems: In this section, we will present an improved stochastic stabil-
𝑥̇(𝑡) = 𝐴 (𝑟𝑡 ) 𝑥 (𝑡) + 𝐴 𝑑 (𝑟𝑡 ) 𝑥 (𝑡 − 𝑑 (𝑡)) , ity criterion in terms of LMIs by using Lyapunov-Krasovskii
(1) functional method and convex combination technique.
𝑥 (𝑡) = 𝜙 (𝑡) , 𝑡 ∈ [−𝑑2 , 0] , Before stating the main results, some notations are given.
Let
where 𝑥(𝑡) ∈ R𝑛 is the state vector and 𝜙(𝑡) is a compatible
vector-valued initial function defined on [−𝑑2 , 0]. {𝑟𝑡 , 𝑡 ⩾ 0}
is a continuous-time Markovian process taking values in a 𝑑12 = 𝑑2 − 𝑑1 ,
finite space 𝑆 = {1, 2, . . . , 𝑁}; 𝐴(𝑟𝑡 ) and 𝐴 𝑑 (𝑟𝑡 )(𝑟𝑡 = 𝑖, 𝑖 ∈ 𝑆) 𝑡 𝑡−𝑑1
are real constant matrices with appropriate dimensions which 𝜁 (𝑡) = col {𝑥 (𝑡) , ∫ 𝑥 (𝑠) d𝑠, ∫ 𝑥 (𝑠) d𝑠} ,
depend on 𝑟𝑡 . The time delay 𝑑(𝑡) satisfies 𝑡−𝑑1 𝑡−𝑑2
0 < 𝑑1 ⩽ 𝑑 (𝑡) ⩽ 𝑑2 , 𝑑̇
(𝑡) ⩽ 𝜇. (2) 𝜉 (𝑡) = col {𝑥 (𝑡) , 𝑥 (𝑡 − 𝑑 (𝑡)) , 𝑥 (𝑡 − 𝑑1 ) , 𝑥 (𝑡 − 𝑑2 ) ,
The evolution of the Markovian process {𝑟𝑡 , 𝑡 ⩾ 0} is governed
by the following transition probability: 1 𝑡 1 𝑡−𝑑1
∫ 𝑥 (𝑠) d𝑠, ∫ 𝑥 (𝑠) d𝑠,
𝜋 Δ + 𝑜 (Δ) , 𝑗 ≠𝑖, 𝑑1 𝑡−𝑑1 𝑑 (𝑡) − 𝑑1 𝑡−𝑑(𝑡)
Pr {𝑟𝑡+Δ = 𝑗 | 𝑟𝑡 = 𝑖} = { 𝑖𝑗 (3)
1 + 𝜋𝑖𝑖 Δ + 𝑜 (Δ) , 𝑗 = 𝑖, 1 𝑡−𝑑(𝑡)
∫ 𝑥 (𝑠) d𝑠} ,
where Δ > 0 and limΔ → 0 (𝑜(Δ)/Δ) = 0; 𝜋𝑖𝑗 ⩾ 0 for 𝑖 ≠𝑗 is the 𝑑2 − 𝑑 (𝑡) 𝑡−𝑑2
transition probability from mode 𝑖 at time 𝑡 to mode 𝑗 at time
𝑃11𝑖 𝑃12 𝑃13
𝑡 + Δ and 𝜋𝑖𝑖 = − ∑𝑁 𝜋𝑖𝑗 .
𝑗=1,𝑗=𝑖̸ P𝑖 = [ ∗ 𝑃22 𝑃23 ] , (𝑖 ∈ 𝑆) ,
For simplicity, when 𝑟𝑡 = 𝑖, 𝑖 ∈ 𝑆, the matrices 𝐴(𝑟𝑡 ) and
[ ∗ ∗ 𝑃33 ]
𝐴 𝑑 (𝑟𝑡 ) are denoted by 𝐴 𝑖 and 𝐴 𝑑𝑖 , respectively.
The following definition and lemmas are needed in the Γ1𝑇
proof of our main results.
𝐼 0 0 0 0 0 0
Definition 1 (see [2]). System (1) is stochastically stable, if, for = [0 0 0 0 𝑑1 𝐼 0 0 ],
any initial state (𝑥0 , 𝑟0 ), the following relation holds for any [ 0 0 0 0 0 (𝑑 (𝑡) − 𝑑1 ) 𝐼 (𝑑2 − 𝑑 (𝑡)) 𝐼]
initial condition (𝑥0 , 𝑟0 ):
𝑋11 𝑋12
lim E {‖𝑥(𝑡)‖2 | 𝑥0 , 𝑟0 } = 0. 𝑋=[ ],
(4) 𝑋21 𝑃22
𝑡 → +∞
𝑅2 − 𝑀 0 𝑋11 𝑋12
[ ∗ 3 (𝑅 − 𝑀) 𝑋 𝑋22 ]
Ξ1 = [
[ ∗
2 21 ] > 0,
] (9)
∗ 𝑅2 − 𝑀 0
[ ∗ ∗ 0 3 (𝑅2 − 𝑀)]
2
2𝑑12 2𝑑12
[𝑃11𝑖 + 2𝑑1 𝑅1 + 𝑅2 𝑃12 − 2𝑅1 𝑃13 − 𝑅 ]
[ 𝑑1 + 𝑑2 𝑑1 + 𝑑2 2 ]
[ 1 ]
Ξ2𝑖 = [
[ ∗ 𝑃22 + (𝑄1 + 2𝑅1 ) 𝑃23 ] > 0,
] (10)
[ 𝑑1 ]
[ 1 2 ]
∗ ∗ 𝑃33 + 𝑄2 + 𝑅2
[ 𝑑12 𝑑1 + 𝑑2 ]
[Ω1 ]5𝑛×5𝑛 [Ω2 ]5𝑛×𝑛 [Ω3 ]5𝑛×𝑛 [Ω4 ]5𝑛×𝑛 [Ω5 ]5𝑛×𝑛 [Ω6 ]5𝑛×𝑛
[ ∗ −12 (𝑅2 − 𝑀) −4𝑋22 0 0 0 ]
[ ]
[ ∗ ∗ −12 (𝑅2 − 𝑀) 0 0 0 ]
Ξ3𝑖 = [
[
] < 0, (11)
[ ∗ ∗ ∗ −𝑅1 0 0 ] ]
[ ∗ ∗ ∗ ∗ −𝑅2 0 ]
[ ∗ ∗ ∗ ∗ ∗ −𝑀 ]
𝑇
where Ω1 (4, 5) = −𝑑1 𝑃23 , Ω1 (5, 5) = −12𝑅1 ,
𝑁
Ω1 (1, 1) = Sym (𝑃11𝑖 𝐴 𝑖 + 𝑃12 ) + ∑𝜋𝑖𝑗 𝑃11𝑗 + 𝑄1 − 4𝑅1 , Ω2 (1, 1) = 𝑑12 (𝐴𝑇𝑖 𝑃13 + 𝑃23 ) ,
𝑗=1
Ω2 (2, 1) = 𝑑12 𝐴𝑇𝑑𝑖 𝑃13 + 2𝑋21
𝑇 𝑇
+ 2𝑋22 + 6𝑅6 − 6𝑀,
Ω1 (1, 2) = 𝑃11𝑖 𝐴 𝑑𝑖 ,
𝑇
Ω2 (3, 1) = −𝑑12 (𝑃23 − 𝑃33 ) + 6𝑅6 − 6𝑀,
Ω1 (1, 3) = −2𝑅1 − 𝑃12 + 𝑃13 ,
𝑇 𝑇 𝑇
Ω2 (4, 1) = −𝑑12 𝑃33 − 2𝑋21 + 2𝑋22 , Ω2 (5, 1) = 0,
Ω1 (1, 4) = −𝑃13 , Ω1 (1, 5) = 6𝑅1 + 𝑑1 (𝐴𝑇𝑖 𝑃12 + 𝑃22
𝑇
),
Ω3 (1, 1) = 0, Ω3 (2, 1) = 6𝑅2 − 6𝑀 − 2𝑋12 + 2𝑋22 ,
Ω1 (2, 2) = − (1 − 𝜇) 𝑄3 − 8𝑅2 + 8𝑀
Ω3 (3, 1) = 2𝑋12 + 2𝑋22 ,
+ Sym (𝑋11 + 𝑋12 − 𝑋21 − 𝑋22 − 𝑁1 + 𝐺1 ) ,
Ω3 (4, 1) = 6𝑅2 − 6𝑀, Ω3 (5, 1) = 0,
𝑇 𝑇 𝑇 𝑇
Ω1 (2, 3) = −𝑋11 − 𝑋12 − 𝑋21 − 𝑋22
Ω4 (1, 1) = 𝑑1 𝐴𝑇𝑖 𝑅1 , Ω4 (2, 1) = 𝑑1 𝐴𝑇𝑑𝑖 𝑅1 ,
− 2𝑅2 + 𝑁1 − 𝑁2𝑇 + 𝐺2𝑇 + 2𝑀,
Ω4 (3, 1) = Ω4 (4, 1) = Ω4 (5, 1) = 0,
Ω1 (2, 4) = −2𝑅2 − 𝑋11 + 𝑋12 + 𝑋21 − 𝑋22
Ω5 (1, 1) = 𝑑12 𝐴𝑇𝑖 𝑅2 , Ω5 (2, 1) = 𝑑12 𝐴𝑇𝑑𝑖 𝑅2 ,
− 𝑁3𝑇 − 𝐺1𝑇 + 𝐺3𝑇 + 2𝑀,
Ω5 (3, 1) = Ω5 (4, 1) = Ω5 (5, 1) = 0,
Ω1 (2, 5) = 𝑑1 𝐴𝑇𝑑𝑖 𝑃12 Ω6 (1, 1) = 0, Ω6 (2, 1) = 𝑁1 , Ω6 (3, 1) = 𝑁2 ,
Ω1 (3, 3) = −4𝑅1 − 𝑄1 + 𝑄2 + 𝑄3 − 4𝑅2 + 4𝑀 + Sym (𝑁2 ) , Ω6 (4, 1) = 𝑁3 , Ω6 (5, 1) = 0,
Ω1 (3, 4) = 𝑋11 − 𝑋12 + 𝑋21 − 𝑋22 + 𝑁3 − 𝐺2 , ̂ 2 (1, 1) = 0, ̂ 2 (2, 1) = 2𝑋𝑇 + 2𝑋𝑇 + 6𝑅6 − 6𝑀,
Ω Ω 21 22
𝑇 𝑇
Ω1 (3, 5) = 6𝑅1 + 𝑑1 (𝑃23 − 𝑃22 ), ̂ 2 (3, 1) = 6𝑅6 − 6𝑀,
Ω
Ω1 (4, 4) = −𝑄2 − 4𝑅2 + 4𝑀 − Sym (𝐺3 ) , ̂ 2 (4, 1) = −2𝑋𝑇 + 2𝑋𝑇 ,
Ω ̂ 2 (5, 1) = 0,
Ω
21 22
4 Abstract and Applied Analysis
̂ 6 (1, 1) = 0,
Ω ̂ 6 (2, 1) = 𝐺1 ,
Ω Ω6 (3, 1) = 𝐺2 ,
𝑁
̂ 6 (4, 1) = 𝐺3 ,
Ω ̂ 6 (5, 1) = 0.
Ω L𝑉 (𝑥𝑡 , 𝑖) = 2𝜁𝑇 (𝑡) P𝑖 𝜁 ̇(𝑡) + 𝜁𝑇 (𝑡) ( ∑𝜋𝑖𝑗 P𝑗 ) 𝜁 (𝑡)
𝑗=1
(13)
𝑇
+ 𝑥 (𝑡) 𝑄1 𝑥 (𝑡)
Proof. Consider the Lyapunov-Krasovskii functional given
by + 𝑥𝑇 (𝑡 − 𝑑1 ) (−𝑄1 + 𝑄2 + 𝑄3 ) 𝑥 (𝑡 − 𝑑1 )
𝑉 (𝑥𝑡 , 𝑖) = 𝑉1 (𝑥𝑡 , 𝑖) + 𝑉2 (𝑥𝑡 , 𝑖) + 𝑉3 (𝑥𝑡 , 𝑖) , (14)
− (1 − 𝑑 ̇
(𝑡)) 𝑥𝑇 (𝑡 − 𝑑 (𝑡)) 𝑄3 𝑥 (𝑡 − 𝑑 (𝑡))
where
𝑉1 (𝑥𝑡 , 𝑖) = 𝜁𝑇 (𝑡) P (𝑟𝑡 ) 𝜁 (𝑡) , − 𝑥𝑇 (𝑡 − 𝑑2 ) 𝑄2 𝑥 (𝑡 − 𝑑2 ) + 𝑑12 𝑥̇
𝑇
(𝑡) 𝑅1 𝑥̇(𝑡)
𝑡 𝑡
𝑉2 (𝑥𝑡 , 𝑖) = ∫ 𝑥𝑇 (𝑠) 𝑄1 𝑥 (𝑠) d𝑠 2 𝑇
+ 𝑑12 𝑥̇ (𝑡) 𝑅2 𝑥̇(𝑡) − 𝑑1 ∫ 𝑇
𝑥̇ (𝑠) 𝑅1 𝑥̇(𝑠) d𝑠
𝑡−𝑑1 𝑡−𝑑1
𝑡−𝑑1
+∫ 𝑥𝑇 (𝑠) 𝑄2 𝑥 (𝑠) d𝑠 𝑡−𝑑1
𝑇
𝑡−𝑑2 − 𝑑12 ∫ 𝑥̇ (𝑠) 𝑅2 𝑥̇(𝑠) d𝑠,
𝑡−𝑑2
𝑡−𝑑1 (15)
+∫ 𝑥𝑇 (𝑠) 𝑄3 𝑥 (𝑠) d𝑠, (17)
𝑡−𝑑(𝑡)
0 𝑡
𝑇 ̇ = Γ 𝜉(𝑡).
where 𝜁𝑇 (𝑡) = 𝜉𝑇 (𝑡)Γ1 and 𝜁(𝑡)
𝑉3 (𝑥𝑡 , 𝑖) = 𝑑1 ∫ ∫ 𝑥̇ (𝑠) 𝑅1 𝑥̇(𝑠) d𝑠 d𝜃 2
−𝑑1 𝑡+𝜃 Using the Newton-Leibniz formula, for any 𝑁𝑙 and 𝐺𝑙 (𝑙 =
−𝑑1 𝑡 1, 2, 3) with appropriate dimensions, the following are true:
𝑇
+ 𝑑12 ∫ ∫ 𝑥̇ (𝑠) 𝑅2 𝑥̇(𝑠) d𝑠 d𝜃.
−𝑑2 𝑡+𝜃
𝑡−𝑑1
We first show, for some 𝜖 > 0, the Lyapunov-Krasovskii 0 = 2𝜉𝑇 (𝑡) N [𝑥 (𝑡 − 𝑑1 ) − 𝑥 (𝑡 − 𝑑 (𝑡)) − ∫ 𝑥̇(𝑠) d𝑠] ,
functional condition 𝑉(𝑥𝑡 , 𝑖) ⩾ 𝜖‖𝑥𝑡 ‖2 for any initial 𝑡−𝑑(𝑡)
Adding equalities (18) to the right hand of (17) and consid- 𝜍2 (𝑡)
ering conditions (2) and (19), we have
𝑥 (𝑡 − 𝑑 (𝑡)) − 𝑥 (𝑡 − 𝑑2 )
L𝑉 (𝑥𝑡 , 𝑖) ⩽ 2𝜉𝑇 (𝑡) Γ1 P𝑖 Γ2 𝜉 (𝑡) =[ 2 𝑡−𝑑(𝑡) ].
𝑥 (𝑡 − 𝑑 (𝑡)) + 𝑥 (𝑡 − 𝑑2 ) − ∫ 𝑥 (𝑠) d𝑠
𝑁 [ 𝑑2 − 𝑑 (𝑡) 𝑡−𝑑2 ]
+ 𝜉𝑇 (𝑡) Γ1 ( ∑𝜋𝑖𝑗 P𝑗 ) Γ1𝑇 𝜉 (𝑡) + 𝑥𝑇 (𝑡) 𝑄1 𝑥 (𝑡) (23)
𝑗=1
Applying Lemma 2 to (22), it yields that if there exists a
𝑇
+ 𝑥 (𝑡 − 𝑑1 ) (−𝑄1 + 𝑄2 + 𝑄3 ) 𝑥 (𝑡 − 𝑑1 ) matrix 𝑋 = [ 𝑋 11 𝑋12
𝑋21 𝑋22 ] with appropriate dimensions such that
(9) holds, then
− (1 − 𝜇) 𝑥𝑇 (𝑡 − 𝑑 (𝑡)) 𝑄3 𝑥 (𝑡 − 𝑑 (𝑡)) 𝑡−𝑑1 𝑡−𝑑(𝑡)
𝑇 𝑇
𝑇
− 𝑑12 ∫ 𝑥̇ (𝑠) 𝑅2 𝑥̇(𝑠) d𝑠 − 𝑑12 ∫ 𝑥̇ (𝑠) 𝑅2 𝑥̇(𝑠) d𝑠
− 𝑥 (𝑡 − 𝑑2 ) 𝑄2 𝑥 (𝑡 − 𝑑2 ) + 𝑑12 𝑥̇
𝑇
(𝑡) 𝑅1 𝑥̇(𝑡) 𝑡−𝑑(𝑡) 𝑡−𝑑2
𝑇
2 𝑇 𝜍1 (𝑡) Σ 𝑋 𝜍1 (𝑡)
+ 𝑑12 𝑥̇ (𝑡) 𝑅2 𝑥̇(𝑡) ⩽ −[ ] [ ][ ].
𝜍2 (𝑡) ∗ Σ 𝜍2 (𝑡)
+ 2𝜉𝑇 (𝑡) N [𝑥 (𝑡 − 𝑑1 ) − 𝑥 (𝑡 − 𝑑 (𝑡))] (24)
Combining (20), (21), and (24), we have
+ 2𝜉𝑇 (𝑡) G [𝑥 (𝑡 − 𝑑 (𝑡)) − 𝑥 (𝑡 − 𝑑2 )]
𝑑 (𝑡) − 𝑑1 𝑇
L𝑉 (𝑥𝑡 , 𝑖) ⩽ 𝜉 (𝑡)
𝑑 (𝑡) − 𝑑1 𝑇 𝑑12
+ 𝜉 (𝑡) N𝑀−1 N𝑇 𝜉 (𝑡)
𝑑12 × (Υ1 + 𝑑12 Υ3𝑇 𝑅1 Υ3 + 𝑑12
2 𝑇
Υ3 𝑅2 Υ3 + N𝑀−1 N𝑇 )
𝑑2 − 𝑑 (𝑡) 𝑇 𝑑2 − 𝑑 (𝑡) 𝑇
+ 𝜉 (𝑡) G𝑀−1 G𝑇 𝜉 (𝑡) × 𝜉 (𝑡) + 𝜉 (𝑡)
𝑑12 𝑑12
𝑡
− 𝑑1 ∫ 𝑇
𝑥̇ (𝑠) 𝑅1 𝑥̇(𝑠) d𝑠 × (Υ2 + 𝑑12 Υ3𝑇 𝑅1 Υ3 + 𝑑12
2 𝑇
Υ3 𝑅2 Υ3 + G𝑀−1 G𝑇 )
𝑡−𝑑1
× 𝜉 (𝑡) ,
𝑡−𝑑1
𝑇 (25)
− 𝑑12 ∫ 𝑥̇ (𝑠) (𝑅2 − 𝑀) 𝑥̇(𝑠) d𝑠
𝑡−𝑑(𝑡)
where
𝑡−𝑑(𝑡)
𝑇 [Ω1 ]5𝑛×5𝑛 [Ω2 ]5𝑛×𝑛 [Ω3 ]5𝑛×𝑛
− 𝑑12 ∫ 𝑥̇ (𝑠) (𝑅2 − 𝑀) 𝑥̇(𝑠) d𝑠.
𝑡−𝑑2 Υ1 = [ ∗ −12 (𝑅2 − 𝑀) −4𝑋22 ],
(20) [ ∗ ∗ −12 (𝑅2 − 𝑀)]
Now, we deal with the integral terms in inequality (20) by [Ω1 ]5𝑛×5𝑛 [Ω2 ]5𝑛×𝑛 ̂3]
[Ω (26)
5𝑛×𝑛
applying Lemma 3. Consider Υ2 = [ ∗ −12 (𝑅2 − 𝑀) −4𝑋22 ],
𝑡
𝑇 ] (𝑡) 𝑅 0
𝑇
] (𝑡) [ ∗ ∗ −12 (𝑅2 − 𝑀)]
−𝑑1 ∫ 𝑥̇ (𝑠) 𝑅1 𝑥̇(𝑠) d𝑠 ⩽ −[ 1 ] [ 1 ][ 1 ],
𝑡−𝑑1 ] 2 (𝑡) 0 3𝑅1 ]2 (𝑡)
Υ3 = (𝐴 𝑖 , 𝐴 𝑑𝑖 , 0, 0, 0, 0, 0) .
(21)
Using the Schur complement formula to (11) and (12), respec-
where ]1 (𝑡) = 𝑥(𝑡) − 𝑥(𝑡 − 𝑑1 ), ]2 (𝑡) = 𝑥(𝑡) + 𝑥(𝑡 − 𝑑1 ) − tively, we have
𝑡
(2/𝑑1 ) ∫𝑡−𝑑 𝑥(𝑠)d𝑠;
1
Υ1 + 𝑑12 Υ3𝑇 𝑅1 Υ3 + 𝑑12
2 𝑇
Υ3 𝑅2 Υ3 + N𝑀−1 N𝑇 < 0,
𝑡−𝑑1 𝑡−𝑑(𝑡) (27)
𝑇 𝑇
− 𝑑12 ∫ 𝑥̇ (𝑠) 𝑅2 𝑥̇(𝑠) d𝑠 − 𝑑12 ∫ 𝑥̇ (𝑠) 𝑅2 𝑥̇(𝑠) d𝑠 Υ2 + 𝑑12 Υ3𝑇 𝑅1 Υ3 + 𝑑12
2 𝑇
Υ3 𝑅2 Υ3 + G𝑀−1 G𝑇 < 0.
𝑡−𝑑(𝑡) 𝑡−𝑑2
By using convex combination approach [15], inequalities
𝑑12
𝑇[ Σ 0 (27) imply that L𝑉(𝑥𝑡 , 𝑖) < 0, which implies there exists a
𝜍1 (𝑡) [ 𝑑 (𝑡) − 𝑑1 ] 𝜍1 (𝑡)
⩽ −[ ] [ ][
] 𝜍2 (𝑡)] , sufficiently small 𝜖 > 0 such that L𝑉(𝑥𝑡 , 𝑖) ⩽ −𝜖‖𝑥(𝑡)‖2 for
𝜍2 (𝑡) 𝑑12
∗ Σ any initial condition (𝑥0 , 𝑟0 ). Therefore, for any 𝑡 > 0, by
[ 𝑑2 − 𝑑 (𝑡) ] Dynkin’s formula, we have
(22)
𝑡
where Σ = diag(𝑅2 − 𝑀, 3(𝑅2 − 𝑀)), E {𝑉 (𝑥𝑡 , 𝑖)} − {𝑉 (𝑥0 , 𝑟0 )} ⩽ −𝜖E {∫ ‖𝑥(𝑠)‖2 d𝑠 | (𝑥0 , 𝑟0 )} ,
0
𝜍1 (𝑡) (28)
The previous inequality means that lim𝑡 → +∞ E{‖𝑥(𝑡)‖2 | disappear. In order to obtain a less conservative result,
(𝑥0 , 𝑟0 )} = 0. Thus, system (1) is stochastically stable by we applied Lemma 3 to deal with the integral term. In
Definition 1. 𝑡−𝑑 𝑇
this case, integral term 𝑑12 ∫𝑡−d 1 𝑥̇ ̇
(𝑠)𝑅2 𝑥(𝑠)d𝑠 must be
2
reserved. Based on the above consideration, another matrix
Remark 5. In order to guarantee the Lyapunov-Krasovskii 𝑀 > 0 is introduced when we estimate the integral terms
functional 𝑉(𝑥𝑡 , 𝑟𝑡 ) > 0, most authors require the Lyapunov 𝑡−𝑑1 𝑡−𝑑1
−2𝜉𝑇 (𝑡)N ∫𝑡−𝑑(𝑡) ̇
𝑥(𝑠)d𝑠 and −2𝜉𝑇 (𝑡)G ∫𝑡−𝑑(𝑡) ̇
𝑥(𝑠)d𝑠.
matrix 𝑃𝑖 > 0 in 𝑉1 (see, e.g., [4–8]). The Lyapunov-
Krasovskii functional employed in this paper is very simple, When 𝑆 = {1}, the Markovian jump system (1) reduces to
but a less conservative result is developed by using the LMI the following linear system with interval time-varying delay:
(10) instead of inequality P𝑖 > 0, which can be seen
in Section 4. However, it should be pointed out that the
provided result cannot be used when the lower delay bound 𝑥̇(𝑡) = 𝐴𝑥 (𝑡) + 𝐴 𝑑 𝑥 (𝑡 − 𝑑 (𝑡)) ,
is considered to be zero because of the existence of 1/𝑑1 in (30)
LMI (10). 𝑥 (𝑡) = 𝜙 (𝑡) , 𝑡 ∈ [−𝑑2 , 0] .
𝑅2 − 𝑀 0 𝑋11 𝑋12
[ ∗ 3 (𝑅2 − 𝑀) 𝑋21 𝑋22 ]
Ψ1 = [
[
] > 0,
]
∗ ∗ 𝑅2 − 𝑀 0
[ ∗ ∗ 0 3 (𝑅2 − 𝑀) ]
2
2𝑑12 2𝑑12
𝑃
[ 11 + 2𝑑 𝑅
1 1 + 𝑅 𝑃12 − 2𝑅1 𝑃13 − 𝑅 ]
[ 𝑑1 + 𝑑2 2 𝑑1 + 𝑑2 2 ]
[ 1 ]
[
Ψ2 = [ ∗ 𝑃22 + (𝑄1 + 2𝑅1 ) 𝑃23 ] > 0,
𝑑1 ]
[ ]
[ 1 2 ]
∗ ∗ 𝑃33 + 𝑄2 + 𝑅2
[ 𝑑12 𝑑1 + 𝑑2 ]
[Φ1 ]5𝑛×5𝑛 [Φ2 ]5𝑛×𝑛 [Φ3 ]5𝑛×𝑛 [Φ4 ]5𝑛×𝑛 [Φ5 ]5𝑛×𝑛 [Φ6 ]5𝑛×𝑛 (31)
[ ∗ −12 (𝑅2 − 𝑀) −4𝑋22 0 0 0 ]
[ ]
[ ∗ ∗ −12 (𝑅2 − 𝑀) 0 0 0 ]
Ψ3 = [
[
] < 0,
[ ∗ ∗ ∗ −𝑅1 0 0 ] ]
[ ∗ ∗ ∗ ∗ −𝑅2 0 ]
[ ∗ ∗ ∗ ∗ ∗ −𝑀 ]
Φ2 (𝑠, 1) = Ω2 (𝑠, 1) , (𝑠 = 3, 4, 5) ,
Example 2. Consider the Markovian jump systems (1) with
Φ3 (𝑠, 1) = Ω3 (𝑠, 1) , (𝑠 = 1, 2, 3, 4, 5) ,
̂ 3 (𝑠, 1) = Ω
̂ 3 (𝑠, 1) , This example has been taken from [4]. To compare the
Φ (𝑠 = 3, 4, 5) , stochastic stability condition in Theorem 4 with that in [25,
̂ 6 (𝑠, 1) ,
̂ 6 (𝑠, 1) = Ω 26], we choose 𝜋22 = 0.8, 𝜇 = 0.9. Using Theorem 4 of our
Φ (𝑠 = 1, 2, 3, 4, 5) . paper, the admissible upper bound 𝑑2 for different 𝑑1 and
(32) 𝜋11 can be found in Table 2. It can be seen from Table 2 that
Theorem 4 in our paper is less conservative.
Remark 8. Theorem 4 and Corollary 7 can be applied to both
slow and fast time-varying delays. But when 𝜇 is unknown, Example 3. Consider the systems (30) with the following
the above results cannot be used directly to check the stability. parameters:
From the construction of Lyapunov-Krasovskii functional, it
can be seen by setting 𝑄3 = 0 in Theorem 4 and Corollary 7
that the corresponding conclusions are valid for the case −2.0 0.0 −1.0 0.0
when 𝜇 is unknown. 𝐴=[ ], 𝐴𝑑 = [ ]. (35)
0.0 −0.9 −1.0 −0.1
4. Numerical Examples
This system is a well-known delay-dependent stable system
In this section, three numerical examples will be presented to where the maximum allowable delay 𝑑max = 6.1725 [24]. For
show the validity of the main results derived above. known and unknown 𝜇, the admissible upper bounds 𝑑2 for
different 𝑑1 , which guarantee the asymptotical stability of the
Example 1. Consider the Markovian jump systems (1) with
system (30), are listed in Tables 3 and 4, respectively. It can
be seen from Tables 3 and 4 that the stability results obtained
−2.3 0.8 0.8 1.2
𝐴1 = [ ], 𝐴 𝑑1 = [ ], in this paper are less conservative than those in [14, 16, 17, 22,
1 −2.9 0.7 −3.5
(33) 27, 28].
−1.9 0.2 1.3 −2.6
𝐴2 = [ ], 𝐴 𝑑2 =[ ].
0.6 −0.8 0.5 −1.4
5. Conclusion
Consider 𝜋11 = −𝜋12 = −0.5, 𝜋22 = −𝜋21 = −3. According to
[20], for 𝑑1 = 0.2, one obtains 𝑑2 = 0.520, while by Theorem 4 In this paper, the problem of stochastic stability for a class
in this paper we can obtain 𝑑2 = 0.605 such that the system is of Markovian jump systems has been investigated. By using
stochastically stable. More comparisons are shown in Table 1, the convex combination technique and the improved integral
which indicate that Theorem 4 is much less conservative than inequality, some less conservative delay-dependent stability
that in [20]. criteria are established in terms of linear matrix inequalities.
8 Abstract and Applied Analysis
𝑑1 Methods 𝜋11 = −0.1 𝜋11 = −0.3 𝜋11 = −0.5 𝜋11 = −0.7 𝜋11 = −0.9
[25] 0.4336 0.4332 0.4328 0.4324 0.4321
0.1 [26] 0.5752 0.5507 0.5375 0.5289 0.5227
Theorem 4 0.5847 0.5895 0.5949 0.6005 0.6061
[25] 0.4459 0.4450 0.4442 0.4434 0.4428
0.2 [26] 0.5930 0.5672 0.5529 0.5433 0.5363
Theorem 4 0.5932 0.5988 0.6048 0.6108 0.6168
𝜇 Methods 𝑑1 = 2 𝑑1 = 3 𝑑1 = 4 𝑑1 = 5 𝑑1 = 6
[14] 2.6972 3.2591 4.0774 — —
[27] 3.0129 3.3408 4.1690 5.0275 —
0.3
[16] 3.1046 3.4181 4.2102 5.0440 —
Corollary 7 3.2321 3.4977 4.2939 5.1372 6.0071
[14] 2.5048 3.2591 4.0774 — —
[27] 2.5663 3.3408 4.1690 5.0275 —
0.5
[16] 2.6940 3.4181 4.2102 5.0440 —
Corollary 7 2.800 3.4977 4.2939 5.1372 6.0071
[14] 2.5048 3.2591 4.0774 — —
[27] 2.5663 3.3408 4.1690 5.0275 —
0.9
[16] 2.6940 3.4181 4.2102 5.0440 —
Corollary 7 2.800 3.4977 4.2939 5.1372 6.0071
Table 4: Admissible upper bounds 𝑑2 with unknown 𝜇 and 𝑑1 . [2] E. Boukas, Stochastic Switching Systems: Analysis and Design,
Birkhäauser, Boston, Mass, USA, 2006.
𝑑1 1.0 2.0 3.0 4.0 5.0 6.0 [3] X. Mao, “Exponential stability of stochastic delay interval sys-
[14] 1.87 2.50 3.25 4.07 — — tems with Markovian switching,” IEEE Transactions on Auto-
[17] 2.04 2.60 3.30 4.08 — — matic Control, vol. 47, no. 10, pp. 1604–1612, 2002.
[22] 2.06 2.61 3.31 4.09 — — [4] S. Xu, J. Lam, and X. Mao, “Delay-dependent 𝐻∞ control and
2.12 2.72 3.45 4.25 5.09 — filtering for uncertain Markovian jump systems with time-
[28]
varying delays,” IEEE Transactions on Circuits and Systems I:
Corollary 7
Regular Papers, vol. 54, no. 9, pp. 2070–2077, 2007.
with 2.338 2.800 3.497 4.293 5.137 6.007
[5] L. X. Zhang and E. Boukas, “Stability and stabilization of
Remark 8
Markovian jump linear systems with partly unknown transition
probabilities,” Automatica, vol. 45, no. 2, pp. 463–468, 2009.
[6] H. Gao, Z. Fei, J. Lam, and B. Du, “Further results on
The numerical examples demonstrate the effectiveness and exponential estimates of Markovian jump systems with mode-
superiority of the presented results. dependent time-varying delays,” IEEE Transactions on Auto-
matic Control, vol. 56, no. 1, pp. 223–229, 2011.
Conflict of Interests [7] Y. R. Liu, Z. D. Wang, and X. H. Liu, “Stability analysis for a
class of neutral-type neural networks with Markovian jumping
The authors declare that there is no conflict of interests parameters and mode-dependent mixed delays,” Neurocomput-
regarding the publication of this paper. ing, vol. 94, pp. 46–53, 2012.
[8] Z. G. Wu, J. H. Park, H. Y. Su, and J. Chu, “Delay-dependent
passivity for singular Markov jump systems with time-delays,”
Acknowledgment Communications in Nonlinear Science and Numerical Simula-
tion, vol. 18, no. 3, pp. 669–681, 2013.
This work was supported by the Doctoral Research Foun- [9] E. Fridman, “New Lyapunov-Krasovskii functionals for stability
dation of Southwest University of Science and Technology of linear retarded and neutral type systems,” Systems & Control
(Grant no. 13zx7141). Letters, vol. 43, no. 4, pp. 309–319, 2001.
[10] Q. L. Han, “New results for delay-dependent stability of linear
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[1] X. Mao and C. Yuan, Stochastic Differential Equations with [11] M. Wu, Y. He, J. She, and G. Liu, “Delay-dependent criteria for
Markovian Switching, Imperial College Press, London, UK, robust stability of time-varying delay systems,” Automatica, vol.
2006. 40, no. 8, pp. 1435–1439, 2004.
Abstract and Applied Analysis 9
Research Article
Dynamics of an Almost Periodic Food Chain System with
Impulsive Effects
Copyright © 2014 Yaqin Li et al. This is an open access article distributed under the Creative Commons Attribution License, which
permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
In order to obtain a more accurate description of the ecological system perturbed by human exploitation activities such as planting
and harvesting, we need to consider the impulsive differential equations. Therefore, by applying the comparison theorem and the
Lyapunov method of the impulsive differential equations, this paper gives some new sufficient conditions for the permanence and
existence of a unique uniformly asymptotically stable positive almost periodic solution in a food chain system with almost periodic
impulsive perturbations. The method used in this paper provides a possible method to study the permanence and existence of a
unique uniformly asymptotically stable positive almost periodic solution of the models with impulsive perturbations in biological
populations. Finally, an example and numerical simulations are given to illustrate that our results are feasible.
𝑏2 (𝑡) 𝑥1 (𝑡)
𝑓𝑙 = inf 𝑓 (𝑠) , 𝑓𝑢 = sup𝑓 (𝑠) . (1) 𝑥2̇ (𝑡) = 𝑥2 (𝑡) [−𝑟2 (𝑡) +
𝑠∈R 𝑠∈R 𝑚1 + 𝑥12 (𝑡)
(2)
𝑏 (𝑡) 𝑥3 (𝑡)
−𝑎2 (𝑡) 𝑥2 (𝑡) − 3 ],
As was pointed out by Berryman [1], the dynamic 𝑚2 + 𝑥22 (𝑡)
relationship between predators and their prey has long been
and will continue to be one of the dominant themes in 𝑏4 (𝑡) 𝑥2 (𝑡)
𝑥3̇ (𝑡) = 𝑥3 (𝑡) [−𝑟3 (𝑡) + − 𝑎3 (𝑡) 𝑥3 (𝑡)] ,
both ecology and mathematical ecology due to its universal 𝑚2 + 𝑥22 (𝑡)
existence and importance. Food chain predator-prey system,
as one of the most important predator-prey systems, has been where 𝑥𝑖 (𝑡), 𝑖 = 1, 2, 3, denotes the density of species 𝑋𝑖 at
extensively studied by many scholars; many excellent results time 𝑡, 𝑋2 is the predator of the first species 𝑋1 , and 𝑋3 is
were concerned with the persistent property and positive the predator of the second species 𝑋2 . By applying the com-
periodic solution of the system; see [2–8] and the references parison theorem of the differential equation and constructing
cited therein. Recently, Shen considered the following three the suitable Lyapunov function, sufficient conditions which
2 Abstract and Applied Analysis
guarantee the permanence and the global attractivity of the 𝑏3 (𝑡) 𝑥3 (𝑡)
− ],
system are obtained. 𝑚2 + 𝑥2 (𝑡)
Considering the exploited predator-prey system (harvest-
𝑏4 (𝑡) 𝑥2 (𝑡)
ing or stocking) is very valuable, for it involves the human 𝑥3̇ (𝑡) = 𝑥3 (𝑡) [−𝑟3 (𝑡) + − 𝑎3 (𝑡) 𝑥3 (𝑡)] .
activities. It can be referred to [9], in which the human 𝑚2 + 𝑥2 (𝑡)
activities always happen in a short time or instantaneously. (4)
The continuous action of human is then removed from the
By applying the comparison theorem and the Lyapunov
model and replaced with an impulsive perturbation. These
method of ordinary differential equations, some sufficient
models are subject to short-term perturbations which are
conditions which guarantee the permanence and existence
often assumed to be in the form of impulsive in the modelling
of a unique uniformly asymptotically stable positive almost
process. Consequently, impulsive differential equations pro-
periodic solution of system (4) are obtained.
vide a natural description of such systems [10–13]. Then, in
Stimulated by the above reason, this paper is concerned
[14], Zhang and Tan studied the following Holling II func-
with the following almost periodic food chain system with
tional responses food chain system with periodic constant
almost periodic impulsive perturbations and general func-
impulsive perturbation of predator:
tional responses:
stable positive almost periodic solution of system (5) by Introduce the following conditions.
applying the Lyapunov method of the impulsive differential
equations [11]. (𝐶1 ) Function 𝑓(𝑡, 𝑥) is almost periodic in 𝑡 uniformly
with respect to 𝑥 ∈ 𝐷.
(𝐶2 ) Sequence {𝐼𝑘 (𝑥)}, 𝑘 ∈ Z, is almost periodic uniformly
2. Preliminaries
with respect to 𝑥 ∈ 𝐷.
Now, let us state the following definitions and lemmas, which
will be useful in proving our main result. Lemma 4 (see [11, P109 ]). Suppose that there exists a Lyapunov
By I, I = {{𝜏𝑘 } ∈ R : 𝜏𝑘 < 𝜏𝑘+1 , 𝑘 ∈ Z, lim𝑘 → ±∞ 𝜏𝑘 = ±∞}, functional 𝑉(𝑡, 𝑥, 𝑦) defined on R+ × 𝐷 × 𝐷 satisfying the
we denote the set of all sequences that are unbounded and following conditions.
strictly increasing. Introduce the following notations. (1) 𝑢(‖𝑥 − 𝑦‖) ≤ 𝑉(𝑡, 𝑥, 𝑦) ≤ V(‖𝑥 − 𝑦‖), where 𝑢, V ∈ P
For 𝐽 ⊂ R3 , 𝑃𝐶(𝐽, R3 ) is the space of all piecewise con- with P = {𝑢 : R+ → R+ | 𝑢 is continuous increasing
tinuous functions from 𝐽 to R3 with points of discontinuity function and 𝑢(𝑠) → 0 as 𝑠 → 0}.
of the first kind 𝜏𝑘 , at which it is left continuous. By the basic
̂ 𝑦)|
(2) |𝑉(𝑡, 𝑥, 𝑦) − 𝑉(𝑡, 𝑥, ̂ ≤ 𝐾(‖𝑥 − 𝑥‖
̂ + ‖𝑦 − 𝑦‖),
̂ where
theories of impulsive differential equations in [10, 11], system
𝐾 > 0 is a constant.
(5) has a unique solution 𝑋(𝑡) = 𝑋(𝑡, 𝑋0 ) ∈ 𝑃𝐶([0, +∞), R3 ).
Since the solution of system (5) is a piecewise continuous (3) For 𝑡 = 𝜏𝑘 , 𝑉(𝑡+ , 𝑥 + 𝐼𝑘 (𝑥), 𝑦 + 𝐼𝑘 (𝑦)) ≤ 𝑉(𝑡, 𝑥, 𝑦); for
function with points of discontinuity of the first kind 𝜏𝑘 , 𝑘 ∈ ̇ (𝑡, 𝑥, 𝑦) ≤ −𝛾𝑉(𝑡, 𝑥, 𝑦), ∀𝑘 ∈ Z, where
𝑡 ≠𝜏𝑘 , 𝑉(2.2)
Z, we adopt the following definitions for almost periodicity. 𝛾 > 0 is a constant.
has a unique globally asymptotically stable positive almost Therefore, 𝑉 is nonincreasing. Integrating (18) from 0 to 𝑡
periodic solution 𝑥∗ which can be expressed as follows: leads to
𝑡 −1 𝑡
𝛼 𝑎
≤ 𝑥∗ (𝑡) = [𝑏 ∫ 𝑊 (𝑡, 𝑠) 𝑑𝑠] ≤ , 𝑉 (𝑡) + 𝑏 ∫ 𝑥 (𝑠) − 𝑥∗ (𝑠) 𝑑𝑠 ≤ 𝑉 (0) < +∞, ∀𝑡 ≥ 0;
𝑒𝜉𝐴𝑏 −∞ 𝜂𝑏 (1 − 𝑒−𝑎𝜃 ) 0
(11) (20)
𝑥2 (𝜏𝑘+ ) = (1 + ℎ2𝑘 ) 𝑥2 (𝜏𝑘 ) , 𝑘 ∈ Z+ . By Remark 15, 𝑥1 (𝑡) ≥ 𝑝1 (𝑡) for 𝑡 > 𝑇4 , where 𝑝1 (𝑡)
is the solution of system (39) with 𝑝1 (𝑇4+ ) = 𝑥1 (𝑇4+ ). By
Similar to the above argument as that in (29), one has Lemma 7, system (39) has a unique globally asymptotically
stable positive almost periodic solution 𝑝1∗ which can be
expressed as follows:
𝑚1−1 𝑏2𝑢 𝑀1 − 𝑟2𝑙
lim sup 𝑥2 (𝑡) ≤ 𝑙 −1 𝑢
:= 𝑀2 . (32) 𝑡 −1
𝑡→∞ 𝜂2 𝑎2𝑙 [1 − 𝑒(𝑟2 −𝑚1 𝑏2 𝑀1 )𝜃 ] 𝑝1∗ (𝑡) = [𝑎1𝑢 ∫ 𝑊2 (𝑡, 𝑠) 𝑑𝑠]
−∞
Then, there exists 𝑇3 > 𝑇2 such that (40)
𝑟𝑙 − 𝑚1−1 𝑏1𝑢 (𝑀2 + 𝜖) − 𝜉1 𝐴
≥ 1 := 𝑁1 (𝜖) ,
𝑥2 (𝑡) ≤ 𝑀2 + 𝜖 for 𝑡 ≥ 𝑇3 . (33) 𝑒𝜉1 𝐴𝑎1𝑢
By the second equation of system (5), we have in Bai and Wang [15]. So, Theorem 11 extends the corre-
sponding result in Bai and Wang [15]. Further, Theorem 11
𝑥2̇ (𝑡) gives the sufficient conditions for the permanence of system
(5) with almost periodic impulsive perturbations. There-
𝑏2𝑙 (𝑁1 − 𝜖1 ) 𝑏3𝑢 (𝑀3 + 𝜖1 ) fore, Theorem 11 provides a possible method to study the
≥ 𝑥2 (𝑡) [ 𝛼1 − 𝑟2𝑢 −
𝑚1 + (𝑀1 + 𝜖1 ) 𝑚2 permanence of the models with impulsive perturbations in
biological populations.
− 𝑎2𝑙 𝑥2 (𝑡) ] 𝑡 ≠𝜏𝑘 , 𝑡 > 𝑇2 , Remark 13. From the proof of Propositions 8 and 9, we
know that, under the conditions of Theorem 11, set 𝑆 =
𝑥2 (𝜏𝑘+ ) = (1 + ℎ2𝑘 ) 𝑥2 (𝜏𝑘 ) , 𝑘 ∈ Z+ . {(𝑥1 , 𝑥2 , 𝑥3 )𝑇 ∈ R3 : 𝑁𝑖 ≤ 𝑥𝑖 ≤ 𝑀𝑖 , 𝑖 = 1, 2, 3} is an invariant
(44) set of system (5).
:= 𝑁2 .
𝛼1 𝑥𝛼1 −1 𝑀2 𝑏1 (𝑡)
𝑐1 (𝑡) := max 2
,
Then, there exist 0 < 𝜖2 ≤ 𝜖1 and 𝑇6 > 𝑇5 such that 𝑁1 ≤𝑥≤𝑀1 (𝑚1 + 𝑥𝛼1 )
𝑏4𝑙 (𝑁2 − 𝜖2 )
− 𝑟3𝑢 − 𝜉3 𝐴 ≥ 0, 𝑚 + (1 − 𝛼1 ) 𝑥𝛼1 𝑏2 (𝑡)
𝛼2 𝑐2 (𝑡) := max 1 ,
𝑚2 + (𝑀2 + 𝜖2 ) (46) 𝑁1 ≤𝑥≤𝑀1 (𝑚1 + 𝑥𝛼1 )
2
𝑥2 (𝑡) ≥ 𝑁2 − 𝜖2 for 𝑡 ≥ 𝑇6 .
𝑏1 (𝑡)
𝑑1 (𝑡) := 𝛼 ,
In view of the third equation of system (5), we have 𝑚1 + 𝑁1 1
(49)
𝑏4𝑙 (𝑁2 − 𝜖2 ) 𝛼2 𝑥 𝛼2 −1
𝑀3 𝑏3 (𝑡)
𝑥3̇ (𝑡) ≥ 𝑥3 (𝑡) [ 𝛼2 − 𝑟3𝑢 − 𝑎3𝑢 𝑥3 (𝑡)] , 𝑑2 (𝑡) := max ,
𝑚2 + (𝑀2 + 𝜖2 ) 𝑁2 ≤𝑥≤𝑀2 (𝑚2 + 𝑥𝛼2 )
2
𝑡 ≠𝜏𝑘 , 𝑡 > 𝑇2 ,
𝑚2 + (1 − 𝛼2 ) 𝑥𝛼2 𝑏4 (𝑡)
𝑥3 (𝜏𝑘+ ) = (1 + ℎ3𝑘 ) 𝑥3 (𝜏𝑘 ) , 𝑘∈Z . + 𝑑3 (𝑡) := max 2
,
𝑁2 ≤𝑥≤𝑀2 (𝑚2 + 𝑥𝛼2 )
(47)
Remark 10. In view of (𝐻1 ) in Proposition 9, the values of inf [𝜆 1 𝑎1 (𝑡) − 𝜆 1 𝑐1 (𝑡) − 𝜆 2 𝑐2 (𝑡)] > 𝜇,
impulse coefficients ℎ𝑖𝑘 (𝑖 = 1, 2, 3) and the number of the 𝑡∈R
impulse points 𝜏𝑘 in each interval of length 1 have negative
effect on the permanence of system (5). inf [𝜆 3 𝑎3 (𝑡) − 𝜆 2 𝑒1 (𝑡)] > 𝜇, (50)
𝑡∈R
Remark 12. When ℎ𝑖𝑘 (𝑖 = 1, 2, 3) ≡ 0 in system (5), then then, system (5) admits a unique positive almost periodic
Theorem 11 changes to the corresponding permanence result solution, which is uniformly asymptotically stable.
Abstract and Applied Analysis 7
Proof. Suppose that 𝑍(𝑡) = (𝑧1 (𝑡), 𝑧2 (𝑡), 𝑧3 (𝑡))𝑇 and 𝑍∗ (𝑡) = where 𝜆 := min{𝜆 1 , 𝜆 2 , 𝜆 3 } min{𝑀1−1 , 𝑀2−1 , 𝑀3−1 }. Further,
(𝑧1∗ (𝑡), 𝑧2∗ (𝑡), 𝑧3∗ (𝑡))𝑇 are any two solutions of system (5). we have
Consider the product system of system (5) as
𝑉 (𝑡, 𝑍, 𝑍∗ )
𝑏1 (𝑡) 𝑧2 (𝑡) 3
𝑧̇1 (𝑡) = 𝑧1 (𝑡) [𝑟1 (𝑡) − 𝑎1 (𝑡) 𝑧1 (𝑡) − ],
𝛼
𝑚1 + 𝑧1 1 (𝑡) ≤ max {𝜆 1 , 𝜆 2 , 𝜆 3 } ∑ ln 𝑧𝑖 (𝑡) − ln 𝑧𝑖∗ (𝑡)
𝑖=1
𝑏2 (𝑡) 𝑧1 (𝑡)
𝑧̇2 (𝑡) = 𝑧2 (𝑡) [−𝑟2 (𝑡) + 𝛼
3
1 ∗
𝑧𝑖 (𝑡) − 𝑧𝑖 (𝑡) ≤ 𝜆 𝑍 − 𝑍 ,
𝑚1 + 𝑧1 1 (𝑡) ∗
≤ max {𝜆 1 , 𝜆 2 , 𝜆 3 } ∑
𝑁
𝑖=1 𝑖
𝑏3 (𝑡) 𝑧3 (𝑡)
−𝑎2 (𝑡) 𝑧2 (𝑡) − 𝛼 ], (54)
𝑚2 + 𝑧2 2 (𝑡)
𝑏4 (𝑡) 𝑧2 (𝑡)
𝑧̇3 (𝑡) = 𝑧3 (𝑡) [−𝑟3 (𝑡) + 𝛼 − 𝑎3 (𝑡) 𝑧3 (𝑡)] , where 𝜆 := max{𝜆 1 , 𝜆 2 , 𝜆 3 } max{𝑁1−1 , 𝑁2−1 , 𝑁3−1 }; thus, (1) in
𝑚2 + 𝑧2 2 (𝑡) Lemma 4 is satisfied.
𝑏1 (𝑡) 𝑧2∗ (𝑡) Since
𝑧̇1∗ (𝑡) = 𝑧1∗ (𝑡) [𝑟1 (𝑡) − 𝑎1 (𝑡) 𝑧1∗ (𝑡) − ∗𝛼 ],
𝑚1 + 𝑧1 1 (𝑡) ∗
𝑉 (𝑡, 𝑍, 𝑍∗ ) − 𝑉 (𝑡, 𝑍, 𝑍 )
𝑏 (𝑡) 𝑧1∗ (𝑡)
𝑧̇2∗ (𝑡) = 𝑧2∗ (𝑡) [−𝑟2 (𝑡) + 2 ∗𝛼 − 𝑎2 (𝑡) 𝑧2∗ (𝑡) 3
𝑚1 + 𝑧1 1 (𝑡)
= ∑𝜆 𝑖 ln 𝑧𝑖 (𝑡) − ln 𝑧𝑖∗ (𝑡)
𝑏3 (𝑡) 𝑧3∗ (𝑡) 𝑖=1
− ∗𝛼 ],
𝑚2 + 𝑧2 2 (𝑡) 3
𝑏4 (𝑡) 𝑧2∗ (𝑡) − ∑𝜆 𝑖 ln 𝑧𝑖 (𝑡) − ln 𝑧∗𝑖 (𝑡) (55)
𝑧̇3∗ (𝑡) = 𝑧3∗ (𝑡) [−𝑟3 (𝑡) + ∗𝛼 − 𝑎3 (𝑡) 𝑧3∗ (𝑡)] , 𝑖=1
𝑚2 + 𝑧2 2 (𝑡)
3
𝑡 ≠𝜏𝑘 ,
≤ 𝜆∑ [𝑧𝑖 (𝑡) − 𝑧𝑖∗ (𝑡) + 𝑧𝑖 (𝑡) − 𝑧∗𝑖 (𝑡)]
Δ𝑧1 (𝜏𝑘 ) = ℎ1𝑘 𝑧1 (𝜏𝑘 ) , 𝑖=1
∗
Δ𝑧2 (𝜏𝑘 ) = ℎ2𝑘 𝑧2 (𝜏𝑘 ) , = 𝜆 [𝑍 (𝑡) − 𝑍∗ (𝑡) + 𝑍 (𝑡) − 𝑍 (𝑡)] ,
Δ𝑧3 (𝜏𝑘 ) = ℎ3𝑘 𝑧3 (𝜏𝑘 ) ,
Δ𝑧1∗ (𝜏𝑘 ) = ℎ1𝑘 𝑧1∗ (𝜏𝑘 ) , (2) in Lemma 4 holds.
For 𝑡 ≠𝜏𝑘 , 𝑘 ∈ Z+ , calculating the upper right derivative
Δ𝑧2∗ (𝜏𝑘 ) = ℎ2𝑘 𝑧2∗ (𝜏𝑘 ) , of 𝑉(𝑡) along the solution of system (51), we have
Δ𝑧3∗ (𝜏𝑘 ) = ℎ3𝑘 𝑧3∗ (𝜏𝑘 ) , 𝑘 ∈ Z.
(51) 3
𝑧̇𝑖 (𝑡) 𝑧̇𝑖∗ (𝑡)
𝐷+ 𝑉 (𝑡) = ∑𝜆 𝑖 [ − ] sgn (𝑧𝑖 (𝑡) − 𝑧𝑖∗ (𝑡))
𝑖=1 𝑧𝑖 (𝑡) 𝑧𝑖∗ (𝑡)
Set 𝑆1 = {(𝑧1 , 𝑧2 , 𝑧3 )𝑇 ∈ R3 : 𝑁𝑖 ≤ 𝑧𝑖 ≤ 𝑀𝑖 , 𝑖 =
1, 2, 3}, which is an invariant set of system (51) directly from = 𝜆 1 sgn (𝑧1 (𝑡)
Remark 13.
Construct a Lyapunov functional 𝑉(𝑡, 𝑍, 𝑍∗ ) =
𝑇 ∗ ∗ ∗ 𝑇 + −𝑧1∗ (𝑡)) {−𝑎1 (𝑡) [𝑧1 (𝑡) − 𝑧1∗ (𝑡)]
𝑉(𝑡, (𝑧1 , 𝑧2 , 𝑧3 ) , (𝑧1 , 𝑧2 , 𝑧3 ) ) defined on R × 𝑆1 × 𝑆1 × 𝑆1
as follows:
𝑏1 (𝑡) 𝑧2 (𝑡) 𝑏 (𝑡) 𝑧2∗ (𝑡)
3 − 𝛼1 + 1 }
𝑚1 + 𝑧1 (𝑡) 𝑚1 + 𝑧1∗𝛼1 (𝑡)
𝑉 (𝑡, 𝑍, 𝑍∗ ) = ∑𝜆 𝑖 ln 𝑧𝑖 (𝑡) − ln 𝑧𝑖∗ (𝑡) . (52)
𝑖=1
+ 𝜆 2 sgn (𝑧2 (𝑡) − 𝑧2∗ (𝑡))
It is obvious that
× {−𝑎2 (𝑡) [𝑧2 (𝑡) − 𝑧2∗ (𝑡)]
𝑉 (𝑡, 𝑍, 𝑍∗ )
3 𝑏2 (𝑡) 𝑧1 (𝑡) 𝑏2 (𝑡) 𝑧1∗ (𝑡)
+ −
≥ min {𝜆 1 , 𝜆 2 , 𝜆 3 } ∑ ln 𝑧𝑖 (𝑡) − ln 𝑧𝑖∗ (𝑡) 𝛼
𝑚1 + 𝑧1 1 (𝑡) 𝑚1 + 𝑧1∗𝛼1 (𝑡)
𝑖=1
3
1 𝑏3 (𝑡) 𝑧3 (𝑡) 𝑏 (𝑡) 𝑧3∗ (𝑡)
∗ − + 3 }
𝑧𝑖 (𝑡) − 𝑧𝑖 (𝑡) ≥ 𝜆 𝑍 − 𝑍 ,
∗
≥ min {𝜆 1 , 𝜆 2 , 𝜆 3 } ∑ 𝛼2
𝑚2 + 𝑧2 (𝑡) 𝑚2 + 𝑧2∗𝛼2 (𝑡)
𝑖=1 𝑀𝑖
(53) + 𝜆 3 sgn (𝑧3 (𝑡) − 𝑧3∗ (𝑡))
8 Abstract and Applied Analysis
3
𝜇 (5 + cos (√2𝑡)) 𝑥1 (𝑡)
≤ −∑ 𝜆 𝑖 ln 𝑧𝑖 (𝑡) − ln 𝑧𝑖∗ (𝑡) +
𝑚1 + 𝑥1 (𝑡)
𝜆 𝑁
𝑖=1 𝑖 𝑖
𝜇 𝜇 𝜇 0.1𝑥3 (𝑡)
≤ − min { , , } 𝑉 (𝑡, 𝑍, 𝑍∗ ) . −10𝑥2 (𝑡) − ],
𝜆 1 𝑁1 𝜆 2 𝑁2 𝜆 3 𝑁3 1 + 𝑥2 (𝑡)
(56)
𝑥3̇ (𝑡) = 𝑥3 (𝑡) [ − 0.1 cos (√5𝑡)
For 𝑡 = 𝜏𝑘 , 𝑘 ∈ Z+ , we have
(6 + sin (√3𝑡)) 𝑥2 (𝑡)
+ −10𝑥3 (𝑡) ] ,
1 + 𝑥2 (𝑡)
3
𝑉 (𝜏𝑘+ , 𝑍 (𝜏𝑘+ ) , 𝑍∗ (𝜏𝑘+ )) = ∑𝜆 𝑖 ln 𝑧𝑖 (𝜏𝑘+ ) − ln 𝑧𝑖∗ (𝜏𝑘+ )
𝑖=1 𝑡 ≠𝜏𝑘 ,
0.7 3
0.6 2.5
0.5
2
0.4
x1 (t)
x2 (t)
1.5
0.3
1
0.2
0.1 0.5
0 0
0 5 10 15 20 25 30 35 40 0 5 10 15 20 25 30 35 40
Time t Time t
1 2
0.8
1.5
x2 (t)
0.6
x3 (t)
1
0.4
0.2 0.5
0 5 10 15 20 25 30 35 40 0 5 10 15 20 25 30 35 40
Time t Time t
1.3
1.2 are obtained which guarantee the permanence and existence
1.1 of a unique uniformly asymptotically stable positive almost
1 periodic solution of a food chain system with almost peri-
0.9 odic impulsive perturbations. Proposition 9 and Theorem 14
x3 (t)
2
Conflict of Interests
The authors declare that there is no conflict of interests
1.5
regarding the publication of this paper.
x1 (t)
1
Acknowledgments
0.5
The authors would like to thank the reviewers for their
0 valuable comments and constructive suggestions, which con-
0 5 10 15 20 25 30 35 40
Time t
siderably improve the presentation of this paper. This work
was supported by the Scientific Research Fund of Yunnan
Figure 4: Stability of state variable 𝑥1 of Example 1. Provincial Education Department.
10 Abstract and Applied Analysis
Research Article
Limit Cycles in a Cubic Kolmogorov System with Harvest and
Two Positive Equilibrium Points
Copyright © 2014 Qi-Ming Zhang et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
A class of planar cubic Kolmogorov systems with harvest and two positive equilibrium points is investigated. With the help of
computer algebra system MATHEMATICA, we prove that five limit cycles can be bifurcated simultaneously from the two critical
points (1, 1) and (2, 2), respectively, in the first quadrant. Moreover, the necessary conditions of centers are obtained.
1. Introduction not the case, even when 𝐹 and 𝐺 factories. There are many
contributions about this system (see [1, 2]). The latter poses
In mathematical ecology, a class of systems of the form the question whether a predator-prey system can have two
or more ecologically stable cycles. If 𝐹 and 𝐺 are cubic, there
𝑑𝑥𝑖
= 𝑥𝑖 𝐹 (𝑥1 , . . . , 𝑥𝑛 ) , 𝑖 = 1, . . . , 𝑛, (1) are also many works to consider its limit cycles and dynamics
𝑑𝑡 behaviors, see [3, 4]. In [5], the authors discussed a class
are frequently used to model the interaction of species occu- of cubic Kolmogorov systems with three invariant algebraic
pying the same ecological niche. The differential equations curves.
modeling the interaction of two species Recently, a system with three positive equilibrium points
has been investigated, the authors have investigated the
𝑑𝑥 center-focus problems and limit cycles bifurcations. They
= 𝑥𝐹 (𝑥, 𝑦) ,
𝑑𝑡 have proved that each of the two points (1, 2) and (2, 1) can
(2) bifurcate 1 small limit cycle under a certain condition, and 3
𝑑𝑦
= 𝑦𝐺 (𝑥, 𝑦) , limit cycles can occur near point (1, 1) at the same step [6].
𝑑𝑡 Other Kolmogorov systems were also investigated recently
being known as Kolmogorov systems have been studied in [7, 8]. In this paper, we will consider limit cycles which
extensively. It is well known that there is no limit cycles in bifurcate from a class of systems of the form
the classical Lotka-Volterra-Gause model, where 𝐹 and 𝐺 are
linear. There can of course only be one critical point in the 𝑑𝑥 7
interior of the realistic quadrant (𝑥 > 0, 𝑦 > 0) in this = −2 (2𝛽 + 𝜃) + (8𝛽 + 5𝜃) 𝑥 − (2𝛽 + 𝜃) 𝑥2
𝑑𝑡 2
case, but this can be a centre; however, there are no isolated
1 1
periodic solutions. + (4𝛽 − 𝜃) 𝑥𝑦 + 𝑎20 𝑥3 + (6𝛽 + 3𝜃 − 4𝑎20 ) 𝑥2 𝑦
If 𝐹 and 𝐺 are quadratic, one might think by analogy that 2 2
the behavior within the first quadrant is similar to that of 1
a quadratic system. The examples we give show that this is + (−4𝛽 − 𝜃 + 2𝑎20 ) 𝑥2 𝑦,
2
2 Abstract and Applied Analysis
𝑑𝑦 7
= 2 (2𝛽 + 𝜃) − (8𝛽 + 5𝜃) 𝑦 + (2𝛽 + 𝜃) 𝑦2 Furthermore, by the transformations
𝑑𝑡 2
1 1
+ (−4𝛽 + 𝜃) 𝑥𝑦 + (2𝑏20 − 4𝛽 − 𝜃) 𝑥3 + 𝑏20 𝑥2 𝑦 𝑧 = 𝑥 + 𝑖𝑦, 𝑤 = 𝑥 − 𝑖𝑦,
2 2
(5)
1 𝑇 = 𝑖𝜏, 𝑖 = √−1,
+ (2𝛽 − 𝜃 − 4𝑏20 ) 𝑥𝑦2 ,
2
(3)
which have two positive equilibrium points (1, 1) and system (4) can be transformed into the following system:
(2, 2). We use our Computer Algebra procedure Mathematic
(described in [9]) to compute the focal values at the critical
points (1, 1) and (2, 2). We will show that five limit cycles 𝑑𝑧 1
can bifurcate from points (1, 1) and (2, 2) simultaneously. =𝑧+ (−2 (2𝑎20 + 2𝑖𝑏20 − (6 − 2𝑖) 𝛽 − (3 − 2𝑖) 𝜃) 𝑧2
𝑑𝑇 8𝛽
Furthermore, some necessary and sufficient conditions for
two positive equilibrium points to be centers are also to be − 2 (−4𝑖𝑎20 + 4𝑏20 + (4 + 12𝑖) 𝛽 + (3 + 5𝑖) 𝜃) 𝑧𝑤
given.
This paper is divided into three sections. In Section 2, we + 2 (2𝑎20 + 2𝑖𝑏20 − (2 + 2𝑖) 𝛽 − 𝑖𝜃) 𝑤2
use the recursive algorithm to obtain that 5 limit circles could
be bifurcated from points (1, 1) and (2, 2). In Section 3, nec-
essary and sufficient conditions for two positive equilibrium + (−2𝑎20 − 2𝑏20 + (4 + 4𝑖) 𝛽 + (1 + 𝑖) 𝜃) 𝑧3
points to be centers are proved.
+ 2 ((−1 + 2𝑖) 𝑎20 + (1 + 2𝑖) 𝑏20
(2𝑎20 𝑥2 𝑦) (𝑎20 𝑦2 ) (𝑎20 𝑥𝑦2 ) (2𝑥2 𝜃) + 2 ((−1 − 2𝑖) 𝑎20 + (1 − 2𝑖) 𝑏20
+ − − +
𝛽 𝛽 𝛽 𝛽
+ (1 + 4𝑖) 𝛽 + (1 + 𝑖) 𝜃) 𝑤2 𝑧
2 2 2
(3𝑥𝑦𝜃) (3𝑥 𝑦𝜃) (𝑦 𝜃) (𝑥𝑦 𝜃)
− − + + , (4) + ((2 − 4𝑖) 𝑎20 + (2 + 4𝑖) 𝑏20
(2𝛽) (2𝛽) (2𝛽) (2𝛽)
2
− (1 + 𝑖) (4𝛽 + 𝜃)) 𝑤𝑧2
𝑑𝑦 (𝑏20 𝑥 ) (2𝑏20 𝑥𝑦)
= 𝑥 − 2𝑦2 − 𝑥𝑦2 + 2𝑦3 − +
𝑑𝜏 𝛽 𝛽 −2 (−𝑎20 + 𝑏20 + 𝛽 + 𝜃)) 𝑧3 ;
(6)
(𝑏20 𝑥2 𝑦) (𝑏20 𝑦2 ) (2𝑏20 𝑥𝑦2 ) (𝑏20 𝑦3 )
− − + −
𝛽 𝛽 𝛽 𝛽
2 2 3 applying the recursive formulae in Theorem 2.5 in [9], we
(𝑥𝑦𝜃) (3𝑦 𝜃) (𝑥𝑦 𝜃) (𝑦 𝜃)
+ − + + . compute singular point quantities and simplify them; then,
(2𝛽) (2𝛽) (2𝛽) (2𝛽) we have the following theorem.
Abstract and Applied Analysis 3
Theorem 1. The first four singular point quantities at the origin Proof. 𝑢1 = 𝑢2 = 𝑢3 = 0 implies that the relations above
of system (6) are as follows: among parameters hold. Further, when 𝑎20 = (1/4)(4𝑏20 +
12𝛽 + 9𝜃), 344𝛽2 + 750𝛽𝜃 + 325𝜃2 = 0,
𝑖 𝑓1
𝑢1 = (−2𝑎20 − 2𝑏20 + 4𝛽 + 𝜃)
8𝛽2 2 2
= −3164304640𝑏20 + 94432128√1153𝑏20
× (−4𝑎20 + 4𝑏20 + 12𝛽 + 9𝜃) ,
− 505511440𝑏20 𝜃 + 16321424√1153𝑏20 𝜃
𝑖
𝑢2 = (−2𝑎20 − 2𝑏20 + 4𝛽 + 𝜃) − 1443860355𝜃2 + 42746637√1153𝜃2 ;
192𝛽3
(7) 𝑓2
2 2
× (344𝛽 + 750𝛽𝜃 + 325𝜃 ) ,
4 4
= −748902307758080𝑏20 + 22349440598016√1153𝑏20
𝑖
𝑢3 = − (−2𝑎20 − 2𝑏20 + 4𝛽 + 𝜃) 𝑓1 , 3 3
12288𝛽5 − 239280807055360𝑏20 𝜃 + 7725648121856√1153𝑏20 𝜃
2 2 2 2
𝑖 +5835163629391040𝑏20 𝜃 −171639395144768√1153𝑏20 𝜃
𝑢4 = − (−2𝑎20 − 2𝑏20 + 4𝛽 + 𝜃) 𝑓2 ,
5898240𝛽7
+969876044134880𝑏20 𝜃3 −28776579351136√1153𝑏20 𝜃3
(8)
2 2
× (−17721692278080𝑏20 + 519304637376√1153𝑏20
While 𝑢1 = 𝑢2 = 𝑢3 = 0, 𝑢4 ≠0, the following theorem − 2991374746080𝑏20 𝜃 + 85097939808√1153𝑏20 𝜃
holds.
−2771947690805𝜃2 + 80900776387√1153𝜃2 ) .
Theorem 2. The origin of system (6) is a 4-order weak focus if
(13)
and only if
So Resultant[𝐽, 𝑓3 , 𝑏20 ] ≠ 0, namely, 𝐽 ≠ 0, when 𝑎20 =
1 (1/4)(4𝑏20 + 12𝛽 + 9𝜃), 344𝛽2 + 750𝛽𝜃 + 325𝜃2 = 0.
𝑎20 = (4𝑏20 + 12𝛽 + 9𝜃) , The statement mentioned above yields that the following
4 theorem holds.
(9)
344𝛽2 + 750𝛽𝜃 + 325𝜃2 = 0,
Theorem 3. If the origin of system (4) is a 4-order weak focus,
𝑓1 = 0. making a small perturbation to the coefficients of system (4),
4 Abstract and Applied Analysis
𝑑𝑤 1
then, for perturbed system (4), in a small neighborhood of = −𝑤 − (2 (−4𝑎20 + 4𝑖𝑏20 + (3 − 5𝑖) 𝛽 + (3 + 𝑖) 𝜃) 𝑤2
the origin, there exist exactly 5 small amplitude limit cycles 𝑑𝑇 8𝜃
enclosing the point (1, 1).
+ 2 (−8𝑖𝑎20 − 8𝑏20 + (6 + 10𝑖) 𝛽 + (1 + 3𝑖) 𝜃) 𝑧𝑤
With a similar method, we could discuss the bifurcation
− 2 (4𝑎20 − 4𝑖𝑏20 − (9 + 𝑖) 𝛽 − (4 + 2𝑖) 𝜃) 𝑧2
of limit cycles from point (2, 2). Through the transformations
𝑥̃ = 𝑥 − 2, 𝑦̃ = 𝑦 − 2, 𝜏 = 𝜃𝑡, we still denote 𝑥,
̃ 𝑦̃ by 𝑥, 𝑦 for + (−2𝑎20 − 2𝑏20 + 4 (1 − 4𝑖) 𝛽 + (1 − 𝑖) 𝜃) 𝑤3
convenience. Then point (1, 1) will be moved into point (0, 0)
of the new system, and the system will be changed into the + 2 ((−1 − 2𝑖) 𝑎20 + (1 − 2𝑖) 𝑏20
following system:
+ (1 + 4𝑖) 𝛽 + (1 + 𝑖) 𝜃) 𝑤2 𝑧
𝑑𝑥 𝑥 2
(7𝑥𝑦) (3𝑥2 𝑦)
= −𝑦− − + (2 (1 − 2𝑖) 𝑎20 + 2 (1 + 2𝑖) 𝑏20 − (1 + 𝑖) (4𝛽 + 𝜃)) 𝑤𝑧2
𝑑𝜏 2 2 2
(𝑥𝑦2 ) (2𝑎20 𝑥2 ) (𝑎20 𝑥3 ) −2 (−𝑎20 + 𝑏20 + 𝛽 + 𝜃) 𝑧3 ) .
+ 𝑦2 + − −
2 𝜃 𝜃 (16)
2 2
(4𝑎20 𝑥𝑦) (2𝑎20 𝑥 𝑦) (2𝑎20 𝑦 )
+ + − Direct computation can give the following theorem.
𝜃 𝜃 𝜃
Theorem 4. The first four singular point quantities at the
(𝑎20 𝑥𝑦2 ) (𝑥2 𝛽) 2
(6𝑥𝑦𝛽) (3𝑥 𝑦𝛽)
− + − − origin of system (16) are as follows:
𝜃 𝜃 𝜃 𝜃
2
(4𝑦 𝛽) (2𝑥𝑦2 𝛽) 𝑖
(14) 𝑢1 = (−2𝑎20 − 2𝑏20 + 4𝛽 + 𝜃) (8𝑎20 − 8𝑏20 − 3𝜃) ,
+ + , 4𝜃2
𝜃 𝜃
𝑖
2
(3𝑥𝑦) 𝑦2 (𝑥𝑦 ) 𝑦3 𝑢2 = − (−2𝑎20 − 2𝑏20 + 4𝛽 + 𝜃) (56𝛽2 + 57𝛽𝜃 + 10𝜃2 ) ,
𝑑𝑦 48𝜃3
=𝑥+ + + +
𝑑𝜏 2 2 2 2 𝑖
𝑢3 = (−2𝑎20 − 2𝑏20 + 4𝛽 + 𝜃) 𝑓3 ,
(2𝑏20 𝑥 )2
(4𝑏20 𝑥𝑦) (𝑏20 𝑥 𝑦)
2 6144𝜃5
− + −
𝜃 𝜃 𝜃 𝑖
𝑢4 = − (−2𝑎20 − 2𝑏20 + 4𝛽 + 𝜃) 𝑓4 ,
5898240𝛽7
(2𝑏20 𝑦2 ) (2𝑏20 𝑥𝑦2 ) (𝑏20 𝑦3 ) (17)
− + −
𝜃 𝜃 𝜃
2 2 3 where
(2𝑥𝑦𝛽) (3𝑦 𝛽) (𝑥𝑦 𝛽) (2𝑦 𝛽)
− + − + .
𝜃 𝜃 𝜃 𝜃 2 2
𝑓3 = −143360𝑏20 𝛽 + 286720𝑏20 𝛽3 − 206080𝛽4
Furthermore, by the transformations 2
− 168960𝑏20 𝛽𝜃 + 355840𝑏20 𝛽2 𝜃 − 264320𝛽3 𝜃
𝑧 = 𝑥 + 𝑖𝑦, 𝑤 = 𝑥 − 𝑖𝑦, 𝑇 = 𝑖𝜏, 𝑖 = √−1,
2 2
(15) − 40960𝑏20 𝜃 + 103040𝑏20 𝛽𝜃2 − 82336𝛽2 𝜃2
system (14) can be transformed into the following system: + 5120𝑏20 𝜃3 − 1939𝛽𝜃3 + 980𝜃4 ,
𝑑𝑧 1 𝑓4 = 2967207936000𝛽10 − 9714651627520𝛽9 𝜃
=𝑧+ (2 (−4𝑎20 − 4𝑖𝑏20 + (3 + 5𝑖) 𝛽 + (3 − 𝑖) 𝜃) 𝑧2
𝑑𝑇 8𝜃
− 65013770321920𝛽8 𝜃2 − 124569363533824𝛽7 𝜃3
+ 2 (8𝑖𝑎20 − 8𝑏20 + (6 − 10𝑖) 𝛽 + (1 − 3𝑖) 𝜃) 𝑧𝑤
− 124914242976768𝛽6 𝜃4 − 75962577303936𝛽5 𝜃5
− 2 (4𝑎20 + 4𝑖𝑏20 − (9 − 𝑖) 𝛽 − (4 − 2𝑖) 𝜃) 𝑤2
− 29760585599448𝛽4 𝜃6 − 7669544070125𝛽3 𝜃7
+ (−2𝑎20 − 2𝑏20 + 4 (1 + 4𝑖) 𝛽 + (1 + 𝑖) 𝜃) 𝑧3
− 1275738647714𝛽2 𝜃8 − 125233021760𝛽𝜃9
+ 2 ((−1 + 2𝑖) 𝑎20 + (1 + 2𝑖) 𝑏20
− 5502919200𝜃10 .
+ (1 − 4𝑖) 𝛽 + (1 − 𝑖) 𝜃) 𝑧2 𝑤
(18)
2
+ (2 (1 + 2𝑖) 𝑎20 + 2 (1 − 2𝑖) 𝑏20 − (1 − 𝑖) (4𝛽 + 𝜃)) 𝑧𝑤
While solving 𝑢1 = 𝑢2 = 𝑢3 = 0 and 𝑢4 ≠ 0, we can
−2 (−𝑎20 + 𝑏20 + 𝛽 + 𝜃) 𝑤3 ) ; immediately obtain the following theorem.
Abstract and Applied Analysis 5
(a) (b)
Theorem 5. The origin of system (16) is a 4-order weak focus −2𝑥2 𝑦𝛽 − 3𝑥2 𝜃 + 𝑥3 𝜃 + 𝑥𝑦𝜃 + 𝑥2 𝑦𝜃) ,
if and only if
𝑑𝑦 1
1 =𝑥− (2𝑏20 𝑥2 − 4𝑏20 𝑥𝑦 + 2𝑏20 𝑥2 𝑦 + 2𝑏20 𝑦2
𝑎20 = (8𝑏20 + 3𝜃) , 2 2
56𝛽 + 57𝛽𝜃 + 10𝜃 = 0, 𝑑𝜏 2𝛽
8 (19)
− 4𝑏20 𝑥𝑦2 + 2𝑏20 𝑦3 − 2𝑥𝛽 + 4𝑦2 𝛽 + 2𝑥𝑦2 𝛽
𝑓3 = 0.
−4𝑦3 𝛽 − 𝑥𝑦𝜃 + 3𝑦2 𝜃 − 𝑥𝑦2 𝜃 − 𝑦3 𝜃) .
Furthermore, the following theorem also holds for system
(14). (21)
1
𝑎20 = (−2𝑏20 + 4𝛽 + 𝜃) . (20) which is symmetric with V-axis.
2
When 𝑎20 = (1/2)(−2𝑏20 + 4𝛽 + 𝜃), system (14) could be
Proof. When 𝑎20 = (1/2)(−2𝑏20 + 4𝛽 + 𝜃), system (4) could be rewritten as
rewritten as
𝑑𝑥 1 𝑑𝑥
= −𝑦 − (−2𝑏20 𝑥2 − 2𝑏20 𝑥3 + 4𝑏20 𝑥𝑦 + 4𝑏20 𝑥2 𝑦 𝑑𝜏
𝑑𝜏 2𝛽
1
− 2𝑏20 𝑦2 − 2𝑏20 𝑥𝑦2 − 4𝑥2 𝛽 + 4𝑥3 𝛽 = −𝑦 − (−4𝑏20 𝑥2 − 2𝑏20 𝑥3 + 8𝑏20 𝑥𝑦 + 4𝑏20 𝑥2 𝑦
2𝜃
6 Abstract and Applied Analysis
− 4𝑏20 𝑦2 − 2𝑏20 𝑥𝑦2 + 6𝑥2 𝛽 + 4𝑥3 𝛽 − 4𝑥𝑦𝛽 [3] Y. Ye and W. Ye, “Cubic Kolmogorov differential systems
with two limit cycles surrounding the same focus,” Annals of
−2𝑥2 𝑦𝛽 + 𝑥2 𝜃 + 𝑥3 𝜃 + 3𝑥𝑦𝜃 + 𝑥2 𝑦𝜃) , Differential Equations, vol. 2, pp. 201–207, 1985.
[4] E. Saez and I. Szanto, “Limit cycle s of a cubic Kolmogorov
𝑑𝑦 system,” Applied Mathematics Letters, vol. 9, pp. 15–18, 1996.
𝑑𝜏 [5] F. Li, “Integrability and bifurcations of limit cycles in a cubic
Kolmogorov system,” International Journal of Bifurcation and
1
=𝑥+ (−4𝑏20 𝑥2 + 8𝑏20 𝑥𝑦 − 2𝑏20 𝑥2 𝑦 − 4𝑏20 𝑦2 Chaos, vol. 23, no. 4, Article ID 1350061, 6 pages, 2013.
2𝜃 [6] C. Du and W. Huang, “Center-focus problem and limit cycles
+ 4𝑏20 𝑥𝑦2 − 2𝑏20 𝑦3 − 4𝑥𝑦𝛽 + 6𝑦2 𝛽 bifurcations for a class of cubic Kolmogorov model,” Nonlinear
Dynamics, vol. 72, no. 1-2, pp. 197–206, 2013.
−2𝑥𝑦2 𝛽 + 4𝑦3 𝛽 + 3𝑥𝑦𝜃 + 𝑦2 𝜃 + 𝑥𝑦2 𝜃 + 𝑦3 𝜃) . [7] C. Du, Q. Wang, and W. Huang, “Three-dimensional Hopf
bifurcation for a class of cubic Kolmogorov model,” Interna-
(24) tional Journal of Bifurcation and Chaos, vol. 24, no. 3, Article
ID 1450036, 2014.
Transformations
[8] C. Du, Y. Liu, and W. Huang, “Limit cycles bifurcations for
𝑢+V −𝑢 + V a class of Kolmogorov model in symmetrical vector field,”
𝑥=− , 𝑦=− , 𝜏 = (V − 1)2 𝑡,
2 (V − 1) 2 (V − 1) International Journal of Bifurcation and Chaos, vol. 24, no. 3,
(25) Article ID 1450040, 8 pages, 2014.
[9] Y. Liu and J. Li, “Theory of values of singular point in complex
bring system (24) into autonomous differential system,” Science China A, vol. 3, pp.
245–255, 1989.
𝑑𝑢
𝑑𝜏
1
= −V − (−16𝑏20 𝑢2 + 4𝑏20 𝑢4 + 12𝑏20 𝑢2 V
4𝜃
+ 10𝑢2 𝛽 − 3𝑢4 𝛽 − 15𝑢2 V𝛽 + 2V2 𝛽 + 7𝑢2 V2 𝛽
𝑑V
= (𝑢 (−1 + V) (4𝑏20 𝑢2 − 3𝑢2 𝛽 − 12V𝛽
𝑑𝜏
+7V2 𝛽 + 4𝜃 − 10V𝜃 + 4V2 𝜃)) × (4𝜃)−1
(26)
which is symmetric with V-axis. So the origin is a center of
system (14).
Conflict of Interests
The authors declare that they have no conflict of interests.
Acknowledgments
This research is partially supported by the National Nature
Science Foundation of China (no. 11201211, 11201138, and
11261020) and the Scientific Research Fund of Hunan Provin-
cial Education Department (no. 12B034), and Hunan Provin-
cial Natural Science Foundation of China (no. 13JJ3106).
References
[1] X. S. Liu and Z. H. Zhuo, “Existence and uniqueness of limit
cycles of a cubic Kolmogorov differential system,” Biomathe-
matics, vol. 3, pp. 266–271, 2001.
[2] X. C. Huang and L. Zhu, “Limit cycles in a general Kolmogorov
model,” Nonlinear Analysis: Theory, Methods and Applications,
vol. 60, no. 8, pp. 1393–1414, 2005.
Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2014, Article ID 819798, 14 pages
http://dx.doi.org/10.1155/2014/819798
Research Article
Limit Cycle Bifurcations by Perturbing a Compound
Loop with a Cusp and a Nilpotent Saddle
Copyright © 2014 H. Tian and M. Han. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
We study the expansions of the first order Melnikov functions for general near-Hamiltonian systems near a compound loop with
a cusp and a nilpotent saddle. We also obtain formulas for the first coefficients appearing in the expansions and then establish a
bifurcation theorem on the number of limit cycles. As an application example, we give a lower bound of the maximal number of
limit cycles for a polynomial system of Liénard type.
S1
S2
L h3 where
U1 U2
(a)
By [5], there exist two transformations of the form
U2 L(2)
h3
𝑇
L20 (𝑥, 𝑦) = 𝑇𝑖 (𝑢, V)𝑇 + 𝑆𝑖 , 𝑖 = 1, 2, (9)
S2
L30
L(3)
h3 where 𝑇𝑖 is a 2 × 2 matrix satisfying det 𝑇𝑖 = 1 such that (1)
(b) becomes
Figure 2
𝑢̇= 𝐻𝑖V + 𝜖𝑝𝑖 (𝑢, V, 𝛿) , V̇= −𝐻𝑖𝑢 + 𝜖𝑞𝑖 (𝑢, V, 𝛿) , (10)
Let 𝑈𝑖 denote a closed set with diameter 𝜖0 > 0 and with
center at 𝑆𝑖 , 𝑖 = 1, 2. See Figure 2(a). And further introduce
where
(𝑗)
𝐿 ℎ1 = 𝐿 ℎ1 ∩ 𝑈𝑗 , 𝑗 = 1, 2,
2 V2
𝐿(3)
ℎ1 = Cl. (Lℎ1 − ⋃𝐿 ℎ1 ) ,
(𝑗)
𝐿(1)
ℎ2 = 𝐿 ℎ2 ∩ 𝑈2 ,
𝐻1 (𝑢, V) = + ∑ ̃ℎ 𝑢𝑘 V𝑗 ,
𝑗=1
2 𝑘+𝑗≥3 𝑘𝑗
𝐿(2) (1)
ℎ2 = 𝐿 ℎ2 − 𝐿 ℎ2 , 𝐿(1)
ℎ3 = 𝐿 ℎ3 ∩ 𝑈1 ,
(4) 𝐻1 (𝑢, 𝜑1 (𝑢)) = ̃ℎ3 𝑢3 + 𝑂 (𝑢4 ) , ̃ℎ < 0,
3
(11)
𝐿 ℎ3 ∩ 𝑈2 = 𝐿(2) (3)
ℎ3 ∪ 𝐿 ℎ3 (as shown in Figure 2 (b)) , 𝐻1V (𝑢, 𝜑1 (𝑢)) = 0, 𝑝1 (𝑢, V, 𝛿) = ∑ 𝑎̃𝑖𝑗 𝑢𝑖 V𝑗 ,
𝑖+𝑗≥0
3
(𝑗)
𝐿(4)
ℎ3 = Cl. (𝐿 ℎ3 − ⋃𝐿 ℎ3 ) . 𝑞1 (𝑢, V, 𝛿) = ∑ ̃𝑏𝑖𝑗 𝑢𝑖 V𝑗 ,
𝑗=1 𝑖+𝑗≥0
Here the Cl. denotes the closure of a set. Then by (3) and (4), V2
for 𝜖0 sufficiently small we can write 𝐻2 (𝑢, V) = + ∑ ℎ 𝑢𝑘 V 𝑗 ,
2 𝑘+𝑗≥3 𝑘𝑗
𝑀1 (ℎ, 𝛿) = 𝐼11 (ℎ, 𝛿) + 𝐼12 (ℎ, 𝛿) + 𝐼13 (ℎ, 𝛿)
(5) 𝐻2 (𝑢, 𝜑2 (𝑢)) = ℎ4 𝑢4 + 𝑂 (𝑢5 ) , ℎ4 < 0,
for 0 ≤ −ℎ ≪ 1,
for (𝑢, V) near (0, 0). Note that 𝑞𝑑𝑥 − 𝑝𝑑𝑦 = 𝑞1 𝑑𝑢 − 𝑝1 𝑑V for for 0 < ℎ ≪ 1, where 𝑁𝑖1 (ℎ, 𝛿) ∈ 𝐶𝜔 at ℎ = 0 with 𝑁𝑖1 (0, 𝛿) =
(𝑥, 𝑦) near 𝑆1 and 𝑞𝑑𝑥 − 𝑝𝑑𝑦 = 𝑞2 𝑑𝑢 − 𝑝2 𝑑V for (𝑥, 𝑦) near 𝑂(𝜖0 ), 𝑖 = 1, 3, and
𝑆2 . Then we have
𝑐1 (𝑆1 , 𝛿) = 2√2 ̃ℎ3−1/3 (̃
𝑎10 + ̃𝑏01 ) ,
× [̃ℎ3 (2̃
𝑎20 + ̃𝑏11 )
𝐼21 (ℎ, 𝛿) = ∫ (1) 𝑞2 𝑑𝑢 − 𝑝2 𝑑V, (14)
𝐿ℎ2
1 ̃2
+ (ℎ − 2̃ℎ4 − 3̃ℎ3 ̃ℎ12 ) (̃
𝑎10 + ̃𝑏01 )] ,
3 21
𝐼12 (ℎ, 𝛿) = ∫ (2) 𝑞2 𝑑𝑢 − 𝑝2 𝑑V,
𝐿ℎ1 𝑐4 (𝑆1 , 𝛿) = 9𝜇1−1 𝛼̃01
(15)
𝐼3𝑗 (ℎ, 𝛿) = ∫ (𝑗) 𝑞2 𝑑𝑢 − 𝑝2 𝑑V, 𝑗 = 2, 3, − 2𝜇1−7 [(20𝜇23 − 20𝜇1 𝜇2 𝜇3 + 4𝜇12 𝜇4 ) 𝛼̃00
𝐿ℎ3
+ (4𝜇12 𝜇3 − 10𝜇1 𝜇22 ) 𝛼̃10
̃ (1) denote the image of 𝐿(1) under 𝑇1 and 𝐿(1) , 𝐿(2) ,
where 𝐿 ℎ𝑖
(𝑗)
ℎ𝑖 ℎ2 ℎ1 + 4𝜇12 𝜇2 𝛼̃20 − 𝜇13 𝛼̃30 ] ,
(𝑗)
and 𝐿ℎ3denote the image of 𝐿(1)
ℎ2 , 𝐿(2)
ℎ1 ,
and 𝐿 ℎ3
under 𝑇2 , (19)
respectively. Then, by using [3, 4] we can obtain the following
two lemmas, respectively. where
1
Lemma 1. Consider system (10) with 𝑖 = 1 and suppose 𝜇1 = ̃ℎ31/3 , 𝜇2 = ̃ℎ3−2/3 ̃ℎ4 ,
∗ ∗ 3
(11), (13) hold. Then there are constants 𝐵00 , 𝐵00 , 𝐵10 , 𝐵10
1
satisfying 𝜇3 = ̃ℎ3−5/3 (3̃ℎ3 ̃ℎ5 − ̃ℎ42 ) ,
9
3 1 𝑑V 3 1 ̃ −8/3
𝐵00 = ∫ = × 2.4286 ⋅ ⋅ ⋅ > 0, 𝜇4 = ℎ (27̃ℎ32 ̃ℎ6 − 18̃ℎ3 ̃ℎ4 ̃ℎ5 + 5̃ℎ43 ) ,
5 0 √V (1 − V3 ) 5 81 3
̃ℎ = ̃ℎ , ̃ℎ = − 1 ̃ℎ2 + ̃ℎ ,
3 30 4 40
∗ 3 1
𝑑V 3 2 21
𝐵00 =− ∫ = − × 4.2065 ⋅ ⋅ ⋅ < 0,
5 −∞ √1 − V3 5 ̃ℎ = ̃ℎ ̃ℎ2 − ̃ℎ ̃ℎ + ̃ℎ ,
5 12 21 21 31 50
3 1
V3/2 𝑑V ̃ℎ = −2̃ℎ2 ̃ℎ2 − ̃ℎ ̃ℎ3 + ̃ℎ2 ̃ℎ
𝐵10 = − (∫ − 2) > 0, 6 12 21 03 21 21 22
7 0 √1 − V3 (1 + √1 − V3 )
1 2 ̃ ̃
∗ + 2̃ℎ12 ̃ℎ21 ̃ℎ31 − ̃ℎ31 − ℎ21 ℎ41 + ̃ℎ60 ,
𝐵10 2
3 −1
V 𝑑V 1
V3/2 𝑑V 𝑎10 + ̃𝑏01 ) ,
𝛼̃00 = 2√2 (̃
= (∫ −∫ − 2) < 0
7 1 √1 − V 3 0 √1 + V3 (1 + √1 + V3 )
𝛼̃10 = 2√2 [−̃ℎ12 (̃
𝑎10 + ̃𝑏01 ) + 2̃
𝑎20 + ̃𝑏11 ] ,
(16)
𝛼̃20
such that 3 2
𝑎10 + ̃𝑏01 ) (3̃ℎ03 ̃ℎ21 − ̃ℎ22 + ̃ℎ12
= 2√2 [(̃ ) − 2̃ℎ12 𝑎̃20
2
𝐼11 (ℎ, 𝛿) = 𝐵00 𝑐1 (𝑆1 , 𝛿) |ℎ|5/6 + 𝐵10 𝑐3 (𝑆1 , 𝛿) |ℎ|7/6
− ̃ℎ12̃𝑏11 + 3̃
𝑎30 + ̃𝑏21 − 𝑎̃11 ̃ℎ21 − 2̃𝑏02 ̃ℎ21 ] ,
1
− 𝐵00 𝑐4 (𝑆1 , 𝛿) |ℎ|11/6 + 𝑂 (ℎ2 ) + 𝑁11 (ℎ, 𝛿)
11 𝛼̃30
(17)
𝑎10 + ̃𝑏01 ) (3̃ℎ13 ̃ℎ21 + 3̃ℎ03 ̃ℎ31 + 3̃ℎ12 ̃ℎ22
= 2√2 [(̃
for 0 < −ℎ ≪ 1,
5 3 ̃
∗
− 15̃ℎ12 ̃ℎ03 ̃ℎ21 − ̃ℎ12 − ℎ32 )
𝐼31 (ℎ, 𝛿) = 𝐵00 𝑐1 (𝑆1 , 𝛿) ℎ5/6 + 𝐵10
∗
𝑐3 (𝑆1 , 𝛿) ℎ7/6 2
+ (3̃𝑏11 + 6̃
𝑎20 ) ̃ℎ03 ̃ℎ21 − (2̃
𝑎20 + ̃𝑏11 ) ̃ℎ22 𝑐6 (𝑆2 , 𝛿)
3 1
𝑎20 + ̃𝑏11 ) ̃ℎ12
+ (3̃ 2
𝑎30 + ̃𝑏21 ) ̃ℎ12 ] ,
− (3̃ =− [−6𝑑1−3 𝑑2 𝛼01 + 3𝑑1−2 𝛼11
2 32
2 − 𝑑1−11 (504𝑑1 𝑑23 𝑑3 − 168𝑑12 𝑑2 𝑑32
𝛼̃01 = 2√2 [ 𝑎̃12 + 2̃𝑏03 − 2̃ℎ03 𝑎̃11
3
+ 42𝑑13 𝑑3 𝑑4 − 168𝑑12 𝑑22 𝑑4
− 4̃ℎ03̃𝑏02 + (̃
𝑎10 + ̃𝑏01 ) (5̃ℎ03
2
− 2̃ℎ04 )] .
(20) + 42𝑑13 𝑑2 𝑑5 −252𝑑25 − 6𝑑14 𝑑6 ) 𝛼00
Lemma 2. Consider system (10) with 𝑖 = 2 and suppose (12), + 𝑑1−10 (168𝑑1 𝑑22 𝑑3 − 126𝑑24
(15) hold. Then we have
−42𝑑12 𝑑2 𝑑4 − 21𝑑12 𝑑32 + 6𝑑13 𝑑5 ) 𝛼10
𝐼12 (ℎ, 𝛿) = 𝑐1 (𝑆2 , 𝛿) |ℎ|3/4 − 𝑐2 (𝑆2 , 𝛿) ℎ ln |ℎ|
− 𝑑1−9 (42𝑑1 𝑑2 𝑑3 − 56𝑑23 − 6𝑑12 𝑑4 ) 𝛼20
+ 𝑐4 (𝑆2 , 𝛿) |ℎ|5/4 + 𝑐5 (𝑆2 , 𝛿) |ℎ|7/4 (21)
+ 𝑑1−8 (6𝑑1 𝑑3 − 21𝑑22 ) 𝛼30
2 2
− 𝑐6 (𝑆2 , 𝛿) ℎ ln |ℎ| + 𝑂 (ℎ ) + 𝑁12 (ℎ, 𝛿)
+6𝑑1−7 𝑑2 𝛼40 − 𝑑1−6 𝛼50 ] ,
for 0 < −ℎ ≪ 1,
𝑐1∗ (𝑆2 , 𝛿) = −𝐷1 𝑐1 (𝑆2 , 𝛿) , 𝑐3∗ (𝑆2 , 𝛿) = −𝐷2 𝑐4 (𝑆2 , 𝛿) ,
1 1
𝐼32 (ℎ, 𝛿) = 𝑐1∗ (𝑆2 , 𝛿) ℎ3/4 + 𝑐3∗ (𝑆2 , 𝛿) ℎ5/4 𝑐4∗ (𝑆2 , 𝛿) = 𝐷1 𝑐5 (𝑆2 , 𝛿) ,
2 2 (23)
1
+ 𝑐4∗ (𝑆2 , 𝛿) ℎ7/4 + 𝑂 (ℎ2 ) + 𝑁32 (ℎ, 𝛿) ,
2
(22)
1 1 ̃0 |, 𝐷2 = 2|𝐴1 |/|𝐴
̃2 |, 𝐴0 , 𝐴
̃0 , 𝐴1 , and
𝐼33 (ℎ, 𝛿) = 𝑐1∗ (𝑆2 , 𝛿) ℎ3/4 + 𝑐3∗ (𝑆2 , 𝛿) ℎ5/4 where 𝐷1 = 2|𝐴0 |/|𝐴
2 2 ̃
𝐴 2 are constants, given by
1
+ 𝑐4∗ (𝑆2 , 𝛿) ℎ7/4 + 𝑂 (ℎ2 ) + 𝑁33 (ℎ, 𝛿)
2
2 ∞ 𝑑V
for 0 < ℎ ≪ 1, where 𝑁𝑖𝑗 (ℎ, 𝛿) ∈ 𝐶𝜔 at ℎ = 0 with 𝑁𝑖𝑗 (0, 𝛿) = 𝐴0 = ∫ ≈ 1.236049785 > 0,
𝑂(𝜖0 ), (𝑖, 𝑗) ∈ {(1, 2), (3, 2), (3, 3)}, and 3 0 √1 + V 4
1
̃ −1/4 ̃0 = − 2 ∫
𝐴
𝑑V
𝑐1 (𝑆2 , 𝛿) = − 2√2 𝐴 0 ℎ4 (𝑎10 + 𝑏01 ) , 3 0 √1 − V 4
√2 −1/2 √2𝜋3/2
𝑐2 (𝑆2 , 𝛿) = − ℎ (2𝑎20 + 𝑏11 ) + 𝑂 (𝑎10 + 𝑏01 ) , =− ≈ −0.8740191847 < 0,
4 4 6[Γ(3/4)]2
̃ 21 2 3 −11/4 2 ∞ 𝑑V
𝑐4 (𝑆2 , 𝛿) = 𝐴 2 [( ℎ − ℎ ℎ ) ℎ 𝛼00 𝐴1 = − ∫
32 5 4 4 6 4 5 0 √1 + V [V2 + √1 + V4 ]
4
3 −7/4 −3/4
+ ℎ4 ℎ5 𝛼10 + ℎ4 𝛼20 ] , ≈ −0.3388852337 < 0,
4
1 ̃
𝐴 [6𝑑1−1 𝛼01 ̃2 = 2 [1 − ∫
1
V2 𝑑V
𝑐5 (𝑆2 , 𝛿) = 𝐴 ]
7 0 5 0 √1 − V4 (1 + √1 − V4 )
1 −15/4 3 2 2
𝑑5 = ℎ (512ℎ4 ℎ8 − 192ℎ4 ℎ6 𝛼50 = 2√2 [𝑛2 (𝑎10 + 𝑏01 ) + 𝑛1 (2𝑎20 + 𝑏11 )
2048 4
2 2 4
−384ℎ4 ℎ5 ℎ7 + 336ℎ4 ℎ5 ℎ6 − 77ℎ5 ) , 5 3
− ( ℎ12 − 3ℎ12 ℎ22 + 15ℎ12 ℎ03 ℎ21 + ℎ32
1 −19/4 4 2 2 2
𝑑6 = − ℎ4 (2048ℎ4 ℎ9 + 1344ℎ4 ℎ5 ℎ6
8192
3 3 − 3ℎ13 ℎ21 − 3ℎ03 ℎ31 )
− 1536ℎ4 ℎ5 ℎ8 − 1536ℎ4 ℎ6 ℎ7
2 2 3
+ 1344ℎ4 ℎ5 ℎ7 − 1232ℎ4 ℎ5 ℎ6 × (3𝑎30 + 𝑏21 − 𝑎11 ℎ21 − 2𝑏02 ℎ21 )
5
+231ℎ5 ) ; 3 2
+ ( ℎ12 + 3ℎ03 ℎ21 − ℎ22 )
2
𝛼00 = 2√2 (𝑎10 + 𝑏01 ) ,
× (4𝑎40 + 𝑏31 − 2𝑎21 ℎ21
𝛼10 = 2√2 [−ℎ12 (𝑎10 + 𝑏01 ) + 2𝑎20 + 𝑏11 ] ,
3 2 − 2𝑏12 ℎ21 + 2𝑎11 ℎ12 ℎ21
𝛼20 = 2√2 [(𝑎10 + 𝑏01 ) (3ℎ03 ℎ21 − ℎ22 + ℎ12 )
2
− 2ℎ12 𝑎20 − ℎ12 𝑏11 + 3𝑎30 + 𝑏21 +4𝑏02 ℎ12 ℎ21 − 𝑎11 ℎ31 − 2𝑏02 ℎ31 )
4
𝛼40 = 2√2 [𝑛1 (𝑎10 + 𝑏01 ) − 4ℎ03 (𝑏12 + 𝑎21 ) + 𝑎22 + 2𝑏13 ] ;
3
5 3 1 2 2
− ( ℎ12 − 3ℎ12 ℎ22 + 15ℎ12 ℎ03 ℎ21 + ℎ32 ℎ4 = − ℎ21 + ℎ40 , ℎ5 = ℎ12 ℎ21 − ℎ21 ℎ31 + ℎ50 ,
2 2
2 2 3 2
− 3ℎ13 ℎ21 − 3ℎ03 ℎ31 ) (2𝑎20 + 𝑏11 ) ℎ6 = −2ℎ12 ℎ21 − ℎ03 ℎ21 + ℎ21 ℎ22
3 2 1 2
+ ( ℎ12 + 3ℎ03 ℎ21 − ℎ22 ) + 2ℎ12 ℎ21 ℎ31 − ℎ31 − ℎ21 ℎ41 + ℎ60 ,
2 2
× (3𝑎30 + 𝑏21 − 𝑎11 ℎ21 − 2𝑏02 ℎ21 ) 2 3
ℎ7 = −4ℎ22 ℎ21 ℎ12 + ℎ70 − ℎ51 ℎ21 − ℎ13 ℎ21
− ℎ12 (4𝑎40 + 𝑏31 − 2𝑎21 ℎ21 2 3 2
+ ℎ32 ℎ21 + 4ℎ12 ℎ21 − ℎ31 ℎ41 + ℎ12 ℎ31
2
3 4 2 1 2 2
ℎ8 = ℎ80 − ℎ23 ℎ21 − ℎ61 ℎ21 + ℎ04 ℎ21 + ℎ42 ℎ21 𝑛2 = − (−24ℎ22 ℎ32 + 60ℎ12 ℎ22 + 60ℎ12 ℎ32
8
2 2 4 2 2 2
− 2ℎ12 ℎ31 − 8ℎ12 ℎ21 − 2ℎ22 ℎ21 3 5
− 140ℎ12 ℎ22 + 63ℎ12
9 2 4 2 1 2
− ℎ03 ℎ21 − ℎ31 ℎ51 + ℎ22 ℎ31 − ℎ41 2 3
2 2 − 180ℎ12 ℎ03 ℎ31 + 780ℎ12 ℎ03 ℎ21
3 2 2 2
+ 8ℎ12 ℎ21 ℎ31 − 4ℎ12 ℎ21 ℎ41 + 12ℎ22 ℎ21 ℎ12
+ 72ℎ22 ℎ03 ℎ31 − 504ℎ12 ℎ22 ℎ03 ℎ21
3 2 3
− 24ℎ03 ℎ21 ℎ12 + 2ℎ12 ℎ31 ℎ41 + 6ℎ12 ℎ21 ℎ13 2 2 2
− 216ℎ03 ℎ21 ℎ31 + 972ℎ12 ℎ03 ℎ21
2 3
− 4ℎ12 ℎ21 ℎ32 + 2ℎ12 ℎ21 ℎ51 + 6ℎ22 ℎ21 ℎ03
+ 72ℎ03 ℎ21 ℎ32 + 72ℎ22 ℎ13 ℎ21
2
+ 2ℎ22 ℎ21 ℎ41 + 2ℎ32 ℎ21 ℎ31 − 3ℎ03 ℎ21 ℎ31
2 2
2 2 − 180ℎ12 ℎ13 ℎ21 − 216ℎ03 ℎ21 ℎ13 ) ,
− 3ℎ03 ℎ21 ℎ41 − 3ℎ13 ℎ21 ℎ31
2
− 8ℎ12 ℎ22 ℎ21 ℎ31 + 18ℎ12 ℎ03 ℎ21 ℎ31 , 𝑛3 = 5𝑎50 + 𝑏41 − 2𝑏22 ℎ21 − 𝑎11 ℎ41
4 2 3 2
ℎ9 = ℎ12 [ℎ21 (45ℎ03 − 8ℎ04 ) + 6ℎ21 (ℎ23 − 8ℎ03 ℎ22 ) + 2𝑎11 ℎ22 ℎ21 − 3𝑎11 ℎ03 ℎ21 + 2𝑎11 ℎ12 ℎ31
2 2 2
+ 2ℎ21 (9ℎ13 ℎ31 − 2ℎ42 + 6ℎ22 + 9ℎ03 ℎ41 ) − 4𝑎11 ℎ12 ℎ21 − 2𝑏02 ℎ41 + 4𝑏02 ℎ22 ℎ21
2 2 2
+ 2ℎ21 (9ℎ03 ℎ31 − 4ℎ41 ℎ22 − 4ℎ31 ℎ32 ) − 6𝑏02 ℎ03 ℎ21 + 4𝑏02 ℎ12 ℎ31 − 8𝑏02 ℎ12 ℎ21
2
For convenience, let
𝑐0 (𝛿) = 𝑀1 (0, 𝛿) = ∮ 𝑞 𝑑𝑥 − 𝑝 𝑑𝑦 = ∑ ∫ 𝑞 𝑑𝑥 − 𝑝 𝑑𝑦,
𝐿∗ 𝑖=1 𝐿 𝑖
∗
𝐿 = 𝐿 1 ∪ 𝐿 2, 𝐿∗1 ∗
= 𝐿 ∩ 𝑈1 ,
𝑐0 (𝛿) = 𝑀2 (0, 𝛿) = ∮ 𝑞 𝑑𝑥 − 𝑝 𝑑𝑦,
2 𝐿3
𝐿∗2 ∗
= 𝐿 ∩ 𝑈2 , 𝐿∗3 = Cl. (𝐿 − ∗
⋃𝐿∗𝑖 ) ,
𝑖=1 𝑐̃0 (𝛿) = 𝑀3 (0, 𝛿) = 𝑐0 (𝛿) + 𝑐0 (𝛿) ,
(30)
𝐿10 = 𝐿∗1 , (25)
𝑐4 (𝛿) = ∫ (𝑝𝑥 + 𝑞𝑦 − 𝜎) 𝑑𝑡
𝐿 0 ∩ 𝑈2 = 𝐿20 ∪ 𝐿30 (as shown in Figure 2 (b)) , 𝐿∗1
3
𝐿40 = Cl. (𝐿 0 − ⋃𝐿 0 ) .
𝑗 + ∫ [𝑝𝑥 + 𝑞𝑦 − 𝜂0 − 𝜂1 (𝑥 − 𝑥2 )] 𝑑𝑡
𝐿∗2
𝑗=1
+ 𝑡0 𝑐1 (𝛿) + 𝑡1 𝑐3 (𝛿) ,
𝑀1 (ℎ, 𝛿) = 𝑐0 (𝛿) + 𝑐1 (𝛿) |ℎ|3/4 + 𝐵00 𝑐2 (𝛿) |ℎ|5/6
𝑐̃2 (𝛿) = ∫ (𝑝𝑥 + 𝑞𝑦 − 𝜎) 𝑑𝑡 + ∫ (𝑝𝑥 + 𝑞𝑦 − 𝜂0 ) 𝑑𝑡
− 𝑐3 (𝛿) ℎ ln |ℎ| + 𝑐4 (𝛿) ℎ + 𝐵10 𝑐5 (𝛿) |ℎ|7/6 𝐿∗1 𝐿20 ∪𝐿30
(35) 3 5 ∗
+ 𝐷1 𝑐1 (𝛿) ℎ−1/4 − 𝐵00 𝑐2 (𝛿) ℎ−1/6 ] .
4 6
Let
(38)
2
𝑁 (ℎ, 𝛿) = 𝑐0 (𝛿) + 𝑐4 (𝛿) ℎ + 𝑂 (ℎ ) ,
(36) It is easy to see that
𝑁∗ (ℎ, 𝛿) = 𝑐̃0 (𝛿) + 𝑐̃2 (𝛿) ℎ + 𝑂 (ℎ2 ) .
3
∮ (𝑝𝑥 + 𝑞𝑦 ) 𝑑𝑡 = ∑ ∫ (𝑖) (𝑝𝑥 + 𝑞𝑦 ) 𝑑𝑡
It follows further that 𝐿 ℎ1 𝑖=1 𝐿 ℎ1
+ ∫ (2) [𝑝𝑥 + 𝑞𝑦 − 𝜂0
= lim 𝐼13 (0, 𝛿) = ∮ 𝑞 𝑑𝑥 − 𝑝 𝑑𝑦 𝐿 ℎ1
𝜖0 → 0 𝐿 1 ∪𝐿 2
−𝜂1 (𝑥 − 𝑥2 )] 𝑑𝑡
2
= ∑ ∫ 𝑞 𝑑𝑥 − 𝑝 𝑑𝑦 = 𝑀1 (0, 𝛿) ,
𝑖=1 𝐿 𝑖 + ∫ (3) (𝑝𝑥 + 𝑞𝑦 ) 𝑑𝑡 + 𝜎 ∫ (1) 𝑑𝑡
𝐿 ℎ1 𝐿 ℎ1
𝑐̃0 (𝛿) = 𝑁31 (0, 𝛿) + 𝑁32 (0, 𝛿) + 𝑁33 (0, 𝛿) + 𝐼34 (0, 𝛿) (39)
+ 𝜂0 ∫ (2) 𝑑𝑡 + 𝜂1 ∫ (2) (𝑥 − 𝑥2 ) 𝑑𝑡,
= lim [𝑁31 (0, 𝛿) + 𝑁32 (0, 𝛿) 𝐿 ℎ1 𝐿 ℎ1
𝜖0 → 0
4 6
Noting ̃ℎ3 < 0, ℎ4 < 0, by (19), (23), and (29), we have
+ 𝑐3 (𝛿) (ln |ℎ| + 1) + 𝑂 (|ℎ|1/6 ) ,
𝑖 = 2, 3.
+ lim− 𝜂1 [∫ (2) (𝑥 − 𝑥2 ) 𝑑𝑡 (42)
ℎ→0 𝐿 ℎ1
Here 𝑇1∗ , 𝑇𝑖 , 𝑖 = 1, 2, 3, are constants. Therefore, we can obtain
√2 −1/2
− ℎ4 (ln |ℎ| + 1)] , (31) and (32). Thus we have proved Theorem 3.
4
In the following we use Theorem 3 to study the problem
of limit cycle bifurcation near 𝐿 0 . For the sake of convenience,
𝑐̃2 (𝛿) = lim+ [∫ (1) (𝑝𝑥 + 𝑞𝑦 − 𝜎) 𝑑𝑡 we say that (1) has a distribution (𝑖, 𝑗)+𝑘 of 𝑖+𝑗+𝑘 limit cycles
ℎ→0 𝐿 ℎ3
if there are 𝑖 and 𝑗 limit cycles near the inside of 𝐿∗ and 𝐿 3 ,
+ ∫ (2) (𝑝𝑥 + 𝑞𝑦 − 𝜂0 ) 𝑑𝑡 respectively, and 𝑘 limit cycles near the outside of 𝐿 0 . Then
𝐿 ℎ3 ∪𝐿(3)
ℎ3
we can prove the following theorem.
lim ∫ (𝑝𝑥 + 𝑞𝑦 − 𝜎) 𝑑𝑡 = lim+ ∫ (1) (𝑝𝑥 + 𝑞𝑦 − 𝜎) 𝑑𝑡 then (1) can have 11 limit cycles near 𝐿 0 for some (𝜖, 𝛿)
ℎ → 0− 𝐿(1) ℎ→0
ℎ1
𝐿 ℎ3 near (0, 𝛿0 ).
(3) If 𝑐8 (𝛿0 )𝑐9 (𝛿0 ) > 0, 𝑐𝑗 (𝛿0 ) = 0, 𝑗 = 5, 6, 7, and
= ∫ (𝑝𝑥 + 𝑞𝑦 − 𝜎) 𝑑𝑡.
𝐿∗1
(41) 𝜕 (𝑐0 , 𝑐0 , 𝑐1 , 𝑐2 , 𝑐3∗ , 𝑐4∗ , 𝑐∗3 , 𝑐5 , 𝑐6 , 𝑐7 )
rank = 10, (45)
𝜕 (𝛿1 , 𝛿2 , 𝛿3 , 𝛿4 , 𝛿5 , 𝛿6 , 𝛿7 , 𝛿8 , . . . , 𝛿𝑚 )
Here, 𝑇0 and 𝑇0∗
are constants. By a similar argument used in
Theorems 2.2 and 2.4 in [4], one can obtain
then (1) can have 18 limit cycles near 𝐿 0 for some (𝜖, 𝛿)
3√2 ̃ −1/4 −1/4 near (0, 𝛿0 ).
lim− [∫ (2) 𝑑𝑡 + 𝐴 0 ℎ4 |ℎ| + 𝑂 (1) (ln |ℎ| + 1)]
ℎ→0 𝐿 ℎ1 2
Proof. (1) Because of the similarity in the proof, we only
= 𝑇1 , prove the conclusion for 𝑙 = 9 and omit the rest. By our
assumptions, there exists 𝛿0 ∈ R𝑚 such that 𝑐0 (𝛿0 ) =
√2 −1/2 𝑐∗3 (𝛿0 ) = 𝑐3∗ (𝛿0 ) = 𝑐4∗ (𝛿0 ) = 0, 𝑐𝑗 (𝛿0 ) = 0, 𝑗 =
lim− [∫ (2) (𝑥 − 𝑥2 ) 𝑑𝑡 − ℎ (ln |ℎ| + 1)] = 𝑇1∗ ,
ℎ→0 𝐿 ℎ1 4 4 0, 1, 2, 5, 6, 7, 8, 𝑐9 (𝛿0 ) ≠0, and
By the implicit function theorem, we can take 𝑐0 , 𝑐∗3 , 𝑐3∗ , if 𝑐4∗ 𝑐5 > 0, 𝑐∗3 𝑐6 > 0, 𝑐̃2∗ 𝑐5 > 0, and
𝑐4∗ , 𝑐𝑗 , 𝑗 = 0, 1, 2, 5, 6, 7, 8 as free parameters varying near
zero. Obviously, for these parameters varying near zero we 𝑐5 𝑀1 < 0, 𝑐6 𝑀2 < 0 for 0 < −ℎ ≪ 1,
have |𝑐9 | ≥ |(1/2)𝑐9 (𝛿0 )| > 0. In the following we proceed the (48)
process by 9 steps. 𝑐5 𝑀3 < 0 for 0 < ℎ ≪ 1
Step 1. Fix (𝑐0 , 𝑐0 , 𝑐1 , 𝑐2 , 𝑐3∗ , 𝑐4∗ , 𝑐∗3 , 𝑐5 , 𝑐6 , 𝑐7 ) = (0, 0, 0, 0, 0, 0, 0, if 𝑐4∗ 𝑐5 > 0, 𝑐∗3 𝑐6 > 0, 𝑐̃2∗ 𝑐5 < 0. Thus, 𝑀1 , 𝑀2 , and 𝑀3 each
0, 0, 0) and vary 𝑐8 near 0. has one more zero in the first case and 𝑀1 and 𝑀2 each has a
First, for 𝑐8 = 0, we have by (26) 𝑐9 𝑀1 > 0 for 0 < −ℎ ≪ 1. new zero in the second case. And the zeros got in above steps
Let 0 < |𝑐8 | ≪ 1. Then 𝑐9 𝑀1 < 0 for 0 < −ℎ ≪ 1 if still exist. Hence, for 0 < |𝑐∗3 , 𝑐4∗ | ≪ |𝑐5 | ≪ |𝑐6 | ≪ |𝑐7 | ≪
𝑐8 𝑐9 > 0. Thus, 𝑀1 has a zero. Hence, for 0 < |𝑐8 | ≪ 1, |𝑐8 | ≪ 1,
(1) the condition 𝑐8 𝑐9 > 0 implies a distribution (1, 0) + 0
of one limit cycle. (5i) the conditions 𝑐∗3 𝑐4∗ < 0, 𝑐∗3 𝑐̃2∗ < 0, 𝑐4∗ 𝑐5 > 0, 𝑐5 𝑐6 <
0, 𝑐6 𝑐7 < 0, 𝑐7 𝑐8 > 0, 𝑐8 𝑐9 > 0 imply a distribution
(5, 3) + 3 of 11 limit cycles, and
Step 2. Fix (𝑐0 , 𝑐0 , 𝑐1 , 𝑐2 , 𝑐3∗ , 𝑐4∗ , 𝑐∗3 , 𝑐5 , 𝑐6 ) = (0, 0, 0, 0, 0, 0, 0,
0, 0), 𝑐8 𝑐9 > 0 and vary 𝑐7 near 0. (5ii) the conditions 𝑐∗3 𝑐4∗ < 0, 𝑐∗3 𝑐̃2∗ > 0, 𝑐4∗ 𝑐5 > 0, 𝑐5 𝑐6 <
First, for 𝑐7 = 0, we have by (26), (27), and (28) 𝑐8 𝑀1 < 0, 𝑐6 𝑐7 < 0, 𝑐7 𝑐8 > 0, 𝑐8 𝑐9 > 0 imply a distribution
0, 𝑐9 𝑀2 < 0 for 0 < −ℎ ≪ 1, and 𝑐8 𝑀3 < 0 for 0 < ℎ ≪ 1. (5, 3) + 2 of 10 limit cycles.
