13 NO. 3
(1990)
555-566LIMIT CYCLES IN A KOLMOGOROV-TYPE MODEL
XUN-CHENG HUANG Department
of Mathematics NewJersey
Institute ofTechnology Newark, NewJersey
07102U.S.A.
(Received June 2, 1989 and in revised form February 2, 1990)
ABSTRACT. In this paper, a Kolmogorov-type model, which includes the
Gause-type
model (Kuang and Freedman,1988),
thegeneral predator-prey model (Huang 1988,Huang
and Merrill1989),
and manyother specialized models,isstudied. The stabilityofequilibrium points, the existence and uniqueness oflimitcyclesinthe model areproved.KEY WORDS AND
PHRASES.
Kolmogorovmodel,predator-preymodel, limitcycles.1980AMS SUBJECT CLASSIFICATION CODE. 92A15.
1. INTRODUCTION.
Thetopicoflimitcyclesisinterestingbothinmathematics and inscience. This concept firstappearedinprint inthe famouspaper byPoincare
(1881,
1882,1885,1886).
Then in 1926, van der Polproposedanequationinthe studyofa self-sustained oscillation occurringina vacuumtubecircuit which showed that the closed orbitinthe phaseplane ofthe equationis alimit cycle as consideredbyPoincare. After thisobservation, the existence, non-existence, uniqueness and otherproperties of limitcycleswere studiedextensively bymathematicians and physicists.Bythe 1950’s,manymodelsfrom physics, engineering, chemistry, biology,economics, etc.weredisplayed as planeautonomoussystems withlimitcycles. Since then, more and more mathematicians and scientists have been attractedtothe topic. Eveninthe renowned 23 Hilbertproblems, youwillfindaplaceforlimitcycles,specificallyin the 16th problem
(see [9]
forexample).
Inmathematical modelingofecological systems,sincethepapersof
May (1972
8]),
and Albrecht, Gatzke and Wax(1973 1])
finding conditionsthatguarantee theuniqueness of alimitcycleinpredator-preymodel has been considered an outstandingproblem. Recently, severalresults have beenpublished(see,
e.g. Cheng 1981[2], Kuang
andFreedman198817], Huang 198815], Huang
andMerrill198916]).
Inthispaper,ageneralmodelofKolmogorov-typeisinvestigated. Thismodeltakesinto accountall of the above models as special cases. Weare goingtoprovethe stability of the equilibrium points,the existence and the uniquenessconditionsoflimitcycles. Several known theorems will be easily derived again as anillustrationof our theorem.
Themethodused in thispapercanbeemployed foruse in thestudy of general Kolmogorovsystemsandwillbe published elsewhere forfurtherstudy.
2. THE MODEL.
Consider themodel
dx
d--- (x) (F(x) (3)
dy
a---: o(3) (V,(x)
+(3))
(2.1)
wherex is thepreydensity,yisthepredatordensity,
(x)F(x)
isthe intrinsicgrowthrateof the preyintheabsence ofpredators,and(y) (3)
istheintrinsicrateof the increasing(or
decreasing)of thepredator. Theterm(x)zt (3)
represents the functionalresponse ofthepredator,i.e.#(x)(3)
xistherateofpreyconsumptionper predator. Mostof the authors simply takezt(y)= y,but a functionzt(y) that increasesslower than the linear couldbeusedtomodel interference amongpredatorswitheachother’s hunting, or fasterthanthe linear could beusedtomodelpredatorcooperation
[3].
Theterm0(y)p(x)istheresponseof the predator, which means the difference of the actualrateof increase and the intrinsicrateofincreaseof thepredator.Inparticular,
efy)(0) + (3)
y isthe deathrate ofthepredatorinthe absence ofprey.Forthefollowingdiscussion, we needto assume:
(H,): ,p,
st,O,
e C([0, m));F CI(0, o),F(0) (0, oo,](0) r(0) t)(0) =(0)
=0,’>0
for x > 0,t’>0,’
>0,’
0 for y > 0" thereexists
-
>0 such thatp() 0, p’(x) >0 for x-.
