Oscillations and Stability Due to Juvenile Competitive ... · LI©MATH. UAH. EDU. Abstract--The...

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Computers Math. Applic. Vol. 32, No. 11, pp. 57-70, 1996 Pergamon Copyright©1996 Elsevier Science Ltd Printed in Great Britain. All rights reserved PlI: S0895-1221(96){}{}197-6 0898-1221/96 $15.00 + 0.00 Oscillations and Stability Due to Juvenile Competitive Effects on Adult Fertility T. KOSTOVA i Institute of Mathematics and Computer Science Bulgarian Academy of Sciences, Sofia 1113, Bulgaria TANYA©ISCBG. ACAD. BG. J. LI 2 Department of Mathematical Sciences, University of Alabama at Huntsville Huntsville, AL 35899, U.S.A. LI©MATH. UAH. EDU. Abstract--The case of juvenile versus adult competitive effects on adult fertility in an age- dependent population dynamics model introduced by Cushing and Li [1] is considered. It is shown that stronger juvenile competition stabilises the model, while low sensitivity of adult fertility to juve- nile cohort sizes leads to destabilisation and oscillatory solutions. As a special case, there is included a form of Gurtin-MacCamy's equation for which no Hopf bifurcations are possible. We have tried to maintain a certain balance between analytical and numerical methods of investigation. The paper contains, therefore, a considerable amount of numerically computed illustrations. Keywords--Age-structured equations, Population dynamics, Stability, Hopf bifurcation, Oscilla- tory solutions. 1. THE MODEL EQUATIONS In 1991, Cushing and Li formulated the following continuous juvenile versus adult competition model [1]: -~t (a,t) + -~a (a,t) + ~ (a,J(t) + ~/A(t)) p(a,t) = 0, (1.1) /? p(O, t) = r /3 (a, aJ(t) + A(t)) p(a, t) da, (1.2) J with 61 = 06(a, x) > 0, /31 = __0/3(a' x) < 0, /3(a, W) = 0, for 0 < a < aj, (1.3) Ox - Ox - - where 6 > 0 and/3 > 0 are, respectively, mortality and fertility rates; aj is a maximal juvenile age before which an individual is infertile. /0 /? J(t) = p(a, t) da, A(t) = p(a, t) da (1.4) J are total population numbers of juveniles and adults, respectively; a > 0 and ~/> 0 are parameters measuring the competition between juveniles and adults so that an increase in a means that the 1The author was supported by Grant MM-437/94 of the NRF of the Bulgarian Ministry of Education, Science and Technology and by NSF Grant INT-9412284. 2Research partially supported by NSF Grant INT-9412284. Typeset by ~4A~S-TEX ,v.-o 57

Transcript of Oscillations and Stability Due to Juvenile Competitive ... · LI©MATH. UAH. EDU. Abstract--The...

Page 1: Oscillations and Stability Due to Juvenile Competitive ... · LI©MATH. UAH. EDU. Abstract--The case of juvenile versus adult competitive effects on adult fertility in an age- dependent

Computers Math. Applic. Vol. 32, No. 11, pp. 57-70, 1996 P e r g a m o n Copyright©1996 Elsevier Science Ltd

Printed in Great Britain. All rights reserved

P l I : S0895-1221(96){}{}197-6 0898-1221/96 $15.00 + 0.00

Osci l lat ions and Stabi l i ty D u e to Juveni l e C o m p e t i t i v e Effects on Adul t Ferti l i ty

T . KOSTOVA i Ins t i tu te of Mathemat ics and Compute r Science

Bulgar ian Academy of Sciences, Sofia 1113, Bulgar ia TANYA©ISCBG. ACAD. BG.

J . LI 2 Department of Mathematical Sciences, University of Alabama at Huntsville

Huntsville, AL 35899, U.S.A. LI©MATH. UAH. EDU.

A b s t r a c t - - T h e case of juvenile versus adult competitive effects on adult fertility in an age- dependent population dynamics model introduced by Cushing and Li [1] is considered. It is shown that stronger juvenile competition stabilises the model, while low sensitivity of adult fertility to juve- nile cohort sizes leads to destabilisation and oscillatory solutions. As a special case, there is included a form of Gurtin-MacCamy's equation for which no Hopf bifurcations are possible. We have tried to maintain a certain balance between analytical and numerical methods of investigation. The paper contains, therefore, a considerable amount of numerically computed illustrations.

