Predator Prey System with a stable periodic orbit 1st Session - Simple Analysis Systems Dynamics Study Group Ellis S. Nolley 11/7/2001 12/20/2001 Systems Dynamics Study Group 1 Topics • Overview – Simple Analysis – 1st session, 11/7/2001 – Rigorous Analysis – 2nd session, 11/27/2001 – Simulation Results – 3rd session, 12/11/2001 • Mathematical Model • Fixed Points • Stable Periodic Orbit Reference: McGehee & Armstrong, Journal of Differential Equations, 23, 30-52 (1977) 12/20/2001 Systems Dynamics Study Group 2 Model x = amount of prey, y = amount of predator g(x) dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] g(x) k g(x) is a growth function, g(x), monotonic non-increasing, dg(x)/dx <=0, g(0)>0 p(x) is predation function p(x), monotonic increasing, dp(x)/dx >0 , p(0)=0 12/20/2001 Systems Dynamics Study Group 3 x Fixed Points dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] 3 Fixed points: (x*,y*), (0,0), (k,0) (x*,y*) dy/dt = 0, dx/dt = 0 for (x*,y*) At dy/dt=0, y>0, then p(x*) = s/c, y*=x*g(x*)/p(x*) Assume Lim p(x) = a, as x-> inf+ 1) x* > s/c, otherwise there is no fixed point 2) y* > 0, in order to have a system 3) If there is a k, g(k)=0, then x* <k, So, we have a fixed point, (x*,y*), x*>0, y*>0 12/20/2001 Systems Dynamics Study Group 4 Fixed Points (Cont’d) dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] Let’s look at the slope on x=k dy/dx = (dy/dt)/(dx/dt) At x=k, g(k)=0 Recall: -s+cp(x*)=0, p’(x)>0, x*<k dy/dx (k) = y[-s+cp(k)]/[-yp(k)] = [-s+cp(k)] numerator >0 -p(k) denominator <0 dy/dx <0, slope is negative Since, -s+cp(x) >0, then delta y>0 (numerator) So, the vectors are coming in. 12/20/2001 Systems Dynamics Study Group y a (x*,y*) x k 5 Analysis at Fixed Points dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] (0,0) What happens at x=0 (y axis)? dy/dt= y(-s) <0 At y=0, (x axis), dx/dt=xg(x)>0 y So, (0,0) is a saddle point. (0,0) 12/20/2001 Systems Dynamics Study Group x 6 Analysis at Carrying Capacity dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] (k,0) At (k,0), g(k) = 0 dx/dt = xg(x) – yp(x) = xg(x) g(x) is monotonic non-increasing. For x<k, g(x) >0 For x>k, g(x)<0 y From p. 13, at x=k, [-s+cp(x)] > 0 So dy/dt = y[-s + cp(x)] > 0 for y>0, x=k x (k,0) is a saddle point 12/20/2001 Systems Dynamics Study Group k 7 Prey Isocline dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] y At the prey isocline, dx/dt = 0 y(0)=g(0)/p’(0) y= xg(x)/p(x) and goes through (k,0) and (x*,y*). To find y(0): by L’Hospital’s Rule, y(0) = [x g’(0) + g(0)]/p’(0) = g(0)/p’(0) > 0 (x*,y*) x k Recall: L’Hospitals Rule: if f(x) & g(x) both go to either 0 or infinity as x->a, Then lim f(x)/g(x)] = lim [df(x)/dx]/[dg(x)/dx], as x-> a 12/20/2001 Systems Dynamics Study Group 8 The Vector Space Since delta x<0 on y axis then delta x<0 near y axis. Since delta x>0 near x=k, then vector is up near x=k Vectors can only turn around at the critical