Moreover,
(x)
isbounded bysomelinearfunction forO<xK.(HI*) (H2)’
Thecurvet(3) F(x)
0 is defined for allx> 0, andp(x)
+ (y) 0isdefinedfor 0<x _< K.
(Ha)"
There existsK>" suchthatF(K)
O,F’(K)
<0,F(x)
>0 forall0<x <K, and forany-
>K,F’(-)
0ifF(-)
0.Moreover, theseexists aK* < such that
F(K*)
0 andF(x)
0 for any x > K*.(H4)"
There exist positive numbersM
ands
suchthatt(y)> M0(y
for Y>-es,
and also there exist positive N and eN suchthat0(Y)
>Ny
for y > eNThe constantKin
(H1)
and(H2)
isthe same as in(Ha).
Itispossibletohave
F(0)
in mostofthisdiscussion.In
that case(0,0)
isnolongeran equilibrium point.This discussion isinthe interiorofthe firstquadrant.
Clearly, system
(2.1)
consistsof those studiedbyLotka and Volterra,Gause, Rosenzwieg and MacArthur(1963),
GeneralizedGause(Freedman, 1980),
Hsu(1978),
Hsu, HubbellandWaltman(1978),
Kazarinnoff and Driessche(1978),
Cheng(1981),
LiouandCheng(1988), Kuang
andFreedman(1988), Huang (1988), Huang
and Merrill(1989).
For example,Kuang
andFreedmanmodel(1988)
isa special case of system(2.1)
withF(0)
<, F(x)
< 0 for all x> K,and(3)
0. Also,theassumptions(H*), (H)
and(H4)
employed here butnot employedinKuang
and Freedman webelieveshould be required there, also.3. THEOREMS AND PROOFS.
Clearly,system
(2.1)
withassumptions(H1) (H4)
has a positive equilibrium(x’,y’),where" x"
< K andone or more saddles, forexample,
(K,0),
and(0,0)
(ifF(0)
<Forthe stability of(x’,y’) we have:
THEOREM3.1. Let
n(x,
y)(x)F’ (x)
+e(Y)’ (Y).
H(x*,y*) <0, the equilibrium (x*,y*) is stable, whileH(x*,y*) >0 unstable.
PROOF. The Jacobianofsystem
(2.1)
at (x*,y*)isj(x
.,y ,) ( (x ")F’(x ")’ -(x ")’(Y ")
I
e(y
*)’(x *),
e(y *)’(y*)
and the signs ofthereal parts oftheeigenvalues are determinedbyt(x ",y ’) =(x ")’(x ")
+e(y")’(y ").
(3.1)
But
(2.1)
implies thatHence, for all
>-
0, whichisa contradiction.If
(xo,
yo)fl
{(x,y): p(x)+@(y) O,F(x) -t(y)
< 0,y >0},
then(2.1)
and(Ha)
implythat eitherx(t)
decreasestosomeconstant,orthereexists t2 >0 such thatx(t2)
< K.By
the same argument as the casex(0)
< K,it isnecessarythatx(t)<K
for all >_t.
x(t)
_<TI=
max{K,x(0)}.
If
(xo, Yo)
{(x,y):p(x)+(y)>_O,F(x)-t(y)>O,y>O},
by the phase portrait analysis, the trajectorystartingat(x0, Y0)
willcross theboundaryof intofl.
Hencethere exists t3>0, such thatx(t)<K
for alle
t3, andx(t)<K
for all>-
0.Therefore,
x(t)
isbounded.x’ (t 1) #(K)t(K)
<0 Itiseasyto seethat Theorem 3.1 isvalid.THEOREM 3.2.
Suppose
(i)
there existsaco
> such thatM/co’(x) ’(x)
<_ 0 for allx _> 0 and lim(--M-M (x)-(x))
C(R)>0,(ii)
F(x)
<0forx> K*, whereK* isasin(Ha).
Let
x(t),
y(t)be the solution of system(2.1)
with a positive initial conditionx(0)=
x0>0, y(0)= y0>0. Then thereexists T>0 suchthatO<x(t)<T
and O<y(t)<Tfor all t->0, and existsto >-
0 such that 0<x(t)
<K for all >_to.
PROOF. Bythephaseportrait analysis,itisclearthatx
(t),
y(t)
>0 for all 0. If x(0)
< K,thenx(t)
< K for all >_ 0. Otherwise, there exists tl >0 such thatx(tl)
=K andx’(tO
O.558
To showy(t) is bounded, byusing (H4), we estimate the following +
-k(x) (F(x)
zt(y) +O(Y) (P(x)
+(Y)
Co dt dt Co<_--qb(x)F(x)
O(Y)
(--qb(x)M p(x)Co Co
<_
mO(x)F(x) -p(y)C(R)
Co(qb(x)F(x) +
C(R)Nx(t)
C(R)(e(y Ny(t) C(R)N(1--- x(t)+ y(t))
< (q(x)F(x)+
C(R)Nx(t)) C(R)N(--x(t)
+ y(t))Co Co
Mo No(-x(t)
1 +y(t)),
Co1
where
M0
max(-qCx)FCx)
+NxCt)), No
C(R)N.CO Co
Since
x(t)
isbounded, so are(x)
andF(x).
ThusM0
isaconstant.Now, let
z(t)
satisfydz
Mo Noz(t)
dtz(0) x(0)
+y(0).(3.2)
Then
Z(t) z(O)e
-lqOt+’o Mo (1 e-nOr). (3.3)
Since
z(t) -,x(t)
+ y(t) >0 [orall 0 andz(t), x(t)
are bounded,y(t)isbounded. Letto
max{tl
,t2},
then 0<x(t)
< Kfor all _>to.
The proof of Theorem 3.2iscompleted.
Fromtheproof ofTheorem 3.2, we have
THEOREM 3.3. Under the assumptions asinTheorem 3.2,if(x*,y*) isstable,it isasymptotically global stable.
Inthe case when
(x*,
y’) isunstable, we haveTHEOREM 3.4. There existsatleast onelimitcyclearound
(x"
,y’)if(x"
,y’)is aunstableequilibrium point of system(2.1)
PROOF. Let /’1 be the curve p(x) + (y)=0. If gl intersects theray x K,y >0at
Pa(xp,yp),
thenF1 AP--’-U "’U B-’-U
whereA
(Xp1,0),
B(0,ypl),
O(0,0),
isthe boundary and any trajectory whichintersects it eithercrossesfrom exteriortointerior orremainsonit. Therefore,by thePoincare-Bendixson annular region theorem, thereexists at least one limitcycle around(x*,y*).
If
t’l
doesnot intersecttherayx K, y >0 atall, letting m0= max{F(x)}>0,
thenby(H2),
there exists Yl suchthat:(yl) m0.
Consider the auxiliarysystem dx
d" ok(x) (mo r(y)
ely O(Y) 0P(K)
+(2y,))
dtandthe trajectory startingatpoint
PI’(K,2y
will intersect the curvet
since(Hi*).
(3.5)
P1
X
Fig.
rt AP"-’
LIP-’tJ BO
00A istheboundaryof the Poincare-Bendixson annularregion.
Fig.2 If
/tdoes
not intersecttheray x=K, y>0,r’2 APt OPt P2UPzB’UB-’r-O’U ’"
is theboundary ofthePoincare-Bendixson annular region.
Suppose
the intersectionisP2(x,yp2 ).
LetB’ (0,y&).
ThenFa AP---’ro P1 ’P
0PB’
IJB’O
0isaboundaryof anannularregion. Since
F(x)
(y)mo
(y) <0(x)
+(y)
<(/c)
+ (2yl),(3.6)
anytrajectoryintersects
rz
will eithercross fromexterior tointerior orremainonit. The Poincare-Bendixson Theorem guarantees that thereis atleast onelimitcycleinsiderz.
