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Research Article

An asymptotic analysis for an integrable variant of the Lotka–Volterra prey–predator model via a determinant expansion technique

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Article: 1046538 | Received 26 Aug 2014, Accepted 22 Apr 2015, Published online: 03 Jun 2015

Abstract

The Hankel determinant appears in representations of solutions to several integrable systems. An asymptotic expansion of the Hankel determinant thus plays a key role in the investigation of asymptotic analysis of such integrable systems. This paper presents an asymptotic expansion formula of a certain Casorati determinant as an extension of the Hankel case. This Casorati determinant is then shown to be associated with the solution to the discrete hungry Lotka–Volterra (dhLV) system, which is an integrable variant of the famous prey–predator model in mathematical biology. Finally, the asymptotic behavior of the dhLV system is clarified using the expansion formula for the Casorati determinant.

AMS Subject Classifications:

Public Interest Statement

In this paper, we present a powerful new technique for an asymptotic expansion of the Casorati determinant. The Casorati determinant is associated with several difference equations appearing in mathematical physics, and plays a role similar to the Wronskian in the theory of differential equations. Our technique will be useful for asymptotically analyzing not only the discrete hungry Lotka–Volterra system, but also other dynamical systems associated with the Casorati determinant.

1. Introduction

Integrable systems are often classified as nonlinear dynamical systems whose solutions can be explicitly expressed. Such an integrable system is the Toda equation which describes the current–voltage function in an electric circuit. A time discretization, called the discrete Toda equation (Hirota, Citation1981), is simply equal to the recursion formula of the qd algorithm for computing eigenvalues of a symmetric tridiagonal matrix (Henrici, Citation1988; Rutishauser, Citation1990) and singular values of a bidiagonal matrix (Parlett, Citation1995).

Another commonly investigated integrable system is the integrable Lotka–Volterra (LV) system, which is a prey–predator model in mathematical biology (Yamazaki, Citation1987). The discrete LV (dLV) system was shown in Iwasaki and Nakamura (Citation2002) to be applicable to computing for bidiagonal singular values. The hungry Lotka–Volterra (hLV) system is a variant that captures a more complicated prey–predator relationship in comparison with the original LV system (Bogoyavlensky, Citation1988; Itoh, Citation1987). Time discretization of this system leads to the discrete hungry Lotka–Volterra (dhLV) system. It was shown in Fukuda, Ishiwata, Iwasaki, and Nakamura (Citation2009), Fukuda, Ishiwata, Yamamoto, Iwasaki, and Nakamura (Citation2013), Yamamoto, Fukuda, Iwasaki, Ishiwata, and Nakamura (Citation2010) that the dhLV system can generate LR matrix transformations for computing eigenvalues of a banded totally nonnegative (TN) matrix whose minors are all nonnegative.

The determinant solutions to both the discrete Toda equation and the dLV system can be expressed using the Hankel determinant,(1.1) H0(n):=1,Hj(n):=a(n)a(n+1)a(n+j-1)a(n+1)a(n+2)a(n+j)a(n+j-1)a(n+j)a(n+2j-2),j=1,2,(1.1)

where j and n correspond to the discrete spatial and discrete time variables, respectively (Tsujimoto, Citation2001). Here, the formal power series f(z)=n=0a(n)zn associated with Hj(n) is assumed to be analytic at z=0 and meromorphic in the disk D={z|z|<ζ}. The finite or infinite types of poles u1-1,u2-1, of f(z) are ordered such that 0<|u1-1|<|u2-1|<<ζ. Then, there exists a nonzero constant cj independent of n such that, for some ϱ satisfying |uj|>ϱ>|uj+1|,(1.2) Hj(n)=cj(u1u2uj)n1+Oϱ|uj|n(1.2)

as n (Henrici, Citation1988). The asymptotic expansion (1.2) as n enables the asymptotic analysis of the discrete Toda equation and the dLV system as in Henrici (Citation1988), Rutishauser (Citation1990) and in Iwasaki and Nakamura (Citation2002), respectively.

A generalization of the Hankel determinant Hj(n) is given in the below determinant of a nonsymmetric square matrix of order j,(1.3) Ci,0(n):=1,Ci,j(n):=ai(n)ai+1(n)ai+j-1(n)ai(n+1)ai+1(n+1)ai+j-1(n+1)ai(n+j-1)ai+1(n+j-1)ai+j-1(n+j-1),i=0,1,,j=1,2,(1.3)

which is called the Casorati determinant or Casoratian. The Casorati determinant is useful in the theory of difference equations, particularly in mathematical physics, and plays a role similar to the Wronskian in the theory of differential equations (Vein & Dale, Citation1999). No one wonder here that the formal power series fi(z)=n=0ai(n)zn is associated with the Casorati determinant Ci,j(n) for each i. The formal power series fi(z) differs from f(z) in that not only the superscript, but also the subscript, appears in the coefficients.

