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Hopf bifurcation analysis in a diffusive predator-prey system with delay and surplus killing effect

  • Received: 14 March 2017 Accepted: 30 September 2017 Published: 01 June 2018
  • MSC : Primary: 35K57, 35R10; Secondary: 35P15

  • A diffusive predator-prey system with a delay and surplus killing effect subject to Neumann boundary conditions is considered. When the delay is zero, the prior estimate of positive solutions and global stability of the constant positive steady state are obtained in details. When the delay is not zero, the stability of the positive equilibrium and existence of Hopf bifurcation are established by analyzing the distribution of eigenvalues. Furthermore, an algorithm for determining the direction of Hopf bifurcation and stability of bifurcating periodic solutions is derived by using the theory of normal form and center manifold. Finally, some numerical simulations are presented to illustrate the analytical results obtained.

    Citation: Zuolin Shen, Junjie Wei. Hopf bifurcation analysis in a diffusive predator-prey system with delay and surplus killing effect[J]. Mathematical Biosciences and Engineering, 2018, 15(3): 693-715. doi: 10.3934/mbe.2018031

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  • A diffusive predator-prey system with a delay and surplus killing effect subject to Neumann boundary conditions is considered. When the delay is zero, the prior estimate of positive solutions and global stability of the constant positive steady state are obtained in details. When the delay is not zero, the stability of the positive equilibrium and existence of Hopf bifurcation are established by analyzing the distribution of eigenvalues. Furthermore, an algorithm for determining the direction of Hopf bifurcation and stability of bifurcating periodic solutions is derived by using the theory of normal form and center manifold. Finally, some numerical simulations are presented to illustrate the analytical results obtained.


    1. Introduction

    In ecological systems, the interactions between different species can generate rich phenomena. Many models are derived to illustrate the predator-prey system from the view of both mathematics and biology [2,22,28,32]. Meanwhile, it is well known that the spatial structure may further affect the population dynamics of the species [7,8,15]. The spatially homogeneous reaction-diffusion predator-prey model with classical Lotka-Volterra interaction and no flux boundary conditions has been studied by many scholars, and the unique positive steady state solution is globally asymptotically stable in that case [21]. Our work is based on the important contribution of Yi, Wei and Shi [35] in the bifurcation analysis from the constant coexistence equilibrium solution of the following Rosenzweig-MacArthur model with Holling type-Ⅱ functional response [14,27]:

    (BP){Utd1ΔU=r1U(1UK)m1UVγ+U,xΩ, t>0,Vtd2ΔU=r2V+m2UVγ+U,xΩ, t>0,νU=νV=0,xΩ, t>0.U(x,0)=U0(x)0,   V(x,0)=V0(x)0,xΩ.

    Here U=U(x,t), ~V=V(x,t) stand for the densities of the prey and predator at time t>0, and a spatial position xΩ, respectively; Ω is a bounded domain in Rn with a smooth boundary Ω; ν is the outward unit normal vector on Ω, and no flux boundary condition is imposed, so the system is a closed one. d1,d2>0 are the diffusion coefficients of the species, and r1, r2, m1, m2, K are positive real constants; the prey population follows a logistic growth, r1 is the intrinsic growth rate of U, and K is the carrying capacity; r2 is the mortality rate of the predator in the absence of prey; m1 is the search efficiency of V for U and m2 represent the conversion rate of prey to predator; the function Uγ+K denotes the functional response of the predator to the prey density changes. The parameter γ(>0) is the half saturation constant which measures the "saturation" effect: the consumption of prey by a unit number of predators cannot continue to grow linearly with the number of prey available but must saturate at the value 1γ [12,14]. After Yi et al., the method of Hopf bifurcation analysis has been extensively applied in reaction-diffusion equation, see [3,36].

    It is worth noting that the functional responses in two species are the same in the model (BP) since the principle of energy conversion, and the only difference is that the coefficients are different. In fact, it is not always true in real ecological environment: energy can be converted or wasted. Motivated by this idea, we consider an interesting but serious interaction between the prey and predator from the view of wastage of energy. Biologists call this interaction "surplus killing"[20,31]. It is a common behavior exhibited by predators, in which they kill more prey than they can immediately eat and then cache or abandon the remainder [19].

    The term was invented by Dutch biologist Hans Kruuk [16] after studying spotted hyenas in Africa and red foxes in England. Other than humans, surplus killing has been observed among zooplankton, weasels, honey badgers, wolves, red foxes, leopards, lions, spotted hyenas, spiders[1,5,9,11,17,19,20,31]. The emergence of these phenomena refers to the fact that animals may only partially consume or abandon intact prey they have captured. There are many documented examples of predators exhibiting surplus killing. For example, Samu and Bíró [30] have found that the wandering spider, Pardosa hortensis (Lycosidae), exhibited significant levels of both partial feeding and prey abandonment at high rates of encounter with prey. In Canada's Northwest Territories, the researchers once found the bodies of 34 neonatal caribou calves that had been killed by wolves and scattered-some half-eaten and some completely untouched-over 3 square kilometres. In surplus killing, predators eat only the most-preferred animals and animal parts. Bears engaging in surplus killing of salmon are likelier to eat unspawned fish because of their higher muscle quality, and high-energy parts such as brains and eggs [16]. Surplus killing can deplete the overall food supply, waste predator energy and risk them being injured. Nonetheless, researchers say animals surplus kill whenever they can, in order to procure food for offspring and others, to gain valuable killing experience, and to create the opportunity to eat the carcass later when they are hungry again.

    Inspired by their work, in this article, we would like to study the following predator-prey system with the predator exhibiting a "surplus killing" behaviour which can be demonstrated by different functional responses in the equations.

