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Research Article

Universality of stable multi-cluster periodic solutions in a population model of the cell cycle with negative feedback

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Pages 455-522 | Received 23 Feb 2021, Accepted 13 Aug 2021, Published online: 07 Sep 2021

Abstract

We study a population model where cells in one part of the cell cycle may affect the progress of cells in another part. If the influence, or feedback, from one part to another is negative, simulations of the model almost always result in multiple temporal clusters formed by groups of cells. We study regions in parameter space where periodic ‘k-cyclic’ solutions are stable. The regions of stability coincide with sub-triangles on which certain events occur in a fixed order. For boundary sub-triangles with order ‘rs1’, we prove that the k-cyclic periodic solution is asymptotically stable if the index of the sub-triangle is relatively prime with respect to the number of clusters k and neutrally stable otherwise. For negative linear feedback, we prove that the interior of the parameter set is covered by stable sub-triangles, i.e. a stable k-cyclic solution always exists for some k. We observe numerically that the result also holds for many forms of nonlinear feedback, but may break down in extreme cases.

1. Introduction

1.1. Background

In biology, there are phenomena that may emerge when cells or other dynamical units are coupled and influence each other. One example is synchronization, a state in which units are progressing with identical or nearly identical coordinates. In this manuscript, we consider a related phenomenon, phase synchronization or temporal clustering, in which multiple groups (or clusters) of cells are synchronized. They have the same phase as the other cells in their group, but the phase differs from one group to another. Throughout this manuscript, ‘clustering’ will mean temporal clustering (not spatial clustering).

There is a huge literature about synchronization, but temporal clustering has been studied much less often. It was observed in models of connected neurons [Citation1,Citation14,Citation15,Citation20,Citation38] and models of coupled engineered biological oscillators [Citation11,Citation40]. Temporal clustering has been observed in some experiments, including coupled chemical oscillators based on the Belousov–Zhabotinski reaction [Citation34,Citation35] and engineered electrochemical arrays [Citation16,Citation17,Citation37].

Temporal clustering also has been observed in Yeast Metabolic Oscillations (YMO) experiments that exhibit stable periodic oscillations of budding yeast (Saccharomyces cerevisiae) between aerobic metabolism and anaerobic metabolism. These have been observed in experiments and studied for many years [Citation8,Citation12,Citation19,Citation21,Citation27,Citation31].

The Cell Division Cycle (CDC) of budding yeast is the cyclic process of cell growth and division. A correlation between YMO and bud index, fraction of cells budded, was presented very early [Citation19,Citation21], but the link between YMO and the CDC was unclear due to the fact that the periods of YMO were always shorter than the CDC times in the same experiments. The relationship between YMO and the CDC was mostly ignored until it was noted in genetic expression data [Citation18,Citation31] and investigators began calling such oscillations ‘cell cycle related’. Boczko et al. [Citation3] proposed that temporal clustering is the mechanism linking the metabolism and the CDC in these experiments. Temporal clustering with two clusters was observed in YMO experiments reported in Stowers et al. [Citation33] and Young et al. [Citation39] and it was postulated that cells are segregated into CDC synchronized clusters due to feedback effects on the CDC progression. They proposed that cells in some phase of the cell cycle might produce signalling agents or metabolic products and the levels of these chemicals may affect the growth rate of cells in some other parts of the cycle.

Population level models of the cell cycle that include the effect of such feedback between different parts of the cell cycle were proposed in Boczko et al. [Citation3] and Young et al. [Citation39]. It was observed in [Citation5] that clustering in these models is heavily related to a number theoretic relationship between the number of clusters k and other indices that characterize possible clustered solutions. The main goal of this manuscript is to prove a conjecture made in [Citation5] that for negative feedback, temporal clustering is universal, meaning that it happens for any parameters in the model.

1.2. A cell cycle population model, notations and previous results

We will represent the progress of a cell by a variable (phase) zi[0,1]; 0 is the beginning of the cell division cycle and 1 is the end of the cycle. We will identify 0 with 1 and consider zi as a normalized coordinate on the circle. We will let S=[0,s) and R=[r,1) where 0<s<r<1; see Figure . The model of progress of the ith cell in the cell cycle conceptualized in [Citation3] is as follows: (1)  dzi dt=1 if ziR,1+f(I) if ziR,(1) where i=1,,n, (2) I#{i:ziS}n (fraction of cells in the signalling region).(2) We will assume that f is a monotone function satisfying f(0)=0 and f(I)>1. It is perhaps nonlinear.

Figure 1. Schematic with 11 cells where 3 cells are in the S region and 7 cells are in [0,r) (outside the R region). According to the model, z1(t) to z7(t) are progressing with rate 1 while z8(t) to z11(t) are progressing with rate 1+f(311).

Figure 1. Schematic with 11 cells where 3 cells are in the S region and 7 cells are in [0,r) (outside the R region). According to the model, z1(t) to z7(t) are progressing with rate 1 while z8(t) to z11(t) are progressing with rate 1+f(311).

The key feature of the model is that cells in one part of the cycle (denoted by S=[0,s) for signalling) influence the cells in another part (R=[r,1) for responsive). We postulate that the feedback is not direct from cell to cell, but is exerted through the influence of chemicals in the medium that are produced or perhaps consumed by cells in different regions of the cycle. The numbers 0<s<r<1 are fixed for a given application. We will treat them as parameters of the dynamical system. Previous work [Citation39] shows that the number of clusters in asymptotically stable solutions is strongly dependent on s and r.

We do not know how the coordinates of our model correspond to particular phases of the actual cell cycle and so it does not reflect specific biology. However, it is well established that different parts of the cell cycle produce, consume and react differently to different metabolites and other chemicals (see, e.g. [Citation7,Citation9,Citation13,Citation24–26,Citation36,Citation41]). A checkpoint, a phase of the cell cycle where progress may be arrested until sufficient conditions are satisfied [Citation13], is a natural candidate for a responsive phase (R in our model) with negative feedback. This particular mechanism was modelled and studied in [Citation22].

We note that the right-hand side of the differential equation (Equation1) is piecewise constant. Solutions fail to be differentiable at discrete points in time, and the definition of solution must be generalized to continuous, piece-wise smooth solutions. This was addressed in [Citation39].

Figure  provides a visualization of the system in model (Equation1) for the case of n = 11 where 11 different locations of cells represent the state of each cell in the cycle.

Note that cells are identical in (Equation1) and so if two cells have the same coordinates at some time t, then they will coincide for all t>t. A cluster will mean a group of cells whose coordinates are equal and the integer k will be the number of clusters.

When the cells are grouped in k clusters it is sufficient to consider only the k coordinates, {Xi}i=1k of the clusters rather than the coordinates of all individual cells. It follows trivially that the progress of clusters is given by (3)  dXi dt=1 if XiR,1+f(I) if XiR,(3) for i=1,,k, and I is again given by (Equation2). If the k clusters all have the same number of cells, then the progress of evenly clustered solutions can be described by (Equation3), with (4) I#{i:XiS}k,(4) the fraction of clusters in the signalling region.

Next, we define a special class of periodic, evenly clustered solutions of the system (Equation3)–(Equation4) that will be the main object of our study.

Definition 1.1

Let n be the total number of cells in the cycle and k2 be a divisor of n, with n/k cells in each cluster. Suppose that there exists a smallest positive number d such that Xj(d)=Xj+1(0) for all j=1,,k1 and Xk(d)=X1(0). Then {(X1(t),,Xk(t))|tR+} is called a k-cyclic solution.

The existence of k-cyclic solutions was proved in [Citation6,Citation39]: For any f(I)>1 and any pair (s,r), if k is a divisor of n, then a k-cyclic solution exists consisting of n/k cells in each cluster. For negative f and a given pair (s,r), the k-cyclic solution is unique, up to a translation in time.

The main result of this manuscript is that for negative linear feedback, given any pair of parameters (s,r), 0<s<r<1, there is a k2 such that the unique k-cyclic solution corresponding to (s,r) is (locally) asymptotically stable. In order to prove this result, we will first establish new results about stability of k-cyclic solutions for (s,r) in certain subsets. This will require the introduction of quite a bit of terminology.

Let xi denote the initial condition of Xi(t) and let Σ1:={(x1,,xk)|x1=0}. For a solution with an initial condition in Σ1, let t be the shortest positive time required for X1(t) to return back to its starting position, 0; i.e. when the solution returns to Σ1. The Poincaré map Π:Σ1Σ1 for the flow (Equation3)-(Equation4) is defined as follows: (5) Π(0,x2,,xk)=(0,X1(t),,Xk1(t)).(5) Because we have assumed that f(I)>1, this Poincaré map is well defined.

Definition 1.2

We define a map F by (6) F(x2,,xk)=(X1(tk),,Xk1(tk)),(6) where tk is the shortest time required for Xk(t) to reach 1.

It was noted that the map Fk is conjugate to the Poincaré map Π [Citation39]. Further, if (x2,,xk) is a fixed point of F, then (0,x2,,xk)Σ1 is the initial condition of a k-cyclic solution of (Equation3)–(Equation4) and vice versa. Moses [Citation23] showed that for k even clusters, asymptotic stability in the k clustered phase space implies asymptotic stability in the full phase space of n cells, i.e. system (Equation1)–(Equation2). Thus, to study the stability of any k-cyclic solution, it is sufficient to study the stability of the fixed points of F.

Note that 0=x1x2xk1 can be considered as a (closed) simplex. The map F is defined on the interior of the simplex, i.e. on 0<x2<x3<<xk<1. It was shown in [Citation39] that the map F can be extended continuously to the boundary of the simplex and that this continuously extended F permutes components of the boundary of the simplex.

Define σ to be the number of clusters in S=[0,s) at the initial time and define ρ to be the number of clusters in [0,r) (outside of R) at the initial time. That is, (7) 0=x1<x2<<xσ<sxσ+1<<xρ<rxρ+1<<xk<1.(7) According to Equations (Equation3)–(Equation4), clusters may change their rate only when one of them reaches s,r, or 1 which we call events s, r and 1, respectively.

Definition 1.3

Let {(X1(t),,Xk(t)|tR+} be a solution whose initial condition satisfies (Equation7). Then, Xσ(t) reaching s is called the event s, Xρ(t) reaching r is called the event r, Xk(t) reaching 1 is called the event1. A sequence sr1 means that the clusters progress with an order of events s, r and 1, respectively. If two or three events happen at the same time, we say that the solution has simultaneous events.

The sequence of events followed by a cyclic solution is periodic and either sr1sr1 or rs1rs1 or has simultaneous events [Citation5]. Thus, if we wish to study the stability of cyclic solutions, we need only to consider two periodic sequences of events, sr1 or rs1.

We will call the set of points {(s,r):0<s<r<1} the parameter triangle .

Definition 1.4

A subset τ is called isosequential for k if the k-cyclic solution corresponding to each parameter pair in the interior of τ has the same σ and ρ and the same order of events:

  • s(σ,ρ,k)={(s,r)|Xσ(t) reaches s before Xρ(t) reaches r},

  • r(σ,ρ,k)={(s,r)|Xρ(t) reaches r before Xσ(t) reaches s}.

That is, s(σ,ρ,k) and r(σ,ρ,k) are regions on which the k-cyclic solutions have the order of events sr1 or rs1, respectively. Figure  shows indices of isosequential regions for the case of k = 3. Isosequential regions are in fact sub-triangles [Citation5]. Figure  illustrates that the relative positions of the parameters and the clusters of the cyclic solution determine the order of events.

Figure 2. Illustration of how sub-triangles are indexed for the case of k = 3 (and feedback function f0). Each square corresponds to a pair (σ,ρ). Within squares, upper-left triangles s(σ,ρ,k) have cyclic solutions with the order of events sr1, while lower-right triangles r(σ,ρ,k) have the order of events rs1.

Figure 2. Illustration of how sub-triangles are indexed for the case of k = 3 (and feedback function f≡0). Each square corresponds to a pair (σ,ρ). Within squares, upper-left triangles △s(σ,ρ,k) have cyclic solutions with the order of events sr1, while lower-right triangles △r(σ,ρ,k) have the order of events rs1.

Figure 3. Top: X1(t) will reach s before X2(t) reaches r, so the pair (s,r)s(1,2,3). Bottom: X2(t) will reach r before X1(t) reaches s, so (s,r)r(1,2,3).

Figure 3. Top: X1(t) will reach s before X2(t) reaches r, so the pair (s,r)∈△s(1,2,3). Bottom: X2(t) will reach r before X1(t) reaches s, so (s,r)∈△r(1,2,3).

Isosequential regions are important because it was shown in [Citation5] that all the k-cyclic solutions for (s,r) in one of these sub-triangles have the same stability type. We will call a sub-triangle stable if all the k-cyclic solutions corresponding to points in the region are asymptotically stable. An isosequential region will be called unstable if all the k-cyclic solutions corresponding to points in the region are unstable. An isosequential region is called neutral if all the k-cyclic solutions corresponding to points in the region are neutrally stable (stable, but not asymptotically stable). In the context of k-cyclic solutions, stable means that initial conditions near the orbit of the periodic solution will remain near the orbit for all forward time. Asymptotic stability means that nearby solutions not only remain in a neighbourhood of the periodic orbit but also converge to the periodic orbit in forward time.

A point (s,r) is called a simultaneous point if the k-cyclic solution has events s, r and 1 occurring simultaneously. Note that if (s,r) is a simultaneous point, then the initial condition (assumed to be in Σ1) of the k-cyclic solution has one cluster located at s and another one at r. For any f and integer k2 isosequential regions are sub-triangles with simultaneous points at their corners [Citation5]. In the interior of each sub-triangle, all k-cyclic solutions have the same order of events and same stability.

We define the following:

  • s(1,ρ,k) and r(1,ρ,k) are called vertical sub-triangles

  • s(σ,k,k) and r(σ,k,k) are called horizontal sub-triangles

  • s(σ,σ,k) and r(σ,σ+1,k) are called oblique sub-triangles

  • all the rest are called interior sub-triangles.

By the boundary sub-triangles, we mean the vertical, horizontal and oblique sub-triangles. Figure  shows sub-triangles according to this definition for the case of k = 5.

Figure 4. Boundary sub-triangles for the case of k = 5 and f0. The red sub-triangles are called vertical sub-triangles. The green sub-triangles are the horizontal sub-triangles. The purple sub-triangles are the oblique sub-triangles. The grey, yellow and orange sub-triangles are on two of the boundaries. The white sub-triangles are called interior sub-triangles.

Figure 4. Boundary sub-triangles for the case of k = 5 and f≡0. The red sub-triangles are called vertical sub-triangles. The green sub-triangles are the horizontal sub-triangles. The purple sub-triangles are the oblique sub-triangles. The grey, yellow and orange sub-triangles are on two of the boundaries. The white sub-triangles are called interior sub-triangles.

Next we review previous results about the stability of cyclic solutions.

The vertical and horizontal boundary sub-triangles with order of events sr1, i.e. s(σ,k,k) and s(1,ρ,k), were shown to be neutral for any f(I)>1 in [Citation5].

For horizontal and vertical sub-triangles with order rs1, if gcd(k,σ)=1 or gcd(ρ1,k)=1, respectively, the sub-triangle is stable for negative feedback. If gcd(k,σ)1 or gcd(ρ1,k)1, then the sub-triangle is neutral.

