MAT 545 Project

Michael Bonilla
26 February 2015

Abstract
In the following paper we will look at the logistic equation with
delay and how the parameters of the equation; namely growth rate,
carrying capacity, and our delay; effect the equation. We will see that
the system has two fixed points at N = 0 and N = K and that the
stability of the second fixed point is what we are interested in. In fact
we will discover that the stability at N = K is only dependent on the
growth rate and the delay of the system.

1 Introduction
We will introduce the continuous logistic equation to be given by
dN N
= rN (1 − ) (1)
dt K
where N (t) is the population at time t, r is the growth rate and K is the
carrying capacity of the population.

This logistic equation assumes the rate of change of the population changes
instantaneously as the population changes. In nature we know this is not
the case in fact usually there is some lag before organisms can reproduce
again. Therefore if we introduce a delay in equation (1) we can better cap-
ture the dynamics of the system. Hence our previous differential equation
now becomes a delayed differential equation,
dN N (t − τ )
= rN (1 − ) (2)
dt K

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2 DDE in Dimensionless form
Looking at equation (2) we can actually write the equation in dimensionless
form with the transformations y = N/K and x = t/τ . We can consider
both y to be a function of x and we have a relationship that gives us x as a
function of t. Therefore differentiating y = N/K with respect to t we have

dy dx dN 1
= (3)
dx dt dt K
We can see that dx/dt = 1/τ and if we replace all of the N and t with y and
x we get
dy τ N (t − τ )
= rN (1 − ) (4)
dx K K
dy
= τ ry(1 − y(x − 1)) (5)
dx
Letting α = τ r we have the final form of the dimensionless form the DDE to
be
dy
= αy(1 − y(x − 1)) (6)
dx

3 Computing Soultions for the DDE

With the help of Matlab we can compute the solution to the DDE for various
α values using the Matlab function dde23. The code can be found on how
we used the function and the plotting of the solutions. We solved the DDE
for α = 1 and α = 1.8 and the following plots gives us an idea of the the
solutions look like.

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 We can see first in the α = 1 case that the solution is oscillating around
one and that the amplitudes of the oscillations are decreasing and we expect
the solution to head towards y = 1. In fact if y = 1 then we must have
N = K meaning the population is heading towards the carrying capacity
of the system. In the other case for α = 1.8 we still see the solution will
oscillate around one but the amplitudes do not decrease in fact it increases
slowly over time. Therefore in this case we do not get a solution converging
to one and instead we do not get any sort of convergence to any of the fixed
points. We suspect therefore the system to be unstable in this case.

4 Stability Analysis of the DDE

4.1 Transformation of the DDE
If we want to investigate the stability of the fixed point N = K and in the
sense of the dimensionless DDE when y = 1. To analyse the stability at one
we can consider the stability of small perturbations around the equilibrium
solution. To make this even easier on ourselves we can let u = y − 1. We can
obtain an expression for du/dt from equation (6) and since y is a function of
x and x is a function of t we get finally that
du dy dx
= (7)
dt dx dt

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 du
= r(u + 1)(−u(t − τ )) = −ru ∗ u(t − τ ) − ru(t − τ ) (8)
dt
Note that our equilibrium solution is at y = 1 and in terms of u this means
our equilibrium is now at u = 0. Since we are looking at small perturbations
about the equilibrium then we are looking at u(t) ≈ 0. Then equation (8)
becomes
du
≈ −ru(t − τ ) (9)
dt
Now we have a form that is easier to work with and note this only works for
u ≈ 0. Now suppose u has a solution of the form of u(t) = eλt we can use
this potential solution to come up with a characteristic equation for λ. So
replacing the u(t) in (9) with our potential solution u(t) = eλt we get that

λeλt = −reλ(t−τ ) (10)

this equation simplifies to

λ = −re−λτ (11)
We know that if λ < 0 then the solution will be stable. Also λ can also be
complex if we wish. We will go further into this in the following sections.

4.2 Stability Analysis for λ is real

Suppose in equation (11) that λ was strictly a real value. Then the equation
can be adjusted to look like so
λ
= −e−λτ (12)
r
Graphically we can see that this plot is when the line λ/r intersects with
−e−λτ . We have three plots for various r and τ values that lets us see what
is happening with the point of intersection.

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5
 From the plots we can see that the equation is satisfied depending on the
choices for τ and r. Depending on how we pick these two parameters the two
functions can intersect twice, once, or not at all. The number of intersections
we have is not as important than the sign of λ at these intersections. Looking
at the plot we have that all points of intersection between the functions if any
only occur in the third quadrant of the plane in other words when λ < 0. This
means that our equilibrium solution is stable which is what we expect coming
from the solutions we found numerically of the DDE. We can expect that for
any choice of r and τ that any solution for equation (12) to be negative
since −eλτ is always negative therefore this function can only intersect y/r
at negative λ values. While it is good that we have a stable equilibrium
solution for the system but the fact is our numerical solution gave us an
oscillating solution and not a monotonic solution which we will get if we
restrict λ to a real solution. Next we must investigate the stability if λ was
allowed to be complex.