K e y w o r d s - - A g e - s t r u c t u r e d equations, Population dynamics, Stability, Hopf bifurcation, Oscilla- tory solutions.

1. T H E M O D E L E Q U A T I O N S

In 1991, Cushing and Li formulated the following continuous juvenile versus adult competition model [1]:

-~t (a,t) + -~a (a,t) + ~ (a,J(t) + ~/A(t)) p(a,t) = 0, (1.1)

/? p(O, t) = r /3 (a, aJ(t) + A(t)) p(a, t) da, (1.2) J

with

61 = 06(a, x) > 0, /31 = __0/3(a' x) < 0, /3(a, W) = 0, for 0 < a < aj, (1.3) Ox - Ox - -

where 6 > 0 and/3 > 0 are, respectively, mortality and fertility rates; aj is a maximal juvenile age before which an individual is infertile.

/0 /? J(t) = p(a, t) da, A(t) = p(a, t) da (1.4) J

are total population numbers of juveniles and adults, respectively; a > 0 and ~/> 0 are parameters measuring the competition between juveniles and adults so that an increase in a means that the

1The author was supported by Grant MM-437/94 of the NRF of the Bulgarian Ministry of Education, Science and Technology and by NSF Grant INT-9412284. 2Research partially supported by NSF Grant INT-9412284.

Typeset by ~4A~S-TEX

, v . - o 57

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58 T. KOSTOVA AND J. LI

relative density effects of juveniles versus adults on adult fertility are increased, while an increase in 7 means that the relative density effects of adults versus juveniles on juvenile survival are increased; and r is the expected number of offspring per lifetime per adult at low population levels (technically at x = 0 or zero population level). It is assumed that the normalisation

fa ° 0)H(a, 0) da = 1 (1 ~5~ J

holds, where II is the probability of survival,

I I ( a , x ) = e x p ( - / o a 6 ( s , x ) d s ) .

With regard to the existence of equilibria, the results of [2] imply that there is an unbounded continuum of positive equilibria pairs (r, Pe) of (1.1) and (1.2) which bifurcates from the trivial equilibrium pair (r, Pe) = (1, 0). Also if

either 5z(a,O) ~ O, or /3x(a,O) ~ O, (1.6)

on an age interval of positive measure, i.e., if density effects are truly present at least in some age categories, then the equilibrium bifurcation is supercritical, and hence, locally stable. That is to say, there exist stable positive equilibria for r greater than, but near 1. Moreover, there exist no positive equilibria for r < 1, in which case, Pe - 0 is stable. The positive steady state for values of r > 1 and away from 1 may become unstable and the solutions may then exhibit oscillatory or chaotic behavior.

In this trend of thought, a very intriguing question connected with the effects of intraspecific competition on the variation in time of the total population size is the existence of oscillatory behavior, or in terms of the model, of the existence of oscillatory solutions for certain set of values of the competition parameters a , 7.

A special aspect of the problem is whether for the model of Gurtin and MacCamy [3], which is obtained in absence of competition (i.e., for a = 7 = 1), Hopf bifurcation phenomena are possible, i.e., given r > 1, and a respective positive steady state pe(a), does the characteristic equation of the linearisation of (1.1), (1.2) possess purely imaginary zeros? For the case when only adult fertility is density dependent the last question is answered negatively.

The existence of totally oscillatory solutions (as defined in Section 4) is demonstrated and the stability of the positive steady state is investigated for the following age-dependent intraspecific competition model. We consider the so-called "realistic case" with juvenile competitive effects on adult fertility, i.e., the one with individuals with a finite life span A,

II (A) = e- f : ~(s)ds = 0, (1.7)

with density independent death rate,

x ) =

such that inf 5(a) = 5in f > 0, (1.8)

and birth rate independent of age in the fertility age-interval,

f f / (x )>O, a > a l , f~(a, X)

0, otherwise,

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Oscillations and Stability 59

and such that ff(x) < 0 and r lim /~(x) < 6inf. (1.9)

X ---~OO

All the conditions on 6 and ~ are physically meaningful and not artificially restrictive. While condition (1.8) is intuitively clear to the point that it may be a necessary one, condition (1.9) means tha t the birth rate falls with the increase of density to a value less than the minimal death rate, which also sounds intuitively right. That the birth rate is independent of age in the fertility age window, may look confusing, but it may also be true, at least for lower organisms.

