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Abstract: An inverse problem framework for constructing reaction systems with prescribed prop-
erties is presented. Kinetic transformations are defined and analysed as a part of the framework,
allowing an arbitrary polynomial ordinary differential equation to be mapped to the one that can
be represented as a reaction network. The framework is used for construction of specific two- and
three-dimensional bistable reaction systems undergoing a supercritical homoclinic bifurcation, and
the topology of their phase spaces is discussed.
1 Introduction
Chemical reaction networks under the mass action kinetics are relevant for both pure and applied
mathematics. The time evolution of the concentrations of chemical species is described by kinetic
equations which are a subset of first-order, autonomous, ordinary differential equations (ODEs) with
polynomial right-hand sides (RHSs). On the one hand, the kinetic equations define a canonical form
for analytic ODEs, thus being important for pure mathematics [16, 18]. They can display not only
the chemically regular phenomenon of having a globally stable fixed point, but also the chemically
exotic phenomena (multistability, limit cycles, chaos). It is then no surprise that chemical reaction
networks can perform the same computations as other types of physical networks, such as electronic
and neural networks [23]. On the other hand, reaction networks are a versatile modelling tool,
decomposing processes from applications into a set of simpler elementary steps (reactions). The
exotic phenomena in systems biology often execute specific biological functions, example being the
correspondence between limit cycles and biological clocks [26, 27].
The construction of reaction networks displaying prescribed properties may be seen as an inverse
problem in formal reaction kinetics [4], where, given a set of properties, a set of compatible reaction
networks is searched for. Such constructions are useful in application areas such systems biology (as
caricature models), synthetic biology (as blueprints), and numerical analysis (as test problems) [25,
30]. In systems biology, kinetic ODEs often have higher nonlinearity degree and higher dimension,
thus not being easily amenable to mathematical analysis. Having ODEs with lower nonlinearity
degree and lower dimension allows for a more detailed mathematical analysis, and also adds to the
set of test problems for numerical methods designed for more challenging real-world problems. In
synthetic biology, such constructed systems may be used as a blueprint for engineering artificial
networks [30].
A crucial property of the kinetic equations is a lack of so-called cross-negative terms [2], corre-
sponding to processes that involve consumption of a species when its concentration is zero. Such
terms are not directly describable by reactions, and may lead to negative values of concentrations.
The existence of cross-negative terms, together with a requirement that the dependent variables
are always finite, imply that not every nonnegative polynomial ODE system is kinetic, and, thus,
∗
Mathematical Institute, University of Oxford, Radcliffe Observatory Quarter, Woodstock Road, Oxford, OX2
6GG, United Kingdom; e-mails: tomislav.plesa@some.ox.ac.uk, erban@maths.ox.ac.uk
†
Institute of Mathematics, Czech Academy of Sciences, Žitná 25, Praha 1, 115 67, Czech Republic, e-mail: vej-
chod@math.cas.cz
1
further constrain the possible dynamics, playing an important role in the construction of reaction
systems, chemical chaos, and pattern formation via Turing instabilities [3, 5]. A trivial example of
an ODE with a cross-negative term is given by dx/dt = −k, for constant k > 0, where the term −k,
although a polynomial of degree zero, nevertheless cannot be directly represented by a reaction,
and results in x < 0.
In two dimensions, where the phase plane diagram allows for an intuitive reasoning, the exotic
dynamics of ODE systems reduces to limit cycles and multistability. While two-dimensional nonk-
inetic polynomial ODE systems exhibiting a variety of such dynamics can be easily found in the
literature, the same is not true for the more constrained two-dimensional kinetic ODE systems.
Motivated by this, this paper consists of two main results: firstly, building upon the framework
from [4, 2], an inverse problem framework suitable for constructing the reaction systems is pre-
sented in Section 3, with the focus on the so-called kinetic transformations, allowing one to map a
nonkinetic into a kinetic system. Secondly, in Section 4, the framework is used for construction of
specific two- and three-dimensional bistable kinetic systems undergoing a global bifurcation known
as a supercritical homoclinic bifurcation. The corresponding phase planes contain a stable limit
cycle and a stable fixed point, with a parameter controlling the distance between them, and their
topology is discussed. Definitions and basic results regarding reaction systems are presented in
Section 2. A summary of the paper is presented in Section 5.
C ⊂ NS is a finite set, with elements c ∈ C, called the complexes of the network, such that
(ii) S
c∈C supp(c) = S. Components of c are called the stoichiometric coefficients.
(iii) R ⊂ C × C is a binary relation with elements r = (c, c0 ), denoted r = c → c0 , with the following
properties:
(a) ∀c ∈ C (c → c) ∈
/ R;
2
(b) ∀c ∈ C ∃c0 ∈ C such that (c → c0 ) ∈ R or (c0 → c) ∈ R.
Elements r = c → c0 are called reactions of the network, and it is said that c reacts to c0 , with
the reactant complex, and c0 the product complex. The order of reaction r is
c being called P
given by or = s∈S cs < ∞ for r = c → c0 ∈ R.
Note that as set R implies sets S and C, reaction networks are denoted with R, for brevity. Also,
as it is unlikely that a reaction between more than three reactants occurs [2], in this paper we
consider reactions with or ≤ 3. To represent some of the non-chemical processes as quasireactions,
the zero complex is introduced, denoted with ∅, with the property that supp(∅) = ∅, where ∅ is
the empty set.
Definition 2.3. Let R be a reaction network and let κ : RS≥ → RR ≥ be a continuous function which
maps x ∈ RS≥ (called “species concentrations”) into κ(x) ∈ RR ≥ (called “reaction rates”). Then κ
is said to be a kinetics for R provided that, for all x ∈ R≥ and for all r = (c → c0 ) ∈ R, positivity
S
An interpretation of Definition 2.3 is that a reaction, to which a kinetics can be associated, can
occur if and only if all the reactant species concentrations are nonzero.
Definition 2.4. A reaction network R augmented with a kinetics κ is called a reaction system,
and is denoted {R, κ}.
Definition 2.5. Given aP reaction system {R, κ}, the induced kinetic function, K(·; R) : RS≥ → RS ,
is given by K(x; R) = 0 0
r∈R κr (x)(c − c) where r = c → c . The induced system of kinetic
equations, describing the time evolution of species concentrations x ∈ RS≥ , takes the form of a
system of autonomous first-order ordinary differential equations (ODEs), and is given by
dx
= K(x; R). (2.1)
dt
Note that the kinetic function uniquely defines the system of kinetic equations, and vice-versa.
In this paper, the species concentrations satisfying equation (2.1) are required to be finite, i.e.
xs < ∞, for s ∈ S, and for t ≥ 0, except possibly for initial conditions located on a finite number
of (S − z)-dimensional subspaces of RS≥ , z ≥ 1.
Definition 2.6. Kinetics κ is called the mass action kinetics if κr (x) = kr xc , for r = (c → c0 ) ∈ R,
where kr > 0 is the rate constant of reaction r, and xc = s∈S xcss , with 00 = 1. A reaction system
Q
with the mass action kinetics is denoted {R, k}, and the corresponding kinetic function is denoted
K(x; k) ≡ K(x; R) = r∈R kr (c0 − c)xc , where k ∈ RR
P
>.
A review of the mass action kinetics can be found in [32]. In this paper, most of the results are
stated with kinetics fixed to the mass action kinetics. This is not restrictive, as an arbitrary analytic
function can always be reduced to a polynomial one [16].