Let 0 < |𝑐7 | ≪ |𝑐8 |. Then 𝑐8 𝑀1 > 0, 𝑐9 𝑀2 > 0 for 0 <
−ℎ ≪ 1, and 𝑐8 𝑀3 > 0 for 0 < ℎ ≪ 1 if 𝑐7 𝑐8 > 0, 𝑐7 𝑐9 > 0.
Step 6. Fix (𝑐0 , 𝑐0 , 𝑐1 , 𝑐2 ) = (0, 0, 0, 0), 𝑐4∗ 𝑐∗3 < 0 with 𝑐̃2∗ ≠0 and
Thus, 𝑀1 , 𝑀2 , and 𝑀3 each gets a zero and the zero of 𝑀1
vary 𝑐3∗ near 0.
got in Step 1 still exists. Hence, for 0 < |𝑐7 | ≪ |𝑐8 | ≪ 1,
First, for 𝑐3∗ = 0, we have by (26) and (27) 𝑐4∗ 𝑀1 < 0 and
(2) the conditions 𝑐7 𝑐8 > 0, 𝑐8 𝑐9 > 0 imply a distribution ∗
𝑐3 𝑀2 < 0 for 0 < −ℎ ≪ 1.
(2, 1) + 1 of 4 limit cycles.
Let 0 < |𝑐3∗ | ≪ |𝑐4∗ , 𝑐∗3 |. Then 𝑐4∗ 𝑀1 > 0 and 𝑐∗3 𝑀2 > 0 for
0 < −ℎ ≪ 1, if 𝑐3∗ 𝑐4∗ < 0, 𝑐∗3 𝑐3∗ > 0. Thus, 𝑀1 and 𝑀2 each gets
Step 3. Fix (𝑐0 , 𝑐0 , 𝑐1 , 𝑐2 , 𝑐3∗ , 𝑐4∗ , 𝑐∗3 , 𝑐5 ) = (0, 0, 0, 0, 0, 0, 0, 0), a new zero and the zeros got in above steps still exist. Hence,
𝑐7 ≠0 and vary 𝑐6 near 0. for 0 < |𝑐3∗ | ≪ |𝑐4∗ , 𝑐∗3 | ≪ |𝑐5 | ≪ |𝑐6 | ≪ |𝑐7 | ≪ |𝑐8 | ≪ 1,
First, for 𝑐6 = 0, we have by (26), (27), and (28) 𝑐7 𝑀1 >
0, 𝑐7 𝑀2 > 0 for 0 < −ℎ ≪ 1, and 𝑐7 𝑀3 > 0 for 0 < ℎ ≪ 1. (6i) the conditions 𝑐3∗ 𝑐4∗ < 0, 𝑐∗3 𝑐4∗ < 0, 𝑐∗3 𝑐̃2∗ < 0, 𝑐4∗ 𝑐5 >
Let 0 < |𝑐6 | ≪ |𝑐7 |. Then 𝑐7 𝑀1 < 0, 𝑐7 𝑀2 < 0 for 0 < 0, 𝑐5 𝑐6 < 0, 𝑐6 𝑐7 < 0, 𝑐7 𝑐8 > 0, 𝑐8 𝑐9 > 0 imply a
−ℎ ≪ 1, and 𝑐7 𝑀3 > 0 for 0 < ℎ ≪ 1 if 𝑐6 𝑐7 < 0. Thus, 𝑀1 distribution (6, 4) + 3 of 13 limit cycles,
and 𝑀2 each gets a new zero and the zeros got in above steps (6ii) the conditions 𝑐3∗ 𝑐4∗ < 0, 𝑐∗3 𝑐4∗ < 0, 𝑐∗3 𝑐̃2∗ > 0, 𝑐4∗ 𝑐5 >
still exist. Hence, for 0 < |𝑐6 | ≪ |𝑐7 | ≪ |𝑐8 | ≪ 1, 0, 𝑐5 𝑐6 < 0, 𝑐6 𝑐7 < 0, 𝑐7 𝑐8 > 0, 𝑐8 𝑐9 > 0 imply a
(3) the conditions 𝑐6 𝑐7 < 0, 𝑐7 𝑐8 > 0, 𝑐8 𝑐9 > 0 imply a distribution (6, 4) + 2 of 12 limit cycles.
distribution (3, 2) + 1 of 6 limit cycles.
Step 4. Fix (𝑐0 , 𝑐0 , 𝑐1 , 𝑐2 , 𝑐3∗ , 𝑐4∗ , 𝑐∗3 ) = (0, 0, 0, 0, 0, 0, 0), 𝑐6 ≠0 Step 7. Fix (𝑐0 , 𝑐0 , 𝑐1 ) = (0, 0, 0), 𝑐3∗ 𝑐̃2∗ ≠0 and vary 𝑐2 near 0.
and vary 𝑐5 near 0. First, for 𝑐2 = 0, we have by (26) and (28) 𝑐3∗ 𝑀1 < 0 for
First, for 𝑐5 = 0, we have by (26) and (28) 𝑐6 𝑀1 > 0 for 0 < −ℎ ≪ 1 and 𝑐̃2∗ 𝑀3 > 0 for 0 < ℎ ≪ 1.
0 < −ℎ ≪ 1, and 𝑐6 𝑀3 < 0 for 0 < ℎ ≪ 1. Let 0 < |𝑐2 | ≪ |𝑐3∗ | ≪ |𝑐4∗ , 𝑐∗3 |. Then
Let 0 < |𝑐5 | ≪ |𝑐6 |. Then 𝑐6 𝑀1 < 0 for 0 < −ℎ ≪ 1, and
𝑐6 𝑀3 > 0 for 0 < ℎ ≪ 1 if 𝑐5 𝑐6 < 0. Thus, 𝑀1 and 𝑀3 each has 𝑐3∗ 𝑀1 > 0 for 0 < −ℎ ≪ 1,
a new zero and the zeros got in above steps still exist. Hence, (49)
𝑐̃2∗ 𝑀3 < 0 for 0 < ℎ ≪ 1
for 0 < |𝑐5 | ≪ |𝑐6 | ≪ |𝑐7 | ≪ |𝑐8 | ≪ 1,
(4) the conditions 𝑐5 𝑐6 < 0, 𝑐6 𝑐7 < 0, 𝑐7 𝑐8 > 0, 𝑐8 𝑐9 > 0
imply a distribution (4, 2) + 2 of 8 limit cycles. if 𝑐2 𝑐3∗ > 0, 𝑐̃2∗ 𝑐2 > 0, and
𝑐5 𝑀1 < 0, 𝑐6 𝑀2 < 0 for 0 < −ℎ ≪ 1, (7i) the conditions 𝑐2 𝑐3∗ > 0, 𝑐3∗ 𝑐4∗ < 0, 𝑐∗3 𝑐4∗ < 0, 𝑐∗3 𝑐̃2∗ >
(47) 0, 𝑐4∗ 𝑐5 > 0, 𝑐5 𝑐6 < 0, 𝑐6 𝑐7 < 0, 𝑐7 𝑐8 > 0, 𝑐8 𝑐9 > 0
𝑐5 𝑀3 > 0 for 0 < ℎ ≪ 1 imply a distribution (7, 4) + 3 of 14 limit cycles,
Abstract and Applied Analysis 11
(7ii) the conditions 𝑐2 𝑐3∗ > 0, 𝑐3∗ 𝑐4∗ < 0, 𝑐∗3 𝑐4∗ < 0, 𝑐∗3 𝑐̃2∗ < (2) By our assumptions in case (2) and the implicit
0, 𝑐4∗ 𝑐5 > 0, 𝑐5 𝑐6 < 0, 𝑐6 𝑐7 < 0, 𝑐7 𝑐8 > 0, 𝑐8 𝑐9 > 0 function theorem we can take 𝑐0 , 𝑐0 , 𝑐1 , 𝑐2 , 𝑐3∗ , 𝑐4∗ , 𝑐∗3 as
imply a distribution (7, 4) + 3 of 14 limit cycles. free parameters varying near zero. Obviously, for these
parameters varying near zero we have 𝑐5 𝑐6 < 0. By a similar
Step 8. Fix (𝑐0 , 𝑐0 ) = (0, 0), 𝑐2 𝑐3∗ > 0 and vary 𝑐1 near 0. argument in the above proof, we can prove that for 0 <
First, for 𝑐1 = 0, we have by (26), (27), and (28) 𝑐2 𝑀1 > |𝑐0 , 𝑐0 | ≪ |𝑐1 | ≪ |𝑐2 | ≪ |𝑐3∗ | ≪ |𝑐4∗ , 𝑐∗3 | ≪ 1,
0, 𝑐3∗ 𝑀2 > 0 for 0 < −ℎ ≪ 1, and 𝑐2 𝑀3 < 0 for 0 < ℎ ≪ 1. (i) the conditions 𝑐0 𝑐0 > 0, 𝑐0 𝑐1 < 0, 𝑐1 𝑐2 < 0, 𝑐2 𝑐3∗ >
Let 0 < |𝑐1 | ≪ |𝑐2 |. Then 𝑐2 𝑀1 < 0, 𝑐3∗ 𝑀2 < 0 for 0 < 0, 𝑐3∗ 𝑐4∗ < 0, 𝑐∗3 𝑐4∗ < 0, 𝑐∗3 𝑐̃2∗ > 0 (or 𝑐∗3 𝑐̃2∗ <
−ℎ ≪ 1, and 𝑐2 𝑀3 > 0 for 0 < ℎ ≪ 1 if 𝑐1 𝑐2 < 0. Thus, 0), 𝑐4∗ 𝑐5 > 0 imply a distribution (5, 4) + 2 of 11 limit
𝑀1 , 𝑀2 , and 𝑀3 each gets a new zero and the zeros got in cycles,
above steps still exist. Hence, for 0 < |𝑐1 | ≪ |𝑐2 | ≪ |𝑐3∗ | ≪ (ii) the conditions 𝑐0 𝑐0 < 0, 𝑐0 𝑐1 < 0, (𝑐0 + 𝑐0 )𝑐1 >
|𝑐4∗ , 𝑐∗3 | ≪ |𝑐5 | ≪ |𝑐6 | ≪ |𝑐7 | ≪ |𝑐8 | ≪ 1, 0, 𝑐1 𝑐2 < 0, 𝑐2 𝑐3∗ > 0, 𝑐3∗ 𝑐4∗ < 0, 𝑐∗3 𝑐4∗ < 0, 𝑐∗3 𝑐̃2∗ >
(8) the conditions 𝑐1 𝑐2 < 0, 𝑐2 𝑐3∗ > 0, 𝑐3∗ 𝑐4∗ < 0, 𝑐∗3 𝑐4∗ < 0 (or 𝑐∗3 𝑐̃2∗ < 0), 𝑐4∗ 𝑐5 > 0 imply a distribution
0, 𝑐∗3 𝑐̃2∗ > 0 (or 𝑐∗3 𝑐̃2∗ < 0), 𝑐4∗ 𝑐5 > 0, 𝑐5 𝑐6 < 0, 𝑐6 𝑐7 < (5, 3) + 3 of 11 limit cycles,
0, 𝑐7 𝑐8 > 0, 𝑐8 𝑐9 > 0 imply a distribution (8, 5) + 4 of 17 limit
cycles. (iii) the conditions 𝑐0 𝑐0 < 0, 𝑐0 𝑐1 > 0, (𝑐0 + 𝑐0 )𝑐1 >
0, 𝑐1 𝑐2 < 0, 𝑐2 𝑐3∗ > 0, 𝑐3∗ 𝑐4∗ < 0, 𝑐∗3 𝑐4∗ < 0, 𝑐∗3 𝑐̃2∗ >
Step 9. Fix 𝑐1 ≠0 and vary (𝑐0 , 𝑐0 ) near (0, 0). 0 (or 𝑐∗3 𝑐̃2∗ < 0), 𝑐4∗ 𝑐5 > 0 imply a distribution
First, for (𝑐0 , 𝑐0 ) = (0, 0), we have by (26), (27), and (28) (4, 4) + 3 of 11 limit cycles.
𝑐1 𝑀1 > 0, 𝑐1 𝑀2 > 0, for 0 < −ℎ ≪ 1, and 𝑐1 𝑀3 < 0 for (3) By our assumptions in case (3) and the
0 < ℎ ≪ 1. implicit function theorem we can take 𝑐0 , 𝑐0 , 𝑐1 ,
Let 0 < |𝑐0 , 𝑐0 | ≪ |𝑐1 |. Then 𝑐2 , 𝑐3∗ , 𝑐4∗ , 𝑐∗3 , 𝑐5 , 𝑐6 , and 𝑐7 as free parameters varying
𝑐1 𝑀1 < 0, 𝑐1 𝑀2 < 0, for 0 < −ℎ ≪ 1, near zero. Obviously, for these parameters varying near zero
(51) we have 𝑐8 𝑐9 > 0. By a similar argument used in proving case
𝑐1 𝑀3 < 0 for 0 < ℎ ≪ 1 (1), we can prove that for 0 < |𝑐0 , 𝑐0 | ≪ |𝑐1 | ≪ |𝑐2 | ≪ |𝑐3∗ | ≪
|𝑐4∗ , 𝑐∗3 | ≪ |𝑐5 | ≪ |𝑐6 | ≪ |𝑐7 | ≪ 1,
if 𝑐0 𝑐1 < 0, 𝑐0 𝑐1 < 0,
(i) the conditions 𝑐0 𝑐0 > 0, 𝑐0 𝑐1 < 0, 𝑐1 𝑐2 < 0, 𝑐2 𝑐3∗ >
𝑐1 𝑀1 < 0, 𝑐1 𝑀2 > 0, for 0 < −ℎ ≪ 1, 0, 𝑐3∗ 𝑐4∗ < 0, 𝑐∗3 𝑐4∗ < 0, 𝑐∗3 𝑐̃2∗ > 0 (or 𝑐∗3 𝑐̃2∗ <
(52) 0), 𝑐4∗ 𝑐5 > 0, 𝑐5 𝑐6 < 0, 𝑐6 𝑐7 < 0, 𝑐7 𝑐8 > 0 imply a
𝑐1 𝑀3 > 0 for 0 < ℎ ≪ 1 distribution (8, 6) + 4 of 18 limit cycles,
if 𝑐0 𝑐1 < 0, 𝑐0 𝑐1 > 0 and (𝑐0 + 𝑐0 )𝑐1 > 0, and (ii) the conditions 𝑐0 𝑐0 < 0, 𝑐0 𝑐1 < 0, (𝑐0 + 𝑐0 )𝑐1 >
0, 𝑐1 𝑐2 < 0, 𝑐2 𝑐3∗ > 0, 𝑐3∗ 𝑐4∗ < 0, 𝑐∗3 𝑐4∗ < 0, 𝑐∗3 𝑐̃2∗ >
𝑐1 𝑀1 > 0, 𝑐1 𝑀2 < 0, for 0 < −ℎ ≪ 1, 0 (or 𝑐∗3 𝑐̃2∗ < 0), 𝑐4∗ 𝑐5 > 0, 𝑐5 𝑐6 < 0, 𝑐6 𝑐7 < 0, 𝑐7 𝑐8 >
(53)
𝑐1 𝑀3 > 0 for 0 < ℎ ≪ 1 0 imply a distribution (8, 5) + 5 of 18 limit cycles,
(iii) the conditions 𝑐0 𝑐0 < 0, 𝑐0 𝑐1 > 0, (𝑐0 + 𝑐0 )𝑐1 >
if 𝑐0 𝑐1 > 0, 𝑐0 𝑐1 < 0 and (𝑐0 + 𝑐0 )𝑐1 > 0. Thus, we have 0, 𝑐1 𝑐2 < 0, 𝑐2 𝑐3∗ > 0, 𝑐3∗ 𝑐4∗ < 0, 𝑐∗3 𝑐4∗ < 0, 𝑐∗3 𝑐̃2∗ >
correspondingly (a) 𝑀1 and 𝑀2 each has a new zero, (b) 𝑀1 0 (or 𝑐∗3 𝑐̃2∗ < 0), 𝑐4∗ 𝑐5 > 0, 𝑐5 𝑐6 < 0, 𝑐6 𝑐7 < 0, 𝑐7 𝑐8 >
and 𝑀3 each has a new zero, or (c) 𝑀2 and 𝑀3 each has a new 0 imply a distribution (7, 6) + 5 of 18 limit cycles.
zero. And the zeros got in above steps still exist.
Hence, for 0 < |𝑐0 , 𝑐0 | ≪ |𝑐1 | ≪ |𝑐2 | ≪ |𝑐3∗ | ≪ |𝑐4∗ , 𝑐∗3 | ≪ This completes the proof.
|𝑐5 | ≪ |𝑐6 | ≪ |𝑐7 | ≪ |𝑐8 | ≪ 1,
(9i) the conditions 𝑐0 𝑐0 > 0, 𝑐0 𝑐1 < 0, 𝑐1 𝑐2 < 0, 𝑐2 𝑐3∗ > 3. An Application
0, 𝑐3∗ 𝑐4∗ < 0, 𝑐∗3 𝑐4∗ < 0, 𝑐∗3 𝑐̃2∗ > 0 (or 𝑐∗3 𝑐̃2∗ < Consider a Liénard system of the form
0), 𝑐4∗ 𝑐5 > 0, 𝑐5 𝑐6 < 0, 𝑐6 𝑐7 < 0, 𝑐7 𝑐8 > 0, 𝑐8 𝑐9 > 0
imply a distribution (9, 6) + 4 of 19 limit cycles, 1 1
𝑥̇= 𝑦, 𝑦̇= −(𝑥 + 1)2 𝑥3 (𝑥2 − 𝑥 − ) − 𝜖𝑓 (𝑥, 𝛿) 𝑦,
(9ii) the conditions 𝑐0 𝑐0 < 0, 𝑐0 𝑐1 < 0, (𝑐0 + 𝑐0 )𝑐1 > 4 2
(54)
0, 𝑐1 𝑐2 < 0, 𝑐2 𝑐3∗ > 0, 𝑐3∗ 𝑐4∗ < 0, 𝑐∗3 𝑐4∗ < 0, 𝑐∗3 𝑐̃2∗ >
0 (or 𝑐∗3 𝑐̃2∗ < 0), 𝑐4∗ 𝑐5 > 0, 𝑐5 𝑐6 < 0, 𝑐6 𝑐7 < 0, 𝑐7 𝑐8 > where
0, 𝑐8 𝑐9 > 0 imply a distribution (9, 5) + 5 of 19 limit 𝑛
cycles, 𝑓 (𝑥, 𝛿) = ∑ 𝑎𝑗 𝑥𝑗 , 𝛿 = (𝑎0 , 𝑎1 , . . . , 𝑎𝑛 ) ,
(9iii) the conditions 𝑐0 𝑐0 < 0, 𝑐0 𝑐1 > 0, (𝑐0 + 𝑐0 )𝑐1 > 𝑗=0 (55)
0, 𝑐1 𝑐2 < 0, 𝑐2 𝑐3∗ > 0, 𝑐3∗ 𝑐4∗ < 0, 𝑐∗3 𝑐4∗ < 0, 𝑐∗3 𝑐̃2∗ >
0 (or 𝑐∗3 𝑐̃2∗ < 0), 𝑐4∗ 𝑐5 > 0, 𝑐5 𝑐6 < 0, 𝑐6 𝑐7 < 0, 𝑐7 𝑐8 > 8 ≤ 𝑛 ≤ 12.
0, 𝑐8 𝑐9 > 0 imply a distribution (8, 6) + 5 of 19 limit System (54) |𝜖=0 is Hamiltonian with
cycles.
1 1
Thus we get the conclusion for 𝑙 = 9. 𝐻 (𝑥, 𝑦) = 𝑦2 + (𝑥 + 1)3 𝑥4 (𝑥 − 1) . (56)
2 8
12 Abstract and Applied Analysis
𝑐7 (𝛿) = 𝑐5 (𝑆2 , 𝛿)
where ̃
𝐴 0 2035
1/4
=2 ( 𝑎 − 310𝑎1 + 180𝑎2 − 80𝑎3 + 32𝑎4 ) ,
7 4 0
0
𝑗
𝐼1 = ∮ 𝑥𝑗 𝑦 𝑑𝑥 = 2 ∫ 𝑥𝑗 𝑦 𝑑𝑥 𝑐9 (𝛿) = 𝑐6 (𝑆2 , 𝛿)
𝐿∗ −1
0 333 207
= 𝑎 − 𝑎 + 29𝑎2 − 15𝑎3 + 6𝑎4 − 2𝑎5 .
= ∫ 𝑥𝑗+2 (𝑥 + 1) √1 − 𝑥2 𝑑𝑥, 𝑗 = 0, 1, . . . , 11, 4 0 4 1
−1 (60)
(58)
1
𝑗
𝐼2 = ∮ 𝑥𝑗 𝑦 𝑑𝑥 = 2 ∫ 𝑥𝑗 𝑦 𝑑𝑥 Making the transformation 𝑥 = 𝑢 − 1, 𝑦 = V, system (54)
𝐿3 0
becomes
1
= ∫ 𝑥𝑗+2 (𝑥 + 1) √1 − 𝑥2 𝑑𝑥, 𝑗 = 0, 1, . . . , 11. 9 3
0 𝑢̇= V, V̇= −𝑢2 (𝑢 − 1)3 (𝑢2 − 𝑢 + ) − 𝜖𝑓̃ (𝑢, 𝛿) V.
4 4
(61)
Therefore,
Then we have
𝜋 2 𝜋 2 𝜋 8 V2 1 8
𝑐0 (𝛿) = −𝑎0 ( − ) − 𝑎1 ( − ) − 𝑎2 ( − ) 𝐻 (𝑢, V) = + (𝑢 − 6𝑢7 + 14𝑢6 − 16𝑢5 + 9𝑢4 − 2𝑢3 ) ,
16 15 32 15 32 105 2 8
− 𝑎3 (
5𝜋
−
8
) − 𝑎4 (
5𝜋
−
16
) ̃ℎ = − 1 ,
3
256 105 256 315 4
7𝜋 16 7𝜋 128 11 11
− 𝑎5 ( − ) − 𝑎6 ( − ) 𝑓̃ (𝑢, 𝛿) = ∑ 𝑎𝑗 (𝑢 − 1)𝑗 = ∑ (−1)𝑗 𝑎𝑗
512 315 512 3465
𝑗=0 𝑗=0
21𝜋 128 21𝜋 256
− 𝑎7 ( − ) − 𝑎8 ( − ) 11 11
2048 3465 2048 9009
+ ∑(−1)(𝑗−1) 𝑗𝑎𝑗 𝑢 + ∑ (−1)(𝑗−2) 𝐶𝑗2 𝑎𝑗 𝑢2
33𝜋 256 33𝜋 1024 𝑗=1 𝑗=2
− 𝑎9 ( − ) − 𝑎10 ( − )
4096 9009 4096 45045 11 11
429𝜋 1024 + ∑(−1)(𝑗−3) 𝐶𝑗3 𝑎𝑗 𝑢3 + ∑ (−1)(𝑗−4) 𝐶𝑗4 𝑎𝑗 𝑢4
− 𝑎11 ( − ),
65536 45045 𝑗=3 𝑗=4
Abstract and Applied Analysis 13
11 11
where
+ ∑ (−1)(𝑗−5) 𝐶𝑗5 𝑎𝑗 𝑢5 + ∑(−1)(𝑗−6) 𝐶𝑗6 𝑎𝑗 𝑢6
𝑗=5 𝑗=6 𝑥𝑖−2 [1 + (−1)𝑖 𝑥(11−𝑖) ]
𝑓𝑖 (𝑥) = , 𝑖 = 2, 3, . . . , 10. (66)
11 11 (𝑥 + 1) √1 − 𝑥2
+ ∑ (−1)(𝑗−7) 𝐶𝑗7 𝑎𝑗 𝑢7 + ∑(−1)(𝑗−8) 𝐶𝑗8 𝑎𝑗 𝑢8
𝑗=7 𝑗=8 Similarly,
11
𝑐3 (𝛿) = ∮ (𝑝𝑥 + 𝑞𝑦 ) 𝑑𝑡 = −∮ 𝑓 (𝑥, 𝛿) 𝑑𝑡
+ ∑ (−1)(𝑗−9) 𝐶𝑗9 𝑎𝑗 𝑢9 + (𝑎10 − 11𝑎11 ) 𝑢10 + 𝑎11 𝑢11 . 𝐿3 𝐿3
𝑗=9
𝑓 (𝑥, 𝛿) 1 𝑓
(62) (𝑥, 𝛿)
= −∮ 𝑑𝑥 = −2 ∫ 𝑑𝑥 (67)
𝐿3 𝑦 0 𝑦
By (19), we have
10 1
11 = −4∑𝑎𝑖 ∫ 𝑓𝑖 (𝑥) 𝑑𝑥.
𝑐2 (𝛿) = 𝑐1 (𝑆1 , 𝛿) = 213/6 ∑(−1)𝑗 𝑎𝑗 , 𝑖=2 0
𝑗=0
Therefore,
11
315𝜋 93 187𝜋 93
𝑐5 (𝛿) = 𝑐3 (𝑆1 , 𝛿) = 217/6 [∑ (−1)𝑗 (𝑗 − 3) 𝑎𝑗 − 3𝑎0 ] , 𝑐4 (𝛿) = −4𝑎2 ( + ) + 4𝑎3 ( + )
256 35 256 35
[𝑗=1 ]
187𝜋 58 123𝜋 58
𝑐8 (𝛿) = 𝑐4 (𝑆1 , 𝛿) − 4𝑎4 ( + ) + 4𝑎5 ( + )
(63) 256 35 256 35
1316 460 224 123𝜋 104 75𝜋 104
= 213/6 (− 𝑎0 + 272𝑎1 − 𝑎2 + 𝑎 − 4𝑎6 ( + ) + 4𝑎7 ( + )
3 3 3 3 256 105 256 105
16 4 4 75𝜋 16 35𝜋 16
− 28𝑎4 + 𝑎 + 𝑎 − 𝑎 − 4𝑎8 ( + ) + 4𝑎9 ( + )
3 5 3 6 3 8 256 35 256 35
16 224 35𝜋
− 𝑎 + 28𝑎10 − 𝑎 ). − 4𝑎10 ( ),
3 9 3 11 256
(68)
Note that 315𝜋 93 187𝜋 93
𝑐3 (𝛿) = −4𝑎2 ( − ) + 4𝑎3 ( − )
̃ 256 35 256 35
𝑐1 (𝛿) = 𝑐1 (𝑆2 , 𝛿) = 29/4 𝐴 0 𝑎0 ,
187𝜋 58 123𝜋 58
11 − 4𝑎4 ( − ) + 4𝑎5 ( − )
13/6 𝑗 256 35 256 35
𝑐2 (𝛿) = 𝑐1 (𝑆1 , 𝛿) = 2 ∑ (−1) 𝑎𝑗 , (64)
𝑗=0 123𝜋 104 75𝜋 104
− 4𝑎6 ( − ) + 4𝑎7 ( − )
256 105 256 105
𝑐3 (𝛿) = 𝑐2 (𝑆2 , 𝛿) = 𝑎1 + 𝑂1 (𝑎0 ) .
75𝜋 16 35𝜋 16
We have 𝑐1 (𝛿) = 𝑐2 (𝛿) = 𝑐3 (𝛿) = 0 if and only if 𝑎0 = 𝑎1 = 0, − 4𝑎8 ( − ) + 4𝑎9 ( − )
256 35 256 35
and 𝑎11 = ∑10 𝑖
𝑖=2 (−1) 𝑎𝑖 . It implies further that 35𝜋
− 4𝑎10 ( ).
256
𝑐4 (𝛿) = ∮ (𝑝𝑥 + 𝑞𝑦 ) 𝑑𝑡 = −∮ 𝑓 (𝑥, 𝛿) 𝑑𝑡
𝐿∗ 𝐿∗ Let 𝑐4∗ (𝛿) = 𝑐4 (𝛿)|𝑐1 =𝑐2 =𝑐3 =0 , 𝑐∗3 (𝛿) = 𝑐3 (𝛿)𝑐1 =𝑐3 =0 ,
𝑓 (𝑥, 𝛿) 0 𝑓
(𝑥, 𝛿) 𝑐3∗ (𝛿) = 𝑐3 (𝛿)|𝑐1 (𝛿)=0 . Furthermore, one sees that equations
= −∮ 𝑑𝑥 = −2 ∫ 𝑑𝑥 𝑐0 (𝛿) = 𝑐0 (𝛿) = 𝑐1 (𝛿) = 𝑐2 (𝛿) = 𝑐3∗ (𝛿) = 𝑐4∗ (𝛿) = 𝑐∗3 (𝛿) =
𝐿∗ 𝑦 −1 𝑦
𝑐5 (𝛿) = 𝑐6 (𝛿) = 𝑐7 (𝛿) = 0 have the solution 𝑎0 = 𝑎1 = 𝑎2 =
0
1 11 𝑖 0, 𝑎3 = (13/74)𝑎9 − (1/2)𝑎7 , 𝑎4 = (65/148)𝑎9 − (5/4)𝑎7 , 𝑎5 =
= −2 ∫ (∑𝑎 𝑥 ) 𝑑𝑥 −(16/37)𝑎9 , 𝑎6 = (7/4)𝑎7 −(255/148)𝑎9 , 𝑎8 = (96/37)𝑎9 , 𝑎10 =
−1 𝑦 𝑖=0 𝑖
−(53/37)𝑎9 , 𝑎11 = −(32/37)𝑎9 , which gives 𝑐8 (𝛿) =
0 (65) (55/37)231/6 𝑎9 , 𝑐9 (𝛿) = (32/37)𝑎9 . And further, 𝑐8 (𝛿)𝑐9 (𝛿) >
1
= −4 ∫ 0 if 𝑎9 ≠0. Thus, fix 𝑎9 ≠0 and take 𝛿0 = (0, 0, 0, (13/74)𝑎9 −
−1 𝑥2 (𝑥 + 1) √1 − 𝑥2
(1/2)𝑎7 , (65/148)𝑎9 − (5/4)𝑎7 , −(16/37)𝑎9 , (7/4)𝑎7 −
10 10 (255/148)𝑎9 , 𝑎7 , (96/37)𝑎9 , 𝑎9 , −(53/37)𝑎9 , −(32/37)𝑎9 ).
× (∑𝑎𝑖 𝑥𝑖 + ∑(−1)𝑖 𝑎𝑖 𝑥11 ) 𝑑𝑥 Then we have
𝑖=2 𝑖=2
𝜕 (𝑐0 , 𝑐0 , 𝑐1 , 𝑐2 , 𝑐3∗ , 𝑐4∗ , 𝑐∗3 , 𝑐5 , 𝑐6 , 𝑐7 )
10 0 rank = 10.
= −4∑𝑎𝑖 ∫ 𝑓𝑖 (𝑥) 𝑑𝑥, 𝜕 (𝑎0 , 𝑎1 , 𝑎2 , 𝑎3 , 𝑎4 , 𝑎5 , 𝑎6 , 𝑎7 , 𝑎8 , 𝑎9 , 𝑎10 , 𝑎11 )
𝑖=2 −1 (69)
14 Abstract and Applied Analysis
Hence by Theorem 4(3), we know that there are 18 limit cycles [13] A. Atabaigi and H. R. Z. Zangeneh, “Bifurcation of limit cycles
near 𝐿 0 for some 𝛿 near 𝛿0 . This ends the proof. in small perturbations of a class of hyper-elliptic Hamiltonian
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Conflict of Interests
[14] R. Kazemi, H. R. Z. Zangeneh, and A. Atabaigi, “On the number
The authors declare that there is no conflict of interests of limit cycles in small perturbations of a class of hyper-elliptic
regarding the publication of this paper. Hamiltonian systems,” Nonlinear Analysis: Theory, Methods &
Applications, vol. 75, pp. 574–587, 2012.
[15] J. Wang and D. Xiao, “On the number of limit cycles in small
Acknowledgments perturbations of a class of hyper-elliptic Hamiltonian systems
with one nilpotent saddle,” Journal of Differential Equations, vol.
The project was supported by National Natural Science Foun- 250, no. 4, pp. 2227–2243, 2011.
dation of China (11271261) and FP7-PEOPLE-2012-IRSES-
[16] J. Wang, “Estimate of the number of zeros of Abelian integrals
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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2014, Article ID 319585, 8 pages
http://dx.doi.org/10.1155/2014/319585
Research Article
On Regularity Criteria for the Two-Dimensional Generalized
Liquid Crystal Model
Received 5 May 2014; Revised 27 June 2014; Accepted 1 July 2014; Published 15 July 2014
Copyright © 2014 Y. Wang and Z. Jiang. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
We establish the regularity criteria for the two-dimensional generalized liquid crystal model. It turns out that the global existence
results satisfy our regularity criteria naturally.
1. Introduction equations. In this sense, the study of the system (1)–(4) can
be valuable and interesting in both mathematical sense and
In this paper we consider the following two-dimensional (2D) physical sense.
liquid crystal model: The existence and uniqueness of the weak and smooth
solutions for system (1)–(4) are given in [4–6] when 𝛼 = 𝛽 =
𝑢𝑡 + 𝑢 ⋅ ∇𝑢 + ∇𝑝 + Λ2𝛼 𝑢 = −∇𝑑 ⋅ Δ𝑑, (𝑡, 𝑥) ∈ R+ × R2 , 1. Local existence of classical solutions for the nematic liquid
(1) crystal flows was established in [7].
Now, we mention some known results about regular-
𝑑𝑡 + 𝑢 ⋅ ∇𝑑 + Λ2𝛽 𝑑 = −𝑓 (𝑑) , (𝑡, 𝑥) ∈ R+ × R2 , (2) ity theory for the system. In 2010, Zhou and Fan estab-
𝑇
∇ ⋅ 𝑢 = 0, (𝑡, 𝑥) ∈ R+ × R2 , (3) lished a regularity criterion for it as ∫0 ‖∇𝑢‖𝑟𝐿𝑝 /(1 + ln(𝑒 +
‖∇𝑢‖𝐿𝑝 ))𝑑𝑡 < +∞ with 2/𝑟 + 3/𝑝 = 2, 2 ≤ 𝑝 ≤ 3 in
(𝑢, 𝑑) (𝑥, 0) = (𝑢0 , 𝑑0 ) (𝑥) , 𝑥 ∈ R2 , (4) [8]. Later, some regularity criteria are proved for the system
with zero dissipation in [9]. In [10], Fan et al. established a
where 𝑢(𝑥, 𝑡) ∈ R2 represents the velocity field, 𝑑(𝑥, 𝑡) ∈ R2 global regularity for this system with mixed partial viscosity.
is a vectorial field modeling the orientation of the crystal Recently, in [11, 12], it is proved that smooth solutions are
molecules, and 𝑝 is the scalar pressure, while 𝛼 ≥ 0, 𝛽 ≥ 0 are global in the following three cases: 0 < 𝛽 < 1, 𝛼 + 𝛽 ≥ 2;
two real parameters. 𝑓(𝑑) := (|𝑑|2 − 1)𝑑 and the operator Λ = 𝛼 > 0, 𝛽 = 1; 𝛼 = 0, 𝛽 > 1. Moreover, global strong solution
̂ = |𝜉|𝑓(𝜉),
(−Δ)1/2 is defined by Λ𝑓(𝜉) ̂ ̂ denotes
and here 𝑓(𝜉) to the density-dependent 2D liquid crystal flows was studied
the Fourier transform of 𝑓(𝑥). We identify the cases 𝛼 = 0 or in [13].
𝛽 = 0 as the 2D generalized liquid crystal model with zero This paper is devoted to obtain some regularity criteria
velocity diffusion or zero orientation diffusion, respectively. for the generalized system (1)–(4). Our main results are the
We say our system is a generalized form of liquid crystal following Theorems.
model. When 𝛼 = 0, 𝛽 = 1, the system is a simplified version In our Theorems we set 𝜌 = max{2/𝛼, 2}, = max{2/
of the Ericksen-Leslie system modeling the hydrodynamics 𝛽, 2}. The first one is for large 𝛼 and 𝛽.
of nematic liquid crystals which was developed during the
period of 1958 through 1968 [1–3]. We notice that if 𝑑 ≡ 0, Theorem 1. Let 𝛼, 𝛽 ≥ 1/2. Suppose (𝑢0 , 𝑑0 )(𝑥) ∈ 𝐻2 (R2 ) ×
𝛼 = 1, then the system (1)–(4) becomes the Navier-Stokes 𝐻3 (R2 ) and (𝑢, 𝑑)(𝑥, 𝑡) is a local smooth solution of the
2 Abstract and Applied Analysis
2D generalized liquid crystal model (1)–(4). If 𝑢(𝑥, 𝑡), 𝑑(𝑥, 𝑡) 2. Proof of Theorem 1
satisfy
In this section, we are devoted to prove our main Theorem 1.
𝑇
∫
1/(1−𝜃 )
‖∇𝑢(⋅, 𝑡)‖𝐿𝑝 𝛽 𝑑𝑡 < ∞, (5) Under the assumption in Theorem 1, if 𝑢 ∈ 𝐿∞ (0, 𝑇; 𝐻1 (R2 ))
0 and 𝑑 ∈ 𝐿∞ (0, 𝑇; 𝐻2 (R2 )), we can deduce 𝑢 ∈
or 𝐿∞ (0, 𝑇; 𝐻2 (R2 )) and 𝑑 ∈ 𝐿∞ (0, 𝑇; 𝐻3 (R2 )). So we only have
𝑇 to give the regularity criteria to guarantee the 𝐻1 estimation
∫ ‖Δ𝑑(⋅, 𝑡)‖2𝐿𝜌 𝑑𝑡 < ∞, (6) for 𝑢, ∇𝑑.
0
or Proof. Firstly, we give the following priori estimates.
𝑇 Multiplying (2) by 𝑝|𝑑|𝑝−2 𝑑, integrating over R2 , after
∫ ‖Δ𝑑(⋅, 𝑡)‖2𝐿 𝑑𝑡 < ∞, (7) integrating by parts, and using the following property,
0
then (𝑢(𝑥, 𝑡), 𝑏(𝑥, 𝑡)) is a regular solution in [0, 𝑇]. Here 𝜃𝛽 =
∫ Λ2𝛽 𝑑 ⋅ |𝑑|𝑝−2 ⋅ 𝑑 > 0, (12)
1/𝑝𝛽, 𝑝𝛽 ≥ 1.
If in addition, 1 > 𝛽 ≥ 1/2, 𝛼 > 0, Λ𝛽 𝑏 satisfies we obtain
𝑇
2/(1−𝜃𝛼 ) 𝑑
∫ Λ𝛽+1 𝑑(⋅, 𝑡)𝐿𝑠 𝑑𝑡 < ∞, (8) 𝑝 𝑝+2 𝑝
‖𝑑‖ 𝑝 + 𝑝‖𝑑‖𝐿𝑝+2 = 𝑝‖𝑑‖𝐿𝑝 (13)
0 𝑑𝑡 𝐿
then (𝑢(𝑥, 𝑡), 𝑏(𝑥, 𝑡)) is a regular solution in [0, 𝑇], where 𝜃𝛼 = for any 2 ≤ 𝑝 < ∞. Applying Gronwall’s inequality, we
((2/𝑠) − (2𝛽 − 1))/𝛼, (2𝛽 − 1)/2 ≤ 1/𝑠 ≤ (2𝛽 − 1 + 𝛼)/2. deduce that
𝑇
The following theorems are established for the cases 𝛼 or 𝑝 𝑝+2 𝑝
‖𝑑‖𝐿𝑝 + 𝑝 ∫ ‖𝑑‖𝐿𝑝+2 𝑑𝜏 ≤ 𝑒𝑇𝑝 𝑑0 𝐿𝑝 . (14)
𝛽 small. 0
Theorem 2. Let 0 < 𝛼 < 1/2, 𝛽 > 0 or 0 < 𝛽 < 1/2, 𝛼 > 0. Multiplying (1) and (2) by 𝑢 and −Δ𝑑, respectively, integrating
Suppose (𝑢0 , 𝑑0 )(𝑥) ∈ 𝐻2 (R2 ) × 𝐻3 (R2 ) and (𝑢, 𝑑)(𝑥, 𝑡) is a over R2 , and adding the resulting equations together, we
local smooth solution of the 2D generalized liquid crystal model obtain
(1)–(4). If 𝑢(𝑥, 𝑡), 𝑑(𝑥, 𝑡) satisfy 1 𝑑 2 2
(‖𝑢‖2𝐿2 + ‖∇𝑑‖2𝐿2 ) + Λ𝛼 𝑢𝐿2 + Λ𝛽+1 𝑑𝐿2
𝑇 𝑇 2 𝑑𝑡
∫ ‖∇𝑢(⋅, 𝑡)‖1/(1−𝜎)
𝐿𝑝 𝑑𝑡 < ∞, ∫ ‖Δ𝑑(⋅, 𝑡)‖1/(1−𝜎)
𝐿𝑝 𝑑𝑡 < ∞,
0 0
= − ∫ ∇𝑓 (𝑑) ∇𝑑𝑑𝑥
(9) R2
Now, we are ready to give the 𝐻1 estimation for (𝑢, ∇𝑑). Here we have used
Multiplying (1) by −Δ𝑢, applying Δ to (2), and testing it by
Δ𝑑, then by using (14), (18), we have ∫ |∇𝑢| ⋅ |Δ𝑑|2 𝑑𝑥
R2
1 𝑑 2 2
(‖∇𝑢‖2𝐿2 + ‖Δ𝑑‖2𝐿2 ) + Λ𝛼+1 𝑢𝐿2 + Λ𝛽+2 𝑑𝐿2 + ∫ |𝑑|2 |Δ𝑑|2 + |Δ𝑑|2 + |𝑑| |∇𝑑|2 |Δ𝑑| 𝑑𝑥
2 𝑑𝑡
R2
Thanks to Gronwall’s inequality and (5), we deduce In the above estimation we have used (16), (20), and the
following Galiardo-Nirenberg inequality:
𝑇
2 2
(‖∇𝑢‖2𝐿2 + ‖Δ𝑑‖2𝐿2 ) + ∫ Λ𝛽+2 𝑑𝐿2 + Λ𝛼+1 𝑢𝐿2 𝑑𝜏 ≤ 𝐶 (𝑇) .
‖Δ𝑑‖2𝐿4 ≤ 𝐶Λ𝛽+2 𝑑𝐿2 ‖Δ𝑑‖𝐿2/𝛽 . (24)
0
(21)
Using the condition (6) we get the 𝐻1 estimation (21).
If 𝛽 > 0, we have If 𝛼 > 0, we have
1 𝑑 2 2 1 𝑑 2 2
(‖∇𝑢‖2𝐿2 + ‖Δ𝑑‖2𝐿2 ) + Λ𝛼+1 𝑢𝐿2 + Λ𝛽+2 𝑑𝐿2 (‖∇𝑢‖2𝐿2 + ‖Δ𝑑‖2𝐿2 ) + Λ𝛼+1 𝑢𝐿2 + Λ𝛽+2 𝑑𝐿2
2 𝑑𝑡 2 𝑑𝑡
+ 𝐶 ∫ |𝑑|2 |Δ𝑑|2 + |Δ𝑑|2 + |𝑑| |∇𝑑|2 |Δ𝑑| 𝑑𝑥 + 𝐶 ∫ |𝑑|2 |Δ𝑑|2 + |Δ𝑑|2 + |𝑑| |∇𝑑|2 |Δ𝑑| 𝑑𝑥
R2 R2
(25)
1 2 𝐶 (‖Δ𝑑‖2𝐿2/𝛼 + 1) ‖Δ𝑑‖2𝐿2
{
{ 𝐶 (‖∇𝑢‖2𝐿2
+ ‖Δ𝑑‖2𝐿2 ) (‖Δ𝑑‖2𝐿2/𝛽 + 1) + Λ𝛽+2 𝑑𝐿2 , {
{
{ { 2 {
{
{
{ 0 < 𝛽 < 1, {
{ 1 𝛼+1 2 1 𝛽+2 2
≤{ { + 2 Λ 𝑢𝐿2 + 2 Λ 𝑑𝐿2 , 0 < 𝛼 < 1,
{
{ 1 2 ≤{
{
{
{ 𝐶 (‖∇𝑢‖2𝐿2 + 1) ‖Δ𝑑‖2𝐿2 + Λ3 𝑑𝐿2 , { 𝐶‖Δ𝑑‖4𝐿2 + 𝐶‖Δ𝑑‖2𝐿2
{ 2 {
{
{
{
{ 𝛽 ≥ 1. {
{ 1 1 𝛽+2 2
2
(22) { + 2 ‖Δ𝑢‖𝐿2 + 2 Λ 𝑑𝐿2 , 𝛼 ≥ 1.
4 Abstract and Applied Analysis
𝐿𝑝 (R2 ) for 𝑠 < 𝑛/2 and 1/𝑝 = 1/2 − 𝑠/𝑛, 𝐻1 (R2 ) → BMO
and the commutator estimate given in [15] + ∫ Δ (𝑢 ⋅ ∇𝑑) ⋅ ΔΔ𝑑𝑑𝑥 + ∫ Δ𝑓 (𝑑) ⋅ ΔΔ𝑑𝑑𝑥
𝑅2 𝑅2
𝛼
𝜕 𝑓 ⋅ 𝜕𝛽 𝑔 ≤ 𝐶 (𝑓BMO Λ|𝛼|+|𝛽| 𝑔 + 𝑔BMO Λ|𝛼|+|𝛽| 𝑓 ) , ≤ 𝐶 ∫ |∇𝑢| ⋅ |Δ𝑢|2 𝑑𝑥 + 𝐶 ∫ |Δ𝑢| ⋅ |Δ𝑑| ⋅ |∇Δ𝑑| 𝑑𝑥
𝑟 𝑟 𝑟
𝑅2 𝑅2
(27)
+ 𝐶 ∫ |∇𝑢| ⋅ |∇Δ𝑑|2 𝑑𝑥 + ∫ ∇Δ𝑓 (𝑑) ⋅ |∇Δ𝑑| 𝑑𝑥
usually. Thanks to condition (7) we have the 𝐻1 estimation 𝑅2 𝑅2
(21).
If in addition, 1 > 𝛽 ≥ 1/2, 𝛼 > 0, use (16), := 𝐼1 + 𝐼2 + 𝐼3 + 𝐼4 .
(31)
1−𝜃 𝜃𝛼
‖∇𝑢‖𝐿𝑟 ≤ ‖∇𝑢‖𝐿2 𝛼 Λ𝛼+1 𝑢𝐿2 , If 𝛼 ≥ 1/2, 𝛽 ≥ 1/2, we estimate the right hand side of (31)
one by one:
1 1 𝛼 1 − 𝜃𝛼
= ( − ) 𝜃𝛼 + ,
𝑟 2 2 2 𝐼1 = 𝐶 ∫ |∇𝑢| ⋅ |Δ𝑢|2 𝑑𝑥
𝑅2
0 ≤ 𝜃𝛼 ≤ 1, (28)
≤ 𝐶‖∇𝑢‖𝐿3 ‖Δ𝑢‖2𝐿3
1/2 1/2
‖Δ𝑑‖𝐿2𝑙 ≤ 𝐶Λ𝛽+1 𝑑𝐿𝑠 Λ2+𝛽 𝑑𝐿2 , ≤ 𝐶‖∇𝑢‖𝐿3 ‖Δ𝑢‖4/3 ‖Δ𝑢‖2/3
𝐿3 𝐿3
1 1−𝛽 1 1/2 2/9 1/2 2/9 1/2 14/9
= + , ≤ 𝐶‖∇𝑢‖7/9 Λ Δ𝑢 2 Λ ∇𝑢 2 ‖Δ𝑢‖2/9 Λ Δ𝑢 2
2𝑙 2 2𝑠 𝐿2 𝐿 𝐿 𝐿2 𝐿
Abstract and Applied Analysis 5
1/2 2/9 1/2 16/9 ≤ 𝐶‖𝑑‖𝐿2𝑝 ‖𝑑‖1/2 ‖∇Δ𝑑‖1/2 ‖Δ𝑑‖1/2 ‖∇Δ𝑑‖1/2 ‖∇Δ𝑑‖1−𝜃
≤ 𝐶‖∇𝑢‖7/9
𝐿2
Λ ∇𝑢 2 ‖Δ𝑢‖2/9
𝐿 𝐿2
Λ Δ𝑢 2
𝐿 𝐿2 𝐿2 𝐿2 𝐿2 𝐿2
𝜃 𝛽+3 2𝜃
2 2
≤ 𝐶 (𝜖) ‖∇𝑢‖7𝐿2 Λ1/2 ∇𝑢𝐿2 ‖Δ𝑢‖2𝐿2 + 𝜖Λ1/2 Δ𝑢𝐿2 , × Λ𝛽+3 𝑑𝐿2 + 𝐶‖𝑑‖2𝐿2𝑝 ‖∇Δ𝑑‖2−2𝜃
𝐿2
Λ 𝑑 2 + ‖∇Δ𝑑‖2𝐿2
𝐿
2
≤ 𝐶‖∇Δ𝑑‖2𝐿2 + 𝜖Λ𝛽+3 𝑑𝐿2 .
𝐼2 = 𝐶 ∫ |Δ𝑢| ⋅ |Δ𝑑| ⋅ |∇Δ𝑑| 𝑑𝑥
𝑅2 (35)
≤ 𝐶‖Δ𝑑‖𝐿3 ‖∇Δ𝑑‖𝐿3 ‖Δ𝑢‖𝐿3
Finally, putting the above results together, we deduce that
1/2 1/9 1/2
≤ 𝐶‖Δ𝑑‖7/9
𝐿2
Λ Δ𝑑 2 ‖∇Δ𝑑‖1/9
𝐿2
Λ ∇Δ𝑑 2
𝐿 𝐿 𝑑 2 2
(‖Δ𝑢‖2𝐿2 + ‖∇Δ𝑑‖2𝐿2 ) + Λ𝛼+2 𝑢𝐿2 + Λ𝛽+3 𝑑𝐿2
1/9 1/2 7/9 𝑑𝑡
× Λ1/2 ∇𝑢𝐿2 ‖Δ𝑢‖1/9
𝐿2
Λ Δ𝑢 2
𝐿
≤ 𝐶 (‖∇𝑢‖7𝐿2 + ‖Δ𝑑‖7𝐿2 )
2 2
≤ 𝐶 (𝜖) ‖Δ𝑑‖7𝐿2 (Λ1/2 Δ𝑑𝐿2 ‖∇Δ𝑑‖2𝐿2 + Λ1/2 ∇𝑢𝐿2 ‖Δ𝑢‖2𝐿2 ) 2 2
(36)
× (Λ1/2 ∇𝑢𝐿2 ‖Δ𝑢‖2𝐿2 + Λ1/2 Δ𝑑𝐿2 ‖∇Δ𝑑‖2𝐿2
2 2
+ 𝜖 (Λ1/2 ∇Δ𝑑𝐿2 + Λ1/2 Δ𝑢𝐿2 ) ,
+‖∇Δ𝑑‖2𝐿2 ) .
𝐼3 = 𝐶 ∫ |∇𝑢| ⋅ |∇Δ𝑑|2 𝑑𝑥
𝑅2 By using Gronwall’s inequality and (21), we obtain
≤ 𝐶‖∇𝑢‖𝐿3 ‖∇Δ𝑑‖2𝐿3 𝑡
2 2
(‖Δ𝑢‖2𝐿2 + ‖∇Δ𝑑‖2𝐿2 ) + ∫ Λ𝛼+2 𝑢𝐿2 + Λ𝛽+3 𝑑𝐿2 𝑑𝑡 ≤ 𝐶 (𝑇) .
≤ 𝐶‖∇𝑢‖𝐿3 ‖∇Δ𝑑‖4/3
𝐿3
‖∇Δ𝑑‖2/3
𝐿3
0
(37)
2
≤ 𝐶 (𝜖) ‖∇𝑢‖7𝐿2 Λ1/2 Δ𝑑𝐿2 ‖∇Δ𝑑‖2𝐿2 The proof of Theorem 1 is finished.
2 2
+ 𝜖 (Λ1/2 ∇Δ𝑑𝐿2 + Λ1/2 Δ𝑢𝐿2 ) .
3. Proof of Theorem 2
(32)
Now, we give the proof of Theorem 2.
Here we used the following Galiardo-Nirenberg inequalities:
Proof. This section focuses on the case with 0 < 𝛼 < 1/2,
1/2 1/6 1/2 5/6
∇𝑓𝐿3 ≤ 𝐶Λ 𝑓𝐿2 Λ ∇𝑓𝐿2 , 𝛽 > 0 or 0 < 𝛽 < 1/2, 𝛼 > 0. Since we cannot estimate
(37) as that in Theorem 1, so we should give the estimation of
1/3 1/2 2/3 𝐼𝑖 , 𝑖 = 1, 2, 3, 4, 5 which is defined in Section 2. Using (16), we
∇𝑓𝐿3 ≤ 𝐶∇𝑓𝐿2 Λ ∇𝑓𝐿2 , have
2/3 1/3 1/2 1/9 1/9 1/2 7/9
∇𝑓𝐿3 = ∇𝑓𝐿3 ∇𝑓𝐿3 ≤ 𝐶Λ 𝑓𝐿2 ∇𝑓𝐿2 Λ ∇𝑓𝐿2 , 𝐼1 = 𝐶 ∫ |∇𝑢| ⋅ |Δ𝑢|2 𝑑𝑥 ≤ 𝐶‖∇𝑢‖𝐿𝑝 ‖Δ𝑢‖2𝐿2𝑞
R2
7/9 1/2 2/9
𝑓𝐿3 ≤ 𝐶𝑓𝐿2 Λ ∇𝑓𝐿2 . 2(1−𝜃𝛼 )
2+𝛼 2𝜃𝛼
≤ 𝐶‖∇𝑢‖𝐿𝑝 ‖Δ𝑢‖𝐿2 Λ
𝑢𝐿2 (38)
(33)
2
‖Δ𝑢‖2𝐿2 + 𝜖Λ2+𝛼 𝑢𝐿2 ,
1/(1−𝜃𝛼 )
Using (14), (16), (20), (21), and the following Galiardo- ≤ 𝐶‖∇𝑢‖𝐿𝑝
Nirenberg inequality,
where 1/𝑝 + 1/𝑞 = 1 and 𝜃𝛼 = 1/𝑝𝛼. We use the same way to
‖∇𝑑‖𝐿4 ≤ ‖𝑑‖1/2 ‖∇Δ𝑑‖1/2 , (34) estimate 𝐼2 and 𝐼3 .
𝐿2 𝐿2
𝐼3 = 𝐶 ∫ |∇𝑢| ⋅ |∇Δ𝑑|2 𝑑𝑥 Now, we give the 𝐻1 estimation for (∇𝑢, Δ𝑑). We should
R2 give the estimation of 𝐼𝑖 , 𝑖 = 1, 2, 3, 4 which is defined in
Section 2:
≤ 𝐶‖∇𝑢‖𝐿𝑝 ‖∇Δ𝑑‖2𝐿2𝑞
2−2𝜃𝛽
3+𝛽 2𝜃𝛽
≤ 𝐶‖∇𝑢‖𝐿𝑝 ‖∇Δ𝑑‖𝐿2 Λ
𝑑𝐿2 𝐼1 = 𝐶 ∫ |∇𝑢| ⋅ |Δ𝑢|2 𝑑𝑥 ≤ 𝐶‖∇𝑢‖BMO ‖Δ𝑢‖2𝐿2 ,
R2
2
𝜖Λ3+𝛽 𝑑𝐿2 ,
1/(1−𝜃𝛽 )
≤ 𝐶‖∇𝑢‖𝐿𝑝 ‖∇Δ𝑑‖2𝐿2 + 𝐼2 = 𝐶 ∫ |Δ𝑢| ⋅ |Δ𝑑| ⋅ |∇Δ𝑑| 𝑑𝑥
R2
(39)
{ 𝐶 ‖Δ𝑑‖𝐿2/𝛽 Λ𝛽+3 𝑑𝐿2 ‖Δ𝑢‖𝐿2
{
{
{ 2
The same as that in Section 2, we have ≤ { ≤ 𝐶‖Δ𝑑‖2𝐿2/𝛽 ‖Δ𝑢‖2𝐿2 + 𝜖Λ𝛽+3 𝑑𝐿2 , 0 < 𝛽 < 1,
{
{
{ 2 2 2 2
{𝐶‖Δ𝑑‖𝐿2 ‖Δ𝑢‖𝐿2 + 𝜖∇ Δ𝑑𝐿2 , 𝛽 ≥ 1.
𝐼4 = ∫ ∇Δ𝑓 (𝑑) ⋅ |∇Δ𝑑| 𝑑𝑥
R 2
𝐼3 = 𝐶 ∫ |∇𝑢| ⋅ |∇Δ𝑑|2 𝑑𝑥
≤ 𝐶‖𝑑‖2𝐿2𝑝 ‖∇Δ𝑑‖2𝐿2𝑞 R2
(40)
+ 𝐶‖𝑑‖𝐿2𝑝 ‖∇𝑑‖𝐿4 ‖Δ𝑑‖𝐿4 ‖∇Δ𝑑‖𝐿2𝑞 + ‖∇Δ𝑑‖2𝐿2 { ‖∇𝑢‖𝐿2/𝛽 Λ𝛽+3 𝑑𝐿2 ‖∇Δ𝑑‖𝐿2
{
{
{ 2
2 ≤ { ≤ 𝐶‖∇𝑢‖2𝐿2/𝛽 ‖∇Δ𝑑‖2𝐿2 + 𝜖Λ𝛽+3 𝑑𝐿2 , 0 < 𝛽 < 1,
≤ 𝐶‖∇Δ𝑑‖2𝐿2 + 𝜖Λ𝛽+3 𝑑𝐿2 . {
{
{ 2 2
2 2
{𝐶‖∇𝑢‖𝐿2 ‖∇Δ𝑑‖𝐿2 + 𝜖∇ Δ𝑑𝐿2 , 𝛽 ≥ 1.
(43)
Finally, putting the above results together, we have
1 𝑑 2
(‖∇𝑢‖2𝐿2 + ‖Δ𝑑‖2𝐿2 ) + Λ𝛽+2 𝑑𝐿2
Applying Gronwall’s inequality and (10) we obtain (37).
2 𝑑𝑡 For 𝛼 > 0, 𝛽 = 0, firstly we give the estimation for (𝑢, ∇𝑑):
2 2 2
{𝐶 (‖∇𝑢‖𝐿2 + ‖Δ𝑑‖𝐿2 ) (‖Δ𝑑‖𝐿2/𝛽 + 1)
{
{
{ 1 𝑑 2
{
{ 1 2 (‖𝑢‖2𝐿2 + ‖∇𝑑‖2𝐿2 ) + Λ𝛽+1 𝑑𝐿2
{
{
{ + Λ𝛽+2 𝑑𝐿2 , (42) 2 𝑑𝑡
{ 2
≤{ 0 < 𝛽 < 1,
{
{ = − ∫ ∇𝑓 (𝑑) ∇𝑑𝑑𝑥
{
{ 1 2
{
{
{𝐶 (‖∇𝑢‖2𝐿2 + 1) ‖Δ𝑑‖2𝐿2 + Λ3 𝑑𝐿2 , R2 (46)
{
{ 2
{ 𝛽 ≥ 1. ≤ 𝐶 ∫ |𝑑|2 |∇𝑑|2 𝑑𝑥 + ‖∇𝑑‖2𝐿2
R2
Then by using Gronwall’s inequality and (10) we obtain (21). ≤ 𝐶‖𝑑‖2BMO ‖∇𝑑‖2𝐿2 + ‖∇𝑑‖2𝐿2
Abstract and Applied Analysis 7
and the 𝐻1 estimation for (𝑢, ∇𝑑): Finally, putting the above results together, we deduce
1 𝑑 2 2
1 𝑑 2
(‖∇𝑢‖2𝐿2 + ‖Δ𝑑‖2𝐿2 ) + Λ𝛼+1 𝑢𝐿2 (‖Δ𝑢‖22 + ‖∇Δ𝑑‖22 ) + Λ𝛼+2 𝑢𝐿2 + Λ𝛽+3 𝑑𝐿2
2 𝑑𝑡 2 𝑑𝑡
≤ 𝐶 (‖∇𝑢‖𝐿∞ + ‖𝑑‖2BMO + 1) ‖Δ𝑑‖2𝐿2 . By using Gronwall’s inequality and (11) we obtain (37). Now
we complete our proof.
(47)
The regularity criteria (11) can guarantee estimations (18) and Conflict of Interests
(21). The authors declare that there is no conflict of interests
Now, we give the estimation of 𝐼𝑖 , 𝑖 = 1, 2, 3, 4 which is regarding the publication of this paper.
defined in Section 2:
Acknowledgments
𝐼1 = 𝐶 ∫ |∇𝑢| ⋅ |Δ𝑢|2 𝑑𝑥 ≤ 𝐶‖∇𝑢‖𝐿∞ ‖Δ𝑢‖2𝐿2 ,
R2
The authors thank Professor Yong Zhou for patient guidance
2 and helpful discussion. This work is partially supported by
𝐼3 = 𝐶 ∫ |∇𝑢| ⋅ |∇Δ𝑑| 𝑑𝑥 ≤ 𝐶‖∇𝑢‖𝐿∞ ‖∇Δ𝑑‖2𝐿2 ,
R2 NSFC (Grant no. 11101376), NSFC (Grant no. 11226176), and
ZJNSF (Grant no. LQ13A010008).
𝐼4 = ∫ ∇Δ𝑓 (𝑑) ⋅ |∇Δ𝑑| 𝑑𝑥
R2
References
2 2
≤ 𝐶 ∫ (|𝑑| |∇Δ𝑑| + |𝑑| |∇𝑑| |Δ𝑑| |∇Δ𝑑|) 𝑑𝑥 + ‖∇Δ𝑑‖2𝐿2 [1] P. G. de Gennes, The Physics of Liquid Crystals, Oxford Univer-
R2
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+ = , 𝜃= = , 𝑝𝛼 ≥ 2, (50) in modeling the nematic liquid crystal flows,” Discrete and
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(51)
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𝐿𝑝 (‖Δ𝑢‖2𝐿2 + ‖∇Δ𝑑‖2𝐿2 ) + 𝜖Λ𝛼+2 𝑢𝐿2 . regularity for the incompressible 2D generalized liquid crystal
8 Abstract and Applied Analysis
Research Article
Stability Switches and Hopf Bifurcation in
a Coupled FitzHugh-Nagumo Neural System with
Multiple Delays
Received 25 April 2014; Revised 10 June 2014; Accepted 11 June 2014; Published 8 July 2014
Copyright © 2014 S. Yao and H. Tu. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
A FitzHugh-Nagumo (FHN) neural system with multiple delays has been proposed. The number of equilibrium point is analyzed.
It implies that the neural system exhibits a unique equilibrium and three ones for the different values of coupling weight by
employing the saddle-node bifurcation of nontrivial equilibrium point and transcritical bifurcation of trivial one. Further, the
stability of equilibrium point is studied by analyzing the corresponding characteristic equation. Some stability criteria involving
the multiple delays and coupling weight are obtained. The results show that the neural system exhibits the delay-independence
and delay-dependence stability. Increasing delay induces the stability switching between resting state and periodic activity in some
parameter regions of coupling weight. Finally, numerical simulations are taken to support the theoretical results.
1. Introduction 𝑢̇
3 = −𝑢3 (𝑢3 − 1) (𝑢3 − 𝑎) − 𝑢4 + 𝑐 tanh (𝑢1 (𝑡 − 𝜏2 )) ,
Wang et al. [15] presented that time delay can control near the point (0, 0, 0, 0) produces the following linearized
the transition from the original chaotic motions to peri- system:
odic ones in two coupled nonidentical FHN models with
synaptic connection. Regarding the sum of two delays as a 𝑢̇
1 = −𝑎𝑢1 − 𝑢2 + 𝑐𝑢3 (𝑡 − 𝜏1 ) ,
parameter, Fan and Hong [16] investigated the stability and
local Hopf bifurcation in the synaptically coupled nonidenti- 𝑢̇
2 = 𝑏𝑢1 − 𝑏𝛾𝑢2 ,
cal FHN model. The simple zero singularity (both pitchfork (2)
𝑢̇
3 = −𝑎𝑢3 − 𝑢4 + 𝑐𝑢1 (𝑡 − 𝜏2 ) ,
and transcritical bifurcations) was studied employing the
center manifold reduction and normal form method [17]. 𝑢̇
4 = 𝑏𝑢3 − 𝑏𝛾𝑢4 .
Further, by applying the Bautin bifurcation theorem, the
coexistence of rest state and periodic spiking was reported in The corresponding characteristic equation is
the synchronous solution of a coupled FHN neural system
with delay [18]. 𝐷 (𝜆, 𝜏1 , 𝜏2 , 𝑐) = 𝜆4 + 𝑑1 𝜆3 + 𝑑2 𝜆2 + 𝑑3 𝜆 + 𝑑4 = 0, (3)
Recently, some criteria to determine the periodic oscil-
lation were provided in the multiple delayed FHN neural where
system with three nonidentical cells [19]. In [20], the Hopf
bifurcation and Bogdanov-Takens bifurcation were investi- 𝑑1 = 2𝑎 + 2𝑏𝛾,
gated in a coupled FHN neural system with gap junction.
The spatiotemporal patterns of bifurcating periodic solutions 𝑑2 = 𝑎2 + 2𝑏 − 𝑐2 e−𝜆𝜏1 −𝜆𝜏2 + 4𝑎𝑏𝛾 + 𝑏2 𝛾2 ,
were considered by using the symmetric bifurcation theory. (4)
The neuron behavior can transit between resting and spiking. 𝑑3 = 2𝑎𝑏 + 2𝑎2 𝑏𝛾 + 2𝑏2 𝛾 − 2𝑏𝑐2 e−𝜆𝜏1 −𝜆𝜏2 𝛾 + 2𝑎𝑏2 𝛾2 ,
By the proportional-spatial derivative control approach, Yang
et al. [21] achieved the control problem of the FHN equation. 𝑑4 = 𝑏2 + 2𝑎𝑏2 𝛾 + 𝑎2 𝑏2 𝛾2 − 𝑏2 𝑐2 e−𝜆𝜏1 −𝜆𝜏2 𝛾2 .
All works mentioned above have promoted greatly a deep
understanding for dynamic behavior of the coupled FHN sys- Then, we have the following conclusion on the eigenvalues of
tems with time delay. However, in reality, the neural dynamics system (1).
may be influenced by multiple independent parameters, such
as external inputs [22, 23], time delays, and coupling weight Theorem 1. System (1) has a zero eigenvalue if and only if
[24, 25]. Their combined effects on dynamic behavior may
be an important topic in the coupled FHN neural systems 1 + 𝑎𝛾 2 − 𝑏𝛾 (𝜏2 + 𝛾 (2 + 𝑎𝜏2 ))
𝑐=± , 𝜏1 ≠ . (5)
with multiple delays. The purpose of the present paper is to 𝛾 𝑏𝛾 (1 + 𝑎𝛾)
consider the combined effects of coupling weight and mul-
tiple delays on the stability of equilibrium point and obtain Further, system (1) exhibits a double zero eigenvalue if and only
the stability switches in the coupled FHN neural system with if
multiple delays (1).
The paper is organized as follows. In the next section, 1 + 𝑎𝛾 2 − 𝑏𝛾 (𝜏2 + 𝛾 (2 + 𝑎𝜏2 ))
𝑐=± , 𝜏1 = ,
we study the number of equilibrium points in the coupled 𝛾 𝑏𝛾 (1 + 𝑎𝛾)
FHN neural system employing the static bifurcation. The (6)
neural system (1) may have one/three equilibrium points −1 − 2𝑏𝛾2 + 𝑏2 𝛾4
𝑎 ≠ .
for the varying of the coupled weight by employing the 2𝛾
saddle-node bifurcation of nontrivial equilibrium point and
transcritical bifurcation of trivial one. In Section 3, the Proof. 𝜆 = 0 is a zero eigenvalue of system (1) if and only if
stability of equilibrium point for system (1) is investigated
by analyzing the corresponding characteristic equation. Some 𝑏2 + 2𝑎𝑏2 𝛾 + 𝑎2 𝑏2 𝛾2 − 𝑏2 𝑐2 𝛾2 = 0,
stability criteria involving the multiple delays and coupling
weight are obtained. The results show that the FHN neu- 𝜕𝐷(𝜆, 𝑐) 2 2 2
= 2𝑎𝑏 + 2𝑎 𝑏𝛾 + 2𝑏 𝛾 − 2𝑏𝑐 𝛾 (7)
ral system exhibits the parameter regions involving the 𝜕𝜆 𝜆=0
delay-independence stability and delay-dependence stabil-
ity. Increasing time delay can induce the stability switches + 2𝑎𝑏2 𝛾2 + 𝑏2 𝑐2 𝛾2 (𝜏1 + 𝜏2 ) ≠0.
between resting state and periodic activity in some parameter
regions of coupling weight. In Section 4, some numerical Further, 𝜆 = 0 is a double root of system (1) if and only if
simulations are employed to support the theoretical results.
Conclusions are given in Section 5. 1 + 𝑎𝛾 2 − 𝑏𝛾 (𝜏2 + 𝛾 (2 + 𝑎𝜏2 ))
𝑐=± , 𝜏1 = ,
𝛾 𝑏𝛾 (1 + 𝑎𝛾)
(8)
2. Equilibrium Point Analysis 𝜕2 𝐷(𝜆, 𝑐) 2 + 4𝑎𝛾 + 4𝑏𝛾2 − 2𝑏2 𝛾4
= ≠0.
𝜕𝜆2 𝜆=0 𝛾2
It is obvious that (𝑢1 , 𝑢2 , 𝑢3 , 𝑢4 ) = (0, 0, 0, 0) is the triv-
ial equilibrium point of system (1). Linearizing system (1)
Abstract and Applied Analysis 3
3 0.35
2 0.3
0.25
0.2
1 2 0.15
0.1
0.05 (0, 0)
0
u4
u4
0
(0, 0) 1
−0.1 0 0.1 0.2 0.3 0.4
−1
0
−2
−3 −2 −1 0 1 2 3 −3 −2 −1 0 1 2
u2 u2
(a) (b)
4 0.1
0 (0, 0)
−0.1
3 −0.2
−0.3
−0.4
2 −0.5
−0.6
u4
−1
−6 −4 −2 0 2 4
u2
(c)
Figure 1: Intersection points of two curves given by (9), showing the number of equilibriums: (a) unique equilibrium for 𝑐 = 2.0, (b) three
equilibriums for 𝑐 = 2.3, and (c) three equilibriums for 𝑐 = 3.0, where the system parameter values are fixed as 𝑎 = 0.33, 𝑏 = 1, and 𝛾 = 0.47.
From the dynamic theory, when an eigenvalue passes the trivial equilibrium point (0, 0) evolves into somewhere
through the imaginary axis along the real axis with the between the nontrivial ones, as shown in Figure 1(c). It
variation of system parameter, a static bifurcation will be is called the transcritical bifurcation of the trivial point.
exhibited, which results in the variation of the number of Figure 2 shows the corresponding one-dimension bifurcation
equilibrium points. In fact, all equilibrium points of system diagram in the (𝑐, 𝑢1 )-plane (Figure 2(a)) and (𝑐, 𝑢2 )-plane
(1) are the solution of the following equations: (Figure 2(b)).
𝛾𝑢2 (𝛾𝑢2 − 1) (𝛾𝑢2 − 𝑎) + 𝑢2 − 𝑐 tanh (𝛾𝑢4 ) = 0,
(9) 3. Stability Switches and Hopf Bifurcation
𝛾𝑢4 (𝛾𝑢4 − 1) (𝛾𝑢4 − 𝑎) + 𝑢4 − 𝑐 tanh (𝛾𝑢2 ) = 0.
It is well known that the equilibrium point is locally asymp-
Solutions of (9), that is, equilibrium points of system (1), totically stable if and only if each eigenvalue of the character-
depend on the parameters 𝑎, 𝑐, and 𝛾 but are independent istic equation (3) has the negative real part. In the following,
of the delays 𝜏1 and 𝜏2 . Geometrically, equilibrium points are we investigate the stability of the equilibrium point by obtain-
the intersection points of two curves given by (9), as shown in ing the eigenvalues with the maximum real part. The FHN
Figure 1. These two curves are called the nullclines of system neural system exhibits the parameter regions involving the
(1). Thus, it is seen that system (1) exhibits either one or three delay-independence stability and delay-dependence stability.
equilibriums for the different coupling weight 𝑐. In fact, for The multiple delays can induce the stability switches between
the small value of the coupling weight 𝑐, the system has just resting state and periodic activity in some parameter regions
the trivial equilibrium point (0, 0), as shown in Figure 1(a). of coupling weight. To simplify, the investigation begins with
With the increasing of the coupling weight 𝑐, two nontrivial the case 𝜏1 = 𝜏2 = 0 in (3) as follows:
equilibrium points are emerged immediately at the right side
of the trivial point (0, 0) (Figure 1(b)), which is the saddle-
node bifurcation of the nontrivial equilibrium point. Further, 𝐷 (𝜆, 0, 0, 𝑐) = 𝜆4 + 𝑚3 𝜆3 + 𝑚2 𝜆2 + 𝑚1 𝜆 + 𝑚0 = 0, (10)
4 Abstract and Applied Analysis
1.5 3
1 2 Saddle-node
Saddle-node bifurcation
bifurcation Transcritical
0.5 Transcritical 1 bifurcation
u2
u1
bifurcation
0 0
−0.5 −1
−1 −2
0 1 2 3 4 5 6 0 1 2 3 4 5
c c
(a) (b)
Figure 2: The one-dimensional bifurcation diagrams in the (a) (𝑐, 𝑢1 )-plane and (b) (𝑐, 𝑢2 )-plane for the fixed parameters 𝑎 = 0.33, 𝑏 = 1,
and 𝛾 = 0.47.
where where
𝑚3 = 2𝑎 + 2𝑏𝛾,
𝑑3 = −2𝑖𝑎 − 2𝑖𝑏𝛾,
2 2 2 2
𝑚2 = 𝑎 + 2𝑏 − 𝑐 + 4𝑎𝑏𝛾 + 𝑏 𝛾 ,
(11) 𝑑2 = 𝑐2 e−𝑖V𝜏1 − 𝑎2 − 2𝑏 − 4𝑎𝑏𝛾 − 𝑏2 𝛾2 ,
𝑚1 = 2𝑎𝑏 + 2𝑎2 𝑏𝛾 + 2𝑏2 𝛾 − 2𝑏𝑐2 𝛾 + 2𝑎𝑏2 𝛾2 , (14)
𝑑1 = 2𝑖𝑎𝑏 − 2𝑖𝑏𝑐2 𝛾e−𝑖V𝜏1 + 2𝑖𝑎2 𝑏𝛾 + 2𝑖𝑏2 𝛾 + 2𝑖𝑎𝑏2 𝛾2 ,
𝑚0 = 𝑏2 + 2𝑎𝑏2 𝛾 + 𝑎2 𝑏2 𝛾2 − 𝑏2 𝑐2 𝛾2 .
𝑑0 = 𝑏2 + 2𝑎𝑏2 𝛾 − 𝑏2 𝑐2 𝛾2 e−𝑖V𝜏1 + 𝑎2 𝑏2 𝛾2 .
It follows from the Routh-Hurwitz criterion that the nec-
essary and sufficient conditions for all roots of (10) having That is
negative real parts are given by
𝑚3 > 0, 𝑚0 > 0, 𝑚2 𝑚3 − 𝑚1 > 0, V4 − 2𝑖 (𝑎 + 𝑏𝛾) V3 − (4𝑎𝑏𝛾 + 𝑏2 𝛾2 + 𝑎2 + 2𝑏) V2
(12)
𝑚1 𝑚2 𝑚3 − 𝑚12 − 𝑚0 𝑚32 > 0. + 2𝑖𝑏 (𝑎 + 𝑎2 𝛾 + 𝑎𝑏𝛾2 + 𝑏𝛾) V
With the variation of delay 𝜏1 , the trivial equilibrium 2𝑎𝑏V − 2𝑎V3 + 2𝑎2 𝑏V𝛾 + 2𝑏2 V𝛾 − 2𝑏V3 𝛾 + 2𝑎𝑏2 V𝛾2
point of system (1) will lose its stability. The neural system
may exhibit the periodic activity. To obtain such critical val- − 2𝑏𝑐2 V𝛾 cos V𝜏1 + (𝑏2 𝑐2 𝛾2 − 𝑐2 V2 ) sin V𝜏1 = 0.
ues, supposing 𝜆 = ±𝑖V (V > 0) is a pair of purely imaginary
roots of the characteristic equation (3) with the case 𝜏2 = 0, Eliminating 𝜏1 from (16) using sin2 V𝜏1 + cos2 V𝜏1 = 1, we have
one has
∗
where 𝑘1 = 2𝑖𝑎𝑏 + 2𝑖𝑎2 𝑏𝛾 + 2𝑖𝑏2 𝛾 − 2𝑖𝑏𝑐2 e−𝑖𝜔𝜏1 e−𝑖𝜔𝜏2 𝛾 + 2𝑖𝑎𝑏2 𝛾2 ,
∗
×106
12 1.5 0.1
1 0.05
10
0.5 0
8
0 −0.05
Re (𝜆)
6
L
2 −0.2
0 −0.25
(a) (b)
6
×10
14 0.1
0.6 Resting Periodic Resting Periodic
12 state spiking state spiking
0.4 0.05
2 = 1.2372
10 0.2
0 0
8
−0.2 1 = 0.8826
Re (𝜆)
6 −0.4 −0.05
L
−0.6
4 0 0.2 0.4 0.6 0.8 1 1.2 −0.1
2
−0.15
0
−0.2
−2
0 1 2 3 4 0 5 10 15
v 𝜏1
(c) (d)
Figure 3: Roofs of function 𝐿 ((a) and (c)) and eigenvalue real parts with 𝜏1 varying ((b) and (d)) for the different coupling weights (a)-(b)
𝑐 = 0.5 and (c)-(d) 𝑐 = 0.8. The other parameters are chosen as 𝑎 = 0.33, 𝑏 = 1, 𝛾 = 0.47, and 𝜏2 = 0.
0.1 0.1
0.05 0.05
0 0
u1
u1
−0.05 −0.05
−0.1 −0.1
0 50 100 150 200 0 50 100 150 200
t t
(a) (b)
Figure 4: Time histories with the varying delay 𝜏1 (a) 𝜏1 = 1.0 and (b) 𝜏1 = 15.0 when the time delay and coupling weight are fixed as 𝜏2 = 0,
𝑐 = 0.5, where the other system parameters have the fixed values 𝑎 = 0.33, 𝑏 = 1, and 𝛾 = 0.47.
Abstract and Applied Analysis 7
0.1 0.6
0.4
0.05
0.2
0
u1
u1
0
−0.05
−0.2
−0.1 −0.4
0 50 100 150 200 0 50 100 150 200
t t
(a) (b)
0.1 0.3
0.2
0.05
0.1
0
u1
u1
−0.05
−0.1
−0.1 −0.2
0 50 100 150 200 0 50 100 150 200
t t
(c) (d)
Figure 5: Time histories with the varying delay 𝜏1 (a) 𝜏1 = 1.0, (b) 𝜏1 = 5.0, (c) 𝜏1 = 8.0, and (d) 𝜏1 = 10.0 when the delay 𝜏2 and coupled
weight are fixed as 𝜏2 = 0, 𝑐 = 0.8, where the other system parameters have the fixed values 𝑎 = 0.33, 𝑏 = 1, and 𝛾 = 0.47.
0.5
0.6
Periodic spiking
Resting state
0.4
0.4
0.3
0.2
u2
Resting state
u1
0.2
0
0.1
−0.2
0
−0.4 Periodic spiking
4 6 8 10 12 14 4 6 8 10 12 14
𝜏1 𝜏1
(a) (b)
0.6
Periodic spiking Periodic spiking
0.4 0.5
0.4
0.2
0.3
u4
u3
0 0.2
0.1
−0.2
0
Resting state −0.1 Resting state
−0.4
4 6 8 10 12 14 4 6 8 10 12 14
𝜏1 𝜏1
(c) (d)
Figure 6: The one-dimensional bifurcation diagram in (a) (𝜏1 , 𝑢1 )-plane, (b) (𝜏1 , 𝑢2 )-plane, (c) (𝜏1 , 𝑢3 )-plane, and (d) (𝜏1 , 𝑢4 )-plane for the
fixed delay 𝜏2 = 0 and coupling weights 𝑐 = 0.8.
Theorem 4. The following assertions are true if all roots of (13) sate of neural system switches from stable to unstable,
have negative real parts. and then back to stable when time delay increases and
crosses the critical values in sequence.
(a) If 𝐺(𝜏1∗ , 𝜔) = 0 has no positive root, the trivial equi-
librium point of system (1) is asymptotically stable for 4. Numerical Simulation
an arbitrary time delay 𝜏2 , which is called the delay 𝜏2 -
independent stability. In this section, some numerical results of system (1) are pre-
(b) If 𝐺(𝜏1∗ , 𝜔)= 0 has at least one positive and simple root sented for the different parameter values. Using the method
𝜔𝑐 , there exists exactly a critical delay 𝜏2𝑐 > 0 such that of numerical simulation, we find that the theoretically pre-
the trivial equilibrium of system (1) is asymptotically dicted values are in excellent agreement with the numerical
stable for 𝜏2 ∈ [0, 𝜏2𝑐 ). Furthermore, if the transversality behaviors. For simplicity, the system parameters are fixed as
𝑎 = 0.33, 𝑏 = 1, and 𝛾 = 0.47. The coupling weight 𝑐 and time
condition Re(𝜆 (𝜏2 )) ≠0 holds, system (1) undergoes a
delays (𝜏1 , 𝜏2 ) are considered as the variable parameters.
Hopf bifurcation for 𝜏2 = 𝜏2𝑐 . That is, it exhibits a peri-
Firstly, we fix the time delay 𝜏2 = 0 and illustrate the
odic activity bifurcating from the trivial equilibrium
dynamic behavior of system (1) for the different values of the
near 𝜏2𝑐 .
coupling weight 𝑐 and time delay 𝜏1 . It follows from (17) that
(c) If 𝐺(𝜏1∗ , 𝜔) = 0 has at least two positive and simple roots the polynomial 𝐿(V) has no positive root (see Figure 3(a)) for
0 < 𝜔1 < 𝜔2 < ⋅ ⋅ ⋅ and the transversality condition the fixed coupling weight 𝑐 = 0.5. The trivial equilibrium
Re(𝜆 (𝜏2 )) ≠0 holds, there exist a finite number of point is locally asymptotically stable for the arbitrary delay
intervals. If time delay is fixed into these intervals, the 𝜏1 , which is called the delay 𝜏1 -independent stability. The
trivial equilibrium point is locally asymptotically stable, corresponding eigenvalue has the negative real parts for the
while unstable if delay does not belong to ones. The rest delay 𝜏1 variation, as shown in Figure 3(b). The time histories
Abstract and Applied Analysis 9
0.1
0.05
u1
0.1 0
0
u1
−0.05
−0.1
−0.1
0 5000 10000 15000 1000 1200 1400 1600 1800 2000
t t
(a) (b)
0.15
0.1
0.05
u1
−0.05
−0.1
−0.15
1.48 1.485 1.49 1.495 1.5
t ×104
(c)
Figure 7: Time histories of the transient chaos for (a) overall view, (b) transient behavior, and (c) long-term behavior for the fixed delay
𝜏1 = 14.15 when 𝜏2 = 0 and 𝑐 = 0.8.
with the fixed delay are shown in Figure 4(a) for 𝜏1 = 1.0 and theoretical results. Neural system (1) exhibits the multiple
Figure 4(b) for 𝜏1 = 15.0; both converge to the equilibrium switches between resting state and periodic spiking. Further,
point (0, 0, 0, 0) spirally. it is worth mentioning that the neural system (1) exhibits
However, when the coupling weight is fixed as 𝑐 = 0.8, the transient chaos (see Figure 7(a)), which implies that
the equation 𝐿(V) = 0 has two positive and simple roots the system trajectory exhibits a seemingly chaotic solution
V1 = 0.8826, V2 = 1.2372, as shown in Figure 3(c). The corre- for a longer time (see Figure 7(b)) but evolves into a final
sponding eigenvalue with 𝜏1 varying is shown in Figure 3(d). nonchaotic state, such as a periodic activity (see Figure 7(c))
There exist some critical delays determined by (25). From or equilibrium eventually.
Theorem 3, system (1) exhibits the stability switches with The partial eigenvalues are exhibited in Figure 8 for the
the delay 𝜏1 increasing. In fact, the trivial equilibrium point different delay 𝜏1 to illustrate the stability switches between
is asymptotically stable when 𝜏1 ∈ (0, 3.9045). Figure 5(a) resting state and periodic spiking. Figure 8(a) shows that the
illustrates the time history for the fixed delay 𝜏1 = 1.0. When maximum eigenvalues are a conjugate pair with negative part
𝜏1 ∈ (3.9045, 7.1184), the trivial equilibrium point loses its given by −0.0888 ± 0.7515𝑖 for the fixed delay 𝜏1 = 1.0. The
stability and evolves into the instability. The time history for neural system exhibits the resting state. Increasing delay 𝜏1
𝜏1 = 5.0 is shown in Figure 5(b). Further, system (1) obtains yields that the conjugate pair passes through the imaginary
the resting state when delay increases and crosses the critical axis and go into the right-half plane. For 𝜏1 = 5.0, the
value 𝜏1 = 7.1184. The time history for the fixed delay 𝜏1 = pair becomes to be 0.0187 ± 1.0846𝑖 shown in Figure 8(b).
8.0 is illustrated in Figure 5(c). Finally, the equilibrium point The trivial equilibrium point loses its stability. The FHN
loses its stability when the delay 𝜏1 continues to increase, neural system exhibits the periodic spiking. Continuing to
which is shown in Figure 5(d) for the fixed delay 𝜏1 = 10.0. increase delay 𝜏1 , the conjugate pair returns and passes
Figure 6 shows the corresponding one-dimension bifurcation through the imaginary axis again. The maximum eigenval-
diagrams for the varying delay 𝜏1 . It supports the above ues with negative real parts occurs in the left-hand plane.
10 Abstract and Applied Analysis
10 10
𝜏1 = 1.0 𝜏1 = 5.0
5 5
Im (𝜆)
Im (𝜆)
0 0
−5 −5
−10 −10
−5 −4 −3 −2 −1 0 −0.8 −0.6 −0.4 −0.2 0
Re (𝜆) Re (𝜆)
(a) (b)
6
4 𝜏1 = 10.0
𝜏1 = 8.0
4
2 2
Im (𝜆)
Im (𝜆)
0 0
−2
−2
−4
−4
−6
−0.35 −0.3 −0.25 −0.2 −0.15 −0.1 −0.05 0 −0.25 −0.2 −0.15 −0.1 −0.05 0
Re (𝜆) Re (𝜆)
(c) (d)
Figure 8: Distribution of partial eigenvalues for the fixed coupling weight 𝑐 = 0.8 and time delay 𝜏2 = 0, where the asterisk in green represents
the eigenvalues with negative real part and one with positive real part is in red color. The other parameters are fixed as 𝑎 = 0.33, 𝑏 = 1, and
𝛾 = 0.47.
Figure 8(c) shows the eigenvalues are −0.0133 ± 0.8189𝑖 𝐺 has two positive roots shown in Figure 9(c). It follows from
for the fixed delay 𝜏1 = 8.0. The neural system obtains Figure 9(d) that there exist the delay 𝜏2 intervals in which the
again the resting state. Further, if delay 𝜏1 is fixed as eigenvalues have the negative parts. The trivial equilibrium
𝜏1 = 10.0, the maximum eigenvalues are the conjugate pair point switches from stable to unstable, and then back to stable
with positive part 9.0902 × 10−3 ± 1.1452𝑖, as shown in state with delay 𝜏2 increasing. The neural system exhibits the
Figure 8(d). The system (1) exhibits the periodic spiking. In stability switches between resting state and periodic spiking.
a word, the increase of time delay can induce the stability When coupling weight 𝑐 is increased to 1.8, function 𝐺 has
switches between resting state and periodic activity on the two pairs of positive roots, as shown in Figure 9(e). However,
neural system (1). at this time, the maximum eigenvalues of the characteristic
Furthermore, we fix the time delay 𝜏1 = 𝜏1∗ = 0.5 and find equation (13) for the fixed delay 𝜏2 = 0 have the positive real
the combined effects of delay 𝜏2 and coupling weight 𝑐 on the part Re(𝜆) = 0.2787. The equilibrium point of system (1) is
dynamic behavior of neural system (1). The figures of function instable for any delay 𝜏2 , as shown in Figure 9(f).
𝐺 and eigenvalues real parts are displayed in Figure 9 for the Additionally, it follows from Figure 10 that the time delay
different coupling weights 𝑐. Figure 9(a) shows that the curve has the different effect on the periodic activity in the FHN
𝐺 with 𝑐 = 0.2. There is no intersection point when 𝜔 > 0 neural system (1). When the coupling weight and time delay
holds. It implies that the function 𝐺 has no positive root. are chosen as 𝑐 = 1.0, 𝜏1 = 1.0, the eigenvalues of
The real parts of all eigenvalues have the negative part, as the maximum real parts are changed from negative value
shown in Figure 9(b). The equilibrium point of system (1) is to positive ones, as shown in Figure 10(a). It implies that
locally asymptotically stable for the arbitrary delay 𝜏2 . It is the system behavior will evolve from the resting state into
called the delay 𝜏2 -independent stability. With the coupling periodic spiking. That is to say, time delay promotes the
weight 𝑐 increasing to 0.8, the curve determined by function occurrence of the periodic activity in the delay-coupling FHN
Abstract and Applied Analysis 11
×106
12
1.5 0
10
1
8 −0.1
0.5
Re (𝜆)
G 6
0 −0.2
4
0 0.5 1 1.5
−0.3
2
0
−0.4
0 1 2 3 4 0 5 10 15
𝜔 𝜏2
(a) (b)
6
×10
Resting Periodic Resting Periodic
12 0.05
0.6 state spiking state spiking
10 0.4 𝜔2 = 1.2015
0.2 0
8 0
−0.2 𝜔1 = 0.8425
Re (𝜆)
G −0.05
6 −0.4
−0.6
4 −0.8 −0.1
0 0.2 0.4 0.6 0.8 1 1.2
2
−0.15
0
0 1 2 3 4 0 5 10 15
𝜔 𝜏2
(c) (d)
6
×10
12 0.3
1
0.25
10 0.5
𝜔1 = 0.3597
0.2
8 0
Re (𝜆)
𝜔2 = 2.1864 0.15
G 6 −0.5
0.1
4 −1
0 0.5 1 1.5 2 2.5 0.05
2
0
0 −0.05
0 1 2 3 4 0 5 10 15
𝜔 𝜏2
(e) (f)
Figure 9: Function 𝐺 curve ((a), (c), and (e)) and eigenvalues real parts with 𝜏2 varying ((b), (d), and (f)) for the different coupling weights
(a)-(b) 𝑐 = 0.2, (c)-(d) 𝑐 = 0.8, and (e)-(f) 𝑐 = 1.8. The other parameters are fixed as 𝑎 = 0.33, 𝑏 = 1, 𝛾 = 0.47, and 𝜏1 = 0.5.
neural system. However, for the parameter values of 𝑐 = 1.2 Figure 10(b). It implies that the trivial equilibrium point
and 𝜏1 = 0.1, the system has the periodic activity with the obtains the stability by the increasing delay 𝜏2 . Time delay
nondelay 𝜏2 = 0. Increasing delay 𝜏2 , the eigenvalue of the suppresses the system dynamic from periodic activity into
maximum real parts exhibits the negative value, as shown in resting state, which can be used to control the neural system.
12 Abstract and Applied Analysis
0
regarding the publication of this paper.
−0.05
Acknowledgments
−0.1
The authors would like to thank the editor and the reviewers
for their valuable suggestions and comments.
0 5 10 15
𝜏2
References
(a)
[1] R. FitzHugh, “Impulses and physiological states in theoretical
models of nerve membrane,” Biophysical Journal, vol. 1, no. 6,
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[2] J. Nagumo, S. Arimoto, and S. Yoshizawa, “An active pulse
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vol. 50, no. 10, pp. 2061–2070, 1962.
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[3] A. L. Hodgkin and A. F. Huxley, “A quantitative description of
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[4] A. N. Bautin, “Qualitative investigation of a particular nonlinear
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the rich dynamical behaviors. In this paper, a coupled FHN Nagumo systems with unreliable communication links,” Com-
neural system with two delays has been proposed. The munications in Nonlinear Science and Numerical Simulation, vol.
analyses of the number of equilibrium points illustrate that 18, no. 10, pp. 2783–2789, 2013.
the neural system has a unique equilibrium and three equi- [10] C. Xu and P. Li, “Dynamics in a delayed neural network model
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Abstract and Applied Analysis 13
Research Article
Nonlinear Instability for a Volume-Filling Chemotaxis
Model with Logistic Growth
Copyright © 2014 H. Gao and S. Fu. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
This paper deals with a Neumann boundary value problem for a volume-filling chemotaxis model with logistic growth in a 𝑑-
dimensional box T 𝑑 = (0, 𝜋)𝑑 (𝑑 = 1, 2, 3). It is proved that given any general perturbation of magnitude 𝛿, its nonlinear evolution
is dominated by the corresponding linear dynamics along a finite number of fixed fastest growing modes, over a time period of the
order ln(1/𝛿). Each initial perturbation certainly can behave drastically different from another, which gives rise to the richness of
patterns.
the effects of linear and nonlinear diffusion in the large time a chemotaxis model with the volume-filling effect and logistic
asymptotic behavior of the Keller-Segel model of chemotaxis cell growth and established the critical value of the chemotac-
with volume-filling effect. Moreover, the global existence tic coefficient between the existence and the nonexistence of
of solutions and nontrivial steady states were also studied. stationary pattern.
Wang and Hillen [8] established the global existence of Guo and Hwang [26] investigated nonlinear dynamics
classical solutions to a generalized chemotaxis model, which near an unstable constant equilibrium in the classical Keller-
includes the volume-filling effect expressed through a nonlin- Segel model. Their results can be interpreted as a rigorous
ear squeezing probability. Necessary and sufficient conditions mathematical characterization for the early-stage pattern
for spatial pattern formation were given and the underlying formation in the Keller-Segel model. Very recently, Fu and Liu
bifurcations were analyzed. In [9], the stationary solutions of in [22] and [27] studied instability in the Keller-Segel model
the volume-filling chemotaxis model without a growth term with a logistic source and cubic source term, respectively.
were obtained by Jiang and Zhang. Their results indicated that chemotaxis-driven nonlinear
Moreover, Wrzosek [10] considered various assumptions instability occurs in these models.
on nonlinear diffusion and chemotactic sensitivity function In this paper, we mainly consider the nonlinear instability
which lead to the existence of global in time solutions, for the following chemotaxis model:
thus preventing blow-up. In [11], Winkler proved that if
certain conditions were fulfilled, then there were solutions
𝑈
that blow up in either finite or infinite time. In particular, 𝑈𝑡 = ∇ (𝑑1 ∇𝑈 − 𝜒𝑈 (1 − 𝑈) ∇𝑉) + 𝜇𝑈 (1 − ),
in the framework of chemotaxis models incorporating a 𝑈𝑐
volume-filling effect in the sense of Painter and Hillen [1], (2)
his results indicated how strongly the cellular movement 𝑥 ∈ T 𝑑, 𝑡 > 0,
must be inhibited at large cell densities in order to rule
out chemotactic collapse. Winkler and Djie [12] discussed 𝑉𝑡 = 𝑑2 ∇2 𝑉 + 𝛼𝑈 − 𝛽𝑉, 𝑥 ∈ T 𝑑, 𝑡 > 0
boundedness and finite-time collapse for a chemotaxis sys-
tem with volume-filling effect. Wang et al. [13] proved that which is subject to the Neumann boundary conditions
for a wide range of nonlinear diffusion operators, including
singular and degenerate ones, if the taxis force was strong 𝜕𝑈 𝜕𝑉
enough with respect to diffusion and the initial data were = = 0, at 𝑥𝑖 = 0, 𝜋, 1 < 𝑖 < 𝑑 (3)
𝜕𝑥𝑖 𝜕𝑥𝑖
chosen properly, then there was a classical solution which
reaches the threshold at the maximal time of its existence;
and the nonnegative initial data
no matter whether the latter was finite or infinite. Zhang
and Zheng [14] obtained the crucial uniform boundedness of
the solution for a quasilinear nonuniform parabolic system 𝑈 (𝑥, 0) = 𝑈0 (𝑥) ≥ 0, 𝑉 (𝑥, 0) = 𝑉0 (𝑥) ≥ 0,
modelling chemotaxis with volume-filling effect and the (4)
results on convergence to equilibrium and the decay rate 𝑥 ∈ T 𝑑,
using a suitable nonsmooth Simon-Łojasiewicz approach. In
[15], the uniform boundedness, global in time existence and where T 𝑑 = (0, 𝜋)𝑑 (𝑑 = 1, 2, 3) is a 𝑑-dimensional box.
uniqueness of classical solution, were proved. With the help The term 𝜇𝑈(1 − 𝑈/𝑈𝑐 ) describes the logistic growth of cells
of a suitable nonsmooth Simon-Łojasiewicz approach, the with growth rate 𝜇 > 0 and carrying capacity 𝑈𝑐 fulfilling
results on convergence of the solution to equilibrium and the 0 < 𝑈𝑐 ≤ 1. Our main result (see Theorem 6) indicates
convergence rate were obtained. Li and Zhang [16] classified that the nonlinear dynamics near an unstable constant equi-
the existence or nonexistence of steady state solutions of a 1-
librium points in the classical Keller-Segel model, the Keller-
D chemotaxis model with volume-filling effect. Their results
Segel model with a logistic source and cubic source term,
provided insights on how the biological parameters affect
respectively, and a volume-filling chemotaxis model with
pattern formation.
logistic source term are almost similar.
The chemotaxis models with logistic growth but without
a volume-filling effect were studied (see [17–22]). The global The organization of this paper is as follows: in Section 2,
attractor and traveling wave solutions of a volume-filling we show that the unique positive equilibrium point of (2)
chemotaxis model with logistic growth were obtained in [3] without chemotaxis is globally asymptotically stable and
and [23], respectively. Ma et al. [24] studied the existence cross diffusion cannot induce the instability of the positive
of stationary solutions of a volume-filling chemotaxis model equilibrium. In Section 3, we consider the growing modes
with logistic cell growth. Moreover, based on an explicit of (2). In Section 4, we present and prove the Bootstrap
formula for the stationary solutions, which is derived by lemma, which was first introduced in [28]. In Section 5, for
asymptotic bifurcation analysis, the stability criteria were any given general perturbation of magnitude 𝛿, we prove that
established and a selection mechanism of the principal its nonlinear evolution is dominated by the corresponding
wave modes for the stable stationary solution by estimating linear dynamics along a fixed finite number of fastest growing
the leading term of the principal eigenvalue was found. modes, over a time period of the order ln(1/𝛿). Each initial
Quite recently, Ma et al. in [25] studied the nonexistence perturbation certainly can behave drastically different from
of nonconstant steady state (i.e., stationary pattern) for another, which gives rise to the richness of patterns.
Abstract and Applied Analysis 3
2. Stability of Positive Equilibrium Point of Let W = [𝑈, 𝑉] be the unique nonnegative global solu-
(2) without Chemotaxis tion. The maximum principle gives
Let 0 = 𝜇1 < 𝜇2 < 𝜇3 < ⋅ ⋅ ⋅ be the eigenvalues of the oper- By (9), (11), the basic estimates for parabolic equations [31],
ator −Δ on T 𝑑 (𝑑 = 1, 2, 3) with the homogeneous Neumann and Lemma 2.1 in [22] (which is given in [32] in Chinese), we
boundary condition and 𝐸(𝜇𝑖 ) the eigenspace corresponding can conclude that
to 𝜇𝑖 in 𝐿2 (T 𝑑 ). Let 𝑋 = [𝐿2 (T 𝑑 )]2 , {𝜙𝑖𝑗 : 𝑗 = 1, . . . , dim 𝐸(𝜇𝑖 )}
lim 𝑈(⋅, 𝑡) − 𝑈𝑐 𝐿2 (T 𝑑 ) = 0,
be an orthonormal basis of 𝐸(𝜇𝑖 ), and 𝑋𝑖𝑗 = {c ⋅ 𝜙𝑖𝑗 | c ∈ R2 }. 𝑡 → ∞
Then 𝑋 = ⊕∞
dim 𝐸(𝜇𝑖 ) 𝛼 (12)
𝑖=1 𝑋𝑖 , 𝑋𝑖 = ⊕𝑗=1 𝑋𝑖𝑗 .
lim 𝑉(⋅, 𝑡) − 𝑈𝑐 = 0.
Let D = diag(𝑑1 , 𝑑2 ) and L = DΔ + FW (W). The lineari- 𝑡 → ∞ 𝛽 𝐿2 (T 𝑑 )
zation of (7) at [𝑈, 𝑉] can be expressed by W𝑡 = L(W − W).
For each 𝑖 ≥ 1, 𝑋𝑖 is invariant under the operator L, and 𝜆 is The global asymptotic stability of [𝑈𝑐 , (𝛼/𝛽)𝑈𝑐 ] follows from
an eigenvalue of L on 𝑋𝑖 if and only if it is an eigenvalue of (12) together with the local stability of [𝑈𝑐 , (𝛼/𝛽)𝑈𝑐 ].
the matrix Next, we consider that the cross diffusion model
−𝜇 𝑑 − 𝜇 0 𝑈
−𝜇𝑖 D + FW (W) = ( 𝑖 1 ). (8) 𝑈𝑡 = 𝑑1 Δ (𝑈 + 𝑑3 𝑈𝑉) + 𝜇𝑈 (1 − ),
𝛼 −𝜇𝑖 𝑑2 − 𝛽 𝑈𝑐
Thus, −𝜇𝑖 D + FW (W) has two negative eigenvalues −𝜇𝑖 𝑑1 − 𝑥 ∈ T 𝑑, 𝑡 > 0,
𝜇 and −𝜇𝑖 𝑑2 − 𝛽. It follows from Theorem 5.1.1 in [30] that
[𝑈𝑐 , (𝛼/𝛽)𝑈𝑐 ] is locally asymptotically stable. 𝑉𝑡 = 𝑑2 Δ𝑉 + 𝛼𝑈 − 𝛽𝑉, 𝑥 ∈ T 𝑑 , 𝑡 > 0,
4 Abstract and Applied Analysis
𝜇𝑢2 𝜆±q + 𝑑2 𝑞2 + 𝛽
− 𝜒∇ [𝑢 (1 − 𝑢 − 2𝑈𝑐 ) ∇V] − , (18) r± (q) = [ , 1] . (26)
𝑈𝑐 𝛼
Ωmax ≡ {q ∈ Ω | 𝜆+q = 𝜆 max }. From (25) we can regard 𝜆+q as a It follows from (29) that
function of 𝑞2 . Therefore, there is one 𝑞2 (possibly two) having
𝜆+ (𝑞2 ) = 𝜆 max . We also denote 𝜌 > 0 to be the gap between ± r± (q) × wq
𝑤q ≤
det [r (q) , r (q)] .
(36)
the 𝜆 max and the rest; that is, 𝜌 = minq∈Ω\Ωmax |𝜆 max − 𝜆 q |. − +
Given any initial perturbation w(x, 0), we can expand it
as From (26) and (34), we can conclude that there exists a
positive constant 𝐶2 such that
w (x, 0) = ∑ wq 𝑒q (x) = ∑ {𝑤q− r− (q) + 𝑤q+ r+ (q)} 𝑒q (x) ,
2
q∈Ω q∈Ω
√ 𝜆±q 𝑑 𝛽
(28) r
± (q) = [( + 2 ) 𝑞2 + ] + 1 ≤ 𝐶2 𝑞2 (37)
𝛼𝑞2 𝛼 𝛼
wq = 𝑤q− r− (q) + 𝑤q+ r+ (q) . (29)
for all 𝑞 > 0, where 𝐶2 = 2 max{𝐶1 + 𝑑2 /𝛼, 1 + 𝛽/𝛼}. By (34),
In the sequel, denote by ⟨⋅, ⋅⟩ and (⋅, ⋅) the inner product one can deduce
2
of [𝐿2 (T 𝑑 )] and the scalar product of R2 , respectively. For 1 1 𝛼
2
any g(⋅, 𝑡) ∈ [𝐿2 (T 𝑑 )] , we denote ‖g(⋅, 𝑡)‖ ≡ ‖g(⋅, 𝑡)‖𝐿2 . ≤ 2𝑞 √ . (38)
det [r− (q) , r+ (q)] 𝜒𝑈𝑐 (1 − 𝑈𝑐 )
Throughout this paper, we always denote universal constants
by 𝐶𝑖 (𝑖 = 1, 2, . . .). Combining (37) and (38), we find that
Clearly,
±
𝑤q ≤ 𝐶3 𝑞 wq , (39)
𝜋 𝑑
2
‖w (x, 0)‖2 = ( ) ∑ wq . (30)
2 q∈Ω where 𝐶3 = (𝐶2 /2)√𝛼/𝜒𝑈𝑐 (1 − 𝑈𝑐 ). For 𝑡 ≥ 1 and 𝑞 large, it
is not difficult to verify by (33), (37), and (39) that
The unique solution w(x, 𝑡) = [𝑢(x, 𝑡), V(x, 𝑡)] of (19) is
± ±
𝑤 r± (q) 𝑒𝜆 q 𝑡 ≤ 𝐶2 𝐶3 𝑞3 wq 𝑒𝜆 q 𝑡
±
given by
q
− +
w (x, 𝑡) = ∑ {𝑤q− r− (q) 𝑒𝜆 q 𝑡 + 𝑤q+ r+ (q) 𝑒𝜆 q 𝑡 } 𝑒q (x) 𝑞3
q∈Ω
(31) ≤ 𝐶4 wq 2
≤ 𝐶5 wq .
exp (min {𝑑1 , 𝑑2 } 𝑞 )
L𝑡
≡ 𝑒 w (x, 0) . (40)
Our main result in this section is the following lemma. In view of (30) and (40), we observe that
Lemma 1. Suppose that the instability criterion (23) holds. Let ‖w (x, 𝑡)‖ ≤ 2𝐶5 𝑒𝜆 max 𝑡 ‖w (x, 0)‖ , for 𝑡 ≥ 1. (41)
w(x, 𝑡) ≡ 𝑒L𝑡 w(x, 0) be a solution to the linearized system (19)
̂1 ≥
with initial condition w(x, 0). Then there exists a constant 𝐶
(2) 𝑡 ≤ 1. Multiplying the first equation of (19) by 𝑢
1 depending on 𝑑1 , 𝑑2 , 𝑈𝑐 , 𝜒, 𝜇, 𝛼, and 𝛽, such that
and the second by 𝐾V, adding them together, and
̂1 𝑒𝜆 max 𝑡 ‖w (⋅, 0)‖ , integrating the result in T 𝑑 , we have
‖w (⋅, 𝑡)‖ ≤ 𝐶 ∀𝑡 ≥ 0. (32)
1 𝑑
Proof. We divide the proof into the following two cases. ∫ {|𝑢|2 + 𝐾|V|2 } dx
2 𝑑𝑡 T 𝑑
(1) 𝑡 ≥ 1. It follows from (25) that
+ ∫ {𝑑1 |∇𝑢|2 + 𝐾𝑑2 |∇V|2
𝜆±q T𝑑
lim = −𝑑1 , −𝑑2 , (33)
q → ∞ 𝑞2
− 𝜒𝑈𝑐 (1 − 𝑈𝑐 ) ∇𝑢∇V} dx (42)
𝜆±
q + 𝛼𝐾 ∫ 𝑢V dx.
≤ 𝐶1 . (34)
𝑞2 T𝑑
Let
By the quadratic formula of (22), one can obtain
2
[𝜒𝑈𝑐 (1 − 𝑈𝑐 )]
+ 𝐾= . (43)
𝜆 q − 𝜆−q ≥ 2𝑞√𝛼𝜒𝑈𝑐 (1 − 𝑈𝑐 ). (35) 𝑑1 𝑑2
6 Abstract and Applied Analysis
Then the integrand of the second integral can be estimated as Lemma 4. Let [𝑢(x, 𝑡), V(x, 𝑡)] be a solution of (18). Then
follows: 2
1 𝑑 2 [𝜒𝑈𝑐 (1 − 𝑈𝑐 )] 𝛼 2
∑ ∫ {𝐷𝛼 𝑢 + 𝐷 V } dx
𝑑1 |∇𝑢|2 + 𝐾𝑑2 |∇V|2 − 𝜒𝑈𝑐 (1 − 𝑈𝑐 ) ∇𝑢∇V 2 𝑑𝑡 |𝛼|=2 T 𝑑 𝑑1 𝑑2
2 (44) 2
𝑑 [𝜒𝑈𝑐 (1 − 𝑈𝑐 )] 𝑑1 𝛼 2 [𝜒𝑈𝑐 (1 − 𝑈𝑐 )] 𝛼 2
≥ 1 |∇𝑢|2 + |∇V|2 ≥ 0. + ∑ ∫ { ∇𝐷 𝑢 + ∇𝐷 V } dx
2 2𝑑1 |𝛼|=2 T𝑑 4 2𝑑1
2
Using Young inequality, we deduce that 2 𝛽[𝜒𝑈𝑐 (1 − 𝑈𝑐 )]
+ 𝜇 ∑ ∫ 𝐷𝛼 𝑢 dx +
|𝛼|=2 T
𝑑 2𝑑1 𝑑2
1 𝑑 𝛼√𝐾
∫ {|𝑢|2 + 𝐾 V2 } dx ≤ ∫ {|𝑢|2 + 𝐾|V|2 } dx.
2 𝑑𝑡 T 𝑑 2 2
T𝑑
× ∑ ∫ 𝐷𝛼 V dx
(45) T𝑑
|𝛼|=2
̃V𝑡 = 𝑑2 ∇2 ̃V + 𝛼̃
𝑢 − 𝛽̃V, 𝑥 ∈ 2T 𝑑 , 𝑡 > 0,
‖w (x, 𝑡)‖ ≤ √𝑒𝛼 /𝐾𝑒𝜆 max 𝑡 ‖w (x, 0)‖ . (48)
𝜕̃
𝑢 𝜕̃V
Let 𝐶 ̂1 =
̂1 = max{2𝐶5 , √𝑒𝛼 /𝐾} ≥ 1 if 0 < 𝐾 < 1, and let 𝐶 = = 0, at 𝑥𝑖 = −𝜋, 0, 𝜋, for 1 ≤ 𝑖 ≤ 𝑑, (53)
𝜕𝑥𝑖 𝜕𝑥𝑖
√
max{2𝐶 , 𝐾𝑒 𝛼 √𝐾
} ≥ 1 if 𝐾 ≥ 1. Then
5 where [̃ 𝑢(x, 𝑡), ̃V(x, 𝑡)] is the even extension of [𝑢(x, 𝑡), V(x, 𝑡)]
on 2T 𝑑 . Taking the second-order derivative of (52) for
̂1 𝑒𝜆 max 𝑡 ‖w (x, 0)‖ .
‖w (x, 𝑡)‖ ≤ 𝐶 (49) 𝑥𝑖 , 𝑥𝑗 and making inner product with 𝜕𝑥𝑖 𝑥𝑗 𝑢̃ and 𝐾𝜕𝑥𝑖 𝑥𝑗 ̃V,
This completes the proof of Lemma 1. respectively, and adding them together, we deduce that
1 𝑑 2 2
∫ {𝜕𝑥𝑖 𝑥𝑗 𝑢̃ + 𝐾𝜕𝑥𝑖 𝑥𝑗 ̃V } dx
4. Bootstrap Lemma 2 𝑑𝑡 2T 𝑑
2 2
By a standard PDE theory [31], we can establish the existence +∫ {𝑑1 ∇𝜕𝑥𝑖 𝑥𝑗 𝑢̃ + 𝐾𝑑2 ∇𝜕𝑥𝑖 𝑥𝑗 ̃V
2T 𝑑
of local solutions for (18).
and 𝜒.
− 𝜒∫ 𝑢2 ∇̃V) dx
∇𝜕𝑥𝑖 𝑥𝑗 𝑢̃ ⋅ 𝜕𝑥𝑖 𝑥𝑗 (̃
2T 𝑑
It is not difficult to verify the following result.
+ 𝐾𝛼 ∫ 𝜕𝑥𝑖 𝑥𝑗 𝑢̃ ⋅ 𝜕𝑥𝑖 𝑥𝑗 ̃V dx
Lemma 3. Let w(x, 𝑡) be a solution of (18). Then the even 2T 𝑑
extension of w(x, 𝑡) on 2T 𝑑 = (−𝜋, 𝜋)𝑑 (𝑑 = 1, 2, 3) is also 2𝜇 2
the solution of (18) which satisfies homogeneous Neumann − ∫ [̃ 𝑢(𝜕𝑥𝑖 𝑥𝑗 𝑢̃) + 𝜕𝑥𝑖 𝑢̃ ⋅ 𝜕𝑥𝑗 𝑢̃ ⋅ 𝜕𝑥𝑖 𝑥𝑗 𝑢̃] dx
𝑈𝑐 2T 𝑑
boundary conditions and periodical boundary conditions on
2T 𝑑 = (−𝜋, 𝜋)𝑑 (𝑑 = 1, 2, 3). ≡ 𝐼1 + 𝐼2 + 𝐼3 + 𝐼4 .
