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Global Dynamics and Existence of Traveling Wave Solutions for A Three-Species Models

Fanfan Li School of Mathematical Sciences, University of Jinan, Jinan, Shandong 250022, P R China. Zhenlai Han School of Mathematical Sciences, University of Jinan, Jinan, Shandong 250022, P R China. Ting-Hui Yang111Research was partially supported by Ministry of Science and Technology, Taiwan (R O C). Department of Mathematics, Tamkang University, Tamsui Dist., New Taipei City 25137, Taiwan.
Abstract

In this work, we investigate the system of three species ecological model involving one predator-prey subsystem coupling with a generalist predator with negative effect on the prey. Without diffusive terms, all global dynamics of its corresponding reaction equations are proved analytically for all classified parameters. With diffusive terms, the transitions of different spatial homogeneous solutions, the traveling wave solutions, are showed by higher dimensional shooting method, the Wazewski method. Some interesting numerical simulations are performed, and biological implications are given.

2010 Mathematics Subject Classification. Primary: 37N25, 35Q92, 92D25, 92D40.
Keywords : Two predators-one prey system, extinction, coexistence, global asymptotically stability, traveling wave solutions, Wazewski principle.

1 Introduction

In this work, we consider an ecological system of three species with diffusion as follows,

{tu=r1u(1u)a12uva13uw,tv=r2v(1v)+a21uv,tw=dΔwμw+a31uw,\left\{\begin{aligned} \partial_{t}u&=r_{1}u(1-u)-a_{12}uv-a_{13}uw,\\ \partial_{t}v&=r_{2}v(1-v)+a_{21}uv,\\ \partial_{t}w&=d\Delta w-\mu w+a_{31}uw,\end{aligned}\right. (1.1)

where parameters dd is the diffusive coefficient for species ww, r1r_{1} and r2r_{2} are the intrinsic growth rates of species uu and vv respectively, and μ\mu is the death rate of the predator ww. The nonlinear interactions between species is the Lotka-Volterra type interactions between species where aij(i<j)a_{ij}(i<j) is the rate of consumption and aij(i>j)a_{ij}(i>j) measures the contribution of the victim (resource or prey) to the growth of the consumer [19]. Here, the species uu is the nutrient resource of the predator-prey system, the species vv is called the generalist predator which can take advantage of various resources from two trophic levels, and the species ww is called the specialist predator which has a limited diet from uu. To simplify the analysis, we only consider the species ww has diffusion effect.

System (1.1) without diffusive terms is given by the following system of three ODEs:

{u˙=r1u(1u)a12uva13uw,v˙=r2v(1v)+a21uv,w˙=μw+a31uw.\left\{\begin{aligned} \dot{u}&=r_{1}u(1-u)-a_{12}uv-a_{13}uw,\\ \dot{v}&=r_{2}v(1-v)+a_{21}uv,\\ \dot{w}&=-\mu w+a_{31}uw.\end{aligned}\right. (1.2)

The whole system can be seen as a predator-prey subsystem, uu-ww subsystem, coupled with an extra species vv with negative effect on species uu. The model can be used to describe parasitism, consumption or predation in the community of plants species [7]. It is well-known that the ecological principle of competitive exclusion holds for the following classical two predators-one prey model [17],

{u˙=r1u(1u)a12uva13uw,v˙=μ1v+a21uv,w˙=μ2w+a31uw.\left\{\begin{aligned} \dot{u}&=r_{1}u(1-u)-a_{12}uv-a_{13}uw,\\ \dot{v}&=-\mu_{1}v+a_{21}uv,\\ \dot{w}&=-\mu_{2}w+a_{31}uw.\end{aligned}\right.

However, by comparing these two models, system (1.2) is a modified two-predators one-prey model where one, vv, is a generalist predator and another one, ww, is a specialist predator. There are a fundamental difference, in Section 2, where we show the positive equilibrium of system (1.2) can not only exist but it is also globally asymptotically stable, that is, two predators can co-exist.

Reaction-diffusion systems are often characterized by the existence of spatial homogeneous equilibria when the diffusion terms vanish. If there are more than one equilibrium, then we can expect a possible transition between them. These transitions are described by reaction-diffusion waves. Propagations of flames, migration of biological species, or tumor growth are among many examples of such phenomena [18, 21]. In the PDE perspective, the existence of traveling wave solutions for reaction-diffusion systems in an important and interesting subject which has attracted considerable attentions [2, 3, 4, 8, 12, 9, 10, 11, 22]. The phenomena of traveling wave solutions of reaction-diffusion systems have been widely studied [21] from the single equation with nonlinearity in monostable type [6] or bistable type [13] to monotone systems [14]. There have been great successes in the existence, uniqueness, stability and spreading speed of traveling wave solutions of monotone system [1, 14, 20].

Unfortunately, our system which has an important nonlinear interaction, predator-prey type, between different species is non-monotone. In the past three decades, by using different methods including the shooting method, Conley index and upper-lower solutions method, the existence of traveling wave solutions has been established for various predator-prey systems. See Dunbar [2, 3, 4], Gardner and Smoller [8], Jones et al. [12], Huang [10, 11], Hsu et al. [9], Lin et al. [15], and references cited therein. In this work, we will use the so-called higher dimensional shooting method, Wazewski method to show the existence of positive traveling wave solutions from one unstable equilibrium to a stable one. Here we briefly describe this framework of the shooting method.

To show the existence of traveling wave solution, by using the moving coordinates, the reaction-diffusion system is transformed into a ODE system, and the existence of traveling wave solutions connecting two different equilibria is equivalent to a heteroclinic orbit of the corresponding ODE system. we analyze the structure of unstable manifold of the unstable equilibrium first. Then we construct a variant of Wazewski set Σ\Sigma with the unstable equilibrium as its boundary point and also containing the stable equilibrium. Third, dynamics of the system on all boundary of Σ\Sigma should be clarified. Next, pick up a curve contained in the unstable manifold with two end points on the “exit set” of boundary of Σ\Sigma. It is clear that all solutions with initial conditions on this curve will attend to the unstable equilibrium as tt\to-\infty. Then show that there exists a particular point on this curve, and the solution starting from this point will stay in the interior of Σ\Sigma for all t0t\geq 0. Finally, we define a nonempty subset of Σ\Sigma which contains the point stayed in Σ\Sigma for all positive time under the action of the ODE system. Then we can get our main result by constructing a Lyapunov function and use the LaSalle’s invariance principle on this non-empty set.

In this work, our main contributions are as follows. First, for the corresponding reaction system (1.2) we clarify completely the existence, non-existence, and all asymptotically states and their global stabilities are investigated theoretically. Secondly, we show the existence of traveling wave solutions are obtained for a particular three species ecosystem with predator-prey interaction. We use the Wazewski principle to show the existence of traveling wave solutions. Thought, the method is similar to [10, 11], our system is three dimensional. Third, numerical simulations are performed for some interesting initial functions. Finally, some biological interpretations are given.