    {utd1Δu=r1u(1uK1)m1uv,  xΩ, t>0,vtd2Δv=r2v(1vK2)+m2uvγ+u,  xΩ, t>0,uν =uν =0,  xΩ, t>0,u(x,0)=u0(x)0(0),  v(x,0)=v0(x)0(0),       xΩ. (1)

    Here r1,r2 is the intrinsic growth rate of u,v, respectively; K1,K2 is the corresponding carrying capacity of u,v; m1 is the predation rate, and m2 is the consumption rate with m2=αm1 where α is a positive constant; the Holling Ⅰ type functional response m1u and the Holling Ⅱ type functional response m2uγ+u show the " surplus killing" effect: the predators keep hunting whenever they find a potential targets, but the conversion is limited since most of the prey they have captured are abandoned.

    With a dimensionless change of variables:

    ˜u=uγ,  ˜v=vK2,  ˜t=r1t,  ~d1=d1r1,  ~d2=d2r1,
      θ=r2r1, ˜γ=γK1,  ˜m1=m1K2r1,  ˜m2=m2r1,

    still denote ˜u, ˜v, ˜t, ˜d1, ˜d2, ˜γ, ˜m1, ˜m2 by u, v, t, d1, d2, γ, m1, m2, then we obtain

    {utd1Δu=u(1γu)m1uv,xΩ, t>0,vtd2Δv=θv(1v)+m2uv1+u,xΩ, t>0,uν = uν =0,xΩ, t>0.u(x,0)=u0(x)0(0),   v(x,0)=v0(x)0(0),xΩ. (2)

    Considering that the biomass that predator consumed cannot convert into the new production for an instant, we add time delay into the functional response of the second equation of (2), and make it conform with natural situation:

    {u(x,t)td1Δu(x,t)=u(x,t)(1γu(x,t))m1u(x,t)v(x,t),  xΩ, t>0,v(x,t)td2Δv(x,t)=θv(x,t)(1v(x,t))+m2u(x,tτ)v(x,t)1+u(x,tτ),  xΩ, t>0,uν=uν =0,    xΩ, t>0,u(x,t)=u0(x,t)0(0), v(x,t)=v0(x,t)0(0),  xΩ, τt0. (3)

    Here, d1, d2, θ, γ, m1 and m2 are all positive constants, and given that the predators in nature don't usually just eat one species, mostly they have other choices. Based on this, we turn the growth of v into a logistic form which means u is not the only hunting target for the predators, they can still live even though the prey u became extinct.

    Define the real-valued Sobolev space

    X:={(u,v)H2(0,lπ)×H2(0,lπ)|ux=vx=0,x=0,lπ},

    with inner product ,.

    For sake of discussion, we make the following assumption:

    (H1)m11.

    The system (3) always has three non-negative constant equilibrium solutions: E0(0,0), E1(0,1), E2(1/γ,0), meanwhile, under the condition (H1), the system also has a positive equilibrium E(u,v), where

    u=12γθ[Γ+Γ24γθ2(m11)],v=1m1(1γu).

    with Γ=θγθ+θm1+m1m2.

    Our main contribution for this article is a detailed and rigorous analysis about the global dynamics of the positive equilibrium of the diffusive predator-prey system (2). Keeping other parameters constant, we use the predation rate m1 as a variable, and find that different values of m1 result in distinct tendencies of the two species. Because of the effect of "surplus killing", the prey must raise their fertility rate or reduce the chances of encountering a predator to avoid extinction. For system (3), we shall be employing τ as our bifurcation parameter in our stability analyses to follow. When the spatial domain Ω is one-dimensional, and the parameters satisfy γθm2m1(1+u)2<0, we show the existence of Hopf bifurcation. We derive an explicit formula of the bifurcation point τn,j where n,j are integers with n has an upper bound. From the Proposition 2.3 of [4], we get that the smallest value of τn,j is τ0,0, which indicates that the periodic solutions bifurcated from the constant steady state solutions at τ=τ0,0 are homogeneous. We have also studied the direction of Hopf bifurcation and stability of bifurcating periodic solution, one can see the details in Section 4.

    The rest of the paper is organized as follows. In Section 2, the existence and priori bound of a positive solution for the reaction diffusion system are given, and the global asymptotically stability of positive equilibrium is proved. In Section 3, the stability of the positive constant steady state is considered, and the existence of the related Hopf bifurcation at the critical points is investigated with delay as the bifurcation parameter. In Section 4, by applying the normal form theory and center manifold reduction of partial functional differential equations, some detailed results of Hopf bifurcation are derived. Some numerical simulations are presented in Section 5. Throughout the paper, we denote N as the set of positive integers.


    2. Analysis of solution for model without delay


    2.1. Existence and priori bound of solution

    In this section, we shall investigate the existence of a positive solution for system (3) with delay τ=0, and give a priori bound of the solution.

    Clearly, the system (3) with τ=0 is

    {u(x,t)td1Δu(x,t)=u(x,t)(1γu(x,t))m1u(x,t)v(x,t),xΩ, t>0,v(x,t)td2Δv(x,t)=θv(x,t)(1v(x,t))+m2u(x,t)v(x,t)1+u(x,t),xΩ, t>0,uν = uν =0,xΩ, t>0,u(x,0)=u0(x)0(0), v(x,0)=v0(x)0(0),xΩ, (4)

    where u0(x)=u0(x,0), v0(x)=v0(x,0).

    Theorem 2.1. Suppose that d1, d2, θ, γ, m1, m2 are all positive, ΩRn is a bounded domain with smooth boundary. Then

    (a) the system (4) has a unique solution (u(x,t), v(x,t)) satisfying

    0u(x,t)u(t), 0v(x,t)v(t), for t>0 and xΩ,

    where (u(t), v(t)) is the unique solution of

    {dudt=u(1γu)dvdt=θv(1v)+m2uv1+u,u(0)=u0,v(0)=v0, (5)

    and

    u0=supx¯Ωu0(x),    v0=supx¯Ωv0(x);

    (b) for any solution (u(x,t), v(x,t)) of system (4),

    lim suptu(x,t)1γ,    lim suptv(x,t)1+m2θ.