Abstract and Applied Analysis 7
We can apply Young inequality and (43) to get Combining (56), (57), and (62), we observe that
2 2 2
𝑑1 ∇𝜕𝑥𝑖 𝑥𝑗 𝑢̃ + 𝐾𝑑2 ∇𝜕𝑥𝑖 𝑥𝑗 ̃V w‖𝐻2 ∇3 w
∑ 𝐼1 ≤ 𝜒 1 − 2𝑈𝑐 𝐶14 ‖̃ ̃ , (63)
|𝛼|=2
− 𝜒𝑈𝑐 (1 − 𝑈𝑐 ) ∇𝜕𝑥𝑖 𝑥𝑗 𝑢̃ ⋅ ∇𝜕𝑥𝑖 𝑥𝑗 ̃V
(55) where 𝐶14 = 𝐶6 [(1 + 2𝑑)𝐶13 + 1].
2 By Hölder inequality, it follows from (57) and (62) that
𝑑1 2 [𝜒𝑈𝑐 (1 − 𝑈𝑐 )] 2
∇𝜕𝑥 𝑥 ̃V .
≥ ∇𝜕𝑥𝑖 𝑥𝑗 𝑢̃ + 𝑖 𝑗
2 2𝑑1 2
w‖2𝐻2 ∇3 w
∑ 𝐼2 ≤ 𝜒𝐶15 ‖̃ ̃ , (64)
Now we estimate each term on the right-hand sides of |𝛼|=2
(54). By using Hölder inequality,
where 𝐶15 = 𝐶6 (2𝐶9−2 𝐶12
2
𝐶13 + 6𝐶6 𝐶13 + 𝐶6 ).
𝐼1 ≤ 𝜒 1 − 2𝑈𝑐 Now we estimate 𝐼3 . By interpolation for all 𝑎 > 0, it can
be proved that
× {‖∇̃V‖𝐿∞ ∇𝜕𝑥𝑖 𝑥𝑗 𝑢̃ 𝜕𝑥𝑖 𝑥𝑗 𝑢̃ 2 2 𝑢‖2
𝜕𝑥 𝑥 𝑢̃ ≤ 𝐶0 (𝑎∇𝜕𝑥 𝑥 𝑢̃ + ‖̃ ). (65)
𝑖 𝑗 𝑖 𝑗 4𝑎2
𝑑 (56)
+ 2∑‖∇̃𝑢‖𝐿∞ 𝜕𝑥𝑖 𝑥𝑗 ̃V ∇𝜕𝑥𝑖 𝑥𝑗 𝑢̃ Then it is easy to see that
𝑖=1
𝐾𝛽 2
∑ 𝐼3 ≤ ∑ ∫ 𝐷𝛼 ̃V dx
𝑢‖𝐿∞ ∇𝜕𝑥𝑖 𝑥𝑗 𝑢̃ ∇𝜕𝑥𝑖 𝑥𝑗 ̃V } .
+ ‖̃ |𝛼|=2
2 |𝛼|=2 2T 𝑑
(66)
𝑑 2
Notice that + 1 ∑ ∫ ∇𝐷𝛼 𝑢̃ dx + 𝐶
̂3 ‖̃
𝑢‖2 ,
4 |𝛼|=2 2T 𝑑
𝑔𝐿∞ (2T 𝑑 ) ≤ 𝐶6 𝑔𝐻2 (2T 𝑑 ) ,
where 𝐶̂3 = 𝐶3 𝛼3 [𝜒𝑈𝑐 (1 − 𝑈𝑐 )]6 /2𝛽3 𝑑5 𝑑3 and 𝑎 = 𝑑2 𝑑2 𝛽/
0 1 2 1
𝑔𝐿4 (2T 𝑑 ) ≤ 𝐶7 𝑔𝐻2 (2T 𝑑 ) , (57) 2[𝜒𝑈𝑐 (1 − 𝑈𝑐 )]2 𝐶0 𝛼.
Finally, from (57) and (61), 𝐼4 is bounded by
𝑔𝐿6 (2T 𝑑 ) ≤ 𝐶8 𝑔𝐻2 (2T 𝑑 ) ,
4𝜇 2
for 𝑑 ≤ 3. Clearly, ∑ 𝐼4 ≤ w‖𝐻2 ∇3 w
𝐶 ‖̃ ̃ . (67)
|𝛼|=2
𝑈𝑐 16
∫ ∇̃
𝑢 𝑑x = ∫ ∇̃V 𝑑x = 0,
2T 𝑑 2T 𝑑 Combining (54), (55), and (63)–(67), one can obtain
(58)
∫ 𝜕𝑥𝑖 𝑥𝑗 𝑢̃ 𝑑x = ∫ 𝜕𝑥𝑖 𝑥𝑗 ̃V 𝑑x = 0. 1 𝑑 2 2
∑ ∫ {𝐷𝛼 𝑢 + 𝐾𝐷𝛼 V } dx
2T 𝑑 2T 𝑑 2 𝑑𝑡 |𝛼|=2 T 𝑑
Using the Poincaré inequality, we have
𝑑1 𝛼 2 𝐾𝑑2 𝛼 2
𝑔 ≤ 𝐶9 𝑔𝐿4 (2T 𝑑 ) ≤ 𝐶10 𝑔𝐿6 (2T 𝑑 ) + ∑ ∫ { ∇𝐷 𝑢 + ∇𝐷 V } dx
|𝛼|=2 T𝑑 4 2
(59)
(68)
≤ 𝐶11 𝑔𝐻1 ≤ 𝐶12 ∇𝑔 , 𝑑 ≤ 3.
2 𝛽𝐾 2
It follows from (58) and (59) that + 𝜇 ∑ ∫ 𝐷𝛼 𝑢 dx + ∑ ∫ 𝐷𝛼 V dx
|𝛼|=2 T
𝑑 2 |𝛼|=2 T
𝑑
𝜕𝑥𝑖 𝑔 ≤ 𝐶12 ∇𝜕𝑥𝑖 𝑔 , 𝜕𝑥 𝑥 𝑔 ≤ 𝐶12 ∇𝜕𝑥 𝑥 𝑔 ,
𝑖 𝑗 𝑖 𝑗
̂2 (‖w‖𝐻2 + ‖w‖2 2 ) ∇3 w2 + 𝐶
≤𝐶 ̂3 ‖𝑢‖2 ,
(60) 𝐻
1/2 1/2 where 𝐶̂2 = (𝜒|1 − 2𝑈𝑐 | + 𝜒 + (4𝜇/𝑈𝑐 )) max{𝐶14 , 𝐶15 , 𝐶16 } and
𝛼 2 2
∇𝑔 ≤ 𝐶12 ( ∑ 𝐷 𝑔 ) ( ∑ ∇𝐷𝛼 𝑔 )
2
≤ 𝐶12 . the proof is completed.
|𝛼|=2 |𝛼|=2
(61) Lemma 5. Let w(x, 𝑡) be a solution of (18) such that for 0 ≤
𝑡 ≤ 𝑇 < 𝑇0 ,
Furthermore,
2
1/2 1 𝑑 [𝜒𝑈𝑐 (1 − 𝑈𝑐 )]
𝛼 2 ‖w(⋅, 𝑡)‖𝐻2 + ‖w(⋅, 𝑡)‖2𝐻2 ≤ min { 1 , },
∇𝑔𝐻2 ≤ 𝐶13 ( ∑ ∇𝐷 𝑔 ) , ̂2
𝐶 4 2𝑑1
|𝛼|=2 (62) (69)
4 2 1/2
𝐶13 = (𝐶12 + 𝐶12 + 1) . ̂1 𝑒𝜆 max 𝑡 ‖w (⋅, 0)‖ .
‖w (⋅, 𝑡)‖ ≤ 2𝐶 (70)
8 Abstract and Applied Analysis
Then (2) If [𝜒𝑈𝑐 (1−𝑈𝑐 )]2 /𝑑1 𝑑2 < 1, then it is not hard to verify
̂4 {‖w(⋅, 0)‖2 2 + 𝑒2𝜆 max 𝑡 ‖w(⋅, 0)‖2 } ,
‖w(⋅, 𝑡)‖2𝐻2 ≤ 𝐶 by (70), (73), and (75) that
𝐻
(71) ̂4 {‖w(⋅, 0)‖2 2 + ‖w(⋅, 0)‖2 𝑒2𝜆 max 𝑡 } ,
0 ≤ 𝑡 ≤ 𝑇, ‖w(⋅, 𝑡)‖2𝐻2 ≤ 𝐶 𝐻 (78)
where 𝐶 ̂4 = max{(1 + 𝐶2 )[𝜒𝑈𝑐 (1 − 𝑈𝑐 )]2 /𝑑1 𝑑2 , 4𝐶 ̂2 [1 + where 𝐶 ̂4 = max{(1 + 𝐶2 )(𝑑1 𝑑2 /[𝜒𝑈𝑐 (1 − 𝑈𝑐 )]2 ), 4𝐶 ̂2 [1 +
12 1 12 1
̂3 (1 + 𝐶 )/𝜆 max ]} if [𝜒𝑈𝑐 (1 − 𝑈𝑐 )] /𝑑1 𝑑2 ≥ 1 and 𝐶
𝐶 2 2 ̂4 = ̂3 (1 + 𝐶2 )𝑑1 𝑑2 /𝜆 max [𝜒𝑈𝑐 (1 − 𝑈𝑐 )]2 ]} and thereby complet-
𝐶
12 12
2 2 ̂2 ̂ 2
max{(1 + 𝐶12 )𝑑1 𝑑2 /[𝜒𝑈𝑐 (1 − 𝑈𝑐 )] , 4𝐶1 [1 + 𝐶3 (1 + 𝐶12 )𝑑1 𝑑2 / ing the proof.
𝜆 max [𝜒𝑈𝑐 (1 − 𝑈𝑐 )]2 ]} if [𝜒𝑈𝑐 (1 − 𝑈𝑐 )]2 /𝑑1 𝑑2 < 1.
5. Main Result
Proof. It follows from (61) that
2 Let 𝜃 > 0 be a small fixed constant, and 𝜆 max the dominant
‖∇w(⋅, 𝑡)‖2 ≤ 𝐶12
2
∑ 𝐷𝛼 w(⋅, 𝑡) . (72) eigenvalue which is the maximal growth rate. For 𝛿 > 0
|𝛼|=2
arbitrary small we define the escape time 𝑇𝛿 by
Thus, 𝛿
2 𝜃 = 𝛿𝑒𝜆 max 𝑇 (79)
‖w(⋅, 𝑡)‖2𝐻2 2
≤ ‖w (⋅, 𝑡)‖ + 2
(𝐶12 + 1) ∑ 𝐷𝛼 w(⋅, 𝑡) .
|𝛼|=2 or equivalently
(73)
1 𝜃
Now we estimate the second-order derivatives of w(⋅, 𝑡). 𝑇𝛿 = ln . (80)
𝜆 max 𝛿
From Lemma 4 and (69), we can obtain
2 Our main result in this paper reads as follows.
1 𝑑 2 [𝜒𝑈𝑐 (1 − 𝑈𝑐 )] 𝛼 2
∑ ∫ {𝐷𝛼 𝑢 + 𝐷 V } dx
2 𝑑𝑡 |𝛼|=2 T 𝑑 𝑑1 𝑑2 (74) Theorem 6. Assume that the set of 𝑞2 = ∑𝑑𝑖=1 𝑞𝑖2 satisfying
instability criterion (23) is not empty for given parameters 𝑑1 ,
̂3 ‖𝑢‖2 ≤ 𝐶
≤𝐶 ̂3 ‖w(⋅, 𝑡)‖2 . 𝑑2 , 𝛼, 𝛽, 𝜒, 𝜇, and 𝑈𝑐 . Let
Integrating this from 0 to 𝑡, we deduce from (70) that w0 (x) = ∑ {𝑤q− r− (q) + 𝑤q+ r+ (q)} 𝑒q (x) ∈ 𝐻2 ,
2
(81)
q∈Ω
2 [𝜒𝑈𝑐 (1 − 𝑈𝑐 )] 𝛼 2
∑ ∫ {𝐷𝛼 𝑢 (⋅, 𝑡) + 𝐷 V (⋅, 𝑡) } dx
|𝛼|=2 T
𝑑 𝑑 𝑑
1 2 such that ‖w0 ‖ = 1. Then there exist constants 𝛿0 > 0, 𝐶 ̂ > 0,
and 𝜃 > 0, depending on 𝑑1 , 𝑑2 , 𝛼, 𝛽, 𝜒, 𝜇, and 𝑈𝑐 , such that
2 for all 0 < 𝛿 ≤ 𝛿0 , if the initial perturbation of the steady state
≤ ∑ ∫ {𝐷𝛼 𝑢 (⋅, 0)
T𝑑
|𝛼|=2 [𝑈, 𝑉] is w𝛿 (⋅, 0) = 𝛿w0 , then its nonlinear evolution w𝛿 (⋅, 𝑡)
2 satisfies
[𝜒𝑈𝑐 (1 − 𝑈𝑐 )] 𝛼 2
+ 𝐷 V (⋅, 0) } dx
𝛿
𝑑1 𝑑2 w (⋅, 𝑡) − 𝛿𝑒𝜆 max 𝑡 ∑ 𝑤+ r (q) 𝑒 (x)
q + q
̂2 𝐶
4𝐶 ̂
1 3 2𝜆 max 𝑡 q∈Ωmax
+ 𝑒 ‖w(⋅, 0)‖2 .
𝜆 max (82)
̂ {𝑒−𝜌𝑡 + 𝛿w0 2 2 + 𝛿2 w0 3 2
≤𝐶
(75) 𝐻 𝐻
We will proceed in the following two cases: [𝜒𝑈𝑐 (1 −
+ 𝛿𝑒𝜆 max 𝑡 + 𝛿2 𝑒2𝜆 max 𝑡 } 𝛿𝑒𝜆 max 𝑡
𝑈𝑐 )]2 /𝑑1 𝑑2 ≥ 1, [𝜒𝑈𝑐 (1 − 𝑈𝑐 )]2 /𝑑1 𝑑2 < 1.
(1) If [𝜒𝑈𝑐 (1 − 𝑈𝑐 )]2 /𝑑1 𝑑2 ≥ 1, then it is clear from (75) for 0 ≤ 𝑡 ≤ 𝑇𝛿 , and 𝜌 > 0 is the gap between 𝜆 max and the rest
that of 𝜆 q in (82).
2
2 [𝜒𝑈𝑐 (1 − 𝑈𝑐 )] 2 Proof. Let w𝛿 (x, 𝑡) be the solutions of (18) with initial data
∑ 𝐷𝛼 w(⋅, 𝑡) ≤ ∑ 𝐷𝛼 w(⋅, 0)
|𝛼|=2
𝑑 𝑑
1 2 |𝛼|=2 w𝛿 (⋅, 0) = 𝛿w0 . Define
(76)
̂2 𝐶
4𝐶 ̂ 𝐶̂
+ 1 3 𝑒2𝜆 max 𝑡 ‖w(⋅, 0)‖2 . 𝑇∗ = sup {𝑡 | w𝛿 (⋅, 𝑡) − 𝛿𝑒L𝑡 w0 ≤ 1 𝛿𝑒𝜆 max 𝑡 } .
𝜆 max 2
We recall (80) and choose 𝜃 such that Next, We prove by contradiction that for 𝛿 sufficiently
2 small, 𝑇𝛿 = min{𝑇𝛿 , 𝑇∗ , 𝑇∗∗ }. If 𝑇∗∗ is the smallest, we can
𝜆 max 𝑑1 [𝜒𝑈𝑐 (1 − 𝑈𝑐 )]
̂∗ 𝐶
𝐶 ̂ ̂1/2 let 𝑡 = 𝑇∗∗ ≤ 𝑇𝛿 in (86) and (87) to get
2 4 𝜃 (1 + 2𝐶4 𝜃) < min { , , }.
4 8 4𝑑1
𝛿 ∗∗ 2
(84) w (𝑇 ) 2 + w𝛿 (𝑇∗∗ ) 2
𝐻 𝐻
We first estimate 𝐻2 norm of w𝛿 (x, 𝑡) for 0 ≤ 𝑡 ≤ min{𝑇𝛿 ,
𝑇 , 𝑇∗∗ }. By the definition of 𝑇∗ and Lemma 1, for 0 < 𝑡 ≤ 𝑇∗ ,
∗
̂4 𝛿w0 2 + 𝐶
≤ √𝐶 ̂4 𝛿2 w0 2 2
we have 𝐻 𝐻
𝛿 3 ̂ 𝜆 max 𝑡
w (⋅, 𝑡) ≤ 𝐶 (91)
2 1 𝛿𝑒 . (85) ̂4 𝜃 (1 + √𝐶
+ √𝐶 ̂4 𝜃)
From Lemma 5, direct computation gives
2
𝛿 ̂4 {𝛿w0 2 + 𝛿𝑒𝜆 max 𝑡 } . 1 𝑑 [𝜒𝑈𝑐 (1 − 𝑈𝑐 )]
w (⋅, 𝑡) 2 ≤ √𝐶 𝐻 (86) < ∗ min { 1 , },
𝐻 ̂
𝐶2 4 2𝑑1
It follows from (86) and (𝑎 + 𝑏)𝑝 ≤ 2𝑝−1 (𝑎𝑝 + 𝑏𝑝 )(𝑎, 𝑏 ≥ 0, 𝑝 ≥
1) that ̂4 ≥ 1 and 𝛿 is sufficiently small
where 𝜃 satisfies (84) with 𝐶
w𝛿 (⋅, 𝑡)3 ≤ 4(𝐶
̂4 )3/2 {𝛿3 w0 3 2 + 𝛿3 𝑒3𝜆 max 𝑡 } . (87) such that √𝐶̂4 𝛿‖w0 ‖ 2 + 𝐶̂4 𝛿2 ‖w0 ‖2 2 ≤ (1/2𝐶
̂∗ ) min{𝑑1 /4,
𝐻2 𝐻 𝐻 𝐻 2
[𝜒𝑈𝑐 (1 − 𝑈𝑐 )]2 /2𝑑1 }. This is a contradiction to the definition
Secondly, we establish a sharper 𝐿2 estimate for w𝛿 (x, 𝑡) of 𝑇∗∗ .
for 0 ≤ 𝑡 ≤ min{𝑇𝛿 , 𝑇∗ , 𝑇∗∗ }. Applying Duhamel’s principle, If 𝑇∗ is the smallest, let 𝑡 = 𝑇∗ ≤ 𝑇𝛿 in (88), we see that
we get
𝛿
w (⋅, 𝑇∗ ) − 𝛿𝑒L𝑇 w0
∗
w𝛿 (⋅, 𝑡) = 𝛿𝑒L𝑡 w0
𝑡
− ∫ 𝑒L(𝑡−𝜏) [𝜒 (1 − 2𝑈𝑐 ) ∇𝑢𝛿 (𝜏) ∇V𝛿 (𝜏) 2 ̂4 𝛿2 w0 3 2
0 { 𝛿w0 𝐻2 + 4√𝐶
{
𝐻
̂ ̂ ̂
≤ 𝐶1 𝐶4 𝐶5 {
− 2𝜒𝑢𝛿 (𝜏) ∇𝑢𝛿 (𝜏) ∇V𝛿 (𝜏) { 𝜆 max
{
+ 𝜒 (1 − 2𝑈𝑐 ) 𝑢𝛿 (𝜏) ∇2 V𝛿 (𝜏) (92)
2 𝜃 + 2√𝐶 ̂4 𝜃 } 2}
− 𝜒(𝑢𝛿 (𝜏)) ∇2 V𝛿 (𝜏)
∗
+ } 𝛿𝑒𝜆 max 𝑇
𝜆 max }
𝜇 𝛿 2 }
+ (𝑢 (𝜏)) , 0] 𝑑𝜏.
𝑈𝑐
(88) ̂1 𝜆 𝑇∗
𝐶
< 𝛿𝑒 max ,
2
By Lemma 1, (57), (59), and Lemma 5, for 0 ≤ 𝑡 ≤ min{𝑇𝛿 ,
𝑇∗ , 𝑇∗∗ }, we know ̂4 𝐶
̂5 ((𝛿‖w0 ‖2 2 + 4√𝐶
̂4 𝛿2 ‖w0 ‖3 2 )/
for 𝛿 is small such that 𝐶
𝛿 𝐻 𝐻
w (⋅, 𝑡) − 𝛿𝑒L𝑡 w0 ̂5 /𝐶
𝜆 max ) < 1/4, by our choice of 𝜃 in (84) and let 𝐶 ̂∗ ≤ 1.
2
𝑡 This again contradicts the definition of 𝑇∗ . Hence, 𝑇𝛿 is the
̂5 ∫ 𝑒𝜆 max (𝑡−𝜏) (w𝛿 (𝜏) 2 + w𝛿 (𝜏) 2 ) 𝑑𝜏,
2 3
̂1 𝐶
≤𝐶 smallest.
0
𝐻 𝐻
(89) Finally, we can obtain from (31) that
By (30), (37), (39), and the definition of 𝜌, we get Respecting the above-mentioned facts, the models (7)
and (13) have no nonconstant positive steady state no matter
𝜋 𝑑 − 2
𝐼12 ≤ 𝛿2 𝑒2(𝜆 max −𝜌)𝑡 ( ) ∑ 𝑤q r− (q)2 what the self-diffusion coefficients 𝑑1 , 𝑑2 and cross diffusion
2 q∈Ω 𝑑3 are; in other words, self-diffusion and cross diffusion
max
(94) (without chemotaxis) cannot drive instability and cannot
𝜋 𝑑 6 2
∑ 𝑞 w𝑞 .
2 2(𝜆 max −𝜌)𝑡 generate patterns for the corresponding model. This means
≤𝛿 𝑒 𝐶22 𝐶42 ( )
2 q∈Ωmax
that chemotaxis-driven instability occurs. We prove that for
any given general perturbation of magnitude 𝛿, linear fastest
From (25) we know that there is one (or two) 𝑞2 satisfying growing modes determine the nonlinear evolution for the
model (2), over a time period of the order ln 1/𝛿. Therefore,
𝜆+ (𝑞2 ) = 𝜆 max . If there is only one 𝑞2 satisfying 𝜆+ (𝑞2 ) =
2 our results indeed provide a rigorous mathematical descrip-
𝜆 max , we denote it by 𝑞max ; if there are 𝑞12 and 𝑞22 satisfying tion for the nonlinear pattern formation in a volume-filling
+ 2 2
𝜆 (𝑞𝑖 ) = 𝜆 max (𝑖 = 1, 2), we can let 𝑞max = max{𝑞12 , 𝑞22 }. It chemotaxis model with logistic growth.
follows from (30) and (94) that
̂6 𝛿𝑒(𝜆 max −𝜌)𝑡 ,
𝐼1 ≤ 𝐶 (95) Conflict of Interests
̂6 = 𝐶2 𝐶3 𝑞3 . Furthermore, by (29), (30), and the The authors declare that they have no conflict of interests
where 𝐶 max regarding the publication of this paper.
definition of 𝜌, we know that
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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2014, Article ID 623726, 4 pages
http://dx.doi.org/10.1155/2014/623726
Research Article
A Note on Gronwall’s Inequality on Time Scales
Xueru Lin
College of Mathematics and Computer Science, Fuzhou University, Fuzhou 350002, China
Copyright © 2014 Xueru Lin. This is an open access article distributed under the Creative Commons Attribution License, which
permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
This paper gives a new version of Gronwall’s inequality on time scales. The method used in the proof is much different from that in
the literature. Finally, an application is presented to show the feasibility of the obtained Gronwall’s inequality.
which is different from inequality (3) in Theorem B. Since Lemma 4. Suppose that 𝑔 : T → R+ is positive delta differen-
Theorem B requires 𝑝(𝑡) ≥ 0, we see that Theorem B tiable on T and 𝑔Δ (𝑡)/𝑔(𝑡) is regressive. Then 𝜉𝜇(𝑡) (𝑔Δ (𝑡)/𝑔(𝑡))
cannot be applied to (7). Moreover, the method used to is a preantiderivative of function Log[𝑔(𝑡)], where 𝜉ℎ (𝑧) =
prove Theorem A cannot be used to prove Theorem 1. To (1/ℎ)Log(1 + 𝑧ℎ) and Log is the principal logarithm function.
explain this, recall the proof of Theorem A in [2]. Let 𝑧(𝑡) =
𝑡
∫𝑡 𝑦(𝑠)𝑝(𝑠)Δ𝑠. Then 𝑧(𝑡0 ) = 0 and Proof. Let 𝑓(𝑥) = Log 𝑥. Obviously, 𝑓 : R+ → R is
0
continuous on R+ . To prove Lemma 4, it suffices to show that
𝑧Δ = 𝑦 (𝑡) 𝑝 (𝑡) [Log[𝑔(𝑡)]]Δ = 𝜉𝜇(𝑡) (𝑔Δ (𝑡)/𝑔(𝑡)). In fact, by using Lemma 3,
(8) we have
≤ [𝑓 (𝑡) + 𝑧 (𝑡)] 𝑝 (𝑡) = 𝑝 (𝑡) 𝑧 (𝑡) + 𝑝 (𝑡) 𝑓 (𝑡) . Δ
[Log[𝑔(𝑡)]]
By comparing theorem and variation of constants formula,
1
Δ
𝑡 = (𝑓 ∘ 𝑔) (𝑡) = {∫ 𝑓 (𝑔 (𝑡) + ℎ𝜇 (𝑡) 𝑔Δ (𝑡)) 𝑑ℎ} 𝑔Δ (𝑡)
0
𝑧 (𝑡) ≤ ∫ 𝑒𝑝 (𝑡, 𝜎 (𝑠)) 𝑓 (𝑠) 𝑝 (𝑠) Δ𝑠, (9)
𝑡0 1
1
= {∫ 𝑑ℎ} 𝑔Δ (𝑡)
and hence Theorem A follows in view of 𝑦(𝑡) ≤ 𝑓(𝑡) + 𝑧(𝑡). 0 𝑔 (𝑡) + ℎ𝜇 (𝑡) 𝑔Δ (𝑡)
Now we try to adopt the same idea used in [2] to estimate ℎ=1
𝑡 1 Δ Δ
inequality (7). Let 𝑧(𝑡) = ∫𝑡 𝑦(𝑠)𝑝(𝑠)Δ𝑠. Then 𝑧(𝑡0 ) = 0 and ={ Log [𝑔 (𝑡) + ℎ𝜇 (𝑡) 𝑔 (𝑡)] } 𝑔 (𝑡)
0 𝜇 (𝑡) 𝑔Δ (𝑡) ℎ=0
𝑡
Case 2. For 𝑡 ∈ (−∞, 𝑡0 ]T , let 𝑧(𝑡) = ∫𝑡 𝑦(𝑠)𝑝(𝑠)Δ𝑠. For any 3. An Application
0
𝑠 ∈ [𝑡, 𝑡0 ]T , we have
Inequality (5) has many potential applications. For instance,
𝑠 it can be used to study the property of the solutions to the
𝑦 (𝑠) ≤ 𝛼 + ∫ 𝑦 (𝜏) 𝑝 (𝜏) Δ𝜏 dynamic systems. Consider the following linear system:
𝑡0
(17)
𝑠 𝑥Δ = 𝐴 (𝑡) 𝑥. (26)
= 𝛼 − ∫ 𝑦 (𝜏) 𝑝 (𝜏) Δ𝜏 = 𝛼 − 𝑧 (𝑠) .
𝑡0
Let 𝑋(𝑡, 𝑡0 , 𝑥0 ) and 𝑋(𝑡, 𝑡0 , 𝑥̃0 ) be two solutions of (26)
Noting that 𝑦 ≥ 0, 𝑝 ≥ 0, 𝛼 > 0, we have 𝛼 − 𝑧(𝑠) > 0. Thus, satisfying the initial conditions 𝑋(𝑡0 ) = 𝑥0 and 𝑋(𝑡0 ) = 𝑥̃0 ,
we have respectively.
which leads to Remark 6. One can see that, for the case 𝑡 ∈ (−∞, 𝑡0 ]T , (29)
reduces to
𝑡0
𝛼 − 𝑧 (𝑡) ≤ 𝛼 exp (− ∫ 𝜉𝜇(𝑠) [−𝑝 (𝑠)] Δ𝑠)
𝑡
𝑋 (𝑡, 𝑡0 , 𝑥0 ) − 𝑋 (𝑡, 𝑡0 , 𝑥̃0 )
(25) (31)
𝑡 𝑡
= 𝛼 exp (∫ 𝜉𝜇(𝑠) [−𝑝 (𝑠)] Δ𝑠) = 𝛼𝑒−𝑝 (𝑡, 𝑡0 ) . ≤ 𝑥0 − 𝑥̃0 − 𝑀 ∫ [𝑋 (𝑠, 𝑡0 , 𝑥0 ) − 𝑋 (𝑠, 𝑡0 , 𝑥̃0 )] Δ𝑠.
𝑡0 𝑡 0
Therefore, 𝑦(𝑡) ≤ 𝛼 − 𝑧(𝑡) ≤ 𝑒−𝑝 (𝑡, 𝑡0 ) for 𝑡 ∈ (−∞, 𝑡0 ]T . This As you see, Theorem B cannot be used to (31) because the
completes the proof of Theorem 1. essential condition in Theorem B is 𝑝(𝑡) ≥ 0.
4 Abstract and Applied Analysis
Conflict of Interests Abstract and Applied Analysis, vol. 2014, Article ID 632109, 11
pages, 2014.
The author declares that there is no conflict of interests [16] Y. Gao, Y. Xia, X. Yuan, and P. Wong, “Linearization of
regarding the publication of this paper. nonautonomous impulsive system with nonuniform exponen-
tial dichotomy,” Abstract and Applied Analysis, vol. 2014, Article
Acknowledgment ID 860378, 7 pages, 2014.
[17] Y. Xia, X. Yuan, K. I. Kou, and P. J. Y. Wong, “Existence and
This work was supported by JB12254. uniqueness of solution for perturbed nonautonomous systems
with nonuniform exponential dichotomy,” Abstract and Applied
Analysis, vol. 2014, Article ID 725098, 10 pages, 2014.
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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2014, Article ID 369842, 8 pages
http://dx.doi.org/10.1155/2014/369842
Research Article
Stabilization and Synchronization of Unified Chaotic System via
Impulsive Control
Copyright © 2014 C. Hu and H. Jiang. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
The impulsive control and synchronization of unified chaotic system are proposed. By applying impulsive control theory and
introducing a piecewise continuous auxiliary function, some novel and useful conditions are provided to guarantee the globally
asymptotical stabilization and synchronization of unified chaotic system under impulsive control. Compared with some previous
results, our criteria are superior and less conservative. Finally, the effectiveness of theoretical results is shown through numerical
simulations.
𝑥𝑖 = 𝑦𝑖 − 𝑦𝑖0 , 𝑖 = 1, 2, 3. (11)
𝜆𝑚 𝜉𝑇 𝜉 ≤ 𝜉𝑇 𝑃𝜉 ≤ 𝜆𝑀𝜉𝑇 𝜉. (5)
Then, from (9), the following model can be obtained:
Proof. 𝑃 is a symmetric real matrix; then, there exists an
orthogonal matrix 𝑈 ∈ 𝑅𝑛×𝑛 such that 𝑥1̇ = (25𝛼 + 10) (𝑥2 − 𝑥1 ) ,
where 𝛿(⋅) is the Dirac delta function, the time sequence {𝜏𝑘 } The origin of the controlled unified chaotic system (19) is
satisfies 0 = 𝜏0 < 𝜏1 < 𝜏2 < ⋅ ⋅ ⋅ < 𝜏𝑘 < 𝜏𝑘+1 ⋅ ⋅ ⋅ , lim𝑘 → ∞ 𝜏𝑘 = globally asymptotically stable if there exist two constants 𝜇 > 1
∞, and 𝐵𝑘 denotes a 3 × 3 constant matrix for each 𝑘 ∈ 𝑍+ = and 𝑏 ≥ 0 such that one of the following conditions is satisfied.
{1, 2, . . . , 𝑛, 𝑛 + 1, . . .}.
Integrating from 𝜏𝑘 − ℎ to 𝜏𝑘 + ℎ both sides of system (15), (1) For all 𝑘 ∈ 𝑍+ ,
we have
𝑞 𝜇𝑑
𝑥 (𝜏𝑘 + ℎ) − 𝑥 (𝜏𝑘 − ℎ) ( + 𝛾 − 𝑏) 𝛿𝑘 + ln ( 𝑘 ) ≤ 0. (22)
𝜆1 𝜆1
𝜏𝑘 +ℎ ∞
=∫ [𝐴𝑥 (𝑡) + Φ (𝑥 (𝑡)) + ∑ 𝛿 (𝑡 − 𝜏𝑘 ) 𝐵𝑘 𝑥 (𝑡)] 𝑑𝑡, (2) For all 𝑘 ∈ 𝑍+ ,
𝜏𝑘 −ℎ 𝑘=1
(16) 𝑞 𝜇𝑑 𝑑
( + 𝛾 − 𝑏) Δ 𝑘 + ln ( 2𝑘 2 2𝑘−1 ) ≤ 0. (23)
𝜆1 𝜆1
where ℎ > 0 is sufficiently small. As ℎ → 0+ , by applying the
properties of the Dirac delta function, we have
Proof. Firstly, construct an auxiliary function described by
𝑥 (𝜏𝑘+ ) − 𝑥 (𝜏𝑘− ) = 𝐵𝑘 𝑥 (𝜏𝑘 ) . (17) the following form:
Throughout this paper, we always assume that 𝑥(𝑡) =
𝑉 (𝑡, 𝑥) = 𝑒𝑏(𝜏𝑘−1 −𝑡) 𝑥𝑇 (𝑡) 𝑃𝑥 (𝑡) ,
(𝑥1 (𝑡), 𝑥2 (𝑡), 𝑥3 (𝑡))𝑇 is left continuous at 𝜏𝑘 (𝑘 ∈ 𝑍+ ); that (24)
is, 𝑥𝑖 (𝑡) = lim𝑡 → 𝜏𝑘− 𝑥𝑖 (𝑡). In this case, the above equality is 𝑡 ∈ (𝜏𝑘−1 , 𝜏𝑘 ] , 𝑘 = 1, 2, . . . .
equivalent to the following form:
Denote that 𝑄 = 𝐴𝑇 𝑃 + 𝑃𝐴. For 𝑡 ∈ (𝜏𝑘−1 , 𝜏𝑘 ], if 𝑃 ≠𝐼, in view
𝑥 (𝜏𝑘+ ) − 𝑥 (𝜏𝑘 ) = 𝐵𝑘 𝑥 (𝜏𝑘 ) . (18)
of Lemmas 1 and 2, the derivative of 𝑉(𝑡) along the solution
Thus, from the definition of the Dirac delta function, control of (19) is
system (15) can be rewritten as
𝐷+ 𝑉 (𝑡) = 𝑒𝑏(𝜏𝑘−1 −𝑡) [𝑥𝑇 𝑄𝑥 + 𝑥𝑇 𝑃Φ (𝑥) + Φ𝑇 (𝑥) 𝑃𝑥] − 𝑏𝑉
𝑥̇(𝑡) = 𝐴𝑥 (𝑡) + Φ (𝑥 (𝑡)) , 𝑡 ≠𝜏𝑘 ,
(19) = 𝑒𝑏(𝜏𝑘−1 −𝑡) [𝑥𝑇 𝑄𝑥 + 2𝑥𝑇 (𝑃 − 𝐼) Φ (𝑥)] − 𝑏𝑉
𝑥 (𝑡+ ) − 𝑥 (𝑡) = 𝐵𝑘 𝑥 (𝑡) , 𝑡 = 𝜏𝑘 .
It is easy to see that the origin is an equilibrium point of ≤ 𝑒𝑏(𝜏𝑘−1 −𝑡) (𝑥𝑇 𝑄𝑥 + 2√𝑥𝑇 (𝑃 − 𝐼) 𝑥
system (19). We are interested in stabilizing the origin of
system (19), which is equivalent to the asymptotical stability
× √Φ𝑇 (𝑥) (𝑃 − 𝐼) Φ (𝑥)) − 𝑏𝑉
of the equilibrium point (𝑦10 , 𝑦20 , 𝑦30 )𝑇 of system (9).
For convenience, denote 𝛿𝑘 = 𝜏𝑘+1 − 𝜏𝑘 , Δ 𝑘 = 𝜏2𝑘+1 −
𝜏2𝑘−1 (𝑘 ∈ 𝑍+ ) and assume that ≤ 𝑒𝑏(𝜏𝑘−1 −𝑡) (𝑥𝑇 𝑄𝑥 + 2𝜆 2 √𝑥𝑇 𝑥√Φ𝑇 (𝑥) Φ (𝑥)) − 𝑏𝑉
sup {𝛿𝑘 } = 𝜎 < ∞. (20)
𝑘∈𝑍+ ≤ 𝑒𝑏(𝜏𝑘−1 −𝑡) (𝑥𝑇 𝑄𝑥 + 2𝜆 2 𝑥1 𝑥𝑇 𝑥) − 𝑏𝑉
Since system (9) is chaotic, there exist two positive numbers 𝑞 2𝜆 𝑀
𝑆1 and 𝑆2 such that |𝑦1 (𝑡)| ≤ 𝑆1 , |𝑦2 (𝑡)| ≤ 𝑆2 , and |𝑦3 (𝑡)| ≤ 𝑆2 ≤ 𝑒𝑏(𝜏𝑘−1 −𝑡) ( + 2 1 ) 𝑥𝑇 𝑃𝑥 − 𝑏𝑉
𝜆1 𝜆1
for 𝑡 ∈ 𝑅+ (see [4]). Additionally, we have |𝑥1 (𝑡)| ≤ 𝑆1 + |𝑦10 | =
𝑀1 , |𝑥2 (𝑡)| ≤ 𝑆2 + |𝑦20 | ≤ 𝑆2 + |𝑦30 | = 𝑀2 , and |𝑥3 (𝑡)| ≤ 𝑞 2𝜆 𝑀
= ( + 2 1 − 𝑏) 𝑉 (𝑡) .
𝑆2 + |𝑦30 | = 𝑀2 for 𝑡 ∈ 𝑅+ . 𝜆1 𝜆1
The following theorem is provided to ensure the globally (25)
asymptotical stability of the origin for the impulsive control
system (19). On the other hand, if 𝑃 = 𝐼,
where
which leads to
𝑞
𝛽 = exp [ + 𝛾 − 𝑏 𝜎] > 1. (36)
𝑞 𝜆 1
𝑉 (𝜏1 ) ≤ 𝑉 (0) exp [( + 𝛾 − 𝑏) 𝜏1 ] . (30)
𝜆1
Hence, for 𝑡 ∈ (𝜏𝑘 , 𝜏𝑘+1 ], we always have
Further, by using (28), 𝑞
𝑉 (𝑡) ≤ 𝑉 (0) 𝛽 exp [( + 𝛾 − 𝑏) 𝜏1 ]
𝜆1
𝑑1 𝑞 (37)
𝑉 (𝜏1+ ) ≤ 𝑉 (0) exp [( + 𝛾 − 𝑏) 𝜏1 ] . (31) 𝑘
𝑑 𝑞
𝜆1 𝜆1 × ∏ 𝑖 exp ( + 𝛾 − 𝑏) (𝜏𝑖+1 − 𝜏𝑖 ) .
𝑖=1 𝜆 1 𝜆1
Similarly, for 𝑡 ∈ (𝜏1 , 𝜏2 ], we obtain
In the following, we consider the following cases.
𝑞
𝑉 (𝑡) ≤ 𝑉 (𝜏1+ ) exp [( + 𝛾 − 𝑏) (𝑡 − 𝜏1 )] Case 1. When condition (9) is satisfied, from (22),
𝜆1
𝑑𝑖 𝑞 1
𝑑 𝑞 exp ( + 𝛾 − 𝑏) (𝜏𝑖+1 − 𝜏𝑖 ) ≤ , 𝑖 ∈ 𝑍+ , (38)
≤ 𝑉 (0) 1 exp [( + 𝛾 − 𝑏) 𝑡] , (32) 𝜆1 𝜆1 𝜇
𝜆1 𝜆1
and together with (37), we have
𝑑 𝑑 𝑞
𝑉 (𝜏2+ ) ≤ 𝑉 (0) 1 2 exp [( + 𝛾 − 𝑏) 𝜏2 ] . 1 𝑞
𝜆1 𝜆1 𝜆1 𝑉 (𝑡) ≤ 𝑉 (0) 𝛽 exp [( + 𝛾 − 𝑏) 𝜏1 ] . (39)
𝜇𝑘 𝜆1
Hence, generally, for 𝑡 ∈ (𝜏𝑘 , 𝜏𝑘+1 ], Note that 𝑘 → ∞ as 𝑡 → ∞; then, from 𝜇 > 1, we obtain
lim𝑡 → ∞ 𝑉(𝑡) = 0. Therefore, we finally have lim𝑡 → ∞ 𝑥(𝑡) = 0.
𝑘
𝑑𝑖 𝑞
𝑉 (𝑡) ≤ 𝑉 (0) (∏ ) exp [( + 𝛾 − 𝑏) 𝑡] . (33) Case 2. If condition (12) holds, from (23), we have
𝑖=1 𝜆 1 𝜆1
𝑑2𝑖 𝑑2𝑖−1 𝑞 1
exp ( + 𝛾 − 𝑏) (𝜏2𝑖+1 − 𝜏2𝑖−1 ) ≤ , 𝑖 ∈ 𝑍+ .
If 𝑞/𝜆 1 + 𝛾 − 𝑏 ≥ 0, then 𝜆21 𝜆1 𝜇
(40)
𝑘
𝑑𝑖 𝑞 For 𝑡 ∈ (𝜏2𝑘−1 , 𝜏2𝑘 ], it follows from (37) and (40) that
𝑉 (𝑡) ≤ 𝑉 (0) (∏ ) exp [( + 𝛾 − 𝑏) 𝜏𝑘+1 ]
𝜆
𝑖=1 1 𝜆 1
1 𝑞
𝑉 (𝑡) ≤ 𝛽𝑉 (0) exp [( + 𝛾 − 𝑏) 𝜏1 ]
𝜇𝑘−1 𝜆1
𝑞
= 𝑉 (0) exp [( + 𝛾 − 𝑏) 𝜏1 ] (34)
𝜆1 𝑑2𝑘−1 𝑞
× exp ( + 𝛾 − 𝑏) (𝜏2𝑘 − 𝜏2𝑘−1 ) (41)
𝜆1 𝜆1
𝑞
𝑘
𝑑𝑖 𝑞 1 𝜁
×∏ exp ( + 𝛾 − 𝑏) (𝜏𝑖+1 − 𝜏𝑖 ) . ≤ 𝑘−1 𝑉 (0) 𝛽 exp [ + 𝛾 − 𝑏 (𝜏1 + 𝜎)] .
𝜆
𝑖=1 1 𝜆 1 𝜇 𝜆 1 𝜆1
Abstract and Applied Analysis 5
Similarly, if 𝑡 ∈ (𝜏2𝑘 , 𝜏2𝑘+1 ], from (37) and (40), we can derive Corollary 8. The origin of system (19) is globally asymptoti-
that cally stable if there exist 𝜇 > 1 and 𝑏 ≥ 0 such that
1 𝑞 (𝑞 − 𝑏) 𝛿 + ln (𝜇𝑑) ≤ 0. (48)
𝑉 (𝑡) ≤ 𝑉 (0) 𝛽 exp [( + 𝛾 − 𝑏) 𝜏1 ] . (42)
𝜇𝑘 𝜆1
Remark 9. From Corollary 8, an upper bound of equal
From (41) and (42), we finally have lim𝑡 → ∞ 𝑥(𝑡) = 0. impulsive interval 𝛿 can be derived. In fact,
From the above analysis, the trivial solution 𝑥(𝑡) = 0 1 1
of system (19) is globally asymptotically stable. The proof of 𝛿≤ ln . (49)
𝑞 − 𝑏 𝜇𝑑
Theorem 3 is completed.
In [10], the upper bound of impulsive interval was also given,
Remark 4. From Theorem 3, it is clear that 𝛾 = 0 if 𝑃 = 𝐼. On which can be represented by
the other hand, for 𝑃 ≠𝐼, 𝛾 → 0 as 𝑃 approaches to 𝐼, since
𝜆 2 → 0 in this case. 1 1
𝛿≤ ln . (50)
𝑞 𝜇𝑑
Remark 5. If 𝜇 = 1 in Theorem 3, from the proof of
It is evident that the equal impulsive interval obtained in this
Theorem 3, we have
paper is larger, which shows that our designed controller is
𝑞 more efficient and more economical in practice.
𝑉 (𝑡) ≤ 𝑉 (0) exp [( + 𝛾 − 𝑏) 𝜏1 ] 𝛽𝑄, (43)
𝜆1
where 𝑄 = max{1, (𝜁/𝜆 1 ) exp[|𝑞/𝜆 1 + 𝛾 − 𝑏|𝜎]}. In this case,
4. Impulsive Synchronization of Unified
it is clear that the origin of impulsive control system (19) is Chaotic System
stable.
In this section, we discuss the impulsive synchronization of
Taking 𝑃 = 𝐼 in Theorem 3, it is easy to see that 𝜆 1 = 1, unified chaotic system. It is easy to see that system (9) can be
𝜆 2 = 0, and 𝛾 = 0 in this case. By virtue of Theorem 3, the rewritten as
following statements can be derived. 𝑦̇= 𝐴𝑦 + Φ (𝑦) , (51)
Corollary 6. The origin of the controlled unified chaotic where 𝑦 = (𝑦1 , 𝑦2 , 𝑦3 )𝑇 and
system (19) is globally asymptotically stable if there exist two
constants 𝜇 > 1 and 𝑏 ≥ 0 such that one of the following − (25𝛼 + 10) 25𝛼 + 10 0
conditions holds. 𝐴 = ( 28 − 35𝛼 29𝛼 − 1 0 ),
𝛼+8
0 0 −
(a) For all 𝑘 ∈ 𝑍+ , 3 (52)
(𝑞 − 𝑏) 𝛿𝑘 + ln (𝜇𝑑𝑘 ) ≤ 0. (44) 0
Φ (𝑦) = (−𝑦1 𝑦3 ) .
(b) For all 𝑘 ∈ 𝑍+ , 𝑦1 𝑦2
which is equivalent to the condition of Theorem 1 in [10]. where 𝑦̃ = (𝑦̃1 , 𝑦̃2 , 𝑦̃3 )𝑇 is the state variable of the driven
Further, in this case, inequality (45) is degenerated to system, 𝐴 and Φ are defined in (52), and 𝐵𝑘 , 𝛿(⋅), and {𝜏𝑘 }
are defined in (15).
𝑞Δ 𝑘 + ln (𝜇𝑑2𝑘 𝑑2𝑘−1 ) ≤ 0, (47)
Similar to the technique of system (15), the driven system
which is the same as inequality (7) in [8]. On the other (53) can be rewritten as the following impulsive equation:
hand, for 𝑏 > 0, evidently, conditions (44) and (45) are
̃̇= 𝐴𝑦̃ + Φ (𝑦)
𝑦 ̃ , 𝑡 ≠𝜏𝑘 ,
less conservative than inequalities (46) and (47). Hence, (54)
compared with [8, 10], our results are less stringent and more Δ𝑦̃ = 𝐵𝑘 (𝑦̃ (𝑡) − 𝑦 (𝑡)) , 𝑡 = 𝜏𝑘 .
general.
Let 𝑒 = (𝑒1 , 𝑒2 , 𝑒3 )𝑇 = (𝑦̃1 − 𝑦1 , 𝑦̃2 − 𝑦2 , 𝑦̃3 − 𝑦3 )𝑇 be the
In practice, the equal impulsive interval and the constant synchronization error and
gain matrix are often selected for convenience. In Corollary 6,
we choose 𝛿𝑖 = 𝛿 and 𝐵𝑖 = 𝐵 for 𝑖 ∈ 𝑍+ and denote that 𝑞 and 0
𝑑 are the largest eigenvalues of (𝐴𝑇 + 𝐴) and (𝐼 + 𝐵)𝑇 (𝐼 + 𝐵), Ψ (𝑦, 𝑦) ̃ − Φ (𝑦) = (𝑦1 𝑦3 − 𝑦̃1 𝑦̃3 ) .
̃ = Φ (𝑦) (55)
respectively. Then, the following corollary can be obtained. 𝑦̃1 𝑦̃2 − 𝑦1 𝑦2
6 Abstract and Applied Analysis
y3
20
In this section, we are interested in synchronizing the 40
driving system (51) and the driven system (54), which is 20
0
equivalent to the asymptotical stability of the origin for 40 0
20 y1
error system (56). Similar to Theorem 3, the following 0 −20
results are stated, which ensure the globally asymptotical y2 −20 −40
−40
synchronization of the driving system (51) and the driven
system (54). Figure 1: The chaotic behavior of system (9) with 𝛼 = 1.
10 60
5
y1
50
0
40
0 0.5 1 1.5 2 2.5 3 3.5 4
t 30
y3
20
15
10 10
y2
5
0 0
0 0.5 1 1.5 2 2.5 3 3.5 4 −10
t 50
10 y2 0 20 30
−50 0 10
−20 −10
5 y1
y3
e1
0.07. 2
0
0 0.2 0.4 0.6 0.8 1
and its eigenvalues are −75.942, −6, and 61.942; then, 𝑞 = t
61.942.
3
Choosing impulsive control interval 𝛿 = 0.07, 𝜇 = 1.1. By 2
computation, 𝑑 = 0.0256 and 1
e2
0
𝑞𝛿 + ln (𝜇𝑑) = 61.942 × 0.07 + ln (1.1 × 0.0256) −1
(66) 0 0.2 0.4 0.6 0.8 1
= 0.7661. t
by using impulsive control theory. Finally, the effectiveness [12] C. Li, X. Liao, and R. Zhang, “Impulsive synchronization of
and feasibility of the developed methods are shown by some nonlinear coupled chaotic systems,” Physics Letters A: General,
numerical simulations. Compared with some previous results Atomic and Solid State Physics, vol. 328, no. 1, pp. 47–50, 2004.
given in [8, 10], our designed controller is more efficient and [13] Z. G. Li, C. Y. Wen, and Y. C. Soh, “Analysis and design of
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The authors declare that there is no conflict of interests
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This work was supported by the Natural Science Foun-
[17] J. Sun, Y. Zhang, and Q. Wu, “Less conservative conditions
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funded by China Postdoctoral Science Foundation (Grant no. Transactions on Automatic Control, vol. 48, no. 5, pp. 829–831,
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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2014, Article ID 735327, 7 pages
http://dx.doi.org/10.1155/2014/735327
Research Article
Global Stability of a Computer Virus Propagation Model with
Two Kinds of Generic Nonlinear Probabilities
Copyright © 2014 Chenquan Gan et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Vaccination is one of the most effective measures for suppressing the spread of computer virus, and the bilinear incidence rate
assumption for the majority of previous models, which is a good first approximation of the general incidence rate, is in disagreement
with the reality. In this paper, a new dynamical model with two kinds of generic nonlinear probabilities (incidence rate and
vaccination probability) is established. An exhaustive mathematical analysis of this model shows that (a) there are two equilibria,
virus-free equilibrium and viral equilibrium, and (b) the virus-free (or viral) equilibrium is globally asymptotically stable when
the basic reproduction number is less (or greater) than unity. The analysis of the basic reproduction number is also included.
Additionally, some numerical examples are given to illustrate the main results, from which it can be seen that the generic nonlinear
vaccination is helpful to strengthen computer security.
Proof. All viral equilibria of system (1) are determined by the 3.3. Global Stability of the Virus-Free Equilibrium
following system of equations:
Theorem 2. 𝐸0 is globally asymptotically stable if 𝑅0 ≤ 1.
𝛽𝑆𝐼
(1 − 𝑝) 𝑏 − 𝜇𝑆 − − 𝛼1 𝑓 (𝐼) 𝑆 + 𝛾2 𝐼 + 𝛼2 𝑅 = 0, Proof. Let 𝑥 = 𝑁 − 𝑏/𝜇, 𝑦 = 𝐼, and 𝑧 = 𝑅 − 𝑅0 ; then, system
ℎ (𝐼)
(8) can be rewritten as
𝛽𝑆𝐼 (4)
− 𝜇𝐼 − 𝛾1 𝐼 − 𝛾2 𝐼 = 0, 𝑥̇= − 𝜇𝑥,
ℎ (𝐼)
𝑝𝑏 − 𝜇𝑅 − 𝛼2 𝑅 + 𝛼1 𝑓 (𝐼) 𝑆 + 𝛾1 𝐼 = 0, 𝛽𝑦
𝑦̇= (𝑥 − 𝑦 − 𝑧 + 𝑆0 ) − (𝜇 + 𝛾1 + 𝛾2 ) 𝑦,
ℎ (𝑦) (10)
where 𝐼 ≠0. Simplifying, one can get
𝑧̇= − (𝜇 + 𝛼2 ) 𝑧 + 𝛾1 𝑦
(1 − 𝑝) 𝑏 − 𝜇𝑆 − (𝜇 + 𝛾1 ) 𝐼 − 𝛼1 𝑓 (𝐼) 𝑆 + 𝛼2 𝑅 = 0,
+ 𝛼1 𝑓 (𝑦) (𝑥 − 𝑦 − 𝑧 + 𝑆0 ) − 𝛼1 𝑆0 .
𝜇 + 𝛾1 + 𝛾2
𝑆= ℎ (𝐼) , Consider Lyapunov function:
𝛽 (5)
𝑏 𝛼2 2 𝛾1 𝑦 𝛼 𝑆0 𝑦 ℎ (𝑢) [𝑓 (𝑢) − 1]
𝑅= − 𝑆 − 𝐼. 𝑉= 𝑥 + ∫ ℎ (𝑢) 𝑑𝑢 + 1 ∫ 𝑑𝑢
𝜇 8𝜇 𝛽 0 𝛽 0 𝑢
𝛼1 𝑦 1
Substituting the last two equations into the first equation, one + ∫ 𝑓 (𝑢) ℎ (𝑢) 𝑑𝑢 + (𝑥 − 𝑧)2 .
can obtain 𝛽 0 2
(11)
𝜇 + 𝛾1 + 𝛾2 𝑏
𝐹 (𝐼) := 𝑝𝑏 + (𝜇 + 𝛼2 ) (𝐼 + ℎ (𝐼) − ) + 𝛾1 𝐼 Then,
𝛽 𝜇
𝜇 + 𝛾1 + 𝛾2 𝛼 𝛾 𝛼 𝑆0 ℎ (𝑦) [𝑓 (𝑦) − 1]
+ 𝛼1 𝑓 (𝐼) ℎ (𝐼) = 0. 𝑉|̇(6) = 2 𝑥𝑥
̇ + 1 ℎ (𝑦) 𝑦̇+ 1 𝑦̇
𝛽 4𝜇 𝛽 𝛽 𝑦
𝛼1
(6) + 𝑓 (𝑦) ℎ (𝑦) 𝑦̇+ (𝑥 − 𝑧) (𝑥̇− 𝑧)̇
𝛽
Note that ℎ(0) = 1, ℎ (𝐼) ≥ 0, 𝑓(0) = 1, 𝑓 (𝐼) ≥ 0, and 𝑅0 > 1. 𝑥 2
Then, = − 𝜇(𝑥 − 𝑧)2 − 𝛼2 ( − 𝑧)
2
𝐹 (𝐼) > 0, 𝛾1 (𝜇 + 𝛾1 + 𝛾2 ) 𝑦
− [ℎ (𝑦) − 𝑅0 ]
𝛽
lim 𝐹 (𝐼) = +∞,
𝐼→∞ (7)
− 𝛼1 𝑆0 [𝑓 (𝑦) − 1] 𝑦
(𝜇 + 𝛼1 + 𝛼2 ) (𝜇 + 𝛾1 + 𝛾2 )
𝐹 (0) = (1 − 𝑅0 ) < 0. 𝛼1 𝑆0 [𝑓 (𝑦) − 1] (𝜇 + 𝛾1 + 𝛾2 )
𝛽 − [ℎ (𝑦) − 𝑅0 ] − 𝛾1 𝑦2
𝛽
Thus, function 𝐹(𝐼) has a unique positive zero. The proof is
2
complete. − 𝛼1 𝑓 (𝑦) (𝑥 − 𝑦 − 𝑧)
𝑁̇= 𝑏 − 𝜇𝑁, ≤ 0.
(12)
𝛽 (𝑁 − 𝐼 − 𝑅) 𝐼
𝐼 ̇= − (𝜇 + 𝛾1 + 𝛾2 ) 𝐼, (8)
ℎ (𝐼) 𝑉|̇(6) = 0 if and only if (𝑥, 𝑦, 𝑧) = (0, 0, 0); that is,
(𝑆, 𝐼, 𝑅) = 𝐸0 . Hence, the claimed result follows from the
𝑅̇= 𝑝𝑏 − (𝜇 + 𝛼2 ) 𝑅 + 𝛼1 𝑓 (𝐼) (𝑁 − 𝐼 − 𝑅) + 𝛾1 𝐼, LaSalle Invariance Principle [27].
with initial condition (𝑁(0), 𝐼(0), 𝑅(0)) ∈ R3+ . Clearly, the set Remark 3. Theorem 2 implies that computer virus on the
Internet would tend to extinction when the basic reproduc-
𝑏 tion number is less than or equal to unity.
Ω = {(𝑁, 𝐼, 𝑅) ∈ R3+ : 𝑅 + 𝐼 ≤ 𝑁 ≤ } (9)
𝜇
Example 4. Consider system (1) with 𝑝 = 0.3, 𝑏 = 5, 𝜇 = 0.01,
is positively invariant for system (8). and 𝛽 = 0.00004, 𝛼1 = 0.002, 𝛼2 = 0.03, 𝛾1 = 0.008,
4 Abstract and Applied Analysis
500
450
400 250
350 200
Values of S, I, and R
300 150
R
250 100
200
50
150
0
100 80
60 500
50 40 400
300
0 I 20 200
100
0 100 200 300 400 500 0 0 S
Time t
S R
I
(a) Time plots of 𝑆, 𝐼, and 𝑅 (b) Phase portrait for system (1)
𝛾2 = 0.002, 𝑓(𝐼) = 𝐼 + 1, and ℎ(𝐼) = 𝐼2 + 1. Then, 𝑅0 = Proof. Let 𝑥 = 𝑁 − 𝑏/𝜇, 𝑦 = 𝐼 − 𝐼∗ , and 𝑧 = 𝑅 − 𝑅∗ . Rewrite
0.881 < 1. Figure 2(a) displays the time plots of 𝑆, 𝐼, and system (8) as
𝑅 for the initial condition (𝑆(0), 𝐼(0), 𝑅(0)) = (480, 10, 10),
and Figure 2(b) shows the phase portrait for system (1), both 𝑥̇= − 𝜇𝑥,
consistent with Theorem 2 and Remark 3.
𝛽 (𝑦 + 𝐼∗ ) 𝑆∗
𝑦̇= {𝑥 − 𝑦 − 𝑧 − [ℎ (𝑦 + 𝐼∗ ) − ℎ (𝐼∗ )]} ,
3.4. Global Stability of the Viral Equilibrium. Firstly, let us ℎ (𝑦 + 𝐼∗ ) ℎ (𝐼∗ )
consider the following lemma.
𝑧̇= − (𝜇 + 𝛼2 ) 𝑧 + 𝛾1 𝑦
∗
Lemma 5. Assume that 𝑅0 > 1. For 𝑦 ∈ (−𝐼 , +∞), let
+ 𝛼1 𝑓 (𝑦 + 𝐼∗ ) (𝑥 − 𝑦 − 𝑧 + 𝑆∗ )
𝑦+𝐼∗ ℎ (𝑢) (𝑢 − 𝐼∗ )
𝑉1 (𝑦) = ∫ 𝑑𝑢, − 𝛼1 𝑓 (𝐼∗ ) 𝑆∗ .
𝐼∗ 𝑢 (14)
𝑦+𝐼∗ ℎ (𝑢) 𝑓 (𝑢) (𝑢 − 𝐼∗ )
𝑉2 (𝑦) = ∫ 𝑑𝑢, Consider Lyapunov function:
𝐼∗ 𝑢
𝑦+𝐼∗ ℎ (𝑢) [𝑓 (𝑢) − 𝑓 (𝐼∗ )] 𝛼2 2 𝛾1 𝛼
𝑉3 (𝑦) = ∫ 𝑑𝑢, (13) 𝑉= 𝑥 + 𝑉1 (𝑦) + 1 𝑉2 (𝑦)
𝐼∗ 𝑢 8𝜇 𝛽 𝛽
(15)
𝑉4 (𝑦) = 𝑦 [ℎ (𝑦 + 𝐼∗ ) − ℎ (𝐼∗ )] , 𝛼 𝑆∗ 1
+ 1 𝑉3 (𝑦) + (𝑥 − 𝑧)2 .
𝛽 2
𝑉5 (𝑦) = 𝑦 [𝑓 (𝑦 + 𝐼∗ ) − 𝑓 (𝐼∗ )] ,
Then,
𝑉6 (𝑦) = [𝑓 (𝑦 + 𝐼∗ ) − 𝑓 (𝐼∗ )] [ℎ (𝑦 + 𝐼∗ ) − ℎ (𝐼∗ )] .
Proof. Here, we will prove only the result of 𝑉1 (𝑦). The proofs 𝛼1 𝑆∗ 𝑑𝑉3 (𝑦)
+ 𝑦̇+ (𝑥 − 𝑧) (𝑥̇− 𝑧)̇
of the remaining five functions are similar. It follows from 𝛽 𝑑𝑦
𝑑𝑉1 (𝑦)/𝑑𝑦 = ℎ(𝑦 + 𝐼∗ )𝑦/(𝑦 + 𝐼∗ ) that 𝑉1 (𝑦) is decreasing
𝑥 2
in (−𝐼∗ , 0] and is increasing in (0, +∞). As 𝑉1 (0) = 0, the = − 𝜇(𝑥 − 𝑧)2 − 𝛼2 ( − 𝑧)
claimed result follows. 2
Now, let us explore the global stability of the viral 𝛾1 𝑆∗ 𝛼1 𝑆∗ 𝑓 (𝑦 + 𝐼∗ )
− 𝑉4 (𝑦) − 𝑉4 (𝑦)
equilibrium. ℎ (𝐼∗ ) ℎ (𝐼∗ )
2
Theorem 6. 𝐸∗ is globally asymptotically stable if 𝑅0 > 1. − 𝛼1 𝑓 (𝑦 + 𝐼∗ ) (𝑥 − 𝑦 − 𝑧)
Abstract and Applied Analysis 5
450
400
300
350
250
Values of S, I, and R
300
200
250 R 150
200 100
150 50
0
100 80
60 300
50
40 200
0 I 20 100
0 50 100 150 200 250 300 0 0 S
Time t
S R
I
(a) Time plots of 𝑆, 𝐼, and 𝑅 (b) Phase portrait for system (1)
𝛼1 𝑆∗
2 𝜕𝑅0
− 𝛾1 𝑦2 − 𝛼1 𝑆∗ 𝑉5 (𝑦) − 𝑉 (𝑦) 𝜕𝜇
ℎ (𝐼∗ ) 6
≤ 0. 𝛽𝑏 (1 − 𝑝) (𝛼1 + 𝛼2 + 𝛾1 + 𝛾2 + 2𝜇)
=− 2 2
(16) (𝛼1 + 𝛼2 + 𝜇) (𝛾1 + 𝛾2 + 𝜇)
Example 8. Consider system (1) with 𝑝 = 0.3, 𝑏 = 5, 𝜇 = 0.01, Furthermore, the influences of system parameters (i.e.,
𝛽 = 0.006, 𝛼1 = 0.001, 𝛼2 = 0.03, 𝛾1 = 0.008, 𝛾2 = 0.002, 𝛼1 , 𝛼2 , 𝛾1 , 𝛾2 , 𝛽, and 𝜇) on 𝑅0 are illustrated in Figures 4, 5,
𝑓(𝐼) = 𝐼 + 1, and ℎ(𝐼) = 𝐼 + 1. Then, 𝑅0 = 135.3659 > 1. and 6, in coherence with Theorem 9.
Figure 3(a) demonstrates the time plots of 𝑆, 𝐼, and 𝑅 for In addition, the following example indicates the effect of
the initial condition (𝑆(0), 𝐼(0), 𝑅(0)) = (450, 10, 40), and different incidence rates and vaccination probabilities on 𝐼
Figure 3(b) exhibits the phase portrait for system (1), both in (see Figure 7).
accordance with Theorem 6 and Remark 7.
Example 10. Consider system (1) with 𝑝 = 0.3, 𝑏 = 5, 𝜇 =
0.01, and 𝛽 = 0.006, 𝛼1 = 0.001, 𝛼2 = 0.03, 𝛾1 = 0.008,
4. Discussions
and 𝛾2 = 0.002 and the initial condition (𝑆(0), 𝐼(0), 𝑅(0)) =
Remarks 3 and 7 tell us the fact that computer virus on the (450, 10, 40).
Internet would tend to extinction or persist according to the
value of the basic reproduction number. So, the analysis of 𝑅0 5. Conclusions
is performed.
This paper has studied the long-term behavior of com-
Theorem 9. Consider (2). Then, 𝜕𝑅0 /𝜕𝛽 > 0, 𝜕𝑅0 /𝜕𝛾1 < 0, puter virus in terms of a new propagation model with
𝜕𝑅0 /𝜕𝛾2 < 0, 𝜕𝑅0 /𝜕𝛼1 < 0, 𝜕𝑅0 /𝜕𝛼2 > 0, and 𝜕𝑅0 /𝜕𝜇 < 0. generic nonlinear incidence rate and nonlinear vaccination
probability. An elaborate analysis of the model including
Proof. It is easy to see that the first four inequalities are true. the basic reproduction number, the existence of virus-free
Consider and viral equilibria, and their global stabilities has been
conducted, from which it is found that computer virus on
𝜕𝑅0 𝛽𝑏 (𝛼1 + 𝑝𝜇) the Internet would tend to extinction or persist according
= > 0,
𝜕𝛼2 𝜇 (𝛾1 + 𝛾2 + 𝜇) (𝛼1 + 𝛼2 + 𝜇)2 to the value of the basic reproduction number. To illustrate
6 Abstract and Applied Analysis
450
150 400
350
100
300
R0
50 250
I
200
0
0.4 150
0.4
0.3 0.3
0.2 0.2 100
𝛼2 0.1 0.1
0 0 𝛼1 50
100
50 Acknowledgments
0
0.04
The authors are grateful to the anonymous reviewers for their
0.03 0.08 valuable suggestions that have greatly improved the quality
0.06
0.02 0.04 of this paper. This work is supported by the Natural Science
𝛾2 0.01 0.02
0 𝛾1 Foundation of China (Grant nos. 11347150 and 10771227) and
0
the Doctorate Foundation of Educational Ministry of China
Figure 5: An illustration of the impact of 𝛾1 and 𝛾2 on 𝑅0 . (Grant no. 20110191110022).
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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2014, Article ID 943167, 9 pages
http://dx.doi.org/10.1155/2014/943167
Research Article
Traveling Wave Solutions of the
Kadomtsev-Petviashvili-Benjamin-Bona-Mahony Equation
Zhengyong Ouyang
Department of Mathematics, Foshan University, Foshan, Guangdong 528000, China
Copyright © 2014 Zhengyong Ouyang. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
We use bifurcation method of dynamical systems to study exact traveling wave solutions of a nonlinear evolution equation. We
obtain exact explicit expressions of bell-shaped solitary wave solutions involving more free parameters, and some existing results
are corrected and improved. Also, we get some new exact periodic wave solutions in parameter forms of the Jacobian elliptic
function. Further, we find that the bell-shaped waves are limits of the periodic waves in some sense. The results imply that we can
deduce bell-shaped waves from periodic waves for some nonlinear evolution equations.
1. Introduction dynamical systems are employed to study (3) [4–6], and some
solitary wave solutions and triangle periodic wave solutions
The Benjamin-Bona-Mahony (BBM) equation [1] were obtained.
However, there is no method which can be applied to all
𝑢𝑡 + 𝑢𝑥 + 𝑢𝑢𝑥 − 𝑢𝑥𝑥𝑡 = 0 (1) nonlinear evolution equations. The research on the solutions
was proposed as the model for propagation of long waves of the KP-BBM equation now appears insufficient. Further
where nonlinear dispersion is incorporated. The Kadomtsev- studies are necessary for the traveling wave solutions of the
Petviashvili (KP) equation [2] KP-BBM equation. The purpose of this paper is to apply the
bifurcation method [7–10] of dynamical systems to continue
(𝑢𝑡 + 𝑎𝑢𝑢𝑥 + 𝑢𝑥𝑥𝑥 )𝑥 + 𝑢𝑦𝑦 = 0 (2) to seek traveling waves of (3). Firstly, we obtain bell-shaped
solitary wave solutions involving more free parameters, and
was given as the generalization of the KdV equation. In some results in [6] are corrected and improved. Then, we
addition, both BBM and KdV equations can be used to get some new periodic wave solutions in parameter forms of
describe long wavelength in liquids, fluids, and so forth. Jacobian elliptic function, and numerical simulation verifies
Combining the two equations, the Kadomtsev-Petviashvili- the validity of these periodic solutions. The periodic wave
Benjamin-Bona-Mahony (KP-BBM) equation solutions obtained in this paper are different from those in
[5]. Furthermore, we find an interesting relationship between
(𝑢𝑡 + 𝑢𝑥 − 𝑎(𝑢2 )𝑥 − 𝑏𝑢𝑥𝑥𝑡 ) + 𝑘𝑢𝑦𝑦 = 0 (3) the bell-shaped waves and periodic waves; that is, the bell-
𝑥
shaped waves are limits of the periodic waves in forms of
was presented in [3] for further study. Some methods are Jacobian elliptic function as modulus approaches 1.
developed and applied to find exact solutions of nonlinear This paper is organized as follows. First, we draw the
evolution equations because exact solutions play an impor- bifurcation phase portraits of planar system according to
tant role in the comprehension of nonlinear phenomena. the KP-BBM equation in Section 2. Second, bell-shaped
For instance, extended tanh method, extended mapping solitary wave solutions to the equation under consideration
method with symbol computation, and bifurcation method of are presented in Section 3. Third, periodic solitary waves are
2 Abstract and Applied Analysis
given in the forms of Jacobian elliptic function and numerical When (1+𝑘𝑟2 −𝑐)/𝑏𝑐 < 0, there are two homoclinic orbits
simulation is done. Finally, the relationship between the Γ1 and Γ2 (see Figures 1(a) and 1(b)). In 𝜑-𝑦 plane, Γ1 and Γ2
bell-shaped solitary waves and periodic waves is proved in can be described by
Section 4.
2𝑎 3 1 + 𝑘𝑟2 − 𝑐 2
𝑦2 = 𝜑 − 𝜑,
2. Bifurcation Phase Portraits of System (6) 3𝑏𝑐 𝑏𝑐 (10)
𝜑 ∈ (0, 𝜑∗ ) or 𝜑 ∈ (𝜑∗ , 0) ,
Suppose (3) possesses traveling wave solutions in the form
𝑢(𝑥, 𝑡) = 𝜑(𝜉), 𝜉 = 𝑥 + 𝑟𝑦 − 𝑐𝑡, where 𝑐 is the wave speed and where 𝜑∗ = 3(1 + 𝑘𝑟2 − 𝑐)/2𝑎. That is,
𝑟 is a real constant. Substituting 𝑢(𝑥, 𝑡) = 𝜑(𝜉), 𝜉 = 𝑥 + 𝑟𝑦 − 𝑐𝑡
into (3) admits to the following ODE:
2𝑎 3 1 + 𝑘𝑟2 − 𝑐 2
𝑦 = ±√ 𝜑 − 𝜑. (11)
2 2 (4) 3𝑏𝑐 𝑏𝑐
(1 + 𝑘𝑟 − 𝑐) 𝜑 − 𝑎(𝜑 ) + 𝑏𝑐𝜑 = 0, (4)
Substituting (11) into d𝜑/d𝜉 = 𝑦 and integrating along
where the derivative is for variable 𝜉. Integrating (4) twice
homoclinc orbits Γ1 and Γ2 , respectively, we get
with respect to 𝜉 and letting the first integral constant take
value zero, it follows that 𝜑∗
d𝑠
2 2
∫ = ± 𝜉 . (12)
(1 + 𝑘𝑟 − 𝑐) 𝜑 − 𝑎𝜑 + 𝑏𝑐𝜑 = 𝑔, (5) 𝜑 √(2𝑎/3𝑏𝑐) 𝑠3 − ((1 + 𝑘𝑟2 − 𝑐) /𝑏𝑐) 𝑠2
where 𝑔 is the second integral constant. Completing the above integration, it follows that
Equation (5) is equivalent to the following two-dimen-
sional system: 𝑢1 (𝑥, 𝑦, 𝑡)
2 2
d𝜑 d𝑦 𝑎𝜑 − (1 + 𝑘𝑟 − 𝑐) 𝜑 + 𝑔 3 (1 + 𝑘𝑟2 − 𝑐)
= 𝑦, = . (6) = .
d𝜉 d𝜉 𝑏𝑐
𝑎 [1 + cosh (√− ((1 + 𝑘𝑟2 − 𝑐) /𝑏𝑐) (𝑥 + 𝑟𝑦 − 𝑐𝑡))]
It is obvious that system (6) has the first integral (13)
2
1 𝑎 3 1 + 𝑘𝑟 − 𝑐 2 𝑔 Remark 1. 𝑢1 (𝑥, 𝑦, 𝑡) is a bright soliton solution when 𝑏𝑐/𝑎 <
𝐻 (𝜑, 𝑦) = 𝑦2 − 𝜑 + 𝜑 − 𝜑 = ℎ, (7)
2 3𝑏𝑐 2𝑏𝑐 𝑏𝑐 0 and a dark soliton solution when 𝑏𝑐/𝑎 > 0. If the real
number 𝑟 in (13) takes value 1, then solution (13) is the same to
where ℎ is the constant of integration.
solution (1.2) in [6]. Solution (1.1) in [6] is not a real solution
Define Δ = (1+𝑘𝑟2 −𝑐)2 −4𝑎𝑔. When Δ > 0, there are two of the KP-BBM equation; it is obvious that solution (1.1) tends
equilibrium points (𝜑1 , 0) and (𝜑2 , 0) of (6) on 𝜑-axis, where to infinite as 𝜉 → 0, and it does not satisfy the KP-BBM
𝜑1 = ((1 + 𝑘𝑟2 − 𝑐) − √Δ)/2𝑎, 𝜑2 = ((1 + 𝑘𝑟2 − 𝑐) + √Δ)/2𝑎. equation (3).
The Hamiltonian 𝐻 of (𝜑1 , 0) and (𝜑2 , 0) is denoted by ℎ1 =
𝐻(𝜑1 , 0) and ℎ2 = 𝐻(𝜑2 , 0). When (1+𝑘𝑟2 +𝑐)/𝑏𝑐 > 0, there are two homoclinic orbits
In the case of 1 + 𝑘𝑟2 − 𝑐 < 0 and 1 + 𝑘𝑟2 − 𝑐 > 0, the Γ3 and Γ4 (see Figures 2(a) and 2(b)). Similarly solitary wave
bifurcation phase portraits of system (6) see Figures 1 and 2 solutions according to Γ3 and Γ4 are obtained as follows:
in [6], respectively, in which there are some homoclinic and
periodic orbits of system (6). For our purpose, we redraw the 𝑢2 (𝑥, 𝑦, 𝑡)
homolinic and periodic orbits in this paper(see Figures 1–3).
= ((1 + 𝑘𝑟2 − 𝑐)
3. Exact Explicit Expressions of
Solitary Wave Solutions
1 + 𝑘𝑟2 − 𝑐
In this section, we discuss bell-shaped wave solutions under × [−2 + cosh (√ (𝑥 + 𝑟𝑦 − 𝑐𝑡))])
𝑔 = 0 and 𝑔 ≠0, respectively. 𝑏𝑐
[ ]
−1
3.1. The Case 𝑔 = 0. System (6) can be rewritten as 1 + 𝑘𝑟2 − 𝑐
× (𝑎 [1 + cosh (√ (𝑥 + 𝑟𝑦 − 𝑐𝑡))]) .
2 2 𝑏𝑐
d𝜑 d𝑦 𝑎𝜑 − (1 + 𝑘𝑟 − 𝑐) 𝜑 [ ]
= 𝑦, = . (8) (14)
d𝜉 d𝜉 𝑏𝑐
The first integral of (8) is Remark 2. If the real number 𝑟 in (14) takes value 1, then
solution (14) is the same to solution (1.4) in [6]. Solution (1.5)
1 𝑎 3 1 + 𝑘𝑟2 − 𝑐 2 in [6] is not a real solution of the KP-BBM equation; it is easy
𝐻 (𝜑, 𝑦) = 𝑦2 − 𝜑 + 𝜑 = ℎ. (9) to verify that it does not satisfy the KP-BBM equation (3).
2 3𝑏𝑐 2𝑏𝑐
Abstract and Applied Analysis 3
y y
Γ1 Γ2
Γ7 Γ8
𝜑
𝜑 r1 r2 0 r3
r1 0 r2 r3 𝜑∗ 𝜑∗
𝜑 𝜑
r1 0 r2 r3 r1 r2 0 r3
(c) (d)
Figure 1: The bifurcation phase portraits of system (6) with 𝑔 = 0 and (1 + 𝑘𝑟2 + 𝑐)/𝑏𝑐 < 0.
3.2. The Case 𝑔 ≠0. There are two homoclinic orbits Γ5 and Substituting (17) into d𝜑/d𝜉 = 𝑦 and integrating along hom-
Γ6 when 𝑔 ≠0 (see Figures 3(a) and 3(b)). Γ5 and Γ6 can be oclinic orbits Γ5 , we get
described by
𝜑3
d𝑠
∫ = 𝜉 , (18)
2 2
2𝑎 3 1 + 𝑘𝑟 − 𝑐 2 2𝑔 𝜑 √(2𝑎/3𝑏𝑐) (𝑠 − 𝜑1 ) (𝑠 − 𝜑3 )
𝑦2 = 𝜑 − 𝜑 + 𝜑 + 2ℎ. (15)
3𝑏𝑐 𝑏𝑐 𝑏𝑐
where 𝜑1 = (1+𝑘𝑟2 −𝑐−√Δ)/2𝑎 and 𝜑3 = (1+𝑘𝑟2 −𝑐+2√Δ)/2𝑎
When 𝑏𝑐/𝑎 < 0, the corresponding homoclinic orbit Γ5 if 𝑎 > 0 and 𝑏𝑐 < 0; then, completing (18) we get the following
has a double zero point 𝜑1 and a zero point 𝜑3 on 𝜑-axis (see solution:
Figure 3(a)), so (15) can be rewritten as
𝑢3 (𝑥, 𝑦, 𝑡)
2𝑎 2
𝑦2 = (𝜑 − 𝜑1 ) (𝜑 − 𝜑3 ) ; (16)
3𝑏𝑐
= ( (1 + 𝑘𝑟2 − 𝑐 − √Δ)
that is,
2𝑎 2 √Δ
𝑦 = ±√ (𝜑 − 𝜑1 ) (𝜑 − 𝜑3 ). (17) × cosh √ − (𝑥 + 𝑟𝑦 − 𝑐𝑡) + 1
3𝑏𝑐 𝑏𝑐
4 Abstract and Applied Analysis
Γ3 y y Γ4
𝜑 𝜑
r1 r2 0 r3 𝜑∗ r1 0 r2 r3
𝜑∗
Γ10
Γ9
𝜑
r1 r2 0 r3 𝜑
r1 0 r2 r3
(c) (d)
Figure 2: The bifurcation phase portraits of system (6) with 𝑔 = 0 and (1 + 𝑘𝑟2 + 𝑐)/𝑏𝑐 > 0.
√Δ
+𝑘𝑟2 − 𝑐 + 5√Δ) × cosh √ (𝑥 + 𝑟𝑦 − 𝑐𝑡) + 1 + 𝑘𝑟2 − 𝑐 − 5√Δ)
𝑏𝑐
−1
√Δ
× (2𝑎 (cosh √ − (𝑥 + 𝑟𝑦 − 𝑐𝑡) + 1)) . −1
𝑏𝑐 √Δ
× (2𝑎 (cosh √ (𝑥 + 𝑟𝑦 − 𝑐𝑡) + 1)) .
(19) 𝑏𝑐
y Γ6 y
Γ5
Γ11 Γ12
𝜑
𝜑 𝜑4 c1 𝜑1 c2 𝜑2 c3
c1 𝜑1 c2 𝜑2 c3 𝜑3
𝜑 𝜑
c1 𝜑1 c2 𝜑2 c3 c1 𝜑1 c2 𝜑2 c3
(c) (d)
When 𝑏𝑐/𝑎 > 0, the corresponding homoclinic orbit Γ6 where 𝜑2 = (1+𝑘𝑟2 −𝑐−√Δ)/2𝑎 and 𝜑4 = (1+𝑘𝑟2 −𝑐+2√Δ)/2𝑎
has a double zero point 𝜑2 and a zero point 𝜑4 on 𝜑-axis (see if 𝑎 < 0 and 𝑏𝑐 < 0; then, completing (23) we get the solution
Figure 3(b)), so (15) can be rewritten as 𝑢3 (𝑥, 𝑦, 𝑡). In (23), 𝜑2 = (1 + 𝑘𝑟2 − 𝑐 + √Δ)/2𝑎 and 𝜑4 =
2𝑎 (1 + 𝑘𝑟2 − 𝑐 − 2√Δ)/2𝑎 if 𝑎 > 0 and 𝑏𝑐 > 0; then, completing
2
𝑦2 = (𝜑 − 𝜑2 ) (𝜑 − 𝜑4 ) ; (21) (23) we get the solution 𝑢4 (𝑥, 𝑦, 𝑡).
3𝑏𝑐
that is,
4. Periodic Wave Solutions
2𝑎 2
𝑦 = ±√ (𝜑 − 𝜑2 ) (𝜑 − 𝜑4 ). (22) So as to explain our work conveniently, in this section the
3𝑏𝑐 Jacobian elliptic function sn(𝑙, 𝑚) with modulus 𝑚 will be
Substituting (22) into d𝜑/d𝜉 = 𝑦 and integrating along expressed by sn𝑙. We discuss the periodic wave solutions
homoclinic orbits Γ6 , we get under conditions 𝑔 = 0 and 𝑔 ≠0, respectively.
𝜑
d𝑠
∫ = 𝜉 , (23) 4.1. The Case 𝑔 = 0. When (1 + 𝑘𝑟2 + 𝑐)/𝑏𝑐 < 0, system (6)
2
𝜑4 √(2𝑎/3𝑏𝑐) (𝑠 − 𝜑2 ) (𝑠 − 𝜑4 ) has periodic orbits Γ7 and Γ8 (see Figures 1(a) and 1(b)). Their
6 Abstract and Applied Analysis
expressions are (9) on 𝜑-𝑦 plane, where ℎ1 < ℎ < ℎ2 (or ℎ2 < where 𝑔1 = 2/√𝑟3 − 𝑟1 , sin 𝜓1 = √(𝑟3 − 𝜑)/(𝑟3 − 𝑟2 ), and
ℎ < ℎ1 ). Let 𝑚5 = √(𝑟3 − 𝑟2 )/(𝑟3 − 𝑟1 ). Solving (29), we get
2𝑎 3 1 + 𝑘𝑟2 − 𝑐 2 𝑎 (𝑟3 − 𝑟1 )
𝑓1 (𝜑) = 𝜑 − 𝜑 + 2ℎ; (24)
𝜑 = 𝑟3 − (𝑟3 − 𝑟2 ) sn2 √ − 𝜉. (30)
3𝑏𝑐 𝑏𝑐 6𝑏𝑐
then, we have the following results.
That is,
2
Claim 1. In the case of 𝑔 = 0, (1 + 𝑘𝑟 + 𝑐)/𝑏𝑐 < 0 and ℎ1 <
ℎ < ℎ2 (or ℎ2 < ℎ < ℎ1 ); then, the function 𝑓1 (𝜑) must have 𝑎 (𝑟3 − 𝑟1 )
𝑢5 (𝑥, 𝑦, 𝑡) = 𝑟3 − (𝑟3 − 𝑟2 ) sn2 √ − (𝑥 + 𝑟𝑦 − 𝑐𝑡) ,
three different real zero points. 6𝑏𝑐
(31)
Proof. Since 𝑓1 (𝜑) is a cubic polynomial about 𝜑, we can use
the Shengjin Theorem [11] to distinguish its solutions. We where the modulus of sn is 𝑚5 = √(𝑟3 − 𝑟2 )/(𝑟3 − 𝑟1 ).
only discuss the case 𝑏𝑐/𝑎 < 0, and the case 𝑏𝑐/𝑎 > 0 is the Similarly, when 𝑏𝑐/𝑎 > 0, the expression Γ8 is
same. Under the above conditions,
2𝑎
𝑦 = ±√ (𝜑 − 𝑟1 ) (𝜑 − 𝑟2 ) (𝜑 − 𝑟3 ), (𝑟1 ≤ 𝜑 ≤ 𝑟2 < 𝑟3 ) .
ℎ1 = 𝐻 (𝜑1 , 0) = 𝐻 (0, 0) = 0, 3𝑏𝑐
(32)
3
2
1 + 𝑘𝑟 − 𝑐 (1 + 𝑘𝑟2 − 𝑐)
ℎ2 = 𝐻 (𝜑2 , 0) = 𝐻 ( , 0) = < 0. Substituting (32) into d𝜑/d𝜉 = 𝑦 and integrating along orbit
𝑎 6𝑎2 𝑏𝑐 Γ8 , we have
(25)
𝜑
d𝑠
2 2 ∫
So (1 + 𝑘𝑟 − 𝑐)/(6𝑎 𝑏𝑐) < ℎ < 0. In 𝑓1 (𝜑) the coefficients 𝑟1 √(𝑟3 − 𝑠) (𝑟2 − 𝑠) (𝑠 − 𝑟1 )
2𝑎/3𝑏𝑐 < 0, (1 + 𝑘𝑟2 − 𝑐)/𝑏𝑐 < 0, By Shengjing Theorem [11], (33)
it follows that the function 𝑓1 (𝜑) has three different real zero
2𝑎
points. Let 𝐴 = ((1 + 𝑘𝑟2 − 𝑐)/𝑏𝑐)2 , 𝐵 = −9(2𝑎/3𝑏𝑐) ⋅ 2ℎ, and =√ 𝜉 , (𝑟1 < 𝜑 ≤ 𝑟2 < 𝑟3 ) .
3𝑏𝑐
𝐶 = 3((1 + 𝑘𝑟2 − 𝑐)/𝑏𝑐) ⋅ 2ℎ; then, 𝐵2 − 4𝐴𝐶 = 144(𝑎/𝑏𝑐)2 ℎ[ℎ −
((1 + 𝑘𝑟2 − 𝑐)3 /6𝑎2 𝑏𝑐)] < 0. The according periodic solution of Γ8 can be obtained as
Claim 2. If 𝑔 ≠0 and ℎ1 < ℎ < ℎ2 (or ℎ2 < ℎ < ℎ1 ), then the For example, we take 𝑎 = 𝑏 = 𝑘 = 𝑟 = 1, 𝑐 = −1, 𝑔 = 2,
function 𝑓2 (𝜑) must have three different real zero points. and ℎ = 3/2 such that the conditions in Claim 2 are satisfied.
By simple calculation, we get that 𝑐1 = 0.663975, 𝑐2 = 1.5, and
Proof. We only prove the case 𝑏𝑐/𝑎 < 0, and the case 𝑏𝑐/𝑎 > 0 𝑐3 = 2.36603. The according periodic wave solution is
is the same. Under the above conditions,
1.702055
𝑎 3 1 + 𝑘𝑟2 − 𝑐 2 𝑔 𝑢 (𝑥, 𝑦, 𝑡) = 2.36603 − 0.86603sn2 √ (𝑥 + 𝑦 + 𝑡) ,
ℎ1 = 𝐻 (𝜑1 , 0) = − 𝜑 + 𝜑1 − 𝜑1 6
3𝑏𝑐 1 2𝑏𝑐 𝑏𝑐 (42)
1
= − 𝑓2 (𝜑1 ) + ℎ, where the modulus of sn is √0.86603/1.702055.
2
(37)
𝑎 3 1 + 𝑘𝑟2 − 𝑐 2 𝑔 5. Relationship between Bell-Shaped Waves
ℎ2 = 𝐻 (𝜑2 , 0) = − 𝜑 + 𝜑2 − 𝜑2
3𝑏𝑐 2 2𝑏𝑐 𝑏𝑐 and Periodic Waves
1
= − 𝑓2 (𝜑2 ) + ℎ. In Sections 3 and 4, the bell-shaped solitary wave and periodic
2 wave solutions are obtained. Via further study, we find that
So 𝑓2 (𝜑1 ) ⋅ 𝑓2 (𝜑2 ) = 4(ℎ − ℎ1 )(ℎ − ℎ2 ) < 0. For 𝑓2 (𝜑), we have there exists an interesting relationship between these two
𝑓2 (−∞) > 0, 𝑓2 (𝜑1 ) < 0, 𝑓2 (𝜑2 ) > 0, and 𝑓2 (+∞) < 0. Again, kinds of solutions; that is, the bell-shaped solutions are limits
𝑓2 (𝜑) = (2𝑎/𝑏𝑐)(𝜑 − 𝜑1 )(𝜑 − 𝜑2 ), which is monotonous in of the periodic waves in some sense. The results are detailed
the intervals (−∞, 𝜑1 ), (𝜑1 , 𝜑2 ), and (𝜑2 , +∞). By zero point as follows.
theorem of continuous function, there must be one real zero
point of 𝑓2 (𝜑) that lies in each of the three intervals, proving Proposition 4. Let 𝑢𝑖 (𝑖 = 1, 2, . . . , 8) be solutions of (3),
the claim. let 𝑘, 𝑟, 𝑎, 𝑏, 𝑐, and 𝑔 be parameters in (5), and let 𝑚𝑖 (𝑖 =
5, 6, 7, 8) be modulus of the Jacobian elliptic function sn; then,
Let 𝑐1 < 𝑐2 < 𝑐3 be three different real zero points of 𝑓2 (𝜑). one has the following.
Then Claim 2 means that (7) has three intersection points on
𝜑-axis denoted by (𝑐1 , 0), (𝑐2 , 0), and (𝑐3 , 0). Then (7) can be Case 1. When 𝑔 = 0 and (1 + 𝑘𝑟2 − 𝑐)/𝑏𝑐 < 0, for modulus
rewritten as 𝑚𝑖 → 1 (𝑖 = 5, 6), the periodic waves 𝑢5 and 𝑢6 degenerate
bell-shaped wave 𝑢1 .
2𝑎
𝑦2 = (𝜑 − 𝑐1 ) (𝜑 − 𝑐2 ) (𝜑 − 𝑐3 ) , (38)
3𝑏𝑐 Case 2. When 𝑔 = 0 and (1 + 𝑘𝑟2 − 𝑐)/𝑏𝑐 > 0, for modulus
where 𝑐1 < 𝜑1 < 𝑐2 < 𝜑2 < 𝑐3 . 𝑚𝑖 → 1 (𝑖 = 5, 6), the periodic waves 𝑢5 and 𝑢6 degenerate
When 𝑏𝑐/𝑎 < 0, the expression of periodic orbit Γ11 is bell-shaped wave 𝑢2 .
(1 + 𝑘𝑟2 − 𝑐) 1 + 𝑘𝑟2 − 𝑐 − √Δ
2√ =
× tanh − (𝑥 + 𝑟𝑦 − 𝑐𝑡) 2𝑎
4𝑏𝑐
3√Δ
3 (1 + 𝑘𝑟2 − 𝑐) +
= 𝑎 [1 + cosh √−√Δ/𝑏𝑐 (𝑥 + 𝑟𝑦 − 𝑐𝑡)]
2𝑎
(1 + 𝑘𝑟2 − 𝑐)
× [1 − tanh2 √ − (𝑥 + 𝑟𝑦 − 𝑐𝑡)] = ( (1 + 𝑘𝑟2 − 𝑐 − √Δ)
4𝑏𝑐
[ ]
3 (1 + 𝑘𝑟2 − 𝑐)
= √Δ
2𝑎 × cosh √ − (𝑥 + 𝑟𝑦 − 𝑐𝑡) + 1
𝑏𝑐
1
×
2
cosh √− ((1 + 𝑘𝑟2 − 𝑐) /4𝑏𝑐) (𝑥 + 𝑟𝑦 − 𝑐𝑡) + 𝑘𝑟2 − 𝑐 + 5√Δ)
3 (1 + 𝑘𝑟2 − 𝑐)
= −1
2𝑎 √Δ
× (2𝑎 [cosh √ − (𝑥 + 𝑟𝑦 − 𝑐𝑡) + 1])
1 𝑏𝑐
× [ ]
(1/2) [cosh √− ((1 + 𝑘𝑟2 − 𝑐) /𝑏𝑐) (𝑥 + 𝑟𝑦 − 𝑐𝑡) + 1]
= 𝑢3 (𝑥, 𝑦, 𝑡) .
(45)
3 (1 + 𝑘𝑟2 − 𝑐)
=
𝑎 [1 + cosh √− ((1 + 𝑘𝑟2 − 𝑐) /𝑏𝑐) (𝑥 + 𝑟𝑦 − 𝑐𝑡)] The results provide a manner that we can get bell-shaped
waves from periodic waves for some nonlinear development
= 𝑢1 (𝑥, 𝑦, 𝑡) . equations.
(44)
Conflict of Interests
When 𝑚6 = √(𝑟2 − 𝑟1 )/(𝑟3 − 𝑟1 ) → 1, it means 𝑟2 = 𝑟3 ;
The author declares that there is no conflict of interests
then, we calculate 𝑟2 = 𝑟3 = 0 and 𝑟1 = 3(1 + 𝑘𝑟2 − 𝑐)/2𝑎, and regarding the publication of this paper.
substituting 𝑟𝑖 (𝑖 = 1, 2, 3) into 𝑢6 we get 𝑢6 = 𝑢1 .
Acknowledgments
Proof of Case 3. When 𝑚7 = √(𝑐3 − 𝑐2 )/(𝑐3 − 𝑐1 ) → 1, it This work was supported by the National Natural Science
means 𝑐1 = 𝑐2 and sn = tanh; then, we calculate 𝑐1 = 𝑐2 = Foundation of China (no. 11201070) and Guangdong Province
(1 + 𝑘𝑟2 − 𝑐 − √Δ)/2𝑎 and 𝑐3 = (1 + 𝑘𝑟2 − 𝑐 + 2√Δ)/2𝑎, and (no. 2013KJCX0189 and no. Yq2013161). The author would
substituting 𝑐𝑖 (𝑖 = 1, 2, 3) into 𝑢7 admits to 𝑢3 as follows: like to thank the editors for their hard working and the
anonymous reviewers for helpful comments and suggestions.
𝑢7 (𝑥, 𝑦, 𝑡)
References
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= 𝑐3 − (𝑐3 − 𝑐2 ) sn − 3 1 (𝑥 + 𝑟𝑦 − 𝑐𝑡) [1] T. B. Benjamin, J. L. Bona, and J. J. Mahony, “Model equations
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solitary waves in weakly dispersive media,” Soviet Physics—
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= (1 + 𝑘𝑟2 − 𝑐 − √Δ
[3] A.-M. Wazwaz, “Exact solutions of compact and noncompact
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−√Δ
+3√Δ (1 − tanh2 √ (𝑥 + 𝑟𝑦 − 𝑐𝑡))) [4] A.-M. Wazwaz, “The extended tanh method for new compact
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Abstract and Applied Analysis 9
Research Article
Dynamical Behaviors of Rumor Spreading Model with
Control Measures
Copyright © 2014 X.-X. Zhao and J.-Z. Wang. This is an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly
cited.
Rumor has no basis in fact and flies around. And in general, it is propagated for a certain motivation, either for business, economy,
or pleasure. It is found that the web does expose us to more rumor and increase the speed of the rumors spread. Corresponding
to these new ways of spreading, the government should carry out some measures, such as issuing message by media, punishing
the principal spreader, and enhancing management of the internet. In order to assess these measures, dynamical models without
and with control measures are established. Firstly, for two models, equilibria and the basic reproduction number of models are
discussed. More importantly, numerical simulation is implemented to assess control measures of rumor spread between individuals-
to-individuals and medium-to-individuals. Finally, it is found that the amount of message released by government has the greatest
influence on the rumor spread. The reliability of government and the cognizance ability of the public are more important. Besides
that, monitoring the internet to prevent the spread of rumor is more important than deleting messages in media which already
existed. Moreover, when the minority of people are punished, the control effect is obvious.
measures [28, 29]. In order to control the rumor spreading, completely ignorant population [33–35], can be calculated as
we can focus on the credibility of the authorities’ media follows:
[30–32] and increasing the cognizance ability of the public.
Besides, the government should give a certain punishment for 𝜃𝛽𝐼0 𝜆𝜃𝛼𝐼0
𝑅0 = + . (2)
the spreader. Therefore, this paper mainly assesses the effect 𝑚 + 𝑑 (𝑚 + 𝑑) 𝑘
of these measures.
The detailed calculation method can be seen in [35] and
the behavior of (1) is discussed in Theorem 1.
2. A Dynamical System for Rumor Spreading
Theorem 1. (a) When 𝑅0 < 1, the disease-free equilibrium 𝐸0
Without consideration of government measures, the dynami-
is globally asymptotically stable.
cal system we establish will include the following four classes:
the susceptible individual (𝐼), the spreader (𝑆), the stifler (𝑅), (b) When 𝑅0 > 1, the disease-free equilibrium 𝐸0 is
and the message in media (𝑊). Here, the bilinear incidence unstable.
rate is considered. The interpretation of parameters can be
seen in Table 1. The model we employ is as follows: Proof. (a) Define a Lyapunov function
4 5
3.5 4.5
3 4
3.5
2.5
3
R01
R01
2
2.5
1.5
2
1 1.5
0.5 1
0 0.5
0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
𝜃 𝜂
(a) (b)
2 12
10
1.5
8
R01
6
R01
4
0.5
2
0 0
0 0.05 0.1 0.15 0.2 0.25 0.3 0 2 4 6 8 10
𝜇 𝜆
(c) (d)
12 1.89
10 1.885
1.88
8
1.875
R01
6
R01
1.87
4
1.865
2 1.86
0 1.855
0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
B ×107 k
(e) (f)
4 2
3.5 1.8
3 1.6
1.4
2.5
1.2
R01
2
R01
1
1.5
0.8
1 0.6
0.5 0.4
0 0.2
0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8
p 𝛽 ×10−10
(g) (h)
Figure 1: Continued.
4 Abstract and Applied Analysis
1.865 9
1.864 8
7
1.863
6
1.862 5
R01
R01
1.861 4
3
1.86
2
1.859 1
1.858 0
0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
−10
𝛼 ×10 𝛾 ×10−10
(i) (j)
(b) The Jacobian matrix at the 𝐸0 is the Jacobian The analysis about 𝑥1 , 𝑥2 , and 𝑥3 is more complex and we
0 0 list the result in Table 2.
−𝑑 −𝛽𝐼 0 −𝛼𝐼
0 𝜃𝛽𝐼0 − (𝑚 + 𝑑) 0 𝜃𝛼𝐼0
𝐽|𝐸0 =( ). 4. A Dynamical System for Rumor Spreading
0 (1 − 𝜃) 𝛽𝐼0 + (𝑚 + 𝑑) −𝑑 (1 − 𝜃) 𝛼𝐼0
0 𝜆 0 −𝑘 with Government Measures
(5)
Now, we add the measures of government to the system,
With regard to this matrix, the eigenvalues are the roots especially issuing the actual message through the medium
of the polynomial equation 𝐺(𝑡) and punishment for the spreaders, which are reflected
in 𝜂 and 𝜇. Moreover, the ability of cognizance of the public
[𝑥2 + (𝑚 + 𝑑 + 𝑘 − 𝜃𝛽𝐼0 ) 𝑥 + (𝑚 + 𝑑 − 𝜃𝛽𝐼0 ) 𝑘 − 𝜆𝜃𝛼𝐼0 ] is reflected in 𝜃. The higher the cognizance ability the smaller
the 𝜃. These interpretations can be seen in Table 2. 𝐵(𝑆) can
× (𝑥 + 𝑑) (𝑥 + 𝑘) = 0.
be adopted as different term according to different situation.
(6) The system has the following form:
It is easy to know that −𝑑 and −𝑘 are two of the eigenvalues. 𝑑𝐼 (𝑡)
When 𝑅0 > 1,(𝑚 + 𝑑 − 𝜃𝛽𝐼0 )𝑘 − 𝜆𝜃𝛼𝐼0 < 0; that is, there must = 𝐴 − 𝛽𝐼 (𝑡) 𝑆 (𝑡) − 𝛼𝐼 (𝑡) 𝑊 (𝑡) − 𝜂𝛾𝐼 (𝑡) 𝐺 (𝑡)
𝑑𝑡
exist a positive root. That means that 𝐸0 is unstable.
− 𝑑𝐼 (𝑡) ,
With regard to the positive equilibrium 𝐸∗ = (𝐼∗ , 𝑆∗ , 𝑅∗ ,
∗
𝑊 ), it should satisfy 𝑑𝑆 (𝑡)
= 𝜃𝛽𝐼 (𝑡) 𝑆 (𝑡) + 𝜃𝛼𝐼 (𝑡) 𝑊 (𝑡) − 2𝜉1 𝑆2 (𝑡) − 𝑚𝑆 (𝑡)
𝑑𝑡
𝐴 − 𝛽𝐼∗ 𝑆∗ − 𝛼𝐼∗ 𝑊∗ − 𝑑𝐼∗ = 0,
− 𝜉2 𝑆 (𝑡) 𝑅 (𝑡) − 𝜂𝛿𝑆 (𝑡) 𝐺 (𝑡) − 𝑑𝑆 (𝑡) − 𝜇𝑆 (𝑡) ,
𝜃𝛽𝐼∗ 𝑆∗ + 𝜃𝛼𝐼∗ 𝑊∗ − 2𝜉1 𝑆∗2 − 𝑚𝑆∗ − 𝜉2 𝑆∗ 𝑅∗ − 𝑑𝑆∗ = 0,
×108 ×107
3.5 8
3 7
The final scale of the spreader
3 10
2.5
8
2
6
1.5
4
1
0.5 2
0 0
0 2000 4000 6000 8000 10000 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
t t ×104
×107 ×107
4 4
The final scale of the spreader
3.5 3.5
The final scale of the spreader
3 3
2.5 2.5
2 2
1.5 1.5
1 1
0.5 0.5
0 0
0 2000 4000 6000 8000 10000 12000 0 2000 4000 6000 8000 10000 12000
t t
𝛽 = 50 × 0.0002/(1.35 × 109 ) 𝛽 = 50 × 0.0008/(1.35 × 109 ) 𝛼 = 2 × 10−11 𝛼 = 8 × 10−11
𝛽 = 50 × 0.0004/(1.35 × 109 ) 𝛽 = 50 × 0.001/(1.35 × 109 ) 𝛼 = 4 × 10−11 𝛼 = 10 × 10−11
𝛽 = 50 × 0.0006/(1.35 × 109 ) 𝛼 = 6 × 10−11
(e) (f)
Figure 2: Continued.
6 Abstract and Applied Analysis
×108 ×107
2.5 4
3.5
The final scale of the spreader
0 0
0 1 2 3 4 5 0 2000 4000 6000 8000 10000 12000
t ×10 4 t
𝛾 = 4 × 10−11
𝛾 = 8 × 10 −11
𝜉1 = 50 × 0.0002/(1.35 × 109 ) 𝜉1 = 50 × 0.0008/(1.35 × 109 )
𝛾 = 6 × 10−11 𝛾 = 10 × 10−11 𝜉1 = 50 × 0.0004/(1.35 × 109 ) 𝜉1 = 50 × 0.001/(1.35 × 109 )
𝜉1 = 50 × 0.0006/(1.35 × 109 )
(g) (h)
7
×10
2
The final scale of the spreader
1.5
0.5
0
0 1000 2000 3000 4000 5000 6000 7000 8000
t
(i)
Figure 2: The sensitivity of the final scale in terms of parameters. (a) 𝜃. (b) 𝜂. (c) 𝜇. (d) 𝐵. (e) 𝛽. (f) 𝛼. (g) 𝛾. (h) 𝜉1 . (i) 𝜉2 .
×106
×106
1.018 1.008
e final scale of the spreader
1.016 1.007
1.004 1.002
1.002 1.001
1 1
0 2000 4000 6000 8000 10000 0 2000 4000 6000 8000 10000
t t
1.006 1.007
e final scale of the spreader
1.006
1.005
1.005
1.004
1.004
1.003
1.003
1.002
1.002
1.001 1.001
1 10
0 2000 4000 6000 8000 10000 2000 4000 6000 8000 10000
t t
1.008
e final scale of the spreader
1.006
1.007
1.005
1.006
1.005 1.004
1.004 1.003
1.003
1.002
1.002
1.001 1.001
1 1
0 2000 4000 6000 8000 10000 0 2000 4000 6000 8000 10000
t t
𝛽 = 50 × 0.000002/(1.35 × 109 ) 𝛽 = 50 × 0.000008/(1.35 × 109 ) 𝛼 = 2 × 10−14 𝛼 = 8 × 10−14
𝛽 = 50 × 0.000004/(1.35 × 109 ) 𝛽 = 50 × 0.00001/(1.35 × 109 ) 𝛼 = 4 × 10−14 𝛼 = 10 × 10−14
𝛽 = 50 × 0.000006/(1.35 × 109 ) 𝛼 = 6 × 10−14
(e) (f)
Figure 3: Continued.
8 Abstract and Applied Analysis
×106
×106
1.012 1.007
1.005
1.008
1.004
1.006
1.003
1.004
1.002
1.002 1.001
1 1
0 2000 4000 6000 8000 10000 0 2000 4000 6000 8000 10000
t t
×106
1.006
The final scale of the spreader
1.005
1.004
1.003
1.002
1.001
1
0 2000 4000 6000 8000 10000
t
(i)
Figure 3: The sensitivity of the final scale in terms of parameters. (a) 𝜃. (b) 𝜂. (c) 𝜇. (d) 𝑏. (e) 𝛽. (f) 𝛼. (g) 𝛾. (h) 𝜉1 . (i) 𝜉2 .
(13)
So, we derive
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55–60, 2008.
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[11] L. J. Zhao, H. X. Cui, X. Y. Qiu, X. L. Wang, and J. J. Wang, “SIR
on the rumor spread. The effects of 𝜂 and 𝜃 are almost
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means that the reliability of government is more important
[12] L. Huo, T. T. Lin, and P. Q. Huang, “Dynamical behavior
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of a rumor transmission model with psychological effect in
𝐵(𝑆) = 𝑏𝑆, the influence of 𝜃 is larger which means that the emergency event,” Abstract and Applied Analysis, vol. 2013,
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Abstract and Applied Analysis 11
Research Article
Stability Analysis of a Class of Higher Order
Difference Equations
Copyright © 2014 Y. Liu and F. Meng. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
We consider the sufficient conditions for asymptotic stability and instability of certain higher order nonlinear difference equations
with infinite delays in finite-dimensional spaces. With the aid of the general comparison condition on the right-hand side function
𝑓𝑘 (⋅), we generalize the stability and instability result.
Denote by
𝑦𝑘 = 𝑓𝑘−1 (𝑦𝑘−1 , 𝑦𝑘−2 , . . . , 𝑦𝑘−𝑟−1 ,
𝑟 𝑟
𝑘−2 𝑃 = ∑𝑝𝑖 , 𝑄 = ∑𝑞𝑖 . (6)
∑ 𝑔𝑘−1,𝑠 (𝑦𝑠 , 𝑦𝑠−1 , . . . , 𝑦𝑠−𝑟+1 )) . (3) 𝑟=0 𝑖=1
𝑠=0
It is easy to see that 𝑦𝑘 is defined by the solution 𝑦𝑘−1 . Using the method in [10], we can obtain the following
The main aim of this paper is to provide the sufficient theorem.
conditions for asymptotic stability and instability of (2). First,
we state some notations and basic definitions used in the Theorem 4. Under the hypothesises (C1, C2, and C3), system
paper. Denote that ‖x‖ = √𝑥02 + 𝑥12 + ⋅ ⋅ ⋅ + 𝑥𝑛2 for the vector (2) is asymptotically stable if 𝑃 > 1, 𝛼 > 0, 0 < 𝛽 < 1, and
x = (𝑥0 , 𝑥1 , . . . , 𝑥𝑛 ) ∈ 𝑋, which implies that, for 𝑓, 𝑔 ∈ 𝑋, 𝑀 < 1/2𝛼.
𝑓 ⋅ 𝑔 ≤ 𝑓 ⋅ 𝑔 , 𝑓 + 𝑔 ≤ 𝑓 + 𝑔 . (4)
Proof. Since 𝑃 > 1, we can choose two real numbers 𝑠 ≥ 1,
Definition 1. The zero solutions of the system (2) are stable if, 0 < 𝛿 < 1 such that 𝑃 − 𝑠 > 0,
for every 𝜀 > 0, 𝑘0 ∈ 𝑍+ , there exists 𝛿(𝜀, 𝑘0 ) > 0 such that
every solution {𝑥𝑘 } of the system with the initial condition 𝑝1 𝑝
𝑝0 + + ⋅ ⋅ ⋅ + 𝑟𝑟 − 𝑠 > 0,
‖(𝑥𝑘0 −𝑘 , . . . , 𝑥𝑘0 )‖ ≤ 𝛿 satisfies the condition ‖𝑥𝑘 ‖ < 𝜀, for all 𝑠 𝑠
𝑘 ≥ 𝑘0 . (7)
𝑝0 +𝑝1 /𝑠+⋅⋅⋅+𝑝𝑟 /𝑠𝑟 −𝑠 1
𝛼𝛽𝛿 < .
Definition 2. The zero solutions of the system (2) are asymp- 2
totically stable if it is stable and, under a constant 𝜇 existing,
lim𝑘 → ∞ ‖𝑥𝑘 ‖ = 0 for any solution {𝑥𝑛 } of (2) such that From (7), it is easy to note that
‖(𝑥𝑘0 −𝑘 , . . . , 𝑥𝑘0 )‖ ≤ 𝜇.
𝑝1 + 𝑞1 𝑝 +𝑞
Definition 3. The zero solutions of system (2) are unstable if it 𝑝0 + + ⋅ ⋅ ⋅ + 𝑟 𝑟 𝑟 − 𝑠 > 0,
is not stable, that is, if there are numbers 𝜀 > 0, 𝑘0 ∈ 𝑍+ , such 𝑠 𝑠
(8)
that for every 𝛿 > 0 there is a solution {𝑥𝑘 } with the initial 𝑝0 +(𝑝1 +𝑞1 )/𝑠+⋅⋅⋅+(𝑝𝑟 +𝑞𝑟 )/𝑠𝑟 −𝑠 1
condition ‖(𝑥𝑘0 −𝑘 , . . . , 𝑥𝑘0 )‖ ≤ 𝛿 and there exists a number 𝛼𝛽𝛿 < .
2
𝐾 ≥ 𝑘0 such that ‖𝑥𝐾 ‖ ≥ 𝜀.
The system we consider is a general form of higher order Next, we consider solution of the system (2) with the initial
difference equations without the concrete formula of 𝑓𝑘 (⋅). If condition such that ‖𝑦𝑘 ‖ ≤ 𝛿, 𝑘 = 0, −1, . . . , −𝑟. According to
we entitle the function 𝑓𝑘 (⋅) to a special form, such as the form the definition, we will prove the following inequality:
of logistic function, then the stability of equilibrium points
can be used to discuss the population model. 𝑠𝑘
𝑦𝑘 ≤ 𝛿 , ∀𝑘 ∈ 𝑍+ , (9)
2. Asymptotic Stability
which is obvious to hold for 𝑘 = 1.
In this section, using the method of comparison conditions, Assuming that (9) still holds for 2, 3, . . . , 𝑘(𝑘 ≥ 2), in
we will obtain the sufficient conditions of the nonlinear addition to (𝐶2) and (𝐶3), then we estimate the solution at
difference system (2). The following discrete inequalities we the (𝑘 + 1) step by (4).
assumed play an important role in the investigations of the Let 𝑧𝑟+1 = ∑𝑘−1
𝑠=0 𝑔𝑘,𝑠 (𝑦𝑠 , 𝑦𝑠−1 , . . . , 𝑦𝑠−𝑟+1 ). Then
asymptotic stability:
𝑟
𝑝 𝑘−1
(𝐶1) 𝑓𝑘 (𝑥0 , 𝑥1 , . . . , 𝑥𝑟+1 ) ≤ 𝛼∏𝑥𝑖 𝑖 𝑥𝑟+1 ,
𝑧𝑟+1 = ∑ 𝑔𝑘,𝑠 (𝑦𝑠 , 𝑦𝑠−1 , . . . , 𝑦𝑠−𝑟+1 )
𝑠=0
𝑖=0
𝛼 > 0, 𝑝𝑖 ≥ 0, 𝑖 = 0, 1, . . . , 𝑟;
𝑟 = 𝑔𝑘,𝑘−1 (𝑦𝑘−1 , 𝑦𝑘−2 , . . . , 𝑦𝑘−𝑟 )
𝑞
(𝐶2) 𝑔𝑘,𝑠 (𝑥0 , 𝑥1 , . . . , 𝑥𝑟−1 ) ≤ 𝛽∏𝑥𝑖−1 𝑖 ,
𝑖=1
𝑘−2 (10)
𝛽 > 0, 𝑞𝑖 ≥ 0, 𝑖 = 0, 1, . . . , 𝑟 − 1; + ∑ 𝑔𝑘,𝑠 (𝑦𝑠 , 𝑦𝑠−1 , . . . , 𝑦𝑠−𝑟+1 )
𝑠=0
𝑘−2 𝑞1 𝑞2 𝑞𝑟
(𝐶3)
∑ 𝑔𝑘,𝑠 (𝑥0 , 𝑥1 , . . . , 𝑥𝑟 ) ≤ 𝑀 < ∞, 𝑀 ∈ 𝑅+ . ≤ 𝛽𝑦𝑘−1 𝑦𝑘−2 ⋅ ⋅ ⋅ 𝑦𝑘−𝑟 + 𝑀
𝑠=𝑘0
𝑘−1
𝑞1 +𝑠𝑘−2 𝑞2 +⋅⋅⋅+𝑠𝑘−𝑟 𝑞𝑟
(5) ≤ 𝛽𝛿𝑠 + 𝑀.
Abstract and Applied Analysis 3
By the inequalities (8) and (10), we can obtain the (i) If 𝑘 is on the end of 𝐼𝑛 , such that 𝑘 + 1 ∈ 𝐼𝑛+1 , then we
following conclusion: have
𝑦𝑘+1
𝑦𝑘+1 = 𝑓𝑘 (𝑦0 , 𝑦1 , . . . , 𝑧𝑟+1 )
𝑛+1 𝑝0 𝑛+1 𝑝1 +𝑞1 𝑛+1 𝑝𝑟 +𝑞𝑟
𝑟
≤ 𝛼𝛽 (((𝛼𝛽) 𝛿) ((𝛼𝛽) 𝛿) ⋅ ⋅ ⋅ ((𝛼𝛽) 𝛿) )
𝑝
≤ 𝛼∏𝑦𝑖 𝑖 𝑧𝑟+1 𝑛+1 𝑝0 𝑛+1 𝑝1 𝑛+1 𝑝𝑟
𝑖=0 + 𝛼(𝛼𝛽) 𝛿 ((𝛼𝛽) 𝛿) ⋅ ⋅ ⋅ ((𝛼𝛽) 𝛿) 𝑀
𝑝 𝑝 𝑝
≤ 𝛼𝑦𝑘 0 𝑦𝑘−1 1 ⋅ ⋅ ⋅ 𝑦𝑘−𝑟 𝑟 𝑃+𝑄 𝑃
𝑛+1 𝑛+1
= 𝛼𝛽(((𝛼𝛽) 𝛿) + 𝛼(𝛼𝛽) 𝛿) 𝑀.