To the best of our knowledge, from the viewpoint of the formal power series fi(z), the asymptotic analysis for the Casorati determinant Ci,j(n) has not yet been discussed in the literature. The first purpose of this paper is to present an asymptotic expansion of the Casorati determinant Ci,j(n) as n. The asymptotic behavior of the dhLV system was discussed in Fukuda et al. (Citation2009, Citation2013) in the case where the discretization parameter δ(n) is restricted to be positive. However, it was suggested in Yamamoto et al. (Citation2010) that the choice δ(n)<0 in the dhLV system yields a convergence acceleration of the LR transformations. The discrete time evolution in the dhLV system with δ(n)<0 corresponds to a reverse of the continuous-time evolution in the hLV system. It is interesting to note that such artificial dynamics are useful for computing eigenvalues of a TN matrix. The second purpose of this paper is to provide an asymptotic analysis for the dhLV system without being limited by the sign of δ(n).

The remainder of this paper is organized as follows. In Section 2, we first observe that the entries in Ci,j(n) can be expressed using poles of fi(z). We then give an asymptotic expansion of the Casorati determinant in terms of the poles of fi(z) as n by expanding the theorem analyticity for the Hankel determinant given in Henrici (Citation1988). In Section 3, we find the determinant solution to the dhLV system through relating the dhLV system to a three-term recursion formula. With the help of the resulting theorem for the Casorati determinant Ci,j(n), we explain in Section 4 that the determinant solution to the dhLV system can be rewritten using the Casorati determinant Ci,j(n), and we clarify the asymptotic behavior of the solution to the dhLV system. Finally, we give concluding remarks in Section 5.

2. An asymptotic expansion of the Casorati determinant

In this section, we first give an expression of the entries of the Casorati determinant Ci,j(n) in terms of poles of the formal power series fi(z) associated with Ci,j(n). Referring to the theorem on analyticity for the Hankel determinant given in Henrici (Citation1988), we present an asymptotic expansion of the Casorati determinant Ci,j(n) as n using the poles of fi(z). We also describe the case where some restriction is imposed on the poles of fi(z).

Let fi(z)=n=0ai(n)zn, which is the formal power series associated with Ci,j(n) for i=0,1,, be analytic at z=0 and meromorphic in the disk D={z|z|<ζ}. Moreover, let ri,1-1,ri,2-1,, denote the poles of fi(z) such that |ri,1-1|<|ri,2-1|<<ζ. By extracting the principal parts in fi(z), we derive(2.1) fi(z)=αi,1ri,1-1-z+αi,2ri,2-1-z++αi,pri,p-1-z+n=0bi(n)zn(2.1)

where p is an arbitrary positive integer, αi,1,αi,2,,αi,p are some nonzero constants, and bi(n), which contains the terms with respect to ri,p+1-1,ri,p+2-1,, satisfies(2.2) |bi(n)|μiρin(2.2)

for some nonzero positive constants μi and ρi with |ri,p+1|<ρi<|ri,p|. The proof of (2.2) is given in Henrici (Citation1988) utilizing the Cauchy coefficient estimate. We now give a lemma for an expression of ai(n) appearing in fi(z)=n=0ai(n)zn.

Lemma 2.1

Let us assume that the poles ri,1-1,ri,2-1,,ri,p-1 of fi(z) are not multiple. Then, ai(n) can be expressed using ri,1,ri,2,,ri,p as(2.3) ai(n)==1pci,ri,n+bi(n)(2.3)

where ci,1,ci,2,,ci,p are some nonzero constants.

Proof

The crucial element is the replacement αi,1=ci,1ri,1-1,αi,2=ci,2ri,2-1,,αi,p=ci,pri,p-1 in (2.1), namely,(2.4) fi(z)=ci,1ri,1-1ri,1-1-z+ci,2ri,2-1ri,2-1-z++ci,pri,p-1ri,p-1-z+n=0bi(n)zn(2.4)

Since each ci,ri,-1/(ri,-1-z) in (2.4) can be regarded as the summation of a geometric series, we obtainfi(z)=n=0ci,1ri,1nzn+n=0ci,2ri,2nzn++n=0ci,pri,pnzn+n=0bi(n)zn=n=0=1pci,ri,n+bi(n)zn

which implies (2.3).

Similarly to the asymptotic expansion as n of the Hankel determinant Hj(n) given in Henrici (Citation1988), we have the following theorem for the Casorati determinant Ci,j(n).

Theorem 2.2

Let us assume that the poles ri,1-1,ri,2-1,,ri,p-1 of fi(z) are not multiple. Then there exists some constant ci,σ(κ1,κ2,,κj) independently of n such that, as n,(2.5) Ci,j(n)=σ[ci,σ(κ1,κ2,,κj)(ri,κ1ri+1,κ2ri+j-1,κj)n(1+=1jO((ρi+-1|ri+-1,κ|)n))](2.5)

where σ denotes the mapping from {κ1,κ2,,κj} to {1,2,,p} and ρi+-1 is some constant such that |ri+-1,p+1|<ρi+-1<|ri+-1,p|.

