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Bifurcation analysis in a modified Leslie-Gower predator-prey model with fear effect and multiple delays

  • In this paper, we explored a modified Leslie-Gower predator-prey model incorporating a fear effect and multiple delays. We analyzed the existence and local stability of each potential equilibrium. Furthermore, we investigated the presence of periodic solutions via Hopf bifurcation bifurcated from the positive equilibrium with respect to both delays. By utilizing the normal form theory and the center manifold theorem, we investigated the direction and stability of these periodic solutions. Our theoretical findings were validated through numerical simulations, which demonstrated that the fear delay could trigger a stability shift at the positive equilibrium. Additionally, we observed that an increase in fear intensity or the presence of substitute prey reinforces the stability of the positive equilibrium.

    Citation: Shuo Yao, Jingen Yang, Sanling Yuan. Bifurcation analysis in a modified Leslie-Gower predator-prey model with fear effect and multiple delays[J]. Mathematical Biosciences and Engineering, 2024, 21(4): 5658-5685. doi: 10.3934/mbe.2024249

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  • In this paper, we explored a modified Leslie-Gower predator-prey model incorporating a fear effect and multiple delays. We analyzed the existence and local stability of each potential equilibrium. Furthermore, we investigated the presence of periodic solutions via Hopf bifurcation bifurcated from the positive equilibrium with respect to both delays. By utilizing the normal form theory and the center manifold theorem, we investigated the direction and stability of these periodic solutions. Our theoretical findings were validated through numerical simulations, which demonstrated that the fear delay could trigger a stability shift at the positive equilibrium. Additionally, we observed that an increase in fear intensity or the presence of substitute prey reinforces the stability of the positive equilibrium.



    Predation is a fundamental interaction between two species, wherein one species benefits by acquiring resources at the expense of the other. Over the years, numerous mathematical models have been developed, drawing from various biological contexts, to examine the dynamics of predator-prey interactions [1,2,3]. Investigating the dynamical behavior of these models enhances our comprehension of the regulatory mechanisms underlying predation, thereby enabling more precise predictions of predator and prey population dynamics.

    In general, the dynamic behavior of predator-prey models can be influenced by various factors, including the functional response function, birth rate function, mortality function, and others [4,5]. Recent studies have highlighted that certain prey species may exhibit fearful behavior in response to predators, resulting in decreased birth rates and reduced outdoor foraging frequency [6,7,8]. Zanette et al. [9] observed a forty percent reduction in the reproduction rate of song sparrows due to fear induced by predators. Similarly, Elliott et al. [10] demonstrated that the presence of mantis odor in the environment increased the likelihood of a group of drosophilas going extinct sevenfold. Furthermore, some scholars have shown that predator-induced fear can lead to a decrease in prey populations, with this effect often surpassing that of direct predation [6,11,12,13]. Taking this fear effect into consideration, Wang et al. [14] introduced a fear factor function 11+ky into their model. Their results suggest that high levels of fear (or strong anti-predator behavioral responses) can stabilize the system by preventing the presence of periodic solutions. They also demonstrated that low levels of fear effects may lead to a limit cycle through Hopf bifurcation. Subsequently, the fear factor function has been widely incorporated into other predator-prey models [15,16]. However, Wang and Zou considered only the disadvantages of prey's anti-predation responses, overlooking the potential benefits. In reality, prey's anti-predation responses obviously decrease the likelihood of being captured by predators, as reflected in the model from [17].

    Leslie and Gower introduced the classic Leslie-Gower model in [18], where they assumed that the carrying capacity of the predator is directly proportional to the number of its preferred prey. This classical model sets an upper limit on the relative growth rate of predators, which holds more biological significance. Consequently, numerous researchers have conducted extensive studies based on this model, leading to several important theoretical findings [19,20,21]. While this assumption holds true under certain conditions, the predation dynamics depicted are not universally applicable. Predators often need to diversify their prey sources when their preferred prey is scarce [22,23]. Mathematically, this situation is typically represented by augmenting the denominator of the Leslie-Gower term with a constant a, indicating the predator's reliance on alternative prey in the absence of its favored prey. We introduce the fear effect of prey on predators into a modified Leslie-Gower predator-prey model, resulting in the following two-dimensional model:

    {dxdt=rx(t)1+ky(t)d1x(t)d2x2(t)11+ckmx(t)y(t)1+qx(t),dydt=sy(t)(1y(t)nx(t)+a). (1.1)

    In model (1.1), x and y represent the densities of prey and predator species, respectively. Parameters r and s are the intrinsic growth rates of prey and predators, while d1 denotes the natural (density-independent) death rate, and d2 represents the density-dependent death rate due to intraspecific competition. The prey's fear-induced anti-predation response is characterized by 11+ky(t), where parameter k denotes the perceived level of fear-based response by the prey [14]. Conversely, the prey's active anti-predation response, aimed at reducing the chances of being captured, is described by 11+ck, where c is the extent of predation reduction relative to the response level k [17]. Additionally, m denotes the capture rate, and q represents the handling time for each prey captured. The term ynx is referred to as the Leslie-Gower term, while ynx+a represents a modified version of the growth law of the predator population in the Leslie-Gower model. Here, nx+a denotes the carrying capacity of predators, where n measures the quality of prey as food for the predator, and a represents the availability of alternative food sources for the predator. Compared to the classical Leslie-Gower model, the modified Leslie-Gower model holds greater practical significance.

    Furthermore, to enhance the realism of the model, constructing time-delayed differential equation models is a well-established technique used to describe delayed activity at specific stages. The inclusion of time delays often alters the dynamic behaviour of the models. In recent years, an increasing body of literature has incorporated relevant delays into predator-prey models and interacting population models, such as those involving incubation, gestation, maturation, and digestive biological processes [24,25,26,27]. Typically, researchers introduce discrete time delays into existing ordinary differential equation models to construct corresponding delayed models and explore their dynamics [28,29,30]. The introduction of time delays may destabilise the stability of the positive equilibrium and induce periodic oscillations. These oscillations, induced by delay, can be periodic, quasi-periodic, or even chaotic, representing a characteristic feature of time-delayed predator-prey models. Research on predator-prey models with time delays has mostly focused on the instability induced by time delays, the derivation of thresholds, and the stability of oscillatory solutions. In reality, after perceiving certain cues, prey require time to assess the risk. Hence, fear of predation risk does not respond immediately to changes in prey populations but involves a certain time lag. Consequently, we introduce a delay τ, termed the fear response delay [31,32]. On the other hand, there is a time lag between predators consuming their prey and reproducing offspring. Therefore, it is reasonable to introduce a delay σ, known as the gestation delay, into model (1.1). This delay represents the time lag between consuming prey and reproducing offspring. It is assumed that the rate of change of predator species is determined by the number of prey and predators existing at time (tσ), and that the delay σ is only considered in the numerical response [32,33,34]. Considering these two time delays, we obtain the following model:

    {dxdt=rx(t)1+ky(tτ)d1x(t)d2x2(t)bx(t)y(t)1+qx(t),dydt=sy(t)(1y(tσ)nx(tσ)+a), (1.2)

    where b=m1+ck, τ represents the fear response delay, while σ is the time delay caused by the predator's gestation. All of the parameters are positive. Our aim of this study is to analyze the impact of the two time delays on the dynamic behavior of the model. Moreover, model (1.2) satisfies the non-negative conditions x(θ)=ϕ1(θ)0,y(θ)=ϕ2(θ)0,θ[μ,0],μ=max{τ,σ},ϕi(θ)C([μ,0]R+), i=1,2.

