www.biomathforum.org/biomath/index.php/biomath ORIGINAL ARTICLE Effects of Discrete Time Delays and Parameters Variation on Dynamical Systems Ibrahim Diakite∗, Benito M. Chen-Charpentier† ∗Department of Global Health and Social Medicine Harvard Medical School, Boston, USA ibrahim diakite@hms.harvard.edu †Department of Mathematics University of Texas Arlington, Arlington, USA bmchen@uta.edu Received: 29 August 2014, accepted: 20 May 2015, published: 8 June 2015 Abstract—Delay Differential Equations (DDE’s) have received considerable attention in recent years. While most of these articles focused on the effects of the time delays on the stability of the equilib- rium points and on the bifurcation that they may raised, very few papers address the key roles that system parameters play on if and how the discrete delays induce stability changes of the equilibria and produce bifurcations near such equilibria. In this article we focus on that question in a general setting, that is, if one has a system of DDE’s with one or multiple discrete time delays, what are the results of changing the system parameters values on the effects of the discrete time delays on the dynamic of the system. We present general results for one equation with one and two delays and study a specific example of one equation with one delay. We then establish the procedure for n equations with multiple delays and do a specific example for two equations with two delays. We compute the steady states and analyze their stability as both chosen bifurcation parameters, the discrete time delay τ and a local equation parameter µ, cross critical values. Our analysis shows that while changes in both parameters can destabilize the steady state, the discrete time delay can only cause stability switches of the steady state for certain values of µ, while the effects of the local equation parameter on the steady state do not necessarily depend on the value of τ. While µ may cause the system to go through different type of bifurcations, the discrete time delay can only introduce a Hopf bifurcation for certain values of µ. Keywords-delay differential equations; bifurca- tion; predator-prey. I. INTRODUCTION It is well known, that the values of the parameters play a crucial role in the behav- ior of dynamical systems and that changes in the values can change the behavior significantly. It has also been shown by many researchers (Perelson[1],Allen[2],Bellen[3]) that there is a need to incorporate discrete time delays in dy- namical systems (biological systems, physical sys- tems,...) as studied. Models that incorporate such delays are referred to as delay differential equations (DDE’s). DDE’s have been extensively studied by many researchers including pioneers Bellman[4], Driver [5], and in more recent years by Culshaw[6], Gakkhar[7], Bellen[3], and a superb monograph on the subject Citation: Ibrahim Diakite, Benito M. Chen-Charpentier, Effects of Discrete Time Delays and Parameters Variation on Dynamical Systems, Biomath 1 (2015), 1505201, http://dx.doi.org/10.11145/j.biomath.2015.05.201 Page 1 of 17 http://www.biomathforum.org/biomath/index.php/biomath http://dx.doi.org/10.11145/j.biomath.2015.05.201 I. Diakite et al., Effects of Discrete Time Delays and Parameters ... by Gopalsamy [8]. While most of these research papers focus on issue of the stability changes caused by the delay(s), the main motivation of this paper is to study how a local bifurcation parameter of the system may affect the changes in stability caused by the delay (s). Published papers have shown that the incorpora- tion of discrete time delays can highly impact the dynamics of the system, since they can switch the stability of a steady state point, and can also cause the system to go through a Hopf bifurcation near that steady state point (Culshaw[6], Gakkhar[7], Bellen[3]). In this paper we consider a system of n delay differential equations (DDE’s) with one parameter µ as the bifurcation parameter and also with one or more discrete time delays, τ, which can also behave as bifurcation parameters. We are interested in investigating how the parameters µ and τ affect the stability of the steady state points of the system, and, more important, how their effects on the system are correlated to each other. We present general results in the one dimensional case (propositions 1 to 3) for necessary and suffi- cient conditions for a stability switch and present a specific example to illustrate these conditions. For the n dimensional case (n ≥ 2) we establish the main ideas, but since there are multiple possible cases, we consider only a specific example. We present a non-Kolmogorov type of predator-prey model similar to the model presented by Ruan [9]. In this model we introduce two delays, τ1 > 0 and τ2 > 0, to represent the time lag in