For positive feedback, all interior sub-triangles are unstable and for negative feedback all interior sub-triangles with the order sr1 are unstable [Citation2,Citation23].

In conclusion, stability under negative and positive feedbacks of the vertical and horizontal sub-triangles was fully investigated in earlier works. However, stability of the oblique sub-triangles has not been previously analysed. The oblique sub-triangles are indexed by r(σ,σ+1,k) and s(σ,σ,k) where 1σk1. All results that had been established previously are shown in Figure  for the case of k = 8 where stability of the white sub-triangles has not been investigated before. In this manuscript, we prove that the stability of the oblique triangles follows a similar pattern as the vertical and horizontal sub-triangles.

Figure 5. An illustration of known results for k = 8. The grey regions are neutrally stable by results in [Citation5]. The left panel corresponds to a positive feedback: the red sub-triangles were shown to be unstable in [Citation2,Citation23], the green regions are unstable for large feedback [Citation23]. We will show that they are neutral for small feedback. The right panel corresponds to a negative feedback: the blue regions were shown to be asymptotically stable and the yellow areas neutrally stable in [Citation23], the red regions are unstable [Citation2].

Figure 5. An illustration of known results for k = 8. The grey regions are neutrally stable by results in [Citation5]. The left panel corresponds to a positive feedback: the red sub-triangles were shown to be unstable in [Citation2,Citation23], the green regions are unstable for large feedback [Citation23]. We will show that they are neutral for small feedback. The right panel corresponds to a negative feedback: the blue regions were shown to be asymptotically stable and the yellow areas neutrally stable in [Citation23], the red regions are unstable [Citation2].

1.3. Main results

As discussed above, the stability of the vertical and horizontal sub-triangles was completely investigated, but the stability of the oblique sub-triangles was open. The ideas presented in Section 3 complete the study of stability of boundary sub-triangles. The stable sub-triangles are those with order of events rs1 and whose index is relatively prime with respect to the number of clusters k. Results in Section 3 can be combined into the following which was conjectured in [Citation5].

Theorem A

Consider the system (Equation3)–(Equation2) with any negative, non-increasing, feedback function f(I)>1. For k2, all triangles with edges on the boundary (order sr1) of are neutral. Boundary triangles with order of events rs1 are either neutral or stable. If we number them by an index i, i:=σ, for horizontal and oblique sub-triangles,kρ+1, for vertical sub-triangles,then a sub-triangle is stable if k and i are relatively prime and neutral otherwise.

This result is illustrated in Figure  for k = 8. The grey (sr1) and white (rs1) areas in Figure  are neutral. The blue shaded areas (rs1) in Figure  are stable.

Figure 6. The boundary sub-triangles for the case of k = 8 under a negative feedback function. The blue sub-triangles rs1 are stable. The white rs1 and gray sr1 sub-triangles are neutral.

Figure 6. The boundary sub-triangles for the case of k = 8 under a negative feedback function. The blue sub-triangles rs1 are stable. The white rs1 and gray sr1 sub-triangles are neutral.

Our method not only clarifies the stability of oblique sub-triangles but also provides an alternative proof for the vertical and horizontal sub-triangles. We establish these results by analysing all eigenvalues of the Jacobian matrix of the map F corresponding to points in each isosequential region.

In Section 5, we prove our main result, which is the following.

Theorem B

For any negative linear feedback f(I)=cI, c<1, and any pair (s,r) in the interior of the triangle 0<s<r<1, there is a positive integer k, k2, such that the k-cyclic solution corresponding to (s,r) is stable.

This result is important because it means that negative linear feedback systems of this type will always possess an asymptotically stable clustered periodic solution, irrespective of the values of parameters.

This was conjectured more generally in [Citation5]. Numerically, this result appears to hold also for non-linear negative feedback, except possibly for some extreme cases. (See the last section for discussion.)

In Section 4. we prove a version of Theorem thmB in the case of the zero feedback limit where the main ideas are more clear.

These results appeared in expanded form in the dissertation of the first author [Citation28].

2. Some preliminaries

We introduce the following notations that will be used for the rest of this manuscript. βσ:=fσk,βσ1:=fσ1k,ω:=βσβσ11+βσ1, andμ:=11+βσ1.Note that for negative feedback, 1<ω<0.

2.1. Order of events rs1

Suppose that σ<ρ and let {(X1(t),,Xk(t))|tR+} be a solution of (Equation3)–(Equation4) such that its initial condition (where Xi(0)=xi) satisfies (Equation7) and (8) rxρ<sxσ.(8) This condition implies that the solution has order of events rs1.

Recall that F(x2,,xk)=(X1(tk),,Xk1(tk)) as defined in (Equation6). Formulas for F and its derivative DF were calculated in [Citation2]. Specifically, Frs1 is defined by the following. Xi(tk)=xi+ωxσμxkωs+μ for 1iρ1,r+(xρr)(1+βσ)xk+1 for i=ρ,xixk+1 for ρ+1ik1,1 for i=k.The determinant of DFrs1 was calculated to be det(DFrs1)=(1)k11+βσ(1+ω)(1+βσ)=(1)k+1(1+ω),which is less than one in absolute value since 1<ω<0. For 1σ<ρk, eigenvalues of DFrs1 for sub-triangles r(σ,ρ,k) satisfy the equation (9) λk1λ1=ωλρσλkρ+11λ1λσ11λ1λρ11λ1,(9) and 1 is not an eigenvalue [Citation2].

2.2. Order of events sr1

Consider a k-clustered solution with order of events sr1. Then, its initial condition satisfies (10) sxσ<rxρ.(10) At the time tk, [Citation2] obtained the solution Xi(tk)=xi+ωxσμxkωs+μ if 1iρ1,(xσs)(βσβσ1)+(xir)μ1xk+r+1 if i=ρ,xixk+1 if ρ+1ik1,1 if i=k.This defines the map Fsr1. The Jacobian matrix of the map DF for the order of events sr1 was shown in [Citation2] to be the following: det(DFsr1)=(1)k11+βσ(1+ω)1μ=(1)k+1.We note that this implies that k cyclic solutions with order sr1 cannot be asymptotically stable. For 1σρk, eigenvalues of DFsr1 for sub-triangles s(σ,ρ,k) satisfy the equation (11) λk1λ1=ωλρσ+1λσ11λ1λkρ1λ1,(11) and 1 is not an eigenvalue [Citation2].

Recall that for a complex number, z = x + iy, an argument of z, arg(z), is a number ϕR such that x=rcos(ϕ) and y=rsin(ϕ), where r=|z|. Figure  shows the general picture of arg(zz1), arg(zz2), and arg(zz2zz1) for given z,z1,z2C. The argument of zz1 is the angle between the line from z to z1 and the horizontal line passing z1.

Figure 7. The arguments of zz1, zz2, and zz2zz1, where z,z1,z2C.

Figure 7. The arguments of z−z1, z−z2, and z−z2z−z1, where z,z1,z2∈C.

Figure 8. The blue dots are the zeros of D1(λ,fθ) and the red cross masks are the zeros of D2(λ,fθ). By the symmetry of zeros on the unit disc, each element ofAi has a complex conjugate in Aki for i=1,,k1. Note that ci=c¯ki (i=1,,k1) and bi=b¯ki1 (i=1,,k2).

Figure 8. The blue dots are the zeros of D1(λ,fθ) and the red cross masks are the zeros of D2(λ,fθ). By the symmetry of zeros on the unit disc, each element ofAi has a complex conjugate in Ak−i for i=1,…,k−1. Note that ci=c¯k−i (i=1,…,k−1) and bi=b¯k−i−1 (i=1,…,k−2).

The following lemma might be a known fact, but since we cannot find it in the literature, we state it here.

Lemma 2.1

Let A be the smaller open arc of S1={zC:|z|=1} bounded by aS1 and bS1 and θ be the angle of the arc A. Let a¯,b¯ be the complex conjugates of a and b, respectively. If λA, argλaλb=±πθ2 andargλa¯λb¯=±θ2(depending on the location of the arc A). If λA, argλaλb=±θ2 andargλa¯λb¯=θ2(depending on the location of the arc A).

We will use the following theorem found in [Citation4] repeatedly.

Theorem 2.2

[Citation4]

All roots of the polynomial p(s)=ansn+an1sn1++a1s+a0, an0 and aiR for i{1,,n}, are in the interior of the unit ball if and only if

  • |a0an|<1,

  • the zeros of D1(s,p):=12[p(s)+snp(1s)] and D2(s,p):=12[p(s)snp(1s)] are simple, lie on |s|=1 and the zeros of D1(s,p) alternate with the zeros of D2(s,p).

The following lemma will help us when we use Theorem 2.2.

Lemma 2.3

Let p1(λ) and p2(λ) be real monic polynomials of even degree n with their zeros contained in S1. Let a1,,an be zeros of p1(λ) and b1,,bn be zeros of p2(λ), where aibj (1i,jn) and 0<arg(ai)arg(ai+1)<2π,0<arg(bi)arg(bi+1)<2π(1in1).Let Ai be the smaller open arc of S1 bounded by ai and bi for i=1,,n. Let θ be a real number such that θ(1,0)(0,1). If the arcs Ai are pairwise disjoint and each element of Ai has a complex conjugate in Ani+1 (i=1,,n), then there is exactly one zero of (12) θp1(λ)k0+(1θ)p2(λ)(12) in each Ai for any positive real number k0.

Proof.

The key idea of this proof is found in [Citation10].

First, let θ(0,1) and k0R+. Assume that the arcs Ai are disjoint and each element of Ai has a complex conjugate in Ani+1 (i=1,,n). Define a function (13) A(λ)=p2(λ)p2(λ)p1(λ)k0=11p1(λ)k0p2(λ)=11(λa1)(λan2)(λan+22)(λan)k0(λb1)(λbn2)(λbn+22)(λbn).(13) For fixed i{1,,n}, we claim that A(λ) is a continuous real-valued function on each arc Ai. Let λAi. Consider qi=λaiλbi andqni+1=λani+1λbni+1=λai¯λbi¯.Let θi be the angle of the arc Ai. By Lemma 2.1, arg(qi)=±πθi2 andarg(qni+1)=±θi2.Thus arg(qiqni+1)=π. This implies qiqni+1 is a negative real number. For j{1,,n} and ji, Lemma 2.1 implies arg(qj)=±θj2 andarg(qnj+1)=θj2.Thus arg(qjqnj+1)=0. This implies qjqnj+1 is a positive real number. Hence, (λa1)(λan2)(λan+22)(λan)k0(λb1)(λbn2)(λbn+22)(λcn)=:B(λ)is a negative real number, so 0<A(λ)=11B(λ)<1for any λAi. Then, A(λ) is a continuous real-valued function of λ on the arc Ai. Since A(λ) has the values 0 and 1 at the endpoints of the arc Ai, A(λ) must take all values between 0 and 1 on the arc Ai. By the Intermediate Value Theorem, there exists zAi such that A(z)=θ. Then, θ=A(z)=p2(z)p2(z)p1(z)k0.This implies that θp1(z)k0+(1θ)p2(z)=0,so z is a zero of (Equation12). This means that there exists a zero of (Equation12) in each Ai for i=1,,n. Since there are n different zeros of (Equation12), there is exactly one zero of (Equation12) in each Ai (i=1,,n).

In the case that θ(1,0), we consider A(λ) instead of A(λ) in (Equation13) and proceed with the same method.

3. Classification of sub-triangles for negative feedback

Note that λk1λ1=λk1+λk2++λ+1 for a positive integer k except at λ=1. Recall also that we define ω=βσβσ11+βσ1, where βσ=f(σk) and βσ1=f(σ1k). For a negative feedback system, we have 1<ω<0. For the reader's convenience, we provide a table of symbols in Appendix.

We now consider the stability of oblique sub-triangles.

Theorem 3.1

For negative feedback and k2, If gcd(k,σ)=1, then the sub-triangles r(σ,σ+1,k) are asymptotically stable, where 1σk.

Proof.

By substituting ρ=σ+1 in Equation (Equation9), eigenvalues of DFrs1 for sub-triangle r(σ,σ+1,k) satisfy λk1λ1=ωλλkσ1λ1λσ11λ1λσ1λ1,and 1 is not an eigenvalue. Let θ=ω. In a negative feedback system, we get 0<θ<1. Let (14) fθ(λ):=λk1λ1+θλλkσ1λ1λσ11λ1λσ1λ1.(14) Our claim is that all roots of fθ(λ) satisfy |λ|<1. We will use Theorem 2.2 to obtain the claim. First, multiply both sides of (Equation14) by (λ1)2, (λ1)2fθ(λ)=(λ1)(λk1)+θ[λ(λkσ1)(λσ11)(λσ1)(λ1)]=(λ1)(λk1)+θ[λk+1+λk+λ1+λk+1λkσ+1λσ+1+λ]=(λ1)(λk1)θ[λk+1λkλ+1]+θλ[λkλkσλσ+1]=θλ(λσ1)(λkσ1)+(1θ)(λ1)(λk1).Thus (15) fθ(λ)=θλ(λσ1)(λkσ1)(λ1)2+(1θ)(λ1)(λk1)(λ1)2.(15) Note that fθ(λ) is equal to a polynomial of degree k−1, fθ(λ)=θλ(λσ1++λ+1)(λkσ1++λ+1)+(1θ)(λk1++λ+1)except at λ=1. Since we consider λ1 in (Equation15), we have fθ(λ)=fθ(λ), so we can refer to both as fθ(λ). The constant term of fθ(λ) is 1 and the leading coefficient of fθ(λ) is 1θ. Since |1θ1|<1, we achieve the first condition of Theorem 2.2.

Let (16) f1(λ)=(λσ1)(λkσ1)(λ1)2 andf2(λ)=(λ1)(λk1)(λ1)2.(16) Then (17) fθ(λ)=θλf1(λ)+(1θ)f2(λ).(17) Next, we compute D1(λ,fθ) and D2(λ,fθ). Since λk1fθ1λ=λk+1λ2θ1λ(1λσ1)(1λkσ1)(1λ1)2+λk+1λ2(1θ)(1λ1)(1λk1)(1λ1)2=θ(λσ1)(λkσ1)(λ1)2+(1θ)(λ1)(λk1)(λ1)2=θf1(λ)+(1θ)f2(λ),we get D1(λ,fθ)=12fθ(λ)+λk1fθ1λ=12[θλf1(λ)+(1θ)f2(λ)+θf1(λ)+(1θ)f2(λ)]=θ(λ+1)f1(λ)2+(1θ)f2(λ).Hence, (18) D1(λ,fθ)=θ(λ+1)(λσ1)(λkσ1)2(λ1)2+(1θ)(λ1)(λk1)(λ1)2.(18) Similarly, (19) D2(λ,fθ)=θ(λ1)(λσ1)(λkσ1)2(λ1)2.(19) To check the second condition of the theorem, we consider two cases of the integer k: it is an odd number and it is an even number.

Case I: k is an odd number.

