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a
Department of Mathematics, Faculty of Science, Mansoura University, Mansoura 35516, Egypt
b
Department of Basic Science, Faculty of Computers and Informatics, Suez Canal University, Ismailia
41522, Egypt
c
Department of Mathematics, Shanghai University, Shanghai 200444, China
Article history: Received 27 July 2014, Accepted 21 August 2014, Published 26 September 2014.
Abstract: In this paper, we study the stability of a delayed logistic equation with strong Allee
effect. By using the associated characteristic transcendental equation, we show that the
occurrence of Hopf bifurcation at the positive equilibrium. The direction and the stability of
the bifurcating periodic solutions are obtained by the normal form theory and center manifold
theorem. Finally, a numerical example is given to demonstrate the effectiveness of the
theoretical analysis.
Keywords: Delay logistic equation, Stability, Hopf bifurcation analysis, Allee effect.
1. Introduction
The logistic equation [1] is a modification of the exponential equation model which takes into
account the limitation of the environmental resources. The logistic equation (sometimes called the
Verhulst model) is a model of population growth first proposed by Pierre-Francois Verhulst (1845, 1847).
Verhulst [2] proposed that a self-limiting process should operate when a population becomes too large in
the form
𝑥(𝑡)
𝑥̇ (𝑡) = 𝑟𝑥(𝑡) (1 − ) (1)
𝑘
Equation (1) called logistic growth in a population Where 𝑟 is the intrinsic growth rate and 𝑘 is
the carrying capacity (the maximum number of individuals that the environment can support).The logistic
equation has variety of applications. It is used in neural networks to clamp signals to within a specified
range, in economics to illustrate the progress of the diffusion of an innovation through its life cycle, in
medicine to model the growth of tumors and in linguistics to model language change [3].
Since, using ordinary differential equation models for population growth often do not tend to
represent the population as accurately as one might initially expect, time delays have been incorporated
into biological and ecological models to represent some phenomena as resource regeneration times,
maturation periods, feeding times, reaction times, etc. Furthermore [4], so many of the processes, both
natural and manmade, in medicine, chemistry, physics, engineering, economics, physiological diseases
etc., involve time delays. In general, delay differential equations exhibit much more complicated
dynamics than ordinary differential equations. For these reasons, mathematicians, biologists, ecologists,
epidemiologists and economists have given much interest to the delayed systems. [3-11, 20]
Hutchinson [10] proposed more realistic equation by incorporating the effect of delay into the logistic
equation
𝑥(𝑡−𝜏)
𝑥̇ (𝑡) = 𝑟𝑥(𝑡) (1 − ) (2)
𝑘
It has been suggested by Hutchinson that the equation (2) can be used to model the dynamics of
a single species population growing towards a saturation level k with a constant reproduction rate r [11].
Delays bring about interesting topological changes in the population size like damped oscillations, limit
cycles and even chaos [12]. The inclusion of delay in such models has illustrated more complicated and
richer dynamics in terms of stability, bifurcation, periodic solutions and so on [13].
Some species often cooperate among themselves in their search for food and to escape from their
predators. For example a number of social species such as ants, termites, bees, etc., have developed
complex cooperative behavior involving division of labor, altruism, etc. Such cooperative processes have
a positive feedback influence since individuals have been provided a greater chance to survive and
reproduce as density increase.
Aggregation and associated cooperative and social characteristics among members of a species
were extensively studied in animal populations by Allee (1931). The phenomenon in which reproduction
rates of individuals decrease when density drops below a certain critical level is now known as the Allee
effect. [10].
Allee effects, defined as positive effects of increasing density on fitness, are a predicted
consequence of multiple mechanisms in small or low density populations, and are expected to affect
many population-level processes, including extinction, population establishment and biological invasion,
meta population fluctuations, predator–prey interactions and parasite transmission [14].
The so-called Allee effect [15] refers to a population that has a maximal per capita growth rate at
intermediate density. This occurs when the per capita growth rate increases as density increases and
decreases after the density passes a certain value.