Example 2.1. Consider the following reaction network (consisting of one reaction) under the mass
action kinetics:
k
1
r1 : s1 + s2 −→ 2s2 , (2.2)
3
so that S = {s1 , s2 }, C = {s1 + s2 , 2s2 }, R = {s1 + s2 → 2s2 } and k = {k1 }. Concentration x ∈ RS≥
has two components. To simplify our notation, we write x1 = xs1 , x2 = xs2 , and K1 (x; k) =
Ks1 (x; R), K2 (x; k) = Ks2 (x; R). Then the induced system of kinetic equations is given by
dx1
= K1 (x; k) = −k1 x1 x2 , (2.3)
dt
dx2
= K2 (x; k) = k1 x1 x2 . (2.4)
dt
Definition 2.7. Let f : RS≥ → RS be given by fs (x) = r∈R fsr (x), where fsr (x) ∈ R, for x ∈ RS≥ ,
P
s ∈ S and r ∈ R. If ∃s ∈ S, ∃r ∈ R and ∃x ∈ RS≥ such that s ∈ suppc (x) and fsr (x) < 0, then
fsr (x) is called a cross-negative term, and function f (x) and ODE system dx/dt = f (x) are said
to be nonkinetic.
An interpretation of a cross-negative term is that the process corresponding to such a term would
consume at least one reactant even when its concentration is zero, so that it cannot be represented
as kinetic reactions.
Kinetic and nonkinetic functions taking the mass action kinetics form are central to this paper.
The related notation is introduced in the following definition.
Note that a system {R, k}, corresponding to N (x; k) in Definition 2.8, has a well-defined reaction
network R (for r = c → c0 , r ∈ R, we restrict c, c0 to positive integers), but an ill-defined kinetics
taking the mass action form (we allow set k to have elements that are negative). Thus, set k
corresponding to N (x; k) cannot be interpreted as a set of reaction rate constants, as opposed to
set k corresponding to K(x; k) (see also Example 2.2). Note also that Pm (RS≥ ; RS ) = PK S S
m (R≥ ; R )∪
PN S S K S S N S S
m (R≥ ; R ), with Pm (R≥ ; R ) ∩ Pm (R≥ ; R ) = ∅.
Definition 2.9. Let f : RS≥ → RS be given by fs (x) = r∈R fsr (x), where fsr (x) ∈ R, for x ∈ RS≥ ,
P
s ∈ S and r ∈ R. If ∀s ∈ S, ∀x ∈ RS≥ , s ∈ suppc (x) ⇒ fs (x) ≥ 0, then f (x) and dx/dt = f (x)
are said to be nonnegative. Otherwise, f (x) and dx/dt = f (x) are said to be negative, and a
cross-negative effect is said to exists ∀x ∈ RS≥ for which ∃s ∈ S such that s ∈ suppc (x) and
fs (x) < 0.
4
Note that the absence of cross-negative terms implies nonnegativity, but the converse is not neces-
sarily true [2, 7], i.e. an ODE system may have cross-negative terms, without having a cross-negative
effect, as we will show in Example 2.2.
Cross-negative terms play an important role in mathematical constructions of reaction systems,
in the context of chaos in kinetic equations, and pattern formation via Turing instabilities [3, 5].
In the context of oscillations, as a generalization of the result in [20], one can prove that in two-
dimensional reaction systems with mass action form and with at most bimolecular reactions, the
nonexistence of a cross-negative effect in the ODEs is a sufficient condition for nonexistence of limit
cycles (see A).
Example 2.2. Consider the following ODE system with polynomial RHS:
dx1
= P1 (x; k) = 1 + x21 + 2kx2 + x22 , (2.5)
dt
dx2
= P2 (x; k) = 1, (2.6)
dt
where P(x; k) ∈ P2 (RS ; RS ), S = 2, k ∈ R and x = {x1 , x2 }. Considering x1 = 0 and x2 > 0, it
follows that P1 ({0, x2 }; k) = 1 + 2kx2 + x22 . Then:
(ii) If k < 0, then (2.5)–(2.6) contains one cross-negative term, 2kx2 , and so it is nonkinetic:
P(x; k) ∈ PN S S
2 (R ; R ).
System (2.5)–(2.6) induces a reaction system only in case (i). In particular, nonnegative ODE
system (2.5)–(2.6) with P(x; k) ∈ PN S S
2 (R≥ ; R ) in part (ii)(a) does not induce a reaction system
(although, given a nonnegative initial condition, the solution of (2.5)–(2.6) is nonnegative for all
forward times).
Definition 2.10. Let f : RS≥ → RS be given by fs (x) = r∈R fsr (x), where fsr (x) ∈ R, for x ∈ RS≥ ,
P
s ∈ S and r ∈ R. Then term fsr (x) is said to be xs -factorable P if fsr (x) = xs psr (x), where psr (x)
is a polynomial function of x. If ∃s ∈ S, such that fs (x) = xs r∈R psr (x), then f (x) P and ODE
system dx/dt = f (x) are said to be xs -factorable. If ∀s ∈ S it is true that fs (x) = xs r∈R psr (x),
then f (x) and ODE system dx/dt = f (x) are said to be x-factorable.
Example 2.3. System (2.3)–(2.4) is x-factorable, since K1 (x; k) = x1 (−k1 x2 ) and K2 (x; k) =
x2 (k1 x1 ).
X-factorable ODE systems are a subset of kinetic equations under the mass action kinetics [10]
(see also Section 3.2.2).
5
(2.1) in order to determine properties of the reaction system. For example, an output of a direct
problem might consist of verifying that the kinetic equations undergo a bifurcation. In this paper,
we are interested in the inverse problem: we are given a property of an unknown reaction system,
and we would then like to construct a reaction system displaying the property. The inverse problem
framework described in this section is inspired by [2, 4].
The first step in the inverse problem is, given a quantity that depends on a kinetic function,
to find a compatible kinetic function K(x; R), while the second step is then to find a reaction
system {R, κ} induced by the kinetic function. The second step is discussed in more detail in
Section 3.1, while the first step in Section 3.2. The constructions of a reaction system {R, κ}
often involve constraints defining simplicity of the system (e.g. see [22]), and the simplicity can
be related to the kinetic equations (structure and dimension of the equations, and/or the phase
space), and/or to reaction networks (cardinality, conservability, reversibility, deficiency). How the
simplicity constraints are prioritized depends on the application area, with simplicity of the kinetic
equations being more important for mathematical analysis, while simplicity of the reaction networks
for synthetic biology.
6
Example 3.1. The canonical reaction network for system (2.3)–(2.4) is given by
k
1
r1 : s1 + s2 −→ s2 ,
(3.1)
k
2
r2 : s1 + s2 −→ s1 + 2s2 ,
so that S = {s1 , s2 }, C = {s1 + s2 , s2 , s1 + 2s2 }, RK−1 = {s1 + s2 → s2 , s1 + s2 → s1 + 2s2 } and
kK−1 = {k1 , k2 }, k2 = k1 . Note that the canonical reaction network (3.1) contains more reactions
than the original network (2.2).
(ii) Let x∗ be a fixed point of (3.2) that is mapped by Ψ to fixed point x̄∗ ∈ RS̄≥ of the system
of kinetic equations (2.1) with K(x̄; k̄) on its RHS. Let also the eigenvalues of the Jacobian
matrix of P(x; k), J(x∗ ; k), denoted by λn , n = 1, 2, . . . , S, be mapped to the eigenvalues of
Jacobian of K(x̄; k̄), JΨ (x̄∗ ; k̄), which are denoted by λ̄n , n = 1, 2, . . . , S. Then, for every
such fixed point x∗ it must be true that sign(λn ) = sign(λ̄n ), n = 1, 2, . . . , S, and, if there are
any additional eigenvalues λ̄n , n = S, S + 1, . . . , S̄, they must satisfy sign(λ̄n ) < 0.
If any of the condition (i)–(ii) is not true, Ψ is called a nonkinetic transformation.