    The remainder of this paper is structured as follows. In the following section, we first verify the positivity and boundedness of the solutions to model (1.2). In Section 3, we investigate the existence of Hopf bifurcation at the positive equilibrium, which is caused by the two time delays, as well as the local stability of every possible equilibrium. In Section 4, we calculate the normal form to derive the properties of Hopf bifurcation. Numerical simulations are performed to substantiate our analytical results in Section 5. A summary as well as an outlook for future research of the work are given in conclusion.

    The positivity and boundedness of the model solutions are prerequisites for the study. Positivity signifies species survival and boundedness is considered to be a result of limited resources.

    Lemma 2.1. The solution (x(t),y(t)) of model (1.2) with initial conditions (x(0),y(0))R2+ is always positive.

    Proof. Model (1.2) can be rewritten as

    dxx=(r1+ky(tτ)d1d2xby1+qx)dt.

    Integrating the above differential equation in the interval [0,t], for x(0)>0, we have

    x(t)=x(0)et0(r1+ky(zτ)d1d2xby1+qx)dz.

    Then x(t) is positive for all t and x(0)>0. Same process as above, we get

    dyy=s(1y(tσ)nx(tσ)+a)dt,y(t)=y(0)et0s(1y(zσ)nx(zσ)+a)dz.

    Similarly, y(t) is positive for all t and y(0)>0.

    Therefore, this lemma is provided a thorough proof.

    Lemma 2.2. Given any non-negative initial value, the solution of model (1.2) is bounded. Moreover, the set Ω={(x(t),y(t))R2+ | 0x(t)K, 0y(t)L} is a positive invariant, where K=rd2, L=(nK+a)esσ.

    Proof. From the first equation of model (1.2), we get

    dxdtx(rd2x).

    Hence, we further have

    lim supt+x(t)rd2=K.

    From the second equation of model (1.2) we obtain

    dy(t)dtsy(t),t>σ,

    which implies that

    y(tσ)y(t)esσ, t>σ.

    Furthermore, for any ϵ>1, there exists a positive Tϵ such that x(t)<ϵK for t>Tϵ. Thus, for t>Tϵ+σ, one can obtain that

    dy(t)dtsy(t)(1esσnϵK+ay(t)),

    which means lim supt+y(t)Lϵ, where Lϵ=(ϵnK+a)esσ. This lemma is supported by letting ϵ1.

    In this section, we will analyze the existence and local stability of each possible equilibrium of model (1.2), and discuss the existence of the Hopf bifurcation induced by the delays τ and σ.

    Obviously, model (1.2) always has the trivial equilibrium E0=(0,0) and the predator-only equilibrium E1=(0,a), and if r>d1, the model also has a prey-only equilibrium E2=(rd1d2,0). Any positive equilibrium E=(x,y), if exists, must satisfy

    r1+kyd1d2xby1+qx=0,1ynx+a=0,

    from which we know that y=nx+a and x is a positive root of the following cubic algebraic equation:

    F(x):=ax3+bx2+cx+d, (3.1)
    f(x)=dF(x)dx=3ax2+2bx+c,

    where a=d2knq>0,b=ad2kq+bkn2+d1knq+d2kn+d2q>0,c=2abkn+ad1kq+ad2k+d1kn+bn+d1qqr+d2,d=a2bk+ad1k+ab+d1r.

    Obviously, if F(0)=d<0, Eq (3.1) has one unique positive root, and therefore model (1.2) has one unique positive equilibrium. Denote

    A=b23ac, B=bc9ad, C=c23bd, Δ=B24AC.

    If F(0)=d>0, according to Shengjin formula, regarding the quantity and presence of positive equilibrium, we can arrive to the following conclusions:

    (i) If c<0,

    a) There exist two positive equilibria when Δ<0 (see Figure 1(a));

    Figure 1.  The root of F(x)=0. (a) two different positive roots x2 and x3; (b) a positive root; (c) and (d) no positive root.

    b) There exists a double positive equilibrium when Δ=0 (see Figure 1(b));

    c) There exists no positive equilibrium when Δ>0 (see Figure 1(c)).

    (ii) If c0, there exists no positive equilibrium (see Figure 1(d)).

    Theorem 3.1. When they exist, the equilibria E0=(0,0) and E2=(rd1d2,0) of model (1.2) are always unstable.

    Proof. The characteristic equations of model (1.2) at E0 and E2 are

    (λr+d1)(λs)=0,

    and

    (λ+rd1)(λs)=0,

    respectively. It is clear that both of them have a positive root λ=s, indicating that E0 and E2 are always unstable.

    Remark 1. Theorem 3.1 demonstrates that the boundary equilibria E0=(0,0) and E2=(rd1d2,0) are always unstable, independent of the two time delays.

    Theorem 3.2. When r<(ka+1)(ab+d1) and 0σ<σ0, the predator-only equilibrium E1=(0,a) of model (1.2) is locally asymptotically stable; Otherwise it is unstable.

    Proof. The characteristic equation of model (1.2) at E1 is

    (λrka+1+d1+ab)(λ+seλσ)=0. (3.2)

    Obviously, λ1=rka+1d1ab is one root of Eq (3.2) and other characteristic roots satisfy

    λ+seλσ=0. (3.3)

    If σ=0, then the root of (3.3) is λ2=s<0. When σ>0, assuming iω0(ω0>0) is a root of Eq (3.3), and plugging it into the equation, we obtain

    scos(ω0σ)=0   and  ssin(ω0σ)=ω0.

    Further calculations yield ω0=s and

    σj=π2+2jπs,j=0,1,2,. (3.4)

    Moreover, we can easily verify the transversality condition:

    (dλdσ)1|λ=iω0=1ω20>0.