the growth to maturity of the prey, and the time lag in the growth to maturity of the predator, respectively. We show how the dynamics of the system change depending on certain conditions on τ1 and on another bifurcation parameter R. We also point out conditions for the system to go through stability changes when both delays τ1 and τ2 are non-zero. We present necessary conditions for the system to go through a Hopf bifurcation for τ1 > 0 and τ2 = 0. Finally we show numerical results illustrating the theoretical results. II. ONE DIMENSIONAL FIELD A. One Equation with One Delay Consider the one dimensional delay differential equation with the time delay τ, and the parameter µ as bifurcation parameters: dX dt = f(X(t),X(t− τ),µ), (1) where f is assumed to be smooth enough to guar- antee the existence and uniqueness of solutions to (1) under the initial condition (R. Bellman and K. L. Cooke [4]) X(θ) = φ(θ), θ ∈ [−τ, 0]. Unfortunately equation (1) is too general to ana- lyze. Therefore we will consider a more special form: dX dt = f1(X(t),µ) + f2(X(t− τ),µ). (2) This form has the advantage that it simplifies the analytical work and also it is the form present in many population dynamical models involving delays [6], [7], [9], [10]. The DDE (2) may or may not have equilibrium points (or steady states) and these will depend on the values of µ. Let µ∗ ∈ Dµ = {µ ∈ R : f(X∗,X∗,µ) = 0 exists} ,that is µ∗ is in the range of values of µ for which the DDE has an equilibrium point X∗, i.e., f(X∗,X∗,µ∗) = 0. We are interested in studying the stability of such equilibrium point. In particular, in studying the effect of the parameter µ and of the discrete time τ on its stability. To do this we linearize the DDE around the equilibrium point. The characteristic equation is : λ− df1 dX |(X∗,µ∗) − df2 dX |(X∗,µ∗)e −λτ = 0, (3) and the stability of the equilibrium point (X∗,µ∗) is determined by the sign of the real part of the eigenvalues λ of equation (3). Biomath 1 (2015), 1505201, http://dx.doi.org/10.11145/j.biomath.2015.05.201 Page 2 of 17 http://dx.doi.org/10.11145/j.biomath.2015.05.201 I. Diakite et al., Effects of Discrete Time Delays and Parameters ... 1) Stability of the Steady State: If τ = 0 then the characteristic equation (3) becomes λ− df1 dX |(X∗,µ∗) − df2 dX |(X∗,µ∗)=0. The stability of the steady state then depends only on values of µ∗ within Dµ. We have two cases: (a) The steady state (X∗,µ∗) is stable if df1 dX |(X∗,µ∗) + df2 dX |(X∗,µ∗) < 0. (b) The steady state (X∗,µ∗) is unstable if df1 dX |(X∗,µ∗) + df2 dX |(X∗,µ∗) > 0. Assume that condition (a) holds, namely the steady state (X∗,µ∗) is stable when there is no delay (τ = 0). We want to know if there exists τ > 0 for which the steady state will lose stability. So for τ ≥ 0, let λ(τ) = α(τ) + iω(τ). The characteristic equation (3) becomes: α + iω = df1 dX |(X∗,µ∗) + df2 dX |(X∗,µ∗)e −ατcosωτ+ i df2 dX |(X∗,µ∗)e −ατsinωτ, (4) where, for clarity in the notation, we have not explicitly shown the dependence on τ. Separating the real and imaginary parts, we have: α = df1 dX |(X∗,µ∗) + df2 dX |(X∗,µ∗)e −ατcosωτ, (5) ω = df2 dX |(X∗,µ∗)e −ατsinωτ. (6) The steady state will lose stability when the real part of the eigenvalue λ crosses the zero axis from negative to positive as τ passes a critical value. By Rouche’s Theorem (Dieudonne[11], Theorem 9.17.4) and by the continuity in τ, the transcenden- tal equation (3) has roots with positive real parts if and only if it has pure imaginary roots. Therefore, we look at when the real part of the eigenvalue λ becomes zero. In other words, we want to find if there exists a τc > 0 such that α(τc) = 0. Since α(0) = df1 dX |(X∗,µ∗) + df2 dX |(X∗,µ∗), and α(0) < 0 by assumption (a) , therefore if τc > 0 exists such that α(τc) = 0 then by the continuity (Michael Y. Li and Hogying Shu [10]) of α we have: • α(τ) < 0 for any 0 ≤ τ < τc, • α(τ) > 0 for any τ > τc. Namely the steady state (X∗,µ∗) will lose stability as the delay parameter τ crosses a critical value τc. Such τc exists if and only if α(τc) = 0 and ω(τc) = ωc satisfies : df1 dX |(X∗,µ∗) = − df2 dX |(X∗,µ∗)cosωcτc (7) ωc = df2 dX |(X∗,µ∗)sinωcτc. (8) Squaring equations (7) and (8), and adding them up, we obtain: ω2c = [ df2 dX |(X∗,µ∗)] 2 − [ df1 dX |(X∗,µ∗)] 2. (9) If equation (9) has at least a positive root ωc, then there exists a τc > 0 such that α(τ) > 0 whenever τ > τc (see proof in Appendix A). An important question we want to address is, since equation (9) depends on the bifurcation parameter µ∗, can one chose µ∗ within Dµ so that equation (9) does not have a positive root ωc? That is, are there values of µ∗ within Dµ such that the delay does not have any effect on the stability of the steady state (X∗,µ∗)? This question motivates the following propositions (see Appendix B for the proof). Proposition 