In this case, kσ can be either an odd or even number. Note that regardless of whether kσ is an odd number or an even number, 1 is a zero of f1(λ). If kσ is an odd number, then 1 is a zero of f1(λ) since σ is must be an even number, see (Equation16). If kσ is an even number, 1 is a zero of f1(λ), see (Equation16). Since gcd(σ,kσ)=1 and k is an odd number, we can write f1(λ)=(λb1)(λb2)(λbk2), andf2(λ)=(λc1)(λc2)(λck1),where bk12=1, bi and cj are in S1, bicj, and 0<arg(bi)<arg(bI)<2π,0<arg(cj)<arg(cJ)<2π,for 1i<Ik2 and 1j<Jk1. Let Ci be the smaller arc of S1 bounded by ci and ci+1 for i{1,,k2}. We use the following lemma which we will prove later.

Lemma 3.2

For every 1ik2, the arc Ci contains at most one zero of f1(λ).

Since there are k−2 zeros of f1(λ), by Lemma 3.2 each arc Ci (i=1,,k2) contains exactly one zero of f1(λ). We obtain that biCi for each i. We may write (20) (λ+1)f1(λ)=(λb1)(λbk32)(λ+1)(λ+1)(λbk+12)(λbk2).(20) Let Ai be the smaller open arc of S1 bounded by

  • ci and bi, for i=1,,k12,

  • 1 and ck+12 for i=k+12,

  • bi1 and ci for i=k+32,,k1.

Note that bk12=1. By our construction, Ai are disjoint and each element of Ai has a complex conjugate in Aki for i=1,,k1 (see Figure 8). Lemma 2.3 implies D1(λ,fθ)=θ(λ+1)f1(λ)2+(1θ)f2(λ)has exactly one zero in each Ai(i=1,,k1). Hence, all zeros of D1(λ,fθ) lie on S1. By the construction of Ai (see Figure ), the zeros of D1(λ,fθ) alternate with the zeros of D2(λ,fθ) for all θ(0,1). Therefore, by Theorem 2.2, all zeros of fθ(λ) are in the interior of the unit disc, |λ|<1, for all θ(0,1).

Case II: k is an even number.

In this case, σ and kσ are odd numbers and D1(λ,fθ)=(λ+1)θ(λσ1)(λkσ1)2(λ1)2+(1θ)(λ1)(λk1)(λ1)2(λ+1),D2(λ,fθ)=θ(λ1)(λσ1)(λkσ1)2(λ1)2.Let p1(λ)=(λσ1)(λkσ1)(λ1)2 andp2(λ)=(λ1)(λk1)(λ1)2(λ+1).Note that p1(λ) and p2(λ) have no common zeros and they both have the same degree k−2, which is an even number. We write p1(λ)=(λb1)(λb2)(λbk2), andp2(λ)=(λc1)(λc2)(λck2),where |bi|=1=|cj|, bicj (1i,jk2), and 0<arg(bi)<arg(bI)<2π,0<arg(ci)<arg(cI)<2π,for 1i<Ik2. Note that bi1,1 and cj1,1. Let Ci be the smaller arc of S1 as follows:

  • Ci is bounded by ci and ci+1 for i{1,,k42}

  • Ck22 is bounded by ck22 and 1

  • Ck2 is bounded by 1 and c¯k22

  • Ci is bounded by c¯ki and c¯ki1 for i{k+22,,k2}.

Note that p1(λ) has k22 roots whose arguments are between 0 and π. By Lemma 3.2, the arcs Ci each contain one root of p1(λ) for i=1,,k42. Thus Ck22 also contains one root of p1(λ). Hence, biCi for i=1,,k22. By the symmetry of complex roots, it follows that biCi for i=1,,k2. Now, let Ai be the smaller arc of S1 bounded by ci and bi for i{1,,k2}. By our construction, Ai are disjoint and each element of Ai has a complex conjugate in Aki1 (i=1,,k1). Lemma 2.3 implies that D1(λ,fθ)λ+1=θp1(λ)2+(1θ)p2(λ)has exactly one root in each Ai(i=1,,k1). Hence, all zeros of D1(λ,fθ) lie on S1. By the construction of Ai in this case, the zeros of D1(λ,fθ) alternate with the zeros of D2(λ,fθ) for all θ(0,1). Therefore, by Theorem 2.2, all zeros of fθ(λ) satisfy |λ|<1, for all θ(0,1).

Proof

Proof of Lemma 3.2

Let l{1,,k2}. Suppose that the arc Cl contains more than one zero of f1(λ)=(λσ1)(λkσ1)(λ1)2, say f1(λ) has two zeros inside the arc Cl. Note that the angle of the arc Cl is greater than the angle of the arc bounded by the two zeros. Then, one of the two zeros is a zero of λσ1λ1 and another zero is a zero of λkσ1λ1. Let b1 and b2 be the two zeros, say b1 is a zero of λσ1λ1 and b2 is a zero of λkσ1λ1. Then, there are q{1,,σ1} and r{1,,kσ1} such that arg(b1)=2πqσ andarg(b2)=2πrkσ.Since b1 and b2 are contained in arc Cl, arg(cl)<arg(b1)<arg(cl+1) andarg(cl)<arg(b2)<arg(cl+1).This implies the following: (21) lk<qσ<l+1k andlk<rkσ<l+1k.(21) These inequalities are equivalent to (22) lk(kσ)<qσ(kσ)<l+1k(kσ) andlkσ<r(kσ)σ<l+1kσ.(22) Adding the inequalities in (Equation22), we get (23) l(kσ)σ<q+r(kσ)σ<l+1(kσ)σ.(23) Then, l<q + r<l + 1 is a contradiction since q and r are integers.

Figure  shows stable sub-triangles (blue shaded sub-triangles) for k = 12 with respect to feedback function f(I)=I2. Since gcd(121,1)=gcd(125,5)=gcd(127,7)=gcd(1211,11)=1,the sub-triangles r(1,2,12) r(5,6,12), r(7,8,12), and r(11,12,12) are asymptotically stable by Theorem 3.1, see Figure .

Figure 9. The boundary sub-triangles for the case of k = 12 and feedback function f(I)=I2. The blue sub-triangles are stable.

Figure 9. The boundary sub-triangles for the case of k = 12 and feedback function f(I)=−I2. The blue sub-triangles are stable.

The following theorem was proved in [Citation23] with a different method.

Theorem 3.3

For negative feedback and k2, If gcd(k,σ)=1, then sub-triangles r(1,σ+1,k) and r(σ,k,k) are asymptotically stable, where 1σk.

Proof.

By substituting σ=1 and ρ=σ+1 in (Equation9), the eigenvalues of DFrs1 for the region r(1,σ+1,k) satisfy (24) λk1λ1=ωλσ1λ1,(24) where λ1. This is equivalent to (25) λσ=1+ωλkσ+ω.(25) Since gcd(k,σ)=1, no zero of Equation (Equation24) lies on the unit circle; i.e.|λ|1. If |λ|>1, then by (Equation25) (26) |λσ|=|1+ω||λkσ+ω|1+ω|λkσ|+ω<1,(26) a contradiction. Hence, |λ|<1 and then the region r(1,σ+1,k) are stable.

Next, the eigenvalues of DFrs1 for the sub-triangle r(σ,k,k) satisfy λk1λ1=ωλkσλσ11λ1λk11λ1.By simplifying, we have (27) λk1λ1=ωλkσ1λ1.(27) This is equivalent to (28) λkσ=1+ωλσ+ω.(28) Note that since gcd(k,kσ)=1, no solution of quation (Equation27) lies on the unit circle; i.e. |λ|1. If |λ|>1, then by (Equation28) (29) |λkσ|=|1+ω||λσ+ω|1+ω|λσ|+ω<1,(29) a contradiction. Hence, the sub-triangle r(σ,k,k) is stable.

The next corollary is proved by similar ideas as in the proofs of Theorem 3.1. In this corollary, there are some eigenvalues of DFrs1 lying on the unit disc, |λ|=1.

Corollary 3.4

For negative feedback with the order of events rs1 and k2, the following statements hold.

  • If gcd(k,σ)1, then triangle regions r(1,σ+1,k) and r(σ,k,k) are neutrally stable.

  • If gcd(kσ,σ)1, then triangle regions r(σ,σ+1,k) are neutrally stable,

where 1σk.

Proof.

Note that (Equation24) and (Equation27) are characteristic polynomials for r(1,σ+1,k) and r(σ,k,k), respectively.

Since gcd(k,σ)1, there is a solution of (Equation24) that lies on the unit circle. If |λ|>1, we get a contradiction as shown in (Equation26). Hence, all solutions of (Equation24) satisfy |λ|1. Thus the regions r(1,σ+1,k) are neutrally stable.

Equation (Equation27) and the condition that gcd(k,σ)1 imply that there is a solution of (Equation27) on the unit circle. If |λ|>1, we get a contradiction as shown in (Equation29). Hence, all solution of (Equation27) satisfy |λ|1. We then obtain that r(σ,k,k) are neutrally stable.

Suppose that gcd(kσ,σ)=n1. We consider (Equation15) in the proof of Theorem 3.1, fθ(λ)=θλ(λσ1)(λkσ1)(λ1)2+(1θ)(λ1)(λk1)(λ1)2.Since gcd(kσ,σ)=n, we have gcd(k,σ,kσ)=n and fθ(λ)=λn1λ1θλ(λσ1)(λkσ1)(λ1)(λn1)+(1θ)λk1λn1.Let gθ(λ):=θλ(λσ1)(λkσ1)(λ1)(λn1)+(1θ)λk1λn1.Then, fθ(λ)=λn1λ1gθ(λ). We claim that all zeros of gθ(λ) lie in the unit disc. When the claim holds, it follows that no zero of fθ(λ) is outside the units disc, i.e. |λ|1. Therefore, r(σ,σ+1,k) are neutrally stable. Since gcd(k,σ,kσ)=n, the function gθ(λ) is a polynomial function of degree kn and gθ(λ) satisfies the first condition of Theorem 2.2. Let g1(λ)=(λσ1)(λkσ1)(λ1)(λn1) andg2(λ)=λk1λn1.Then, (30) gθ(λ)=θλg1(λ)+(1θ)g2(λ).(30) Next, we compute D1(λ,gθ) and D2(λ,gθ) defined in Theorem 2.2. Since λkngθ(1λ)=λk+1λn+1θ1λ(1λσ1)(1λkσ1)(1λ1)(1λn1)+λkλn(1θ)1λk11λn1=θ(λσ1)(λkσ1)(λ1)(λn1)+(1θ)λk1λn1=θg1(λ)+(1θ)g2(λ),we get D1(λ,gθ)=12gθ(λ)+λkngθ1λ=12[θλg1(λ)+(1θ)g2(λ)+θg1(λ)+(1θ)g2(λ)]=θ(λ+1)g1(λ)2+(1θ)g2(λ).Hence, (31) D1(λ,gθ)=θ(λ+1)(λσ1)(λkσ1)2(λ1)(λn1)+(1θ)λk1λn1.(31) Similarly, (32) D2(λ,gθ)=θ(λ1)(λσ1)(λkσ1)2(λ1)(λn1).(32) To check the second condition of Theorem 2.2, we consider three cases: k is an odd number, k is an even number and n is an odd number, and, k and n are both even.

Case I: k is an odd number.

This case implies that n is an odd number. Then kn is an even number. Since σ and kσ cannot be both odd numbers in this case, 1 is a zero of g1(λ). By our construction, g1(λ) and g2(λ) have no common zero. We can write g1(λ)=(λb1)(λb2)(λbkn1), andg2(λ)=(λc1)(λc2)(λckn),where bkn2=1, bi and cj are in S1, bicj, and 0<arg(bi)<arg(bI)<2π,0<arg(cj)<arg(cJ)<2π,for 1i<Ikn1 and 1j<Jkn. Now, we write (λ+1)g1(λ)=(λb1)(λbkn22)(λ+1)(λ+1)(λbkn+22)(λbkn1).Let Ai be the smaller open arc of S1 bounded by

  • ci and bi, for i=1,,kn2,

  • 1 and ck+12 for i=kn+22,

  • bi1 and ci for i=kn+42,,kn.

Note that bkn2=1. By our construction, Ai are disjoint and each element of Ai has a complex conjugate in Akni+1 (i=1,,kn). Lemma 2.3 implies that D1(λ,gθ)=θ(λ+1)g1(λ)2+(1θ)g2(λ)has exactly one zero in each Ai (i=1,,k1). Hence, all zeros of D1(λ,gθ) lie on S1 and the zeros of D1(λ,gθ) alternate with the zeros of D2(λ,gθ) for all θ(0,1). Therefore, all zeros of gθ(λ) are in the interior of the unit disc, |λ|<1, for all θ(0,1).

Case II: k is an even number and n is an odd number.

In this case, σ and kσ are odd numbers, kn is an even number, and we have D1(λ,gθ)=(λ+1)θ(λσ1)(λkσ1)2(λ1)(λn1)+(1θ)(λk1)(λn1)(λ+1),D2(λ,gθ)=θ(λ1)(λσ1)(λkσ1)2(λ1)(λn1).Let p1(λ)=(λσ1)(λkσ1)(λ1)(λn1) andp2(λ)=(λk1)(λn1)(λ+1).Note that p1(λ) and p2(λ) have no common zeros and they both have the same degree kn−1, which is an even number. We write p1(λ)=(λb1)(λb2)(λbkn1), andp2(λ)=(λc1)(λc2)(λckn1),where |bi|=1=|cj|, bicj (1i,jkn1), and 0<arg(bi)<arg(bI)<2π,0<arg(ci)<arg(cI)<2π,for 1i<Ikn1. Note that bi1,1 and cj1,1. Let Ai be the smaller arc of S1 bounded by ci and bi for i{1,,kn1}. Lemma 2.3 implies θp1(λ)2+(1θ)p2(λ)has exactly one zero in each Ai. Hence, all zeros of D1(λ,gθ) lie on S1 and the zeros of D1(λ,gθ) alternate with the zeros of D2(λ,gθ) for all θ(0,1). By Theorem 2.2, all zeros of gθ(λ) are in the interior of the unit disc for all θ(0,1).

Case III: k and n are even numbers.

In this case, σ, kσ, and kn are even numbers, and we have D1(λ,gθ)=θ(λ+1)(λσ1)(λkσ1)2(λ1)(λn1)+(1θ)λk1λn1D2(λ,gθ)=θ(λ1)(λσ1)(λkσ1)2(λ1)(λn1).Let p1(λ)=(λ+1)(λσ1)(λkσ1)(λ1)(λn1) andp2(λ)=λk1λn1.Note that p1(λ) and p2(λ) have all zeros on S1 and they have no common zeros. Both p1(λ) and p2(λ) have the same degree kn, which is an even number. We write p1(λ)=(λb1)(λb2)(λbkn), andp2(λ)=(λc1)(λc2)(λckn),where bkn2=1=bkn+22, cj{1,1}, bicj (1i,jkn), and 0<arg(bi)arg(bI)<2π,0<arg(ci)arg(cI)<2π,for 1i<Ikn. Now, let Ai be the smaller arc of S1 bounded by ci and bi for i{1,,kn}. Then, Ai are disjoint and each element of Ai has a complex conjugate in Akni+1 (i=1,,kn). Lemma 2.3 implies that D1(λ,gθ)=θp1(λ)2+(1θ)p2(λ)has exactly one zero in each Ai(i=1,,kn). Hence, all zeros of D1(λ,fθ) lie on S1 and the zeros of D1(λ,gθ) alternate with the zeros of D2(λ,gθ) for all θ(0,1). Therefore, all zeros of gθ(λ) are in the interior of the unit disc for all θ(0,1).