    Proof. Define

    f(u,v)=u(1γu)m1uv,      g(u,v)=θv(1v)+m2uv1+u.

    Obviously, for any (u,v)R2+={(u,v)|u0, v0}, one can see that

    Dfv=m1u0,    Dgu=m2v(1+u)20,

    thus system (4) is a mixed quasi-monotone system(see[23]). Let

    (u_(x,t), v_(x,t))=(0, 0)  and  (ˉu(x,t), ˉv(x,t))=(u(t), v(t)).

    Substitute (u_, v_), (ˉu, ˉv) into system (4) gives

    ˉutd1Δˉuf(ˉu,v_)=00=u_td1Δu_f(u_,ˉv),
    ˉvtd2Δˉvg(ˉu,ˉv)=00=v_td2Δv_g(u_,v_),

    and

    0 u0(x)u0,    0v0(x)v0.

    Then (u_(x,t),v_(x,t))=(0, 0) and (ˉu(x,t), ˉv(x,t))=(u(t), v(t)) are the lower-solution and upper-solution of system (4), respectively. From Theorem 5.3.3 in [34], we know that system (4) has a unique solution (u(x,t),v(x,t)) which satisfies

    0u(x,t)u(t),  0v(x,t)v(t), t0.

    Since u0(x)0, v0(x)0, from the strong maximum principe, we have u(x,t),v(x,t)>0 when t>0 for all xΩ. This completes the proof of part (a).

    Let u1(t) be the unique solution of

    {dudt=u(1γu),u(0)=u0>0.

    One can see that u1(t)1/γ as t, then for any ε>0, there exists a T0>0 such that

    u(x,t)1/γ+ε,    for  tT0  and  x¯Ω,

    which implies that

    lim suptu(x,t)1/γ.

    Let v1(t) be the unique solution of

    {dvdt=θv(1v)+m2v,v(0)=v0.

    Then we have v1(t)1+m2θ as t. From

    θv(1v)+m2uv1+uθv(1v)+m2v,

    it follows that v(x,t)v(t)v1(t). Hence, for any ε>0, there exists a T0>0 such that

    v(x,t)1+m2θ+ε  for  tT0  and  x¯Ω,

    which implies that

    lim suptv(x,t)1+m2θ.

    The proof is complete.


    2.2. Global stability of positive equilibrium

    In this section, we shall give the conditions to ensure that the positive constant equilibrium E(u,v) is globally asymptotically stable by utilizing the upper-lower solution method introduced by Pao [24].

    Theorem 2.2. Suppose that d1, d2, θ, γ, m1 and m2 are all positive, and (H1) and

    (H2)m1(1+m2θ(1+γ))1

    are satisfied. Then the positive equilibrium E(u,v) of (4) is globally asymptotically stable, that is E(u,v) is stable, and for any initial values u0(x)0( 0), v0(x)0( 0),

    limtu(x,t)=u, limtv(x,t)=v,  for  x¯Ω.

    Proof. In Section 2.1, we get that

    u(x,t)1/γ+ε,   for  t>T0,  x¯Ω.

    From (H2), we can choose an ε0>0 satisfying

    m1+(1+m1)ε0+m1m2(1+γε0)θ(1+γ+γε0)1. (6)

    Let ˉc1=1/γ+ε0, without loss of generality, there exists a T1>0, such that u(x,t)1/γ+ε0 for any t>T1, and this in turn implies

    vt=d2Δv+θv(1v)+m2uv1+ud2Δv+θv(1v)+m2ˉc1v1+ˉc1,

    for t>T1. Hence there exists a T2>T1, such that v(x,t)ˉc2 for any t>T2, where

    ˉc2=1+m2ˉc1θ(1+ˉc1)+ε0.

    Again we have

    ut=d1Δu+u(1γu)m1uvd1Δu+u(1γu)m1uˉc2,

    for t>T2. Since m11 and ε0 satisfies (6), then

    1m1ˉc2>0,  and   1m1ˉc2ε0>0.

    Hence, there exists a T3>T2, such that u(x,t)c_1>0 for any t>T3, where

    c_1=1γ(1m1ˉc2ε0).

    Finally, using the similar method shown above, we have

    vt=d2Δv+θv(1v)+m2uv1+ud2Δv+θv(1v)+m2c_1v1+c_1,

    for t>T3, and we can ensure the following inequalities hold since ε0 chosen as in (6),

    1+m2c_1θ(1+c_1)>1,  and  1+m2c_1θ(1+c_1)ε0>1.

    Then there exists a T4>T3 such that v(x,t)c_2>0 for any t>T4, where

    c_2=1+m2c_1θ(1+c_1)ε0.

    Therefor for t>T4, we obtain that

    c_1u(x,t)ˉc1,    c_2v(x,t)ˉc2,

    and c_1, ˉc1, c_2, ˉc2 satisfy

    1γˉc1m1c_20,  1ˉc2+m2ˉc1θ(1+ˉc1)0,
    1γc_1m1ˉc20,  1c_2+m2c_1θ(1+c_1)0.

    Then (ˉc1, ˉc2) and (c_1, c_2) are a pair of coupled upper and lower solutions of system (4), and when c_1uˉc1, c_2vˉc2, from the boundedness of the partial derivative of fi(i=1,2) with respect to u, v, we know that fi satisfies the Lipschitz condition. Here we denote the Lipschitz constants by Li, i=1,2.

