Modelling, singular perturbation and bifurcation
analyses of bitrophic food chains
B.W. Kooi, J.C. Poggiale
To cite this version:
B.W. Kooi, J.C. Poggiale. Modelling, singular perturbation and bifurcation analyses of bitrophic
food chains. Mathematical Biosciences, Elsevier, 2018, 301, pp.93-110. 10.1016/j.mbs.2018.04.006.
halshs-01778648
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Modelling, singular perturbation and bifurcation
analyses of bitrophic food chains
B.W. Kooi∗ and J.C. Poggiale∗∗,
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∗
∗∗
Faculty of Science, VU Amsterdam,
De Boelelaan 1085,
1081 HV Amsterdam, The Netherlands.
Aix-Marseille University, UMR 7294 MIO OCEANOMED,
Campus de Luminy, 163 Avenue de Luminy case 901,
13009 Marseille, France.
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March 15, 2018
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Abstract
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Two predator-prey model formulations are studied: for the classical RosenzweigMacArthur (RM) model and the Mass Balance (MB) chemostat model. When the
growth and loss rate of the predator is much smaller than that of the prey these models are slow-fast systems leading mathematically to singular perturbation problem.
In contradiction to the RM-model, the resource for the prey are modelled explicitly
in the MB-model but this comes with additional parameters. These parameter values are chosen such that the two models become easy to compare. In both models a
transcritical bifurcation, a threshold above which invasion of predator into prey-only
system occurs, and the Hopf bifurcation where the interior equilibrium becomes unstable leading to a stable limit cycle. The fast-slow limit cycles are called relaxation
oscillations which for increasing differences in time scales leads to the well known
degenerated trajectories being concatenations of slow parts of the trajectory and fast
parts of the trajectory. In the fast-slow version of the RM-model a canard explosion
of the stable limit cycles occurs in the oscillatory region of the parameter space.
To our knowledge this type of dynamics has not been observed for the RM-model
and not even for more complex ecosystem models. When a bifurcation parameter
crosses the Hopf bifurcation point the amplitude of the emerging stable limit cycles
increases. However, depending of the perturbation parameter the shape of this limit
cycle changes abruptly from one consisting of two concatenated slow and fast episodes
with small amplitude of the limit cycle, to a shape with large amplitude of which
the shape is similar to the relaxation oscillation, the well known degenerated phase
trajectories consisting of four episodes (concatenation of two slow and two fast).
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The canard explosion point is accurately predicted by using an extended asymptotic
expansion technique in the perturbation and bifurcation parameter simultaneously
where the small amplitude stable limit cycles exist. The predicted dynamics of the
MB-model is in a large part of the parameter space similar to that of the RM-model.
However, the fast-slow version of MB-model does not predict a canard explosion
phenomenon.
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Keywords:
Aggregation methods; Asymptotic series expansion; Canard; Geometrical Singular
Perturbation theory; Predator-prey models
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Mathematics Subject Classification: 34E17 - 37G15 - 92D25 - 92D40
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Introduction
There is already a long tradition in modelling predator–prey systems under various environmental conditions. In some realistic cases there are differences in the order of magnitudes
of the ingestion and growth rates of the two populations leading to so called fast-slow
dynamical systems. Various mathematical analyses techniques have been used to analyse these models. Here we focus on the application of perturbation techniques when the
processes of the two population occur at different time-scales.
The starting point is the Rosenzweig-MacArthur (RM) model [44] where the prey population grows logistically and the predator-prey interaction is described by the Holling type
II functional response. This predator-prey system is mathematically described by two
ordinary differential equations, (ode)s, for the prey and the predator population. This
model does not obey mass conservation law, however. Therefore we study also a version
where additionally the prey population consumes abiotic nutrients. The resulting model
is called the Mass Balance (MB) model where mass conservation is obeyed. This type of
model is common practice in modeling food chains in a chemostat reactor which have been
studied extensively: we refer to [45, 24]. These systems consist minimally of a nutrient, a
prey and a predator. Consequently, the description of the dynamics involves three odes.
The resulting three dimensional model is reduced to a two dimensional model for prey and
predator populations when realistic assumptions are made.
For both types of models it is well known that the long-term dynamics is either a stable
equilibrium (boundary: prey only, or interior: predator-prey) or a stable predator-prey
limit cycle. For the RM-model, in [19] it was proved that the coexistence equilibrium is
globally stable and in [4] that the periodic solution is unique thus a globally stable limit
cycle and in [31] a detailed bifurcation analysis is performed.
Nutrient enrichment leads to the risk of extinctions when fluctuating densities during
the limit cycle reach low values, called the “paradox of enrichment” [43]. Mathematically
the first transition occurs at a transcritical bifurcation and the second at a Hopf bifurcation.
This holds for both types of model the RM and MB-model.
When the growth and loss rate of the predator is much smaller than that of the prey, the
system becomes a so called slow–fast system. These rates for the predator are multiplied by
a perturbation parameter. These systems have been studied intensively in the literature,
the RM-model with fast-slow dynamics in [35, 42, 41, 5, 11]. Slow-fast systems can naturally
be identified, are often encountered in ecology. This is almost a rule when behavioral and
population dynamics are considered at the same time. But also interactions between
two populations like plankton and fish, plants and insects, herbs and trees are classical
examples of systems with two time scales (see [41]). Another example where there are
differences in the order of magnitudes of the ingestion and growth rates is a food chain of
sewage-bacterium-worms often found in wastewater treatment plants (see [40]). The worm
is the water nymph Nais elinguis, a oligochaete species. In a previous paper [25] we toke
advantage of these different time scales to apply aggregation methods in order to simplify
the models for the dynamics of the wastewater treatment plant system.
Using a perturbation technique often the slow variables are frozen with the calculation
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of the equilibria of the fast system but better approximations are obtained by asymptotic
expansions [18, 16]. When the perturbation parameter becomes small the resulting limit
cycle is called the relaxation oscillation, see [15], where the periodic orbits are phase plane
curves with both fast and slow parts of the trajectory.
When the time-scales differences are very large, that is with small positive perturbation
parameter, the presence of the Hopf bifurcation indicates the possible occurrence of so
called canards. In physics this has been studied extensively for the van der Pol equations
[47, 10, 6, 3, 8, 28, 29, 2]. More recently, in [37, 16] geometric singular perturbation
techniques [12] have been studied for application in biological practice, including these
slow-fast predator-prey systems. In this theory invariant manifolds play an important role
in the study of structural stability of dynamical systems or, when a degeneracy occurs,
in understanding the nature of bifurcations. A trajectory is an example of an invariant
manifold. Using this approach we will find that similar to the van der Pol equations case
also for the RM-model application of asymptotic expansions [3, 2] for the critical manifolds
leads to a divergent expansion. Nevertheless we will show that we are still able to compute
for which bifurcation parameter values a canard explosion occurs.
Bifurcation analysis results show that in the MB-model the singularity in the limiting
time-scale differences is completely different from that in the RM-model where the prey
grows logistically. Only local bifurcations occur and therefore continuation of equilibrium
and limit cycles gives a full picture of the long-term dynamics.
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The RM bitrophic food chain model
A standard two-level food chain model from the field of theoretical biology is the scaled
Rosenzweig-MacArthur system (1963). The RM-model reads in dimensionless form derived
in the Appendix A:
a1 x2
dx1
= x1 (1 − x1 −
),
dt
1 + b1 x1
c1 a1 x1
dx2
− d1 ) ,
= x2 (
dt
1 + b1 x1
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(1a)
(1b)
with xi (t) ∈ R+ , t ≥ 0, i = 1, 2, respectively the size of the prey and predator population.
The first part of (1a) models that the prey population grows logistically in absence of the
predator. The hyperbolic relationship a1 x1 /(1+b1x1 ) is called the Holling type II functional
response. This expression occurs in both equations and models the consumption of the
prey population by the predator population. Parameter a1 > 0 is the searching rate for
the prey and b1 > 0 the product of the handling time of the prey by the predator and
the searching rate. The ratio of the first term of (1b) and the last term on the right-hand
sides of (1a) is the efficiency c1 > 0. The last term of (1b) is death rate d1 > 0 of the
predator population but it can also model other biological processes of which the loss rate
is proportional to the population size similar to maintenance.
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For a description of the state variables and the biological meaning of the parameters of
the predator-prey model the reader is referred to Table 1.
Table 1: List of parameters and state variables and their reference values. We take the efficiency
c1 and death rate d1 both proportional to the positive perturbation parameter ε. For numerical
studies we take that parameter a1 co-varies with b1 via a1 = 5/3 b1 , hence handling time is 3/5
and the values for parameters c = d = 1 for the RM-model and D = e1 = 1 for the MB-model.
This is without loss of generality.
parameter
t
τ
x0
x1
x2
xr
a1
b1
c1 = εc
d1 = εd
e1
D1 = εD
ε
ref.values
[0, ∞)
[0, ∞)
[0, ∞)
[0, ∞)
[0, ∞)
(0, ∞)
a1 = 5/3 b1
3,4 or 8
c=1
d=1
1
D=1
[0, 1]
Interpretation
Fast time variable
Slow time variable
Nutrient density
Prey biomass density
Predator biomass density
Nutrient concentration in reservoir
Searching rate
Handling time × searching rate
Conversion efficiency
Death rate
Conversion efficiency
Dilution rate
Perturbation parameter
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The set of equations analysed extensively in the literature that form a model with
slow-fast dynamics reads
a1 x2
dx1
= f (x1 , x2 , ε) = x1 (1 − x1 −
),
dt
1 + b1 x1
a1 x1
dx2
− 1) ,
= εg(x1 , x2 , ε) = εx2 (
dt
1 + b1 x1
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(2a)
(2b)
with xi ∈ R, i = 1, 2. We introduced c1 = εc and d1 = εd and toke for both parameters
their reference value 1. The efficiency is again the ratio of the first term of (2b) and the
last term on the right-hand sides of (2a) and is now equal to ε.