The equation
𝑥(𝑡) 𝑥(𝑡)
𝑥̇ (𝑡) = 𝑟𝑥(𝑡) (1 − )( − 1) (3)
𝑘 𝑎
Where 𝑘 > 0 is the carrying capacity and 𝑎 > 0 is Allee threshold (the minimal size of the population
required to survive).
The purpose of this paper is to discuss the stability and the Hopf bifurcation properties of model
(4). More specifically, we will prove that, as the delay τ increases, the positive equilibrium point loses its
stability and a sequence of Hopf bifurcations occur. Furthermore, using the center manifold theory[19]
and normal form, we derive sufficient conditions for the stability of the bifurcating periodic solutions.
In this section, we shall study the stability of the positive equilibrium points and the existence of
local Hopf bifurcations. The model (4) has three equilibria 𝑥1∗ = 0 , 𝑥2∗ = 𝑘 and 𝑥3∗ = 𝑎.
For convenience, we indicate to the next lemma which consolidates our stability analysis.
Lemma 1. [20]
All roots of the characteristic equation 𝜆 + 𝑐 + 𝑏𝑒 𝜆 = 0 , where 𝑐 and 𝑏 are real, have negative real
parts if and only if:-
1. 𝑐 > −1;
2. 𝑐 + 𝑏 > 0 𝑎𝑛𝑑
3. 𝑏 < √𝑐 2 + 𝜉 2 .
𝜋
Where 𝜉 is the root of 𝜉 = −𝑐 tan 𝜉, 0 < 𝜉 < 𝜋 if 𝑐 ≠ 0 and 𝜉 = if 𝑐 = 0.
2
Theorem 1.
𝜋 𝜋
1) The equilibrium point 𝑥1∗ = 0 of Eq. (4) is stable if 𝑟𝜏 < and is unstable if 𝑟𝜏 > 2 .
2
𝑎𝜋 𝑎𝜋
2) The equilibrium point 𝑥2∗ = 𝑘 of Eq. (4) is stable if 𝑟𝜏 < 2(𝑘−𝑎) and is unstable if 𝑟𝜏 > 2(𝑘−𝑎).
𝜋
𝑟𝜏 < (10)
2
Again, by linearizing about x2∗ = k equation(4) will be
𝑟(𝑎 − 𝑘)
𝑝̇ (𝑡) = 𝑝(𝑡 − 𝜏) (11)
𝑎
This equation has the characteristic equation
𝜆 − 𝐴1 𝑒 −𝜆𝜏 = 0 (12)
𝑟(𝑎−𝑘)
Where 𝐴1 = (13)
𝑎
𝜔 + 𝐴1 sin 𝜔𝜏 = 0 (15. 𝑏)
From Eq. (15. 𝑎), we have
𝜋
𝜔𝜏 = cos−1 0 = (2𝑛 + 1) , 𝑛 = 0,1,2, … (16 )
2
At n = 0 (minimum order solution)
𝜋
𝜔𝜏 = (17)
2
From Eq. (17) substitute in Eq. (15. 𝑏)
𝑎𝜋
𝜏=
2𝑟(𝑘 − 𝑎)
So the necessary and sufficient condition for stability is
𝑎𝜋
𝑟𝜏 < (18)
2(𝑘 − 𝑎)
Once again, by linearizing Eq.(4) about x3∗ = a, it will be