Proof

By applying Lemma 2.1 and the addition formula of determinants to the Casorati determinant Ci,j(n), we derive(2.6) Ci,j(n)=σDi,σ(κ1,κ2,,κj)(n)+σD^i,σ(κ1,κ2,,κj)(n)(2.6)

where in the first summationDi,σ(κ1,κ2,,κj)(n):=ci,κ1ri,κ1nci+1,κ2ri+1,κ2nci+j-1,κjri+j-1,κjnci,κ1ri,κ1n+1ci+1,κ2ri+1,κ2n+1ci+j-1,κjri+j-1,κjn+1ci,κ1ri,κ1n+j-1ci+1,κ2ri+1,κ2n+j-1ci+j-1,κjri+j-1,κjn+j-1

and D^i,σ(κ1,κ2,,κj)(n) in the second summation denotes a determinant of the same form as Di,σ(κ1,κ2,,κj)(n) except that the th column is replaced with b:=(bi+-1(n),bi+-1(n+1),,bi+-1(n+j-1)) for at least one of . Evaluating the first summation in (2.6), we obtain(2.7) σDi,σ(κ1,κ2,,κj)(n)=σci,σ(κ1,κ2,,κj)ri,κ1ri+1,κ2ri+j-1,κjn(2.7)

where(2.8) ci,σ(κ1,κ2,,κj):=ci,κ1ci+1,κ2ci+j-1,κjci,κ1ri,κ1ci+1,κ2ri+1,κ2ci+j-1,κjri+j-1,κjci,κ1ri,κ1j-1ci+1,κ2ri+1,κ2j-1ci+j-1,κjri+j-1,κjj-1(2.8)

To estimate the second summation in (2.6), for example, we consider the case where the 1st column is replaced with b1. It immediately follows from (2.2) thatbi(n)ci+1,κ2ri+1,κ2nci+j-1,κjri+j-1,κjnbi(n+1)ci+1,κ2ri+1,κ2n+1ci+j-1,κjri+j-1,κjn+1bi(n+j-1)ci+1,κ2ri+1,κ2n+j-1ci+j-1,κjri+j-1,κjn+j-1=O(ρiri+1,κ2ri+j-1,κjn)

It is also easy to check O((ri,κ1ri+1,κ2ri+-2,κ-1ρi+-1ri+,κ+1ri+j-1,κj)n) if the th column is replaced with b. Similarly, by examining the case where some columns are replaced with some of b1,b2,,bj, we can see that(2.9) σD^i,σ(κ1,κ2,,κj)=σci,σ(κ1,κ2,,κj)(ri,κ1ri+1,κ2ri+j-1,κj)n=1jOρi+-1|ri+-1,κ|n(2.9)

Thus, from (2.7)–(2.9), we obtain (2.5).

Now, let us consider the restriction ri,1=r1,ri,2=r2,,ri,j=rj in fi(z). Then, by replacing ri, with r in (2.3), we easily obtain(2.10) ai(n)==1pci,rn+bi(n)(2.10)

As a specialization of Theorem 2.2, we derive the following theorem for an asymptotic expansion of the Casorati determinant Ci,j(n) with restricted ai(n) as n.

Theorem 2.3

Let us assume that the poles r1-1,r2-1,,rj-1 of fi(z) are not multiple. Then there exists some constant ci,j0 independently of n such that, for |rj+1|<ρi<|rj|, as n,(2.11) Ci,j(n)=ci,jr1r2rjn1+=1jOρi+-1|rj|n(2.11)

Proof

Replacing ri,1=r1,ri,2=r2,,ri,p=rp in (2.8) gives(2.12) ci,σ(κ1,κ2,,κj)=ci,κ1ci+1,κ2ci+j-1,κj111rκ1rκ2rκjrκ1j-1rκ2j-1rκjj-1(2.12)

Thus, by taking into account that cσ(κ1,κ2,,κj)0 only in the case where κ1,κ2,,κj are distinct to each other, we can simplify (2.7) as(2.13) πDi,π(κ1,κ2,,κj)(n)=(r1r2rj)nπci,κ1ci+1,κ2ci+j-1,κj111rκ1rκ2rκjrκ1j-1rκ2j-1rκjj-1(2.13)

where π denotes the bijection from {κ1,κ2,,κj} to {1,2,,j}. It is noted here that the bijection π is equal to the mapping σ with p=j. Moreover, there exists a constant ρi, which is not equal to one in Theorem 2.2, such that |rj+1|<ρi<|rj|. This is because ρi and ρi+1 do not always satisfy ρi=ρi+1 even if ri,1=r1,ri,2=r2,,ri,j=rj in Theorem 2.2. Thus, (2.9) becomes(2.14) =1jOr1r2rj-1ρi+-1n(2.14)

Therefore, from (2.13) and (2.14), we obtain (2.11).

Theorem 2.3 covers an asymptotic expansion of the Hankel determinant Hj(n). Theorems 2.2 and 2.3 should be useful for the asymptotic analysis of dynamical systems with solutions expressed in terms of the Casorati determinant Ci,j(n).

3. The dhLV system and its determinant solution

In this section, similarly to work in Tsujimoto and Kondo (Citation2000), Spiridonov and Zhedanov (Citation1997), we derive the dhLV system from a three-term recursion formula, and then clarify the determinant expression of an auxiliary variable in the solution to the dhLV system through investigating the three-term recursion formula.