If we denote W = aJ( t ) + A(t),

then the juvenile competitive effect on the birth rate is expressed by

Z = ~(W) = Z ( a J + A),

i.e., juvenile vs. adult competition is only by means of juvenile influence on adult fertility. The parameter a measures the sensitivity of the adult fertility towards the size of the juvenile class. The larger a is, the stronger impact the juvenile class has on the size of the whole population. The smaller a is, the weaker the effect of the juvenile size on the growth of the total population due to births. Intuitively, the first (large a) seems true for humans and other living creatures who take care for their young and the second alternative (small a) is possible in populations where the new generation is left to itself immediately after birth.

Because of assumption (1.9), the positive steady state is unique. We prove in this paper that if a >_ 1 (with a = 1, this includes the Gurtin and MacCamy

model), the unique positive steady-state solution is asymptotically stable. We prove that if pe(a) is unstable, then there exist sustained totally oscillatory solutions, i.e., ones whose total population size exhibits sustained oscillations. We illustrate by numerical examples that values of a less than 1 can be easily obtained such that the positive steady state becomes unstable and sustained totally oscillatory solutions become possible.

Our methodological objective is to keep a balance between analytical and computational meth- ods of investigation. We would like to stress that the numerical calculations played a significant role in the development of the theoretical part of the paper. That A1 preserves its sign for # > 0, v > 0 (see Section 3) was first observed numerically, and later proved to obtain Theorem 1. Section 5 contains an abundance of numerically calculated solutions whose total population sizes exhibit oscillatory behavior. These show clearly not only the existence of a stable periodic so- lution emerging via Hopf bifurcation, but also the possible existence of a global attractor in the case of an unstable positive steady state.

These conjectures which need a theoretical justification were formed thanks to the evidence obtained through our accurate numerical computations.

2. T H E C H A R A C T E R I S T I C E Q U A T I O N

Consider equation (1.1), (1.2) with (1.7)-(1.9). The resulting partial differential equation (1.1) is linear and has equilibrium solutions

pe(a) = pe(0)H(a),

( /0 o ) I I ( a ) = H ( a , 0 ) = e x p - ~i(s) ds ,

which, when substituted into the birth equation (1.2), yields the equation

r f ( W , ) = 1, (2.1)

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60 T. KOSTOVA AND J. LI

for the equilibrium weighted population size We where

f ( x ) = /3(a, x)H(a) da. J

Equation (2.1), as is well known, is a necessary and sufficient condition for the existence of a • A

steady state with a f o e pe(a) da + f~j pe(a) da = We. Consider the unique positive steady state. The equilibrium weighted population size is

we = ~ & + Ae = pc(O) a II(a) aa + II(a) aa , J

and so, the positive steady state is expressed by

(z z )_1 a j ~

pe(a) = Well(a) o~ H(a) da + H(a) da (2.2) J

We shall find now, following the usual procedure, the characteristic equation at the so-found steady state.

Setting y = p - Pe in (1.1), (1.2) and ignoring terms of order higher than linear in y, we obtain the linearized equations

Oy (t, a) + 6(a)y(t, a) = O, ~ ( t , a) +

y(t, O) = r /3 (a, We) y(t, a) da + rY( t ) /3w (a, We) pe(a) da, J J

Y( t ) = c~ y(t, a) da + y(t, a) da,

into which we substitute y = ¢(a) exp(At) to obtain the equations

¢'(a) + (~ + e (a) )¢ (a) = 0,

¢(0) = r /3 (a, we ) ¢(a) aa + r /3w (a, we) pc(a) da'~, J J

i /5 • = ~ ¢(a) da + ¢(a) da, $

for which we want a nontrivial solution ¢ ~ 0. Solving the first equation for ¢ = exp(-Aa)H(a) and placing this expression into the latter two equations, we obtain the characteristic equation

c(A, ~) = O,

where

c(A,~) = 1 - r /3w(a, We)pe(a)da a e -~aH(a)da+ e-aaH(a)da ~ (2.3)

Z - r /3 (a, We) II(a)e -~a da. J

(Note: /3w = ~w)" In order to more explicitly see the participation of a in (2.3), we substi- tute (2.2) for Pe to obtain

fa °° . II(A)cx + 1 2 ( A ) j ~ a °° 1 - rive /3w (a, We) n(a) aaI1--i-~- ~ +/2(0) - r /3 (a, We) II(a)e -aa da = O, J J

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Oscillations and Stability 61

where

/o II(A) = e-~aII(a) da, /2()~) = e-aaII(a) da.