    Therefore, E1 is locally asymptotically stable if r<(ka+1)(ab+d1) and 0σ<σ0, and unstable if r>(ka+1)(ab+d1) or σσ0. Thus this theorem is proved.

    Remark 2. Theorem 3.2 indicates that the predator gestation delay σ affects the stability of equilibrium E1. That is to say, when r<(ka+1)(ab+d1), the prey will eventually die out, and the predator can rely on additional prey to maintain its growth provided σ<σ0.

    Next, we discuss the local stability of the positive equilibrium. We make the following assumption:

    (H1) (i) d<0 or (ii) c<0 and Δ<0.

    Based on the analysis in Subsection 3.1, we know that model (1.2) has at least one positive equilibrium E=(x,y) if (H1) holds. By Linearizing the model at E, we can obtain that:

    det(λI2M0M1eλτM2eλσ)=0, (3.5)

    where I2 is a two-dimensional unit matrix and

    M0=(l11l120l22),M1=(0m1200),M2=(00m21m22 ),

    where

    l11=rky+1d12d2xbyqx+1+bqxy(qx+1)2=bqxy(1+qx)2d2x,l12=bxqx+1,l22=s(1ynx+a)=0,m12=rkx(ky+1)2,m21=sny2(nx+a)2=sn,m22=synx+a=s.

    Therefore, the characteristic equation at E is

    λ2+p1λ+p0+(n1λ+n0)eλσ+q0eλ(τ+σ)=0, (3.6)

    where p1=l11l22,p0=l11l22,n1=m22,n0=l11m22l12m21,q0=m12m21. To analyze the separate and combined effects of two time delays on the stability of the positive equilibrium E, we discuss them in the following five subsections.

    In this assumption, Eq (3.6) reduces to

    λ2+(p1+n1)λ+n0+q0=0. (3.7)

    Therefore, if

    (H2)p1+n1>0,n0+q0>0

    holds, all the roots of Eq (3.7) have negative real parts. Thus, we have the following conclusion.

    Theorem 3.3. In the absence of time delays, if both (H1) and (H2) hold, then the positive equilibrium E is locally asymptotically stable.

    In the following, to explore the effect of time delays on the stability of the positive equilibrium, we always assume that the positive equilibrium is present and locally stable in the absence of delays, i.e., both (H1) and (H2) are satisfied.

    In this subsection, we ignore the gestation delay of the predator (σ=0) and only consider the effect of the fear delay (τ>0) on the stability of E. The corresponding characteristic Eq (3.6) becomes

    λ2+(p1+n1)λ+n0+q0eλτ=0. (3.8)

    Applying λ=iω (ω>0) into Eq (3.8) and dividing the imaginary and real components:

    {ω2n0=q0cos(ωτ),(p1+n1)ω=q0sin(ωτ), (3.9)

    which leads to

    ν2+((p1+n1)22n0)ν+n20q20=0, (3.10)

    where ν=ω2. Notice that n20q20 has the same sign as n0q0 since n0+q0>0. Next, we discuss the distribution of the roots of the Eq (3.10) in three situations.

    (I) If condition

    (H3)n0>q0,(p1+n1)2>2(n0n20q20)

    holds, then Eq (3.10) has no positive root, implying Eq (3.8) has no pure virtual root. Consequently, the positive equilibrium E is locally asymptotically stable for any τ>0 under conditions (H2) and (H3).

    (II) If condition

    (H4)n0>q0,(p1+n1)2<2(n0n20q20)

    holds, then Eq (3.10) has two different positive roots

    ω1±=((p1+n1)22n0)±(p1+n1)44n0(p1+n1)2+4q202.

    Accordingly, the critical values of delay τ are

    τj±1=1ω1±arccosω1±2n0q0+2jπω1±,j=0,1,2,.

    Since ω+1>ω1, then τ(j+1)+1τj+1=2πω+1<2πω1=τ(j+1)1τj1, for j=0,1,2, [35]. From Eq (3.8), we obtain

    (dλdτ)1=2λ+p1+n1λ(λ2+(p1+n1)λ+n0)τλ,(dλdτ)1|λ=iω1+=2ω1+2+(p1+n1)22n0(p1+n1)2ω1+2+(ω1+2n0)2=((p1+n1)22n0)24(n20q20)(p1+n1)2ω+12+(ω+12n0)2>0,(dλdτ)1|λ=iω1=2ω12+(p1+n1)22n0(p1+n1)2ω12+(ω12n0)2=((p1+n1)22n0)24(n20q20)(p1+n1)2ω12+(ω12n0)2<0.

    Now, we establish the stability switch due to delay as follows:

    If τ0+1<τ1+1<τ01. All the roots of Eq (3.8) have negative real parts when 0τ<τ0+1, and there is a pair of pure imaginary roots at τ=τ0+1. As τ increases and approaches τ01, the above pure imaginary roots cross the imaginary axis and are accompanied by positive real parts so that E becomes unstable. Similarly, when τ>τ1+1, there exist two pairs of eigenvalues with positive real parts and E is unstable. Since there is only one pair of eigenvalues crossing the imaginary axis at each τ=τj+1 or τ=τj1, and two consecutive τj1 are not possible, instability always exists when τ>τ0+1.

    If 0<τ0+1<τ01<τ1+1<τ11<<τn+1<τ(n+1)+1<τn1< for some positive integer n. Then when τ(0,τ0+1)(τ01,τ1+1)(τ(n1)1,τn+1), all the roots of Eq (3.8) have negative real parts; when τ(τ0+1,τ01)(τ1+1,τ11)(τ(n1)+1,τ(n1)1), Eq (3.8) has at least a pair of conjugate complex roots with positive real parts. Once the delay satisfy τn+1<τ(n+1)+1<τn1, similar to the analysis above, E becomes unstable for all τ>τn+1 [35,36,37].

    (III) If condition

    (H5)n0<q0

    holds, then Eq (3.10) has a unique positive root

    ω+1=((p1+n1)22n0)+(p1+n1)44n0(p1+n1)2+4q202,

    further calculations we have

    τj+1=1ω+1arccosω+12n0q0+2jπω+1,j=0,1,2,.

    Let τ10=minτ(0)1, then

    (dλdτ)1=2λ+p1+n1λ(λ2+(p1+n1)λ+n0)τλ,

    and

    (dλdτ)1|λ=iω+1=2ω+12+(p1+n1)22n0(p1+n1)2ω+12+(ω+2n0)2=((p1+n1)22n0)24(n20q20)(p1+n1)2ω+12+(ω+12n0)2>0.

    The following theorem can be derived from the analysis above.

    Theorem 3.4. Assume that (H1) and (H2) hold. Then for σ=0 we have

    (I) If (H3) holds, E is always locally asymptotically stable for any τ0.