The functions f : R3 → R and g : R3 → R are of class smooth enough. The time-scale
separation parameter ε is introduced in the model to implement trophic time diversification.
For ε ≪ 1 this is called a fast-slow system.
In the mathematical literature, factor ε is treated as a perturbation parameter, justified
and described by the ratio between the linear death rate of the predator and the linear
growth rate of the prey in [42, 16]. That is, only when the prey reproduce much faster than
the predators and the predator is, in comparison, not so efficient, when the ratio ε becomes
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a small parameter. For, the efficiency c1 = εc, where c is of order 1 (with a reference value
1) is proportional to the perturbation parameter ε.
The Holling type II hyperbolic relationship is derived by a time scale argument using
a time budget modelling spend on searching for and handling of prey individuals by a
predator individual. The ratio of these two terms is called the assimilation efficiency in
ecology literature and the yield in the microbiology literature. When the units of both
state variables equal then consequently ε < 1 means that there is a smaller than 100%
biomass conversion, as is always the case in nature. We assume that the formed products
during this conversion process, have no effects on other processes underlying model (2). In
general, however, a very small conversion efficiency is not supported in the literature.
Observe that also the predator loss rate is multiplied by the same factor ε in order to
facilitate coexistence. In other words when predators efficiency is low they also have to
have a low loss rate in order to survive. Therefore the parameter ε affects two processes,
mass conversion from prey biomass into predator biomass and the predator loss rate.
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2.1
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Existence and stability analysis of equilibria and limit cycles
In model (2) there are only three free parameters, namely a1 , b1 and ε which scales the
efficiency and predator loss rate. The following stability analysis is classical for ε > 0 and
therefore we recall some results regarding the dynamics of (2) and report some interesting
results when ε → 0 and ε = 0
The one-parameter bifurcation diagram with varying b1 where ε = 1 and a1 co-varies
with b1 via a1 = 5/3 b1 , is shown in Fig. 1 for parameter b1 as free parameter. The three
relevant equilibria zero- E0 , boundary- E1 and interior equilibrium E2 and the limit cycle
L2 are summarized in Table 2 and the bifurcation curves the transcritical bifurcation T C
and Hopf bifurcation H in Table 3. In [19] it was proved that the coexistence equilibrium
E2 is globally stable and in [4] that the periodic solution is unique thus a globally unique
stable limit cycle L2 . The numerical bifurcation results show that the limit cycle for
parameter values above the supercritical Hopf bifurcation is stable and that the minimum
values become very small for large b1 . This phenomenon is related to the “paradox of
enrichment” [43], because extinction due to stochastic fluctuations is likely.
For the stability analysis of equilibria we need the Jacobian matrix evaluated at point
(x1 , x2 ) ([27]), which reads
J=
159
a1 x2 b1
a1 x1
a1 x2
+ x1 ( (1+b
− 1+b
1 − x1 − 1+b
2 − 1)
1 x1
1 x1 )
1 x1
a1 x1 b1
a1 x1
εx2 ( 1+ba11 x1 − (1+b
)
ε(
− 1)
2
1+b1 x1
1 x1 )
.
(3)
In E0 the Jacobian matrix is
1 0
.
J0 =
0 −ε
6
(4)
TC
H
x2
1.0
0.5
0.0
x1
1.0
0.5
0.0
0
2
4
6
8
10
b1
Figure 1: One-parameter bifurcation diagram for b1 and a1 = 5/3 b1 of the RM-system (1) with
ε = 1. The equilibria E1 (below T C) and E2 (between T C and H) as well as the maximum and
minimum values for the limit cycle L2 (above H) are shown. Note that the critical values where
the bifurcations T C and H occur in this diagram are independent of ε since the expression for
the real parts of the eigenvalues of the Jacobian matrix do not depend on ε.
Table 2: Equilibria of RM-model (2) and MB-model (54).
Equilibria
RM-model
E0 = (0, 0)
E1 = (1, 0)
1
, a1 −b1 −12 )
E2 = (x∗1 , x∗2 ) = ( a1 −b
1 (a1 −b1 )
MB-model
E0 = (0, 0)
E1 = (1, 0)
a1 −b1 −1
1
E2 = (x∗1 , x∗2 ) = ( a1 −b
,
)
2
1 ε(a1 −b1 ) +a1 −b1
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System composition
Extinction
Prey-only
Prey-predator
Extinction
Prey-only
Prey-predator
Table 3: Bifurcation curves for RM-model (2) and MB-model (54). Note that for RMmodel the expression are independent of ε. The arrow indicates the transition of the
steady states that occurs when the parameter crosses the bifurcation point.
Bifs.
RM-model
TC
H
MB-model
TC
H
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a1 (b1 , ε)
b1 (a1 = 5/3 b1 )
Interpretation
a1 = b1 + 1
+1)
a1 = b1b(b11−1
1.5
4
E1 → E2
E2 → L2
a1 = b1 + 1 √
2εb2 +1+ 4b21 ε(ε+1)+1
a1 = 1 2ε(b1 −1)
1.5
b1 =
√
4ε+ 16ε2 +15ε
(2ε)
E1 → E2
E2 → L2
The eigenvalues are the diagonal elements and the E0 is always unstable. At the boundary
equilibrium E1 the Jacobian matrix reads
−b1 −1
−1 − a11+b
1
.
J1 =
1 −1
)
0 ε( a1 −b
a1
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(5)
The eigenvalues are again the diagonal elements and E1 is stable when a1 − b1 − 1 < 0 and
unstable when a1 − b1 − 1 < 0. The equality gives the transcritical bifurcation T C where
b1 = a1 − 1 or for the reference value a1 = 5/3 b1 we have b1 = 3/2.
At the equilibrium E2 the Jacobian matrix reduces to
J2 =
a1 (b1 −1)−b1 (1+b1 )
a1 ((a1 −b1 )
1 −1
ε( a1 −b
)
a1
−1
0
.
(6)
The complex pair of eigenvalues λ1,2 of the Jacobian matrix evaluated at the equilibrium
E2 read
λ1,2 (b1 , ε) = µ(b1 ) ± iω(b1 , ε) .
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(7)
We calculated the following real µ ∈ R and imaginary ω ∈ R parts as functions of parameter
ε and b1 where a1 = 5/3 b1
−144 + 72b1 − 9b21 − 60b1 ε + 40εb21
,
25b21
3(b1 − 4) 1 − sgn ∆(b1 , ε)
±
|∆(b1 , ε)| ,
µ(b1 , ε) =
10b1
2
1 + sgn ∆(b1 , ε)
|∆(b1 , ε)| .
ω(b1 , ε) = ±
2
∆(b1 , ε) = (Tr J2 )2 − 4 det J2 =
8
(8)
(9)
(10)
TC
H
1
equilibrium
ε
0.75
limit cycle
∆ < 0 spiral, focus
0.5
0.25
∆ > 0 node
0
0
1
2
∆ > 0 node
3
4
5
b1
6
7
8
9
10
Figure 2: Focus bifurcation where ∆ = 0 curve for ε vs b1 .
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In Fig. 2 the curve where ∆(b1 , ε) = 0 is plotted in the (b1 , ε) parameter space. This
curve separates regions where the equilibrium is a node ∆ > 0 (two real eigenvalues) or
a spiral or focus ∆ < 0 (two conjugated complex eigenvalues). At ∆ = 0 there are two
equal real eigenvalues. From this figure we conclude that for ε = 1 and b1 = 3 or b1 = 8
the equilibria are foci while for ε = 0.01 the equilibria are nodes, stable and unstable,
respectively.
The positions of the bifurcations T C and H are independent of the parameter ε. This
is not true for the so called first Lyapunov coefficient ℓ1 which determines whether the
Hopf bifurcation is supercritical or subcritical, that is whether the emerging limit cycles
are stable or unstable, respectively.
At the Hopf bifurcation with b1 = 4 we have for ε > 0 a zero real part µ(4) = 0
and the√positive imaginary
part equal to the determinant of the Jacobian matrix J2 :
√
ω(4) = det J2 = 1/2 ε, for the two conjugated complex eigenvalues. The square root of
the ratio µ(b1 )/ω(b1 ) measures the amplitude of the limit cycle that emerge for the Hopf
bifurcation for b1 > 4. Evaluation of this ratio just above b1 = 4 gives that the oscillatory
dynamics for values is as with the Hopf bifurcation till the canard explosion occurs.
The derivative dµ/db1 (b1 )|b1 =4 = 3/40 > 0 at the Hopf bifurcation equilibrium is positive and therefore the transversility condition for applying the normal form theorem [31,
Theorem (3.3)] is satisfied. Using a similar procedure in Maple, [32] described in [31], the
first Lyapunov coefficient ℓ1 is evaluated as
ℓ1 = −
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16 14ε + 1
.
75 ε3/2
(11)
Since ℓ1 is negative for ε > 0, the Hopf bifurcation is supercritical. Note that for lim ε →
0 we have ℓ1 → −∞. That is, the first Lyapunov coefficient ℓ1 becomes unbounded.
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Furthermore, in the limiting case√
ε = 0 at the Hopf bifurcation where b1 = 4 with µ(4) = 0
we get together with ω(4) = 1/2 ε = 0 that this point becomes a degenerated bifurcation
where both eigenvalues are zero as in a Bogdanov-Takens bifurcation point. Exploration
of these facts can be done with a blow-up technique [8, 9] which is beyond the scope of
this paper.