We prove the following lemma to investigate stability of the boundary sub-triangles corresponding to order of events sr1.

Lemma 3.5

Let k and σ be positive integer satisfying 1σk and let n=gcd(k,kσ+1) and m=gcd(k,σ), where k + 1−nm is an even number. Let p1(λ)=(λkσ+11)(λσ1)(λn1)(λm1) andp2(λ)=(λk1)(λ1)(λn1)(λm1).If p1(λ) and p2(λ) have no common zeros and 1,1 are not their zeros, then the function hθ(λ):=θp1(λ)+(1θ)p2(λ)has all zeros on the unit disc for all θ(0,1)(1,0).

Proof.

We write p1(λ)=(λb1)(λb2)(λbk+1nm), andp2(λ)=(λc1)(λc2)(λck+1nm),where bi,cj{1,1}, bicj (1i,jkn), and 0<arg(bi)arg(bI)<2π,0<arg(ci)arg(cI)<2π,for 1i<Ik+1nm. Now, let Ai be the smaller arc of S1 bounded by ci and bi for i{1,,k+1nm}. Then, Ai are disjoint and each element of Ai has a complex conjugate in Aknmi+2 for i=1,,k+1nm. If θ(0,1)(1,0), Lemma 2.3 implies that hθ(λ) has exactly one zero in each Ai for i=1,,k+1nm. Hence, all zeros of hθ(λ) lie on S1.

Theorem 3.6

For negative feedback with order of events sr1 and k2, all boundary sub-triangles s(1,σ,k), s(σ,k,k) and s(σ,σ,k), 1σk are neutrally stable. In particular, all eigenvalues of DFsr1 for these triangles lie on the unit circle, |λ|=1.

Proof.

If we substitute σ=1 or ρ=k in (Equation11), the left-hand side of (Equation11) becomes zero. Thus the eigenvalues of DFsr1 for the regions s(1,σ,k) and s(σ,k,k) satisfy λk1λ1=0.Thus all eigenvalues of DFsr1 for s(1,σ,k) and s(σ,k,k) lie on the unit circle. Hence, s(1,σ,k) and s(σ,k,k) are neutrally stable.

Next, let θ=ω. By substituting ρ=σ in (Equation11), we obtain that the eigenvalues of DFsr1 for sub-triangle s(σ,σ,k) satisfy (33) P(λ):=λk1λ1+θλλσ11λ1λkσ1λ1=0.(33) Then, P(λ)=λk1λ1+θλkλσλkσ+1+λ+λk+1λk+1+11(λ1)2=λk1λ1+θ(λk1)(λ1)+(λkσ+11)(λσ1)(λ1)2=(1θ)λk1λ1+θ(λkσ+11)(λσ1)(λ1)2.Let n=gcd(k,kσ+1) and m=gcd(k,σ). Then, P(λ)=λn1λ1λm1λ1θ(λkσ+11)(λσ1)(λn1)(λm1)+(1θ)(λk1)(λ1)(λn1)(λm1).If gcd(k,kσ+1,σ)=q, then there are i1,i2,i3N such that k=i1q, kσ+1=i2q, and σ=i3q. Then, k+1=(i2+i3)q, so 1=(i2+i3i1)q. Thus q = 1. Hence, gcd(n,m)=1. We claim that Pθ(λ)=θ(λkσ+11)(λσ1)(λn1)(λm1)+(1θ)(λk1)(λ1)(λn1)(λm1)has all zeros on the unit disc. There are three possible cases for the variables k,σ,kσ+1,n and m as follows:

  • k is odd. This case n, m, σ and kσ+1 are odd numbers.

  • k is even and n is odd. Since n=gcd(k,kσ+1) and n is odd, we have that kσ+1 is odd. Then, σ is even. Since m=gcd(k,σ), it follows that m is even. In this case, k,σ,m are even numbers and n,kσ+1 are odd numbers.

  • k and n are even. Since gcd(n,m)=1 and n is even, it follows that m is odd. Then, σ is odd due to m=gcd(k,σ) and k is even. We then get that kσ+1 is odd. In this case, k and n are even numbers and m,σ,kσ+1 are odd numbers.

Let p1(λ)=(λkσ+11)(λσ1)(λn1)(λm1) andp2(λ)=(λk1)(λ1)(λn1)(λm1).Case I: k, n, m, σ and kσ+1 are odd numbers.

In this case, we obtain that k + 1−nm is an even number. Moreover, p1(λ) and p2(λ) have no common zeros and 1,1 are not their zeros. By Lemma 3.5, all zeros of Pθ(λ) lie on S1.

Case II: k,σ,m are even numbers and n,kσ+1 are odd numbers.

By Lemma 3.5, all zeros of Pθ(λ) lie on S1.

Case III: k and n are even numbers and m,σ,kσ+1 are odd numbers.

By Lemma 3.5, all zeros of Pθ(λ) lie on S1.

From this proof, we also get the following corollary:

Corollary 3.7

Let k and σ be positive integers satisfying 1σk and let θ(0,1)(1,0). The equation λk1λ1+θλλσ11λ1λkσ1λ1=0has all solutions on the unit disc.

Thus we have neutrality of sr1 boundary triangles, not only for negative feedback but also for positive feedback, provided ω=(βσβσ1)/(1+βσ1)<1.

The results in this section identify the location of all asymptotically stable and neutrally stable regions for the boundary sub-triangles. See Figure  for an illustration.

Figure 10. Isosequential regions for k = 13 (left) and k = 15 (right) in the limit as βσ0. The yellow sub-triangles are neutrally stable by Theorem 3.6. The white sub-triangles are neutrally stable by Corollary 3.4. The blue sub-triangles are asymptotically stable by Theorems 3.1 and 3.3.

Figure 10. Isosequential regions for k = 13 (left) and k = 15 (right) in the limit as βσ→0−. The yellow sub-triangles are neutrally stable by Theorem 3.6. The white sub-triangles are neutrally stable by Corollary 3.4. The blue sub-triangles are asymptotically stable by Theorems 3.1 and 3.3.

We illustrate stability regions of the boundary sub-triangles under negative feedback in Figures  and . For a given feedback function f(I) and a given k, a program computes vertices of each boundary sub-triangle and uses the results in the previous section to check stability of each sub-triangle. The vertices of each sub-triangle can be computed by a formula presented in the next section.

Figure 11. Illustrations of stability of the boundary sub-triangles for the case of k = 10 with different feedback functions. The first row: feedback functions are f(I)=0.29I and f(I)=I respectively from the left. The second row: f(I)=0.4I and f(I)=I. The blue shaded sub-triangles are stable and the white sub-triangles are neutral.

Figure 11. Illustrations of stability of the boundary sub-triangles for the case of k = 10 with different feedback functions. The first row: feedback functions are f(I)=−0.29I and f(I)=−I respectively from the left. The second row: f(I)=−0.4I and f(I)=−I. The blue shaded sub-triangles are stable and the white sub-triangles are neutral.

Figure 12. The left column: k = 23 (a prime number). The right column: k = 24 (a composite number). The feedback functions of the figures for each row are the same. The top row: f(I)=0.7I. The middle row: f(I)=0.9I2. The last row: f(I)=I. The blue shaded sub-triangles are stable and the white sub-triangles are neutral.

Figure 12. The left column: k = 23 (a prime number). The right column: k = 24 (a composite number). The feedback functions of the figures for each row are the same. The top row: f(I)=−0.7I. The middle row: f(I)=−0.9I2. The last row: f(I)=−I. The blue shaded sub-triangles are stable and the white sub-triangles are neutral.

Figure  shows the stability of boundary sub-triangles of for the case of k = 10 with different negative feedback functions.

In Figure , we show stability regions for the cases of k = 23 (prime) and k = 24 (composite) under the different negative feedback functions.

We see in these figures that for different feedback functions, the pattern of stability persists, while the sub-triangles become skewed.

4. The universality of cyclic solutions

In the previous section, we identified which boundary sub-triangles are (asymptotically) stable and which are neutral. In this section, we study how the sub-triangles fit together. For a given linear negative feedback, we prove that the interior of the is covered by the asymptotically stable sub-triangles.

Previously, we saw that an isosequential region has a triangular shape inside and its vertices are simultaneous points [Citation5].

We first find the formula of each simultaneous point. A simultaneous point cσ,ρ,k is a point (s,r) in such that the k-cyclic solution corresponding to the point satisfies the following:

  • it has events s, r, and 1 occurring simultaneously,

  • the solution at the initial time has σ clusters in the S region and it has ρ clusters outside the R region.

Figure  illustrates the location of clusters at corner points of r(σ,ρ,k).

Figure 13. Numbering of the corners of a sub-triangle r(σ,ρ,k).

Figure 13. Numbering of the corners of a sub-triangle △r(σ,ρ,k).

Let {(X1(t),,Xk(t))|tR+} be the k-cyclic solution that corresponds to cσ,ρ,k. We will continue to use xi=Xi(0). Then, the k-cyclic solution at the initial time satisfies that r=xρ+1 and s=xσ+1. The clusters outside the R region are equally distributed by a distance d (as in Definition 1.1 of k-cyclic solution) and the clusters inside the R region are equally distributed by a distance called d, see Figure . It follows that ρd+(kp)d=1. Note that distances outside of R correspond directly to time. Let tρ be the time required for Xρ(t) to reach r=xρ+1 and tk be the time for Xk(t) to reach 1. We will seek conditions for tρ=tk. Recall that βσ,k=f(σ/k). Thus tρ=d andtk=1xk1+βσ,k=d1+βσ,k.If we require tρ=tk and since ρd+(kp)d=1, we have d=1k+βσ,k(kρ) andd=1+βσ,kk+βσ,k(kρ).Thus (34) cσ,ρ,k=(xσ+1,xρ+1)=(σd,ρd)=σk+βσ,k(kρ),ρk+βσ,k(kρ).(34) We now consider the case of no feedback, i.e. f(I)=0 for all I. We include this section in order to illustrate some of the main ideas of the proof of Theorem B in a context that is more clear.

Figure 14. The initial location of the k-cyclic solution corresponding to cσ,ρ,k. Here, r=xρ+1 and s=xσ+1. The distance between any two adjacent clusters outside the R region is d from Definition 1.1. The distance between any two adjacent clusters inside the R region is d. Note that d<d because of negative feedback.

Figure 14. The initial location of the k-cyclic solution corresponding to cσ,ρ,k. Here, r=xρ+1 and s=xσ+1. The distance between any two adjacent clusters outside the R region is d from Definition 1.1. The distance between any two adjacent clusters inside the R region is d′. Note that d′<d because of negative feedback.

With zero feedback, events and isosequential regions are still defined. The formula of each simultaneous point, (Equation34), for f0 becomes simply (35) cσ,ρ,k=σk,ρk.(35)

Definition 4.1

Let k, σ and ρ be positive integers such that 1σ<k and 2ρk. A sub-triangle r(1,ρ,k) is a relatively prime sub-triangle if gcd(ρ1,k)=1. If gcd(σ,k)=1, sub-triangles r(σ,k,k) and r(σ,σ+1,k) are also called relatively prime sub-triangles.

For nonzero negative feedback, relatively prime sub-triangles are the ones that are stable as shown in Theorems 3.1 and 3.3.

The next lemma is the main idea of the proof. It states that if a boundary triangle is not relatively stable, then it is included entirely inside a larger boundary triangle that is relatively prime. This idea is illustrated in Figure .

Figure 15. Left: r(1,ρ,k), right: r(1,ρ1l+1,kl), and mi is the slope of each line.

Figure 15. Left: △r(1,ρ,k), right: △r(1,ρ−1l+1,kl), and mi is the slope of each line.

Figure 16. An illustration of Lemma 4.2 for the case k = 12. Left: The boundary sub-triangles for the case of k = 12, where the blue sub-triangles are relatively prime and the white rs1 sub-triangles are not relatively prime. Right: The overlay of relatively prime sub-triangles for k = 2 (yellow), 3 (red), 4 (green) and 6 (black) over k = 12 (blue). The key feature is that these relatively prime sub-triangles perfectly cover the white rs1 boundary sub-triangles on the left.

Figure 16. An illustration of Lemma 4.2 for the case k = 12. Left: The boundary sub-triangles for the case of k = 12, where the blue sub-triangles are relatively prime and the white rs1 sub-triangles are not relatively prime. Right: The overlay of relatively prime sub-triangles for k = 2 (yellow), 3 (red), 4 (green) and 6 (black) over k = 12 (blue). The key feature is that these relatively prime sub-triangles perfectly cover the white rs1 boundary sub-triangles on the left.

Lemma 4.2

Let f0 and k3. Let 2σk2, 3ρk1, l=gcd(ρ1,k), and n=gcd(σ,k). Then (36) r(1,ρ,k)r1,ρ1l+1,kl,(36) (37) r(σ,k,k)rσn,kn,kn,(37) (38) r(σ,σ+1,k)rσn,σn+1,kn.(38)

Proof.

First, we will prove (Equation36). By (Equation35), it follows that c0,ρ1,k=(0,ρ1k)=c0,ρ1l,kl.

In Figure , since the slope m1=1=m3 and m2=0=m4, it follows that r(1,ρ,k)r(1,ρ1l+1,kl). Similarly, we can show that r(σ,k,k)rσn,kn,knand r(σ,σ+1,k)rσn,σn+1,kn.

For the rest of this section, we assume zero feedback, f0.

Note that r(1,ρ1l+1,kl), r(σn,kn,kn) and r(σn,σn+1,kn) are relatively prime sub-triangles. Figure  illustrates that all boundary sub-triangles corresponding to order of events rs1 for the case of k = 12 are covered by the relatively prime sub-triangles for k12. In the figure,

  • r(6,12,12)r(66,126,126)=r(1,2,2) (the yellow sub-triangle),

  • r(1,3,12)r(1,312+1,122)=r(1,2,6) (a black sub-triangle),

  • r(3,3+1,12)r(33,33+1,123)=r(1,2,4) (a green sub-triangle).

Let k3 and let k be the triangle which has vertices c1,2,k, c1,k1,k, ck2,k1,k (see Figure ). Then, the following lemma is obvious.

Figure 17. The shaded triangle area is k for k3.

Figure 17. The shaded triangle area is △k for k≥3.

Lemma 4.3

Consider a zero feedback system. Let (s,r) be a point in the parameter triangle . Then there exist a positive integer k3 and k such that the point (s,r) is in the triangle k.

Note here that the following statements hold for 2ik1:

  • c1,i,k are on the line r=1k,

  • ci1,k1,k are on the line s=k1k,

  • ci1,i,k are on the line r=s+1k,

The next lemma is the second important idea of the proof. We use induction on k to show that for each k, the ‘gap’ k+1k is covered by relatively prime sub-triangles. Specifically, the gap is covered by boundary triangles of the form r(σ,ρ,k) and r(σ,ρ,k1). While not all of these triangles are relatively prime, they are all included perfectly in a larger relatively prime sub-triangle by Lemma 4.2.