    (II) If (H4) holds, for τ0+1<τ1+1<τ01, E is locally asymptotically stable for 0τ<τ0+1 and unstable for τ>τ0+1, model (1.2) undergoes a Hopf bifurcation at E when τ=τ0+1. For 0<τ0+1<τ01<τ1+1<τ11<<τn+1<τ(n+1)+1<τn1<, E is locally asymptotically stable for τ(0,τ0+1)(τ01,τ1+1)(τ(n1)1,τn+1) and unstable for τ(τ0+1,τ01)(τ1+1,τ11)(τ(n1)+1,τ(n1)1)(τn+1,+). In addition, model (1.2) undergoes a Hopf bifurcation at E when τ=τj±1.

    (III) If (H5) holds, E is locally asymptotically stable for 0τ<τ10 and unstable for τ>τ10. Moreover, model (1.2) undergoes a Hopf bifurcation at E when

    τ=τ10=1ω+1arccosω+12n0q0. (3.11)

    In this subsection, we only consider the effect of the gestation delay of the predator σ on the stability of E, characteristic Eq (3.6) becomes

    λ2+p1λ+(n1λ+n0+q0)eλσ=0. (3.12)

    We substitute λ=iω into (3.12) and then obtain

    (iω)2+p1ωi+(n1ωi+n0+q0)eiωσ=0.

    Separating the real and imaginary parts leads to

    {ω2+(n0+q0)cos(ωσ)+n1ωsin(ωσ)=0,p1ω+n1ωcos(ωσ)(n0+q0)sin(ωσ)=0.

    Squaring and adding both above equations lead to

    ω4+(p21n21)ω2(n0+q0)2=0.

    Making ω2=v, the above equation can be re-written by

    v2+(p21n21)v(n0+q0)2=0. (3.13)

    Obviously, (n0+q0)2>0 when (H2) holds. Therefore (3.13) has a unique positive root

    ω1=(p21n21)+(p21n21)2+4(n0+q0)22.

    By calculation, we obtain

    σ(j)1=1ω1arccos(n0+q0n1p1)ω12(n0+q0)2+(n1ω1)2+2jπω1,j=0,1,2,.

    Define the first critical value as σ10=minσ(j)1. Moreover, we can count

    dλdσ=(n1λ2+(n0+q0)λ)eλσ(2λ+p1)+(n1n1λσ(n0+q0)σ)eλσ.

    Then

    (dλdσ)1=n1λ(n1λ+n0+q0)(2λ+p1)λ(λ2+p1λ)σλ,

    based on the fact eλσ=(λ2+p1λn1λ+n0+q0). Thus

    (dλdσ)1|λ=iω1=2ω12(n21p21)n21ω12+(n0+q0)2=(p21n21)2+4(n0+q0)2n21ω12+(n0+q0)2>0. (3.14)

    We arrived at the following conclusions according to the aforementioned analysis.

    Theorem 3.5. Assume that (H1) and (H2) hold. Then for τ=0, E is locally asymptotically stable for 0σ<σ10 and is unstable for σ>σ10. Moreover, the model undergoes a Hopf bifurcation at E when σ=σ10, where

    σ10=1ω1arccos(n0+q0n1p1)ω12(n0+q0)2+(n1ω1)2. (3.15)

    Remark 3. Theorem 3.5 shows that when the gestation delay σ crosses a threshold value, the stability of the positive equilibrium of model (1.2) changes, accompanied by the occurrence of a Hopf bifurcation.

    This subsection explores the impact of delay σ on the stability of equilibrium E, fixing τ in the interval (0,τ10). The corresponding characteristic equation at E is

    λ2+p1λ+(n1λ+n0)eλσ+q0eλ(τ+σ)=0. (3.16)

    Let λ=iω (ω>0) be a root of (3.16), then we have

    (iω)2+p1ωi+(n1ωi+n0)eiωσ+q0eiω(τ+σ)=0, (3.17)

    which yields

    {cos(ωσ)(n0+q0cos(ωτ))+sin(ωσ)(n1ωq0sin(ωτ))=ω2,sin(ωσ)(n0+q0cos(ωτ))cos(ωσ)(n1ωq0sin(ωτ))=p1ω. (3.18)

    After squaring both sides of (3.18) and adding them together, we have

    H(ω)=ω4+(p21n21)ω2n20(q20cos(ωτ)+2n0q0)cos(ωτ)(q20sin(ωτ)2n1q0ω)sin(ωτ)=0. (3.19)

    Obviously, there are H(0)=(n0+q0)2<0 and H(+)=+. Eq (3.19) is a transcendental equation, and the prediction of the roots is a difficult task. Now, it is considered that the equation has at least a finite number of positive roots ω21,ω22,,ω2k. After a complex calculation process, we get

    σ(j)2k=1ω2karccosω22k(n0+q0cos(ω2kτ))p1ω2k(n1ω2kq0sin(ω2kτ))(n0+q0cos(ω2kτ))2+(n1ω2kq0sin(ω2kτ))2+2jπω2k,

    for k=1,2,3,4;j=0,1,2,, and ±ω2k is a pair of pure imaginary roots of (3.16).

    Next we aim to verify the transversality condition. By plugging λ(σ)=α(σ)+iω(σ) into (3.16) and separating the real and imaginary part, we get

    {α2ω2+p1α+eασ((n1α+n0)cos(ωσ)+n1ωsin(ωσ))+q0eα(τ+σ)cos(ω(τ+σ))=0,2αω+p1ω+eασ(n1ωcos(ωσ)(n1α+n0)sin(ωσ))q0eα(τ+σ)sin(ω(τ+σ))=0. (3.20)

    Let σ20=mink=1,2,3,4{σ(0)2k},ω20=ω(0)2k. Further, we differentiate (3.16) with respect to σ and substitute σ=σ20, then

    A(d(λ)dσ)|σ=σ20+B(d(λ)dσ)|σ=σ20=C,B(d(λ)dσ)|σ=σ20+A(d(λ)dσ)|σ=σ20=D, (3.21)

    where

    A=(σ20(n1ω20q0sin(ω20τ))+q0τsin(ω20τ))sin(ω20σ20)+((n1q0τcos(ω20τ)σ20(n0+q0cos(ω20τ)))cos(ω20σ20)+p1,B=(q0τsin(ω20τ)+σ20(n1ω20q0sin(ω20τ)))cos(ω20σ20)(σ20(n0+q0cos(ω20τ))+(n1q0τcos(ω20τ)))sin(ω20σ20)2ω20,C=ω20sin(ω20σ20)(n0+q0cos(ω20τ))+ω20cos(ω20σ20)(n1ω20q0sin(ω20τ)),D=ω20sin(ω20σ20)(n1ω20q0sin(ω20τ))ω20cos(ω20σ20)(n0+q0cos(ω20τ)).