4.3 Stability Analysis for λ being Complex

Suppose λ was complex then let λ = x + iy for x and y being real numbers.
Then equation (11) will transform into

x + iy = −re−(x+iy)τ = −re−xτ cos(yτ ) + re−xτ sin(yτ ) (13)

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If we equate coefficients in the equation we have that

x = −re−xτ cos(yτ ) and y = re−xτ sin(yτ ) (14)

In determining the stability of our fixed point we only need to find out when
x < 0. Looking at x we see that assuming τ and r are non negative we have
that −re−xτ < 0 for all x, τ, r. Therefore the sign of x is only dependent
on the cos(yτ ) part of the equation. Since cosine is an even function any
negative solution of yτ will work the same in our analysis so we can just
consider yτ > 0. The first time cosine is negative for yτ > 0 is for yτ > π/2.
So x = 0 for yτ = π/2 and x < 0 for yτ < π/2. We can see there is a
bifurcation in the stability at yτ = π/2. If we let yτ = 0 then x = 0 and if
we remind ourselves of the equation for y in (14) we have that y = r. Putting
these equations together gets us that the bifurcation in the stability of the
equilibrium namely in the case where x changes sign occurs when rτ = π/2.
Looking back to our numerical solutions of the DDE for various α = τ r when
we let α = 1 our solution is stable. When α = 1.8 our solution was unstable
and since 1.8 is bigger than pi/2 this α is part of the bifurcation that has x
being positive and so the system is unstable.

4.4 Multiple λ Values

Looking back at equation (14) at the representations of x and y are really
interesting functions and given that both have an oscillating trigonometric
function we expect to have multiple solutions for λ and not just the closest one
to the origin. The following analysis is aided by J.D. Murray’s Mathematical
Biology: Part 1 An Introduction to Mathematical Biology. We could solve x
in terms of y by dividing the two functions in (14) to get

x = −y cot(yτ ) (15)

Therefore any solution of y in (14) should gives us a negative x value given

the correct choices for τ and r. For simplicity suppose τ = r = 1 so we
expect the system to be stable about the equilibrium. We can plot (15) for
these values to get the following plot.

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 Note that (15) is an even function so any negative solution of y also works
for the positive y. Looking at the first zero of x for positive y we expect it to
occur at π/2 given our choices of τ and r. Given our previous insight that a
bifurcation will occur for rτ = π/2 we can see that the first zero in the plot
of (15) occurs at y = r = π/2τ for any choice of τ and r. Another example
to highlight this is if we let τ = 1.2 then we expect the first root of (15) to
occur y = π/2τ which it does in the following plot.

Note that this root will correspond to the r value that will gives us

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rτ = π/2.

Looking at equation(15) we can see that x has infinitely many roots and
is defined for infinitely many y values but not all of these values will work fo
the system. We must investigate for what values of y must the system also
satisfy in order for the system to be stable. Looking back at (14) we have y
defined in terms of x and y so we can substitute (15) into our equation of y
to get
y = rey cot(yτ ) sin(yτ ) (16)
For simplicity in the analysis we will let τ = r = 1 because we still want x
to be negative in order to have a stable equilibrium and (16) now becomes

y = ey cot(y) sin(y) (17)

We can graphically see that the solutions of y will happen for when the line
of y intersects ey cot(y) sin(y) and in the following plot we can see when this
happens.

Here we can see the intersections of the two functions of y will intersect an
infinite amount of times. For these choices of τ and r we have that the first
point of intersection will occur at y ≈ 1.33724 and the second intersection
can be seen at y ≈ 7.58863.

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 Now going back to equation (15) of x if we were to plot the outputs of
x using the y values we found in the intersections of the equation (17) we
expect to have x being negative and we do in the following plot.

We have x(1.33724) ≈ −0.318126 and x(7.58863) ≈ −2.06229 and so we

do indeed get that for these y values our x values are negative due to our
choice of τ = r = 1.

Lastly one subject that must be of concern is that we saw that there are

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an infinite amount of y values that solve the system but does this mean that
all corresponding x values will give us negative values meaning the system
will have a stable equilibrium. In short yes and Murray gives reasoning that
due to the nature of the y function and its periodic symmetry we will have
that for all solutions of y will come periodically after the first positive solu-
tion. In fact the period the y solutions will occur is approximately 2π but
not exactly and we can see this if we add 2π to the first y solution to get the
next y solution. Due to this periodic nature of y solutions it will translate
over the to the solutions of x which is another symmetric functions and we
will have as long as we start with the first x solution being negative then
over each y periodic solution we will also get that x is negative for these y
solutions.

5 Refrences
References
[1] Murray, J.D. Mathematical Biology: 1 An introduction Springer: Inter-
disciplinary Applied Mathematics, New York, 3rd edition, 2002.