The rest of this article is organized in the following manner. In Section 2, we first consider the corresponding reaction equations of (1.1) which is a system of three ODEs. The existence of boundary equilibria and coexistence equilibrium are obtained with some conditions. Moreover, we find the necessary and sufficient condition of global asymptotic stability of the positive equilibrium. In Section 3, by using shooting method, the existence and nonexistence of traveling wave solutions of (1.1) are obtained. In Section 4, the numerical simulations are performed and presented. Finally, some remarks and discusses in biological meanings are also given in the last section.

2 Global Dynamics of the Corresponding ODE System

In this section, we investigate dynamics of the ODE system (1.2) and the essential assumptions to guarantee the existence and local stabilities of all equilibria. Moreover, two extinction results and the global stability of positive equilibrium are showed.

2.1 Preliminaries

It is easy to see that uvuv-, uwuw-, and vwvw-planes are invariant subspaces of (1.2). Hence solutions of (1.2) will be positive/non-negative if they start from a positive/non-negative point. Moreover, we can show that solutions are bounded.

Lemma 2.1.

The solutions of system (1.2) are bounded.

Proof.

From the first equation in system (1.2) we have

dudt=r1u(1u)a12uva13uwr1u(1u),\frac{du}{dt}=r_{1}u(1-u)-a_{12}uv-a_{13}uw\leqslant r_{1}u(1-u),

so that the comparison principle implies that

lim suptu1,\limsup_{t\rightarrow\infty}u\leqslant 1,

i.e. 0<u10<u\leqslant 1. Similarly we can get 0<v1+a21r20<v\leqslant 1+\frac{a_{21}}{r_{2}}.
Let M=r1+μM=r_{1}+\mu and D=μD=\mu. From the first and third equation in (1.2) we have

ddt(u+a13a31w)\displaystyle\frac{d}{dt}\left(u+\frac{a_{13}}{a_{31}}w\right) =r1u(1u)a12uva13uwa13a31w+a13uw\displaystyle=r_{1}u(1-u)-a_{12}uv-a_{13}uw-\frac{a_{13}}{a_{31}}w+a_{13}uw
r1ua13a31w\displaystyle\leq r_{1}u-\frac{a_{13}}{a_{31}}w
=MuD(u+a13a31w)\displaystyle=Mu-D(u+\frac{a_{13}}{a_{31}}w)
MD(u+a13a31w).\displaystyle\leq M-D(u+\frac{a_{13}}{a_{31}}w).

Using the comparison principle again, we have

lim supt(u+a13a31w)MD.\limsup_{t\rightarrow\infty}\left(u+\frac{a_{13}}{a_{31}}w\right)\leq\frac{M}{D}.

2.2 Assumptions and Two Extinction Results

From now on, we always make the assumptions,

  1.  (H1)

    r1>a12r_{1}>a_{12},

  2.  (H2)

    a31>μa_{31}>\mu,

which will be used in the rest of the article, because of the following two extinction results.

Lemma 2.2.

If r1a12r_{1}\leq a_{12}, then limtu(t)=0\lim_{t\rightarrow\infty}u(t)=0 and limtw(t)=0\lim_{t\rightarrow\infty}w(t)=0.

Proof.

It is easy to see that if limtu(t)=0\lim_{t\rightarrow\infty}u(t)=0 then limtw(t)=0\lim_{t\rightarrow\infty}w(t)=0, sequently. Hence we only show that the first limit holds. Two cases, r1<a12r_{1}<a_{12} and r1=a12r_{1}=a_{12}, are considered. It is easy to see that v(t)1v(t)\geq 1 eventually by comparison principle, since

v˙=r2v(1v)+a21uvr2v(1v).\dot{v}=r_{2}v(1-v)+a_{21}uv\geq r_{2}v(1-v).

For r1<a12r_{1}<a_{12} and tt large enough, we have

u˙u=r1(1u)a12va13w<r1a12<0.\frac{\dot{u}}{u}=r_{1}(1-u)-a_{12}v-a_{13}w<r_{1}-a_{12}<0.

Hence we have u(t)<ce(r1a12)t0u(t)<ce^{(r_{1}-a_{12})t}\to 0 as tt\rightarrow\infty.

For r1=a12r_{1}=a_{12}, we obtain that u(t)u(t) is decreasing with respect to tt, and claim that limtu(t)=0.\lim_{t\to\infty}u(t)=0. Suppose to the contrary that limtu(t)=ξ>0\lim_{t\to\infty}u(t)=\xi>0. By Markus limiting theorem [16], we have

0=lim inftu˙(t)\displaystyle 0=\liminf_{t\to\infty}\dot{u}(t) =lim inft(r1u(t)(1u(t))r1u(t)v(t)a13u(t)w(t))\displaystyle=\liminf_{t\to\infty}\big{(}r_{1}u(t)(1-u(t))-r_{1}u(t)v(t)-a_{13}u(t)w(t)\big{)}
=r1ξ(1ξ)r1ξlim suptv(t)a13ξlim suptw(t)\displaystyle=r_{1}\xi(1-\xi)-r_{1}\xi\limsup_{t\to\infty}v(t)-a_{13}\xi\limsup_{t\to\infty}w(t)
=ξ(r1(1ξ)r1lim suptv(t)a13lim suptw(t))=0,\displaystyle=\xi\big{(}r_{1}(1-\xi)-r_{1}\limsup_{t\to\infty}v(t)-a_{13}\limsup_{t\to\infty}w(t)\big{)}=0,

which implies

r1(1ξ)=r1lim suptv(t)+a13lim suptw(t).\displaystyle r_{1}(1-\xi)=r_{1}\limsup_{t\to\infty}v(t)+a_{13}\limsup_{t\to\infty}w(t). (2.1)

However, by the second equation of (1.2) and the comparison principle, it is clear that lim inftv(t)1\liminf_{t\to\infty}v(t)\geq 1. Hence, by (2.1), we obtain that

a13lim suptw(t)=r1(1ξ)r1lim suptv(t)r1(1ξ)r1<0a_{13}\limsup_{t\to\infty}w(t)=r_{1}(1-\xi)-r_{1}\limsup_{t\to\infty}v(t)\leq r_{1}(1-\xi)-r_{1}<0

which contradicts to the positivity of w(t)w(t). Hence we complete the proof. ∎

Lemma 2.3.

If a31μa_{31}\leq\mu, then limtw(t)=0\lim_{t\rightarrow\infty}w(t)=0.

Proof.

Similarly, two cases, a31<μa_{31}<\mu and a31=μa_{31}=\mu, are considered. For case a31<μa_{31}<\mu, we have

w˙w=a31uμa31μ<0\frac{\dot{w}}{w}=a_{31}u-\mu\leq a_{31}-\mu<0

holds. Hence w(t)0w(t)\to 0 as tt\rightarrow\infty.