pt. At x=x* above y*, dx/dt<0 At x=x* below y*, dx/dt>0 Left of x*, dy/dt<0 because p is an increasing function & crosses zero at p(x*) Right of x*, dy/dt > 0 (x*,y*) is unstable if tangent is positive. Pick a line tangent to dy/dx at (k,x**) All vectors cross it inward 12/20/2001 Systems Dynamics Study Group dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] y (k,x**) (x*,y*) k x 9 Periodic Orbit y • Fixed points are unstable. • All vectors enter the region and move away from the boundary. • Stable periodic orbit exists around the unstable fixed point. dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] (k,x**) (x*,y*) x k 12/20/2001 Systems Dynamics Study Group 10 Next Session dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] Simple Mathematics – 1st session Rigorous Mathematics – 2nd session, 11/27 Simulation Results – 3rd session 12/20/2001 Systems Dynamics Study Group 11 Thank you! 12/20/2001 Systems Dynamics Study Group 12 Predator Prey System with a stable periodic orbit 2nd Session - Rigorous Analysis Systems Dynamics Study Group Ellis S. Nolley 11/27/2001 12/20/2001 Systems Dynamics Study Group 13 Topics • Overview – Simple Analysis – 1st session, 11/7/2001 – Rigorous Analysis – 2nd session, 11/27/2001 – Simulation Results – 3rd session, 12/11/2001 • Mathematical Model • Fixed Points & Eigenvalues • Poincare-Bendixon Theorem 4 key slides: #23 – 26 12/20/2001 Systems Dynamics Study Group 14 References • McGehee & Armstrong, Journal of Differential Equations, 23, 30-52 (1977) • Morris Hirsch & Stephen Smale, Differential Equations, Dynamical Systems and Linear Algebra, 1974, Academic Press Ch 3-5, Linear Systems, Eigenvalues & Exponentials of Operators Ch 9-12, Stability, Differential Equations on Electrical Systems, Poincare-Bendixon Theorem, Ecology • Michael Spivak, Calculus on Manifolds, 1965, W.A Benjamin • Raghavan Narasimhan, Analysis on Real & Complex Manifolds, 1968, NorthHolland Publishing Company 12/20/2001 Systems Dynamics Study Group 15 Where to find these References Vincent Hall, 206 Church Street, Mpls, MN 55455 Mathematics Library, Vincent Hall, 3rd Floor, University of MN http://onestop.umn.edu/Maps/VinH/VinH-map.html 12/20/2001 Systems Dynamics Study Group 16 Model x = amount of prey, y = amount of predator dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] g(x) g(x) is a growth function, g(x), monotonic non-increasing, dg(x)/dx <=0, g(0)>0 p(x) is predation function p(x), monotonic increasing, dp(x)/dx >0 , p(0)=0 12/20/2001 Systems Dynamics Study Group g(x) k 17 x Jacobian & Eigenvalue Review dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] z’(t) = f(z) = [f1(z1,…zn), …, fn(z1…,zn)] Note above: z1=x, z2=y, f1(z)=xg(x)-yp(x), f2(z)=y[-s+cp(x)] dF(z,t)/dt = f(z); F(n)(z)=dnF(z)/dzn,n=0, … ∞; F(0)(z)=F(z) If z є B(z0,ε) ={z|z-z0|<ε}, then the Taylor Series is: F(z) = k=0∞Σ F(k)(z0)(z-z0)k/k! = F(z0)+ k=0∞Σ f(k)(z0)(z-z0)k+1/(k+1)! where