1: Consider the one dimensional delay differential equation dX dt = f1(X(t),µ) + f2(X(t− τ),µ). And assume that the steady state (X∗,µ∗) is stable for τ = 0 then we have (i) If df1 dX |(X∗,µ∗) < 0 and df2 dX |(X∗,µ∗) > 0 then the steady state (X∗,µ∗) remains stable for all τ ≥ 0. (ii) If df1 dX |(X∗,µ∗) > 0 and df2 dX |(X∗,µ∗) < 0 then there exists a critical value of the delay such that the steady state loses stability as the delay crosses its critical value. (iii) If df1 dX |(X∗,µ∗) < 0 and df2 dX |(X∗,µ∗) < 0 then: Biomath 1 (2015), 1505201, http://dx.doi.org/10.11145/j.biomath.2015.05.201 Page 3 of 17 http://dx.doi.org/10.11145/j.biomath.2015.05.201 I. Diakite et al., Effects of Discrete Time Delays and Parameters ... (a) the steady state remains stable for all τ ≥ 0 if | df2 dX |(X∗,µ∗)| < | df1 dX |(X∗,µ∗)|, (b) there exists a τc > 0 such that the steady state becomes unstable for all τ > τc if | df2 dX |(X∗,µ∗)| > | df1 dX |(X∗,µ∗)|. Proposition 2: Consider the one dimensional delay differential equation dX dt = f1(X(t),µ) + f2(X(t− τ),µ). And assume that the steady state (X∗,µ∗) is stable for τ = 0, that conditions of proposition 1(iii) hold, and that further more for some µ∗ within Dµ we have: df1 dX |(X∗,µ∗) = g(X ∗)O(µ∗), df2 dX |(X∗,µ∗) = h(X ∗)O( 1 µ∗ ), then there exists a critical value for µ∗ within Dµ such that the steady state (X∗,µ∗) will stay stable for all τ ≥ 0 when µ∗ > µc. 2) Example: Consider the one dimensional DDE{ dY dt = µ Y (t) Y (t)+1 − 1 µ Y (t− τ)2, if µ 6= 0 Y (t) = 0, if µ = 0 where µ is a bifurcation parameter and τ ≥ 0 is a discrete time delay. For µ ∈ Dµ = R, the equation has two non-negative equilibrium points: the trivial one Y ∗0 = 0, and the positive equilib- rium point Y ∗1 = −1+ √ 1+4µ2 2 . The characteristic equation is given as λ−µ 1 (Y ∗ + 1)2 − 2 µ Y ∗e−λτ = 0. (10) • For the trivial equilibrium point Y ∗ = 0, its stability only depends on µ since equation (10) evaluated at Y ∗ = 0 becomes λ = µ. The trivial equilibrium is unstable for µ > 0 and all τ ≥ 0. The trivial equilibrium is stable for µ < 0 and all τ ≥ 0. • At Y ∗1 = −1+ √ 1+4µ2 2 , equation (10) becomes: λ− 4µ (1+ √ 1+4µ2)2 + √ 1+4µ2−1 µ e−λτ = 0, (11) then the stability of Y ∗1 depends on both µ and τ. 1) If τ = 0 then equation (11) becomes λ = − 4µ √ 1 + 4µ2 (1 + √ 1 + 4µ2)2 then λ < 0 if µ > 0, therefore the equilibrium Y ∗1 is stable (Fig 2) λ > 0 if µ < 0, therefore the equilibrium Y ∗1 is unstable (Fig 2). Remark: To better understand the situation, the stability of both equilibria when there is no delay is shown in the following table: TABLE I STABILITY REGIONS Case Y ∗0 = 0 Y ∗ 1 = −1+ √ 1+4µ2 2 µ < 0 stable unstable µ = 0 stable stable µ > 0 unstable stable At the equilibrium (Y,µ) = (0, 0), there is an exchange of stability. This is a transcritical bifurcation (Guckenheimer[12]). Geometrically, there are two curves of equilibria which intersect at the origin and lie on both sides of µ = 0. Stability of the equilibrium changes along either curve on passing through µ = 0. 2) If τ > 0 and λ(τ) = α(τ) + iω(τ), there exists a critical τc such that α(τc) = 0 and λ(τc) = ±iω(τc) = ±iωc (a pair of pure Biomath 1 (2015), 1505201, http://dx.doi.org/10.11145/j.biomath.2015.05.201 Page 4 of 17 http://dx.doi.org/10.11145/j.biomath.2015.05.201 I. Diakite et al., Effects of Discrete Time Delays and Parameters ... Fig. 1. Transcritical bifurcation around µ = 0. Unstable equilibrium (red), and Stable equilibrium (blue). imaginary eigenvalues) is solution of (8) if and only if ω2c = 16[µ2(1+ √ 1+4µ2)2−1] (1+ √ 1+4µ2)4 has a positive root ωc, and that is the case if and only if µ2(1 +√ 1 + 4µ2)2 − 1 > 0. (2a) If µ ≥ 1 2 then µ2(1+ √ 1 + 4µ2)2−1 > 0 therefore there exists τc > 0 such that the equilibrium loses stability whenever τ > τc (Fig 3 left). (2b) If µ ≤−1 2 then µ2(1+ √ 1 + 4µ2)2−1 > 0 therefore there exists τc > 0 such that the equilibrium gains stability whenever τ > τc . (2c) If −1 2 < µ < 1 2 then µ2(1 +√ 1 + 4µ2)2 − 1 < 0 therefore the de- lay has no effect on the stability of the equilibrium. For µ ≥ 1 2 , the equilibrium is unstable for all τ > 0.55, and for 0 < µ < 1 2 the equilibrium remains stable for all τ. B. One Equation with Multiple Delays Consider the one dimensional delay differential equation with the time lags τk, k = 1, 2, ..., and µ as bifurcation parameters: dX dt = f1(X(t),µ) + f2(X(t− τ1), ...,X(t− τk),µ) (12) Fig. 2. The positive equilibrium is stable for τ = 0 and µ = 2, top graph. The equilibrium still remains stable for τ = 0.4 (τ < τc = 0.55) and µ = 2, bottom graph Let (X∗,µ∗) = (X∗,X∗, ...,X∗,µ∗) be the steady state of equation (12), i.e., f1(X∗,µ∗) + f2(X ∗,X∗, ...,X∗,µ∗) = 0. To study the stability of the steady state we compute the characteristic equation: λ− df1 dX |(X∗,µ∗) − k∑ j=1 df2 dX |(X∗,µ∗)e −λτj = 0. (13) For clarity of the presentation we consider the case of only two delays. Therefore the characteristic equation is written as λ− df1 dX |(X∗,µ∗) − df2 dX |(X∗,µ∗)(e −λτ1 + e−λτ2 ) = 0 (14) Biomath 1 (2015), 1505201, http://dx.doi.org/10.11145/j.biomath.2015.05.201 Page 5 of 17 http://dx.doi.org/10.11145/j.biomath.2015.05.201 I. Diakite et al., Effects of Discrete Time Delays and Parameters ... Note that if τ1 = τ2 = τ or τ1 = 0 or τ2 = 0 then we are back to the previous case of one equation with one delay. We will assume that τ1 is in its stable domain, i.e., 0 < τ1 < τ1c and τ2 > 0. We now examine how variation of τ2 and µ affects the stability of the steady state. Consider λ(τ2) = α(τ2) + iω(τ2) as solution of equation (14). We look for a critical value τ2c of τ2 such that α(τ2c) = 0 and λ(τ2c) = iω(τ2c) = iω2c is solution of equation (14). Such τ2c exists if and only if: iω2c − df2 dX |(X∗,µ∗)(cos ω2cτ1 − i sin ω2cτ1) − df2 dX |(X∗,µ∗)(cos ω2cτ2c − i sin ω2cτ2c) − df1 dX |(X∗,µ∗) (15) Separate real and imaginary parts: − df2 dX |(X∗,µ∗) cos ω2cτ2c = df2 dX |(X∗,µ∗) cos ω2cτ1, + df1 dX |(X∗,µ∗) df2 dX |(X∗,µ∗) sin ω2cτ2c = − df2 dX |(X∗,µ∗) sin ω2cτ1 −ω2c. (16) Adding the square of (16) and (II-B) we have [ df2 dX |(X∗,µ∗)] 2 = (ω2c + df2 dX |(X∗,µ∗) sin ω2cτ1) 2 +( df1 dX |(X∗,µ∗) + df2 dX |(X∗,µ∗) sin ω2cτ1) 2 (17) Clearly τ2c exists if and only the function: H(ω2c) = (ω2c + df2 dX |(X∗,µ∗) sin ω2cτ1) 2 + ( df1 dX |(X∗,µ∗) + df2 dX |(X∗,µ∗) cos ω2cτ1) 2 − [ df2 dX |(X∗,µ∗)] 2 (18) has at least a positive root. Fig. 3. For µ = 2 and τ = 0.9 the equilibrium is unstable, top graph. For µ = 0.2 and τ = 1 the equilibrium is stable, bottom graph Proposition 3: Consider the one dimensional delay differential equation with the time lag τ1, τ2, and µ as bifurcation parameters: dX dt = f1(X(t),µ) + f2(X(t− τ1),X(t− τ2),µ). (19) Assume that the steady state (X∗,µ∗) = (X∗,X∗,µ∗) of (19) is stable for 0 < τ1 < τ1c. If df2 dX |(X∗,µ∗) > 0 and df1 dX |(X∗,µ∗) < 0, then there exists a critical value τ2c > 0 for τ2 such that (X∗,µ∗) losses stability as τ2 crosses τ2c. Proof: Such τ2c exists if and only if equation H(ω2c) = 0 has at least a positive equation. Or Biomath 1 (2015), 1505201, http://dx.doi.org/10.11145/j.biomath.2015.05.201 Page 6 of 17 http://dx.doi.org/10.11145/j.biomath.2015.05.201 I. Diakite et al., Effects of Discrete Time Delays and Parameters ... If df2 dX |(X∗,µ∗) > 0 and df1 dX |(X∗,µ∗) < 0 then H(0) = ( df1 dX |(X∗,µ∗) + df2 dX |(X∗,µ∗)) 2 − ( df2 dX |(X∗,µ∗)) 2 < 0 (20) And also H(ω2c) → ∞ as ω2c → ∞. Then the intermediate value theorem assures that equation H(ω2c) = 0 has at least a positive root. � We now extend our analysis to a system of n- delay differential equations with multiple discrete time delays τ1,τ2, ...,τk, and a local bifurcation parameter µ. III. N DIMENSIONAL FIELD Consider the following system non-linear delay differential equations: dx dt = f(x(t),x(t− τ1), ...,x(t− τk),µ), (21) where x ∈ Rn, τj ≥ 0, 1 ≤ j ≤ k are constant discrete times, f : Rn+1 × Ck → Rn is assumed to be smooth enough to guarantee existence and uniqueness of solutions to (21) under the initial value condition (R. Bellman and K. L. Cooke [4] and J. K. Hale and S. M. Verduyn Lunel [13]) x(θ) = φ(θ), θ ∈ [−τ, 0], where C = C([−τ, 0],Rn), τ = max 1≤j≤k τj. Suppose f(x∗,x∗, ...,x∗,µ∗) = 0, that is, (x∗,µ∗) is a steady state of system (21). We are interested in studying the stability of such equilibrium point. In particular studying the effect of the parameter µ and the discrete time delays τ1,τ2, ...,τk on its stability. The linearization of (21) at (x∗,µ∗) has the form (Ruan [9]): dX dt = A0(µ ∗)X(t) + k∑ j=1 Aj(µ ∗)X(t− τj), (22) where X ∈ Rn, each Aj(µ∗) (0 ≤ j ≤ k) is an n×n constant matrix that depends on values of µ∗ within Dµ. The transcendental equation associated with system (21) is given as : det [ λI −A0(µ∗) − k∑ j=1 Aj(µ ∗)e−λτj ] = 0 (23) Equation (23) has been studied by many re- searchers (Ruan [9], R. Bellman and K. L. Cooke [4] and J. K. Hale and S. M. Verduyn Lunel [13]). The following result, which was proved by Chin [14] for k = 1 and by Datko [15] and Hale et al. [13] for k ≥ 1, gives a necessary and sufficient condition for the absolute stability of system (22). Lemma 1: System (22) is stable for all delays τj(1 ≤ j ≤ k) if and only if (i) Reλ( ∑k j=0 Aj(µ ∗)) < 0; (ii) det[iωI−A0(µ∗)− ∑k j=1 Aj(µ ∗)e−iωτj ] 6= 0 for all ω > 0 Clearly, the stability of the steady state (x∗,µ∗) and the effects of the discrete times τj on its stability depend on values of µ∗ within Dµ. To further investigate the effects of µ, and the discrete time delays τj on the stability of (x∗,µ∗), the exact entries of the matrices Aj(µ∗) are needed to avoid doing a large number of cases. Note that the difficulty of the analysis is not due to