Now, since the fertility rate ~(a, W) = ~(W), if we normalize aj so that aj = 1, then (2.3) becomes

f l °° II(A)~ ++ 12(0)I2(£) f l °° 1 - rWe3'(We) II(a) da-[1- ~ - r13 (We) II(a)e -Aa da = 0, (2.4)

or

I i (0 )a + I2(0) -- rWe~' (We) 12(0) (Ii(A)a + I2(A)) - r/3 (We) I2(A) (I i(0)a +/2(0)) = 0. (2.5)

It is known [4] that if the zeros of c(A, c~) lie to the left of the imaginary axis in the complex plane ~A < 0, then the steady state is locally asymptotically stable. In the next section, we shall consider the stability properties of the unique positive steady state pe(a).

3. S T A B I L I T Y O F T H E P O S I T I V E S T E A D Y S T A T E

Denote H(A,~) = OJl(A) + I2(A).

Then the characteristic equation is written as

g(o , ~) - rWe3' (We) I2(0)H(A, ~) - r3 (We) I2(A)H(O, ~) = O.

If A -- # + iv, we obtain the following system of two equations (by equating the real and imaginary parts of (2.6) and taking in mind (2.1)),

f~,H(0, ~)[12(0) - ~I2] - We/3'eI2(O)[~I1 + ~I2] = 0 (3.1)

-13ell(0, a)912 - We/3'eI2(O ) [ ag l i + 9121 = 0,

where f~e = f~(We), ~' -- f~'(We), and NIk, 9Ik, k = 1, 2 are the real and imaginary parts of Ik( + iv).

Let -w z'12(o)

= ~eH(O,~) " (3.2)

Obviously, ~ > 0. Then (3.1) can be written as

[/2(0) - NI2] + ~ [aNI1 + NI2] = 0, (3.3)

-912 + ~ [agI1 + 912] = O.

THEOREM 1. Consider the juven/le versus adult competition model (1.1), (1.2), (1.7)-(1.9). I f c~ > 1, then the positive steady state is asymptotically stable.

PROOF. Consider the matrix

112(o) - 12(u, v), i l ( ~ , //)

I -912(V, v), 9I~ "

If A is real, then A1 = 0. Assume that for some # _> 0 and v # 0, AI(#, v) = 0. Since ~ # 0, then

aAl (# , v) + -912 (#, v), 912 [ = 0. (3.4)

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62 T. KOSTOVA AND J. LI

Then I12(0) -- ~12(#,v), ~12(~, v) 112(0), ~12(#,v) l

- 9 1 2 ( ~ , ~ ) , 912(~,~) = 0, 912(~ ,~) = 0.

Since •2(0) # 0, then from the above, it follows that 912(#, v) = 0. In such a case, A1 = 0 gives 911 = 0 or 12(0) - ~I2(#, u) = 0. The last is possible only if # = v = 0. The first equality can hold only if u = 0 (see Proposition 1 in the Appendix).

So, we obtain that Al(# , v) = 0, # _> 0 if and only if A is real. Thus, if # >_ 0,At preserves its sign for u > 0 and u < 0. (In fact, A1 is an odd function of v.)

Since Al(# , u) = [12(0) - ~I2(#, v ) ]9I i (# , u) + ~ I i (# , u)912(#, u), and since for big enough u, 911~I2, 912~I1 = O(1/u 3) and 911 = O(l/v), it is obvious that for big positive v, A1 has the sign of I2(0)911(#,v), i.e., Ax(#,u) > 0, for u > 0 and Al (# ,u ) < 0, for v < 0 .

Now let us consider (3.3) as a system of two equations for the unknowns a, 7}. We can then express c~, 7} as functions of/~, u. We first find c~ from (3.4) and then T/from (3.3).