Put more simply, given an input polynomial function, a kinetic transformation must (i) map the
input polynomial function into an output kinetic function, and (ii) the output function must be lo-
cally topologically equivalent to the input function in the neighbourhood of the corresponding fixed
points, and the dynamics along any additional dimensions of the output function (corresponding to
the additional species) must asymptotically tend to the corresponding fixed point. Let us note that
the output function is defined only in the nonnegative orthant, so that the topological equivalence
must hold only near the fixed points of the input function that are mapped to the nonnegative
orthant under kinetic transformations.
One may wish to impose a set of constraints on an output function, such as requiring that a
predefined region of interest in the phase space of the input function is mapped to the positive
orthant of the corresponding output function. A subset of constraints is now defined.
7
Definition 3.3. Let P(x; k) ∈ Pm (RS ; RS ), k ∈ RR . Let also φj : RR → R be a continuous
function, mapping set k into φj (k) ∈ R, j = 1, 2, . . . , J. Then, set Φ ≡ {φj (k) ≥ 0 : j = 1, 2, . . . , J}
is called a set of constraints.
There are two sets of kinetic transformations. The first, and the preferred, set of possible kinetic
transformations are affine transformations, which are discussed in Section 3.2.1. Affine transfor-
mations may be used, not only as possible kinetic transformations, but also to satisfy a set of
constraints. The second set, necessarily used when affine transformations fail, are nonlinear trans-
formations that replace cross-negative terms, with x-factorable terms (see Definition 2.10), without
introducing new cross-negative terms, and two such transformations are discussed in Sections 3.2.2
and 3.2.3. In choosing a nonlinear transformation, one generally chooses between obtaining, on the
one hand, lower-dimensional kinetic functions with higher-degree of nonlinearity (i.e. lower S̄/S
and higher m̄/m in Definition 3.2(i)) and/or higher numbers of the nonlinear terms, and, on the
other hand, higher-dimensional kinetic functions with lower degree of nonlinearity (i.e. higher S̄/S
and lower m̄/m) and/or lower numbers of the nonlinear terms.
Before describing the transformations in a greater detail, the usual vector notation is introduced
and related to the formal sum notation from Section 2. The vector notation is used when ODE
systems are considered in matrix form, while the formal sum notation is used when ODE systems
are considered component-wise.
Notation. Let |S| = S, |C| = C and |R| = R, and suppose S, C and R are each given a fixed
ordering with indices being n = 1, 2, . . . , S, i = 1, 2, . . . , C, and l = 1, 2, . . . , R, respectively, i.e. one
can identify the ordered components of formal sums with components of Euclidean vectors. Let
also the indices sn be denoted by n, n = 1, 2, . . . , S, for brevity. Then, the kinetic equations under
the mass action kinetics in the formal sum notation are given by (2.1). In this section, we start
with equations which have more general polynomial, and not necessarily kinetic, functions on the
RHS, i.e. the ODE system is written in the formal sum notation as (3.2), while in the usual vector
notation by
dx
= P(x; k), (3.3)
dt
where P(x; k) ∈ Pm (RS ; RS ), x ∈ RS≥ , and k ∈ RR .
8
where k̄ is a vector of the new rate constants obtained from k by rewriting the polynomial on the
RHS of (3.5) into the mass action form. Then ΨT : Pm (RS ; RS ) → Pm (RS ; RS ), mapping P(x; k)
to (ΨT P)(x̄; k̄), is called a translation transformation.
Definition 3.6. Let P(x; k) ∈ Pm (RS ; RS ). If it is not possible that simultaneously (ΨA ◦
ΨT P)(x̄; k̄) is a kinetic function, and that a given set of constraints Φ ≡ {φj (k̄) ≥ 0 : j =
1, 2, . . . , J} is satisfied, for all A ∈ RS×S and for all T ∈ RS , then it is said that P(x; k) and the
corresponding equation (3.2) are affinely nonkinetic, given the constraints. Otherwise, they are
said to be affinely kinetic, given the constraints.
If the set of constraints in Definition 3.3 is empty, affinely nonkinetic functions are called essentially
nonkinetic, while those that are affinely kinetic are called removably nonkinetic. Such labels em-
phasize that, if a function is essentially nonkinetic, a kinetic function that is globally topologically
equivalent cannot be obtained, while if a function is removably nonkinetic, a globally topologically
equivalent kinetic function can be obtained.
Explicit sufficient conditions for a polynomial function P(x; k) to be affinely kinetic, or nonk-
inetic, are generally difficult to obtain. Even in the simpler case P(x; k) ∈ P2 (R2 ; R2 ), such con-
ditions are complicated, and cannot be easily generalized for higher-dimensional systems and/or
systems with higher degree of nonlinearily [6]. In [5], based on the polar and spectral decomposition
theorems, it has been argued that if no orthogonal transformation is kinetic, then no centroaffine
transformation is kinetic. The result is reproduced in this paper using the more concise singular
value decomposition theorem, and is generalized to the case when the set of constraints is nonempty.
Loosely speaking, the theorem states that “orthogonally nonkinetic” functions are affinely nonki-
netic as well, given certain constraints.
Theorem 3.1. If P(x; k) ∈ Pm (RS ; RS ) is nonkinetic under ΨQ ◦ΨT , given a set of constraints Φ,
for all orthogonal matrices Q ∈ RS×S and for all T ∈ RS , then P(x; k) is also affinely nonkinetic,
given Φ, provided the following condition holds: sign(φj (k)) = sign(φj (k̄)), j = 1, 2, . . . , J, for all
diagonal and positive definite matrices Λ ∈ RS×S , with ΨΛ P = (ΨΛ P)(x̄; k̄).
Proof. By the singular value decomposition theorem, nonsingular matrices A ∈ RS×S can be written
as A = Q1 ΛQ2 , where Q1 , Q2 ∈ RS×S are orthogonal, and Λ ∈ RS×S diagonal and positive definite.
Cross-negative terms are invariant under transformation ΨΛ for all Λ [5]. If Φ from Definition 3.3
is such that functions sign(φj (k)), j = 1, 2, . . . , J, are invariant under all positive definite diagonal
matrices Λ ∈ RS×S , the statement of the theorem follows.
9
3.2.2 X-factorable transformation
Definition 3.7. Consider multipling the RHS of equation (3.3) by a diagonal matrix X (x) =
diag(x1 , x2 , . . . , xS ), resulting in
dx
= X (x)P(x; k) ≡ (ΨX P)(x; k). (3.6)
dt
Then ΨX : Pm (RS ; RS ) → Pm+1 (RS ; RS ), mapping P(x; k) to (ΨX P)(x; k), is called an x-
factorable transformation. If X is diagonal and its nonzero elements are
(
xs , if s ∈ S 0 ,
Xss =
1, if s ∈ S \ S 0 ,
Theorem 3.2. (ΨX P)(x; k) from Defnition 3.7 is a kinetic function, i.e. (ΨX P)(x; k) ∈ PK S S
m+1 (R≥ ; R ).
Functions P(x; k) and (ΨX P)(x; k) are not necessarily topologically equivalent due to two over-
lapping artefacts that ΨX can produce, so that ΨX is generally a nonkinetic transformation. Firstly,
the fixed points of the former system can change the type and/or stability under ΨX , and, secondly,
the latter system has an additional finite number of boundary fixed points. The following theorem
specifies the details of the artefacts for two-dimensional systems.
Theorem 3.3. Let us consider the ODE system (3.3) in two dimensions with RHS P(x; k) =
(P1 (x; k), P2 (x; k))> . The following statements are true for all the fixed points x∗ of the two-
dimensional system (3.3) in R2> under ΨXS 0 , S 0 ⊆ S, S 0 6= ∅:
(i) All the saddle fixed points are unconditionally invariant, i.e. saddle points of (3.3) correspond
to saddle points of (3.6).