𝑘−1
𝑞1 +𝑠𝑘−2 𝑞2 +⋅⋅⋅+𝑠𝑘−𝑟 𝑞𝑟 (15)
× (𝛽𝛿𝑠 + 𝑀)
𝑘
𝑝0 +𝑠𝑘−1 𝑝1 +⋅⋅⋅+𝑠𝑘−𝑟 𝑝𝑟 𝑘−1
𝑞1 +𝑠𝑘−2 𝑞2 +⋅⋅⋅+𝑠𝑘−𝑟 𝑞𝑟
By the assumptions in this theorem, we have
≤ 𝛼𝛿𝑠 (𝛽𝛿𝑠 + 𝑀)
𝑛+2 𝑛+2
𝑦𝑘+1 ≤ (𝛼𝛽) 𝛿 (𝛿 + 𝛽 𝑀) ≤ (𝛼𝛽) .
𝑄 −1
(16)
𝑘 𝑘−1 𝑘−𝑟
= 𝛼𝛽𝛿𝑠 𝑝0 +𝑠 (𝑝1 +𝑞1 )+⋅⋅⋅+𝑠 (𝑝𝑟 +𝑞𝑟 )
As desired.
𝑠𝑘 𝑝0 +𝑠𝑘−1 𝑝1 +⋅⋅⋅+𝑠𝑘−𝑟 𝑝𝑟
+ 𝛼𝛿 𝑀 (ii) If 𝑘 is inside 𝐼𝑛 , in other words, 𝑘, 𝑘 − 1, . . . , 𝑘 − 𝑖 ∈ 𝐼𝑛
and 𝑘 − 𝑖 − 1, 𝑘 − 𝑖 − 2, . . . , 𝑘 − 𝑟 ∈ 𝐼𝑛−1 , such that
𝑘+1 𝑘
(𝑝0 +(𝑝1 +𝑞1 )/𝑠+⋅⋅⋅+(𝑝𝑟 +𝑞𝑟 )/𝑠𝑟 −𝑠)
= 𝛿𝑠 (𝛼𝛽𝛿𝑠 𝑘 + 1 ∈ 𝐼𝑛+1 , then we have
Theorem 5. Let system (2) satisfy the same conditions as in Because of the sufficient condition in this theorem, we can
Theorem 4. Then, the zero solutions are asymptotically stable if derive
𝑃 = 1, 0 < 𝛼𝛽 < 1, and 𝑀 < 𝛽(1 − 𝛿𝑄).
𝑛 𝑃+𝑄 𝑛 𝑃 𝑛+1
𝑦𝑘+1 ≤ 𝛼𝛽((𝛼𝛽) 𝛿) + 𝛼((𝛼𝛽) 𝛿) 𝑀 ≤ (𝛼𝛽) 𝛿,
Proof. According to the assumption, we can define a set for (18)
every integer 𝑛 ≥ 0,
which proves that (14) holds for 𝑦𝑘+1 . From estimation (14)
𝐼𝑛 = {𝑛 (𝑟 + 1) + 𝑖 : 𝑖 = 1, 2, . . . , 𝑟 + 1} , (12) and 𝛼𝛽 ∈ (0, 1), it follows the asymptotic stability of the zero
solutions of system (2). The proof is ended.
𝑟
𝑞̃ (a) The functions 𝜇(𝑘), ](𝑘) satisfy the following rela-
(𝐶5) 𝑔𝑘,𝑠 (𝑥0 , 𝑥1 , . . . , 𝑥𝑟−1 ) ≥ 𝛽̃∏𝑥𝑖−1 𝑖 ,
𝑖=1
tions:
The following three theorems are our main results on + ⋅ ⋅ ⋅ + (𝑝̃𝑟 + 𝑞̃𝑟 ) ] (𝑘 − 𝑟) ,
instability of the system (2).
Theorem 6. Under conditions (C4)-(C5), system (2) is unsta- which can be directly proved by the method of induction in
̃ < 1 for all 0 < 𝛼̃𝛽̃ < 1.
ble if 0 < 𝑃̃ + 𝑄 𝑘 ∈ 𝑍+ .
Proof. Let the arbitrary initial conditions satisfy (b) The functions 𝜇(𝑘), ](𝑘) satisfy the following estima-
tions:
𝑦𝑖 = 𝜂𝑖 , 𝑛 𝑘−1
̃ 𝑖 ≤ 𝜇 (𝑘) ≤ ∑ (𝑃̃ + 𝑄)
∑(𝑃̃ + 𝑄) ̃ 𝑖, ∀𝑘 ∈ 𝐼𝑛 , 𝑛 ∈ 𝑍+ ;
𝑖 = 0, −1, . . . , −𝑟, 𝜂 = min {1, 𝜂𝑖 : 𝑖 = 0, −1, −2, . . . , −𝑟} . 𝑖=0 𝑖=0
(21) (27)
̃ 𝑛,
] (𝑘) ≤ (𝑃̃ + 𝑄) if (𝑃̃ + 𝑄)
̃ ∈ (0, 1] , ∀𝑘 ∈ 𝐼𝑛 , 𝑛 ∈ 𝑍+ ,
Note that ‖𝑦𝑖 ‖ ≥ 𝜂, for all 𝑖 = 0, −1, . . . , −𝑟.
For 𝑘 = 1, from (2) and conditions (C4), (C5), we have (28)
𝑟 𝑟
𝑝̃ 𝑝̃ where 𝐼𝑛 is defined by (12).
𝑦1 = 𝑓0 (𝑦0 , 𝑦−1 , . . . , 𝑦−𝑟 ) ≥ 𝛼̃∏𝑦𝑖 𝑖 = 𝛼̃∏𝜂𝑖 𝑖 The proof of Proposition (b) is as follows. We will prove
𝑖=0 𝑖=0 (22) the left-hand side inequality (27) by induction on each set 𝐼𝑛 ,
̃
̃ ̃ ̃ ̃ 𝑃̃ .
≥ 𝛼̃𝜂𝑝0 +𝑝1 +⋅⋅⋅+𝑝𝑟 = 𝛼̃𝜂𝑃 ≥ 𝛼̃𝛽𝜂 and the right-hand side can be proved similarly.
It is obvious that the assertion is true for the step 𝑘 = 1.
Assume that the assertion holds until the step 𝑘 ∈ 𝐼. For
For 𝑘 = 2, by the same way and noting that 𝐺 is invariant set, every 𝑘 ∈ 𝐼𝑛 , using Proposition (a), (24) and by induction
we have the following estimation: assumption, we have
𝑛−1
̃ 𝑛] + ⋅ ⋅ ⋅ + (𝑝̃𝑖 + 𝑞̃𝑖 ) (𝑃̃ + 𝑄)
̃ + (𝑝̃𝑖+1 + 𝑞̃𝑖+1 )
𝜇 (𝑘 + 1) ≥ 1 + 𝑝̃0 [1 + (𝑃̃ + 𝑄)
̃ + ⋅ ⋅ ⋅ + (𝑃̃ + 𝑄)
𝑛−1 𝑛−1
̃ 𝑛] × (𝑃̃ + 𝑄)
̃ + ⋅ ⋅ ⋅ + (𝑝̃𝑟 + 𝑞̃𝑟 ) (𝑃̃ + 𝑄)
̃
+ (𝑝̃1 + 𝑞̃1 ) [1 + (𝑃̃ + 𝑄)
̃ + ⋅ ⋅ ⋅ + (𝑃̃ + 𝑄)
𝑛−1
+ ⋅ ⋅ ⋅ + (𝑝̃𝑖 + 𝑞̃𝑖 ) [1 + (𝑃̃ + 𝑄) ̃ 𝑛]
̃ + ⋅ ⋅ ⋅ + (𝑃̃ + 𝑄) = [𝑝̃0 + (𝑝̃1 + 𝑞̃1 ) + ⋅ ⋅ ⋅ + (𝑝̃𝑟 + 𝑞̃𝑟 )] (𝑃̃ + 𝑄)
̃
𝑛
+ (𝑝̃𝑖+1 + 𝑞̃𝑖+1 ) [1 + (𝑃̃ + 𝑄)
̃ + ⋅ ⋅ ⋅ + (𝑃̃ + 𝑄)
̃ ] 𝑛 = (𝑃̃ + 𝑄)
̃
(34)
+ ⋅ ⋅ ⋅ + (𝑝̃𝑟 + 𝑞̃𝑟 ) [1 + (𝑃̃ + 𝑄)]
̃
as desired.
Next, we will prove Theorem 6 based on the above
= 1 + [𝑝̃0 + (𝑝̃1 + 𝑞̃1 ) + ⋅ ⋅ ⋅ + (𝑝̃𝑟 + 𝑞̃𝑟 )] + (𝑃̃ + 𝑄)
̃
propositions. Let 𝑃̃ + 𝑄
̃ ∈ (0, 1). From the estimation (24)
and the estimations (27), (28) of Proposition (b), we have two
× [𝑝̃0 + (𝑝̃1 + 𝑞̃1 ) + ⋅ ⋅ ⋅ + (𝑝̃𝑟 + 𝑞̃𝑟 )] + ⋅ ⋅ ⋅
cases.
𝑛−1
+ (𝑃̃ + 𝑄)
̃ [𝑝̃0 + (𝑝̃1 + 𝑞̃1 ) + ⋅ ⋅ ⋅ + (𝑝̃𝑟 + 𝑞̃𝑟 )] Case (i). If (̃ ̃ ≥ 1, we have
𝛼𝛽)
𝑛
+ (𝑃̃ + 𝑄)
̃ [𝑝̃0 + (𝑝̃1 + 𝑞̃1 ) + ⋅ ⋅ ⋅ + (𝑝̃𝑖 + 𝑞̃𝑖 )] ̃ ̃ ̃ ̃ 𝑛
𝜇(𝑘)
̃ 1+(𝑃+𝑄)+⋅⋅⋅+(𝑃+𝑄) , ̃ ̃ 𝑛
(̃ ̃
𝛼𝛽) ≥ (̃
𝛼𝛽) 𝜂](𝑘) ≥ 𝜂(𝑃+𝑄) ,
(35)
≥ 1 + [𝑝̃0 + (𝑝̃1 + 𝑞̃1 ) + ⋅ ⋅ ⋅ + (𝑝̃𝑟 + 𝑞̃𝑟 )] ∀𝑘 ∈ 𝐼𝑛 , 𝑛 = 1, 2, . . . ,
+ (𝑃̃ + 𝑄)
̃ [𝑝̃0 + (𝑝̃1 + 𝑞̃1 ) + ⋅ ⋅ ⋅ + (𝑝̃𝑟 + 𝑞̃𝑟 )] + ⋅ ⋅ ⋅ where 𝜂 ≥ 1. Therefore,
̃ ̃ ̃ ̃ 𝑛
𝑛−1 ̃ 1+(𝑃+𝑄)+⋅⋅⋅+(𝑃+𝑄) 𝜂(𝑃+ ̃𝑛
̃ 𝑄)
+ (𝑃̃ + 𝑄)
̃ [𝑝̃0 + (𝑝̃1 + 𝑞̃1 ) + ⋅ ⋅ ⋅ + (𝑝̃𝑟 + 𝑞̃𝑟 )] 𝑦𝑘 ≥ (̃
𝛼𝛽)
(36)
𝑛 ̃
̃ 𝑄)]
1/[1−(𝑃+ ̃ 𝑛+1 /[(𝑃+
̃ 𝑄)
(𝑃+ ̃
̃ 𝑄)−1]
= 1 + (𝑃̃ + 𝑄)
̃ + ⋅ ⋅ ⋅ + (𝑃̃ + 𝑄)
̃ , = (̃ ̃
𝛼𝛽) (̃ ̃
𝛼𝛽) (𝑃+ ̃𝑛
̃ 𝑄)
𝜂 ,
(31)
which gives
̃ ̃
̃ 1/[1−(𝑃+𝑄)] ,
which proves the left-hand side inequality of (27). lim 𝑦𝑘 ≥ (̃
𝛼𝛽) (37)
To prove inequality (28), using (26) and by induction, we
assume that the inequality holds for all steps 1, 2, . . . , 𝑘. For as 𝑛 and then 𝑘 go to infinity.
the step 𝑘 + 1, by the same method of induction, if 𝑘 ∈ 𝐼 and Therefore, there are a number 𝑎 > 0 and a large number
is on the end of the set 𝐼 so that 𝑘 + 1 ∈ 𝐼𝑛+1 , we have 𝐾 ∈ 𝑍+ such that ‖𝑦𝐾 ‖ ≥ 𝑎. By Definition 3, if 𝜀 = 𝑎 and
𝛿 ≥ 𝜂, the zero solutions are unstable.
] (𝑘 + 1) = 𝑝̃0 ] (𝑘) + (𝑝̃1 + 𝑞̃1 ) ] (𝑘 − 1) + ⋅ ⋅ ⋅ Case (ii). If (̃ ̃ ∈ (0, 1), using the estimation (24) and the
𝛼𝛽)
estimations (27), (28) of Proposition (b) again, we then obtain
+ (𝑝̃𝑟 + 𝑞̃𝑟 ) ] (𝑘 − 𝑟)
𝜇(𝑘) ̃ ̃ ̃ ̃ 𝑘−1
̃ 1+(𝑃+𝑄)+⋅⋅⋅+(𝑃+𝑄) , ̃ ̃ 𝑛
𝑛 𝑛 (32) (̃ ̃
𝛼𝛽) ≥ (̃
𝛼𝛽) 𝜂](𝑘) ≥ 𝜂(𝑃+𝑄) ,
≤ 𝑝̃0 (𝑃̃ + 𝑄)
̃ + (𝑝̃1 + 𝑞̃1 ) (𝑃̃ + 𝑄)
̃ + ⋅⋅⋅
𝑛 𝑛 ∀𝑘 ∈ 𝐼𝑛 , 𝑛 = 1, 2, . . . ,
+ (𝑝̃𝑟 + 𝑞̃𝑟 ) (𝑃̃ + 𝑄)
̃ = (𝑃̃ + 𝑄)
̃ .
(38)
where 𝜂 ≥ 1. Therefore,
If 𝑘 is inside 𝐼𝑛 , in other words, 𝑘, 𝑘 − 1, . . . , 𝑘 − 𝑖 ∈ 𝐼𝑛 and
̃ ̃ ̃ ̃ 𝑘−1
𝑘 − 𝑖 − 1, 𝑘 − 𝑖 − 2, . . . , 𝑘 − 𝑟 ∈ 𝐼𝑛−1 , such that 𝑘 + 1 ∈ 𝐼𝑛+1 , then ̃ 1+(𝑃+𝑄)+⋅⋅⋅+(𝑃+𝑄) 𝜂(𝑃+ ̃𝑛
̃ 𝑄)
𝑦𝑘 ≥ (̃
𝛼𝛽)
we have (39)
1/[1−(𝑃+ ̃
̃ 𝑄)] (𝑃+ ̃ 𝑘 /[(𝑃+
̃ 𝑄) ̃
̃ 𝑄)−1] ̃𝑛
̃ 𝑄)
= (̃ ̃
𝛼𝛽) (̃ ̃
𝛼𝛽) (𝑃+
𝜂 ,
̃ 𝑛 + (𝑝̃1 + 𝑞̃1 ) (𝑃̃ + 𝑄)
] (𝑘 + 1) ≤ 𝑝̃0 (𝑃̃ + 𝑄) ̃ 𝑛 + ⋅⋅⋅
which gives
𝑛 𝑛−1
+ (𝑝̃𝑖 + 𝑞̃𝑖 ) (𝑃̃ + 𝑄)
̃ + (𝑝̃𝑖+1 + 𝑞̃𝑖+1 ) (𝑃̃ + 𝑄)
̃ ̃ 1/[1−(𝑃+𝑄)] ,
̃ ̃
lim 𝑦𝑘 ≥ (̃
𝛼𝛽) (40)
𝑛−1
+ ⋅ ⋅ ⋅ + (𝑝̃𝑟 + 𝑞̃𝑟 ) (𝑃̃ + 𝑄)
̃ . as 𝑛 and then 𝑘 goes to infinity. Thus, as in Case (i), we prove
(33) the instability of zero solutions. The proof is ended.
6 Abstract and Applied Analysis
According to Theorem 6, we can analogize the following Suppose that the function 𝑓𝑘 (⋅) satisfies the conditions
theorems. 𝑘−1
∑ 𝑔𝑘,𝑠 (𝑦𝑠 , 𝑦𝑠−1 ) ≤ 𝑧 (𝑦𝑘 , 𝑦𝑘−1 , 𝑦𝑘−2 ) ,
Theorem 7. Assume that conditions (𝐶4)-(𝐶5), where we 𝑠=0
estimate inequality (24), hold in the system (2). Then, system 𝑝 𝑝 (47)
𝑓𝑘 (⋅) ≤ 𝜆‖𝑥‖ 1 𝑦 2 ‖𝑡‖ 3 ,
𝑝
(2) is unstable if 𝑃̃ + 𝑄
̃ = 1 for all (̃ ̃ > 1.
𝛼𝛽)
Conflict of Interests
The authors declare that there is no conflict of interests
regarding the publication of this paper.
Acknowledgment
The project was supported by the National Natural Science
Foundation of China 11271261, 11171178, and FP7-PEOPLE-
2012-IRSES-316338.
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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2014, Article ID 602604, 8 pages
http://dx.doi.org/10.1155/2014/602604
Research Article
Existence of Positive Solutions for a Kind of
Fractional Boundary Value Problems
Copyright © 2014 Hongjie Liu et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
𝛼
We are concerned with the following nonlinear three-point fractional boundary value problem: 𝐷0+ 𝑢 (𝑡) + 𝜆𝑎 (𝑡) 𝑓 (𝑡, 𝑢 (𝑡)) = 0,
𝛼
0 < 𝑡 < 1, 𝑢 (0) = 0, and 𝑢 (1) = 𝛽𝑢 (𝜂), where 1 < 𝛼 ≤ 2, 0 < 𝛽 < 1, 0 < 𝜂 < 1, 𝐷0+ is the standard Riemann-Liouville fractional
derivative, 𝑎 (𝑡) > 0 is continuous for 0 ≤ 𝑡 ≤ 1, and 𝑓 ≥ 0 is continuous on [0, 1] × [0, ∞) . By using Krasnoesel’skii’s fixed-point
theorem and the corresponding Green function, we obtain some results for the existence of positive solutions. At the end of this
paper, we give an example to illustrate our main results.
𝛼
where 1 < 𝛼 ≤ 2, 0 < 𝛽 < 1, 0 < 𝜂 < 1, 𝐷0+ is the (H2) ‖𝑇𝑢‖ ≥ ‖𝑢‖, ∀𝑢 ∈ 𝐾 ∩ 𝜕Ω1 and ‖𝑇𝑢‖ ≤ ‖𝑢‖, ∀𝑢 ∈
standard Riemann-Liouville fractional derivative, 𝑎(𝑡) > 0 𝐾 ∩ 𝜕Ω2
is continuous, and 𝑓 ≥ 0 is continuous on [0, 1] × [0, ∞).
holds. Then 𝑇 has a fixed point in 𝐾 ∩ (Ω2 \ Ω1 ).
By using Krasnoesel’skii’s fixed-point theorem, we get the
existence of at least one positive solution. In the following, we present the Green function of
fractional differential equation boundary value problem.
2. Background Materials and Preliminaries
Lemma 7 (see [4]). Let 𝑦 ∈ 𝐶[0, 1], then the boundary value
For convenience of the readers, we present here the necessary problem
definitions from fractional calculus theory. These definitions 𝛼
𝐷0+ 𝑢 (𝑡) + 𝑦 (𝑡) = 0, 0 < 𝑡 < 1,
can be found in the recent literature [1–5]. (9)
𝑢 (0) = 0, 𝛽𝑢 (𝜂) = 𝑢 (1)
Definition 1. The fractional integral of order 𝛼 > 0 of a
function 𝑦 : (0, ∞) → 𝑅 is given by has a unique solution
1
𝑡
𝛼 1 𝑢 (𝑡) = ∫ 𝐺 (𝑡, 𝑠) 𝑦 (𝑠) 𝑑𝑠, (10)
𝐼0+ 𝑦 (𝑡) = ∫ (𝑡 − 𝑠)𝛼−1 𝑦 (𝑠) 𝑑𝑠, (5) 0
Γ (𝛼) 0
where
provided that the right side is pointwise defined on (0, ∞). ([𝑡(1 − 𝑠)]𝛼−1 − 𝛽𝑡𝛼−1 (𝜂 − 𝑠)𝛼−1
{
{
{
{
Definition 2. The fractional derivative of order 𝛼 > 0 of a {
{ − (𝑡 − 𝑠)𝛼−1 (1 − 𝛽𝜂𝛼−1 ))
{
{
function 𝑦 : (0, ∞) → 𝑅 is given by {
{ ×((1 − 𝛽𝜂𝛼−1 )Γ(𝛼)) ,
−1
{
{
{
{
{
{ 0 ≤ 𝑠 ≤ min {𝑡, 𝜂} ≤ 1;
1 𝑑 𝑛 𝑡 𝑦 (𝑠) {
{
𝛼
𝐷0+ 𝑦 (𝑡) = ( ) ∫ 𝑑𝑠, 𝑛 = [𝛼] + 1, {
{ [𝑡(1 − 𝑠)]𝛼−1 − (𝑡 − 𝑠)𝛼−1 (1 − 𝛽𝜂𝛼−1 )
Γ (𝑛 − 𝛼) 𝑑𝑡 𝛼−𝑛+1 {
{
0 (𝑡 − 𝑠) {
{ ,
{
{ (1 − 𝛽𝜂𝛼−1 ) Γ (𝛼)
(6)
𝐺 (𝑡, 𝑠) = { 0 < 𝜂 ≤ 𝑠 ≤ 𝑡 ≤ 1; (11)
{
{
where 𝑛 = [𝛼] + 1, provided that the right side is pointwise {
{ [𝑡(1 − 𝑠)]𝛼−1 − 𝛽𝑡𝛼−1 (𝜂 − 𝑠)𝛼−1
{
{
defined on (0, ∞). {
{ ,
{
{ (1 − 𝛽𝜂𝛼−1 ) Γ (𝛼)
{
{
{
{ 0 ≤ 𝑡 ≤ 𝑠 ≤ 𝜂 < 1;
Lemma 3. Let 𝛼 > 0, if we assume 𝑢 ∈ 𝐶(0, 1) ∩ 𝐿(0, 1), then {
{
{
{ [𝑡(1 − 𝑠)]𝛼−1
𝛼
the fractional differential equation 𝐷0+ 𝑢(𝑡) = 0 has {
{ ,
{
{
{ (1 − 𝛽𝜂𝛼−1 ) Γ (𝛼)
{
{
𝑢 (𝑡) = 𝐶1 𝑡𝛼−1 + 𝐶2 𝑡𝛼−2 + ⋅ ⋅ ⋅ 𝐶𝑁𝑡𝛼−𝑁, { 0 ≤ max {𝑡, 𝜂} ≤ 𝑠 ≤ 1.
(7)
𝐶𝑖 ∈ 𝑅, 𝑖 = 1, 2, . . . , 𝑁 Lemma 8. The function 𝐺(𝑡, 𝑠) defined by (11) satisfies
𝐺(𝑡, 𝑠) > 0 for 𝑡, 𝑠 ∈ (0, 1).
as unique solutions.
Proof. (1) For 0 ≤ 𝑠 ≤ min{𝑡, 𝜂} ≤ 1,
Lemma 4. Assume that 𝑢 ∈ 𝐶(0, 1) ∩ 𝐿(0, 1) with a fractional 𝐺 (𝑡, 𝑠)
derivative of order 𝛼 > 0 that belongs to 𝐶(0, 1) ∩ 𝐿(0, 1). Then
𝛼 𝛼
[𝑡(1 − 𝑠)]𝛼−1 − 𝛽𝑡𝛼−1 (𝜂 − 𝑠)𝛼−1 − (𝑡 − 𝑠)𝛼−1 (1 − 𝛽𝜂𝛼−1 )
𝐼0+ 𝐷0+ 𝑢 (𝑡) = 𝑢 (𝑡) + 𝐶1 𝑡𝛼−1 + 𝐶2 𝑡𝛼−2 + ⋅ ⋅ ⋅ 𝐶𝑁𝑡𝛼−𝑁 (8) = .
(1 − 𝛽𝜂𝛼−1 ) Γ (𝛼)
for some 𝐶𝑖 ∈ 𝑅, 𝑖 = 1, 2, . . . , 𝑁. (12)
𝛼−1 𝛼−1 𝛼−1 𝛼−1
Definition 5. Let 𝐸 be a real Banach space. A nonempty closed Let 𝐹(𝑡, 𝑠, 𝜂) = [𝑡(1 − 𝑠)] − 𝛽𝑡 (𝜂 − 𝑠) − (𝑡 − 𝑠) (1 −
convex set 𝐾 ⊂ 𝐸 is called cone of 𝐸 if it satisfies the following 𝛽𝜂𝛼−1 ). There is
conditions: 𝜕𝐹 (𝑡, 𝑠, 𝜂)
(1) 𝑥 ∈ 𝐾, 𝜎 > 0 implies 𝜎𝑥 ∈ 𝐾; 𝜕𝜂
(2) 𝑥 ∈ 𝐾, −𝑥 ∈ 𝐾 implies 𝑥 = 0. = −𝛽𝑡𝛼−1 (𝛼 − 1) (𝜂 − 𝑠)𝛼−2 + (𝛼 − 1) (𝑡 − 𝑠)𝛼−1 𝛽𝜂𝛼−2
Lemma 6. Let 𝐸 be a Banach space and let 𝐾 ⊂ 𝐸 be a cone = 𝛽 (𝛼 − 1) [(𝑡 − 𝑠)𝛼−1 𝜂𝛼−2 − 𝑡𝛼−1 (𝜂 − 𝑠)𝛼−2 ]
in 𝐸. Assume that Ω1 and Ω2 are open subsets of 𝐸 with 0 ∈
Ω1 , Ω1 ⊂ Ω2 . Let 𝑇 : 𝐾 ∩ (Ω2 \ Ω1 ) → 𝐾 be a completely ≤ 𝛽 (𝛼 − 1) [𝑡𝛼−1 𝜂𝛼−2 − 𝑡𝛼−1 (𝜂 − 𝑠)𝛼−2 ]
continuous operator. In addition, suppose that either
= 𝛽 (𝛼 − 1) 𝑡𝛼−1 [𝜂𝛼−2 − (𝜂 − 𝑠)𝛼−2 ] .
(H1) ‖𝑇𝑢‖ ≤ ‖𝑢‖, ∀𝑢 ∈ 𝐾 ∩ 𝜕Ω1 and ‖𝑇𝑢‖ ≥ ‖𝑢‖, ∀𝑢 ∈
𝐾 ∩ 𝜕Ω2 or (13)
Abstract and Applied Analysis 3
With 0 < 𝛽 < 1, 1 < 𝛼 ≤ 2, there is 𝜕𝐹/𝜕𝜂 < 0. Hence, Proof. To get 𝐺(𝑡, 𝑠) ≤ 𝐺(𝑠, 𝑠), firstly, we prove the following
function 𝐹(𝑡, 𝑠, 𝜂) is monotonically decreasing in 𝜂. With 0 < inequality:
𝜂 < 1, 𝐹(𝑡, 𝑠, 𝜂) > 𝐹(𝑡, 𝑠, 𝜂)min = 𝐹(𝑡, 𝑠, 1). Let 𝜂 = 1, there is
𝑡𝑎 − 𝑠𝑎 1 − 𝑠𝑎
≤ , (20)
𝐹 (𝑡, 𝑠, 1) (𝑡 − 𝑠)𝑎 (1 − 𝑠)𝑎
= [𝑡(1 − 𝑠)]𝛼−1 − 𝛽𝑡𝛼−1 (1 − 𝑠)𝛼−1 − (𝑡 − 𝑠)𝛼−1 (1 − 𝛽) where 𝑎 = 𝛼 − 1, 0 ≤ 𝑠 < 𝑡 ≤ 1. Let 𝑓(𝑡) = (𝑡𝑎 − 𝑠𝑎 )/(𝑡 − 𝑠)𝑎 ,
then
= (1 − 𝛽) {[𝑡(1 − 𝑠)]𝛼−1 − (𝑡 − 𝑠)𝛼−1 } 𝑎𝑡𝑎−1 (𝑡 − 𝑠)𝑎 − 𝑎 (𝑡𝑎 − 𝑠𝑎 ) (𝑡 − 𝑠)𝑎−1
𝑓 (𝑡) =
= (1 − 𝛽) [(𝑡 − 𝑡𝑠)𝛼−1 − (𝑡 − 𝑠)𝛼−1 ] . (𝑡 − 𝑠)2𝑎
(14) 𝑎(𝑡 − 𝑠)𝑎−1
= 2𝑎
⋅ [𝑡𝑎−1 (𝑡 − 𝑠) − (𝑡𝑎 − 𝑠𝑎 )] (21)
𝛼−1 𝛼−1 (𝑡 − 𝑠)
With 0 < 𝑠 ≤ 𝑡 < 1, 1 < 𝛼 ≤ 2, we have (𝑡 − 𝑡𝑠) − (𝑡 − 𝑠) ≥
0. With 1 − 𝛽 > 0, there is 𝐹(𝑡, 𝑠, 1) ≥ 0, then 𝐹(𝑡, 𝑠, 𝜂) > 𝑎(𝑡 − 𝑠)𝑎−1
𝐹(𝑡, 𝑠, 1) ≥ 0, there is 𝐺(𝑡, 𝑠) > 0. = ⋅ 𝑠 (𝑠𝑎−1 − 𝑡𝑎−1 ) .
(𝑡 − 𝑠)2𝑎
(2) For 0 < 𝜂 ≤ 𝑠 ≤ 𝑡 < 1,
𝛼−1 𝛼−1
With 1 < 𝛼 ≤ 2, there is 𝑎 − 1 ≤ 0; with 𝑠 < 𝑡, there is 𝑠𝑎−1 >
𝛼−1
[𝑡(1 − 𝑠)] − (𝑡 − 𝑠) (1 − 𝛽𝜂 ) 𝑡𝑎−1 ; then 𝑓 (𝑡) > 0. It means that 𝑓(𝑡) is monotonically
𝐺 (𝑡, 𝑠) = . (15)
increasing in 𝑡, then 𝑓(𝑡) ≤ 𝑓(1); we have
(1 − 𝛽𝜂𝛼−1 ) Γ (𝛼)
𝑡𝑎 − 𝑠𝑎 1 − 𝑠𝑎
Let 𝐹(𝑡, 𝑠, 𝜂) = [𝑡(1 − 𝑠)]𝛼−1 − (𝑡 − 𝑠)𝛼−1 (1 − 𝛽𝜂𝛼−1 ); it is obvious 𝑎 ≤ . (22)
that function 𝐹(𝑡, 𝑠, 𝜂) is monotonically increasing in 𝜂, when (𝑡 − 𝑠) (1 − 𝑠)𝑎
𝜂 = 0, Here we prove 𝐺(𝑡, 𝑠) ≤ 𝐺(𝑠, 𝑠).
(1) For 0 ≤ 𝑠 ≤ min{𝑡, 𝜂} ≤ 1,
𝐹(𝑡, 𝑠, 𝜂)min = 𝐹 (𝑡, 𝑠, 0)
𝐺 (𝑡, 𝑠)
= [𝑡(1 − 𝑠)]𝛼−1 − (𝑡 − 𝑠)𝛼−1 (16)
[𝑡(1 − 𝑠)]𝛼−1 − 𝛽𝑡𝛼−1 (𝜂 − 𝑠)𝛼−1 − (𝑡 − 𝑠)𝛼−1 (1 − 𝛽𝜂𝛼−1 )
𝛼−1 𝛼−1 = ,
= (𝑡 − 𝑡𝑠) − (𝑡 − 𝑠) .
(1 − 𝛽𝜂𝛼−1 ) Γ (𝛼)
With 0 ≤ 𝑠 ≤ 𝑡 < 1, 0 < 𝛼 − 1 ≤ 1, there is (𝑡 − 𝑡𝑠)𝛼−1 ≥ [𝑠(1 − 𝑠)]𝛼−1 − 𝛽𝑠𝛼−1 (𝜂 − 𝑠)𝛼−1
(𝑡 − 𝑠)𝛼−1 ; we have 𝐹(𝑡, 𝑠, 𝜂) > 𝐹(𝑡, 𝑠, 0) ≥ 0, then 𝐺(𝑡, 𝑠) > 0. 𝐺 (𝑠, 𝑠) = .
(1 − 𝛽𝜂𝛼−1 ) Γ (𝛼)
(3) For 0 < 𝑡 ≤ 𝑠 ≤ 𝜂 < 1,
(23)
𝛼−1 𝛼−1 𝛼−1
[𝑡(1 − 𝑠)] − 𝛽𝑡 (𝜂 − 𝑠) With (1 − 𝛽𝜂𝛼−1 )Γ(𝛼) > 0, 𝐺(𝑡, 𝑠) ≤ 𝐺(𝑠, 𝑠) is equivalent to
𝐺 (𝑡, 𝑠) = . (17)
(1 − 𝛽𝜂𝛼−1 ) Γ (𝛼)
𝑡𝑎 − 𝑠𝑎
[(1 − 𝑠)𝑎 − 𝛽(𝜂 − 𝑠)𝑎 ] ≤ 1 − 𝛽𝜂𝑎 (24)
Let 𝐹(𝑡, 𝑠, 𝜂) = [𝑡(1 − 𝑠)] − 𝛽𝑡𝛼−1 𝛼−1
(𝜂 − 𝑠) 𝛼−1
, then 𝐹(𝑡, 𝑠, 𝜂) is (𝑡 − 𝑠)𝑎
monotonically decreasing in 𝜂, or
𝐹(𝑡, 𝑠, 𝜂)min = 𝐹 (𝑡, 𝑠, 1) (𝑡𝑎 − 𝑠𝑎 ) [(1 − 𝑠)𝑎 − 𝛽(𝜂 − 𝑠)𝑎 ] ≤ (1 − 𝛽𝜂𝑎 ) (𝑡 − 𝑠)𝑎 . (25)
= (1 − 𝛽) [𝑡(1 − 𝑠)]𝛼−1 . (a) For 𝑠 = 𝑡, (𝑡𝑎 − 𝑠𝑎 )[(1 − 𝑠)𝑎 − 𝛽(𝜂 − 𝑠)𝑎 ] = (1 − 𝛽𝜂𝑎 )(𝑡 −
𝑠)𝑎 = 0;
With 0 < 𝛽 < 1, 0 < 𝑡 ≤ 𝑠 < 1, there is 𝐹(𝑡, 𝑠, 𝜂) > 0, then (b) for 𝑠 = 𝑡 = 𝜂 = 1, (𝑡𝑎 − 𝑠𝑎 )[(1 − 𝑠)𝑎 − 𝛽(𝜂 − 𝑠)𝑎 ] =
𝐹(𝑡, 𝑠, 𝜂) > 𝐹(𝑡, 𝑠, 1) ≥ 0, hence 𝐺(𝑡, 𝑠) > 0. (1 − 𝛽𝜂𝑎 )(𝑡 − 𝑠)𝑎 = 0;
(4) For 0 ≤ max{𝑡, 𝜂} ≤ 𝑠 ≤ 1, (c) for 𝑠 = 𝜂 ≤ 𝑡,
[𝑡(1 − 𝑠)]𝛼−1 𝑎
(𝑡𝑎 − 𝑠𝑎 ) [(1 − 𝑠)𝑎 − 𝛽(𝜂 − 𝑠) ] = (𝑡𝑎 − 𝜂𝑎 ) (1 − 𝜂𝑎 ) ,
𝐺 (𝑡, 𝑠) = > 0. (19)
(1 − 𝛽𝜂𝛼−1 ) Γ (𝛼) 𝑎
(26)
(1 − 𝛽𝜂𝑎 ) (𝑡 − 𝑠)𝑎 = (1 − 𝛽𝜂𝑎 ) (𝑡 − 𝜂) ,
Therefore, 𝐺(𝑡, 𝑠) > 0 for 𝑡, 𝑠 ∈ (0, 1). The proof is complete.
if 𝑡 = 𝜂, (𝑡𝑎 − 𝑠𝑎 )[(1 − 𝑠)𝑎 − 𝛽(𝜂 − 𝑠)𝑎 ] = (1 −
𝛽𝜂𝑎 )(𝑡 − 𝑠)𝑎 = 0; if 𝑡 > 𝜂, from (22), we have (𝑡𝑎 − 𝜂𝑎 )/
Lemma 9. 𝐺(𝑡, 𝑠) ≤ 𝐺(𝑠, 𝑠) for 𝑡, 𝑠 ∈ [0, 1]. (𝑡 − 𝜂)𝑎 ≤ (1 − 𝜂𝑎 )/(1 − 𝜂)𝑎 ≤ (1 − 𝛽𝜂𝑎 )/(1 − 𝜂)𝑎 ;
4 Abstract and Applied Analysis
With (1 − 𝛽𝜂𝛼−1 )Γ(𝛼) > 0, 𝐺(𝑡, 𝑠) ≤ 𝐺(𝑠, 𝑠) is equivalent to 𝐹 (𝑡, 𝑠, 𝜂) = [𝑡(1 − 𝑠)]𝛼−1 − 𝛽𝑡𝛼−1 (𝜂 − 𝑠)𝛼−1
(41)
[𝑡(1 − 𝑠)]𝑎 − 𝛽𝑡𝑎 (𝜂 − 𝑠)𝑎 ≤ [𝑠 (1 − 𝑠)]𝑎 − 𝛽𝑠𝑎 (𝜂 − 𝑠)
𝑎
(34) − (𝑡 − 𝑠)𝛼−1 (1 − 𝛽𝜂𝛼−1 ) .
Abstract and Applied Analysis 5
With 1 < 𝛼 ≤ 2, 0 ≤ 𝑠 ≤ 𝑡 ≤ 1, then (𝑡 − 𝑠)𝛼−2 − 𝑡𝛼−1 (1 − (3) For 1/𝑘 ≤ 𝑡 ≤ 𝑠 ≤ 𝜂 < 1 − (1/𝑘), let
𝑠)𝛼−2 > 0; with 0 < 𝛽 < 1, 𝜕𝐹/𝜕𝑠 > 0. It means that 𝐹(𝑡, 𝑠) is
𝐹 (𝑡, 𝑠, 𝜂) = [𝑡(1 − 𝑠)]𝛼−1 − 𝛽𝑡𝛼−1 (𝜂 − 𝑠)𝛼−1 . (49)
monotonically increasing in 𝑠. Similarly,
By Lemma 8, for 𝜂 = 1,
𝜕𝐹
= (1 − 𝛽) (𝛼 − 1) [(𝑡 − 𝑡𝑠)𝛼−2 (1 − 𝑠) − (𝑡 − 𝑠)𝛼−2 ] < 0.
𝜕𝑡 𝐹 (𝑡, 𝑠) = 𝐹(𝑡, 𝑠, 𝜂)min = 𝐹 (𝑡, 𝑠, 1)
(43)
= [𝑡(1 − 𝑠)]𝛼−1 − 𝛽𝑡𝛼−1 (1 − 𝑠)𝛼−1
It means that 𝐹(𝑡, 𝑠) is monotonically decreasing in 𝑡. There- (50)
fore = (1 − 𝛽) [𝑡 (1 − 𝑠)]𝛼−1 ,
𝐹 (𝑡, 𝑠) ≥ min 𝐹 (𝑡, 𝑠) = 𝐹(𝑡, 𝑠)𝑡=1−(1/𝑘),𝑠=1/𝑘 𝜕𝐹
= (𝛼 − 1) 𝑡𝛼−1 (𝛽 − 1) (1 − 𝑠)𝛼−2 < 0;
𝜕𝑠
1 2(𝛼−1) 2 𝛼−1
= (1 − 𝛽) [(1 − ) − (1 − ) ] , then 𝐹(𝑡, 𝑠) is monotonically decreasing in 𝑠. Consider
𝑘 𝑘
𝜕𝐹
min 𝐺 (𝑡, 𝑠) = (𝛼 − 1) (1 − 𝛽) 𝑡𝛼−2 (1 − 𝑠)𝛼−1 > 0; (51)
𝜕𝑡
𝛼−1
(1 − 𝛽) [((1/𝑘) − (1/𝑘2 )) − (1 − (2/𝑘))𝛼−1 ] then 𝐹(𝑡, 𝑠) is monotonically increasing in 𝑡. Therefore,
= ,
(1 − 𝛽𝜂𝛼−1 ) Γ (𝛼)
1−𝛽
𝐹 (𝑡, 𝑠) ≥ min 𝐹 (𝑡, 𝑠) = 𝐹(𝑡, 𝑠)𝑡=1/𝑘,𝑠=1−(1/𝑘) = 2(𝛼−1) ,
min 𝐺 (𝑡, 𝑠) (1 − 𝛽) [(1 − (1/𝑘))
2(𝛼−1)
− (1 − (2/𝑘)) 𝛼−1
] 𝑘
= .
max 𝐺 (𝑠, 𝑠) (1/4) 𝛼−1
(1 − 𝛽) (1/𝑘2(𝛼−1) )
(44) min 𝐺 (𝑡, 𝑠) = , (52)
(1 − 𝛽𝜂𝛼−1 ) Γ (𝛼)
(2) For 1/𝑘 < 𝜂 ≤ 𝑠 ≤ 𝑡 ≤ 1 − (1/𝑘), let 2(𝛼−1)
min 𝐺 (𝑡, 𝑠) (1 − 𝛽) (1/𝑘)
= .
𝐹 (𝑡, 𝑠, 𝜂) = [𝑡(1 − 𝑠)]𝛼−1 − (𝑡 − 𝑠)𝛼−1 (1 − 𝛽𝜂𝛼−1 ) . (45) max 𝐺 (𝑠, 𝑠) (1/4)𝛼−1
(4) For 1/𝑘 ≤ max{𝑡, 𝜂} ≤ 𝑠 ≤ 1 − (1/𝑘), let
By Lemma 8, for 𝜂 = 0,
𝐹 (𝑡, 𝑠) = [𝑡(1 − 𝑠)]𝛼−1 . (53)
𝐹 (𝑡, 𝑠) = 𝐹(𝑡, 𝑠, 𝜂)min = 𝐹 (𝑡, 𝑠, 0)
It is obvious that 𝐹(𝑡, 𝑠) is monotonically increasing in 𝑡 and
= [𝑡(1 − 𝑠)]𝛼−1 − (𝑡 − 𝑠)𝛼−1 monotonically decreasing in 𝑠; then
(46)
= (𝑡 − 𝑡𝑠)𝛼−1 − (𝑡 − 𝑠)𝛼−1 , 𝐹 (𝑡, 𝑠) ≥ min 𝐹 (𝑡, 𝑠) = 𝐹(𝑡, 𝑠)|𝑡=1/𝑘,𝑠=1−(1/𝑘)
1 1 𝛼−1 (54)
𝜕𝐹
= (𝛼 − 1) [(𝑡 − 𝑠)𝛼−2 − 𝑡𝛼−1 (1 − 𝑠)𝛼−2 ] > 0. = ( − 2) ;
𝜕𝑠 𝑘 𝑘
there is (2) It is obvious that 𝑢(𝑡) is the positive solution of BVP (4) if
𝛼−1 2(𝛼−1) and only if
min 𝐺 (𝑡, 𝑠) (𝑘 − 1) /𝑘
= . (56)
max 𝐺 (𝑠, 𝑠) (1/4)𝛼−1 1
Let 𝑢 (𝑡) = 𝜆 ∫ 𝐺 (𝑡, 𝑠) 𝑎 (𝑠) 𝑓 (𝑠, 𝑢 (𝑠)) 𝑑𝑠, 0 ≤ 𝑡 ≤ 1. (61)
0
(1 − 𝛽) [(1 − (1/𝑘))2(𝛼−1) − (1 − (2/𝑘))𝛼−1 ]
𝑞 (𝑘) = min { ,
(1/4)𝛼−1 It can be proved by the definition of integral operator 𝑇.
(1 − 𝛽) (1/𝑘)2(𝛼−1)
, 3. Main Results
(1/4)𝛼−1
We denote some important constants as follows:
(𝑘 − 1)𝛼−1 /𝑘2(𝛼−1)
}.
(1/4)𝛼−1 1
(57) 𝐴 = ∫ 𝐺 (𝑠, 𝑠) 𝑎 (𝑠) 𝑞 (𝑘) 𝑑𝑠,
0
Therefore, 𝐺(𝑡, 𝑠)/𝐺(𝑠, 𝑠) ≥ min 𝐺(𝑡, 𝑠)/ max 𝐺(𝑠, 𝑠) = 𝑞(𝑘) ≠ 1
0. 𝐵 = ∫ 𝐺 (𝑠, 𝑠) 𝑎 (𝑠) 𝑑𝑠,
The proof is complete. 0
such that 𝑓(𝑡, 𝑢) ≥ (𝑓∞ − 𝛿)𝑢 for 𝑢 > 𝑙2 . Therefore, for each 4. An Example
𝑢 ∈ 𝑃 with ‖𝑢‖ = 𝑙2 , we have
Example 1. Consider the following three-point fractional
1 boundary value problem:
‖𝑇𝑢 (𝑡)‖ = 𝜆 ∫ 𝐺 (𝑠, 𝑠) 𝑎 (𝑠) 𝑓 (𝑠, 𝑢 (𝑠)) 𝑑𝑠
0
3/2
𝐷0+ 𝑢 (𝑡) + 𝜆𝑓 (𝑡, 𝑢 (𝑡)) = 0, 0 < 𝑡 < 1,
1
1 1 (67)
≥ 𝜆 ∫ 𝐺 (𝑠, 𝑠) 𝑎 (𝑠) (𝑓∞ − 𝛿) 𝑢 (𝑠) 𝑑𝑠
𝑐 𝑢 (0) = 0, 𝑢 (1) = 𝑢 ( ) ,
2 3
1
(64)
≥ 𝜆 (𝑓∞ − 𝛿) ‖𝑢‖ ∫ 𝐺 (𝑠, 𝑠) 𝑎 (𝑠) 𝑞 (𝑘) 𝑑𝑠 where 𝑓(𝑡, 𝑢(𝑡)) = ((𝑡 + 1)(2014𝑢3 + 𝑢)/(𝑢2 + 1)) + 𝑢(sin 𝑢 +
𝑐 1), 𝑎(𝑡) = 1.
By calculations,
≥ 𝜆 (𝑓∞ − 𝛿) 𝐴 ⋅ ‖𝑢‖
≥ ‖𝑢‖ . { [𝑠(1 − 𝑠)]𝛼−1 − 𝛽𝑠𝛼−1 (𝜂 − 𝑠)𝛼−1
{
{ ,
{
{ (1 − 𝛽𝜂𝛼−1 ) Γ (𝛼)
{
{
Thus if we let Ω2 = {𝑢 ∈ 𝐸 : ‖𝑢‖ < 𝑙2 }, then Ω1 ⊂ { 0 ≤ 𝑠 = 𝑡 ≤ 𝜂 ≤ 1,
𝐺 (𝑠, 𝑠) = {
Ω2 and ‖𝑇𝑢‖ ≥ ‖𝑢‖ for 𝑢 ∈ 𝑃 ∩ 𝜕Ω2 . Condition (H1) {
{ [𝑠(1 − 𝑠)]𝛼−1
{
{ ,
of Krasnoesel’skii’s fixed point theorem is satisfied. So there { 𝛼−1
exists a fixed point of 𝑇 in 𝑃. This completes the proof. { (1 − 𝛽𝜂 ) Γ (𝛼)
{
{ 0 ≤ 𝜂 ≤ 𝑡 = 𝑠 ≤ 1,
Theorem 13. Suppose that 𝐴𝑓0 > 𝐵𝐹∞ , then for each 𝜆 ∈ 𝛼−1
1 [𝑠 (1 − 𝑠)]𝛼−1 − 𝛽𝑠𝛼−1 (𝜂 − 𝑠)
𝜂
(1/𝐴𝑓0 , 1/𝐵𝐹∞ ), BVP (4) has at least one positive solution. ∫ 𝐺 (𝑠, 𝑠) 𝑑𝑠 = ∫ 𝑑𝑠
0 0 (1 − 𝛽𝜂𝛼−1 ) Γ (𝛼)
Proof. Choose 𝜀 > 0 sufficiently small such that (𝑓0 − 𝜀)𝜆𝐴 ≥
1. From the definition of 𝑓0 , we see that there exists 𝑙1 > 0,
1
[𝑠 (1 − 𝑠)]𝛼−1
+∫ 𝑑𝑠
such that 𝑓(𝑡, 𝑢) ≥ (𝑓0 − 𝜀)𝑢 for 0 < 𝑢 ≤ 𝑙1 . If 𝑢 ∈ 𝑃 with 𝜂 (1 − 𝛽𝜂𝛼−1 ) Γ (𝛼)
‖𝑢‖ = 𝑙1 , we have
1
[𝑠 (1 − 𝑠)]𝛼−1
1 =∫ 𝑑𝑠
0 (1 − 𝛽𝜂𝛼−1 ) Γ (𝛼)
‖𝑇𝑢 (𝑡)‖ = 𝜆 ∫ 𝐺 (𝑠, 𝑠) 𝑎 (𝑠) 𝑓 (𝑠, 𝑢 (𝑠)) 𝑑𝑠
0 𝛼−1
𝜂 𝛽𝑠𝛼−1 (𝜂 − 𝑠)
(65) −∫ 𝑑𝑠
≥ 𝜆 (𝑓0 − 𝜀) ‖𝑢‖ 𝐴 0 (1 − 𝛽𝜂𝛼−1 ) Γ (𝛼)
1
≥ ‖𝑢‖ . =
1 − (1/2) (1/3)1/2 Γ (3/2)
Let Ω1 = {𝑢 ∈ 𝑋 : ‖𝑢‖ < 𝑙1 }; then we have ‖𝑇𝑢‖ ≥ ‖𝑢‖ 1
for 𝑢 ∈ 𝑃 ∩ 𝜕Ω1 . Choose 𝛿 > 0, 𝑐 ∈ (0, 1/4); then we have × {∫ [𝑠(1 − 𝑠)]1/2 𝑑𝑠
𝜆(𝐹∞ + 𝛿)𝐴 ≤ 1. There exists 𝑙2 > 𝑙1 > 0, such that 𝑓(𝑡, 𝑢) ≤ 0
(𝐹∞ + 𝛿)𝑢 for 𝑢 > 𝑙2 . For each 𝑢 ∈ 𝑃 with ‖𝑢‖ = 𝑙2 , we have 1/3
1 1/2
−∫ 𝑠 (𝜂 − 𝑠)1/2 𝑑𝑠}
1 0 2
‖𝑇𝑢 (𝑡)‖ = 𝜆 ∫ 𝐺 (𝑠, 𝑠) 𝑎 (𝑠) 𝑓 (𝑠, 𝑢 (𝑠)) 𝑑𝑠
0 = 0.58832.
1 (68)
≤ 𝜆 ∫ 𝐺 (𝑠, 𝑠) 𝑎 (𝑠) (𝐹∞ + 𝛿) 𝑢 (𝑠) 𝑑𝑠
𝑐 Let 𝑘 = 10, then
1
(66)
≤ 𝜆 (𝐹∞ + 𝛿) ‖𝑢‖ ∫ 𝐺 (𝑠, 𝑠) 𝑎 (𝑠) 𝑞 (𝑘) 𝑑𝑠 (1 − 𝛽) [(1 − (1/𝑘))2(𝛼−1) − (1 − (2/𝑘))𝛼−1 ]
𝑐 𝑞 (𝑘) min { ,
(1/4)𝛼−1
≤ 𝜆 (𝐹∞ + 𝛿) 𝐴 ⋅ ‖𝑢‖
(1 − 𝛽) (1/𝑘)2(𝛼−1)
,
≤ ‖𝑢‖ . (1/4)𝛼−1
(𝑡 + 1) (2014𝑢2 + 1) [7] X. Xu, D. Jiang, and C. Yuan, “Multiple positive solutions for the
𝑓∞ = lim inf min [ + sin 𝑢 + 1] boundary value problem of a nonlinear fractional differential
𝑢 → +∞ 0≤𝑡≤1 𝑢2 +1
equation,” Nonlinear Analysis: Theory, Methods & Applications,
vol. 71, no. 10, pp. 4676–4688, 2009.
= 2014,
[8] B. Ahmad, “Existence of solutions for irregular boundary value
(𝑡 + 1) (2014𝑢2 + 1) problems of nonlinear fractional differential equations,” Applied
𝐹0 = lim+ sup max [ + sin 𝑢 + 1] Mathematics Letters, vol. 23, no. 4, pp. 390–394, 2010.
𝑢→0 0≤𝑡≤1 𝑢2 + 1 [9] S. Liang and J. Zhang, “Positive solutions for boundary value
problems of nonlinear fractional differential equation,” Nonlin-
= 4. ear Analysis: Theory, Methods & Applications, vol. 71, no. 11, pp.
(69) 5545–5550, 2009.
[10] O. K. Jaradat, A. Al-Omari, and S. Momani, “Existence of the
Consider mild solution for fractional semilinear initial value problems,”
Nonlinear Analysis: Theory, Methods & Applications, vol. 69, no.
1
9, pp. 3153–3159, 2008.
𝐴 = ∫ 𝐺 (𝑠, 𝑠) 𝑎 (𝑠) 𝑞 (𝑘) 𝑑𝑠 = 0.00328, (70)
0
1
𝐵 = ∫ 𝐺 (𝑠, 𝑠) 𝑎 (𝑠) 𝑑𝑠 = 0.58832. (71)
0
Conflict of Interests
The authors declare that there is no conflict of interests
regarding the publication of this paper.
Acknowledgments
The authors are grateful to the reviewers for the valuable
suggestions. This paper was supported by the Fundamental
Research Funds for the Central Universities (no. 2652012141)
and Beijing Higher Education Young Elite Teacher Project.
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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2014, Article ID 613648, 7 pages
http://dx.doi.org/10.1155/2014/613648
Research Article
Travelling Waves of an n-Species Food Chain Model with Spatial
Diffusion and Time Delays
Copyright © 2014 Fei Hu et al. This is an open access article distributed under the Creative Commons Attribution License, which
permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
We investigate an n-species food chain model with spatial diffusion and time delays. By using Schauder’s fixed point theorem, we
obtain the result about the existence of the travelling wave solutions of the food chain model with reaction term satisfying the partial
quasimonotonicity conditions.
Motivated by the above papers, in this paper, we investi- (1) 𝐻𝑛 is nondecreasing. That is, for 0 ≤ 𝜙 ≤ 𝜙𝑗 ≤ 𝜙𝑗 ≤
𝑗
gate an n-species food chain model with spatial diffusion and 𝑘𝑗 (𝑗 = 1, 2, . . . , 𝑛),
time delays:
𝑛
𝐻𝑛 (𝜙 , 𝜙 , . . . , 𝜙 )
𝜕𝑢𝑖 (𝑡, 𝑥) 𝜕2 𝑢𝑖 (𝑡, 𝑥) 1 2 𝑛
(7)
= 𝐷𝑖 2
− 𝑎𝑖 𝑢𝑖 (𝑡, 𝑥) + ∑𝑤𝑖𝑗 𝑓𝑗 (𝑢𝑗 (𝑡, 𝑥))
𝜕𝑡 𝜕𝑥 𝑗=1 ≤ 𝐻𝑛 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) ≤ 𝐻𝑛 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) .
𝑛
+ ∑ℎ𝑖𝑗 𝑔𝑗 (𝑢𝑗 (𝑡 − 𝜏𝑗 (𝑡) , 𝑥)) , (2) For 𝑡 ∈ 𝑅, and 0 ≤ 𝜙 ≤ 𝜙𝑗 ≤ 𝜙𝑗 ≤ 𝑘𝑗 (𝑗 = 1, 2, . . . , 𝑛),
𝑗
𝑗=1
(2) 𝐻𝑖 (𝜙 , 𝜙 , . . . , 𝜙 , 𝜙𝑖+1 , 𝜙 , . . . , 𝜙 ) (𝑡)
1 2 𝑖 𝑖+2 𝑛
where 𝐷𝑖 , 𝑎𝑖 , 𝑤𝑖𝑗 , and ℎ𝑖𝑗 are positive constants and 𝑖 = ≤ 𝐻𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡)
1, 2, . . . , 𝑛. (8)
The main propose of this paper is to obtain the sufficient ≤ 𝐻𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑖 , 𝜙 , 𝜙𝑖+2 , . . . , 𝜙𝑛 ) (𝑡) ,
𝑖+1
condition for the existence of the travelling wave solutions of
system (2) by employing Schauder’s fixed point theorem. This 𝑖 = 1, 2, . . . , 𝑛 − 1.
paper is organized as follows. In Section 2, some definition
and lemmas are given. And the main results of the paper are Let 𝐶𝑘 (𝑅, 𝑅𝑛 ) = {(𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) ∈ 𝐶(𝑅, 𝑅𝑛 ) : 0 ≤ 𝜙𝑖 ≤
established in the last section. 𝑘𝑖 , 𝑖 = 1, 2, . . . , 𝑛}, and for (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) ∈ 𝐶𝑘 (𝑅, 𝑅𝑛 ), define
𝐹 = (𝐹1 , 𝐹2 , . . . , 𝐹𝑛 ) : 𝐶𝑘 (𝑅, 𝑅𝑛 ) → 𝐶𝑘 (𝑅, 𝑅𝑛 ) by
2. Preliminary 𝐹𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡)
If for some 𝑐 > 0, system (2) has a solution defined on 𝑅𝑛 𝑐 − √𝑐2 + 4𝐷𝑖 𝑎𝑖 𝑐 + √𝑐2 + 4𝐷𝑖 𝑎𝑖
𝜆 𝑖1 = , 𝜆 𝑖2 = . (10)
satisfying 2𝐷𝑖 2𝐷𝑖
lim 𝜙𝑖 (𝑡) = 𝜙𝑖− , lim 𝜙𝑖 (𝑡) = 𝜙𝑖+ , (4) It is easy to see that 𝐹𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) satisfy
𝑡 → −∞ 𝑡→∞
𝐷𝑖 𝐹𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) − 𝑐𝐹𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 )
where (𝜙1− , 𝜙2− , . . . , 𝜙𝑛− ) and (𝜙1+ , 𝜙2+ , . . . , 𝜙𝑛+ ) are steady states of (11)
(2), then 𝑢𝑖 (𝑡, 𝑥) = 𝜙𝑖 (𝑥+𝑐𝑡) is called a traveling wave solution − 𝑎𝑖 𝐹𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) + 𝐻𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡) = 0.
of (2) with speed 𝑐. Without loss of generality, we assume Throughout this paper, we always assume that the follow-
that (𝜙1− , 𝜙2− , . . . , 𝜙𝑛− ) = (0, 0, . . . , 0) and (𝜙1+ , 𝜙2+ , . . . , 𝜙𝑛+ ) = ing assumptions hold.
(𝑘1 , 𝑘2 , . . . , 𝑘𝑛 ).
Rewrite model (3) as (H1 )
𝑛 𝑛
𝐷𝑖 𝜙𝑖 (𝑡) − 𝑐𝜙𝑖 (𝑡) − 𝑎𝑖 𝜙𝑖 (𝑡) + 𝐻𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡) = 0, (5) ∑𝑤𝑖𝑗 𝑓𝑗 (0) + ∑ℎ𝑖𝑗 𝑔𝑗 (0)
𝑗=1 𝑗=1
where (12)
𝑛 𝑛
= ∑𝑤𝑖𝑗 𝑓𝑗 (𝑘𝑗 ) + ∑ℎ𝑖𝑗 𝑔𝑗 (𝑘𝑗 ) = 0, 𝑖 = 1, 2, . . . , 𝑛.
𝐻𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡) 𝑗=1 𝑗=1
𝑛 𝑛 (6)
= ∑ 𝑤𝑖𝑗 𝑓𝑗 (𝜙𝑗 (𝑡)) + ∑ ℎ𝑖𝑗 𝑔𝑗 (𝜙𝑗 (𝑡 − 𝜏𝑗 (𝑡))) . (H2 ) For any 0 ≤ 𝜙𝑖1 , 𝜙𝑖2 ≤ 𝑘𝑖 (𝑖 = 1, 2, . . . , 𝑛), there
𝑗=1 𝑗=1 exist some positive constants 𝐿 𝑖 , 𝐾𝑖 > 0 such that
𝑓𝑖 (𝜙𝑖1 ) − 𝑓𝑖 (𝜙𝑖2 ) ≤ 𝐿 𝑖 𝜙𝑖1 − 𝜙𝑖2 ,
In the following parts, we assume that the nonlinear reaction
terms 𝐻𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 )(𝑡)(𝑖 = 1, 2, . . . , 𝑛) satisfy the partial (13)
1 2 1 2
𝑔𝑖 (𝜙𝑖 ) − 𝑔𝑖 (𝜙𝑖 ) ≤ 𝐾𝑖 𝜙𝑖 − 𝜙𝑖 .
quasimonotonicity conditions (PQM):
Abstract and Applied Analysis 3
Let 𝑢 > 0 and equip Φ = (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) ∈ Lemma 3. Assume that (H2 ) holds; then 𝐹𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 )(𝑡)
𝐶(𝑅, 𝑅𝑛 ) with the exponential decay norm defined by |Φ|𝜇 = is continuous with respect to the norm | ⋅ | in 𝐵𝜇 (𝑅, 𝑅𝑛 ).
sup𝑡∈𝑅 𝑒−𝜇|𝑡| |Φ(𝑡)|𝑅𝑛 . And define 𝐵𝜇 (𝑅, 𝑅𝑛 ) = {Φ ∈ 𝐶(𝑅, 𝑅𝑛 ) :
|Φ|𝜇 < ∞}; then it is easy to see that (𝐵𝜇 (𝑅, 𝑅𝑛 ), | ⋅ |𝜇 ) is a Proof. For any fixed 𝜖 > 0, choose 𝛿 < 𝜖/(∑𝑛𝑗=1 𝑤𝑖𝑗 𝐿 𝑗 +
Banach space. ∑𝑛𝑗=1 ℎ𝑖𝑗 𝐾𝑗 ); a direct calculation shows that |𝜙𝑗1 − 𝜙𝑗2 | < 𝛿,
𝜇
We will study traveling wave solution to system (2) in the |𝜙𝑗1 (𝑡 − 𝜏𝑗 (𝑡)) − 𝜙𝑗2 (𝑡 − 𝜏𝑗 (𝑡))| < 𝛿; then there exists
following profile set:
Γ ((𝜙 , 𝜙 , . . . , 𝜙 ) , (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 )) 𝐻𝑖 (𝜙11 , 𝜙21 , . . . , 𝜙𝑛1 ) (𝑡) − 𝐻𝑖 (𝜙12 , 𝜙22 , . . . , 𝜙𝑛2 ) (𝑡) 𝑒−𝜇|𝑡|
1 2 𝑛
(14) 𝑛
(1) 𝜙𝑛 is nondecreasing in 𝑅; 𝑛
={ = ∑ 𝑤𝑖𝑗 𝑓𝑗 (𝜙𝑗1 (𝑡)) + ∑ ℎ𝑖𝑗 𝑔𝑗 (𝜙𝑗 (𝑡 − 𝜏𝑗 (𝑡)))
(2) 𝜙 ≤ 𝜙𝑖 ≤ 𝜙𝑖 , 𝑖 = 1, 2, . . . , 𝑛. 𝑗=1
𝑖 𝑗=1
It is easy to check that Γ((𝜙 , 𝜙 , . . . , 𝜙 ), (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 )) is 𝑛 𝑛
1 2
nonempty, convex, closed, and bounded.
𝑛
− ∑𝑤𝑖𝑗 𝑓𝑗 (𝜙𝑗 (𝑡)) − ∑ℎ𝑖𝑗 𝑔𝑗 (𝜙𝑗 (𝑡 − 𝜏𝑗 (𝑡))) 𝑒−𝜇|𝑡|
2 2
𝑗=1 𝑗=1
Definition 1. Function Φ = (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) is called upper 𝑛
solution of system (2) if Φ is twice differentiable almost ≤ ∑ 𝑤𝑖𝑗 𝑓𝑗 (𝜙𝑗1 (𝑡)) − 𝑓𝑗 (𝜙𝑗2 (𝑡)) 𝑒−𝜇|𝑡|
everywhere in 𝑅, and there hold 𝑗=1
𝑛
𝐷𝑖 𝜙𝑖 (𝑡) − 𝑐𝜙𝑖 (𝑡) − 𝑎𝑖 𝜙𝑖 (𝑡) + ∑ℎ𝑖𝑗 𝑔𝑗 (𝜙𝑗1 (𝑡 − 𝜏𝑗 (𝑡)))
𝑗=1
+ 𝐻𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑖 , 𝜙 , 𝜙𝑖+2 , . . . , 𝜙𝑛 ) (𝑡)
𝑖+1
−𝑔𝑗 (𝜙𝑗2 (𝑡 − 𝜏𝑗 (𝑡))) 𝑒−𝜇|𝑡|
≤ 0, a.e. in 𝑅, (15)
𝑛 𝑛
≤ ∑ 𝑤𝑖𝑗 𝐿 𝑗 𝛿 + ∑ ℎ𝑖𝑗 𝐾𝑗 𝛿 ≤ 𝜖.
𝐷𝑛 𝜙𝑛 (𝑡) − 𝑐𝜙𝑛 (𝑡) − 𝑎𝑖 𝜙𝑛 (𝑡) 𝑗=1 𝑗=1
(17)
+ 𝐻𝑛 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) ≤ 0, a.e. in 𝑅.
Reversing the direction of above inequalities, we can get the For 𝑡 > 0, we can see that
lower solution.
𝐹𝑖 (𝜙11 , 𝜙21 , . . . , 𝜙𝑛1 ) − 𝐹𝑖 (𝜙12 , 𝜙22 , . . . , 𝜙𝑛2 ) 𝑒−𝜇|𝑡|
In this paper, we assume that the upper-lower solutions
of system (2) Φ = (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) and Φ = (𝜙 , 𝜙 , . . . , 𝜙 ) 1
1 2 𝑛 ≤
satisfy 𝐷𝑖 (𝜆 𝑖2 − 𝜆 𝑖1 )
𝑡
(P1 ) (0, 0, . . . , 0) ≤ (𝜙 , 𝜙 , . . . , 𝜙 ) ≤ (𝜙1 , 𝜙2 , . . . , × [∫ 𝑒𝜆 𝑖1 (𝑡−𝑠)
1 2 𝑛
−∞
𝜙𝑛 ) ≤ (𝑘1 , 𝑘2 , . . . , 𝑘𝑛 ), 𝑡 ∈ 𝑅,
(P2 ) lim𝑡 → −∞ (𝜙 , 𝜙 , . . . , 𝜙 ) = (0, 0, . . . , 0), and × 𝐻𝑖 (𝜙11 , 𝜙21 , . . . , 𝜙𝑛1 ) (𝑠)
1 2 𝑛
lim𝑡 → ∞ (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) = (𝑘1 , 𝑘2 , . . . , 𝑘𝑛 ).
−𝐻𝑖 (𝜙12 , 𝜙22 , . . . , 𝜙𝑛2 ) (𝑠) 𝑒−𝜇|𝑠| 𝑒𝜇|𝑠| 𝑑𝑠
Lemma 2. Assume that (PQM) holds; then one has +∞
+∫ 𝑒𝜆 𝑖2 (𝑡−𝑠)
(1) 𝐹𝑛 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 )(𝑡) is nondecreasing for 𝑡 ∈ 𝑅. 𝑡
(2) For 𝑡 ∈ 𝑅, 𝑖 = 1, 2, . . . , 𝑛 − 1 and 0 ≤ 𝜙 ≤ 𝜙𝑗 ≤ 𝑘𝑗 (𝑗 =
𝑗 × 𝐻𝑖 (𝜙11 , 𝜙21 , . . . , 𝜙𝑛1 ) (𝑠)
1, 2, . . . , 𝑛), there has
−𝐻𝑖 (𝜙12 , 𝜙22 , . . . , 𝜙𝑛2 ) (𝑠)
𝐹𝑖 (𝜙 , 𝜙 , . . . , 𝜙 , 𝜙𝑖+1 , 𝜙 , . . . , 𝜙 ) (𝑡)
𝑖 2 𝑖 𝑖+2 𝑛
× 𝑒−𝜇|𝑠| 𝑒𝜇|𝑠| 𝑑𝑠] 𝑒−𝜇𝑡
≤ 𝐹𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡) (16)
𝑡
𝜖
≤ [∫ 𝑒𝜆 𝑖1 (𝑡−𝑠) 𝑒𝜇|𝑠| 𝑑𝑠
𝐷𝑖 (𝜆 𝑖2 − 𝜆 𝑖1 ) −∞
≤ 𝐹𝑖 (𝜙𝑖 , 𝜙2 , . . . , 𝜙𝑖 , 𝜙 , 𝜙𝑖+2 , . . . , 𝜙𝑛 ) (𝑡) .
𝑖+1
+∞
𝜖 2𝜇 𝜆 𝑖2 − 𝜆 𝑖1
≤ 2 − 𝜇2
+ [ ]. 𝐷𝑖 𝜙𝑖 (𝑡) − 𝑐𝜙𝑖 (𝑡) − 𝑎𝑖 𝜙𝑖 (𝑡)
𝐷𝑖 (𝜆 𝑖2 − 𝜆 𝑖1 ) 𝜆 𝑖1 (𝜇 − 𝜆 𝑖1 ) (𝜆 𝑖2 − 𝜇) (22)
(18) + 𝐻𝑖 (𝜙𝑖 , 𝜙2 , . . . , 𝜙𝑖 , 𝜙 , 𝜙𝑖+2 , . . . , 𝜙𝑛 ) (𝑡) ≤ 0.
𝑖+1
For 𝑡 < 0, we have
1 1 1 2 2 2 −𝜇|𝑡|
𝐹𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) − 𝐹𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) 𝑒
Choosing (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) = (𝜙𝑖 , 𝜙2 , . . . , 𝜙𝑖 , 𝜙 , 𝜙𝑖+2 , . . . , 𝜙𝑛 )
𝑖+1
1 in (9) and denoting 𝜙̃𝑖 = 𝐹𝑖 (𝜙𝑖 , 𝜙2 , . . . , 𝜙𝑖 , 𝜙 , 𝜙𝑖+2 , . . . , 𝜙𝑛 ),
≤ 𝑖+1
𝐷𝑖 (𝜆 𝑖2 − 𝜆 𝑖1 ) we get
𝑡
× [∫ 𝑒𝜆 𝑖1 (𝑡−𝑠) 𝐻𝑖 (𝜙11 , 𝜙21 , . . . , 𝜙𝑛1 ) (𝑠)
−∞
𝐷𝑖 𝜙̃𝑖 (𝑡) − 𝑐𝜙̃𝑖 (𝑡) − 𝑎𝑖 𝜙̃𝑖 (𝑡)
−𝐻𝑖 (𝜙12 , 𝜙22 , . . . , 𝜙𝑛2 ) (𝑠) 𝑒−𝜇|𝑠| 𝑒𝜇|𝑠| 𝑑𝑠 (23)
+ 𝐻𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑖 , 𝜙 , 𝜙𝑖+2 , . . . , 𝜙𝑛 ) (𝑡) = 0.
+∞ 𝑖+1
+∫ 𝑒𝜆 𝑖2 (𝑡−𝑠) 𝐻𝑖 (𝜙11 , 𝜙21 , . . . , 𝜙𝑛1 ) (𝑠)
𝑡
Setting 𝑤𝑖 (𝑡) = 𝜙̃𝑖 − 𝜙𝑖 and combining (22) and (23), we have
−𝐻𝑖 (𝜙12 , 𝜙22 , . . . , 𝜙𝑛2 ) (𝑠) (19)
≤ 𝐹𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡)
𝐹𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡)
≤ 𝐹𝑖 (𝜙𝑖 , 𝜙2 , . . . , 𝜙𝑖 , 𝜙 , 𝜙𝑖+2 , . . . , 𝜙𝑛 ) (𝑡) ; (21) 𝜆 𝑖1 𝑒𝜆 𝑖1 𝑡 𝑡
𝑖+1
= ∫ 𝑒−𝜆 𝑖1 𝑠 𝐻𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑠) 𝑑𝑠
𝐷𝑖 (𝜆 𝑖2 − 𝜆 𝑖1 ) −∞
𝐹𝑛 (𝜙 , 𝜙 , . . . , 𝜙 )
1 2 𝑛 𝜆 𝑖2 𝑒𝜆 𝑖2 𝑡 ∞
+ ∫ 𝑒−𝜆 𝑖2 𝑠 𝐻𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑠) 𝑑𝑠.
𝐷𝑖 (𝜆 𝑖2 − 𝜆 𝑖1 ) 𝑡
≤ 𝐹𝑛 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) ≤ 𝐹𝑛 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) . (26)
Abstract and Applied Analysis 5
𝜆 𝑖1
Thus, ≤ 𝐻𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡)𝜇
𝐷𝑖 (𝜇 + 𝜆 𝑖1 ) (𝜆 𝑖2 − 𝜆 𝑖1 )
𝐹𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡)
𝜇 𝜆 𝑖2
+ 𝐻 (𝜙 , 𝜙 , . . . , 𝜙𝑛 ) (𝑡)𝜇
𝐷𝑖 (𝜆 𝑖2 − 𝜇) (𝜆 𝑖2 − 𝜆 𝑖1 ) 𝑖 1 2
𝜆 𝑖1 𝑒𝜆 𝑖1 𝑡
= sup
𝑡∈𝑅 𝐷𝑖 (𝜆 𝑖2 − 𝜆 𝑖1 ) 1 𝜆 𝑖1 𝜆 𝑖2
= [ + ]
𝑡 𝐷𝑖 (𝜆 𝑖2 − 𝜆 𝑖1 ) 𝜇 + 𝜆 𝑖1 𝜆 𝑖2 − 𝜇
×∫ 𝑒−𝜆 𝑖1 𝑠 𝐻𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑠) 𝑑𝑠
−∞ × 𝐻𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡)𝜇 ;
𝜆 𝑖2 𝑒𝜆 𝑖2 𝑡 (28)
+
𝐷𝑖 (𝜆 𝑖2 − 𝜆 𝑖1 ) (ii) case 𝑡 < 0
∞
𝐹𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡)
× ∫ 𝑒−𝜆 𝑖2 𝑠 𝐻𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑠) 𝑑𝑠 𝑒−𝜇|𝑡| 𝜇
𝑡
−𝜆 𝑖1
−𝜆 𝑖1 ≤
≤ 𝐷𝑖 (𝜆 𝑖2 − 𝜆 𝑖1 )
𝐷𝑖 (𝜆 𝑖2 − 𝜆 𝑖1 )
𝑡
𝑡
× sup 𝑒(𝜆 𝑖1 +𝜇)𝑡 ∫ 𝑒−(𝜆 𝑖1 +𝜇)𝑠 𝑑𝑠
𝐻𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑠) 𝑑𝑠
𝜆 𝑖1 𝑡−𝜇|𝑡| −𝜆 𝑖1 𝑠
× sup 𝑒 ∫ 𝑒 𝑡∈𝑅 −∞
𝑡∈𝑅 −∞
𝜆 𝑖2 × 𝐻𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡)𝜇
+
𝐷𝑖 (𝜆 𝑖2 − 𝜆 𝑖1 ) 𝜆 𝑖2
+
∞
𝐷𝑖 (𝜆 𝑖2 − 𝜆 𝑖1 )
× sup 𝑒𝜆 𝑖2 𝑡−𝜇|𝑡| ∫ 𝑒−𝜆 𝑖2 𝑠 𝐻𝑖 (𝜙12 , 𝜙22 , . . . , 𝜙𝑛2 ) (𝑠) 𝑑𝑠
𝑡∈𝑅 𝑡 0 ∞
× sup 𝑒(𝜆 𝑖2 +𝜇)𝑡 [∫ 𝑒(−𝜆 𝑖2 −𝜇)𝑠 𝑑𝑠 + ∫ 𝑒(𝜇−𝜆 𝑖2 )𝑠 𝑑𝑠]
−𝜆 𝑖1 𝑡 0
𝐻 (𝜙2 , 𝜙2 , . . . , 𝜙𝑛2 ) (𝑡)
𝑡∈𝑅
≤
𝐷𝑖 (𝜆 𝑖2 − 𝜆 𝑖1 ) 𝑖 1 2 𝜇
× 𝐻𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡)𝜇
𝑡
× sup 𝑒𝜆 𝑖1 𝑡−𝜇|𝑡| ∫ 𝑒−𝜆 𝑖1 𝑠 𝑒𝜇|𝑠| 𝑑𝑠 𝜆 𝑖1
≤ 𝐻 (𝜙 , 𝜙 , . . . , 𝜙𝑛 ) (𝑡)𝜇
𝐷𝑖 (𝜇 + 𝜆 𝑖1 ) (𝜆 𝑖2 − 𝜆 𝑖1 ) 𝑖 1 2
𝑡∈𝑅 −∞
𝜆 𝑖2
+ 𝐻 (𝜙2 , 𝜙2 , . . . , 𝜙𝑛2 ) (𝑡) 𝜆 𝑖2
𝐷𝑖 (𝜆 𝑖2 − 𝜆 𝑖1 ) 𝑖 1 2 𝜇 + 𝐻 (𝜙 , 𝜙 , . . . , 𝜙𝑛 ) (𝑡)𝜇
𝐷𝑖 (𝜆 𝑖2 − 𝜇) (𝜆 𝑖2 − 𝜆 𝑖1 ) 𝑖 1 2
∞
× sup 𝑒𝜆 𝑖2 𝑡−𝜇|𝑡| ∫ 𝑒−𝜆 𝑖2 𝑠 𝑒𝜇|𝑠| 𝑑𝑠. 1 𝜆 𝑖1 𝜆 𝑖2
𝑡∈𝑅 𝑡 = [ + ]
(27) 𝐷𝑖 (𝜆 𝑖2 − 𝜆 𝑖1 ) 𝜇 + 𝜆 𝑖1 𝜆 𝑖2 − 𝜇
× 𝐻𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡)𝜇 .
We will complete the proof by two cases as follows:
(i) case 𝑡 > 0 (29)
0 𝑡
(𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ))) is equicontinuous. It follows from Lemma 4
× sup 𝑒(𝜆 𝑖1 −𝜇)𝑡 [∫ 𝑒−(𝜆 𝑖1 +𝜇)𝑠 𝑑𝑠 + ∫ 𝑒(𝜇−𝜆 𝑖1 )𝑠 𝑑𝑠] that 𝐹(Γ((𝜙 , 𝜙 , . . . , 𝜙 ), (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ))) is uniformly
1 2 𝑛
𝑡∈𝑅 −∞ 0
bounded.
× 𝐻𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡)𝜇 Next, we define
𝜆 𝑖2 𝐹𝑚 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡)
+
𝐷𝑖 (𝜆 𝑖2 − 𝜆 𝑖1 ) (1) 𝐹 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡) , 𝑡 ∈ [−𝑚, 𝑚] ;
{
{ (30)
∞
= {(2) 𝐹 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑚) , 𝑡 ∈ (𝑚, ∞) ;
× sup 𝑒 (𝜆 𝑖2 −𝜇)𝑡
∫ 𝑒 (𝜇−𝜆 𝑖2 )𝑠
𝑑𝑠𝐻𝑖 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡)𝜇 {
𝑡∈𝑅 𝑡 {(3) 𝐹 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (−𝑚) , 𝑡 ∈ (−∞, −𝑚) .
6 Abstract and Applied Analysis
sup 𝐹𝑚 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡) − 𝐹 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡) 𝑒−𝜇|𝑡| Acknowledgments
𝑡∈𝑅
𝑚 This work was supported by the NNSF of China under Grant
= sup 𝐹 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡) (no. 11271261), Natural Science Foundation of Shanghai (no.
𝑡∈(−∞,−𝑚)∪(𝑚,∞)
13ZR1430100), Shanghai municipal education commission (n.
14ZZ12), and the Slovenian Research Agency, and a Marie
−𝐹 (𝜙1 , 𝜙2 , . . . , 𝜙𝑛 ) (𝑡) 𝑒−𝜇|𝑡|
Curie International Research Staff Exchange Scheme Fellow-
≤ 2𝐾𝑒−𝜇𝑚 → 0, 𝑚 → ∞. ship within the 7th European Community Programme, FP7-
(31) PEOPLE-2012-IRSES-316338.
Research Article
Quasiperiodic Solutions of Completely Resonant Wave
Equations with Quasiperiodic Forced Terms
Received 28 February 2014; Revised 25 April 2014; Accepted 28 April 2014; Published 18 May 2014
Copyright © 2014 Yixian Gao et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
This paper is concerned with the existence of quasiperiodic solutions with two frequencies of completely resonant, quasiperiodically
forced nonlinear wave equations subject to periodic spatial boundary conditions. The solutions turn out to be, at the first order,
the superposition of traveling waves, traveling in the opposite or the same directions. The proofs are based on the variational
Lyapunov-Schmidt reduction and the linking theorem, while the bifurcation equations are solved by variational methods.
obtained the quasiperiodic solutions with two frequencies in ∘ [𝜔1 𝜕𝜑1 + 𝜔2 𝜕𝜑2 + 𝜕𝜑1 + 𝜕𝜑2 ] V
the form of V(𝑡, 𝑥) = 𝑢(𝜔1 𝑡 + 𝑥, 𝜔2 𝑡 − 𝑥) for the specific
nonlinearities 𝑓 = 𝑢3 + 𝑂(𝑢5 ), where the forced terms do = ((𝜔12 − 1) 𝜕𝜑21 + (𝜔22 − 1) 𝜕𝜑22
not depend on the time and the bifurcation equations are
solved by ODE methods. In [31], Baldi proved the existence +2 (𝜔1 𝜔2 − 1) 𝜕𝜑1 𝜕𝜑2 ) V
of small-amplitude quasiperiodic solutions in the form of
V(𝑡, 𝑥) = 𝑢(𝜔1 𝑡 + 𝑥, 𝜔2 𝑡 + 𝑥) with the general nonlinearities = − 𝑓 (𝜑1 , 𝜑2 , V) ,
𝑓 = 𝑢3 +𝑂(𝑢4 ), which also do not depend on the time. In [32], (7)
they considered the existence of quasiperiodic solution of the
forced wave equation, in which the solutions are traveling in
(in opposite directions)
opposite directions. However, they did not give the regularity
of the solutions, and the results are the special case of our
(𝜕𝑡𝑡2 − 𝜕𝑥𝑥
2
) V = (𝜕𝑡 − 𝜕𝑥 ) ∘ (𝜕𝑡 + 𝜕𝑥 ) V
results in Section 4. Moreover, we mention the work [33] of
Bambusi, where a simple proof of an infinite-dimensional
= [𝜔1 𝜕𝜑1 + 𝜔2 𝜕𝜑2 + 𝜕𝜑1 − 𝜕𝜑2 ]
extension of the Lyapunov center theorem is given.
In this paper, for the completely resonant wave equation
∘ [𝜔1 𝜕𝜑1 + 𝜔2 𝜕𝜑2 − 𝜕𝜑1 + 𝜕𝜑2 ] V
(1) subjecting to the quasiperiodic forced terms, we will prove
(8)
the existence and regularity of quasiperiodic solutions with
two frequencies, 𝜔1 , 𝜔2 , in both of the following two cases. = ((𝜔12 − 1) 𝜕𝜑21 + (𝜔22 − 1) 𝜕𝜑22
Case (A1). The first case considers the wave traveling in the + 2 (𝜔1 𝜔2 + 1) 𝜕𝜑1 𝜕𝜑2 ) V
same directions 𝑢(𝑡, 𝑥) = V(𝜔1 𝑡 + 𝑥, 𝜔2 𝑡 + 𝑥).
= − 𝑓 (𝜑1 , 𝜑2 , V) .
Case (A2). The second case considers the wave traveling in
opposite directions 𝑢(𝑡, 𝑥) = V(𝜔1 𝑡 − 𝑥, 𝜔2 𝑡 + 𝑥). We assume that the quasiperiodic forced term 𝑓 : T 2 × R →
R,
2. Main Results
𝑓 (𝜑1 , 𝜑2 , V) = 𝑎3 (𝜑1 , 𝜑2 ) V3 + 𝑂 (V4 ) , (9)
We look for quasiperiodic solutions 𝑢(𝑡, 𝑥) of (1) of the
following form: is analytic in V but has only finite regularity in 𝜑1 , 𝜑2 . More
precisely,
(in the same directions)
(H) 𝑓(𝜑1 , 𝜑2 , V) := ∑∞ 𝑘
𝑘=3 𝑎𝑘 (𝜑1 , 𝜑2 )V , and the coefficients
1 2
𝑢 (𝑡, 𝑥) = V (𝜔1 𝑡 + 𝑥, 𝜔2 𝑡 + 𝑥) = V (𝜑1 , 𝜑2 ) , 𝑎𝑘 (𝜑1 , 𝜑2 ) ∈ 𝐻 (T ) verify, for some 𝑟 > 0,
(5) ∑∞ 𝑘
𝑘=3 |𝑎𝑘 |𝐻1 𝑟 < ∞. The function 𝑓(𝜑1 , 𝜑2 , V) is not
V (𝜑1 , 𝜑2 ) = V (𝜑1 + 2𝑘1 𝜋, 𝜑2 + 2𝑘2 𝜋) , ∀𝑘1 , 𝑘2 ∈ Z, identically constant in (𝜑1 , 𝜑2 ).
= [𝜔1 𝜕𝜑1 + 𝜔2 𝜕𝜑2 − 𝜕𝜑1 − 𝜕𝜑2 ] We will prove the following theorems.
Abstract and Applied Analysis 3
Theorem 1. Assume that the nonlinearity 𝑓 satisfies (H) and for ∀𝑙1 , 𝑙2 ∈ Z \ {0}, and 0 < 𝛾 < 1/4, 𝜖0 ∈ (0, 1/2). There
0, ∀(𝜑1 , 𝜑2 ) ∈ T 2 . Let B𝛾 be the uncountable
𝑎3 (𝜑1 , 𝜑2 ) ≠ exist positive numbers 𝜎, 𝜖, 𝐶, 𝑠 > 2, such that, ∀(𝑎, 𝜖) ∈ D𝛾 ,
zero-measure Cantor set (8) admits solutions in the form of
B𝛾 V𝑎,𝜖 (𝑡, 𝑥) = V (𝜖, 𝜑1 , 𝜑2 )
:= { (𝑎, 𝜖) ∈ R− × R, 1 + 𝜖 ≠
0, 1 + 𝑎𝜖2 ≠
0, 2 + 𝑎𝜖2 ≠
0, = √|𝜖| (̂
𝑞0 + 𝑞̂− (𝜑2 ) + 𝑞̂+ (𝜑1 ) (18)
where C𝛾𝑖 , 𝑖 = 1, 2, are sets of badly approximate numbers As a consequence, (1) possesses the quasiperiodic solutions,
defined as 𝑢𝑎,𝜖 (𝑡, 𝑥) = V𝑎,𝜖 ((1 + 𝜖)𝑡 + 𝑥, (1 + 𝑎𝜖)𝑡 − 𝑥), traveling in opposite
directions.
2+𝜖 2 + 𝜖 𝛾
C𝛾1 := { : 𝑙2 + 𝑙 > } ,
2 + 𝑎𝜖2 2 + 𝑎𝜖2 1 𝑙1 Remark 3. The quasiperiodic solutions of traveling waves we
(13) obtained are different from the ones got by KAM methods
𝛾 since the quasiperiodic solutions we get depending on 𝑥 and
C𝛾2 := {𝑎𝜖 : 𝑙1 + 𝑎𝜖𝑙2 > }
𝑙2 𝑡 are coupled and in the form of the traveling waves.
for ∀𝑙1 , 𝑙2 ∈ Z \ {0}, and 0 < 𝛾 < 1/4. There exist constants Remark 4. We can get the similar result with more general
𝜎 > 0, 𝑠 > 2, and 𝜖(𝑅) > 0, such that, for (𝑎, 𝜖) ∈ B𝛾 , |𝜖|/𝛾 < nonlinearity, such as 𝑓(𝜔1 𝑡, 𝜔2 𝑡, 𝑥, 𝑢) = 𝑎𝑑 (𝜑1 , 𝜑2 )𝑢𝑑 +
𝜖(𝑅), there exists a solution V(𝜖, 𝜑1 , 𝜑2 ) ∈ H𝜎,𝑠 of (7), having 𝑂(𝑢(𝑑+1) ), for any 𝑑 ∈ N, 𝑑 ≥ 3.
the form
V (𝜖, 𝜑1 , 𝜑2 ) This paper is organized as follows: we first prove the
(14) existence of quasiperiodic solutions, at the first order, to the
𝑞0 + 𝑞̂− (𝜑2 ) + 𝑞̂+ (𝜑1 + 𝜑2 ) + 𝑝̂ (𝜖, 𝜑1 , 𝜑2 )) ,
= |𝜖| (̂ superposition of traveling waves, traveling in the same direc-
tions. In Section 4, we prove the existence of quasiperiodic
with solutions traveling in opposite directions.
̂ |𝜖|
𝑝 (𝜖, 𝜑1 , 𝜑2 )𝜎,𝑠 ≤ 𝐶 ( ) , (15)
𝛾 3. Waves Traveling in the Same Directions
where 𝐶 is a constant. As a consequence, (1) possesses Substituting 𝜔1 = 1 + 𝜖, 𝜔2 = 1 + 𝑎𝜖2 into (7), we can obtain
the quasiperiodic solutions, traveling in the same directions, the equations
𝑢(𝜖, 𝑡, 𝑥) = V(𝜖, 𝜔1 𝑡 + 𝑥, 𝜔2 𝑡 + 𝑥), with two frequencies
(𝜔1 , 𝜔2 ) = (1 + 𝜖, 1 + 𝑎𝜖2 ). LV + 𝑓 (𝜑1 , 𝜑2 , V) = 0, (20)
Theorem 2. Assume that 𝑓 satisfies assumption (H) and where, see (7), we have
0, ∀(𝜑1 , 𝜑2 ) ∈ T 2 . Let D𝛾 ⊂ (−𝜖0 , 𝜖0 ) × (−𝜖0 , 𝜖0 )
𝑎3 (𝜑1 , 𝜑2 ) ≠ L = ((𝜔12 − 1) 𝜕𝜑21 + (𝜔22 − 1) 𝜕𝜑22 + 2 (𝜔1 𝜔2 − 1) 𝜕𝜑1 𝜕𝜑2 ) V
be the uncountable zero-measure Cantor set
𝑎𝜖 𝜖 = 𝜖 (2𝜕𝜑21 + 2𝜕𝜑1 𝜕𝜑2 )
D𝛾 := {(𝑎, 𝜖) ∈ R− × R, ( , ) ∈ E𝛾 ,
2 + 𝜖 2 + 𝑎𝜖
1+𝜖 + 𝜖2 (𝜕𝜑21 + (2𝑎 + 𝑎2 𝜖2 ) 𝜕𝜑22 + 2𝑎 (1 + 𝜖) 𝜕𝜑1 𝜕𝜑2 ) ,
∉ Q, 1 + 𝜖 ≠
0, 1 + 𝑎𝜖 ≠
0, 2 + 𝑎𝜖 ≠
0} , (21)
1 + 𝑎𝜖
(16)
and 𝑓(𝜑1 , 𝜑2 , V) = 𝑎3 (𝜑1 , 𝜑2 )V3 + 𝑂(V4 ). To prove Theorem 1,
where E𝛾 is a set of badly approximate numbers defined as instead of looking for solutions of (7) in a shrinking neigh-
borhood of zero, it is convenient to perform the rescaling
E𝛾 V(𝜑1 , 𝜑2 ) → 𝜖V(𝜑1 , 𝜑2 ), enhancing the relation between the
amplitude and the frequencies. Without confusion, we define
𝑎𝜖 𝜖
:= { ( , ) := (𝜖1 , 𝜖2 ) ∈ (−𝜖0 , 𝜖0 ) × (−𝜖0 , 𝜖0 ) :
2 + 𝜖 2 + 𝑎𝜖 L𝑎,𝜖 = (2𝜕𝜑21 + 2𝜕𝜑1 𝜕𝜑2 )
2 Λ + := {(𝑙1 , 𝑙2 ) ∈ Z2 : 𝑙1 = 0, 𝑙2 ≠
0} ,
Ψ0 (V) = ∫ (𝜕𝜑1 V) + (𝜕𝜑1 V) (𝜕𝜑2 V) ,
T2
Λ − := {(𝑙1 , 𝑙2 ) ∈ Z2 : 𝑙1 + 𝑙2 = 0, (𝑙1 , 𝑙2 ) ≠(0, 0)} , (31)
2 2
1 2 2𝑎 + 𝑎 𝜖 2
Ψ1 (V, 𝜖) := ∫ ( (𝜕𝜑1 V) + (𝜕𝜑2 V) (25)
T 2 2 2 Λ 0 := {(𝑙1 , 𝑙2 ) ∈ Z2 : (𝑙1 , 𝑙2 ) ≡ (0, 0)} .
− 𝜖𝐹 (𝜑1 , 𝜑2 , V, 𝜖) .
2 2 (32)
∼ ∑ 𝑞̂𝑙21 ,𝑙2 (𝑙1 + 𝑙2 + 1) .
To find critical points of Ψ𝜖 (V), we perform a variational (𝑙1 ,𝑙2 )∈Λ + ∪Λ 0 ∪Λ +
Lyapunov-Schmidt reduction inspired by Berti and Bolle [22,
23, 29]; see also Ambrosetti and Badiale [34]. So, we can decompose the space H𝜎,𝑠 = 𝑄 + 𝑃, where
where Π𝑄 : H𝜎,𝑠 → 𝑄, Π𝑃 : H𝜎,𝑠 → 𝑃 are the projectors, for ∀𝑙1 , 𝑙2 ∈ Z \ {0}, and 0 < 𝛾 < 1/4. C𝛾𝑖 , 𝑖 = 1, 2, accumulate
respectively, onto 𝑄 and 𝑃. at 1 and zero, respectively, from both the right and the left;
In order to prove analyticity of the solutions and to high- see [21, 31, 35].
light the compactness of the problem, we perform a finite- The operator L𝜖 is diagonal in the Fourier basis
dimensional Lyapunov-Schmidt reduction, introducing the {𝑒𝑖𝑙1 𝜑1 𝑒𝑖𝑙2 𝜑2 , (𝑙1 , 𝑙2 ) ∈ Z2 } with eigenvalues
decomposition 𝑄 = 𝑄1 + 𝑄2 , where
𝐷𝑙1 ,𝑙2 = − (𝑙1 + 𝑎𝜖𝑙2 ) ((2 + 𝜖) 𝑙1 + (2 + 𝑎𝜖2 ) 𝑙2 )
{ } 2+𝜖
(41)
𝑄1 := {𝑞 = ∑ 𝑞̂𝑙1 ,𝑙2 𝑒𝑖𝑙1 𝜑1 𝑒𝑖𝑙2 𝜑2 ∈ 𝑄} , = − (2 + 𝑎𝜖2 ) (𝑙1 + 𝑎𝜖𝑙1 ) (𝑙2 + 𝑙 ).
{ |𝑙1 |+|𝑙2 |≤𝑁
} 2 + 𝑎𝜖2 1
(35) Lemma 5. For (𝑎, 𝜖) ∈ B𝛾 , the eigenvalues 𝐷𝑙1 ,𝑙2 of L𝑎,𝜖
{ } restricted to 𝑃 satisfy
𝑄2 := {𝑞 = ∑ 𝑞̂𝑙1 ,𝑙2 𝑒𝑖𝑙1 𝜑1 𝑒𝑖𝑙2 𝜑2 ∈ 𝑄} .
{ |𝑙1 |+|𝑙2 |≤𝑁
} 𝐷 = (𝑙 + 𝑎𝜖𝑙 ) ((2 + 𝜖) 𝑙 + (2 + 𝑎𝜖2 ) 𝑙 ) > 𝛾,
𝑙1 ,𝑙2 1 2 1 2
(42)
Setting 𝑞 = 𝑞1 + 𝑞2 with 𝑞1 ∈ 𝑄1 and 𝑞2 ∈ 𝑄2 , we finally get ∀𝑙1 , 𝑙2 ≠ 0.
(𝑄1 ) L1 [𝑞1 ] + Π𝑄1 [𝑓 (𝜑1 , 𝜑2 , 𝑞1 + 𝑞2 + 𝑝, 𝜖)] = 0 As a consequence, the operator L𝑎,𝜖 : 𝑃 → 𝑃 has a bounded
(36) inverse L−1
𝑎,𝜖 and satisfies
⇐⇒ 𝑑Ψ𝜖 (V) [ℎ] = 0, ∀ℎ ∈ 𝑄1 ;
−1 |ℎ|
(𝑄2 ) L1 [𝑞2 ] + Π𝑄2 [𝑓 (𝜑1 , 𝜑2 , 𝑞1 + 𝑞2 + 𝑝, 𝜖)] = 0 L𝑎,𝜖 [ℎ] ≤ 𝜎,𝑠 , ∀ℎ ∈ 𝑃. (43)
𝜎,𝑠 𝛾
(37)
⇐⇒ 𝑑Ψ𝜖 (V) [ℎ] = 0, ∀ℎ ∈ 𝑄2 ; Proof. Denote by [𝑥] the nearest integer close to 𝑥 and by
{𝑥} = 𝑥 − [𝑥] its fractional part. If both 𝑙1 ≠− [𝑎𝜖𝑙2 ] and
(𝑃) L𝑎,𝜖 [𝑝] + 𝜖Π𝑃 [𝑓 (𝜑1 , 𝜑2 , 𝑞1 + 𝑞2 + 𝑝, 𝜖)] = 0 𝑙2 ≠− [((2 + 𝜖)/(2 + 𝑎𝜖2 ))𝑙1 ], we have
(38)
⇐⇒ 𝑑Ψ𝜖 (V) [ℎ] = 0, ∀ℎ ∈ 𝑃, 2+𝜖
𝐷𝑙1 ,𝑙2 = (𝑙1 + 𝑎𝜖𝑙2 ) ⋅ (2 + 𝑎𝜖2 ) (𝑙2 + 𝑙 ) > 1.
2 + 𝑎𝜖2
1
where Π𝑄𝑖 : H𝜎,𝑠 → 𝑄𝑖 are the projectors onto 𝑄𝑖 (𝑖 = 1, 2), (44)
and Π𝑃 : H𝜎,𝑠 → 𝑃 is the projector onto 𝑃. We will solve first
the (𝑄2 )-(𝑃)-equations for all |𝑞1 |𝐻1 ≤ 2𝑅, provided 𝜖 belongs If 𝑙1 = −[𝑎𝜖𝑙2 ], then |𝑙1 | < (1/2)|𝑙2 |, so that |𝑙2 + ((2 + 𝜖)/(2 +
to a suitable Cantor-like set, |𝜖| ≤ 𝜖0 (𝑅) is sufficiently small, 𝑎𝜖2 ))𝑙1 | > (1/2)|𝑙2 |. This implies that
and 𝑁 ≥ 𝑁0 (𝑅) is large enough (see Lemma 7). Next, we
will solve the 𝑄1 -equation by means of a variational linking 𝐷𝑙1 ,𝑙2
argument; see Section 3.4.
2 + 𝜖
= 𝑙1 + 𝑎𝜖𝑙2 ⋅ 2 + 𝑎𝜖2 2
𝑙1 + 𝑙2
2 + 𝑎𝜖
3.2. The (𝑄2 )-(𝑃)-Equations. We first prove that L𝑎,𝜖 restrict-
ed to 𝑃 has a bounded inverse when (𝑎, 𝜖) belongs to the 𝛾
≥ ⋅ (2 + 𝜖)
uncountable zero-measure set 𝑙2
𝑎𝜖 𝜖
B𝛾 × (𝜖 { 𝑙2 } + 2𝑙2 + 𝑎𝜖 (1 − ) 𝑙2 ) ≥ 𝛾.
2+𝜖 2+𝜖
(45)
:= { (𝑎, 𝜖) ∈ R− × R, 1 + 𝜖 ≠
0, 1 + 𝑎𝜖2 ≠
0, 2 + 𝑎𝜖2 ≠
0,
In the same way, if 𝑙2 = −[((2 + 𝜖)/(2 + 𝑎𝜖2 ))𝑙1 ], we have
2+𝜖
( , 𝑎𝜖) ∈ C𝛾1 ∩ (1 − 𝜖0 , 1 + 𝜖0 ) 𝛾 (2 + 𝜖) 𝑎 2 − 2𝑎𝜖
2 + 𝑎𝜖2 𝐷𝑙1 ,𝑙2 ≥ ⋅ (2 + 𝑎𝜖2 ) (𝜖 { 𝑙 } + 𝑙 ) ≥ 𝛾.
𝑙
1 2 + 𝑎𝜖2 1
2 + 𝑎𝜖2 1
1+𝜖 1
×C𝛾2 ∩ (−𝜖0 , 𝜖0 ) , ∉ Q, for 𝜖0 ∈ (0, ) } , (46)
1 + 𝑎𝜖2 2
(39) So, the operator L𝑎,𝜖 restricted to 𝑃 has a bounded inverse
and satisfies
where C𝛾𝑖 , 𝑖 = 1, 2, is a set of badly approximate numbers ̂ |𝑙2 |𝜎
defined by −1 ℎ𝑙1 ,𝑙2 𝑒 (max {0, 𝑙1 })𝑠
L𝑎,𝜖 [ℎ] = ∑
𝜎,𝑠 𝐷𝑙1 ,𝑙2
2+𝜖 2 + 𝜖 𝛾 (𝑙1 ,𝑙2 )∈Z2
: 𝑙2 +
(47)
C𝛾1 : = { 𝑙 > } ,
2 + 𝑎𝜖2 2 + 𝑎𝜖2 1 𝑙1 |ℎ|𝜎,𝑠
(40) ≤ , ∀ℎ ∈ 𝑃.
𝛾
𝛾
C𝛾2 : = {𝑎𝜖 : 𝑙1 + 𝑎𝜖𝑙2 > } ,
𝑙2
6 Abstract and Applied Analysis
𝑁0 (𝑅) ∈ N+ and 𝜖0 (𝑅) > 0 such that ∀𝑁 ≥ 𝑁0 (𝑅) and 𝑍 := {𝑞1 + 𝑞2 (𝑞1 ) + 𝑝(𝑞1 ) : |𝑞1 | < 2𝑅}, diffeomorphic to the
∀|𝜖|𝛾−1 ≤ 𝜖0 (𝑅), ball
P1 (𝑞2 , 𝑝; 𝑞1 )𝜎,𝑠 ≤ 𝜌1 , P2 (𝑞2 , 𝑝; 𝑞1 )𝜎,𝑠 ≤ 𝜌2 . (59) 𝐵2𝑅 := {𝑞 ∈ 𝑄1 : 𝑞1 𝐻1 < 2𝑅} , (64)
the partial derivatives of the action functional Ψ𝜖 with respect
So, we get the proof of (i). Item (ii) can be obtained with the
to the variables (𝑞2 , 𝑝) vanish. We claim that, at a critical point
same estimates.
of Ψ𝜖 restricted to 𝑍, also the partial derivative of Ψ𝜖 with
By the Contraction Mapping Theorem, there exists
respect to the variable 𝑞1 vanishes, and therefore such a point
a unique fixed point (𝑞2 (𝑞1 ), 𝑝(𝑞1 )) := (𝑞2 (𝜖, 𝑁, 𝑞1 ),
is critical also for the nonrestricted functional Ψ𝜖 : H𝜎,𝑠 →
𝑝(𝜖, 𝑁, 𝑞1 )) of P in 𝐵. The bounds of (52) follow by the
R.
definition of 𝜌1 and 𝜌2 .
Actually, the bifurcation equation (63) is the Euler-
Since the map P ∈ 𝐶1 (𝑄2 ⊕ 𝑃 × 𝑄1 ; 𝑄2 ⊕ 𝑃 × 𝑄1 ), Lagrange equation of the reduced action functional
the Implicit Function Theorem implies that the map 𝑞1 →
(𝑞2 (𝜖, 𝑁, 𝑞1 ), 𝑝(𝜖, 𝑁, 𝑞1 )) is 𝐶1 . Differentiating both sides of Φ𝜖,𝑁 : 𝐵2𝑅 ⊂ 𝑄1 → R,
(𝑞2 (𝑞1 ), 𝑝(𝑞1 )) = P(𝑞2 (𝑞1 ), 𝑝(𝑞1 ), 𝑞1 ), we can get (65)
Φ𝜖,𝑁 (𝑞1 ) := Ψ𝜖 (𝑞1 + 𝑞2 (𝑞1 + 𝑝 (𝑞1 ))) .
𝑞2 (𝑞1 ) [ℎ]
Lemma 8. Φ𝜖,𝑁 ∈ 𝐶1 (𝐵2𝑅 , R) and a critical point 𝑞1 ∈ 𝐵2𝑅 of
= −L−1 Φ𝜖,𝑁 is a solution of the bifurcation (63). Moreover, Φ𝜖,𝑁 can
1 Π𝑄2 (𝜕V 𝑓) (𝜑1 , 𝜑2 , 𝑞1 + 𝑞2 (𝑞1 ) + 𝑝 (𝑞1 ) , 𝜖)
be written as
× (ℎ + 𝑞2 (𝑞1 ) [ℎ] + 𝑝 (𝑞1 ) [ℎ]) , Φ𝜖,𝑁 (𝑞1 ) = 𝑐𝑜𝑛𝑠𝑡 + 𝜖 (Γ (𝑞1 ) + R𝜖,𝑁 (𝑞1 )) , (66)
(60)
𝑝 (𝑞1 ) [ℎ] where
= −𝜖L−1 1 (2𝑎 + 𝑎2 𝜖2 )
𝜖 Π𝑃 (𝜕V 𝑓) (𝜑1 , 𝜑2 , 𝑞1 + 𝑞2 (𝑞1 ) + 𝑝 (𝑞1 ) , 𝜖)
2 2
Γ (𝑞1 ) := ∫ (𝜕𝜑1 𝑞1 ) + (𝜕𝜑2 𝑞1 )
T2 2 2
× (ℎ + 𝑞2 (𝑞1 ) [ℎ] + 𝑝 (𝑞1 ) [ℎ]) .
𝑞14
+ 𝑎 (1 + 𝜖) (𝜕𝜑1 𝑞1 ) (𝜕𝜑2 𝑞1 ) − 𝑎3 (𝜑1 , 𝜑2 ) ,
Using (43)–(48) and the Banach property of H𝜎,𝑠 , we get 4
𝑞2 (𝑞1 ) [ℎ] R𝜖,𝑁 (𝑞1 ) := ∫ 𝐹 (𝜑1 , 𝜑2 , 𝑞1 , 𝜖 = 0)
𝜎,𝑠 T2
𝐶 (𝑅) − 𝐹 (𝜑1 , 𝜑2 , 𝑞1 + 𝑞2 + 𝑝, 𝜖)
≤ (|ℎ|𝜎,𝑠 + 𝑞2 (𝑞1 ) [ℎ]𝜎,𝑠 + 𝑝 (𝑞1 ) [ℎ]𝜎,𝑠 ) ,
𝑁2
1
𝑝 (𝑞1 ) [ℎ] + 𝑓 (𝜑1 , 𝜑2 , V, 𝜖) (𝑞2 + 𝑝) ,
𝜎,𝑠 2
(67)
𝐶 (𝑅) |𝜖|
≤ (|ℎ|𝜎,𝑠 + 𝑞2 (𝑞1 ) [ℎ]𝜎,𝑠 + 𝑝 (𝑞1 ) [ℎ]𝜎,𝑠 ) , and for some positive constant 𝐶2 (𝑅) ≥ 𝐶1 (𝑅), we can get
𝛾
(61) |𝜖| 1
R𝜖,𝑁 (𝑞1 ) ≤ 𝐶2 (𝑅) (𝜖 + + 2),
𝛾 𝑁
which implies the bounds (53), since when 𝐶(𝑅)(|𝜖|/𝛾+1/𝑁2 )
is small enough, we can get |𝜖| 1
R𝜖,𝑁 (𝑞1 ) [ℎ] ≤ 𝐶2 (𝑅) (𝜖 + + 2 ) |ℎ|𝐻1 ,
(68)
𝛾 𝑁
𝐶 (𝑅)
1 − 𝐶 (𝑅) − 2
𝑁 2 𝑁 1 ∀ℎ ∈ 𝑄1 .
≥ .
det
𝐶 (𝑅) |𝜖| 2
(62)
𝐶 (𝑅) |𝜖| Proof. By (37) and (38), we have that, at V := 𝑞1 + 𝑞2 (𝑞1 ) +
− 1−
𝛾 𝛾 𝑝(𝑞1 ),
𝑑Ψ𝜖 (V) [ℎ] = 0, ∀ℎ ∈ 𝑄2 ,
(69)
𝑑Ψ𝜖 (V) [ℎ] = 0, ∀ℎ ∈ 𝑃.
3.3. The (𝑄1 )-Equation. Once the (𝑄2 )-(𝑃)-equations have
been solved by (𝑞2 (𝑞1 ), 𝑝(𝑞1 )) ∈ 𝑄2 ⊕ 𝑃, there remains the Since 𝑞2 (𝑞1 )[ℎ] ∈ 𝑄2 and 𝑝 (𝑞1 )[ℎ] ∈ 𝑃, ∀ℎ ∈ 𝑄1 , we deduce
finite-dimensional 𝑄1 -equation that
L1 [𝑞1 ] + Π𝑄1 𝑓 (𝜑1 , 𝜑2 , 𝑞1 + 𝑞2 (𝑞1 ) + 𝑝 (𝑞1 ) , 𝜖) = 0. (63) 𝑑Φ𝜖,𝑁 (𝑞1 ) [ℎ] = 𝑑Ψ𝜖 (V) [[ℎ] + 𝑞2 (𝑞1 ) [ℎ] + 𝑝 (𝑞1 ) [ℎ]]
and therefore V := 𝑞1 + 𝑞2 (𝑞1 ) + 𝑝(𝑞1 ) solves also the (𝑄1 )- + 𝑎 (1 + 𝜖) (𝜕𝜑1 𝑞1 ) (𝜕𝜑2 𝑞1 )
equation (36). Write Ψ𝜖 (V) := Ψ𝜖(2) (V) − 𝜖 ∫T 2 𝐹(𝜑1 , V, 𝜖), where
1
+ 𝑓 (𝜑1 , 𝜑2 , V, 𝜖) (𝑞2 (𝑞1 ) + 𝑝 (𝑞1 ))
2
1 2 2𝑎 + 𝑎2 𝜖2 2
Ψ𝜖(2) (V) = ∫ (1 + 𝜖) (𝜕𝜑1 V) + 𝜖 (𝜕𝜑2 V)
T 2 2 2 (71) − 𝐹 (𝜑1 , 𝜑2 , V, 𝜖) ) .
+ (1 + 𝜖𝑎 (1 + 𝜖)) (𝜕𝜑1 V) (𝜕𝜑2 V)
(74)
is a homogeneous functional of degree two. By homogeneity, Because Ψ0 (𝑞1 ) ≡ const, by (52), we can get the bounds of
(68).
1 The problem of finding nontrivial solutions of the 𝑄1 -
Ψ𝜖 (V) = 𝑑Ψ𝜖(2) (V) [V] − 𝜖 ∫ 𝐹 (𝜑1 , 𝜑2 , V, 𝜖) , (72)
2 T2 equation is reduced to finding nontrivial critical points of
the reduced action functional Φ𝜖,𝑁 in 𝐵2𝑅 . By (66), this is
and, according to (69), we have equivalent to finding critical points of the rescaled functional
and therefore Proof. In the sequel, we will always assume that (𝜖 + |𝜖|𝛾−1 +
1/𝑁2 ) < 1. Writing Φ ̃ (𝑞), by (81)-(82),
̃ 𝜖,𝑁(𝑞) = Γ(𝑞) + R
̃ 𝜖,𝑁 (𝑞1 ) ≤ 𝑀 − ( 𝛼− (𝑎) 𝑞− 2 1 + 𝜅3 𝑞4 ) ≤ 0,
Φ ∀𝑞1 ∈ 𝐵2 .
𝜖,𝑁
2 𝐻 0 we can get
(93)
̃ 𝜖,𝑁 (𝑞𝑛 ) − 1 Φ
Φ ̃ (𝑞 ) [𝑞 ]
Finally, if 𝑞1 = 𝑞− + 𝑞0 , 2 𝜖,𝑁 𝑛 𝑛
4 1
̃ 𝜖,𝑁 (𝑞1 ) = Q (𝑞− ) − ∫ 𝑎3 (𝜑1 , 𝜑2 ) 𝑞1 + R
Φ ̃ (𝑞 ) = Γ (𝑞𝑛 ) − Γ (𝑞𝑛 ) [𝑞𝑛 ]
4 𝜖,𝑁 1 2
T2
(94)
̃ −1 1 ̃ (𝑞 ) − 1 R
+ (R ̃ (𝑞 ) [𝑞 ])
≤ R𝜖,𝑁 (𝑞1 ) ≤ 𝐶3 (𝑅) (𝜖 + |𝜖| 𝛾 + 2 ) . 𝜖,𝑁 𝑛
2 𝜖,𝑁 𝑛 𝑛
𝑁 (100)
̃ 𝜖,𝑁(𝑞1 ) ≤ 1 1
−1 2
So, if 𝐶3 (𝑅)(√𝜖+|𝜖|𝛾 +(1/𝑁 )) ≤ 𝛽/2, we can get Φ = ( − ) ∫ 𝑎3 (𝜑1 ) 𝑞𝑗4
2 4 T2
𝛽/2, ∀𝑞1 ∈ 𝜕𝑊− .
− ̃ (𝑞 ) − 1 R
+ (R ̃ (𝑞 ) [𝑞 ])
We introduce the minimax class S := {𝜓 ∈ 𝐶(𝑊 , 𝑄) | 𝜖,𝑁 𝑛
2 𝜖,𝑁 𝑛 𝑛
𝜓 = Id on 𝜕𝑊− }. According to Proposition 5.9 of [19], the
maps of S have an important intersection property as follows. 1 1 1
≥ 𝛼 ( − ) ∫ 𝑞𝑗4 − (𝜖 + |𝜖| 𝛾−1 + 2 ) .
2 4 T 2 𝑁
Proposition 10. (𝑆+ and 𝑊− link with respect to 𝜓). Consider
̃ (𝑞𝑛 ) → 0 (𝑛 → ∞),
Then, by 𝑐̃𝜖 < 𝑐̃∞ < +∞ and Φ 𝜖,𝑁
𝜓 ∈ S ⇒ 𝜓 (𝑊− ) ∩ 𝑆+ ≠
0. (95)
4
One defines the minimax linking level as follows: 𝑐̃∞ + 1 + 𝑞𝑛 𝐻1 ≥ 𝜅6 ∫ 𝑞𝑛4 := 𝜅6 𝑞𝑛 𝐿4 . (101)
T2
̃ 𝜖,𝑁 (𝜓 (𝑞1 )) .