the number of delays but to the number of equations. Even in the case of two equations with one delay, one needs to consider: det[λI −A0(µ∗) −A1(µ∗)eλτ = 0], where Ai(µ ∗) = ∂f ∂Xi |(X∗,µ∗), i = 0, 1. So the stability depends on all the entries of the Ai, i = 0, 1, we have many different cases. Therefore to present the ideas we consider a specific example with n = 2, k = 2, that is a two dimensional delay differential equations with two discrete time delays, and a local bifurcation parameter. Biomath 1 (2015), 1505201, http://dx.doi.org/10.11145/j.biomath.2015.05.201 Page 7 of 17 http://dx.doi.org/10.11145/j.biomath.2015.05.201 I. Diakite et al., Effects of Discrete Time Delays and Parameters ... A. Two Dimensional Field Example Consider the non-Kolmogorov type (Holling) predator-prey model dx dt = r1x(t− τ1) −a1 x(t)y(t) x(t) + 1 , (24) dy dt = −r2y(t) + a2 x(t− τ2)y(t− τ2) x(t− τ2) + 1 (25) where the parameters are described in the fol- lowing table: TABLE II PARAMETER VALUES Parameters Description Values x(t) the prey population y(t) the predator population r1 the growth rate of the prey in the absence of predators 0.5 r2 the death rate of predators in the absence of the prey 0.5 a1 the predation rate of the prey by the predators 0.5 a2 the conversion rate for the predators 5 τ1 the time lag in the growth to maturity of the prey varies τ2 the time lag in the growth to maturity of the predators varies Note that r1 > 0, r2 > 0, a1 > 0, a2 > 0, τ1 > 0, τ2 > 0. Proposition 4: If the basic reproductive ratio (Ameh[16]) R > 1, the system has two non- negative steady states: (x∗0,y ∗ 0) = (0, 0), and (x ∗ 1,y ∗ 1) = ( 1 R−1, RR′ R−1 ), where R = a2 r2 R′ = a1 r1 . We consider R, τ1 and τ2 as the bifurcation parameters for the system (24-25) since changes of them may affect the existence and stability of the equilibrium points. B. Stability Analysis Proposition 5: There exists a critical value for τ1 such that (i) The steady state (x∗0,y ∗ 0) is unstable for τ1 = 0, and all τ2 ≥ 0. (ii) The steady state (x∗0,y ∗ 0) is stable for τ1 ≥ τ1c, and all τ2 ≥ 0. Proposition 6: If [(b−d)2−r21−2a1f] < 0 and ∆ = [(b−d)2 −r21 − 2a1f] 2 − 4a21f 2 ≥ 0 then there exists a critical τ ′1c such that (i) The steady state (x∗1,y ∗ 1) = ( 1 R−1, RR′ R−1 ) is unstable for 0 ≤ τ1 < τ ′1c and τ2 = 0. (ii) The steady state (x∗1,y ∗ 1) is stable for τ1 > τ ′ 1c and τ2 = 0. Note that τ1 affects the stability of the positive equilibrium only for values of R such that condi- tions C(0) are satisfied. Remark: For our parameter values, we have [(b−r2)2 −r21 − 2a1f] = −0.9475 < 0 and ∆ = [(b−r2)2−r21−2a1f] 2−4a21f 2 = 0.0878 > 0 Proposition 7: Consider system (24-25) with τ1 in its unstable interval (0 ≤ τ1 < τ ′1c). If a1 ≥ 2, then there exists a critical τ2 > 0, such that the positive equilibrium becomes stable for τ2 > τ2c. Note that the effect of τ2 on the stability of the positive equilibrium does not depend on the values of R. C. Hopf Bifurcation Analysis According to the Hopf Bifurcation Theorem (Culshaw [6]), the discrete time delay τ1 will cause the system to go through a Hopf bifurcation near the steady state (x∗1,y ∗ 1), if the following transversality condition is satisfied: dα(τ1) dτ1 |τ1=τ′1c 6= 0. (26) To check this condition we recall that the char- acteristic equation of the system at (x∗1,y ∗ 1) when τ2 = 0 is given as : λ2 + (b−r2)λ−r1e−λτ1λ + a1f = 0. (27) Substituting λ(τ1) = α(τ1) + iω(τ1) in equation (27), we have : α2 −ω2 + 2αωi + (b−r2)α + (b−r2)ωi −r1eατ1 (cos ωτ1 − i sin ωτ1)(α + iω) + a1f = 0. (28) Biomath 1 (2015), 1505201, http://dx.doi.org/10.11145/j.biomath.2015.05.201 Page 8 of 17 http://dx.doi.org/10.11145/j.biomath.2015.05.201 I. Diakite et al., Effects of Discrete Time Delays and Parameters ... We equate the real and the imaginary parts to zero, and we have : α2 −ω2 + a1f + r1eατ1 (α cos ωτ1 + ω sin ωτ1) +(b−r2)α = 0, (29) 2αω −r1eατ1 (ω cos ωτ1 −α sin ωτ1) +(b−r2)ω = 0. (30) We differentiate equations (29) and (30) with respect to τ1 and evaluate at τ1 = τ ′1c for which α(τ ′1c) = 0 and ω(τ ′ 1c) = ω ′ c. We obtain A dω(τ1) dτ1 |τ1=τ′1c −B dα(τ1) dτ1 |τ1=τ′1c = C cos ω′cτ ′ 1c + D sin ω ′ cτ ′ 1c (31) B dω(τ1) dτ1 |τ1=τ′1c + A dα(τ1) dτ1 |τ1=τ′1c = C sin ω′cτ ′ 1c −D cos ω ′ cτ ′ 1c (32) where A := 2ω′c −r1τ ′ 1c sin ω ′ cτ ′ 1c, B := (b−r2) + r1τ ′1c cos ω ′ cτ ′ 1c C := r1τ ′ 1c(ω ′2 c + ω ′ cτ ′ 1c), D := r1τ ′ 1cω ′ c sin ω ′ cτ ′ 1c. By solving equations (31) and (32) we have: dα(τ1) dτ1 |τ1=τ′1c = (AC −BD) sin ω′cτ ′1c − (AD + BC) cos ω ′ cτ ′ 1c A2 + B2 . (33) The system undergoes through a Hopf bifurcation near (x∗1,y ∗ 1) if: (AC−BD) sin ω′cτ ′ 1c−(AD+BC) cos ω ′ cτ ′ 1c 6= 0. D. Numerical Results To illustrate the effect of the parameter R and the discrete time delay on the stability of the steady state (x∗,y∗), and to support the