(iii) A sufficient condition for the type of a fixed point x∗ to be invariant is:
Assume that the ODE system (3.3) does not have fixed points on the axes of the phase space.
Nevertheless, the two-dimensional system (3.6) can have additional fixed points on the axes of the
phase space, called boundary fixed points, denoted x∗b ∈ R2≥ . The boundary fixed points can be
either nodes or saddles, and the following statements are true:
(iv) If system (3.6) is x-factorable, then the origin is a fixed point, x∗b = 0, with eigenvalues
λi = Pi (x∗b ; k) 6= 0, i = 1, 2, and the corresponding eigenvectors along the phase space axes.
10
(v) For x∗b,i = 0, x∗b,j 6= 0, x∗b ∈ R2≥ , i, j = 1, 2, i 6= j, a boundary fixed point is a node if and only
if
∂Pj (x; k)
Pi (x∗b ; k) |x=x∗b > 0,
∂xj
with the node being stable if Pi (x∗b ; k) < 0, and unstable if Pi (x∗b ; k) > 0, i, j = 1, 2, i 6= j.
Otherwise, the fixed point is a saddle.
Proof. Without loss of generality, we consider two forms of the system (3.6) with S = 2:
dx1
= x1 P1 (x; k), (3.7)
dt
dx2
= xp2 P2 (x; k), (3.8)
dt
where p ∈ {0, 1}, so that system (3.7)–(3.8) is x-factorable for p = 1, but only x1 -factorable for
p = 0. The results derived for an x1 -factorable system hold when the system is x2 -factorable, if
the indices are swapped. By writing Pi (x; k) = Pi , i = 1, 2, the Jacobian of (3.7)–(3.8), JX , is for
p ∈ {0, 1} given by !
P1 + x1 ∂P 1
∂x1 x 1
∂P1
∂x2
JX (x) = .
xp2 ∂P2
∂x1 pP2 + xp2 ∂P2
∂x2
First, consider how fixed points of P(x; k) are affected by transformation ΨXS 0 . Denoting the
Jacobian of two-dimensional system (3.3) by J, and assuming the fixed points are not on the axes
of the phase space (i.e. x∗ ∈ R2> ), the Jacobians evaluated at x∗ are given by:
! !
∂P1 ∂P1
∗ ∂x1 ∂x2 ∗ x1 ∂P 1
∂x1 x1 ∂P 1
∂x2
J(x ) = , JX (x ) = .
∂P2
∂x1
∂P2
∂x2
x=x∗ xp2 ∂P2
∂x1 xp2 ∂P2
∂x2
x=x∗
Comparing the trace, determinant and discriminant of J(x∗ ) and JX (x∗ ), we deduce (i)–(iii).
To prove (iv)–(v), we evaluate JX at the boundary fixed points of the form x∗b = (0, x∗b,2 ) to get
P1 0
JX (x∗b ) = . (3.9)
xp2 ∂P2
∂x1 pP2 + xp2 ∂P2
∂x2 x=x∗b
If p = 1, then one of the boundary fixed points is x∗b = 0, and the Jacobian becomes a diagonal
matrix, so that condition (iv) holds. If x∗b,2 6= 0, then P2 (0, x∗b,2 ; k) = 0 in (3.9), and comparing the
trace, determinant and discriminant of J(x∗ ) and JX (x∗b ), we deduce (v).
Theorem 3.3 can be used to find conditions that an x-factorable transformation given by ΨX :
Pm (R2 ; R2 ) → Pm+1 (R2 ; R2 ) is a kinetic transformation. While conditions (ii)–(iii) in Theorem 3.3
may be violated when ΨX is used, so that ΨX is a nonkinetic transformation, a composition
of an affine transformation and an x-factorable transformation, i.e. ΨX ,A,T = ΨX ◦ ΨA ◦ ΨT ,
may be kinetic. Furthermore, such a composite transformation may also be used to control the
boundary fixed points introduced by ΨX . Finding an appropriate A and T to ensure the topological
equivalence near the fixed points typically means that the region of interest in the phase space has to
be positioned at a sufficient distance from the axes. However, since the introduced boundary fixed
points may be saddles, this implies that the phase curves may be significantly globally changed,
regardless of how far away from the axes they are. The most desirable outcome of controlling the
boundary fixed points is to eliminate them, or shift them outside of the nonnegative orthant. The
11
former can be attempted by ensuring that the nullclines of the original ODE system (3.3) do not
intersect the axes of the phase space, while the latter by using the Routh-Hurwitz theorem [34].
An alternative transformation, which is always kinetic, that also does not change the dimension
of an ODE system is the time-parametrization transformation [14]. However, while ΨX increases
the polynomial degree by one, and introduces only a finite number of boundary fixed points which
are given as solutions of suitable polynomials, the time-parameterization transformation generally
increases the nonlinearity degree more than ΨX , and introduces infinitely many boundary fixed
points.
Definition 3.8. Consider equation (3.2), and assume that the reaction set is partitioned, R =
R1 ∪ R2 , R1 ∩ R2 = ∅, so that (3.2), together with the initial conditions, can be written as
dxs X X
= asr xαsr − bsr xβsr , for s ∈ S, (3.10)
dt
r∈R1 r∈R2
xs (t0 ) = x0s , x0s ≥ 0, (3.11)
where x ∈ RS , αsr ∈ NS , βsr ∈ NS , αsr 6= βsr , asr ∈ R≥ and bsr ∈ R≥ for all s ∈ S and r ∈ R.
Assume further that the species set is partitioned, S = S1 ∪ S2 , S1 ∩ S2 = ∅, so that equations for
species s ∈ S1 are kinetic, while those for species s ∈ S2 are nonkinetic. Consider the following
12
total system, consisting of a degenerate system given by
dxs X X
= asr xαsr − bsr xβsr , for s ∈ S1 , (3.12)
dt
r∈R1 r∈R2
dxs X X
= asr xαsr − ωs−1 xs ps (x)ys bsr xβsr , for s ∈ S2 , (3.13)
dt
r∈R1 r∈R2
which satisfies the initial condition (3.11) with x0s > 0 for s ∈ S2 , and an adjointed system given by
dys
µ = ωs − xs ps (x)ys , for s ∈ S2 , (3.14)
dt
ys (t0 ) = ys0 , ys0 ≥ 0, for s ∈ S2 , (3.15)
where µ > 0, ωs > 0 are parameters, and p(x) is a polynomial function of x satisfying p(x) ∈
Pm0 (RS≥ ; RS>2 ) for m0 ∈ N. Then ΨQSSA : Pm (RS ; RS ) → Pm̄ (RS+S
≥
2
; RS+S2 ), mapping the RHS of
differential equations in system (3.10)–(3.11), denoted P(x; k), to the RHS of differential equations
of system (3.12)–(3.15), denoted (ΨQSSA P)({x, y}; k̄), with the constraint that xs > 0 for s ∈ S2 , is
called a quasi-steady state transformation. Here, m̄ ≤ m + m0 + 2, and k̄ is a vector of the new rate
constants obtained from k by rewriting the polynomial (ΨQSSA P)({x, y}; k̄) into the mass action
form.
Theorem 3.4. Solutions of systems (3.10)–(3.11) and (3.12)–(3.15), corresponding to P(x; k) and
(ΨQSSA P)({x, y}; k̄), are asymptotically equivalent in the limit µ → 0, and (ΨQSSA P)({x, y}; k̄)
is a kinetic function.