𝑐̃𝜖 := inf max− Φ
𝜓∈S𝑞1 ∈𝑊 (96) By Hölder inequality and orthogonality,
Obviously, by Proposition 10 and Lemma 9, 2
2
𝑐̃∞ + 1 + 𝑞𝑛 𝐻1 ≥ 𝜅7 (∫ (𝑞0,𝑛 + 𝑞−,𝑛 + 𝑞+,𝑛 ) )
̃ 𝜖,𝑁 (𝜓 (𝑞1 )) ≥ min Φ
max Φ ̃ 𝜖,𝑁 (𝑞1 ) ≥ 𝛽 > 0, ∀𝜓 ∈ S, T2
+
𝑞1 ∈𝑊− 𝑞1 ∈𝑆
2
(97) 2 2 2 4
= 𝜅7 (∫ 𝑞0,𝑛 + 𝑞−,𝑛 + 𝑞+,𝑛 ) ≥ 𝜅8 (𝑞0,𝑛 ) ,
T2
and, therefore, 𝑐̃𝜖 > 𝛽 > 0. (102)
Since Id ∈ S, so
𝑐̃𝜖 ≤ max− Φ ̃ (𝑞 ))
̃ 𝜖,𝑁 ((𝑞1 )) ≤ max (Γ (𝑞1 ) + R𝜖,𝑁 1
and therefore |𝑞0,𝑛 | ≤ (1 + |𝑞𝑛 |𝐻1 )1/4 . In the same way, by
𝑞∈𝑊 −
𝑞∈𝑊 Hölder inequality and (82),
𝛼+ (𝑎) 2 𝛼 (𝑎) 2 4 ̃ (𝑞𝑛 ) [𝑞+,𝑛 ] = 𝛼+ (𝑎) 𝑞+,𝑛 2
≤ max− ( 𝑞 1 + − 𝑞 1 + ∫ 𝜅𝑞1 ) (98) Φ
𝑞∈𝑊 2 + 𝐻 2 − 𝐻 T2
𝜖,𝑁 𝐻 1
+ 1 ≤ 𝑐̃∞ ≤ +∞, ̃ (𝑞 ) [𝑞 ]
− ∫ 𝑎3 (𝜑1 ) 𝑞𝑛3 𝑞+,𝑛 + R𝜖,𝑁 𝑛 +,𝑛
T2
where 𝑐̃∞ is independent of 𝑁, 𝜖, 𝛾. By the linking theorem,
2 3
we deduce the existence of a Palais-Smale sequence (𝑞𝑛 ) ∈ 𝑄1 ≥ 𝛼+ (𝑎) 𝑞+,𝑛 𝐻 − 𝜅9 𝑞+,𝑛 𝐻 ∫ 𝑞𝑛
1 1 2
at the level 𝑐̃𝜖 , namely, T
1
̃ 𝜖,𝑁 (𝑞𝑛 ) → 𝑐̃𝜖 ,
Φ ̃ (𝑞𝑛 ) → 0 when 𝑛 → ∞. (99)
Φ − 𝐶3 (𝑅) (√𝜖 + |𝜖| 𝛾−1 + ) 𝑞
𝜖,𝑁
𝑁3/2 +,𝑛 𝐻1
Third, we will prove that the Palais-Smale sequence (𝑞𝑛 ) (up 3
to subsequence) converges to some nontrivial critical point ≥ 𝜅10 𝑞+,𝑛 𝐻 (𝑞+,𝑛 𝐻 − 𝑞𝑛 𝐿4 − 1) .
1 1
𝑞̂1 ≠ ̃ 𝜖,𝑁 and Φ
0 in some open ball of 𝑄1 , where Φ ̂ 𝜖,𝑁 coincide. (103)
Because the space 𝑄1 is finite dimensional, we only need to
prove that the sequence (𝑞𝑛 ) is bounded. ̃ (𝑞𝑛 ) →
By (101) and the above inequalities, using Φ 𝜖,𝑁
0 (𝑛 → ∞), we conclude that |𝑞+,𝑛 |𝐻 ≤ 𝜅11 (1 + |𝑞𝑛 |3/4
𝐻1 ).
Lemma 11. There is a constant 𝑀 > 0 independent of 1
𝑅, 𝜖, 𝑁, 𝛾, such that, for all |𝜖|/𝛾 small enough and 𝑁 large Estimating analogously, we derive |𝑞−,𝑛 |𝐻 ≤ 𝜅12 (1 + |𝑞𝑛 |3/4
𝐻1 ).
1
enough, the Palais-Smale sequence (𝑞𝑛 ) is bounded; that is, Finally, we deduce that
|𝑞𝑛 |𝐻1 < 𝑀. So, there exists a subsequence of the P-S sequence
that converges to some critical point 𝑞̂1 ≠ 0, and the functional 𝑞𝑛 𝐻1 = 𝑞0,𝑛 + 𝑞+,𝑛 𝐻1 + 𝑞−,𝑛 𝐻1
̃ 𝜖,𝑁 possesses a nontrivial critical point 𝑞̂1 ∈ 𝑄1 with critical
Φ (104)
3/4 3/4
value Φ̃ 𝜖,𝑁(̂
𝑞1 ) = 𝑐̃𝜖 . ≤ 𝜅13 (1 + 𝑞𝑛 𝐻1 + 𝑞𝑛 𝐻1 ) .
Abstract and Applied Analysis 11
So, we can conclude that |𝑞𝑛 |𝐻1 ≤ 𝑀 for a suitable constant is V(𝜑2 ) ≡ 0. Indeed, by the homogeneity of 𝑓(𝜑1 , 𝜑2 , V, 𝜖), we
𝑀 > 0, which is independent of 𝑅, 𝜖, 𝑁, 𝛾. Since 𝑄1 is finite have
dimensional, {𝑞𝑛 } converges, up to subsequence, to some
∞
̃ 𝜖,𝑁 with |̂
critical point 𝑞̂ of Φ ̃ 𝜖,𝑁(̂
𝑞|𝐻1 < 𝑀. Since Φ 𝑞) = 𝑐̃𝜖 ≥ 𝜖3 𝑓 (𝜑1 , 𝜑2 , V, 𝜖) = 𝑓 (𝜑1 , 𝜑2 , 𝜖V) = ∑ 𝑎𝑘 (𝜑1 , 𝜑2 ) (𝜖V)𝑘 .
𝛽 > 0, we conclude that 𝑞̂ ≠ 0. 𝑘=3
−1
(109)
Proof of Theorem 1. Let us fix 𝑅 := 𝑀 + 1 and take |𝜖|𝛾 ≤
𝜖2 (𝑅) := 𝜖. According to Lemma 7, we can get, for 0 < Now consider a smooth function ℎ(𝜑1 ) with zero mean, ant
𝜎𝑁(𝑅) ≤ 1, 0 ≤ 𝑠 < 1/2, a solution (𝑞2 (𝑞1 ), 𝑝(𝑞1 )) ∈ it satisfies ∫T 𝑎𝑘 (𝜑1 , 𝜑2 )ℎ(𝜑1 )𝑑𝜑1 ≠
0 for some 𝑘. Multiplying
(𝑄2 (𝑁) ⊕ 𝑃) ∩ H𝜎,𝑠 of the (𝑄2 )-(𝑃)-equations with ∀|𝑞1 |𝐻1 ≤ (108) by ℎ(𝜑1 ) and integrating over [0, 𝜋], we have
2𝑅. By Lemma 11, the extended functional Φ ̃ 𝜖,𝑁(𝑞1 ) possesses
a nontrivial critical point 𝑞̂ with |𝑞1 |𝐻1 ≤ 𝑀 < 𝑅. Since Φ ̃ 𝜖,𝑁 2𝜋 𝑑2 V (𝜑2 )
∫ (2𝑎 + 𝑎2 𝜖2 ) ℎ (𝜑1 ) 𝑑𝜑1
coincides with Φ𝜖,𝑁 on the ball 𝐵𝑅, by Lemma 8, there exists 0 𝑑𝜑22
a nontrivial weak solution 𝑞̂1 + 𝑞2 (̂ 𝑞1 ) + 𝑝(̂𝑞1 ) ∈ H𝜎,𝑠 of (23). (110)
2𝜋
𝑞1 + 𝑞2 (̂
Finally, 𝑢 = 𝜖[̂ 𝑞1 ) + 𝑝(̂
𝑞1 )] = 𝜖[̂ 𝑞𝜖 + 𝑝(̂ 𝑞1 )] solves (7). + ∫ 𝑓 (𝜑1 , 𝜑2 , V (𝜑2 ) , 𝜖) ℎ (𝜑1 ) 𝑑𝜑1 = 0.
According to Lemma 6, by the regularizing property of 0
the operator L1 , the solution 𝑞̂𝜖 := 𝑞̂1 + 𝑞2 (̂ 𝑞1 ) of the (𝑄)-
equation belongs to H𝜎,𝑠+2 ∩ 𝑄. By the 𝑃-equation According to ℎ(𝜑1 ) that has zero mean and multiplying above
equation by 𝜖3 , we get
((2 + 𝜖) 𝜕𝜑21 + 2 (1 + 𝑎 (𝜖 + 𝜖2 )) 𝜕𝜑1 𝜕𝜑2 ) 𝑝̂
(105) 2𝜋
= −𝜖 ((2𝑎 + 𝑎 𝜖 2 2
) 𝜕𝜑22 ̂
+ Π𝑃 𝑓 (𝜑1 , 𝜑2 , 𝑞̂𝜖 + 𝑝, 𝜖)) 𝑝, ∫ 𝑓 (𝜑1 , 𝜑2 , 𝜖V (𝜑2 )) ℎ (𝜑1 ) 𝑑𝜑1
0
∞ 2𝜋
(111)
where 𝑝̂ = 𝑝(̂
𝑞1 ), we can get that 𝑘
= ∑ (𝜖V (𝜑2 )) ∫ 𝑎𝑘 (𝜑1 , 𝜑2 ) ℎ (𝜑1 ) 𝑑𝜑1 = 0.
𝑘=3 0
2 2
−𝜖 ((2𝑎 + 𝑎 𝜖 ) 𝜕𝜑22 + Π𝑃 𝑓 (𝜑1 , 𝜑2 , 𝑞̂𝜖 + 𝑝, 𝜖)) 𝑝̂ ∈ H𝜎,𝑠 ,
(106) The function 𝐺(𝑧(𝜑2 )) = ∑∞ 𝑘
𝑘=3 𝑏𝑘 (𝜑2 )(𝑧(𝜑2 )) , with 𝑏𝑘 =
2𝜋
∫0 𝑎𝑘 (𝜑1 , 𝜑2 )ℎ(𝜑1 )𝑑𝜑1 , is a nontrivial analytic function.
for 0 < 𝜎 < 𝜎, satisfying |𝜖(2𝑎 + 𝑎2 𝜖2 )𝑙22 |𝑒|𝑙2 |𝜎 < 𝑒|𝑙2 |𝜎 . For
Thus, the equation 𝐺(𝜖V(𝜑2 )) = 0 cannot have a sequence of
(𝑎, 𝜖) ∈ B𝛾 , the eigenvalues of operator (2 + 𝜖)𝜕𝜑21 + 2(1 + 𝑎(𝜖 + zeros accumulating to zero. So, for 𝜖 small enough, V(𝜑2 ) ≡
𝜖2 ))𝜕𝜑1 𝜕𝜑2 restricted to 𝑃 satisfy |(2+𝜖)𝑙12 +2(1+𝑎𝜖+𝑎𝜖2 )𝑙1 𝑙2 | ≥ 0.
|2 + 𝜖|(𝛾|𝑙1 |/|𝑙2 |), ∀𝑙1 ≠
0, 𝑙1 + 𝑙2 ≠
0, and, thus, we deduce that
𝑝 ∈ H𝜎 ,𝑠+1 , for all 0 < 𝜎 < 𝜎 (satisfying 𝐶|𝑙2 |𝑒|𝑙2 |𝜎 <
̂
4. Waves Traveling in Opposite Directions
𝑒|𝑙2 |𝜎 ), and |𝜕𝜑1 𝑝|
̂ = 𝑂(|𝜖|/𝛾). By (105),
𝜎 ,𝑠
Substituting 𝜔1 = 1 + 𝜖, 𝜔2 = 1 + 𝑎𝜖 into (8), we get
(2 + 𝜖) 𝜕𝜑21 𝑝̂
L𝑎,𝜖 V + 𝑓 (𝜑1 , 𝜑2 , V) = 0, (112)
2
= −2 (1 + 𝑎 (𝜖 + 𝜖 )) 𝜕𝜑1 𝜕𝜑2 𝑝̂
where (see (8))
− 𝜖 ((2𝑎 + 𝑎2 𝜖2 ) 𝜕𝜑22 + Π𝑃 𝑓 (𝜑1 , 𝜑2 , 𝑞̂𝜖 + 𝑝, 𝜖)) 𝑝,
̂
(107) L𝑎,𝜖 := [(1 + 𝜖 + 1) 𝜕𝜑1 + (𝑎𝜖) 𝜕𝜑2 ] ∘ [𝜖𝜕𝜑1 + (2 + 𝑎𝜖) 𝜕𝜑2 ]
The unperturbed functional Ψ0 : H𝜎,𝑠 → R possesses an (𝑄1 ) L1 [𝑞1 ] + Π𝑄1 [𝑓 (𝜑1 , 𝜑2 , 𝑞1 + 𝑞2 + 𝑝, 𝜖)] = 0
infinite-dimensional linear space 𝑄 of critical points, which (124)
are the solutions of the equation ⇐⇒ 𝑑Ψ𝜖 (V) [ℎ] = 0, ∀ℎ ∈ 𝑄1 ,
The space 𝑄 can be written as (𝑃) L𝑎,𝜖 [𝑝] + 𝜖Π𝑃 [𝑓 (𝜑1 , 𝜑2 , 𝑞1 + 𝑞2 + 𝑝, 𝜖)] = 0
(126)
⇐⇒ 𝑑Ψ𝜖 (V) [ℎ] = 0, ∀ℎ ∈ 𝑃.
{
𝑄 = {𝑞 = ∑ 𝑞̂𝑙1 ,𝑙2 𝑒𝑖𝑙1 𝜑1 𝑒𝑖𝑙2 𝜑2 ∈ H𝜎,𝑠 | 𝑞̂𝑙1 ,𝑙2 = 0, The operator L𝑎,𝜖 is diagonal in the Fourier basis
{ (𝑙1 ,𝑙2 )∈Z2 {𝑒𝑖𝑙1 𝜑1 𝑒𝑖𝑙2 𝜑2 , (𝑙1 , 𝑙2 ) ∈ Z2 } with eigenvalues 𝐷𝑙1 ,𝑙2 = −[(2 + 𝜖)𝑙1 +
(119) 𝑎𝜖𝑙2 ][𝜖𝑙1 + (2 + 𝑎𝜖)𝑙2 ]. We first prove that L𝑎,𝜖 restricted to 𝑃
} has a bounded inverse when (𝑎, 𝜖) belongs to the uncountable
for 𝑙1 𝑙2 ≠
0} . zero-measure set
}
𝑎𝜖 𝜖
D𝛾 := {(𝑎, 𝜖) ∈ R− × R, ( , ) ∈ E𝛾 ,
2 + 𝜖 2 + 𝑎𝜖
We split 𝑄 as
1+𝜖
∉ Q, 1 + 𝜖 ≠
0, 1 + 𝑎𝜖 ≠
0, 2 + 𝑎𝜖 ≠
0} ,
1 + 𝑎𝜖
𝑄 = 𝑄+ + 𝑄0 + 𝑄− , (120) (127)
Abstract and Applied Analysis 13
where E𝛾 is a set of badly approximate numbers defined as Lemma 13. The operator L1 : 𝑄2 → 𝑄2 has a bounded
inverse L−1
1 which satisfies
𝑎𝜖 𝜖
E𝛾 := { ( , ) := (𝜖1 , 𝜖2 ) ∈ (−𝜖0 , 𝜖0 ) × (−𝜖0 , 𝜖0 ) : −1 |ℎ|
2 + 𝜖 2 + 𝑎𝜖 L [ℎ] ≤ 𝜎,𝑠 . (134)
𝜎,𝑠 𝑁2
𝛾 𝛾
𝑙1 + 𝜖1 𝑙2 > , 𝑙2 + 𝜖2 𝑙1 > } Proof. L1 is diagonal in the Fourier basis of 𝑄 : 𝑒𝑖𝑙1 𝜑1 𝑒𝑖𝑙2 𝜑2
𝑙2 𝑙1
(128) with (𝑙1 , 𝑙2 ) ∈ Λ + ∪ {(0, 0)} ∪ Λ − with eigenvalues
for ∀𝑙1 , 𝑙2 ∈ Z \ {0}, and 0 < 𝛾 < 1/4, 𝜖0 ∈ (0, 1/2). − (2 + 𝜖) 𝑙12 , if 𝑙2 = 0,
𝑑𝑙1 ,𝑙2 = { (135)
−𝑎 (2 + 𝑎𝜖) 𝑙22 , if 𝑙1 = 0.
Lemma 12. For (𝑎, 𝜖) ∈ D𝛾 , the eigenvalues 𝐷𝑙1 ,𝑙2 of L𝑎,𝜖
restricted to 𝑃 satisfy The eigenvalues of L1 restricted to 𝑄2 (𝑁) verify |𝑑𝑙1 ,𝑙2 | ≥
𝑁2 /𝐶, where the constant 𝐶 depends on (𝜖, 𝑎), and (134)
𝐷𝑙1 ,𝑙2 = ((2 + 𝜖) 𝑙1 + 𝑎𝜖𝑙2 ) (𝜖𝑙1 + (2 + 𝑎𝜖) 𝑙2 ) > 𝛾,
holds.
(129)
∀𝑙1 𝑙2 ≠
0.
Similarly, the solution of 𝑄1 -equation (124) is the Euler-
As a consequence, the operator L𝑎,𝜖 : 𝑃 → 𝑃 has a bounded Lagrange equation of the reduced Lagrangian action func-
tional:
inverse L−1
𝑎,𝜖 and satisfies
Φ𝜖,𝑁 : 𝐵2𝑅 ⊂ 𝑄1 → R,
−1 |ℎ| (136)
L𝑎,𝜖 [ℎ] ≤ 𝜎,𝑠 , ∀ℎ ∈ 𝑃. (130)
𝜎,𝑠 𝛾 Φ𝜖,𝑁 (𝑞1 ) := Ψ𝜖 (𝑞1 + 𝑞2 (𝑞1 + 𝑝 (𝑞1 ))) .
Proof. Denote by [𝑥] the nearest integer close to 𝑥 and {𝑥} = Lemma 14. Φ𝜖,𝑁 ∈ 𝐶1 (𝐵2𝑅 , R) and a critical point 𝑞1 ∈ 𝐵2𝑅 of
𝑥−[𝑥]. If both 𝑙1 ≠−[(𝑎𝜖/(2+𝜖))𝑙2 ] and 𝑙2 ≠−[(𝜖/(2+𝑎𝜖))𝑙1 ], Φ𝜖,𝑁 is a solution of the bifurcation equation (124). Moreover,
then we have Φ𝜖,𝑁 can be written as
𝐷
𝑙1 ,𝑙2 Φ𝜖,𝑁 (𝑞1 ) = 𝑐𝑜𝑛𝑠𝑡 + 𝜖 (Γ (𝑞1 ) + R𝜖,𝑁 (𝑞1 )) , (137)
𝑎𝜖 𝜖
= (2 + 𝜖) (𝑙1 + 𝑙2 ) ⋅ (2 + 𝑎𝜖) (𝑙2 + 𝑙1 ) > 1. where
2+𝜖 2 + 𝑎𝜖
(131) (2 + 𝜖) 2
Γ (𝑞1 ) := ∫ (𝜕𝜑1 𝑞1 )
T2 2
If 𝑙1 = −[(𝑎𝜖/(2 + 𝜖))𝑙2 ], then
+ (1 + 𝑎 + 𝑎𝜖) (𝜕𝜑1 𝑞1 ) (𝜕𝜑2 𝑞1 )
𝐷𝑙1 ,𝑙2
4
2𝑎 + 𝑎2 𝜖 2 𝑞
𝑎𝜖 + (𝜕𝜑2 𝑞1 ) − 𝑎3 (𝜑1 , 𝜑2 ) 1 ,
= (2 + 𝜖) (𝑙1 + 𝑙2 ) 2 4
2+𝜖 (138)
𝑎𝜖 𝑎𝜖 𝑞4
⋅ 𝜖 (𝑙1 + 𝑙2 ) + (2 + 𝑎𝜖) 𝑙2 − 𝜖𝑙2 R𝜖,𝑁 (𝑞1 ) := ∫ 𝑎3 (𝜑1 , 𝜑2 ) 1
2+𝜖 2+𝜖 (132) T2 4
𝛾 𝑎𝜖 − 𝐹 (𝜑1 , 𝜑2 , 𝑞1 + 𝑞2 + 𝑝, 𝜖)
≥ ⋅ (2 + 𝜖) (𝜖 { 𝑙 } + 2𝑙2
𝑙2 2+𝜖 2
1
+ 𝑓 (𝜑1 , 𝜑2 , V, 𝜖) (𝑞2 + 𝑝) ,
𝜖 2
+𝑎𝜖 (1 − ) 𝑙2 ) ≥ 𝛾.
2+𝜖
and, for some positive constant 𝐶2 (𝑅) ≥ 𝐶1 (𝑅), we can get
In the same way, if 𝑙2 = −[(𝜖/(2 + 𝑎𝜖))𝑙1 ], then we have
1
R𝜖,𝑁 (𝑞1 ) ≤ 𝐶2 (𝑅) (√𝜖 + 𝜖𝛾 + 2 ) ,
−1
𝐷𝑙1 ,𝑙2 𝑁
1
𝛾 𝜖 R𝜖,𝑁 (𝑞1 ) [ℎ] ≤ 𝐶2 (𝑅) (√𝜖 + 𝜖𝛾−1 + 2 ) |ℎ|𝐻1 , (139)
≥ ⋅ (2 + 𝑎𝜖) (𝑎𝜖 { 𝑙 } + 2𝑙1 𝑁
𝑙1 2 + 𝑎𝜖 1 (133)
∀ℎ ∈ 𝑄1 .
𝑎2 𝜖
+𝜖 (1 − ) 𝑙1 ) ≥ 𝛾.
2 + 𝑎𝜖 The problem of finding nontrivial solutions of the 𝑄1 -
equation is reduced to finding nontrivial critical points of
the reduced action functional Φ𝜖,𝑁 in 𝐵2𝑅 . By (137), this is
14 Abstract and Applied Analysis
equivalent to finding critical points of the rescaled functional and, thus, we deduce that 𝑝̂ ∈ H𝜎 ,𝑠+1 , for all 0 < 𝜎 < 𝜎
denoted by Φ̂ 𝜖,𝑁 and called the reduced action functional
(satisfying 𝐶|𝑙2 |𝑒|𝑙2 |𝜎 < 𝑒|𝑙2 |𝜎 ), and |𝜕𝜑1 𝑝|
̂ = 𝑂(|𝜀|/𝛾). By
𝜎 ,𝑠
̂ 𝜖,𝑁 (𝑞1 ) = Γ (𝑞1 ) + R𝜖,𝑁 (𝑞1 )
Φ (144),
𝜖 (2 + 𝜖) 𝜕𝜑21 𝑝̂
𝑞4
≡ (Q (𝑞1 ) − ∫ 𝑎3 (𝜑1 , 𝜑2 ) 1 + R𝜖,𝑁 (𝑞1 )) ,
T2 4 = − (4 + 2𝑎𝜖 + 2𝜖 + 2𝑎𝜖2 ) 𝜕𝜑1 𝜕𝜑2 𝑝̂ (148)
where the quadratic form ̂ 𝜎,𝑠+2 = 𝑂(|𝜖|/𝛾), with 0 < 𝜎 < 𝜎 .
we get 𝑝̂ ∈ H𝜎,𝑠+2 , and |𝑝|
(2 + 𝜖) 2 Thus, (19) follows with 𝑠 = 𝑠 + 2, 0 < 𝜎 < 𝜎 . By (6), 𝑢(𝑡, 𝑥) =
Q (𝑞1 ) = ∫ (𝜕𝜑1 𝑞1 ) + (1 + 𝑎 + 𝑎𝜖) (𝜕𝜑1 𝑞1 ) (𝜕𝜑2 𝑞1 ) √|𝜖|V((1 + 𝜖)𝑡 − 𝑥, (1 + 𝑎𝜖)𝑡 + 𝑥) is the solution of (1), for all
T2 2
(𝑎, 𝜖) ∈ D𝛾 . Obviously, V depends on both variables (𝜑1 , 𝜑2 )
2𝑎 + 𝑎2 𝜖 2 independently. So, 𝑢(𝑡, 𝑥) is a quasiperiodic solution of (1),
+ (𝜕𝜑2 𝑞1 ) with frequencies (𝜔1 , 𝜔2 ) = (1 + 𝜖, 1 + 𝑎𝜖).
2
(141)
is positive definite on 𝑄+ , negative definite on 𝑄− , and zero 5. Conclusion
definite on 𝑄0 . For 𝑞1 = 𝑞+ + 𝑞− + 𝑞0 ∈ 𝑄1 , we have In this paper, for the completely resonant nonlinear wave
(2 + 𝜖) 2 𝛼 2 equations, under periodic boundary conditions, we obtain
Q (𝑞+ ) = ∫ (𝜕𝜑1 𝑞+ ) = + 𝑞+ 𝐻1 , the existence and regularity of quasiperiodic solutions. The
T2 2 2
forced terms we consider are quasiperiodic, and, according
Q (𝑞0 ) = 0, (142) to the linking theorem, the bifurcation equations are solved
by variational method. Moreover, the solutions depending
(𝑎 + 𝑎𝜖) 2 𝛼 2
Q (𝑞− ) = ∫ (𝜕𝜑1 𝑞− ) = − − 𝑞− 𝐻1 , on the the spatial and time variables are coupled and in the
T2 2 2 form of traveling waves. In [28], Yuan got the existence of
where the positive constants 𝛼+ , 𝛼− are bounded away from quasiperiodic solutions with 𝑛 ∈ N (𝑛 ≥ 3) frequencies by
zero and independent of 𝜖. The following steps of finding the KAM theory, in which the form of the solutions is 𝑢(𝑡, 𝑥) =
nontrivial solutions of the 𝑄1 -equation are similar to Lemmas V(𝜔1 𝑡, 𝜔2 𝑡, . . . , 𝜔𝑛 𝑡, 𝑥). In the future work, we will investigate
9 and 11 in Section 3.4. the existence of quasiperiodic solutions with the traveling
wave form as 𝑢(𝑡, 𝑥) = V(𝜔1 𝑡 + 𝑥, 𝜔2 + 𝑥, . . . , 𝜔𝑛 𝑡 + 𝑥).
Proof of Theorem 2. We can get the solution of (8) as follows:
V = √|𝜖| [̂
𝑞1 + 𝑞2 (̂ 𝑞1 )] = √|𝜖| [̂
𝑞1 ) + 𝑝 (̂ 𝑞𝜖 + 𝑝 (̂
𝑞1 )] . (143) Conflict of Interests
According to Lemma 13, by the regularizing property of the The authors declare that there is no conflict of interests
operator L1 , the solution 𝑞̂𝜖 := 𝑞̂1 +𝑞2 (̂
𝑞1 ) of the (𝑄)-equation regarding the publication of this paper.
belongs to H𝜎,𝑠+2 ∩ 𝑄. By the 𝑃-equation
Acknowledgments
(𝜖 (2 + 𝜖) 𝜕𝜑21 + (4 + 2𝑎𝜖 + 2𝜖 + 2𝑎𝜖2 ) 𝜕𝜑1 𝜕𝜑2 ) 𝑝̂
(144) The authors express their sincere thanks to Professor Yong
= −𝜖 ((2𝑎 + 𝑎2 𝜖) 𝜕𝜑22 + Π𝑃 𝑓 (𝜑1 , 𝜑2 , 𝑞̂𝜖 + 𝑝, 𝜖)) 𝑝,
̂ Li for his instructions and many invaluable suggestions. The
first author was partially supported by NSFC Grant (nos.
where 𝑝̂ = 𝑝(̂
𝑞1 ), we can get that 11001042, 11171056, 11171130, and 11271062) and SRFDP Grant
(no. 20100043120001). The second author is supported by
−𝜖 ((2𝑎 + 𝑎2 𝜖) 𝜕𝜑22 + Π𝑃 𝑓 (𝜑1 , 𝜑2 , 𝑞̂𝜖 + 𝑝, 𝜖)) 𝑝̂ ∈ H𝜎 ,𝑠 , NSFC Grant (nos. 11001041, 11201360, 11101170, 11202192, and
(145) 10926105), SRFDP Grant (no. 200802001008), and the State
Scholarship Fund of the China Scholarship Council (nos.
for 0 < 𝜎 < 𝜎, satisfying |𝜖(2𝑎 + 𝑎2 𝜖)𝑙22 |𝑒|𝑙2 |𝜎 < 𝑒|𝑙2 |𝜎 . For 2011662521 and 2011842509).
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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2014, Article ID 357534, 9 pages
http://dx.doi.org/10.1155/2014/357534
Research Article
Periodic Solutions of a Stage-Structured Plant-Hare Model with
Toxin-Determined Functional Responses
Received 8 April 2014; Revised 25 April 2014; Accepted 26 April 2014; Published 8 May 2014
Copyright © 2014 Huicheng Wang et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
The purpose of this paper is to obtain some sufficient conditions for the global existence of multiple positive periodic solutions of
a delayed stage-structured plant-hare model with a toxin-determined functional response. Some novel estimation techniques to
construct two open subsets for a priori bounds are employed.
1. Introduction rate can be ignored, while the mature predators are respon-
sible for the prey. For example, one can refer to [14, 15] and
A lot of classical predator-prey models have been well studied the references cited therein. To discuss the effects of Holling
(e.g., see [1–12]). Recently, Gao et al. [13] considered a type IV functional responses on a stage-structured model, the
nonautonomous plant-hare dynamical system with a toxin- authors in [16] proposed the following delayed system:
determined functional response given by
𝑑𝑥 (𝑡)
= 𝑥 (𝑡) [𝑟1 (𝑡) − 𝑎1 (𝑡)
𝑁 (𝑡) 𝑑𝑡
𝑁̇(𝑡) = 𝑟 (𝑡) 𝑁 (𝑡) [1 − ] − 𝐶 (𝑁 (𝑡)) 𝑃 (𝑡) , 𝑡
𝐾 (1) ×∫ 𝐾 (𝑡 − 𝑠) 𝑥 (𝑠) 𝑑𝑠
−∞
𝑃̇(𝑡) = 𝐵 (𝑡) 𝐶 (𝑁 (𝑡)) 𝑃 (𝑡) − 𝑑 (𝑡) 𝑃 (𝑡) ,
𝑎2 (𝑡) 𝑦2 (𝑡)
− ],
𝑓 (𝑁 (𝑡)) 𝑥2 (𝑡) /𝑚 + 𝑥 (𝑡) + 𝑎
𝐶 (𝑁 (𝑡)) = 𝑓 (𝑁 (𝑡)) [1 − ],
4𝐺 𝑑𝑦1 (𝑡) 𝑏 (𝑡) 𝑥 (𝑡) 𝑦2 (𝑡)
(2) = 21 − 𝛽 (𝑡) 𝑦1 (𝑡)
𝑒𝛿𝑁 (𝑡) 𝑑𝑡 𝑥 (𝑡) /𝑚 + 𝑥 (𝑡) + 𝑎
𝑓 (𝑁 (𝑡)) = , 𝑡
1 + ℎ𝑒𝛿𝑁 (𝑡) − 𝑏1 (𝑡 − 𝜏) exp (− ∫ 𝛽 (𝑠) 𝑑𝑠)
𝑡−𝜏
where 𝑁(𝑡) denotes the density of plant at time 𝑡 and 𝑃(𝑡)
𝑥 (𝑡 − 𝜏) 𝑦2 (𝑡 − 𝜏)
denotes the herbivore biomass at time 𝑡. × ,
On the other hand, many experts argued that the 𝑥2 (𝑡 − 𝜏) /𝑚 + 𝑥 (𝑡 − 𝜏) + 𝑎
predator-prey models should be modified to fit the more 𝑑𝑦2 (𝑡) 𝑡
realistic environment. They suggested that one should take = 𝑏1 (𝑡 − 𝜏) exp (− ∫ 𝛽 (𝑠) 𝑑𝑠)
𝑑𝑡 𝑡−𝜏
the stage structure factor into consideration. Because it is very
unrealistic to assume that each individual predator admits the 𝑥 (𝑡 − 𝜏) 𝑦2 (𝑡 − 𝜏)
×
same ability of attacking in the classical predator-prey mod- 𝑥2 (𝑡 − 𝜏) /𝑚 + 𝑥 (𝑡 − 𝜏) + 𝑎
els. They divided the individuals into two stages in life history, − 𝑟2 (𝑡) 𝑦2 (𝑡) .
namely, immature and mature stages, where the rate of the
immature predator attacking the prey and the reproductive (3)
2 Abstract and Applied Analysis
However, Holling IV type functional response is not For any continuous 𝜔-periodic function 𝑓(𝑡), we always
appropriate for the plant-hare model if we explore the impact adopt the following notations throughout this paper:
of plant toxicity on the dynamics of plant-hare interactions.
1 𝜔
Because such kind of plant can produce toxicity to protect 𝑓= ∫ 𝑓 (𝑡) 𝑑𝑡, 𝑓𝐿 = min 𝑓 (𝑡) ,
itself. Therefore, in the present paper, we discuss the 𝜔 0 𝑡∈[0,𝜔]
(5)
stage-structured plant-hare model with toxin-determined 𝑀
functional response as follows: 𝑓 = max𝑓 (𝑡) ,
[0,𝜔]
𝑑𝑦2 (𝑡) 𝑡
= 𝑏1 (𝑡 − 𝜏) exp {− ∫ 𝛽 (𝑠) 𝑑𝑠} = 𝑑𝜔.
𝑑𝑡 𝑡−𝜏
It follows that
× ((4𝐺𝑒𝛿𝐵𝑥 (𝑡 − 𝜏) 𝑦2 (𝑡 − 𝜏) 𝜔 4𝐺𝑒𝛿𝐵 (𝑡) exp {𝑢1 (𝑡)}
𝑑𝜔 ≥ ∫ 2
𝑑𝑡. (7)
2 2 2 0 4𝐺(1 + ℎ𝑒𝛿 exp {𝑢1 (𝑡)})
+ (4𝐺ℎ − 1) 𝑒 𝛿 𝐵𝑥 (𝑡 − 𝜏) 𝑦2 (𝑡 − 𝜏))
−1
By some arguments, this inequality then leads them to
× (4𝐺(1 + ℎ𝑒𝛿𝑥 (𝑡 − 𝜏))2 ) )
𝑑ℎ2 𝑒2 𝛿2 exp (2𝑢1 (𝜂1 ))
− 𝑟2 (𝑡) 𝑦2 (𝑡) ,
(4) − (𝑒𝛿𝐵 exp {−2𝑟𝜔} − 2ℎ𝑒𝛿𝑑) (8)
It should be noted that it is possible to construct two open Throughout, we assume the following:
subsets Ω1 and Ω2 due to (9). The essential reason to obtain
(9) is the inequality (7). In inequality (7), there is no variable (𝐴 1 ) 1/4ℎ < 𝐺 < 1/3ℎ;
𝑢2 (𝑡) and only one variable 𝑢1 (𝑡). (𝐴 2 ) 4ℎ𝑟2𝑀 exp{𝜏𝛽𝑀} exp{2𝑟1 𝜔}/𝑏1𝐿 < 𝐵 < 4𝐺𝑟2𝐿 ℎ2 (𝑏1𝑀)−1
However, since the term 𝑥(𝑡 − 𝜏)𝑦2 (𝑡 − 𝜏) is in the third exp{𝜏𝛽𝐿 }/(4𝐺ℎ − 1).
equation of (4), by same arguments in [13], we will see that
We further introduce six positive numbers which will be
𝜔 𝑡
used later as follows:
∫ 𝑏1 (𝑡 − 𝜏) exp {− ∫ 𝛽 (𝑠) 𝑑𝑠}
0 𝑡−𝜏
ℎ± = ((𝑏1𝐿 𝑒𝛿𝐵 exp {−𝜏𝛽𝑀} exp {−2𝑟1 𝜔} − 2ℎ𝑒𝛿𝑟2𝑀)
× exp {𝑢2 (𝑡 − 𝜏) − 𝑢2 (𝑡)}
−1
× ((4𝐺𝑒𝛿𝐵 exp {𝑢1 (𝑡 − 𝜏)} ±√Δ 1 ) × (2𝑟2𝑀ℎ2 𝑒2 𝛿2 ) ,
(11)
2 2
+ (4𝐺ℎ − 1) 𝑒 𝛿 𝐵 exp {2𝑢1 (𝑡 − 𝜏)}) 𝑙± = ([4𝐺ℎ2 𝑒𝛿𝐵 exp {2𝑟1 𝜔}
−1
× (4𝐺(1 + ℎ𝑒𝛿 exp {𝑢1 (𝑡 − 𝜏)})2 ) ) 𝑑𝑡 −1
− 2ℎ𝑒𝛿 (4𝐺ℎ2 𝑟2𝐿 (𝑏1𝑀) exp {𝜏𝛽𝐿 } − (4𝐺ℎ − 1) 𝐵)]
= 𝑟2 𝜔.
± √Δ 2 )
Note that both 𝑢1 and 𝑢2 appear simultaneously in the above
equality. If we were to use the same ideas in [13], then the −1
× (2ℎ2 𝑒2 𝛿2 [4𝐺ℎ2 𝑟2𝐿 (𝑏1𝑀) exp {𝜏𝛽𝐿 }
above equality does not lead us anywhere. Thus, some new
arguments should be employed to obtain a priori bounds for −1
𝑢1 . To see how to overcome this difficulty, the reader can refer − (4𝐺ℎ − 1) 𝐵]) ,
to (33)–(56) in Section 2.
−1
(4𝐺𝑒𝛿𝐵 − 8𝐺ℎ𝑒𝛿𝑟2 𝑏 ) ± √Δ 3
Remark 2. It should be noted that the standard estimation 𝑢± = ,
−1
techniques used in [16] are not applicable to the system (4) 2 [4𝐺𝑟2 𝑏 ℎ2 𝑒2 𝛿2 − (4𝐺ℎ − 1) 𝑒2 𝛿2 𝐵]
either, due to the term 𝐶(𝑁(𝑡)). If we were to use the standard
(13)
arguments in [16], we can not obtain two positive roots of
exp(𝑢1 (𝜉1 )). Consequently, we can not construct two open where
subsets. Thus, we can not obtain two positive solutions in
2
these two open subsets. Δ 1 = [𝑏1𝐿 𝑒𝛿𝐵 exp{−𝜏𝛽𝑀} exp{−2𝑟1 𝜔} − 2ℎ𝑒𝛿𝑟2𝑀]
2
2. Existence of Multiple Positive − 4(𝑟2𝑀) ℎ2 𝑒2 𝛿2 ,
Periodic Solutions
Δ 2 = [4𝐺ℎ2 𝑒𝛿𝐵 exp {2𝑟1 𝜔}
In this section, we will study the existence of multiple periodic
solutions of (4). We recall a few concepts and results from −1 2
[17]. −2ℎ𝑒𝛿 (4𝐺ℎ2 𝑟2𝐿 (𝑏1𝑀) exp {𝜏𝛽𝐿 } − (4𝐺ℎ − 1) 𝐵)]
−1 2
Lemma 3 (see [17]). Let Ω ⊂ 𝑋 be an open bounded set. Let 𝐿 − 4ℎ2 𝑒2 𝛿2 [4𝐺ℎ2 𝑟2𝐿 (𝑏1𝑀) exp {𝜏𝛽𝐿 } − (4𝐺ℎ − 1) 𝐵] ,
be a Fredholm mapping of index zero and 𝑁𝐿-compact on Ω.
Assume −1 2
Δ 3 = (4𝐺𝑒𝛿𝐵 − 8𝐺ℎ𝑒𝛿𝑟2 𝑏 )
(a) for each 𝜆 ∈ (0, 1), 𝑥 ∈ 𝜕Ω ∩ Dom 𝐿, 𝐿𝑥 ≠
𝜆𝑁𝑥;
−1 −1
(b) for each 𝑥 ∈ 𝜕Ω ∩ Ker 𝐿, 𝑄𝑁𝑥 ≠ 0; − 16𝐺𝑟2 𝑏 [4𝐺𝑟2 𝑏 ℎ2 𝑒2 𝛿2 − (4𝐺ℎ − 1) 𝑒2 𝛿2 𝐵] ,
(c) deg{𝐽𝑄𝑁, Ω ∩ Ker 𝐿, 0} ≠ 0. (14)
Then 𝐿𝑥 = 𝑁𝑥 has at least one solution in Ω ∩ Dom 𝐿. 𝜔 𝑡+𝜏
𝑏 = (1/𝜔) ∫0 𝑏1 (𝑡) exp{− ∫𝑡 𝛽(𝑠)}𝑑𝑠𝑑𝑡. Under assumptions
Lemma 4. If 𝛽(𝑡) and 𝑔(𝑡) are 𝜔-periodic functions, then the (𝐴 1 ) and (𝐴 2 ), it is not difficult to show that
system
𝑙− < 𝑢− < ℎ− < ℎ+ < 𝑢+ < 𝑙+ . (15)
𝑑𝑦 (𝑡)
= 𝛽 (𝑡) 𝑦 (𝑡) + 𝑔 (𝑡) (12) Theorem 5. In addition to (𝐴 1 ) and (𝐴 2 ), suppose that
𝑑𝑡
has a unique 𝜔-periodic solution which can be represented as (𝐴 3 ) 𝑟1 − 𝑎 exp{ln 𝑙+ + 2𝑟𝜔} > 0.
𝑡 𝑡
𝑦(𝑡) = ∫−∞ exp(∫𝑠 𝛽(𝜎)𝑑𝜎)𝑔(𝑠)𝑑𝑠. Then system (4) has at least two positive 𝜔-periodic solutions.
4 Abstract and Applied Analysis
Proof. Note that the first equation and the third equation of here |⋅| denotes the Euclidean norm. Then 𝑋 and 𝑌 are Banach
(4) can be separated from the whole system. Consider the spaces with the norm ‖ ⋅ ‖. Set
following subsystem:
𝐿 : Dom 𝐿 ∩ 𝑋,
𝑑𝑥 (𝑡)
= 𝑥 (𝑡) [𝑟1 (𝑡) − 𝑎 (𝑡) 𝑥 (𝑡) (21)
𝑑𝑡 𝑑𝑢1 (𝑡) 𝑑𝑢2 (𝑡) 𝑇
𝐿(𝑢1 (𝑡), 𝑢2 (𝑡))𝑇 = ( , ) ,
𝑑𝑡 𝑑𝑡
4𝐺𝑒𝛿𝑦2 (𝑡) + (4𝐺ℎ − 1) 𝑒2 𝛿2 𝑥 (𝑡) 𝑦2 (𝑡)
− ],
4𝐺(1 + ℎ𝑒𝛿𝑥(𝑡))2 where Dom 𝐿 = {(𝑢1 (𝑡), 𝑢2 (𝑡))𝑇 ∈ 𝐶1 (R, R2 )}. Further, 𝑁 :
𝑡
𝑋 → 𝑋 is defined by
𝑑𝑦2 (𝑡)
= 𝑏1 (𝑡 − 𝜏) exp {− ∫ 𝛽 (𝑠) 𝑑𝑠}
𝑑𝑡 𝑡−𝜏 𝑢 𝑓 (𝑡, 𝑢)
𝑁 ( 1) = ( 1 ). (22)
𝑢2 𝑓2 (𝑡, 𝑢)
2 2
× ((4𝐺𝑒𝛿𝐵𝑥 (𝑡 − 𝜏) 𝑦2 (𝑡 − 𝜏) + (4𝐺ℎ − 1) 𝑒 𝛿
Define
× 𝐵 (𝑡) 𝑥2 (𝑡 − 𝜏) 𝑦2 (𝑡 − 𝜏))
1 𝜔
𝑢 𝑢 ∫ 𝑢1 (𝑡) 𝑑𝑡
2 −1
× (4𝐺(1 + ℎ𝑒𝛿𝑥 (𝑡 − 𝜏)) ) ) 𝑃 ( 1) = 𝑄 ( 1) = ( 𝜔
1 𝜔
0 ),
𝑢2 𝑢2
∫ 𝑢2 (𝑡) 𝑑𝑡
− 𝑟2 (𝑡) 𝑦2 (𝑡) . 𝜔 0 (23)
(16) 𝑢
( 1 ) ∈ 𝑋 = 𝑌.
𝑢2
Make the change of variables
It is not difficult to show that 𝐿 is a Fredholm mapping of
𝑥 (𝑡) = exp {𝑢1 (𝑡)} , 𝑦 (𝑡) = exp {𝑢2 (𝑡)} ; (17)
index zero. Furthermore, the generalized inverse (to 𝐿) 𝐾𝑝 :
then system (16) can be rewritten as Im 𝐿 → Dom 𝐿∩Ker 𝑃 exists. Standard arguments show that
𝑁 is 𝐿-compact on Ω for any open bounded set Ω ⊂ 𝑋.
𝑢̇
1 (𝑡) = 𝑟1 (𝑡) − 𝑎 (𝑡) exp {𝑢1 (𝑡)} Now, we will search for two appropriate open bounded
subsets in order to apply the continuation theorem.
− ((4𝐺𝑒𝛿 exp {𝑢2 (𝑡)} + (4𝐺ℎ − 1) 𝑒2 𝛿2 Corresponding to the operator equation 𝐿𝑥 = 𝜆𝑁𝑥, 𝜆 ∈
(0, 1), we have
× exp {𝑢1 (𝑡) + 𝑢2 (𝑡)})
𝑢̇
1 (𝑡) = 𝜆𝑟1 (𝑡)
2 −1
× (4𝐺(1 + ℎ𝑒𝛿 exp{𝑢1 (𝑡)}) ) ) := 𝑓1 (𝑡, 𝑢) ,
− 𝜆 [𝑎 (𝑡) exp {𝑢1 (𝑡)}
𝑡
𝑢̇
2 (𝑡) = − 𝑟2 (𝑡) + 𝑏1 (𝑡 − 𝜏) exp {− ∫ 𝛽 (𝑠) 𝑑𝑠}
𝑡−𝜏 − ((4𝐺𝑒𝛿 exp {𝑢2 (𝑡)} + (4𝐺ℎ − 1) 𝑒2 𝛿2 (24)
𝑡
× exp {𝑢2 (𝑡 − 𝜏) − 𝑢2 (𝑡)} := 𝑓2 (𝑡, 𝑢) . + 𝜆 [𝑏1 (𝑡 − 𝜏) exp {− ∫ 𝛽 (𝑠) 𝑑𝑠}
(18) 𝑡−𝜏
Suppose 𝑥 = (𝑢1 (𝑡), 𝑢2 (𝑡))𝑇 ∈ 𝑋 is a solution of (24) and Similarly, it follows from (𝐴 1 ), (25), and (27) that
(25) for a certain 𝜆 ∈ (0, 1). Integrating (24), (25) over the
interval [0, 𝜔], we obtain
𝜔
𝜔
∫ 𝑢̇
2 (𝑡) 𝑑𝑡 < 2𝑟2 𝜔. (30)
∫ 𝑎 (𝑡) exp {𝑢1 (𝑡)} 𝑑𝑡 0
0
𝜔
+ ∫ ((4𝐺𝑒𝛿 exp {𝑢2 (𝑡)} + (4𝐺ℎ − 1) 𝑒2 𝛿2
0 Since (𝑢1 (𝑡), 𝑢2 (𝑡))𝑇 ∈ 𝑋, there exist 𝜉𝑖 , 𝜂𝑖 ∈ [0, 𝜔] such that
(26)
× exp {𝑢1 (𝑡) + 𝑢2 (𝑡)})
−1 𝑢𝑖 (𝜉𝑖 ) = min 𝑢𝑖 (𝑡) , 𝑢𝑖 (𝜂𝑖 ) = max 𝑢𝑖 (𝑡) , 𝑖 = 1, 2. (31)
× (4𝐺(1 + ℎ𝑒𝛿 exp{𝑢1 (𝑡)})2 ) ) 𝑑𝑡 𝑡∈[0,𝜔] 𝑡∈[0,𝜔]
= 𝑟1 𝜔,
Multiplying (25) by exp{𝑢2 (𝑡)} and integrating over [0, 𝜔], we
𝜔 𝑡
obtain
∫ 𝑏1 (𝑡 − 𝜏) exp {− ∫ 𝛽 (𝑠) 𝑑𝑠}
0 𝑡−𝜏
(34) or
𝜔 𝑡+𝜏
≤ ∫ 𝑏1 (𝑡) exp {− ∫ 𝛽 (𝑠) 𝑑𝑠} −1
0 𝑡 [4𝐺ℎ2 𝑟2𝐿 (𝑏1𝑀) exp {𝜏𝛽𝐿 } − (4𝐺ℎ − 1) 𝐵] ℎ2 𝑒2 𝛿2
4𝐺𝑒𝛿𝐵 exp {𝑢1 (𝑡)} × exp {2𝑢1 (𝜉1 )}
×[
4𝐺(1 + ℎ𝑒𝛿 exp{𝑢1 (𝑡)})2
− [4𝐺ℎ2 𝑒𝛿𝐵 exp {2𝑟𝜔}
(4𝐺ℎ − 1) 𝑒2 𝛿2 𝐵 exp {2𝑢1 (𝑡)}
+ ]
4𝐺ℎ2 𝑒2 𝛿2 exp {2𝑢1 (𝑡)} −1
−2ℎ𝑒𝛿 (4𝐺ℎ2 𝑟2𝐿 (𝑏1𝑀) exp {𝜏𝛽𝐿 } − (4𝐺ℎ − 1) 𝐵)]
× exp {𝑢2 (𝑡)} 𝑑𝑡
× exp {𝑢1 (𝜉1 )}
≤ 𝑏1𝑀 exp {−𝜏𝛽𝐿 } −1
+ [4𝐺ℎ2 𝑟2𝐿 (𝑏1𝑀) exp {𝜏𝛽𝐿 } − (4𝐺ℎ − 1) 𝐵] < 0.
𝑒𝛿𝐵 exp {𝑢1 (𝜂1 )} (39)
×[
(1 + ℎ𝑒𝛿 exp{𝑢1 (𝜉1 )})2
In view of (𝐴 2 ), we have
(4𝐺ℎ − 1) 𝐵 𝜔
+ ] ∫ exp {𝑢2 (𝑡)} 𝑑𝑡,
4𝐺ℎ2 0 ln 𝑙− < 𝑢1 (𝜉1 ) < ln 𝑙+ . (40)
Abstract and Applied Analysis 7
4𝐺𝑒𝛿𝐵 exp {𝑢1 (𝜉1 )} + (4𝐺ℎ − 1) 𝑒2 𝛿2 𝐵 exp {2𝑢1 (𝜉1 )} − [𝑏1𝐿 𝑒𝛿𝐵 exp {−𝜏𝛽𝑀} exp {−2𝑟1 𝜔} − 2ℎ𝑒𝛿𝑟2𝑀] (47)
× 2
4𝐺(1 + ℎ𝑒𝛿 exp {𝑢1 (𝜂1 )})
× exp {𝑢1 (𝜂1 )} + 𝑟2𝑀 > 0.
𝜔
× ∫ exp {𝑢2 (𝑡)} 𝑑𝑡 It follows from (𝐴 2 ) that
0
𝜔 𝑡+𝜏 𝑢1 (𝜂1 ) < ln ℎ− or 𝑢1 (𝜂1 ) > ln ℎ+ . (48)
≤ ∫ 𝑏1 (𝑡) exp {− ∫ 𝛽 (𝑠) 𝑑𝑠}
0 𝑡
From (29) and (40), we find
2 2
4𝐺𝑒𝛿𝐵 exp {𝑢1 (𝑡)} + (4𝐺ℎ − 1) 𝑒 𝛿 𝐵 exp {2𝑢1 (𝑡)} 𝜔
×
4𝐺(1 + ℎ𝑒𝛿 exp {𝑢1 (𝑡)})
2 𝑢1 (𝑡) ≤ 𝑢1 (𝜉1 ) + ∫ 𝑢̇
1 (𝑡) 𝑑𝑡
0 (49)
× exp {𝑢2 (𝑡)} 𝑑𝑡 < ln 𝑙+ + 2𝑟1 𝜔 ≜ 𝐻11 .
𝜔
= ∫ 𝑟2 (𝑡) exp {𝑢2 (𝑡)} 𝑑𝑡 On the other hand, it follows from (𝐴 1 ), (26), and (49) that
0
𝜔 4𝐺𝑒𝛿 exp {𝑢2 (𝜉2 )}
𝜔
𝑟1 𝜔 ≥ ∫ 𝑑𝑡,
≤ 𝑟2𝑀 ∫ exp {𝑢2 (𝑡)} 𝑑𝑡, 0 4𝐺(1 + ℎ𝑒𝛿 exp {ln 𝑙+ + 2𝑟𝜔})
2 (50)
0
(41) 𝜔
𝑟1 𝜔 ≤ ∫ 𝑎 (𝑡) exp {ln 𝑙+ + 2𝑟1 𝜔} 𝑑𝑡
which implies 0
𝜔
𝑏1𝐿 exp {−𝜏𝛽𝑀} + ∫ 𝑒𝛿 exp {𝑢2 (𝜂2 )} 𝑑𝑡 (51)
0
4𝐺𝑒𝛿𝐵 exp {𝑢1 (𝜉1 )} + (4𝐺ℎ − 1) 𝑒2 𝛿2 𝐵 exp {2𝑢1 (𝜉1 )} 𝜔
× 𝑒𝛿 exp {𝑢2 (𝜂2 )}
4𝐺(1 + ℎ𝑒𝛿 exp {𝑢1 (𝜂1 )})
2 +∫ 𝑑𝑡.
0 2
≤ 𝑟2𝑀; It follows from (50) that
(42)
2
𝑟1 (1 + ℎ𝑒𝛿 exp {ln 𝑙+ + 2𝑟1 𝜔}) (52)
that is, 𝑢2 (𝜉2 ) ≤ ln .
𝑒𝛿
𝑒𝛿𝐵 exp {𝑢1 (𝜉1 )}
𝑏1𝐿 exp {−𝜏𝛽𝑀} 𝑑𝑠 2
≤ 𝑟2𝑀. (43) This, combined with (30), gives
(1 + ℎ𝑒𝛿 exp {𝑢1 (𝜂1 )})
𝜔
So 𝑢2 (𝑡) ≤ 𝑢2 (𝜉2 ) + ∫ 𝑢̇
2 (𝑡) 𝑑𝑡
0
2
𝑟2𝑀(1 + ℎ𝑒𝛿 exp {𝑢1 (𝜂1 )}) 2
𝑢1 (𝜉1 ) ≤ ln . (44) 𝑟1 (1 + ℎ𝑒𝛿 exp {ln 𝑙+ + 2𝑟1 𝜔}) (53)
𝑏1𝐿 𝑒𝛿𝐵 exp {−𝜏𝛽𝑀} < ln
𝑒𝛿
This, combined with (29), gives + 2𝑟2 𝜔 ≜ 𝐻21 .
𝜔
𝑢1 (𝑡) ≤ 𝑢1 (𝜉1 ) + ∫ 𝑢̇
1 (𝑡) 𝑑𝑡 Moreover, because of (𝐴 3 ), it follows from (51) that
0
2 2 (𝑟1 − 𝑎 exp {ln 𝑙+ + 2𝑟𝜔})
𝑟2𝑀(1 + ℎ𝑒𝛿 exp {𝑢1 (𝜂1 )}) (45) 𝑢2 (𝜂2 ) ≥ ln . (54)
< ln 3𝑒𝛿
𝑏1𝐿 𝑒𝛿𝐵 exp {−𝜏𝛽𝑀}
This, combined with (30) again, gives
+ 2𝑟1 𝜔.
𝜔
In particular, we have 𝑢2 (𝑡) ≥ 𝑢2 (𝜂2 ) − ∫ 𝑢̇
2 (𝑡) 𝑑𝑡
0
2
𝑟2𝑀(1 + ℎ𝑒𝛿 exp {𝑢1 (𝜂1 )}) 2 (𝑟1 − 𝑎 exp {ln 𝑙+ + 2𝑟𝜔}) (55)
𝑢1 (𝜂1 ) < ln > ln
𝑏1𝐿 𝑒𝛿𝐵 exp {−𝜏𝛽𝑀} (46) 3𝑒𝛿
+ 2𝑟1 𝜔, − 2𝑟2 𝜔 ≜ 𝐻22 .
8 Abstract and Applied Analysis
It follows from (53) and (55) that 𝐽 is taken as the identity mapping since Im 𝑄 = Ker 𝐿. So
far we have proved that Ω𝑖 satisfies all the assumptions in
max 𝑢2 (𝑡) < max {𝐻21 , 𝐻22 } ≜ 𝐻2 . (56) Lemma 3. Hence, (16) has at least two 𝜔-periodic solutions
𝑡∈[0,𝜔]
𝑢∗ (𝑡) and 𝑢+ (𝑡) with 𝑢∗ ∈ Dom 𝐿 ∩ Ω1 and 𝑢+ ∈ Dom 𝐿 ∩ Ω2 .
Now, let us consider 𝑄𝑁𝑥 with Obviously, 𝑢∗ and 𝑢+ are different. Let 𝑥∗ (𝑡) = exp(𝑢1∗ (𝑡)),
𝑦2∗ (𝑡) = exp(𝑢2∗ (𝑡)) and 𝑥+ (𝑡) = exp(𝑢1+ (𝑡)), 𝑦2+ (𝑡) =
𝑄𝑁(𝑢1 , 𝑢2 )𝑇 exp(𝑢2+ (𝑡)). Then, by (18), (𝑥∗ (𝑡), 𝑦2∗ (𝑡)) and (𝑥+ (𝑡), 𝑦2+ (𝑡)) are
two different positive 𝜔-periodic solutions of (4). By the
= (𝑟1 𝜔 − 𝑎𝜔 exp {𝑢1 } − 𝑤 periodicity of the coefficients of system (4), it is not difficult
to verify that
Research Article
Stability Conditions of Second Order Integrodifferential
Equations with Variable Delay
Dingheng Pi
School of Mathematical Sciences, Huaqiao University, Quanzhou, Fujian 362021, China
Copyright © 2014 Dingheng Pi. This is an open access article distributed under the Creative Commons Attribution License, which
permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
𝑡
We investigate integrodifferential functional differential equations 𝑥̈+ 𝑓(𝑡, 𝑥, 𝑥)̇𝑥̇+ ∫𝑡−𝑟(𝑡) 𝑎(𝑡, 𝑠)𝑔(𝑥(𝑠))𝑑𝑠 = 0 with variable
delay. By using the fixed point theory, we obtain conditions which ensure that the zero solution of this equation is stable
under an exponentially weighted metric. Then we establish necessary and sufficient conditions ensuring that the zero solution
is asymptotically stable. We will give an example to apply our results.
was invertible. Moreover, they established necessary and (iv) There exist continuous functions 𝐹 : R × R → [0, ∞)
sufficient conditions that could ensure that the zero solution and 𝑐(𝑡) : [0, ∞) → [0, ∞) such that ∀𝑡 ≥ 0, 𝑥 ∈ R,
of this equation was asymptotically stable; see, for example, 𝑦 ∈ R, 𝑓(𝑡, 𝑥, 𝑦) ≤ 𝐹(𝑥, 𝑦)𝑐(𝑡). The function 𝑔 (𝑥) is
[9]. Dung [10] studied linear case of this equation and gave continuous on [−𝑙, 𝑙], 𝑔 (0) ≠0.
new stability results by using a new expression of the solution.
Other results on fixed points and stability properties in The following statements hold.
equations with variable delays can be found in [3, 11] and the
references therein. (a) If, for each 𝛾 > 0,
Levin and Nohel [12] studied the global asymptotic ∞ 𝑤+𝑠
stability of a class of nonlinear systems ∬ 𝑒− ∫𝑠 𝛾𝑐(V)
𝑏 (𝑠) 𝑑𝑤 𝑑𝑠 = ∞, (11)
0
𝑥̈(𝑡) + ℎ (𝑡, 𝑥, 𝑥)̇𝑥̇
+ 𝑓 (𝑥) = 𝑒 (𝑡) . (6)
then the zero solution of (8) is asymptotically stable.
Burton [13] used the fixed points theory to study the stability (b) If the zero solution of (8) is asymptotically stable, then
problems of some second order functional differential equa-
tions. He considered the equation ∞ 𝑤+𝑠
∬ 𝑒− ∫𝑠 𝑎(V)𝑑V
𝑏 (𝑠) 𝑑𝑤 𝑑𝑠 = ∞. (12)
𝑥̈+ 𝑓 (𝑡, 𝑥, 𝑥)̇𝑥̇
+ 𝑏 (𝑡) 𝑔 (𝑥 (𝑡 − 𝐿)) = 0, (7) 0
where 𝐿 is a positive constant. He obtained sufficient condi- This theorem failed to offer a necessary and sufficient
̇ →
tions under which each solution 𝑥(𝑡) satisfied (𝑥(𝑡), 𝑥(𝑡)) condition which ensures that the zero solution was asymptot-
0 via the fixed point theorem. ically stable. In this paper, we will establish a necessary and
We generalized the above equation to an equation with a sufficient condition which ensures that the zero solution of
variable delay [11] related equation is asymptotically stable.
In this paper we consider equation
𝑥̈+ 𝑓 (𝑡, 𝑥, 𝑥)̇𝑥̇
+ 𝑏 (𝑡) 𝑔 (𝑥 (𝑡 − 𝜏 (𝑡))) = 0 (8)
𝑡
and obtained some results on asymptotic stability of the zero 𝑥̈+ 𝑓 (𝑡, 𝑥, 𝑥)̇𝑥̇
+∫ 𝑎 (𝑡, 𝑠) 𝑔 (𝑥 (𝑠)) 𝑑𝑠 = 0 (13)
𝑡−𝑟(𝑡)
solution. Before we introduce our new results we recall the
main results in [11]. There are basic assumptions on the delay for 𝑡 ≥ 0, where 𝑟(𝑡) : [0, ∞) → [0, ∞). 𝑎(𝑡, 𝑠) : [0, ∞) ×
function 𝜏(𝑡). [−𝑟(0), ∞) → 𝑅, 𝑔 : 𝑅 → 𝑅, 𝑎(𝑡) : 𝑅+ → 𝑅, 𝑓 : 𝑅×𝑅×𝑅 →
(A) 𝑡 − 𝜏(𝑡) is strictly increasing and lim𝑡 → ∞ 𝑡 − 𝜏(𝑡) = ∞. 𝑅+ are all continuous, where 𝑅+ = [0, +∞). We assume that
The inverse of 𝑡 − 𝜏(𝑡) exists and denotes it by 𝑝(𝑡). 𝑡 − 𝑟(𝑡) → ∞ as 𝑡 → ∞.
Moreover, 0 ≤ 𝑏(𝑡) ≤ 𝑀 for some constant 𝑀 > 0. For each 𝑡0 ≥ 0, define 𝑚(𝑡0 ) = inf{𝑠 − 𝑟(𝑠) : 𝑠 ≥ 𝑡0 }. Set
𝐶(𝑡0 ) = 𝐶([𝑚(𝑡0 ), 𝑡0 ], 𝑅) with the continuous function norm
The main results in [11] can be stated as follows. ‖ ⋅ ‖, where ‖𝜓‖ = sup{|𝜓(𝑠)| : 𝑚(𝑡0 ) ≤ 𝑠 ≤ 𝑡0 }. It will cause no
confusion even though we use ‖𝜙‖ to express the supremum
Theorem 1. Suppose (A) and the following conditions. on [𝑚(𝑡0 ), ∞) later. It is well known that in [2], for a given
continuous function 𝜙, there exists a solution of (13) on an
(i) There exists a constant 𝑙 > 0 such that 𝑔(𝑥) satisfies interval [𝑡0 , 𝑇); if the solution remains bounded, then 𝑇 = ∞.
the Lipschitz condition on [−𝑙, 𝑙]. The function 𝑔(𝑥) is We denote by (𝑥(𝑡), 𝑦(𝑡)) the solution (𝑥(𝑡, 𝑡0 , 𝜙), 𝑦(𝑡, 𝑡0 , 𝜙)).
odd and is strictly increasing on [−𝑙, 𝑙], and 𝑥 − 𝑔(𝑥) is We will give a necessary and sufficient condition ensuring
nondecreasing on [0, 𝑙]. that the zero solution of this equation is asymptotically
(ii) There exist an 𝛼 ∈ (0, 1) and a continuous function stable. To our knowledge, there are few results about its
𝑎(𝑡) : [0, ∞) → [0, ∞) such that 𝑓(𝑡, 𝑥, 𝑦) ≥ 𝑎(𝑡) for stability. From the solution (𝑥(𝑡), 𝑦(𝑡)), we denote 𝐴(𝑡) :=
∞
𝑡 ≥ 0, 𝑥 ∈ R, 𝑦 ∈ R, ∫0 𝑎(𝑡)𝑑𝑡 = ∞, and 𝑓(𝑡, 𝑥(𝑡), 𝑦(𝑡)). We can write (13) as
𝑝(𝑡) ∞ 𝑤+𝑠
𝑥̇= 𝑦,
2sup ∫ ∫ 𝑒− ∫𝑠 𝑎(V)𝑑V
𝑏 (𝑠) 𝑑𝑤 𝑑𝑠 𝑡 (14)
𝑡≥0 𝑡 0
(9) 𝑦̇= − 𝐴 (𝑡) 𝑦 − ∫ 𝑎 (𝑡, 𝑠) 𝑔 (𝑥 (𝑠)) 𝑑𝑠.
𝑡 ∞ 𝑤+𝑠 𝑡−𝑟(𝑡)
+ 2sup ∫ ∫ 𝑒− ∫𝑠 𝑎(V)𝑑V
𝑏 (𝑠) 𝑑𝑤 𝑑𝑠 ≤ 𝛼.
𝑡≥0 0 𝑡−𝑠 For each 𝑡0 ≥ 0, let 𝑚(𝑡0 ) = inf{𝑠 − 𝑟(𝑠) : 𝑠 ≥ 𝑡0 }, 𝐶(𝑡0 ) =
𝐶([𝑚(𝑡0 ), 𝑡0 ], 𝑅) with the continuous function norm ‖ ⋅ ‖,
(iii) There exist constants 𝑎0 > 0 and 𝑄 > 0 such that, for where ‖𝜓‖ = sup{|𝜓(𝑠)| : 𝑚(𝑡0 ) ≤ 𝑠 ≤ 𝑡0 }.
each 𝑡 ≥ 0, if 𝐽 ≥ 𝑄, then This paper is organized as follows. In the next section
we will state our main results. Their proofs will be given in
𝑡+𝐽 Sections 3 and 4. We will give an example to apply our results
∫ 𝑎 (V) 𝑑V ≥ 𝑎0 𝐽. (10)
in Section 5.
𝑡
Abstract and Applied Analysis 3
𝑡
2. Statement of Main Results For ∀𝑡 ≥ 0, ∫𝑡−𝑟(𝑡) |𝑎(𝑡, V)|𝑑V is bounded and for 𝑡 ≥ 0,
𝑥 ∈ 𝑅, 𝑦 ∈ 𝑅,
We make the following basic assumptions on the delay
function 𝑟(𝑡) of (13). 𝑝(𝑡) ∞ 𝑤+𝑠
2𝐿 ∫ ∫ 𝑒− ∫𝑠 𝑎(V)𝑑V
𝐺 (𝑠, 𝑠) 𝑑𝑤 𝑑𝑠
𝑡 0
(A1 ) lim𝑡 → ∞ 𝑡 − 𝑟(𝑡) = ∞. 𝑝(𝑡) is the inverse of 𝑡 − 𝑟(𝑡).
𝑝(𝑡) 𝑝(𝑠) 𝑡 ∞ 𝑤+𝑠
𝐺(𝑡, 𝑡) = ∫𝑡 𝑎(𝑢, 𝑡)𝑑𝑢 and 𝐺(𝑡, 𝑠) = ∫𝑡 𝑎(𝑢, 𝑠)𝑑𝑢. + 2𝐿 ∫ ∫ 𝑒− ∫𝑠 𝑎(V)𝑑V
𝐺 (𝑠, 𝑠) 𝑑𝑤 𝑑𝑠
There exists a constant 𝑀 > 0 such that |𝐺(𝑡, 𝑡)| ≤ 𝑀. 0 𝑡−𝑠
The following are our main results. 𝑡 𝑡 𝑢
+ 2𝐿 ∫ 𝑒− ∫𝑢 ℎ(V)𝑑V (∫ |𝑎 (𝑢, V)| 𝑑V) 𝑑𝑢
Theorem 2. Assume that (A1 ) holds and the following condi- 0 𝑢−𝑟(𝑢)
(ii) There exist an 𝛼 ∈ (0, 1) and a continuous function (iii) There exist constants 𝑎0 > 0 and 𝑄 > 0 such that, for
𝑎(𝑡) : [0, ∞) → [0, ∞) such that 𝑓(𝑡, 𝑥, 𝑦) ≥ 𝑎(𝑡) each 𝑡 ≥ 0, if 𝐽 ≥ 𝑄, then
𝑡
for 𝑡 ≥ 0. For ∀𝑡 ≥ 0, ∫𝑡−𝑟(𝑡) |𝐺(𝑡, V)|𝑑V is increasing
𝑡 𝑡+𝐽
with respect to 𝑡, and ∫𝑡−𝑟(𝑡) |𝑎(𝑡, V)|𝑑V is bounded and ∫ 𝑎 (𝑠) 𝑑𝑠 ≥ 𝑎0 𝐽. (18)
for 𝑡 ≥ 0 and for 𝑡 ≥ 0, 𝑥 ∈ 𝑅, 𝑦 ∈ 𝑅, 𝑡
𝑡+𝐽 𝑡
− ∫𝑡 𝐴(𝑠)𝑑𝑠 𝐷 (𝑡) ̃ (𝑡) ,
∫ 𝑎 (𝑠) 𝑑𝑠 ≥ 𝑎0 𝐽. (16) 𝑥̇
(𝑡0 ) 𝑒 0 ≜ 𝐵 (𝑡) , ≜𝐷 (20)
𝑡 1 − 𝑟̇
(𝑡)
̃ (𝑝 (𝑡)) ≜ 𝐻 (𝑡) ,
𝐷
Then the zero solution of (13) is stable.
∞
𝑄 𝑤+𝑠
𝑡0
= ∫ 𝑒− ∫𝑠 𝐴(V)𝑑V
𝑡
−𝑒
− ∫𝑡 𝐻(𝑠)𝑑𝑠
0 ⋅∫ 𝐻 (𝑠) 𝑔 (𝜓 (𝑠)) 𝑑𝑠 |𝐺 (𝑠, 𝑠)| 𝑑𝑤
𝑡−𝑠
𝑡0 −𝑟(𝑡0 )
∞ 𝑤+𝑠
𝑡 𝑢 𝑡
− ∫𝑢 𝐻(𝑠)𝑑𝑠 + ∫ 𝑒− ∫𝑠 𝐴(V)𝑑V
|𝐺 (𝑠, 𝑠)| 𝑑𝑤,
− ∫ [∫ 𝐻 (𝑠) 𝑔 (𝑥 (𝑠)) 𝑑𝑠] 𝑒 𝐻 (𝑢) 𝑑𝑢 𝑄
𝑡0 𝑢−𝑟(𝑢)
∞ 𝑤+𝑠
𝑒−𝑎0 𝑄
𝑡 𝑢 𝑡 ∫ 𝑒− ∫𝑠 𝐴(V)𝑑V
|𝐺 (𝑠, 𝑠)| 𝑑𝑤 ≤ 𝑀 .
− ∫ [∫ 𝐸 (𝑢, 𝑠) 𝑔 (𝑥 (𝑠 − 𝑟 (𝑠))) 𝑑𝑠] 𝑒 − ∫𝑢 𝐻(𝑠)𝑑𝑠
𝐻 (𝑢) 𝑑𝑢 𝑄 𝑎0
𝑡0 𝑡0 (27)
∞
𝑡 𝑡 𝑢 This implies that the integral ∫𝑡−𝑠+𝑡 𝐶(𝑢 + 𝑠 − 𝑡0 , 𝑠)𝑑𝑢 is
+ ∫ 𝑒− ∫𝑢 𝐻(𝑠)𝑑𝑠 (∫ 𝐺 (𝑢, V) 𝑔 (𝑥 (V)) 𝑑V) 𝑑𝑢 0
𝑑 𝑡 ̃ (𝑝 (𝑠)) 𝑔 (𝑥 (𝑠)) 𝑑𝑠
Proof. We apply the variation of parameters formula to the + ∫ 𝐷
𝑑𝑡 𝑡−𝑟(𝑡)
second equation of (14); then we obtain
𝑑 𝑡
𝑡 + ∫ 𝐸 (𝑡, 𝑠) 𝑔 (𝑥 (𝑠 − 𝑟 (𝑠))) 𝑑𝑠
𝑥̇
(𝑡) = 𝑥̇
(𝑡0 ) 𝑒
− ∫𝑡
0
𝐴(𝑠)𝑑𝑠 𝑑𝑡 𝑡0
𝑡
(24) 𝑡
𝑑 𝑠
𝑡 𝑡
− ∫𝑠 𝐴(V)𝑑V
𝑠 + ∫ 𝑒− ∫𝑠 𝐴(V)𝑑V ( ∫ 𝐺 (𝑠, V) 𝑔 (𝑥 (V)) 𝑑V) 𝑑𝑠,
−∫ 𝑒 (∫ 𝑎 (𝑠, V) 𝑔 (𝑥 (V)) 𝑑V) 𝑑𝑠. 𝑡0 𝑑𝑠 𝑠−𝑟(𝑠)
𝑡0 𝑠−𝑟(𝑠) (29)
Abstract and Applied Analysis 5
𝑥̇
(𝑡) = 𝐵 (𝑡) − 𝐻 (𝑡) 𝑥 (𝑡) + 𝐻 (𝑡) [𝑥 (𝑡) − 𝑔 (𝑥 (𝑡))] defined on 𝐶𝜓𝑙 as follows: for 𝜙 ∈ 𝐶𝜓𝑙 , if 𝑡 ∈ [𝑚(𝑡0 ), 𝑡0 ],
(𝑃1 𝜙)(𝑡) = 𝜓(𝑡). If 𝑡 > 𝑡0 ,
𝑑 𝑡
+ ∫ 𝐻 (𝑠) 𝑔 (𝑥 (𝑠)) 𝑑𝑠
𝑑𝑡 𝑡−𝑟(𝑡) (𝑃1 𝜙) (𝑡)
𝑡
𝑑 𝑡
+ ∫ 𝐸 (𝑡, 𝑠) 𝑔 (𝑥 (𝑠 − 𝑟 (𝑠))) 𝑑𝑠 𝑡
− ∫𝑡 𝐻(𝑠)𝑑𝑠
𝑡
− ∫𝑡
𝑡
𝐻(𝑠)𝑑𝑠
𝑡 𝑡
− ∫𝑢 𝐻(𝑠)𝑑𝑠 − ∫ [∫ 𝐻 (𝑠) 𝑔 (𝜙 (𝑠)) 𝑑𝑠] 𝑒− ∫𝑢 𝐻(𝑠)𝑑𝑠 𝐻 (𝑢) 𝑑𝑢
= 𝜓 (𝑡0 ) 𝑒 0 +∫ 𝑒 𝐵 (𝑢) 𝑑𝑢 𝑡0 𝑢−𝑟(𝑢)
𝑡0 𝑡 𝑢 𝑡
𝑡 𝑠
where ℎ(𝑡) = 𝑘𝐿 ∫𝑡 [𝐻(𝑠) + 𝐷(𝑠) + ∫𝑠−𝑟(𝑠) |𝐺(𝑠, V)|𝑑V]𝑑𝑠, 𝑘 is a For V ≤ 𝑡, since 𝐷(𝑡), 𝐻(𝑡) ≥ 0, we have
0
constant and 𝑘 > 7, and 𝐿 is the common Lipschitz constant 𝑡 𝑠
for 𝑥 − 𝑔(𝑥) and 𝑔(𝑥). Then (𝑆, | ⋅ |ℎ ) is a Banach space. Thus, ℎ (V) − ℎ (𝑡) = −𝑘𝐿 ∫ [𝐻 (𝑠) + 𝐷 (𝑠) + ∫ |𝐺 (𝑠, V)| 𝑑V] 𝑑𝑠
(𝑆, 𝑑) is a complete metric space, where 𝑑 denotes the induced V 𝑠−𝑟(𝑠)
metric: 𝑑(𝜙, 𝜂) = |𝜙 − 𝜂|ℎ , where 𝜙, 𝜂 ∈ 𝑆. Under this metric, 𝑡 𝑠
the space 𝐶𝜓𝑙 is a closed subset of 𝑆. Therefore, the metric ≤ −𝑘𝐿 ∫ ∫ |𝐺 (𝑠, V)| 𝑑V 𝑑𝑠.
V 𝑠−𝑟(𝑠)
space (𝐶𝜓𝑙 , 𝑑) is complete. (36)
(ii) Suppose that 𝑃1 : → 𝐶𝜓𝑙 𝐶𝜓𝑙 . For 𝜙, 𝜂 ∈ 𝐶𝜓𝑙 , since
𝐻(𝑡) ≥ 0 and 𝐸(𝑡, 𝑠) ≥ 0, then For 𝑢 ≤ 𝑡, since 𝐷(𝑡) ≥ 0, we have
𝑡
−ℎ(𝑡) ℎ (𝑢) − ℎ (𝑡) ≤ −𝑘𝐿 ∫ 𝐻 (𝑠) 𝑑𝑠. (37)
(𝑃1 𝜙) (𝑡) − (𝑃1 𝜂) (𝑡) 𝑒 𝑢
𝑡 𝑡 For 𝑠 ≤ 𝑡,
≤ ∫ 𝑒− ∫𝑢 𝐻(𝑠)𝑑𝑠 𝐻 (𝑢)
𝑡0 𝑡
ℎ (𝑠 − 𝑟 (𝑠)) − ℎ (𝑡) ≤ −𝑘𝐿 ∫ 𝐷 (𝑢) 𝑑𝑢. (38)
× [𝜙 (𝑢) − 𝑔 (𝜙 (𝑢))] − [𝜂 (𝑢) − 𝑔 (𝜂 (𝑢))] 𝑒−ℎ(𝑡) 𝑑𝑢 𝑠
𝑡
Since 𝐸(𝑡, 𝑠) ≥ 0, then
+ ∫ 𝐸 (𝑡, 𝑠) 𝑔 (𝜙 (𝑠)) − 𝑔 (𝜂 (𝑠)) 𝑒−ℎ(𝑡) 𝑑𝑠 ∞
𝑡0
𝐸 (𝑡, 𝑠) = ∫ 𝐶 (𝑢 + 𝑠 − 𝑡0 , 𝑠) 𝑑𝑢
𝑡−𝑠+𝑡0
𝑡
(39)
+∫ 𝐻 (𝑠) 𝑔 (𝜙 (𝑠)) − 𝑔 (𝜂 (𝑠)) 𝑒−ℎ(𝑡) 𝑑𝑠 ∞
𝑡−𝑟(𝑡) ≤ ∫ 𝐶 (𝑢 + 𝑠 − 𝑡0 , 𝑠) 𝑑𝑢 = 𝐷 (𝑠) .
𝑡0
𝑡 𝑢
+ ∫ [∫ 𝐻 (𝑠) 𝑔 (𝜙 (𝑠)) − 𝑔 (𝜂 (𝑠)) 𝑒−ℎ(𝑡) 𝑑𝑠] For 𝑠 ≤ 𝑢,
𝑡 𝑢−𝑟(𝑢)
0
𝑠 𝑢
×𝑒
𝑡
− ∫𝑢 𝐻(𝑠)𝑑𝑠
𝐻 (𝑢) 𝑑𝑢 ∫ |𝐺 (𝑠, V)| 𝑑V ≤ ∫ |𝐺 (𝑢, V)| 𝑑V. (40)
𝑠−𝑟(𝑠) 𝑢−𝑟(𝑢)
𝑡 𝑢
Easy calculation shows that
+ ∫ [∫ 𝐸 (𝑢, 𝑠) 𝑔 (𝜙 (𝑠 − 𝑟 (𝑠))) − 𝑔 (𝜂 (𝑠 − 𝑟 (𝑠)))
𝑡0 𝑡0
−ℎ(𝑡)
(𝑃1 𝜙) (𝑡) − (𝑃1 𝜂) (𝑡) 𝑒
𝑡
× 𝑒−ℎ(𝑡) 𝑑𝑠] 𝑒 − ∫𝑢 𝐻(𝑠)𝑑𝑠
𝐻 (𝑢) 𝑑𝑢 𝑡
1 2 1 − ∫𝑢𝑡 𝐻(𝑠)𝑑𝑠
≤{ + +∫ 𝑒 𝐻 (𝑢) 𝑑𝑢
𝑡 𝑢 𝑘𝐿 + 1 𝑘𝐿 𝑡0 𝑘𝐿
+ ∫ [∫ 𝐸 (𝑢, 𝑠) 𝑔 (𝜙 (𝑠 − 𝑟 (𝑠))) 𝑑𝑠] 𝑡 (41)
𝑡0 𝑡0 1 − ∫𝑢𝑡 𝐻(𝑠)𝑑𝑠 2
+∫ 𝑒 𝐻 (𝑢) 𝑑𝑢 + } 𝐿𝜙 − 𝜂ℎ
𝑡 𝑡0 𝑘𝐿 𝑘𝐿
× 𝑒−ℎ(𝑡) 𝑒− ∫𝑢 𝐻(𝑠)𝑑𝑠 𝐻 (𝑢) 𝑑𝑢
7
≤ 𝜙 − 𝜂ℎ , 𝑡 > 𝑡0 .
𝑡 𝑡
− ∫𝑢 𝐻(𝑠)𝑑𝑠 −ℎ(𝑡) 𝑘
+∫ 𝑒 𝑒 𝑥
𝑡0 For 𝑡 ∈ [𝑚(𝑡0 ), 𝑡0 ], (𝑃1 𝜙)(𝑡) = (𝑃1 𝜂)(𝑡) = 𝜓(𝑡). Hence, 𝑑(𝑃1 𝜙−
𝑢 𝑃1 𝜂) ≤ (7/𝑘)𝑑(𝜙 − 𝜂). Note that 𝑘 > 7; thus 𝑃1 is a contraction
× (∫ |𝐺 (𝑢, V)| 𝑔 (𝜙 (V)) − 𝑔 (𝜂 (V)) 𝑑V) 𝑑𝑢 mapping on (𝐶𝜓𝑙 , 𝑑).
𝑢−𝑟(𝑢)
By the expression of (𝑃1 𝜙)(𝑡), and condition (ii), we have 4. Proof of Theorem 3
𝑡
0 In this section, we will prove Theorem 3. First of all, we will
(𝑃1 𝜙) (𝑡) ≤ 𝛿 + 𝑔 (𝛿) ∫ 𝐻 (𝑠) 𝑑𝑠 + [𝑙 − 𝑔 (𝑙)] + 𝛼𝑔 (𝑙) obtain a new expression of the solution of (13). We multiply
𝑡 −𝑟 0 (𝑡0 ) 𝑡
∫ ℎ(𝑠)𝑑𝑠
𝑡 𝑡 𝑢
𝑒 𝑡0 by both sides of (30); then
− ∫𝑡 𝐴(𝑠)𝑑𝑠
+ ∫ 𝑒− ∫𝑢 𝐻(𝑠)𝑑𝑠 𝑒 0 𝑑𝑢 ⋅ 𝛿
𝑡0
𝑡0 𝑡 𝑢
𝑥 (𝑡)
− ∫𝑡 𝐴(𝑠)𝑑𝑠
≤ 𝛿 + 𝑔 (𝛿) ∫ 𝐻 (𝑠) 𝑑𝑠 + ∫ 𝑒 0 𝑑𝑢 ⋅ 𝛿 𝑡 𝑡 𝑡
𝑡0 −𝑟(𝑡0 ) − ∫𝑡 ℎ(𝑠)𝑑𝑠
𝑡0
= 𝜓 (𝑡0 ) 𝑒 0 + ∫ 𝑒− ∫𝑢 ℎ(𝑠)𝑑𝑠 𝐵 (𝑢) 𝑑𝑢
𝑡0
+ [𝑙 − 𝑔 (𝑙)] + 𝛼𝑔 (𝑙) .
(43) 𝑡 𝑡
+∫ 𝑒− ∫𝑢 ℎ(𝑠)𝑑𝑠 ℎ (𝑢) 𝑥 (𝑢) 𝑑𝑢
By condition (iii), some easy computation shows that 𝑡0
𝑡
𝑡 𝑢 𝑡0 +𝑄 𝑢 𝑡 𝑢 𝑡
𝑑 𝑢
∫ 𝑒
− ∫𝑡 𝐴(𝑠)𝑑𝑠
0 𝑑𝑢 = ∫
− ∫𝑡 𝐴(𝑠)𝑑𝑠
𝑒 0 𝑑𝑢 + ∫
− ∫𝑡 𝐴(𝑠)𝑑𝑠
𝑒 0 𝑑𝑢 +∫ 𝑒− ∫𝑢 ℎ(𝑠)𝑑𝑠 [ ∫ 𝐻 (𝑠) 𝑔 (𝑥 (𝑠)) 𝑑𝑠] 𝑑𝑢
𝑡0 𝑡0 𝑡0 +𝑄 𝑡0 𝑑𝑢 𝑢−𝑟(𝑢)
𝑡0 +𝑄 𝑡 𝑡 𝑡
≤∫ 𝑑𝑢 + ∫ 𝑒−𝑎0 (𝑢−𝑡0 ) 𝑑𝑢 −∫ 𝑒− ∫𝑢 ℎ(𝑠)𝑑𝑠 𝐻 (𝑢) 𝑔 (𝑥 (𝑢)) 𝑑𝑢
𝑡0 𝑡0 +𝑄 𝑡0
𝑒−𝑎0 𝑄 𝑡 𝑡
𝑑 𝑢
≤𝑄+ . +∫ 𝑒− ∫𝑢 ℎ(𝑠)𝑑𝑠 [ ∫ 𝐸 (𝑢, 𝑠) 𝑔 (𝑥 (𝑠 − 𝑟 (𝑠))) 𝑑𝑠] 𝑑𝑢
𝑎0 𝑡0 𝑑𝑢 𝑡0
(44)
𝑡 𝑡 𝑢 𝑢
𝑡0 𝑠−𝑟(𝑠) 𝑡0
(46) 𝑡 𝑡
− ∫𝑢 ℎ(𝑠)𝑑𝑠
𝑡
+∫ 𝑒 [ℎ (𝑢) − 𝐻 (𝑢)] 𝑥 (𝑢) 𝑑𝑢
Since ∫𝑡−𝑟(𝑡) |𝑎(𝑡, V)|𝑑V is bounded, ∃ a constant 𝑁 > 0 such 𝑡0
𝑡
that ∫𝑡−𝑟(𝑡) |𝑎(𝑡, V)|𝑑V ≤ 𝑁, then 𝑡 𝑡
𝑑 𝑢
+∫ 𝑒− ∫𝑢 ℎ(𝑠)𝑑𝑠 [ ∫ 𝐻 (𝑠) 𝑔 (𝑥 (𝑠)) 𝑑𝑠] 𝑑𝑢
𝑡
𝑡0 𝑑𝑢 𝑢−𝑟(𝑢)
𝑡
𝑦 (𝑡) ≤ 𝑥 (𝑡0 ) + 𝑁𝐿𝑙 ⋅ ∫ 𝑒 𝑢
− ∫ 𝐴(𝑠)𝑑𝑠
𝑑𝑢 𝑡 𝑡
𝑡 0
(47) −∫ 𝑒− ∫𝑢 ℎ(𝑠)𝑑𝑠 𝐻 (𝑢) [𝑔 (𝑥 (𝑢)) − 𝑥 (𝑢)] 𝑑𝑢
𝑡0
𝑒−𝑎0 𝑄
< 𝑙 (1 + 𝑁𝐿 (𝑄 + )) .
𝑎0 𝑡 𝑡
𝑑 𝑢
+∫ 𝑒− ∫𝑢 ℎ(𝑠)𝑑𝑠 [ ∫ 𝐸 (𝑢, 𝑠) 𝑔 (𝑥 (𝑠 − 𝑟 (𝑠))) 𝑑𝑠] 𝑑𝑢
It follows that 𝑡0 𝑑𝑢 𝑡0
𝑡 𝑢
𝑒−𝑎0 𝑄 𝑡 𝑢
𝑡 𝑡 𝑡
Performing an integration by parts, then we have − ∫𝑡 ℎ(𝑠)𝑑𝑠
+∫ 𝐸 (𝑡, 𝑠) 𝑔 (𝜙 (𝑠)) 𝑑𝑠+∫ 𝐻 (𝑠) 𝑔 (𝜙 (𝑠)) 𝑑𝑠−𝑒 0
𝑡0 𝑡−𝑟(𝑡)
𝑡0 𝑡 𝑢
𝑥 (𝑡)
⋅∫ 𝐻 (𝑠) 𝑔 (𝜓 (𝑠)) 𝑑𝑠 − ∫ [∫ 𝐻 (𝑠) 𝑔 (𝜙 (𝑠)) 𝑑𝑠]
𝑡 𝑡 𝑡
𝑡0 −𝑟(𝑡0 ) 𝑡0 𝑢−𝑟(𝑢)
− ∫𝑡 ℎ(𝑠)𝑑𝑠 − ∫𝑠 ℎ(𝑢)𝑑𝑢
= 𝜓 (𝑡0 ) 𝑒 0 +∫ 𝑒 𝐵 (𝑠) 𝑑𝑠 𝑡
𝑡0
× 𝑒− ∫𝑢 ℎ(𝑠)𝑑𝑠 ℎ (𝑢) 𝑑𝑢
𝑡 𝑡
𝑡 𝑢
+∫ 𝑒− ∫𝑢 ℎ(𝑠)𝑑𝑠 [ℎ (𝑢) − 𝐻 (𝑢)] 𝑥 (𝑢) 𝑑𝑢 𝑡
𝑒−𝑎0 𝑄 𝑡0 𝑢
𝛿 + (𝑄 + )𝛿 + ∫ 𝐻 (𝑠) 𝑑𝑠 ⋅ 𝐿𝛿 ≤ (1 − 𝛼) 𝜖. 𝜔 (𝑢) ≜ ℎ (𝑢) ∫ 𝐿𝐻 (𝑠) 𝑑𝑠 + 𝐿𝐻 (𝑢) + |ℎ (𝑢) − 𝐻 (𝑢)|
𝑎0 𝑡0 −𝑟(𝑡0 ) 𝑢−𝑟(𝑢)
(58) 𝑢 𝑢
+ 2𝐿 ∫ |𝐺 (𝑢, V)| 𝑑V + 𝐿 ∫ 𝐸 (𝑢, 𝑠) 𝑑𝑠.
By (51), we have 𝑢−𝑟(𝑢) 𝑡0
𝑡 𝑢
(67)
𝑡
− ∫𝑡 𝐴(𝑠)𝑑𝑠
|𝑥 (𝑡)| ≤ 𝛿 + (𝑥̇
(𝑡0 ) + 𝜓) ∫ 𝑒− ∫𝑢 ℎ(𝑠)𝑑𝑠 𝑒 0 𝑑𝑢
𝑡 0
(59) By conditions of Theorem 3, we have
𝑡0
+∫ 𝐻 (𝑠) 𝑑𝑠 ⋅ 𝐿𝛿 + 𝛼𝜖.
𝑡0 −𝑟(𝑡0 ) 𝑡𝑛 𝑡𝑛
0 ≤ ∫ 𝜔 (𝑢) 𝑒− ∫𝑢 ℎ(𝑠)𝑑𝑠
𝑑𝑢 ≤ 𝛼. (68)
We have obtained that 0
𝑡 𝑢 𝑡0 +𝑄 𝑡
− ∫𝑡 𝐴(𝑠)𝑑𝑠
∫ 𝑒 0 𝑑𝑢 ≤ ∫ 𝑑𝑢 + ∫ 𝑒−𝑎0 (𝑢−𝑡0 ) 𝑑𝑢 Then
𝑡0 𝑡0 𝑡0 +𝑄
(60)
𝑡𝑛
𝑒−𝑎0 𝑄 𝑢 𝑡𝑛
Hence, 𝑢
𝑡
Thus, the sequence {∫0 𝑛 𝜔(𝑢)𝑒∫0 ℎ(𝑠)𝑑𝑠 𝑑𝑢} is bounded;
|𝑥 (𝑡)| ≤ 𝜖. (61) there exists a convergent subsequence; we assume that
𝑡 𝑢
We can obtain that |𝑥(𝑡)| ≤ 1 by a similar argument with (61) ̇𝑘 ) = 𝛿0 /4 > 0; it follows that
Note that 𝑥(𝑡
if we replace 𝜖 by 1. Then
𝑡𝑛 𝑡𝑛
𝑥 (𝑡𝑛 ) − ∫ 𝐸 (𝑡𝑛 , 𝑠) 𝑔 (𝑥 (𝑠)) 𝑑𝑠 − ∫
𝐻 (𝑠) (𝑥 (𝑠))
𝑔 𝑑𝑠
𝑡𝑛 𝑢 𝑡𝑘 𝑡𝑛 −𝑟(𝑡𝑛 )
𝑡𝑛
ℎ(𝑠)𝑑𝑠 − ∫𝑡 𝐴(𝑠)𝑑𝑠
𝜓 (𝑡𝑘 ) − ∫ 𝑒− ∫𝑢 𝑒 𝑘
𝑡 𝑡𝑛
𝑡𝑘 − ∫𝑡 𝑛 ℎ(𝑠)𝑑𝑠 𝛿0 𝑡
𝑘 𝑢
≥𝑒 𝑘 [ − 𝑒− ∫0 ℎ(𝑠)𝑑𝑠 ⋅ ∫ 𝜔 (𝑢) 𝑒∫0 ℎ(𝑠)𝑑𝑠 𝑑𝑢]
𝑡𝑘
4 𝑡𝑘
× (∫ 𝐺 (𝑡𝑘 , V) 𝑔 (𝜓 (V)) 𝑑V) 𝑑𝑢
𝑡𝑘 −𝑟(𝑡𝑘 ) 𝛿0 − ∫𝑡𝑡𝑛 ℎ(𝑠)𝑑𝑠 𝛿0 −2𝜂
≥ 𝑒 𝑘 ≥ 𝑒 > 0.
𝑡𝑘 𝑡𝑘
8 8
(76)
−∫ 𝐻 (𝑠) 𝜓 (𝑠) 𝑑𝑠 ≥ 𝜓 (𝑡𝑘 ) − ∫ 𝐻 (𝑠) 𝜓 (𝑠) 𝑑𝑠
𝑡𝑘 −𝑟(𝑡𝑘 ) 𝑡𝑘 −𝑟(𝑡𝑘 )
If the zero solution 𝑥(𝑡) is asymptotically stable, then 𝑥(𝑡) →
𝑡𝑛 𝑡
− ∫𝑢𝑛 ℎ(𝑠)𝑑𝑠 − ∫𝑡 𝐴(𝑠)𝑑𝑠
𝑢
0 as 𝑡 → ∞. By the mean value theorem, easy computation
−∫ 𝑒 𝑒 𝑘
shows that
𝑡𝑘
𝑡𝑛
𝑡𝑘 ∫ 𝐻 (𝑠) 𝑔 (𝑥 (𝑠)) 𝑑𝑠
× (∫ 𝐺 (𝑡𝑘 , V) 𝑔 (𝜓 (V)) 𝑑V) 𝑑𝑢 𝑡𝑛 −𝑟(𝑡𝑛 )
𝑡𝑘 −𝑟(𝑡𝑘 ) (77)
𝑡𝑛
3𝛿0 𝛿0 𝛿0
= 𝑔 (𝑥 (𝜛)) ∫
𝐻 (𝑠) 𝑑𝑠 ≤ |𝑥 (𝜛)| .
≥ − = . 𝑡𝑛 −𝑟(𝑡𝑛 )
4 2 4
(73) So this term tends to 0 as 𝑡𝑛 → ∞.
Easy computation shows that
By (23) and |𝑥(𝑡)| ≤ 1, if 𝑡𝑛 ≥ 𝑡𝑘 , we have 𝑡𝑛 𝑡𝑛
𝑥 (𝑡𝑛 ) − ∫ 𝐸 (𝑡𝑛 , 𝑠) 𝑔 (𝑥 (𝑠)) 𝑑𝑠 − ∫ 𝐻 (𝑠) 𝑔 (𝑥 (𝑠)) 𝑑𝑠
𝑡𝑘 𝑡𝑛 −𝑟(𝑡𝑛 )
𝑡𝑛 𝑡𝑛 (78)
𝑥 (𝑡𝑛 ) − ∫ 𝐸 (𝑡𝑛 , 𝑠) 𝑔 (𝑥 (𝑠)) 𝑑𝑠 − ∫ 𝐻 (𝑠) 𝑔 (𝑥 (𝑠)) 𝑑𝑠
𝑡𝑛 −𝑟(𝑡𝑛 )
tends to 0 as 𝑡𝑛 tends to ∞. This is a contradiction to (76).
𝑡𝑘
𝑡
− ∫ 𝑛 ℎ(𝑠)𝑑𝑠 𝑡𝑛 𝑡𝑛
Hence,
≥ 𝜓 (𝑡𝑘 ) 𝑒 𝑡𝑘 + ∫ 𝑒− ∫𝑢 ℎ(𝑠)𝑑𝑠 𝐵 (𝑢) 𝑑𝑢 ∞
𝑡𝑘 ∫ ℎ (𝑠) 𝑑𝑠 = ∞. (79)
0
𝑡𝑛 𝑡𝑛 − ∫𝑡
𝑢
𝐴(𝑠)𝑑𝑠
− ∫ 𝑒− ∫𝑢 ℎ(𝑠)𝑑𝑠
𝑒 𝑘 This completes the proof of Theorem 3.
𝑡𝑘
𝑡𝑘 5. An Example
× (∫ 𝐺 (𝑡𝑘 , V) 𝑔 (𝜓 (V)) 𝑑V) 𝑑𝑢
𝑡𝑘 −𝑟(𝑡𝑘 )
In this section, we will give an example to apply our results.
Let
𝑡𝑘 ℎ(𝑢)𝑑𝑢
𝑡
− ∫𝑡 𝑛
−∫ 𝐻 (𝑠) 𝜓 (𝑠) 𝑑𝑠 ⋅ 𝑒 𝑘 𝑡
𝑟 (𝑡) = , 𝑝 (𝑡) = 2𝑡, 𝑎 (𝑡, 𝑠) = 𝑎∗ 𝑒−(𝑡−𝑠) ,
𝑡𝑘−𝑟(𝑡
𝑘
) 2
𝑡𝑛 𝑡 𝑡
𝑡𝑛
− ∫ 𝑒− ∫𝑢 ℎ(𝑠)𝑑𝑠 𝜔 (𝑢) 𝑑𝑢 . ∫ |𝑎 (𝑡, V)| 𝑑V = ∫ 𝑎∗ 𝑒−(𝑡−V) 𝑑V = 𝑎∗ (1 − 𝑒−3𝑡/2 ) ≤ 𝑎∗ ,
𝑡𝑘 𝑡−𝑟(𝑡) 𝑡/2
(74)
for 𝑡 ≥ 0,
(80)
This implies that
where 𝑎∗ is a very small positive constant. Consider
𝑡𝑛 𝑡𝑛 𝑝(V)
𝐺 (𝑡, V) = ∫ 𝑎 (𝑢, V) 𝑑𝑢
𝑥 (𝑡𝑛 ) − ∫ 𝐸 (𝑡𝑛 , 𝑠) 𝑔 (𝑥 (𝑠)) 𝑑𝑠 − ∫ 𝐻 (𝑠) 𝑔 (𝑥 (𝑠)) 𝑑𝑠
( 𝑛) 𝑡
𝑡𝑘 𝑡𝑛 −𝑟 𝑡
2V
− ∫ ℎ(𝑠)𝑑𝑠 𝛿0
𝑡𝑛 ∫ ℎ(𝑠)𝑑𝑠
= ∫ 𝑎∗ 𝑒−(𝑢−V) 𝑑𝑢 = 𝑎∗ (𝑒V−𝑡 − 𝑒−V ) ,
𝑡𝑛 𝑢 𝑢
∫ 𝐴(𝑠)𝑑𝑠
≥ 𝑒 𝑡𝑘 [ + ∫ 𝑒 𝑡𝑘 𝑥̇ (𝑡𝑘 ) 𝑒 𝑡𝑘 𝑑𝑢 𝑡 (81)
4 𝑡𝑘
𝑡 𝑡
𝑡𝑛 𝑢
∫𝑡 ℎ(𝑠)𝑑𝑠 ∫ |𝐺 (𝑡, V)| 𝑑V = ∫ 𝑎∗ 𝑒V−𝑡 − 𝑒−V 𝑑V
− ∫ 𝜔 (𝑢) 𝑒 𝑘 𝑑𝑢] . 𝑡−𝑟(𝑡) 𝑡/2
𝑡𝑘
(75) = 𝑎∗ (1 + 𝑒−𝑡 − 2𝑒−𝑡/2 ) .
Abstract and Applied Analysis 11
𝑡
This implies that ∫𝑡−𝑟(𝑡) |𝐺(𝑡, V)|𝑑V is increasing with respect Conflict of Interests
to 𝑡 for 𝑡 ≥ 0. Consider
The author declares that there is no conflict of interests
𝑝(𝑠) 2𝑠 regarding the publication of this paper.
𝐺 (𝑠, 𝑠) = ∫ 𝑎 (𝑢, 𝑠) 𝑑𝑢 = ∫ 𝑎∗ 𝑒−(𝑢−𝑠) 𝑑𝑢 = 𝑎∗ (1 − 𝑒−𝑠 ) .
𝑠 𝑠
(82) Acknowledgments
𝑡+𝐽
Set 𝑎(𝑡) = 2𝑡; we have ∫𝑡 2𝑠 𝑑𝑠 = 𝐽2 + 2𝑡𝐽 ≥ 𝐽2 for 𝐽 ≥ 0, The author is grateful to the reviewer for his or her useful
𝑡 ≥ 0. Consider suggestions. This work is partially supported by NNSF of
China Grant nos. 11226145 and 11271046 and a research
2𝑡 ∞ 𝑠+𝑤 foundation of Huaqiao University (12BS112).
∫ ∫ 𝑒− ∫𝑠 2V𝑑V
𝐺 (𝑠, 𝑠) 𝑑𝑤 𝑑𝑠
𝑡 0
2𝑡 ∞ 2
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Research Article
Asymptotically Almost Periodic Solutions for a Class of
Stochastic Functional Differential Equations
Received 7 February 2014; Revised 29 March 2014; Accepted 29 March 2014; Published 6 May 2014
Copyright © 2014 Aimin Liu et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
This work is concerned with the quadratic-mean asymptotically almost periodic mild solutions for a class of stochastic functional
differential equations d𝑥 (𝑡) = [𝐴 (𝑡) 𝑥 (𝑡) + 𝐹 (𝑡, 𝑥 (𝑡) , 𝑥𝑡 )] d𝑡 + 𝐻(𝑡, 𝑥 (𝑡) , 𝑥𝑡 ) ∘ d𝑊(𝑡). A new criterion ensuring the existence
and uniqueness of the quadratic-mean asymptotically almost periodic mild solutions for the system is presented. The condition of
being uniformly exponentially stable of the strongly continuous semigroup {𝑇 (𝑡)}𝑡≥0 is essentially removed, which is generated by
the linear densely defined operator 𝐴 : 𝐷(𝐴) ⊂ 𝐿2 (P, H) → 𝐿2 (P, H), only using the exponential trichotomy of the system, which
reflects a deeper analysis of the behavior of solutions of the system. In this case the asymptotic behavior is described through the
splitting of the main space into stable, unstable, and central subspaces at each point from the flow’s domain. An example is also
given to illustrate our results.
Literature [15] investigated the existence and stability of employing the properties of almost periodic function and
quadratic-mean almost periodic mild solutions for stochastic the technique of inequality. We essentially remove the above
functional differential equations conditions (C) and only assume that the linear system (2)
admits exponential trichotomy (see Definition 11). We also
d𝑥 (𝑡) = [𝐴𝑥 (𝑡) + 𝐹 (𝑡, 𝑥 (𝑡) , 𝑥𝑡 )] d𝑡 point out that exponential trichotomy is the most complex
asymptotic property of dynamical systems arising from the
+ 𝐺 (𝑡, 𝑥 (𝑡) , 𝑥𝑡 ) ∘ d𝑊 (𝑡) , 𝑡 ∈ [0, 𝑇] , (2)
central manifold theory. Starting from the idea that the center
𝑥 (𝑡) = 𝜑 (𝑡) , 𝑡 ∈ [−𝜎, 0] . manifold of an equilibrium point of a dynamical system
consists of orbits whose behavior around the equilibrium
They both assumed that the strongly continuous semigroup point is not controlled by either the attraction of the stable
{𝑇(𝑡)}𝑡≥0 is uniformly exponentially stable, which is generated manifold or the repulsion of the unstable manifold. The
by the linear densely defined operator 𝐴 : 𝐷(𝐴) ⊂ exponential trichotomy reflects a deeper analysis of the
𝐿2 (P, H) → 𝐿2 (P, H). For other works, we refer the reader behavior of solutions of dynamical systems. In this case the
to [16–21] and the references therein. asymptotic behavior is described through the splitting of the
One should point that the following condition (C) is very main space into stable, unstable, and central subspaces at each
much important in the above-mentioned literatures. point from the flow’s domain.
This paper is organized as follows. In Section 2, the
(C) The operator 𝐴 is the generator of a uniformly relating notations, definitions, and the basic results are
exponentially stable semigroup {𝑇(𝑡)}𝑡≥0 such that introduced, which would be used later. In Section 3, a
there exist constants 𝑀 > 0, 𝛿 > 0 with ‖𝑇(𝑡)‖ ≤ new criterion ensuring the existence and uniqueness of a
𝑀𝑒−𝛿𝑡 , (𝑡 ≥ 0). quadratic-mean asymptotically almost periodic mild solution
It is clear that the condition (C) is too strict [22] so that it for stochastic functional differential equations is presented.
cannot be satisfied even if for simple 𝐴 = diag{1, −1} or 𝐴 = In Section 4, an example is given to illustrate our results.
diag{1, 0, −1}. Literature [22] presented some new criteria Finally, conclusions are drawn in Section 5.
ensuring the existence and uniqueness of quadratic-mean
almost periodic solution for stochastic differential equation 2. Preliminaries
(1), and only assumes that the linear system
Let (Ω, F, P) be a probability space, for a Banach space (B, ‖ ⋅
d𝑥 (𝑡) = 𝐴 (𝑡) d𝑡 (3) ‖) and 𝑝 ≥ 1, denoted by 𝐿𝑝 (P, B), the Banana space of all
B-value random variable 𝑥, such that
admits exponential dichotomy. It is clear that when 𝐴(𝑡) =
diag{1, −1}, the system (3) admits exponential dichotomy. E‖𝑥‖𝑝 = ∫ ‖𝑥‖𝑝 dP < ∞. (5)
More generally, in the case 𝐴(𝑡) ≡ 𝐴, a constant matrix, the Ω
system (3) admits exponential dichotomy if and only if the
It is then routine to check that 𝐿𝑝 (P, B) is a Banach space
eigenvalues of 𝐴 have a nonzero real part. Literature [14, 17]
when it is equipped with its natural norm ‖ ⋅ ‖𝑝 defined by
has obtained the existence and uniqueness of quadratic-mean
almost automorphic solutions or asymptotically almost peri- 1/𝑝
odic solutions for stochastic functional differential equations ‖𝑥‖𝐿𝑝 (P,B) = (∫ ‖𝑥‖𝑝 dP) (6)
Ω
under a hyperbolic and analytic semigroup {𝑇(𝑡)}𝑡≥0 . At the
same time, one notices that the case that the eigenvalues for each 𝑥 ∈ 𝐿𝑝 (P, B).
of 𝐴 have a zero real part is very common; for example, This setting requires the following preliminary defini-
𝐴(𝑡) = diag{1, 0, −1}. Therefore, it is interesting to ask, what is tions.
that, when the semigroup {𝑇(𝑡)}𝑡≥0 is not exponentially stable,
which is generated by the family {𝐴(𝑡) : 𝑡 ∈ R}, or when the Definition 1. A stochastic process 𝑥 : R → 𝐿𝑝 (P, B) is said
semigroup {𝑇(𝑡)}𝑡≥0 is nonhyperbolic? This question will be to be continuous whenever
considered in the paper. lim E‖𝑥(𝑡) − 𝑥(𝑠)‖𝑝 = 0. (7)
In the present paper, motivated by [8, 14, 15], we discuss 𝑡→𝑠
the existence and uniqueness of quadratic-mean asymptot- Definition 2. A stochastic process 𝑥 : R → 𝐿𝑝 (P, B) is said
ically almost periodic solution to the following stochastic to be stochastically bounded whenever
functional differential equation on 𝐿2 (P, H), where P is the
probability measure of the probability space (Ω, F, P) and lim supP {‖𝑥 (𝑡)‖ > 𝑁} = 0. (8)
𝑁 → ∞ 𝑡∈R
(H, ‖ ⋅ ‖) is a real separable Hilbert space:
Let CUB(R; 𝐿𝑝 (P, B)) denote the collection of all
d𝑥 (𝑡) = [𝐴 (𝑡) 𝑥 (𝑡) + 𝐹 (𝑡, 𝑥 (𝑡) , 𝑥𝑡 )] d𝑡 stochastic processes 𝑥 : R → 𝐿𝑝 (P, B), which are
(4) continuous and uniformly bounded. It is easily to check that
+ 𝐻 (𝑡, 𝑥 (𝑡) , 𝑥𝑡 ) ∘ d𝑊 (𝑡) , 𝑡 ∈ R.
CUB(R; 𝐿𝑝 (P, B)) is a Banach space when it is equipped
We present the new criterion ensuring the existence of a with the norm
unique quadratic-mean asymptotically almost periodic solu- 1/𝑝
‖𝑥‖∞ = sup(E‖𝑥(𝑡)‖𝑝 ) . (9)
tion for the stochastic functional differential equation (1), by 𝑡∈R
Abstract and Applied Analysis 3
Definition 3. A continuous stochastic process 𝑥 : R → By 𝐴𝐴𝑃(R × 𝐿𝑝 (P, B1 ); 𝐿𝑝 (P, B2 )) we denote the collec-
𝐿𝑝 (P, B) is said to be 𝑝-mean almost periodic if for each tion of such function.
𝜀 > 0 there exists 𝑙(𝜀) > 0 such that any interval of length
𝑙(𝜀) contains at least a number 𝜏 for which Lemma 8 (see [14]). If 𝑋 belongs to 𝐴𝐴𝑃(R; 𝐿𝑝 (P, B)), one
has the following:
supE‖𝑥(𝑡 + 𝜏) − 𝑥(𝑡)‖𝑝 < 𝜀. (10)
𝑡∈R
(1) there exists a constant 𝑀 > 0 such that E‖𝑋(𝑡)‖𝑝 ≤ 𝑀
The collection of all stochastic processes 𝑥 : R → for each 𝑡 ∈ R;
𝐿𝑝 (P, B) which are 𝑝-mean almost periodic is denoted by (2) 𝑋 is stochastically bounded.
𝐴𝑃(R; 𝐿𝑝 (P, B)). 𝐴𝑃(R; 𝐿𝑝 (P, B)) is a closed subspace of
CUB(R; 𝐿𝑝 (P, B)). Therefore, 𝐴𝑃(R; 𝐿𝑝 (P, B)) is a Banach
It is easy to see that 𝐴𝐴𝑃(R; 𝐿𝑝 (P, B)) = 𝐴𝑃(R; 𝐿𝑝 (P, B))
space when it is equipped with the norm ‖ ⋅ ‖∞ (see, e.g., [3]).
⊕𝐶0 (R; 𝐿𝑝 (P, B)). Then the space 𝐴𝐴𝑃(R; 𝐿𝑝 (P, B)) of 𝑝-
Let (B1 , ‖ ⋅ ‖1 ), (B2 , ‖ ⋅ ‖2 ) be two Banach spaces and
mean asymptotically almost periodic stochastic processes is a
𝐿𝑝 (P, B1 ), 𝐿𝑝 (P, B2 ) their corresponding 𝐿𝑝 -spaces, respec-
Banach space when it is equipped with the norm ‖ ⋅ ‖∞ .
tively.
Lemma 9 (see [14]). Let 𝑥 ∈ 𝐴𝑃(R+ ; 𝐿𝑝 (P, B1 )), 𝐾 =
Definition 4 (see [8]). A function 𝑓 : R × 𝐿𝑝 (P, B1 ) →
𝐿𝑝 (P, B2 ), (𝑡, 𝑥) → 𝑓(𝑡, 𝑥), which is jointly continuous, is {(𝑥(𝑡), 𝑥𝑡 ) : 𝑡 ∈ R+ }, where 𝑥𝑡 = {𝑥(𝑡 + ℎ) : −𝜎 < ℎ < 0} is
said to be 𝑝-mean almost periodic in 𝑡 ∈ R uniformly in regarded as a 𝐶([−𝜎, 0], 𝐿𝑝 (P, B1 )) valued stochastic process.
𝑥 ∈ K where K ⊂ 𝐿𝑝 (P, B1 ) is compact if, for any 𝜀 > 0, Moreover
there exists 𝑙(𝜀, K) > 0 such that any interval of length 𝑙(𝜀, K)
contains at least a number 𝜏 for which 𝑓 ∈ 𝐴𝑃 (R+ × 𝐿𝑝 (P, B1 ))
Definition 7. A stochastic process 𝑋 : 𝑅 × 𝐿𝑝 (P, B1 ) → 𝐿𝑝 Definition 11 (see [23]). System (14) is said to admit exponen-
(P, B2 ) is called 𝑝-mean asymptotically periodic if there exist tial trichotomy if there are linear projections 𝑃, 𝑄 such that
two stochastic processes 𝑌 ∈ 𝐴𝑃(R × 𝐿𝑝 (P, B1 ); 𝐿𝑝 (P, B2 ))
and 𝑍 ∈ 𝐶0 (R × 𝐿𝑝 (P, B1 ); 𝐿𝑝 (P, B2 )) such that 𝑋 = 𝑌 + 𝑍. 𝑃𝑄 = 𝑄𝑃, 𝑃 + 𝑄 − 𝑃𝑄 = 𝐼, (15)
4 Abstract and Applied Analysis
and constants 𝛼 > 0 and 𝛽 ≥ 1 such that has the fundamental matrix
For any continuous F𝑡 -adapted 𝐿2 (P, H)-valued stochas- Definition 13. A F𝑡 -progressive process {𝑥(𝑡)}𝑡∈R is called a
tic process 𝑥(𝑡) : Ω → 𝐿2 (P, H), 𝑡 ≥ −𝜎, we associate it mild solution of (26) on R if
with a continuous F𝑡 -adapted 𝐶-valued stochastic process
𝑡
𝑥𝑡 : Ω → 𝐶, 𝑡 ≥ 0, by setting 𝑥𝑡 (𝑠)(𝜔) = 𝑥(𝑡 + 𝑠)(𝜔), 𝑠 ∈
𝑥 (𝑡) = 𝐺 (𝑡, 𝑠) 𝑥 (𝑠) + ∫ 𝐺 (𝑡, 𝜏) 𝐹 (𝜏, 𝑥 (𝜏) , 𝑥𝜏 ) d𝜏
[−𝜎, 0]. 𝑠
In this section, we study the existence and uniqueness of (31)
𝑡
quadratic-mean asymptotically almost periodic mild solution + ∫ 𝐺 (𝑡, 𝜏) 𝐻 (𝜏, 𝑥 (𝜏) , 𝑥𝜏 ) ∘ d𝑊 (𝜏) ,
to stochastic functional differential equations of the form 𝑠
d𝑥 (𝑡) = [𝐴 (𝑡) 𝑥 (𝑡) + 𝐹 (𝑡, 𝑥 (𝑡) , 𝑥𝑡 )] d𝑡 for all 𝑡 ≥ 𝑠, for each 𝑠 ∈ R, where 𝐺(𝑡, 𝑠) is defined by (30).
(26)
+ 𝐻 (𝑡, 𝑥 (𝑡) , 𝑥𝑡 ) ∘ d𝑊 (𝑡) , 𝑡 ∈ R, Theorem 14. Assume that conditions (H1)–(H3) are satisfied.