    For Eq (3.21), we have

    (d(λ)dσ)|σ=σ20=ACBDA2+B20.

    If ACBD0, then the transversal condition is satisfied.

    Therefore, we have the following conclusion.

    Theorem 3.6. Suppose that the conditions in Theorem 3.3 hold. For a given τ(0,τ10), E is locally asymptotically stable when 0σ<σ20 and unstable when σ>σ20. Moreover, model (1.2) undergoes a Hopf bifurcation at E when σ=σ20, where

    σ20=1ω20arccosω220(n0+q0cos(ω20τ))p1ω20(n1ω20q0sin(ω20τ))(n0+q0cos(ω20τ))2+(n1ω20q0sin(ω20τ))2. (3.22)

    Remark 4. Theorem 3.6 shows that by fixing the fear response delay to a stable interval and taking the predator's gestation delay as a bifurcation parameter, it is discovered that the stability of the positive equilibrium is altered by the time delay σ at the critical value. The above conclusion implies that both time delays affect the kinetic properties of the population.

    This situation is similar to σ>0,τ(0,τ10), and we can easily get the following results using the same method as in the last subsection.

    Theorem 3.7. Suppose that the conditions in Theorem 3.3 hold. For a given σ(0,σ10), E is locally asymptotically stable when 0τ<τ20 and unstable when τ>τ20. Moreover, model (1.2) undergoes a Hopf bifurcation at E when τ=τ20, where

    τ20=1ω20arccosω202n0+p1ω20sin(ω20σ)q0. (3.23)

    The proof of Theorem 3.6 is comparable to this one. Here, we leave it out.

    In previous section, we proved that the model (1.2) generates a Hopf bifurcation at E when σ=σ20,τ[0,τ10). Here, we apply the normal form theorem and the center manifold theorem by Hassard et al. [38] to discuss the direction of Hopf bifurcation and the stability of the periodic solutions.

    We need to only calculate the coefficients μ2,β2 and T2. Since the derivation is standard and lengthy, we place them in the Appendix. Consequently, the coefficients gij can be solved, and we can obtain the values:

    c1(0)=i2ω20σ20(g11g202g112g0223)+g212,μ2={c1(0)}{λ(σ20)},β2=2{c1(0)},T2={c1(0)}+μ2{λ(σ20)}ω20σ20, (4.1)

    which decides the properties of Hopf bifurcations at the critical value σ=σ20.

    Theorem 4.1. For model (1.2), the Hopf bifurcation is supercritical (resp., subcritical) if μ2>0 (resp., μ2<0). The bifurcating periodic solutions are stable (resp., unstable) if β2<0 (resp., β2>0). The period increases (resp., decreases) if T2>0 (resp., T2<0).

    In this section, we conduct numerical simulations to demonstrate the theoretical findings presented in the preceding sections. Initially, we simulate the impact of time delays on the stability of E in model (1.2) under various scenarios. Additionally, we supplement our analysis by simulating the effects of fear intensity and the presence of additional prey on E.

    We fix the other parameters as follows:

    r=1.8,k=3,d1=0.01,d2=0.02,b=0.3,q=0.8,s=0.38,n=0.5,a=0.1. (5.1)

    Then rka+1d1ab=1.344615385>0, and model (1.2) has three unstable boundary equilibria E0=(0,0),E1=(0,0.1) and E2=(89.5,0) by Theorems 3.1 and 3.2. Moreover, conditions (H1) and (H2) hold, model (1.2) exists a unique positive equilibrium E=(4.0856,2.1428), which is locally asymptotically stable for τ=σ=0 (see Figure 2).

    Figure 2.  Equilibrium E is locally asymptotically stable when τ=σ=0. (a) Time series diagrams of prey and predator. (b) Phase portrait of model (1.2).

    Under the parameter setting in (5.1), n20q20=0.004025<0, so condition (H5) holds. In the case of σ=0, we can calculate the critical value τ10=6.823 from (3.11); the corresponding bifurcation diagram is drawn in Figure 3(a). From Figure 4, we can observe that E is locally asymptotically stable for τ<τ10 (see Figure 4(a)); when the fear response delay τ crosses the critical value τ10, E loses original stability and a stable periodic solution develops (see Figure 4(b)). When τ=0, the critical value of Hopf bifurcation of gestation delay σ is σ10=1.9715 from (3.15), the corresponding bifurcation diagram is drawn in Figure 3(b). From Figure 5, we can observe E is locally asymptotically stable for σ<σ10 (see Figure 5(a)) and becomes unstable when σ>σ10 (see Figure 5(b)), accompanied by a stable periodic solution. For the stability switching phenomenon presented by Theorem 3.4, due to the different parameter values taken, we stay in the following subsection to give the simulation results.

    Figure 3.  (a) Bifurcation diagram of prey with respect to τ. (b) Bifurcation diagram of prey with respect to σ.
    Figure 4.  Time series diagrams of prey and predator with σ=0. (a) τ=6.6<τ10=6.823, (b) τ=7.0>τ10=6.823.
    Figure 5.  Time series diagrams of prey and predator with τ=0. (a) σ=1.95<σ10=1.9715, (b) σ=2.0>σ10=1.9715.

    Now, we simulate the cases in which both time delays exist. Taking τ=2.82[0,τ10), by Eq (3.22), we easily get the Hopf bifurcation point σ20=1.615, and the time series diagrams of the two species can be seen in Figure 6. We can find from the figures that E is locally asymptotically stable for σ<σ20 and unstable for σ>σ20. Moreover, the biomass of both species showed periodic fluctuations over time. Further, using the algorithms in Section 4, we obtain c1(0)=0.00860.0323i, β2=0.0172<0, μ2=0.1660>0, T2=0.0569>0. Fixing σ=1.246(0,σ10), we can obtain the Hopf bifurcation point τ20=4.291 from (3.23). The time series diagrams of the two species can be seen in Figure 7. We can find from the figures that the equilibrium E is locally asymptotically stable for τ<τ20 and unstable for τ>τ20. Similarly, further we calculate c1(0)=0.01340.0114i, β2=0.0268<0, μ2=1.5812>0, T2=0.1514>0.

    Figure 6.  Time series diagrams of prey and predator with τ=2.82(0,τ10). (a) σ=1.60<σ20, (b) σ=1.63>σ20.
    Figure 7.  Time series diagrams of prey and predator with σ=1.246(0,σ10). (a) τ=4.27<τ20, (b) τ=4.30>τ20.