𝑝̇ (𝑡) = 𝐴2 𝑝(𝑡) (19)
𝑟(𝑘−𝑎)
Where 𝐴2 = (20)
𝑘
𝑟(𝑘 − 𝑎 )
𝜆 = 𝐴2 = (21)
𝑘
𝑟(𝑘−𝑎)
Since 𝑎 < 𝑘 ⇒ > 0 , then the system is unstable at x3∗ = a . ∎
𝑘
Theorem.2 If 𝜆𝑗 (τ) = αj (τ) + i𝜔𝑗 (τ) denote a root of Eq. (6) near τ = τ𝑗 , such that 𝜔𝑗 (τ𝑗 ) = 𝜔0
and αj (τ𝑗 ) = 0 then
dαj (τ)
| ≠0
dτ τ=τ
𝑗
dαj (τ) 𝑑𝜆 −1 𝑒 𝜆𝜏 𝜏
Sign { | } = sign {𝑅𝑒 (𝑑𝜏 ) | } = sign {𝑅𝑒 ( 𝑟𝜆 − 𝜆)| }
dτ τ=τ𝑗 τ=τ𝑗
τ=τ𝑗
𝑠𝑖𝑛𝜔0 𝜏𝑗 1
= sign { } = sign { 2 } > 0 . ∎
𝑟𝜔0 𝑟
Theorem.3 if 𝜆𝑗 (τ) = αj (τ) + i 𝜔𝑗 (τ) denote a root of (12) near τ = τ𝑗 , such that 𝜔𝑗 (τ𝑗 ) = 𝜔0 and
αj (τ𝑗 ) = 0 then
dαj (τ)
| ≠0
dτ τ=τ
𝑗
𝑠𝑖𝑛𝜔0 𝜏𝑗 1
= sign { } = sign { 𝑟𝐴 } > 0 . ∎
𝐴1 𝜔 0 1
This proof stated the transversality condition for the occurrence of Hopf bifurcations.
Then the proof of the theorem has been gained. ∎
Theorems 2 and 3 stated the last condition for the occurrence of Hopf bifurcations and the results
can be introduced as follow:
Theorem4:
𝜋
1) When the parameter τ passes through the critical value τ1 = 2𝑟 , there are Hopf bifurcations at the
We can choose
𝜂 (𝜃, 𝜇 ) = −𝑟(𝜏𝑗 + 𝜇)𝛿(𝜃 + 1) (26)
where 𝛿(𝜃)is the Dirac delta function.
For 𝜑 𝜖 ∁([−1,0], ℝ); define
𝑑𝜑(𝜃)
𝑖𝑓 𝜃 ∈ [−1,0)
𝑑𝜃
𝐴(𝜇)𝜑 = 0 (27)
∫ 𝑑𝜂 (𝜇, 𝑠)𝜑(𝑠)𝑖𝑓 θ = 0
{ −1
And
0 𝑖𝑓 𝜃 ∈ [−1,0)
𝑅(𝜇)𝜑 = { (28)
𝐹(𝜇, 𝜑) 𝑖𝑓 𝜃 = 0
To determine the Poincare normal form of the operator 𝐴 we need to calculate the eigenvector
𝑞(𝜃) and 𝑞 ∗ (𝜃) of 𝐴 and 𝐴∗ that corresponding to the eigenvalues 𝑖𝜔0 𝜏j and −𝑖𝜔0 𝜏j respectively.
It is easy to be verified that 𝑞(𝜃) = 𝑒 𝑖𝜔0 𝜏j𝜃 and 𝑞 ∗ (𝜃) = 𝐷𝑒 𝑖𝜔0 𝜏j𝜃 .
In order to assure that ⟨𝑞 ∗ (𝑠), 𝑞(𝜃)⟩ = 1, we need to determine the value of 𝐷.
From (31)
0 𝜃
̅ 𝑒 −𝑖𝜔0 𝜏j(𝜉−𝜃) 𝑑𝜂 (𝜃)𝑒 𝑖𝜔0 𝜏j𝜉 𝑑𝜉
⟨𝑞 ∗ (𝑠), 𝑞(𝜃)⟩ = 𝑞̅ ∗ (0)𝑞(0) − ∫ ∫ 𝐷
−1 𝜉=0
0
⟨𝑞 ∗ (𝑠), ̅ [1 − ∫ 𝜃 𝑒 𝑖𝜔0 𝜏j𝜃 𝑑𝜂 (𝜃)] = 1
𝑞(𝜃)⟩ = 𝐷
−1
1
̅=
𝐷 (32)
1 − 𝑟𝜏𝑗 𝑒 −𝑖𝜔0 𝜏j
Using the same notation introduced by Hassard et al [19], we compute the co-ordinates to
describe the center manifold 𝑐0 at= 0 .