f(k)(z0) = [∂kf1(z1,..,zn)/∂z1k, … , ∂kf1(z1,..,zn)/∂znk] | … | (z0,1,…,z0,n) [∂kfn(z1,..,zn)/∂z1k, … , ∂kfn(z1,..,zn)/∂znk] f(k)(z0) is the kth derivative of f(z0), f(1)(z0) is the Jacobian 12/20/2001 Systems Dynamics Study Group 18 Eigenvalues determine stability dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] dz/dt = f(z) If origin, is a fixed point, 0=(01, … ,0n) then F(0)=0, f(0)=0 Note, if z0 is a fixed point of f(z), f*(z) = f(z+z0)-z0 has 0 as fixed point. y dz/dt=f(z), eigenvalues λ are solution of (0,0) det [f(1)(z)-λI]=0 evaluated at fixed point z0 where I is identity matrix. 12/20/2001 Systems Dynamics Study Group x 19 Eigenvalues (Cont’d) f(1)(z0) = [g(x0)+x0g’(x0)-y0p’(x0), [cy0p’(x0), dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] dz/dt = f(z) p(x0)] -s+cp(x0)] det [f(1)(z0)-λI] = 0 = det [g(x0)+x0g’(x0)-y0p’(x0)-λ, p(x0)] [cy0p’(x0), -s+cp(x0)-λ] (g(x0)+x0g’(x0)-y0p’(x0)-λ) (-s+cp(x0)-λ) – cy0p’(x0)p(x0) = 0 z0 is stable z0 is unstable 12/20/2001 if max (Re(λk), k=1, … , n) < 0 if max (Re(λk), k=1, … , n) > 0 Systems Dynamics Study Group 20 Why Re λ determines stability dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] dz/dt = f(z) z’ = f(z); f(z0)=0, z0 fixed point, λk eigenvalues. Suppose λj has Re λj >0. Pick z close to z0 f(z) = k=0∞Σ f(k)(z0)(z-z0)k/k! = f(z0) + f(1)(z0)(z-z0) + … Taylor Series ~ f(1)(z0) (z-z0) = (z-z0)Σckλk ; d f(z)/z ~ Σckλk dt ln f(z) ~ Σckλkt; f(z) ~ c*eΣλkt |f(z)| ~ |c*| |eλjt| |eΣλkt|; λ = Re λ + i Im λ ; |ei w|= |Cos(Im w) + i Sin(Im w)| = 1 lim |f(z)| ~ lim(|c*| |eRe(λj)t | |eΣλkt|) as t-> ∞ Then, |eRe(λj)t | -> large because Re λj >0 So, z0 is an unstable fixed point. If all Re λj <0, then lim |f(z)| ->0 as t-> ∞ So, z0 is a stable fixed point. 12/20/2001 Systems Dynamics Study Group 21 dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] dz/dt = f(z) Fixed Points det [f(1)(z0)-λI] = (g(x0)+x0g’(x0)-y0p’(x0)-λ) (-s+cp(x0)-λ) – cy0p’(x0)p(x0) = 0 dx/dt = xg(x) – yp(x) = 0 dy/dt = y[-s + cp(x)] = 0 y 1. (0,0), 2. (k,0), 3. (x*,y*), 12/20/2001 p(0) = 0 g(k) = 0 0<x*<k, (x*,y*) y*>0 Systems Dynamics Study Group k 22 x dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] dz/dt = f(z) (0,0) det [f(1)(z0)-λI] = (g(x0)+x0g’(x0)-y0p’(x0)-λ) (-s+cp(x0)-λ) – cy0p’(x0)p(x0) = 0 (g(x0)+x0g’(x0)-y0p’(x0)-λ) (-s+cp(x0)-λ) – cy0p’(x0)p(x0) = 0 x0=y0=p(x0)=0 (g(0)-λ)(-s-λ)=0 λ=g(0),-s; y λ1= g(0) > 0, corresponds to x axis λ2= -s < 0 , corresponds to y axis (0,0) x (0,0) is unstable 12/20/2001 Systems Dynamics Study Group 23 dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] dz/dt = f(z) (k,0) det [f(1)(z0)-λI] = (g(x0)+x0g’(x0)-y0p’(x0)-λ) (-s+cp(x0)-λ) – cy0p’(x0)p(x0) = 0 (g(x0)+x0g’(x0)-y0p’(x0)-λ) (-s+cp(x0)-λ) – cy0p’(x0)p(x0) = 0 Note: x0=k, y0=g(k)=0 (kg’(k)-λ)(-s+cp(k)-λ)=0 λ=kg’(k), -s+cp(k); recall g’(x) < 0, Note: -s+cp(x*)=0, x*<k, p’(x) > 0, p(x*) < p(k) -s+cp(k) > 0 y λ1= kg’(k) < 0, corresponds