Lemma 4.4

Consider a zero feedback system. For a positive integer k3, k is covered by relatively prime sub-triangles.

Proof.

We prove this lemma by induction on k. For k = 3, 3={c1,2,3}(1,2,2) which is a relatively prime sub-triangle. Suppose that k is covered by relatively prime sub-triangles. It suffices to find a relatively prime covering of the gap between k+1 and k, that is the region k+1k. The gap can be considered as composed of the vertical, horizontal and diagonal gaps. First, we consider the vertical gap between k+1 and k. Let j be a positive integer such that 1jk2. Let A be the point on the lines s=1k+1 and r=s+jk and B be the point on the lines s=1k+1 and r=j+1k, and C be the point on the lines s=1k and r=j+1k. We will show below that ABC is covered by the triangle r(1,j+1,k1). See Figure  for a visualization of ABC.

Figure 18. The vertical gap between k+1 and k.

Figure 18. The vertical gap between △k+1 and △k.

Note that, (39) jk<jk1<j+1k.(39) By the definition of points A, B and C, we get A=1k+1,kj+j+kk(k+1),B=1k+1,j+1k andC=1k,j+1k.Moreover, the following inequalities hold: (40) jk1kj+j+kk(k+1).(40) This inequality implies that the r-coordinate of A is greater than or equal j/(k1). Since (41) 1(kj1)(k+1)k(k1),(41) it follows that the slope of line passing j/(k1) and B is less than or equal to 1. Hence, (Equation39), (Equation40), and (Equation41) imply that ABC is covered by the sub-triangle r(1,j+1,k1), see Figure . Since r(1,j+1,k1) is covered by relatively prime sub-triangle (see (Equation36) in Lemma 4.2), the entire vertical gap between k+1 and k is covered by relatively prime sub-triangles. A similar idea can be used for the horizontal gap.

Figure 19. ABC is covered by the blue triangle r(1,j+1,k1).

Figure 19. △ABC is covered by the blue triangle △r(1,j+1,k−1).

Next, we consider the oblique gap, the area inside bounded above by r=s+1/k and bounded below by r=s+1/(k+1), see Figure . Let j be a positive integer such that 1jk1. Let a be the point on the lines s=jk and r=s+1k and b be the point on the lines s=jk and r=j+1k, and c be the point on the lines r=s+1k+1 and r=j+1k. We claim that abc is covered by triangle r(j,j+1,k1). See Figure  as a visualization of abc. Note that (42) jk1kj+j+1k(k+1).(42) We get the formulas for the point a, b, c as follows: a=jk,jk+j+kk(k+1),b=jk,j+1k, andc=jk+j+1k(k+1),j+1k.Inequality (Equation42) implies that the s-coordinate of c is less than or equal to j/(k1). By inequality (Equation40), we have that the r-coordinate of a is greater than or equal to j/(k1). Hence, abc in Figure  is covered by triangle r(j,j+1,k1).

Figure 20. The oblique gap between k+1 and k.

Figure 20. The oblique gap between △k+1 and △k.

Combining Lemmas 4.3 and 4.4, we get the following main theorem.

Theorem 4.5

Consider a zero feedback system. Let (s,r) be a point in the parameter triangle . Then there exist a positive integer k2 such that the point (s,r) is in the interior of a relatively prime sub-triangle with respect to the positive integer k.

Figure  shows that the union of all relatively prime boundary sub-triangles for 2k10 (left panel) covers a large portion of the interior of and for 2k100 nearly all of is covered.

Figure 21. An overlay of all relatively prime sub-triangles for k=2,,10 (left) and for k=2,,100 (right) with feedback function f0.

Figure 21. An overlay of all relatively prime sub-triangles for k=2,…,10 (left) and for k=2,…,100 (right) with feedback function f≡0.

5. Covering under negative linear feedback

In this section, treat negative linear feedback function, f(x)=cx for 0<c1.

In the previous section, we have proved under the zero feedback that the parameter triangle is covered by relatively prime sub-triangles. The main idea was that boundary sub-triangles that are not relatively prime are included perfectly in larger relatively prime sub-triangles. This fact was used to show that the gap between k+1 and k is covered by a union of relatively prime sub-triangles.

The calculation here is more complicated since the right angle triangles in Section 4 become a scalene triangles under negative linear feedback and Equations (Equation36) and (Equation37) in Lemma 4.2 no longer hold. Only the oblique boundary sub-triangles still have this property (Theorem 5.5). For vertical and horizontal sub-triangles, there are thin slices that are not covered by the same larger triangles as in the zero feedback case. The first technical difficulty is showing that these slices are in fact covered by other relatively prime sub-triangles (Lemma 5.9). The second difficulty is showing that these skewed sub-triangles fit together nicely to cover the gap, which is bounded by skewed lines (Lemma 5.10).

Using Equation (Equation34), the formula for a simultaneous point cσ,ρ,k is as follows: (43) cσ,ρ,k=σkcσk(kρ),ρkcσk(kρ)=σkk2cσ(kρ),ρkk2cσ(kρ).(43) From this formula, we obtain the following four propositions.

Proposition 5.1

Consider a negative linear feedback system. Let σ and k be positive integers such that 1σk1. A simultaneous point cσ,i,k=(s,r) for i=σ,,k is a point on the line r1=(kcσ)kcσ2sσk.

This proposition provides the fact that all simultaneous points cσ,i,k lie on the same line for fixed σ and i=σ,,k, see Figure  (the black line).

Figure 22. Black line: simultaneous points cσ,i,k (i=σ,,k) lie on the same line. Blue line: simultaneous points ci,ρ,k (i=0,,ρ) lie on the same line.

Figure 22. Black line: simultaneous points cσ,i,k (i=σ,…,k) lie on the same line. Blue line: simultaneous points ci,ρ,k (i=0,…,ρ) lie on the same line.

Proposition 5.2

Consider a negative linear feedback system. Let ρ and k be positive integers such that 1ρk. A simultaneous point ci,ρ,k=(s,r) for i=0,,ρ is a point on the line rρk=cρ(kρ)k2s.

This proposition provides the fact that all simultaneous points ci,ρ,k lie on the same line for fixed ρ and i=0,,ρ, see Figure  (the blue line).

Proposition 5.3

Consider a negative linear feedback system. Let ρ and k be positive integers such that 1ρk2. The slope of the line passing through c0,ρ,k and c1,ρ+1,k is greater than 1.

Proposition 5.4

Consider a negative linear feedback system. Let σ and k be positive integers such that 2σk1. The slope of the line passing through cσ1,k1,k and cσ,k,k is less than 1.

The next result clarifies that any oblique sub-triangle corresponding to the order of events rs1 is covered by stable sub-triangles.

Theorem 5.5

Let f be a negative linear feedback function, f(x)=cx where 0<c1. For any integer k3 and 2σk2, r(σ,σ+1,k)rσn,σn+1,knwhere n is a divisor of σ and k.

Proof.

Let n be a positive divisor of σ and k. By (Equation43), we get cσ,σ,k=cσn,σn,kn. Let m1 be the slope of the line connecting cσ,σ+1,k and cσ,σ,k, m2 be the slope of the line connecting cσn,σn+1,kn and cσn,σn,kn, m3 be the slope of the line connecting cσ1,σ,k and cσ,σ,k, and m4 be the slope of the line connecting cσn1,σn,kn and cσn,σn,kn, see Figure . Using (Equation43), the slopes m1, m2, m3 and m4 are as follows: m1=k2ckσcσ2=m2and m3=cσ(kσ)k2=m4.Therefore, r(σ,σ+1,k)rσn,σn+1,kn.

Figure 23. Left: r(σ,σ+1,k), right: r(σn,σn+1,kn).

Figure 23. Left: △r(σ,σ+1,k), right: △r(σn,σn+1,kn).

Figure  is a visualization of Theorem 5.5 for the case of k = 12 and f(I)=0.8I. The figure indicates that each oblique sub-triangle corresponding to the order of events rs1 for the case of k = 12 and f(I)=0.8I is exactly covered by a stable sub-triangle for some k12.

Figure 24. An overlay of stable sub-triangles for k = 2 (yellow), 3 (red), 4 (green), 6 (black), 12 (blue) where the negative feedback f(I)=0.8I. The oblique sub-triangles for the case of k = 12 are covered perfectly by stable sub-triangles of k = 2, 3, 4, 6. However, the vertical and horizontal sub-triangles for the case of k = 12 are only partially covered. Fully covering these missed slices is a main difficulty of the proof for non-zero feedback.

Figure 24. An overlay of stable sub-triangles for k = 2 (yellow), 3 (red), 4 (green), 6 (black), 12 (blue) where the negative feedback f(I)=−0.8I. The oblique sub-triangles for the case of k = 12 are covered perfectly by stable sub-triangles of k = 2, 3, 4, 6. However, the vertical and horizontal sub-triangles for the case of k = 12 are only partially covered. Fully covering these missed slices is a main difficulty of the proof for non-zero feedback.

Definition 5.6

Let k be a positive integer such that k2. Define k to be the triangle bounded by three line segments defined as follows:

  • the line passing through c0,k1,k and ck1,k1,k (vertical boundary of k),

  • the line passing through c1,k,k and c1,1,k (horizontal boundary of k),

  • the line passing through c0,1,k to ck1,k,k (oblique boundary of k).

Figure  is a visualization of k. For a negative linear feedback function f(x)=cx with 0<c1, the bounding lines in the sr-plane of the triangle k satisfy:

  • r1=k(kcc)(s1k), vertical boundary,

  • rk1k=c(k1)k2s, horizontal boundary,

  • r=s+1k, oblique boundary.

Figure 25. The blue shaded area is k.

Figure 25. The blue shaded area is △k.

The next lemma deals with the gap along the vertical boundary.

Lemma 5.7

Let f be a negative linear feedback function, f(x)=cx where 0<c1. For k4 and 2ρk1, the region r(1,ρ+1,k)k+1 is covered by stable sub-triangles.

Proof.

If gcd(ρ,k)=1, then sub-triangle r(1,ρ+1,k) is a stable sub-triangle by Theorem 3.3. Thus the theorem holds. Assume that gcd(ρ,k)=n>1. Let l1,l2,l3,l4, and l5 be the lines as follows:

  • l1 is the line passing through c0,ρ,k and c1,ρ+1,k,

  • l2 is the line passing through c0,ρn,kn and c0,ρn+1,kn,

  • l3 is the line passing through c0,ρ,k and c1,ρ,k,

  • l4 is the line passing through c0,ρk,kn and c0,ρk,kn,

  • l5 is the line passing through c1,k+1,k+1 and c1,1,k+1.

Let m1,,m4 be the slopes of l1,,l4, respectively, see Figure .

Figure 26. Left: r(1,ρ+1,k), right: r(1,pn+1,kn).

Figure 26. Left: △r(1,ρ+1,k), right: △r(1,pn+1,kn).

Note that c0,ρ,k=c0,ρn,kn. By (Equation43), m1=1+ρc(kρ1)k2, m2=1+ρc(kρn)k2 and m3=ρc(kρ)k2=m4. Then m1m2. Hence, r(1,ρ+1,k)k+1 is partially covered by stable sub-triangle r(1,pn+1,kn). Specifically, r(1,ρ+1,k)k+1 can be considered as having two distinct parts; the part that intersects r(1,pn+1,kn) (the blue shaded area in Figure ) and the part that intersects r(1,ρ+1,k)r(1,pn+1,kn) (the red shaded region in Figure ). The blue shaded area is covered by the stable triangle r(1,pn+1,kn). We claim that the red shaded area is covered by another stable sub-triangle. There are two cases depending on ρ to show that the red shaded area in Figure  is covered by a stable sub-triangle.

Figure 27. Red triangle: r(1,ρ+1,k), blue: r(1,ρn+1,kn), black vertical line: the vertical boundary of k+1. The union of the blue- and red shaded regions is r(1,ρ+1,k)k+1.

Figure 27. Red triangle: △r(1,ρ+1,k), blue: △r(1,ρn+1,kn), black vertical line: the vertical boundary of △k+1. The union of the blue- and red shaded regions is △r(1,ρ+1,k)∩△k+1.

Case I: 2ρ23(k1).

Consider sub-triangle r(1,ρm+1,k1m) where gcd(k1,ρ)=m. We claim that the red shaded area is a subset of r(1,ρm+1,k1m).

Let l6,l7 and l8 be the following lines:

  • l6 is the line passing through c0,ρm,k1m and c1,ρm+1,k1m,

  • l7 is the line passing through c0,ρm,k1m and c1,ρ+1,k,

  • l8 is the line passing through c0,ρm,k1m and c1,ρm,k1m.

Let m6,m7,m8 be the slopes of l6,l7,l8, respectively, see Figure . Let A be the crossing point between l2 and l5 and let B be the crossing point between l5 and l8, see Figure .

Figure 28. Sub-triangle r(1,ρm+1,k1m). The upper black dot is point A and the lower black dot is B.

Figure 28. Sub-triangle △r(1,ρm+1,k−1m). The upper black dot is point A and the lower black dot is B.

To get the claim, we need to show that r(1,ρ1l+1,k2l) and the r-coordinate of A is greater than the r-coordinate of B. By (Equation43), the slopes of c0,ρ1l,k2l, c1,ρ1l,k2l and m8<m7<m6 are as follows: m6It follows that m7. The point A is the solution of the systems m8Then, the r-coordinate of A is (44) m6=1+ρc(k1ρm)(k1)2,m7=1ρ[kc(k1ρ)]k(k1) andm8=ρc(k1ρ)(k1)2.(44) The point B is the solution of the systems m8m7m6Then, the r-coordinate of B is r1=(k+1)(k+1c)cs1k+1 andrρk=1+ρc(kρn)k2s.We claim that rA=1+(k+1c)(k+1)k2+ρc(kρn)k+1k(kρ)ck2+ρc2(kρn)+(k+1c)(k+1)(k)2.. By simplification, it is equivalent to show that (45) r1=(k+1)(k+1c)cs1k+1 andrρk1=ρc(kρ1)(k1)2s.(45) Since rB=1+(k+1c)(k+1)ρc(kρ1)k+1(k1)(kρ1)ρc2(kρ1)+(k+1c)(k+1)(k1)2. and rArB>0, the inequality (46) (kρ1)[(k1)(k2ρcn)ρc(kρ)(k+1c)k2ρ]+k+1cc[(k1)2k2ρk(k21)]+(k+1c)(k1)2ρ(kρn)>0(46) implies the inequality (Equation45). Note that ρ23(k1), so kp1k13. Then, (47) k2c23(k1)c2(n23)23c2k+(k+1c)k2123c2k>0(47) implies the previous inequality. The left-hand side of the inequality (Equation47) can be considered as a quadratic polynomial n=gcd(ρ,k)k2with variable c and fixed k. Then, the following properties hold:

  • coefficient of n23k223 is nonnegative,

  • slope of the polynomial is negative at c = 0 and 1,

  • the values of the function are positive at c = 0 and 1.