For case a31=μa_{31}=\mu,

w˙=w(a31uμ)w(a31μ)=0.\dot{w}=w(a_{31}u-\mu)\leq w(a_{31}-\mu)=0.

Hence ww is decreasing, and we claim that limtw(t)=0\lim_{t\to\infty}w(t)=0. Suppose to the contrary that limtw(t)=ξ>0\lim_{t\rightarrow\infty}w(t)=\xi>0. By comparison principle again, we have

0=lim inftw˙(t)\displaystyle 0=\liminf_{t\rightarrow\infty}\dot{w}(t) =lim inft(μw(t)+a31u(t)w(t))\displaystyle=\liminf_{t\rightarrow\infty}\big{(}-\mu w(t)+a_{31}u(t)w(t)\big{)}
=a31ξlim inftu(t)μξ\displaystyle=a_{31}\xi\liminf_{t\rightarrow\infty}u(t)-\mu\xi
=a31ξ(lim inftu(t)1)=0,\displaystyle=a_{31}\xi\big{(}\liminf_{t\rightarrow\infty}u(t)-1\big{)}=0,

which implies limtu(t)=1\lim_{t\to\infty}u(t)=1 and limtu˙(t)=0\lim_{t\to\infty}\dot{u}(t)=0. However, by considering the first equation of (1.2), we obatin

0=limtu˙(t)=limt(r1u(1u)a12uva13uw)a13ξ<0,0=\lim_{t\rightarrow\infty}\dot{u}(t)=\lim_{t\to\infty}\big{(}r_{1}u(1-u)-a_{12}uv-a_{13}uw\big{)}\leq-a_{13}\xi<0,

where this is a contradiction. Hence we have limtw(t)=0\lim_{t\rightarrow\infty}w(t)=0, and the proof is complete. ∎

Biologically, these two results can be easily interpreted in the biological point of view. From the first equation of (1.2), species uu have two negative effects from vv and ww, respectively. To sustain the negative effect of species vv, r1>a12r_{1}>a_{12}, is necessary for survival of uu and supporting for ww in Lemma 2.2. Alternatively, for Lemma 2.3, if the mortality rate μ\mu of species ww is greater than the benefit getting from species uu, the conversion rate a31a_{31}, then ww will die out eventually. Whenever r1a12r_{1}\leq a_{12} or μa31\mu\leq a_{31} hold, then system (1.2) is reduced to a one- or two-dimensional subsystem of (1.2) which is well studied by classical results like Poincare-Bendixson Theorem. Hence we make assumptions (H1) and (H2).

2.3 Equilibria and Stability in 3\mathbb{R}^{3}

By straightforward calculation, we obtain that there are one trivial equilibrium E0=(0,0,0)E_{0}=(0,0,0), and four semi-trivial equilibria, E1=(1,0,0)E_{1}=(1,0,0), E2=(0,1,0)E_{2}=(0,1,0),

E12\displaystyle E_{12} =(u12,v12,0)=(r2(r1a12)r1r2+a12a21,r1r2+r1a21r1r2+a12a21,0) and\displaystyle=(u^{*}_{12},v^{*}_{12},0)=\left(\frac{r_{2}(r_{1}-a_{12})}{r_{1}r_{2}+a_{12}a_{21}},\frac{r_{1}r_{2}+r_{1}a_{21}}{r_{1}r_{2}+a_{12}a_{21}},0\right)\quad\text{ and }
E13\displaystyle E_{13} =(u13,0,w13)=(μa31,0,r1(a31μ)a13a31),\displaystyle=(u^{*}_{13},0,w^{*}_{13})=\left(\frac{\mu}{a_{31}},0,\frac{r_{1}(a_{31}-\mu)}{a_{13}a_{31}}\right),

of system (1.2). Here u12u^{*}_{12} and v12v^{*}_{12} satisfy the equations,

{r1(1u12)a12v12=0,r2(1v12)+a21u12=0,\left\{\begin{aligned} r_{1}(1-u^{*}_{12})-a_{12}v^{*}_{12}&=0,\\ r_{2}(1-v^{*}_{12})+a_{21}u^{*}_{12}&=0,\end{aligned}\right. (2.2)

and u13u^{*}_{13} and w13w^{*}_{13} have the forms,

u13=μ/a13 andr1(1u13)=a13w13.\displaystyle u^{*}_{13}=\mu/a_{13}\quad\text{ and}\quad r_{1}(1-u^{*}_{13})=a_{13}w^{*}_{13}. (2.3)

It is obvious that the equilibria, E0E_{0}, E1E_{1} and E2E_{2}, always exist without any restriction. By contrast, the equilibria E12E_{12} and E13E_{13} exist if assumptions (H1) and (H2) hold, respectively. The positive equilibrium

E\displaystyle E_{*} =(u,v,w)\displaystyle=(u_{*},v_{*},w_{*})
=(μa31,1+a21μa31r2,r1r2a31r1r2μa12a31r2a12a21μa13a31r2)\displaystyle=\left(\frac{\mu}{a_{31}},1+\frac{a_{21}\mu}{a_{31}r_{2}},\frac{r_{1}r_{2}a_{31}-r_{1}r_{2}\mu-a_{12}a_{31}r_{2}-a_{12}a_{21}\mu}{a_{13}a_{31}r_{2}}\right) (2.4)

exists if

  1. (H3)

    r1r2a31r1r2μa12a31r2a12a21μ>0.r_{1}r_{2}a_{31}-r_{1}r_{2}\mu-a_{12}a_{31}r_{2}-a_{12}a_{21}\mu>0.

holds. It is hard to see clearly the biological meanings of assumption (H3) because of the complicated form. However, it is easy to see that the inequality r1a12r_{1}\leq a_{12} implies that (H3) does not hold, that is, (H3) is a sufficient conditions of (H1). Similarly, assumption (H3) is also a sufficient conditions of (H2). Biologically, there are two key points for the existence of positive equilibrium EE_{*}. One is the survival of species uu by its rr-strategy to overcome the negative effect from species vv, and another one is species ww should overcome its mortality by getting benefit from species uu.

By direct computations, we have the Jacobian matrix of system (1.2) given by

J=[r12r1ua12va13wa12ua13ua21vr22r2v+a21u0a31w0μ+a31u].J=\begin{bmatrix}r_{1}-2r_{1}u-a_{12}v-a_{13}w&-a_{12}u&-a_{13}u\\ a_{21}v&r_{2}-2r_{2}v+a_{21}u&0\\ a_{31}w&0&-\mu+a_{31}u\end{bmatrix}. (2.5)
  1. (i)

    It is clear that

    J(E0)=[r1000r2000μ]J(E_{0})=\begin{bmatrix}r_{1}&0&0\\ 0&r_{2}&0\\ 0&0&-\mu\end{bmatrix}

    has two positive eigenvalues and one negative eigenvalue, and E0E_{0} is saddle.