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Phase-space analysis
In this section we discuss results in the phase-space of simulation in time. These results
where in all simulations the same initial conditions are used, are shown in Fig. 3 and Fig. 4:
• Left panels of Fig. 3: for b1 = 3, in the region between the transcritical T C and Hopf
H bifurcation in Fig. 1 where equilibrium E2 is stable,
• Fig. 4: for b1 = 4 at the Hopf bifurcation,
• Right panels of Fig. 3: for b1 = 8 above the Hopf bifurcation in Fig. 1 where equilibrium E2 is unstable.
In the top panels of Fig. 3 and Fig. 4 the f-nullcline where f (x1 , x2 , ε) = 0: x2 =
(1 − x1 )(1 + b1 x1 )/a1 and the g-nullcline where g(x1 , x2 , ε) = 0: x1 = 1/(a1 − b1 ), are
shown. Both are independent of ε. The graph of the f-nullcline is part of a parabola where
it intersects the horizontal axis x2 = 0 at x1 = 1 and of the g-nullcline is just a vertical
line through the equilibrium point E2 .
2.2.1
Stable interior equilibrium
With b1 = 3, see Fig. 3a with ε = 1 and Fig. 3c with ε = 0.01, the equilibrium E2 is stable
and there is convergence to the stable point.
For low ε = 0.01 value shown in Fig. 3c, initially after starting above the nullcline the
solution goes rapidly to the vertical axis. There is almost no prey population and hence
the predator population diminishes approximately exponential with rate d1 = 1:
dx2
= −x2 ,
(12)
dτ
where differentiation is with respect to the slow time variable τ = εt. The solution crosses
the critical point x2 = 1/a1 the intersection with the nullcline and leaves the vertical
axis moving fast toward the stable part of the nullcline. Because this happens below
the critical point (intersection of parabola and vertical axis) this phenomenon is called
a delayed bifurcation which is explained in [42]. Eventually the system converges to the
stable equilibrium E2 given in Table 2.
2.2.2
Hopf interior equilibrium
The equilibrium E2 , see Table 2, at the Hopf bifurcation H coincides with the top of the
f-nullcline parabola
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1
1
0.8
0.8
✷
✷
x2
0.6
x2
0.6
0.4
0.4
◦
0.2
0.2
0
a
◦
0
0
0.2
0.4
1
x1
0.6
0.8
1
b
0.8
0
0.2
0.4
1
x1
0.6
1
0.8
1
0.8
✷
✷
x2
0.6
x2
0.6
0.4
0.4
◦
0.2
0.2
0
c
0.8
◦
0
0
0.2
0.4
x1
0.6
0.8
1
d
0
0.2
0.4
x1
0.6
Figure 3: Phase-space analysis for system (2) describing the RM-model with b1 = 3 (left panels)
and b1 = 8 (right panels) while a1 = 5/3 b1 . Top panels (a,b): ε = 1 and bottom panels (c,d):
ε = 0.01. (a): Spiral stable equilibrium E2 , (b): stable limit cycle L2 , (c): node stable equilibrium
E2 and (d): stable limit cycle L2 .
11
1
0.8
✷
x2
0.6
0.4
◦
0.2
0
a
0
0.2
0.4
x1
1
0.6
0.8
1
1
0.8
0.8
✷
✷
x2
0.6
x2
0.6
0.4
0.4
◦
0.2
0
b
◦
0.2
0
0
0.2
0.4
x1
0.6
0.8
1
c
0
0.2
0.4
x1
0.6
0.8
1
Figure 4: Phase-space analysis for system (2) describing the RM-model, b1 = 4 and a1 = 5/3 b1 ,
that is at the Hopf bifurcation point for three different values of ε: ε = 1 (a), ε = 0.1 (b) and
ε = 0.01 (c).
(x1 , x2 )T =
223
b1 − 1 (b1 + 1)2
.
,
2b1
4a1 b1
(13)
At the Hopf point we have the equilibrium E2
(x∗1 , x∗2 )H = (x1 , x2 )T =
3 15
.
,
8 64
(14)
226
The simulation results for system (2) are shown in Fig. 4. These results show that the solution finally converges very slowly to this, sometimes called a weakly attracting, equilibrium
(14) at the top of the f-nullcline denoted by (13).
227
2.2.3
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225
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231
Unstable interior equilibrium
With b1 = 8, see Fig. 3b,d equilibrium E2 is unstable and there is no convergence to E2
but to a stable limit cycle L2 .
For positive ε = 0.01 in Fig. 3d initially the dynamics is similar to that for the stable
case shown in Fig. 3c. The dynamics on the unique stable limit cycle L2 consists of four
12
0.3
g(x1 , x2 , 0)
T
⋄
x2
M00
f (x1 , x2 , 0)
M10
◦
TC
0
0
0.2
0.4
0.6
0.8
1
x1
Figure 5: Fast (double arrow) and slow (single arrow arrow) dynamics for system (2) describing
the RM-model with b1 = 8 where for lim ε → 0 the concatenated trajectories are the degenerated
phase curves. The f-nullcline (parabola) and g-nullcline (vertical line through equilibrium) are
shown. Point T is top of parabola given in (13) and T C is intersection point of f-nullcline and
vertical axis.
234
concatenated episodes. Two parts of the trajectory where the predator population changes
slowly and two parts of the trajectory where the predator population is almost constant
and the prey population changes fast (the almost horizontal parts of the solution orbit).
235
2.2.4
232
233
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
Degenerate phase curves
With b1 > 4 the limits of the limit cycles L2 , the periodic relaxation oscillations, for
lim ε → 0 are called degenerated phase curves shown in Fig. 5, see [14] It consists of
four concatenated episodes (families of periodic sets). On two parts of the trajectory the
dynamics is slow (single arrow): one along the vertical axis where the predator population
decreases slowly and the other are along parts of the parabolic f-nullcline where the prey
population decreases while the predator population predator population increases slowly.
On the other two parts of the trajectory the prey changes fast (double arrows) and the
predator is constant: one from point T toward the vertical axis and one from this vertical
axis to the point on the parabolic f-nullcline. This type of dynamics is discussed intensively
in the ecological literature, we mention [42, 11] and references therein. These two episodes
are connected by two fast episodes along the horizontal lines where the prey population
size increases or decreases fast while the predator population is constant.
Starting slowly on the vertical axis above the f-nullcline, during the first episode, the
solution orbit crosses the critical point T C and leaves this axis fast horizontally toward
the parabola. Then it continues, during the second episode, slowly and during the third
episode again along the parabola passing the top of the parabola point T given in (13).
13
252
253
254
255
256
257
258
259
260
261
262
Note that since b1 > 4 the equilibrium E2 indicated by the open circle in Fig. 5 on the
f-nullcline, does not coincide with this non-hyperbolic point T . After crossing this point
the solution orbit, during the forth episode, moves vastly horizontally toward the vertical
axis again above the f-nullcline, and so on.
Note that the dynamics of the degenerate phase curves shown in Fig. 5 are indeed close
to this for the RM-model in Fig. 3d where b1 = 8 in both cases. However for the Hopf
bifurcation b1 = 4 case the resulting dynamics for small ε ≪ 1 does not look like that of
Fig. 5 and more importantly also not for b1 slightly above the Hopf bifurcation. Therefore
we focus in the next sections on the dynamics for parameter values where the unstable
equilibrium E2 is just above the Hopf bifurcation value.
3
Singular perturbation problem
266
In this section the singular perturbation technique is used to analyse the singular perturbation problem where ε = 0 in the RM-model (2). We will also analyse the quasi-steady
state solution or the relaxation oscillation in detail. The reader is referred to [18, 21, 22]
for introductions into perturbation analysis.
267
3.1
263
264
265
268
269
270
271
Heuristic introduction
We start with a short overview of singular perturbation techniques. Singular perturbation
theory deals with systems of the original form (2) where ε > 0. When ε ≪ 1 the system
is a fast-slow system.
With ε = 0 we have the fast system also called called the layer system:
a1 x2 (0)
dx1
= f (x1 , x2 (0), 0) = x1 (1 − x1 −
),
dt
1 + b1 x1
dx2
=0.
dt
272
273
274
(15b)
The predator populations remains constant hence the trajectories are the horizontal lines
in Fig. 5.
With a change of time-scale, where τ = εt, we call the resulting system the slow system:
dx1
= f (x1 , x2 , ε) ,
dτ
dx2
= εg(x1 , x2 , ε) .
ε
dτ
ε
275
(15a)
After substitution of ε = 0 we get
14
(16a)
(16b)
0 = f (x1 , x2 , 0) ,
(17a)
dx2
a1 x1
= g(x1 , x2 , 0) = x2 (
− 1) .
dτ
1 + b1 x1
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
(17b)
This differential algebraic equation (dae) is called the reduced system. The trajectory is
either part of the vertical axis where x2 = 0 or part on the parabola, the other f-nullcline
of the original system (2) in Fig. 5. However, in the fast-slow context these are the sets of
equilibria of the fast layer-system (15) and then they are called critical manifolds where
x1 is acting as a parameter.
These heuristic results suggest the following approach for dealing with the two different
time scales. The first step consists in setting ε = 0 which gives the set of fast equilibria
of the fast system (15) yielding the algebraic equation (17a). This is the critical manifold
which is the set of equilibria either at the vertical axis or the parabola where f (x1 , x2 , 0) =
0.
From the results presented below in this section the parabolic critical manifold has two
branches, one stable on the right-hand side (solid curve) and one unstable on the left-hand
side (dashed curve) of point T in Fig. 5.
With good hypothesis (see below for the details), on the part of the parabola, f (x1 , x2 , 0) =
0 is equivalent to x1 = p(x2 ) and we can substitute x1 by p(x2 ) in equation (17b). The
result is the slow or reduced system
dx2
(18)
= g(p(x2 ), x2 ) .
dτ
The differentiation is with respect to τ and the smooth functions f and g are defined in
(2). Then the slow system becomes
0 = f (p(x2 ), x2 , 0) ,
292
293
(a1 − b1 )p(x2 ) − 1
dx2
,
= x2
dτ
b1 p(x2 ) + 1
294
295
296
x1 = p(x2 ) =
An alternative method is to use instead of x1 = p(x2 ) of which the dynamics is described
by the solution of (19), the inverse function x2 = q(x1 ) also derived from (17a). This gives
the relationship
x2 = q(x1 ) =
297
1
b1 − 1 ± (b1 + 1)2 − 4a1 b1 x2 .