Since k49c2+2k23(k+1)k2c+k3k22k>0, the inequality (Equation47) holds. We get the claim k49c2+2k23(k+1)k2c+k3k22k. Hence, c2where 0<c1 and rArB>0.

Case II: r(1,ρ+1,k)k+1r1,ρn+1,knr1,ρm+1,k1m,.

In this case, we construct a sub-triangle gcd(ρ,k)=n where gcd(k1,ρ)=m. We claim that the red shaded area is a subset of 23(k1)ρk1. Let D be the line r(1,ρ1l+1,k2l) and the line passing through gcd(k2,ρ1)=l and r(1,ρ1l+1,k2l). Let l5 and c0,ρ1l,k2l be slopes of the lines as follows:

  • c1,ρ1l,k2l is the slope of the line passing through m9,m10 and m11,

  • m9 is the slope of the line passing through c0,ρ1l,k2l and c1,ρ1l+1,k2l,

  • m10 is the slope of the line passing through c0,ρ1l,k2l and c1,ρ+1,k,

see . We need to show that m11 and the r-coordinate of A is greater than the r-coordinate of D. By the simultaneous points formula (Equation43), c0,ρ1l,k2land c1,ρ1l+1,k2lIt follows that m11<m10<m9. Note that the formula for the r-coordinate of A is given by (Equation44). The point D is the solution of the systems m9=1+(ρ1)c(kρ1l)(k2)2, m10=1+k22kρ+c(ρ1)(kρ1)k(k2),Thus the r-coordinate of D is m11=(ρ1)c(kρ1)(k2)2.We claim that m11<m10<m9. By simplification, it is equivalent to show that (48) r1=(k+1)(k+1c)cs1k+1 andrρ1k2=c(ρ1)(kρ1)(k2)2s.(48) Since rD=1+(k+1c)(k+1)[c(ρ1)(kρ1)k+1(k2)(kρ1)]c2(ρ1)(kρ1)+(k+1c)(k+1)(k2)2., it suffices to show that rArD0Note that (k+1c)×k(k2)c(2k2k2kρ2ρ)+ρ(kρn)(k2)2k2(ρ1)(kρ1)+(kρ1)[(k2)(k2+ρc(kρn))k(kρ)c(ρ1)]0., it is enough to show (49) (kρ1)[(k2)(k2+ρc(kρn))k(kρ)c(ρ1)]0(49) The inequality (Equation49) holds when c = 0. For c = 1, since k(k2)c(2k2k2kρ2ρ)+ρ(kρn)(k2)2k2(ρ1)(kρ1)0., we get kρn0Since the left-hand side of (Equation49) can be considered as a linear function of variable c, the inequality (Equation49) holds for (k2)(2k2k2kρ2ρ)ck(ρ1)(kρ1)0., i.e. 23(k1)ρk1. Therefore, 0(k2)(k+4)(2k5)(k1)9,(k2)(2k2k2kρ2ρ)k(ρ1)(kρ1).where 0<c1 and rArD0.

Figure 29. Sub-triangle r(1,ρ+1,k)k+1r1,ρn+1,knr1,ρ1l+1,k2l, and three lineslopes, m9, m10 and m11. The upper blue dot is point A (same point as in Figure ). The lower black dot is point D, the crossing point between two lines: theline l5 and the line passing through gcd(ρ,k)=n andgcd(k2,ρ1)=l.

Figure 29. Sub-triangle △r(1,ρ+1,k)∩△k+1⊆△r1,ρn+1,kn∪△r1,ρ−1l+1,k−2l, and three lineslopes, m9, m10 and m11. The upper blue dot is point A (same point as in Figure 28). The lower black dot is point D, the crossing point between two lines: theline l5 and the line passing through gcd(ρ,k)=n andgcd(k−2,ρ−1)=l.

The following result addresses the gap along the horizontal boundary.

Lemma 5.8

Let f be a negative linear feedback function, f(x)=cx where 0<c1. For k4 and 2σk1, r(σ,k,k)k+1 is covered by stable sub-triangles.

Proof.

Let n=gcd(σ,k), l=gcd(σ1,k2), and q=gcd(σ1,k1). We consider r(σ,k,k)k+1 as having two distinct parts; the part that intersects r(σn,kn,kn) and the part that intersects r(σ,k,k)r(σn,kn,kn). Since r(σn,kn,kn) is stable by Theorem 3.3, we need to show that r(σ,k,k)k+1r(σ,k,k)r(σn,kn,kn) (the blue shaded region in Figure ) is covered by a stable sub-triangle. The proof will be separated into two cases, 2σk5 and k5σk1.

Figure 30. Case I: 2σk/5. Blue shaded region is r(σ,k,k)k+1r(σ,k,k)r(σn,kn,kn). The red triangle is r(σn,kn,kn).

Figure 30. Case I: 2≤σ≤k/5. Blue shaded region is △r(σ,k,k)∩△k+1∩△r(σ,k,k)∖△r(σn,kn,kn). The red triangle is △r(σn,kn,kn).

Case I: 2σk/5. Let A1,A2,A3, and A4 be the following points:

  • A1 is the crossing point between rkk+1=ck(k+1)2s and r=s+kσ1k2,

  • A2 is the crossing point between rkk+1=ck(k+1)2s and the line passing through cσ,k,k and cσn1,kn1,kn,

  • A3 is the crossing point between rkk+1=ck(k+1)2s and r=s+kσk,

  • A4 is the crossing point between rkk+1=ck(k+1)2s and s=σ1k2.

Note that the left boundary of each r(σ1l,k2l,k2l) and r(σn,kn,kn) has slope less than 1 by Proposition 5.4. To prove the claim that the blue region in Figure  is a subset of r(σ1l,k2l,k2l), it suffices to compare the s-coordinates of points A1, A3 and A4, i.e. show that sA1<sA3<sA4=σ1k2.Figure  is a visualization of the claim.

By the definitions of the points A1 and A3, we get sA1=(kσ2k+σ+1)(k+1)((k+1)2ck)(k2) andsA3=(kσk+σ)(k+1)((k+1)2ck)k.It follows that sA1<sA3 for 2σk/5. Since (kσk+σ)(k+1)((k+1)2ck)k<(kσk+σ)(k+1)((k+1)2k)k<σ1k2,we get sA3<σ1k2.Case II: k/5σk1. In this case, we claim that the blue region in Figure  is covered by r(σ1q,k1q,k1q). Let B4 be the crossing point between rkk+1=ck(k+1)2s and the line passing through cσ1,k1,k1 and cσ1q,k1q1,k1q. We claim that the s-coordinate of point A3 is less than the s-coordinate of point B4. Figure  is a visualization of this claim. By Proposition 5.1 and the definition of B4, we get sB4=(k21c(σ1)k)(σ1)(k+1)c2k(σ1)2+(k21)2c(σ1)(k1)(k+1)2.Let A=c2k(σ1)2+(k21)2c(σ1)(k1)(k+1)2(k21c(σ1)k)((k+1)2ck). Then, A=2(k21)(k+1)+c(k+1)(k(k1)+(σ1)(k+1))c2k(σ1)(kσ+1)<2(k21)(k+1)+c(k+1)(k(k1)+(σ1)(k+1))2(k21)(k+1)+(k+1)(k(k1)+(σ1)(k+1))=(k+1)[(k+1)(kσ+1)2]0.Since A<0, it follows that 1(k+1)2ck<k21c(σ1)kc2k(σ1)2+(k21)2c(σ1)(k1)(k+1)2.This inequality implies that sA3<sB3. Therefore, the blue regions covered by stable sub-triangles.

Combining the previous lemmas, we have that sub-triangles in all gaps are covered.

Lemma 5.9

Let f be a negative linear feedback function, f(x)=cx where 0<c1. For 2ρk and 1σk1, r(1,ρ,k)k+1, r(σ,k,k)k+1 and r(σ,σ+1,k) are covered by stable sub-triangles.

The following will confirm that k (defined in Definition 5.6) is covered by stable sub-triangles.

Lemma 5.10

Let f be a negative linear feedback function, f(x)=cx where 0<c1. For k3, k is covered by stable sub-triangles.

Proof.

This lemma will be proved by induction. For k = 3, 3 is shown in Figure , where point A is c1,2,3, point B is the solution of r=s+13 and r=2cs9+23, and point C is the solution of r=s+13 and r1=3(13c)(s13). Then, A=39c,69c,B=392c,392c+13, andC=9c3(92c),183c3(92c).Thus the points A, B, C are in a stable sub-triangle r(1,2,2), i.e. the stable sub-triangle for k = 2.

Figure 31. Case II: k/5σk1. The integer q denotes the greatest common denominator of σ1 and k−1.

Figure 31. Case II: k/5≤σ≤k−1. The integer q denotes the greatest common denominator of σ−1 and k−1.

Figure 32. The shaded area is 3. It is covered by the stable sub-triangle r(1,2,2), the largest (yellow) sub-triangle shown in Figure .

Figure 32. The shaded area is △3. It is covered by the stable sub-triangle △r(1,2,2), the largest (yellow) sub-triangle shown in Figure 24.

It suffices for the inductive step to show that the gap between k and k+1, see Figure , is covered by stable sub-triangles. We separate the gap between k and k+1 into three parts as follows:

  • The vertical gap is the area bounded by four lines: the line passing through c1,k+1,k+1 and c1,1,k+1, the line passing through c1,k,k and c1,1,k, the line passing through c0,k,k+1 and ck,k,k+1, and the line passing through c0,1,k+1 and ck,k+1,k+1.

  • The horizontal gap is the area bounded by four lines: the line passing through c0,k,k+1 and ck,k,k+1, the line passing through c0,k1,k and ck1,k1,k, the line passing through c1,k+1,k+1 and c1,1,k+1, and the line passing through ck,k+1,k+1 and c0,1,k+1.

  • The oblique gap is the area bounded by four lines: the line passing through c0,1,k and ck1,k,k, the line passing through c0,1,k+1 and ck,k+1,k+1, the line passing through c0,k,k+1 and ck,k,k+1, and the line passing through c1,k+1,k+1 and c1,1,k+1.

First, we consider the vertical gap and let 1jk2.Let l=gcd(j,k1). Let l1,l2,l3 and l4 be lines as follows:

  • l1 is the line passing through c1,k+1,k+1 and c1,1,k+1,

  • l2 is the line passing through c0,j+1,k and c1,j+1,k,

  • l3 is the line passing through c0,j,k and c1,j+1,k,

  • l4 is the line passing through c0,j,k1 and c1,jl,k1l.

By Lemma 5.9, the regions r(1,j+2,k)k+1 and r(1,j+1,k)k+1 (the blue shaded areas in Figure ) are covered by stable sub-triangles. To show that the entire vertical gap is covered by stable sub-triangles, we further need to show that the region bounded by l1,l2 and l3 (the red area in Figure ) is covered by r(1,jl+1,k1l). Note that r(1,jl+1,k1l) is a stable sub-triangle by Theorem 3.3. Let B1 be the crossing point between l1 and l2, A1 be the crossing point between l1 and l3 and A2 be the crossing point between l1 and l4. To prove that the red area in Figure  is covered by r(1,jl+1,k1l), we show the following:

Figure 33. The gap between k+1 and k.

Figure 33. The gap between △k+1 and △k.

Figure 34. The vertical gap between k and k+1. The blue shaded areas are covered by stable sub-triangles by Lemma 5.9. The green triangle is r(1,j+1,k1). The brown triangle is r(1,jl+1,k1l) where l=gcd(j,k1).

Figure 34. The vertical gap between △k and △k+1. The blue shaded areas are covered by stable sub-triangles by Lemma 5.9. The green triangle is △r(1,j+1,k−1). The brown triangle is △r(1,jl+1,k−1l) where l=gcd(j,k−1).

Claim 1

The slope of the line passing through c0,j,k1 and B1 is less than or equal 1.

Claim 2

The r-coordinate of A1 is greater than the r-coordinate of A2, i.e. rA1>rA2.

We first prove Claim 1. By (Equation43), it follows that B1 is the solution of (50) r1=(k+1)(k+1c)cs1k+1, andrj+1k=(j+1)c(kj1)k2s.(50) Then, the r-coordinate of B1 is (51) rB1=1+(k+1)(k+1c)c(kj1)((j+1)ck(k+1))(k+1)(k+1c)ck2(k+1)+(j+1)c(kj1)(k+1).(51) Let sB1 be the s-coordinate of B1. Since c0,j,k1=(0,jk1), to prove Claim 1 we need to show that rB1sB11.This inequality is equivalent to rB1ck2(j+1)(kj1)+kkj1cjk1,by using (Equation50). It is the same as showing (52) rB11+k2(k1)c(j+1)(kj1)2(k1)k(j+1)(k1)(c(j+1)(kj1)k2).(52) Since (Equation51) provides the exact value of rB1, showing (Equation52) is equivalent to prove (53) (k+1)(k+1c)(kj1)(k(k+1)(j+1)c)(k+1)(k+1c)k2(k+1)+(j+1)c2(kj1)(k+1)k2(k1)c(j+1)(kj1)2(k1)k(j+1)(k1)(k2c(j+1)(kj1)).(53) It is equivalent to showing (54) c2(k+1c)(k+1)(j+1)2(kj1)2(k1)+c(k+1c)(k+1)(j+1)(kj1)[(kj1)(k3+1)k(k1)]c2(kj1)(k+1)(j+1)[k2(k1)(k1)k(j+1)]+c3(kj1)3(k+1)(j+1)20(54) Since k+1ck and c3(kj1)3(k+1)(j+1)20, the inequality (55) ck(k+1)[c(j+1)2(kj1)2(k1)+(j+1)(kj1)((kj1)(k3+1)k(k1))]ck(k+1)c(kj1)2(j+1)k(k1)0(55) implies (Equation54). By multiplying 1/(ck(k+1)) to (Equation55) and simplifying, we get (56) (j+1)(kj1)[(kj1)(k3+1)k(k1)]c(kj1)3(k1)(j+1)0.(56) This inequality holds for 0<c1. Hence, Claim 1 holds.

Next, we will prove Claim 2, i.e. the r-coordinate of A1 is greater than the r-coordinate of A2. Let rA1 and rA2 be the r-coordinates of A1 and A2, respectively. By (Equation43), A1 is the solution of r1=(k+1)(k+1c)cs1k+1, andrjk=1+jc(kj1)k2s.Then, rA1=1+(k+1)(k+1c)c(jk(k+1)+jc(kj1)k3)(k+1)(k+1c)ck2(k+1)+(k2+jc(kj1))(k+1).Point A2 is the solution of r1=(k+1)(k+1c)c(s1k+1), andrjk1=cj(kj1)(k1)2s.Then, rA2=1+(k+1)(k+1c)c[(k1)(k+1)j+cj(kj1)(k1)2(k+1)](k+1)(k+1c)c(k+1)(k1)2+cj(kj1)(k+1).Showing rA1rA20 is equivalent to prove the following inequality: (57) k+1cck(k1)(k(kj1)j)(k+1c)j(kj1)(2k1)+(kj1)(k2(k1)jc(kj1))0.(57) This inequality is equivalent to (58) k2(k1)(k(kj1)j)+(kj1)(k2(k1)(k+1)(2k1)j)cj(kj1)2c20.(58) The left-hand side of (Equation58) is a quadratic polynomial function in variable c where 0c1. The polynomial satisfies the following:

  • the coefficient of c2 is negative,

  • the slopes at c = 0 and c = 1 are both negative,

  • its values at c = 0 and c = 1 are both positive.