  2. (ii)

    Evaluating (2.5) at E1E_{1} implies that

    J(E1)=[r1a12a130r2+a21000μ+a31]J(E_{1})=\begin{bmatrix}-r_{1}&-a_{12}&-a_{13}\\ 0&r_{2}+a_{21}&0\\ 0&0&-\mu+a_{31}\end{bmatrix}

    has two positive eigenvalues and one negative eigenvalue. Similarly, we can obtain the matrix

    J(E2)=[r1a1200a21r2000μ]J(E_{2})=\begin{bmatrix}r_{1}-a_{12}&0&0\\ a_{21}&-r_{2}&0\\ 0&0&-\mu\end{bmatrix}

    which is stable if assumption (H1) does not hold. Actually, we can show that, by Markus limiting theorem [16], equilibrium E2E_{2} is globally asymptotically stable if (H1) does not hold.

  3. (iii)

    The Jacobian evaluated at E12E_{12} is given by

    J(E12)=[r1u12a12u12a13u12a21v12r2v12000μ+a31u12].J(E_{12})=\begin{bmatrix}-r_{1}u^{*}_{12}&-a_{12}u^{*}_{12}&-a_{13}u^{*}_{12}\\ a_{21}v^{*}_{12}&-r_{2}v^{*}_{12}&0\\ 0&0&-\mu+a_{31}u^{*}_{12}\end{bmatrix}. (2.6)

    It is easy to see that there are two eigenvalues, λ1\lambda_{1} and λ2\lambda_{2}, corresponding to the upper-left 2×22\times 2 submatrix of (2.6) and one eigenvalue, λ3=μ+a31u12\lambda_{3}=-\mu+a_{31}u^{*}_{12}, with

    λ1+λ2\displaystyle\lambda_{1}+\lambda_{2} =(r1u12+r2v12)<0,\displaystyle=-(r_{1}u^{*}_{12}+r_{2}v^{*}_{12})<0,
    λ1λ2\displaystyle\lambda_{1}\lambda_{2} =(r1r2+a12a21)u12v12>0.\displaystyle=(r_{1}r_{2}+a_{12}a_{21})u^{*}_{12}v^{*}_{12}>0.

    Thus the matrix has two negative eigenvalues and one positive eigenvalue if μ<a31u12\mu<a_{31}u^{*}_{12}, or three negative eigenvalues if μ>a31u12\mu>a_{31}u^{*}_{12}.

  4. (iv)

    The Jacobian evaluated at E13E^{*}_{13} is given by

    J(E13)=[r1u13a12u13a13u130r2+a21u130a31w1300].J(E^{*}_{13})=\begin{bmatrix}-r_{1}u^{*}_{13}&-a_{12}u^{*}_{13}&-a_{13}u^{*}_{13}\\ 0&r_{2}+a_{21}u^{*}_{13}&0\\ a_{31}w^{*}_{13}&0&0\end{bmatrix}. (2.7)

    Observing the form of the Jacobian matrix (2.7), there are one positive eigenvalue, λ3=r2+a21u13\lambda_{3}=r_{2}+a_{21}u^{*}_{13}, and two eigenvalues, λ1\lambda_{1} and λ2\lambda_{2}, which are obtained by removing the second column and the second row. Although it is obvious that

    λ1+λ2\displaystyle\lambda_{1}+\lambda_{2} =r1u13<0 and\displaystyle=-r_{1}u^{*}_{1}3<0\quad\text{ and}
    λ1λ2\displaystyle\lambda_{1}\lambda_{2} =a13a31u13w13>0,\displaystyle=a_{1}3a_{3}1u^{*}_{1}3w^{*}_{1}3>0,

    equilibrium E13E_{13} is saddle.

  5. (v)

    The Jacobian evaluated at EE_{*} is given by

    J(E)=[r1ua12ua13ua21vr2v0a31w00].J(E_{*})=\begin{bmatrix}-r_{1}u_{*}&-a_{12}u_{*}&-a_{13}u_{*}\\ a_{21}v_{*}&-r_{2}v_{*}&0\\ a_{31}w_{*}&0&0\end{bmatrix}.

    Then the characteristic equation is

    λ3+(r1u+r2v)λ2+\displaystyle\lambda^{3}+(r_{1}u_{*}+r_{2}v_{*})\lambda^{2}+ (r1r2uv+a12a21uv+a13a31uw)λ\displaystyle(r_{1}r_{2}u_{*}v_{*}+a_{12}a_{21}u_{*}v_{*}+a_{13}a_{31}u_{*}w_{*})\lambda
    +r2a13a31uvw=0.\displaystyle+r_{2}a_{13}a_{31}u_{*}v_{*}w_{*}=0.

    It is obviously that, by Routh-Hurwitz criterion, the real parts of three roots of the characteristic equation are all negative if and only if

    (r1u+r2v)(r1r2uv+a12a21uv+a13a31uw)>r2a13a31uvw(r_{1}u_{*}+r_{2}v_{*})(r_{1}r_{2}u_{*}v_{*}+a_{12}a_{21}u_{*}v_{*}+a_{13}a_{31}u_{*}w_{*})>r_{2}a_{13}a_{31}u_{*}v_{*}w_{*}

    which is clearly true. Hence the positive equilibrium EE_{*} is stable whenever it exists.

Let us summarize the above local stability of all equilibria in the following proposition.

Proposition 2.1.
  1. (i)

    The trivial equilibrium E0E_{0} is unstable.

  2. (ii)

    The semi-trivial equilibrium E1E_{1} is unstable.

  3. (iii)

    The semi-trivial equilibrium E2E_{2} is globally asymptotically stable if (H1) does not hold.

  4. (iv)

    The semi-trivial equilibrium E12E_{12} is stable if μ>a31u12\mu>a_{31}u^{*}_{12}.

  5. (v)

    The semi-trivial equilibrium E13E_{13} is unstable.

  6. (vi)

    The positive equilibrium EE_{*} exists and is stable if (H3) holds.

Furthermore, we can obtain the following two global results.

Theorem 2.1.

Let assumption (H1) and μa31u12\mu\geq a_{31}u^{*}_{12} hold. Then the positive equilibria E12E_{12} exists, and it is globally asymptotically stable.

Proof.

Modify the standard Lyapunov function in the following form

V(u(t),v(t),w(t))=a21a12(uu12lnu)+vv12lnv+a13a21a12a31w.V(u(t),v(t),w(t))=\frac{a_{21}}{a_{12}}(u-u^{*}_{12}\ln u)+v-v^{*}_{12}\ln v+\frac{a_{13}a_{21}}{a_{12}a_{31}}w.

