Abstract
In a difference or differential equation one is usually interested in finding solutions having certain properties, either intrinsic properties (e.g. bounded, periodic, almost periodic) or extrinsic properties (e.g. stable, asymptotically stable, globally asymptotically stable). In certain instances it may happen that the dependence of these equations on the state variable is such that one may (1) alter that dependency by replacing part of the state variable by a function from a class having some of the above properties and (2) solve the ‘reduced’ equation for a solution having the remaining properties and lying in the same class. This then sets up a mapping 𝒯 of the class into itself, thus reducing the original problem to one of finding a fixed point of the mapping. The procedure is applied to obtain a globally asymptotically stable periodic solution for a system of difference equations modeling the interaction of wild and genetically altered mosquitoes in an environment yielding periodic parameters. It is also shown that certain coupled periodic systems of difference equations may be completely decoupled so that the mapping 𝒯 is established by solving a set of scalar equations. Periodic difference equations of extended Ricker type and also rational difference equations with a finite number of delays are also considered by reducing them to equations without delays but with a larger period. Conditions are given guaranteeing the existence and global asymptotic stability of periodic solutions.
1. Introduction
Dynamic reduction is a problem-dependent algorithm or procedure which allows one to find a solution to a problem having specified properties by reducing the problem to a sequence of simpler ones, each having a solution with the desired properties. To illustrate the technique, consider the problem of finding a p-periodic solution of the p-periodic difference equation
Linearization of a difference or differential equation is a form of dynamic reduction: about a solution ,
1.1 Stability
Throughout this work, we mean and
. While the theorem to follow is quite general, we will restrict ourselves to the setting most common in problems in mathematical biology where the state variable x lies in
or
. By global asymptotic stability (GAS) of a periodic orbit
we shall mean that v globally attracts all solutions starting in
and is locally exponentially asymptotically stable.
That GAS of a periodic solution of Equation(1) (or equivalently Equation(2)
) does not immediately follow from the GAS of the same solution of Equation(3)
is seen from the following simple example. Consider an autonomous Ricker equation
In order to quantify this smallness condition let be a fixed point of 𝒯 and hence a periodic point of Equation(1)
, which we write, taking into account Equation(2)
, as
We now state a theorem which will be used to establish GAS in the applications to follow.
Theorem 1.1
Assume there are convex compact
such that
(where the subscripts are interpreted mod p and
is convex and compact) and assume every initial point
is ultimately mapped by
Equation(1)
into one of the K
n
. Assume F
n
and g
n
are C
1
functions. Define 𝒫
p
to be that subset of p-periodic sequences such that
-
(i) the mapping
is a contraction and thus there is a unique fixed point 𝒯 (v*) = v* and
-
(ii) v* is a GAS periodic point of Equation(1)
.
Remark 1.1
Item (ii) does not immediately follow from (i). A further reduction on the size of may be required.
Proof
For let us denote by y(v) the image of v under
, i.e.
. Then expressing the periodicity of y(v), one has
It remains to prove that the unique fixed point v* of 𝒯 is GAS as a solution of Equation(2). We first prove v* is asymptotically stable. The matrix of the equation of first variation of Equation(2)
at v* is
We finally show v* is globally attracting. Let be the basin of attraction of v*. Since ℬ is open, from Equation(12)
with w=v*, it follows that for δ sufficiently small the entire image under 𝒯 of 𝒫
p
lies in
. Thus for each
there exists a
such that the solution x
n
of Equation(13)
with x
0=v
0 lies in ℬ for n=T(v) and by continuity, some open neighborhood of
is carried into ℬ in the same number of iterations: symbolically,
Remark 1.2
-
(a) The estimate Equation(12)
is the very raison d’ê tre for the reduction method. The spectrum σ of the product of F x (x, y)'s along a periodic sequence does not, in general, lie inside the unit circle in the complex plane. What the reduction method accomplishes is that for each fixed t∈(0, 1) the solution of Equation(3)
with v=u t ‘runs’ over to the GAS periodic orbit y(v) of that system and it is there that
.
-
(b) In certain cases, notably rational difference equations (section 3.3), it is possible it achieve the smallness condition on
without making
small, c.f. Equation(50)
.