For 𝑦𝑡 , a solution of (29) at 𝜇 = 0 , we define:
𝑧(𝑡) = ⟨𝑞 ∗ ,𝑦𝑡 ⟩and 𝑤(𝑡, 𝜃) = 𝑦𝑡 (𝜃) − 2𝑅𝑒{𝑧(𝑡)𝑞(𝑡)} (33)
On the center manifold 𝑐0 ,we have:
𝑤(𝑡, 𝜃) = 𝑤(𝑧(𝑡), 𝑧̅(𝑡), 𝜃) where
𝑧2 𝑧̅ 2
𝑤(𝑡, 𝜃) = 𝑤20 (𝜃) + 𝑤11 (𝜃)𝑧𝑧̅ + 𝑤02 (𝜃) + ⋯ (34)
2 2
Where 𝑧 𝑎𝑛𝑑 𝑧̅ are local co-ordinates for 𝑐0 in ∁ in the direction of 𝑞 ∗ and 𝑞̅ ∗ . Note that , 𝑤 is real if 𝑦𝑡
is real. We shall deal with real solution only.
Now, for solution 𝑦𝑡 𝜖 𝑐0 of (29)
⟨𝑞 ∗ ,𝑦̇ 𝑡 ⟩ = ⟨𝑞 ∗ , 𝐴(𝜇)𝑦𝑡 + 𝑅(𝜇)𝑦𝑡 ⟩, then since 𝜇 = 0
𝑧̇ (𝑡) = ⟨𝑞̇ ∗ ,𝑦𝑡 ⟩ + ⟨𝑞 ∗ , 𝐴(𝜇)𝑦𝑡 + 𝑅(𝜇)𝑦𝑡 ⟩
𝑧̇ (𝑡) = 𝑖𝜔0 𝜏𝑗 𝑧(𝑡) + 𝑞 ∗ (0)𝑓(𝑧(𝑡), 𝑧̅(𝑡)) (35)
Equation (35) can be written in abbreviated form as
𝑧̇ (𝑡) = 𝑖𝜔0 𝜏j 𝑧(𝑡) + 𝑔(𝑧, 𝑧̅) (36)
Where
𝑔(𝑧, 𝑧̅) = 𝑞 ∗ (0)𝑓(𝑧(𝑡), 𝑧̅(𝑡))
𝑧2 𝑧̅ 2
𝑔(𝑧, 𝑧̅) = 𝑔20 (𝜃) + 𝑔11 (𝜃)𝑧𝑧̅ + 𝑔02 (𝜃) + ⋯ (37)
2 2
− 2} (45)
Then a general result for the direction and stability of Hopf bifurcation (see [19]), implies that
the direction of the Hopf bifurcation is determined by the sign of 𝛽2, and the stability of the bifurcating
periodic solutions is determined by the sign of 𝜇2 . In this case, if 𝜇2 > 0(< 0), then the Hopf bifurcation
is supercritical (subcritical) and if 𝛽2 < 0(> 0)the bifurcating periodic solutions are orbitally stable
(unstable).
In this section, we shall carry out some numerical simulations for supporting our theoretical
analysis.
We choose 𝑘 = 10 , 𝑎 = 8 and 𝑟 = 2 for the model (4).
First, we choose 𝜏 = 0.75, the corresponding phase portrait is shown in Fig. 1(a), and waveform
plot is shown in Fig. 1 (b). By Theorem 1, we can see that its zero solution is asymptotically stable.