And the positive constants 𝛼, 𝛽, 𝐹𝑙 , and 𝐻𝑙 satisfy the following
where 𝐴(𝑡) is a linear operator and 𝐷(𝐴) ⊂ 𝐿2 (P, H) → condition:
𝐿2 (P, H) generates a strongly continuous semigroup
{𝑇(𝑡)}𝑡≥0 , which is nonhyperbolic. That is to say, the linear 8𝛽 𝛼𝐻𝑙
operator 𝐴(𝑡) may exhibit central flow. 𝑊(𝑡) is a certain Λ= √ 𝐹𝑙 + < 1. (32)
𝛼 2
𝑄-Wiener process with covariance operator 𝑄 and takes
its values on 𝐿2 (P, H). 𝐹 : R × 𝐿2 (P, H) × 𝐶 → 𝐿2 (P, H) Then the system (26) has a unique quadratic-mean asymp-
and 𝐻 : R × 𝐿2 (P, H) × 𝐶 → 𝐿2 (P, L(𝐿2 (P, H))) are two totically almost periodic mild solution, which can be explicitly
continuous mappings. expressed as follows:
Throughout this section, we require the following
assumptions. 4 4
2 2 𝑥 (𝑡) = ∑Φ𝑖 𝑥 (𝑡) + ∑Ψ𝑖 𝑥 (𝑡) , (33)
(H1) Suppose that 𝐹 ∈ 𝐴𝐴𝑃(R × 𝐿 (P, H) × 𝐶; 𝐿 (P, H)).
𝑖=1 𝑖=1
Furthermore, there exists a constant 𝐹𝑙 > 0 such that
2 where
𝐹(𝑡, 𝑥1 , 𝑥2 ) − 𝐹(𝑡, 𝑦1 , 𝑦2 )𝐿2 (P,H)
(27) 𝑡
2 2 Φ1 𝑥 (𝑡) := ∫ 𝑈 (𝑡) 𝑃𝑈−1 (𝑠) 𝐹 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) d𝑠,
≤ 𝐹𝑙 (𝑥1 − 𝑦1 𝐿2 (P,H) + 𝑥2 − 𝑦2 𝐶)
0
H) × 𝐶 and for each 𝑡 ∈ R. Φ2 𝑥 (𝑡) := ∫ 𝑈 (𝑡) (𝐼 − 𝑃) 𝑈−1 (𝑠) 𝐹 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) d𝑠,
+∞
(H2) Suppose that 𝐻 ∈ 𝐴𝐴𝑃(R × 𝐿2 (P, H) × 𝐶; 𝐿2 (P, L(𝐿2 𝑡
(P, H))). Furthermore, there exists a constant 𝐻𝑙 > 0 Φ3 𝑥 (𝑡) := ∫ 𝑈 (𝑡) 𝑄𝑈−1 (s) 𝐹 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) d𝑠,
such that 0
that is, there exist constants 𝛼 > 0, 𝛽 ≥ 1 such that Ψ3 𝑥 (𝑡) := ∫ 𝑈 (𝑡) 𝑄𝑈−1 (𝑠) 𝐻 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) ∘ d𝑊 (𝑠) ,
0
(16) holds.
min{𝑡,0}
Define the function 𝐺(𝑡, 𝑠) as the form Ψ4 𝑥 (𝑡) := ∫ 𝑈 (𝑡) (𝐼 − 𝑄) 𝑈−1 (𝑠)
−∞
1/2
Define a mapping L on 𝐶(R, 𝐿2 (P, H)) by in the sense of norm ‖ ⋅ ‖𝐿2 (P,H) = (∫Ω ‖ ⋅ ‖2 dP) uniformly
for 𝑡 ∈ R. Then
4 4
(L𝑥) (𝑡) = ∑Φ𝑖 𝑥 (𝑡) + ∑Ψ𝑖 𝑥 (𝑡) := (𝐵1 𝑥) (𝑡) + (𝐵2 𝑥) (𝑡) , 𝛼 (𝑡 + 𝛼𝑘 )
𝑖=1 𝑖=1
𝑡+𝛼𝑘
(35)
=∫ 𝑈 (𝑡 + 𝛼𝑘 ) 𝑃𝑈−1 (𝑠) 𝑘 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) d𝑠
0
where the Φ𝑖 , Ψ𝑖 are defined in (34). 𝑡
In order to prove Theorem 14, we first prove Lemmas 15 = ∫ 𝑈 (𝑡 + 𝛼𝑘 ) 𝑃𝑈−1 (𝑠 + 𝛼𝑘 ) 𝑘 (𝑠 + 𝛼𝑘 , 𝑥 (𝑠 + 𝛼𝑘 ) , 𝑥𝑠+𝛼𝑘 ) d𝑠.
0
and 16. (39)
Lemma 15. Assume that conditions (H1)–(H3) are satisfied.
From (37), (38), (39), and Lebesgue’s control convergence
Then the operator L maps 𝐴𝐴𝑃(R, 𝐿2 (P, H)) into itself. theorem, one sees that 𝛼(𝑡 + 𝛼𝑘 ) converges to
Proof. First, let us show that 𝐵1 𝑥 is quadratic-mean asymp- 𝑡
totically almost periodic whenever 𝑥 ∈ 𝐴𝐴𝑃(R, 𝐿2 (P, H)) ∫ 𝑉 (𝑡) 𝑃∗ 𝑉−1 (𝑠) 𝑘1 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) d𝑠 (40)
0
dose.
Indeed, assuming that 𝑥 is quadratic-mean asymp- uniformly for 𝑡 ∈ R. Hence 𝛼(𝑡) ∈ 𝐴𝑃(R, 𝐿2 (P, H)).
totically almost periodic and using condition (H1) and
Next, let us show that 𝛽(𝑡) ∈ 𝐶0 (R, 𝐿2 (P, H)). In fact
Lemma 10, one can easily see that 𝑠 → 𝐹(𝑠, 𝑥(𝑠), 𝑥𝑠 ) is
quadratic-mean asymptotically almost periodic. Therefore, 2
there exist an almost periodic stochastic process 𝑘(𝑠, 𝑥(𝑠), 𝑥𝑠 ) E𝛽(𝑡)
and a stochastic process ℎ ∈ 𝐶0 (R × 𝐿2 (P, H), 𝐿2 (P, H)) such 𝑡 2
that 𝐹 = 𝑘 + ℎ. Furthermore, one observes that = E∫ 𝑈(𝑡)𝑃𝑈−1 (𝑠)ℎ(𝑠, 𝑥(𝑠), 𝑥𝑠 )d𝑠
0
𝑡
𝑡 2
Φ1 𝑥 (𝑡) := ∫ 𝑈 (𝑡) 𝑃𝑈−1 (𝑠) 𝑘 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) d𝑠
0 ≤ 𝛽2 E(∫ 𝑒−𝛼(𝑡−𝑠) ℎ(𝑠, 𝑥(𝑠), 𝑥𝑠 ) d𝑠)
0
𝑡
−1 (36) 2
+ ∫ 𝑈 (𝑡) 𝑃𝑈 (𝑠) ℎ (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) d𝑠 𝑡
0 = 𝛽2 E(∫ 𝑒−(𝛼(𝑡−𝑠))/2 𝑒−(𝛼(𝑡−𝑠))/2 ℎ(𝑠, 𝑥(𝑠), 𝑥𝑠 ) d𝑠)
0
:= 𝛼 (𝑡) + 𝛽 (𝑡) . 𝑡 𝑡
2
≤ 𝛽2 E [(∫ 𝑒−𝛼(𝑡−𝑠) d𝑠) (∫ 𝑒−𝛼(𝑡−𝑠) ℎ(𝑠, 𝑥(𝑠), 𝑥𝑠 ) d𝑠)]
We claim that 𝛼(𝑡) ∈ 𝐴𝑃(R, 𝐿2 (P, H)). In fact, 𝑠 → 𝑘(𝑠, 0 0
To overcome such a difficulty, one makes extensive use of Next, let us show that 𝑀(𝑡) ∈ 𝐶0 (R, 𝐿2 (P, H)). In fact
̃ defined by
the Itô isometry identity and the properties of 𝑊
̃ ≡ 𝑊(𝑠 + 𝛼𝑘 ) for each 𝑠. Note that 𝑊
𝑊 ̃ is also a Brownian E‖𝑀(𝑡)‖2
motion and has the same distribution as 𝑊. Assuming that 𝑥 𝑡 2
is quadratic-mean asymptotically almost periodic, using (H2) = E∫ 𝑈(𝑡)𝑃𝑈−1 (𝑠)𝑚(𝑠, 𝑥(𝑠), 𝑥𝑠 ) ∘ d𝑊(𝑠)
and Lemma 10, one can easily see that 𝑠 → 𝐻(𝑠, 𝑥(𝑠), 𝑥𝑠 ) 0
is quadratic-mean asymptotically almost periodic. Therefore, 𝑡 2
there exist an almost periodic stochastic process 𝑛(𝑠, 𝑥(𝑠), 𝑥𝑠 ) ̃ )
= E(∫ 𝑈(𝑡)𝑃𝑈−1 (𝑠)𝑚(𝑠, 𝑥(𝑠), 𝑥𝑠 ) ∘ d𝑊(𝑠)
and a stochastic process 𝑚 ∈ 𝐶0 (R × 𝐿2 (P, H), 𝐿2 (P, H)) such 0
that 𝐻 = 𝑛 + 𝑚. Furthermore, one observes that 𝑡
≤ 𝛽2 ∫ exp (−2𝛼 (𝑡 − 𝑠))
𝑡 0
Ψ1 𝑥 (𝑡) ≡ ∫ 𝑈 (𝑡) 𝑃𝑈−1 (𝑠) 𝑛 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) ∘ d𝑊 (𝑠)
2
0 × E𝑚(𝑠 + 𝜏, 𝑥(𝑠 + 𝜏), 𝑥𝑠+𝜏 ) − 𝑚(𝑠, 𝑥(𝑠), 𝑥𝑠 ) d𝑠
𝑡
(42)
+ ∫ 𝑈 (𝑡) 𝑃𝑈−1 (𝑠) 𝑚 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) ∘ d𝑊 (𝑠) 𝑡
0 ≤ 𝛽2 (∫ exp (−2𝛼 (𝑡 − 𝑠) d𝑠))
0
:= 𝑁 (𝑡) + 𝑀 (𝑡) . 2
× supE𝑚(𝑠 + 𝜏, 𝑥(𝑠 + 𝜏), 𝑥𝑠+𝜏 ) − 𝑚(𝑠, 𝑥(𝑠), 𝑥𝑠 )
𝑠∈R
We claim that 𝑁(𝑡) ∈ 𝐴P(R, 𝐿2 (P, H)). In fact, 𝑠 →
2
𝑛(𝑠, 𝑥(𝑠), 𝑥𝑠 ) is quadratic-mean almost periodic. Therefore, 𝛽
= (1 − 𝑒−2𝛼𝑡 )
one can find a common subsequence {𝛼𝑛 }. One still denotes 2𝛼
it as 𝛼 = {𝛼𝑛 }, such that 2
× sup E𝑚(𝑠 + 𝜏, 𝑥(𝑠 + 𝜏), 𝑥𝑠+𝜏 ) − 𝑚(𝑠, 𝑥(𝑠), 𝑥𝑠 ) ,
𝑠∈R
𝑇𝛼 𝑛 (𝑡, 𝑥 (𝑡) , 𝑥𝑡 ) = 𝑛1 (𝑡, 𝑥 (𝑡) , 𝑥𝑡 ) , (43) (47)
uniformly for 𝑡 ∈ R and (38) hold. where we make extensive use of the Itô isometry identity and
Now the properties of 𝑊̃ defined by 𝑊 ̃ ≡ 𝑊(𝑠 + 𝜏) − 𝑊(𝜏) for each
̃ is also a Brownian motion and has the same
𝑠. Note that 𝑊
𝑁 (𝑡 + 𝛼𝑘 )
distribution as 𝑊.
𝑡+𝛼𝑘 Since 𝑚 ∈ 𝐶0 (R × 𝐿2 (P, H), 𝐿2 (P, H)), we deduce that
=∫ 𝑈 (𝑡 + 𝛼𝑘 ) 𝑃𝑈−1 (𝑠) 𝑛 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) ∘ d𝑊 (𝑠) lim𝑡 → +∞ E ‖ 𝑀(𝑡)‖2 = 0.
0
Therefore, Ψ1 𝑥(⋅) is quadratic-mean asymptotically
𝑡
= ∫ 𝑈 (𝑡 + 𝛼𝑘 ) 𝑃𝑈−1 (𝑠 + 𝛼𝑘 ) almost periodic.
0 Similar to the proof given for Ψ1 𝑥(⋅), one can prove that
(44)
Ψ 𝑥(⋅), Ψ3 𝑥(⋅), and Ψ4 𝑥(⋅) are quadratic-mean asymptotically
2
× 𝑛 (𝑠 + 𝛼𝑘 , 𝑥 (𝑠 + 𝛼𝑘 ) , 𝑥𝑠+𝛼𝑘 ) ∘ d𝑊 (𝑠 + 𝛼𝑘 ) almost periodic.
𝑡 Thus, 𝐵2 𝑥 is quadratic-mean asymptotically almost peri-
= ∫ 𝑈 (𝑡 + 𝛼𝑘 ) 𝑃𝑈−1 (𝑠 + 𝛼𝑘 ) odic whenever 𝑥 ∈ 𝐴𝐴𝑃(R, 𝐿2 (P, H)).
0 In view of the above, it is clear that L maps
̃ (𝑠) .
× 𝑛 (𝑠 + 𝛼𝑘 , 𝑥 (𝑠 + 𝛼𝑘 ) , 𝑥𝑠+𝛼𝑘 ) ∘ d𝑊 𝐴𝐴𝑃(R, 𝐿2 (P, H) into itself. The proof of Lemma 15 is
complete.
Using Itô’s isometry identity, one obtains Lemma 16. Assume that conditions (H1)–(H3) are satisfied.
Then the operator L is a contraction providing Λ = (8𝛽/𝛼)
2
E𝑁(𝑡 + 𝛼𝑘 ) √𝐹𝑙 + 𝛼𝐻𝑙 /2 < 1.
𝑡
2
= ∫ E𝑈(𝑡 + 𝛼𝑘 )𝑃𝑈−1 (𝑠 + 𝛼𝑘 )𝑛(𝑠 + 𝛼𝑘 , 𝑥(𝑠 + 𝛼𝑘 ), 𝑥𝑠+𝛼𝑘 ) d𝑠. Proof. Consider
0
(45) (L𝑥) 𝑡 − (L𝑦) 𝑡
+∞
From (38), (43), (45), and Lebesgue’s control convergence ≤ ∫ 𝐺 (𝑡, 𝑠) [𝐹 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) − 𝐹 (𝑠, 𝑦 (𝑠) , 𝑥𝑠 )] d𝑠
theorem, one sees that −∞
+∞
𝑡
∗ −1 +∫ 𝐺 (𝑡, 𝑠) [𝐻 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) − 𝐻 (𝑠, 𝑦 (𝑠) , 𝑥𝑠 )] ∘ d𝑊 (𝑠)
𝑇𝛼 𝑁 (𝑡) = ∫ 𝑉 (𝑡) 𝑃 𝑉 (𝑠) 𝑛1 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) d𝑠 (46) −∞
0
+∞
uniformly for 𝑡 ∈ R. Hence 𝑁(𝑡) ∈ 𝐴𝑃(R, 𝐿2 (P, H)). ≤ ∫ 𝐺 (𝑡, 𝑠) [𝐹 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) − 𝐹 (𝑠, 𝑦 (𝑠) , 𝑥𝑠 )] d𝑠
−∞
8 Abstract and Applied Analysis
+∞
We first evaluate 𝑈1 as follows:
+ ∫ 𝐺 (𝑡, 𝑠) [𝐻 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) − 𝐻 (𝑠, 𝑦 (𝑠) , 𝑥𝑠 )] ∘ d𝑊 (𝑠)
−∞
𝑈1
:= 𝐶1 + 𝐶2 .
(48) 𝑡 2
= 4𝛽2 E(∫ 𝑒−𝛼(𝑡−𝑠) 𝐹(𝑠, 𝑥(𝑠), 𝑥𝑠 ) − 𝐹(𝑠, 𝑦(𝑠), 𝑥𝑠 ) d𝑠)
2 0
Since (∑𝑛𝑖=1 𝑎𝑖 ) < 𝑛 ∑𝑛𝑖=1 𝑎𝑖2 , one can write
𝑡
2 2 2 ≤ 4𝛽2 E [(∫ 𝑒−𝛼(𝑡−𝑠) d𝑠)
E(L𝑥)𝑡 − (L𝑦)𝑡 ≤ 2E𝐶1 + 2E𝐶2 . (49) 0
𝑡
Combining (30), one can write 2
× (∫ 𝑒−𝛼(𝑡−𝑠) 𝐹(𝑠, 𝑥(𝑠), 𝑥𝑠 ) − 𝐹(𝑠, 𝑦(𝑠), 𝑥𝑠 ) d𝑠)]
0
𝐶1
𝑡
∞
≤ 4𝛽2 (∫ 𝑒−𝛼(𝑡−𝑠) d𝑠)
= ∫ 𝐺 (𝑡, 𝑠) [𝐹 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) − 𝐹 (𝑠, 𝑦 (𝑠) , 𝑥𝑠 )] d𝑠 0
−∞
𝑡
2
𝑡
× (∫ 𝑒−𝛼(𝑡−𝑠) E𝐹(𝑠, 𝑥(𝑠), 𝑥𝑠 ) − 𝐹(𝑠, 𝑦(𝑠), 𝑥𝑠 ) d𝑠)
= ∫ 𝑈 (𝑡) 𝑃𝑈−1 (𝑠) [𝐹 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) − 𝐹 (𝑠, 𝑦 (𝑠) , 𝑥𝑠 )] d𝑠 0
0 2
𝑡
+∞ ≤ 4𝛽2 𝐹𝑙 (∫ 𝑒−𝛼(𝑡−𝑠) d𝑠)
−∫ 𝑈 (𝑡) (𝐼 − 𝑃) 𝑈−1 (𝑠) 0
max{𝑡,0}
2 2
× sup (𝑥(𝑠) − 𝑦(𝑠)𝐿2 (P,H) + 𝑥(𝑠) − 𝑦(𝑠)𝐶)
× [𝐹 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) − 𝐹 (𝑠, 𝑦 (𝑠) , 𝑥𝑠 )] d𝑠 𝑠∈R
0
− ∫ 𝑈 (𝑡) 𝑄𝑈−1 (𝑠) [𝐹 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) − 𝐹 (𝑠, 𝑦 (𝑠) , 𝑥𝑠 )] d𝑠 8𝛽2 𝐹𝑙 −𝛼𝑡
2
𝑥(⋅) − 𝑦(⋅)2 ≤ 8𝛽 𝐹𝑙 𝑥(⋅) − 𝑦(⋅)2 .
≤ [1 − 𝑒 ] ∞
𝑡 𝛼2 𝛼2 ∞
min{𝑡,0}
(52)
+∫ 𝑈 (𝑡) (𝐼 − 𝑄) 𝑈−1 (𝑠)
−∞ Similar to the discussion given for 𝑈1 , for 𝑈2 , 𝑈3 , and 𝑈4 , one
has
× [𝐹 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) − 𝐹 (𝑠, 𝑦 (𝑠) , 𝑥𝑠 )] d𝑠
𝑈2
𝑡 +∞ 2
+∞
≤ 𝛽 [ ∫ 𝑒−𝛼(𝑡−𝑠) + ∫ 𝑒−𝛼(𝑠−𝑡) = 4𝛽2 E(∫
𝑒−𝛼(𝑠−𝑡) 𝐹(𝑠, 𝑥(𝑠), 𝑥𝑠 ) − 𝐹(𝑠, 𝑦(𝑠), 𝑥𝑠 ) d𝑠)
0 max{𝑡,0}
max{𝑡,0}
0 min{𝑡,0} 2
+ ∫ 𝑒−𝛼(𝑠−𝑡) + ∫ 𝑒−𝛼(𝑡−𝑠) ] 8𝛽 𝐹𝑙 2
≤ 𝑥(⋅) − 𝑦(⋅)∞ ,
𝑡 −∞ 𝛼2
⋅ 𝐹 (𝑠, 𝑥 (𝑠) , 𝑥𝑠 ) − 𝐹 (𝑠, 𝑦 (𝑠) , 𝑥𝑠 ) d𝑠. 8𝛽2 𝐹𝑙 2 8𝛽2 𝐹𝑙 2
𝑈3 ≤ 𝑥(⋅) − 𝑦(⋅)∞ , 𝑈4 ≤ 𝑥(⋅) − 𝑦(⋅)∞ .
(50) 𝛼2 𝛼2
(53)
Thus,
2 Then,
E𝐶1
2
2 32𝛽 𝐹𝑙 2
𝑡
2 E𝐶1 ≤ 𝑥(⋅) − 𝑦(⋅)∞ . (54)
≤ 4𝛽2 E(∫ 𝑒−𝛼(𝑡−𝑠) 𝐹(𝑠, 𝑥(𝑠), 𝑥𝑠 ) − 𝐹(𝑠, 𝑦(𝑠), 𝑥𝑠 ) d𝑠) 𝛼 2
0
:= 𝑈1 + 𝑈2 + 𝑈3 + 𝑈4 . 2
× [𝐻(𝑠, 𝑥(𝑠), 𝑥𝑠 ) − 𝐻(𝑠, 𝑦(𝑠), 𝑥𝑠 )] ∘ d𝑊(𝑠)
(51)
Abstract and Applied Analysis 9
+∞
8𝛽2 𝐻𝑙 2
+ 4E ∫ 𝑈 (𝑡) (𝐼 − 𝑃) 𝑈−1 (𝑠) ≤ 𝑥(⋅) − 𝑦(⋅)∞ ,
max{𝑡,0} 𝛼
2 8𝛽2 𝐻𝑙 2
𝑥(⋅) − 𝑦(⋅)∞ ,
× [𝐻(𝑠, 𝑥(𝑠), 𝑥𝑠 ) − 𝐻(𝑠, 𝑦(𝑠), 𝑥𝑠 )] ∘ d𝑊(𝑠) 𝑉3 ≤
𝛼
0 8𝛽2 𝐻𝑙 2
𝑥(⋅) − 𝑦(⋅)∞ .
+ 4E ∫ 𝑈 (𝑡) 𝑄𝑈−1 (𝑠) 𝑉4 ≤
𝛼
𝑡
(57)
2
× [𝐻(𝑠, 𝑥(𝑠), 𝑥𝑠 ) − 𝐻(𝑠, 𝑦(𝑠), 𝑥𝑠 )] ∘ d𝑊(𝑠)
Therefore,
min{𝑡,0} 2
2 32𝛽 𝐻𝑙 2
+ 4E ∫ 𝑈 (𝑡) (𝐼 − 𝑄) 𝑈−1 (𝑠) E𝐶2 ≤ 𝑥(⋅) − 𝑦(⋅)∞ . (58)
−∞ 𝛼
2 Thus, by combing (54) and (58), it follows that
× [𝐻(𝑠, 𝑥(𝑠), 𝑥𝑠 ) − 𝐻(𝑠, 𝑦(𝑠), 𝑥𝑠 )] ∘ d𝑊(𝑠)
2
2 64𝛽 𝛼𝐻𝑙 2
E(L𝑥)(𝑡) − (L𝑦)(𝑡) ≤ 2 [𝐹𝑙 + ] 𝑥(⋅) − 𝑦(⋅)∞ ,
:= 𝑉1 + 𝑉2 + 𝑉3 + 𝑉4 . 𝛼 2
(55) (59)
8𝛽2 𝐻𝑙 2 8𝛽2 𝐻𝑙 2
4. Example
≤ [1 − 𝑒−2𝛼𝑡 ] 𝑥(⋅) − 𝑦(⋅)∞ ≤ 𝑥(⋅) − 𝑦(⋅)∞ .
𝛼 𝛼 The deterministic nonlinear Duffing-van der Pol equation
(56)
𝑦̈ + 𝑟𝑦3 + 𝑑y2 𝑦̇
= 𝑎𝑦 + 𝑏𝑦̇ + 𝑠𝑦3̇
, 𝑎, 𝑏, 𝑟, 𝑑, 𝑠 ∈ R, (61)
Similarly, one can evaluate the second term 𝑉2 , third term
𝑉3 , and the fourth term 𝑉4 of the right-hand side, respectively: has become a paradigm for mathematicians, physicists, and
engineers. There are numerous physical and engineering
problems whose dynamics are described by (61) for some
𝑉2 parameter values.
In particular, for 𝑟 = 𝑠 = 0 one obtains the van der Pol
+∞
equation and for 𝑑 = 𝑠 = 0 one obtains the Duffing equation.
= 4E ∫ 𝑈 (𝑡) 𝑃𝑈−1 (𝑠)
max{𝑡,0} As an example, we consider the following functional
differential equation for small 𝜖1 and 𝜖2 :
2
× [𝐻(𝑠, 𝑥(𝑠), 𝑥𝑠 ) − 𝐻(𝑠, 𝑦(𝑠), 𝑥𝑠 )] ∘ d𝑊(𝑠)
= − (𝑎 + 𝑏𝑝 (𝑡)) 𝑦 + 𝜖1 𝑓 (𝑡, 𝑦, 𝑦𝑡 ) + 𝜖2 ℎ (𝑡, 𝑦, 𝑦𝑡 ) 𝑦.̇(62)
𝑦̈
10 Abstract and Applied Analysis
It is easy to see that (61) is the general form of the Duffing- which reflects a deeper analysis of the behavior of solutions of
van der Pol equation (61). By perturbing the remaining the system. In this case the asymptotic behavior is described
parameters and the right-hand side of (62) by real or white through the splitting of the main space into stable, unstable,
noise, one arrives at noise, more specifically the random and central subspaces at each point from the flow’s domain.
(for real noise) or stochastic (for white noise) functional An example is also given to illustrate our results.
differential equation, respectively:
where
References
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𝐴 (𝑡) = ( ),
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𝐹 (𝑡, 𝑥, 𝑥𝑡 ) = ( ), (65) [2] C. Zhang, Almost Periodic Type Functions and Ergodicity,
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hence the main result of [14] cannot ensure the existence and Mathematical Journal, vol. 3, no. 3, pp. 275–292, 1996.
uniqueness of asymptotically almost periodic mild solution of
[8] P. H. Bezandry and T. Diagana, “Square-mean almost periodic
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𝑡 ∈ R} of operators in R generates an exponentially stable tions,” Electronic Journal of Differential Equations, vol. 2007, no.
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Abstract and Applied Analysis 11
Research Article
A Stochastic Weakly Damped, Forced KdV-BO Equation
Guolian Wang
Department of Mathematics, Tongji University, Shanghai 200092, China
Received 14 January 2014; Revised 13 April 2014; Accepted 13 April 2014; Published 5 May 2014
Copyright © 2014 Guolian Wang. This is an open access article distributed under the Creative Commons Attribution License, which
permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
We investigate the long time behavior of the damped, forced KdV-BO equation driven by white noise. We first show that the global
solution generates a random dynamical system. By energy type estimates and dispersive properties, we then prove that this system
possesses a weak random attractor in the space 𝐻1 (R).
Based on the global existence results given in [1], the attractor A continuous random dynamical system (RDS) on a
of the damped forced KdV-BO equation was obtained in [5]. polish space (𝑋, 𝑑) with Borel sigma-algebra F over 𝜃𝑡 on
The stochastic KdV-BO equation (i.e., 𝜆 = 𝑓 = 0 in (5)) (Ω, F, 𝑃) is by definition a measurable map
was studied in space 𝑋𝑠,𝑏 with 𝑏 < 1/2 in [6]. By introducing
some useful inequalities to deal with the irregularity caused Ψ : R+ × Ω × 𝑋 → 𝑋, (𝑡, 𝜔, 𝑥) → Ψ (𝑡, 𝜔) 𝑥, (8)
by stochastic term, well-posedness results were obtained in
[6]. Following the work in [6], we will construct the attractor such that 𝑃-a.s.
to the Cauchy problem for the stochastic damped, forced (i) Ψ(0, 𝜔) = 𝑖𝑑 on 𝑋;
KdV-BO equation.
Before stating our main result precisely, we introduce (ii) Ψ(𝑡 + 𝑠, 𝜔) = Ψ(𝑡, 𝜃𝑠 𝜔)Ψ(𝑠, 𝜔) for all 𝑠, 𝑡 ∈ R+ (cocycle
some notations. property);
Denote by (⋅, ⋅) and | ⋅ | the inner product and the norm (iii) Ψ(𝑡, 𝜔) : 𝑋 → 𝑋 is continuous.
in 𝐿2 (R), respectively. And ‖ ⋅ ‖𝑋 is the norm of the Banach
space 𝑋. A set-valued map 𝐾 : Ω → 2𝑋 , the set of all subsets of
̃ we denote 𝑋, is called a random compact set, if 𝐾(𝜔) is a compact 𝑃-a.s.
Given two separable Hilbert spaces 𝐻 and 𝐻,
0 ̃ the space of Hilbert-Schmidt operators from 𝐻 and if 𝜔 → 𝑑(𝑥, 𝐾(𝜔)) is measurable with respect to F for
by 𝐿 2 (𝐻; 𝐻) each 𝑥 ∈ 𝑋, where 𝑑(𝑥, 𝑀) = inf 𝑥∈𝑀𝑑(𝑥, 𝑦).
̃ Its norm is given by
into 𝐻. Let A(𝜔) be a random set and 𝐵 ⊂ 𝑋; one says A(𝜔)
2 attracts 𝐵 if
‖Φ‖2𝐿0 (𝐻;𝐻)
̃ = ∑
̃ ,
Φ ∈ 𝐿02 (𝐻; 𝐻)
Φ𝑒𝑖 𝐻
̃, (7)
2
𝑖∈N lim dist (Ψ (𝑡, 𝜃−𝑡 𝜔) 𝐵, A) = 0, 𝑃-a.s. (9)
𝑡→∞
where (𝑒𝑖 )𝑖∈N is any orthonormal basis of 𝐻. When 𝐻 = A random set A(𝜔) is said to be a random attractor for
𝐿2 (R), 𝐻̃ = 𝐻𝑠 , 𝐿0 (𝐿2 (R); 𝐻𝑠 ) is simply denoted by 𝐿0,𝑠 . the RDS Ψ if 𝑃-a.s.
2 2
The proof of the global well-posedness of the solution (5)-
(6) is similar to [6]. Here, we only give the following global (i) A(𝜔) is a random compact set;
existence results. (ii) A(𝜔) is invariant, that is, Ψ(𝑡, 𝜔)A(𝜔) = A(𝜃𝑡 𝜔), for
Assume that Φ ∈ 𝐿0,0 0,1 2 2
2 (or Φ ∈ 𝐿 2 ); let 𝑢0 ∈ 𝐿 (Ω, 𝐿 (R)) all 𝑡 > 0;
2 1
(or 𝑢0 ∈ 𝐿 (Ω, 𝐻 (R))) be F0 -measurable. Then, the (iii) A(𝜔) attracts all deterministic bounded sets 𝐵 ⊂ 𝑋.
solution 𝑢(𝑡) is global and belongs to 𝐿2 (Ω; 𝐶([0, 𝑇]; 𝐿2 (R)))
(or 𝐿2 (Ω; 𝐶([0, 𝑇]; 𝐻1 (R)))) for any 𝑇 > 0. Similar to the deterministic theory, the existence result of
We now give our main result about the long time behavior random attractors can be stated as follows (see [8, 9]).
of the KdV-BO equation based on its global existence results.
Lemma 2. If there exists a random compact set absorbing
Theorem 1. Under the assumption that 𝜆 > 0, 𝑓 ∈ 𝐻1 (R), every bounded set 𝐵 ⊂ 𝑋, then the RDS Ψ possesses a random
Φ ∈ 𝐿0,2 2 1 attractor A(𝜔),
2 , and 𝑢𝑠 ∈ 𝐿 (Ω; 𝐻 (R)) is F𝑠 -measurable, then
the random dynamical system associated with the stochastic
A (𝜔) = ∪𝐵⊂𝑋 Λ 𝐵 (𝜔), (10)
equation (5) with initial value 𝑢(𝑠) = 𝑢𝑠 possesses a universal
weak random attractor A in 𝐻1 (R).
where Λ 𝐵 (𝜔) := ∩𝑠⩾0 ∪𝑡⩾𝑠 Ψ(𝑡, 𝜃−𝑡 𝜔)𝐵 is the omega-limit set of
The paper is organized as follows. Section 2 contains some 𝐵.
concepts about the random dynamical system, and Lemma 2
which gives the existence conditions and the structure of the 3. Solve the Equations and Generate an RDS
attractor. Then we show that the unique solution of problem
(5)-(6) generates a random dynamical system in Section 3. We consider the following linear problem to (5)-(6):
In Section 4, we prove that there exists a compact random
absorbing set, which leads to the existence of a random 𝑑𝑢 + {𝛼H𝜕𝑥2 𝑢 + 𝛽𝜕𝑥3 𝑢𝑑𝑡 + 𝜆𝑢} 𝑑𝑡 = Φ𝑑𝑊,
(𝑃) { (11)
attractor, that is, Theorem 1. 𝑢 (0) = 0,
and then 𝑢 satisfies (5) if and only if V is a solution of Obviously, for 𝑠 ⩽ 𝑟 ⩽ 𝑡, we have
The estimation about the random parameter 𝑢 and the is cocycle. It is continuous RDS on 𝐻1 (R) over (Ω, F, 𝑃,
bilinear term VV𝑥 in (14) can be obtained by using the method (𝜃𝑡 )𝑡∈R ) and models the dynamical system associated with the
in [6]. Then by the fixed point argument the global existence stochastic equation (5) with initial value 𝑢(𝑠) = 𝑢𝑠 .
results to the random parameter Cauchy problem (14)-(15)
can be obtained. 4. Compact Random Absorbing Set
Theorem 3. Assume that Φ ∈ 𝐿0,0 0,2
2 (𝑜𝑟 Φ ∈ 𝐿 2 ); let V0 ∈ In the following computations 𝜔 ∈ Ω is fixed. We usually
2 1
𝐿 (R) (or V0 ∈ 𝐻 (R)). Then, the solution V(𝑡) of problem denote 𝐿𝑝 (R) (1 ⩽ 𝑝 ⩽ ∞) by 𝐿𝑝𝑥 ; 𝐿𝑝 ([0, 𝑇]; 𝐿𝑞 (R)) (1 ⩽
𝑝
(14) and (15) is global and belongs to 𝐶([0, 𝑇]; 𝐿2 (R)) 𝑝 ⩽ ∞, 1 ⩽ 𝑞 ⩽ ∞) by 𝐿 𝑡 (𝐿𝑞𝑥 ); and 𝐿𝑝 (R; 𝐿𝑞 ([0, 𝑇]))(1 ⩽
𝑝 𝑞
(𝑜𝑟 𝐶([0, 𝑇]; 𝐻1 (R)) for any 𝑇 > 0. 𝑝 ⩽ ∞, 1 ⩽ 𝑞 ⩽ ∞) by 𝐿 𝑥 (𝐿 𝑡 ) for any 𝑇 > 0 in this part.
First note that, for the Hilbert transform, we have for any
We summarize the above existence results for 𝑃-a.s. 𝜔 ∈ 𝑓, 𝑔 ∈ 𝐿2 (R)
Ω of (14) with initial condition V(𝑠, 𝑥) = 𝑢(𝑠, 𝑥) = V𝑠 , 𝑠 ∈ R,
as follows. H2 𝑓 = −𝑓, H (𝑓𝑔) = H (H𝑓H𝑔) + 𝑓H𝑔 + 𝑔H𝑓,
(i) Under the assumption of Theorem 3, for 𝑠 < 𝑇, and (𝑓, H𝑔) = − (H𝑓, 𝑔) , (H𝑓, 𝑓) = 0,
any 𝑇 ∈ R and V𝑠 ∈ 𝐿2 (R), there exists a unique
solution V ∈ 𝐶([𝑠, 𝑇]; 𝐿2 (R)). (H𝑓, H𝑔) = (𝑓, 𝑔) , H𝑓 = 𝑓 ,
(ii) Under the assumption of Theorem 3, for 𝑠 < 𝑇, and ∀𝑓 ∈ 𝐻1 (R) , H𝑓𝑥 = (H𝑓)𝑥 .
any 𝑇 ∈ R, and V𝑠 ∈ 𝐻1 (R), there exists a unique (23)
solution V ∈ 𝐶([𝑠, 𝑇]; 𝐻1 (R)).
Before we prove the existence of a compact random
(iii) Denoting such a solution V(𝑡, 𝜔; 𝑠, V𝑠 ), the mapping absorbing set, we first give some estimates about the solution
V𝑠 → V(𝑡, 𝜔; 𝑠, V𝑠 ) is continuous for all 𝑠 ⩽ 𝑇. 𝑢 of problem (𝑃).
Now we construct an RDS modeling the stochastic weakly Let us introduce the following space to study the solution
damped, forced KdV-BO equation. For example, consider a of problem (𝑃):
set of continuous functions with value 0 at t = 0 𝑋𝜎 (𝑇) = {𝑢 ∈ 𝐶 (0, 𝑇; 𝐻𝜎 (R)) ∩ 𝐿2 (R; 𝐿∞ ([0, 𝑇])) ,
Ω = {𝜔 ∈ 𝐶 (R, R) : 𝜔 (0) = 0} . (16)
𝐷𝜎 𝜕𝑥 𝑢 ∈ 𝐿∞ (R; 𝐿2 ([0, 𝑇])) ,
Let F be the Borel sigma-algebra induced by the compact
open topology of Ω, and let 𝑃 be a Wiener measure on (Ω, F). 𝜕𝑥 𝑢 ∈ 𝐿4 ([0, 𝑇] ; 𝐿∞ (R))} ,
We write (𝛽1 (𝑡, 𝜔), . . . , 𝛽𝑘 (𝑡, 𝜔), . . .) = 𝜔(𝑡). The time shift is (24)
simply defined by
for some 𝜎 < 1.
𝜃𝑠 𝜔 (𝑡) = 𝜔 (𝑡 + 𝑠) − 𝜔 (𝑠) , 𝑡, 𝑠 ∈ R, (17)
Lemma 4 (see [11]). Assume that Φ ∈ 𝐿0,𝜎 2 for some 𝜎 > 3/4;
and then (Ω, F, 𝑃, 𝜃𝑡 ) is an ergodic metric dynamical system then 𝑢 is almost surely in 𝑋𝜎 (𝑇) for any 𝑇 > 0 and any 𝜎 such
which models white noise. that 3/4 < 𝜎 < 𝜎. More precisely,
Having the mapping V𝑠 → V(𝑡, 𝜔; 𝑠, V𝑠 ), we define
3
E ( sup ‖𝑢‖2𝐻𝑥𝜎 ) ⩽ 𝐶‖Φ‖2𝐿0,𝜎 , for any < 𝜎 ⩽ 𝜎,
𝑢 (𝑡, 𝜔; 𝑠, 𝑢𝑠 ) = 𝑆 (𝑡, 𝑠; 𝜔) 𝑢𝑠 = V (𝑡, 𝜔; 𝑠; V𝑠 ) + 𝑢 (𝑡, 𝜔) , (18) 𝑡∈[0,𝑇] 2 4
𝑑𝑡 𝑥
(30) for all 𝑠 ⩽ 𝑡(𝜔). Put
2 2 2 2
+ 𝑢𝑥 𝐿∞ ‖𝑢‖2 + 𝑓 . 𝑟12 (𝜔) = 1 + 𝐾1 + ‖𝑢 (−1)‖2 . (35)
𝜆 𝑥 𝜆
Then the proof of the proposition is completed.
Using Gronwall Lemma for 𝑠 ⩽ −1 and noticing Lemma 4, We can also get an auxiliary estimate from (30) by the
we get Gronwall Lemma with 𝑠 ⩽ 𝑡 ⩽ 0.
Consider the following:
‖V (−1)‖2
𝑡
‖V (𝑡)‖2 ⩽ ‖V (𝑠)‖2 exp {− ∫ (𝜆 − 𝑢𝑥 𝐿∞ (R) ) 𝑑𝜏}
−1 𝑠 𝑥
⩽ ‖V (𝑠)‖2 exp {− ∫ (𝜆 − 𝑢𝑥 𝐿∞ ) 𝑑𝜏} 𝑡
𝑠 𝑥
2 2 2
+ ∫ (𝑢 ∞ ‖𝑢‖2 + 𝑓 ) (36)
−1
2 2 2 2 𝜆 𝑠 𝑥 𝐿 𝑥
+ ∫ ( 𝑢𝑥 𝐿∞ ‖𝑢‖2 + 𝑓 ) −1
𝑠 𝜆 𝑥 𝜆
× exp {− ∫ (𝜆 − 𝑢𝑥 𝐿∞ ) 𝑑𝜏} 𝑑𝑡.
−1 𝑥
𝑡
× exp {− ∫ (𝜆 − 𝑢𝑥 𝐿∞ ) 𝑑𝜏} 𝑑𝑡 This inequality will be useful in the following proof.
𝑥
𝑡
Abstract and Applied Analysis 5
𝑑 2 𝛽𝜆 2
2𝛽 (V𝑢𝑥𝑥 , V𝑥 ) ⩽ 𝐶𝑢𝑥𝑥 𝐿∞𝑥 ‖V‖𝐿2𝑥 +
2
∫ VHV𝑥 𝑑𝑥 + ∫ (V2 )𝑥 HV𝑥 𝑑𝑥 + 2 ∫ 𝑢V𝑥 HV𝑥 𝑑𝑥 V 2 ,
𝑑𝑡 R R R
12 𝑥 𝐿 𝑥
(39)
− 2 (𝑓 − 𝜆V − 𝑢𝑢𝑥 , HV𝑥 ) = 0. 2𝛽 (𝑢2𝑥 , V𝑥 ) ⩽ 2𝑢𝑥 𝐿∞ 𝑢𝑥 𝐿2 V𝑥 𝐿2
𝑥 𝑥 𝑥
2 2 𝛽𝜆 2
Combining (37), (38), and (39) (2𝛽(37) + (38) + 𝛼(39)), we ⩽ 𝐶𝑢𝑥 𝐿∞ 𝑢𝑥 𝐿2 + V 2 ,
have 𝑥 𝑥 12 𝑥 𝐿 𝑥
2 𝛽𝜆 2
𝑑 2 1 2 2𝛽 (𝑢𝑢𝑥𝑥 , V𝑥 ) ⩽ 𝐶𝑢𝑢𝑥𝑥 𝐿2𝑥 + V 2 ,
∫ (𝛽V𝑥 + V3 + 𝛼VHV𝑥 ) 𝑑𝑥 + 2𝛽𝜆V𝑥 12 𝑥 𝐿 𝑥
𝑑𝑡 R 3 2
− (V𝑢 , V2 ) + 𝑢 ∞ ‖V‖3 3
𝑥 𝑥 𝐿 𝑥 𝐿 (R)
+ 𝜆 ∫ V3 𝑑𝑥 + 2𝛼𝜆 ∫ VHV𝑥 𝑑𝑥 3
R R
1/2
⩽ 𝑢𝑥 𝐿∞ |V|5/2 V
𝐿2 𝑥 𝐿2𝑥
+ 3𝛽 (𝑢𝑥 , V𝑥2 ) + 2𝛼 (𝑢, V𝑥 HV𝑥 ) (40)
𝑥 𝑥
4 𝛽𝜆 2
+ 2𝛽 (𝑢2𝑥 + 𝑢𝑢𝑥𝑥 + V𝑢𝑥𝑥 − 𝑓𝑥 , V𝑥 ) ⩽ 𝐶𝑢𝑥 𝐿∞ + |V|5𝐿2𝑥 + V 2 ,
𝑥 12 𝑥 𝐿 𝑥
+ (𝑢𝑢𝑥 + V𝑢𝑥 + 𝑢V𝑥 − 𝑓, V2 ) − (𝑢𝑢𝑥 , V2 ) ⩽ 𝑢𝑥 𝐿∞ ‖𝑢‖𝐿2 ‖V‖2𝐿4
𝑥 𝑥 𝑥
2 2 |𝛼| 2
2𝛼 (𝑢, V𝑥 HV𝑥 ) ⩽ 2 |𝛼| ‖𝑢‖𝐿∞ V𝑥 , ‖𝑢‖∞ ∫ |V|3 𝑑𝑥 ⩽ 𝐶𝑢𝑥 + ‖𝑢‖2
3𝛽 R
6 Abstract and Applied Analysis
𝛽𝜆 2 𝑡
+ ‖V‖20/3 +
V 2 , × {‖V (𝑠)‖2 exp (− ∫ (𝜆 − 𝑢𝑥 𝐿∞ (R) ) 𝑑𝜏) + 𝐶}
12 𝑥 𝐿 𝑥 𝑠 𝑥
𝛼𝜆 ∫ (VHV + 2𝑓HV ) 𝑑𝑥 0
𝑥 𝑥 × 𝑒− ∫𝑡 (𝜆−(2|𝛼|/𝛽)‖𝑢‖𝐿∞𝑥 −3‖𝑢𝑥 ‖𝐿∞𝑥 )𝑑𝜏 𝑑𝑡
R
0
2 𝛽𝜆 2 2 −(−𝑠)3/4 ((−𝑠)1/4 𝜆−4‖𝑢𝑥 ‖𝐿4 (𝐿∞ ) )
⩽ 𝐶 (‖V‖2 + 𝑓 ) + V 2 , ⩽ ∫ 𝑢𝑥𝑥 𝐿∞ ‖V (𝑠)‖2 𝑒 𝑡 𝑥 𝑑𝑡
12 𝑥 𝐿 𝑥 𝑠 𝑥
2 0
2𝛼 2 0
‖𝑢‖ ∫ VHV 𝑑𝑥 + 𝐶 ∫ 𝑢𝑥𝑥 𝐿∞ 𝑒− ∫𝑡 (𝜆−(2|𝛼|/𝛽)‖𝑢‖𝐿∞𝑥 −3‖𝑢𝑥 ‖𝐿∞𝑥 )𝑑𝜏 𝑑𝑡
𝛽 ∞
R
𝑥
𝑠 𝑥
4
2 𝛽𝜆 2 ⩽ 𝐶𝑢𝑥𝑥 𝐿4 (𝐿∞ ) .
⩽ 𝐶𝑢𝑥 + ‖𝑢‖2 ‖V‖4 + V 2 , 𝑡 𝑥
12 𝑥 𝐿 𝑥 (47)
(𝑢𝑢𝑥 , HV𝑥 ) = − (𝑢𝑥 , HV) − (𝑢𝑢𝑥𝑥 , HV)
2
We also have
0 +∞
2 4 𝛽𝜆 2 2
⩽ 𝐶 (‖V‖2 + 𝑢𝑢𝑥𝑥 + 𝑢𝑥 ) + V 2 . ∫ ∫ |𝑢|2 𝑢𝑥𝑥 𝑑𝑥 𝑑𝑡
12 𝑥 𝐿 𝑥 𝑠 −∞
(44) +∞ 0
2
⩽∫ ess. sup |𝑢|2 ∫ 𝑢𝑥𝑥 𝑑𝑥 𝑑𝑡
Then combining the above estimates, we get −∞ 𝑡∈[𝑠,0] 𝑠
(48)
𝑑 2 |𝛼| +∞ 0
2
𝜑 (V) + (𝜆 − ‖𝑢‖𝐿∞𝑥 − 3𝑢𝑥 𝐿∞ ) 𝜑 (V) ⩽∫ ess. sup |𝑢|2 𝑑𝑥 ess.sup ∫ 𝑢𝑥𝑥 𝑑𝑡.
𝑑𝑡 𝛽 𝑥
−∞ 𝑡∈[𝑠,0] 𝑠 𝑥∈R
2 2 2
⩽ 𝐶 (𝑢𝑥𝑥 𝐿∞ ‖V‖2𝐿2𝑥 + 𝑢𝑥 𝐿∞ 𝑢𝑥 𝐿2 = ‖𝑢‖2𝑊𝑥2,∞ (𝐿2 ) ‖𝑢‖2𝐿2𝑥 (𝐿∞𝑡 ) .
𝑥 𝑥 𝑥 𝑡
2 2
+ 𝑢𝑢𝑥𝑥 𝐿2 + 𝑢𝑥 𝐿2 + ‖V‖5𝐿2𝑥 The boundedness of other terms about the right hand side of
𝑥 𝑥
(45) (46) is obvious. Noticing (25)–(28), we get
4
+ 𝑢𝑥 𝐿∞ + ‖𝑢‖2𝐿2𝑥 ‖V‖3𝐿2𝑥 0
𝑥
𝜑 (V (0)) ⩽ 𝜑 (V (𝑠)) 𝑒− ∫𝑠 (𝜆−3‖𝑢𝑥 ‖𝐿∞𝑥 )𝑑𝜏 + 𝐶𝐾2
4/3 (49)
+ 𝑓𝐿2 ‖V‖2𝐿2𝑥 + ‖V‖10/3
𝐿2
+ ‖𝑢‖2 0
𝑥 𝑥
⩽ 𝜑 (V (𝑠)) 𝑒− ∫𝑠 (𝜆−3‖𝑢𝑥 ‖𝐿∞𝑥 )𝑑𝜏 + 𝐶𝐾3 ,
+‖V‖20/3 + ‖𝑢‖2 ‖V‖4 ) . where
2
Applying the Gronwall Lemma for 𝑠 ⩽ 0, we find 𝐾2 = 𝐶 (𝑢𝑥𝑥 𝑊𝑥2,∞ (𝐿2 ) ‖𝑢‖2𝐿2 (𝐿∞ )
𝑡 𝑥 𝑡
0
𝜑 (V (0)) ⩽ 𝜑 (V (𝑠)) 𝑒− ∫𝑠 (𝜆−(2|𝛼|/𝛽)‖𝑢‖𝐿∞𝑥 −3‖𝑢𝑥 ‖𝐿∞𝑥 )𝑑𝜏 4
+ 𝑢𝑥𝑥 𝐿4 (𝐿∞ ) + ‖𝑢‖2𝐿∞ (𝐿2 ) ‖𝑢‖4𝐿4 (𝐿∞ )
𝑡 𝑥 𝑡 𝑥 𝑡 𝑥
0
2 2 2 4
+ 𝐶 ∫ (𝑢𝑥𝑥 𝐿∞ ‖V‖2𝐿2𝑥 + 𝑢𝑥 𝐿∞ 𝑢𝑥 𝐿2 + ‖𝑢‖2𝐿2 (𝐿∞ ) + 𝑢𝑥 𝐿4 (𝐿∞ )
𝑥 𝑥 𝑥 𝑥 𝑡 𝑡 𝑥
𝑠
2 4 2
+ ‖𝑢‖2𝐿2𝑥 + 𝑢𝑢𝑥𝑥 𝐿2 + 𝑢𝑥 𝐿∞ + ‖V‖5𝐿2𝑥 +‖𝑢‖2𝐿2 (𝐿∞ ) + 𝑓𝑥 𝐿2 ) ,
𝑥 𝑥 𝑥 𝑥 𝑥
4 2 2
+ 𝑢𝑥 𝐿∞ + ‖𝑢‖2𝐿2𝑥 ‖V‖3𝐿2𝑥 + 𝑓𝑥 𝐿2 𝐾3 = ‖Φ‖4𝐿0,𝜎 + ‖Φ‖6𝐿0,𝜎 + 𝑓𝑥 𝐿2 .
𝑥 𝑥 2 2 𝑥
4/3 (50)
+𝑓𝐿2 ‖V‖2𝐿2𝑥 + ‖V‖10/3
𝐿2
)
𝑥 𝑥
Then we get the following proposition.
0
− ∫𝑡 (𝜆−(2|𝛼|/𝛽)‖𝑢‖𝐿∞ −3‖𝑢𝑥 ‖𝐿∞ )𝑑𝜏
×𝑒 𝑥 𝑥 𝑑𝑡.
Proposition 7. There exists a random variable 𝑟2 (𝜔) > 0,
(46) such that for all 𝜌 > 0 there exists ̃𝑡(𝜔) ⩽ 0 such that the
We can read the boundedness of the right hand side of following holds 𝑃-a.s. For all 𝑠 ⩽ ̃𝑡(𝜔) and all 𝑢𝑠 ∈ 𝐻1 (R)
(46) from the following estimates. Using (36), we have with ‖𝑢𝑠 ‖𝐻1 (R) ⩽ 𝜌, 𝜑 satisfies
0
2 0 𝜑 (V (0)) ⩽ 𝑟2 (𝜔) . (51)
∫ 𝑢𝑥𝑥 𝐿∞ ‖V (𝑡)‖2𝐿2𝑥 𝑒− ∫𝑡 (𝜆−(2|𝛼|/𝛽)‖𝑢‖𝐿∞𝑥 −3‖𝑢𝑥 ‖𝐿∞𝑥 )𝑑𝜏 𝑑𝑡
𝑥
𝑠
Proof. Given 𝜌 > 0, there exists ̃𝑡(𝜔) such that
0
2
⩽ ∫ 𝑢𝑥𝑥 𝐿∞ 0
𝜑 (V (𝑠)) 𝑒− ∫𝑠 (𝜆−(2|𝛼|/𝛽)‖𝑢‖𝐿∞𝑥 −3‖𝑢𝑥 ‖𝐿∞𝑥 )𝑑𝜏 ⩽ 1, (52)
𝑥
𝑠
Abstract and Applied Analysis 7
for all 𝑠 ⩽ ̃𝑡(𝜔). Put then 𝐴 is said to absorb 𝐵. Of course, if 𝐴 absorbs 𝐵, then 𝐴
attracts 𝐵.
𝑟2 (𝜔) = 1 + 𝐾3 . (53) Denote
2
Then the proof of the proposition is completed. 𝐴 1 = {𝑢 ∈ 𝐻1 (R) , 𝑢𝑥 ⩽ 𝑟3 (𝜔)} . (60)
Corollary 8. There exists a random variable 𝑟3 (𝜔) > 0, such It is easy to see that 𝐴 1 is an absorbing set for RDS {Ψ(𝑡, 𝜔)}
that the solution 𝑢(𝑡, 𝜔; 𝑠, 𝑢𝑠 ) of problem (5) with the initial in 𝐻1 (R). Furthermore it is a weak compactness according to
condition 𝑢(𝑠, 𝑥) = 𝑢𝑠 satisfies Lemma 9.
𝑢(0, 𝜔; 𝑠, 𝑢𝑠 )𝐻1 (R) ⩽ 𝑟3 (𝜔) . (54)
Proposition 10. Let
Proof. We can deduce from the presentation of 𝜑(V) that
A (𝜔) = ∪𝐵⊂𝑋 Λ 𝐵 (𝜔), (61)
2 2 1 10/3
V − 8/3 ‖V‖ ⩽ 𝜑 (V) . (55)
3 𝑥 2 where Λ 𝐵 (𝜔) := ∩𝑠⩾0 ∪𝑡⩾𝑠 𝜙(𝑡, 𝜃−𝑡 𝜔)𝐵 is the omega-limit set of
𝐵. Here the closures are taken with respect to the weak topology
Then of 𝐻1 (R). Then A(𝜔) is included in 𝐴 1 and is nonempty. It is
2 3 3 invariant by Ψ(𝑡, 𝜔); that is,
V𝑥 (0) ⩽ + 𝐾1 + 10/3 ‖V(−1)‖ .
10/3
(56)
2 2
Ψ (𝑡, 𝜔) A (𝜔) = A (𝜃𝑡 𝜔) , ∀𝑡 > 0. (62)
By V(𝑡) = 𝑢(𝑡) − 𝑢(𝑡),
The proof of Proposition 10 is easy using the following
2 2 2
𝑢𝑥 (0) ⩽ 2 (V𝑥 (0) + 𝑢𝑥 (0) ) facts.
4.3. Construct the Attractor. Before we construct the random (i) A(𝜔) is random compact set;
attractor, it is worthwhile to point out that the domain about (ii) Ψ(𝑡, 𝜔)A(𝜔) = A(𝜃𝑡 𝜔) for all 𝑡 ⩾ 0;
the space variable is unbounded which makes the embedding (iii) A(𝜔) attracts all deterministic bounded sets under
𝐻1 (R) → 𝐿2 (R) to be noncompact. Fortunately, we can the sense that
get weak compactness in the space 𝐻1 (R) by Lemma 9 given
below. Motivated by the definition of weak attractor for the lim 𝑑𝑤 (Ψ (𝑡, 𝜃𝑡 𝜔) 𝐵, A) = 0, (63)
𝑡→∞
deterministic system in [12], we extend this definition to the
RDS. Then we get weak random global attractor for (5) with where 𝑑𝑤 denotes the distance in the weak topology of 𝐻1 (R).
initial condition 𝑢(𝑠, 𝑥) = 𝑢𝑠 . Then we get Theorem 1 in this paper.
Lemma 9 (see [13]). The solution operator {𝑆(𝑡)}𝑡∈R is weakly
continuous in 𝐻1 (R) in the sense that if V0𝑛 converges weakly in Conflict of Interests
𝐻1 (R) to some V0 as 𝑛 → ∞, then 𝑆(𝑡)V0𝑛 converges to 𝑆(𝑡)V0 The author declares that there is no conflict of interests
weakly in 𝐻1 (R) for all 𝑡 ∈ R. regarding the publication of this paper.
Having Proposition 7, Corollary 8, and Lemma 9 in hand,
one begins to construct the weak random attractor in space Acknowledgment
𝐻1 (R). This work is supported by the National Natural Science
From Section 4.2, one gets an RDS for the stochastic Foundation of China (no. 11101309).
weakly damped, forced KdV-BO equation with additive
noise; that is,
References
𝑢 (𝑡, 𝜔; 𝑠, 𝑢𝑠 ) = 𝑆 (𝑡, 𝑠; 𝜔) 𝑢𝑠 = V (𝑡, 𝜔; 𝑠; V𝑠 ) + 𝑢 (𝑡, 𝜔) . (58)
[1] B. Guo and Z. Huo, “The well-posedness of the Korteweg-
One recalls in [8] that if 𝐵 and 𝐴 are random sets such that de Vries-Benjamin-Ono equation,” Journal of Mathematical
for 𝑃-almost all 𝜔 there exists a time 𝑇𝐵 (𝜔) such that for all Analysis and Applications, vol. 295, no. 2, pp. 444–458, 2004.
𝑡 ⩽ 𝑡𝐵 (𝜔) [2] F. Linares, “𝐿2 global well-posedness of the initial value problem
associated to the Benjamin equation,” Journal of Differential
Ψ (𝑡, 𝜃−𝑡 𝜔) 𝐵 (𝜃−𝑡 𝜔) ⊂ 𝐴 (𝜔) , (59) Equations, vol. 152, no. 2, pp. 377–393, 1999.
8 Abstract and Applied Analysis
Research Article
Global Analysis of a Virus Dynamics Model with General
Incidence Function and Cure Rate
Yu Yang
School of Science and Technology, Zhejiang International Studies University, Hangzhou 310012, China
Received 27 February 2014; Revised 16 April 2014; Accepted 16 April 2014; Published 30 April 2014
Copyright © 2014 Yu Yang. This is an open access article distributed under the Creative Commons Attribution License, which
permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
A virus dynamics model with logistic function, general incidence function, and cure rate is considered. By carrying out
mathematical analysis, we show that the infection-free equilibrium is globally asymptotically stable if the basic reproduction number
R0 ≤ 1. If R0 > 1, then the infection equilibrium is globally asymptotically stable under some assumptions. Furthermore, we also
obtain the conditions for which the model exists an orbitally asymptotically stable periodic solution. Examples are provided to
support our analytical conclusions.
1. Introduction DNA (cccDNA) from their nucleus [6]. Then HBV infection
has been modelled using the model including cytokine-
Mathematical models have proven valuable in understanding mediated “cure” of infected cells [7–9]. Wang et al. [10]
the virus dynamics. The basic viral infection model was considered an improved HBV model with standard incidence
proposed by Nowak et al. [1, 2] in the following form: function and cure rate. According to the virological basis
𝑥̇
= 𝜆 − 𝑑𝑥 − 𝛽𝑥V, found in [11], when a HIV enters a resting CD4+ T-cell,
𝑦̇
= 𝛽𝑥V − 𝑎𝑦, (1) the viral RNA may not be completely reverse transcribed
into DNA. If the cell is activated shortly following infection,
V̇
= 𝑘𝑦 − 𝑢V, reverse transcription can proceed to completion. However,
where 𝑥, 𝑦, and V denote uninfected cells, infected cells, the unintegrated virus harbored in resting cells may decay
and free virus particles, respectively. The uninfected cells are with time and partial DNA transcripts are labile and degrade
produced at a constant 𝜆 and die at rate 𝑑𝑥. The infected cells quickly [12]. Hence a proportion of resting infected cells can
are produced from uninfected cells and free virus at rate 𝛽𝑥V revert to the uninfected state [13]. Recently, Zhou et al. [14]
and die at rate 𝑎𝑦. Free virus is produced from infected cells considered a model of HIV infection of CD4+ T-cells with
at rate 𝑘𝑦 and declines at rate 𝑢V. bilinear incidence function and cure rate. Hattaf et al. [15]
The incidence function in model (1) is based on the law considered a virus dynamics model with general incidence
of mass action. However, many researchers suggested that function and cure rate. However, Tian and Liu [16] have
the bilinear incidence function is not sufficient to describe pointed out that the proof for the main results in [15] is
the infection process in detail, and some nonlinear incidence not corrected. They introduced a more general nonlinear
functions were proposed. For example, Li and Ma [3] con- incidence function including the form in [15].
sidered a HIV-1 model with Holling type II function. Min The population dynamics of target cells is not well under-
et al. [4] considered a HBV model with standard incidence stood. Many models with logistic uninfected cell proliferation
function. Elaiw [5] considered a virus dynamics model with terms have been introduced. For example, Culshaw and Ruan
a more general nonlinear incidence function, which satisfies [17] considered a delay-differential equation model of HIV
some conditions. infection of CD4+ T-cells with logistic function term. Ji et al.
When HBV infects a cell, infected cells may also revert [18] considered a viral infection model of HBV infection with
to the uninfected state by loss of all covalently closed circular logistic function. Li and Shu [19] considered an in-host model
2 Abstract and Applied Analysis
with a logistic mitosis term for the uninfected target cells and which implies that
a finite intracellular delay in the incidence term. 𝛿1
In this paper, we aim to study the following model with 𝐿 1 (𝑡) ≤ + (𝐿 (0) − 𝛿1 ) 𝑒−𝛿2 𝑡 , (5)
logistic function, general incidence function, and cure rate: 𝛿2
where 𝛿1 = 𝜆 + 𝑟𝑥max /4 and 𝛿2 = min{𝑎, 𝑑}. Obviously, 𝑥(𝑡)
𝑥 and 𝑦(𝑡) are bounded. From the third equation of system (2)
𝑥̇
= 𝜆 − 𝑑𝑥 + 𝑟𝑥 (1 − ) − 𝑓 (𝑥, 𝑦, V) V + 𝜌𝑦,
𝑥max and the boundedness of 𝑦(𝑡), it is easy to see that V(𝑡) is also
(2)
𝑦̇= 𝑓 (𝑥, 𝑦, V) V − (𝑎 + 𝜌) 𝑦, bounded. This completes the proof.
V̇
= 𝑘𝑦 − 𝑢V, It can then be verified that the bounded set
with initial condition (𝑥(0), 𝑦(0), V(0)) ∈ R3+ . Here 𝜆,𝑑,𝑎,𝑘, 𝛿 𝑘𝛿
Ω = {(𝑥, 𝑦, V) ∈ R3+ : 0 < 𝑥 + 𝑦 ≤ 1 , 0 < V ≤ 1 } (6)
and 𝑢 defined as earlier. 𝑟 is the maximum proliferation rate 𝛿2 𝑢𝛿2
of uninfected cells and 𝑥max is the maximum capacity of host’s is positively invariant with respect to system (2) and is convex.
organ cells. 𝑓(𝑥, 𝑦, V)V is the incidence of new infections. 𝜌 ≥ Following the computation of the basic reproduction
0 is the rate of cure, that is, noncytolytic loss of infected cells. number in [21], we have the basic reproduction number
The function 𝑓(𝑥, 𝑦, V) satisfies the following conditions:
𝑘𝑓 (𝑥0 , 0, 0)
(i) 𝑓(0, 𝑦, V) = 0 for all 𝑦 ≥ 0 and V ≥ 0; R0 = . (7)
𝑢 (𝑎 + 𝜌)
(ii) 𝜕𝑓(𝑥, 𝑦, V)/𝜕𝑥 > 0, for all 𝑥 > 0, 𝑦 ≥ 0, and V ≥ 0;
For mathematical convenience, let
(iii) 𝜕𝑓(𝑥, 𝑦, V)/𝜕𝑦 ≤ 0 and 𝜕𝑓(𝑥, 𝑦, V)/𝜕V ≤ 0, for all 𝑥 ≥
𝑥
0, 𝑦 ≥ 0, and V ≥ 0; 𝑛 (𝑥) = 𝜆 − 𝑑𝑥 + 𝑟𝑥 (1 − ), (8)
𝑥max
(iv) (𝜕𝑓(𝑥, 𝑦, V)/𝜕V)V + 𝑓(𝑥, 𝑦, V) > 0, for all 𝑥 > 0, 𝑦 ≥ 0,
and V ≥ 0. and 𝑥0 is the positive root of 𝑛(𝑥) = 0. It is clear that 𝑛 (𝑥0 ) <
0 and system (2) has an infection-free equilibrium 𝐸0 (𝑥0 , 0, 0)
Several models for viral dynamics fit model (2). For when R0 ≤ 1.
example, Song and Neumann [20] considered a viral model
with 𝑓(𝑥, 𝑦, V) = 𝛽𝑥/(1 + 𝛼𝑥) and 𝜌 = 0, where 𝛽 is the Theorem 2. If R0 > 1 and 𝑑 − 𝑟 + 2𝑟𝑥/𝑥max > 0 for
infection rate constant and 𝛼 is a positive constant. Ji et al. arbitrary 𝑥 ≥ 0, then there exists a unique infection equilibrium
[18] considered a viral infection model of HBV infection with 𝐸∗ (𝑥∗ , 𝑦∗ , V∗ ).
𝑓(𝑥, 𝑦, V) = 𝛽𝑥 and 𝜌 = 0. Zhou et al. [14] considered a model
of HIV infection of CD4+ T-cells with 𝑓(𝑥, 𝑦, V) = 𝛽𝑥. Proof. In order to find the infection equilibrium, set
The paper is organized as follows. In Section 2, we carry
out mathematical analysis of the model. In Section 3, the 𝑛 (𝑥) − 𝑓 (𝑥, 𝑦, V) V + 𝜌𝑦 = 0,
local stability of equilibria is proved. In Section 4, the global 𝑓 (𝑥, 𝑦, V) V − (𝑎 + 𝜌) 𝑦 = 0, (9)
stability of the infection-free equilibrium or the infection 𝑘𝑦 − 𝑢V = 0,
equilibrium is established, respectively. The conditions for the
existence of an orbitally asymptotically stable periodic solu- which yields
tion are obtained. In Section 5, two examples are provided to 𝑎𝑢
𝑛 (𝑥) = 𝑎𝑦 = V. (10)
illustrate our theorems. The conclusion is given in Section 6. 𝑘
Substituting the expression of 𝑦 and V by 𝑥, we have
2. Mathematical Analysis 𝑛 (𝑥) 𝑘𝑛 (𝑥) 𝑢 (𝑎 + 𝜌)
𝐺 (𝑥) = 𝑓 (𝑥, , )− . (11)
First, we show that solution of system (2) is bounded. 𝑎 𝑎𝑢 𝑘
It is obvious that 𝐺(0) = −𝑢(𝑎 + 𝜌)/𝑘 < 0 and
Theorem 1. The solution of system (2) is positive and bounded.
𝑢 (𝑎 + 𝜌)
Proof. Let 𝐺 (𝑥0 ) = 𝑓 (𝑥0 , 0, 0) −
𝑘 (12)
𝐿 1 (𝑡) = 𝑥 (𝑡) + 𝑦 (𝑡) . (3) 𝑢 (𝑎 + 𝜌)
= (R0 − 1) > 0.
𝑘
Computing the derivation of 𝐿 1 along the solution of system This implies that there exists 𝑥∗ ∈ (0, 𝑥0 ) such that 𝐺(𝑥∗ ) =
(2), we have 0. Suppose, to the contrary, there exists another infection
𝑥 equilibrium 𝐸∗ (𝑥∗ , 𝑦∗ , V∗ ). Without loss of generality, we
𝐿̇
1 = 𝜆 − 𝑑𝑥 + 𝑟𝑥 (1 − ) − 𝑎𝑦, assume that 𝑥∗ < 𝑥∗ . Since 𝑑 − 𝑟 + 2𝑟𝑥/𝑥max > 0, we have
𝑥max
2
𝑛(𝑥∗ ) > 𝑛(𝑥∗ ). This yields 𝑦∗ > 𝑦∗ and V∗ > V∗ . Hence,
𝑟 𝑥 𝑟𝑥 we get 𝑓(𝑥∗ , 𝑦∗ , V∗ ) < 𝑓(𝑥∗ , 𝑦∗ , V∗ ). On the other hand,
= 𝜆 − 𝑑𝑥 − (𝑥 − max ) + max − 𝑎𝑦 (4)
𝑥max 2 4 we have that 𝑓(𝑥∗ , 𝑦∗ , V∗ ) = 𝑓(𝑥∗ , 𝑦∗ , V∗ ) = 𝑢(𝑎 + 𝜌)/𝑘.
𝑟𝑥max This is a contradiction. Therefore, 𝐸∗ is the unique infection
≤𝜆+ − min {𝑎, 𝑑} 𝐿 1 ,
4 equilibrium.
Abstract and Applied Analysis 3
3. Local Stability of Equilibria One eigenvalue of 𝐽(𝐸0 ) is 𝜆 1 = 𝑛 (𝑥0 ) < 0. The remaining
two eigenvalues are solutions of the quadratic equation
In this section, we discuss the local stability of the infection-
free equilibrium 𝐸0 and the infection equilibrium 𝐸∗ of
system (2), respectively. 𝜆2 + (𝑎 + 𝑢 + 𝜌) 𝜆 + 𝑢 (𝑎 + 𝜌) (1 − R0 ) = 0. (14)
Theorem 3. If R0 ≤ 1, then the infection-free equilibrium By the Routh-Hurwitz theorem, 𝐸0 is locally asymptotically
𝐸0 is locally asymptotically stable and becomes unstable when stable when R0 ≤ 1. When R0 > 1, 𝐽(𝐸0 ) has a positive
R0 > 1. eigenvalue and 𝐸0 is unstable.
Proof. The Jacobian matrix of system (2) at 𝐸0 is Theorem 4. If R0 > 1 and 𝑑 − 𝑟 + 2𝑟𝑥/𝑥max > 0 for arbitrary
𝑥 ≥ 0, then the unique endemic equilibrium 𝐸∗ is locally
𝑛 (𝑥0 ) 𝜌 −𝑓 (𝑥0 , 0, 0) asymptotically stable.
𝐽 (𝐸0 ) = ( 0 − (𝑎 + 𝜌) 𝑓 (𝑥0 , 0, 0) ) . (13)
0 𝑘 −𝑢 Proof. The Jacobian matrix of system (2) at 𝐸∗ is
The characteristic equation of 𝐽(𝐸∗ ) can be written as Theorem 5. If R0 ≤ 1, then the infection-free equilibrium 𝐸0
is globally asymptotically stable.
𝜆3 + 𝑎1 𝜆2 + 𝑎2 𝜆 + 𝑎3 = 0, (16)
Proof. Consider a Lyapunov function
with
𝑎1 = 𝑎 + 𝜌 + 𝑢 − 𝑛 (𝑥∗ ) 𝑎+𝜌
𝐿 2 (𝑦, V) = 𝑦 + V. (19)
𝜕𝑓 (𝑥∗ , 𝑦∗ , V∗ ) 𝜕𝑓 (𝑥∗ , 𝑦∗ , V∗ ) 𝑘
+ V∗ − V∗ ,
𝜕𝑥 𝜕𝑦 Calculating the time derivative of 𝐿 2 (𝑦, V) along solutions of
𝜕𝑓 (𝑥∗ , 𝑦∗ , V∗ ) system (2), we obtain
𝑎2 = (𝑎 + 𝑢) V∗
𝜕𝑥
𝜕𝑓 (𝑥∗ , 𝑦∗ , V∗ ) 𝑢 (𝑎 + 𝜌)
− 𝑛 (𝑥∗ ) (𝑎 + 𝜌 + 𝑢 − V∗ ) 𝐿̇
2 (𝑦, V) = (𝑓 (𝑥, 𝑦, V) − )V
𝜕𝑦 (17) 𝑘
𝜕𝑓 (𝑥∗ , 𝑦∗ , V∗ ) 𝜕𝑓 (𝑥∗ , 𝑦∗ , V∗ ) 𝑢 (𝑎 + 𝜌)
−𝑘 V∗ − 𝑢 V∗ , ≤ (𝑓 (𝑥0 , 0, 0) − )V (20)
𝜕V 𝜕𝑦 𝑘
𝜕𝑓 (𝑥∗ , 𝑦∗ , V∗ ) 𝜕𝑓 (𝑥∗ , 𝑦∗ , V∗ )
𝑎3 = 𝑎𝑢 V∗ + 𝑢𝑛 (𝑥∗ ) V∗ 𝑢 (𝑎 + 𝜌)
𝜕𝑥 𝜕𝑦 = (R0 − 1) V.
𝑘
𝜕𝑓 (𝑥∗ , 𝑦∗ , V∗ )
+ 𝑘𝑛 (𝑥∗ ) V∗ .
𝜕V If R0 < 1, from Corollary 5.2 of Kuang [22], 𝐸0 is globally
asymptotically stable. Also, for R0 = 1, 𝐿̇2 (𝑦, V) = 0 implies
Since 𝑑 − 𝑟 + 2𝑟𝑥/𝑥max > 0, we have 𝑛 (𝑥∗ ) < 0. Therefore, that 𝑥(𝑡) = 𝑥0 . It is easy to show that the largest invariant
𝑎1 > 0, 𝑎2 > 0, 𝑎3 > 0. set where 𝐿̇2 (𝑦, V) = 0 is the singleton {𝐸0 }. By the LaSalle
(18)
invariance principle, 𝐸0 is globally asymptotically stable.
By direct calculation, we have 𝑎1 𝑎2 − 𝑎3 > 0. Then the Routh-
Hurwitz theorem implies that the infection equilibrium 𝐸∗ is Next, we prove that the infection equilibrium 𝐸∗ is glob-
locally asymptotically stable. ally asymptotically stable. We need the following theorem.
4. Global Stability of Equilibria Theorem 6. If R0 > 1, then system (2) is uniformly persistent.
In this section, we study the global stability of the infection- Proof. The result follows from an application of Theorem 4.6
free equilibrium 𝐸0 and the infection equilibrium 𝐸∗ of in [23], with 𝑋1 = int(R3+ ) and 𝑋2 = 𝜕R3+ . We only need to
system (2), respectively. prove that 𝐸0 is a weak repeller for 𝑋1 .
4 Abstract and Applied Analysis
Suppose that there exists a solution (𝑥(𝑡), 𝑦(𝑡), V(𝑡)) such System (23) always has a trivial equilibrium (0, 0). Since R0 >
that (𝑥(𝑡), 𝑦(𝑡), V(𝑡)) → 𝐸0 . When 𝑡 is sufficiently large, we 1 and continuously differentiable of the function 𝑓(𝑥, 𝑦, V),
have we have
The eigenvalues 𝜆 1 and 𝜆 2 of 𝐽(𝑢1∗ ,𝑢2∗ ) satisfy By looking at the Jacobian matrix of system (2) and
choosing the matrix 𝐻 as
𝑛 (𝑥) − 𝑚1 + 𝑚2 − (𝑎 + 𝜌) 𝑚3 𝑚3
[2]
𝐽 =( 𝑘 𝑛 (𝑥) − 𝑚1 − 𝑢 −𝑚2 + 𝜌 ), (32)
0 𝑚1 𝑚2 − (𝑎 + 𝜌 + 𝑢)
Abstract and Applied Analysis 5
where Hence,
𝜕𝑓 (𝑥, 𝑦, V) 𝜕𝑓 (𝑥, 𝑦, V) V
𝑚1 = V, 𝑚2 = V, 𝑔1 (𝑡) = 𝑛 (𝑥) − 𝑚1 + 𝑚2 − (𝑎 + 𝜌) + 𝑚3
𝜕𝑥 𝜕𝑦 𝑦
(33)
𝜕𝑓 (𝑥, 𝑦, V)
𝑚3 = V + 𝑓 (𝑥, 𝑦, V) . 𝑦̇ V 𝜕𝑓 (𝑥, 𝑦, V)
𝜕V = + 𝑛 (𝑥) − 𝑚1 + 𝑚2 + V
𝑦 𝑦 𝜕V
For the solution 𝑃(𝑡), system (30) becomes
𝑍̇ 𝑦̇
1 = (𝑛 (𝑥) − 𝑚1 + 𝑚2 − (𝑎 + 𝜌)) ≤ − (−𝑛 (𝑥)) (41)
𝑦
× 𝑍1 + 𝑚3 (𝑍2 + 𝑍3 ) ,
(34)
𝑍̇
2 = 𝑘𝑍1 + (𝑛 (𝑥) − 𝑚1 − 𝑢) 𝑍2 + (𝜌 − 𝑚2 ) 𝑍3 ,
𝑦̇ ∗
≤ −𝛼 ,
𝑍̇ 𝑦
3 = 𝑚1 𝑍2 + (𝑚2 − (𝑎 + 𝜌 + 𝑢)) 𝑍3 .
where 0 < 𝛼∗ = −max𝑥∈[0,𝑥0 ] 𝑛 (𝑥) and 𝜂 = min{𝛼∗ , 𝑎}. Theorem 8. Suppose R0 > 1 and 𝑎1 𝑎2 < 𝑎3 ; then system (2)
Therefore, has an orbitally asymptotically stable periodic solution.
𝐷+ 𝑉 (𝑡) ≤ sup {𝑔1 (𝑡) , 𝑔2 (𝑡)} 𝑉 (𝑡) , (38) Proof. The nonlinearities in system (2) are analytic in Ω.
We obtain that the conclusion follows from Theorem 1.2 in
where [26]. Take the domain for system (2) to be the interior of
V the positive orthant, in which the only steady state is 𝐸∗ . If
𝑔1 (𝑡) = 𝑛 (𝑥) − 𝑚1 + 𝑚2 − (𝑎 + 𝜌) + 𝑚3 ,
𝑦 R0 > 1 and 𝑎1 𝑎2 < 𝑎3 , then 𝐸∗ is unstable. The dissipativity
(39)
𝑘𝑦 𝑦̇ V̇ hypothesis of Theorem 1.2 in [26] follows from Theorems 1
𝑔2 (𝑡) = + ( − − 𝜂 − 𝑢) . and 6. System (2) is competitive in Ω and |𝐽𝐸∗ | = −𝑎3 < 0.
V 𝑦 V
Hence, all conditions of Theorem 1.2 in [26] are satisfied. This
From the second and third equations of system (2), we have completes the proof.
𝑦̇ 𝑓 (𝑥, 𝑦, V) V
= − (𝑎 + 𝜌) , 5. Examples
𝑦 𝑦
(40)
V̇ 𝑘𝑦 In this section, we give two examples to show the application
= − 𝑢.
V V of our theorems.
6 Abstract and Applied Analysis
Research Article
The Problem of Bicenter and Isochronicity for a
Class of Quasi Symmetric Planar Systems
Du Chaoxiong
Department of Mathematics, Hunan Shaoyang University, Shaoyang, Hunan 422000, China
Received 19 February 2014; Revised 5 April 2014; Accepted 5 April 2014; Published 29 April 2014
Copyright © 2014 Du Chaoxiong. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
We study a class of quasi symmetric seventh degree systems and obtain the conditions that its two singular points can be two centers
at the same step by careful computing and strict proof. In addition, the condition of an isochronous center is also given. In terms
of quasi symmetric systems, our work is interesting and obtained conclusions about bicenters are new.
1
− (𝑎3 + 2𝑎1 𝑥 − 2𝑎5 𝑥) 𝑦5 + 𝑥2 (𝑥 − 𝑦) 2. Preliminary Method to Compute Focal
2 Values and Periodic Constant
× (𝑥 + 𝑦) (𝑥 + 3𝑥2 + 3𝑦2 ) 𝛿, In order to continue this study, at first we introduce previous
1 5 methods to calculate focal values and periodic constants
𝑄6 (𝑥, 𝑦) = 𝑥 (1 + 3𝑥) + 𝑎4 𝑥4 (1 + 2𝑥) 𝑦 which are necessary for us to verify centers and isochronous
2
centers.
1 Consider the following real system:
− (1 + 4𝑎1 − 2𝑎5 ) 𝑥3 𝑦2 − (4𝑎1 − 𝑎5 ) 𝑥4 𝑦2
2
∞
− (𝑎4 − 𝑎6 ) 𝑥2 𝑦3 − (2𝑎3 + 𝑎5 ) 𝑥𝑦4 𝑑𝑥
= 𝛿𝑥 − 𝑦 + ∑ 𝑋𝑘 (𝑥, 𝑦) ,
𝑑𝑡 𝑘=2
1
− (3 + 8𝑎1 ) 𝑥2 𝑦4 − 𝑦5 (𝑎6 + 2𝑎4 𝑥 + 𝑎5 𝑦) ∞
(4)
2 𝑑𝑦
= 𝑥 + 𝛿𝑦 + ∑ 𝑌𝑘 (𝑥, 𝑦) ,
𝑑𝑡
− 𝑥3 𝑦 (𝑥 + 3𝑥2 + 3𝑦2 ) 𝛿, 𝑘=2
∞ 2𝑚+2
𝑑𝜃 𝑤𝑍 + 𝑧𝑊 𝑤𝑍𝑘+1 + 𝑧𝑊𝑘+1
= =1+∑ 𝜇𝑚 = ∑ [(𝑚 − 𝑘 + 2) 𝑎𝑘,𝑗−1
𝑑𝑡 2𝑧𝑤 𝑘=1
2𝑧𝑤
𝑘+𝑗=3
∞
1 − (𝑚 − 𝑗 + 2) 𝑏𝑗,𝑘−1 ] 𝑐𝑚−𝑘+2,𝑚−𝑗+2 .
=1+ ∑ ∑ (𝑎 +𝑏 ) 𝑒𝑖(𝛼−𝛽)𝜃 𝑟𝑚 .
2 𝑚=1 𝛼+𝛽=𝑚+2 𝛼,𝛽−1 𝛽,𝛼−1
(17)
(10)
According to the relation between systems (4) and (6), in And 𝜇𝑘 in Lemma 1 is called 𝑘th order singular point value
fact transformation (9) can be regarded as the following real at the origin of system (6).
polar coordinate transformation of (4)|𝛿=0 :
Lemma 2 (see [20]). For system (4) and any positive integer
𝑥 = 𝑟 cos 𝜃, 𝑦 = 𝑟 sin 𝜃. (11) 𝑚, among V2𝑚 (2𝜋), V𝑘 (2𝜋), and V𝑘 (𝜋), there exists the following
Under transformation (11), from (10) we have relation:
∞
𝑑𝑟 (𝑖𝑟/2) ∑𝑚=1 ∑𝛼+𝛽=𝑚+2 (𝑎𝛼,𝛽−1 − 𝑏𝛽,𝛼−1 ) 𝑒𝑖(𝛼−𝛽)𝜃 𝑟𝑚 1
= . V2𝑚 (2𝜋) =
𝑑𝜃 1 + (1/2) ∑∞
𝑚=1 ∑𝛼+𝛽=𝑚+2 (𝑎𝛼,𝛽−1 + 𝑏𝛽,𝛼−1 ) 𝑒
𝑖(𝛼−𝛽)𝜃 𝑟𝑚 1 + V1 (𝜋)
(12) 𝑚−1
(18)
(0) (𝑘)
For the complex constant ℎ, |ℎ| ≪ 1, we write the solution × [𝜉𝑚 (V1 (2𝜋) − 1) + ∑ 𝜉𝑚 V2𝑘+1 (2𝜋)] ,
of (12) associated with the initial condition 𝑟|𝜃=0 = ℎ as 𝑘=1
∞
(𝑘)
𝑟 = 𝑟̃ (𝜃, ℎ) = ℎ + ∑ V𝑘 (𝜃) ℎ𝑘 , (13) where 𝜉𝑚 are all polynomials of V1 (𝜋), V2 (𝜋), . . . , V𝑚 (𝜋) and
𝑘=2 V1 (2𝜋), V2 (2𝜋), . . . , V𝑚 (2𝜋) with rational coefficients.
in which V2𝑘+1 (2𝜋) (𝑘 = 1, 2, . . .) are called the 𝑘th focal value
of the origin of (4). Obviously, We can imply that V2𝑚 (2𝜋) = 0 when V1 (2𝜋) =
From (13), it is clear that the origin of (4) is a center 1, V2𝑘+1 (2𝜋) = 0, 𝑘 = 1, 2, . . . , 𝑚 − 1.
if and only if all V2𝑘+1 (2𝜋) = 0 (𝑘 = 1, 2, . . .). Hence the
Lemma 3 (see [20]). For system (4)|𝛿=0 , (6), and any positive
computation of focal value plays an important role for settling
integer 𝑚, the following assertion holds:
the center problem. Liu and Li [19] gave some methods to
compute focal values. Next we will introduce our method to
𝑚−1
calculate focal value through the following three lemmas. (𝑘)
V2𝑘+1 (2𝜋) = 𝑖𝜋 (𝜇𝑚 + ∑ 𝜉𝑚 𝜇𝑘 ) , (19)
Lemma 1 (see [20, 21]). For system (6), one can derive 𝑘=1
𝑖𝑓 (𝛼 = 𝛽 = 0, 𝛽 ≠1) 𝑜𝑟 𝛼 < 0, 𝑜𝑟 𝛽 < 0, Remark 5. In fact, Lemmas 1–4 have given a method to find
(16)
original center condition of (4).
𝑡ℎ𝑒𝑛 𝑐𝛼,𝛽 = 0, What is the isochronous center condition of the origin
of (4) if the origin of (4) is a center? Next we introduce our
or else method to obtain the isochronous𝜑 center condition.
1 We denote that 𝜏(𝜑, ℎ) = ∫0 (𝑑𝑡/𝑑𝜃)𝑑𝜃. From (10), we
𝑐𝛼,𝛽 =
𝛽−𝛼 have
𝛼+𝛽+2
× ∑ [(𝛼 − 𝑘 + 1) 𝑎𝑘,𝑗−1 𝜏 (𝜑, ℎ)
𝑘+𝑗=3
𝜑
𝑑𝑡
− (𝛽 − 𝑗 + 1) 𝑏𝑗,𝑘−1 ] 𝑐𝛼−𝑘+1,𝛽−𝑗+1 , =∫ 𝑑𝜃
0 𝑑𝜃
4 Abstract and Applied Analysis
𝜑
1 ∞ where 𝑐𝑘+1,𝑘 = 𝑑𝑘+1,𝑘 = 0, 𝑘 = 1, 2, . . ., such that
= ∫ [1 + ∑ ∑ (𝑎𝛼,𝛽−1 + 𝑏𝛽,𝛼−1 )
0 2 𝑚=1 𝛼+𝛽=𝑚+2 ∞
[ 𝑑𝑓
= 𝑓 (𝑧, 𝑤) + ∑𝑝𝑗 𝑧𝑗+1 𝑤𝑗 ,
−1 𝑑𝑇 𝑗=1
∞ (27)
×𝑒 𝑟̃ (𝜃, ℎ) ] 𝑑𝜃.
𝑖(𝛼−𝛽)𝜃 𝑚 𝑑𝑔
= −𝑔 (𝑧, 𝑤) − ∑𝑞𝑗 𝑤𝑗+1 𝑧𝑗 ,
] 𝑑𝑇 𝑗=1
(21)
and when 𝑘 − 𝑗 − 1 ≠0, 𝑐𝑘𝑗 and 𝑑𝑘,𝑗 are determined by the
Definition 6. For a sufficiently small complex constant ℎ, the recursive formulas
origin of system (6) is called a complex center if 𝑟̃(2𝜋, ℎ) ≡ ℎ 1
of (13), and the origin is a complex isochronous center if 𝑐𝑘𝑗 =
𝑗+1−𝑘
𝑟̃ (2𝜋, ℎ) ≡ ℎ, 𝜏 (2𝜋, ℎ) ≡ 2𝜋. (22) 𝑘+𝑗+1
× ∑ [(𝑘 − 𝛼 + 1) 𝑎𝛼,𝛽−1
Lemma 7 (see [19]). For system (6), one can derive uniquely 𝛼+𝛽=3
𝑑𝜉 ∞
𝑑𝜂 ∞ − (𝑗 − 𝛽 + 1) 𝑎𝛽,𝛼−1 ] 𝑑𝑘−𝛼+1,𝑗−𝛽+1 ,
= 𝜉 + ∑𝑝𝑗 𝜉𝑗+1 𝜂𝑗 , = −𝜂 − ∑ 𝑞𝑗 𝜂𝑗+1 𝜉𝑗 . (24)
𝑑𝑇 𝑑𝑇
𝑗=1 𝑗=1 and for any positive integer 𝑗, 𝑝𝑗 , and 𝑞𝑗 are determined by the
recursive formulas
Let 𝜇0 = 𝜏0 = 0, 𝜇𝑘 = 𝑝𝑘 − 𝑞𝑘 , 𝜏𝑘 = 𝑝𝑘 + 𝑞𝑘 , 𝑘 = 1, 2, . . .,
in which 𝜇𝑘 is 𝑘th singular point value of the origin of system 2𝑗+2
Lemma 9 (see [19]). Suppose that the origin of system (6) is a 𝑞𝑗 = ∑ [(𝑗 − 𝛼 + 2) 𝑏𝛼,𝛽−1
𝛼+𝛽=3
complex center (i.e., all 𝜇𝑚 = 0, 𝑚 = 1, 2, . . .) and there exists
a positive integer 𝑘, such that 𝜏0 = 𝜏1 = ⋅ ⋅ ⋅ = 𝜏𝑘−1 = 0, 𝜏𝑘 ≠0;
− (𝑗 − 𝛽 + 1) 𝑎𝛽,𝛼−1 ] 𝑑𝑗−𝛼+2,𝑗−𝛽+1 .
then
In (28) and (29), we have taken 𝑐1,0 = 𝑑1,0 = 1, 𝑐0,1 = 𝑑0,1 = 0,
𝜏 (2𝜋, ℎ) = 𝜋 [2 − 𝜏𝑘 ℎ2𝑘 + 𝑜 (ℎ2𝑘 )] . (25)
and if 𝛼 < 0 or 𝛽 < 0, we take 𝑎𝛼𝛽 = 𝑏𝛼𝛽 = 𝑐𝛼𝛽 = 𝑑𝛼𝛽 = 0.
It is clear that the origin of system (6) is a complex Theorem B (see [19]). Let 𝑝0 = 𝑞0 = 𝑝0 = 𝑞0 = 0. If there is a
isochronous center if and only if all 𝜇𝑘 = 𝜏𝑘 = 0, 𝑘 = positive integer 𝑚, such that
1, 2, 3, . . ..
For the problem of the computation of 𝜏𝑘 , [14] gives the 𝑝0 = 𝑞0 = 𝑝1 = 𝑞1 = ⋅ ⋅ ⋅ = 𝑝𝑚−1 = 𝑞𝑚−1 = 0, (30)
following two theorems.
then
Theorem A (see [19]). For system (6), one can derive uniquely
the formal series 𝑝0 = 𝑞0 = 𝑝1 = 𝑞1 = ⋅ ⋅ ⋅ = 𝑝𝑚−1
= 𝑞𝑚−1 = 0,
(31)
∞ 𝑝𝑚 = 𝑝𝑚 , 𝑞𝑚 = 𝑞𝑚 ,
𝑘 𝑗
𝑓 (𝑧, 𝑤) = 𝑧 + ∑ 𝑐𝑘𝑗 𝑧 𝑤,
𝑘+𝑗=2
and vice versa.
∞ (26)
𝑔 (𝑧, 𝑤) = 𝑤 + ∑ 𝑑𝑘,𝑗 𝑤𝑘 𝑧𝑗 , Actually, Lemma 7 and the above two theorems give an
𝑘+𝑗=2 algorithm to compute 𝜏𝑚 . For any positive integer 𝑚, in
Abstract and Applied Analysis 5
order to compute 𝜏𝑚 , we only need to carry out the addition, Obviously point (−𝑥, −𝑦) satisfies (36) if (𝑥, 𝑦) satisfies
subtraction, multiplication, and division to the coefficients (36); then system (36) is a class of 𝑧2 -equivariant cubic
of system (6). The algorithm is recursive. It avoids some systems about the origin. Hence system (34) is a class
complicated integrating operations and solving equations. In of 𝑧2 -equivariant cubic systems about point (−1, 0). Proof
addition, it can be easily realized by computer algebra systems ends.
such as Mathematica.
Notice that the complex period constants are polynomials After making transformations (32) and (33), system (2)
of the coefficients of system (6). According to the Hilbert basis becomes a symmetric system about point (−1, 0) (i.e., system
theorem, there exists 𝑚 ∈ N such that all 𝜏𝑘 = 0 (𝑘 = 1, 2, . . .) (34)), so here we call system (2) a class of quasi symmetric
if and only if 𝜏1 = 𝜏2 = ⋅ ⋅ ⋅ = 𝜏𝑚 = 0. We say that the systems. In fact, through investigating the center condition
set {𝜏1 , 𝜏2 , . . . , 𝜏𝑚 } is a period constant basis of system (6). To of the origin of system (34), those of the infinity and the
determine isochronous center of a system, the key idea is to elementary focus point (−1/2, 0) of (2) can been forecasted.
find a period constant basis. In order to investigate the centers problem of (2), we may
as well study system (34) or system (36).
Remark 10. Lemma 7 and Theorems A and B offer a method Making the transformation
to find a necessary condition of isochronicity.
𝑧 = 𝑢 + 𝑖V, 𝑤 = 𝑢 − 𝑖V, 𝑇 = 𝑖𝜏, 𝑖 = √−1,
3. The Reduction and Bicenter Condition of (37)
System (2) system (34)|𝛿 = 0 becomes
After introducing the method to calculate the focal values and
𝑑𝑧
period constants of system (4), we try to make some appropri- = 𝑧 + 𝑍2 (𝑧, 𝑤) + 𝑍3 (𝑧, 𝑤) ,
ate transformations so as to carry out our investigation about 𝑑𝑇
(38)
system (2). 𝑑𝑤
By means of Bendixson homeomorphous transformation = −𝑤 − 𝑊2 (𝑧, 𝑤) − 𝑊3 (𝑧, 𝑤) ,
𝑑𝑇
𝑥 𝑦 in which
𝑢= , V= , (32)
𝑥 2 + 𝑦2 𝑥 2 + 𝑦2
1 1
and time transformation 𝑍2 (𝑧, 𝑤) = (3 − 4𝑎1 − 4𝑖𝑎4 − 2𝑎5 ) 𝑧2 + (3 + 2𝑎5 ) 𝑧𝑤
8 4
3 1
𝑑𝑡 = (𝑥2 + 𝑦2 ) 𝑑𝜏, (33) + (3 + 4𝑎1 + 4𝑖𝑎4 − 2𝑎5 ) 𝑤2 ,
8
system (2) can be transformed into the following real system: 1
𝑍3 (𝑧, 𝑤) = (1 − 2𝑎1 + 2𝑎3 − 2𝑖𝑎4 − 2𝑎5 + 2𝑖𝑎6 ) 𝑧3
𝑑𝑢 3𝛿 𝛿 16
= 𝛿𝑢 − V + 𝑢2 + 2𝑎1 𝑢V + 𝑢3 + 𝑎1 𝑢2 V + 𝑎3 V3 ,
𝑑𝜏 2 2 1
+ (3 − 2𝑎1 − 6𝑎3 − 2𝑖𝑎4 + 2𝑎5 − 6𝑖𝑎6 ) 𝑧2 𝑤
𝑑V 3 1 16
= 𝑢 + 𝛿V + 𝑢2 + 2𝑎4 𝑢V + 𝑎5 V2 + 𝑢3 (34)
𝑑𝜏 2 2 1
+ (3 + 2𝑎1 + 6𝑎3 + 2𝑖𝑎4 + 2𝑎5 + 6𝑖𝑎6 ) 𝑧𝑤2
16
+ 𝑎4 𝑢2 V + 𝑎5 𝑢V2 + 𝑎6 V3 .
1
+ (1 + 2𝑎1 − 2𝑎3 + 2𝑖𝑎4 − 2𝑎5 − 2𝑖𝑎6 ) 𝑤3 ,
After making the above two transformations, the infinity 16
and the elementary focus point (−1/2, 0) of (2), respectively,
1 1
become the origin and (−2, 0) of system (34). For system (34), 𝑊2 (𝑧, 𝑤) = (3 − 4𝑎1 + 4𝑖𝑎4 + 2𝑎5 ) 𝑤2 + (3 + 2𝑎5 ) 𝑧𝑤
we have the following theorem. 8 4
1
Theorem 11. System (34) is a class of 𝑧2 -equivariant cubic + (3 + 4𝑎1 − 4𝑖𝑎4 − 2𝑎5 ) 𝑤2 ,
8
systems about point (−1, 0).
1
𝑊3 (𝑧, 𝑤) = (1 + 2𝑎1 − 2𝑎3 − 2𝑖𝑎4 − 2𝑎5 + 2𝑖𝑎6 ) 𝑧3
Proof. By means of translation transformation 16
𝑢 = 𝑥 − 1, V = 𝑦, 1
(35) + (3 + 2𝑎1 + 6𝑎3 − 2𝑖𝑎4 + 2𝑎5 − 6𝑖𝑎6 ) 𝑧2 𝑤
16
system (34) turns into the following system: 1
+ (3 − 2𝑎1 − 6𝑎3 + 2𝑖𝑎4 + 2𝑎5 + 6𝑖𝑎6 ) 𝑧𝑤2
𝑑𝑥 𝛿 𝛿 16
= − 𝑥 − (𝑎1 + 1) 𝑦 + 𝑥3 + 𝑎1 𝑥2 𝑦 + 𝑎3 𝑦3 ,
𝑑𝜏 2 2 1
(36) + (1 − 2𝑎1 + 2𝑎3 + 2𝑖𝑎4 − 2𝑎5 − 2𝑖𝑎6 ) 𝑤3 .
𝑑𝑦 1 16
+ (𝛿 − 𝑎4 ) 𝑦 + 𝑥3 + 𝑎4 𝑥2 𝑦 + 𝑎5 𝑥𝑦2 + 𝑎6 𝑦3 . (39)
𝑑𝜏 2
6 Abstract and Applied Analysis
System (38) is called the complex concomitant system if 𝑎3 𝑎4 = 0, from Lemma 1, we obtain that 𝜇𝑘 = 0, 𝑘 =
of system (34). Clearly system (38) belongs to the class of 2, 3, 4, 5. Hence let 𝑎1 = 1/4; then
system (6), so we can use the formulas of Lemma 1 and 𝑖
the conclusion of Lemma 4 to compute and simplify the 𝜇3 = 𝑎 𝑎 (84𝑎3 − 16𝑎42 − 45) . (47)
singular points values by using computational software such 384 3 4
as Mathematica; we obtain the following theorem. Moreover let 𝑎3 = (1/84) (45 + 16𝑎42 ); then
Theorem 12. The first 5 singular points’ values of the origin for 𝑖 2
𝜇3 = 0, 𝜇4 = 𝑎4 (3 + 2𝑎42 ) (45 + 16𝑎42 ) ;
(38) are as follows: 169344
(48)
𝑖
𝜇1 = (2𝑎4 + 2𝑎4 𝑎5 − 3𝑎6 ) ; while if 𝑎4 ≠0, then 𝜇4 ≠0; at this time only four singular point
4 values can be obtained.
𝑖 (2) If 𝑎5 ≠− 1, letting
𝜇2 = 𝑎4 [(1 + 𝑎5 ) (18 + 18𝑎1 + 8𝑎42 ) (40)
36
3 (4𝑎3 𝑎5 − 6𝑎1 𝑎5 − 6𝑎5 + 4𝑎1 𝑎3 + 3𝑎3 − 6𝑎1 − 6)
−𝑎3 (9 + 12𝑎1 + 12𝑎5 ) ] ; 𝑎42 = ,
(8 + 8𝑎5 )
(49)
(1) if 𝑎5 = −1, then
then
𝑖 𝑖𝑎3 𝑎4
𝜇2 = − 𝑎3 𝑎4 (4𝑎1 − 1) ; 𝜇2 = 0; 𝜇3 = (4𝑎1 − 10𝑎5 − 11) ℎ0 . (50)
12 96 (1 + 𝑎5 )
𝑖
𝜇3 = 𝑎 𝑎 (84𝑎3 − 16𝑎42 − 45) ; (41) Because 𝑎3 𝑎4 ℎ0 = 0 will induce 𝜇3 = 𝜇4 = 𝜇5 = 0, let 𝑎5 =
384 3 4
(1/10) (4𝑎1 − 11); at this time
𝑖 2
𝜇4 = 𝑎4 (3 + 2𝑎42 ) (45 + 16𝑎42 ) ; 7𝑖𝑎3 𝑎4
169344 𝜇4 = − (1 + 𝑎1 − 5𝑎3 )
1500 (51)
(2) if 𝑎5 ≠− 1, then
× (29𝑎12 − 𝑎1 − 2 + 28𝑎13 + 45𝑎3 − 105𝑎1 𝑎3 ) ,
𝑖𝑎3 𝑎4
𝜇3 = (4𝑎1 − 10𝑎5 − 11) ℎ0 ; while 𝑎3 𝑎4 (29𝑎12 − 𝑎1 − 2 + 28𝑎13 + 45𝑎3 − 105𝑎1 𝑎3 ) = 0 will
96 (1 + 𝑎5 )
induce 𝜇4 = 𝜇5 = 0, let 𝑎1 = 5𝑎3 − 1; then
7𝑖𝑎3 𝑎4
𝜇4 = − (1 + 𝑎1 − 5𝑎3 ) 7𝑖 4
1500 (42) 𝜇5 = 𝑎 𝑎 (11 − 76𝑎3 + 140𝑎32 ) . (52)
× (29𝑎12 − 𝑎1 − 2 + 28𝑎13 + 45𝑎3 − 105𝑎1 𝑎3 ) ; 36 3 4
Proof ends.
7𝑖 4
𝜇5 = 𝑎 𝑎 (11 − 76𝑎3 + 140𝑎32 )
36 3 4
Remark. The equation 11−76𝑎3 +140𝑎32 = 0 has not real roots,
in which so only five singular point values exist.
From Theorem 12 and Lemma 4, we have the following
ℎ0 = − 6 − 10𝑎1 − 4𝑎12 + 3𝑎3 + 6𝑎1 𝑎3 − 10𝑎5 theorem.
(43)
− 14𝑎1 𝑎5 − 4𝑎12 𝑎5 + 6𝑎3 𝑎5 − 4𝑎52 − 4𝑎1 𝑎52 .
Theorem 13. The first 5 focal values of the origin of (21) (or
In the above expressions of 𝜇𝑘 , one lets 𝜇𝑖 = 0, 𝑖 = 1, 2, . . ., 𝑘−1. the first 5 general focal values of the infinity and the elementary
focus (−1/2, 0) of (4)) are as follows:
Proof. According to Lemma 1, we have 𝜋
V3 = − (2𝑎4 + 2𝑎4 𝑎5 − 3𝑎6 ) ;
𝑖 4
𝜇1 = (2𝑎4 + 2𝑎4 𝑎5 − 3𝑎6 ) . (44)
4 𝜋
V5 = − 𝑎4 [(1 + 𝑎5 ) (18 + 18𝑎1 + 8𝑎42 ) (53)
Let 𝑎6 = (2/3)𝑎4 (1 + 𝑎5 ); then 36
−𝑎3 (9 + 12𝑎1 + 12𝑎5 ) ] .
𝜇1 = 0;
𝑖 (1) If 𝑎5 = −1, then
𝜇2 = 𝑎 [(1 + 𝑎5 ) (18 + 18𝑎1 + 8𝑎42 ) (45)
36 4 𝜋
V5 = 𝑎 𝑎 (4𝑎1 − 1) ;
−𝑎3 (9 + 12𝑎1 + 12𝑎5 ) ] . 12 3 4
𝜋
(1) If 𝑎5 = −1, then V7 = − 𝑎 𝑎 (84𝑎3 − 16𝑎42 − 45) . (54)
384 3 4
𝑖 𝜋 2
𝜇2 = − 𝑎 𝑎 (4𝑎1 − 1) ; (46) V9 = − 𝑎4 (3 + 2𝑎42 ) (45 + 16𝑎42 ) .
12 3 4 169344
Abstract and Applied Analysis 7
(2) If 𝑎5 ≠− 1, then then system (57) has an integral factor 𝑀1 (𝑥, 𝑦) = 𝑓1−1 and a
(𝑎 +𝑎 )
first integral 𝐹1 (𝑥, 𝑦) = 𝑓1 𝑓2 1 5 , in which
𝜋𝑎3 𝑎4
V7 = − (4𝑎1 − 10𝑎5 − 11) ℎ0 ,
96 (1 + 𝑎5 ) 2
𝑓1 = 𝑔12 − [2𝑎3 + (𝑎1 − 𝑎5 ) ] 𝑔22 , (59)
7𝜋𝑎3 𝑎4
V9 = (1 + 𝑎1 − 5𝑎3 ) 1/√2𝑎3 +(𝑎1 −𝑎5 )2
1500 {
{
(55) {
{ 𝑔 + √2𝑎3 + (𝑎1 − 𝑎5 )2 𝑔2
{
{ 1
× (29𝑎12 − 𝑎1 − 2 + 28𝑎13 + 45𝑎3 − 105𝑎1 𝑎3 ) , {
{ ( ) ,
{
{ √ 2
{
{ 𝑔 1 − 2𝑎3 + (𝑎 1 − 𝑎5 ) 𝑔2
7𝜋 4 {
{
{
{ 2
V11 = − 𝑎 𝑎 (11 − 76𝑎3 + 140𝑎32 ) . {
{
if 2𝑎3 + (𝑎1 − 𝑎5 ) > 0;
36 3 4 {
{
{
{ 2 (−1 + 𝑥2 + 2𝑎5 𝑦2 )
𝑓2 = { exp ,
in which {
{ 2 + (𝑎1 + 𝑎5 ) (1 − 𝑥2 + 𝑎1 𝑦2 − 𝑎5 𝑦2 )
{
{ 2
{
{ if 2𝑎3 + (𝑎1 − 𝑎5 ) = 0;
ℎ0 = − 6 − 10𝑎1 − 4𝑎12 + 3𝑎3 + 6𝑎1 𝑎3 − 10𝑎5 {
{
{
{
(56) {
{ 2 𝑔
− 14𝑎1 𝑎5 − 4𝑎12 𝑎5 + 6𝑎3 𝑎5 − 4𝑎52 − 4𝑎1 𝑎52 . {
{ arctan 2 ) ,
{exp (
{ 𝑔1
{
{ √−2𝑎3 − (𝑎1 − 𝑎5 )2
{
{
In the above expressions of V2𝑘+1 , we have let V2𝑖−1 = 0, 𝑖 = { 2
{ if 2𝑎3 + (𝑎1 − 𝑎5 ) < 0.
2, . . . , 𝑘.
(60)
According to Theorem 13, it is easy to obtain the following
Considering that system (34) can turn into system (36) by
theorem.
making transformations, hence the origin of (34) is a center
Theorem 14. The first 5 focal values of the origin of (34) (or when (𝐻1 ) holds; moreover, the infinity and the elementary
the first 5 focal values of the infinity and the elementary focus focus (−1/2, 0) of (2) are two centers.
(−1/2, 0) of (2)) vanish if and only if one of the following (2.2) If (𝐻2 ) holds, then (36)|𝛿=0 becomes
conditions holds:
𝑑𝑥 4 2 1
= 𝑎4 𝑦 − (9 + 4𝑎42 ) 𝑥2 𝑦,
(𝐻1 ) 𝑎4 = 𝑎6 = 0; 𝑑𝜏 9 9
(𝐻2 ) 𝑎42 = −(9/4)(1 + 𝑎1 ) > 0, 𝑎3 = 0, 𝑎6 = (2/3)𝑎4 (1 + 𝑎5 ), 𝑑𝑦 1 1
= − 𝑥 − 𝑎4 𝑦 + 𝑥3 + 𝑎4 𝑥2 𝑦 + 𝑎5 𝑥𝑦2 (61)
𝑎5 ≠− 1; 𝑑𝜏 2 2
(𝐻3 ) 𝑎6 = (2/3)𝑎4 (1 + 𝑎5 ), 𝑎5 ≠− 1, 𝑎3 ≠0, 𝑎42 = 3 (4𝑎3 𝑎5 − 2
6𝑎1 𝑎5 − 6𝑎5 + 4𝑎1 𝑎3 + 3𝑎3 − 6𝑎1 − 6)/(8 + 8𝑎5 ) > 0, + 𝑎4 (1 + 𝑎5 ) 𝑦3 ,
3
ℎ0 = 0.
while system (61) has an integral factor
Theorem 15. The origin of (34) is a center (the infinity and the
elementary focus (−1/2, 0) of (2) are two centers), if and only (9−8𝑎42 +18𝑎5 )/2
𝑀2 (𝑥, 𝑦) = 𝑓3−3 𝑓4 (62)
if one of the conditions (𝐻1 ), (𝐻2 ), and (𝐻3 ) holds.
and a first integral
Proof. (1) According to Theorem 14, if the origin of (34) is
a center (the infinity and the elementary focus (−1/2, 0) of 9(3+2𝑎5 )/2
𝐹2 = (3𝑥 + 4𝑎4 𝑦) 𝑓3−2 𝑓4
(2) are two general centers), then one of the conditions (𝐻1 ),
(𝐻2 ), and (𝐻3 ) holds. So necessary condition is correct. 9(3+2𝑎 )/2 (63)
𝑓4 5
𝑑𝑥
(2) Next we prove sufficient condition. −6 (1 + 𝑎5 ) ∫ ,
(2.1) If (𝐻1 ) holds, then (36)|𝛿=0 becomes 9 + (9 + 4𝑎42 ) (−1 + 𝑥2 )
𝑑𝑥 in which
= − (𝑎1 + 1) 𝑦 + 𝑎1 𝑥2 𝑦 + 𝑎3 𝑦3 .
𝑑𝜏 𝑓3 = 3𝑥 + 2𝑎4 𝑦,
(57)
𝑑𝑦 1 1
= − 𝑥 + 𝑥3 + 𝑎5 𝑥𝑦2 2
{[9 + (9 + 4𝑎2 ) (−1 + 𝑥2 )]1/(9+4𝑎4 ) , if 9 + 4𝑎2 ≠0;
𝑑𝜏 2 2
𝑓4 = { 4 4
(−1+𝑥2 )/9 2
Letting { 𝑒 , if 9 + 4𝑎4 = 0.
(64)
𝑔1 (𝑥, 𝑦) = 2 + 𝑎1 + 𝑎5 − 𝑎1 𝑥2 − 𝑎5 𝑥2 − 2𝑎3 𝑦2
Considering that system (34) can turn into system (36) by
+ 2𝑎1 𝑎5 𝑦2 − 2𝑎52 𝑦2 , (58) making transformations, hence the origin of (34) is a center
when (𝐻2 ) holds; moreover, the infinity and the elementary
𝑔2 (𝑥, 𝑦) = −1 + 𝑥2 + 2𝑎5 𝑦2 , focus (−1/2, 0) of (2) are two centers.
8 Abstract and Applied Analysis
(𝐶2 ) 𝑎1 = −3, 𝑎3 = 0, 𝑎5 = −9. which satisfy 𝑑𝑢1 /𝑑𝜏 = 𝑢1 , 𝑑V1 /𝑑𝜏 = −V1 , so the origin of
system (74) is an isochronous center.
Proof. By computing the resultant of 𝜏2 and 𝜏3 about variable (2) If (𝐶2 ) holds, then system (66) becomes
𝑎1 , we have
𝑑𝑢
1 2 = −V − 6𝑢V − 3𝑢2 V,
Resultant [𝜏3 , 𝜏2 , 𝑎1 ] = (9 + 𝑎5 ) (3 + 2𝑎5 ) 𝑅, 𝑑𝜏 (76)
212576400 𝑑V 3 1
(71) = 𝑢 + 𝑢2 − 9V2 + 𝑢3 − 9𝑢V2 .
𝑑𝜏 2 2
in which For (76), make the following analytic polar transformations:
𝑅 = 4214349 + 14258511𝑎5 + 18779526𝑎52 + 12158343𝑎53 𝑢 (𝑢 − 1) (𝑢 − 2)
𝑢2 = ,
+ 4086747𝑎54 + 727632𝑎55 + 69888𝑎56 + 1024𝑎57 . √2(3𝑢 − (3/2)𝑢2 − 1/2)3/2
(72) (77)
√2V
V2 = 3/2
,
Also the resultant of 𝑅 and ℎ2 about 𝑎5 is as follows: (3𝑢 − (3/2)𝑢2 − 1/2)
Resultant [𝑅, ℎ2 , 𝑎5 ] = −28488259 ⋅ ⋅ ⋅ ≠0, (73) which satisfy 𝑑𝑢2 /𝑑𝜏 = 𝑢2 , 𝑑V2 /𝑑𝜏 = −V2 , so the origin of
system (76) is an isochronous center.
which shows that 𝑅 = 0 cannot deduce 𝜏2 = 𝜏3 = 𝜏4 = 0.
From (71), let 𝜏2 = 𝜏3 = 𝜏4 = 0; then
Considering that system (34) is a class of 𝑧2 -equivariant
Resultant[𝜏3 , 𝜏2 , 𝑎1 ] = 0; hence 𝑎5 = −3/2 or 𝑎5 = −9.
cubic systems about point (−1, 0), we have the following
If 𝑎5 = −3/2, then 𝜏4 = 0; continue to let 𝜏3 = 0 (i.e.,
Theorem.
ℎ1 = 0); then 𝑎1 = −3/2; next let 𝜏1 = 0; then 𝑎3 = 1/2.
Hence condition (𝐶1 ) holds. At the same time, if condition Theorem 19. If one of the conditions (𝐶1 ) and (𝐶2 ) holds under
(𝐶1 ) holds, it is easy to obtain that 𝜏1 = 𝜏2 = 𝜏3 = 𝜏4 = 0. condition (𝐻1 ), then the origin and point (−2, 0) of system (34)
If 𝑎5 = −9, then 𝜏4 = 0; continue to let 𝜏3 = 0 (i.e., ℎ1 = 0); are two isochronous centers.
then 𝑎1 = −3; next let 𝜏1 = 0; then 𝑎3 = 0. Hence condition
(𝐶2 ) holds. At the same time, if condition (𝐶2 ) holds, it is easy Considering that system (2) can be changed into system
to obtain that 𝜏1 = 𝜏2 = 𝜏3 = 𝜏4 = 0. (34) under the transformations (32) and (33), ulteriorly, we
have the following Theorem.
Clearly, condition (𝐶1 ) or (𝐶2 ) is necessary for the
isochronicity of the origin of system (66) or (67). Moreover, Theorem 20. If one of the conditions (𝐶1 ) and (𝐶2 ) holds
we will prove that condition (𝐶1 ) or (𝐶2 ) is sufficient under condition (𝐻1 ), then the singular point (−1/2, 0) of
condition for the isochronicity of the origin of system (66) system (2) is an isochronous center.
or (67).