Then, with equation (2.2),

ddt\displaystyle\frac{d}{dt} V(u(t),v(t),w(t))\displaystyle V(u(t),v(t),w(t))
=a21a12(uu12)(r1(1u)a12va13w)+\displaystyle=\frac{a_{21}}{a_{12}}(u-u^{*}_{12})(r_{1}(1-u)-a_{12}v-a_{13}w)+
(vv12)(r2(1v)+a21u)+a13a21a12a31(μw+a31u)\displaystyle\quad(v-v^{*}_{12})(r_{2}(1-v)+a_{21}u)+\frac{a_{13}a_{21}}{a_{12}a_{31}}(-\mu w+a_{31}u)
=r1a21a12(uu12)2r2(vv12)2+a13a21a12(μa31+u12)w0.\displaystyle=-\frac{r_{1}a_{21}}{a_{12}}(u-u^{*}_{12})^{2}-r_{2}(v-v^{*}_{12})^{2}+\frac{a_{13}a_{21}}{a_{12}}(\frac{-\mu}{a_{31}}+u^{*}_{12})w\leq 0.

Hence {dV/dt=0}={(u12,v12,0)}\{dV/dt=0\}=\{(u^{*}_{12},v^{*}_{12},0)\} if μ>a31u12\mu>a_{31}u^{*}_{12}, or {dV/dt=0}={W0:(u12,v12,W)}\{dV/dt=0\}=\{W\geq 0:(u^{*}_{12},v^{*}_{12},W)\} if μ=a31u12\mu=a_{31}u^{*}_{12}. However, the maximal invariant set of {dV/dt=0}\{dV/dt=0\} is the singleton set {(u12,v12,0)}\{(u^{*}_{12},v^{*}_{12},0)\} for these two possibilities. By LaSalle’s Invariance Principle, we show the global stability of equilibrium E12E_{12} if μa31u12\mu\geq a_{31}u^{*}_{12}. The proof is completed.

Theorem 2.2.

Let assumption (H3) hold. Then the positive equilibria EE_{*} exists, and it is globally asymptotically stable.

Proof.

Define the Lyapunov function in the following form

V(u(t),v(t),w(t))=a12a21(uulnu)+vvlnv+a13a21a12a31(wwlnw).V(u(t),v(t),w(t))=\frac{a_{12}}{a_{21}}(u-u_{*}\ln u)+v-v_{*}\ln v+\frac{a_{13}a_{21}}{a_{12}a_{31}}(w-w_{*}\ln w).

Then

ddt\displaystyle\frac{d}{dt} V(u(t),v(t),w(t))\displaystyle V(u(t),v(t),w(t))
=\displaystyle= a12a21(uu)(r1(1u)a12va13w)+(vv)(r2(1v)+a21u)\displaystyle\frac{a_{12}}{a_{21}}(u-u_{*})(r_{1}(1-u)-a_{12}v-a_{13}w)+(v-v_{*})(r_{2}(1-v)+a_{21}u)
+a13a21a12a31(ww)(μ+a31u)\displaystyle+\frac{a_{13}a_{21}}{a_{12}a_{31}}(w-w_{*})(-\mu+a_{31}u)
=\displaystyle= a12a21(uu)(r1(uu)+a12(vv)+a13(ww))\displaystyle\frac{a_{12}}{a_{21}}(u-u_{*})(r_{1}(u_{*}-u)+a_{12}(v_{*}-v)+a_{13}(w_{*}-w))
+(vv)(r2(vv)+a21(uu))+a13a21a12a31(ww)(a31(uu))\displaystyle+(v-v_{*})(r_{2}(v_{*}-v)+a_{21}(u-u_{*}))+\frac{a_{13}a_{21}}{a_{12}a_{31}}(w-w_{*})(a_{31}(u-u_{*}))
=\displaystyle= r1a21a12(uu)2r2(vv)20.\displaystyle-\frac{r_{1}a_{21}}{a_{12}}(u-u_{*})^{2}-r_{2}(v-v_{*})^{2}\leq 0.

Hence by the LaSalle’s Invariance Principle, the ω\omega-limit set of any solution of (1.2) is contained in the maximal invariant subset of {dV/dt=0}={(u,v,W):W>0}\{dV/dt=0\}=\{(u_{*},v_{*},W):W>0\}, which is the singleton {(u,v,w)}\{(u_{*},v_{*},w_{*})\}. We complete the proof. ∎

3 Existence of traveling wave solutions

In this section, motivated by Huang [10, 11], the high dimensional shooting method is implemented to investigate the existence of wave fronts, or traveling wave solutions of (1.1) from E1E_{1} to EE_{*}. Following the ideas of Huang, we list the main steps as follows.

  1. (i)

    By using the moving coordinates, the reaction-diffusion system is transformed into a ODE system.

  2. (ii)

    Construct a variant of Wazewski set Σ\Sigma with E1E_{1} as its boundary point and also containing EE_{*}. Dynamics of the system on all boundaries of Σ\Sigma should be clarified.

  3. (iii)

    Analyze the structure of unstable manifold of E1E_{1}, and pick up a curve contained in the unstable manifold of E1E_{1} with two end points on the “exit set” of boundary of Σ\Sigma.

  4. (iv)

    Show that there exists a particular point on this curve, and the solution starting from this point will stay in the interior of Σ\Sigma for all t0t\geq 0.

  5. (v)

    Define a nonempty subset of Σ\Sigma which contains the point stayed in Σ\Sigma for all positive time under the action of the ODE system. Then by constructing a Lyapunov function and using the LaSalle’s invariance principle, we obtain the main result.

3.1 The ODE forms and the Lienard Transformation

We consider the solution of (1.1) with the moving coordinate ξ\xi and wave speed cc of the form

{u(x,t)=U(x+ct)=U(ξ),v(x,t)=V(x+ct)=V(ξ),w(x,t)=W(x+ct)=W(ξ),\left\{\begin{aligned} u(x,t)=U(x+ct)=U(\xi),\\ v(x,t)=V(x+ct)=V(\xi),\\ w(x,t)=W(x+ct)=W(\xi),\end{aligned}\right. (3.1)

satisfying the asymptotical boundary conditions from E1E_{1} to EE_{*}, that is,

limξ(U(ξ),V(ξ),W(ξ))\displaystyle\lim_{\xi\to-\infty}\big{(}U(\xi),V(\xi),W(\xi)\big{)} =(1,0,0), and\displaystyle=(1,0,0),\quad\text{ and } (3.2)
limξ(U(ξ),V(ξ),W(ξ))\displaystyle\lim_{\xi\to\infty}\big{(}U(\xi),V(\xi),W(\xi)\big{)} =(u,v,w).\displaystyle=(u_{*},v_{*},w_{*}).