- I2 (0 )912(v , ~) ~(~'~) = AI(~ ,~ ) '

i I (~, V) (3.5)

v(~, ~) = ~I1(~, ~)912(~, ~) - ~12(~, ~)911(~, ~)"

Remember that in our case, 77 > 0. Assume that # _> 0, u > 0. Then, since A1 > 0, in order for W to be positive,

~(~, v) = ~1~(~, u)912(~, u) - ~12(~, v)91~(~, v) > 0

must hold (see (3.5)). On the other hand,

AI(OZ -- 1) = -•2(0) (912 + 911) -- 4"

According to Proposition 1 in the Appendix, 912(#, u) + 911(#, u) > 0. Therefore,

a (# , v) < 1,

if # _> 0, u > 0 and the same is obtained for # >_ 0, u < 0. |

4 . E X I S T E N C E O F O S C I L L A T O R Y S O L U T I O N S

We first give some definitions.

DEFINITION 4.1. f(t) is oscillatory, if for each t there exist intervals I~,I~ C (t, oo), such that f increases on I~ and decreases on 1 I.

DEFINITION 4.2. The solution p(a, t) of an age-dependent model is totally oscillatory if the total population P(t) = f o p(a, t) da is oscillatory.

DEFINITION 4.3. The solution p(a,t) of an age-dependent model is sustained totally oscillatory if it is totally oscillatory and P(t) does not converge.

THEOREM 2. If the unique positive steady state of (1.1), (1.2), (1.7)-(1.9) is unstable, then there ex/st sustained totally oscillatory solutions of this problem.

PROOF. Let us note that it is well known that if a positive steady state exists, then the null solution is unstable. In fact, it is repulsive in the following sense. If r/~(0) f l H(a) da = r > 1, then P(t) does not tend to zero for any initial condition p(a) (see Proposition 2 in the Appendix).

Since our model has a unique positive steady state, if it is not asymptotically stable (for example, for a < 1, ~/> 0 corresponding to a positive/z (see the preceding section)), then there will exist solutions diverging from it, as well as from the null steady state. Let/~(a, t) be one such

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Oscillations and Stability 63

4.00-~ a(v) j A=3, epsilon=.l

I o

-4, i /

V

- 1 2 . 0 0 . . . . . . r - - - r - - i ,I I

0.00 5.00 1 0.00 1 5.00 20.00 25.00

F igure 1.

t h i c k l i ne : e p s i l o n = . 0 5 , A = 5

d o t t e d l i ne : e p s i l o n = 0 . 1 , A = 5

s o l i d l i ne : e p s i l o n = 0 . 2 , A = 5

a(v) 0.00

-1.00 -2.00

-4 .00

-5 .00

- 6 . 0 0

-7.00 - 8 . 0 0

- 9 . 0 0 _

- 1 0 . 0 0

- 1 1 . 0 0 - -

-12.00 -~ -13.00 - 1 4 . 0 0 -~ -15.00 --

V /

I-- , l - - r T , - - - - - - I I

0.00 2,00 4.00 6.00

Figure 2.

solution. If P(t) = f [ ~(a, t) da, then P(t) either grows infinitely or is bounded, and in this ease, ~(a, t) is sustained totally oscillatory. Assume tha t /5 ( t ) grows unboundedly, and therefore, ITd grows unboundedly, too. Then by integrating (1.1), (1.2) from zero to oo, we get the equation

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64 T. KOSTOVA AND J. LI

If P is SO big that r/3(W) < ~inf, then/5~(t) < 0. This goes in contradiction with the unbounded growth of/~, as is easy to see.

Therefore, _/5(t) is bounded. Then it is obvious that ~ is a sustained totally oscillatory solution of (1.1), (1.2), (1.7)-(1.9). |

Now we are left with the necessity to show that unstable positive steady states of the considered problem do exist, and therefore, sustained totally oscillatory solutions can be found.