    In this subsection, regardless of the gestation delay σ=0, we specifically simulate the stability switching phenomenon induced by fear response delay τ at equilibrium E. For this purpose, we take the parameters: r=1.8,k=2,d1=0.01,d2=0.01,b=0.9,q=0.2,s=0.3,n=0.8,a=0.1.

    In this case, all the conditions (H1), (H2), and (H4) hold, and then equilibrium E=(0.961,0.851) is locally asymptotically stable for τ=0. The corresponding critical values can be calculated as follows:

    τ0+12.2151, τ0113.7647,τ1+116.1500, τ1145.1164,τ2+130.0849.

    The bifurcation diagrams of model (1.2) with respect to τ are shown in Figure 8. We can observe that equilibrium E is locally asymptotically stable for τ(0,τ0+1)(τ01,τ1+1) and unstable for τ(τ0+1,τ01)(τ1+1,+), and model (1.2) undergoes a Hopf bifurcation at E when τ=τj±1. The corresponding time series diagrams of two species can be found in Figure 9, which confirms the occurrence of the stability switch phenomenon as delay τ increases.

    Figure 8.  Bifurcation diagrams for prey (a) and predator (b) with respect to τ. Where r=1.8,k=2,d1=0.01,d2=0.01,b=0.9,q=0.2,s=0.3,n=0.8,a=0.1.
    Figure 9.  Time series diagrams of prey and predator. (a) τ = 2.1, (b) τ = 2.3, (c) τ = 14, (d) τ = 16.3.

    The simulations in the previous subsections show that the change of fear response delay τ and gestation delay σ have a a tremendous effect on the stability of E, and the equilibrium presents a stability switching phenomenon in special cases. In this subsection, we demonstrate the effect of fear intensity and alternative prey on model (1.2) using numerical methods.

    First, we simulate the effect of fear intensity k on the critical values τ10 and σ10. Taking r=1.8, d1=0.01, d2=0.02, b=0.3, q=0.8, s=0.38, n=0.5, a=0.1, we draw the relationship diagram of τ10 and σ10 and fear intensity k in Figure 10. We can observe that both the critical values depend on fear intensity k. Further observation reveals that both critical values increase when the fear intensity k is larger. Biologically, the increased fear effect makes it more difficult for predators to hunt their primary prey, allowing the two species to co-exist in a new state of affairs. Periodic oscillations of the two species are more difficult to occur. That is, the fear intensity strengthens the stability of the positive equilibrium between the two species.

    Figure 10.  The diagrams of fear intensity k against the critical value τ10 (a) and σ10 (b).

    Moreover, we will explore the effect of fear intensity on population density. The relationship between the fear intensity k and the biomass of the two populations is shown in Figure 11. It can be seen that the fear intensity k reduces the biomass of both species overall. The reason for this is that as fear intensity increases, scared prey may adopt more anti-predator behaviors, which will reduce prey reproduction rates, and thus prey densities will subsequently decrease. Therefore, as the biomass of prey decreases, so does the biomass of predators that feed on them.

    Figure 11.  The effect of fear intensity k on the positive equilibrium E.

    Next, we simulate the effect of alternative prey a on the critical values τ10 and σ10. The parameters are taken as r=1.8,k=3,d1=0.01,d2=0.02,b=0.3,q=0.8,s=0.38,n=0.5. As seen in Figure 12, both time delay thresholds increased with the increase of alternative food a. This suggests that the alternative food strengthens the stability of the positive equilibrium between the two species. We also notice that the biomass of both populations decreases as alternative food a increases (see Figure 13). This is because of the rapid increase in predators that results from the rise in alternative food. The major prey x is reduced by substantial predation. Therefore, the carrying capacity nx+a of predators is reduced. Predators y decreases due to the lack of a suitable environment for survival.

    Figure 12.  The diagrams of alternative food a against the critical value τ10 (a) and σ10 (b).
    Figure 13.  The effect of alternative food a of predator on the positive equilibrium E.

    We have introduced and examined a modified Leslie-Gower predator-prey model incorporating a fear effect. The model accounts for the fear response delay of prey to predators and the gestation delay of predators. We have analyzed the positivity and boundedness of the model solutions, which are essential prerequisites for ensuring the biological relevance of the model. Subsequently, we conducted a local stability analysis for each feasible equilibrium and discussed the Hopf bifurcations induced by the dual delays near the positive equilibrium. Our findings reveal that the trivial equilibrium E0=(0,0) and the prey-only equilibrium E2=(rd1d2,0) (if r>d1) are consistently unstable, indicating the persistence of prey populations for any positive initial values. However, the stability of the predator-only equilibrium E1=(0,a) is influenced by the gestation delay σ of predators.

    For the concurrent presence of two time delays, we examined their impact on the stability of equilibrium E in four distinct scenarios. When the model incorporates only one time delay, we identified the critical value (τ10 or σ10) of the delay that destabilizes equilibrium E. In cases where both time delays occur, with one time delay fixed (σ(0,σ10) or τ(0,τ10)), and the other allowed to vary, we also determined the critical value (τ20 or σ20) of the delay that destabilises equilibrium E. Upon crossing certain critical values, E loses its stability, and a set of periodic solutions emerges from E. This underscores the significant impact of the two delays on the dynamics of model (1.2). We observed that τ20<τ10 and σ20<σ10 under the same other conditions, suggesting that the combined effects of the two time delays are more likely to destabilize equilibrium E than a single delay (see Figures 6 and 7). Consequently, both delays exert a considerable influence on the dynamics of model (1.2). Utilising the normal form theory and centre manifold theorem, we further computed the values of β2, μ2, and T2. Our results indicate that the Hopf bifurcation is supercritical, and the resulting periodic solutions are stable, with their period increasing. Towards the end of the article, we also examined the effects of fear intensity k and the availability of alternative food a for predators on the biomass and stabilisation intervals of both populations. We found that both k and a enhance equilibrium stability while reducing the biomass of both species. Therefore, to maintain ecological balance within populations, effective measures can be taken by humans to control prey abundance, adjust fear levels, and manipulate the gestation period of the fear response time delay, thereby ensuring the sustained coexistence of both species within the ecosystem.

    In biological terms, these findings suggest that relatively short time delays lead to stable levels in both predator and prey populations. However, as the time delays increase, species abundance fluctuates cyclically, indicating that predators and prey coexist in a cyclically oscillating manner. This study enhances our understanding of predation dynamics in nature and facilitates the investigation of population growth, with potential applications in areas such as biodiversity conservation and economic management.