theoretical predictions discussed above, we conducted numerical simulations for the system (24-25). We used DDE-BIFTOOL (Engelborghs[17]) for the stability and bifurcation analysis and also used the Matlab solvers ode23 and dde23 (Shampine[18],Shampine[19]) to see the behavior of the predator and prey populations through time. All the parameter values are given in Table II. Fig. 4. The positive equilibrium is unstable for τ1 = τ2 = 0 and R = 10 > 1.The system exhibits a spiral out from the equilibrium (x∗1,y ∗ 1) = (0.111,1.111). Biomath 1 (2015), 1505201, http://dx.doi.org/10.11145/j.biomath.2015.05.201 Page 9 of 17 http://dx.doi.org/10.11145/j.biomath.2015.05.201 I. Diakite et al., Effects of Discrete Time Delays and Parameters ... For the given parameters values we have R = 10 > 1, and a positive equilibrium exists and is given as (x∗1,y ∗ 1) = (0.111, 1.111). When there is no delay the prey and predator populations variation through time is shown on Figure 4. For our parameter values we have: [(b−d)2 −r21 − 4f] = −0.9475 < 0 and ∆ = [(b−d)2 −r21 − 4f] 2 − 16f2 = 0.0878 > 0. Then there exists a τ1c = 6 such that the steady state remains unstable for 0 ≤ τ1 < τ1c and τ2 = 0 (see Figure 5), it becomes stable as τ1 crosses τ1c and τ2 = 0 as shown on Figure 6. Fig. 5. The positive equilibrium remains unstable for τ1 = 1 < τ1c = 6 and τ2 = 0. Fig. 6. The positive equilibrium is stable for τ1 = 7 > τ1c = 6 and τ2 = 0. We examine closely the stability switch introduces by τ1. We use DDE-BIFTOOL to compute the eigenvalues of the characteristic equation (38) for τ2 = 0 and 0 ≤ τ1 ≤ 10. In Figure 7 we plot the real parts versus the imaginary parts of these eigenvalues. We see that the equilibrium (x∗1,y ∗ 1) stabilizes as τ1 crosses the critical value τ ′1c = 6. We also plot in Figure 7 the eigenvalues of equation (38) for τ1 = τ ′1c = 6 and observe a pair of two pure imaginary eigenvalues. The system undergoes through a Hopf bifurcation as τ1 crosses τ ′1c. We compute the Hopf bifurcations branches using Matlab and show them in Figure 8. Biomath 1 (2015), 1505201, http://dx.doi.org/10.11145/j.biomath.2015.05.201 Page 10 of 17 http://dx.doi.org/10.11145/j.biomath.2015.05.201 I. Diakite et al., Effects of Discrete Time Delays and Parameters ... Fig. 7. The eigenvalues of the characteristic equation (38) for τ1 = 3 (left) and τ1 = 8(center) with τ2 = 0.At τ1 = τ′1c = 6 we can clearly observe a pair of 2 pure imaginary eigenvalues (right). Note τ ′1c = 6 and τ2c = 2.5 For τ1 = 2 and τ2 = 0.5 the equilibrium is unstable as shown in Figure 9. Fig. 8. Global Hopf bifurcations branches as we vary τ1 and a1 (same as varying R). Fig. 9. The positive equilibrium is unstable for τ1 = 2 and τ2 = 0.5. Biomath 1 (2015), 1505201, http://dx.doi.org/10.11145/j.biomath.2015.05.201 Page 11 of 17 http://dx.doi.org/10.11145/j.biomath.2015.05.201 I. Diakite et al., Effects of Discrete Time Delays and Parameters ... Fig. 10. The positive equilibrium is stable for τ1 = 7 and τ2 = 1.2.The system exhibits a spiral in toward the equilibrium (x∗1,y ∗ 1) = (0.111,1.111). For τ1 = 7 and τ2 = 1.2 the equilibrium becomes stable as shown in Figure 10. For the case of two non-zero delays, we use Matlab to compute numerical simulations illustrating the effects of the two delays. The analysis is summa- rized in Table III TABLE III STABILITY REGIONS IN CASE OF TWO NON-ZERO DELAYS Unstable Stable Stable Unstable{ 0 ≤ τ1 < τ′1c, 0 ≤ τ2 < τ2c { τ1 > τ ′ 1c, 0 ≤ τ2 < τ2c { 0 ≤ τ1 < τ′1c, τ2 > τ2c { τ1 > τ ′ 1c, τ2 > τ2c see Fig 4 and Fig9 see Fig6 and Fig10 see Fig11 see Fig12 Fig. 11. The positive equilibrium is stable for τ1 = 0.7 and τ2 = 8. Biomath 1 (2015), 1505201, http://dx.doi.org/10.11145/j.biomath.2015.05.201 Page 12 of 17 http://dx.doi.org/10.11145/j.biomath.2015.05.201 I. Diakite et al., Effects of Discrete Time Delays and Parameters ... Fig. 12. The positive equilibrium is unstable for τ1 = 7 and τ2 = 3.1.The system exhibits an unstable periodic solutions. For τ1 = 7 and τ2 = 3.1 the equilibrium becomes unstable again as shown in Figure 12. IV. CONCLUSIONS AND DISCUSSION It is well known that changes in the parameters play a crucial role in understanding dynamical sys- tems. There is a need to incorporate discrete time delays in dynamical systems (Biological systems, physical systems,...) as has been shown and stud- ied by many researchers (Perelson[1],Bellen[3],..). Published papers have shown that the incorpo- ration of discrete time delays can highly impact the dynamics of the system, since they can cause stability switches of a steady state point, and can also cause the system to go through a Hopf bi- furcation near that steady state point (Culshaw[6], Bellen[3],...). The highlight of this paper is on how a local bifurcation parameter of the system may modify the stability