If the stability result in Section 3 was a global stability one, we could claim that for a > i, sustained totally oscillatory solutions do not exist. At this point, we are not able to present such a result. So, we can still, theoretically, expect the existence of solutions with sustained oscillatory total population size for c~ _> 1, although our numerical experiments make us believe that this is not the case. Therefore, in the next section, we shall search for values of c~ less than i and such that the positive steady state is unstable. Of course, we cannot expect to find such c~ for values of r (equation (1.2)) close to 1 because of the results of Cushing discussed in the Introduction. But for values of r away from 1, the positive steady state does lose stability, as is seen in what

follows.

5 . N U M E R I C A L L Y E S T A B L I S H E D O S C I L L A T I O N S

We can use formula (3.5) to find the positive values of ~ and T] for which the model (1.1), (1.2), (1.7)-(1.9) has an unstable positive steady state. Then we find the solution for a given initial condition, and with the so-found parameters ~ and ~/. A nice family of oscillatory solutions discloses itself in this way. We describe our numerical procedures and present some plots in the sections below.

5.1. Calculation of ~(#, v), ~](#, v)

We choose a death rate function ~(a) = ~ / ( , 4 - a), so that the survival function H(a) = (1 - (a/ f t ) )L We calculate a and ~ directly from (3.5) for a given number of consecutive values of v and with a fixed # by approximating the integrals with a Newton-Cotes formula with order of approximation O(h7). In Figure 1, we present a typical graph of ~(v) with # = 0 for A = 3, c = 0.1. In Figure 2, we have presented three curves ~(v) with # -- 0 and A = 5 and varying from 0.2 to 0.05 in order to demonstrate tha t the peaks of a grow when e decreases and approach the critical value 1, of course, lying below it (according to Theorem 1, since # -- 0). For further comment, see the Discussion.

5.2. C a l c u l a t i o n o f t h e P a r a m e t e r s o f a M o d e l w i t h O s c i l l a t o r y S o l u t i o n s

Having calculated a curve c~(#, v), we further select a couple of positive values ~ = s0 and 7/= ~0. We fix W~ = 1.

We choose a birth rate function of the form ~(W) = cle -~2(W-1). Since ~Pe = -c2~e, then we can find c2 from (3.2):

~]H(0, a) c 2 = I2(o)

Further, we calculate Cl from (1.5): ct = e -c2 [fA H(a)da] - t , and then, r from (2.1): r -- e c2. We further solve the equation (1.1), (1.2) with the so-found constants and with an initial dis-

tr ibution p(a, O) = 0.5 for a E [0, 1] and zero otherwise. According to our theory, it is possible tha t the total population size is oscillatory. The numerically found solutions in all t reated exam- ples were really of such kind. The juvenile and adult population sizes also exhibited sustained oscillations.

The numerical method used is a finite difference one with Simpson quadratures approximating

the integrals (see [5]).

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Oscillations and Stability 65

P o p u l a t i o n s i z e v e r s u s t i m e

(z=0.1466, rl= 102.3912 A=2, epsilon=l p=l

thick line: total population e.oo- solid line: juveniles

dotted line: adults

6 , 0 0 ~ -

l !

i

i

I

0.00 5.0o 10.00 15.00 20.00 25.00

Figure 3.

Population number versus time

(z=0.01145, 11=90.6739 A=5, epsilon=l g=2

thick line: total population solid line: juveniles

eo.oo--7 dotted line: adults

40.00 - I !

oo0 - - ' . . . . . . . . . . . . . . . ~ . . . . . . - Y : - 1 . . . . ~ . . . . . .

0.00 5.00 10.00 15.00 20.00 25.00

Figure 4.

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66 T. KOSTOVA AND J. LI

Population number versus time

a=0A624,11=90.32384 A=5, epsilon=l g--O

thick line: total population solid line: juveniles

2.00 - ~ , dotted line: adults

1.60 ~

1.20

0.80

0.411

0.00 ---

0.00 5.00 10.00 15.00 20.00 25.00

Figure 5.

Population number versus t ime

a=0.00162, 11=2.9936 A=5, epsilon=3

lo.oo ~ thick line: total population _[ ~t solid line: juveniles

-] II~ dotted line: adults

6.011

2.1111 !

o.0o "" ' "1'" " } -J J ~'" ' ~ g I ':' 0.00 4.00 8.00 12.00 16.0o 20.00

F i g u r e 6.