Proof. Fixed points of system (3.14) satisfy ys∗ = ωs (xs ps (x))−1 . The fixed points are isolated,
and, since (from Definition 3.8) xs > 0 and ps (x) > 0, ∀x ∈ RS≥ , ∀s ∈ S2 , it follows that the fixed
points are globally stable. Thus, the conditions of Tikhonov’s theorem [11] are satisfied by the total
system (3.12)–(3.15). Then, by applying the theorem, i.e. substituting ys∗ into (3.13), one recovers
the corresponding degenerate system given by (3.10)–(3.11). Finally, the total system (3.12)–(3.15)
is kinetic, as can be verified by using Definition 2.7.
Corollary 3.1. The quasi-steady state transformation ΨQSSA , defined in Definition 3.8, is a kinetic
transformation in the limit µ → 0.
An alternative transformation, for which condition (i) in Definition 3.2 is also always satisfied, and
that also expands the dimension of an ODE system, is an incomplete Carleman embedding [18, 17].
However, condition (ii) in Definition 3.2 is satisfied for the incomplete Carleman embedding only
provided initial conditions for the adjointed system are appropriately constrained, and, further-
more, the transformation generally results in an adjointed system with a higher nonlinearity de-
gree when compared to ΨQSSA . In fact, Theorem 3.4 can be seen as an asymptotic alternative
to the incomplete Carleman embedding, i.e. instead of requiring adjointed variables to satisfy
ys (t) = ωs x−1 −1 −1 −1
s (t) ps (x(t)), one requires them to satify limµ→0 ys (t) = ωs xs (t) ps (x(t)). The
theorem can also be seen as an extension of using the QSSA to represent reactions of more than
two molecules as a limiting case of bimolecular reactions [19] to the case of using the QSSA to
represent cross-negative terms as a limiting case of kinetic ones.
13
4 Construction of reaction systems undergoing a supercritical ho-
moclinic bifurcation
In this section, a brief review of a general bifurcation theory, and a more specific homoclinic
bifurcation, is presented. This is followed by applying the framework developed in Section 3 to
construct specific reaction systems displaying the homoclinic bifurcation.
Variations of parameters in a parameter dependent ODE system may change topology of the
phase space, e.g. a change may occur in the number of invariant sets or their stability, shape of
their region of attraction or their relative position. At values of the bifurcation parameters at
which the system becomes topologically nonequivalent it is said that a bifurcation occurs, and the
bifurcation is characterized by two sets of conditions: bifurcation conditions defining the type of
bifurcation, and genericity conditions ensuring that the system is generic, i.e. can be simplified
near the bifurcation to a normal form [24]. If it is sufficient to analyse a small neighbourhood of
an invariant set to detect a bifurcation, the bifurcation is said to be local. Otherwise, it is called
global, and the analysis becomes more challenging. Bifurcations are common in kinetic equations,
where, in the case of the mass action kinetics, the rate constants play the role of bifurcation
parameters [25, 26, 27, 28, 29]. In this paper, focus is placed on a global bifurcation giving rise to
stable oscillations, called a supercritical homoclinic bifurcation [24, 21, 26].
Definition 4.1. Suppose x∗ is a fixed point of system (3.3). An orbit γ ∗ starting at a point x is
called homoclinic to the fixed point x∗ if its α-limiting and ω-limiting sets are both equal to x∗ .
Put more simply, a homoclinic orbit connects a fixed point to itself. An example of a homoclinic
orbit to a saddle fixed point can be seen in Figure 1(b) on page 16, where the homoclinic orbit is
shown as the purple loop, while the saddle as the blue dot at the origin.
If a homoclinic orbit to a hyperbolic fixed point is present in an ODE system, then the sys-
tem is structurally unstable, i.e. small perturbations to the equations can destroy the homoclinic
orbit and change the structure of the phase space, so that a bifurcation can occur. For two-
dimensional systems, the bifurcation and genericity conditions are completely specified by the
Andronov-Leontovich theorem [24] given in B. In summary, the theorem demands that the sum
of the eigenvalues corresponding to the saddle at the bifurcation point, called the saddle quan-
tity, must be nonzero (nondegeneracy condition), and that the so-called Melnikov integral at the
bifurcation point evaluated along the homoclinic orbit must be nonzero (transversality condition).
14
1. Construction of a polynomial function P(x; k):
Find an ODE system (3.2) which satisfies the assumptions of Andronov-Leontovich theorem
in B.
(i) The transformation is kinetic (see Definition 3.2), mapping the polynomial function
P(x; k) into a kinetic function K(x̄; k̄) ≡ (ΨP)(x̄; k̄).
(ii) The set of constraints (see Definition 3.3) ensuring that the homoclinic orbit is in R2≥
are satisfied for K(x̄; k̄).
To determine the choice of Ψ, if possible, use Theorem 3.1 to deduce that P(x; k) is affinely
nonkinetic (see Definition 3.6), given the constraints.
Algorithm 1: Three steps of the solution to the inverse problem of finding reaction systems under-
going a supercritical homoclinic bifurcation.
is referred to as the alpha curve. The part of the curve with x2 < 0 is called the alpha loop, while
the part with x2 > 0 is called the alpha branches, with the branch for x1 < 0 being the negative
alpha branch, and √ for x1 > 0 being the positive alpha branch. Solutions x1 of equation (4.1) are
denoted x± 1 = ±x 2 1 + x2 .
15
Alpha Curve Phase Plane
2 2
(a) (b)
1 1
x2
x2
0 0
-1 -1
-2 -2
-2 -1 0 1 2 -2 -1 0 1 2
x1 x1
Figure 1: (a) The alpha curve (4.1), with branch x−1 plotted as the solid purple curve, and branch
+
x1 as the dashed green curve. (b) Phase plane diagram of system (4.2)–(4.3) for a = −0.8, with
the stable node, the saddle, and the unstable spiral represented as the green, blue and red dots,
respectively. The alpha curve is shown in purple, while the vector field as gray arrows.
16
A representative phase plane diagram of system (4.2)–(4.3) is shown in Figure 1(b). Note that a
part of the positive alpha branch x+ 1 is a heteroclinic orbit connecting the saddle
√ and the node.
The distance between the saddle and the node is given by d(a) = a−3 (1 − a2 ) 1 + a2 , so that
lima→0 d(a) = +∞ and lima→−1 d(a) = 0, i.e. increasing a increases length of the heteroclinic orbit
by sliding the node along x+ 1.
System (4.2)–(4.3) satisfies the first three conditions of Andronov-Leontovich theorem in B. In
order to satisfy the final condition, a set of perturbations must be found that destroy the alpha loop
in a generic way, and this is ensured by the Melnikov condition (B.1). The bifurcation parameter
controlling the existence of the alpha loop is denoted as α ∈ R. Note that P(x; a) perturbed by a
function of the form α∇H(x1 , x2 ) = α(−2x1 , 2x2 + 3x22 ) satisfies the Melnikov condition [21], but
P(x; a) + α∇H(x1 , x2 ) has three terms dependent on α. In the following theorem, a simpler set of
perturbations is found, introducing only one α dependent term in system (4.2)–(4.3).
Theorem 4.1. If a perturbation of the form (αf (x1 ), 0)T , where α ∈ R, is added to the RHS
of system
√ (4.2)–(4.3), and if f (x1 ) is an odd function, f (−x1 ) = −f (x1 ), and f (x1 ) 6= 0, ∀x1 ∈
[−2 3/9, 0), then the perturbed system undergoes a supercritical homoclinic bifurcation in a generic
way as α is varied in the neighbourhood of zero.
dx1 3 3
= P1 (x; a, α) = ax1 + x2 + ax1 x2 + x22 + αf (x1 ), (4.5)
dt 2 2
dx2
= P2 (x; a) = x1 + ax2 + ax22 . (4.6)
dt
Melnikov integral (B.1) for system (4.5)–(4.6) is given by
Z +∞
M (0) = − ϕ(t)f (x1 )P2 (x1 , x2 ; a) dt.