    To investigate the asymptotic behavior of the positive equilibrium, we define two sequences of constant vectors (ˉu(m), ˉv(m)), (u_(m), v_(m)) from the recursion

    {ˉu(m)=ˉu(m1)+1L1[ˉu(m1)(1γˉu(m1))m1ˉu(m1)v_(m1)],u_(m)=u_(m1)+1L1[u_(m1)(1γu_(m1))m1u_(m1)ˉv(m1)],ˉv(m)=ˉv(m1)+1L2[θˉv(m1)(1ˉv(m1))+m2ˉu(m1)ˉv(m1)1+ˉu(m1)],v_(m)=v_(m1)+1L2[θv_(m1)(1v_(m1))+m2u_(m1)v_(m1)1+u_(m1)], (7)

    where (ˉu(0), ˉv(0)) = (ˉc1,ˉc2), (u_(0), v_(0)) = (c_1,c_2), Li is the Lipschitz constant, i=1,2, and m=1,2,3,.

    Then for m1, we know that

    (u_(0),v_(0))(u_(m),v_(m))(u_(m+1),v_(m+1))(ˉu(m+1), ˉv(m+1))(ˉu(m), ˉv(m))(ˉu(0), ˉv(0)),

    and

    (ˉu(m), ˉv(m))(ˉu,ˉv), (u_(m), v_(m))(u_,v_),  as  m.

    From the recursion (7), we can obtain that ˉu,u_,ˉv,v_ satisfy

    ˉu(1γˉu)m1ˉuv_=0,  θˉv(1ˉv)+m2ˉuˉv1+ˉu=0,u_(1γu_)m1u_ˉv=0,  θv_(1v_)+m2u_ v_1+u_=0. (8)

    Simplify the equations, we get

    γ(ˉuu_)=m1(ˉvv_), m2(ˉuu_)=θ(1+ˉu)(1+u_)(ˉvv_).

    Then we obtain

    γm1(ˉuu_)=m2(ˉuu_)θ(1+ˉu)(1+u_). (9)

    If we assume that ˉuu_, then we can get the following relation from Eq.(9)

    u_1+u_=1θγ(1+ˉu)m1m2. (10)

    From Eq.(8), we can also have

    v_=1m1(1γˉu)  and  1v_+m2u_θ(1+u_)=0. (11)

    Substituting the first equation of Eq.(11) and Eq.(10) into the second equation of Eq.(11), it follows that

    11m1(1γˉu)+m2θ(1θγ(1+ˉu)m1m2)=0,

    that is

    1m1=m2θ(1+γ)+11+γ. (12)

    This is a contraction to the condition (H2). Hence ˉu=u_, and consequently ˉv=v_. Then from the Theorem 3.3 in [25] and Corollary 2.1 in [24], we can get the asymptotic behavior of the positive solution.

    Now we investigate the local stability of positive equilibrium E(u,v). Recall that by writing the vector (u(x,t),v(x,t))T as

    U(t):=(u(t),v(t))T.

    Then the system (4) can be rewritten as

    ˙U(t)=DΔU(t)+F(U), (13)

    where

    D=diag{d1,d2},  and  F:XR2,

    is defined by

    F(U)=(u(t)(1γu(t))m1u(t)v(t)θv(t)(1v(t))m2u(t)v(t)1+u(t)).

    We consider the linearization at E(u,v) for

    ˙U(t)=DΔU(t)+LE(U), (14)

    where

    LE=(γum1um2v(1+u)2θv),

    and its characteristic equation satisfies

    λξDΔξLEξ=0. (15)

    It is well known that the eigenvalue problem

    Δφ=μφ,x(0,lπ),φx|x=0,lπ=0,

    has eigenvalues

    μn=n2/l2,nN0=N{0},

    with corresponding eigenfunctions φn(x)=cos(nx/l),nN0. Let

    (ϕψ)=n=0(anbn)cos(nx/l),  an, bnC,

    be an eigenfunction for (15). Then from a straightforward computation, we obtain that the eigenvalues of (15) can be given by the following equations

    det(λI+Dn2l2LE1)=0,         nN0,

    where I is 2×2 unit matrix. That is

    λ2Tnλ+Dn+B=0,  nN0. (16)

    For all nN0 we have

    Tn=(d1+d2)n2l2(γu+θv)0,Dn+B=(d1n2l2+γu)(d2n2l2+θv)+m1m2uv(1+u)2>0.

    Then all the roots of Eq.(16) have negative real parts. This implies that the positive equilibrium E(u,v) of (4) is locally asymptotically stable when m11. Combining with the global attractivity proved before, we know that the constant positive equilibrium E(u,v) is globally asymptotically stable.

    The above result indicates that E(u,v) attracts all feasible solutions under the condition (H1) and (H2). If (H2) doesn't work but (H1) still holds, then E(u,v) is local asymptotically stable. However, if m1>1, then E(u,v) disappears while E1(0,1) is global asymptotically stable. The critical curve can be drawn on the (m1,γ) plane (see Fig. 1).

    Figure 1. The critical curve on (m1,γ) plane. Ⅰ: E(u,v) is global asymptotically stable; Ⅱ: E(u,v) is local asymptotically stable; Ⅲ: E(u,v) disappears while E1(0,1) is global asymptotically stable. The parameters are chosen as follows: α=0.3, K2=0.2, θ=0.5 with m2=αm1/K2.

    Remark 1. According to the relationship between the original equation (1) and the dimensionless equation (2), we can illustrate the effect of "surplus killing". There are two different functional responses in equation (1), in order to be consistent with the assumptions, let the consumption rate m2 be fixed. If the predation rate m1 is sufficiently small(keeping the other parameters constant), then (H1) and (H2) can be satisfied, biologically, the two species can coexist and keep in a certain density. But if m1 is not small enough such that (H2) holds, this coexistence will be shaken, and only near the equilibrium point, they can maintain this balance. As the parameters continue to change, (H1) is not satisfied, the balance will be completely broken: the population of prey will collapse to zero, and then predator population will grow into its carrying capacity. This's reasonable, because the predator population follows a logistic growth, they will never die out in this case, but the prey doesn't seem to be so fortunate: the predator exhibit a "surplus killing" behaviour, they will keep hunting whenever they can. So, the prey must enhance its fertility rate or reduce the chance of encountering a predator to avoid extinction.