changes caused by the delay(s).To understand the effects of discrete time delays and parameter variations on certain biolog- ical system models, we carried out a bifurcation analysis of a system of delay differential equations in detail for n=1 with specific examples, gave the procedure for higher n, and did a concrete example for n=2. We investigated the stability of the steady states as both bifurcation parameters, the discrete time delay τ and a local bifurcation parameter µ, cross critical values. Our analysis shows that while both parameters can destabilize the steady state, the discrete time delay can cause stability switches of the steady state only upon certain values of µ. The local bifurcation parameter effects on the stability of the steady state do not depend on the value of τ. We also showed that both parameters act differently in term of bifurcation. While the discrete time delay may only introduce a Hopf bifurcation, the parameter µ can introduce other type of bifurcations. Biomath 1 (2015), 1505201, http://dx.doi.org/10.11145/j.biomath.2015.05.201 Page 13 of 17 http://dx.doi.org/10.11145/j.biomath.2015.05.201 I. Diakite et al., Effects of Discrete Time Delays and Parameters ... V. APPENDIX A Theorem 1: Consider the transcendental equa- tion λn + n∑ i=1 an−iλ n−i + n∑ i=1 bn−ie −λτλn−i = 0, (34) if there exists a τc > 0 such that λ(τc) is a purely imaginary eigenvalue of (34), then for τ > τc the transcendental equation (34) has at least one eigenvalue with a strictly positive real part. Before we prove the above theorem , let just first consider a much simpler case. Consider the analytic function h(λ,a) = λ + e−λτ + a, with τ ≥ 0, and a ∈ R. Then h(λ, 0) = 0 if and only if λ = −e−λτ. (35) Equation (35) has purely imaginary roots if and only if τ = τc = 2jπ + π2 , j = 0, 1, 2, . . . The proof of the following lemma can be found in Cooke and Van den Driessche [20]; see also Bellman and Cooke [4]. Lemma 2: If τ ∈ [0, π 2 ), then all roots of equation (35) have strictly negative real parts. If τ ∈ ( 2jπ + π 2 , (2j + 1)π + π 2 ] , then equation (35) has exactly 2j + 1 roots with strictly positive real parts. We have h(λ,a) is an analystic function in λ, a. When τ 6= 2jπ + π 2 , the function h(λ, 0) has no zeros on the boundary of Ω, where Ω = {λ, |Re(λ) ≥ 0, |λ| ≤ ρ}. Thus, Rouche’s theo- rem (Dieudonne[11], Theorem 9.17.4) implies that there exists a δ > 0 such that : (1) for any a < δ, h(λ,a) has no zero on the boundary of Ω (2) for any a < δ, h(λ,a) and h(λ, 0) have the same sum of the orders of zeros belonging to Ω. It follows from lemma 2 that when τ > π 2 , the sum of the orders of the zeros of h(λ, 0) belonging to Ω is at least 1. Thus when τ > π 2 , τ 6= 2jπ+ π 2 , and a < δ then h(λ,a) has at least a root with strictly positive real part. Now we can prove the more general form which is theorem 1 Proof : Consider the analytic function in λ, A h(λ,A) =λn+ n∑ i=1 an−iλ n−i+ n∑ i=1 bn−ie −λτλn−i, (36) where λ ∈ C, and A = (an−1, ...,a1,a0,bn−1, ...,b1) ∈ Rn×(n−1). Then h(λ,A0) = λ n + b0e −λτ where A0 = (0, ..., 0) is the null vector. h(λ,A0) has purely imaginary roots if and only if τ = τjc = 2jπ b 1/n 0 j = 1, 2, ... when n is even, or τ = τjc = (4j + 1)π 2b 1/n 0 j = 0, 1, 2, ... when n is odd, and here we assume that b0 > 0, otherwise we multiple by a − sign. When τ 6= τjc the function h(λ,A0) has no zero on the boundary of Ω, where Ω = {λ, |Re(λ) ≥ 0, |λ| ≤ ρ}. Thus, Rouche’s theorem implies that there exists a δ > 0 such that : (1) when ‖A‖∞ < δ, h(λ,A) has no zero on the boundary of Ω (2) when ‖A‖∞ < δ, h(λ,A) and h(λ,A0) have the same sum of the orders of zeros belonging to Ω. It follows from lemma 2 that when τ > τc = 2π b 1/n 0 and τ 6= 2jπ b 1/n 0 (or τ > τc = 1π 2b 1/n 0 and τ 6= (4j+1)π 2b 1/n 0 ), the sum of the orders of the zeros of h(λ,A0) belonging to Ω is at least 1. Thus when τ > τc , τ 6= τ j c and ‖A‖∞ < δ then h(λ,A) has at least a root with strictly positive real part. � Biomath 1 (2015), 1505201, http://dx.doi.org/10.11145/j.biomath.2015.05.201 Page 14 of 17 http://dx.doi.org/10.11145/j.biomath.2015.05.201 I. Diakite et al., Effects of Discrete Time Delays and Parameters ... VI. APPENDIX B A. Proof of Proposition 1 The characteristic equation of the one dimensional DDE is given by (3) and because the steady state is assumed to be stable at τ = 0 then α(0) = df1 dX |(X∗,µ∗) + df2 dX |(X∗,µ∗) < 0. (37) If (i) holds then equation (37) implies |df2 dX |(X∗,µ∗)| < | df1 dX |(X∗,µ∗)| therefore equation (9) has no positive root meaning the steady state remains stable for all τ ≥ 0. If (ii) holds then equation (37) implies |df2 dX |(X∗,µ∗)| > | df1 dX |(X∗,µ∗)| therefore equation (9) has a positive root then there exists a τc > 0 such that α(τ) > 0 whenever τ > τc. If (iii)(a) holds then again equation (9) has