Let us consider a three-term recursion formula with respect to the polynomials T0(n)(x),T1(n)(x), at the discrete time n,(3.1) Tk+1(n)(x)=xTk(n)(x)-vk(n)Tk-M(n)(x),k=M,M+1,,T0(n)(x):=1,T1(n)(x):=x,,TM(n)(x):=xM(3.1)

where M is a positive integer and vM(n),vM+1(n), do not depend on x. Accordingly, T0(n)(x),T1(n)(x),, are all monic. Moreover, let us prepare a time evolution from n to n+1,(3.2) Tk(n+1)(x)=1xM+1-δ(n)M+1(Tk+M+1(n)(x)-Vk(n)Tk(n)(x))(3.2)

where Vk(n):=Tk+M+1(n)(δ(n))/Tk(n)(δ(n)). Then, by replacing n with n+1 in (3.1) and using (3.2), we obtain(3.3) Tk+M+2(n)(x)-Vk+1(n)Tk+1(n)(x)=xTk+M+1(n)(x)-Vk(n)Tk(n)(x)-vk(n+1)Tk+1(n)(x)-Vk-M(n)Tk-M(n)(x)(3.3)

By using (3.1) again for deleting except for terms with respect to Tk+1(n)(x) and Tk-M(n)(x) in (3.3), we deriveVk(n)+vk(n+1)-vk+M+1(n)-Vk+1(n)Tk+1(n)(x)=Vk(n)vk(n)-vk(n+1)Vk-M(n)Tk-M(n)(x)

Thus, it is observed that(3.4) Vk(n)+vk(n+1)=vk+M+1(n)+Vk+1(n)(3.4) (3.5) vk(n)Vk(n)=vk(n+1)Vk-M(n)(3.5)

Let us introduce a new variable uk(n) such that(3.6) vk(n)=uk-M(n)j=1Mδ(n)+uk-j-M(n)(3.6) (3.7) Vk(n)=-j=0Mδ(n)+uk-j(n)(3.7)

Then, it follows from (3.5)–(3.7) that(3.8) vk(n+1)=uk-M(n)j=1Mδ(n)+uk-j+1(n)(3.8)

Moreover, from (3.6) and (3.8), we see that(3.9) vk(n+1)-vk+M+1(n)=j=0Mδ(n)+uk-j(n)-j=0Mδ(n)+uk-j+1(n)(3.9)

It is obvious from (3.7) that the right-hand side of (3.9) is equal to Vk+1(n)-Vk(n). This implies that vk(n+1) in (3.8) also satisfies (3.4). Consequently, by combining (3.6) and (3.8), noting that j=1Mδ(n)+uk+1-j(n)=j=1Mδ(n)+uk-M+j(n) and replacing k-M with k, we have the discrete system(3.10) uk(n+1)j=1Mδ(n+1)+uk-j(n+1)=uk(n)j=1Mδ(n)+uk+j(n)(3.10)

Equation (3.10) can be regarded as a discretization of the hLV system which differs from the simple LV system in that more than one food exists for each species. Thus, (3.10) is the dhLV system and M corresponds to the number of the species of foods for each species. Clearly, from the definition, (3.10) with M=1 is simply equal to the dLV system. The dhLV system (3.10) is essentially equal to the dhLV system in Fukuda et al. (Citation2009),(3.11) uk(n+1)j=1M1+δ(n+1)uk-j(n+1)=uk(n)j=1M1+δ(n)uk+j(n)(3.11)

This is because (3.11) is derived by replacing uk(n) with 1/(δ(n))Muk(n) and 1/(δ(n))M+1 with δ(n) for n=0,1, in (3.10).

Let T~0(n),T~1(n), be polynomials satisfying a three-term recursion formula,(3.12) T~k+1(n)(x)=xMT~k-M+1(n)(x)-wk(n)T~k-M(n)(x),k=M,M+1,,T~0(n)(x):=1,T~1(n)(x):=x,,T~M(n)(x):=xM(3.12)

where wM(n),wM+1(n),, do not depend on x. It is obvious from (3.12) that T~M(n)(x), T~M+1(n)(x), are also all monic. Moreover, let us introduce a linear functional (form) L(n),(3.13) L(n)[Tk(n)(xM)T~(n)(x)]:=RTk(n)(xM)T~(n)(x)ω(n)(x)dx=hk(n)(k=)0(k)(3.13)

where ω(n)(x) is a weight function. The linear functional L(n) with M=1 is equivalent to that in Chihara (Citation1978). Further, L(n) with arbitrary M is a specialization of a linear function appearing in Maeda, Miki, and Tsujimoto (Citation2013). Since it follows from (3.1), (3.12), and (3.13) that L[Tk(n)(xM)xMT~k-M(n)(x)]=hk(n) and LxMTk(n)(xM)T~k-M(n)(x)=vk(n)hk-M(n), we easily derive(3.14) vk(n)=hk(n)hk-M(n)(3.14)