2b1
(19)
1
(1 − x1 )(1 + b1 x1 ) ,
a1
and using (17b) the differential equation
dq dx1
dx2
= g(x1 , q(x1 )) =
,
dτ
dx1 dτ
15
(20)
298
and we get formally
q(x1 )(a1 x1 − (1 + b1 x1 ))
dx1
,
=
dτ
(1 + b1 x1 ) dq/dx1
dq
1
=
b1 (1 − 2x1 ) − 1 .
dx1
a1
(21)
303
Note that this expression is zero at point T given in (13). Hence the denominator of model
(21) at that point T is zero. When the numerator is unequal zero, this means that the rate
of change becomes unbounded at T which is a singular point of model (21). Only when in
the special case b1 is the Hopf bifurcation parameter value, point T is a limit point where
the numerator is also zero. This is studied in the Appendix B.
304
3.2
299
300
301
302
305
306
307
308
309
Geometric singular perturbation techniques
We discuss the singular perturbation problem outlined in the previous section for the case
where ε is not zero but small and positive: 0 < ε ≪ 1. Here we follow the geometric
singular perturbation techniques.
Let us consider system (2) again. For ε = 0 the f-nullclines, the set {(x1 , x2 )|f (x1 , x2 , 0) =
0, x1 ≥ 0, x2 ≥ 0} consist of two types of critical manifolds,see Fig. 5
M00 = (x1 , x2 )|x1 = 0, x2 ≥ 0
1
M01 = (x1 , x2 )|x2 = (1 − x1 )(1 + b1 x1 ), x1 , x2 ≥ 0 .
a1
310
311
312
313
314
316
317
318
319
(22b)
They form a set of equilibria of the fast system system (15). In the previous section we
studied the dynamics for ε = 0 and now we will consider 0 < ε ≪ 1.
To that end, let us remind the statement of Fenichel’s theorem. We consider differential
system of the form:
dX
= F (X, Y, ε) ,
dt
dY
= εG(X, Y, ε) ,
dt
dε
=0,
dt
315
(22a)
(23a)
(23b)
(23c)
where F and G are sufficiently smooth. We assume that the set F (X, Y, 0) = 0 can locally
be written as X = H(Y ), which defines a critical manifold. If, for all Y in a given compact
DF
set D, all the eigenvalues of DX
(H(Y ), Y, 0) have a non-vanishing real part, then the critical
manifold is said normally hyperbolic. In this case, there exists ε0 and a map p defined on
D × [0, ε0 [ such that:
i) H(Y ) = p(Y, 0);
16
320
321
322
323
324
325
326
327
328
329
330
331
ii) the graph of p is invariant under the flow associated to the original differential system
(23);
iii) the graph of p is tangent to the central space associated to the lineralisation of the
system at (H(Y ), Y, 0).
As a consequence, both critical manifolds M00 and M10 are normally hyperbolic and
there exists ε0 such that for 0 < ε < ε0 , there are locally invariant manifolds M0ε and
M1ε except in the neighborhood of point T (x1 , x2 ) = (x1 , x2 ) and in the neighborhood
of the intersection between M00 and M10 on the vertical axis. Indeed, at those points,
the derivative of the fast part vanishes, which contradicts the assumptions of the theorem
statement.
Using its invariance, the perturbed manifold M1ε can be approximated by asymptotic
expansions in ε. It can be described as a graph
{(x1 , x2 )|x2 = q(x1 , ε), x1 ≥ 0, x2 ≥ 0} .
332
This manifold is invariant when the following equality holds
dx2 dx1
dq(x1 , ε) dx1
dx2
=
=
,
dt
dx1 dt
dx1
dt
333
(26)
Then (23) gives with x2 = q(x1 , ε) the invariance condition
x1 (a1 − b1 ) − 1
∂q(x1 , ε)
a1 q(x1 , ε)
x1 1 − x1 −
= εq(x1 , ε)
,
∂x1
1 + b1 x1
1 + b1 x1
335
(25)
yields with equation (23) and x2 = q(x1 , ε):
x1 (a1 − b1 ) − 1
∂q(x1 , ε) dx1
= εq(x1 , ε)
.
∂x1
dt
1 + b1 x1
334
(24)
(27)
or using 1 + b1 x1 > 0
∂q(x1 , ε)
x1 (1 − x1 )(1 + b1 x1 ) − a1 q(x1 , ε) = εq(x1 , ε) x1 (a1 − b1 ) − 1 .
∂x1
336
3.2.1
337
The following asymptotic expansion in ε is introduced:
(28)
Asymptotic expansion
q(x1 , ε) = q0 (x1 ) + εq1 (x1 ) + ε2 q2 (x1 ) + . . . ,
17
(29)
338
hence
dq2
∂q
dq0
dq1
=
+ε
+ ε2
+ ... .
∂x1
dx1
dx1
dx1
(30)
Substitution into (28) gives
339
dq2
dq1
dq0
+ε
+ ε2
+ . . .)x1 (1 − x1 )(1 + b1 x1 ) − a1 (q0 (x1 ) + εq1 (x1 ) + ε2 q2 (x1 ) + . . .)
dx1
dx1
dx1
(31)
= ε(q0 (x1 ) + εq1 (x1 ) + . . .) x1 (a1 − b1 ) − 1 .
(
340
Gathering orders of ε results for O(1) and assuming x1 > 0 in:
q0 (x1 ) =
341
342
343
(1 − x1 )(1 + b1 x1 )
,
a1
344
346
gives
∂q(x1 , ε)
x1 a1 (q0 − q(x1 , ε)) = εq(x1 , ε) x1 (a1 − b1 ) − 1 ,
∂x1
348
349
350
351
(x1 (a1 − b1 ) − 1)
.
dq0
−a1 x1 dx
1
(33)
(34)
At b1 = 4 the numerator and denominator are both zero. we have x1 = (b1 − 1)/(2b1 ) and
dq0 /dx1 = 0 but also since it is a equilibrium x1 (a1 − b1 ) − 1 = 0.
For O(ε2 ) in (33) gives
q2 (x1 ) =q1 (x1 )
347
(32)
At b1 = 4 we have x1 = (b1 − 1)/(2b1 ) and hence dq0 /dx1 = 0.
For O(ε) and using an updated form of (28)
q1 (x1 ) = q0 (x1 )
345
dq0
b1 − 1 − 2x1 b1
=
.
dx1
a1
dq1
xa
dx1 1 1
+ x1 (a1 − b1 ) − 1
dq0
−a1 x1 dx
1
.
(35)
At point T we have x1 = x1 = (b1 − 1)/(2b1 ) where dq0 /dx1 = 0. Consequently, at
that point the denominator in the expression for qi (x1 ), i > 0 is zero. Therefore the
coefficients qi (x1 ), i > 0 are unbounded when the numerator is not equal zero. Only when
the parameter b1 = 4 is at the Hopf bifurcation the numerator is zero and the coefficients
qi (x1 ) remain finite.
18
352
353
354
355
356
357
358
359
3.2.2
Asymptotic expansion in phase space
The expression for q0 describes the critical manifold M10 . This expression is the inverse
(when it exists) of p(x2 ) in (19). The voluminous expressions for the higher order qi , i > 1
coefficients obtained by equating the O(εi ) terms on the left- and right-hand side of the
invariance condition (28), are not given here but are available using Maple, [32]. This
yields the approximation of the perturbed slow manifold M1ε
For ε = 0 the limit (16b) prescribes the singular slow flow on M10 with x2 = q0 (x1 )
given by (32)
dx1
a1 q0 (x1 )
= x1 (1 − x1 −
).
dt
1 + b1 x1
360
361
362
For sufficiently small non-zero ε ≪ 1 the flow on the perturbed slow manifold M1ε can be
approximated by inserting x2 = q(x1 , ε) with q(x1 , ε) given by (29). In order to simulate
the model we solve
dx1
a1 q(x1 , ε)
,
= x1 1 − x1 −
dt
1 + b1 x1
363
364
365
(36)
(37)
with properly chosen the initial values.
The results are shown in Fig. 6 for b1 = 3, where the equilibrium E2 is stable. They
show that in this case the solution of the original model on M1ε is already well approximated
by the second order approximation when ε = 0.1.
0.3
◦
0.25
x2
0.2
0.15
✷
0.1
0.05
0
0
0.2
0.4
x1
0.6
0.8
1
Figure 6: Results for the original system (2) (solid) describing the RM-model (29) with b1 = 3
where a1 = 5/3 b1 and initial conditions x1 = 0.86038 and x2 (0) = 0.102646.
366
367
368
369
In Fig. 7a and Fig. 7b the graph of the function q(x1 , ε) is shown for b1 = 3 and b1 = 8,
respectively. These results show that the asymptotic expansion for ε > 0 is only locally a
good approximation for M1ε but fails at the top of the parabola point T .
19
0.3
0.3
◦
0.25
0.25
0.2
x2
x2
0.2
0.15
0.1
0.1
0.05
0.05
0
a
◦
0.15
0
0
0.2
0.4
x1
0.6
0.8
1
0
b
0.2
0.4
x1
0.6
0.8
1
0.3
0.25
◦
x2
0.2
0.15
0.1
0.05
0
c
0
0.2
0.4
x1
0.6
0.8
1
Figure 7: Second-order approximation of M1ε results with (a): b1 = 3 (b): b1 = 8 and (c): b1 = 4
where a1 = 5/3 b1 for the RM-model (29). Solid: with ε = 0.01. Dotted with ε = 0.1.