A direct computation shows that (U(ξ),V(ξ),W(ξ))(U(\xi),V(\xi),W(\xi)) is a traveling wave solution of (1.1) if and only if (U(ξ),V(ξ),W(ξ))(U(\xi),V(\xi),W(\xi)) is a solution of the system,

{cU=U(r1(1U)a12Va13W),cV=V(r2(1V)+a21U),cW=dW′′+W(μ+a31U).\left\{\begin{aligned} cU^{\prime}&=U\left(r_{1}(1-U)-a_{12}V-a_{13}W\right),\\ cV^{\prime}&=V(r_{2}(1-V)+a_{21}U),\\ cW^{\prime}&=dW^{\prime\prime}+W(-\mu+a_{31}U).\end{aligned}\right. (3.3)

For a constant c>0c>0 we consider the Lienard transformation to make the following changes of variables and scaling:

X1(t)\displaystyle X_{1}(t) =U(ct),\displaystyle=U(ct),
X2(t)\displaystyle X_{2}(t) =V(ct),\displaystyle=V(ct),
Y(t)\displaystyle Y(t) =W(ct),\displaystyle=W(ct),
Z(t)\displaystyle Z(t) =1c[cW(ct)dW(ct)].\displaystyle=\frac{1}{c}[cW(ct)-dW^{\prime}(ct)].

Then, upon straightforward computation, (3.3) is transformed to a four dimensional system,

X˙1\displaystyle\dot{X}_{1} =X1(r1(1X1)a12X2a13Y),\displaystyle=X_{1}\left(r_{1}(1-X_{1})-a_{12}X_{2}-a_{13}Y\right), (3.4)
X˙2\displaystyle\dot{X}_{2} =X2(r2(1X2)+a21X1),\displaystyle=X_{2}(r_{2}(1-X_{2})+a_{21}X_{1}),
Y˙\displaystyle\dot{Y} =ρ[YZ],ρ=c2d,\displaystyle=\rho[Y-Z],\ \ \ \ \rho=\frac{c^{2}}{d},
Z˙\displaystyle\dot{Z} =Y(μ+a31X1).\displaystyle=Y(-\mu+a_{31}X_{1}).

It is clear that (U(ξ),V(ξ),W(ξ))(U(\xi),V(\xi),W(\xi)) is a nonnegative solution of (3.3) with asymptotical boundary conditions (3.2) if and only if (X1(t),X2(t),Y(t),Z(t))\left(X_{1}(t),X_{2}(t),Y(t),Z(t)\right) is a nonnegative solution of (3.4) satisfying the asymptotical boundary conditions,

(X1(),X2(),Y(),Z())=(1,0,0,0),\left(X_{1}(-\infty),X_{2}(-\infty),Y(-\infty),Z(-\infty)\right)=(1,0,0,0),
(X1(),X2(),Y(),Z())=(u,v,w,w).\left(X_{1}(\infty),X_{2}(\infty),Y(\infty),Z(\infty)\right)=(u_{*},v_{*},w_{*},w_{*}).

3.2 The Wazewski set and its Exist Subset

Let σ1\sigma_{1} and σ2\sigma_{2} be constants defined by

σ1=ρ+ρ24ρ(a31μ)2ρ=c+c24d(a31μ)2c\sigma_{1}=\frac{\rho+\sqrt{\rho^{2}-4\rho(a_{31}-\mu)}}{2\rho}=\frac{c+\sqrt{c^{2}-4d(a_{31}-\mu)}}{2c}

and

σ2=ρ+ρ2+4ρμ2ρ.\sigma_{2}=\frac{\rho+\sqrt{\rho^{2}+4\rho\mu}}{2\rho}.

It is clear that 0<σ1<10<\sigma_{1}<1 and σ2>1\sigma_{2}>1 if c>c2d(a31μ)c>c_{*}\equiv 2\sqrt{d(a_{31}-\mu)} or, equivalently, ρ>4(a31μ)\rho>4(a_{31}-\mu). For c>cc>c_{*}, we define a wedged like region Σ4\Sigma\subset\mathbb{R}^{4} as follows,

Σ={(X1,X2,Y,Z):0X11,0X21+a21r2,Y0,σ1YZσ2Y}.\Sigma=\{(X_{1},X_{2},Y,Z):0\leq X_{1}\leq 1,0\leq X_{2}\leq 1+\frac{a_{21}}{r_{2}},Y\geq 0,\sigma_{1}Y\leq Z\leq\sigma_{2}Y\}.

Then the boundary of Σ\Sigma consists of surfaces P1P_{1}, P2P_{2}, Q1Q5Q_{1}\sim Q_{5} represented by

Q1\displaystyle Q_{1} ={X1=0,0X21+a21r2,Y0,σ1YZσ2Y},\displaystyle=\{X_{1}=0,0\leq X_{2}\leq 1+\frac{a_{21}}{r_{2}},Y\geq 0,\sigma_{1}Y\leq Z\leq\sigma_{2}Y\},
Q2\displaystyle Q_{2} ={X1=1,0X21+a21r2,Y0,σ1YZσ2Y},\displaystyle=\{X_{1}=1,0\leq X_{2}\leq 1+\frac{a_{21}}{r_{2}},Y\geq 0,\sigma_{1}Y\leq Z\leq\sigma_{2}Y\},
Q3\displaystyle Q_{3} ={0X11,X2=0,Y0,σ1YZσ2Y},\displaystyle=\{0\leq X_{1}\leq 1,X_{2}=0,Y\geq 0,\sigma_{1}Y\leq Z\leq\sigma_{2}Y\},
Q4\displaystyle Q_{4} ={0X11,X2=1+a21r2,Y0,σ1YZσ2Y},\displaystyle=\{0\leq X_{1}\leq 1,X_{2}=1+\frac{a_{21}}{r_{2}},Y\geq 0,\sigma_{1}Y\leq Z\leq\sigma_{2}Y\},
Q5\displaystyle Q_{5} ={0<X1<1,0<X2<1+a21r2,Y=Z=0},\displaystyle=\{0<X_{1}<1,0<X_{2}<1+\frac{a_{21}}{r_{2}},Y=Z=0\},
P1\displaystyle P_{1} ={0<X1<1,0<X2<1+a21r2,Y>0,Z=σ1Y},\displaystyle=\{0<X_{1}<1,0<X_{2}<1+\frac{a_{21}}{r_{2}},Y>0,Z=\sigma_{1}Y\},
P2\displaystyle P_{2} ={0<X1<1,0<X2<1+a21r2,Y>0,Z=σ2Y}.\displaystyle=\{0<X_{1}<1,0<X_{2}<1+\frac{a_{21}}{r_{2}},Y>0,Z=\sigma_{2}Y\}.

The vector field of (3.4) has a very simple property in the boundary of Σ\Sigma, which can be characterized by the following two lemmas.

Lemma 3.1.

Let c>cc>c_{*} and Φt(p)\Phi_{t}(p) be the flow of (3.4), i.e. Φt(p)\Phi_{t}(p) is a solution of (3.4) satisfying the initial condition Φ0(p)=p4\Phi_{0}(p)=p\in\mathbb{R}^{4}. Then for any pInt(Σ)p\in Int(\Sigma), Φt(p)\Phi_{t}(p) cannot leave Σ\Sigma from a point in the boundary i=15Qi\cup_{i=1}^{5}Q_{i} of Σ\Sigma at any positive time.

Proof.