to x axis λ2= -sp(k) > 0, corresponds to y axis (k,0) is unstable x k 12/20/2001 Systems Dynamics Study Group 24 dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] dz/dt = f(z) (x*,y*) det [f(1)(z0)-λI] = (g(x0)+x0g’(x0)-y0p’(x0)-λ) (-s+cp(x0)-λ) – cy0p’(x0)p(x0) = 0 (g(x0)+x0g’(x0)-y0p’(x0)-λ) (-s+cp(x0)-λ) – cy0p’(x0)p(x0) = 0 Note: -s+cp(x0)=0; x0=x*, y0=y* (g(x*)+x*g’(x*)-y*p’(x*)-λ)(-λ) – cy*p’(x*)p(x*) = 0 λ2 - [g(x*)+x*g’(x*)-y*p’(x*)]λ – cy*p’(x*)p(x*) = 0 B C>0 λ = (B +/– sqrt(B2 + 4C))/2 Note: slope of prey isocline, (dy/dt) at (x*,y*) = d(dx/dt)dx = g(x)+xg’(x)-yp’(x) = B If B > 0, (x*,y*) is unstable λ1 = [B – sqrt(B2 + 4C)]/2 < 0 λ2 = [B + sqrt(B2 + 4C)]/2 > 0 If B < 0, (x*,y*) is stable. λ1 = [B – sqrt(B2 + 4C)]/2 < 0 λ2 = [B + sqrt(B2 + 4C)]/2 < 0 12/20/2001 Systems Dynamics Study Group y (k,x**) B>0 (x*,y*) x k 25 Poincaré-Bendixon dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] Theorem: A nonempty compact limit set of a C1 planar dynamical system, which contains no equilibrium point, is a closed orbit. compact limit set – The limit of a closed bounded set when mapped through time. Since it is the limit set, it is stable. y B>0 C1 – has a continuous first derivative (x*,y*) x k 12/20/2001 Systems Dynamics Study Group 26 dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] Poincaré-Bendixon Rationale F(z+,t1)=z+1=(x1,y1) F(z+,t2)=z+2=(x2,y2) lim z+k -> z, as k->∞ – =(x ,y ) )=z 1 1 1 1 F(z–,t2)=z–2=(x2,y2) lim F(z–k) -> z-, as z- <= z y Z+2 Z Z–2 Z–1 Z+1 B>0 F(z–,t k->∞ x (perhaps more than one periodic orbit?) 12/20/2001 Systems Dynamics Study Group 27 y Summary B>0 dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)], (x*,y*) x s>0, c>0 k g(x) is a growth function, g(x), monotonic non-increasing, g’(x) <=0, g(0)>0, g(k)=0 p(x) is predation function p(x), monotonic increasing, p’(x) >0 , p(0)=0 (x*,y*) fixed point, x*>0, y*,>0 => x*g(x*)-y*p(x*)=0; -s+cp(x*)=0 B = g(x*)+ x*g’(x*)-yp’(x*) > 0 Then, the dynamical system has a stable periodic orbit. 12/20/2001 Systems Dynamics Study Group 28 Thank you! 12/20/2001 Systems Dynamics Study Group 29 Predator-Prey System with a stable periodic orbit Systems Dynamics Study Group 3rd Session – Simulation Results Ellis S. Nolley 12/20/2001 12/20/2001 Systems Dynamics Study Group 30 References • McGehee & Armstrong, Journal of Differential Equations, 23, 30-52 (1977) • Vensim ® PLE software (free for educational use) www.vensim.com/download.html • Vensim Tutorial by Craig Kirkwood, Arizona State University www.public.asu.edu/~kirkwood/sysdyn/SDRes.htm • Vensim User Guide www.vensim.com/ffiles/venple.pdf 12/20/2001 Systems Dynamics Study Group 31 Topics • Overview – Simple Analysis – 1st session, 11/7/2001 – Rigorous Analysis – 2nd session, 11/27/2001 – Simulation Results – 3rd session, 12/11/2001 • • • • Model Parameters Simulation Results Vensim Techniques Bifurcation • Extra: Mathematics of