370
371
372
373
374
At the Hopf bifurcation In Fig. 7c the graph of the function q(x1 , ε) is shown for
b1 = 4. While the solution converges to the neutral stable equilibrium E2 where the
rate of convergence becomes slower when approaching the non-hyperbolic point (see also
Fig. 4b,c) the asymptotic expansion approximation explodes and there is discontinuity at
x1 = x∗1 = x1 :
lim q(x1 , ε) = ∞ and
x1 ↓x1
lim q(x1 , ε) = −∞ .
x1 ↑x1
(38)
376
In the next section we extend the asymptotic expansion in ε by varying parameter b1
in addition to ε in order to repair this unwanted property.
377
3.3
375
378
379
380
381
382
Canard explosion
In this section we analyse the Canard dynamics that occurs for b1 values just above the
Hopf bifurcation at b1 = 4 similar to the analysis performed in [2]. Other papers on canards
are [10, 6, 8, 11, 2]. We will expand the asymptotic expansion discussed in the previous
section where the equilibrium point is unstable and the system itself shows oscillatory
behaviour, a stable limit cycle.
20
383
384
385
386
387
We start with an exploration of this oscillatory behaviour for b1 values just above the
Hopf bifurcation by simulation of the full model in time for small ε values. In order to
study the dynamics for small ε in more detail we re-analyse the continuation as in Fig. 1
where ε = 1 in the region close to the Hopf bifurcation at b1 = 4. The results are shown
for ε = 0.01 in Fig. 8.
H
x2
1.0
0.5
0.0
1.0
x1
0.5
0.0
3.99
4
4.01
4.02
b1
4.03
4.04
4.05
Figure 8: One-parameter bifurcation diagram for b1 and a1 = 5/3 b1 of the RM-system (1) with
ε = 0.01.
388
389
390
391
392
393
394
395
Unexpectedly the amplitude of the limit cycle increases sharply when b1 passes a value
just above b1 = 4.04. In Fig. 9 parameter ε is varied continuously for a number values of
b1 just above the Hopf bifurcation point. Using (8) these results support the analytical
expression for the amplitude of the
unique stable limit cycles emerging from the Hopf
bifurcation for small ε values being: µ(b1 )/ω(b1 ).
The continuation of the curves calculated with AUTO [7] failed for small ε. This is due
to the part of the cycle close to the vertical axis where x1 is small, see Fig. 3bd. In order
to avoid this dynamics we study now an augmented system
dx1
a1 x2
= δ + f (x1 , x2 , ε) = δ + x1 (1 − x1 −
),
dt
1 + b1 x1
a1 x1
dx2
= εg(x1 , x2 , ε) = εx2 (
− 1) ,
dt
1 + b1 x1
396
397
398
399
400
(39a)
(39b)
where δ is a small allochthonous input rate of the prey population. Addition of this extra
term removes the transcritical bifurcation at x2 = 1/a1 because it is structurally unstable
with respect to such a perturbation. Fig. 10 is a similar diagram as Fig. 9 where δ = 0.0001
instead of δ = 0. Note that the Hopf bifurcation occurs at values slightly different form
b1 = 4, namely at b1 = 4.000711364 and this is taken into account in what follows. The
21
x2
0.25
0.125
0.0
b1 = 4.01 4.02
x1
1.0
4.03
4.04
4.05
0.5
0.0
0
Figure
0.002 0.004 0.006 0.008 0.01 0.012 0.014
ε
9:
One-parameter bifurcation diagram for ε with various b1
=
4.01, 4.02, 4.03, 4.04, 4.0401, 4.0407, 4.05 values where a1 = 5/3 b1 of the RM-system (1).
For b1 > 4 the minimum and minimum populations values during the stable limit cycle ate show.
Also the two dashed curves are shown for b1 = 4.0409 and 4.04061. Between these two values
the explosion occurs at ε = 0.01 see also Fig. 8. The curves terminates for low ε values. This is
due to numerical problems of the parameter continuation for these low values. Theory predicts
that these curves of maximums and minimums are continuing almost horizontally.
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
results in Fig. 10 imply that continuation is possible toward very low ε values. The results
show that the canard is a robust and smooth phenomenon that occurs for stable limit
cycles. When ε ↓ 0 the canard explosion point converges to the point T .
In Fig. 11 the shape of the limit cycles is show for two values of b1 just below and above
the sudden changes: b1 = 4.04019 and b1 = 4.04061 where ε = 0.01. These results show
how the unique stable limit cycle changes shape very abruptly at b1 ≈ 4.0403 where b1 is
varied keeping ε fixed: the canard explosion. In Fig. 12 the shape of the limit cycles is show
for four values: ε = 0.008, 0.009, big stable limit cycles and ε = 0.01, 0.011, small stable
limit cycles with fixed b1 = 4.0403, the value calculated with the extended asymptotic
expansion technique. These results show the dynamics with ε values above the canard
explosion at approximately ε = 0.01, are limit cycles with small amplitudes consisting of
two concatenated slow (close to the critical manifold and just above the parabola) and fast
(almost horizontal part of the trajectory below the parabola). Below the canard explosion
the limit cycles with large amplitudes consist of four episodes, two slow (close to the
critical manifold, one just above the parabola and one close to the vertical axis) and two
fast (almost horizontal, one leaving close from point T and one leaving the vertical axis
and landing close to the parabola).
Carefully examination indicates that there is one point where the trajectories for the
four ε values intersect. Starting at that point and changing ε gives the unique stable limit
22
x2
0.25
0.125
0.0
4.005 4.01
x1
1.0
4.02
4.03
4.04
0.5
0.0
0
Figure
0.002 0.004 0.006 0.008 0.01 0.012 0.014
ε
10:
One-parameter bifurcation diagram for ε with various b1
=
4.00125, 4.0025, 4.005, 4.01, 4.02, 4.03, 4.04 values where a1 = 5/3 b1 of system (39) with
prey input rate δ = 0.0001. The parameter continuation is here successful to very small values
of ε.
421
cycles calculated and this shows that these curves change smoothly, only the sensitivity of
the shape of the cycles is very large at the explosion point.
422
3.3.1
420
423
424
425
426
427
428
429
430
431
432
Asymptotic expansion and canard explosion
Following [13] we repeat the extended asymptotic expansion in ε technique introduced in
(29) now near the Hopf bifurcation point. To that end the expansion is not only taken
for the function x2 = q(x1 , ε) evaluated at q0 (x1 ) (see (32)) but also in the bifurcation
parameter b1 = b1 (ε) and consequently a1 (ε) = 5/3 b1 (ε) evaluated at the Hopf bifurcation
point b10 = 4 with a01 = 20/3. This comes with more freedom which leads to an extra
criterion: the singularity of the approximation at point T is removed. This function is now
denoted as r(x1 , ε) and the expansion is evaluated at r(x1 = x1 , ε = 0). When b1 = b10 we
have r(x1 , ε) = q(x1 , ε).
Similar to the invariance condition of the perturbed slow manifold M1ε we derive now
the adapted equation that replaces (28) where we substitute a1 (ε) = 5/3 b1 (ε):
∂r
x1 (1 − x1 )(1 + b1 (ε)x1 ) − 5/3 b1 (ε)r(x1 , ε) = εr(x1 , ε) 2/3 x1 b1 (ε) − 1 .
∂x1
433
(40)
The following extended asymptotic expansion in ε for r(x1 , ε) is introduced as follows:
x2 = r(x1 , ε) = r0 (x1 ) + εr1 (x1 ) + ε2 r2 (x1 ) + . . . ,
23
(41)
0.3
0.25
x2
0.2
0.15
0.1
0.05
0
0
0.2
0.4
0.6
0.8
1
x1
Figure 11: Phase-space diagram with ε = 0.01. Solid lines: stable limit cycle for two values of
b1 = 4.04019 (small cycle) and b1 = 4.04061 (big cycle) while a1 = 5/3 b1 of the RM-system (1).
Dashed line: extended asymptotic expansion r(x1 , ε) of M1ε (41) where b1 = 4.0403.
0.3
0.237
0.25
◦
◦
0.2
x1
x1
ε = 0.01
0.15
ε = 0.008
0.227
ε = 0.009
0.1
0.05
ε = 0.011
0
0.217
0
0.2
0.4
0.6
0.8
1
0
0.2
0.4
x2
x2
Figure 12: Phase-space diagram with ε = 0.008, 0.009, 0.01, 0.011. Solid lines: stable limit cycle
for two values ε = 0.008, 0.009 (big cycle) and two values ε = 0.01, 0.011 (small cycle) of the RMsystem (1). Dashed line: extended asymptotic expansion r(x1 , ε) of M1ε (41) where b1 = 4.0403.
24
0.6
434
435
436
437
438
and
dr2
∂r
dr0
dr1
=
+ε
+ ε2
+ ... ,
∂x1
dx1
dx1
dx1
(42)
b1 (ε) = b10 + εb11 + ε2 b12 + ε3 b13 + ε4 b14 . . . ,
(43)
whereby b1 (ε) is given by
where rj and b1j , j = 1 · · · are independent of ε and are described by the invariance
condition (40) by equality order by order of powers of ε of this condition. Equating O(1)
terms yields:
r0 =
439
440
441
443
444
445
446
447
448
449
450
451
(44)
With b10 = 4 this gives the zero order approximation of M1ε equal to M10 . Using (44)
and substitution of (41), (42) and (43) in (40) and equating the resulting first order O(ε)
terms, yields:
r1 (x1 ) =
442
(1 − x1 )(1 + b10 x1 )
.
5/3 b10
3(1 − x1 )(1 − b10 + 2x1 b10 )b11 x1 b10 − x1 b210 − 3b10 + 2x21 b310 )
.