no solution therefore α(τ) < 0 for all τ ≥ 0 meaning the steady state remains stable. If (iii)(b) holds then equation (9) has a positive root then there exists a τc > 0 such that α(τ) > 0 whenever τ > τc. � B. Proof of Proposition 2 If conditions of proposition 1(iii)(a) hold then there is nothing to prove. Assume that conditions of proposition 1(iii)(b) hold then equation (9) has a positive solution, therefore the delay can affect the stability of the equilibrium point. But if for some µ∗ in Dµ we have the extra condition df1 dX |(X∗,µ∗) = g(X ∗)O(µ∗) and df2 dX |(X∗,µ∗) = h(X ∗)O( 1 µ∗ ), then one can rewrite equation (9) as ω2c = [ h(X∗) µ∗ ]2 − [g(X∗)µ∗]2. Then there exists a critical value µc ∈ Dµ of µ such that h(X∗) µ∗ ≈ 0 as µ∗ → µc. Therefore equation (9) becomes ω2c = −[g(X ∗)µc] 2 < 0, which has no real positive root ωc, therefore α(τ) < 0 for all τ ≥ 0. This implies the delay does not have any effect on the stability of the equilibrium point when µ∗ > µc. � C. Proof of Proposition 5 The Jacobian matrix of the system (24-25) is given by : J = [ r1e −λτ1 − a1y ∗ (x∗+1)2 − a1x ∗ x∗+1 a2y ∗ (x∗+1)2 e−λτ2 −r2 + a2x ∗ x∗+1 e−λτ2 ] . Evaluating at (x∗,y∗) = (0, 0), the characteristic equation is given as (λ−r1e−λτ1 )(λ + r2) = 0. We note that the stability of (x∗,y∗) = (0, 0) depends only on τ1. • If τ1 = 0 then the eigenvalues are : λ = r1 > 0 and λ = −r2 < 0. Therefore the (0, 0) is unstable. • If τ1 > 0, we have λ = r1e−λτ1 , let λ(τ) = α(τ) + iω(τ) then we have λ = r1e −ατ1 (cos ωτ1 − i sin ωτ1). One can choose ωcτ1c = π(2n+1) 2 (n=0,1,2,...) or τ1c = π(2n+1) 2ωc such that the real part of λ(τ) = α(τ) + iω(τ) at τ1c is zero (α(τ1c) = 0) and the imaginary part ω(τ1c) = ωc is a solution of the characteristic equation. Then by the continuity of α we have : – α(τ) > 0 for τ1 < τ1c, – α(τ) < 0 for τ1 > τ1c. � D. Proof of Proposition 6 The characteristic equation of the system eval- uating at (x∗1,y ∗ 1) is given by λ2 + (b−r1e−λτ1 −r2e−λτ2 )λ + (f −f1e−λτ1 )+ (a1 − 1)fe−λτ2 + f1e−λ(τ1+τ2) = 0, (38) Biomath 1 (2015), 1505201, http://dx.doi.org/10.11145/j.biomath.2015.05.201 Page 15 of 17 http://dx.doi.org/10.11145/j.biomath.2015.05.201 I. Diakite et al., Effects of Discrete Time Delays and Parameters ... where b = r2 + r1 x∗1 + 1 , f = r1r2 x∗1 + 1 , f1 = r1r2. • If τ1 = τ2 = 0 we have: λ2 − (b−r1 −r2)λ + a1f = 0 with b−r1 −r2 = − r1 R < 0, and a1f > 0. Then the characteristic equation has at least a positive eigenvalue (if the eigenvalues are real) λ = r1 2R + √ δ 2 where δ = (b−r1 −d)2 − 4a1f, or, all its eigenvalues (if complex) have a positive real part ( r1 2R ). Therefore the steady state (x∗1,y ∗ 1) is unstable. • If τ1 > 0 and τ2 = 0 Then the characteristic equation becomes: λ2 + (b−r2)λ−r1e−λτ1λ + a1f = 0. Since we know that the steady state is unsta- ble when τ1 = τ2 = 0, the question becomes: does there exist a τ ′1c such that the steady state stabilizes as τ1 crosses τ ′1c? In other words if λ(τ1) = α(τ1) + iω(τ1), does there exist τ ′1c such that α(τ ′1c) = 0 and ω(τ ′ 1c) = ω ′ c which satisfies −ω′2c + i(b−r2)ω ′ c− ir1ω ′ c(cos ω ′ cτ ′ 1c − i sin ω ′ cτ ′ 1c) + a1f = 0. (39) Setting the real and imaginary parts equal zero, we obtain: −ω′2c + a1f = r1ω ′ c sin ω ′ cτ ′ 1c (40) (b−d)ω′c = r1ω ′ c cos ω ′ cτ ′ 1c. (41) Adding the square of both equations, we obtain: ω′4c +[(b−r2) 2 −r21 − 2a1f]ω ′2 c + a 2 1f 2 = 0 (42) Such τ ′1c exists if and only if the above equation has at least a positive root ω′c. Let M = ω′2c , then we have the quadratic equa- tion: M2 + [(b−r2)2 −r21 − 2a1f]M + a 2 1f 2 = 0 (43) which has at least a positive root if: C(0) : [(b − r2)2 − r21 − 2a1f] < 0, and ∆ = [(b − r2)2 − r21 − 2a1f] 2 − 4a21f 2 ≥ 0, consequently, equation (42) has at least a positive root ω′c. Which implies there exist a τ ′1c > 0 such that the steady state changes stability as τ1 crosses τ ′1c for τ2 = 0. In fact τ ′1c is the smallest of : τ ′j 1c = 1 ω′c arccos b−r2 r1 + 2πj ω′c , j = 1, 2, ...� REFERENCES [1] A. S. Perelson, D. E. Kirschner, R. DE Boer, Dynamics of HIV infection of CD4+ T cells,Math Biosci. 114 (1993) 81-125 [2] L. Allen, An Introduction to Mathematical Biology, Pearson-Prentice Hall, Upper Saddle River, NJ, 2007. [3] A. Bellen, M. 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Biomath 1 (2015), 1505201, http://dx.doi.org/10.11145/j.biomath.2015.05.201 Page 17 of 17 http://dx.doi.org/10.11145/j.biomath.2015.05.201 Introduction One Dimensional Field One Equation with One Delay Stability of the Steady State Example One Equation with Multiple Delays n Dimensional Field Two Dimensional Field Example Stability Analysis Hopf Bifurcation Analysis Numerical Results Conclusions and Discussion Appendix A Appendix B Proof of Proposition 1 Proof of Proposition 2 Proof of Proposition 5 Proof of Proposition 6 References