Thus, (Equation58) is achieved, so rA1rA20. Hence, Claim 2 holds. Since the slope of the line passing c0,j,k1 and c1,jl+1,k1l is greater than 1 by Proposition 5.3 and since Claims 1 and 2 hold, it follows that the red area in Figure  is covered by r(1,jl+1,k1l). Therefore, the entire vertical gap between k and k+1 is covered by stable sub-triangles.

Next, we consider the horizontal gap and let σ=2,,k3. Let q=gcd(σ,k1). Let l5,l6, and l7 be lines as follows:

  • l5 is the line passing through cσ,k,k and cσ,k1,k,

  • l6 is the line passing through cσ,k1,k and cσ+1,k,k,

  • l7 is the line passing through cσ+1,k,k and cσq,k1q1,k1q.

By Lemma 5.9, the regions r(σ,k,k)k+1 and r(σ+1,k,k)k+1 (the blue shaded areas in Figure ) are covered by stable sub-triangles. We claim that the region bounded by l5,l6, and rkk+1=ck(k+1)2s (the red shaded triangle in Figure ) is covered by r(σq,k1q,k1q). Let aσ be the crossing point between rkk+1=ck(k+1)2s and r1=sσk1, Aσ be the crossing point between rkk+1=ck(k+1)2s and l5, Bσ be the crossing point between rkk+1=ck(k+1)2s and l6, and bσ be the crossing point between rkk+1=ck(k+1)2s and l7.Since the slope of the line passing through cσq,k1q,k1q=cσ,k1,k1 and cσq1,k1q1,k1q is less than 1 by Proposition 5.4, it suffices to prove the claim by showing that saσ<sAσ ~~ and ~~ sBσ<sbσwhere saσ,sAσ,sBσ,sbσ denote the s-coordinates of aσ, Aσ, Bσ and bσ, respectively. Figure  is a visualization of this claim.

Figure 35. The horizontal gap between k and k+1. The blue shaded areas are covered by stable sub-triangles by Lemma 5.9. The green triangle is r(σ,k1,k1). The brown triangle is r(σq,k1q,k1q) where q=gcd(σ,k1).

Figure 35. The horizontal gap between △k and △k+1. The blue shaded areas are covered by stable sub-triangles by Lemma 5.9. The green triangle is △r(σ,k−1,k−1). The brown triangle is △r(σq,k−1q,k−1q) where q=gcd(σ,k−1).

Point aσ is the solution of r1=sσk1 andrkk+1=ck(k+1)2s.Then, saσ=(k+1)(σ(k+1)k+1)(k1)((k+1)2ck).Point Aσ is the solution of rkk+1=ck(k+1)2s andr1=(kcσ)kcσ2sσk.Then, sAσ=(k+1)σ(kcσ+1)(k+1)2(kcσ)c2σ2.Since Bσ is the solution of rkk+1=ck(k+1)2s andr1=k2cσkk2cσ(σ+1)sσ+1k,we get sBσ=(k+1)(k2cσ(σ+1)(kcσ)(σ+1)(k+1))ck(k2cσ(σ+1))(k2cσk)(k+1)2.Point bσ is the solution of rkk+1=ck(k+1)2s andr1=(k1cσ)(k1)cσ2sσk1.Thus sbσ=(k+1)σ(k21cσk)c2kσ2+(k1cσ)(k1)(k+1)2.Lemma 5.12 implies saσ<sAσ and sBσ<sbσ. Hence, the red shaded triangle in Figure  is covered by r(σq,k1q,k1q) which is a stable sub-triangle. Therefore, the entire horizontal gap between k and k+1 is covered by stable sub-triangles.

Next, we consider the oblique gap between k and k+1. There are four steps to prove how the oblique gap is covered by stable sub-triangles.

Step 1: We will show that the intersection of the vertical and oblique gaps and the intersection of the horizontal and oblique gaps are covered by r(1,2,k) and r(k1,k,k). Let A1 be the lowest corner of the former intersection and A2 be the highest corner of the latter intersection. The two red shaded areas in Figure  are a visualization of the intersections. We note that the slope of the line segment from c0,1,k to c1,2,k is greater than 1. To complete this step, we need to show that A1r(1,2,k) and A2r(k1,k,k). Point A1 is the solution of r=s+1k+1and r1=(k+1c)(k+1)cs1k+1.Then, A1=(sA1,rA1):=(k+1c)(k+1)+ck(k+1)(c+(k+1c)(k+1)),(k+1c)(k+1)+ck(k+1)(c+(k+1c)(k+1))+1k+1.Point A2 is the solution of r=s+1k+1and rk1k=c(k1)k2s.Then, A2=(sA2,rA2):=k3k2k(k+1)(k2c(k1)),k3k2k(k+1)(k2c(k1))+1k+1.

Let B1 be the crossing point of r=s+1k+1 and the line passing through c0,1,k and c1,1,k and let B2 be the crossing point of r=s+1k+1 and the line passing through ck1,k,k and ck1,k1,k. To show A1r(1,2,k) and A2r(k1,k,k), we need to show that sB1<sA1 andsA2<sB2.Figure  is a visualization what we need to show. By the definition of B1, B2 and Propositions 5.2 and 5.1, we get the s-coordinates of B1 and B2 as follows: sB1=k(k+1)(k2c(k1))and sB2=k(k21)c(k1)2(k+1)(k2c(k1)).Since (k+1)2c(k+1)2ck>kk2c(k1),we get sA1>sB1. Since c<(1c)k2+2ck,we obtain k3k2kk2c(k1)<k(k21)c(k1)2k2c(k1).This implies sA2<sB2.

Figure 36. The corners of oblique gap between k and k+1 where the four green shaded areas called G1, G2, Gk3, Gk2, respectively from the bottom corner.

Figure 36. The corners of oblique gap between △k and △k+1 where the four green shaded areas called G1, G2, Gk−3, Gk−2, respectively from the bottom corner.

Figure 37. A visualization of the claim to show that A1r(1,2,k) and A2r(k1,k,k).

Figure 37. A visualization of the claim to show that A1∈△r(1,2,k) and A2∈△r(k−1,k,k).

For Steps 2, 3 and 4 below, we define the following:

  • Gσ denotes the region bounded by r=s+1k, r=s+1k+1, r1=(kcσ)kcσ2(sσk), and rσ+1k=c(σ+1)(kσ1)k2s,

  • Dσ denotes the solution of r=s+1k+1 and r1=(kcσ)kcσ2(sσk),

  • Eσ denotes the solution of r=s+1k+1 and rσ+1k=c(σ+1)(kσ1)k2s,

where σ=1,,k2.

Step 2: Let σ=1,2,k3,k2. The green regions shown in Figure  are a visualization of G1, G2, Gk3, Gk2. In this step, we claim the following: (59) Gσ(σ,σ+1,k2) for σ=1,2(59) and (60) Gσ(σ1,σ,k2) for σ=k3,k2(60)

We first prove (Equation59). Let σ=1,2. Let dσ be the solution of r=s+1k+1 and rσk2=cσ(k2σ)(k2)2s and let eσ be the solution of r=s+1k+1 and r1=(k2cσ)(k2)cσ2(sσk2). We claim that the points Dσ and Eσ are in r(σ,σ+1,k2). Figure  is a visualization of this claim. We will prove this by comparing the s-coordinates of the points dσ,Dσ and eσ,Eσ. Point Dσ is the solution of r=s+1k+1and r1=(kcσ)kcσ2sσk.Then, Dσ=(sDσ,rDσ):=σk(k+1)cσ2(k+1)[k2cσ(kσ)],σk(k+1)cσ2(k+1)[k2cσ(kσ)]+1k+1.The s-coordinate of dσ is as follows: sdσ=(k2)(σ(k+1)k+2)(k+1)[(k2)2cσ(k2σ)].By the formulas for sdσ and sDσ, we get sdσ<sDσ for σ=1,2. Point Eσ is the solution of r=s+1k+1and rσ+1k=c(σ+1)(kσ1)k2s.Then, Eσ=(sEσ,rEσ):=σk2+σk+k(k+1)[k2c(σ+1)(kσ1)],σk2+σk+k(k+1)[k2c(σ+1)(kσ1)]+1k+1.We get the s-coordinate of eσ as follows: seσ=σ(k2)(k+1)cσ2(k+1)[(k2)2cσ(k2σ)].It is elementary to check that sEσ<seσ for σ=1,2. Then, (Equation59) holds.

Figure 38. A part of the oblique gap between k and k+1 for σ=1,2.

Figure 38. A part of the oblique gap between △k and △k+1 for σ=1,2.

Next, we will prove (Equation60). Let σ=k3,k2. Let dσ be the solution of r=s+1k+1 and rσ1k2=c(σ1)(k1σ)(k2)2s and let eσ be the solution of r=s+1k+1 and r1=(k2c(σ1))(k2)c(σ1)2(sσ1k2).

The s-coordinates of the points dσ,Dσ,Eσ,eσ are as follows: sdσ=(k2)[(σ1)(k+1)k+2](k+1)[(k2)2c(σ1)(k1σ)],sDσ=σk(k+1)cσ2(k+1)[k2cσ(kσ)],sEσ=σk2+σk+k(k+1)[k2c(σ+1)(kσ1)],seσ=(σ1)(k2)(k+1)c(σ1)2(k+1)[(k2)2c(σ1)(k1σ)].Figure  is a visualization of dσ,Dσ,Eσ,eσ for σ=k3,k2. For σ=k3,k2, we get sdσ<sDσ and sEσ<seσ. Hence, we get (Equation60).

Figure 39. A part of the oblique gap between k and k+1 for σ=k3,k2.

Figure 39. A part of the oblique gap between △k and △k+1 for σ=k−3,k−2.

Step 3: Let 3σk4. In this step, we will show that Gσ is covered by r(σ,σ+1,k1) for k=4,,10. This step will be proved in Lemma 5.11 below.

Step 4: Let 3σk4 and k11. In this step, we the proof will depend on the value of c. There are two cases to be considered; 0c0.5 and 0.5c1.

Case I: 0c0.5. We claim that the points Dσ,Eσ are in r(σ,σ+1,k1). Let dσ be the solution of r=s+1k+1 and rσk1=cσ(k1σ)(k1)2s and let eσ be the solution of r=s+1k+1 and r1=(k1cσ)(k1)cσ2(sσk1). Figure  is a visualization of dσ,Dσ,Eσ,eσ. The s-coordinates of dσ,Dσ,Eσ,eσ are the following: (61) sdσ=(k1)[σ(k+1)k+1](k+1)[(k1)2cσ(k1σ)],(61) (62) sDσ=σk(k+1)cσ2(k+1)[k2cσ(kσ)],(62) (63) sEσ=σk2+σk+k(k+1)[k2c(σ+1)(kσ1)],(63) (64) seσ=σk2σcσ2(k+1)[(k1)2cσ(k1σ)].(64) By Lemma 5.13 below, we get sdσ<sDσ and sEσ<seσ. Then, we obtain that Dσ,Eσr(σ,σ+1,k1).Case II: 0.5c1. We define the following:

  • Gσ denotes the region bounded by r=s+1k, r=s+1k+1, r1=(k+1cσ)(k+1)cσ2(sσk+1), and rσ+1k+1=c(σ+1)(kσ)(k+1)2s,

  • Dσ denotes the solution of r=s+1k+1 and r1=(k+1cσ)(k+1)cσ2(sσk+1),

  • Eσ denotes the solution of r=s+1k+1 and rσ+1k+1=c(σ+1)(kσ)(k+1)2s,

where σ=3,,k3. We will show that Gσ is covered by r(σ,σ+1,k). Since k11 and 0.5c1, the point cσ,σ+1,k+1=(s,r) satisfies the inequality rs>1k. Then, it suffices to show that Dσ,Eσ are in r(σ,σ+1,k). Let dσ be the solution of r=s+1k+1 and rσk=cσ(kσ)k2s and let eσ be the solution of r=s+1k+1 and r1=(kcσ)kcσ2(sσk). Figure  is a visualization of dσ,Dσ,Eσ,eσ.

Figure 40. A part of the oblique gap between k and k+1 for σ=3,,k4 and 0c0.5. The blue shaded region is Gσ.

Figure 40. A part of the oblique gap between △k and △k+1 for σ=3,…,k−4 and 0≤c≤0.5. The blue shaded region is Gσ.

Figure 41. A part of the oblique gap between k and k+1 for σ=3,,k3 and 0.5c1. The blue shaded region is Gσ.

Figure 41. A part of the oblique gap between △k and △k+1 for σ=3,…,k−3 and 0.5≤c≤1. The blue shaded region is Gσ′.

Point Dσ is the solution of r=s+1k+1and r1=(k+1cσ)(k+1)cσ2sσk+1.Then, (65) Dσ=(sDσ,rDσ):=σ(k+1)2cσ2(k+1)[(k+1)2cσ(kσ+1)],σ(k+1)2cσ2(k+1)[(k+1)2cσ(kσ+1)]+1k+1.(65) The s-coordinate of dσ is as follows: sdσ=k(σ(k+1)k)(k+1)[k2cσ(kσ)].Point Eσ is the solution of r=s+1k+1and rσ+1k+1=c(σ+1)(kσ)(k+1)2s.Then, (66) Eσ=(sEσ,rEσ):=σ(k+1)(k+1)2c(σ+1)(kσ),σ(k+1)(k+1)2c(σ+1)(kσ)+1k+1.(66) The s-coordinate of eσ is as follows: seσ=σk(k+1)cσ2(k+1)[k2cσ(kσ)].By Lemma 5.14 below, we obtain sdσ<sDσ and sEσ<seσ. Then, Dσ,Eσr(σ,σ+1,k).By Steps 1-4, the entire oblique gap between k and k+1 is covered by (67) i=k21σi1kr(σ,σ+1,i).(67) By Lemma 5.9, it follows that the set in (Equation67) is covered by stable sub-triangles. Therefore, the entire oblique gap between k and k+1 is covered stable sub-triangles.

We next state and prove the Lemmas 5.11, 5.12, 5.13, and 5.14 that were used above in the proof of Lemma 5.10.

Lemma 5.11

Let f be a negative linear feedback function, f(x)=cx where 0<c1. Let k and σ be positive numbers, 7k10, σ=3,,k4. Then, Gσ (the blue shaded regions in Figure ) defined at the end of Step 1 in the previous lemma is covered by r(σ,σ+1,k).

Proof.

By (Equation61)–(Equation64), the s-coordinates of dσ, Dσ, Eσ, and eσ are follows: sdσ=(k1)[σ(k+1)k+1](k+1)[(k1)2cσ(k1σ)],sDσ=σk(k+1)cσ2(k+1)[k2cσ(kσ)],sEσ=σk2+σk+k(k+1)[k2c(σ+1)(kσ1)],seσ=σk2σcσ2(k+1)[(k1)2cσ(k1σ)].The cases 7k10, σ=3,,k4 can be checked individually [Citation28].