It is obvious that the boundary Q1Q_{1}, Q3Q_{3} and Q5Q_{5} are invariant sets of (3.4). Hence any solution of (3.4) through a point in the interior of Σ\Sigma can not leave Σ\Sigma from a point in the set Q1Q3Q5Q_{1}\cup Q_{3}\cup Q_{5}.

First suppose p0=(1,X2(0),Y(0),Z(0))Q2p_{0}=(1,X_{2}(0),Y(0),Z(0))\in Q_{2}, then the first equation of (3.4) yields that at p0p_{0},

X˙1(0)=a12X2(0)a13Y(0)<0.\dot{X}_{1}(0)=-a_{12}X_{2}(0)-a_{13}Y(0)<0.

So that the vector field of (3.4) points interior of Σ\Sigma and hence Φt(p0)\Phi_{t}(p_{0}) cannot exit Σ\Sigma at p0p_{0} in the set Q2Q_{2}.

Next suppose p1=(X1(0),1+a21r2,Y(0),Z(0))Q4p_{1}=(X_{1}(0),1+\frac{a_{21}}{r_{2}},Y(0),Z(0))\in Q_{4}, then the second equation of (3.4) yields that at p1p_{1},

X˙2(0)\displaystyle\dot{X}_{2}(0) =(1+a21r2)[r2(1(1+a21r2))+a21X1(0)]\displaystyle=\left(1+\frac{a_{21}}{r_{2}}\right)\left[r_{2}\left(1-\left(1+\frac{a_{21}}{r_{2}}\right)\right)+a_{21}X_{1}(0)\right]
=a21a212r2+(a21+a212r2)X1(0)\displaystyle=-a_{21}-\frac{a_{21}^{2}}{r_{2}}+\left(a_{21}+\frac{a_{21}^{2}}{r_{2}}\right)X_{1}(0)
<a21a212r2+a21+a212r2=0.\displaystyle<-a_{21}-\frac{a_{21}^{2}}{r_{2}}+a_{21}+\frac{a_{21}^{2}}{r_{2}}=0.

So that the vector field of (3.4) points interior of Σ\Sigma and hence Φt(p1)\Phi_{t}(p_{1}) cannot exit Σ\Sigma at p1p_{1} in the set Q4Q_{4}. ∎

Next let us study the vector field at the sets P1P_{1} and P2P_{2}.

Lemma 3.2.

Let c>cc>c_{*}, where cc is the wave speed in the system (3.4). Then the vector field of (3.4) at pP1P2p\in P_{1}\cup P_{2} points outside of Σ\Sigma.

Proof.

First consider a point p1=(X1(0),X2(0),Y(0),Z(0))P1p_{1}=(X_{1}(0),X_{2}(0),Y(0),Z(0))\in P_{1}. Then Z(0)=σ1Y(0)<Y(0)Z(0)=\sigma_{1}Y(0)<Y(0) and Y(0)>0Y(0)>0. By the last two equations of (3.4), we obtain

Y˙(0)=ρ[Y(0)Z(0)]>0,\dot{Y}(0)=\rho[Y(0)-Z(0)]>0,
Z˙(0)Y˙(0)\displaystyle\frac{\dot{Z}(0)}{\dot{Y}(0)} =Y(0)(μ+a31X1(0))ρ[Y(0)Z(0)]\displaystyle=\frac{Y(0)(-\mu+a_{31}X_{1}(0))}{\rho[Y(0)-Z(0)]}
=μ+a31X1(0)ρ(1σ1)\displaystyle=\frac{-\mu+a_{31}X_{1}(0)}{\rho(1-\sigma_{1})}
<a31μρ(1σ1)=σ1.\displaystyle<\frac{a_{31}-\mu}{\rho(1-\sigma_{1})}=\sigma_{1}.

It implies that the vector field at the point p1P1p_{1}\in P_{1} points outside of Σ\Sigma. Next, let p2=(X1(0),X2(0),Y(0),Z(0))P2p_{2}=(X_{1}(0),X_{2}(0),Y(0),Z(0))\in P_{2}. Then Z(0)=σ2Y(0)>Y(0)Z(0)=\sigma_{2}Y(0)>Y(0) and Y(0)>0Y(0)>0. At p2p_{2}, we have

Y˙(0)=ρ[Y(0)Z(0)]<0,\dot{Y}(0)=\rho[Y(0)-Z(0)]<0,
Z˙(0)Y˙(0)\displaystyle\frac{\dot{Z}(0)}{\dot{Y}(0)} =Y(0)(μ+a31X1(0))ρ[Y(0)Z(0)]\displaystyle=\frac{Y(0)(-\mu+a_{31}X_{1}(0))}{\rho[Y(0)-Z(0)]}
=a31X1(0)+μρ(σ21)\displaystyle=\frac{-a_{31}X_{1}(0)+\mu}{\rho(\sigma_{2}-1)}
<μρ(σ21)=σ2.\displaystyle<\frac{\mu}{\rho(\sigma_{2}-1)}=\sigma_{2}.

It implies that the vector field at the point p2P2p_{2}\in P_{2} points outside of Σ\Sigma. ∎

By Lemma 3.1 and Lemma 3.2, we can see that with initial point pΣp\in\Sigma Φt(p)\Phi_{t}(p) can only leave Σ\Sigma from a point in P1P2P_{1}\cup P_{2} at some positive time.

3.3 The Unstable Manifold of E1E_{1}

Now we turn to study the unstable manifold of the equilibrium E1E_{1}. The linearized system of (3.4) at E1E_{1} is

X1˙\displaystyle\dot{X_{1}} =r1X1a12X2a13Y,\displaystyle=-r_{1}X_{1}-a_{12}X_{2}-a_{13}Y, (3.5)
X2˙\displaystyle\dot{X_{2}} =(r2+a21)X2,\displaystyle=(r_{2}+a_{21})X_{2},
Y˙\displaystyle\dot{Y} =ρ[YZ]\displaystyle=\rho[Y-Z]
Z˙\displaystyle\dot{Z} =(μ+a31)Y,\displaystyle=(-\mu+a_{31})Y,

with Jacobian matrix of (3.4) at E1E_{1},

[r1a12a1300r2+a210000ρρ00μ+a310].\begin{bmatrix}-r_{1}&-a_{12}&-a_{13}&0\\ 0&r_{2}+a_{21}&0&0\\ 0&0&\rho&-\rho\\ 0&0&-\mu+a_{31}&0\end{bmatrix}.