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Oscillations and Stability 67

Population number versus time

(~=0.01214, TI= 16.98734 A=5, epsilon=l I~=0

thick line: total population solid line: juveniles

5o.00 - ^ dotted line: adults i

40.00

30.00

i 2o.oo i

10,00

0,00 , "~ -~ ~' ~- 1

0.00 5.00 10.00 15,00 20.00 25.00

Figure 7.

Populat ion number versus t ime

(~=0.89, q=43_537 A=5, epsilon=0.05

thick line:total population ~.2o solid line: juveniles

"~ dotted line: adults

' II 0.80 .

0.40 I ":"

0.00 1 ~" i ~ - - -

0.00 4.00 6.00 12.00 16.00 20.00

Figure 8.

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68 T. KOSTOVA AND J. LI

In Figures 3 and 4, we present the so-found total, adult, and juvenile sizes of solutions of models with an unstable positive steady state (having an eigenvalue with a real part #, respectively, equal to 1 and 2). It is observed that the plots have an irregular oscillatory character. The basic difference between these models are the values of c~: for the first case, c~ is more than 10 times larger. The obvious difference between the plots is that for larger values of (~ (but less than 1, so that instability of the steady state is possible) the generations are overlapping, while for comparatively small values of ~, there are clearly expressed time periods at the end of each of which the population becomes almost extinct.

We have further found solutions to models which are expected to exhibit the Hopf bifurcation phenomenon. We calculate curves c~(v), ~(~) for # = 0, thus finding parameters of the model and values of c~ which we expect to be critical bifurcation values so that periodic solutions are expected to exist. Figures 5-8 illustrate these type of numerical experiments. In Figures 5 and 8, the value of (~ is approximately large and we observe overlapping generations again, while in Figures 6 and 7, we have nonoverlapping generations, corresponding to small values of c~. It is clearly seen that the population sizes fast approach periodic orbits, which is in accordance with the expected Hopf-bifurcation phenomenon.

The plots in Figures 4 and 5 should be discussed a little more. They correspond to solutions with the same initial distributions of essentially the same model, but for different values of ~. The overlapping and nonoverlapping phenomena are clearly observed. The irregular oscillatory character of the solution in the first case, and the periodicity in the second case are clearly noticeable.

Note also the curious saw-like behavior of the population sizes in Figure 7, due to the "low adult fertility sensitivity" to juvenile size.

In Figure 8, the plots have a beautiful periodic appearance, with a very small variation of the amplitude. The striking difference between the plots in Figures 7 and 8 is due to the difference in the values of ~ and the survival function II. In the first case, II = 1 - a / 5 , a E [0,5], while in the second, II differs very little from one (since ~ = 0.05). In the second case, the population consists mainly of adults most of the time with small periods when juveniles are the prevailing part of it. In the first case, adults and juveniles "come in rhythmical waves one after the other."

Finally, Figure 9 is an illustration of the Hopf-bifurcation phenomenon for the considered class of models, c~ = 0.85 is the critical value above which the positive steady state is stable and below which it is unstable and periodic solutions exist (one of them plotted with a dotted line).

6. D I S C U S S I O N

The stability result in Section 3 has several interesting implications.

First, for the considered "realistic" model (1.1), (1.2), (1.7)-(1.9), the equations of Gurtin and MacCamy (obtained for ~ -- 1) possess a locally asymptotically stable positive steady state. The question of modelling oscillating population sizes by means of this type of equations has been discussed in the literature [6,7]. Our results show that the Gurtin and MacCamy model with density independent death rates, unique nontrivial steady state and age independent (in the fertility window) birth rate does not have periodic solutions emerging via Hopf bifurcation. Global stability of the positive steady state (and therefore, no sustained totally oscillatory solutions) is conjectured.

Second, the presented theoretical study suggests a very interesting clue to the fairly frequently observed phenomenon of oscillatory behavior of the total population size of real life populations: the "ability of the population to adjust its fertility to the size of the juvenile class" is an important factor for the stabilisation of the total population size. The numerical experiments suggest that if the adult fertility is "extremely insensitive" to the size of the juvenile cohort, then there may exist clearly expressed periods of growth and abundance of the population at the end of which it

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Oscillations and Stability 69

Tota l popu la t i on s ize

1]--43537 A = 5 , e p s i l o n = 0 . 0 5

thick line:a=0.88 d o t t e d l ine : ( x = 0 . 8 5

1.2o - P(t) solid line:a=0.95

1.00

0.80

0,60

0.40 ' [ ' I ~ I ' I 0.00 5.00 10.00 15.00 20,00 25.00

Figure 9.

becomes almost extinct (recalling the famous Nicholson flies). Note that these fluctuations have nothing to do with seasonal periodicities or whatsoever environmental influences.