Theorem 18. The origin of system (66) or (67) is an 4.2. The Isochronicity of Case (𝐻2 ). If condition (𝐻2 ) holds,
isochronous center if and only if one of (𝐶1 ) and (𝐶2 ) holds. then system (34)|𝛿=0 becomes
𝑑𝑢 1
Proof. If the origin of system (66) or (67) is an isochronous = − V (9 + 18𝑢 + 8𝑎42 𝑢 + 9𝑢2 + 4𝑎42 𝑢2 ) ,
center, according to Theorem 17, then one of (𝐶1 ) and (𝐶2 ) 𝑑𝜏 9
holds. Hence, the necessary condition is proved. 𝑑V 1
Next we will prove the sufficient condition. = (6𝑢 + 9𝑢2 + 3𝑢3 + 12𝑎4 𝑢V + 6𝑎4 𝑢2 V (78)
(1) If (𝐶1 ) holds, then system (66) becomes 𝑑𝜏 6
+6𝑎5 V2 + 6𝑎5 𝑢V2 + 4𝑎4 V3 + 4𝑎4 𝑎5 V3 ) .
𝑑𝑢 1
= − V (2 + 6𝑢 + 3𝑢2 − V2 ) ,
𝑑𝜏 2 System (78) complex concomitant system belongs to the
(74)
𝑑V 1 form of (38). Hence we can use formulas (28) and (29) of
= (1 + 𝑢) (2𝑢 + 𝑢2 − 3V2 ) . Theorem A and 𝜏𝑘 = 𝑝𝑘 + 𝑞𝑘 = 𝑝𝑘 + 𝑞𝑘 to compute periodic
𝑑𝜏 2
constants of system (78).
For (74), make the following analytic polar transformations:
Theorem 21. The first three period constants of the origin of
2𝑢 + 5𝑢2 + 4𝑢3 + 𝑢4 + 3V2 + 4𝑢V2 + 2𝑢2 V2 + V4 system (78) are as follows:
𝑢1 = 2
,
2(1 + 2𝑢 + 𝑢2 + V2 ) 1
(75) 𝜏1 = (−891 − 306𝑎42 − 32𝑎44 − 891𝑎5
(1 + 𝑢) V 486
V1 = 2
,
(1 + 2𝑢 + 𝑢2 + V2 ) −180𝑎42 𝑎5 − 162𝑎52 ) ,
10 Abstract and Applied Analysis
From Theorem 21, 𝜏3 = 0 has not real number roots. + 963495𝑏46 − 131355𝑏48 + 8100𝑏410
Hence under condition (𝐻2 ), the origin of system (78) cannot
become an isochronous center. Accordingly, the singular − 43826805𝑟 + 68754285𝑏42 𝑟 − 37919070𝑏44 𝑟
point (−1/2, 0) of system (2) cannot become an isochronous
center under condition (𝐻2 ). + 11032200𝑏46 𝑟 − 1939005𝑏48 𝑟 + 195615𝑏410 𝑟
System (80) complex concomitant system belongs to the Through analyzing the expressions of 𝜏𝑖 , 𝑖 = 1, 2, 3 of
form of (38). Hence we can use formulas (28) and (29) of Theorem 22, we have the following theorem.
Theorem A and 𝜏𝑘 = 𝑝𝑘 + 𝑞𝑘 = 𝑝𝑘 + 𝑞𝑘 to compute periodic
constants of system (80). Theorem 23. Note that 𝜏1 = 𝜏2 = 𝜏3 = 0 of Theorem 22 have
not solutions.
Theorem 22. If condition (81) holds (i.e., (𝐻3 ) holds), then the
first three period constants of the origin of system (80) are as Proof. By computing carefully in personal computer, we
follows: obtain
1 1 1
𝜏1 = 𝑙1 , 𝜏2 = 𝑙, 𝜏3 = 𝑙, (82) 𝑅1 = Resultant [𝑙1 , 𝑙2 , 𝑟]
6 96 2 414720 3
2
in which 𝑙𝑖 , 𝑖 = 1, 2, 3, 4 are the polynomials of 𝑏4 , 𝑟. These = 9216(1 + 𝑏42 ) (4 + 5𝑏42 + 8𝑏44 + 𝑏46 )
expressions of 𝑙𝑖 are as follows:
× (1 − 15𝑏42 − 72𝑏44 + 731𝑏46 + 581𝑏48
𝑙1 = − 24 + 3𝑏42 − 15𝑟 + 18𝑏42 𝑟 − 3𝑏44 𝑟 − 2𝑟2
−218𝑏410 − 2𝑏412 + 4𝑏414 ) ,
+ 4𝑏42 𝑟2 − 6𝑏44 𝑟2 ; (84)
Abstract and Applied Analysis 11
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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2014, Article ID 632564, 12 pages
http://dx.doi.org/10.1155/2014/632564
Research Article
Hopf Bifurcation and Stability Analysis of a Congestion
Control Model with Delay in Wireless Access Network
Copyright © 2014 Wen-bo Zhao et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
We drive a scalar delay differential system to model the congestion of a wireless access network setting. The Hopf bifurcation of this
system is investigated using the control and bifurcation theory; it is proved that there exists a critical value of delay for the stability.
When the delay value passes through the critical value, the system loses its stability and a Hopf bifurcation occurs. Furthermore, the
direction and stability of the bifurcating periodic solutions are derived by applying the normal form theory and the center manifold
theorem. Finally, some examples and numerical simulations are presented to show the feasibility of the theoretical results.
1. Introduction where 𝑊𝑖 (𝑡), 𝑥𝑖 (𝑡) = 𝑊𝑖 (𝑡)/𝜏𝑖 , 𝜏𝑖 , and 𝑝(𝑡) denote the TCP
window size, TCP rate, round trap time at time 𝑡 of flow 𝑖,
Recently, the wireless access network has been wildly applied and probability of packet mark at time 𝑡, respectively.
to various fields, especially to the Internment; therefore, it has However, there are seldom works which discuss the
received significant attention. The congestion control in wire- dynamical behaviors of the congestion control model in wire-
less access network also plays a crucial role in the success of less access network such as stability and Hopf bifurcation. The
the wireless network technology. observation provides us with the motivation to investigate
The congestion and avoidance mechanism is a combina- the dynamical behaviors of the congestion control model in
tion of the end-to-end TCP congestion control mechanism [1, wireless access network.
2] at the end hosts and the queue management mechanism at In this paper, we consider the wireless access networks of
the routers. Because the congestion control algorithm is a only one bottleneck router and let 𝑛 TCP flows tracer the
highly complex dynamical model, many researchers have router. In the down link communication from the network to
given much study to its dynamics and stability. In [3–5], the the sources, the marking probability is fed back to the sources.
local stability in congestion control models is studied. In [6– During channel fading, the source has failed to receive the
9], the existence of Hopf bifurcation is analyzed in congestion marking probability. Therefore, we suppose that the drop
control models. probability is 𝑝𝑑𝑖 . In this case, the source will use the previous
For wired access network, the dynamic of window size is packet marking probability to reduce its window size, and
captured by the following equation [10]: also the window size is decreased by one by convention. Thus,
we obtain
1 − 𝑝𝑖 (𝑡) 1
1 − 𝑝𝑖 (𝑡) 1 𝑊̇𝑖 (𝑡) = 𝑥𝑖 (𝑡 − 𝜏𝑖 ) ( − 𝑝𝑖 (𝑡) 𝑊𝑖 (𝑡) (1 − 𝑝𝑑𝑖 )
𝑊̇𝑖 (𝑡) = 𝑥𝑖 (𝑡 − 𝜏𝑖 ) ( − 𝑝𝑖 (𝑡) 𝑊𝑖 (𝑡)) , 𝑊𝑖 (𝑡) 2
𝑊𝑖 (𝑡) 2 (2)
(1)
− 𝑝𝑖 (𝑡) (𝑊𝑖 (𝑡) − 1) 𝑝𝑑𝑖 ) .
𝑖 = 1, . . . , 𝑛,
2 Abstract and Applied Analysis
The dynamic of queue length of the router is captured by the Let the equilibrium point of the system (6) be (𝑥∗ , 𝑞∗ ), which
following equation [11]: should satisfy
We assume that the 𝜏𝑖 is a constant and not time- Let 𝑦1 (𝑡) = 𝑥(𝑡)−𝑥∗ , 𝑦2 (𝑡) = 𝑞(𝑡)−𝑞∗ . Linearizing the system
varying and the queuing delay is neglected. So, we obtain the (6) about the equilibrium point, we get
following congestion model in wireless network:
𝑦1̇(𝑡) = 𝑎11 𝑦1 (𝑡) + 𝑎12 𝑦1 (𝑡 − 𝜏) + 𝑏11 𝑦2 (𝑡) ,
1 − 𝑘𝑞 (𝑡) 1 (9)
𝑥𝑖̇(𝑡) = 𝑥𝑖 (𝑡 − 𝜏) [ 2 − 𝑘𝑥𝑖 (𝑡) 𝑞 (𝑡) 𝑦2̇(𝑡) = 𝑎22 𝑦1 (𝑡 − 𝜏) ,
𝜏 𝑥𝑖 (𝑡) 2
1 1 (5) where
− 𝑘𝑝𝑑 𝑥𝑖 (𝑡) 𝑞 (𝑡) + 𝑘𝑝𝑑 𝑞 (𝑡) ] ,
2 𝜏 −1 + 𝑘𝑞∗ 1 1
𝑎11 = 𝑥∗ [ − 𝑘𝑞∗ − 𝑘𝑝𝑑 𝑞∗ ] ,
𝑞 ̇(𝑡) = 𝐹 (∑ 𝑥𝑖 (𝑡 − 𝜏)) − 𝑐. (𝜏𝑥∗ )2 2 2
1 − 𝑘𝑞∗ 1 ∗ ∗ 𝑘𝑝𝑑 𝑞∗ 1
The paper is organized as follows. In Section 2, the stabil- 𝑎12 = − 𝑘𝑥 𝑞 + − 𝑘𝑝𝑑 𝑥∗ 𝑞∗ ,
ity of trivial solutions and the existence of Hopf bifurcation 𝜏 2 𝑥∗ 2 𝜏 2 (10)
are discussed and the delay passes through the critical value, 1 1 𝑘 𝑘𝑝
the system loses its stability, and a Hopf bifurcation occurs. In 𝑏11 = 𝑥∗ [− 𝑘𝑥∗ − 𝑘𝑝𝑑 𝑥∗ − 2 ∗ + 𝑑 ] ,
2 2 𝜏𝑥 𝜏
Section 3, based on the normal form theory and the center
manifold theorem, we derive the formulas for determining 𝑎22 = 𝑛𝐷 (𝐹) (𝑛𝑥∗ ) .
the properties of the direction of the Hopf bifurcation and the
stability of bifurcating periodic solutions. In Section 4, num- Then, the characteristic equation of the linearized equation
erical simulations are given to justify the theoretical analysis. (9) is
Finally, the conclusions appear in Section 5.
Since we focus on dynamical behavior analysis of the 𝐷 (𝜆, 𝜏) = 𝜆2 − 𝑎11 𝜆 − 𝑎12 𝜆𝑒−𝜆𝜏 − 𝑎22 𝑏11 𝑒−𝜆𝜏 = 0. (11)
above model in the wireless access networks, we only need to
choose the communication delay as the bifurcation parame- Note that the coefficients 𝑎11 , 𝑎12 , and 𝑏11 depend on time
ter. delay 𝜏, since 𝑞∗ is connected with 𝜏. In order to apply the geo-
It is worth to point out that recent many works have been metric criterion of Kuang [17, 18], we rewrite 𝐷(𝜆, 𝜏) = 0 into
done for wired access network. For details, we refer to [13–16].
𝐷 (𝜆, 𝜏) = 𝑃 (𝜆, 𝜏) + 𝑄 (𝜆, 𝜏) 𝑒−𝜆𝜏 , (12)
2. Stability of the System with where
Communication Delay
𝑃 (𝜆, 𝜏) = 𝜆2 − 𝑎11 𝜆,
In this section, we assume that 𝑥𝑖 (𝑡), 𝑖 = 1, . . . , 𝑛 is equal to (13)
𝑥(𝑡), so (5) can be rewritten as follows: 𝑄 (𝜆, 𝜏) = − 𝑎22 𝑏11 − 𝑎12 𝜆.
(e) each positive root 𝜔(𝜏) of 𝐹(𝜔, 𝜏) = 0 is continuous and For 𝜏 ∈ [𝜏1 , +∞), let 𝜃(𝜏) ∈ (0, 2𝜋) be defined by
differentiable in 𝜏 whenever it exists.
𝜔 (𝑎11 𝑎22 𝑏11 − 𝑎12 𝜔2 )
Proof. (a) For 𝜏 ∈ [𝜏1 , +∞), sin 𝜃 (𝜏) = 2 𝑏2 + 𝑎2 𝜔2
,
𝑎22 11 12
(22)
𝑃 (0, 𝜏) + 𝑄 (0, 𝜏) = − 𝑎22 𝑏11 ≠0. (14) 𝜔2 (𝑎22 𝑏11 − 𝑎11 𝑎12 )
cos 𝜃 (𝜏) = 2 𝑏2 + 𝑎2 𝜔2
,
𝑎22
(b) Consider 𝑃(𝜔𝑖, 𝜏)+𝑄(𝜔𝑖, 𝜏) = −𝜔2 −𝑏11 𝑎22 +𝑖(−𝜔𝑎11 − 11 12
𝜔𝑎12 ) ≠0. which combines with (18) and defines the following maps:
(c) From (13), we get
𝜃 (𝜏) + 2𝑛𝜋
𝑄 (𝜆, 𝜏) 𝑎 𝜆 − 𝑏 𝑎 𝑆𝑛 (𝜏) = 𝜏 − , 𝑛 ∈ 𝑁. (23)
11 22 𝜔 (𝜏)
lim = lim 12 2 = 0. (15)
|𝜆| → +∞ 𝑃 (𝜆, 𝜏) |𝜆| → +∞ 𝜆 − 𝑎11 𝜆
According to [18] and the above discussion, we have the
Hence, lim sup{|𝑄(𝜆, 𝜏)/𝑃(𝜆, 𝜏)| : |𝜆| → +∞, Re 𝜆 ≥ 0} = following result.
0 < 1.
(d) From (13), we get Theorem 3. Assume that (H1) is satisfied, and then 𝜆 =
±𝜔(𝜏0 )𝑖, 𝜏0 ∈ (0, 𝜏1 ), are a pair of simple and conjugate pure
𝐹 (𝜔, 𝜏) = |𝑃(𝜔𝑖, 𝜏)|2 − |𝑄(𝜔𝑖, 𝜏)|2 imaginary roots of the characteristic equation (11) if and only if
(16) 𝑆0 (𝜏0 ) = 0 for some 𝑛 ∈ 𝑁. This pair of simple conjugate pure
= 𝜔4 + 𝑎11
2 2 2 2
𝜔 − 𝑎12 2 2
𝜔 − 𝑏11 𝑎22 . imaginary roots crosses the imaginary axis from left to right if
𝛿(𝜏0 ) > 0 and crosses the imaginary axis from right to left if
Hence, (d) holds. 𝛿(𝜏0 ) < 0, where
(e) 𝐹(𝜔, 𝜏) is continuous for 𝜔 and 𝜏 and differentiable in
𝜔; hence, implicit function theorem implies (e). This com- 𝑑 Re 𝜆 𝑑𝑆 (𝜏)
𝛿 (𝜏0 ) := sign { } = sign { 𝑛 }.
pletes the proof of the theorem. 𝑑𝜏 𝜆=𝜔(𝜏0 )𝑖 𝑑𝜏 𝜏=𝜏0
(24)
Supposing that 𝐷(𝜔𝑖, 𝜏) = 0 and 𝜔 > 0, we get
By the the expression of 𝑎11 , 𝑎12 , and 𝑏11 , we know that
𝜔 (𝑎11 𝑎22 𝑏11 − 𝑎12 𝜔 )2 they have singularity at 𝜏 = 0. We can not gain the conclusion
sin 𝜔𝜏 = 2 𝑏2 + 𝑎2 𝜔2
, that the equilibrium (𝑥∗ , 𝑝∗ ) by discussing roots of the char-
𝑎22 11 12 acteristic equation 𝐷(𝜆, 0) = 0. To our knowledge, this case is
(17)
rarely considered by papers. But we can get the stability of the
𝜔2 (𝑎22 𝑏11 − 𝑎11 𝑎12 )
cos 𝜔𝜏 = − 2 𝑏2 + 𝑎2 𝜔2
. system (6) when 𝜏 = 𝜏0 /2 by discussing the stability of the
𝑎22 11 12 following auxiliary system:
Hence, 𝑦1̇(𝑡) = 𝑐11 𝑦1 (𝑡) + 𝑐12 𝑦1 (𝑡 − 𝑟) + 𝑑11 𝑦2 (𝑡) ,
(25)
𝐹 (𝜔, 𝜏) = |𝑃(𝜔𝑖, 𝜏)|2 − |𝑄(𝜔𝑖, 𝜏)|2 𝑦2̇(𝑡) = 𝑐22 𝑦1 (𝑡 − 𝑟) ,
= 𝜔4 + 𝑎11
2 2 2 2
𝜔 − 𝑎12 2 2
𝜔 − 𝑏11 𝑎22 (18) where
= 0. 𝑐11 = 𝑎11 𝜏=𝜏 /2 ,
0
Let 𝑧 = 𝜔2 , and then (18) can be rewritten as 𝑐12 = 𝑎12 𝜏=𝜏 /2 ,
0
(26)
𝑧2 + (𝑎11
2 2
− 𝑎12 2 2
) 𝑧 − 𝑏11 𝑎22 = 0. (19) 𝑐22 = 𝑎22 𝜏=𝜏 /2 ,
0
Denote 𝑑11 = 𝑏11 𝜏=𝜏 /2 .
0
ℎ (𝑧, 𝜏) = 𝑧2 + (𝑎11
2 2
− 𝑎12 2 2
) 𝑧 − 𝑏11 𝑎22 . (20) Then, the characteristic equation of the linearized equa-
tion (25) is
2 2
Since − 𝑏11 𝑎22 < 0, the equation ℎ(𝑧, 𝜏) = 0 has one
positive root. We denote that the positive root is 𝑧+ . Then, (18) 𝜆 − 𝑐11 𝜆 − 𝑐12 𝜆𝑒−𝜆𝑟 − 𝑐22 𝑑11 𝑒−𝜆𝑟 = 0. (27)
has positive real root 𝜔(√𝑧+ ), where Definition 4. For simplicity, let
Hence, ±𝑖𝜔𝑟0𝑗 is a simple pair of purely imaginary roots of (25) are the same system. So, there are no roots of 𝐷(𝜆, 𝜏0 /2) =
(𝑠)
(27) with 𝑟 = 𝑟0𝑗 . 𝐷0 (𝜆, 𝜏0 /2) = 0 with nonnegative real parts and the equilib-
rium point of system (6) is locally asymptotically stable when
Lemma 8. Let 𝜆(𝑟) = 𝜇(𝑟) + 𝑖𝜔𝑟 (𝑟) be the root of (27) 𝜏 = 𝜏0 /2. This completes the proof of the lemma.
satisfying 𝜇(𝑟0 ) = 0, 𝜔𝑟 (𝑟0 ) = 𝜔𝑟0 ; the following transversality According to [18] and the above discussion, we have
condition holds: following the result.
𝑑 Re (𝜆(𝑟))
≠0. (45) Theorem 11. Assume that (H1), (H2), and (H3) hold, if the
𝑑𝑟 𝑟=𝑟0
function 𝑆0 (𝜏) has positive zeros in (0, 𝜏1 ); the equilibrium
Proof. By equation (27) with respect to 𝑟 and applying the (𝑥∗ , 𝑝∗ ) of system (6) is asymptotically stable for all 𝜏 ∈ [𝜏1 , 𝜏0 )
implicit function theorem, we get and becomes unstable for staying in some right neighborhood of
𝜏0 ; hence, system (6) undergoes Hopf bifurcation when 𝜏 = 𝜏0 .
𝑑𝜆 (𝑟) − 𝜆𝑒−𝜆𝑟 (𝑐22 𝑑11 + 𝑐12 𝜆)
= .
𝑑𝑟 2𝜆 − 𝑐11 + 𝑐22 𝑑11 𝑟𝑒−𝜆𝑟 − 𝑐12 𝑒−𝜆𝑟 + 𝑐12 𝜆𝑟𝑒−𝜆𝑟 3. Direction and Stability of
(46) the Hopf Bifurcation
Since 𝜆(𝑟0 ) = 𝑖𝜔𝑟0 , we obtain In this section, we will study the direction of Hopf bifurcation
and the stability of bifurcating periodic solution of system (6)
𝑑𝜆 (𝑟) 𝑝1 + 𝑝2 sin (𝜔𝑟0 𝑟0 ) + 𝑝3 cos (𝜔𝑟0 𝑟0 ) at 𝜏 = 𝜏0 . The approach employed here is the normal form
Re = , (47) method and center manifold theorem introduced by Hassard
𝑑𝑟 𝑞1 + 𝑞2
[20]. More precisely, we will compute the reduced system
where on the center manifold with the pair of conjugate complex,
2 2
purely imaginary solutions of the characteristic equation (11).
𝑝1 = − 𝑐12 𝜔𝑟0 , 𝑝2 = − 𝜔𝑟0 (2𝑐12 𝜔𝑟0 − 𝑐11 𝑐22 𝑑11 ) , By this reduction, we can determine the Hopf bifurcation
direction, that is, to answer the question of whether the
𝑝2 = − 𝜔𝑟0 (𝑐11 𝑐12 − 2𝑐22 𝑑11 ) , bifurcation branch of periodic solution exists locally for
supercritical bifurcation or subcritical bifurcation.
𝑞1 = [− 𝑐11 + (𝑐22 𝑑11 𝑟0 − 𝑐12 ) cos (𝜔𝑟0 𝑟0 )
(48) Let 𝜏 = 𝜏0 + 𝜇, 𝑢𝑖 (𝑡) = 𝑦𝑖 (𝜏𝑡), (𝑖 = 1, 2), 𝜇 ∈ 𝑅, 𝐿 𝜇 : 𝐶 →
2
+ 𝑐12 𝜔0 𝑟0 sin (𝜔𝑟0 𝑟0 )] , 𝑅 , and 𝐹 : 𝑅×𝐶 → 𝑅2 , so that system (6) is transformed into
2
From the above discussion about the system (25), we have + 𝑚7 𝜑12 (0) 𝜑2 (0)
the following result.
+ 𝑚8 𝜑1 (0) 𝜑1 (−1) 𝜑2 (0) + h.o.t] ,
Theorem 9. When 𝑟 < 𝑟0 , the equilibrium point of system (25)
is locally asymptotically stable. 𝐹2 (𝜑, 𝜇) = (𝜏0 + 𝜇) [𝑛1 𝜑12 (−1) + 𝑛2 𝜑13 (−1)] ,
Further, if (51)
(H3) 𝑟0 (𝜏0 ) > 𝜏0 /2 where
is satisfied, we will get the following lemma. 𝑎11 𝑏11 𝑎12 0
𝐵=[ ], 𝐶=[ ],
0 0 𝑎22 0
Lemma 10. The equilibrium point of system (6) is locally
asymptotically stable when 𝜏 = 𝜏0 /2. 1 − 𝑘𝑞∗
𝑚1 = ,
𝜏2
Proof. Since Lemma 5 and hypotheses (H3), the equilibrium
point of system (25) is locally asymptotically stable when 𝑟 = −1 + 𝑘𝑞∗ 1 1
𝑚2 = − 𝑘𝑞∗ − 𝑘𝑝𝑑 𝑞∗ ,
𝜏0 /2. When 𝑟 = 𝜏0 /2 and 𝜏 = 𝜏0 /2, system (9) and system (𝜏𝑥∗ )2 2 2
6 Abstract and Applied Analysis
where 𝑢𝑡 (𝜃) = 𝑢(𝑡 + 𝜃) for 𝜃 ∈ [−1, 0]. We can choose 𝑞(0) = (1, 𝛾)𝑇 and get
The adjoint operator 𝐴∗ (𝜇) of 𝐴(𝜇) is defined by
𝑑𝜓 𝑎22 𝑒−𝜔0 𝜏0 𝑖
{ − , 𝜃 ∈ (0, 1] , 𝛾= , (67)
{
{ 𝜔0 𝑖
𝑑𝜃
𝐴∗ (𝜇) 𝜓 (𝜃) = { 0 (58)
{
{∫ 𝜓 (−𝑠) 𝑑𝜂 (𝑠, 𝜇) , 𝜃 = 0, 𝑇
𝑞 (𝜃) = (1, 𝛾) 𝑒𝑖𝜔0 𝜏0 𝜃 . (68)
{ −1
and a bilinear form Similar to the proof of (64)–(68), we can obtain
0 𝜃
𝑖𝑏11
⟨𝜓, 𝜙⟩ = 𝜓 (0) 𝜙 (0) − ∫ ∫ 𝜓 (𝜉 − 𝜃) 𝑑𝜂 (𝜃, 𝜇) 𝜙 (𝜉) 𝑑𝜉, 𝑞∗ (0) = (1, ),
−1 0 𝜔0
(59) (69)
∗𝑖𝑏
𝛾 = 11 .
where 𝜓 ∈ 𝐶∗ = 𝐶1 ([0, 1], 𝑅2∗ ) and 𝑅2∗ are row vector space. 𝜔0
Abstract and Applied Analysis 7
𝑇 𝑖𝜔0 𝜏0 𝜉
= 𝑖𝜔0 𝜏0 𝑧 (𝑡) + 𝑞∗ (0) 𝐹 (0, 𝑢𝑡 (𝜃)) − 0
× (1, 𝛾) 𝑒 𝑑𝜉
= 𝑖𝜔0 𝜏0 𝑧 (𝑡) + 𝑞∗ (0) 𝐹0 (𝑧 (𝑡) , 𝑧 (𝑡))
0
𝑖𝜔0 𝜏0 𝜃 𝑇
= 𝐷 [1 + 𝛾𝛾∗ − ∫ (1, 𝛾∗ ) 𝜃𝑒 [𝑑𝜂 (𝜃)] (1, 𝛾) ] := 𝑖𝜔0 𝜏0 𝑧 (𝑡) + 𝑔 (𝑧, 𝑧) ,
−1
𝑇
(74)
= 𝐷 [1 + 𝛾𝛾∗ − (1, 𝛾∗ ) [− 𝜏0 𝐶𝑒−𝑖𝜔0 𝜏0 ] (1, 𝛾) ]
𝑘13 = 𝜏0 (𝑚1 + 𝑚2 𝑒𝑖𝜔0 𝜏0 + 𝑚3 𝛾 + 𝑚4 𝛾𝑒𝑖𝜔0 𝜏0 ) , In order to get the expression of 𝑔21 , we need to compute
𝑊20 (𝜃) and 𝑊11 (𝜃). Now, we determine the coefficients 𝑊𝑖𝑗 (𝜃)
(1) (1) in (73). By (72) and (57), we have
𝑘14 = 𝜏0 (𝑚1 (𝑊20 (0) + 2𝑊11 (0))
Comparing the coefficients of the above equation with those Notice that
in (84), it follows that
0
𝐻20 (𝜃) = −𝑔20 𝑞 (𝜃) − 𝑔02 𝑞 (𝜃) , (𝑖𝜔0 𝜏0 𝐼 − ∫ 𝑑𝜂 (0, 𝜃) 𝑒𝑖𝜔0 𝜏0 𝜃 ) 𝑞 (0) = 𝑖𝜔0 𝜏0 𝑞 (0)
−1
𝐻11 (𝜃) = −𝑔11 𝑞 (𝜃) − 𝑔11 𝑞 (𝜃) , (87)
− 𝐴 (0) 𝑞 (0) = 0,
𝜃 ∈ [−1, 0) .
0
+ 𝐹0 Similarly, we have
𝑧2 𝑧2 𝑧2 𝑧
= − (𝑔20 + 𝑔11 𝑧𝑧 + 𝑔02 + 𝑔21 ) 𝑞 (0) 0
𝐾
2 2 2 ∫ 𝑑𝜂 (0, 𝜃) 𝐸2 = − ( 12 ) . (96)
−1 𝐾22
2 2 2
𝑧 𝑧 𝑧𝑧
− (𝑔20 + 𝑔11 𝑧𝑧 + 𝑔02 + 𝑔21 ) 𝑞 (0)
2 2 2 Thus, we can get
𝐾 𝑧2 + 𝐾12 𝑧𝑧 + 𝐾13 𝑧2 + 𝐾14 𝑧2 𝑧
+ ( 11 2 ) + ⋅⋅⋅ .
𝐾21 𝑧 + 𝐾22 𝑧𝑧 + 𝐾23 𝑧2 + 𝐾24 𝑧2 𝑧 2𝑖𝜔 − 𝑎11 − 𝑎12 𝑒−2𝑖𝜔0 𝜏0 −𝑏11 𝐸1(1) 𝐾
𝜏0 [ 0 ][ ] = [ 12 ] ,
(88) −𝑎22 𝑒−2𝑖𝜔0 𝜏0 2𝑖𝜔0 𝐸1(2) 𝐾22
(97)
Comparing the coefficients of the above equation with those 𝑎 + 𝑎12 −𝑏11 𝐸2(1) −𝐾
𝜏0 [ 11 ] [ (2) ] = [ 12 ] .
in (84) gives that 𝑎22 0 𝐸2 −𝐾22
𝐻20 (0) = −𝑔20 𝑞 (0) − 𝑔02 𝑞 (0) + 2 (𝐾11 , 𝐾21 ) ,
(89) From (97), we can obtain
𝐻11 (0) = −𝑔11 𝑞 (0) − 𝑔11 𝑞 (0) + (𝐾12 , 𝐾22 ) .
From (85) and the definition of 𝐴(0), we have 𝐸1(1) = − (𝑏11 𝐾21 + 2𝜔0 𝐾11 )
𝑊̇20 (𝜃) = 2𝑖𝜔0 𝜏0 𝑊20 (𝜃) + 𝑔20 𝑞 (𝜃) + 𝑔02 𝑞 (𝜃) × (𝜏0 (− 4𝜔02 + 2𝜔0 𝑎11 + 2𝜔0 𝑎11 𝑒−2𝑖𝜔0 𝜏0
= 2𝑖𝜔0 𝜏0 𝑊20 (𝜃) + 𝑔20 𝑞 (0) 𝑒𝑖𝜔0 𝜏0 𝜃 + 𝑔02 𝑞 (0) 𝑒−𝑖𝜔0 𝜏0 𝜃 . −1
+ 𝑏11 𝑎22 𝑒−2𝑖𝜔0 𝜏0 )) ,
(90)
20.2 108.5
20.15 108
107.5
20.1
107
20.05
106.5
x(t)
q(t)
20
106
19.95
105.5
19.9 105
19.85 104.5
0 20 40 60 80 100 120 140 160 180 200 0 20 40 60 80 100 120 140 160 180 200
Time t Time t
Figure 1: Waveform plot of 𝑡-𝑥(𝑡) with 𝜏 = 0.200. Figure 2: Waveform plot of 𝑡-𝑞(𝑡) with 𝜏 = 0.200.
108.5
expressed by the parameters and delay. Thus, we can compute 108
the following quantities:
107.5
2
𝑖 2 𝑔 𝑔 107
𝑐1 (0) = (𝑔20 𝑔11 − 2𝑔11 − 02 ) + 21 ,
2𝜔0 𝜏0 3 2 106.5
q(t)
104.5
Im {𝑐1 (0)} + 𝜇2 Im {𝜆 (𝜏0 )} 19.85 19.9 19.95 20 20.05 20.1 20.15 20.2
𝑇2 = − , x(t)
𝜔0 𝜏0
Figure 3: Phase plot for 𝑥(𝑡)-𝑞(𝑡) with 𝜏 = 0.200.
which determine the quantities of bifurcating periodic solu-
tions in the center manifold at the critical value 𝜏0 and we
have the following result. From (7), we have
Theorem 13. In (99), the following results hold: 1000
𝑥∗ = 50, 𝑞∗ = . (100)
1 + 220𝜏2 − 2𝜏
(i) the sign of 𝜇2 determines the directions of the Hopf By calculation, we obtain that 𝜔0 ≈ 3.082, 𝜏0 ≈ 0.203, and
bifurcation: if 𝜇2 > 0(< 0), then the Hopf bifurcation is 𝑟0 ≈ 0.472. It follows from (3.32) that
supercritical (subcritical) and the bifurcating periodic
solutions exist for 𝜏 > 𝜏0 (𝜏 < 𝜏0 ); 𝑐1 (0) = −0.000204 + 1.864768228𝑖,
Conflict of Interests
30
The authors declare that there is no conflict of interests
x(t)
20
References
15 [1] S. H. Low, F. Paganini, J. Wang, and J. C. Doyle, “Linear stability
of TCP/RED and a scalable control,” Computer Networks, vol.
10 43, no. 5, pp. 633–647, 2003.
0 50 100 150 200 250 300
Time t [2] V. Misra, W.-B. Gong, and D. Towsley, “Fluid-based analysis of a
network of AQM routers supporting TCP flows with an applica-
Figure 4: Waveform plot of 𝑡-𝑥(𝑡) with 𝜏 = 0.206. tion to RED,” in Proceedings of the ACM SIGCOMM Computer
Communication Review, pp. 151–160, September 2000.
[3] R. Yang, P. Shi, and G. P. Liu, “Filtering for discrete-time net-
400
worked nonlinear systems with mixed random delays and pac-
350 ket dropouts,” IEEE Transactions on Automatic Control, vol. 56,
300 no. 11, pp. 2655–2660, 2011.
250 [4] H. C. Hsieh, J. S. Leu, and W. K. Shih, “Reaching consensus
underlying an autonomous local wireless sensor network,”
200 International Journal of Innovative Computing, Information and
q(t)
Research Article
Dynamics of an Information Spreading Model with Isolation
Copyright © 2014 X.-X. Zhao and J.-Z. Wang. This is an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly
cited.
Information plays an important role in modern society. In this paper, we presented a mathematical model of information spreading
with isolation. It was found that such a model has rich dynamics including Hopf bifurcation. The results showed that, for a wide
range of parameters, there is a bistable phenomenon in the process of information spreading and thus the information cannot
be well controlled. Moreover, the model has a limit cycle which implies that the information exhibits periodic outbreak which is
consistent with the observations in the real world.
2 3. Dynamical Behaviors
The first step in analyzing the model (4a) and (4b) is to deter-
1.5 mine equilibria points by solving the following equations:
𝑎𝑋𝑌
𝐴 − 𝑑𝑋 − = 0, (5a)
1 + 𝑏𝑌
g(Y)
1
𝑎𝑋𝑌 𝑐 +𝑐 𝑌
− 𝑑𝑌 − 1 2 𝑌 = 0. (5b)
1 + 𝑏𝑌 1+𝑌
0.5
System (4a) and (4b) always has an equilibrium 𝐸0 =
(𝐴/𝑑, 0) corresponding to the case that there is no informa-
0
tion. The Jacobian matrix of the linearization of system (4a)
0 5 10 15 20 and (4b) at this equilibrium is [15]
Y
𝐴
−𝑑 −𝑎
Figure 1: Plot of 𝑔(𝑌) as a function of 𝑌 with 𝑎 = 2 and 𝑏 = 1 (color J=( 𝑑 ), (6)
online). 𝐴
0 𝑎 − (𝑑 + 𝑐1 )
𝑑
which has negative eigenvalues, implying the asymptotic
(iii) The spread rate of information is stability of this equilibrium if and only if
𝐴𝑎 < 𝑑 (𝑑 + 𝑐1 ) . (7)
𝑎𝑌
𝑔 (𝑌) = , (1)
(1 + 𝑏𝑌) Denote
𝐴𝑎
which has a saturation effect (cf. Figure 1). 𝑆1 = . (8)
𝑑 (𝑑 + 𝑐1 )
(iv) Since information spreading has stages, isolation term If 𝑆1 < 1, then there is no information; otherwise the
may have different forms at different stages of infor- information will spread.
mation spreading. We choose isolation term having In order to obtain positive solutions of (5a) and (5b), we
the following form: eliminate 𝑋 using the first equation of (5a) and (5b) and
substitute it into the second equation to give an equation of
𝑐1 + 𝑐2 𝑌 the form
𝐼 (𝑌) = 𝑌. (2)
1+𝑌 𝑃1 𝑌2 + 𝑃2 𝑌 + 𝑃3 = 0, (9)
where
For the small number of 𝑌, 𝐼(𝑌) → 𝑐1 𝑌 and 𝐼(𝑌) → 𝑐2 𝑌
for large number of 𝑌. 𝑃1 = 𝑏𝑑2 + 𝑏𝑑𝑐2 + 𝑎𝑑 + 𝑎𝑐2 ,
On the basis of the above assumptions, we have the
following model: 𝑃2 = 𝑏𝑑𝑐1 + 𝑏𝑑2 + 𝑎𝑑 + 𝑑2 + 𝑎𝑐1 − 𝐴𝑎 + 𝑑𝑐2 , (10)
𝑃3 = 𝑑2 + 𝑑𝑐1 − 𝐴𝑎.
𝑑𝑋
= 𝐴 − 𝑑𝑋 − 𝑔 (𝑌) 𝑋, (3a)
𝑑𝑡 It should be noted that 𝑃3 > 0 (< 0 or = 0) if and only
𝑑𝑌 if 𝑆1 > 1 (< 1 or = 1). That is to say, there is a unique
= 𝑔 (𝑌) 𝑋 − 𝑑𝑌 − 𝐼 (𝑌) , (3b) nonzero solution of (9) denoted as 𝑌 = −𝑃2 /𝑃1 if 𝑆1 = 1
𝑑𝑡 and it is positive if and only if 𝑃2 < 0. Since equilibria depend
𝑑𝑍 continuously on 𝑆1 , there is an interval to the left of 𝑆1 = 1 on
= 𝐼 (𝑌) − 𝑑𝑍, (3c)
which there are two positive equilibria and
𝑑𝑡
where 𝐴 is the birth rate of the population and 𝑑 is the natural −𝑃2 ± √𝑃22 − 4𝑃3
𝑌1,2 = . (11)
death rate of the population. Since the first two equations 2𝑃1
in (3a), (3b), and (3c) are independent of the variable 𝑍, it
suffices to consider the following reduced model: As a result, we can conclude that system (4a) and (4b) has
a backward bifurcation at 𝑆1 = 1 if and only if 𝑃2 < 0 [16, 17].
𝑑𝑋 𝑎𝑋𝑌 We can also give an explicit criterion of 𝑐2 in terms of
= 𝐴 − 𝑑𝑋 − = ℎ1 (𝑋, 𝑌) , (4a) other parameters for the existence of a backward bifurcation
𝑑𝑡 1 + 𝑏𝑌
at 𝑆1 = 1 equals 𝑑2 + 𝑑𝑐1 = 𝐴𝑎. 𝑃2 < 0 implies that
𝑑𝑌 𝑎𝑋𝑌 𝑐 +𝑐 𝑌
= − 𝑑𝑌 − 1 2 𝑌 = ℎ2 (𝑋, 𝑌) . (4b) 𝑏𝑑𝑐1 + 𝑏𝑑2 + 𝑎𝑑 + 𝑑2 + 𝑎𝑐1 + 𝑑𝑐2 < 𝐴𝑎, (12)
𝑑𝑡 1 + 𝑏𝑌 1+𝑌
Abstract and Applied Analysis 3
and thus 80
70
𝑏𝑑𝑐1 + 𝑏𝑑2 + 𝑎𝑑 + 𝑑2 + 𝑎𝑐1 + 𝑑𝑐2 < 𝑑2 + 𝑑𝑐1 , (13) 60
which equals 50
Y 40
𝑑𝑐1 − 𝑏𝑑𝑐1 − 𝑏𝑑2 − 𝑎𝑑 − 𝑎𝑐1 30
𝑐2 < ≜ 𝑐2∗ . (14)
𝑑 20 Rc
10
If (14) is satisfied, there is a backward bifurcation at 𝑆1 =
1. Then, there are two positive equilibria for an interval of 0
0.5 0.6 0.7 0.8 0.9 1 1.1 1.2 1.3 1.4
values of 𝑆 from a value 𝑆2 to 𝑆1 = 1. To calculate 𝑆2 , we use R0
𝑃22 − 4𝑃1 𝑃3 = 0 to get a quadratic equation of parameter 𝐴,
which has the following form: Figure 2: The sizes of population 𝑌 at equilibria versus 𝑆1 with 𝑑 =
0.1, 𝑎 = 0.001, 𝑏 = 0.01, 𝑐1 = 1, and 𝑐2 = 0.5 (color online).
𝑎2 𝐴2
+ 2𝐴𝑎 (𝑏𝑑2 + 2𝑏𝑑𝑐2 + 𝑎𝑑 + 2𝑎𝑐2 − 𝑏𝑑𝑐1 − 𝑑2 − 𝑎𝑐1 − 𝑑𝑐2 ) has a unique positive equilibrium if 𝑆1 > 1. Furthermore,
2 system (4a) and (4b) has two positive equilibria 𝐸1 and 𝐸2
+ (−𝑑𝑐2 + 𝑏𝑑𝑐1 − 𝑑2 + 𝑎𝑑 + 𝑎𝑐1 + 𝑏𝑑2 ) = 0. if 𝑆2 < 𝑆1 < 1 and 𝑎 + 𝑏𝑑 < 𝑑.
(15) In the following, we aim to investigate the global stability
of the equilibrium by considering two cases: (i) 𝑐1 ≤ 𝑐2 and
Note that 𝑃2 < 0 and 𝑆1 < 1, which equals (ii) 𝑐1 > 𝑐2 .
For the first case, we can obtain the Jacobian matrix of
𝑏𝑑𝑐1 + 𝑏𝑑2 + 𝑎𝑑 + 𝑑2 + 𝑎𝑐1 + 𝑑𝑐2 𝑑 (𝑑 + 𝑐1 ) system (4a) and (4b) at equilibrium (𝑋, 𝑌) is
<𝐴< . (16)
𝑎 𝑎
𝑎𝑌 𝑎𝑋
In that case, we have that −𝑑 − −
1 + 𝑏𝑌 (1 + 𝑏𝑌)2
𝐽=( ).
𝑎𝑌 𝑎𝑋 𝑐1 + 2𝑐2 𝑌 + 𝑐2 𝑌2
𝐴 𝑐 = (𝑑2 − 𝑎𝑑 − 2𝑎𝑐2 + 𝑎𝑐1 − 𝑏𝑑2 + 𝑑𝑐2 − 2𝑏𝑑𝑐2 − 𝑑 −
1 + 𝑏𝑌 (1 + 𝑏𝑌)2 (1 + 𝑌)2
(20)
+𝑏𝑑𝑐1 + 2√(𝑎 − 𝑑 + 𝑏𝑑) (𝑎 + 𝑏𝑑) (𝑑 + 𝑐2 ) (𝑐2 − 𝑐1 ))
By direct calculations, we can easily obtain det 𝐽(𝐸0 ) = −𝐴𝑎+
−1
×𝑎 . 𝑑(𝑑 + 𝑐1 ) > 0, tr 𝐽(𝐸0 ) = 𝑎𝐴/𝑑 − 2𝑑 − 𝑐1 < 0 if 𝑆1 < 1. And
(17) hence all the eigenvalues of characteristic equation of 𝐸0 have
negative real parts, which means that the equilibrium 𝐸0 is
As a result, the expression of 𝑆2 locally asymptotically stable.
Let
𝐴 𝑐𝑎
𝑆2 = . (18) 𝐴
𝑑 (𝑑 + 𝑐1 ) Ω = {(𝑋, 𝑌) | 𝑋, 𝑌 ≥ 0, 𝑋 + 𝑌 ≤ }. (21)
𝑑
We fix 𝑑 = 0.1, 𝑎 = 0.001, 𝑏 = 0.01, 𝑐1 = 1, and
By (4a) and (4b), we have
𝑐2 = 0.5 and show that system (4a) and (4b) has a backward
bifurcation in Figure 2. 𝑑𝑋 𝑑𝑌
In the following, we discuss the case when 𝑆1 < 1. If | = 𝐴 > 0, | = 0. (22)
𝑑𝑡 𝐸0 𝑑𝑡 𝐸0
system (4a) and (4b) has a positive solution, the following
condition must be satisfied: Denote 𝑁1 (𝑡) = 𝑋(𝑡) + 𝑌(𝑡); then
10 30
25 E∗
8
20
6
Y Y 15
4
10
2
5
0 E0
0 E0
70 75 80 85 90 95
700 750 800 850 900 950
X
X
Figure 3: Phase plane of 𝑋 − 𝑌 with 𝐴 = 9, 𝑑 = 0.1, 𝑎 = 0.001,
𝑏 = 0.01, 𝑐1 = 0.1, and 𝑐2 = 0.5 (color online). Figure 4: Phase plane of 𝑋 − 𝑌 with 𝐴 = 90, 𝑑 = 0.1, 𝑎 = 0.001,
𝑏 = 0.01, 𝑐1 = 0.1, and 𝑐2 = 0.5 (color online).
Then, we have
20
𝜕 (ℎ1 𝐷) 𝜕 (ℎ2 𝐷) 𝐴 𝑎𝑏 𝑐 −𝑐
+ =− 2 − 2
− 1 2 2 < 0,
𝜕𝑋 𝜕𝑌 𝑋 𝑌 (1 + 𝑌) 𝑋(1 + 𝑌) 15
(25) E2
which means that system (4a) and (4b) has no limit cycles and Y 10
the positive equilibrium is globally asymptotically stable.
As a result, we have the following conclusions.
5
(i) The equilibrium 𝐸0 is globally asymptotically stable if
𝑆1 < 1 and unstable if 𝑆1 > 1. E1
0 E0
(ii) When 𝑆1 > 1, the unique endemic equilibrium is
globally asymptotically stable. 700 750 800 850
X
In Figure 3, we fixed 𝐴 = 9, 𝑑 = 0.1, 𝑎 = 0.001, 𝑏 = 0.01,
𝑐1 = 0.1, and 𝑐2 = 0.5 which satisfies 𝑆1 < 1. It can be found Figure 5: Phase plane of 𝑋 − 𝑌 with 𝐴 = 80, 𝑑 = 0.1, 𝑎 = 0.001,
from this figure that 𝐸0 is globally asymptotically stable. 𝑏 = 0.01, 𝑐1 = 1, and 𝑐2 = 0.5 (color online).
In Figure 4, we fixed 𝐴 = 90, 𝑑 = 0.1, 𝑎 = 0.001, 𝑏 =
0.01, 𝑐1 = 0.1, and 𝑐2 = 0.5 which satisfies 𝑆1 > 1. It can be
found from this figure that 𝐸0 is not stable and the unique By calculations, one can find that det 𝐽𝐸𝑐 = tr 𝐽𝐸𝑐 = 0,
endemic equilibrium is globally asymptotically stable. which means that Jacobian matrix has a zero eigenvalue with
For the second case 𝑐1 > 𝑐2 , we need to discuss three multiplicity 2. In other words, the positive equilibrium 𝐸𝑐 of
situations: system (4a) and (4b) is a cusp of codimension 2 [19].
(I) 𝑆1 < 𝑆2 ; If 𝑆2 < 𝑆1 < 1, then system (4a) and (4b) exhibits multiple
positive equilibria. In such a case, it has been shown that a
(II) 𝑆1 = 𝑆2 ; stable positive equilibrium coexists with the stable boundary
(III) 𝑆2 < 𝑆1 < 1; equilibrium (𝐸0 ), which is named as bistable phenomenon.
(IV) 𝑆1 > 1. In Figure 5, we fixed 𝐴 = 80, 𝑑 = 0.1, 𝑎 = 0.001, 𝑏 = 0.01,
𝑐1 = 1, and 𝑐2 = 0.5 which satisfies 𝑆2 < 𝑆1 < 1. We can
Since dynamical behaviors of system (4a) and (4b) in see from this figure that 𝐸0 and 𝐸2 are stable. In this case, the
situation (I) are simple, we will investigate the later three information cannot be well controlled.
cases. We assume that 𝑆1 > 1. If tr(J) < 0, then the positive
If 𝑆1 = 𝑆2 , system (4a) and (4b) has a unique positive equilibrium 𝐸∗ of system (4a) and (4b) is a stable node or
equilibrium 𝐸𝑐 (𝑋𝑐 , 𝑌𝑐 ), where focus; if tr(J) > 0, then 𝐸∗ is unstable and system (4a) and
(4b) has at least one limit cycle; if tr(J) = 0, then 𝐸∗ is a center.
𝑑 𝑐 +𝑐 𝑌 In Figure 6, we fixed 𝐴 = 150, 𝑑 = 0.1, 𝑎 = 0.001, 𝑏 =
𝑋𝑐 = [ + 1 2 𝑐 ] (1 + 𝑏𝑌𝑐 ) ,
𝑎 𝑎 (1 + 𝑌𝑐 ) 0.01, 𝑐1 = 1, and 𝑐2 = 0.5 which satisfies 𝑆1 > 1. We can see
(26) from this figure that 𝐸∗ is unstable and system (4a) and (4b)
𝑏𝑑𝑐 + 𝑏𝑑2 + 𝑎𝑑 + 𝑑2 + 𝑎𝑐1 − 𝐴𝑎 + 𝑑𝑐2 has a stable limit cycle in which Hopf bifurcation occurs in
𝑌𝑐 = − 1 .
2 (𝑏𝑑2 + 𝑏𝑑𝑐2 + 𝑎𝑑 + 𝑎𝑐2 ) system (4a) and (4b). These results show that the information
Abstract and Applied Analysis 5
Research Article
Modelling the Influence of Awareness Programs by Media on
the Drinking Dynamics
Copyright © 2014 H.-F. Huo and Q. Wang. This is an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly
cited.
We develop a nonlinear mathematical model with the effect of awareness programs on the binge drinking. Due to the fact that
awareness programs are capable of inducing behavioral changes in nondrinkers, we introduce a separate class by avoiding contacts
with the heavy drinkers. Furthermore we assume that cumulative density of awareness programs increases at a rate proportional to
the number of heavy drinkers. We establish some sufficient conditions for the stability of the alcohol free and the alcohol present
equilibria and give some numerical simulations to explain our main result. Our results show that awareness programs is an effective
measure in reducing alcohol problems.
𝑅 relapsing into drinkers. 𝑚 represents the growth rate of is a positively invariant set for (2). So we consider dynamics
density of awareness programs which is assumed to be pro- of system (2) on the set Ω in this paper.
portional to the number of heavy drinkers, and 𝛾 represents
the depletion rate of these programs due to ineffectiveness, 2.2.2. Positivity of Solutions. For system (2), to ensure that the
social problems, and so forth. For instance, as time passes by, solutions of the system with positive initial conditions remain
some of the campaigns by media lose their influence or fail to positive for all 𝑡 > 0, it is necessary to prove that all the state
attract people. variables are nonnegative, so we have the following lemma.
2.2. Basic Properties Lemma 2. If 𝑆(0) > 0, 𝑋(0) > 0, 𝐴(0) > 0, 𝑅(0) > 0,
and 𝑀(0) > 0, then the solutions 𝑆(𝑡), 𝑋(𝑡), 𝐴(𝑡), 𝑅(𝑡), and
2.2.1. Invariant Region 𝑀(𝑡) of system (2) are positive for all 𝑡 ≥ 0.
Lemma 1. All feasible regions Ω defined by Proof. Under the given initial conditions, it is easy to prove
that the solutions of the system (2) are positive; if not, we
Ω = { (𝑆 (𝑡) , 𝑋 (𝑡) , 𝐴 (𝑡) , 𝑅 (𝑡) , 𝑀 (𝑡)) ∈ 𝑅+5 : assume a contradiction that there exists a first time 𝑡1 such
that
(3)
𝑚 𝑆 (0) > 0, 𝑆 (𝑡1 ) = 0, 𝑆 (𝑡1 ) ≤ 0,
𝑆 (𝑡) + 𝑋 (𝑡) + 𝐴 (𝑡) + 𝑅 (𝑡) ≤ 1; 𝑀 (𝑡) ≤ }
𝛾
𝑋 (𝑡) > 0, 𝐴 (𝑡) > 0, 𝑅 (𝑡) > 0, (11)
with the initial conditions 𝑆(0) ≥ 0, 𝑋(0) ≥ 0, 𝐴(0) ≥ 0, 𝑅(0) ≥
0, and 𝑀(0) ≥ 0 are positively invariant for system (2). 𝑀 (𝑡) > 0, 0 ≤ 𝑡 < 𝑡1 .
In that case, from the first equation of system (2), we have
Proof. Adding the first four equations of (2), we have
𝑆 (𝑡1 ) = 𝜇 + 𝜎𝑋 > 0. (12)
𝑑𝑁
= 𝜇 − 𝜇𝑁. (4) which is a contradiction meaning that 𝑆(𝑡) > 0, 𝑡 > 0.
𝑑𝑡
Or there exists a 𝑡2 such that
It follows that
𝑁 (𝑡) = 1 + 𝑁 (0) 𝑒−𝜇𝑡 , (5) 𝑋 (0) > 0, 𝑋 (𝑡2 ) = 0, 𝑋 (𝑡2 ) ≤ 0,
where 𝑁(0) is the initial total number of people. Thus, 𝑆 (𝑡) > 0, 𝐴 (𝑡) > 0, 𝑅 (𝑡) > 0, (13)
lim 𝑁 (𝑡) = 1. (6) 𝑀 (𝑡) > 0, 0 ≤ 𝑡 < 𝑡2 .
𝑡→∞
Then 𝑆(𝑡) + 𝑋(𝑡) + 𝐴(𝑡) + 𝑅(𝑡) ≤ 1; the subpopulation is In that case, from the second equation of system (2), we have
represented in proportion to the total number of population. 𝑋 (𝑡2 ) = 𝜆𝑆𝑀 > 0, (14)
Thus, since the system (2) monitors human population,
it is plausible to assume that all its state variables and which is a contradiction meaning that 𝑋(𝑡) > 0, 𝑡 ≥ 0.
parameters are nonnegative for all 𝑡 ≥ 0. Further, from the Or there exists a 𝑡3 such that
last equation of system (2), we have 𝐴 (0) > 0, 𝐴 (𝑡3 ) ≤ 0, 𝐴 (𝑡3 ) = 0,
𝑑𝑀
= 𝑚𝐴 − 𝛾𝑀 𝑆 (𝑡) > 0, 𝑋 (𝑡) > 0, 𝑅 (𝑡) > 0, (15)
𝑑𝑡 (7)
𝑀 (𝑡) > 0, 0 ≤ 𝑡 < 𝑡3 .
≤ 𝑚 − 𝛾𝑀.
In that case, from the third equation of system (2), we have
It follows that
𝑚 𝐴 (𝑡3 ) = 𝑞𝑅 > 0. (16)
0 ≤ 𝑀 (𝑡) ≤ + 𝑀 (0) 𝑒−𝛾𝑡 , (8)
𝛾 which is a contradiction meaning that 𝐴(𝑡) > 0, 𝑡 ≥ 0.
where 𝑀(0) represents the initial value of cumulative density Similarly, it can be shown that 𝑅(𝑡) > 0 and 𝑀(𝑡) > 0 for
of awareness programs. Thus, all 𝑡 ≥ 0. Thus, the solutions 𝑆(𝑡), 𝑋(𝑡), 𝐴(𝑡), 𝑅(𝑡), and 𝑀(𝑡)
𝑚 of system (2) remain positive for all 𝑡 > 0.
lim sup 𝑀 (𝑡) ≤ . (9)
𝑡→∞ 𝛾
3. Analysis of the Model
It implies that the region
There are one alcohol free equilibrium 𝐸0 and one alcohol
Ω = { (𝑆 (𝑡) , 𝑋 (𝑡) , 𝐴 (𝑡) , 𝑅 (𝑡) , 𝑀 (𝑡)) present equilibrium 𝐸∗ for system (2).
In the following, the basic reproduction number of system The derivative of 𝑉 is given by
(2) will be obtained by the next generation matrix method
formulated in [25]. 𝑆̇ 𝑞 ̇ ̇
Let 𝑥 = (𝐴, 𝑅, 𝑀, 𝑆, 𝑋)𝑇 ; then system (2) can be written − + 𝐴̇+
𝑉̇= 𝑆 ̇ 𝑅+𝑋
as 𝑆 𝑞+𝜇
= 𝜇 − 𝛽𝑆𝐴 − 𝜆𝑆𝑀 + 𝜎𝑋 − 𝜇𝑆
𝑑𝑥
= F (𝑥) − V (𝑥) , (18)
𝑑𝑡 1
− (𝜇 − 𝛽𝑆𝐴 − 𝜆𝑆𝑀 + 𝜎𝑋 − 𝜇𝑆)
𝑆
where
+ 𝜆𝑆𝑀 − 𝜎𝑋 − 𝜇𝑋 + 𝛽𝑆𝐴 + 𝑞𝑅 − 𝑝𝐴
𝛽𝑆𝐴 𝑞
− 𝜇𝐴 + (𝑝𝐴 − 𝑞𝑅 − 𝜇𝑅) (25)
0
𝑞+𝜇
F (𝑥) = ( 0 ) ,
0 1 1
0 = 𝜇 − 𝜇𝑆 − 𝜇 + 𝛽𝐴 + 𝜆𝑀 − 𝜎𝑋 + 𝜇
𝑆 𝑆
−𝑞𝑅 + (𝑝 + 𝜇) 𝐴 𝑞
(19) − 𝜇𝑋 + 𝑞𝑅 − 𝑝𝐴 − 𝜇𝐴 + 𝑝𝐴 − 𝑞𝑅
𝑞+𝜇
−𝑝𝐴 + (𝑞 + 𝜇) 𝑅
( ) 1 1 1
( 𝛾𝑀 − 𝑚𝐴 ) = 𝜇 (2 − 𝑆 − ) + 𝛽 (1 − ) 𝐴 + (1 − ) 𝜎𝑋.
V (𝑥) = ( ). 𝑆 𝑅0 𝑆
( )
−𝜇 + 𝛽𝑆𝐴 + 𝜆𝑆𝑀 − 𝜎𝑋 + 𝜇𝑆
If 𝑅0 ≤ 1, then 𝛽(1 − (1/𝑅0 )) ≤ 0. As we know,
( −𝜆𝑆𝑀 + (𝜎 + 𝜇) 𝑋 ) 2 − 𝑆 − (1/𝑆) ≤ 0 and 1 − (1/𝑆)𝜎𝑋 ≤ 0, so we obtain
𝑉̇ ≤ 0. Furthermore, 𝑉̇ = 0 only if 𝑆 = 1 or 𝑅0 = 1.
The Jacobian matrices of F(𝑥) and V(𝑥) at the alcohol free The maximum invariant set in {(𝑆, 𝑋, 𝐴, 𝑅, 𝑀) : 𝑉̇= 0} is
equilibrium 𝐸0 are, respectively, the singleton 𝐸0 . By Lasalle’s invariance principle [27], 𝐸0 is
globally asymptotically stable in Ω.
𝐹 0
𝐷F (𝐸0 ) = ( 2×2 ) , (20)
0 0
3.3. Alcohol Present Equilibrium
𝑉2×2 0 0 0
−𝑚 0 𝛾 0 0 3.3.1. Existence of the Alcohol Present Equilibrium
𝐷V (𝐸0 ) = ( ), (21)
𝛽 0 𝜆 𝜇 −𝜎 Theorem 4. If 𝑅0 > 1, system (2) has a unique alcohol present
0 0 −𝜆 0 𝜎+𝜇 equilibrium 𝐸∗ (𝑆∗ , 𝑋∗ , 𝐴∗ , 𝑅∗ , 𝑀∗ ), where
where
1 𝑝𝑞
𝑆∗ = (𝑝 + 𝜇 − ),
𝛽 0 𝑝 + 𝜇 −𝑞 𝛽 𝑞+𝜇
𝐹=( ), 𝑉=( ). (22)
0 0 −𝑝 𝑞 + 𝜇 𝜆𝑚 𝑝𝑞
𝑋∗ = (𝑝 + 𝜇 − ) 𝐴∗ ,
𝛽𝛾 (𝜎 + 𝜇) 𝑞+𝜇
The model reproduction number denoted by 𝑅0 is thus given (26)
by ∗ 𝑝
𝑅 = 𝐴∗ ,
𝑞+𝜇
𝛽 (𝑞 + 𝜇)
𝑅0 = . (23) 𝑚 ∗
(𝑝 + 𝜇) (𝑞 + 𝜇) − 𝑝𝑞 𝑀∗ = 𝐴 .
𝛾
From the fourth and fifth equations of (27), we obtain 4. Numerical Simulation
𝑝 To illustrate the analytic results obtained above, we give some
𝑅= 𝐴, (28) simulations using the parameter values in Table 1. Numerical
𝑞+𝜇
results are displayed in the following figures. It is reported
𝑚
𝑀= 𝐴. (29) that binge drinking occurs in up to 30 percent of adolescents
𝛾 and alcohol use disorders occur in about 6 percent of this
age group; approximately 50 to 60 percent of them remain
Substituting 𝑅 into the third equation of (27), we have abstinent at the end of a year’s treatment and a majority of
those stay dry permanently [29, 30]. So the initial condition is
1 𝑝𝑞 taken as the lowest by 𝐴(0) = 0.3 and 𝑅(0) = 0.15; in addition,
𝑆= (𝑝 + 𝜇 − ). (30)
𝛽 𝑞+𝜇 we assume that 𝑋(0) = 0.1, 𝑆(0) = 0.45, and 𝑀(0) = 0.002.
First, we choose 𝑃 = 0.3 and the numerical simulation
Then substituting (29) and (30) into the second equation of
gives 𝑅0 = 0.5691 < 1; then the alcohol free equilibrium 𝐸0 is
(27), we get
globally asymptotically stable (Figure 2). Second, we choose
𝑝𝑞 𝑃 = 0.21 and the numerical simulation gives 𝑅0 = 1; the
𝜆𝑚
𝑋= (𝑝 + 𝜇 − ) 𝐴. (31) alcohol free equilibrium 𝐸0 is globally asymptotically stable
𝛽𝛾 (𝜎 + 𝜇) 𝑞+𝜇
(Figure 3). Third, we choose 𝑃 = 0.032 and the numerical
simulation gives 𝑅0 = 1.165 > 1; the alcohol present
For 𝐴 ≠0, substituting (29), (30), and (31) into the first
equilibrium 𝐸∗ is globally asymptotically stable (Figure 4).
equation of (27) gives
Finally, for showing that awareness programs by media
𝜇 − 𝜇𝑆 can help to control the population of binge drinking, we
compare our model with the model which has been studied
𝑝𝑞 𝜆𝑚 𝑝𝑞 by Mulone and Straughan [10]; the model in [10] is governed
= (𝑝 + 𝜇 − )𝐴 + (𝑝 + 𝜇 − )𝐴 by the following system of nonlinear ordinary differential
𝑞+𝜇 𝛽𝛾 𝑞+𝜇 (32)
equations:
𝜎𝜆𝑚 𝑝𝑞
− (𝑝 + 𝜇 − ) 𝐴.
𝛽𝛾 (𝜎 + 𝜇) 𝑞+𝜇
𝑑𝑆 (𝑡) 𝛽𝐴𝑆
= 𝜇𝑁 − − 𝜇𝑆,
Substituting (30) into (32), we get 𝑑𝑡 𝑁
𝑑𝐴 (𝑡) 𝛽𝐴𝑆
𝜇 𝑝𝑞 = + 𝜌𝑅 − (𝜙 + 𝜇) 𝐴, (34)
𝐴 = (𝜇 − (𝑝 + 𝜇 − )) 𝑑𝑡 𝑁
𝛽 𝑞+𝜇
𝑑𝑅 (𝑡)
𝑝𝑞 𝜆𝑚 𝜎𝜆𝑚
−1 = 𝜙𝐴 − (𝜌 + 𝜇) 𝑅.
× ((𝑝 + 𝜇 − ) [1 + − ]) 𝑑𝑡
𝑞+𝜇 𝛽𝛾 𝛽𝛾 (𝜎 + 𝜇)
1 We choose 𝑃 = 0.032 and the numerical simulation gives
= 𝜇 (1 − ) 𝑅0 = 1.1645 > 1; the alcohol present equilibrium 𝑃∗ of
𝑅0
(34) is globally asymptotically stable. The number of the binge
−1 drinking population is generally on the rise without effects of
𝑝𝑞 𝜆𝑚 𝜎𝜆𝑚
× ((𝑝 + 𝜇 − ) [1 + − ]) . awareness programs by media.
𝑞+𝜇 𝛽𝛾 𝛽𝛾 (𝜎 + 𝜇)
For showing the distinction between (2) and (34), we take
(33)
𝑃 = 0.032 and compare the variations of the binge drinking
population 𝐴(𝑡). We can see that, because of awareness
Therefore, there exists a unique positive root in the programs by media (Figure 5), the number of people who
interval (0, 1) when 𝑅0 > 1; there is no positive root in the have alcohol problems decreases due to awareness-induced
interval [0, 1] when 𝑅0 ≤ 1. isolation of susceptible people, so making more people avoid
For 𝑅0 > 1, we carry out the simulation (see Figure 4) and contacting with the heavy drinkers due to the fact that
give the following conjecture. the awareness programs by media can reduce the alcohol
Conjecture. If 𝑅0 > 1, the alcohol present equilibrium 𝐸∗ of problems.
(2) is globally asymptotically stable. Further, the variations of the binge drinking population
𝐴(𝑡) with respect to time 𝑡 for different values of growth rate
Remark. Since the global stability of (2) is a hard problem, we of density of awareness programs 𝑚 are shown in Figure 6.
only carry out simulation (see Figure 4). How to prove the From these figures, it is apparent that as the rate of density of
global stability of the alcohol present equilibrium 𝐸∗ of (2) awareness programs 𝑚 increases the binge drinking popula-
and give the conditions based on model parameters is still an tion 𝐴(𝑡) decreases. Then, the awareness programs by media
open problem. are an effective measure in alcohol problems.
6 Abstract and Applied Analysis
1 1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0 0
0 50 100 150 200 0 50 100 150 200
Time t Time t
Figure 2: If 𝑅0 < 1, the alcohol free equilibrium 𝐸0 is globally Figure 4: If 𝑅0 > 1, the alcohol present equilibrium 𝐸∗ is globally
asymptotically stable. asymptotically stable.
0.4
1
0.35
Humans population size
0.8
0.3
0.6
0.25
0.4
0.2 0.2
0
0 50 100 150 200 250 300 0.15
0 10 20 30 40 50
Time t
Time
S(t) R(t)
X(t) M(t) A(t) of (2.1)
A(t) A(t) of (4.1)
Figure 3: If 𝑅0 = 1, the alcohol free equilibrium 𝐸0 is globally Figure 5: Variations of the binge drinking population 𝐴(𝑡) of (2)
asymptotically stable. and (34).
Abstract and Applied Analysis 7
0.3 Acknowledgments
This work was partially supported by the NNSF of
0.28
China (10961018), the NSF of Gansu Province of China
(1107RJZA088), the NSF for Distinguished Young Scholars
0.26 of Gansu Province of China (1111RJDA003), the Special Fund
for the Basic Requirements in the Research of University of
Gansu Province of China, and the Development Program
0.24
for Hong Liu Distinguished Young Scholars in Lanzhou
University of Technology.
0 10 20 30 40 50
Time
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8 Abstract and Applied Analysis
Research Article
Existence and Stability of Periodic Solution to Delayed
Nonlinear Differential Equations
Copyright © 2014 Xiang Gu et al. This is an open access article distributed under the Creative Commons Attribution License, which
permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
The main purpose of this paper is to study the periodicity and global asymptotic stability of a generalized Lotka-Volterra’s
competition system with delays. Some sufficient conditions are established for the existence and stability of periodic solution of
such nonlinear differential equations. The approaches are based on Mawhin’s coincidence degree theory, matrix spectral theory,
and Lyapunov functional.
1. Introduction and Motivation model, Chen [13] proposed a more complicated model as
follows:
In the past few decades, differential equations have been
used in the study of population dynamics, ecology and 𝑛
𝛼
epidemiology, malaria transmission, and so forth (see, e.g., 𝑦𝑖̇(𝑡) = 𝑦𝑖 (𝑡) [𝑟𝑖 (𝑡) − ∑𝑎𝑖𝑗 (𝑡) 𝑦𝑗 𝑖𝑗 (𝑡)] , 𝑖 = 1, 2, . . . , 𝑛,
𝑗=1
[1–10]). One of the rudimentary population systems is the [ ]
nonautonomous 𝑛-species competitive model: (2)
periodic solutions. It is doubted whether the existence and D, and 𝐸𝑛 is the identity matrix of size 𝑛. A matrix or vector
stability of periodic solutions can be affected by the delays or D > 0 (resp., D ≥ 0) means that all entries of D are positive
Gilpin-Ayala effect. For this reason, in the present paper, we (resp., nonnegative). For matrices or vectors D and 𝐸, D > 𝐸
consider the Gilpin-Ayala type delayed system as follows: (resp., D ≥ 𝐸) means that D − 𝐸 > 0 (resp., D − 𝐸 ≥ 0). We
also denote the spectral radius of the matrix D by 𝜌(D).
𝑛
𝛼 If V = (V1 , V2 , . . . , V𝑛 )𝑇 ∈ R𝑛 , then we have a choice of
𝑦𝑖̇(𝑡) = 𝑦𝑖 (𝑡) [𝑟𝑖 (𝑡) − ∑𝑎𝑖𝑗 (𝑡) 𝑦𝑗 𝑖𝑗 (𝑡) vector norms in R𝑛 ; for instance, ‖V‖1 , ‖V‖2 , and ‖V‖∞ are the
𝑗=1
[ commonly used norms, where
𝑛
𝛽
− ∑𝑏𝑖𝑗 (𝑡) 𝑦𝑗 𝑖𝑗 (𝑡 − 𝜏𝑖𝑗 )] , 𝑖 = 1, 2, . . . , 𝑛, 𝑛
𝑗=1
‖V‖1 = ∑ V𝑖 ,
] 𝑗=1
(3)
1/2
where 𝑦𝑖 is the population density of the 𝑖th species; 𝑟𝑖 { 𝑛 2 } (6)
is the intrinsic exponential growth rate of the 𝑖th species; ‖V‖2 = {∑V𝑖 } ,
𝑎𝑖𝑗 , 𝑏𝑖𝑗 measure the amount of competition between the {𝑗=1 }
𝑖th species and the 𝑗th species (𝑖 ≠𝑗); and 𝛼𝑖𝑗 , 𝛽𝑖𝑗 provide
‖V‖∞ = max V𝑖 .
a nonlinear measure of intraspecific interference. For the 1≤𝑖≤𝑛
point of biological view, the coefficients are assumed to be
continuous 𝜔-periodic functions; we always assume that 𝑟𝑖 , We recall the following norms of matrices induced by respec-
𝑎𝑖𝑗 , 𝑏𝑖𝑗 , 𝜏𝑖𝑗 , 𝑖, 𝑗 = 1, 2, . . . , 𝑛, are nonnegative and 𝑎𝑖𝑖 , 𝑏𝑖𝑖 are tive vector norms. For instance, if A = (𝑎𝑖𝑗 )𝑛×𝑛 , the norm of
strictly positive. And system (3) is supplemented with the the matrix ‖A‖ induced by a vector norm ‖ ⋅ ‖ is defined by
initial condition
𝑦𝑖 (𝑠) = 𝜙𝑖 (𝑠) , 𝑠 ∈ [−𝜏, 0] , 𝜙𝑖 (0) > 0, 𝑖 = 1, 2, . . . , 𝑛, ‖AV‖𝑝
‖A‖𝑝 = sup = sup ‖AV‖𝑝 = sup ‖AV‖𝑝 . (7)
(4) 0 ‖V‖𝑝
V∈R𝑛 ,V ≠ ‖V‖𝑝 =1 ‖V‖𝑝 ≤1
2.1. Preliminaries on the Matrix Theory and Degree Theory. Definition 2 (see [17, 18]). Let Ω ⊂ R𝑛 be open and bounded,
For convenience, we introduce some notations, definitions, 𝑓 ∈ 𝐶1 (Ω, R𝑛 ) ∩ 𝐶(Ω, R𝑛 ), and 𝑦 ∈ R𝑛 /𝑓(𝜕Ω ∪ 𝑁𝑓 ); that is,
and lemmas. If 𝑓(𝑡) is a continuous 𝜔-periodic function 𝑦 is a regular value of 𝑓. Here, 𝑁𝑓 = {𝑥 ∈ Ω : 𝐽𝑓 (𝑥) = 0},
defined on R, denote the critical set of 𝑓, and 𝐽𝑓 is the Jacobian of 𝑓 at 𝑥. Then the
degree deg{𝑓, Ω, 𝑦} is defined by
𝑓 = min 𝑓 (𝑡) , 𝑓 = max 𝑓 (𝑡) ,
𝑡∈[0,𝜔] 𝑡∈[0,𝜔]
(5) deg {𝑓, Ω, 𝑦} = ∑ sgn 𝐽𝑓 (𝑥)
1 𝜔 (8)
𝑚 (𝑓) = ∫ 𝑓 (𝑡) 𝑑𝑡. 𝑥∈𝑓−1 (𝑦)
𝜔 0
We use 𝑥 = (𝑥1 , . . . , 𝑥𝑛 )𝑇 ∈ R𝑛 to denote a column vector, with the agreement that ∑ 𝜙 = 0. For more details about
D = (𝑑𝑖𝑗 )𝑛×𝑛 is an 𝑛 × 𝑛 matrix, D𝑇 denotes the transpose of degree theory, the reader is referred to [18].
Abstract and Applied Analysis 3
Lemma 3 (continuation theorem [17]). Let Ω ⊂ 𝑋 be an open (H3 ) 𝜌(K) < 1, where K = (Γ𝑖𝑗 )𝑛×𝑛 and
and bounded set. Let 𝐿 be a Fredholm mapping of index zero
and let 𝑁 be 𝐿-compact on Ω (i.e., 𝑄𝑁(Ω) is bounded and 0, 𝑖 = 𝑗,
𝐾𝑃 (𝐼 − 𝑄)𝑁 : Ω → 𝑋 is compact). Assume, {
{
{
Γ𝑖𝑗 = { (𝑎𝑖𝑗 + 𝑏𝑖𝑗 ) (12)
(i) for each 𝜆 ∈ (0, 1), 𝑥 ∈ 𝜕Ω ∩ Dom 𝐿 and 𝐿𝑥 ≠𝜆𝑁𝑥; {
{ , 𝑖 ≠𝑗.
(ii) for each 𝑥 ∈ 𝜕Ω ∩ Ker 𝐿, 𝑄𝑁𝑥 ≠0 and deg{𝐽𝑄𝑁, Ω ∩ { (𝑎𝑗𝑗 + 𝑏𝑗𝑗 )
Ker 𝐿, 0} ≠0.
Then 𝐿𝑥 = 𝑁𝑥 has at least one solution in Ω ∩ Dom 𝐿. Then system (3) has at least one positive 𝜔-periodic solution.
Definition 4 (see [19, 20]). A real 𝑛 × 𝑛 matrix A = (𝑎𝑖𝑗 ) is Proof. Note that every solution 𝑦(𝑡) = (𝑦1 (𝑡), 𝑦2 (𝑡), . . . ,
said to be an 𝑀-matrix if 𝑎𝑖𝑗 ≤ 0, 𝑖, 𝑗 = 1, 2, . . . , 𝑛, 𝑖 ≠𝑗, and 𝑦𝑛 (𝑡))𝑇 of system (3) with the initial value condition is
A−1 ≥ 0. positive. Make the change of variables
Lemma 5 (see [19, 20]). Let A ≥ 0 be an 𝑛 × 𝑛 matrix and 𝑦𝑖 (𝑡) = 𝑒𝑥𝑖 (𝑡) , 𝑖 = 1, 2, . . . , 𝑛. (13)
𝜌(A) < 1; then (𝐸𝑛 − A)−1 ≥ 0, where 𝐸𝑛 denotes the identity
matrix of size 𝑛. Then system (3) is the same as
In what follows, we will introduce some function spaces
𝑛
and their norms, which are valid throughout this paper.
𝑥𝑖̇(𝑡) = 𝑟𝑖 (𝑡) − ∑ 𝑎𝑖𝑗 (𝑡) 𝑒𝛼𝑖𝑗 𝑥𝑗 (𝑡)
Denote 𝑗=1
𝑇 (14)
𝑋 = {𝑥 (𝑡) = (𝑥1 (𝑡) , 𝑥2 (𝑡) , . . . , 𝑥𝑛 (𝑡)) 𝑛
𝛽𝑖𝑗 𝑥𝑗 (𝑡−𝜏𝑖𝑗 )
− ∑ 𝑏𝑖𝑗 (𝑡) 𝑒 , 𝑖 = 1, 2, . . . , 𝑛.
∈ 𝐶1 (R, R𝑛 ) | 𝑥 (𝑡 + 𝜔) = 𝑥 (𝑡) ∀𝑡 ∈ R} , 𝑗=1
(9)
𝑇
𝑍 = {𝑥 (𝑡) = (𝑥1 (𝑡) , 𝑥2 (𝑡) , . . . , 𝑥𝑛 (𝑡)) Obviously, system (3) that has at least one 𝜔-periodic solution
is equivalent to system (14) that has at least one 𝜔-periodic
∈ 𝐶 (R, R𝑛 ) | 𝑥 (𝑡 + 𝜔) = 𝑥 (𝑡) ∀𝑡 ∈ R} . solution. To prove Theorem 6, our main tasks are to construct
the operators (i.e., 𝐿, 𝑁, 𝑃, and 𝑄) appearing in Lemma 3 and
And, the norms are given by to find an appropriate open set Ω satisfying conditions (i) and
(ii) in Lemma 3. To this end, we proceed with three steps.
𝑥𝑖 (𝑡)0 = max 𝑥𝑖 (𝑡) , 𝑥𝑖 (𝑡)1 = 𝑥𝑖 (𝑡)0 + 𝑥𝑖̇(𝑡)0
𝑡∈[0,𝜔]
Step 1. In this step, we intend to construct the operators
𝑖 = 1, 2, . . . , 𝑛, appearing in Lemma 3 and verify that they satisfy the condi-
(10) tions of Lemma 3. For any 𝑥(𝑡) ∈ 𝑋, in view of the periodicity,
‖𝑥 (𝑡)‖0 = max {𝑥𝑖 (𝑡)0 } , it is easy to check that
1≤𝑖≤𝑛
Define, respectively, the projectors 𝑃 : 𝑋 → 𝑋 and 𝑄 : 𝑍 → which implies that 𝑄𝑁(Ω) is bounded in the space (𝑍, ‖ ⋅ ‖0 ).
𝑍 by Secondly, we will show that (𝐾𝑃 (𝐼 − 𝑄)𝑁𝑥) (Ω) is relatively
1 𝜔 1 𝜔 compact in the space (𝑋, ‖ ⋅ ‖1 ). In fact, it follows from (22)
𝑃𝑥 (𝑡) = ∫ 𝑥 (𝑡) 𝑑𝑡, 𝑄𝑧 (𝑡) = ∫ 𝑧 (𝑡) 𝑑𝑡, that
𝜔 0 𝜔 0 (18)
𝑇
𝑥 ∈ 𝑋, 𝑧 ∈ 𝑍. (𝐾𝑃 (𝐼 − 𝑄) 𝑁𝑥) = (Ψ1 (𝑥, 𝑡) , Ψ2 (𝑥, 𝑡) , . . . , Ψ𝑛 (𝑥, 𝑡)) ,
(26)
It can be found that the domain of 𝐿 in 𝑋 is actually the whole
space, and where = 𝑑/𝑑𝑡 and
(𝑡) = 0} = R𝑛 ,
Ker 𝐿 = {𝑥 (𝑡) ∈ 𝑋 | 𝐿𝑥 (𝑡) = 0, i.e., 𝑥̇
1 𝜔
Ψ𝑘 (𝑥, 𝑡) = Δ 𝑘 (𝑥, 𝑡) − ∫ Δ (𝑥, 𝑠) 𝑑𝑠, 𝑘 = 1, 2, . . . , 𝑛.
𝜔 (19) 𝜔 0 𝑘
Im 𝐿 = {𝑧 (𝑡) ∈ 𝑍 | ∫ 𝑧 (𝑡) 𝑑𝑡 = 0} is closed in 𝑍. (27)
0
Moreover, 𝑃, 𝑄 are continuous operators such that This, combining with (22), gives
𝑛
Im 𝑃 = R = Ker 𝐿, Im 𝐿 = Ker 𝑄 = Im (𝐼 − 𝑄) ,
(20) (𝐾𝑃 (𝐼 − 𝑄) 𝑁𝑥)𝑖 (𝑡)1
dim Ker 𝐿 = codim Im 𝐿 = 𝑛 < +∞.
= (𝐾𝑃 (𝐼 − 𝑄) 𝑁𝑥)𝑖 (𝑡)0 + (𝐾𝑃 (𝐼 − 𝑄) 𝑁𝑥)𝑖 (𝑡)0
It follows that 𝐿 is a Fredholm mapping of index zero.
Furthermore, the generalized inverse (to 𝐿) 𝐾𝑃 : Im 𝐿 → 1 1
Dom 𝐿 ∩ Ker 𝑃 exists, which is given by ≤ 𝑀𝑖 𝜔 + 𝑀𝑖 𝜔 + 𝑀𝑖 𝜔
2 2
𝑡
1 𝜔 𝑡 + 𝑀𝑖 + 𝑀𝑖 = 2 (𝜔 + 1) 𝑀𝑖 ,
𝐾𝑃 (𝑦) = ∫ 𝑦 (𝑠) 𝑑𝑠 − ∫ ∫ 𝑦 (𝑠) 𝑑𝑠 𝑑𝑡. (21)
0 𝜔 0 0 (28)
Then 𝑄𝑁 : 𝑋 → 𝑍 and 𝐾𝑃 (𝐼 − 𝑄)𝑁 : 𝑋 → 𝑋 are defined
by which implies that 𝐾𝑃 (𝐼 − 𝑄)𝑁(Ω) is bound in the space
(𝑋, ‖ ⋅ ‖1 ).
1 𝜔 1 𝜔 On the other hand, we prove that (𝐾𝑃 (𝐼 − 𝑄)𝑁𝑥) (Ω) is
𝑄𝑁𝑥 = ( ∫ Δ 1 (𝑥, 𝑡) 𝑑𝑡, ∫ Δ 2 (𝑥, 𝑡) 𝑑𝑡, . . . ,
𝜔 0 𝜔 0 equicontinuous. In view of uniform continuity of 𝑟𝑖 , 𝑎𝑖𝑗 , and
𝑇 𝑏𝑖𝑗 , for any 𝜀 > 0, there exists 𝛿1 > 0 such that, for any 𝑡, 𝑠 ∈ R,
1 𝜔 (22) provided that |𝑡 − 𝑠| < 𝛿1 , we have
∫ Δ 𝑛 (𝑥, 𝑡)𝑑𝑡) ,
𝜔 0
𝑇 𝑟𝑖 (𝑡) − 𝑟𝑖 (𝑠) < 𝜀, 𝑎𝑖𝑗 (𝑡) − 𝑎𝑖𝑗 (𝑠) < 𝜀,
𝐾𝑃 (𝐼 − 𝑄) 𝑁𝑥 = (Ψ1 (𝑥, 𝑡) , Ψ2 (𝑥, 𝑡) , . . . , Ψ𝑛 (𝑥, 𝑡)) ,
(29)
where 𝑏𝑖𝑗 (𝑡) − 𝑏𝑖𝑗 (𝑠) < 𝜀.
𝑡
1 𝜔 𝑡
Ψ𝑘 (𝑥, 𝑡) = ∫ Δ 𝑘 (𝑥, 𝑠) 𝑑𝑠 − ∫ ∫ Δ (𝑥, 𝑠) 𝑑𝑠 𝑑𝑡 Since any 𝑥(𝑡) = (𝑥1 (𝑡), 𝑥2 (𝑡), . . . , 𝑥𝑛 (𝑡))𝑇 ∈ Ω is equicontin-
0 𝜔 0 0 𝑘
uous, for the same 𝜀, there exists 0 < 𝛿2 ≤ 𝛿1 such that, for
𝜔
𝑡 1 any 𝑡, 𝑠 ∈ R, provided that |𝑡 − 𝑠| < 𝛿2 , we have
−( − ) ∫ Δ 𝑘 (𝑥, 𝑠) 𝑑𝑠, 𝑘 = 1, 2, . . . , 𝑛.
𝜔 2 0
𝑥𝑖 (𝑡) − 𝑥𝑖 (𝑠)0 < 𝜀. (30)
(23)
It follows from (29) and (30) that
Clearly, 𝑄𝑁 and 𝐾𝑃 (𝐼 − 𝑄)𝑁 are continuous. Now we turn to
show the fact that for any open bounded set Ω ⊂ 𝑋, denoted Δ 𝑖 (𝑥 (𝑡) , 𝑡) − Δ 𝑖 (𝑥 (𝑠) , 𝑠)0
by
𝑛 𝑛
Ω = {𝑥 (𝑡) ∈ 𝑋 | 𝑥𝑖 (𝑡)1 = 𝑥𝑖 (𝑡)0 + 𝑥𝑖̇(𝑡)0 < ℎ𝑖 } , = 𝑟𝑖 (𝑡) − ∑𝑎𝑖𝑗 (𝑡) 𝑒𝛼𝑖𝑗 𝑥𝑗 (𝑡) − ∑ 𝑏𝑖𝑗 (𝑡) 𝑒𝛽𝑖𝑗 𝑥𝑗 (𝑡−𝜏𝑖𝑗 )
(24) 𝑗=1 𝑗=1
the mapping 𝑁 is 𝐿-compact on Ω. Here, the constants ℎ𝑖 𝑛 𝑛
are independent of the choice of 𝑥(𝑡). In view of Definition 1, − 𝑟𝑖 (𝑠) + ∑𝑎𝑖𝑗 (𝑠) 𝑒𝛼𝑖𝑗 𝑥𝑗 (𝑠) + ∑𝑏𝑖𝑗 (𝑠) 𝑒𝛽𝑖𝑗 𝑥𝑗 (𝑠−𝜏𝑖𝑗 )
to show the above fact, it suffices to show that 𝑄𝑁(Ω) is
𝑗=1 𝑗=1 0
bounded and 𝐾𝑃 (𝐼 − 𝑄)𝑁 : Ω → 𝑋 is compact. We first 𝑛
arrive at ≤ 𝑟𝑖 (𝑡) − 𝑟𝑖 (𝑠)0 + ∑𝑎𝑖𝑗 (𝑡) 𝑒𝛼𝑖𝑗 𝑥𝑗 (𝑡) − 𝑎𝑖𝑗 (𝑠) 𝑒𝛼𝑖𝑗 𝑥𝑗 (𝑠) 0
𝜔 𝑗=1
(𝑄𝑁𝑥)𝑖 = 1 ∫ Δ 𝑖 (𝑥, 𝑡) 𝑑𝑡 ≤ Δ 𝑖 (𝑥, 𝑡) := 𝑀𝑖 ,
0 𝜔 0 0 𝑛
0 (25)
+ ∑ 𝑏𝑖𝑗 (𝑡) 𝑒𝛽𝑖𝑗 𝑥𝑗 (𝑡−𝜏𝑖𝑗 ) − 𝑏𝑖𝑗 (𝑠) 𝑒𝛽𝑖𝑗 𝑥𝑗 (𝑠−𝜏𝑖𝑗 ) 0
∀𝑥 ∈ Ω, 𝑗=1
Abstract and Applied Analysis 5
𝑛
𝑛 𝑛
≤ 𝑟𝑖 (𝑡) − 𝑟𝑖 (𝑠) + ∑𝑎𝑖𝑗 (𝑡)0 𝑒𝛼𝑖𝑗 𝑥𝑗 (𝑡) − 𝑒𝛼𝑖𝑗 𝑥𝑗 (𝑠) 0 = [1 + ∑ (1 + 𝑎𝑖𝑗 ) 𝑒𝛼𝑖𝑗 ℎ𝑗 + ∑ (1 + 𝑏𝑖𝑗 ) 𝑒𝛽𝑖𝑗 ℎ𝑗 ] 𝜀 + 2𝑀𝑖 𝛿
𝑗=1
𝑗=1 𝑗=1
[ ]
𝑛
+ ∑ 𝑎𝑖𝑗 (𝑡) − 𝑎𝑖𝑗 (𝑠)0 𝑒𝛼𝑖𝑗 𝑥𝑗 (𝑠) 0 𝑛 𝑛
𝑗=1 < [1 + ∑ (1 + 𝑎𝑖𝑗 ) 𝑒𝛼𝑖𝑗 ℎ𝑗 + ∑ (1 + 𝑏𝑖𝑗 ) 𝑒𝛽𝑖𝑗 ℎ𝑗 ] 𝜀 + 𝜀
𝑗=1 𝑗=1
𝑛 [ ]
+ ∑ 𝑏𝑖𝑗 (𝑡)0 𝑒𝛽𝑖𝑗 𝑥𝑗 (𝑡−𝜏𝑖𝑗 ) − 𝑒𝛽𝑖𝑗 𝑥𝑗 (𝑠−𝜏𝑖𝑗 ) 0 ̃
:= 𝑀𝜀,
𝑗=1
(34)
𝑛
+ ∑ 𝑏𝑖𝑗 (𝑡) − 𝑏𝑖𝑗 (𝑠)0 𝑒𝛽𝑖𝑗 𝑥𝑗 (𝑠−𝜏𝑖𝑗 ) 0 which implies that (𝐾𝑃 (𝐼 − 𝑄)𝑁𝑥)(Ω) is equicontinuous.
𝑗=1 Therefore, by the generalized Arzela-Ascoli theorem, we
𝑛 𝑛
have that (𝐾𝑃 (𝐼−𝑄)𝑁𝑥)(Ω) is relatively compact in the space
(𝑋, ‖ ⋅ ‖1 ). The proof of this step is complete.
< 𝜀 + ∑𝑎𝑖𝑗 𝑒𝛼𝑖𝑗 ℎ𝑗 𝑥𝑖 (𝑡) − 𝑥𝑖 (𝑠)0 + ∑ 𝑒𝛼𝑖𝑗 ℎ𝑗 𝜀
𝑗=1 𝑗=1
Step 2. In this step, we are in a position to search for
𝑛
𝑛 appropriate open bounded subsets Ω satisfying condition
+ ∑ 𝑏𝑖𝑗 𝑒𝛽𝑖𝑗 ℎ𝑗 𝑥𝑖 (𝑡 − 𝜏𝑖𝑗 ) − 𝑥𝑖 (𝑠 − 𝜏𝑖𝑗 )0 + ∑𝑒𝛽𝑖𝑗 ℎ𝑗 𝜀 (i) of Lemma 3. Specifically, our aim is to search for an
𝑗=1 𝑗=1 appropriate ℎ𝑖 defined by Ω in Step 1 such that Ω satisfies
𝑛 𝑛 𝑛 𝑛 condition (i) of Lemma 3. To this end, assume that 𝑥(𝑡) ∈ 𝑋
< 𝜀 + ∑𝑎𝑖𝑗 𝑒𝛼𝑖𝑗 ℎ𝑗 𝜀 + ∑ 𝑒𝛼𝑖𝑗 ℎ𝑗 𝜀 + ∑ 𝑏𝑖𝑗 𝑒𝛽𝑖𝑗 ℎ𝑗 𝜀 + ∑ 𝑒𝛽𝑖𝑗 ℎ𝑗 𝜀 is a solution of the equation 𝐿𝑥 = 𝜆𝑁𝑥 for each 𝜆 ∈ (0, 1);
𝑗=1 𝑗=1 𝑗=1 𝑗=1 that is,
𝑛 𝑛
𝑛 𝑛
𝑥𝑖̇(𝑡) = 𝜆 [𝑟𝑖 (𝑡) − ∑𝑎𝑖𝑗 (𝑡) 𝑒𝛼𝑖𝑗 𝑥𝑗 (𝑡) − ∑ 𝑏𝑖𝑗 (𝑡) 𝑒𝛽𝑖𝑗 𝑥𝑗 (𝑡−𝜏𝑖𝑗 ) ] ,
= [1 + ∑ (1 + 𝑎𝑖𝑗 ) 𝑒 𝛼𝑖𝑗 ℎ𝑗
+ ∑ (1 + 𝑏𝑖𝑗 ) 𝑒 𝛽𝑖𝑗 ℎ𝑗 ]
𝜀.
𝑗=1 𝑗=1
𝑗=1 𝑗=1 [ ]
[ ]
(31) 𝑖 = 1, 2, . . . , 𝑛.
(35)
Thus, it follows from (26) that Since 𝑥(𝑡) ∈ 𝑋, each 𝑥𝑖 (𝑡), 𝑖 = 1, 2, . . . , 𝑛, as components of
𝑥(𝑡), is continuously differentiable and 𝜔-periodic. In view of
continuity and periodicity, there exists 𝑡𝑖 ∈ [0, 𝜔] such that
(𝐾𝑃 (𝐼 − 𝑄) 𝑁𝑥)𝑖 (𝑡) − (𝐾𝑃 (𝐼 − 𝑄) 𝑁𝑥)𝑖 (𝑠) 𝑥𝑖 (𝑡𝑖 ) = max𝑡∈[0,𝜔] |𝑥𝑖 (𝑡)|, 𝑖 = 1, 2, . . . , 𝑛. Accordingly, 𝑥𝑖̇
(𝑡𝑖 ) =
0 0 and we arrive at
= Δ 𝑖 (𝑥 (𝑡) , 𝑡) − Δ 𝑖 (𝑥 (𝑠) , 𝑠)0 𝑛 𝑛
(32) 𝑟𝑖 (𝑡𝑖 ) − ∑𝑎𝑖𝑗 (𝑡𝑖 ) 𝑒𝛼𝑖𝑗 𝑥𝑗 (𝑡𝑖 ) − ∑ 𝑏𝑖𝑗 (𝑡𝑖 ) 𝑒𝛽𝑖𝑗 𝑥𝑗 (𝑡𝑖 −𝜏𝑖𝑗 ) = 0,
𝑛 𝑛 𝑗=1 𝑗=1 (36)
< [1 + ∑ (1 + 𝑎𝑖𝑗 ) 𝑒𝛼𝑖𝑗 ℎ𝑗 + ∑ (1 + 𝑏𝑖𝑗 ) 𝑒𝛽𝑖𝑗 ℎ𝑗 ] 𝜀.
𝑗=1 𝑗=1 𝑖 = 1, 2, . . . , 𝑛.
[ ]
That is,
On the other hand, the mean value theorem together with 𝑎𝑖𝑖 (𝑡𝑖 ) 𝑒𝛼𝑖𝑖 𝑥𝑖 (𝑡𝑖 ) + 𝑏𝑖𝑖 (𝑡𝑖 ) 𝑒𝛽𝑖𝑖 𝑥𝑖 (𝑡𝑖 −𝜏𝑖𝑖 )
(26) gives 𝑛
= 𝑟𝑖 (𝑡𝑖 ) − ∑ 𝑎𝑖𝑗 (𝑡𝑖 ) 𝑒𝛼𝑖𝑗 𝑥𝑗 (𝑡𝑖 )
𝑗=1,𝑗 ≠
𝑖 (37)
𝐾𝑃 (𝐼 − 𝑄)𝑁𝑥)𝑖 (𝑡) − (𝐾𝑃 (𝐼 − 𝑄) 𝑁𝑥)𝑖 (𝑠)0
𝑛
(33)
− ∑ 𝑏𝑖𝑗 (𝑡𝑖 ) 𝑒𝛽𝑖𝑗 𝑥𝑗 (𝑡𝑖 −𝜏𝑖𝑗 ) , 𝑖 = 1, 2, . . . 𝑛.
= (𝐾𝑃 (𝐼 − 𝑄) 𝑁𝑥)𝑖 (𝜉)0 |𝑡 − 𝑠| ≤ 2𝑀𝑖 |𝑡 − 𝑠| ,
𝑗=1,𝑗 ≠
𝑖
𝑛
Then it follows from (43) and (44) that
= 𝑟𝑖 (𝑡𝑖 ) − ∑ 𝑎𝑖𝑗 (𝑡𝑖 ) 𝑒𝛼𝑖𝑗 𝑥𝑗 (𝑡𝑖 )
(𝑧1 (𝑡1 ) , 𝑧2 (𝑡2 ) , . . . , 𝑧𝑛 (𝑡𝑛 )) ≤ 𝐻,
𝑇
𝑗=1,𝑗 ≠
𝑖
(45)
𝑛
𝛽𝑖𝑗 𝑥𝑗 (𝑡𝑖 −𝜏𝑖𝑗 )
or 𝑧𝑖 (𝑡𝑖 ) ≤ ̃ℎ𝑖 , 𝑖 = 1, 2, . . . , 𝑛
− ∑ 𝑏𝑖𝑗 (𝑡𝑖 ) 𝑒
𝑗=1,𝑗 ≠
𝑖 which implies
𝑛 𝑛 ̃ℎ
≤ 𝑟𝑖 + ∑ 𝑎𝑖𝑗 𝑒𝛼𝑖𝑗 𝑥𝑗 (𝑡𝑖 ) + ∑ 𝑏𝑖𝑗 𝑒𝛽𝑖𝑗 𝑥𝑗 (𝑡𝑖 −𝜏𝑖𝑗 ) 1
𝑥𝑖 (𝑡)0 = max 𝑥𝑖 (𝑡) = 𝑥𝑖 (𝑡𝑖 ) ≤ ln 𝑖
,
𝑗=1,𝑗 ≠
𝑖 𝑗=1,𝑗 ≠
𝑖 𝑡∈[0,𝜔] 𝛼𝑖𝑖 𝑎𝑖𝑖 + 𝑏𝑖𝑖 (46)
(39)
𝑛 𝑛 𝑖 = 1, 2, . . . , 𝑛.
≤ 𝑟𝑖 + ∑ 𝑎𝑖𝑗 𝑒𝛼𝑖𝑗 𝑥𝑗 (𝑡𝑗 ) + ∑ 𝑏𝑖𝑗 𝑒𝛽𝑖𝑗 𝑥𝑗 (𝑡𝑗 −𝜏𝑖𝑗 )
𝑗=1,𝑗 ≠
𝑖 𝑗=1,𝑗 ≠
𝑖 On the other hand, it follows from (44) that
𝑛 𝑛 (𝐸 − K) 𝐻 = 𝐷, or 𝐻 = K𝐻 + 𝐷,
≤ 𝑟𝑖 + ∑ 𝑎𝑖𝑗 𝑒𝛼𝑗𝑗 𝑥𝑗 (𝑡𝑗 ) + ∑ 𝑏𝑖𝑗 𝑒𝛼𝑗𝑗 𝑥𝑗 (𝑡𝑗 )
𝑛 (47)
𝑗=1,𝑗 ≠
𝑖 𝑗=1,𝑗 ≠
𝑖
that is ̃ℎ𝑖 = ∑ Γ𝑖𝑗 ̃ℎ𝑗 + 𝐷𝑖 , 𝑖 = 1, 2, . . . , 𝑛.
𝑛 𝑗=1
= 𝑟𝑖 + ∑ (𝑎𝑖𝑗 + 𝑏𝑖𝑗 ) 𝑒𝛼𝑗𝑗 𝑥𝑗 (𝑡𝑗 ) .
𝑗=1,𝑗 ≠
𝑖 Estimating (2), by using (45) and (47), we have
̇ 𝑛 𝑛
𝛽𝑖𝑗 𝑥𝑗 (𝑡−𝜏𝑖𝑗 )
Here we used (H2 ). Letting (𝑎𝑖𝑖 + 𝑏𝑖𝑖 )𝑒𝛼𝑖𝑖 𝑥𝑖 (𝑡𝑖 ) = 𝑧𝑖 (𝑡𝑖 ), it follows 𝑥 (𝑡)
𝑖 0 = 𝜆
𝑟 (𝑡) − ∑ 𝑎 (𝑡) 𝑒𝛼𝑖𝑗 𝑥𝑗 (𝑡)
− ∑ 𝑏 (𝑡) 𝑒
𝑖 𝑖𝑗 𝑖𝑗
from (39) that 0
𝑗=1 𝑗=1
𝑛 𝑛 𝑛
−1
𝑧𝑖 (𝑡𝑖 ) ≤ 𝑟𝑖 + ∑ (𝑎𝑖𝑗 + 𝑏𝑖𝑗 ) (𝑎𝑗𝑗 + 𝑏𝑗𝑗 ) 𝑧𝑗 (𝑡𝑗 ) (40) ≤ 𝑟𝑖 + ∑ 𝑎𝑖𝑗 𝑒𝛼𝑖𝑗 𝑥𝑗 (𝑡) 0 + ∑𝑏𝑖𝑗 𝑒𝛽𝑖𝑗 𝑥𝑗 (𝑡−𝜏𝑖𝑗 ) 0
𝑗=1,𝑗 ≠
𝑖 𝑗=1 𝑗=1
or 𝑛 𝑛
≤ 𝑟𝑖 + ∑ 𝑎𝑖𝑗 𝑒𝛼𝑗𝑗 𝑥𝑗 (𝑡𝑗 ) + ∑𝑏𝑖𝑗 𝑒𝛼𝑗𝑗 𝑥𝑗 (𝑡𝑗 )
𝑛 𝑎𝑖𝑗 + 𝑏𝑖𝑗 𝑗=1 𝑗=1
𝑧𝑖 (𝑡𝑖 ) − ∑ 𝑧𝑗 (𝑡𝑗 ) ≤ 𝑟𝑖 , (41)
𝑖 𝑎𝑗𝑗
𝑗=1,𝑗 ≠ + 𝑏𝑗𝑗 𝑛 𝑎𝑖𝑗 + 𝑏𝑖𝑗
= 𝑟𝑖 + ∑ 𝑧𝑗 (𝑡𝑗 )
which implies 𝑗=1 𝑎𝑗𝑗 + 𝑏𝑗𝑗
𝑛 𝑛 𝑦𝑗
𝛼𝑘𝑗 𝑥𝑗 + ∑ 𝑚 (𝑏𝑘𝑗 )
= 𝑚 (𝑟𝑘 ) − ∑ 𝑚 (𝑎𝑘𝑗 ) 𝑒
𝑗=1,𝑗 ≠
𝑘 (54) 𝑗=1,𝑗 ≠
𝑘 𝑚 (𝑎𝑗𝑗 + 𝑚 (𝑏𝑗𝑗 )
)
𝑛 𝑛 𝑚 (𝑎𝑘𝑗 ) + 𝑚 (𝑏𝑘𝑗 )
− ∑ 𝑚 (𝑏𝑘𝑗 ) 𝑒𝛽𝑘𝑗 𝑥𝑗 . = 𝑟𝑘 + ∑ 𝑦𝑗
𝑗=1,𝑗 ≠
𝑘 𝑗=1,𝑗 ≠
𝑘 𝑚 (𝑎 ) + 𝑚 (𝑏 )
𝑗𝑗 𝑗𝑗
𝛼𝑘𝑗 /𝛼𝑗𝑗
𝑦𝑗 𝑛 𝑎𝑘𝑗 + 𝑏𝑘𝑗
𝑒𝛼𝑘𝑗 𝑥𝑗 = ( ) , < 𝑑𝐷𝑘 + 𝑑 ∑ ̃
ℎ𝑗
𝑚 (𝑎𝑗𝑗 ) + 𝑚 (𝑏𝑗𝑗 ) 𝑎 + 𝑏𝑗𝑗
𝑘 𝑗𝑗
𝑗=1,𝑗 ≠
𝛽𝑘𝑗 /𝛼𝑗𝑗 𝑛
𝑦𝑗
𝑒𝛽𝑘𝑗 𝑥𝑗
=( ) , (56) < 𝑑 [𝐷𝑘 + ∑ Γ𝑘𝑗 ℎ ̃]
𝑗
𝑚 (𝑎𝑗𝑗 ) + 𝑚 (𝑏𝑗𝑗 ) 𝑗=1,𝑗 ≠
𝑘
[ ]
𝑦𝑗
𝛼𝑘𝑗 ≤ 𝛼𝑗𝑗 , 𝛽𝑘𝑗 ≤ 𝛼𝑗𝑗 , > 1. = 𝑑ℎ̃𝑘 ,
𝑚 (𝑎𝑗𝑗 ) (58)
8 Abstract and Applied Analysis
which is a contradiction. Therefore, for any 𝑥 ∈ 𝜕Ω ∩ Ker 𝐿, Lemma 10 (see [23]). If 𝑥, 𝑦 > 1, and 𝛼𝑗𝑖 ≤ 𝛼𝑖𝑖 , (𝑖, 𝑗 =
|(𝑄𝑁𝑥)𝑖 | > 0 for all 𝑖 = 1, 2, . . . , 𝑛. That is, (𝑄𝑁𝑥) ≠0, for 𝑥 ∈ 1, 2, . . . , 𝑛), then
𝜕Ω ∩ Ker 𝐿. Furthermore, in view of (H1 ) and Definition 2, it
is easy to see that 𝛼𝑗𝑖 𝛼 𝛼 𝛼
𝑥 − 𝑦 𝑗𝑖 ≤ 𝑥 𝑖𝑖 − 𝑦 𝑖𝑖 , 𝑖, 𝑗 = 1, 2, . . . , 𝑛. (62)
deg {𝐽𝑄𝑁, Ω ∩ Ker 𝐿, 0} ≠0, (59)
Theorem 11. Assume that 𝛼𝑖𝑗 = 𝛽𝑖𝑗 ; if (H1 )–(H4 ) hold, then
where deg(⋅) is the Brouwer degree and 𝐽 is the identity ̃ which
system (3) has a unique positive 𝜔-periodic solution 𝑦(𝑡)
mapping since Im 𝑄 = Ker 𝐿. is globally asymptotically stable.
So far, we have shown that the open subset Ω ⊂ 𝑋
satisfies all the assumptions of Lemma 3. Hence, by Lemma 3, Proof. By Lemma 9, system (3) is bounded below. Thus there
system (14) has at least one positive 𝜔-periodic solution in exist positive constants 𝑚𝑖 > 0 such that 𝑦𝑖 (𝑡) ≥ 𝑚𝑖 . We
Dom 𝐿 ∩ Ω. By (13), system (3) has at least one positive 𝜔- proceed the proof of this theorem with two steps.
̃ This completes the proof
periodic solution, denoted by 𝑦(𝑡).
of Theorem 6. Step 1. Choose positive constants 𝑑𝑖 (0 < 𝑑𝑖 < 𝑚𝑖 ), 𝑖 = 1,
2, . . . , 𝑛, such that 𝜌(K) = 𝜌(H), where H = (ℎ𝑖𝑗 )𝑛×𝑛 and
3. Globally Asymptotic Stability
Under the assumption of Theorem 6, we know that system 0, 𝑖 = 𝑗,
ℎ𝑖𝑗 = { −1 𝛼 −𝛼 (63)
(3) has at least one positive 𝜔-periodic solution, denoted by (𝑎𝑗𝑗 + 𝑏𝑗𝑗 ) (𝑎𝑖𝑗 + 𝑏𝑖𝑗 ) 𝑑𝑗 𝑖𝑗 𝑗𝑗 , 𝑖 ≠𝑗.
̃ = (𝑦̃1 (𝑡), . . . , 𝑦̃𝑛 (𝑡))𝑇 . The aim of this section is to derive
𝑦(𝑡)
a set of sufficient conditions which guarantee the global
asymptotic stability of the positive 𝜔-periodic solution 𝑦∗ (𝑡). We claim that the positive constants 𝑑𝑖 can be definitely
As pointed out in Section 1, because 𝑦𝑗 (𝑡) has been changed to chosen. By similar arguments in [23], one can prove this fact.
𝛼
𝑦𝑗 𝑖𝑗 (𝑡) in (3), the previous method in Xia and Han [8] cannot Step 2. Prove the global asymptotic stability of system (3).
be applied to study the stability of system (3) directly. Before Changing variables 𝑤𝑖 = 𝑦𝑖 /𝑑𝑖 , by noticing that 𝛽𝑖𝑗 = 𝛼𝑖𝑗 ,
the formal analysis, we recall some facts which will be used then system (3) changes to
in the proof.
Lemma 8 (see [19, 20]). Let Q = (𝑞𝑖𝑗 )𝑛×𝑛 be a matrix with 𝑛 (64)
𝛼 𝛼
nonpositive off-diagonal elements. Q is an 𝑀-matrix if and only − ∑𝑏𝑖𝑗 (𝑡) 𝑑𝑗 𝑖𝑗 𝑤𝑗 𝑖𝑗 (𝑡 − 𝜏𝑖𝑗 )] ,
if there exists a positive diagonal matrix Ξ = diag(𝜉1 , 𝜉2 . . . , 𝜉𝑛 ) 𝑗=1
]
such that
𝑖 = 1, 2, . . . , 𝑛.
𝜉𝑖 𝑞𝑖𝑖 > ∑ 𝜉𝑗 𝑞𝑗𝑖 , 𝑖 = 1, 2, . . . , 𝑛. (60)
𝑗 ≠
𝑖
In view of (H1 )–(H3 ), system (3) has at least a positive
We need a lemma which can follow immediately from periodic solution. By the linear transformation 𝑤𝑖 = 𝑦𝑖 /𝑑𝑖 ,
Theorem 2.1 in Xia et al. [22]. We consider the following we know that system (64) also has at least a positive periodic
logistic equation: solution, denoted by 𝑤 ̃(𝑡) = (̃ ̃𝑛 (𝑡)). In order to
𝑤1 (𝑡), . . . , 𝑤
show the global asymptotic stability of system (3), it suffices to
𝛼
𝑥𝑖̇(𝑡) = 𝑥𝑖 (𝑡) [𝑟𝑖 (𝑡) − 𝑎𝑖𝑖 (𝑡) 𝑥𝑖 𝑖𝑖 (𝑡)] . (61) show that 𝑤̃(𝑡) of system (64) is globally asymptotically stable.
For this purpose, let 𝑤(𝑡) = (𝑤1 (𝑡), . . . , 𝑤𝑛 (𝑡)) be any other
Since 𝑟𝑖 (𝑡) is nonnegative and 𝑎𝑖𝑖 (𝑡) are strictly positive, it positive solution of system (64). And we define a Lyapunov
follows immediately from Lemma 2.1 in Xia et al. [22] that functional 𝑉(𝑡) as follows:
system (61) has a unique positive solution, denoted by 𝑋𝑖 (𝑡),
with 𝑋𝑖 (𝑡) ≤ (𝑟𝑖 /𝑎𝑖𝑖 )1/𝛼𝑖𝑖 , which is globally asymptotically 𝑛
̃𝑖 (𝑡)
stable. Then, as a special case of Theorem 2.1 in [22], we have 𝑉 (𝑡) = ∑𝜉𝑖 [ ln 𝑤𝑖 (𝑡) − ln 𝑤
the following. 𝑖=1
𝑛 𝑡
Lemma 9. Suppose that 𝑖𝑗
(65)
+ ∑ ∫ 𝑏𝑖𝑗 (𝑠 + 𝜏𝑖𝑗 ) 𝑑𝑗𝛼
𝛼 𝑖 𝑡−𝜏𝑖𝑗
𝑗=1,𝑗 ≠
(H4 ) 𝑚(𝑟𝑖 (𝑡) − ∑𝑛𝑗=1,𝑗 ≠
𝑖 [𝑎𝑖𝑗 (𝑡) + 𝑏𝑖𝑗 (𝑡 + 𝜏𝑖𝑗 )]𝑋𝑗 𝑖𝑗 (𝑡)) > 0;
𝛼𝑖𝑗
̃𝑗 𝑖𝑗 (𝑠) 𝑑𝑠] .
𝛼
then system (3) is bounded above and below. × 𝑤𝑗 (𝑠) − 𝑤
Abstract and Applied Analysis 9
Calculating the upper right derivative of 𝑉(𝑡) along (64), it Note that 𝑤𝑖 (𝑡), 𝑤̃𝑖 (𝑡) ≥ 𝑚𝑖 /𝑑𝑖 > 1 and 𝛼𝑗𝑖 ≤ 𝛼𝑖𝑖 . By Lemma 10,
follows from (65) that we have
𝛼𝑗𝑖
̃𝑖 𝑗𝑖 (𝑡) ≤ 𝑤𝑖𝛼𝑖𝑖 (𝑡) − 𝑤
̃𝑖𝛼𝑖𝑖 (𝑡) .
𝛼
𝑤𝑖 (𝑡) − 𝑤 (67)
𝐷+ 𝑉 (𝑡) It follows from (66) and (67) that
𝑛
𝛼 𝛼
̃𝑖𝛼𝑖𝑖 (𝑡)
𝑛
̃𝑖 (𝑡)
= ∑𝜉𝑖 sgn ln 𝑤𝑖 (𝑡) − ln 𝑤 𝐷+ 𝑉 (𝑡) ≤ −∑𝜉𝑖 [𝑎𝑖𝑖 (𝑡) + 𝑏𝑖𝑖 (𝑡)] 𝑑𝑖 𝑖𝑖 𝑤𝑖 𝑖𝑖 (𝑡) − 𝑤
𝑖=1
𝑖=1
𝑛 𝑛
𝛼 𝛼
𝑤 (𝑡) 𝑤
̃ (𝑡) ̃𝑖𝛼𝑖𝑖 (𝑡)
+ ∑ ∑ 𝜉𝑗 𝑎𝑗𝑖 (𝑡) 𝑑𝑖 𝑗𝑖 𝑤𝑖 𝑖𝑖 (𝑡) − 𝑤
×[ 𝑖 − 𝑖 𝑖=1 𝑗=1,𝑗 ≠
𝑖
̃𝑖 (𝑡)
𝑤𝑖 (𝑡) 𝑤
[ 𝑛 𝑛
𝛼 𝛼
𝑛
𝛼𝑖𝑗 ̃𝑖𝛼𝑖𝑖 (𝑡)
+ ∑ ∑ 𝜉𝑗 𝑏𝑗𝑖 (𝑡 + 𝜏𝑗𝑖 ) 𝑑𝑖 𝑗𝑖 𝑤𝑖 𝑖𝑖 (𝑡) − 𝑤
̃𝑗 𝑖𝑗 (𝑡)
𝛼 𝛼
+ ∑ 𝑏𝑖𝑗 (𝑡 + 𝜏𝑖𝑗 ) 𝑑𝑗 𝑖𝑗 𝑤𝑗 (𝑡) − 𝑤 𝑖=1 𝑗=1,𝑗 ≠
𝑖
𝑗=1,𝑗 ≠
𝑖
𝑛
≤ −∑ [𝜉𝑖 (𝑎𝑖𝑖 + 𝑏𝑖𝑖 ) 𝑑𝑖 𝑖𝑖
𝑛 𝛼
𝛼 𝛼
− ∑ 𝑏𝑖𝑗 (𝑡) 𝑑𝑗 𝑖𝑗 𝑤𝑗 𝑖𝑗 (𝑡 − 𝜏𝑖𝑗 ) − 𝑤
̃𝑗 𝑖𝑗 (𝑡 − 𝜏𝑖𝑗 )]
𝛼
𝑖=1
[
𝑗=1,𝑗 ≠
𝑖
]
𝑛
𝑛 𝛼
̃𝑖 (𝑡)
ln 𝑤𝑖 (𝑡) − ln 𝑤 − ∑ 𝜉𝑗 𝑑𝑖 𝑗𝑖 (𝑎𝑗𝑖 + 𝑏𝑗𝑖 )]
= ∑𝜉𝑖
̃𝑖 (𝑡)
𝑖=1 ln 𝑤𝑖 (𝑡) − ln 𝑤
𝑗=1,𝑗 ≠
𝑖
]
𝛼𝑖𝑖 𝛼𝑖𝑖
̃𝑖 (𝑡) .