−∞
Using (4.6), we have P2 (x1 , x2 ; a)dt = dx2 . Thus we can express M (0) in terms of x2 as follow:
Z 0 Z +∞
M (0) = − ϕ(t)f (x1 )P2 (x1 , x2 ; a) dt − ϕ(t)f (x1 )P2 (x1 , x2 ; a) dt
−∞ 0
Z 0 √
Z 0 √
ϕ t+ (x2 ) f x2 1 + x2 dx2 − ϕ t− (x2 ) f −x2 1 + x2 ) dx2 ,
=
−1 −1
where t+ (x2 ) (resp. t− (x2 )) is the dependence of time t on x2 along the positive (resp. negative)
alpha branch for the trajectory which is at point (x1 , x2 ) = (0, −1) at time t = 0 (for α = 0). Since
f is odd and ϕ(t± ) > 0, we deduce
Z 0 h i √
ϕ t+ (x2 ) + ϕ t− (x2 ) f x2 1 + x2 dx2 6= 0.
M (0) =
−1
For further simplicity of (4.5)–(4.6), function f (x1 ) is set to f (x1 ) = x1 in the rest of this paper.
17
4.3 Step (2): construction of kinetic function K(x̄; k̄)
The RHS of system (4.5)–(4.6), P(x; a, α), is a kinetic function. However, the alpha loop, which is
the region of interest, is not located in the nonnegative orthant. In order to position the loop into
the positive orthant, we will apply affine transformations. First, we show that system (4.5)–(4.6)
with the homoclinic orbit in nonnegative orthant is nonkinetic under all translation transformations
for a ∈ (−1, 0), α ∈ R.
Lemma 4.2. Function P(x; a, α), given by the RHS of (4.5)–(4.6), is nonkinetic under all trans-
lation transformations ΨT , for a ∈ (−1, 0) and α ∈ R, given the condition that the homoclinic orbit
is mapped into R2> .
Proof. Let us apply the translation transformation ΨT (see Definition 3.5), T = (T1 , T2 ) ∈ R2 , on
function P(x; a, α), given by the RHS of (4.5)–(4.6), resulting in:
(ΨT P1 )(x̄; k̄) = k̄01 + k̄11 x̄1 + k̄21 x̄2 + k̄12
1 1
x̄1 x̄2 + k̄22 (x̄2 )2 ,
(ΨT P2 )(x̄; k̄) = k̄02 + k̄12 x̄1 + k̄22 x̄2 + k̄22
2
(x̄2 )2 , (4.7)
with x̄ = x + T , and coefficients k̄ = k̄(a, α, T ) given by
1 2
k̄01 = 3(T2 − )(aT1 + T2 ) − 2αT1 ,
2 3
k̄02 = −T1 + aT2 (T2 − 1),
3 2
k̄11 = − a(T2 − ) + α, k̄12 = 1,
2 3
3 1
k̄21 = 1 − (aT1 + 2T2 ), k̄22 = −2a T2 − ,
2 2
1 3 1 3 2
k̄12 = a, k̄22 = , k̄22 = a. (4.8)
2 2
Consider the point x0 = (0, −1), which is on the alpha loop. It is mapped by ΨT to the point
x̄0 = (T1 , −1 + T2 ). Requiring that the alpha loop is mapped to R2> implies that we must have
x̄0 ∈ R2> , so that the following set of constraints (see Definition 3.3) must be satisfied:
Φ = {T1 > 0, T1 > 1}. (4.9)
Using the fact that a ∈ (−1, 0) and the constraints (4.9), it follows that k̄02 from (4.8) is negative,
k̄02 < 0. Thus, (ΨT P)(x̄; k̄) has a cross-negative term, and the statement of the theorem follows.
One can also readily prove that P(x; a, α) is nonkinetic under all affine transformations for |a| 1,
and |α| 1. Thus, in the next two sections, we follow Step (2), case (b), in Algorithm 1, applying
transformations ΨX and ΨQSSA on the kinetic function (ΨT P)(x̄; k̄) given by (4.7). We require
the following conditions to be satisfied:
a ∈ (−1, 0), |α| 1,
( √ )
2 3
Φ = T1 > , T2 > 1 , (4.10)
9
with the set of constraints Φ ensuring that the homoclinic orbit is in R2> . The reason for requiring
|α| 1 is that then the following results are more readily derived, and the condition is sufficient
for studying system (4.7) near the bifurcation point α = 0. A representative phase plane diagram
corresponding to the ODE system with RHS (4.7) is shown in Figure 2(a), with fixed points, the
alpha curve, and the vector field denoted as in Figure 1(b), and with the red segments on the axes
corresponding to the phase plane regions where the cross-negative effect exists (see Definition 2.9).
18
4.3.1 X-factorable transformation
Let us apply the x-factorable transformation ΨX on system (4.7). Letting ΨX ,T ≡ ΨX ◦ ΨT , the
resulting kinetic function KX ,T (x̄; k̄) ≡ (ΨX ,T P)(x̄; k̄) is given by
K1,X ,T (x̄; k̄) = x̄1 (k̄01 + k̄11 x̄1 + k̄21 x̄2 + k̄12
1 1
x̄1 x̄2 + k̄22 (x̄2 )2 ),
K2,X ,T (x̄; k̄) = x̄2 (k̄02 + k̄12 x̄1 + k̄22 x̄2 + k̄22
2
(x̄2 )2 ). (4.11)
Theorem 4.2. ODE systems with RHSs (4.7) and (4.11) are topologically equivalent in the neigh-
bourhood of the fixed points in R2> , with the homoclinic orbit in R2> , and a saddle at the origin being
the only boundary fixed point in R2≥ , if:
a + 23 a−1 (1 − a2 ) 1 −2
a (3 − a2 )
2 − +
JT |x̄=x̄∗nd = =⇒ sign(JT |x̄=x̄∗nd ) = ,
1 a−1 (2 − a2 ) + −
0 − 13 (3 − a2 )
0 −
JT |x̄=x̄sp =
∗ =⇒ sign(JT |x̄=x̄sp ) =
∗ . (4.13)
1 − 13 a + +
Conditions (ii) and (iii) of Theorem 3.3 are both satisfied for the node, but only condition (ii) is
satisfied for the spiral. The condition for the spiral to remain invariant is obtained by demanding
disc(JX ,T |x̄=x̄∗sp ) < 0, where JX ,T is the Jacobian of (4.11), and, taking into consideration (4.10),
this leads to
2 8 −2
T2 < + a (3 − a2 )(a + 4T1 ). (4.14)
3 3
√
Boundary fixed points are given by (0, 0), (T1 +a−1 T2 , 0), (0, 1/2(1± 1 + 4a−1 T1 )+T2 ). The second
fixed point can be removed from the nonnegative quadrant by demanding T2 > −aT1 , while the pair
of the last ones always has nonzero imaginary part due to (4.10). Statement (iv) of Theorem 3.3
implies that the eigenvalues at the origin are given by λ1 = k01 = 3/2(T2 − 2/3)(aT1 + T2 ) > 0 and
λ2 = k02 = −T1 + aT2 (T2 − 1) < 0, so origin is a saddle fixed point.
As α can be chosen arbitrarily close to zero, and as KX ,T (x̄; k̄) is a continuous function of α,
the theorem holds for sufficiently small |α| =
6 0, as well.
A representative phase plane diagram corresponding to the ODE system with RHS (4.11) is shown
in Figure 2(b), where the saddle fixed point at the origin is shown as the black dot. It can be seen
that one of the stable manifolds of the nonboundary saddle, represented as a dashed purple curve,
approaches x2 -axis asymptotically, instead of crossing it as in Figure 2(a).