Let μk(n):=L(n)[xk] for k=0,1,. From (3.12), it turns out that T~k(n)(x) is expressed as T~k(n)(x)=sk,0(n)++sk,k-1(n)xk-1+xk where sk,0(n),,sk,k-1(n) are some constants at each k and each n. Since it is clear from (3.1) that T(n)(x) can be given as the summation of x and the linear combination of T0(n)(x), T1(n)(x), , T-1(n)(x), we see from (3.13) that L(n)[T(n)(xM)T~k(n)(x)]=L(n)[xMT~k(n)(x)]. Thus, it follows thatL(n)[T0(n)(xM)T~k(n)(x)]=sk,0(n)μ0(n)++sk,k-1(n)μk-1(n)+μk(n)L(n)[Tk-1(n)(xM)T~k(n)(x)]=sk,0(n)μ(k-1)M(n)++sk,k-1(n)μ(k-1)(M+1)(n)+μ(k-1)M+k(n)L(n)[Tk(n)(xM)T~k(n)(x)]=sk,0(n)μkM(n)++sk,k-1(n)μk(M+1)-1(n)+μk(M+1)(n)

By combining the above with (3.13), we derive a system of linear equations(3.15) μ0(n)μk-1(n)μk(n)μ(k-1)M(n)μ(k-1)(M+1)(n)μ(k-1)M+k(n)μkM(n)μk(M+1)-1(n)μk(M+1)(n)sk,0(n)sk,k-1(n)1=00hk(n).(3.15)

Since sk,0(n),,sk,k-1(n) are uniquely determined, the coefficient matrix in (3.15) is nonsingular. This suggests that (3.15) can be transformed into(3.16) sk,0(n)sk,k-1(n)1=1τk+1(n)μ^0(n)μ^k-1(n)μ^k(n)μ^(k-1)M(n)μ^(k-1)(M+1)(n)μ^(k-1)M+k(n)μ^kM(n)μ^k(M+1)-1(n)μ^k(M+1)(n)00hk(n),(3.16)

where the hat denotes cofactors of the coefficient matrix in (3.15) and(3.17) τk+1(n):=μ0(n)μk-1(n)μk(n)μ(k-1)M(n)μ(k-1)(M+1)(n)μ(k-1)M+k(n)μkM(n)μk(M+1)-1(n)μk(M+1)(n)(3.17)

It is of significance to note that μ^k(M+1)(n)=τk(n). Thus, by examining the last row for both sides of (3.16), we find(3.18) hk(n)=τk+1(n)τk(n)(3.18)

Equations (3.14) and (3.18) therefore lead to(3.19) vk(n)=τk+1(n)τk-M(n)τk(n)τk-M+1(n)(3.19)

Since we can easily obtain the solution to the dhLV system (3.10), by combining (3.6) with (3.19), the determinant expression of vk(n) is important for the asymptotic analysis of the dhLV system (3.10) in the next section.

Let us define the time evolution of the linear functional from L(n) to L(n+1) by(3.20) L(n+1)[P(x)]=L(n)xM(M+1)-(δ(n)M+1)P(x)(3.20)

where P(x) is an arbitrary polynomial. Then, it is easy to check that Tk(n+1)(xM) and T~(n)(x) are orthogonal to each other with respect to L(n+1). Equation (3.20) yields a time evolution with respect to μ’s,(3.21) μk(n+1)=μk+M(M+1)(n)-(δ(n))M+1μk(n)(3.21)

Noting (3.1) and (3.12), we find that L(n)[Tk(n)(xM)T~(n)(x)] with k= can be expressed as the linear combination of μ0(n), μ(M+1)(n), , μk(M+1)(n). Thus, by combining it with (3.13), we derive(3.22) μj(M+1)(n)0,j=0,1,,k(3.22)

Similarly, in the case where L(n)Tk(n)(xM)T~(n)(x) with k, we have(3.23) μi+j(M+1)(n)=0,i=1,2,,M,j=0,1,,k(3.23)

Taking into account that the sequence {μj(M+1)(n)}n=0,1, with (3.21) is a specialization of the sequence aj(n)n=0,1, appearing in the previous section, we may replace μj(M+1)(n) with aj(n) in the following discussion. Thus, we can rewrite τk(n) asτ0(n):=1,τj(M+1)(n):=τ0,M(n)τ1,M(n)τj-1,M(n)τM,M(n)τM+1,M(n)τM+j-1,M(n)τ(j-1)M,M(n)τ(j-1)M+1,M(n)τ(j-1)(M+1)-1,M(n)τi+j(M+1)(n):=τ0,M(n)τ1,M(n)τj-1,M(n)τj,i-1(n)τM,M(n)τM+1,M(n)τM+j-1,M(n)τM+j,i-1(n)τ(j-1)M,M(n)τ(j-1)M+1,M(n)τ(j-1)(M+1)-1,M(n)τ(j-1)(M+1),i-1(n)τjM,i-1(n)τjM+1,i-1(n)τj(M+1)-1,i-1(n)τj(M+1),i-1(n),i=1,2,,M

where τs,t(n):=diag(as(n),as+1(n),,as+t(n)) is an (t+1)-by-(t+1) diagonal matrix with the relationship concerning the evolution from n to n+1,(3.24) ak(n+1)=ak+M(n)-(δ(n))M+1ak(n)(3.24)

4. Asymptotic analysis of the dhLV system

This section begins by explaining that the auxiliary variable in the dhLV system can be rewritten in terms of the Casorati determinant. By using Theorem 2.2, we clarify the asymptotic behavior of the dhLV variables as n.