    Remark 2. If m1>1, the boundary equilibrium E1(0,1) is global asymptotically stable for system (4). In fact, from the equation of predator in system Eq.(4), we have

    vt=d2Δv+θv(1v)+m2uv1+ud2Δv+θv(1v).

    It is well known that the positive solution of latter equation uniformly approach to 1 as t under the same initial and boundary conditions. Since m1>1, and the unique solution (u(x,t),v(x,t)) satisfies the conclusions of Theorem 2.1, then we can choose a sufficient small ε>0 and T0>0 such that 1γum1(1ε)<0 and v(x,t)1ε for any t>T0. Now, consider the equation of prey in system Eq.(4),

    ut=d1Δu+u(1γv)m1uvd2Δu+u(1γum1(1ε)),

    for t>T0. Hence we have u(x,t)0 as t, and this result in turn implies v(x,t)0 as t.


    3. Stability of the positive equilibrium and Hopf bifurcation

    In this section, we shall study the stability of the positive constant steady state E(u,v) and the existence of Hopf bifurcation for (3) with τ0 by analyzing the distribution of the eigenvalues. Here, we restrict ourselves to the case of one dimensional spatial domain Ω=(0, lπ), for which the structure of the eigenvalues is clear, and let the phase space C:=C([τ,0],X).

    The linearization of system (13) at E(u,v) is given by

    ˙U(t)=DΔU(t)+L(Ut), (17)

    where L:CX is defined by

    L(ϕt)=L1ϕ(0)+L2ϕ(τ),

    and

    L1=(γum1u0θv),  L2=(00m2v(1+u)20),
    ϕ(t)=(ϕ1(t), ϕ2(t))T,  ϕt()=(ϕ1(t+), ϕ2(t+))T.

    The corresponding characteristic equation satisfies

    λξDΔξL(eλξ)=0, (18)

    where ξdom(Δ){0}. Similar analysis to section 2, we can equivalently transform (18) into the following equations.

    det(λI+Dn2l2L1L2eλτ)=0,  nN0.

    That is, each characteristic value λ is a root of the equation

    λ2Tnλ+Dn+Beλτ=0,  nN0, (19)

    where

    Tn=(d1+d2)n2l2γuθv,Dn=(d1n2l2+γu)(d2n2l2+θv),B=m1m2uv(1+u)2.

    Clearly, λ=0 is not the root of Eq.(19), from the result of Ruan and Wei [29], as parameter τ varies, the sum of the orders of the zeros of Eq.(19) in the open right half plane can change only if a pair of conjugate complex roots appears on or crosses the imaginary axis. Now we would like to seek critical values of τ such that there exists a pair of simple purely imaginary eigenvalues.

    Let ±iω(ω>0) be solutions of the (n+1)th equation (19). Then we have

    ω2Tniω+Dn+Beiωτ=0.

    Separating the real and imaginary parts, it follows that

    {Bcosωτ=ω2Dn,Bsinωτ=Tnω. (20)

    Then we have

    ω4(2DnT2n)ω2+D2nB2=0. (21)

    Denote z=ω2. Then (21) can be rewritten in the following form

    z2(2DnT2n)z+D2nB2=0, (22)

    where

    2DnT2n=(d21+d22)n4l42(d1γu+d2θv)(γ2u2+θ2v2)0.

    Hence Eq.(22) has a unique positive root

    zn=2DnT2n+(2DnT2n)24(D2nB2)2,

    only if Dn and B satisfy D2nB2<0.

    From the explicit formula of Dn and B, we know that Dn+B>0, for all nN0. Since

    DnB=d1d2n4l4+(d1θv+d2γu)n4l4+D0B, as n,

    where

    D0B=γθuvm2m1uv(1+u)2,

    and if

    D0B=uv(γθm2m1(1+u)2)0,

    we find a constant nN such that for nN0

    DnB0,  for  0nn.

    and

    DnB0,  for  nn.

    Here we denote the set

    S={nN0| DnB<0}.

    By Eq.(20), we have sinωnτ>0, then

    τn,j=1ωn(arccosω2nDnB+2jπ), jN0, nS. (23)

    Following the work of Cooke and Grassman[6], we have

    Lemma 3.1. Suppose that (H1) and D0B<0 are satisfied. Then

    sign α(τn,j)=1,  for jN0, nS,

    where

    α(τ)= Reλ(τ).

    Proof. Substituting λ(τ) into Eq.(19) and taking the derivative with respect to τ, we obtain that

    (2λTnτBeλτ)dλdτλBeλτ=0.

    Thus

    (dλdτ)1=2λTnτBeλτλBeλτ.

    By Eq.(20), we have

    Re(dλdτ)1|τ=τn,j=2ωncosωnτn,jTnsinωnτn,jBωn=2ω2n2Dn+T2nB2=T4n4T2nDn+4B2B2.

    Since the sign of Re(dλdτ) is same as that of Re(dλdτ)1, the lemma follows immediately.

    From the Proposition 2.3 of [4], we have that

    τn,jτn,j+1,  for all   jN0,nS,

    and

    τn,jτn+1,j,  for all   jN0,nS.

    Then τ0,0 is the smallest τn,j. Denote τ0,0 as τ so that the stability will change when τ crosses τ. Summarizing the above analysis and indicated by Corollary 2.4 of Ruan and Wei [29], we have the following lemma.

    Lemma 3.2. Assume that (H1) is satisfied.