6 6
4 4
2 2
x(t-tau)
x(t)
0 0
-2 -2
-4 -4
-6 -6
-10 -8 -6 -4 -2 0 2 4 6 8 10 0 10 20 30 40 50 60 70 80 90 100
x(t) t
Fig. 1: (a) Phase portrait of model (4), (b) when Waveform plot of model (4) τ =0.75.
Second, choosing, 𝜏 = 0.85, we can find that Hopf bifurcation happens at the equilibrium point.
The model (4) changes from an equilibrium state to a cycle. The phase portrait shown in Fig. 2 (a) and
the waveform plot shown in Fig. 2 (b).
6
6
4
4
2
x(t-tau)
0
x(t)
-2
-2
-4
-4
-6
-10 -8 -6 -4 -2 0 2 4 6 8 10 -6
x 0 10 20 30 40 50 60 70 80 90 100
t
Fig. 2: (a) Phase portrait of model (4), (b) when Waveform plot of model (4) τ =0.85.
Finally, choosing τ =1, the corresponding Phase portrait is shown in Fig. 3 (a) and waveform plot
is shown in Fig. 3 (b). It is easy to see that in Fig. 3 (a) and Fig. 3 (b) undergo a Hopf bifurcation.
6 6
4 4
2 2
x(t-tau)
x(t)
0 0
-2 -2
-4 -4
-6 -6
-10 -8 -6 -4 -2 0 2 4 6 8 10 0 10 20 30 40 50 60 70 80 90 100
x t
Fig. 3: (a) Phase portrait of model (4), (b) when Waveform plot of model (4) τ =1.
We also consider model (4) and find that there are many periodic solutions, as plotted Fig. 4.
Choosing the parameters 𝜏 = 0.75 , 𝑘 = 10 , 𝑎 = 8 , 𝑟 = 2 and 𝜔0 = 0.7854 to find the
values of (58) we got 𝑐1 (0) = 0.0018 + 0.0285𝑖 and 𝜇2 = −0.0096 and 𝛽2 = 0.0036. This implies
that the Hopf bifurcation is subcritical and the bifurcating periodic solutions are orbitally unstable.
6
6
4
4
2 2
x(t-tau)
x(t)
0 0
-2 -2
-4
-4
-6
-6
-10 -8 -6 -4 -2 0 2 4 6 8 10 0 10 20 30 40 50 60 70 80 90 100
x t
Fig. 4: (a) Phase portrait of model (4), (b) when Waveform plot of model (4) τ =1.2.
of (58) we got 𝑐1 (0) = −0.0207 + 0.0258𝑖 and 𝜇2 = 0.0828 and 𝛽2 = −0.0414. This implies that
the Hopf bifurcation is supercritical and the bifurcating periodic solutions are orbitally stable.
values of (58) we got 𝑐1 (0) = −0.0158 + 0.0228𝑖 and 𝜇2 = 0.08427 and 𝛽2 = −0.0316. This
implies that the Hopf bifurcation is supercritical and the bifurcating periodic solutions are orbitally stable.
Choosing the parameters 𝜏 = 3.1416 , 𝑘 = 10 , 𝑎 = 8 , 𝑟 = 2 and 𝜔0 = 0.5 to find the
values of (58) we got 𝑐1 (0) = −0.0158 + 0.0270𝑖and 𝜇2 = 0.005029 and 𝛽2 = −0.0316. This
implies that the Hopf bifurcation is supercritical and the bifurcating periodic solutions are orbitally stable.
5. Conclusions
In this paper, We have investigated the stability and Hopf bifurcation of a delayed logistic
equation with strong Allee effect. A stability conditions for the delayed logistic model with strong Allee
effect are obtained. Also, we show that a Hopf Bifurcation will occur once some parameters pass through
critical values; that is, a family of periodic orbits bifurcates from the equilibrium. The direction of Hopf
bifurcation and the stability of the bifurcating periodic orbits are discussed by applying the normal form
theory and the center manifold theorem. Numerical simulations have shown that the analytical results are
correct.
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