The next lemma is needed in the sections to follow.
Lemma 1.2
Citation2 The periodic Ricker equation,
2. Genetically altered mosquitos
This model was first introduced in the time independent or autonomous case by Jia Li Citation3 and later considered in Citation4 Citation5 by the authors where the technique of ‘ratio dynamics’ was introduced. In an attempt to describe more accurately a periodically varying environment we consider the following p-periodic system where x and y represent, respectively, the populations of wild (W) and genetically altered (GA) mosquitos
The expressions
We first eliminate the ‘’ terms by absorbing them into the coefficients a
i
, b
i
(
, and
) to obtain
Remark 2.1
We assume that each species is self-sustaining in the sense that if Equation(15)–Equation(16)
evolves with the parameters all fixed at any
then each species, in the complete absence of the other, can grow to a non-extinction state. This imposes the conditions a
1, n
>1 and
.
Our interest is in establishing the existence of a periodic state which globally attracts all initial states (x, y) with x>0 and y>0.
In the case of equal rates of density-dependent mortality we obtain a globally asymptotically stable periodic solution (section 2.1). When these rates are not the same, ratio dynamics fails. In section 2.2 we apply dynamic reduction to obtain a new set of equations to which ratio dynamics will apply to give the desired periodic solution and hence the mapping Equation(4).
Ratio dynamics ultimately leads to the study of the scalar p-periodic Ricker equation
2.1 Ratio dynamics, k 1, n =k 2, n , n=1, 2, …, p
We first describe the case of equal rates of density-dependent mortality, k 1, n and k 2, n . This case, while quite artificial in practice, is nevertheless quite useful in solving the more general problem.
In Equation(15) we form the ratio
to obtain
Lemma 2.1
For each fixed n assume a
1, n
/a
2, n
<1 and b
1, n
/b
2, n
>1. Then
Equation(18)
has a globally asymptotically stable periodic solution
.
Proof
For each n the right-hand side of Equation(18) is a concave mapping from
that intersects the diagonal. The rest follows from Citation6. ▪
Remark 2.2
Referring to Equationequations (15)–Equation(16)
, and recalling that x represents Wild type while y represents GA, the conditions a
2, *>a
1, * imply that the likelihood of a GA producing a GA when mating with a Wild, is greater than the likelihood of a Wild producing a Wild when mating with a Wild. Similarly, the conditions b
1, *>b
2, * imply that the likelihood of a Wild producing a Wild when mating with a GA, is greater than the likelihood of a GA producing a GA when mating with a GA. The conditions preclude an attracting fixed point of Equation(15)
–Equation(16)
on one of the axes, i.e. the case in which one of the species reaches extinction. See Citation3 for a discussion of these extinction cases in the autonomous, or time-independent case.
Substituting into the second equation in Equation(15)
we obtain
Theorem 2.2
Assume
. Then
Equation(21)
has a globally asymptotically stable (with respect to
) p-periodic solution
and hence
Equation(15)
–Equation(16)
, with
, has a globally asymptotically stable (with respect to the open first quadrant) solution
Remark 2.3
The condition in Theorem 2.2 is a sufficient condition only and it precludes period doubling bifurcations from occurring (see Citation3 where these bifurcations were studied in the autonomous case). The condition is, however, not necessary, as pointed out in Citation7 where periodic coefficients were treated and some results, largely numerical, were obtained for periods 2 and 3 where some of the σ
n
are allowed to exceed 2, provided their average remains less than 2.
Remark 2.4
In Citation6 the following was shown: let two concave maps have fixed points x
f
and x
g
with x
f
<x
g
. Then
and
. This is useful in estimating the ‘spread’ of the invariant set of lines in the (x, y) plane determined by the periodic solution given by Lemma 2.1. More precisely, if P
n
is the fixed point of the n
th map in Equation(18)
, then the slopes of the invariant lines are 1/ζ
n
and lie in the open interval
, where S
n
=1/P
n
. Note that P
n
is simply the solution of
.