    (a) If either

    T4n4T2nDn+4B20,

    or

    T4n4T2nDn+4B20  and  γθm2m1(1+u)2>0,

    for all nN0, then all the roots of (19) have negative real parts for τ0.

    (b) If

    γθm2m1(1+u)20,

    then for

    τ=τn,j  ,  jN0, nS,

    the (n+1)th equation of (19) has a pair of simple pure imaginary roots ±iωn, and all other roots have non-zero real parts. Moreover, all the roots of Eq.(19) have negative real parts for τ[0,τ), and for τ>τ, Eq.(19) has at least one pair of conjugate complex roots with positive real parts.

    From Lemmas 3.1 and 3.2, we have the following theorem.

    Theorem 3.3. Assume that (H1) is satisfied.

    (a) If

    T4n4T2nDn+4B20,

    or

    T4n4T2nDn+4B20  and  γθm2m1(1+u)2>0,

    for all nN0, then the equilibrium point E(u,v) of system (3) is locally asymptotically stable for τ0.

    (b) If

    γθm2m1(1+u)20,

    then system (3) undergoes a Hopf bifurcation at the equilibrium E(u,v) when τ=τn,j, for jN0, nS. Furthermore, the positive equilibrium E(u,v) of system (3) is asymptotically stable for τ[0,τ), and unstable for τ>τ.


    4. Direction of Hopf bifurcation and stability of bifurcating periodic solution

    In section 3, we obtained some conditions under which the system (3) undergoes a Hopf bifurcation. In this section, we shall study the direction of Hopf bifurcation near the positive equilibrium and stability of the bifurcating periodic solutions. We are able to show more detailed information of Hopf bifurcation by using the normal form theory and center manifold reduction due to [10,13,33].

    Rescaling the time tt/τ, and let ˜u(x,t)=u(x,t)u, ˜v(x,t)=v(x,t)v, then we have

    {˜ut=τ[d1Δ˜uγu˜um1u˜vf1(ut,vt)],xΩ, t>0,˜vt=τ[d2Δ˜vθv˜v+m2v(1+u)2ut(1)+f2(ut,vt)],xΩ, t>0,˜uν=0, ˜vν=0,xΩ, t>0,˜u(x,t)=˜u0(x,t), ˜v(x,t)=˜v0(x,t),xΩ,1t0, (24)

    where

    ut=u(x,t+θ), vt=v(x,t+θ),  θ[1,0],
    ˜u0(x,t)=u0(x,t)u,  ˜v0(x,t)=v0(x,t)v,

    and for (ϕ1,ϕ2)C:=C([1,0],X)

    f1(ϕ1,ϕ2)=γϕ1(0)2m1ϕ1(0)ϕ2(0), (25)
    f2(ϕ1,ϕ2)=θϕ2(0)2+m2(1+u)2ϕ1(1)ϕ2(0)m2v(1+u)3ϕ1(1)2m2(1+u)3ϕ1(1)2ϕ2(0)+m2v(1+u)4ϕ1(1)3+O(4). (26)

    Let τ=τ+ϵ, from the discussion in section 4, we know that when ϵ=0 system (24) undergoes a Hopf bifurcation at the equilibrium (0,0). Then we can rewrite system (24) in a abstract form in the space C as

    ˙U(t)=˜DΔU(t)+Lϵ(Ut)+F(ϵ,Ut), (27)

    where

    ˜D=(τ+ϵ)D  and  Lϵ:CX, F:CX

    are defined, respectively, by

    Lϵ(ϕ(θ))=(τ+ϵ)L1ϕ(0)+(τ+ϵ)L2ϕ(1),
    F(ϵ,ϕ(θ))=(F1(ϵ,ϕ(θ)), F2(ϵ,ϕ(θ)))T,

    with

    (F1(ϵ,ϕ(θ)), F2(ϵ,ϕ(θ)))=(τ+ϵ)(f1(ϕ1(θ),ϕ2(θ)), f2(ϕ1(θ),ϕ2(θ))),

    where f1 and f2 are defined by (25) and (26) respectively.

    The linearized equation at the origin (0,0) has the form

    ˙U(t)=˜DΔU(t)+Lϵ(Ut). (28)

    According to the theory of semigroup of linear operator [26], we have the solution operator of (28) is a C0-semigroup, and the infinitesimal generator Aϵ is given by

    Aϵϕ={˙ϕ(θ),θ[1,0),˜DΔϕ(0)+Lϵ(ϕ),θ=0, (29)

    with

    dom(Aϵ):={ϕC:˙ϕC,ϕ(0)dom(Δ),˙ϕ(0)=˜DΔϕ(0)+Lϵ(ϕ)}.

    When τ=0, we denote the infinitesimal generator as A0.

    Hence, equation (27) can be rewritten as the abstract ODE in C:

    ˙Ut=AϵUt+X0F(ϵ,Ut), (30)

    where

    X0(θ)={0,θ[1,0),I,θ=0.

    We denote

    bn=cos(nx/l)cos(nx/l),  βn={(bn,0)T,(0,bn)T},

    where

    cos(nx/l)=(lπ0cos2(nx/l)dx)12.

    For ϕ=(ϕ(1),ϕ(2))TC, denote

    ϕn=ϕ,βn=(ϕ(1),bn,ϕ(2),bn)T.

    Define Aϵ,n as

    Aϵ,n(ϕn(θ)bn)={˙ϕn(θ)bn,θ[1,0),01dηn(ϵ,θ)ϕn(θ)bn,θ=0, (31)

    and

    Lϵ,n(ϕn)=(τ+ϵ)L1ϕn(0)+(τ+ϵ)L2ϕn(1),
    01dηn(ϵ,θ)ϕn(θ)=n2l2˜Dϕn(0)+Lϵ,n(ϕn),

    where

    ηn(ϵ,θ)={(τ+ϵ)L2,θ=1,0,θ(1,0),(τ+ϵ)L1n2l2˜D,θ=0.