5b210 (1 + 2x1 b10 − b10 )x1
(45)
It appears that the terms with b11 , namely 3x1 b11 (b10 − 1 − 2x1 b10 ) = 0, are already
eliminated when they are evaluated at the Hopf bifurcation support point with b10 = 4 and
a10 = 20/3 at the equilibrium E2 with x1 = x1 = x∗1 = 1/(a10 − b10 ). At that point both
the numerator and the denominator are zero but limx1 ↓x1 r1 (x1 ) = limx1 ↑x11 r1 (x1 and this
shows that function r1 (x1 ) is continuous for all b11 .
From this point a recursive procedure can be followed. One by one, ri , i ≥ 2 is
determined by taking the ith order term in the invariance condition (40) equal to zero and
thereafter the term bth
1(i−1) by the condition that this term is continuous at x1 = x1 =
(b10 − 1)/(2b10 ). This means that the free parameter is chosen such that the singularity is
removed. The requirement that the sum of second order terms is zero gives
r2 = (1 − x1 )
(−288x41 + 108x31 )b12 + (72x41 − 27x31 )b211 + (96x31 + 84x21 )b11 + 256x31 − 128x21 − 112x1 − 16
.
960x31 (8x1 − 3)
(46)
452
453
At the support point T being the Hopf bifurcation point with b10 = 4 and x1 = x1 given by
(14) we have (−288x41 + 108x31 )b12 = 0. Furthermore the denominator is zero b10 = 4. The
25
454
455
456
457
458
459
460
461
462
expression for b11 is then obtained by setting also the numerator equal to zero in order to
remove the singularity at that support point.
This is related to the case analysed in the previous section for the asymptotic expansion
x2 = q(x1 , ε) at q(x1 , ε) for coefficient q1 given in (34) where this expression was also
unbounded. Now, because we have more freedom we can take b11 so that the expression
stays bounded at this point. The expression b11 = 100/27 is obtained by substitution of
the equilibrium value for x1 = x1 = 3/8 given by (14) into (45).
Further recursion gives higher order approximations, again first rn with bn−1 then rn+1
with bn and so on. We calculated the following fourth order approximation
b1 (ε) = b10 + εb11 + ε2 b12 + . . . ,
100
58700
80536900
171270040300
b1 (ε) = 4 + ε
+ ε2
+ ε3
+ ε4
.
27
2187
177147
14348907
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
(47)
In Fig. 11 besides the shape of the limit cycles for two values b1 = 4.04019 (small
limit cycle) and b1 = 4.04061 (big limit cycle) also the result of the extended asymptotic
expansion r(x1 , ε), where ε = 0.01, (41) with b1 = 4.0403 is shown. The approximation
for M1ε follows the limit cycle closely up-to a separation point where the small limit cycle
bends toward the nullcline which is crossed where the rate of x1 changes sign and the rate
becomes fast. This occurs for the smallest b1 = 4.04019-value. For the big limit cycle at
b1 = 4.04061, from the separation point the trajectory along the cycle continuous to move
toward the vertical axis. The asymptotic expansion for M1ε with b1 ≈ 4.0403 continuous
after the separation point between the two limit cycles before the approximation becomes
unbounded.
These results show how the unique stable limit cycle changes its shape very abruptly
when b1 ≈ 4.0403 is varied keeping ε fixed, here in our example 0.01: the canard explosion. That the iteration process converges to this bifurcation parameter value where the
approximation of the asymptotic expansion r(x1 , ε) works for the limit cycle with the small
amplitude that intersect with the parabolic f-nullcline vertically at the minimum predator
size during the limit cycle. This makes in plausible that the iteration procedure yields
indeed the canard point.
However, the extended asymptotic expansion r(x1 , ε) (41) is divergent as shown in
Fig. 13 where the coefficients b1i as function of i is depicted.
It was shown in [39, 38] and reference therein, that the summation up to the smallest
term gives an optimal (and very accurate) approximation in the case of the van der Pol
system. In Fig. 14, again with allochthonous prey input where δ = 0.0001, the parameter
value where the explosion occurs is plotted. This b1 parameter value is taken from Fig. 10.
Fortunately, the result presented are in agreement.
26
4
2
log10 b1iεi
0
-2
-4
-6
-8
0
5
10
15
20
25
i
30
35
40
45
50
Figure 13: Coefficients b1i as function of i given by (47) with ε = 0.01.
0.05
b1 − 4.000711364
0.04
0.03
0.02
0.01
0
0
0.004
0.008
ε
0.012
Figure 14: Distance from parameter value b1 where canard explosion occurs from b1 =
4.000711364 where the Hopf bifurcation occurs with allochthonous prey input δ = 0.0001 as
function of ε. Solid line is graph of the truncated expression (43) and the dots taken from
Fig. 10.
27
487
488
489
490
491
492
4
The MB bitrophic food chain model
This section presents the Monod chemostat model [34, 45, 24, 26]. In this model the
nutrients consumed by the prey are modelled explicitly instead of using a logistic growth
model for the growth of the prey in absence of the predator. Let x0 (t) denote the density
of the nutrient, and xi (t) ∈ R+ , t ≥ 0, i = 1, 2 the biomass densities of prey and predator,
respectively. The scaled version of the Monod model reads
dx0
= (xr − x0 )D1 − a0 x0 x1 ,
dt
a1 x1 x2
dx1
,
= a0 x0 x1 − D1 x1 −
dt
1 + b1 x1
a1 x1 x2
dx2
− D1 x2 .
= e1
dt
1 + b1 x1
493
494
495
496
497
498
499
500
501
t≥0.
505
(49)
(50)
This gives
dH
= −D1 H ,
dt
a1 x1 x2
dx1
,
= H + xr − x1 − x2 x1 − D1 x1 + D1
dt
1 + b1 x1
a1 x1
dx2
= D1 x2
−1 .
dt
1 + b1 x1
504
(48c)
So, the asymptotic behavior of system (48) is bounded by xr . It is possible to decouple
this system by the introduction of the function
H(t) = x0 (t) + x1 (t) + x2 (t) − xr ,
503
(48b)
where xr is the concentration of nutrient in the reservoir and D1 the dilution rate, the
rate at which the nutrient enters and all trophic levels are exported from the chemostat
reactor. The second term of (48a) and the first term of (48b) model the Lotka-Volterra
functional response at the prey-nutrient level. The first term of (48c) and the last term
on the right-hand sides of (48b) represent the Holling type II functional response. The
efficiency e1 is the ratio of these two terms. For simplicity we assume e1 = 1 and a0 = 1.
It can be shown that all solutions system (48) starting in the non-negative cone eventually lie in the set
Ω = x = (x0 , x1 , x2 ) ∈ R3+ : x0 + x1 + x2 ≤ xr .
502
(48a)
(51a)
(51b)
(51c)
When furthermore H = 0 for the asymptotic dynamics we can study the two dimensional
predator-prey system
28
a1 x2
dx1
= x1 xr − x1 − x2 − D1 − D1
,
dt
1 + b1 x1
a1 x1
dx2
−1 .
= D1 x2
dt
1 + b1 x1
506
507
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
(53)
In order to be able to make a clear comparison with the RM-model formulations possible
we use xr = 1 + D1 . This gives with D1 = ε
a1 x2
dx1
,
= x1 1 − x1 − x2 − ε
dt
1 + b1 x1
a1 x1
dx2
= εx2
−1 .
dt
1 + b1 x1
508
(52)
(54a)
(54b)
We call this the MB-model. One main difference with the RM-model is that the last term
of (54a) is proportional to ε and consequently the efficiency, is constant. Another difference
with the RM-model is that the logistic prey growth equation x1 (1 − x1 ) is replaced by the
expression x1 (1 − x1 − x2 ) with one extra term namely that of the predator biomass, x2 .
In absence of the predator, x2 = 0, both expressions for the prey growth are the same.
For the three trophic system including the nutrients, which is used with the derivation of
the MB-model, the biomass allocated in the predator gives a feed-back mechanism so that
there is less nutrient available for the prey. In the food chain the predator has two adverse
effects on the growth of prey population. Firstly the prey is consumed by the predator and
they consume building-block material not only for themselves but also for their predators
population that can only exists when the prey exists in the absence of inter-guild predation.
The biological interpretation of the −D1 H = −εH term in (51a) is the difference
between the influx rate and the out-flux rate of the total biomass expressed in the biomass
of the predator. In [45] (50) is used to show that Monod’s model is dissipative and that the
system converges asymptotically to the manifold H = 0 where the influx rate and out-flux
rate of the total biomass are the same. Observe that where H = 0 there is with respect to
the RM-model a new x2 term in the expression for the prey growth rate.
4.1
Existence and stability analysis of equilibria and limit cycles
For the analysis of model is the chemostat environment we refer to [45]. The three relevant
equilibria are summarized in Table 2. In Table 3 the bifurcation analysis results are given.
Important difference of these results with those for the RM-model is that while the expressions for the T C bifurcation are the same those for the Hopf H bifurcation still depends
on ε.
Firstly we calculate by continuation of the parameter b1 the bifurcation diagram shown
in Fig. 15. This diagram looks very much the same as Fig. 1 for the RM model. The main
difference is that the Hopf bifurcation occurs at a somewhat higher b1 value.
29
TC
H
x2
1.0
0.5
0.0
x1
1.0
0.5
0.0
0
2
4
6
8
10
b1
Figure 15: One-parameter bifurcation diagram for b1 and a1 = 5/3 b1 of the MB-system (54)
with ε = 1.
534
4.2
Phase-space analysis
540
Figure 16 displays the simulation results for the MB-model for three values of ε where
b1 = 3. There is convergence to a stable equilibrium, similar as we found for the RMmodel in Fig. 3a,c.