Parameter Selection 12/20/2001 Systems Dynamics Study Group 32 y Model dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)], B>0 (x*,y*) s>0, c>0 x k g(x) is a growth function, g(x), monotonic non-increasing, g’(x) <=0, g(0)>0, g(k)=0 p(x) is predation function p(x), monotonic increasing, p’(x) >0 , p(0)=0 (x*,y*) fixed point, x*>0, y*,>0 => x*g(x*)-y*p(x*)=0; -s+cp(x*)=0 B = g(x*)+ x*g’(x*)-yp’(x*) > 0 Then, the dynamial system has a stable periodic orbit. 12/20/2001 Systems Dynamics Study Group 33 dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] Model Parameters g(0)>0, g’(x)<0 p(0)=0, p’(x)>0, B>0 g(x) = a0+a1x, x*~147.4, a0=54, a1= -0.15 p(x) = b ln(x+1), b=4, s=200, c=10 g(0) = 54>0, p(0) = 0, g’(x)= -0.15<0 p’(x) = b/(x+1)>0 B= g(x)+xg’(x)-xg(x)p’(x)/p(x), for x=x*, p(x*)=s/c ~ 54+2(-0.15)147.4+4(1)[54-0.15(147.4)]/(200/10) since x/(x+1) ~ 1 ~ 54 - 44.2 - 6.4 = 3.4 > 0 12/20/2001 Systems Dynamics Study Group 34 Inside Orbit X & Y Log Inside: time 0 - 40 400 300 200 100 0 Time Series of first 3 Periods 0 100 200 300 X - Prey 400 Amount X & Y Y - Predator 500 120 100 80 60 40 20 0 x y 0 0.5 1 1.5 2 2.5 Time 12/20/2001 Systems Dynamics Study Group 35 Outside Orbit X & Y Log Outside: time 0 - 40 400 300 200 100 0 400 X - Prey Time Series of first 2 Periods 500 400 300 200 100 0 0.96 0.88 0.8 0.72 0.64 0.56 0.48 0.08 0 x y 0.4 300 0.32 200 0.24 100 0.16 0 Amount X & Y Y - Predator 500 Time 12/20/2001 Systems Dynamics Study Group 36 Inside & Outside Orbits X & Y Log Inside: time 0 - 40 500 Y - Predator X & Y Log Outside: time 0 - 40 400 Y - Predator 500 300 200 100 400 0 0 100 200 300 400 X - Prey 300 200 100 0 0 100 200 300 400 X - Prey 12/20/2001 Systems Dynamics Study Group 37 Combined Inside & Outside Orbits LogOutside: Inside: time XX&&YYLog time00- -40 40 Y - Predator 500 500 400 400 300 300 200 200 100 100 00 00 100 200 300 300 400 400 X - Prey 12/20/2001 Systems Dynamics Study Group 38 Vensim Model Layout 12/20/2001 Systems Dynamics Study Group dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] 39 g(x) 12/20/2001 Systems Dynamics Study Group 40 p(x) 12/20/2001 Systems Dynamics Study Group 41 dx/dt 12/20/2001 Systems Dynamics Study Group 42 x 12/20/2001 Systems Dynamics Study Group 43 dy/dt 12/20/2001 Systems Dynamics Study Group 44 y 12/20/2001 Systems Dynamics Study Group 45 Other Vensim Techniques • Select Runge Kutta Integration (RK4). • Select initial points (x,y)=(1,1) for an outside orbit and (x,y)=(125,200) for an inside orbit. • Select 0.005 for a step size in Model/Settings • Select a custom graph/table to export to Excel – Control Panel, Graphs, New, Name title, select variables x & y, click on scale between them – Click on As Table, click on “running down” – Click on Ok, close 12/20/2001 Systems Dynamics Study Group 46 Run and Export Text File • • • • Click on Run Simulation Click on Control Panel Click on graph name, click on Display Click on