Therefore, inany casesthere existsatleastone limitcyclearound
(x*,y*).
Now, for theprovingof the uniqueness theorem oflimit cycles,wedefine"
F
0 intF
*,F
*isthe Poincare-Bendixson’souterboundary, f{(x, y)[(x,
y) ef"-, x>0},
fj= (x,
y)(x,
y),
sgn(W(x) +(y)(- 1)J},
j= 1,2,e0 rYn6,
and let
IC(x,
y) H(x,y)(x)
+(y)(x,
y)fl
0f2,560
w(x,
y)(#’ (x)F’ (x)
+(x)F" (x))
((y) +V:(x)) V:’ (x)H(x,
y), (x, y),
whereH(x,y) isdefined as in
(3.1).
Assume
(Hs): H(x,y)lt
> 0 andW(x,y)ln
< O, and(3.7)
’ (y)
0 or’ (y)
;t 0 a.e. on6. (3.8)
SinceW(x,y
")
<0 impliesH(x,y)
> 0,Theorem 3.4 guarantees that system(2.1)
haslimitcyclesin.
Suppose C1
andC2
aretwolimitcycles around(x
,y)
such thatC1
CC2
and, without lossofgenerality,supposeC:
isstable from inside.
Let Q
be the point onC
suchthatxo=
rain{xl(x,y) C}.
Since (y) isstrictly increasing,
Q
isunique,we
claimthat LEMMA 3.5xo . (3.9)
PROOF. If
’(y)
0(or
(y)0)
on10,then(3.9)
isclearlytrue. If’(y)
0.Suppose
(seeFgure
3),Xo.
>t’.Let Q1
(xol
,YOl be theintersectionof theray x xo y >0 withit0.
SinceYo
>0 and(3.8),
there existsQz (Xoa,yo)
onl0
such that’<xo
<xo, 0<yo2 <yol LetDefine an auxiliary function
or, inthe other form,
By (3.7),
Wehave
Xo- Xo Xo " Yoz }.
th=min {-,
2 2L(x,
y)H(x,
y)K(x
O,y)(W(x)
+!(Y) ),
L(x,
y) (p(x) + (y))(K(x, y)K(xo,
y)).dK(x,
y)<O.
dx
L(x,
y) 0 for(x, y)
f]fl{(x, y)10
<x<xo. }.
Onthe other hand, L(x,y)iscontinuous inthe 1-neighborhood ofQ2"
Nq (Q2),
andNq (Q2)
fl(x, y)Ix xo}
(.Thus,
H(xo, Yo2)
L(x, y)1(22 H(x02, YO2) W(--@) --@) (P(x’2)
+(Yo2))
H(xo, Yo)
>0.Hence, thereexists
(0,)
such thatL(x,
y) >0 for(x,
y)N,(2)n {(x, y)I-
<x<xo),
which isa contradictionto
(3.13).
Therefore, theclaim
(3.9)
holds.(3.10)
(3.11)
(3.12)
(3.13)
(3.14)
(3.15)
Wealso claim that on the periodic orbits
C,
we haveLEMMA
3.6div((x)(F(x) t(y), O(y)Op(x)+l(y))dt
L(x,y)dt,
for i= 1,2.PROOF: BytheGreenformula,
div
((x)(F(x)-t(y),e(y)(P(x)+(y))dt
ok’ (x) (F(x)
r(y)) +(x)F’ (x)
+e’ (Y) (7,(x)
+ (y)) +O(Y)!’ (Y))dt
(V:(x) +l(y))
K(x,y)+/j(y---’(q’(x)((y)-F(x))
o’
(y)((x)
/(y))l &OP(x)
+(y))(X(x, y)K(xo,
y)dt L(x,y)dt, 1,2,since,
((x)
+(y))K(xo,
y)+(y--- (O’(x)((y) -F(x))
O’
(y)(p(x)+(y)) dt=0.
Now, we areinthe position toprovethe following uniqueness theorem.
THEOREM 3.7. Inadditiontoassumption (Hs), if
(F(x)
zr(y))Ly(x,y) >-
0 for (x,y)efl,then there exists at mostone limitcycle in system
(2.1).