2.2 Dynamic reduction leads to ratio dynamics, the case k 1, n ≠k 2, n for some n
The whole point of dynamic reduction is to reduce a given problem to one for which a known solution technique is readily available. In order to reduce this case to the one treated in section 2.1, we rewrite Equation(15) as
Note that while a fixed point of the mapping 𝒯 in Equation(4) is a p-periodic solution of Equation(22)–(23)
and therefore Equation(15)
–Equation(16)
, the converse is not true since Equation(15)
–Equation(16)
has p-periodic points on the two intervals of the boundary of 𝒟 where x=0 or y=0. It turns out that the mapping 𝒯 will send sequences lying on those portions of the boundary to sequences with values in that part of 𝒟 lying on the interior of the first quadrant.
Hence, we are interested first in defining the region 𝒟 in Equation(25) that is mapped into itself by the right-hand side of Equation(26)
–Equation(27)
with some mild restrictions on g. Then we explore conditions guaranteeing that the ratio system
We first consider the following scalar mapping containing a parameter λ,
Lemma 2.3
Assume a, b>1 and let M be such that
Then for
there exist small positive numbers, m and [mtilde] depending on M, with m<[mtilde]<M such that each member of the family
Equation(32)
satisfies
-
(a) For
and
one has
-
(b) For
and
one has
Proof
For x and λ small, may be approximated by
, and thus
is an interpretation of Lemma 2.3. Part (a) implies that for (x, λ) in the large rectangle, each member f of the family ℱ maps x to the interval [m, M] while part (b) implies that for (x, λ) in the small rectangle f moves x to the right, but not past M. Thus, in either case the interval [m, M] is invariant under application of .
Now fix n, and consider the mapping Equation(26)–Equation(27)
. The first component Equation(26)
has the form considered in Lemma 2.3. But x and y occur symmetrically in Equation(26)
–Equation(27)
, so that Lemma 2.3 applies to the family
Corollary 2.4
Let condition
Equation(33)
hold and m, and M be defined as in
Lemma 2.3. If 𝒟 is the region
Proof
From Lemma 2.3(b) it follows that any that satisfies y≥m−x is mapped to a point (x
1, y
1) with
and
. ▪
Thus we have the following theorem:
Theorem 2.5
-
(a) In the reduced system Equation(26)
–Equation(27)
assume
and define
sufficiently small so that when x≤M and y≤M, one has
– Equation(27)
, i.e. if
then
and x n y n >0 for all
.
-
(b) Further, if for each
is sufficiently small so that
and
, then the ratio Equationequation (29)
has a globally asymptotically stable (with respect to
p-periodic solution
-
(c)Assume σ(n) defined in (2.8) and computed from Equation(21)
satisfies
. Then the reduced system Equation(28)
–Equation(29)
) has a globally asymptotically stable (with respect to the open first quadrant) p-periodic solution
. If, for each
is sufficiently small, then
is a GAS solution of the original system Equation(22)–(23)
.
Proof
-
(a) This follows immediately from Corollary 2.4 since each map in the sequence satisfies the conditions of Lemma 2.3.
-
(b)Toward ultimately defining the mapping
be chosen and consider Equation(26)
–Equation(27)
. Letting z n =x n /y n we obtain the ‘ratio’ equation:
is concave and the graph of η=h n (z) crosses the ‘diagonal’, η=z in the (z, η) plane. The proof of part (b) follows from the results of section 2.1.
-
(c) Theorem 2.2 tells us that the reduced Equationequation (26)
–Equation(27)
has a globally asymptotically stable solution v* thus giving us the mapping 𝒯. It is clearly continuous and carries points in 𝒫 p having values on the axes in co𝒟 (see ) to points in 𝒫 p having no values on the axes in co𝒟. Clearly a fixed point (periodic sequence in ℝ2) has no values lying on either axis.
To see that 𝒯 is a contraction and its unique fixed point v* is GAS as a solution of the original system, we will verify the smallness condition of Theorem 1.1. Noting that F n is the right-hand side of Equation(22)–(23)
, and defining
, we have
. The rest follows from by letting
be sufficiently small for each n. ▪
Remark 2.5
We saw earlier in Remark 2.1, the assumption that each species is self sustaining imposed the condition . In Remark 2.2 the assumptions a
1, n
/a
2, n
<1, b
1,n
/b2,n
>1 were interpreted biologically and were seen to preclude extinction states. From these it follows that
. The condition
is a sufficient condition that precludes period doubling, Remark 2.3.
