Hindawi Publishing Corporation Abstract and Applied Analysis Volume 2013, Article ID 367589, 9 pages http://dx.doi.org/10.1155/2013/367589 Research Article Bifurcation Analysis in a Two-Dimensional Neutral Differential Equation Ming Liu and Xiaofeng Xu Department of Mathematics, Northeast Forestry University, Harbin 150040, China Correspondence should be addressed to Xiaofeng Xu; xxf ray@163.com Received 2 February 2013; Accepted 5 April 2013 Academic Editor: Chunrui Zhang Copyright © 2013 M. Liu and X. Xu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. The dynamics of a 2-dimensional neural network model in neutral form are investigated. We prove that a sequence of Hopf bifurcations occurs at the origin as the delay increases. The direction of the Hopf bifurcations and the stability of the bifurcating periodic solutions are determined by using normal form method and center manifold theory. Global existence of periodic solutions is established using a global Hopf bifurcation result of Krawcewicz et al. Finally, some numerical simulations are carried out to support the analytic results. 1. Introduction The fundamental theories and applications of neutral functional differential equations have been largely developed and there are a great deal of important conclusions on the stability, bifurcation theory, and numerical solutions of neutral delay differential equations during the last few decades. It is well known that Wei and Ruan [1] have established a basic theory to analyze the distribution of the zeros of general transcendental equations and applied it to the neutral functional differential equations. One can use the theory to study the existence of Hopf bifurcation to a neutral delay differential equation. In [2], Wang and Wei extend the computation of the properties of Hopf bifurcation, such as the direction of bifurcation and stability of bifurcating periodic solutions, of DDE introduced by Kazarinoff et al. Based on combining the global Hopf bifurcation theory of neutral equations due to Krawcewicz et al. and the higher dimensional Bendixson’s criterion for ordinary differential equations due to Li and Muldowney, the global existence of periodic solutions of neutral differential equations have been studied by Qu et al. [3]. But research findings of bifurcation about highdimension neutral differential equations can rarely be found. In order to determine the dynamics of artificial neural network, the two-dimensional delay neural network without self-feedback is studied, and some significant results are obtained (see [4–8]). In this paper, we consider the following system: π₯1Μ (π‘) = −ππ₯1 (π‘) + ππ (π₯1 (π‘ − π)) + ππ₯2Μ (π‘ − π) , π₯2Μ (π‘) = −ππ₯2 (π‘) + ππ (π₯2 (π‘ − π)) + ππ₯1Μ (π‘ − π) , (1) where π, π, and π are real numbers with π > 0 and |π| < 1. π is assumed adequately smooth, for example, π ∈ πΆ3 , and satisfies the following condition: (H1) π(0) = 0, πσΈ (0) = 1, and there exists πΏ > 0, such that |π(π₯)| β©½ πΏ for all π₯ ∈ R, (H2) πσΈ (π₯) > 0 for all π₯ ∈ R, π₯πσΈ σΈ (π₯) < 0 for all π₯ =ΜΈ 0. In the present paper, we provide a detailed analysis of this equation. By applying the local Hopf bifurcation theory (see [9] and also [1, 2, 10, 11]), we investigate the existence of stable periodic oscillations for (1). More specially, we prove that the equilibrium (0, 0) loses its stability as π