PROOF. As inFig. 4, let
t0
intersectC1
at At, Az,Cz
at B1,Bz.
Then
(3.16)
(3.17)
C1 =A1A4
U A4Q O QAIC2 =B3B2
LIB2B4
UB4B5
UBsB3.
562
Hence,
L(x,
y)att.(x,
y)atcl c2
(3.18)
y:
xo
X 0 xo Y:Fig. 3 The assumption x
o
>.
results inacontradiction. Fig. 4 Itis impossiblethatthe system
(2.1)
hastwolimitcycles.Itis nothardtoseethat
K.(x,
y)dxdy +
f K(x,
y)K(x
O,y)+
3 K(x,
y)o(y) K(x
O,y) ay
>0,
since
Kx
(x,y) _< 0 andKx
(x,y) 0 forxal -<
x<K.Suppose
A4Q’ y=y(x),
xo.
<_ x<XA4, and(3.19)
Then
B2B+"
y=y2(x), x0<_x<_ x/t+.[xA+ L(x,
y)" xo (x) ((x)
n’(y2))dxf+A+
+"o(x) (3 L(x, Yt) :(y,))
f’+ (F(x)
(y)(t.(x,
y)t.Cx,
yl) +t.(x,
y2) ((y2) (y,) dx’"o (x)(F(x)
(y2))(.(x)
(y,))>0,
(3.20)
since
(3.17)
and (p(x)+
(y2))(K(x,y2)-K(xo.,y2)) >-
0 for x0 <_ x <_xa+
Similarly,
Finally,
(3.21)
y)dt |f"(p(x)+(y))(K(x, y)
K(x
O,y))dt JB4B5 (X(x, Y)ofy)- r(xo,
y)dyf’+ K(x, y) K(x
O,y)(3.22)
sinceforx < xo, K(x,y)
K(
xo,y)
>_ 0.From
(3.19)
to(3.22),
wehaveL(x,
y)dt fL(x,
y)dt>o.
C JC2
(3.23)
f
Since
L(x,y)dt
<O, soL(x,y)dt<0.
JC1 JC2
NOW, ifwe canprove
C1
is nota semi-stablelimitcycle, thenC2
mustbe internally unstable. ThatisL(x, y)dt
0, c2whichcontradictsthe fact
L(x,y)dt < O.
c2
Nowconsiderthe followingsystem containingaparameter dx
d--: (x) (l(x) (y) t
rd--: Ors) ((x)
+ (y)(3.24)
where
Let
and
//’(x,
y)(x)iV’ (x) +
o(y)’0’) X’(x,
y)/7(x, Y.__2__)
(x, y),v 2
(x) +@)
W(x,
y)(’ (x)1’ (x)
+(x)" (x) ((y)
+(x)) ’(x)/7(x,
y).Clearly,ifyissmallenough,thenallthe assumptions for system
(2.1)
aresatisfied forsystem(3.24).
Thus,if system(3.24)
hastwo limitcycles andL’’z,
CL’z,
then wehavediv(1 y, Q)dt
<div(1 r, Q)dt
< O.J
(3.25)
Furthermore, let
Then
Q(x,y,,)
(3.26) fl(x,
y,,) tan-’/Y(x,
y,)
> 0
(3.27)
forall ordinary points
(x,y)
ofsystem(3.24).
Also, the equilibrium points ofsystem
(3.24)
are not dependent on,.
Thus, system(3.24)
forms a generalized rotatedvectorfield inAccordingtothetheory ofgeneralizedrotatedvectorfield
(see [9],
forexample),
for sufficiently small y, >0, system
(3.24)
producesa generalized limit cycleCa
CCa
whichis atleaststableinternally and ageneralizedlimit cycleCz
DC,
whichis atleast unstable on oneside. This isacontradiction to(3.25).
We,thus,completethe proofof Theorem3.7.4. EXAMPLES AND
DISCUSSION.