For each case, it follows that sdσ<sDσ and sEσ<seσ for any 0<c1.

Lemma 5.12

Let k and σ be positive integers such that 2σk3. Then, the following inequalities hold: (68) σ(k+1)k+1(k1)((k+1)2ck)<σ(kcσ+1)(k+1)2(kcσ)c2σ2,(68) (69) k2cσ(σ+1)(kcσ)(σ+1)(k+1)ck(k2cσ(σ+1))(k2cσk)(k+1)2<σ(k21cσk)c2kσ2+(k1cσ)(k1)(k+1)2(69) for 0<c1.

Proof.

Let A=(σ(k+1)k+1)(k+1)2(kcσ)σ(kcσ+1)(k1)((k+1)2ck). The expression A can be rewritten as a quadratic polynomial in variable c for fixed k and σ: A=(k+1)2(k2kσkq)+cσ(k+1)[(k21)(σ+1)σ(k+1)2+(k1)k]c2σ2k(k1).The polynomial has the following properties:

  • the coefficient of c2 is negative,

  • its values at c = 0 and c = 1 are both negative,

  • the slopes at c = 0 and c = 1 are both positive.

Thus A<0. It implies that σ(k+1)k+1(k1)((k+1)2ck)<σ(kcσ+1)(k+1)2(kcσ).Then, (Equation68) holds.

Next, we claim that (70) k2σ+kσ+kckσ(σ+1)k2(k+1)2ck(σ(k+1)2+k2)<(k21)σcσ2k(k21)2cσ(k21)(k+1).(70) Let B=[kσ+σ+1cσ(σ+1)][(k21)2cσ(k21)(k+1)][(k21)σcσ2k][k(k+1)2c(σ(k+1)2+k2)].For fixed k and σ, B can be rewritten as a quadratic polynomial in variable c: B=(k21)(k+1)(kσk+σ+1)+cσ(2k3σk3+3k2σ+kσ)+c2σ2(k3σ+k33kσk2σ1).The polynomial has the following properties:

  • the coefficient of c2 is positive,

  • its values at c = 0 and c = 1 are both negative,

  • the slopes at c = 0 and c = 1 are both positive.

Then, inequality (Equation70) holds. Since c2kσ(σ+1)>c2kσ2 and (Equation70) holds, we get k2σ+kσ+kckσ(σ+1)c2kσ(σ+1)+k2(k+1)2ck(σ(k+1)2+k2)<(k21)σcσ2kc2kσ2+(k21)2cσ(k21)(k+1).This result implies (Equation69).

Lemma 5.13

Let k and σ be positive integers such that k11 and 3σk4. For 0c0.5, the following inequalities hold: (71) (k1)[σ(k+1)k+1](k+1)[(k1)2cσ(k1σ)]<σk(k+1)cσ2(k+1)[k2cσ(kσ)],(71) (72) σk2+σk+k(k+1)[k2c(σ+1)(kσ1)]<σk2σcσ2(k+1)[(k1)2cσ(k1σ)].(72)

Proof.

Let g, h, i be functions on [3,k4] such that g(x)=x(k3k+ck32ck2+ck)x3[c(k+1)+c2(k1)]+c2x4(k1)2k2,h(x)=g(x)=k3k+ck32ck2+ck3x2c(k+1+c(k1))+4c2x3,i(x)=h(x)=6xc(k+1+c(k1))+12c2x2.Note that g(3)=k4+k3(5+3c)k2(6c+1)k(27c2+24c+3)+108c227c,g(k4)=k3(3c25c+2)+k2(36c227c2)k(144c212c4)+192c2+64c,h(3)=k3(1+c)2ck2k(27c2+26c+1)+135c227c,h(k4)=k3(c1)2+ck2(1921c)+k(120c223c1)208c248c,and i(x)=c[6cx(2xk+1)6x(k+1)],c[3x(2xk+1)6x(k+1)],=3cx(3k1)<0.By using the conditions of k and c, it is obvious that g(3),g(k4) are negative and h(3),h(k4) are positive. Since i(x)<0 and h(3),h(k4) are positive, h(x)>0 on [3,k4]. Since h(x)>0 and g(3),g(k4) are negative, g(x)<0 on [3,k4]. Showing g(x)<0 on [3,k4] is equivalent to showing (Equation71).

Next, let A1=(σk2+σk+k)((k1)2cσ(k1σ))(σk2σcσ2)(k2c(σ+1)(kσ1)). Then A1=(σk2+σk+k)(k1)2(σk2σ)k2+cσ(k3k2(σ+2)+kσ(σ+1)+(σ+1)2)c2(σ+1)(kσ1)σ2,(σk2+σk+k)(k1)2(σk2σ)k2+cσ(k3k2(σ+2)+kσ(σ+1)+(σ+1)2),0.5(k3(σ2)+k(kσ2σ3+2kσσ2+4k2σ+2)σ(σ+1)2),<0.Since A1<0, we get (Equation72).

Lemma 5.14

Let k and σ be positive integers such that k11 and 3σk3. For 0.5c1, the following inequalities hold: (73) k(σ(k+1)k)(k+1)[k2cσ(kσ)]<σ(k+1)2cσ2(k+1)[(k+1)2cσ(kσ+1)],(73) (74) σ(k+1)(k+1)2c(σ+1)(kσ)<σk(k+1)cσ2(k+1)[k2cσ(kσ)].(74)

Proof.

Let B1=(σ(k+1)k)[(k+1)2cσ(kσ+1)](σ(k+1)2cσ2)(k2cσ(kσ)), then B1=(k+1)2(σk2+kσ(k+1))+cσ[(k31)σk2(σ22σ1)k(σ2+2σ1)]c2σ3(kσ),(k+1)2(σk2+kσ(k+1))+cσ[(k31)σk2(σ22σ1)k(σ2+2σ1)],<(k+1)2(σk2+kσ(k+1))+cσ2(k31),<k2(σk2+kσ(k+1))+cσk3,=k2(σk(k1)+kσσ2k)<0.Since B1<0, inequality (Equation73) holds. Let B2=σ(k+1)2(k2cσ(kσ))(σk(k+1)cσ2)[(k+1)2c(σ+1)(kσ)]. Then B2=σk(k+1)2+cσ(k+1)(k2σk+σ+σ2)c2σ2(σ+1)(kσ),σk(k+1)2+cσ(k+1)(k2σk+σ+σ2),=σ(k+1)[(1c)k2+k+cσ(kcσ)]<0.Since B2<0, it implies that inequality (Equation74) holds.

Let a point (s,r)T. Then (s,r)k for some k. By Lemma 5.10, it follows that the point (s,r) is covered by a stable sub-triangle. We have now proved Theorem B.

6. Conclusion and discussion

In Theorem thmA, we have fully characterized the stability k-cyclic solutions for (s.r) in all boundary sub-triangles for any negative feedback. For the order of events sr1 they are always neutrally stable. For the order rs1, the stability is completely determined by the index i=σ or kρ. Solutions are asymptotically stable if i and k are relatively prime and neutral otherwise.

We have shown in Theorem thmB that for linear negative feedback the stable boundary triangles completely cover the parameter triangle .

Thus the model predicts that there will always exist an asymptotically stable clustered solution regardless of parameter values. Numerics show that this is also true for many forms of nonlinear feedback. See Figures  and . In [Citation39], it was shown that for any negative feedback the synchronized solution is unstable. In [Citation2], it was shown that the ‘uniform solution’, i.e. a steady-state periodic solution with cells spread out maximally around the circle is also unstable in most cases. Thus it appears that for negative feedback systems of this form and any parameter values, a k cluster solution will be the only stable periodic solution. This is what we always observe in simulations starting from random initial conditions -- a k cluster periodic solution emerges with roughly the same number of cells in each cluster (see [Citation5] and [Citation32]). The universality of this result is important because for these models, as with many biological systems, the parameter values are hard to estimate from first principles.

Figure 42. An overlay of all stable sub-triangles for k=2,,10 (left) and for k=2,,100 (right) with feedback function f(I)=0.27I.

Figure 42. An overlay of all stable sub-triangles for k=2,…,10 (left) and for k=2,…,100 (right) with feedback function f(I)=−0.27I.

Figure 43. An overlay of all stable sub-triangles for k=2,,10 (left) and for k=2,,100 (right) with feedback function f(I)=I.

Figure 43. An overlay of all stable sub-triangles for k=2,…,10 (left) and for k=2,…,100 (right) with feedback function f(I)=−I.

Figure 44. An overlay of all stable sub-triangles for k=2,,10 (left) and for k=2,,100 (right) with feedback function f(I)=I/(2I).

Figure 44. An overlay of all stable sub-triangles for k=2,…,10 (left) and for k=2,…,100 (right) with feedback function f(I)=−I/(2−I).

Figure 45. An overlay of all stable sub-triangles for k=2,,10 (left) and for k=2,,100 (right) with feedback function f(I)=3I2+2I3. Note that the graph of this function is S-shaped.

Figure 45. An overlay of all stable sub-triangles for k=2,…,10 (left) and for k=2,…,100 (right) with feedback function f(I)=−3I2+2I3. Note that the graph of this function is S-shaped.

In the following figures, we show visualizations for overlays of stable sub-triangles. The figures were generated using a MATLAB program by the following process:

  • We first consider linear negative feedback functions and then some examples of nonlinear negative feedback functions.

  • For each k where k=2,,m, the program constructs stable sub-triangles (blue shaded sub-triangles) by using the vertex formula (Equation34) and Theorems 3.1 and 3.3. Note that these two results provide all stable sub-triangles among the boundary sub-triangles.

  • Then, the program displays in one plot all the constructed stable boundary sub-triangles.

We provide two types of overlays; k ranges from 2 to 10 and k ranges from 2 to 100. Note here that the lighter blue regions in all figures throughout this section are the area that some parts of stable sub-triangles do not overlap other stable sub-triangles. These are the exception rather than the rule, indicating that for most parameter values there exist multiple stable cyclic solutions (with different values of k).

For negative linear feedback functions f(I)=0.27I and f(I)=I, Figures  and  are overlays of stable regions for k=2,,10 and k=2,,100.

In Figures  and , we show overlays of stable regions for two nonlinear feedback functions f(I)=I/(2I) and f(I)=3I2+2I3. For both of these examples and many others that we examined, the parameter triangle is fully covered by stable sub-triangles. Thus we believe that the conclusion of Theorem thmB holds far beyond the linear case.

We note from Figures  and and those in this section that most of the area of is already covered with stable sub-triangles with small k. While larger k are theoretically possible, they are expected to be of little consequence for three reasons: (1) the parameter sets where they exist grow small as k increases (they are on the boundary of ), (2) these sets are often overlapped by stability regions with fewer clusters and (3) the amount of feedback exerted by a single cluster would decrease like 1/k as k increases and at some point would be insufficient to overcome the noise in the system. The number of cells, n, in a bioreactor with a litre of fluid is on the order of 1010, so for practical purposes kn.

We observe that there are some negative nonlinear feedback functions such that some points in are not covered by any stable boundary sub-triangle. By Theorems 3.1 and 3.3 and the vertex formula of sub-triangles (Equation34), if there exist a positive integer k2 and a subset G of k (k is defined in Definition 5.6) such that G is not covered by stable boundary sub-triangles for lk, then G is not covered by any stable boundary sub-triangle. For f(I)=I, Figure  suggests that there are regions in that are not covered by any stable boundary sub-triangles. This feedback function has the features that it is not Lipschitz and it is not bounded below by the functions covered in Theorem thmB. We also observe in Figure  that for a particular negative feedback function f(I)=0.1arctan(50(I0.22))0.14801 that is Lipschitz and bounded below by the function I, the union of stable boundary sub-triangles for all k2 does not cover the interior of .

Figure 46. An overlay of all stable sub-triangles for k=2,,10 (left) and for k=2,,100 (right) with feedback function f(I)=I. The white holes in the plot on the right show that for this function not every parameter point is covered by an asymptotically stable boundary sub-triangle.

Figure 46. An overlay of all stable sub-triangles for k=2,…,10 (left) and for k=2,…,100 (right) with feedback function f(I)=−I. The white holes in the plot on the right show that for this function not every parameter point is covered by an asymptotically stable boundary sub-triangle.

Figure 47. An overlay of all stable sub-triangles for k=2,,10 with feedback function f(I)=0.1arctan(50(I0.22))0.14801. The white area inside the red circle is the set of points that cannot be covered by any stable boundary sub-triangle since the area is not covered by any stable boundary sub-triangle for l10.

Figure 47. An overlay of all stable sub-triangles for k=2,…,10 with feedback function f(I)=−0.1arctan⁡(50(I−0.22))−0.14801. The white area inside the red circle is the set of points that cannot be covered by any stable boundary sub-triangle since the area is not covered by any stable boundary sub-triangle for l≤10.

Whether Theorem thmB can be extended more generally is an open question. The numerical results shown in Figures  and make it clear that for some non-linear negative feedback functions the stable boundary sub-triangles alone do not fully cover the parameter triangle. As discussed in [Citation2], there are a few exceptional interior sub-triangles that are stable. It is possible that these stable interior sub-triangles cover any holes. In [Citation29,Citation30], the stability of exceptional triangles was proved for k = 9 and k=14. Further, they showed that for k prime, some interior sub-triangles can become stable for larger feedback. The indices of these sub-triangles satisfy certain number theoretic relations. Since the holes in the figures appear only for larger feedback, it is possible that these exceptional sub-triangles cover some or all of the holes.

Numerical simulations, i.e. running the model for some (s,r) in the holes that appear show that even in the holes in the figures, the solutions always converge to some clustered solution.

In light of these considerations, settling the conjecture fully appears to be complicated.

Disclosure statement

No potential conflict of interest was reported by the author(s).

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Appendix. List of symbols

zi(t)[0,1)=

coordinate of a cell

Xi(t)[0,1)=

coordinate of a cluster

xi[0,1)=

initial condition of a cluster, i.e. xi=Xi(0)

k=

number of clusters in the cell cycle

S=

interval [0,s) on the cycle for a real number s(0,1)

R=

interval [r,1) on the cycle for a real number r(0,1)

σ=

number of clusters inside S at the initial time

ρ=

number of clusters in [0,r) (outside R) at the initial time

f(I)=

feedback function

βσ=βσ,k=f(σk)=

a particular value of the feedback function when σ clusters are in the S region, from the total number of k clusters

ω=βσβσ11+βσ1=
θ=ω=
Π=

Poincaré return map for the system with clusters

F=

partial return map, a factor of Π

=

parameter triangle, set of points (s,r) such that 0<s<r<1

r(σ,ρ,k)=

sub-triangle (isosequential region) corresponding to the k-cyclic solutions with order of events rs1 and initial conditions where σ clusters lie in S and ρ clusters are outside R

s(σ,ρ,k)=

sub-triangle corresponding to the k-cyclic solutions with order of events sr1 and initial conditions where σ clusters lie in S and ρ clusters are outside R

k=

triangle bounded by r1=k(kcc)(s1k), rk1k=c(k1)k2s, and r=s+1k if a real number c0 (Section 3.2). If c = 0 (zero feedback in Section 3.1), it represents a triangle bounded by s=1k, r=k1k, and r=s+1k. s