6 Code Used in Matlab

6.1 Code for DDE solutions and plots
lags=[1];
tspan=[0,1000];
sol1=dde23(@ddefunction,lags,@ddehistory,tspan);
sol2=dde23(@ddefunction_1,lags,@ddehistory,tspan);
tint=linspace(0,1000,10000);
yint1=deval(sol1,tint);
yint2=deval(sol2,tint);
plot(tint,yint1,tint,yint2);
xlabel(’x’);
ylabel(’y’);
title(’Plot of the solution to the DDE for y vs x’)
legend(’\lambda =1’,’\lambda =1.8’,’Location’,’NorthWest’);

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function dydx=ddefunction(t,y,z)
dydx=[1*y(1)*(1-z(1))];
end

function dydx=ddefunction_1(t,y,z)
dydx=[1.8*y(1)*(1-z(1))];
end

function z=ddehistory(t)
z=[0.5];
end

6.2 Code for the Plots used

t=linspace(-5,2,1000);
r=[0.5,0.2,1];
tau=[0.5,0.2,1];
lam11=t/r(1);
lam21=t/r(2);
lam31=t/r(3);
lam12=-exp(-tau(1)*t);
lam22=-exp(-tau(2)*t);
lam32=-exp(-tau(3)*t);
figure(1)
plot(t,lam11,t,lam12);
xlabel(’\lambda’)
ylabel(’f(\lambda)’)
title(’Plot of \lambda/r=-e^{-\lambda \tau} for r=\tau=0.5’)
legend(’f(\lambda)=\lambda/r’,’f(\lambda)=-e^{-\lambda \tau}’,’Location’,
’SouthEast’)
grid on
figure(2)
plot(t,lam21,t,lam22);
xlabel(’\lambda’)
ylabel(’f(\lambda)’)
title(’Plot of \lambda/r=-e^{-\lambda \tau} for r=\tau=0.2’)
legend(’f(\lambda)=\lambda/r’,’f(\lambda)=-e^{-\lambda \tau}’,’Location’,

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’SouthEast’)
grid on
figure(3)
plot(t,lam31,t,lam32);
xlabel(’\lambda’)
ylabel(’f(\lambda)’)
title(’Plot of \lambda/r=-e^{-\lambda \tau} for r=\tau=1’)
legend(’f(\lambda)=\lambda/r’,’f(\lambda)=-e^{-\lambda \tau}’,’Location’,
’SouthEast’)
grid on

x=linspace(-10,10,1000);
y=-x.*cot(x);
x1=pi/2;
y1=0;
y2=-x.*cot(x.*1.2);
x2=pi/2*(1/1.2);
figure(1);
plot(x,y);
hold on;
plot(x1,y1,’ro’);
axis ([-10 10 -10 10]);
grid on ;
xlabel(’y’);
ylabel(’x(y)’);
title(’Plot of x=-ycot(y) with the first positive zero of x’);
legend(’x(y)’,’y=r=\pi/2’);
figure(2);
plot(x,y2);
hold on;
plot(x2,y1,’ro’);
axis ([-10 10 -10 10]);
grid on ;
xlabel(’y’);
ylabel(’x(y)’);
title(’Plot of x=-ycot(1.2y) with the first positive zero of x’);
legend(’x(y)’,’y=r=\pi/2.4’);

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x=linspace(-10,10,1000);
y1=x;
y2=exp(x.*cot(x)).*sin(x);
x2=[1.33724; 7.58863];
y3=x2;
figure(1);
plot(x,y1,’b’)
hold on
plot(x,y2,’m’)
hold off
axis([-10 10 -10 10])
grid on
xlabel(’y’);
ylabel(’f(y)’);
title(’Plot of y=re^{y cot(y \tau)}sin(y) for r=\tau=1’)
legend(’f(y)=y’,’f(y)=e^{y cot(y)}sin(y)’,’Location’,’South’)
figure(2);
plot(x,y1,’b’)
hold on
plot(x,y2,’m’)
hold on
plot(x2,y3,’ro’);
hold off
axis([-10 10 -10 10])
grid on
xlabel(’y’);
ylabel(’f(y)’);
title(’Plot of y=re^{y cot(y \tau)}sin(y) for r=\tau=1’)
legend(’f(y)=y’,’f(y)=e^{y cot(y)}sin(y)’,’Location’,’South’,’y=1.33724
and y=7.58863’)

x=linspace(-10,10,1000);
y=-x.*cot(x);
x1=[1.33724; 7.58863];
y1=[-0.318126;-2.06229];
figure(1);
plot(x,y);
hold on;

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plot(x1,y1,’ro’)
hold off
grid on
axis([-10 10 -10 10])
xlabel(’y’);
ylabel(’x(y)’);
title(’Plot of x=-ycot(y) with the first two values of y that satisfy the
system’);
legend(’x(y)’,’y values that satisfy the system’,’Location’,’South’);

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