    Denote A as the adjoint operator of A0 on C:=C([0,1],X).

    Aψ(s)={˙ψ(s), s(0,1],n=001dηTn(0,θ)ψn(θ)bn, s=0.

    Following [10], we introduce the bilinear formal (,) on C×C

    (ψ,ϕ)=k,j=0(ψk,ϕj)cΩbkbjdx,

    where

    ψ=n=0ψnbnC, ϕ=n=0ϕnbnC,

    and

    ϕnC:=C([1,0],R2),  ψnC:=C([0,1],R2).

    Notice that

    Ωbkbjdx=0  for  kj,

    we have

    (ψ,ϕ)=n=0(ψn,ϕn)c|bn|2,

    where (,)c is the bilinear form defined on C×C

    (ψn,ϕn)c=¯ψTn(0)ϕn(0)01θξ=0¯ψTn(ξθ)dηn(0,θ)ϕn(ξ)dξ.

    Let

    q(θ)bn0=q(0)eiωn0τθbn0, q(s)bn0=q(0)eiωn0τsbn0

    be the eigenfunctions of A0 and A corresponding to the eigenvalues iωn0τ and iωn0τ, respectively. By direct calculations, we chose

    q(0)=(1,q1)T, q(0)=M(q2,1)T,

    so that (q,q)c=1, where

    q1=iωn0+d1n20/l2+γum1u, q2=iωn0d2n20/l2θvm1u,¯M=(1+u)2(q1+ˉq2)(1+u)2+τm2veiωn0τ.

    Then we decompose the space C as follows

    C=PQ,

    where

    P={zqbn0+¯z¯qbn0|zC},
    Q={ϕC|(qbn0,ϕ)=0 and (¯qbn0,ϕ)=0}.

    That is P is the 2-dimensional center subspace spanned by the basis vectors of the linear operator A0 associated with purely imaginary eigenvalues ±iωn0τ, and Q is the complement space of P.

    Thus, system (30) could be rewritten as

    Ut=z(t)q()bn0+ˉz(t)ˉq()bn0+W(t,),

    where

    z(t)=(qbn0,Ut),   W(t,)Q, (32)

    and

    W(t,θ)=Ut(θ)2Re{z(t)q(θ)bn0}. (33)

    Then we have

    ˙z(t)=iω0z(t)+ˉqT(0)F(0,Ut),βn0, (34)

    where

    F,βn:=(F1,bn,F2,bn)T.

    It follows from Appendix A of [13](also see [18]), there exists a center manifold C0 and we can write W in the following form on C0 nearby (0,0):

    W(t,θ)=W(z(t),ˉz(t),θ)=W20(θ)z22+W11(θ)zˉz+W02(θ)ˉz22+, (35)

    For solution UtC0, we denote

    F(0,Ut)C0=˜F(0,z,ˉz),

    and

    ˜F(0,z,ˉz)=˜F20z22+˜F11zˉz+˜F02ˉz22+˜F21z2ˉz2+.

    Therefore the system restricted to the center manifold is given by

    ˙z(t)=iω0z(t)+g(z,ˉz),

    and denote

    g(z,ˉz)=g20z22+g11zˉz+g02ˉz22+g21z2ˉz2+.

    By direct calculation, we get

    g20=τˉMlπ0b3n0dx[ˉq2(2γ2m1q1)2θq21+2m2q1(1+u)2eiωn0τ2m2v(1+u)3ei2ωn0τ],g11=τˉMlπ0b3n0dx[ˉq2(2γm1(q1+ˉq1))2θq1ˉq1+m2(1+u)2(q1eiωn0τ+ˉq1eiωn0τ+)2m2v(1+u)3],
    g02=τˉMlπ0b3n0dx[ˉq2(2γ2m1ˉq1)2θˉq21+2m2ˉq1(1+u)2eiωn0τ2m2v(1+u)3ei2ωn0τ],g21=τˉM(Q1lπ0b4n0dx+Q2lπ0b2n0dx),

    where

    Q1=6m2v(1+u)4eiωn0τ2m2(1+u)3(2q1+ˉq1ei2ωn0τ),Q2=ˉq2{2γ[W(1)20(0)+2W(1)11(0)]m1[W(2)20(0)+2W(2)11(0)+ˉq1W(1)20(0)+2q1W(1)11(0)]}2θ[ˉq1W(2)20(0)+2q1W(2)11(0)]+m2(1+u)2[ˉq1W(1)20(1)+W(2)20(0)eiωn0τ+2q1W(1)11(1)+2W(2)11(0)eiωn0τ]2m2v(1+u)3[W(1)20(1)eiωn0τ+2W(1)11(1)eiωn0τ].

    Since g20, g11, g02 have no concern with W(z(t),ˉz(t),θ), then they can be calculated by Eq.(34). In order to get g21, we need to compute W20 and W11. From (33), we have

    ˙W=˙Ut˙zqbn0˙ˉzˉqbn0={A0W2Re{g(z,ˉz)q(θ)}bn0,θ[r,0),A0W2Re{g(z,ˉz)q(θ)}bn0+˜F,θ=0,A0W+H(z,ˉz,θ), (36)

    where

    H(z,ˉz,θ)=H20(θ)z22+H11(θ)zˉz+H02(θ)ˉz22+.

    Obviously,

    H20(θ)={g20q(θ)bn0ˉg02ˉq(θ)bn0,θ[r,0),g20q(0)bn0ˉg02ˉq(0)bn0+˜F20,θ=0,H11(θ)={g11q(θ)bn0ˉg11ˉq(θ)bn0,θ[r,0),g11q(0)bn0ˉg11ˉq(0)bn0+˜F11,θ=0,.