For b1 = 8 the results are shown in Fig. 17. These results differ much from the RMmodel in Fig. 3b,d case where the equilibrium E2 was unstable. Here this holds true for
ε = 1 (Fig. 17a) but for smaller values the equilibrium becomes stable (Fig. 17b,c).
541
4.3
535
536
537
538
539
The degenerate phase point
549
With ε = 0 substituted in the MB-model (54) there is no input of nutrients (54a) and also
no export of the abiotic and biotic elements from the reactor environment. The prey grows
logistically to the equilibrium x0 (0) + x1 (0) and the predator population remains constant
x2 (0). Hence, the equilibrium E2 is neutral stable. The degenerate phase curve is just this
point which is an equilibrium point x1 together with the initial predator size x2 (0).
This degenerate phase curve differs completely from that of the RM-model. This is a
consequence of the fact that in the MB-model the second term of (54a) is proportional to
ε and therefore the ratio of this and the first term of (54b), the efficiency, is constant.
550
4.4
542
543
544
545
546
547
548
551
552
Bifurcation analysis of MB-model
In order to find-out why this happens we calculated a two-parameter bifurcation diagram
shown in Fig. 18 where besides b1 (whereby a1 = 5/3 b1 ), parameter ε is the second variable.
30
1
0.8
✷
x2
0.6
0.4
0.2
◦
0
0
a
0.2
0.4
x1
1
0.6
0.8
1
1
0.8
0.8
✷
✷
x2
0.6
x2
0.6
◦
0.4
0.2
0.2
0
b
◦
0.4
0
0
0.2
0.4
x1
0.6
0.8
1
c
0
0.2
0.4
x1
0.6
0.8
1
Figure 16: Phase-space analysis for system (54) describing the MB-model with a1 = 5/3 b1 ,
b1 = 3, for three different values of ε: ε = 1, ε = 0.1 and ε = 0.01.
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
In this diagram the transcritical bifurcation T C, and the Hopf bifurcation H, curves are
drawn (see Table 3 for the expressions that describe the curves).
The transcritical bifurcation T C, is the same for all models. This is obviously due to
the fact that the model for the dynamics of the predator is the same for all models and
furthermore that for the prey-only (x2 = 0) equilibrium E1 is also the same. For the MBmodel the Hopf bifurcation H terminates at the origin where b1 → ∞ and ε → 0. There
is a stable equilibrium E2 in almost the whole b1 > 4 range up to lim b1 ↑ ∞ while in the
RM-model there is a stable limit cycle L2 .
From this we conclude that in the case of the MB-model the parameter ε can not to
be used as a single perturbation parameter. We conclude that the complete model has
to be analysed using a straight-forward phase-space and bifurcation analysis of the local
bifurcations H and T C.
5
Discussion and conclusions
The use of time-scale separation technique has a long tradition in ecology and biochemistry,
starting with the quasi-steady-state approximation (QSSA) used to derive the Holling types
functional response [17] and Michaelis-Menten kinetics.
In this paper we compared two fast-slow versions of predator-prey models: the RM31
1
0.8
✷
x2
0.6
0.4
0.2
◦
0
0
a
0.2
0.4
x1
1
0.6
0.8
1
0.8
0.8
◦
✷
0.6
✷
0.6
x2
x2
◦
0.4
0.4
0.2
0.2
0
b
1
0
0
0.2
0.4
x1
0.6
0.8
1
c
0
0.2
0.4
x1
0.6
0.8
1
Figure 17: Phase-space analysis for system (54) describing the MB-model with a1 = 5/3 b1 , and
b1 = 8, that is at the Hopf bifurcation point for three different values of ε: ε = 1, ε = 0.1 and
ε = 0.01.
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
model and MB-model. In the classical RM-model the small perturbation parameter is
proportional to the efficiency of the predator-prey trophic interaction and the predator
death rate. In a series of papers [35, 42, 41] the dynamics of this bitrophic systems has
been studied intensively.
In [11] this subject was also studied focusing on the dynamics close to the critical
manifold M00 (Fig. 5) (part of the vertical axis where the prey is absent) and related to
a delayed (transcritical) bifurcation phenomenon. Recently in [16] the analysis technique
based on the geometric singular perturbation theory was applied. This theory can also be
used where the interior equilibrium is unstable and relaxation dynamics occurs.
We used the invariant manifold criterion together with an extended asymptotic expansion with respect to both, the perturbation parameter and the free bifurcation parameter. This gives an iteration process that approximates the M1ε slow manifold close to the
parabolic critical manifold M10 in the neighbourhood of its top. In the parameter range
just above the Hopf bifurcation where stable limit cycles exist, this process converges to
the point where the canard explosion occurs. In [2] a similar method has been used: here
the advantage is that all calculations are done in Maple, [32] with rational numbers.
Direct application, however, showed that the delayed transcritical bifurcation dynamics
close to the critical manifold M00 leads to an disturbing effect because the prey population
32
1/8 1/5 1/4
1/3
1
0.8
stable
limit cycle
stable
equilibrium
ε
0.6
0.4
0.2
HMB
HRM
TC
0
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
1/b1
Figure 18: Two-parameter bifurcation diagram with ε and 1/b1 as free parameters. The expressions are given in Table 3. The
and MB-model the same. For
lim ε ↓ 1 they differ essentially.
whole b1 > 4 range up to lim b1
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
transcritical bifurcation curve T C is for both models RM-model
ε = 1 the point of the Hopf bifurcations differ slightly but for
In the MB-model there is a stable equilibrium E2 in almost the
↑ ∞ while there is a stable limit cycle L2 in the RM-model.
becomes very low. Therefore we introduced a small allochthonous input of prey in which
case the non-generic transcritical bifurcation disappears. In [46] the uniqueness of the limit
cycles in the RM-model with prey immigration is shown that supports the applicability of
this additionally introduced mechanism.
The canard phenomenon found can be described as follows. Also for small perturbation parameter values the trajectories follow the stable limit cycles like in the case where
no time scale differences occur ε = 1. However, just above the Hopf bifurcation point
depending also on the perturbation parameter the stable limit cycle with small amplitude
consists of two concatenated slow and fast episodes. In the phase space, the top part is
just above the parabolic stable and unstable critical manifold and the bottom just below
the horizontal line connecting the two points where the limit cycle intersects with the fnullcline vertically. At the canard point of the bifurcation parameter, the dynamics tends
abruptly toward the relaxation dynamics. This transition point resembles what happens
due to the delayed bifurcation effect where the trajectory leaves the vertical axis below the
transcritical bifurcation T C in Fig. 5. For higher bifurcation parameters values the limit
cycle with large amplitude changes smoothly and approaches the degenerated phase curves
consisting of a concatenation of two slow and two fast episodes (Fig. 5).
Despite the approximate series expansion diverges, we found accurate approximations
for small ε of the part the limit cycles originating from the Hopf bifurcation point. Furthermore, the numerical approximate asymptotic iterative scheme, gives very good approximations of the bifurcation parameter b1 and perturbation parameter ε values where a canard
explosion occurs (see Fig. 11).
33
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
An other mathematical method to analyse a canard explosion is the blow-up technique
[8, 9, 29, 30]. This technique can be used to study the unfolding of the degenerated Hopf
bifurcation where lim ε → 0. This will be the subject of a forthcoming paper.
In [35, 42, 41, 20, 16, 11] the RM-model predator-prey slow-fast model showed complex
relaxation oscillation dynamics, however, no canard explosion was observed.
In [26, 1, 23] food chain systems were already studied where the small parameter, measuring the timescale disparity between the rate of changes in the prey (fast) and predator
(slow), in the MB-model was introduced. Then the fast subsystem converges to a critical manifold of stable equilibria which yields an algebraic relationship between the state
variable leading to a reduced (aggregated) lower dimensional (dae) system. Predator prey
systems with fast oscillating migrations were studied in [36] and with slow migrations in
[33] wherein reduction methods were proposed. In those papers, relaxation oscillations
were not discussed.
In the MB-model, conservation of mass is obeyed and therefore it is more realistic than
the RM-model where nutrients are not modelled explicitly. An open chemostat environment
is assumed with inflowing nutrients and the outflow of all abiotic and biotic components.
Under specific situations the logistic growth rate of the prey is replaced by a prey growth
model whereby nutrients are not only used for its own growth but also for its predator.
This is a bottom-up effect in addition to the top-down effect of the prey consumption by
the predator. The consumption occurs with a constant efficiency like in the alternative
fast-slow version of the RM-model introduced in [16, Example 2.2]. The introduction of
this constant efficiency in the fast-slow RM-model, however, leads to unrealistic equilibrium
population sizes when ε becomes small. In the MB-model (54) these sizes remain realistic.
A constant efficiency, instead of the less realistic variable efficiency, was earlier used in [26]
in the fast-slow version of the RM-model and described by (2) [16, Example 2.1].
The dynamics of the MB-model was analysed using a classical phase-space and bifurcation analysis approach where only equilibria and limit cycles occur in the whole parameter
space. Calculations showed that in this more realistically and mechanistically underpinned
model the complex fast-slow canard explosion does not occur.
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A
Derivation of the dimensionless RM-model
From [48] we recall (after some adjustments of the notation), that the classical RM-model
is given as
dX1
= RX1 (1 − X1 /K) − AF (X1 )X2 ,
dT
dX2
= (CAF (X1 ) − M) X2 ,
dT
745
746
747
748
749
750
751
752
(55a)
(55b)
where F (X1 ) = X1 (1 + AkX1 )−1 is the well-known Holling type II functional response,
with Xj the state variables, k handling time, A the attack rate, C a conversion efficiency,
M the predator removal rate (mortality, maintenance, and harvesting), and T is time. A
list of symbols is given in Table 4.