The homoclinic orbit of the ODE system with RHS (4.11) is positioned below the node in
the phase plane. Suppose the relative position of the stable sets is reversed by, say, applying an
improper orthogonal matrix with the angle fixed to 3π/2, ΨQ3π/2− , with a representative phase
19
plane shown in Figure 2(d). In√this case, one can straightforwardly show that the boundary fixed
−1
point given by T1 + 1/2(1 + 1 − 4a T2 ), 0 , shown as the black dot in Figure 2(d), cannot
be removed from R2≥ , and is always a saddle. The same conclusions are true for other similar
configurations of the stable sets obtained by rotations only. This demonstrates that x-factorable
transformation can produce boundary artefacts that have a significant global influence on the phase
curves, that cannot be eliminated by simply translating a region of interest sufficiently far away
from the axes. In order to eliminate the particular boundary artefact, a shear transformation may
be applied. Consider applying ΨX ,T ,Q3π/2− ,S2 = ΨX ◦ ΨT ◦ ΨQ3π/2− ◦ ΨS2 on (4.5)–(4.6), where
1 0
S2 = , (4.15)
−a 1
Kn,X ,T ,Q3π/2− ,S2 (x̄; k̄) = x̄n (k̄0n + k̄1n x̄1 + k̄2n x̄2
n
+ k̄11 (x̄1 )2 + k̄12
n n
x̄1 x̄2 + k̄22 (x̄2 )2 ), n = 1, 2, (4.16)
Theorem 4.3. ODE systems with RHSs (4.5)–(4.6) and (4.16) are topologically equivalent in the
neighbourhood of the fixed points in R2> , with the homoclinic orbit in R2> , and a saddle at the origin
and a saddle with coordinates (0, 1/2T a−1 (1 + 2a)) being the only boundary fixed points in R2≥ , if:
1
a ∈ −1, − , |α| 1, and
2
Φ = {T > max(1, 2a−2 (1 − a2 )), T < 2a−1 (1 + 4a)−1 (1 − a)}. (4.18)
Proof. Following the same procedure as in the proof of Theorem 4.2, and noting that the saddle,
node and spiral fixed points are given by T , T , T − 2a−2 (1 − a2 ), T + a−3 (1 − a2 ) , and T +
2/9(3 + a2 ), T − 2/9a , respectively, while the five boundary fixed points are (0, 0), (T + 1/2 5T a ±
T (8a−1 (1 − a2 ) + 9T a2 ) , 0), (0, 1/2T a−1 (1+2a)), (0, a−1 2/3+T (1+a) ), one finds (4.18).
p
Note that as α → − 21 , the only boundary fixed point in R2≥ is a saddle at the origin, and it is
connected via a heteroclinic orbit to the saddle in R2> . A representative phase plane diagram
corresponding to the ODE system with RHS (4.16) is shown in Figure 2(c).
While systems (4.11) and (4.16) contain specific variations of the specific homoclinic orbit
given by (4.1), they, nevertheless, indicate possible phase plane topologies of the kinetic equations
20
containing homoclinic orbits of shapes similar to (4.1). With a fixed shape and orientation of
a homoclinic loop which is similar to (4.1), three possible orientations of a corresponding saddle
manifold in R2> are: it may extend in R2> without asymptotically approaching a phase plane axis,
it may asymptotically approach an axis, or it may cross an axis at a fixed point. In Figure 2(b),
a combination of the first and second orientation is displayed, while in Figure 2(c) of the first and
third orientation.
Kx1 ,QSSA,T ({x̄1 , x̄2 , ȳ1 }; k̄, ω1 ) = k̄01 + k̄11 x̄1 + k̄21 ω1−1 x̄1 x̄2 ȳ1 + k̄12
1 1
x̄1 x̄2 + k̄22 (x̄2 )2 ,
Kx2 ,QSSA,T ({x̄1 , x̄2 , ȳ2 }; k̄, ω2 ) = k̄02 ω2−1 x̄2 ȳ2 + k̄12 x̄1 + k̄22 x̄2 + k̄22
2
(x̄2 )2 ,
Ky1 ,QSSA,T ({x̄1 , ȳ1 }; ω1 , µ) = µ−1 (ω1 − x̄1 ȳ1 ),
Ky2 ,QSSA,T ({x̄2 , ȳ2 }; ω2 , µ) = µ−1 (ω2 − x̄2 ȳ2 ), (4.19)
Kx1 ,QSSA,X1 ,T (x̄; k̄) = x̄1 k̄01 + k̄11 x̄1 + k̄21 x̄2 + k̄12
1 1
(x̄2 )2 ,
x̄1 x̄2 + k̄22
Kx2 ,QSSA,X1 ,T ({x̄, ȳ}; k̄, ω) = k̄02 ω −1 x̄2 ȳ + k̄12 x̄1 + k̄22 x̄2 + k̄22
2
(x̄2 )2 ,
Ky,QSSA,X1 ,T ({x̄2 , ȳ}; ω, µ) = µ−1 (ω − x̄2 ȳ), (4.20)
with x̄2 (0) > 0, ω > 0, and µ → 0. Note that the chosen ΨQSSA,X1 ,T does not introduce any
additional fixed points when applied to system (4.7).
21
of input/output of chemical species, as well as containing quasi-species that are time-independent
on a relevant time scale, so that their constant concentration is absorbed into a quasi-kinetics,
leading to conservation laws not necessarily holding [1].
Writing x ≡ x̄, the induced kinetic equations for (4.11) are given by
dx1
= k1 x1 + k3 x21 − k5 x1 x2 − k7 x21 x2 + k8 x1 x22 ,
dt
dx2
= −k2 x2 + k4 x1 x2 + k6 x22 − k9 x32 ,
dt
while the induced canonical reaction network:
k1 k
2
r1 : s1 −→ 2s1 , r2 : s2 −→ ∅,
k
3 4k
r3 : 2s1 −→ 3s1 , r4 : s1 + s2 −→ s1 + 2s2 ,
k
5 k
6
r5 : s1 + s2 −→ s2 , r6 : 2s2 −→ 3s2 ,
k
7 8k
r7 : 2s1 + s2 −→ s1 + s2 , r8 : s1 + 2s2 −→ 2s1 + 2s2 ,
k
9
r9 : 3s2 −→ 2s2 ,
5 Summary
In the first part of the paper, a framework for constructing reaction systems having prescribed
properties has been formulated as an inverse problem and presented in Section 3, relying on defini-
tions introduced in Section 2. As a part of the framework, in Section 3.2, kinetic transformations
have been defined that enable one to map an arbitrary polynomial ODE system with a set of
constraints, possibly containing the cross-negative terms, into a kinetic one. Augmented with the
results from [16], such transformations can be applied to nonpolynomial systems as well. Systems
for which no affine transformation is kinetic have been defined as affinely nonkinetic in Section 3.2.1,
to emphasize the fact that significant changes to their solutions are required. X-factorable transfor-
mation [10], that does not change the dimension of the systems being transformed, but introduces
a higher number of nonlinear terms and leads to autocatalytic reaction networks, has been defined
in Section 3.2.2, and its properties when applied on two-dimensional systems have been derived in
Theorem 3.3. The quasi-steady state transformation, that increases the dimension of the systems
being transformed, but generally introduces a lower number of nonlinear terms, has been presented
in Section 3.2.3, and justified using Tikhonov’s and Korzukhin’s theorems [11]. As the focus of
the paper has been more placed on the construction of kinetic equations, and less on construc-
tions of reaction networks, in Section 3.1 an analytical and algorithmic method for obtaining the
so-called canonical networks has been presented [4]. The framework may be used for constructing
lower-dimensional reaction systems displaying exotic phenomena, with Algorithm 1 exemplifying
the construction process.