𝑛 × 𝑤𝑖 (𝑡) − 𝑤
𝛼 𝛼 𝛼
× [− ∑𝑎𝑖𝑗 (𝑡) 𝑑𝑗 𝑖𝑗 (𝑤𝑗 𝑖𝑗 (𝑡) − 𝑤
̃𝑗 𝑖𝑗 (𝑡)) (68)
[ 𝑗=1 From Step 1, we know 𝜌(H𝑇 ) = 𝜌(H) = 𝜌(K) < 1. Thus, in
−
𝛼
𝑏𝑖𝑖 (𝑡) 𝑑𝑗 𝑖𝑖
𝛼
(𝑤𝑖 𝑖𝑖 (𝑡) − ̃𝑖𝛼𝑖𝑖
𝑤 (𝑡)) view of Lemma 5 and Definition 4, (𝐸 − H𝑇 ) is an 𝑀-matrix,
where 𝐸 denotes an identity matrix of size 𝑛. Therefore, by
𝑛 Lemma 8, there exists a diagonal matrix Ξ = diag(𝜉1 , . . . , 𝜉𝑛 )
𝛼 𝛼
̃𝑗 𝑖𝑗 (𝑡)]
+ ∑ 𝑏𝑖𝑗 (𝑡 + 𝜏𝑖𝑗 ) 𝑑𝑗 𝑖𝑗 𝑤𝑗 𝑖𝑗 (𝑡) − 𝑤
𝛼
with positive diagonal elements such that the product (𝐸 −
𝑗=1,𝑗 ≠
𝑖
] H𝑇 )Ξ is strictly diagonally dominant with positive diagonal
𝑛 𝑛
entries; namely,
𝛼 𝛼
̃𝑗 𝑖𝑗 (𝑡)
+ ∑ ∑ 𝜉𝑖 𝑏𝑖𝑗 (𝑡 + 𝜏𝑖𝑗 ) 𝑑𝑗 𝑖𝑗 𝑤𝑗 𝑖𝑗 (𝑡) − 𝑤
𝛼
𝑛
𝑖=1 𝑗=1,𝑗 ≠
𝑖 𝜉𝑖 > ∑ 𝜉𝑗 ℎ𝑗𝑖 ,
𝑗=1,𝑗 ≠
𝑖
𝑛
𝛼 𝛼𝑖𝑖 ̃𝑖𝛼𝑖𝑖 (𝑡)
≤ −∑𝜉𝑖 𝑎𝑖𝑖 (𝑡) 𝑑𝑖 𝑖𝑖 𝑤𝑖 (𝑡) − 𝑤 𝛼
𝑛
𝛼 (69)
𝑖=1 or 𝜉𝑖 𝑑𝑖 𝑖𝑖 (𝑎𝑖𝑖 + 𝑏𝑖𝑖 ) − ∑ 𝜉𝑗 𝑑𝑖 𝑗𝑖 (𝑎𝑗𝑖 + 𝑏𝑗𝑖 ) > 0,
𝑗=1,𝑗 ≠
𝑖
𝑛 𝑛
𝛼𝑗𝑖
̃𝑖 𝑗𝑖 (𝑡)
𝛼 𝛼
+ ∑ ∑ 𝜉𝑗 𝑎𝑗𝑖 (𝑡) 𝑑𝑖 𝑗𝑖 𝑤𝑖 (𝑡) − 𝑤 𝑖 = 1, . . . , 𝑛.
𝑖=1 𝑗=1,𝑗 ≠
𝑖
+
It follows from (68) and (69) that 𝐷 𝑉(𝑡) ≤ 0. Obviously, the
𝑛
𝛼 𝛼 zero solution of (64) is Lyapunov stable. On the other hand,
− ∑𝜉𝑖 𝑏𝑖𝑖 (𝑡) 𝑑𝑖 𝑖𝑖 (𝑤𝑖 𝑖𝑖 (𝑡) − ̃𝑖𝛼𝑖𝑖
𝑤 (𝑡))
𝑖=1
integrating (69) over [𝑡0 , 𝑡] leads to
𝑡 𝑛
𝑛 𝑛 𝛼 ̃𝑖𝛼𝑖𝑖 (𝑠) 𝑑𝑠,
𝛼𝑗𝑖 𝑉 (𝑡) − 𝑉 (𝑡0 ) ⩽ −𝑘 ∫ ∑ 𝑤𝑖 𝑖𝑖 (𝑠) − 𝑤 𝑡 ≥ 𝑡0 ,
̃𝑖 𝑗𝑖 (𝑡)
𝛼 𝛼
+ ∑ ∑ 𝜉𝑗 𝑏𝑗𝑖 (𝑡 + 𝜏𝑗𝑖 ) 𝑑𝑖 𝑗𝑖 𝑤𝑖 (𝑡) − 𝑤
𝑡 0 𝑖=1
𝑖=1 𝑗=1,𝑗 ≠
𝑖
(70)
𝑛 or
𝛼 𝛼
̃𝑖𝛼𝑖𝑖 (𝑡)
≤ −∑𝜉𝑖 [𝑎𝑖𝑖 (𝑡) + 𝑏𝑖𝑖 (𝑡)] 𝑑𝑖 𝑖𝑖 𝑤𝑖 𝑖𝑖 (𝑡) − 𝑤 𝑡 𝑛
𝛼 ̃𝑖𝛼𝑖𝑖 (𝑠) 𝑑𝑠 ≤ 𝑉 (𝑡0 ) < +∞,
𝑖=1 𝑉 (𝑡) + 𝑘 ∫ ∑𝑤𝑖 𝑖𝑖 (𝑠) − 𝑤 𝑡 ⩾ 𝑡0 .
𝑛 𝑛 𝑡 0 𝑖=1
𝛼 𝛼
̃𝑖 𝑗𝑖 (𝑡)
+ ∑ ∑ 𝜉𝑗 𝑎𝑗𝑖 (𝑡) 𝑑𝑖 𝑗𝑖 𝑤𝑖 𝑗𝑖 (𝑡) − 𝑤
𝛼
(71)
𝑖=1 𝑗=1,𝑗 ≠
𝑖
Noting that 𝑉(𝑡) ⩾ 0, it follows that
𝑛 𝑛 𝑡 𝑛
𝛼 𝛼 𝑉 (𝑡0 )
̃𝑖 𝑗𝑖 (𝑡) .
+ ∑ ∑ 𝜉𝑗 𝑏𝑗𝑖 (𝑡 + 𝜏𝑗𝑖 ) 𝑑𝑖 𝑗𝑖 𝑤𝑖 𝑗𝑖 (𝑡) − 𝑤
𝛼 𝛼 ̃𝑖𝛼𝑖𝑖 (𝑠) 𝑑𝑠 ≤
∫ ∑ 𝑤𝑖 𝑖𝑖 (𝑠) − 𝑤 < +∞, 𝑡 ⩾ 𝑡0 .
𝑖=1 𝑗=1,𝑗 ≠
𝑖 𝑡0 𝑖=1 𝑘
(66) (72)
10 Abstract and Applied Analysis
norm, the column norm, and the Frobenius norm) of matrix Hence, by using MATLAB, we get
K may be bigger than 1. For instance, the column norm
𝜌 (K) = max . eigenvalues [K] = 0.7667 < 1. (80)
‖K‖1 = 0 + 2 > 1. (77)
Thus, by Theorem 11, system (78) has a unique positive
Example 17. Consider the three-species competitive system equilibrium which is globally asymptotically stable.
1 Remark 18. In this example, one can observe that though the
𝑦1̇(𝑡) = 𝑦1 (𝑡) [4 − (2 + sin 𝑡) 𝑦12 (𝑡) spectral 𝜌(K) < 1, the matrix norms (including the row
2
norm, the column norm, and the Frobenius norm) of matrix
1 1 K may be bigger than 1. For instance, the column norm
− (1 + cos 𝑡) 𝑦2 (𝑡) − 𝑦3 (𝑡)
8 12
1
1 ‖K‖1 = 0 + + 2 > 1. (81)
− (2 + sin 𝑡) 𝑦12 (𝑡) − (1 + cos 𝑡) 𝑦2 (𝑡 − 0.5) 3
8
1 Conflict of Interests
− 𝑦3 (𝑡 − 0.2)] ,
4
The authors declare that there is no conflict of interests
1
𝑦2̇(𝑡) = 𝑦2 (𝑡) [4 − (1 − sin 𝑡) 𝑦1 (𝑡) regarding the publication of this paper.
8
1 Acknowledgments
− (2 + sin 𝑡) 𝑦22 (𝑡)
2
This work is supported by the National Natural Science
1
− (1 − sin 𝑡) 𝑦1 (𝑡 − 0.5) Foundation of China under Grant no. 11271333 and ZJNSFC.
8
Research Article
Stability and Hopf Bifurcation in a Delayed Predator-Prey
System with Herd Behavior
Copyright © 2014 C. Xu and S. Yuan. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
A special predator-prey system is investigated in which the prey population exhibits herd behavior in order to provide a self-
defense against predators, while the predator is intermediate and its population shows individualistic behavior. Considering the
fact that there always exists a time delay in the conversion of the biomass of prey to that of predator in this system, we obtain a
delayed predator-prey model with square root functional response and quadratic mortality. For this model, we mainly investigate
the stability of positive equilibrium and the existence of Hopf bifurcation by choosing the time delay as a bifurcation parameter.
system with the dynamics of predator-prey system that use a where 𝑋 = 𝑋(𝑡), 𝑌 = 𝑌(𝑡) denote the number of the prey
typical Lotka-Volterra interaction term. and predator species at time 𝑡, respectively. The parameter 𝑟
Moreover, there are some papers concerned with the is the growth rate of prey species, 𝐾 is its carrying capacity, 𝑠
effects of the form of mortality terms for the dynamics is the death rate of predator species in the absence of prey, 𝛼
[23–26]. Brentnall et al. [24] pointed out that the mortality is the search efficiency of predator for prey, 𝑐 is the biomass
term of predator is usually described by “linear form” or conversion rate, and 𝑡ℎ is predator’s average handling time of
“quadratic form” and the quadratic mortality is suited to prey.
intermediate predator (such as piscivore). Recently, Yuan Following References [23] and [24], we choose the quad-
et al. [23] studied a spatial predator-prey model with herd ratic mortality for predator species in system (3). If we further
behavior and concluded that the Turing pattern is induced consider the delay fact, system (3) should be modified as the
by quadratic mortality. Fulton et al. in [25] showed that, in following form:
the large and interlinked webs used in ecosystem models,
model behavior is far more sensitive to the form of the grazing
𝑑𝑋 𝑋 𝛼√𝑋𝑌
term than to that of the mortality terms that are close to the = 𝑟𝑋 (1 − ) − ,
modeled food web. 𝑑𝑡 𝐾 1 + 𝑡ℎ 𝛼√𝑋
On the other hand, for most of the natural ecosystems, (4)
𝑑𝑌 𝑐𝛼√𝑋 (𝑡 − 𝜏)𝑌
every species does not respond instantaneously to changes = −𝑠𝑌2 + ,
in the environment or the interactions with other species 𝑑𝑡 1 + 𝑡ℎ 𝛼√𝑋 (𝑡 − 𝜏)
within the community. Thus models with delay are much
more realistic [27–31], and many researchers paid a lot of where −𝑠𝑌2 represents the quadratic mortality of predator
attention to the delayed predator-prey systems; see [32–40] species and 𝜏 is the time delay which means the growth rate of
and the references cited therein. For example, Xiao and predator species to depend on the number of the prey species
Ruan [34] discussed a delayed predator-prey system with 𝜏 units of time earlier.
nonmonotonic functional response and showed that there By the same way of [20, 23], we make some scaling and
is a B-T singularity for any time delay value and the system assume that the average handling time is zero. Then the
can exhibit Hopf bifurcation as the time delay passes through working system is
some critical values. Xu et al. in [36] proposed a delayed
periodic L-V type predator-prey system with prey dispersal
in two-patch environments and gave the sufficient conditions 𝑑𝑥
= 𝑥 (1 − 𝑥) − √𝑥𝑦,
of the existence, uniqueness, and global stability of positive 𝑑𝑡
periodic solution. (5)
𝑑𝑦
Motivated by the above, in the present paper, we are = −𝑠𝑦2 + 𝑐√𝑥 (𝑡 − 𝜏)𝑦.
intended to consider a predator-prey system in which the 𝑑𝑡
prey species exhibits herd behavior, the predator species is
intermediate, and there exists a time delay in the convention The initial conditions for system (5) take the form
of the biomass of prey to that of predator.
This paper is organized as follows. We first introduce 𝑥0 (𝜃) = 𝜙 (𝜃) ≥ 0, 𝑦0 (𝜃) = 𝜓 (𝜃) ≥ 0, 𝜃 ∈ [−𝜏, 0) ,
our working system in the next section. In Section 3, by (6)
analyzing the characteristic equation, we discuss the local 𝑥0 (0) > 0, 𝑦0 (0) > 0,
stability of a positive equilibrium and study the existence of
Hopf bifurcations at the positive equilibrium. In Section 4, 2 2
using the normal form theory and center manifold argument, where (𝜙(𝜃), 𝜓(𝜃)) ∈ 𝐶([−𝜏, 0], R+ ), R+ = {(𝑟1 , 𝑟2 ) : 𝑟1 ≥
the explicit formulae are derived to determine the direction of 0, 𝑟2 ≥ 0}.
bifurcations and the properties of bifurcating periodic solu- It is easy to verify that system (5) always has a trivial
tions. Several numerical simulations and a simple discussion equilibrium 𝐸0 (0, 0) and a boundary equilibrium 𝐸1 (1, 0) for
are given in the last Section. any feasible parameters. If we assume 𝑐 < 𝑠, then system (5)
has a unique positive equilibrium 𝐸∗ (𝑥∗ , 𝑦∗ ), where
To study the local stability of the positive equilibrium Now for 𝜏 > 0, let 𝜆 = 𝑖𝜔 (𝜔 > 0) be a root of (11); then 𝜔
𝐸∗ (𝑥∗ , 𝑦∗ ), we first use the linear transformation 𝑥1 = 𝑥 − 𝑥∗ , satisfies the following equation:
𝑥2 = 𝑦 − 𝑦∗ , for which system (5) can be written in the form
− 𝜔2 − (𝑎11 + 𝑎22 ) 𝜔𝑖 + 𝑎11 𝑎22 − 𝑎12 𝑎21 (cos 𝜔𝜏 − 𝑖 sin 𝜔𝜏)
𝑑𝑥1 𝑗
𝑓𝑖𝑗(1)
= 𝑎11 𝑥1 + 𝑎12 𝑥2 + ∑ 𝑥1𝑖 𝑥2 , = 0.
𝑑𝑡 𝑖+𝑗≥2 𝑖!𝑗!
(8) (13)
𝑑𝑥2 𝑓𝑖𝑗(2)
𝑗
= 𝑎21 𝑥1 (𝑡 − 𝜏) + 𝑎22 𝑥2 + ∑ 𝑥1𝑖 (𝑡 − 𝜏) 𝑥2 , Separating the real and imaginary parts, we have
𝑑𝑡 𝑖+𝑗≥2 𝑖!𝑗!
− √𝑥1 + 𝑥∗ (𝑥2 + 𝑦∗ ) , 2 2 2 2 2
√ − (𝑎11 + 𝑎22 ) + √(𝑎11 − 𝑎22 ) + 4𝑎12 𝑎21
2 2
(16)
𝜔+ = .
∗ 2 2
𝑓(2) (𝑥3 , 𝑥2 ) = −𝑠(𝑥2 + 𝑦 ) + 𝑐√𝑥3 + 𝑥∗ (𝑥2 + 𝑦∗ ) .
(9) Defining
Lemma 1. Assume 𝑐 < 𝑠 and 𝑎11 + 𝑎22 < 0; then the two roots that is
of characteristic equation (11) with 𝜏 = 0 have always negative
real parts; that is, the zero equilibrium of system (8) with 𝜏 = 0 𝑑𝜆 −1 2𝜆 − 𝑎11 − 𝑎22 𝜆𝜏 𝜏
( ) = 𝑒 − . (19)
is locally asymptotically stable. 𝑑𝜏 −𝑎12 𝑎21 𝜆 𝜆
4 Abstract and Applied Analysis
We can further get Assume that system (5) undergoes Hopf bifurcations at
𝐸∗ (𝑥∗ , 𝑦∗ ) for 𝜏 = 𝜏𝑗 , and then ±𝑖𝜔+ are the corresponding
𝑑𝛼(𝜏) −1 purely imaginary roots of characteristic equation (11). Let
sign ( )
𝑑𝜏 𝜏=𝜏𝑗
𝑞 (𝜃) = (1, 𝛼)𝑇 𝑒𝑖𝜔+ 𝜏𝑗 𝜃 , 𝑞∗ (𝜗) = 𝐷 (1, 𝛼∗ ) 𝑒𝑖𝜔+ 𝜏𝑗 𝜗
−1
𝑑𝜆 (22)
= sign Re( ) for 𝜃, 𝜗 ∈ [−1, 0] .
𝑑𝜏
𝜏=𝜏𝑗
𝑎11 + 𝑎22 − 2𝜆 𝜆𝜏 𝜏 We can choose
= sign Re ( 𝑒 − )
𝑎12 𝑎21 𝜆 𝜆 𝜏=𝜏𝑗
𝑖𝜔+ − 𝑎11 −𝑖𝜔+ − 𝑎11 𝑖𝜔+
𝑎 + 𝑎22 − 2𝑖𝜔+ 𝛼= , 𝛼∗ = 𝑒 ,
= sign Re ( 11 (cos 𝜔+ 𝜏𝑗 + 𝑖 sin 𝜔+ 𝜏𝑗 )) 𝑎21 𝑎21
𝑎12 𝑎21 𝑖𝜔+ (23)
1
𝐷= ,
2 (𝜔+2 − 𝑎11 𝑎22 ) (𝑎11 + 𝑎22 )
2
1 + 𝛼 𝛼 + 𝜏𝑗 𝛼∗ 𝑎21 𝑒𝑖𝜔+ 𝜏𝑗
∗
= sign Re ( 2 𝑎2
+ 2 𝑎2
)
𝑎12 21 𝑎12 21
such that 𝑞(𝜃) is the eigenvector of operator 𝐴 corresponding
2𝜔+2 + 𝑎11
2 2
+ 𝑎22 to 𝑖𝜔+ 𝜏𝑗 , 𝑞∗ (𝜗) is the eigenvector of operator 𝐴∗ correspond-
= sign Re ( 2 2
) > 0.
𝑎12 𝑎21 ing to −𝑖𝜔+ 𝜏𝑗 , and
(20)
Then we have the following conclusion. ⟨𝑞∗ (𝜗) , 𝑞 (𝜃)⟩ = 1, ⟨𝑞∗ (𝜗) , 𝑞 (𝜃)⟩ = 0. (24)
Lemma 3. Assume 𝑐 < 𝑠, 𝑎11 +𝑎22 < 0, and 𝑎11 𝑎22 +𝑎12 𝑎21 < 0; Thus, we can compute
then the transversality conditions are satisfied; that is,
𝑑𝛼(𝜏)
(1) (1)
𝑔20 = 𝐷𝜏𝑗 [(𝑓20 + 2𝛼𝑓11 )
> 0, 𝑗 = 0, 1, 2, . . . .
𝑑𝜏 𝜏=𝜏𝑗
(21)
+𝛼∗ (𝑒−2𝑖𝜔+ 𝜏𝑗 𝑓20
(2)
+ 2𝛼𝑒−𝑖𝜔+ 𝜏𝑗 𝑓11
(2)
+ 𝛼2 𝑓02
(2)
)] ,
Summarizing the above three lemmas, we can obtain the (1) (1)
𝑔11 = 𝐷𝜏𝑗 [(𝑓20 + (𝛼 + 𝛼) 𝑓11 )
following theorem on stability and Hopf bifurcation of system
(5).
+ 𝛼∗ (𝑓20
(2)
+ (𝛼𝑒𝑖𝜔+ 𝜏𝑗 + 𝛼𝑒−𝑖𝜔+ 𝜏𝑗 ) 𝑓11
(2) (2)
+ 𝛼𝛼𝑓02 )] ,
Theorem 4. Assume 𝑐 < 𝑠 and 𝑎11 + 𝑎22 < 0. For system (5), (1) (1)
the following results are true. 𝑔02 = 𝐷𝜏𝑗 [(𝑓20 + 2𝛼𝑓11 )
(1) If 𝑎11 𝑎22 + 𝑎12 𝑎21 ≥ 0, the positive equilibrium 𝐸∗ is +𝛼∗ (𝑒2𝑖𝜔+ 𝜏𝑗 𝑓20
(2)
+ 2𝛼𝑒𝑖𝜔+ 𝜏𝑗 𝑓11
(2)
+ 𝛼2 𝑓02
(2)
)] ,
locally asymptotically stable for all 𝜏 ≥ 0.
𝑔21 = 𝐷𝜏𝑗 (𝑤1 + 𝛼∗ 𝑤2 ) ,
∗
(2) If 𝑎11 𝑎22 + 𝑎12 𝑎21 < 0, then 𝐸 is locally asymptotically (25)
stable when 𝜏 ∈ [0, 𝜏0 ) and unstable when 𝜏 > 𝜏0 and
system (5) undergoes a Hopf bifurcation at 𝐸∗ when 𝜏 =
𝜏𝑗 , 𝑗 = 0, 1, 2, . . .. where
0.45 0.45
0.4 0.4
y(t)
y(t)
0.35 0.35
0.3 0.3
0.25 0.25
0.4 0.5 0.6 0.7 0.4 0.5 0.6 0.7
x(t) x(t)
(a) (b)
0.45 0.45
0.4 0.4
y(t)
y(t)
0.35 0.35
0.3 0.3
0.25 0.25
0.4 0.5 0.6 0.7 0.4 0.5 0.6 0.7
x(t) x(t)
(c) (d)
Figure 1: The phase portraits of system (5). Initial values 𝑥0 = 0.4, 𝑦0 = 0.39. Parameters 𝑠 = 1, 𝑐 = 0.4. Delay values (a) 𝜏 = 0, (b) 𝜏 = 5, (c)
𝜏 = 10, and (d) 𝜏 = 15.
(1) −1
𝑊20 (𝜃) 𝑎 𝑎
𝑊20 (𝜃) = ( ) 𝐸2 = −( 11 12 )
(2) 𝑎21 𝑎22
𝑊20 (𝜃)
(1) (1)
𝑖𝑔20 𝑖𝑔20 𝑓20 + (𝛼 + 𝛼) 𝑓11
= 𝑞 (0) 𝑒𝑖𝜔+ 𝜏𝑗 𝜃 + 𝑞 (0) 𝑒−𝑖𝜔+ 𝜏𝑗 𝜃 + 𝐸1 𝑒2𝑖𝜔+ 𝜏𝑗 𝜃 , ×( ).
𝜔+ 𝜏𝑗 3𝜔+ 𝜏𝑗 (2)
𝑓20 (2)
+ (𝛼𝑒𝑖𝜔+ 𝜏𝑗 + 𝛼𝑒−𝑖𝜔+ 𝜏𝑗 ) 𝑓11 (2)
+ 𝛼𝛼𝑓02
(1)
𝑊11 (𝜃) (26)
𝑊11 (𝜃) = ( (2)
)
𝑊11 (𝜃)
Now, let
𝑖𝑔 𝑖𝑔
= − 11 𝑞 (0) 𝑒𝑖𝜔+ 𝜏𝑗 𝜃 + 11 𝑞 (0) 𝑒−𝑖𝜔+ 𝜏𝑗 𝜃 + 𝐸2 , 2
𝑖 2 𝑔 𝑔
𝜔+ 𝜏𝑗 𝜔+ 𝜏𝑗 𝑐1 (0) = (𝑔20 𝑔11 − 2𝑔11 − 02 ) + 21 , (27)
−1 2𝜔+ 𝜏𝑗 3 2
2𝑖𝜔+ − 𝑎11 −𝑎12
𝐸1 = ( −2𝑖𝜔+ ) which can be determined by the parameters in system (5).
−𝑎21 𝑒 2𝑖𝜔+ − 𝑎22
Defining
(1) (1)
𝑓20 + 2𝛼𝑓11 Re {𝑐1 (0)}
×( (2) (2) (2)
), 𝜇2 = − ,
𝑒−2𝑖𝜔+ 𝜏𝑗 𝑓20 + 2𝛼𝑒−𝑖𝜔+ 𝜏𝑗 𝑓11 + 𝛼2 𝑓02 Re {𝜆 (𝜏𝑗 )}
6 Abstract and Applied Analysis
0.415 0.39
0.41
0.385
0.405
x(t)
y(t)
0.4
0.38
0.395
0.39 0.375
0.385
0 200 400 600 800 0 200 400 600 800
t t
0.39 0.39
0.385
y(t)
0.38
y(t)
0.38
0.37
0.375 0.41 800
0.4 600
400
0.385 0.39 0.395 0.4 0.405 0.41 x(t) 0.39 200
0 t
x(t)
Figure 2: The trajectories and phase portrait of system (5). Initial values 𝑥0 = 0.4, 𝑦0 = 0.39. Parameters 𝑠 = 1, 𝑐 = 0.6. Delay value 𝜏 = 5.248.
0.42 0.39
0.415
0.41 0.385
0.405
x(t)
y(t)
0.38
0.4
0.395
0.375
0.39
0.385 0.37
0 200 400 600 800 1000 0 200 400 600 800 1000
t t
0.4
0.39
0.39
0.385
y(t)
0.38
y(t)
0.38
0.37
0.375 0.42
1000
0.4
0.37 x(t 500
0.38 0.39 0.4 0.41 ) t
0.38 0
x(t)
Figure 3: The trajectories and phase portrait of system (5). Initial values 𝑥0 = 0.4, 𝑦0 = 0.39. Parameters 𝑠 = 1, 𝑐 = 0.6. Delay value 𝜏 = 6.049.
conditions (see Theorem 4(1)). In other words, under such Municipal Education Commission (no. 13ZZ116), and the
conditions, the dynamics behavior of the corresponding ODE Innovation Fund Project For Graduate Student of Shanghai
system is robust with respect to the time delay. But, under (no. JWCXSL1401).
some other conditions (see Theorem 4(2)), 𝐸∗ will lose its
stability and Hopf bifurcations occur when the delay 𝜏 passes
through some critical values. In this case, the time delay has
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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2014, Article ID 753614, 9 pages
http://dx.doi.org/10.1155/2014/753614
Research Article
Existence of Wave Front Solutions of an Integral Differential
Equation in Nonlinear Nonlocal Neuronal Network
Copyright © 2014 Lijun Zhang et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
An integral-differential model equation arising from neuronal networks with very general kernel functions is considered in this
paper. The kernel functions we study here include pure excitations, lateral inhibition, lateral excitations, and more general synaptic
couplings (e.g., oscillating kernel functions). The main goal of this paper is to prove the existence and uniqueness of the traveling
wave front solutions. The main idea we apply here is to reduce the nonlinear integral-differential equation into a solvable differential
equation and test whether the solution we get is really a wave front solution of the model equation.
of action potentials along axons, and |𝑥 − 𝑦|/𝑐 denotes the The kernel functions are always supposed to be contin-
spatial temporal delay. There are also some related nonlinear uous at 𝑥 = 0, almost everywhere smooth, and satisfy the
singularly perturbed systems of integral-differential model following conditions (𝑆1 ):
equations proposed for the study of synaptically coupled
0
neuronal networks. Pinto and Ermentrout [5, 6] proposed 1
∫ 𝐾 (𝑥) 𝑑𝑥 = ,
and studied the system: −∞ 2
+∞
𝑢𝑡 + 𝑢 + 𝑤 = ∫ 𝐾 (𝑥 − 𝑦) 𝐻 (𝑢 (𝑦, 𝑡) − 𝜃) 𝑑𝑦, ∫ 𝐾 (𝑥) 𝑑𝑥 = 1,
𝑅 −∞ (6)
(3)
0
𝑤𝑡 = 𝜖 (𝑢 − 𝛾𝑤) . ∫ |𝑠| 𝐾 (𝑠) 𝑑𝑠 > 0;
−∞
In [7], Hutt proposed and considered the model equation:
|𝐾 (𝑥)| ≤ 𝑘 exp (−𝜌𝑥) in 𝑅,
1
𝑢𝑡 + 𝑢 = 𝛼 ∫ 𝐾 (𝑥 − 𝑦) 𝐻 (𝑢 (𝑦, 𝑡 − 𝑥 − 𝑦) − 𝜃) 𝑑𝑦 where 𝑘 and 𝜌 are positive constants.
𝑅 𝑐 Under the above assumptions, Zhang [11] studied the
existence, uniqueness, and stability of traveling wave solu-
+ 𝛽 ∫ 𝐽 (𝑥 − 𝑦) 𝐻 (𝑢 (𝑦, 𝑡 − 𝜏) − 𝜃) 𝑑𝑦, tions to the model equation (5) for three typical classes of
𝑅
(4) kernel functions. Lv and Wang [12] studied the existence and
uniqueness of traveling waves of the same equation for five
which is a modification and generalization of some known classes of oscillatory kernels and recently, and Magpantay and
models. Here 𝑐 and 𝜏 are the propagation velocity of action Zou [13] studied the model equation (4). The kernel function
potential and feedback delay, respectively. Hutt considered in the feedback channel was assumed to be nonnegative
both the nonlocal axonal connections and nonlocal feedback (pure excitation), and the kernel function in the synaptic
connections with a time delay and examined briefly the coupling that was considered in their paper [13] included
dependence of the speed of the front on various parameters types (A), (B), and (C) and pure inhibition type. Recently,
in this model equation. He also assumed the same firing some similar equations with different fire rate functions [14–
threshold for all neurons function and thus the transfer 16] were proposed and investigated to model the pattern
function was chosen to be the Heaviside step function. Some formation in neuronal networks. These equations take the
more general model equations have been introduced and form:
attracted a lot of research interest recently. See, for example,
[2, 3, 5, 6, 8, 9]. 𝑢𝑡 + 𝑢 = ∫ 𝐾 (𝑥 − 𝑦) 𝑓 (𝑢 (𝑦, 𝑡)) 𝑑𝑦, (7)
𝑅
Clearly, all these model equations (1)–(4) we mentioned
above are related to the equation: where
1 −𝑟
𝑢𝑡 + 𝑢 = 𝛼 ∫ 𝐾 (𝑥 − 𝑦) 𝐻 (𝑢 (𝑦, 𝑡 − 𝑥 − 𝑦) − 𝜃) 𝑑𝑦, 𝑓 (𝑢 (𝑦, 𝑡)) = 2 exp ( ) 𝐻 (𝑢 (𝑦, 𝑡) − 𝜃) , (8)
𝑅 𝑐 (𝑢 (𝑦, 𝑡) − 𝜃)
2
(5)
and the coupling function is
which can be derived by (2) when 𝐼(𝑥, 𝑡) is constant or by (4)
when 𝛽 = 0. As 𝑐 approaches to infinity and (5) reduces to 𝐾 (𝑥, 𝑦) = exp (−𝑏 𝑥 − 𝑦) (𝑏 sin 𝑥 − 𝑦 + cos (𝑥 − 𝑦)) (9)
(1). Equation (5) is an important model equation because the
wave fronts of (4) can be obtained by its solutions though it which is an oscillatory function. It was showed [17] that
is a special case of (4) [10]. the oscillatory nature of the coupling function is likely to
The studies on these model equations mostly focused lead to novel behavior. Consequently, it is reasonable and
on the following three typical classes of kernel functions in meaningful to proceed with the study of the model equation
previous literature. (5) with oscillatory kernel functions. Motivated by their
pioneer works [11–13, 18–20]; in this paper, we aim to study
(A) The first class consists of nonnegative kernel functions the existence and uniqueness of the wave front solutions of
(pure excitation). IDE (5) with more general kernel functions.
(B) The second class consists of Mexican hat kernel
1.2. Mathematical Assumption of the Kernel Function. In
functions (lateral inhibition); that is, 𝐾 ≥ 0 on
addition to the basic assumptions for kernel functions, we
(−𝑀, 𝑁) and 𝐾 ≤ 0 on (−∞, −𝑀) ∪ (𝑁, ∞), for some
assume that the kernel function 𝐾(𝑥) on (−∞, 0) satisfies one
positive constants 𝑀 and 𝑁.
of the following conditions:
(C) The third class consists of upside down Mexican hat
kernel functions (lateral excitation); that is, 𝐾 ≤ 0 on (𝐿 1 ) 𝐾(𝑥) ≥ 0 for all 𝑥 ∈ (−∞, 0).
(−𝑀, 𝑁) and 𝐾 ≥ 0 on (−∞, −𝑀) ∪ (𝑁, ∞), for two (𝐿 2 ) 𝐾(𝑥) ≥ 0 for 𝑥 ∈ (−𝑀1 , 0) ∪ (−𝑀3 , −𝑀2 ) ∪
positive constants 𝑀 and 𝑁. (−𝑀5 , −𝑀4 ) ∪ ⋅ ⋅ ⋅ ∪ (−𝑀2𝑛+1 , −𝑀2𝑛 ), 𝐾(𝑥) ≤ 0 for
Abstract and Applied Analysis 3
𝑥 ∈ (−𝑀2 , −𝑀1 ) ∪ (−𝑀4 , −𝑀3 ) ∪ ⋅ ⋅ ⋅ ∪ (−𝑀2𝑛 , (𝑅6 ) 𝐾(𝑥) ≥ 0 for 𝑥 ∈ [0, 𝑁1 ] ∪ [𝑁2 , 𝑁3 ] ∪ ⋅ ⋅ ⋅ ∪ [𝑁2𝑛 , +∞),
−𝑀2𝑛−1 ) ∪ (−∞, −𝑀2𝑛+1 ), where 0 < 𝑀1 < 𝑀2 < 𝐾(𝑥) ≤ 0 for 𝑥 ∈ (𝑁1 , 𝑁2 ) ∪ (𝑁3 , 𝑁4 ) ∪ ⋅ ⋅ ⋅ ∪ (𝑁2𝑛−1 ,
⋅ ⋅ ⋅ < 𝑀2𝑛+1 < ∞ and 𝑁2𝑛 ), where 0 < 𝑁1 < 𝑁2 < ⋅ ⋅ ⋅ < 𝑁2𝑛 < ∞, and
𝑁2𝑖
−𝑀2𝑖−2 𝛼
∫ |𝑠| 𝐾 (𝑠) 𝑑𝑠 ≥ 0, 𝛼∫ 𝐾 (𝑠) 𝑑𝑠 > 𝜃 − , 𝑖 = 1, 2, . . . 𝑛. (15)
−𝑀2𝑖 0 2
(10)
0
𝛼 Obviously, the kernel functions satisfying one of the
− 𝛼∫ 𝐾 (𝑡) 𝑑𝑡 < 𝜃, conditions (𝑅𝑖 ) (𝑖 = 1, 2, . . . , 6) on (0, +∞) and one of the
2 −𝑀2𝑖
conditions (𝐿 𝑗 ) (𝑗 = 1, 2, 3, 4) on (−∞, 0) form a very general
class of functions including almost all the classes of the kernel
where 𝑖 = 1, 2, . . . , 𝑛, 𝑛 + 1 and 𝑀0 = 0, 𝑀2𝑛+1 = ∞. functions found in previous literatures. For example, if the
(𝐿 3 ) 𝐾(𝑥) ≥ 0 for 𝑥 ∈ (−𝑀1 , 0) ∪ (−𝑀3 , −𝑀2 ) ∪ kernel function 𝐾(𝑥) satisfies (𝐿 4 ) and (𝑅3 ) with 𝑛 = 1
(−𝑀5 , −𝑀4 ) ∪ ⋅ ⋅ ⋅ ∪ (−𝑀2𝑛−1 , −𝑀2𝑛−2 ) ∪ (−∞, −𝑀2𝑛 ), (see Section 3), then it is an upside down Mexican hat kernel
𝐾(𝑥) ≤ 0 for 𝑥 ∈ (−𝑀2 , −𝑀1 ) ∪ (−𝑀4 , −𝑀3 ) ∪ ⋅ ⋅ ⋅ ∪ functions actually; if the kernel function 𝐾(𝑥) satisfies (𝐿 3 )
(−𝑀2𝑛 , −𝑀2𝑛−1 ), where 0 < 𝑀1 < 𝑀2 < ⋅ ⋅ ⋅ < 𝑀2𝑛 < and (𝑅5 ) with 𝑛 = 1, then it is the case (A) in [12].
∞ and We prove the existence and uniqueness of the traveling
wave solution of the model equation (5) for more general
0
classes of kernel functions including not only the kernel
∫ |𝑠| 𝐾 (𝑠) 𝑑𝑠 ≥ 0,
−𝑀2𝑖 functions studied in [11, 12] but also the oscillating kernel
(11) functions. The main idea in this paper is employing the speed
0
𝛼 index functions (the main idea in [11, 19] and other pioneering
− 𝛼∫ 𝐾 (𝑡) 𝑑𝑡 < 𝜃,
2 −𝑀2𝑖 works).
know that (18) can be simplified if some properties of function hat function, or upside down Mexican hat function. Lv and
𝑈(𝑥) are known. Let 𝑅[𝑈, 𝜃] = {𝑥 | 𝑈(𝑥) > 𝜃}, and then (18) Wang [12] also studied the same equation with five kinds of
can be rewritten as kernel functions. We prove the existence and uniqueness of
the traveling wave front of this equation for more general
𝑧−𝑡
𝜇𝑈 + 𝑈 = 𝛼 ∫ 𝐾( ) 𝑑𝑡. (19) kernel functions under less constraints.
𝑅[𝑈,𝜃] 1 + sgn (𝑧 − 𝑡) (𝜇/𝑐) Based on the analysis above, we know that function (22)
is a wave front satisfying 𝑈(0) = 𝜃 only if 𝑈(𝑧) ≤ 𝜃 for 𝑧 ∈
Firstly, we study the equilibria of (19). Suppose that 𝑈 is (−∞, 0) and 𝑈(𝑧) ≥ 𝜃 for 𝑧 ∈ (0, +∞). Substituting 𝑧 = 0
a constant, and then 𝑅[𝑈, 𝜃] = R if 𝑈 > 𝜃 and 𝑅[𝑈, 𝜃] = into (22) and letting 𝑈(0) = 𝜃, we get
0 if 𝑈 < 𝜃. So the constant solutions of (5) are 0 and 𝛼 if
0 < 𝜃 < 𝛼. According to the property of traveling wave front, 𝛼 0
𝑠 𝑐 𝑐
we know that if 𝑈(𝑧) is a traveling wave front of (5), 𝑈+ = − 𝛼 ∫ exp ( ) 𝐾 ( 𝑠) 𝑑𝑠 = 𝜃.
2 −∞ 𝜇 𝑐 + sgn (𝑠) 𝜇 𝑐 + sgn (𝑠) 𝜇
lim𝑧 → +∞ 𝑈(𝑧) and 𝑈− = lim𝑧 → −∞ 𝑈(𝑧), 𝑈+ > 𝑈− , and then
𝑈+ , 𝑈− are two different constant solutions of (5) and (18), (24)
respectively. So 𝑈+ = 𝛼 and 𝑈− = 0.
If 𝑈(𝑧) is a traveling wave front of (5) satisfying (0) = 𝜃, So it is one of the necessary conditions, under which 𝑈(𝑧)
𝑈(𝑧) < 𝜃 for 𝑧 ∈ (−∞, 0), and 𝑈(𝑧) > 𝜃 for 𝑧 ∈ (0, +∞), then might be a traveling wave solution of the model equation (5)
(19) can be reduced to and 𝑈(0) = 𝜃, and that there exists a wave speed 𝜇 satisfying
(24). Following the definition in [11], we also name (24) as
+∞
𝑧−𝑡 wave speed equation. We now prove that, for a more general
𝜇𝑈 + 𝑈 = 𝛼 ∫ 𝐾( ) 𝑑𝑡, (20) kind of kernel functions 𝐾(𝑥), there is a unique 𝜇∗ satisfying
0 1 + sgn (𝑧 − 𝑡) (𝜇/𝑐)
the speed equation; that is,
which can be further rewritten as
0 𝑐−𝜇 𝛼
𝑐𝑧/(𝑐+sgn(𝑧)𝜇) 𝛼∫ exp ( 𝑠) 𝐾 (𝑠) 𝑑𝑠 = − 𝜃, 0 < 𝜇 < 𝑐. (25)
𝜇𝑈 + 𝑈 = 𝛼 ∫ 𝐾 (𝑡) 𝑑𝑡. (21) −∞ 𝑐𝜇 2
−∞
Obviously, (21) is a linear ordinary differential equation 3.1. Existence and Uniqueness of the Wave Speed. At first,
having two equilibria 0 and 𝛼, which means that the wave we give the following lemma to prove the existence and
front of (5) satisfying 𝑈(0) = 𝜃, 𝑈(𝑧) < 𝜃 for 𝑧 ∈ (−∞, 0), 𝜃 < uniqueness of the wave speed, that is to say, to prove that there
𝑈(𝑧) for 𝑧 ∈ (0, +∞) must have the limits as lim𝑧 → +∞ 𝑈(𝑧) = exists a unique wave speed 𝜇∗ such that 𝑈(0) = 𝜃, which is
𝛼 and lim𝑧 → −∞ 𝑈(𝑧) = 0. Solving (21), we get the solution one of the necessary conditions under which function (22)
satisfying the limit conditions mentioned above as follows: might be a traveling wave front of the IDE (5). Actually,
𝑈(0) = 𝜃 is equivalent to (24), which implies that we can
𝑐𝑧/(𝑐+sgn(𝑧)𝜇) prove the existence and uniqueness of the wave speed by
𝑈 (𝑧) = 𝛼 ∫ 𝐾 (𝑠) 𝑑𝑠 proving that the wave speed equation (24) has a unique
−∞ 0
𝑧
(22) solution. Denote 𝑓(𝐴) = 𝛼 ∫−∞ exp(𝑠/𝐴)𝐾(𝑠)𝑑𝑠, and then we
𝑠−𝑧 𝑐
− 𝛼 ∫ exp ( ) 𝐾 (𝑠) 𝑑𝑠, have the following Lemma.
−∞ 𝜇 𝑐 + sgn (𝑠) 𝜇
Lemma 1. Suppose that the positive parameters 𝛼 and 𝜃 satisfy
𝛼 𝑧 𝑠−𝑧 𝑐
𝑈 = ∫ exp ( ) 𝐾 (𝑠) 𝑑𝑠. (23) the condition 0 < 2𝜃 < 𝛼. If the function 𝐾(𝑥) satisfies the
𝜇 −∞ 𝜇 𝑐 + sgn (𝑠) 𝜇 condition (𝑆1 ) and one of (𝐿 𝑖 ) (𝑖 = 1, 2, 3, 4), then there exists
a unique 𝐴 0 ∈ (0, ∞) such that 𝑓(𝐴 0 ) = 𝛼/2 − 𝜃.
Notice that the function (22) we obtained is just a solution
of (21), but not necessarily a solution of (16); that is to say, it Proof. It is easy to see that lim𝐴 → 𝑜+ 𝑓(𝐴) = 0 and
is not necessarily a traveling wave front of (5). The function lim𝐴 → +∞ 𝑓(𝐴) = 𝛼/2. So we have
(22) could be a traveling wave front of (5) only if it satisfies
𝑈(0) = 𝜃, 𝑈(𝑧) < 𝜃 for 𝑧 ∈ (−∞, 0), 𝜃 < 𝑈(𝑧) for 𝑧 ∈ 𝛼
(0, +∞). We investigate these problems to study the existence lim 𝑓 (𝐴) < − 𝜃 < lim 𝑓 (𝐴) . (26)
𝐴 → 𝑜+ 2 𝐴 → +∞
and uniqueness of the wave solution of IDE (5) under some
conditions in the following sections. Since 𝑓(𝐴) is a continuous function on (0, +∞) with respect
to 𝐴, there exists 𝐴 0 ∈ (0, ∞) such that 𝑓(𝐴 0 ) = 𝛼/2 − 𝜃. We
3. Existence and Uniqueness of the Wave Front now prove the uniqueness of 𝐴 0 when 𝐾(𝑥) satisfies each of
the first three cases on (−∞, 0) by proving that 𝑓 (𝐴) > 0.
In this section, we study the existence and uniqueness of the
wave front solution to model equation (5); that is to say, we Case 1. Obviously, as 𝐾(𝑥) satisfies (𝐿 1 ), that is, 𝐾(𝑥) ≥ 0 for
study the solution which tends from 0 to 𝛼 as 𝑧 goes from all 𝑥 ∈ (−∞, 0), we have
−∞ to ∞. For this equation, Zhang [11] studied the existence
0
and uniqueness of the traveling wave front for the case that 𝑠
the kernel function 𝐾(𝑥) is a nonnegative function, Mexican ∫ |𝑠| exp ( ) 𝐾 (𝑠) 𝑑𝑠 > 0. (27)
−∞ 𝐴
Abstract and Applied Analysis 5
−𝑀2𝑛
Case 2. As 𝐾(𝑥) satisfies (𝐿 2 ); that is, there exist 0 = 𝑀0 < 𝑠
+∫ |𝑠| exp ( ) 𝐾 (𝑠) 𝑑𝑠
𝑀1 < 𝑀2 < ⋅ ⋅ ⋅ < 𝑀2𝑛+1 < 𝑀2𝑛+2 = ∞, such that 𝐾(𝑥) ≥ 0 −∞ 𝐴
for 𝑥 ∈ (−𝑀1 , 0) ∪ (−𝑀3 , −𝑀2 ) ∪ (−𝑀5 , −𝑀4 ) ∪ ⋅ ⋅ ⋅∪ (−𝑀2𝑛+1 ,
0
−𝑀2𝑛 ), 𝐾(𝑥) ≤ 0 for 𝑥 ∈ (−𝑀2 , −𝑀1 ) ∪ (−𝑀4 , −𝑀3 ) ∪ −𝑀1
≥ exp ( ) ∫ |𝑠| 𝐾 (𝑠) 𝑑𝑠
⋅ ⋅ ⋅ ∪ (−𝑀2𝑛 , −𝑀2𝑛−1 ) ∪ (−∞, −𝑀2𝑛+1 ), and for any 𝑖, 𝑖 = 𝐴 −𝑀2
1, 2, . . . , 𝑛, 𝑛 + 1,
−𝑀2
−𝑀3
−𝑀2𝑖−2 0 + exp ( )∫ |𝑠| 𝐾 (𝑠) 𝑑𝑠 + ⋅ ⋅ ⋅
𝛼 𝐴 −𝑀4
∫ |𝑠| 𝐾 (𝑠) 𝑑𝑠 ≥ 0, − 𝛼∫ 𝐾 (𝑡) 𝑑𝑡 < 𝜃, (28)
−𝑀2𝑖 2 −𝑀2𝑖
−𝑀2𝑛−2
−𝑀2𝑛−1
+ exp ( )∫ |𝑠| 𝐾 (𝑠) 𝑑𝑠
we have 𝐴 −𝑀2𝑛
0 −𝑀2𝑛
𝑠 −𝑀2𝑛+1
∫ |𝑠| exp ( ) 𝐾 (𝑠) 𝑑𝑠 + exp ( )∫ |𝑠| 𝐾 (𝑠) 𝑑𝑠
−∞ 𝐴 𝐴 −∞
0
𝑠 −𝑀3 0
=∫ |𝑠| exp ( ) 𝐾 (𝑠) 𝑑𝑠 ≥ exp ( ) ∫ |𝑠| 𝐾 (𝑠) 𝑑𝑠
−𝑀2 𝐴 𝐴 −𝑀4
−𝑀2
𝑠 −𝑀5 −𝑀4
+∫ |𝑠| exp ( ) 𝐾 (𝑠) 𝑑𝑠 + ⋅ ⋅ ⋅ + exp ( )∫ |𝑠| 𝐾 (𝑠) 𝑑𝑠 + ⋅ ⋅ ⋅
−𝑀4 𝐴 𝐴 −𝑀6
−𝑀2𝑛−2 −𝑀2𝑛
𝑠 −𝑀2𝑛−2
+∫ |𝑠| 𝐾 (𝑠) 𝑑𝑠 + ∫ |𝑠| exp ( ) 𝐾 (𝑠) 𝑑𝑠 −𝑀2𝑛−1
−𝑀2𝑛 −∞ 𝐴 + exp ( )∫ |𝑠| 𝐾 (𝑠) 𝑑𝑠
𝐴 −𝑀2𝑛
0
−𝑀1
> exp ( ) ∫ |𝑠| 𝐾 (𝑠) 𝑑𝑠 −𝑀2𝑛+1 −𝑀2𝑛
𝐴 −𝑀2 + exp ( )∫ |𝑠| 𝐾 (𝑠) 𝑑𝑠
𝐴 −∞
−𝑀2
−𝑀3
+ exp ( )∫ |𝑠| 𝐾 (𝑠) 𝑑𝑠 + ⋅ ⋅ ⋅ −𝑀2𝑛+1 0
𝐴 −𝑀4 ≥ exp ( ) ∫ |𝑠| 𝐾 (𝑠) 𝑑𝑠 > 0.
𝐴 −∞
−𝑀2𝑛−2
−𝑀2𝑛−1 (31)
+ exp ( )∫ |𝑠| 𝐾 (𝑠) 𝑑𝑠
𝐴 −𝑀2𝑛
−𝑀2𝑛−2
Thus, as 𝐾(𝑥) satisfies one of the (𝐿 𝑖 ), 𝑖 = 1, 2, 3,
−𝑀2𝑛+1
+ exp ( )∫ |𝑠| 𝐾 (𝑠) 𝑑𝑠 > 0.
𝐴 −∞ 𝛼 0 𝑠
(29) 𝑓 (𝐴) = 2
∫ |𝑠| exp ( ) 𝐾 (𝑠) 𝑑𝑠 > 0, (32)
𝐴 −∞ 𝐴
Case 3. As 𝐾(𝑥) satisfies (𝐿 3 ); that is, there exist 0 < 𝑀1 < which implies that 𝑓(𝐴) is continuous and monotonically
𝑀2 < ⋅ ⋅ ⋅ < 𝑀2𝑛 < ∞, such that 𝐾(𝑥) ≥ 0 for 𝑥 ∈ (−𝑀1 , 0) ∪ increasing function. Consequently, there exists a unique 𝐴 0 ∈
(−𝑀3 , −𝑀2 ) ∪ (−𝑀5 , −𝑀4 ) ∪ ⋅ ⋅ ⋅ ∪ (−𝑀2𝑛−1 , −𝑀2𝑛−2 ) ∪ (0, ∞) such that 𝑓(𝐴) = 𝛼/2 − 𝜃 if 𝐾(𝑥) satisfies one of (𝐿 𝑖 )
(−∞, −𝑀2𝑛 ), 𝐾(𝑥) ≤ 0 for 𝑥 ∈ (−𝑀2 , −𝑀1 ) ∪ (−𝑀4 , −𝑀3 ) ∪ 𝑖 = 1, 2, 3.
⋅ ⋅ ⋅ ∪ (−𝑀2𝑛 , −𝑀2𝑛−1 ), and for any 𝑖, 𝑖 = 1, 2, . . . , 𝑛, However, for the case that 𝐾(𝑥) satisfies (𝐿 4 ); that is, there
exists for 0 < 𝑀 < ∞, such that 𝐾(𝑥) ≥ 0 for 𝑥 ∈ (−∞, −𝑀)
0 0
𝛼 and 𝐾(𝑥) ≤ 0 for 𝑥 ∈ (−𝑀, 0), we have
∫ |𝑠| 𝐾 (𝑠) 𝑑𝑠 ≥ 0, − 𝛼∫ 𝐾 (𝑡) 𝑑𝑡 < 𝜃, (30)
−𝑀2𝑖 2 −𝑀2𝑖
𝛼 0 𝑠
𝑓 (𝐴) = ∫ |𝑠| exp ( ) 𝐾 (𝑠) 𝑑𝑠
we have 𝐴2 −∞ 𝐴
(33)
0
0
𝑠 𝛼 𝑠 𝑀
∫ |𝑠| exp ( ) 𝐾 (𝑠) 𝑑𝑠 > 2 𝑀 ∫ exp ( ) 𝐾 (𝑠) 𝑑𝑠 = 2 𝑓 (𝐴) .
−∞ 𝐴 𝐴 −∞ 𝐴 𝐴
0
𝑠 Consequently, if there exists 𝐴 0 ∈ (0, ∞) such that 𝑓(𝐴 0 ) =
=∫ |𝑠| exp ( ) 𝐾 (𝑠) 𝑑𝑠 𝛼/2 − 𝜃 > 0, then 𝑓 (𝐴 0 ) > 0. Thus function 𝑦 = 𝑓(𝐴) must
−𝑀2 𝐴
be monotonically increasing in the neighborhood of the root
−𝑀2
𝑠 of equation 𝑓(𝐴) = 𝛼/2−𝜃, which implies that 𝑓(𝐴) = 𝛼/2−𝜃
+∫ |𝑠| exp ( ) 𝐾 (𝑠) 𝑑𝑠 + ⋅ ⋅ ⋅
−𝑀4 𝐴 has at most one root. Since we have proved the existence of the
root of equation 𝑓(𝐴) = 𝛼/2 − 𝜃, we know that there exists a
−𝑀2𝑛−2
unique 𝐴 0 ∈ (0, ∞) such that 𝑓(𝐴) = 𝛼/2−𝜃 if 𝐾(𝑥) satisfies
+∫ |𝑠| 𝐾 (𝑠) 𝑑𝑠
−𝑀2𝑛 (𝐿 4 ).
6 Abstract and Applied Analysis
Theorem 2 (see [10]). Suppose that the positive parameters 𝛼 Case 1. As 𝐾(𝑥) satisfies (𝐿 1 ), it is easy to see that 𝑈 (𝑧) ≥ 0
and 𝜃 satisfy the condition 0 < 2𝜃 < 𝛼. In addition to the for all 𝑧 ∈ (−∞, 0). So 𝑈(𝑧) is a continuous and monotoni-
basic assumptions for kernel functions, if 𝐾(𝑥) satisfies one of cally increasing function on (−∞, 0). Consequently, 𝑈(𝑧) < 𝜃
the assumptions 𝐿 𝑖 , (𝑖 = 1, 2, 3, 4), then there exists a unique on (−∞, 0) since 𝑈(0) = 𝜃 and 𝑈 (0) = (1/𝜇)(𝛼/2 − 𝜃) > 0.
0
𝜇∗ ∈ (0, 𝑐) such that 𝛼 ∫−∞ exp(((𝑐−𝜇)/𝑐𝜇)𝑠)𝐾(𝑠)𝑑𝑠 = 𝛼/2−𝜃.
Case 2. As 𝐾(𝑥) satisfies (𝐿 2 ), it is obvious that 𝜑(𝑧) ≤ 0 for
Proof. Let 𝐴 = 𝑐𝜇/(𝑐 − 𝜇), then, for any 𝐴 ∈ (0, ∞), there is 𝑧 ∈ (−∞, −𝑀2𝑛+1 ) and 𝜑(𝑧) is increasing on (−𝑀2𝑖+1 , −𝑀2𝑖 )
a unique 𝜇 = 𝑐/(𝐴𝑐 + 1) for 𝑐 > 0. Clearly, 𝜇 ∈ (0, 𝑐) for any for any 𝑖, 𝑖 = 0, 1, 2, . . . , 𝑛, and decreasing on (−𝑀2𝑖 , −𝑀2𝑖−1 )
𝐴 ∈ (0, ∞) and 𝑐 > 0. From Lemma 1, we know that there for any 𝑖, 𝑖 = 1, 2, . . . , 𝑛, because of the properties of function
exists a unique 𝐴 0 ∈ (0, ∞) such that 𝑓(𝐴 0 ) = 𝛼/2 − 𝜃; that 𝐾(𝑥). Consequently, 𝜑(𝑧) may only change its sign from
is, there exists a unique 𝜇∗ = 𝑐/(𝐴 0 𝑐 + 1) ∈ (0, 𝑐) such that negative to positive on (−𝑀2𝑖+1 , −𝑀2𝑖 ) and from positive to
0 negative on (−𝑀2𝑖 , −𝑀2𝑖−1 ) for some 𝑖, 𝑖 = 1, 2, . . . , 𝑛. Recall
𝑓(𝐴 0 ) = 𝑓(𝑐𝜇∗ /(𝑐 − 𝜇∗ )) = 𝛼/2 − 𝜃; that is, 𝛼 ∫−∞ exp(((𝑐 − that 𝑈 (((𝑐 − 𝜇)/𝑐)𝑧) has the same sign as 𝜑(𝑧), so the local
𝜇∗ )/𝑐𝜇∗ )𝑠)𝐾(𝑠)𝑑𝑠 = 𝛼/2 − 𝜃. maximal points of function 𝑈(((𝑐 − 𝜇)/𝑐)𝑧) should locate on
(−𝑀2𝑖 , −𝑀2𝑖−1 ) and the local minimal points should locate
From Theorem 2, we see that there exists a unique 𝜇∗
on (−𝑀2𝑖+1 , −𝑀2𝑖 ) if any. We will know that 𝑈(𝑧) ≤ 𝜃 on
such that function (22) satisfies 𝑈(0) = 𝜃 if the kernel
(−∞, 0) if we prove that the local maximum of function 𝑈(𝑧)
function 𝐾(𝑥) satisfies one of the assumptions 𝐿 𝑖 , 𝑖 = 1, 2, 3, 4.
is no more than 𝜃. Suppose that there exists a point 𝑧𝑖 ∈
However, it does not follow that function (22) is a traveling
(−𝑀2𝑖 , −𝑀2𝑖−1 ) such that 𝜑(𝑧𝑖 ) = 0, and so 𝑈 (((𝑐 − 𝜇)/𝑐)𝑧𝑖 ) =
wave front solution to IDE (5). We now prove that function
0. If 𝑈(((𝑐 − 𝜇)/𝑐)𝑧𝑖 ) attains a local maximum, then
(22) satisfies 𝑈(𝑧) < 𝜃 on (−∞, 0) and 𝑈(𝑧) > 𝜃 on (0, +∞)
if 𝐾(𝑥) satisfies the assumptions of Theorem 2 and one of the 𝑐−𝜇 𝑧𝑖
𝛼 0
assumptions 𝑅𝑖 (𝑖 = 1, 2, . . . , 6), from which the conclusion 𝑈( 𝑧𝑖 ) = 𝛼 ∫ 𝐾 (𝑡) 𝑑𝑡 = − 𝛼 ∫ 𝐾 (𝑡) 𝑑𝑡
𝑐 −∞ 2 𝑧𝑖
that function (22) is a traveling wave front solution of the IDE (37)
(5) will be derived obviously. 0
𝛼
≤ − 𝛼∫ 𝐾 (𝑡) 𝑑𝑡 < 𝜃.
2 −𝑀2𝑖
3.2. Existence and Uniqueness of the Wave Front. In this sub-
section, we first present two lemmas to prove that function Consequently, 𝑈(𝑧) < 𝜃 on (−∞, 0) if 𝐾(𝑥) satisfies (𝐿 2 ).
(22) satisfies 𝑈(𝑧) < 𝜃 on (−∞, 0) and 𝑈(𝑧) > 𝜃 on (0, +∞).
Then we obtain the existence and uniqueness of the wave Case 3. As 𝐾(𝑥) satisfies (𝐿 3 ), by the similar analysis as in
front. Case 2 above, we get 𝑈(𝑧) < 𝜃 on (−∞, 0).
It follows from (21) and function (22) that
Case 4. As 𝐾(𝑥) satisfies (𝐿 4 ), it is easy to see that 𝜑(𝑧) ≥ 0
𝛼 −𝑧 for 𝑧 ∈ (−∞, −𝑀), and 𝜑(𝑧) ≥ 𝜑(0) > 0 for 𝑧 ∈ [−𝑀, 0].
𝑈 (𝑧) = exp ( ) Consequently, 𝑈 (𝑧) ≥ 0 on (−∞, 0). Thus 𝑈(𝑧) < 𝜃 on
𝜇 𝜇
(−∞, 0) follows from 𝑈 (0) > 0 and 𝑈(0) = 𝜃.
𝑧
𝑠 𝑐 𝑐 From the analysis above, we conclude that 𝑈(𝑧) < 𝜃 on
×∫ exp ( ) 𝐾 ( 𝑠) 𝑑𝑠. (−∞, 0) if 𝐾(𝑥) satisfies one of (𝐿 𝑖 ) (𝑖 = 1, . . . , 4).
−∞ 𝜇 𝑐 + sgn (𝑠) 𝜇 𝑐 + sgn (𝑠) 𝜇
(34)
Lemma 4. Function (22) satisfies 𝑈(𝑧) > 𝜃 on (0, +∞) if 𝐾(𝑥)
Lemma 3. Function (22) satisfies 𝑈(𝑧) < 𝜃 on (−∞, 0) if 𝐾(𝑥) satisfies one of the assumptions (R𝑖 ) (𝑖 = 1, 2, . . . , 6).
satisfies one of the assumptions (𝐿 𝑖 ) (𝑖 = 1, 2, 3, 4).
Proof. For 𝑧 ∈ (0, +∞), it follows from (34) that
Proof. From (34), we have 𝛼 −𝑧 0
𝑠 𝑐 𝑐
𝑈 (𝑧) = exp ( ) [∫ exp ( ) 𝐾 ( 𝑠) 𝑑𝑠
𝛼 −𝑧 𝑧
𝑠 𝑐 𝑐 𝜇 𝜇 −∞ 𝜇 𝑐−𝜇 𝑐−𝜇
𝑈 (𝑧) = exp ( ) ∫ exp ( ) 𝐾 ( 𝑠) 𝑑𝑠
𝜇 𝜇 −∞ 𝜇 𝑐−𝜇 𝑐−𝜇 𝑧
𝑠 𝑐 𝑐
+ ∫ exp ( ) 𝐾 ( 𝑠) 𝑑𝑠]
𝛼 −𝑧 (𝑐/(𝑐−𝜇))𝑧 𝑐−𝜇 0 𝜇 𝑐+𝜇 𝑐+𝜇
= exp ( ) ∫ exp ( 𝑠) 𝐾 (𝑠) 𝑑𝑠
𝜇 𝜇 −∞ 𝑐𝜇 𝛼 −𝑧
(35) = exp ( )
𝜇 𝜇
for 𝑧 ≤ 0. Denote (𝑐/(𝑐+𝜇))𝑧 𝑐+𝜇
× [𝜑 (0) + ∫ exp ( 𝑠) 𝐾 (𝑠) 𝑑𝑠] .
𝑧 𝑐−𝜇 0 𝑐𝜇
𝜑 (𝑧) = ∫ exp ( 𝑠) 𝐾 (𝑠) 𝑑𝑠. (36) (38)
−∞ 𝑐𝜇
Denote
Obviously, 𝑈 (𝑧) has the same sign as 𝜑((𝑐/(𝑐 − 𝜇))𝑧) for
(𝑐/(𝑐+𝜇))𝑧
𝑧 ∈ (−∞, 0). Consequently, taking into account that 𝑈 (0) = 𝑐+𝜇
𝜓 (𝑧) = ∫ exp ( 𝑠) 𝐾 (𝑠) 𝑑𝑠. (39)
(1/𝜇)(𝛼/2 − 𝜃) > 0, we get 𝜑(0) > 0. 0 𝑐𝜇
Abstract and Applied Analysis 7
Case 3. As 𝐾(𝑥) satisfies (𝑅3 ), similar to the proof in Case 2 It follows from the above two lemmas that the function
we can prove that 𝑈(𝑧) > 𝜃 on (0, +∞). (22) satisfies 𝑈(𝑧) < 𝜃 on (−∞, 0) and 𝑈(𝑧) > 𝜃 on (0, +∞)
if 𝐾(𝑥) satisfies one of the assumptions 𝐿 𝑖 (𝑖 = 1, 2, 3, 4) on
Case 4. As 𝐾(𝑥) satisfies (𝑅4 ), it is easy to see that 𝜓(𝑧) ≥ 0 (−∞, 0) and one of 𝑅𝑗 (𝑗 = 1, 2, . . . , 6) on (0, +∞). We sum
for 𝑧 ∈ (0, 𝑁] and the function 𝑦 = 𝜓(𝑧) is monotonically up all these results in the following theorem.
decreasing on (𝑁, +∞). So 𝑈 (𝑧) at most changes its sign
once from positive to negative, that is to say, that 𝑈(𝑧) keeps Theorem 5 (see [10]). Suppose that the positive parameters 𝛼
increasing on (0, ∞) or there exists 𝑧0 ∈ (𝑁, +∞) such and 𝜃 satisfy the condition 0 < 2𝜃 < 𝛼 and 𝐾(𝑥) satisfies
that 𝑈(𝑧) is increasing on (0, 𝑧0 ) but decreasing on (𝑧0 , ∞). the assumption (𝑆1 ), one of 𝐿 𝑖 (𝑖 = 1, 2, 3, 4) on (−∞, 0) and
Clearly, 𝑈(𝑧) > 𝜃 on (0, ∞) if 𝑈(𝑧) keeps increasing on one of 𝑅𝑗 (𝑗 = 1, 2, . . . , 6) on (0, +∞). Then (5) has a unique
(0, ∞). 𝑈(𝑧) > 𝜃 on (0, ∞) if 𝑈(𝑧) is increasing on (0, 𝑧0 ) traveling wave front solution 𝑈(𝑧) = 𝑈(𝑥 + 𝜇𝑡) satisfying the
and decreasing on (𝑧0 , ∞) because lim𝑧 → +∞ 𝑈(𝑧) = 𝛼 > 𝜃. phase conditions:
Consequently, 𝑈(𝑧) > 𝜃 on (0, +∞) if 𝐾(𝑥) satisfies (𝑅4 ). 𝑈 (0) = 𝜃, 𝑈 (𝑧) < 𝜃 𝑜𝑛 (−∞, 0) ,
(44)
Case 5. As 𝐾(𝑥) satisfies (𝑅5 ), 𝜓(𝑧) is increasing on 𝑈 (𝑧) > 𝜃 𝑜𝑛 (0, +∞) .
(((𝑐 + 𝜇)/𝑐)𝑁2𝑖 , ((𝑐 + 𝜇)/𝑐)𝑁2𝑖+1 ) but decreasing on (((𝑐 +
𝜇)/𝑐)𝑁2𝑖+1 , ((𝑐 + 𝜇)/𝑐)𝑁2𝑖+2 ) for any 𝑖, 𝑖 = 0, 1, 2, . . . , 𝑛. So The unique traveling wave front could be expressed as
𝑈 (𝑧) may change its sign from negative to positive on (((𝑐 + 𝑐𝑧/(𝑐+sgn(𝑧)𝜇)
𝜇)/𝑐)𝑁2𝑖 , ((𝑐 + 𝜇)/𝑐)𝑁2𝑖+1 ) for some 𝑖, 𝑖 = 1, 2, . . . , 𝑛, and from 𝑈 (𝑧) = 𝛼 ∫ 𝐾 (𝑠) 𝑑𝑠
−∞
positive to negative on (((𝑐 + 𝜇)/𝑐)𝑁2𝑖+1 , ((𝑐 + 𝜇)/𝑐)𝑁2𝑖+2 ) (45)
𝑧
for some 𝑖, 𝑖 = 0, 1, 2, . . . , 𝑛, or (((𝑐 + 𝜇)/𝑐)𝑁2𝑛+1 , ∞). 𝑠−𝑧 𝑐
− 𝛼 ∫ exp ( ) 𝐾 (𝑠) 𝑑𝑠.
Consequently, the local minimal points of function 𝑈(𝑧) −∞ 𝜇 𝑐 + sgn (𝑠) 𝜇
8 Abstract and Applied Analysis
The wave speed 𝜇 (0 < 𝜇 < 𝑐) is determined by the speed conditions of kernel function 𝑘(𝑥) on (−∞, 0); however, the
equation phase condition 𝑈(𝑧) > 𝜃 for 𝑧 ∈ (0, +∞) depended on the
conditions of kernel function 𝑘(𝑥) on (0, +∞).
0 𝑐−𝜇 𝛼 As we mentioned in the first section, the results of
𝛼∫ exp ( 𝑠) 𝐾 (𝑠) 𝑑𝑠 = − 𝜃. (46)
−∞ 𝑐𝜇 2 this work could be employed to investigate some more
complicated model equation. For instance, the solution of
The wave front solution 𝑈(𝑧) also satisfies the boundary model equation (2), for the case when 𝐼(𝑥, 𝑡) is irrelevant
conditions: to variables, can be obtained by a simple translation of
the solution of (5) and was well applied to investigate the
lim 𝑈 (𝑧) = 0, lim 𝑈 (𝑧) = 𝛼,
𝑧 → −∞ 𝑧 → +∞ model equation (4) [10]. The results we obtained might be
(47) applied to approximate the solution of the equation with
lim 𝑈 (𝑧) = 0. oscillating infinity times kernels. Particularly, we believe that
𝑧 → ±∞
the idea and method we used in this paper can be applied
From this theorem, we see that, not only for the classical to investigate other nonlinear equations, which is our main
nonnegative kernel function, Mexican hat kernel function, research interest at present.
and upside down Mexican hat kernel function but also
for some types of kernel function oscillating 𝑛-times, the
IDE (5) has a unique traveling front wave solution. It is Conflict of Interests
well known that, in this biophysically motivated nonlinear The authors declare that there is no conflict of interests
nonlocal firing rate model equation, pure excitation, lateral regarding the publication of this paper.
inhibition, and lateral excitation are modeled by nonnegative
kernel function, Mexican hat kernel function and upside
down Mexican hat kernel function, respectively. The kernel Acknowledgments
function with 𝑛-times oscillations may hopefully be applied
to more complicated and more accurate reaction cases. This work is supported by the Nature Science Foundation
of China (no. 11101371). This work was motivated during
the period that Lijun Zhang was visiting the Department
4. Conclusion and Some Discussions of Mathematics of Lehigh University. Lijun Zhang would
like to express her appreciation for the kind invitation from
In this paper, we have investigated the existence and unique- the Department of Mathematics of Lehigh University and
ness of the wave front solution of the integral-differential all of us would like to thank Professor Jibin Li for his kind
model equation (5) arising from neuronal networks. At first, introduction and the support from State Scholarship Fund of
we reduced the nonlinear-integral differential equation (5) China that made the collaboration come true.
into a simpler solvable linear differential equation (21) by
using the special property of Heaviside gain function and the
hypothesis of the wave front solution that 𝑈(0) = 𝜃, 𝑈(𝑧) < 𝜃 References
for 𝑧 ∈ (−∞, 0), and 𝑈(𝑧) > 𝜃 for 𝑧 ∈ (0, +∞). Next,
[1] S. I. Amari, “Dynamics of pattern formation in lateral inhibition
we checked that the solution (22) which we got easily from
type neural fields,” Biological Cybernetics, vol. 27, no. 2, pp. 77–
(21) was the unique wave front solution of (5) satisfying the 87, 1977.
hypothesis 𝑈(0) = 𝜃, 𝑈(𝑧) < 𝜃 for 𝑧 ∈ (−∞, 0), and 𝑈(𝑧) > 𝜃
[2] F. M. Atay and A. Hutt, “Stability and bifurcations in neural
for 𝑧 ∈ (0, +∞). The uniqueness was obtained by proving the
fields with finite propagation speed and general connectivity,”
uniqueness of the solution of the speed equation 𝑈(0) = 𝜃, SIAM Journal on Applied Mathematics, vol. 65, no. 2, pp. 644–
that is, the uniqueness of the wave speed. 666, 2005.
The difficulties and key points of this work were how to [3] S. Coombes, G. J. Lord, and M. R. Owen, “Waves and bumps
test that solution (22) satisfies the phase conditions: 𝑈(0) = in neuronal networks with axo-dendritic synaptic interactions,”
𝜃, 𝑈(𝑧) < 𝜃 for 𝑧 ∈ (−∞, 0) and 𝑈(𝑧) > 𝜃 for 𝑧 ∈ Physica D: Nonlinear Phenomena, vol. 178, no. 3-4, pp. 219–241,
(0, +∞) if the kernel function 𝐾(𝑥) is not of class (A) or 2003.
(B) because the function (22) may not be an increasing [4] G. B. Ermentrout, “Neural networks as spatio-temporal pattern-
function any more. We achieved it by proving the maximum forming systems,” Reports on Progress in Physics, vol. 61, no. 4,
values of (22) on (−∞, 0) if any were less than 𝜃 and the pp. 353–430, 1998.
minimum values of (22) on (0, +∞) if any were greater than [5] D. J. Pinto and G. B. Ermentrout, “Spatially structured activity
𝜃, using the idea motivated by Lv and Wang [12]. It is worth in synaptically coupled neuronal networks, I. Traveling fronts
pointing out that we simplified the problem and generalized and pulses,” SIAM Journal on Applied Mathematics, vol. 62, no.
the kernel function 𝐾(𝑥) to a very general class of functions, 1, pp. 206–225, 2001.
including not only the well-known three typical classes of [6] D. J. Pinto and G. B. Ermentrout, “Spatially structured activity
kernels and five classes of oscillatory kernels proposed in in synaptically coupled neuronal networks, II. Lateral inhibition
[12], but also oscillating 𝑛-times kernels. We separated the and standing pulses,” SIAM Journal on Applied Mathematics,
whole problem into some simpler ones by noticing that the vol. 62, no. 1, pp. 226–243, 2001.
existence and uniqueness of the wave speed and the phase [7] A. Hutt, “Effects of nonlocal feedback on traveling fronts in
condition 𝑈(𝑧) < 𝜃 for 𝑧 ∈ (−∞, 0) only depended on the neural fields subject to transmission delay,” Physical Review E:
Abstract and Applied Analysis 9
Research Article
Travelling Wave Solutions of Nonlinear Dynamical Equations in
a Double-Chain Model of DNA
Received 6 January 2014; Revised 24 February 2014; Accepted 10 March 2014; Published 3 April 2014
Copyright © 2014 Z.-y. Ouyang and S. Zheng. This is an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly
cited.
We consider the nonlinear dynamics in a double-chain model of DNA which consists of two long elastic homogeneous strands
connected with each other by an elastic membrane. By using the method of dynamical systems, the bounded traveling wave solutions
such as bell-shaped solitary waves and periodic waves for the coupled nonlinear dynamical equations of DNA model are obtained
and simulated numerically. For the same wave speed, bell-shaped solitary waves of different heights are found to coexist.
connects the two bases of the base pair. The constants 𝑐1 , 𝑐2 , In fact, system (6) is a planar dynamical system whose
𝜆 1 , 𝜆 2 , 𝛾1 , 𝛾2 , 𝜇1 , 𝜇2 , 𝛽1 , 𝛽2 , and 𝑐0 in (1) are written as phase orbits defined by the vector field of (6) determine
traveling wave solutions, so we first need to investigate some
𝑌 𝐹 −2𝜇 different phase portraits of system (6) in different parameter
𝑐1 = ±√ , 𝑐2 = ±√ , 𝜆1 = (ℎ − 𝑙0 ) ,
𝜌 𝜌 𝜌𝜎ℎ regions. Then, by using the theory of dynamical system, we
will identify some different wave profiles and compute exact
−2𝜇 2√2𝜇𝑙0 −2𝜇𝑙0 representations for solitary wave solutions and periodic wave
𝜆2 = , 𝛾1 = 2𝛾2 = , 𝜇1 = 𝜇2 = ,
𝜌𝜎 𝜌𝜎ℎ2 𝜌𝜎ℎ3 solutions.
This paper is organized as follows. In Section 2, we draw
4𝜇𝑙0 √2𝜇 (ℎ − 𝑙0 ) bifurcation phase portraits of system (6), where explicit
𝛽1 = 𝛽2 = , 𝑐0 = , parametric conditions will be derived. In Section 3, we give
𝜌𝜎ℎ3 𝜌𝜎ℎ
(2) exact representations of solitary wave and periodic wave
solutions of (6) in explicit form. A short conclusion will be
where 𝜌, 𝜎, 𝑌, 𝐹, 𝜇, 𝑙0 , and ℎ are, respectively, the mass density, given in Section 4.
the area of transverse cross-section, the Young modulus,
the tension density of the strand, the rigidity of the elastic
membrane, the distance of the two strands, and the height of 2. Properties of Singular Points and
the membrane in the equilibrium position. Bifurcation Phase Portraits
In [16], introducing the transformation V = 𝑎𝑢 + 𝑏 (𝑎 and
Firstly, we compute the equilibrium points of system (6)
𝑏 are constants) in (1) yields
under different parametric conditions. It is clear that neither
𝑢𝑡𝑡 − 𝑐12 𝑢𝑥𝑥 = 𝑢3 (𝜇1 + 𝛽1 𝑎2 ) + 𝑢2 (2𝛽1 𝑎𝑏 + 𝑎𝛾1 ) the parameters 𝐵 nor 𝐶 takes value zero from the forms of
parameters 𝐴, 𝐵, and 𝐶; then 𝐴 equals zero if 𝑎 = ±√2/2.
+ 𝑢 (𝜆 1 + 𝑏𝛾1 + 𝛽1 𝑏2 ) , So we give equilibrium points in different parametric cases as
follows.
𝛾2 𝜇2 𝑏 (3)
𝑢𝑡𝑡 − 𝑐22 𝑢𝑥𝑥 = 𝑢3 (𝜇2 + 𝛽2 𝑎2 ) + 𝑢2 ( + + 3𝛽2 𝑎𝑏) (1) When 𝐴 = 0, there are two equilibrium points (0, 0)
𝑎 𝑎 and (−𝐶/𝐵, 0).
𝜆 2 𝑏 𝛽2 𝑏3 𝑐0 (2) When 𝐴 ≠0 and 𝛿1 > 0, there are three equilibrium
+ 𝑢 (𝜆 2 + 3𝛽2 𝑏2 ) +
+ + . points (0, 0), (𝜑− , 0), and (𝜑+ , 0) of (6) on the 𝜑-axis,
𝑎 𝑎 𝑎
Comparing (3) and using the physical quantities (2), it follows where 𝛿1 = 𝐵2 − 4𝐴𝐶, 𝜑− = (−𝐵 − √𝛿1 )/2𝐴, and
that 𝑏 = ℎ/√2 and 𝐹 = 𝑌; (3) can be written as 𝜑+ = (−𝐵 + √𝛿1 )/2𝐴.
𝑢𝑡𝑡 − 𝑐12 𝑢𝑥𝑥 = 𝐴𝑢3 + 𝐵𝑢2 + 𝐶𝑢 + 𝐷, (4) Define 𝑓0 (𝜑) = 𝐴𝜑3 + 𝐵𝜑2 + 𝐶𝜑; then the type of
equilibrium point (𝜑, 0) can be decided by 𝜆 ± = √𝑓0 (𝜑),
where 𝐴 = ((−2𝛼/ℎ3 ) + (4𝑎2 𝛼/ℎ3 )), 𝐵 = 6√2𝑎𝛼/ℎ2 , 𝐶 =
((−2𝛼/𝑙0 ) + (6𝛼/ℎ)), and 𝐷 = 0 with 𝛼 = 𝜇𝑙0 /𝜌𝜎. which are eigenvalues of linearized system of (6) at point
Reference [16] studied the traveling wave solutions of (𝜑, 0).
(4) and obtained one particular family of solitary kink- Secondly, we compute the intersection points of phase
type solutions for different values of Riccati parameter of portraits of (6) on the 𝜑-axis when the orbits pass through
(4). Unfortunately the results are not complete, because (4) the equilibrium point (0, 0), namely, when the Hamiltonian
admits tanh-type, periodic-type, and bell-type solutions; [16] constant 𝑀 = ℎ(0, 0) = 0. Let 𝑓(𝜑) = (1/2)𝐴𝜑4 + (2/3)𝐵𝜑3 +
only presented the tanh-type solutions. 𝐶𝜑2 , 𝛿2 = (4/9)𝐵2 − 2𝐴𝐶, 𝜑0 = −3𝐴/2𝐵, 𝜑1 = ((−2/3)𝐵 −
In this paper, we use the bifurcation method of dynamical √𝛿2 )/𝐴, and 𝜑2 = ((−2/3)𝐵 + √𝛿2 )/𝐴. When 𝐴 = 0, there are
systems [17–20] to study bell-type and periodic-type solu- a double zero point 0 and a zero point 𝜑0 of 𝑓(𝜑) on the 𝜑-
tions of (6), which can improve the results in [16]. We look axis. When 𝐴 ≠0 and 𝛿2 > 0, there are a double zero point 0
for solutions of (4) in the form of 𝑢(𝑥, 𝑡) = 𝜑(𝜉) with 𝜉 = and two zero points 𝜑1 and 𝜑2 of 𝑓(𝜑) on the 𝜑-axis. In order
(𝑥/𝑐1 ) − √2𝑡. Substituting 𝑢(𝑥, 𝑡) = 𝜑((𝑥/𝑐1 ) − √2𝑡) into (4), to draw bifurcation phase portraits of system (6), we need to
we have discuss the sign of parameters 𝐴, 𝐵, and 𝐶. The intersection
points of phase portraits of (6) on the 𝜑-axis are given as
𝜑𝜉𝜉 = 𝐴𝜑3 + 𝐵𝜑2 + 𝐶𝜑, (5) follows.
which is equivalent to the following two-dimensional system: (1) If 𝐴 = 0, there are two intersection points (0, 0) and
𝑑𝜑 𝑑𝑦 (𝜑0 , 0) of (6) on the 𝜑-axis (see Figure 1).
= 𝑦, = 𝐴𝜑3 + 𝐵𝜑2 + 𝐶𝜑. (6)
𝑑𝜉 𝑑𝜉 (2) If 𝐴 > 0, there are three intersection points (0, 0),
(𝜑1 , 0), and (𝜑2 , 0) of (6) on the 𝜑-axis and 𝜑1 < 𝜑2
Obviously, system (6) has the first integral
(see Figure 2).
1 1 1 1
𝐻 (𝜑, 𝑦) = 𝐴𝜑4 + 𝐵𝜑3 + 𝐶𝜑2 − 𝑦2 = 𝑀, (7) (3) If 𝐴 < 0, there are three intersection points (0, 0),
4 3 2 2 (𝜑1 , 0), and (𝜑2 , 0) of (6) on the 𝜑-axis and 𝜑2 < 𝜑1
where 𝑀 is the Hamiltonian constant. (see Figure 3).
Abstract and Applied Analysis 3
y y y y
𝜑0 0 𝜑 0 𝜑0 𝜑 0 𝜑0 𝜑 𝜑0 0 𝜑
(a) 𝐵 > 0, 𝐶 > 0 (b) 𝐵 > 0, 𝐶 < 0 (c) 𝐵 < 0, 𝐶 > 0 (d) 𝐵 < 0, 𝐶 < 0
y y y y
𝜑1 𝜑2 0 𝜑 𝜑1 0 𝜑2 𝜑 0 𝜑1 𝜑2 𝜑 𝜑1 0 𝜑2 𝜑
(a) 𝐵 > 0, 𝐶 > 0 (b) 𝐵 > 0, 𝐶 < 0 (c) 𝐵 < 0, 𝐶 > 0 (d) 𝐵 < 0, 𝐶 < 0
y y y y
𝜑2 0 𝜑1 𝜑 0 𝜑2 𝜑1 𝜑 𝜑2 0 𝜑1 𝜑 𝜑2 𝜑1 0 𝜑
(a) 𝐵 > 0, 𝐶 > 0 (b) 𝐵 > 0, 𝐶 < 0 (c) 𝐵 < 0, 𝐶 > 0 (d) 𝐵 < 0, 𝐶 < 0
Finally, from the above analysis about system (6), we give Solving (9) yields
twelve different phase portraits of (6) which are shown in
Figures 1–3. There exist homoclinic orbits and periodic orbits 3𝐶
𝑢1 = − . (10)
in some phase portraits of Figures 1–3, which correspond to 𝐵 (cosh ( 𝐶 𝜉) + 1)
√
bell-type and periodic-type waves and are of special interest
to us.
(2) The case 𝐴 = 0, 𝐵 < 0, and 𝐶 > 0 (see Figure 1(c)).
3. Exact Explicit Representations of
Solitary Wave Solutions Similarly, in Figure 1(c) the homoclinic orbit has the
following expression:
(1) The case 𝐴 = 0, 𝐵 > 0, and 𝐶 > 0 (see Figure 1(a)).
2
𝑦2 = 𝐵𝜑3 + 𝐶𝜑2 (0 ⩽ 𝜑 ⩽ 𝜑0 ) . (11)
Corresponding to the homoclinic orbit of (6) passing 3
through points (𝜑0 , 0) and (0, 0) on the 𝜑−𝑦 plane, there exists
a smooth solitary wave solution. Now, (7) becomes Thus the corresponding smooth solitary wave solution is
obtained as (10) and its profile is shown in Figure 4(b).
2
𝑦2 = 𝐵𝜑3 + 𝐶𝜑2 (𝜑0 ⩽ 𝜑 ⩽ 0) . (8) (3) The case 𝐴 > 0, 𝐵 > 0, and 𝐶 > 0 (see Figure 2(a)).
3
In this case, on the 𝜑 − 𝑦 plane the homoclinic orbit of
Choosing 𝜑(0) = 𝜑0 , substituting (8) into the first equation of
(6) passing through points (𝜑2 , 0) and (0, 0) has the following
(6), and integrating along the homoclinic orbit, we have
expression:
𝜑0
1 1 2
∫ 𝑑𝑠 = 𝜉 . (9) 𝑦2 = 𝐴𝜑4 + 𝐵𝜑3 + 𝐶𝜑2 (𝜑2 ⩽ 𝜑 ⩽ 0) . (12)
𝜑 𝑠√(2/3) 𝐵𝑠 + 𝐶 2 3
4 Abstract and Applied Analysis
𝜑
𝜑
0 𝜉
u2
0 𝜉
𝜉 u3
𝜑 0
(a) (b) (c)
𝜑
u2 𝜑
0
𝜉
0 𝜉
u3
0 𝜉 𝜑
Choosing 𝜑(0) = 𝜑2 , substituting (12) into the first equation where 𝛼2 = (2(2𝐵2 − 9𝐴𝐶 + 𝐵√4𝐵2 − 18𝐴𝐶))/(6𝐵 +
of (6), and integrating along the homoclinic orbit, we have 3√4𝐵2 − 18𝐴𝐶). The profile of 𝑢3 is shown in Figure 4(d).
𝜑2
1 (5) The case 𝐴 < 0, 𝐵 > 0, and 𝐶 > 0 and 𝐴 < 0, 𝐵 < 0,
∫ 𝑑𝑠 = 𝜉 . (13) and 𝐶 > 0 (see Figures 3(a) and 3(c)).
𝜑 √ 2
𝑠 (1/2) 𝐴𝑠 + (2/3) 𝐵𝑠 + 𝐶
Solving (13), it follows that In this case, there exist two homoclinic orbits and their
expressions are (12) and (15), respectively. Similarly we get
4𝐶𝛼1 the corresponding solitary wave solutions as 𝑢2 and 𝑢3 , which
𝑢2 = , (14) coexist for the same speed. The plane graphs of the coexisting
𝛼12 𝑒−√𝐶|𝜉| + ((4/9) 𝐵2 − 2𝐴𝐶) 𝑒√𝐶|𝜉| − (4/3) 𝐵𝛼1
solitary wave solutions are shown in Figure 4(c), when 𝐴 < 0,
where 𝛼1 = (2(−2𝐵2 + 9𝐴𝐶 + 𝐵√4𝐵2 − 18𝐴𝐶))/(−6𝐵 + 𝐵 > 0, and 𝐶 > 0, and Figure 4(d), when 𝐴 < 0, 𝐵 < 0, and
3√4𝐵2 − 18𝐴𝐶). The profiles of solutions 𝑢1 and 𝑢2 both have 𝐶 > 0.
figure caption Figure 4(a). (6) The case 𝐴 < 0, 𝐵 > 0, and 𝐶 < 0 (see Figure 3(b)).
(4) The case 𝐴 > 0, 𝐵 < 0, and 𝐶 > 0 (see Figure 2(c)). In this case, on the 𝜑−𝑦 plane the orbit of (6) which passes
through points (𝜑1 , 0) and (𝜑2 , 0) is a periodic orbit; it has the
In this case, on the 𝜑 − 𝑦 plane the homoclinic orbit of
following expression:
(6) passing through points (𝜑1 , 0) and (0, 0) has the following
expression: 1 2
𝑦2 = 𝐴𝜑4 + 𝐵𝜑3 + 𝐶𝜑2 , (0 < 𝜑2 ⩽ 𝜑 ⩽ 𝜑1 ) . (18)
1 2 2 3
𝑦2 = 𝐴𝜑4 + 𝐵𝜑3 + 𝐶𝜑2 (0 ⩽ 𝜑 ⩽ 𝜑1 ) . (15)
Choosing 𝜑(0) = 𝜑1 , substituting (18) into the first equation
2 3
of (6), and integrating along the periodic orbit, we have
Choosing 𝜑(0) = 𝜑1 , substituting (15) into the first equation
𝜑1
of (6), and integrating along the homoclinic orbit, we have 1
∫ 𝑑𝑠 = 𝜉 . (19)
𝜑1
1 𝜑 𝑠√(1/2) 𝐴𝑠2 + (2/3) 𝐵𝑠 + 𝐶
∫ 𝑑𝑠 = 𝜉 . (16)
𝜑 𝑠√(1/2) 𝐴𝑠2 + (2/3) 𝐵𝑠 + 𝐶 Solving (19) we obtain the following periodic wave solution:
Solving (16), we get 6𝐶
𝑢4 = . (20)
√4𝐵2 − 18𝐴𝐶 cos (√−𝐶𝜉) − 2𝐵
4𝐶𝛼2
𝑢3 = , (17)
𝛼22 𝑒√𝐶|𝜉| + ((4/9) 𝐵2 − 2𝐴𝐶) 𝑒−√𝐶|𝜉| − (4/3) 𝐵𝛼2 The profile of 𝑢4 is shown in Figure 4(e).
Abstract and Applied Analysis 5
(7) The case 𝐴 < 0, 𝐵 < 0, and 𝐶 < 0 (see Figure 3(d)). [3] T. Lipniacki, “Chemically driven traveling waves in DNA,”
Physical Review E, vol. 60, p. 7253, 1999.
Similarly, corresponding to the periodic orbit of (6) [4] S. Yomosa, “Solitary excitations in deoxyribonuclei acid (DNA)
which passes through points (𝜑1 , 0) and (𝜑2 , 0), there exists double helices,” Physical Review A, vol. 30, no. 1, pp. 474–480,
a periodic wave solution. Now, the expression of the periodic 1984.
orbit is [5] C. T. Zhang, “Soliton excitations in deoxyribonucleic acid
(DNA) double helices,” Physical Review A, vol. 35, no. 2, pp. 886–
1 2
𝑦2 = 𝐴𝜑4 + 𝐵𝜑3 + 𝐶𝜑2 , (𝜑2 ⩽ 𝜑 ⩽ 𝜑1 < 0) . (21) 891, 1987.
2 3 [6] K. Forinash, “Nonlinear dynamics in a double-chain model of
DNA,” Physical Review B, vol. 43, p. 10734, 1991.
Choosing 𝜑(0) = 𝜑2 , substituting (21) into the first equation
of (6), and integrating along the periodic orbit, we have [7] L. V. Yakushevich, Nonlinear Physics of DNA, John Wiley &
Sons, Berlin, Germany, 2004.
𝜑
1 [8] S. W. Englander, N. R. Kallenbanch, A. J. Heeger, J. A.
∫ 𝑑𝑠 = 𝜉 . (22) Krumhansl, and S. Litwin, “Nature of the open state in long
𝜑2 𝑠√(1/2) 𝐴𝑠2 + (2/3) 𝐵𝑠 + 𝐶 polynucleotide double helices: possibility of soliton excitations,”
Proceedings of the National Academy of Sciences of the United
Solving (22), it follows that States of America, vol. 77, pp. 7222–7226, 1980.
6𝐶 [9] S. Yomosa, “Soliton excitations in deoxyribonucleic acid (DNA)
𝑢5 = . (23) double helices,” Physical Review A, vol. 27, no. 4, pp. 2120–2125,
−√4𝐵2 − 18𝐴𝐶 cos (√−𝐶𝜉) − 2𝐵 1983.
[10] S. Takeno and S. Homma, “A coupled base-rotator model for
The profile of 𝑢5 is shown in Figure 4(f). structure and dynamics of DNA—local fluctuations in helical
twist angles and topological solitons,” Progress of Theoretical
Physics, vol. 72, no. 4, pp. 679–693, 1984.
4. Conclusion
[11] M. Peyrard and A. R. Bishop, “Statistical mechanics of a nonlin-
In this paper, we employ the method of dynamical systems ear model for DNA denaturation,” Physical Review Letters, vol.
to study the nonlinear dynamical equations of DNA model. 62, no. 23, pp. 2755–2758, 1989.
The bifurcation phase portraits of the DNA under some para- [12] T. Dauxois, M. Peyrard, and A. R. Bishop, “Entropy-driven
metric conditions are drawn, and explicit exact expressions of DNA denaturation,” Physical Review E, vol. 47, no. 1, pp. R44–
bell-shaped solitary waves and periodic waves are obtained R47, 1993.
via some special homoclinic and periodic orbits; their planar [13] V. Muto, P. S. Lomdahl, and P. L. Christiansen, “Two-
graphs are simulated. These solutions are new and different dimensional discrete model for DNA dynamics: longitudinal
wave propagation and denaturation,” Physical Review A, vol. 42,
from those in [14–16]; some existing results are improved.
no. 12, pp. 7452–7458, 1990.
Furthermore, in general, the larger the wave speed, the higher
[14] D. X. Kong, S. Y. Lou, and J. Zeng, “Nonlinear dynamics in a new
the wave crest. So for the same wave speed, it is interesting
double Chain-model of DNA,” Communications in Theoretical
that the bell-shaped solitary waves of different heights are Physics, vol. 36, no. 6, pp. 737–742, 2001.
found to coexist.
[15] X.-M. Qian and S.-Y. Lou, “Exact solutions of nonlinear
dynamics equation in a new double-chain model of DNA,”
Conflict of Interests Communications in Theoretical Physics, vol. 39, no. 4, pp. 501–
505, 2003.
The authors declare that there is no conflict of interests [16] W. Alka, A. Goyal, and C. Nagaraja Kumar, “Nonlinear dynam-
regarding the publication of this paper. ics of DNA—riccati generalized solitary wave solutions,” Physics
Letters A: General, Atomic and Solid State Physics, vol. 375, no.
3, pp. 480–483, 2011.
Acknowledgments
[17] S. N. Chow and J. K. Hale, Methods of Bifurcation Theory,
This work was supported by the National Natural Sci- Springer, Berlin, Germany, 1981.
ence Foundation of China (no. 11226303) and Guangdong [18] J. B. Li and Z. R. Liu, “Smooth and non-smooth traveling waves
Province (no. 2013KJCX0189). The authors thank the editors in a nonlinearly dispersive equation,” Applied Mathematical
for their hard working and also gratefully acknowledge Modelling, vol. 25, pp. 41–56, 2000.
helpful comments and suggestions by reviewers. [19] J. B. Li and Z. R. Liu, “Traveling wave solutions for a class of
nonlinear dispersive equations,” Chinese Annals of Mathematics,
vol. 23, p. 397, 2002.
References [20] Z. R. Liu and Z. Y. Ouyang, “A note on solitary waves for
modified forms of Camassa-Holm and Degasperis-Procesi
[1] J. D. Watson and F. H. C. Crick, “Molecular structure of nucleic equations,” Physics Letters A, vol. 366, no. 4-5, pp. 377–381, 2007.
acids: a structure for deoxyribose nucleic acid,” Nature, vol. 171,
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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2014, Article ID 928726, 6 pages
http://dx.doi.org/10.1155/2014/928726
Research Article
Global Attractivity of an Integrodifferential Model of Mutualism
Received 12 January 2014; Revised 8 March 2014; Accepted 9 March 2014; Published 1 April 2014
Copyright © 2014 Xiangdong Xie et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Sufficient conditions are obtained for the global attractivity of the following integrodifferential model of mutualism: 𝑑𝑁1 (𝑡)/𝑑𝑡 =
∞ ∞ ∞
𝑟1 𝑁1 (𝑡)[((𝐾1 + 𝛼1 ∫0 𝐽2 (𝑠)𝑁2 (𝑡 − 𝑠)𝑑𝑠)/(1 + ∫0 𝐽2 (𝑠)𝑁2 (𝑡 − 𝑠)𝑑𝑠)) − 𝑁1 (𝑡)], 𝑑𝑁2 (𝑡)/𝑑𝑡 = 𝑟2 𝑁2 (𝑡)[((𝐾2 + 𝛼2 ∫0 𝐽1 (𝑠)𝑁1 (𝑡 − 𝑠)𝑑𝑠)/(1 +
∞
∫0 𝐽1 (𝑠)𝑁1 (𝑡 − 𝑠)𝑑𝑠)) − 𝑁2 (𝑡)], where 𝑟𝑖 , 𝐾𝑖 , and 𝛼𝑖 , 𝑖 = 1, 2, are all positive constants. Consider 𝛼𝑖 > 𝐾𝑖 , 𝑖 = 1, 2. Consider
∞
𝐽𝑖 ∈ 𝐶([0, +∞), [0, +∞)) and ∫0 𝐽𝑖 (𝑠)𝑑𝑠 = 1, 𝑖 = 1, 2. Our result shows that conditions which ensure the permanence of the
system are enough to ensure the global stability of the system. The result not only improves but also complements some existing
ones.
1. Introduction Chen et al. [2] had given two examples to show that under the
assumption 𝑎11 𝑎22 > 𝑎12 𝑎21 , a condition which could ensure
Mutualism, one of the most important relationships in the the global stability of the system without delay, the system
theory of ecology, however, was pointed out by Murray as still admits unbounded solution. He and Gopalsamy [3] and
follows [1]: “this area has not been as widely sutdied as the Mukherjee [4] tried to investigate the persistent and stability
others even though its importance is comparable to that of property of the nonautonomous case of above system; how-
predator-prey and competition interactions.” ever, in their main results, in addition to condition 𝑎11 𝑎22 >
Traditional two species Lotka-Volterra take the form 𝑎12 𝑎21 , they further assumed that the density of one of the
𝑑𝑁1 𝑁 𝑁 species should be bounded from above, such an assumption
= 𝑟1 𝑁1 (1 − 1 + 𝑏12 2 ) , is by no means easy to verify. To overcome this difficulty,
𝑑𝑡 𝐾1 𝐾1
(1) Lu et al. [5, 6] and Nakata and Muroya [7] tried to give
𝑑𝑁2 𝑁 𝑁 restriction on the coefficients of the system or restriction on
= 𝑟2 𝑁2 (1 − 2 + 𝑏21 1 ) . the delay of the system, and some interesting results about the
𝑑𝑡 𝐾2 𝐾2
permanence of Lotka-Volterra type mutualism system with
Murray [1] gave detail analysis of the phase trajectories for delay were obtained. Liu et al. [8] and Lu [9] also investigated
the above system. He also pointed out that the system has the positive periodic solution of the Lotka-Volterra type
certain drawback; one is the sensitivity between unbounded mutualism model.
growth and a finite positive steady state. Despite the drawback On the other hand, stimulated by the functional response
of the system, since it is the most simple model on the of the predator-prey system, Wright [10] proposed the follow-
mutualism, scholars incorporated delays to the above system ing two species mutualism model:
and proposed the following system:
𝑑𝑥1 𝑑𝑁 𝑏1 𝑎1 𝑀
= 𝑥1 (𝑡) [𝑟1 − 𝑎11 𝑥1 (𝑡 − 𝜏11 ) + 𝑎12 𝑥2 (𝑡 − 𝜏12 )] , = 𝑟1 𝑁 [𝐾1 − 𝑐1 𝑁 + ],
𝑑𝑡 𝑑𝑡 1 + 𝑎1 𝑇ℎ1 𝑀
(2) (3)
𝑑𝑥2 𝑑𝑀 𝑏2 𝑎2 𝑁
= 𝑥2 (𝑡) [𝑟2 + 𝑎21 𝑥1 (𝑡 − 𝜏21 ) − 𝑎22 𝑥2 (𝑡 − 𝜏22 )] . = 𝑟2 𝑀 [𝐾2 − 𝑐2 𝑁 + ].
𝑑𝑡 𝑑𝑡 1 + 𝑎2 𝑇ℎ2 𝑁
2 Abstract and Applied Analysis
Obviously, the model could be revised as follows: Theorem A. The system (6) is always permanent. That is, there
exist constants 𝑚𝑖 , 𝑀𝑖 , 𝑖 = 1, 2, which are independent of the
𝑑𝑁 (𝑡) 𝐾 + 𝛼1 𝑀
= 𝑟1 𝑁 [ 1 − 𝑐 𝑁] , solution of the system (6), such that
𝑑𝑡 1 + 𝑎1 𝑇ℎ1 𝑀 1
(4) 𝑚𝑖 ≤ lim inf 𝑁𝑖 (𝑡) ≤ lim sup𝑁𝑖 (𝑡) ≤ 𝑀𝑖 , 𝑖 = 1, 2. (7)
𝑑𝑀 (𝑡) 𝐾 + 𝛼2 𝑁 𝑡 → +∞ 𝑡 → +∞
= 𝑟2 𝑀 [ 2 − 𝑐 𝑀] ,
𝑑𝑡 1 + 𝑎2 𝑇ℎ2 𝑁 2 Such a result is a roughly one, since it only tells us
where 𝛼1 = 𝐾1 + 𝑎1 𝑇ℎ1 , 𝛼2 = 𝐾2 + 𝑎2 𝑇ℎ2 , and one could easily that the solution is finally bounded above and below by
see that 𝛼𝑖 > 𝐾𝑖 , 𝑖 = 1, 2. positive constants and there is no fine description of the stable
It is well known that in a more realistic model the delay or unstable property of the solution, for example, whether
effect should be an average over past populations. This results the delay of the system could induce the Hopf bifurcation
in an equation with a distributed delay or an infinite delay. to period solution or not? Does the system admit some
Based on the model (4), Gopalsamy [11] further proposed the kind of chaotic behaviors? Is it difficult to obtain sufficient
following two species mutualism model: conditions which ensure the global attractivity of the positive
solution? Indeed, to the best of the authors’ knowledge, to
∞
𝑑𝑁1 (𝑡) 𝐾1 + 𝛼1 ∫0 𝐾2 (𝑠) 𝑁2 (𝑡 − 𝑠) 𝑑𝑠 this day, still no scholars investigate the stability property
= 𝑟1 𝑁1 [ ∞ − 𝑁1 (𝑡)] , of the system (6), which is one of the most important
𝑑𝑡 1 + ∫0 𝐾2 (𝑠) 𝑁2 (𝑡 − 𝑠) 𝑑𝑠 topics in the study of population dynamics. Noting that
[ ]
system (6) is nonautonomous one and for such kind of
∞
𝑑𝑁2 (𝑡) 𝐾2 + 𝛼2 ∫0 𝐾1 (𝑠) 𝑁1 (𝑡 − 𝑠) 𝑑𝑠 system, generally speaking, by constructing some suitable
= 𝑟2 𝑁2 [ ∞ − 𝑁2 (𝑡)] . Lyapunov functional, one could always obtain some sufficient
𝑑𝑡 1 + ∫0 𝐾1 (𝑠) 𝑁1 (𝑡 − 𝑠) 𝑑𝑠
[ ] conditions which ensure the stability of the system; however,
(5) the condition is not easy to verify [14]. This motivated us to
investigate the stability property of the system (5).
However, the author did not investigate the dynamic behav-
From the point of view of biology, in the sequel, we will
iors of the system.
consider (5) together with the initial conditions
Recently, Li and Xu [12] proposed and studied the follow-
ing nonautonomous case of the system (5): 𝑁𝑖 (𝑠) = 𝜙𝑖 (𝑠) , 𝑠 ∈ (−∞, 0] , 𝑖 = 1, 2, (8)
𝑑𝑁1 (𝑡) where 𝜙𝑖 ∈ 𝐵𝐶+ and
𝑑𝑡
𝐵𝐶+ = {𝜙 ∈ 𝐶 ((−∞, 0] , [0, +∞)) :
= 𝑟1 (𝑡) 𝑁1 (𝑡)
∞ 𝜙 (0) > 0, 𝜙 be bounded} , (9)
𝐾1 (𝑡) + 𝛼1 (𝑡) ∫0 𝐽2 (𝑠) 𝑁2 (𝑡 − 𝑠) 𝑑𝑠
×[ ∞ − 𝑁1 (𝑡)] , 𝑖 = 1, 2.
1 + ∫0 𝐽2 (𝑠) 𝑁2 (𝑡 − 𝑠) 𝑑𝑠
[ ]
From [15], system (5) has a unique positive solution
𝑑𝑁2 (𝑡) (𝑁1 (𝑡), 𝑁2 (𝑡)) satisfying the initial condition (8).
𝑑𝑡 The aim of this paper is, by further developing the analysis
technique of Chen and You [13] and de Oca and Vivas [16]
= 𝑟2 (𝑡) 𝑁2 (𝑡) and using the differential inequality theory, to obtain a set of
∞ sufficient conditions to ensure the global attractivity of the
𝐾2 (𝑡) + 𝛼2 (𝑡) ∫0 𝐽1 (𝑠) 𝑁1 (𝑡 − 𝑠) 𝑑𝑠 system (5). More precisely, we will prove the following result.
×[ ∞ − 𝑁2 (𝑡)] ,
1 + ∫0 𝐽1 (𝑠) 𝑁1 (𝑡 − 𝑠) 𝑑𝑠
[ ] Theorem 1. System (5) admits a unique positive equilibrium
(6) (𝑁1∗ , 𝑁2∗ ), which is globally attractive; that is, for any positive
where 𝑟𝑖 , 𝐾𝑖 , 𝛼𝑖 , and 𝜎𝑖 , 𝑖 = 1, 2, are continuous functions solution (𝑁1 (𝑡), 𝑁2 (𝑡)) of system (5) with the initial condition
bounded above and below by positive constants. Consider (8), one has
𝛼𝑖 > 𝐾𝑖 , 𝑖 = 1, 2. Consider 𝐽𝑖 ∈ 𝐶([0, +∞), [0, +∞)) and lim 𝑁𝑖 (𝑡) = 𝑁𝑖∗ , 𝑖 = 1, 2.
∞ 𝑡 → +∞
(10)
∫0 𝐽𝑖 (𝑠)𝑑𝑠 = 1, 𝑖 = 1, 2. Under the assumption that 𝑟𝑖 ,
𝐾𝑖 , and 𝛼𝑖 , 𝑖 = 1, 2, are continuous periodic functions with We will prove this theorem in the next section and then
common period 𝜔. 𝛼𝑖 > 𝐾𝑖 , 𝑖 = 1, 2, 𝐽𝑖 ∈ 𝐶([0, +∞), [0, +∞)) give a brief discussion in Section 3. For more works on the
∞
and ∫0 𝐽𝑖 (𝑠)𝑑𝑠 = 1, 𝑖 = 1, 2. By applying the coincidence mutualism or cooperation system, one could refer to [12–15,
degree theory, they showed that system (6) admits at least one 17–21] and the references cited therein.
positive 𝜔-periodic solution. Chen and You [13] argued that
the general nonautonomous case is more suitable. Concerned 2. Proof of the Main Result
with the persistent property of the system (6), by applying an
integral inequality (see Lemma 3 in the next section), they Now let us state several lemmas which will be useful in the
obtained the following result. proving of main result.
Abstract and Applied Analysis 3
Lemma 2. System (5) admits a unique positive equilibrium Now we are in the position of proving the main result of
(𝑁1∗ , 𝑁2∗ ). this paper.
Proof. The positive equilibrium of the system (5) satisfies the Proof of Theorem 1. Let (𝑁1 (𝑡), 𝑁2 (𝑡)) be any positive solu-
following equation: tion of the system (5) with initial condition (8). Similarly to
the analysis of (11)–(17) in [13], from the first equation of the
𝐾1 + 𝛼1 𝑁2 system (5) it follows that
− 𝑁1 = 0,
1 + 𝑁2
(11) 𝑑𝑁1 (𝑡)
𝐾2 + 𝛼2 𝑁1 ≤ 𝑁1 (𝑡) [𝑟1 (𝐾1 + 𝛼1 ) − 𝑟1 𝑁1 (𝑡)] . (16)
− 𝑁2 = 0. 𝑑𝑡
1 + 𝑁1
Thus, as a direct corollary of Lemma 4, according to (16), one
System (11) admits a unique positive solution (𝑁1∗ , 𝑁2∗ ), has
where
lim sup𝑁1 (𝑡) ≤ 𝐾1 + 𝛼1 , (17)
𝑡 → +∞
−𝐴 2 + √𝐴22 − 4𝐴 1 𝐴 3
𝑁1∗ = , and so, from Lemma 3 we have
2𝐴 1
∞
−𝐵2 + √𝐵22 − 4𝐵1 𝐵3 lim sup ∫ 𝐽1 (𝑠) 𝑁1 (𝑡 − 𝑠) 𝑑𝑠 ≤ 𝐾1 + 𝛼1 . (18)
𝑁2∗ = , 𝑡 → +∞ 0
2𝐵1
Hence, for enough small 𝜀 > 0, it follows from (17) and (18)
𝐴 1 = 1 + 𝛼2 , that there exists a 𝑇1 > 0 such that
(12)
𝐴 2 = 𝐾2 − 𝐾1 − 𝛼2 𝛼1 + 1, def
𝑁1 (𝑡) < 𝐾1 + 𝛼1 + 𝜀 = 𝑀1(1) ,
𝐴 3 = −𝛼1 𝐾2 − 𝐾1 , ∞ 𝑡
𝐵1 = 1 + 𝛼1 , ∫ 𝐽1 (𝑠) 𝑁1 (𝑡 − 𝑠) 𝑑𝑠 = ∫ 𝐽1 (𝑡 − 𝑠) 𝑁1 (𝑠) 𝑑𝑠
0 −∞
𝐵2 = 𝐾1 − 𝐾2 − 𝛼1 𝛼2 + 1, def
≤ 𝐾1 + 𝛼1 + 𝜀 = 𝑀1(1) for 𝑡 > 𝑇1 .
𝐵3 = −𝐾2 − 𝛼2 𝐾1 . (19)
This ends the proof of Lemma 2. Similarly, for above 𝜀 > 0, it follows from the second equation
of the system (5) that there exists a 𝑇1 > 𝑇1 such that
Following Lemma 3 is Lemma 3 of de Oca and Vivas [16].
def
Lemma 3. Let 𝑥 : 𝑅 → 𝑅 be a bounded nonnegative 𝑁2 (𝑡) < 𝐾2 + 𝛼2 + 𝜀 = 𝑀2(1) ,
continuous function, and let 𝑘 : [0, +∞) → (0, +∞) be a ∞
def
∞
continuous kernel such that ∫0 𝑘(𝑠)𝑑𝑠 = 1. Then ∫ 𝐽2 (𝑠) 𝑁2 (𝑡 − 𝑠) 𝑑𝑠 < 𝐾2 + 𝛼2 + 𝜀 = 𝑀2(1) (20)
0
𝑡
for 𝑡 > 𝑇1 .
lim inf 𝑥 (𝑡) ≤ lim inf ∫ 𝑘 (𝑡 − 𝑠) 𝑥 (𝑠) 𝑑𝑠
𝑡 → +∞ 𝑡 → +∞ −∞
Noting that the function 𝑔1 (𝑥) = ((𝐾1 + 𝛼1 𝑥)/(1 + 𝑥)) (𝛼1 >
𝑡
≤ lim sup ∫ 𝑘 (𝑡 − 𝑠) 𝑥 (𝑠) 𝑑𝑠 (13) 𝐾1 , 𝑥 ≥ 0) is a strictly increasing function, hence, (20)
𝑡 → +∞ −∞ together with the first equation of the system (5) implies
≤ lim sup𝑥 (𝑡) . 𝑟1 (𝐾1 + 𝛼1 𝑀2(1) )
𝑡 → +∞ 𝑑𝑁1 (𝑡)
< 𝑁1 (𝑡) [ − 𝑟1 𝑁1 (𝑡)]
As a direct corollary of Lemma 2.2 of Chen [22], we have
𝑑𝑡 1 + 𝑀2(1) (21)
the following lemma. for 𝑡 > 𝑇1 .
Lemma 4. If 𝑎 > 0, 𝑏 > 0, and 𝑥̇≥ 𝑥(𝑏 − 𝑎𝑥), when 𝑡 ≥ 0 and Therefore, by Lemma 4, we have
𝑥(0) > 0, one has
𝑏 𝐾1 + 𝛼1 𝑀2(1)
lim inf 𝑥 (𝑡) ≥ . (14) lim sup𝑁1 (𝑡) ≤ . (22)
𝑡 → +∞ 𝑎 𝑡 → +∞ 1 + 𝑀2(1)
If 𝑎 > 0, 𝑏 > 0 and 𝑥̇≤ 𝑥(𝑏 − 𝑎𝑥), when 𝑡 ≥ 0 and 𝑥(0) > 0, Thus, from Lemma 3 we have
one has
𝑏
∞ 𝐾1 + 𝛼1 𝑀2(1)
lim sup𝑥 (𝑡) ≤ . (15) lim sup ∫ 𝐽1 (𝑠) 𝑁1 (𝑡 − 𝑠) 𝑑𝑠 ≤ . (23)
𝑡 → +∞ 𝑎 𝑡 → +∞ 0 1 + 𝑀2(1)
4 Abstract and Applied Analysis
That is, for 𝜀 > 0 defined by (19), there exists a 𝑇2 > 𝑇1 such Noting that the function 𝑔1 (𝑥) = ((𝐾1 + 𝛼1 𝑥)/(1 + 𝑥)) (𝛼1 >
that 𝐾1 ) is a strictly increasing function, hence, (30) together with
the first equation of the system (5) implies
𝐾1 + 𝛼1 𝑀2(1) 𝜀 def (2)
𝑁1 (𝑡) < + = 𝑀1 > 0,
1+ 𝑀2(1) 2 𝑑𝑁1 (𝑡) 𝑟1 (𝐾1 + 𝛼1 𝑚2(1) )
> 𝑁1 (𝑡) [ − 𝑟1 𝑁1 (𝑡)]
∞ 𝐾1 + 𝛼1 𝑀2(1) 𝜀 def (2)
𝑑𝑡 1 + 𝑚2(1) (31)
∫ 𝐽1 (𝑠) 𝑁1 (𝑡 − 𝑠) 𝑑𝑠 < + = 𝑀1 > 0
0 1+ 𝑀2(1) 2 for 𝑡 > 𝑇3 .
𝐾2 + 𝛼2 𝑀1(𝑛−1) 𝜀 𝐾1 + 𝛼1 𝑁2 𝐾2 + 𝛼2 𝑁1
𝑀2(𝑛) = + ; 𝑁1 = , 𝑁2 = ,
1 + 𝑀1(𝑛−1) 𝑛 1 + 𝑁2 1 + 𝑁1
(43)
(37) 𝐾 + 𝛼1 𝑁2 𝐾 + 𝛼2 𝑁1
𝐾1 + 𝛼1 𝑚2(𝑛−1) 𝜀 𝑁1 = 1 , 𝑁2 = 2
𝑚1(𝑛) = − ; 1 + 𝑁2 1 + 𝑁1
1 + 𝑚2(𝑛−1) 𝑛
and (43) shows that (𝑁1 , 𝑁2 ) and (𝑁1 , 𝑁2 ) are solutions
𝐾2 + 𝛼2 𝑚1(𝑛−1) 𝜀
𝑚2(𝑛) = − . of (11). By Lemma 2, (11) has a unique positive solution
1 + 𝑚1(𝑛−1) 𝑛 𝐸∗ (𝑁1∗ , 𝑁2∗ ). Hence, we conclude that
𝑚𝑖(𝑛) < 𝑁𝑖 (𝑡) < 𝑀𝑖(𝑛) , for 𝑡 ≥ 𝑇2𝑛 , 𝑖 = 1, 2. (38) that is,
We claim that sequences 𝑀𝑖(𝑛) , 𝑖 = 1, 2 are nonincreasing lim 𝑁𝑖 (𝑡) = 𝑁𝑖∗ 𝑖 = 1, 2. (45)
𝑡 → +∞
and sequences 𝑚𝑖(𝑛) , 𝑖 = 1, 2 are nondecreasing. To prove this
claim, we will carry out by induction. Firstly, from (36) we Thus, the unique interior equilibrium 𝐸∗ (𝑁1∗ , 𝑁2∗ ) is globally
have attractive. This completes the proof of Theorem 1.