    Comparing the coefficients of (36) with the derived function of (35), we obtain

    (A02iω0I)W20(θ)=H20(θ),A0W11(θ)=H11(θ), . (37)

    From (29) and (37), for θ[1,0), we have

    W20(θ)=g20iωn0τ(1q1)eiωn0τθbn0ˉg023iωn0τ(1ˉq1)eiωn0τθbn0+E1e2iωn0τθ,W11(θ)=g11iωn0τ(1q1)eiωn0τθbn0ˉg11iωn0τ(1ˉq1)eiωn0τθbn0+E2, (38)

    where E1 and E2 can be obtained by setting θ=0 in H, that is

    (A02iω+n0τI)E1e2iω+n0τθθ=0+˜F20=0,A0E2θ=0+˜F11=0. (39)

    The terms ˜F20 and ˜F11 are elements in the space C, and

    ˜F20=n=1˜F20,βnbn,˜F11=n=1˜F11,βnbn.

    Denote

    E1=n=0En1bn,  E2=n=0En2bn,

    then from (39) we have

    (A02iωn0τI)En1bne2iωn0τθθ=0=˜F20,βnbn,A0En2bnθ=0=˜F11,βnbn,n=0,1,.

    Thus, En1 and En2 could be calculated by

    En1=(2iωn0τI01e2iωn0τθdηn(0,θ))1˜F20,βn,En2=(01dηn(0,θ))1˜F11,βn,n=0,1,,

    where

    ˜F20,βn={1lπˆF20,n00, n=0,12lπˆF20,n00, n=2n0,1lπˆF20,n0=0, n=0,0,other,
    ˜F11,βn={1lπˆF11,n00, n=0,12lπˆF11,n00, n=2n0,1lπˆF11,n0=0, n=0,0,other,
    ˆF20=[2γ2m1q12θq21+2m2q1(1+u)2eiωn0τ2m2v(1+u)3ei2ωn0τ],
    ˆF11=[2γm1(q1+ˉq1)2θq1ˉq1+m2(1+u)2(q1eiωn0τ+ˉq1eiωn0τ)m2v(1+u)3].

    Hence, g21 could be represented explicitly.

    Denote

    c1(0)=i2ωn0τ(g20g112|g11|213|g02|2)+12g21,μ2=Re(c1(0))τRe(λ(τ)),   β2=2Re(c1(0)),T2=1ωn0τ(Im(c1(0))+μ2(ωn0+τIm(λ(τ))). (40)

    Then by the general result of Hopf bifurcation theory (see [13]), we know that the parameters in (40) determine the properties of Hopf bifurcation which we can describe specifically: β2 determines the stability of the bifurcating periodic solutions: the bifurcating periodic solutions are orbitally asymptotically stable(unstable) if β2<0(>0); μ2 determines the directions of the Hopf bifurcation: if μ2>0(<0), then the direction of the Hopf bifurcation is forward (backward), that is the bifurcating periodic solutions exist when τ>τ(<τ); and T2 determines the period of the bifurcating periodic solutions: when T2>0(<0), the period increases(decreases) as the τ varies away from τ.

    From 3.1 in Section 4, we know that Re(λ(τ))>0. Combining with above discuss, we obtain the following theorem

    Theorem 4.1. If Re(c1(0))0(>0), then the bifurcating periodic solutions exists for τ>τ(τ) and are orbitally asymptotically stable(unstable).


    5. Simulations

    In this section, we make some simulations to support and extend our analytical results. Taking l=2, and choose

    γ=0.01,   θ=0.05,   m1=0.20,   m2=0.30,   d1=1,   d2=0.50.

    Since m1=0.21, the positive equilibrium exists, through numerical calculation, we get E(1.8663,4.9067). From a simple verification, we also obtain that DnB0 only for n=0. That is S={0}, and

    ω0.2074,    τ4.6242.

    Furthermore, we have c1(0)0.08872+0.0200i, that is β0. From Theorem 3.3 and 4.1, the positive equilibrium E(1.8663,4.9067) is locally asymptotically stable when τ[0,τ) (see Fig. 2), moreover, system (3) undergoes a Hopf bifurcation at τ=τ, the direction of the Hopf bifurcation is forward and bifurcating periodic solutions are orbitally asymptotically stable for τ>τ(see Fig. 3).

    Figure 2. The positive equilibrium is asymptotically stable when τ[0,τ), where τ=2τ4.6242.
    Figure 3. The bifurcating periodic solution is stable, where τ=5>τ4.6242.

    If we choose

    γ=0.01,   θ=0.05,   m1=2,   m1=0.30,   d1=1,   d2=0.50,   τ=1.

    Here we chose m1=2>1, then we know that the boundary equilibrium E1(0,1) is global asymptotically stable (see Fig. 4).

    Figure 4. The axial equilibrium E1(0,1) is global asymptotically stable.

    The initial conditions in all simulations are given by u0(x,t)=1.7+0.1cos2x, v0(x,t)=4.90.1cos2x, (x,t)[0,2π]×[τ,0].

    Remark 3. Fig. 2 and Fig. 3 come into being on the precondition of (H1), that is to say, when the delay τ is less than the critical value τ, the population of predator and prey will tend to a relatively stable state (see Fig. 2); when the delay τ is a little larger than the critical value τ, the polulation presents a periodic oscillation phenomenon near the equilibrium point(see Fig. 3). If the precondition of (H1) is not satisfied, from Remark 1 and Remark 2, we know that the boundary equilibrium E1(0,1) is global asymptotically stable, the prey will go extinct at last, but the predator will increase and reach its carrying capacity(see Fig. 4).


    Acknowledgments

    The authors greatly appreciate the anonymous referees' careful reading and valuable comments. Their critical comments and helpful suggestions greatly improve the presentation of the manuscript.


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