This model can be rescaled by using t = T R, x1 = x1 /K, and x2 = X2 /K. Note that
in the last transformation for the predator biomass differs from [48] to let the efficiency C
not disappear in the dimensionless formulation and to be able to deal with the time-scale
difference in the fast-slow system the subject here.
37
Table 4: List of symbols used for RM-model with dimension with their meaning.the biomass
of both populations have the same dimension.
Symbol
Meaning
T
t
Xj
xj
R
A
F (X1 )
C
M
k
Dimensional time
Dimensionless time
Dimensional state variable, indicated by j
Dimensionless state variable, indicated by j
Intra-specific growth rate
Attack rate
Functional response, non-dimensional
Efficiency, conversion yield, non-dimensional
Mortality rate per unit of time
Handling time
The non-dimensional model then reads
753
dx1
a1 x1
x2 ,
= x1 (1 − x1 ) −
dt
1 + b1 x1
c1 a1 x1
dx2
− d1 ) ,
= x2 (
dt
1 + b1 x1
754
where a1 = AK/R, b1 = kAK, c1 = C and d1 = M/R.
755
B
756
757
758
759
760
761
762
763
764
765
766
767
768
(56a)
(56b)
The slow dynamics on the parabola part of the f nullcline
We give the results for the slow dynamics in the degenerated case ε = 0 where the dynamics
is on a part of the f-nullclines critical manifolds.
The slow dynamics on the vertical axis is described again by the system (12). We will
now focus on the slow dynamics on the parabola shown in Fig. 19 where the dynamics
of the reduced system (21) is solved numerically, yielding the prey population size x1 (τ )
while (20) is used to get the associated predator population size x2 (τ ). Figure 19a gives
the results for the stable equilibrium E2 , b1 = 3 where a1 = 5/3 b1 = 5 case with initial
condition x2 (0) = 0.225. This value is below point T , where x2 = 0.25. In this case there
are two valid initial points given by (19). Starting at the largest x1 prey value on the
right-hand parabolic branch there is convergence toward the equilibrium E2 . But at the
lowest prey value on the left-hand branch there is convergence to the trivial zero-solution
where x1 = 0 and x2 = 0.
38
0.3
0.3
✷•◦
0.25
✷
0.25
✷
✷
a
x2
0.15
x2
✷
0.15
0.1
0.1
0.05
0.05
0 ◦
0
0.2
0.4
x1
0.6
0.8
1
b
0 ◦
0
0.3
0.3
0.25
0.25
0.2
✷◦
0.15
0.2
0.2
•
✷
◦✷
0.15
0.1
0.1
0.05
0.05
0
c
◦
0.2
x2
x2
0.2
0.4
x1
0.6
•
0.8
1
0.8
1
✷
0
0
0.2
0.4
x1
0.6
0.8
1
d
0
0.2
0.4
x1
0.6
Figure 19: Phase-space analysis for slow system (19) of the RM-model. (a): At the top-panel
left b1 = 3 and a1 = 5/3 b1 , with initial values x2 = 0.225 and x2 = 0.256. The equilibrium E2
is stable and the right-branch of the parabola is the basin of attraction. On the other hand the
left-branch of the parabola is in the attraction basin of the zero solution. (b): At the top-panel
right b1 = 4 and a1 = 5/3 b1 , with initial values x2 = 0.225. The equilibrium E2 is unstable.
(c) and (d): The lower panel with b1 = 8 and a1 = 5/3 b1 the two initial values x2 = 0.15 and
x2 = 0.16. The associated initial value of the x1 (0) is for x2 = 0.15 below the unstable equilibrium
E2 value. For x2 = 0.16 the associated initial value of the x1 (0) is above the unstable equilibrium
E2 value.
769
770
771
772
773
774
775
776
777
778
779
780
781
Hence, the right-hand branch of the parabola is in the basin of attraction of the stable
equilibrium of the reduced system equal to that of the original system E2 . On the other
hand for the left-hand branch it is in the basin of attraction of the zero solution.
Figure 19c,d were calculated with parameter values b1 = 8 and a1 = 5/3 b1 = 40/3 where
the equilibrium E2 of the original system is unstable. In Fig. 19c starting at the lowest
prey value and x2 (0) = 0.15, the results are similar to that in the above discussed case.
However, starting with the largest prey value on the critical manifold there is convergence
to the limit point T for the reduced system, and not to the unstable equilibrium E2 of the
full model. Note that the vector field is not defined at the top T . In Fig. 19d the initial
value is x2 (0) = 0.16 where both simulations terminate at a limit point T of the reduced
system. Hence, the unstable equilibrium E2 of the full system is a separatrix between the
two equilibrium points of the reduced system, being limit point T in (13) and the zero
point E0 (x1 , x2 ) = (0, 0).
39
782
783
784
785
786
787
For the special case b1 = 4 at the Hopf bifurcation the results are shown in Fig. 19b.
The equilibrium E2 of the full system (2) at point T in (14) is now for the reduced system
restricted to the critical manifold not an equilibrium of the reduced system and there is no
convergence to that point. Starting for x2 (0) = 0.225 there is always convergence to the
trivial zero solution E0 which is here a global stable equilibrium of the reduced system.
In order to study the dynamics at the critical manifold (the parabola) further we plot
dx1 /dt versus x1 (t) in Fig 20 in addition to x2 (t) versus x1 (t) in the phase space. For the
10.0
◦
0.0
-2.0
0.25
dx1/dt
dx1/dt
2.0
✷
◦
-10.0
0.25
✷
0.125
•
◦✷
✷
x2
x2
0.125
a
•
0.0
0.0 ◦
0
0.2
0.4
x1
0.6
0.8
1
b
0.0 ◦
0
0.2
0.4
x1
0.6
0.8
1
Figure 20: Phase-space analysis for slow system (19) of the RM-model. In the top-subpanels
the rate dx1 /dt versus x1 (t) while in the bottom-subpanel the dynamics x2 (t) versus x1 (t) on the
critical manifold (see also Fig 19). (a): The left-panel b1 = 4 and a1 = 5/3 b1 , with initial value
x2 = 0.225 where the equilibrium E2 is stable. (b): The right-panel with b1 = 8 and a1 = 5/3 b1
the initial value is x2 = 0.16 whereby the associated initial value of the x1 (0) is above the unstable
equilibrium value.
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
Hopf bifurcation value b1 = 4 the rate dx1 /dt given in (21) is always negative and hence
there is convergence always to the global stable zero solution. Note that the numerator in
(21) is zero and this does not hold when b1 = 4. However, for b1 = 8 where the equilibrium
is unstable the situation differs. Now when starting on the left side of point T the rate
dx1 /dt is positive and there is convergence toward the limit point T given in (13). Similarly
starting on the right-side the rate dx1 /dt is negative and there is also convergence toward
T . Now, the plot shows a vertical asymptote. Thus the rate is discontinuous at point T
and this is due to the fact that dq/dx1 (20) is zero at T . Calculations showed that the
equilibrium point of the reduced system is reached in finite time. This is proved in the
Appendix B.
In summary, the computational results show that point T is in the case of the reduced
system not a simple tangent bifurcation. When the parameter equals the Hopf bifurcation
value it is not even an equilibrium. Otherwise it is a limit point reached in finite time.
To support this the dynamics of the RM-model (2) on the parabola, the M10 part of
the f -nullcline (22b) is studied. From equations (20) and (21), one has
(1 − x1 )((a1 − b1 )x1 − 1)
dx1
=
.
dτ
b1 − 2b1 x1 − 1
40
(57)
804
Since we have :
b2 + b1 − a1 b1 + a1
b1 + 1
1
1
−2b1 x1 + b1 − 1
+ 1
=
,
(1 − x1 )((a1 − b1 )x1 − 1)
b1 + 1 − a1 1 − x1
b1 + 1 − a1
(a1 − b1 )x1 − 1
(58)
805
it follows that equation (57) is equivalent to
b1 + 1 b21 + b1 − a1 b1 + a1
dx1 = (b1 + 1 − a1 )dτ ,
+
1 − x1
(a1 − b1 )x1 − 1
806
thus
x1 (T )
x1 (0)
807
808
809
810
811
b1 + 1 b21 + b1 − a1 b1 + a1
+
dx1 =
1 − x1
(a1 − b1 )x1 − 1
813
814
815
816
817
818
819
0
(b1 + 1 − a1 )dτ ,
(60)
b1 − 1
.
2b1
1
) is at point T , that is at the
a1 − b1
Hopf bifurcation point when b1 = 4, it follows that: b21 + b1 − a1 b1 + a1 = 0.
We can then express the time tT needed for starting from x1 (0) to reach the equilibrium
E2 at point T
If we consider that the equilibrium point (x∗1 =
1
(1 + b1 )/(2b1 )
(1 + b1 ) ln(
) .
a1 − b1 − 1
1 − x1 (0)
(61)
But in this case point T is not an equilibrium. If one assumes that the equilibrium is on
the right of point T , that is b1 < 4, see Fig. 3a, (60) shows that the equilibrium is not
reach in a finite time.
Finally, if we assume that the equilibrium x∗1 is on the left of point T that is b1 > 4
and if we consider an initial condition between x∗1 and 1, see Fig. 3d, point T attracts the
trajectory. It is, however, not an equilibrium in the usual sense because equation (57) does
not vanish, it is actually not well defined. Nevertheless this point is reached in a finite
time according to (60), and the time needed to reach this point t∗T is
t∗T
820
T
where x1 (T ) is the coordinate of the top of the parabola: x1 (T ) = x1 =
tT =
812
(59)
1
(1 + b1 )/(2b1 )
A/(2b1 )
A
=
ln(
(1 + b1 ) ln(
)+
) ,
a1 − b1 − 1
1 − x1 (0)
a1 − b1
(a1 − b1 )x1 (0) − 1
where A = a1 b1 − a1 − b21 − b1 > 0 under the above mentioned conditions.
41
(62)