increases, and a sequence of Hopf bifurcations occurs at the origin. Whereafter, based on the normal form and center manifold theory due to [12, 13], by using the method introduced in Wang and Wei [2], we derive a sufficient condition for determining the direction of Hopf bifurcation and the stability of the bifurcating periodic solutions. Furthermore, 2 Abstract and Applied Analysis the existence of periodic solutions for π far away from the Hopf bifurcation values is also established, by using a global Hopf bifurcation result due to Krawcewicz et al. [14] (also see [15, 16]). The rest of this paper is organized as follows: in Section 2, taking π and π as parameters, we give the analysis of stability and bifurcations at equilibria. Section 3 is devoted to establishing the direction and stability of Hopf bifurcation. Finally, a global Hopf bifurcation is established, and some numerical simulations are carried out to illustrate the analytic results in Section 4. 2. Stability and Bifurcation Analysis In this section, we will investigate the stability and bifurcations of the equilibria by taking π and π as bifurcation parameters. Under the given hypothesis (H1), it is easy to check that (0, 0) is an equilibrium point of system (1). At this trivial equilibrium, the linearization of system (1) is πΜ (π‘) = π΄π (π‘) + π΅π (π‘ − π) + πΆπΜ (π‘ − π) , (2) where −π 0 π΄=( ), 0 −π π 0 π΅=( ), 0 π πΆ=( 0 π ). π 0 (3) And the corresponding characteristic equation is 2 Δ (π) = (π + π − ππ−ππ ) − π2 π2 π−2ππ = 0, (4) that is, (π + π − (π − ππ) π−ππ ) (π + π − (π + ππ) π−ππ ) (5) def = Δ 1 (π) ⋅ Δ 2 (π) = 0. Case 1. Choose π as parameter. For convenience, we give two claims at first. Claim 1. All the roots of (4) with π = 0 have negative real parts for any π β©Ύ 0. Proof. When π = 0 and π = 0, (4) becomes (π+π)2 − π2 π2 = 0, and the roots are π 1,2 = −π/(1 ± π) < 0. πV0 (V0 > 0) is a zero of Δ(π) with π = 0 if and only if V0 solves 2 (πV0 + π) + π2 V02 (cos 2V0 π − π sin 2V0 π) = 0. (6) Separating the real and imaginary parts gives that (π2 −1)V02 = π2 , which contradicts with |π| < 1. Then the conclusion follows Wei and Ruan [1], and the proof is complete. Claim 2. Equation (4) has at least two positive roots when π > π. In fact, the conclusion follows from Δ 1,2 (0) = π − π < 0 and limπ → +∞ Δ 1,2 (π) = +∞. When π =ΜΈ 0, πV (V > 0) is a root of (4) if and only if V satisfies π sin Vπ = −V (1 + π cos Vπ) , π cos Vπ = π’ + πV sin Vπ (7) or π sin Vπ = −V (1 − π cos Vπ) , π cos Vπ = π’ − πV sin Vπ. (8) Applying the method in [3], we have that there exists a + − (V1π ), satisfying (7) and unique value of V, denoted by V1π + − ), satisfying (8) on a unique value of V, denoted by V2π (V2π the interval (2(π − 1)π/π, 2ππ/π), π ∈ Z+ when π > 0(< + ∈ ((2π − 1)π/π, 2ππ/π), π = 0). We also can show that Vππ + − ∈ (2(π − 1)π/π, (2π − 1, 2, π ∈ Z with π > 0 and Vππ + 1)π/π), π = 1, 2, π ∈ Z with π < 0. Define 2 ± ± (1 − π2 ) + π2 , = ±√Vππ πππ π = 1, 2, π ∈ Z+ . (9) ± + − make sense since |π| < 1, and πππ and πππ are all πππ + − dependent on π. Hence, ±Vππ (±Vππ ) are a pair of purely + − (πππ ). And we have the imaginary roots of (4) with π = πππ transversal condition ππ σ΅¨σ΅¨σ΅¨ Sign Re ( )σ΅¨σ΅¨σ΅¨ ± ππ σ΅¨σ΅¨π=πππ (10) + 1, π = πππ , + ={ π = 1, 2, π ∈ Z . − −1, π = πππ , − − + Moreover, it is fulfilled that ππ×(π+1) < πππ < 0 < πππ < + − + − , following the fact that 0 < Vππ < Vππ < Vπ×(π+1) < ππ×(π+1) + . Now we can distinguish two cases. First, π > 0. From Vπ×(π+1) − − − − cos V1π π > π2π cos V2π π, (7) and (8), we can obtain that π1π − − − − which implies V1π > V2π and π1π < π2π . Second, π < 0. With − − < V2π and the similar process as above, it is obtained that V1π − − π1π > π2π . Summarizing the discussion above and applying Claims 1 and 2, we have the following. Lemma 1. There exist sequence values of π defined by (9) such that all the roots of (4) have negative real parts when π ∈ (π1− (π), π), and (4) has at least two roots with positive real part when π ∈ (−∞, π1− (π)) ∪ (π, +∞), a pair of purely ± (π) (π = 1, 2, π ∈ Z+ ), where imaginary roots when π = πππ − − − π1 (π) = π11 (π21 ) when π < 0(> 0). Lemma 2. Equation (1) undergoes a pitchfork bifurcation at (0, 0) when π = π. Proof. Let β(π₯) = −ππ₯ + ππ(π₯). Then we have β(0) = 0, β(±∞) = β∞, and βσΈ (π₯) = −π + ππσΈ (π₯). From (H1) and (H2), there exists a unique zero π₯ = 0 of β(π₯), and (1) has only one steady-state π = (0, 0) when π ≤ π. On the other hand, when π > π, we have βσΈ (0) = π − π > 0 and π₯βσΈ σΈ (π₯) < 0 when π₯ =ΜΈ 0. Thus, there exists a unique π+ ∈ R+ (π− ∈ R− ) satisfying β(π₯) = 0, and (1) has exactly nonzero equilibria (π± , 0), (0, π± ), and (π± , π± ). This completes the proof. Abstract and Applied Analysis 3 In the following, we will investigate the stability of (π± , 0), (0, π± ), and (π± , π± ). Firstly, we consider the stability of (π+ , 0) when π > π. (It has similar results with (π− , 0) and (0, π± ).) The characteristic equation of linearization of (1) at (π+ , 0) is Δ (π+ ,0) (π) = (π + π − ππ−ππ ) (π + π − ππσΈ (π+ ) π−ππ ) − π2 π2 π−2ππ = 0. (11) Equation (11) has at least one positive root for any π ≥ 0. In fact, we have βσΈ (π± ) < 0 and 0 < ππσΈ (π± ) < π from the proof of Lemma 2. Then the conclusion follows from Δ (π+ ,0) (0) = (π−π)(π−ππσΈ (π+ )) < 0 and limπ → +∞ Δ (π+ ,0) (π) = +∞, which implies that (π+ , 0) is unstable. Secondly, we consider the stability of (π+ , π+ ) when π > π. (It has similar results with (π+ , π− ) and (π− , π± )). The characteristic equation of linearization of (1) at (π+ , π+ ) is 2 Δ (π+ ,π+ ) (π, π) = (π + π − ππσΈ (π+ ) π−ππ ) 2 2 −2ππ −π π π In particular, 2 (13) which implies π 1,2 = −π + ππσΈ (π+ ) < 0. 1±π (14) Moreover, (12) has no zero root from ππσΈ (π+ ) < π. In order to prove that (π+ , π+ ) is asymptotically stable for all π ∈ R+ , what we need is to verify that (12) has no purely imaginary roots. Let ππ (π > 0) be the root of (12), then π solves ππσΈ (π+ ) sin ππ + ππ cos ππ = −π, ππσΈ (π+ ) cos ππ − ππ sin ππ = π (15) ππσΈ (π+ ) cos ππ + ππ sin ππ = π. (16) This leads to 2 π2 = (ππσΈ (π+ )) − π2 1 − π2 < 0. sin ππ = − π (π ± ππ) , π2 + π2 cos ππ = (17) The assertion follows. Applying Lemmas 1 and 2, we have the following results. Theorem 3. (i) The zero solution of (1) is asymptotically stable when π ∈ (π1− (π), π) and unstable when π ∈ (−∞, π1− (π)) ∪ (π, +∞). ππ β ππ2 . π2 + π2 (18) def This leads to π2 = (π2 −π2 )/(1−π2 ), π0 = √(π2 − π2 )/(1 − π2 ) makes sense when |π| > π. Define π1π ππ − ππ0 1 { { { π0 (arccos π2 + π02 + 2ππ) , ={ {1 ππ − ππ02 { (−arccos 2 + 2 (π + 1) π) , π π + π02 { 0 π2π 2 ππ + ππ0 1 { { { π0 (arccos π2 + π02 + 2ππ) , ={ 2 { { 1 (−arccos ππ + ππ0 + 2 (π + 1) π) , 2 2 π + π0 { π0 π < −π, π = 0, 1, 2, . . . , π > π, π < −π, π = 0, 1, 2, . . . . π > π, (19) Then ππ0 is a purely imaginary root of (4) with π = πππ , π = 1, 2 defined by (19). Let π(π) = πΌ(π) + πσ°(π) be the root of (4), satisfying πΌ (πππ ) = 0, σ° (πππ ) = π0 . (20) Differentiating both side of (4) gives that Re ( or ππσΈ (π+ ) sin ππ − ππ cos ππ = −π, Case 2. Regard π as parameter. First of all, we know that the root of (4) with π = 0 satisfies that π 1,2 = (π − π)/(1 ± π) > 0 when π > π, and π 1,2 = (π − π)/(1 ± π) < 0 when π < π. Let ππ (π > 0) be a root of (4); then it follows that 2 (12) = 0. Δ (π+ ,π+ ) (π, 0) = (π + π − ππσΈ (π+ )) − π2 π2 = 0, (ii) Equation (1) undergoes a pitchfork bifurcation at (0, 0) when π = π. More precisely, some new equilibria bifurcate from zero and (π± , 0), (0, π± ) are unstable, and (π± , π± ) are asymptotically stable for π ∈ R+ when π > π. (iii) Equation (1) undergoes a Hopf bifurcation at (0, 0) ± (π) (π = 1, 2, π ∈ Z+ ). when π = πππ σ΅¨ ππ −1 σ΅¨σ΅¨σ΅¨ 1 − π2 = 2 > 0. ) σ΅¨σ΅¨σ΅¨ ππ σ΅¨σ΅¨π=πππ π + π2 π02 (21) This implies that πΌσΈ (πππ ) > 0, π = 1, 2, π = 0, 1, 2, . . . . Summarizing the discussions above, one can obtain the following. Lemma 4. (i) If |π| < π, then all roots of (4) have negative real parts. (ii) If |π| > π, then there exist a sequence values of π defined by (19) such that (4) has a pair of purely imaginary roots ±ππ0 when π = πππ , π = 1, 2. Additionally, if π < −π, then all roots of (4) have negative real parts when π ∈ [0, π0 ), all roots of (4), except ±ππ0 , have negative real parts when π = π0 , and (4) has at least a pair of root with positive real parts when π > π0 , where π0 = π10 (π20 ) when π < 0 (> 0); if π > π, then (4) has at least two positive roots. 4 Abstract and Applied Analysis Spectral properties in Lemma 4 immediately lead to the dynamics near the origin described by the following theorem. Theorem 5. For (1), the following holds. (i) If |π| < π, then (0, 0) is asymptotically stable for all π > 0. (ii) If π < −π, then (0, 0) is asymptotically stable when π ∈ (0, π0 ), and unstable when π > π0 . (iii) If π > π, then (0, 0) is always unstable for all π > 0. (iv) If |π| > π, then (1) undergoes a Hopf bifurcation at (0, 0) when π = πππ , π = 1, 2, π = 0, 1, 2, . . .. For convenience, denote π = ππ + ]. Then we know that (22) undergoes a Hopf bifurcation at origin when ] = 0. For π ∈ πΆ([−1, 0], R2 ), let π· (π) = π (0) − πΆπ (−1) , πΏ (], π) = π΄ (ππ + ]) π (0) + π΅ (ππ + ]) π (−1) , By the Riesz representation theorem, there exist functions π(π) and π(π) such that 0 π· (π) = π (0) − ∫ ππ (π) π (π) , −1 Theorems 3(iii) and 5(iv) in the previous section give the sufficient conditions for (1) to undergo Hopf bifurcations with π and π as bifurcation parameters. In this section, we will investigate the direction of Hopf bifurcations and stability of bifurcating periodic solutions, following the same algorithms as Wang and Wei’s recent work and using a computation process similar to that in [2] (see also [17]). We should mention that we will choose π as bifurcation parameter, and the similar results follow when choosing other coefficients as bifurcation parameters. Let π¦π (π‘) = π₯π (ππ‘), π = 1, 2, and π(π‘) = (π¦1 (π‘), π¦2 (π‘))π , then (1) becomes (22) where π΄, π΅, and πΆ are denoted by (2) and πΉ(π(π‘ − 1)) = (π(π¦1 (π‘ − 1)), π(π¦2 (π‘ − 1)))π . And