    While we focused on the effect of time delays on the dynamics of model (1.2), it is worth considering whether spatial movement influences system dynamics. From a modeling perspective, incorporating more parameters of practical significance could yield more insightful results. On the analytical front, exploring additional dynamical properties, such as consistent boundedness, persistent behaviour, and other types of bifurcation, could provide further insights. Moving forward, we aim to refine this model and investigate its dynamical properties to obtain more robust theoretical results.

    We are very grateful to Professor Tonghua Zhang for his valuable comments and suggestions, which have greatly improved the quality and presentation of our paper. This work was supported by the Natural Science Foundation of Shanghai (23ZR1445100), the National Natural Science Foundation of China (11671260, 12071293), and the Science and Technology Key Project of Henan Province of China (242102110341).

    Sanling Yuan is an editorial board member for Mathematical Biosciences and Engineering and was not involved in the editorial review or the decision to publish this article. All authors declare that there are no competing interests.

    Throughout this section, we compute the coefficients μ2,β2, and T2 to determine the properties of Hopf bifurcation.

    Let u1=xx,u2=yy, and σ=σ20+μ, then model (1.2) can be reduced to the following functional differential equation in C=C([1,0],R2):

    ˙u=Lμ(ut)+F(μ,ut), (A1)

    where u(t)=(u1(t),u2(t))TR2, and Lμ:CR2,F:C×RR2.

    Lμ(ϕ)=(σ20+μ)(M0ϕ(0)+M1ϕ(τσ20)+M2ϕ(1)),

    and

    F(μ,ϕ)=(σ20+μ)(f1,f2)T,

    where

    ϕ(θ)=(ϕ1(θ),ϕ2(θ))TC,
    M0=(l11l120l22),M1=(0m1200),M2=(00m21m22 ),
    f1=u1ϕ21(0)+u2ϕ1(0)ϕ2(0)+u3ϕ1(0)ϕ2(τσ20)+u4ϕ22(τσ20)+u5ϕ31(0)+u6ϕ1(0)2ϕ2(0)+u7ϕ1(0)ϕ22(τσ20)+u8ϕ32(τσ20)+,f2=v1ϕ2(0)ϕ1(1)+v2ϕ2(0)ϕ2(1)+v3ϕ21(1)+v4ϕ1(1)ϕ2(1)+v5ϕ2(0)ϕ21(1)+v6ϕ2(0)ϕ1(1)ϕ2(1)+v7ϕ31(1)+v8ϕ21(1)ϕ2(1)+,

    and

    u1=d2q3x3+3d2q2x2+3d2qxbqy+d2(qx+1)3,u2=b(qx+1)2,u3=rk(ky+1)2,u4=rk2x(ky+1)3,u5=bq2y(qx+1)4,u6=bq(qx+1)3,u7=rk2(ky+1)3,u8=rk3x(ky+1)4,v1=sny(nx+a)2,v2=snx+a,v3=sn2y2(nx+a)3,v4=sny(nx+a)2,v5=sn2y(nx+a)3,v6=sn(nx+a)2,v7=sn3y2(nx+a)4,v8=sn2y(nx+a)3.

    Hence, by Riesz representation theorem, there exists a 2×2 matrix function η(θ,μ) of bounded variation when θ[1,0], which implies

    Lμ(ϕ)=01dη(θ,μ)ϕ(θ), for ϕC. (A2)

    As a matter of fact, we can choose

    η(θ,μ)=(σ20+μ)(M0δ(θ)+M1δ(θ+τσ20)+M2δ(θ+1)).

    For ϕC([1,0],R2), we can define

    A(μ)ϕ={dϕ(θ)dθ,1θ<0,01dη(θ,μ)ϕ(θ),θ=0,and Rμ(ϕ)={0,1θ<0,f(μ,ϕ),θ=0.

    Then system (A1) can be taken the form ˙ut=A(μ)ut+R(μ)ut, where ut=u(t+θ),θ[1,0].

    For ψC([1,0],(R2)), where (R2) is the 2-dimensional space of row vectors, the adjoint operator A of A(0) is further defined as

    Aψ(s)={dψ(s)ds,s(0,1],01dηT(t,0)ψ(t),s=0.

    For ϕC([1,0],R2) and ψC([1,0],(R2)), we define the bilinear form

    ψ(s),ϕ(θ)=ˉψ(0)ϕ(0)01θζ=0ˉψ(ζθ)dη(θ)ϕ(ζ)dζ, (A3)

    where η(θ)=η(θ,0),A=A(0) and A are adjoint operators.

    In accordance with the previous section, we observe that ±iω20σ20 are eigenvalues of A(0). Hence, they are the eigenvalues of A. Suppose that q(θ)=(1,δ)Teiω20σ20θ is the eigenvector of A(0) corresponding to iω20σ20 and q(s)=D(1,δ)eiω20σ20s is the eigenvector of A corresponding to iω20σ20. Then A(0)q(θ)=iω20σ20q(θ). It follows from the definition of A(0) and η(θ,μ) that

    σ20(l11iω20l12+m12eiω20τm21eiω20σ20l22+m22eiω20σ20iω20)q(0)=(00).

    Thus, we can easily get

    δ=iω20l11l12+m12eiω20τ  and  q(0)=(1,δ)T.

    Similarly, let A(0)qT(s)=iω20σ20q(s), we have

    σ20(l11+iω20m21eiω20σ20l12+m12eiω20τl22+m22eiω20σ20+iω20)qT(0)=(00).

    Then we can easily obtain δ=(iω20+l11)m21eiω20σ20  and  q(0)=D(1,δ). In order to assure q(s),q(θ)=1, we need to determine the value of D. From (A3), we have

    q(s),q(θ)=ˉD(1,ˉδ)(1,δ)T01θζ=0ˉDˉq(ζθ)dη(θ)q(ζ)dζ=ˉD(1+δˉδ01θζ=0(1,ˉδ)eiω20σ20(ζθ)dη(θ)(1,δ)Teiω20σ20ζdζ)=ˉD(1+δˉδ01(1,ˉδ)θeiω20σ20θdη(θ)(1,δ)T)=ˉD(1+δˉδ+τm12δeiω20τ+σ20eiω20σ20(m21ˉδ+m22δˉδ)).

    This implies that ˉD=(1+δˉδ+τm12δeiω20τ+σ20eiω20σ20(m21ˉδ+m22δˉδ))1. Then we can obtain that D=(1+ˉδδ+τm12ˉδeiω20τ+σ20eiω20σ20(m21δ+m22ˉδδ))1. Next, we use the same notation as Hassard et al. [38] and the methods in [39,40,41] to describe the center manifold C0 at μ=0. Let ut be the solution of (A1) when μ=0.