In the second part of the paper, the inverse problem framework has been applied to a case study
of constructing bistable reaction systems undergoing a supercritical homoclinic bifurcation, with a
parameter controlling the stable sets separation, with an overview of the procedure presented in
Section 4.1. In Section 4.2, a polynomial ODE system having a homoclinic orbit in the phase plane
22
has been constructed using the results from [21], and perturbed in such a way that the sufficient
conditions for the existence of the homoclinic bifurcation are fulfilled, as required by Andronov-
Leontovich Theorem [24]. In Section 4.3, the kinetic transformations from Section 3 have been
used in order to map the polynomial system to a kinetic one with the homoclinic orbit in the
positive quadrant. The topological phase space effects produced by the kinetic transformations on
the constructed systems have been discussed. In Section 4.4 and C, the canonical reaction networks
induced by some of the kinetic equations have been presented.
In this paper, we have constructed chemical reaction networks inducing two-dimensional cubic
kinetic functions with the deterministic ODEs (kinetic equations) undergoing a supercritical homo-
clinic bifurcation. In a future publication, we will report our results on the stochastic analysis of the
constructed systems, consisting of examining the quasi-stability of the limit cycle, and stochastic
switching between the stable sets, as a function of the bifurcation parameter and the parameter
controlling the stable set separation. A motivation for such a study is the fact that stochastic ef-
fects play an important role in systems biology due to the inherently small reactors [25, 27, 28, 29],
and one might even say that systems biology has initiated a renaissance of the stochastic reaction
kinetics [31].
23
B Andronov-Leontovich theorem
Andronov-Leontovich theorem [24]: Consider system (3.3) with P(x; k, α) ∈ Pm (R2 ; R2 ),
m ∈ N, where α ∈ R is a bifurcation parameter. Let λ1 (α) and λ2 (α) be eigenvalues of the
Jacobian corresponding to the two-dimensional system (3.3), J = ∇P(x; k, α), and suppose that
at α = 0, the following homoclinic bifurcation conditions (i)–(ii) are satisfied, and that (3.3) is
generic, i.e. the following homoclinic genericity conditions (iii)–(iv) are satisfied:
(i) System has a saddle fixed point x∗ = 0 with eigenvalues λ1 (0) < 0 < λ2 (0).
(iii) Nondegeneracity condition: σ0 = λ1 (0)+λ2 (0) 6= 0, where σ0 ∈ R is called the saddle quantity.
(iv) Transversality condition: Melnikov integral, M (α), along the homoclinic orbit satisfies:
Z +∞
∂P(x; k, α)
M (0) = ϕ(t) P(x; k, α) × dt 6= 0, (B.1)
−∞ ∂α
R
t
where ϕ(t) = exp − 0 (∇ · P(x; k, α)dτ , ϕ(t) > 0. This is equivalent to splitting of the
homoclinic orbit at the bifurcation with a nonzero speed.
Then, for all sufficiently small |α|, there exists a neighbourhood of the saddle fixed point and the
homoclinic orbit such that a unique limit cycle bifurcates from γ ∗ . If σ0 < 0, the homoclinic
bifurcation is supercritical, giving rise to a unique stable limit cycle, while if σ0 > 0, the homoclinic
bifurcation is subcritical, giving rise to a unique unstable limit cycle.
dx1
= −k1 x1 − k3 x21 + k5 x1 x2 − k7 x31 + k9 x21 x2 − k11 x1 x22 ,
dt
dx2
= k2 x2 + k4 x1 x2 − k6 x22 − k8 x21 x2 + k10 x1 x22 − k12 x32 ,
dt
while the canonical reaction network:
k
1 k
2
r1 : s1 −→ ∅, r2 : s2 −→ 2s2 ,
k k
r3 : 3
2s1 −→ s1 , r4 : 4
s1 + s2 −→ s1 + s2 + sign(k̄12 )s2 ,
5k k
6
r5 : s1 + s2 −→ 2s1 + s2 , r6 : 2s2 −→ s2 ,
7k 8 k
r7 : 3s1 −→ 2s1 , r8 : 2s1 + s2 −→ 2s1 ,
9k k
r9 : 2s1 + s2 −→ 3s1 + s2 , r10 : s1 + 2s2 −−10
→ s1 + 3s2 ,
k k
r11 : s1 + 2s2 −−11
→ 2s2 , r12 : 3s2 −−12
→ 2s2 ,
24
√
conditions given by (4.18). Note that by taking a ∈ − 89 , 15 (2 − 34) and T = − 23 (2 + 3a)−1 , it
follows that k4 = 0.
Writing x ≡ x̄, the induced kinetic equations for (4.20) are given by
dx1
= k1 x1 + k3 x21 − k5 x1 x2 − k7 x21 x2 + k8 x1 x22 ,
dt
dx2
= −k2 x2 x3 + k4 x1 + k6 x2 − k9 x22 ,
dt
dx3
= k10 − k11 x2 x3 ,
dt
while the canonical reaction network:
k k
r1 : 1
s1 −→ s1 + sign(k̄01 )s1 , r2 : 2
s2 + s3 −→ s3 ,
3k k
4
r3 : 2s1 −→ 3s1 , r4 : s1 −→ s1 + s2 ,
5 k k
6
r5 : s1 + s2 −→ s2 , r6 : s2 −→ 2s2 ,
7 k 8 k
r7 : 2s1 + s2 −→ s1 + s2 , r8 : s1 + 2s2 −→ 2s1 + 2s2 ,
9k k
r9 : 2s2 −→ s2 , r10 : ∅ −−10
→ s3 ,
k
r11 : s2 + s3 −−11
→ s2 ,
Acknowledgments: The research leading to these results has received funding from the European
Research Council under the European Community’s Seventh Framework Programme (FP7/2007-
2013)/ERC grant agreement no 239870, and from the People Programme (Marie Curie Actions) of
the European Union’s Seventh Framework Programme (FP7/2007-2013) under REA grant agree-
ment no. 328008. Tomáš Vejchodský gratefully acknowledges the support of RVO 67985840. Radek
Erban would like to thank the Royal Society for a University Research Fellowship and the Lever-
hulme Trust for a Philip Leverhulme Prize.
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27
Phase Plane Under YT Phase Plane Under YX,T
5 5
(a) 4 (b) 4
3 3
x2
x2
2 2
1 1
0 0
-1 -1
-1 0 1 2 3 4 5 -1 0 1 2 3 4 5
x1 x1
Phase Plane Under YX,T ,Q32Π-
Phase Plane Under YX,T ,Q32Π- ,S2
5
6
(c) 4 (d)
3 4
x2
x2
2
2
1
0
0
-1
-1 0 1 2 3 4 5 0 2 4 6
x1 x1
Figure 2: Phase plane diagrams of (a) ODE system with RHS (4.7); (b) ODE system with
RHS (4.11); and (c) ODE system with RHS (4.16). The stable node, the saddle, and the un-
stable spiral are represented as the green, blue and red dot, respectively. The alpha curve is shown
in purple, and the vector field as gray arrows. On each plot it is indicated which kinetic transforma-
tion is applied to system (4.5)–(4.6). Red segments of the phase plane axes in (a) denote the regions
where the cross-negative effect exists. In (b) and (c), boundary fixed points are represented as the
black dots, purple curves with a coarser dashing represent the saddle manifolds that asymptotically
approach an axis, while with a finer dashing those that are outside of R2≥ .
(d) Phase plane diagram of a system for which x-factorable transformation significantly globally
influences the phase curves in such a way that a pure translation cannot resolve the artefacts. For
more details, see the text. The parameters are fixed to a = −0.8, α = 0, T1 = 2, T2 = 2.
28