the corresponding characteristic equation around π = (0, 0)π is 2 (π§ + ππ − πππ−π§ ) − π2 π§2 π−2π§ = 0, Lemma 6. Assume |π| > π. (i) If π = ππ , π = 0, 1, 2, . . ., then (23) has a pair of purely imaginary roots ±ππ0 ππ , where ππ = πππ and π0 are defined by (19). (ii) Let π§(π) = πΎ(π) + ππ(π) be the root of (23), satisfying π (ππ ) = π0 ππ , (24) πΏ (], π) = ∫ ππ (π) π (π) . −1 In fact, we can choose −πΆ, π (π) = { 0, π = 0, 1, 2, . . . . (25) π = −1, π ∈ (−1, 0] , −π΅ (ππ + ]) , π = −1, { { π (π) = {0, π ∈ (−1, 0) , { {π΄ (ππ + ]) , π = 0. (28) Define { ππ (π) , π΄ (]) π = { ππ σΈ σΈ {π (0) − π·π (0) + πΏπ, π ∈ [−1, 0) , π = 0, (29) 0, π ∈ [−1, 0) , π (]) π = { πΉ (], π) , π = 0. Then (22) can be written as ππ‘Μ = π΄ (]) ππ‘ + π (]) ππ‘ . (30) Clearly, (30) is an abstract ODE on the phase space π΅πΆσΈ of (22), where π΅πΆσΈ = {π : [−1, 0] → C2 , π is continuous on [−1, 0), and limπ → 0 π(π) exists}. The adjoint operator π΄∗ π = −ππ/ππ with domain π· (π΄∗ ) = {π ∈ πΆσΈ = πΆ ([0, 1] , R2 ) : def then πΎσΈ (ππ ) = ππ πΌσΈ (ππ ) > 0, (27) 0 (23) Comparing (23) with (4), if is found that π§ = ππ for π =ΜΈ 0. Therefore, combining this fact with Lemma 4, one has the following. πΎ (ππ ) = 0, πσΈ σΈ σΈ (0) (ππ + ]) π΅π3 (−1) + ⋅ ⋅ ⋅ . 6 πΉ (], π) = 3. Properties of Hopf BifurCation π [π(π‘) − πΆπ (π‘ − 1)] = ππ΄π (π‘) + ππ΅πΉ (π (π‘ − 1)) , ππ‘ (26) ππ ππ ∈ πΆσΈ ; π· = −πΏπ} . ππ ππ (31) For (π, π) ∈ πΆσΈ × πΆ, define a bilinear form: (π, π) = π (0) π (0) (iii) Equation (23) has at least a pair of roots with positive real parts when π = ππ for π ≥ 1, and it has two positive roots when π > π and π = π0 . All roots of (23) with π = π0 , except ±ππ0 π0 , have negative real parts when π < −π. 0 π −1 πΌ=0 − ∫ π [∫ 0 −∫ ∫ π −1 π=0 π (π − πΌ) ππ (πΌ)] π (π) π (π − π ) ππ (π ) π (π) ππ. (32) Abstract and Applied Analysis 5 It is not difficult to verify that π(π) = π0 πππ0 ππ π (π ∈ [−1, 0]) and π∗ (π ) = ππ0∗ πππ0 ππ π (π ∈ [0, 1]) are the eigenvectors of π΄(0) and π΄∗ corresponding to the eigenvalues ππ0 ππ and −ππ0 ππ , respectively, where π§ (π‘) = (π∗ , ππ‘ ) , π§Μ (π‘) = ππ0 ππ π§ + π∗ (0) πΉ (0, ππ‘ ) . (35) Equation (35) can be written in the abbreviated form as 1 π§Μ (π‘) = ππ0 ππ π§ + π (π§, π§) , , π0∗ (πΌ − πΆπ−ππ0 ππ + π΅ππ π−ππ0 ππ ) π0 (36) with (33) and (π∗ , π) = 1. π (π§, π§) = π20 π§2 π§2 π§2 π§ + π11 π§π§ + π02 + π21 + ⋅⋅⋅ . 2 2 2 (37) Noting that ππ‘ (π) = π(π‘, π) + π§(π‘)π(π) + π§(π‘)π(π), we have ππ‘ (−1) = ( (1) π01 π−ππ0 ππ π§ + π01 πππ0 ππ π§ + π20 (−1) −ππ0 ππ π02 π ππ0 ππ π§ + π02 π π§+ (2) π20 where π0 = (π01 , π02 )π . Therefore, from (26), we have π§2 π§2 π§2 π§ = πΉπ§2 + πΉπ§π§ π§π§ + πΉπ§ 2 + πΉπ§2 π§ + ⋅⋅⋅ . 2 2 2 (39) π20 = π02 = π11 = 0, 2 π01 π01 (40) π (0) ) π−ππ0 ππ . ππ π΅ ( 2 π02 π02 6 It is well known that the coefficient π1 (0) of third degree term of PoincareΜ normal form of (35) is given by (see [12]) π σ΅© σ΅©2 π1 (0) = (π20 π11 − 2σ΅©σ΅©σ΅©π11 σ΅©σ΅©σ΅© − 2π0 ππ π 1 σ΅©σ΅© σ΅©σ΅©2 σ΅©σ΅©π02 σ΅©σ΅© ) + 21 . (41) 3 2 Consequently, when π = π1π or π = π2π , (38) 2 ππ β ππ02 ππ β ππ02 + (βπ + ππ ) (2( ) − 1)] . ππ π2 + π02 π2 + π02 (43) Summarizing the above analysis, we have the following theorem. Theorem 7. For (22), the direction of Hopf bifurcation at π = πππ , π = 1, 2, π = 0, 1, 2, . . ., is supercritical (subcritical), and the bifurcating periodic solutions are asymptotically stable (unstable) when Re π1 (0) < 0 (Re π1 (0) > 0). 