File, then Save As 12/20/2001 Systems Dynamics Study Group 47 Import Text File into Excel • Run Excel • Click Open, select txt type, select file, click Open, Finish. • Click on Chart Wizard, XY (scatter), click on Data Source icon (to right of data range), click and drag over x & y data, click on Data Source icon, complete the chart. • Create a time series chart using t,x,y data the same way as above, dragging over several periods of data. • Then, alter step size and initial points in Vensim • Create other charts for parameter changes by edit/copy sheet, run new simulation & copy/paste simulation data onto new sheet’s data region 12/20/2001 Systems Dynamics Study Group 48 Example Excel Result 12/20/2001 Systems Dynamics Study Group 49 dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] 12/20/2001 Bifurcation Systems Dynamics Study Group g(0)>0, g’(x)<0 p(0)=0, p’(x)>0, B>0 50 a0=54 X & Y Log Outside: time 0 - 40 500 500 400 400 Y - Predator Y - Predator X & Y Log Outside: time 0 - 40 300 200 100 300 200 100 0 0 0 100 200 300 0 400 100 X & Y Log Outside: time 0 - 40 a0=40 Y - Predator 200 150 100 50 0 100 200 300 400 350 300 250 200 150 100 50 0 0 X - Prey 12/20/2001 400 300 X & Y Log Outside: time 0 - 40 a0=49.7 250 0 200 X - Prey X - Prey Y - Predator a0=51 100 200 300 400 X - Prey Systems Dynamics Study Group 51 Projection of Stable Attractor onto X Axis x Actual boundary shape is not described ~ 147.4 a0 ~ 22.1 12/20/2001 ~ 49.7 Systems Dynamics Study Group 52 dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] g(0)>0, g’(x)<0 p(0)=0, p’(x)>0 Summary • Generalized Lotka-Volterra Predator-Prey Model • Internal Fixed Point (x*,y*) – Stable when B<0 – Unstable, surrounded by Stable Periodic Orbit when B>0 • • • • Existence Proof Simulation Results Vensim techniques Bifurcation y B>0 (x*,y*) x k 12/20/2001 Systems Dynamics Study Group 53 Another Reference • C. Neuhauser, “Mathematical Challenges in Spatial Ecology,” Notices of the American Mathematical Society, 48, 1304-1314 (Dec 2001) http://www.ams.org/notices/200111/fea-neuhauser.pdf University of Minnesota, EEB dept of CBS 12/20/2001 Systems Dynamics Study Group 54 Predator-Prey models Competition Typical Competition Beliefs • • • • • • Survival of the fittest Competition develops excellence Diversity increases stability Complexity decreases stability One competitor per niche Good designs stabilize desirable behavior and destabilize undesirable behavior What are likely outcomes of well defined systems? What systems produce specific outcomes? 