Further, all our numerically found solutions corresponding to values of a for which the model (1.1), (1.2), (1.7)-(1.9) has a unique and unstable positive steady state were sustained totally oscillatory. This suggests tha t if unstable, the positive steady state is repulsive in the sense that there axe no solutions tending to it.

Besides, for the considered numerical example, taking # = 0 and values of e closer and closer to 0, we obtained curves ae(r/) which have maxima closer and closer to 1 (see Figure 2). This suggests tha t a = 1 is a critical value in the sense that if a > 1, the positive steady state is stable for all models of the considered "realistic" class, while otherwise, there exists a sequence {as} and "realistic" models A//8, possessing an unstable positive equilibrium, and therefore, sustained totally oscillatory solutions.

Finally, we have presented numerical illustrations of Hopf bifurcation phenomena taking a as a parameter in the model (1.1), (1.2), (1.7)-(1.9).

To conclude, the further goal is to obtain global stability and instability results.

A P P E N D I X

PROPOSITION 1. / [ II(a) is a decreasing posi t ive function, then

/; Iz = I I (a ) s inwada > O,

for any x > 0 and w > O.

PROOF. If x < ~, then obviously Iz > 0. Let M be such that 2 M ~ > x > 2(M - 1)~. Denote 1 - s lr by is the intervals i8 = [(s - )Z, Z]"

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70 T. KOSTOVA AND J. Lx

Define rI(a) on the interval (x, 2M~] as 0. Denote by fi the integral of H sinwa on an interval i. So Jo I I s i n w a d a = JOl~2M-~ I I s i n w a d a = ~'~flM fi ,. Then

= H s i n w a d a = - H z + s i n w z d z > - H(z) s i n w z d z = -

(because H is decreasing). So,

/0 f H sin wa da = > 0. +i2

The same inequality can be proved for any integral of the type f~2k_l+i2kHsinwada,

k = 1 , . . . , M : fi2~-l+i2h > 0. Adding all inequalities, we conclude the proof.

PROPOSITION 2. Consider problems (1.1), (1.2), (1.7)-(1.9) with r > 1. Then for arbi t rary chosen posit ive initial conditions p(a, O) = po( a), the total population size diverges from zero.

PROOF. If t > -4, then the solution along the characteristics gives

A(t) = / r /~((W(t - a) )A( t - a)II(a) da. (A.1) Ja J

Assume that there is a solution such that when t -~ oo, P( t ) --* O. Then, A --* 0, W --* 0, and

sufficiently large t, r ~ ( W ( t - a)) > [f~. II(a) da]-i (by taking into consideration (1.5)). for

Then it follows from (A.1), that for all big enough t, A( t ) > mins~[0,t] A(s). Then A(t) will not tend to zero and so P( t ) will not. This is a contradiction!

R E F E R E N C E S

1. J. M. Cushing and J. Li, Juvenile versus adult competition, J. Math. Biol. 29 (1991). 2. J.M. Cushing, Equilibria in structured populations, J. Math. Biol. 28 (1985). 3. M.E. Gurtin and R.C. MacCamy, Nonlinear age-dependent population models, Arch. Ratl. Mech. Anal. 54,

281-300 (1974). 4. G. F. Webb, Theory of Age Dependent Population Dynamics, Marcel Dekker, (1985). 5. T.V. Kostova, Numerical solutions to equations modelling nonlinearly interacting age-dependent popula-

tions, Computers Math. Applic. 19 (8/9), 95-103 (1990). 6. J.H. Swart, Hopf bifurcation and the stability of nonlinear age dependent population models, Computers

Math. Applic. 15 (6/8), 555-564 (1988). 7. J.M. Cushing, Equilibria and oscillations in age-structured population growth models, In Mathematical

Modelling of Environmental and Ecological Systems, pp. 153-175, Elsevier Science Publishers, (1987).