4. Global Hopf Bifurcation Analysis Our objective in this section is to obtain the global continuation of periodic solution bifurcating from the point (0, πππ ), π = 1, 2, π = 0, 1, 2, . . ., for (1) by using a global Hopf bifurcation theorem given by Krawcewicz et al. [14]. For the reader’s convenience, we copy (22), which is equivalent to (1), as follows π¦1Μ (π‘) − ππ¦2Μ (π‘ − 1) = −πππ¦1 (π‘) + πππ (π¦1 (π‘ − 1)) , πππ σ΅©2 σ΅© 12σ΅©σ΅©σ΅©σ΅©1 + (βπ + ππππ ) π−ππ0 πππ σ΅©σ΅©σ΅©σ΅© σΈ σΈ σΈ ), = Sign ππσΈ σΈ σΈ (0) ×[ Substituting the expression of πΉ(0, ππ‘ ) into (35) and comparing its coefficients with that of (36) give that π21 = π π∗0 π§2 π§2 (2) (2) + π11 + ⋅⋅⋅ (−1) (−1) π§π§ + π02 (−1) 2 2 SignRe π1 (0) def σΈ σΈ σΈ π§2 π§2 (1) (1) + π11 + ⋅⋅⋅ (−1) π§π§ + π02 (−1) 2 2 Hence we obtain πσΈ σΈ σΈ (0) πΉ (0, ππ‘ ) = ππ ππ‘3 (−1) + ⋅ ⋅ ⋅ 6 π1 (0) = (34) π (π‘, π) = ππ‘ (π) − 2 Re π§ (π‘) π (π) , then we have (1, −1)π ππ = π1π , π0 = { ππ = π2π , (1, 1)π (1, −1) ππ = π1π , ∗ π0 = { ππ = π2π , (1, 1) π= Now we compute the center manifold πΆ0 at ] = 0. Define (42) −ππ0 πππ × ππ (0) [1 + (βπ + ππππ ) π −ππ0 πππ ]π . π¦2Μ (π‘) − ππ¦1Μ (π‘ − 1) = −πππ¦2 (π‘) + πππ (π¦2 (π‘ − 1)) . (44) We have known that (44) undergoes a local Hopf bifurcation at the origin when π = πππ , π = 1, 2, π = 0, 1, 2, . . .. Now we 6 Abstract and Applied Analysis begin to show that each bifurcation branch can be continued with respect to the parameter π under certain conditions. To bring out the ideas in the results of subsequent part, it is convenient to introduce the following notations: By (44), (48), and (H1), we have that π’ (π‘π ) = π 2 2 |π| πΏ 2 |π| πΏ , ], ∑ π (π¦π (π‘π − 1)) ∈ [− π’ π=1 π π π = πΆ([−1, 0], R2 ), π = 1, 2, Σ = πΆπ{(π, π, π) : π is a π-periodic solution of (44)} ⊂ π × R+ × R+ , π’ (π‘2 ) − ππ’ (π‘2 − 1) β©½ π’ (π‘) − ππ’ (π‘ − 1) β©½ π’ (π‘1 ) − ππ’ (π‘1 − 1) . Μ π, π) : ππ Μ = ππΉ(π)}. Μ π = {(π, (50) Denote πΆ(0, ππ , 2π/π0 ππ ) the connected component of √(π2 (0, ππ , 2π/π0 ππ ) in Σ, where π0 = − ππ (π = 0, 1, 2, . . .) are defined by Lemma 6. π2 )/(1 − π2 ) and Lemma 8. Equation (44) has no periodic nonconstant solution when π = 0. Proof. Let π’(π‘) = π¦1 (π‘) + π¦2 (π‘). When π = 0, we from (44) have π [π’ (π‘) − ππ’ (π‘ − 1)] = 0. ππ‘ On one hand, we have π’ (π‘) β©½ ππ’ (π‘ − 1) + [π’ (π‘1 ) − ππ’ (π‘1 − 1)] β©½ π2 π’ (π‘ − 2) + π [π’ (π‘2 ) − ππ’ (π‘2 − 1)] + [π’ (π‘1 ) − ππ’ (π‘1 − 1)] π β©½ π2π π’ (π‘ − 2π) + ∑π2π−1 [π’ (π‘2 ) − ππ’ (π‘2 − 1)] π=1 π + ∑π2(π−1) [π’ (π‘1 ) − ππ’ (π‘1 − 1)] (45) Therefore, there exists π1 ∈ R such that β©½ π’ (π‘) = π1 + ππ’ (π‘ − 1) . (46) β©½ π−1 (47) π=0 π [π’ (π‘2 ) − ππ’ (π‘2 − 1)] 1 − π2 + Which implies that when π‘ ∈ [π, π + 1], we have π’ (π‘) = π1 ∑ ππ + ππ π’ (π‘ − π) . 1 [π’ (π‘1 ) − ππ’ (π‘1 − 1)] 1 − π2 2 |π| πΏ π π2 π’ (π0 ) − π’ (π0 ) . − 1 − π2 (1 + π) π 1 − π2 And on the other hand, we can obtain Hence we obtain limπ‘ → +∞ π’(π‘) = π1 /(1 − π). Let V(π‘) = π¦1 (π‘) − π¦2 (π‘). With the similar process as above, it is obtained that there exists π2 ∈ R such that limπ‘ → +∞ V(π‘) = π2 /(1 + π). Then the conclusion follows from limπ‘ → +∞ π¦1 (π‘) = (1/2)[π1 /(1 − π) + π2 /(1 + π)], and the proof is complete. π’ (π‘) β©Ύ − 2 |π| πΏ π2 π π’ (π ) − π’ (π0 ) . − 0 1 − π2 (1 + π) π 1 − π2 Proof. Let π(π‘) = (π¦1 (π‘), π¦2 (π‘))π be a periodic solution of (44) and π’(π‘) = π¦1 (π‘) + π¦2 (π‘). Then there exist π‘1 and π‘2 such that π’ (π‘1 ) − ππ’ (π‘1 − 1) = max [π’ (π‘) − ππ’ (π‘ − 1)] , π’ (π‘2 ) − ππ’ (π‘2 − 1) = min [π’ (π‘) − ππ’ (π‘ − 1)] , (48) π’ (π0 ) β©Ύ 1 − π2 2 |π| πΏ π2 [− π’ (π0 )] , − 1 + π − π2 (1 + π) π 1 − π2 2 |π| πΏ π’ (π ) β©½ . (1 + 2π) π together with π0 and π0 such that π’ (π0 ) = max+ π’ (π‘) , π‘∈R π’ (π0 ) = min+ π’ (π‘) , π‘∈R (49) Now we take the case −1/2 < π < 0 as an example, and it has the same result when 0 β©½ π < 1/2. (53) 0 Similarly, one can prove that π’ (π0 ) β©Ύ − 2 |π| πΏ . (1 + 2π) π (54) Which implies that − π‘∈R (52) It follows that Lemma 9. If |π| < 1/2, then all periodic solution of (44) are uniformly bounded. π‘∈R (51) π=1 2 |π| πΏ 2 |π| πΏ β©½ π’ (π‘) β©½ . (1 + 2π) π (1 + 2π) π (55) Let V(π‘) = π¦1 (π‘) − π¦2 (π‘). In the same way, it can be verified that 2 |π| πΏ 2 |π| πΏ − β©½ V (π‘) β©½ . (56) (1 + 2π) π (1 + 2π) π Then π¦1 (π‘) and π¦2 (π‘) are uniformly bounded, and the proof is complete. Abstract and Applied Analysis 7 1.2 0.5 0.5 0 0 −0.5 −0.5 −1 −1 −1.5 −1.5 1 0.8 0.6 0.4 0.2 0 −0.2 0 10 20 −2 10 0 π₯1 π₯2 (a) (b) −2 −0.5 20 0 0.5 1 (π₯1 , π₯2 ) (c) Figure 1: For system (1), the equilibrium (0, 0) is asymptotically stable when π = 0.55 < π0 ≈ 0.6378. 3 3 2 2 1 1 0 0 −1 −1 −2 −2 −3 −3 1 0.8 0.6 0.4 0.2 0 −0.2 −0.4 −0.6 4 2 −0.8 0 −1 0 50 100 0 50 π₯1 π₯2 (a) (b) 100 −5 −2 0 −4 5 (c) Figure 2: The system (1) undergoes a Hopf bifurcation at (0, 0), and the bifurcating periodic solution is asymptotically stable when π = 2.5 ∈ (π0 , π1 ). Lemma 10. If π < −π or π > π/π, then (44) has no periodic nonconstant solution of period 1, where π = min{πσΈ (−2|π|πΏ/(1 + 2π)π), πσΈ (2|π|πΏ/(1 + 2π)π)}. Proof. Let (π¦1 (π‘), π¦2 (π‘)) be a periodic solution to (44) of period 1. Then it is a periodic solution to the following system of ordinary differential equations: π’Μ1 (π‘) − ππ’Μ2 (π‘) = −πππ’1 (π‘) + πππ (π’1 (π‘)) , π’Μ2 (π‘) − ππ’Μ1 (π‘) = −πππ’2 (π‘) + πππ (π’2 (π‘)) , (57) where ⋅ denotes π/ππ‘. Denote πΊ = {π’ ∈ R2 : π’π ∈ [− 2 |π| πΏ 2 |π| πΏ , ] , π = 1, 2} . (1 + 2π) π (1 + 2π) π (58) 8 Abstract and Applied Analysis 4 4 3 3 2 2 1 1 0 0 0.2 −1 −1 −0.2 −2 −2 −3 −3 1 0.8 0.6 0.4 0 −4 0 1000 2000 −4 −0.4 −0.6 5 −0.8 0 −1 0 1000 π₯1 π₯2 (a) (b) −5 2000 0 5 −5 (c) Figure 3: The system (1) undergoes a Hopf bifurcation at (0, 0) with sufficiently large π = 50. Lemma 9 shows that the periodic solution of (44) belong to the region πΊ. Clearly, (57) is equivalent to π’Μ1 = Δ (π (π)) = Δ (0,π,π) (π (π)) = 0, π [−π (π’1 + ππ’2 ) + π (π (π’1 ) + ππ (π’2 ))] 1 − π2 = π (π’1 , π’2 ) , π [−π (π’2 + ππ’1 ) + π (π (π’2 ) + ππ (π’1 ))] 1 − π2 (61) σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨π (π) − ππ0 ππ σ΅¨σ΅¨σ΅¨ < π, σ΅¨ σ΅¨ def π’Μ2 = π > 0, πΏ > 0, and a smooth curve π : (ππ − πΏ, ππ + πΏ) → C, such that (59) for all π ∈ [ππ − πΏ, ππ + πΏ], where Δ is defined as (23), and π (ππ ) = ππ0 ππ , π Re(π(π)) σ΅¨σ΅¨σ΅¨σ΅¨ > 0. σ΅¨σ΅¨ σ΅¨σ΅¨π=ππ ππ (62) def = π (π’1 , π’2 ) , Then ππ ππ π + = [−2π + π (πσΈ (π’1 ) + πσΈ (π’2 ))] . (60) ππ’1 ππ’2 1 − π2 From (H2), it is easy to see that ππ/ππ’1 + ππ/ππ’2 < 0 when π < −π and ππ/ππ’1 + ππ/ππ’2 > 0 when π > π/π. Thus, the classical Bendixson’s criterion implies that (57) has no nonconstant periodic solution in the region πΊ, and the proof is