3. Other applications
The possible applications of dynamic reduction are limited only by the user's imagination. The key point is that the reduced equation should have a solution having all the properties desired of the solution of the original problem. As we saw in the mosquito model, some of these properties (periodicity) are built into the class 𝒫
p
on which 𝒯 acts while other properties (global asymptotic stability) are obtained by carefully defining the map. Here we state a few applications with just enough details to establish the mapping on a subset of periodic sequences such that each point in the range of 𝒯 is a globally asymptotically stable solution of the reduced system. As noted earlier, a fixed point yields a solution of the original problem. We also calculate the derivatives needed to verify the smallness conditions of the stability theorem, Theorem 1.1.
The first two examples are systems of Ricker equations with coupling and delays. Although Ricker's equation arose in the modeling of problems in Biology, the authors have no specific application in mind. The aim is to illustrate the use of dynamic reduction.
3.1 Systems may be decoupled
Consider
3.2 Periodic systems with delays
These can be handled similarly, e.g. consider
Remark 3.1
Even though a fixed point of 𝒯 yields a λ-periodic solution of Equation(46), λ need not be the minimal period of that solution.
To verify 𝒯 is a contraction and that the unique fixed point v* is a GAS solution of Equation(41) one then must restrict the size of
in order to satisfy the conditions of Theorem 1.1. For each n,
is the diagonal d×d matrix
3.3 Rational difference equations
The following equation has been the subject of much attention Citation8,
There is some latitude in the choice of m. In order to render Equation(47) concave for each n we require
As noted in Remark 3.1, a fixed point of 𝒯 yields a λ-periodic solution of Equation(46) but λ need not be the minimal period of that solution.
To verify 𝒯 is a contraction and that the unique fixed point v* is a GAS solution of Equation(46) one then must satisfy the smallness conditions of Theorem 1.1. To that end, one needs to evaluate the derivatives ∂
g
F and ∂
x
g (a d×k matrix) that are given by
Remark 3.2
If at least one of the α
n
in Equation(46) is positive we may actually choose m=0 since the identically zero solution is then impossible and therefore the zero sequence is not in the range of 𝒯. Even in this case, however, it might be advantageous to use a larger m in order to satisfy the smallness condition on
. This would be the case if g
2 was not identically zero. No general statement seems possible.
4. Conclusions
Dynamic reduction is a procedure for solving a difference equation by replacing certain ‘excess’ state variables by a function lying in a class having some of the desired properties of the sought after solution. Done properly, the resulting or reduced equation will have a solution having the remaining properties and lying in the same class. This sets up a mapping 𝒯 of the class into itself, a fixed point of which solves the original problem. The technique is illustrated by applying it to various problems.
In the application to the periodic model for wild (W) and genetically altered (GA) mosquitos, it is shown (see Remark 2.2) that if the growth parameters satisfy certain inequalities then neither species goes extinct and in fact their population ratios are attracted to a periodically varying state and thus the dynamics of the model takes place on a periodic set of lines in the plane of x, the W population and y, the GA population. When restricted to these lines, further conditions (shown to preclude period doubling by Jia Li Citation3 in the autonomous case) guarantee the existence of a periodic state to which all initial non-zero populations are attracted. In Remark 2.4 it is noted that the population ratios asymptotically lie between certain easily calculated bounds: solutions ξ of scalar equations of the form aξ=b.
It is also shown that certain coupled periodic systems of difference equations may be completely decoupled so that the mapping 𝒯 is established by solving a set of scalar equations. Periodic difference equations of extended Ricker type and also rational difference equations with a finite number of delays are also treated by reducing them to equations without delays but with a larger period.
Acknowledgements
Supported by University of Southern California, Letters Arts and Sciences Faculty Development Grant. The authors thank Cymra Haskell for several helpful discussions and the referees for several constructive suggestions.
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