12/20/2001 Systems Dynamics Study Group 55 Thank you! 12/20/2001 Systems Dynamics Study Group 56 Extra Mathematics of Parameter Selection 12/20/2001 Systems Dynamics Study Group 57 dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] Polynomials g(0)>0, g’(x)<0 p(0)=0, p’(x)>0, B>0 Recall that any continuous function within a closed bounded region can be uniformly approximated by polynomials. (Stone-Weierstrauss) Let g(x) ε R(m), p(x) ε R(n) real polynomials of degree m & n g(x)=0Σmakxk, a0>0, a1<0, am<0, since g(0)>0, g’(x)<0 for x>0 p(x)= 1Σnbkxk, b0=0, b1>0, bn>0, since p(0)=0, p’(x)>0 for x>0 B= g(x)+xg’(x)-xg(x)p’(x)/p(x), for x=x* + = 0Σmakxk+x(1Σmkakxk-1)-(0Σmakxk)(1Σnkbkxk)/(1Σnbkxk) = 0Σmakxk+1Σmkakxk -(0Σmakxk)(1Σnkbkxk)/(1Σnbkxk) = a0[1-(1Σnkbkxk)/(1Σnbkxk)]+ 1Σmkakxk -(1Σmakxk)(1Σnkbkxk)/(1Σnbkxk) Note: if aj<0 for all j>0 & bk>0 for all k>0, then (1Σnkbkxk)/(1Σnbkxk)>1, then B<0. Then, no stable periodic orbit exists. Therefore, if there is a stable periodic orbit, then aj>0 for some j:1< j <m or and its polynomial has deg >= 3 12/20/2001 bk<0 for some k:1< k <n, Systems Dynamics Study Group 58 dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] Log (Ln) g(0)>0, g’(x)<0 p(0)=0, p’(x)>0, B>0 g(x)= 0Σmakxk , a0>0, a1<0, am<0, p(x)=b ln(x + 1), B= g(x)+xg’(x)-xg(x)p’(x)/p(x), for x=x* = 0Σmakxk+1Σmkakxk -(0Σmakxk)(xb/(x+1))/(s/c), since p(x*)=s/c = a0(1- (cb/s)[x/(x+1)])+ 1Σmakxk+1Σmkakxk –(cb/s)[x/(x+1)](1Σmakxk) = a0(1- (cb/s)[x/(x+1)])+ 1Σmak(1+k-(cb/s)[x/(x+1)])xk x*= e[s/(bc)] - 1 y*= xg(x)/p(x) = (0Σmakxk+1 )/(s/c) = (0Σmakxk+1 )(c/s) Let g(x) = a0+a1x, ao>0, a1<0, p(x) = b ln(x +1), p,c>0, p(0)=0 Find x=x*, s/c = b ln(x +1), x*= e[s/(bc)] - 1 y*= (a0x+a1x2 )(c/s) 12/20/2001 Systems Dynamics Study Group 59 dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] Log (Cont’d) g(0)>0, g’(x)<0 p(0)=0, p’(x)>0, B>0 B= g(x)+xg’(x)-xg(x)p’(x)/p(x), for x=x* = a0 + a1x + a1x – x(a0 + a1x)b/[x+1] /(b [ln (x+1)]) = a0 (1-(cb/s)[x/(x+1)]) + 2a1x - [(a0 + a1x)b[x/(x+1)]/(s/c)], since p(x*)=s/c = a0 (1-(cb/s)[x/(x+1)]) + a1x(2-(cb/s)[x/(x+1)]) > 0, a0 > - a1x[(2s-cb)[x/(x+1)]/s][s/(s-cb[x/(x+1)])] a0 > - a1x[(2s-cb[x/(x+1)])/(s-cb[x/(x+1)])] 2s>cb[x/(x+1)] and s>cb[x/(x+1)] => s>cb[x/(x+1)] or 2s<cb[x/(x+1)] and s<cb[x/(x+1)] => s<(cb/2)[x/(x+1)] Selecting Model Parameters 1) Select s,c,b so that s > cb>cb[x/(x+1)], since x<x+1 2) Find x* = e[s/(bc)] - 1 3) Select a0, a1 so that a0 > - a1x[(2s-cb[x/(x+1)])/(s-cb[x/(x+1)])] 4) Verify y* = (a0x+a1x2 )(c/s) >0 5) Verify that B>0 12/20/2001 Systems Dynamics Study Group 60 dx/dt = xg(x) – yp(x) dy/dt = y[-s + cp(x)] Log (Cont’d) g(0)>0, g’(x)<0 p(0)=0, p’(x)>0, B>0 Model Parameter Selections 1) b=4, c=10, s > bc=40, Let s=200 2) x* = e[200/(4*10)] –1 = e 5 –1 ~ 148.4 – 1 = 147.4 3) a0 > - a1x(2s-cb[x/(x+1)])/(s-cb[x/(x+1]) = - a1*147.4(2*200 - 40[1])/(200 - 40[1]) , since [x/(x+1)]~1 = - a1*147.4(360/160), = - a1(332.7) let a1= -0.15, a0 > 49.7 , Let a0 > 54 4) y* = x*g(x*)/p(x*) = 147.4(200-0.15*147.4)/(200/10) = ~ 235.0 > 0 5) B = g(x) + xg’(x) – xg(x)p’(x)/p(x) = = (a0+a1x) + 2a1x – b[x/(x+1)] (a0+a1x) = [54 – 0.15(147.4)] + 4(-0.15)[54 – 0.15(147.4)] , since [x/(x+1)]~1 = 54 – 44.2 – 6.4 = 3.4 > 0 12/20/2001 Systems Dynamics Study Group 61 Thank you! 12/20/2001 Systems Dynamics Study Group 62