The 1st, 2nd, , (j-1)th row and column blocks in τi+j(M+1)(n) are M-by-M matrices, but the jth row and column blocks are (i-1)-by-(i-1) matrices. The following lemma gives the representation of vk(n) in terms of the Ci,j(n) appearing in Section 1.

Lemma 4.1

The auxiliary variable vk(n) is expressed as(4.1) vi+j(M+1)(n)=Ci,j+1(n)Ci+1,j-1(n)Ci,j(n)Ci+1,j(n),i=0,1,,M-1,j=1,2,,m-1(4.1) (4.2) vM+j(M+1)(n)=CM,j+1(n)C0,j(n)CM,j(n)C0,j+1(n),j=0,1,,m-1(4.2)

Proof

Let us introduce a new determinant of a square matrix of order j,(4.3) Gi,0(n):=1,Gi,j(n):=ai(n)ai+1(n)ai+j-1(n)ai+M(n)ai+M+1(n)ai+M+j-1(n)ai+M(j-1)(n)ai+M(j-1)+1(n)ai+(M+1)(j-1)(n),j=1,2,(4.3)

We begin by showing that τj(M+1)(n) can be transformed into a block diagonal determinant with respect to G0,j(n),G1,j(n),,GM,j(n). By interchanging the 2nd, 3rd, jth rows and columns with the [1+(M+1)]th, [1+2(M+1)]th, , [1+(j-1)(M+1)]th rows and columns in τj(M+1)(n), we observe that the same form of G0,j(n) appears in the 1st diagonal block of τj(M+1)(n). The entries in the 1st, 2nd, , jth rows and columns in τj(M+1)(n) are simultaneously all 0, except for those in the diagonal block section. Permutations similar to the above provide the forms of G1,j(n),G2,j(n),,GM,j(n) as the 2nd, 3rd, , (M+1)th blocks in τj(M+1)(n). Thus, τj(M+1)(n) can be expressed in terms of G0,j(n),G1,j(n),,GM,j(n) as(4.4) τj(M+1)(n)==0MG,j(n)(4.4)

Similarly, τi+j(M+1)(n) can be transformed into the determinant of a block diagonal matrix whose M+1 blocks are G0,j+1(n),G1,j+1(n),,Gi-1,j+1(n) and Gi,j(n),Gi+1,j(n),,GM,j(n). Thus, it follows that(4.5) τi+j(M+1)(n)==0i-1G,j+1(n)=iMG,j(n)(4.5)

The cases where k=i+j(M+1) and k=M+j(M+1) in (3.19) becomevi+j(M+1)(n)=τi+j(M+1)+1(n)τi+(j-1)(M+1)+1(n)τi+j(M+1)(n)τi+(j-1)(M+1)+2(n)(4.6) vM+j(M+1)(n)=τ(j+1)(M+1)(n)τj(M+1)(n)τM+j(M+1)(n)τj(M+1)+1(n)(4.6)

By combining them with (4.4) and (4.5), we obtain(4.7) vi+j(M+1)(n)=Gi,j+1(n)Gi+1,j-1(n)Gi,j(n)Gi+1,j(n),i=0,1,,M-1vM+j(M+1)(n)=GM,j+1(n)G0,j(n)GM,j(n)G0,j+1(n)(4.7)

The entries in the jth row of Gi,j(n) are given by the linear combination ai+M(j-1)+(n)=ai+M(j-2)+(n+1)+(δ(n))M+1ai+M(j-2)+(n) for =0,1,,j-1. By multiplying the (j-1)th row by -(δ(n))M+1 and then adding it to the jth, we get row (ai+M(j-2)(n+1),ai+M(j-2)+1(n+1),,ai+(M+1)(j-2)+1(n+1)) as the new jth row. Similarly, for the (j-1)th, (j-2)th, , 2nd rows, it follows thatGi,j(n)=ai(n)ai+1(n)ai+j-1(n)ai(n+1)ai+1(n+1)ai+j-1(n+1)ai+M(j-2)(n+1)ai+M(j-2)+1(n+1)ai+(M+1)(j-2)+1(n+1)

It is worth noting here that the subscript M can be regarded as be transformed into the superscript 1. Thus, Gi,j(n) in (4.3) is equal to the Casorati determinant Ci,j(n) in (1.3). Then, by accounting for it in (4.6) and (4.7), we have (4.1) and (4.2).

Lemma 4.1 with Theorem 2.2 leads to the following theorem for asymptotic behavior of vM+j(M+1)(n) as n.

Theorem 4.2

The auxiliary variable vM+j(M+1)(n) converges to some constant c^j as n.