    Define z(t)=q,ut and W(t,θ)=ut(θ)2Re{z(t)q(θ)} on the center manifold C0. We have

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

    where z and ˉz are the local coordinates for center manifold C0 in the directions of q and ˉq. Noting that W is real. Thus when μ=0, we have ˙z(t)=<q,˙ut>=iω20σ20z(t)+ˉq(0)F(z,ˉz), where F(z,ˉz)=F(0,ut). That is ˙z(t)=iω20σ20z(t)+g(z,ˉz), where

    g(z,ˉz)=ˉq(0)f0(z,ˉz)=g20z22+g11zˉz+g02ˉz22+g21z2ˉz2+. (A4)

    Notice that ut(u1t(θ),u2t(θ))=W(t,θ)+zq(θ)+¯zq(θ), then

    u1t(0)=z+ˉz+W(1)20(0)z22+W(1)11(0)zˉz+W(1)02(0)ˉz22+o(|(z,ˉz)|3),u2t(0)=δz+ˉδˉz+W(2)20(0)z22+W(2)11(0)zˉz+W(2)02(0)ˉz22+o(|(z,ˉz)|3),u1t(τσ20)=zeiω20τ+ˉzeiω20τ+W(1)20(τσ20)z22+W(1)11(τσ20)zˉz+W(1)02(τσ20)ˉz22+o(|(z,ˉz)|3),u2t(τσ20)=δzeiω20τ+ˉδˉzeiω20τ+W(2)20(τσ20)z22+W(2)11(τσ20)zˉz+W(2)02(τσ20)ˉz22+o(|(z,ˉz)|3),u1t(1)=zeiω20σ20+ˉzeiω20σ20+W(1)20(1)z22+W(1)11(1)zˉz+W(1)02(1)ˉz22+o(|(z,ˉz)|3),u2t(1)=δzeiω20σ20+ˉδˉzeiω20σ20+W(2)20(1)z22+W(2)11(1)zˉz+W(2)02(1)ˉz22+o(|(z,ˉz)|3).

    Thus, from the definition of F(μ,μt), we have

    g20=2σ20ˉD(u1+δu2+eiω20τδu3+e2iω20τδ2u4+eiω20σ20δ¯δv1+eiω20σ20δ2¯δv2+e2iω20σ20¯δv3+e2iω20σ20δ¯δv4),g11=σ20ˉD(2u1+2(δ)u2+(eiω20τˉδ+eiω20τδ)u3+2|δ|2u4+(eiω20σ20ˉδ¯δ+eiω20σ20δ¯δ)v1+(|δ|2¯δ(eiω20σ20+eiω20σ20))v2+2¯δv3+(ˉδ¯δ+δ¯δ)v4),g02=2σ20ˉD(u1+ˉδu2+eiω20τˉδu3+e2iω20τˉδ2u4+eiω20σ20ˉδ¯δv1+eiω20σ20δ2¯δv2+e2iω20σ20¯δv3+e2iω20σ20ˉδ¯δv4),g21=σ20ˉD((4W(1)11(0)+2W(1)20(0))u1+(W(2)20(0)+2W(2)11(0)+ˉδW(1)20(0)+2δW(1)11(0))u2+(2δW(1)11(0)eiω20τ+ˉδW(1)20(0)eiω20τ+2W(2)11(τσ20)+W(2)20(τσ20))u3+(2ˉδW(2)20(τσ20)eiω20τ+4δW(2)11(τσ20)eiω20τ)u4+6u5+(2ˉδ+4δ)u6+(4|δ|2+2δ2e2iω20τ)u7+6δ|δ|2eiω20τu8+(2δ¯δW(1)11(1)+ˉδ¯δW(1)20(1)+2¯δW(2)11(0)eiω20σ20+¯δW(2)20(0)eiω20σ20)v1+(2¯δδW(2)11(1)+¯δˉδW(2)20(1)+2¯δδW(2)11(0)eiω20σ20+¯δˉδW(2)20(0)eiω20σ20)v2+(2¯δW(1)20(1)eiω20σ20+4¯δW(1)11(1)eiω20σ20)v3+(¯δW(2)20(1)eiω20σ20+2¯δW(2)11(1)eiω20σ20+2δ¯δW(1)11(1)eiω20σ20+ˉδ¯δW(1)20(1)eiω20σ20)v4+(2ˉδ¯δe2iω20σ20+4δ¯δ)v5+(2¯δ|δ|2+2¯δ|δ|2e2iω20σ20+2¯δδ2)v6+6¯δeiω20σ20v7+(2¯δˉδeiω20σ20+4δ¯δeiω20σ20)v8). (A5)

    However

    W20(θ)=ig20ω20σ20q(0)eiω20σ20θ+iˉg023ω20σ20ˉq(0)eiω20σ20θ+E1e2iω20σ20θ. (A6)

    Similarly, we have

    W11(θ)=ig11ω20σ20q(0)eiω20σ20θ+iˉg11ω20σ20ˉq(0)eiω20σ20θ+E2, (A7)

    where Ei=(E(1)i,E(2)i)R2(i=1,2) is a constant vector. We now need to seek appropriate E1 and E2. It follows from the definition of A that for θ=0,

    01dη(θ)W20(θ)=2iω20σ20W20(0)H20(0)  and  01dη(θ)W11(θ)=H11(0),

    where η(θ)=η(0,θ). Then, we have

    H20(0)=g20q(0)ˉg02ˉq(0)+2σ20(P1,P2)T and H11(0)=g11q(0)ˉg11ˉq(0)+2σ20(Q1,Q2)T,

    where

    P1=u1+δu2+eiω20τδu3+e2iω20τδ2u4,P2=eiω20σ20δv1+eiω20σ20δ2v2+e2iω20σ20v3+e2iω20σ20δv4,Q1=u1+(δ)u2+12(eiω20τˉδ+eiω20τδ)u3+|δ|2u4,Q2=12(eiω20σ20ˉδ+eiω20σ20δ)v1+12(|δ|2(eiω20σ20+eiω20σ20))v2+v3+(δ)v4.

    Noticing that

    (iω20σ20I01eiω20σ20θdη(θ))q(0)=0, and (iω20σ20I01eiω20σ20θdη(θ))ˉq(0)=0.

    By further calculation, we have (2iω20σ20I01e2iω20σ20θdη(θ))E1=2σ20(P1,P2)T, which leads to

    (2iω20l11l12m12e2iω20τm21e2iω20σ202iω20l22m22e2iω20σ20)E1=2(P1P2).

    Similarly, we can get (01dη(θ))E2=2σ20(Q1,Q2)T. That is

    (l11l12m12m21l22m22)E2=2(Q1Q2).

    Thus we can determine W20(θ) and W11(θ) from (A6) and (A7). Furthermore, gij in (A5) can be computed.



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