EXAMPLE 1. (Huang 1988
[5], Huang
and Merrill, 1989[6])
dx(x) (F(x)
(y) dtdt
(4.1)
withthe assumptions
(H+)-(H4)
in[6].
Itiseasytoseethat system
(4.1)
isaspecialcasethat (y) 0 in(2.1);
andthe assumptions(H;)-(H,0
in Chapter 2 ofthispaperare satisfied. Therefore, Theorem 3.1 implies that ifF’(x )
>0 the equilibrium point (x*,y*)of(4.1)
is unstable,andifF’(x*)
< 0it isstable. Theorem 3.4tellsus thatwhen(x*,y*)
isunstablethere exists atleastonelimitcyclein(4.1).
Forthe uniquenessoflimitcycles, byTheorem 3.7, we have:THEOREM 4.1. (Huang andMerrill
[6])
Inadditiontothe assumptions(H;)-(H4)
in[6],
ifF’(x’)>O
and(’(x)F’(x)) O’(x)
thenthereis auniquelimit cycle aroundtheequilibrium point (x’,y
)
in(4.1).
PROOF. Since (y) 0,
(Hs)
ishold. Furthermore, if (y)=O,F’(x *)
>0 and(q(x)F’(x) , ,(x) ),
0L(x,
y)#(x)F’ (x)
p(x)(4.2)
(xo)
which isonlya functionofx. Hence
Lr(x,y
0,and consequently(F(x)
:t(y))Ly(x,y)
0 for (x,y) Ef.Therefore,the conditions ofTheorem 3.7are allsatisfied. Employingtheorem 3.7 will end theproofofTheorem 4.1.
REMARK. In
[6],
when weprovedthe uniquenessoflimitcyclesin(4.1),
weemployedthe Zhang theorem(or
equivalent, Cherkas and Zhilevichtheorem). But
inthispaperwedonotneedtouseit. Wealsomay simplify ourassumptionsfor the existence anduniquenessoflimitcyclesbecause someoftheassumptionsaremadeforthe globalstability such as Theorems 3.2 and 3.3.The ZhangtheoremandCherkas and Zhilevichtheoremcanbe foundin
[9].
EXAMPLE2. (Kuangand Freedman, 1988
[7])
dx
a-T xs(x)
dY tl(y)
(_ ,+ q(x))(4.3)
dt withthe assumptions
(H1)-(Hs)
in[7].
Clearly, system
(4.3)
isa special case of(4.1)
andhence ifallthe assumptionsinthispaperare satisfied, Theorem3.7isapplicable.Theoriginalproof ofthe uniquenessoflimitcyclesin
[7]
isbasedonZhang’stheorem. However,since the assumptions(H1 *), (Ha)
and(H4)
inthispaperarenotassumedthere,the existence oflimitcyclesis notguaranteed and someargumentsneedtobemodified.Asanexample,let us consider the following system:
dx x
(1 +
2x x2) yx
at (4.4)
=(-+x),
dt
whichsatisfiesall therequired hypotheses by
Kuang
andFreedman[7].
Unfortunately, since(4.4)
in[7],
"=
e(s’) (s+x’)
2 2
---’ (4.5)
-x+
By (4.1)
in[7],
X+x* =x. Hence 2(4.6)
Therefore, u has no definition on ,+
566
and consequently the hypothesis that (v)/ F(u) 0is definedforall ue
(-
m,+m)hasnotbeen sattsfed. Thus, Zhang’stheoremis notapplicable and the uniquenessoflimitcyclescannotbe obtainedbytheargumentm[7].
Clearly,system
(4.4)
does satisfyall therequirements of Theorem4.1. Soifourtheoremisemployedwecan stillhave the uniqueness result for system(4.3).
The idea usedinthispaperispossible for use in determining the uniquenessconditionsoflimitcyclesinthe general Kolmogorovsystem. Thiswork will be publishedina separatepaper.
ACKNOWLEDGMENT. Theauthor extendshisthankstoProfessorStephen J.Merrillforhisvaluable discussions.
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