complete. Up to now, we have prepared sufficiently to state the following global Hopf bifurcation results. Theorem 11. If |π| < 1/2 and either π < −π or π > π/π holds, then (44) has at least one periodic solution for π > ππ (π β©Ύ 1). Proof. First note that the stationary points (0, ππ , 2π/π0 ππ ) of (44) are nonsingular and isolate centers (see [14]) under the assumption |π| > π for each π > ππ (π β©Ύ 1). By (25), there exist Let σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ 2π σ΅¨σ΅¨σ΅¨σ΅¨ σ΅¨ Ωπ = {(π’, π) : 0 < π’ < π, σ΅¨σ΅¨π − σ΅¨ < π} . σ΅¨σ΅¨ π0 ππ σ΅¨σ΅¨σ΅¨σ΅¨ σ΅¨ (63) Clearly, if π − ππ β©½ πΏ and (π’, π) ∈ Ωπ such that Δ (0,π,π) (π’ + π2π/π) = 0, then π = ππ , π’ = 0, and π = 2π/π0 ππ . Moreover, if we put π»± (0, ππ , 2π π2π ) (π’, π) = Δ (0,π±πΏ,π) (π’ + ), π0 ππ π (64) at π = 1, we have, from Re πσΈ (ππ ) > 0, that the crossing number is πΎ1 (0, ππ , 2π 2π ) = degπ΅ (π»− (0, ππ , ) , Ωπ ) π0 ππ π0 ππ − degπ΅ (π»+ (0, ππ , 2π ) , Ωπ ) = −1. π0 ππ (65) Using the local Hopf bifurcation theorem for NFDE [14, Theorem 5.6], we conclude that the connected component Abstract and Applied Analysis 9 πΆ(0, ππ , 2π/π0 ππ ) through (0, ππ , 2π/π0 ππ ) in Σ is nonempty, and thus πΆ(0, ππ , 2π/π0 ππ ) is unbounded by the global Hopf bifurcation theorem given by Krawcewicz et al. [14, Theorem 5.14]. Lemma 9 implies that the projection of πΆ(0, ππ , 2π/π0 ππ ) onto the π-space is bounded. Meanwhile, the projection of πΆ(0, ππ , 2π/π0 ππ ) onto π-space is bounded below from Lemma 8. By the definition of ππ , we know that 2π < π0 ππ < 2 (π + 1) π, π β©Ύ 1, (66) under the assumptions that |π| > π and |π| < 1, which implies 1 2π < 1. < π + 1 π0 ππ (67) Applying Lemma 10, one has 1/(π + 1) < π < 1 if (π, π, π) ∈ πΆ(0, ππ , 2π/π0 ππ ) for π β©Ύ 1, when |π| < 1/2 and either π < −π or π > π/π holds. Thus in order for πΆ(0, ππ , 2π/π0 ππ ) to be unbounded, its projection onto the πspace must be unbounded. Consequently, the projection of πΆ(0, ππ , 2π/π0 ππ ) onto the π-space include [ππ , ∞) for π β©Ύ 1 when |π| < 1/2 and either π < −π or π > π/π holds. The proof is complete. Next we carry out some numerical simulations for (1). Let π(π₯) = arctan(π₯), and assume that π = 1.2, π = −3, and π = 0.2. From Lemma 4, it is obtained that π0 ≈ 2.8062 and π0 ≈ 0.6378. Accordingly, it is known that (0, 0) is asymptotically stable for π ∈ (0, π0 ) and unstable for π > π0 , and Hopf bifurcation at the origin occurs when π = π0 by Theorem 5. From Theorem 7, the direction of the Hopf bifurcation at π = π0 is supercritical, and the bifurcating periodic solutions are asymptotically stable. Furthermore, according to Theorem 11, (1) with this set of parameters has at least one periodic solution when π > ππ (π β©Ύ 1). The corresponding numerical simulation results are shown in Figures 1, 2, and 3. Acknowledgment This work is supported by the Fundamental Research Funds for the Central Universities, (no. DL11AB02). References [1] J. J. Wei and S. G. Ruan, “Stability and global Hopf bifurcation for neutral differential equations,” Acta Mathematica Sinica, vol. 45, no. 1, pp. 93–104, 2002. [2] C. Wang and J. Wei, “Hopf bifurcation for neutral functional differential equations,” Nonlinear Analysis: Real World Applications, vol. 11, no. 3, pp. 1269–1277, 2010. [3] Y. Qu, M. Y. Li, and J. 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