Proof

Let σ be the mapping from {κ1,κ2,,κj} to {κ1,κ2,,κj} where κ1,κ2,,κj are positive integers such that ri,κ1ri+1,κ2ri+j-1,κj=maxσ(ri,κ1ri+1,κ2ri+j-1,κj). Then, it follows from Theorem 2.2 that(4.8) limnCi,j(n)ri,κ1ri+1,κ2ri+j-1,κjn=limn{ci,σ(κ1,κ2,,κj)(1+=1jO((ρi+-1|ri+-1,κ|)n))+σ\σ[ci,σ(κ1,κ2,,κj)(ri,κ1ri+1,κ2ri+j-1,κjri,κ1ri+1,κ2ri+j-1,κj)n(1+=1jO((ρi+-1|ri+-1,κ|)n))]}=ci,σ(κ1,κ2,,κj)(4.8)

It is of significance to note the relationship between fi(z) and fi+M(z) is derived from (3.24),(4.9) fi+M(z)=1+(δ(n))M+1zfi(z)-ai(0)z(4.9)

Equation (4.9) implies that the poles of fi(z) and fi+M(z) are equal to each other, namely, ri,1=ri+M,1, ri,2=ri+M,2, . Thus, by combining them with Theorem 2.2, we derive(4.10) limnCi+M,j(n)ri,κ1ri+1,κ2ri+j-1,κjn=limnCi+M,j(n)ri+M,κ1ri+M+1,κ2ri+M+j-1,κjn=ci+M,σ(κ1,κ2,,κj)(4.10)

Since (4.8) and (4.10) imply that C0,j(n)/CM,j(n)c0,σ(κ1,κ2,,κj)/cM,σ(κ1,κ2,,κj) as n, we can conclude that vM+j(M+1)(n)c^j=(c0,σ(κ1,κ2,,κj)cM,σ(κ1,κ2,,κj+1))/(cM,σ(κ1,κ2,,κj)c0,σ(κ1,κ2,,κj+1)) as n.

By considering the positivity of vj(M+1)(n), v1+j(M+1)(n), , vM-1+j(M+1)(n), we derive the following theorem for the asymptotic behavior of vj(M+1)(n), v1+j(M+1)(n), , vM-1+j(M+1)(n) as n.

Theorem 4.3

Let us assume that vj(M+1)(n)>0, v1+j(M+1)(n)>0, , vM-1+j(M+1)(n)>0 for n=0,1,. Then vj(M+1)(n), v1+j(M+1)(n), , vM-1+j(M+1)(n) converge to 0 as n.

Proof

From the Jacobi determinant identity (Hirota, Citation2003), it follows that(4.11) Ci,j+1(n)Ci+1,j-1(n+1)=Ci,j(n)Ci+1,j(n+1)-Ci,j(n+1)Ci+1,j(n)(4.11)

Equation (4.11) allows us to simplify i=0M-1vi+j(M+1)(n) as(4.12) i=0M-1vi+j(M+1)(n)=i=0M-1(Ci+1,j(n+1)Ci+1,j(n)-Ci,j(n+1)Ci,j(n))=CM,j(n+1)CM,j(n)-C0,j(n+1)C0,j(n)(4.12)

From (4.8), we derive(4.13) limnCi,j(n+1)Ci,j(n)=ri,κ1ri+1,κ2ri+j-1,κj(4.13)

Thus, by combining (4.13) and rM,κ1=r0,κ1, rM+1,κ2=r1,κ2, , rM+j-1,κj=rj-1,κj with (4.12), we have(4.14) limni=0M-1vi+j(M+1)(n)=0(4.14)

Therefore, by taking into account that vj(M+1)(n)>0, v1+j(M+1)(n)>0, , vM-1+j(M+1)(n)>0 in (4.14), we find that vj(M+1)(n)0, v1+j(M+1)(n)0, , vM-1+j(M+1)(n)0 as n.

By recalling the relationship of the dhLV variable uk(n) to the auxiliary variable vk(n) in (3.6), we have the following theorem concerning an asymptotic convergence of uk(n) as n.

Theorem 4.4

As n, the dhLV variable uj(M+1)(n) converges to some nonzero constant c¯j, and u1+j(M+1)-M(n), u2+j(M+1)-M(n), , uM+j(M+1)(n) go to 0, provided that δ(n) satisfy uk-M(n)j=1M(δ(n)+uk-M-j(n))>0 for n=0,1, and the limit of δ(n) as n exists.

Proof

The proof is given by induction for j. Without loss of generality, let us assume that limnδ(n)=δ where δ denotes some constant. From (3.6), it holds that(4.15) uk(n)=vk+M(n)=1Mδ(n)+uk-(n)(4.15)

By taking the limit as n of both sides of (4.15) with k=0 and using vM(n)c^0 as n, we obtain(4.16) limnu0(n)=c¯0(4.16)

where c¯0=c^0/δM. By considering Theorem 4.2 with (4.16) in the case where k=1,2,,M in (4.15), we successively check that u1(n)0,u2(n)0,,uM(n)0 as n.

Let us assume that uj(M+1)(n)c¯j and u1+j(M+1)(n)0,u2+j(M+1)(n)0,,uM+j(M+1)(n)0 as n. Equation (4.15) with k=(j+1)(M+1) becomes(4.17) u(j+1)(M+1)(n)=vM+(j+1)(M+1)(n)=1Mδ(n)+u(j+1)(M+1)-(n)(4.17)

It is clear that the denominator on the right-hand side of (4.17) converges to δM as n under this assumption. By combining it with vM+(j+1)(M+1)(n)c^j+1 as n, we observe that u(j+1)(M+1)(n)c¯j+1=c^j+1/δM as n. Moreover, it follows that(4.18) limnui+(j+1)(M+1)+1(n)=limnvi+(j+2)(M+1)(n)=1Mδ(n)+ui+(j+1)(M+1)+1-(n)=0,i=0,1,,M-1(4.18)

since =1Mδ(n)+ui+(j+1)(M+1)+1-(n)δM-1δ+c¯j+1 and vi+(j+2)(M+1)(n)0 as n.

The convergence theorem concerning the dhLV system (3.10) in Fukuda et al. (Citation2009) is restricted to the case where the dhLV variable uk(n) is positive and the discretization parameter δ(n) is fixed positive for every n. Theorem 4.4 claims that the [j(M+1)]th species survives and the [1+j(M+1)]th, [2+j(M+1)]th,..., [M+j(M+1)]th species vanish as n even in the case where δ(n) is a changeable negative for each n. Although the case of negative uk(n) is not longer recognized as a valid biological model, we note that the convergence is not different from the positive case if the values of δ(n) are suitable for n=0,1,.

To observe the asymptotic convergence numerically, we consider two cases where δ(n)=1 and δ(n)=-0.069 in the dhLV system (3.10). The initial values are set as uk(0)=(δ(n))M/=1M(δ(n)+uk-(0)) for k=0,1,,8 in the dhLV system (3.10) with M=3 and m=3. Figure shows the behavior of u7(n) for n=0,1,,50 in the case where δ(n)=1 and δ(n)=-0.069. This figure demonstrates that u7(n) tends to 0 as n grows larger even if δ(n)<0. We also see that the case where δ(n)=-0.069 has a superior convergence speed in comparison with the case where δ(n)=1. Similarly, the asymptotic behavior of u0(n),u1(n),,u8(n) can be seen to follow Theorem 4.4.

Figure 1. A graph of the discrete time n (x-axis) and the value of |u7(n)| (y-axis) in the dhLV system (3.10) with M=3 and m=3. Cross : δ(n)=1, Circle : δ(n)=-0.069.

Figure 1. A graph of the discrete time n (x-axis) and the value of |u7(n)| (y-axis) in the dhLV system (3.10) with M=3 and m=3. Cross : δ(n)=1, Circle : δ(n)=-0.069.

5. Concluding remarks

In this paper, we associated a formal power series fi(z)=n=0ai(n)zn with the Casorati determinant Ci,j(n), and gave asymptotic expansions of the Casorati determinants as n in Theorems 2.2 and 2.3. By making use of Theorem 2.2, we then clarified the asymptotic behavior of the dhLV variables as in Theorem 4.4.

Theorems 2.2 and 2.3 may contribute to asymptotic analysis for other discrete integrable systems. One possible application is the discrete hungry Toda (dhToda) equation derived from the numbered box and ball system through inverse ultra-discretization (Tokihiro, Nagai, & Satsuma, Citation1999). The dhToda equation has a relationship of variables to the dhLV system whose solution is given in the Casorati determinant (Fukuda, Yamamoto, Iwasaki, Ishiwata, & Nakamura, Citation2011). The Casorati determinant directly appears in, for example, the solution to the discrete Darboux–Pöschl–Teller equation which is a discretization of a dynamical system concerning a special class of potentials for the 1-dimensional Schrödinger equation (Gaillard & Matveev, Citation2009).

It was proved in Fukuda et al. (Citation2013) that the dhLV system (3.10) with a fixed positive δ(n) is associated with the LR transformation for a TN matrix. The paper (Yamamoto et al., Citation2010) also suggested that the dhLV system (3.10) with changeable negative δ(n) generates the shifted LR transformation for a TN matrix. Eigenvalues of an m-by-m TN matrix correspond to the constants c^1=δMc¯1, c^2=δMc¯2, , c^m=δMc¯m in Theorem 4.4. Theorems 4.2–4.4 will be useful for investigating the convergence of the sequence of the shifted LR transformations based on the dhLV system (3.10) in the changeable negative case of δ(n).

Acknowledgements

The authors would like to thank Prof. S. Tsujimoto for helpful discussions on the determinant expression. The authors also thank the reviewers for their careful reading and insightful suggestions.

Additional information

Funding

This work is supported by the Grant-in-Aid for Scientific Research (C) [grant number 26400208] from the Japan Society for the Promotion of Science.

Notes on contributors

Masato Shinjo

Masato Shinjo is a doctoral student in the Department of Applied Mathematics and Physics, Graduate School of Informatics, Kyoto University. He studies asymptotic analysis of nonlinear dynamical systems known as integrable systems.

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