For c>cc>c_{*}, upon a direct computation, the matrix has one negative eigenvalue

λ0=r1\lambda_{0}=-r_{1}

and three distinct positive eigenvalues

λ1\displaystyle\lambda_{1} =r2+a21,\displaystyle=r_{2}+a_{21}, (3.6)
λ2\displaystyle\lambda_{2} =ρ+ρ24ρ(a31μ)2,\displaystyle=\frac{\rho+\sqrt{\rho^{2}-4\rho(a_{31}-\mu)}}{2},
λ3\displaystyle\lambda_{3} =ρρ24ρ(a31μ)2,\displaystyle=\frac{\rho-\sqrt{\rho^{2}-4\rho(a_{31}-\mu)}}{2},

where the corresponding eigenvectors to λ1\lambda_{1}, λ2\lambda_{2} and λ3\lambda_{3} are

h1\displaystyle h_{1} =[a12λ1+r1,1,0,0]T,\displaystyle=\left[-\frac{a_{12}}{\lambda_{1}+r_{1}},1,0,0\right]^{T}, (3.7)
h2\displaystyle h_{2} =[a13λ2+r1,0,1,a31μλ2]T,\displaystyle=\left[-\frac{a_{13}}{\lambda_{2}+r_{1}},0,1,\frac{a_{31}-\mu}{\lambda_{2}}\right]^{T},
h3\displaystyle h_{3} =[a13λ3+r1,0,1,a31μλ3]T.\displaystyle=\left[-\frac{a_{13}}{\lambda_{3}+r_{1}},0,1,\frac{a_{31}-\mu}{\lambda_{3}}\right]^{T}.

Hence, the unstable manifold ε1u\varepsilon_{1}^{u} of E1E_{1} is tangent to the plane

P={k1h1+k2h2+k3h3+E1:k1,k2,k3}={x1,x2,y,z}P=\{k_{1}h_{1}+k_{2}h_{2}+k_{3}h_{3}+E_{1}:k_{1},k_{2},k_{3}\in\mathbb{R}\}=\{x_{1},x_{2},y,z\}

where

x1\displaystyle x_{1} =1k1a12λ1+r1k2a13λ2+r1k3a13λ3+r1,\displaystyle=1-\frac{k_{1}a_{12}}{\lambda_{1}+r_{1}}-\frac{k_{2}a_{13}}{\lambda_{2}+r_{1}}-\frac{k_{3}a_{13}}{\lambda_{3}+r_{1}},
x2\displaystyle x_{2} =k1,\displaystyle=k_{1},
y\displaystyle y =k2+k3,\displaystyle=k_{2}+k_{3},
z\displaystyle z =k2(a31μ)λ2+k3(a31μ)λ3.\displaystyle=\frac{k_{2}(a_{31}-\mu)}{\lambda_{2}}+\frac{k_{3}(a_{31}-\mu)}{\lambda_{3}}.
Lemma 3.3.

There are two points p1P1p_{1}^{*}\in P_{1} and p2P2p_{2}^{*}\in P_{2} and a curve γε1u\gamma\in\varepsilon_{1}^{u} which connects p1p_{1}^{*} and p2p_{2}^{*} such that

γ{p1,p2}Int(Σ).\gamma\setminus\{p_{1}^{*},p_{2}^{*}\}\subset{\rm Int}(\Sigma).
Proof.

Note that the transformations: (x2,y,z)(k1,k2,k3)(x_{2},y,z)\mapsto(k_{1},k_{2},k_{3}),

x2\displaystyle x_{2} =k1,\displaystyle=k_{1},
y\displaystyle y =k2+k3,\displaystyle=k_{2}+k_{3},
z\displaystyle z =k2(a31μ)λ2+k3(a31μ)λ3\displaystyle=\frac{k_{2}(a_{31}-\mu)}{\lambda_{2}}+\frac{k_{3}(a_{31}-\mu)}{\lambda_{3}}

is invertible. Thus the plane can also be expressed as

P={(1x2a12λ+r2λ2λ3z+r1(a31μ)y(a31μ)(λ2+r1)(λ3+r1),x2,y,z):x2,y,z}.P=\left\{\left(1-\frac{x_{2}a_{12}}{\lambda+r_{2}}-\frac{\lambda_{2}\lambda_{3}z+r_{1}(a_{31}-\mu)y}{(a_{31}-\mu)(\lambda_{2}+r_{1})(\lambda_{3}+r_{1})},x_{2},y,z\right):x_{2},y,z\in\mathbb{R}\right\}.

F Since the unstable manifold ε1u\varepsilon_{1}^{u} is tangent to PP at E1E_{1}, there is a small k>0k>0 such that the unstable manifold ε1u\varepsilon_{1}^{u} of E1E_{1} can be expressed as

ε1u={(x1(x2,y,z),x2,y,z):(x2,y,z)[0,k]3}\varepsilon_{1}^{u}=\left\{\left(x_{1}(x_{2},y,z),x_{2},y,z\right):(x_{2},y,z)\in[0,k]^{3}\right\}

where

x1(x2,y,z)=1x2a12λ+r2λ2λ3z+r1(a31μ)y(a31μ)(λ2+r1)(λ3+r1)+η(x2,y,z),\displaystyle x_{1}(x_{2},y,z)=1-\frac{x_{2}a_{12}}{\lambda+r_{2}}-\frac{\lambda_{2}\lambda_{3}z+r_{1}(a_{31}-\mu)y}{(a_{31}-\mu)(\lambda_{2}+r_{1})(\lambda_{3}+r_{1})}+\eta(x_{2},y,z), (3.8)

and the function η(x2,y,z)\eta(x_{2},y,z) satisfies

η(x2,y,z)=O(x22+y2+z2)as(x2,y,z)(0,0,0).\displaystyle\eta(x_{2},y,z)=O(x_{2}^{2}+y^{2}+z^{2})\ \ as\ \ (x_{2},y,z)\rightarrow(0,0,0). (3.9)

Select a sufficiently small ϵ>0\epsilon>0 with kσ2ϵk\geq\sigma_{2}\epsilon. It follows from (3.8) and (3.9) that

0<x1(x2,y,z)<1,forx2[0,ϵ],y[0,ϵ],z[σ1y,σ2y].\displaystyle 0<x_{1}(x_{2},y,z)<1,\ \ for\ x_{2}\in[0,\epsilon],\ y\in[0,\epsilon],\ z\in[\sigma_{1}y,\sigma_{2}y]. (3.10)

Now, we define γε1u\gamma\subset\varepsilon_{1}^{u} as

γ={(x1(ϵ,ϵ,z),ϵ,ϵ,z):z[σ1ϵ,σ2ϵ]},\gamma=\left\{(x_{1}(\epsilon,\epsilon,z),\epsilon,\epsilon,z):z\in[\sigma_{1}\epsilon,\sigma_{2}\epsilon]\right\},

and let p1=(x1(ϵ,ϵ,σ1ϵ),ϵ,ϵ,σ1ϵ)p_{1}^{*}=(x_{1}(\epsilon,\epsilon,\sigma_{1}\epsilon),\epsilon,\epsilon,\sigma_{1}\epsilon) and p2=(x1(ϵ,ϵ,σ2ϵ),ϵ,ϵ,σ2ϵ)p_{2}^{*}=(x_{1}(\epsilon,\epsilon,\sigma_{2}\epsilon),\epsilon,\epsilon,\sigma_{2}\epsilon). Then it is clear that piPip_{i}^{*}\in P_{i}, for i=1,2i=1,2 and γ\gamma is a curve connecting p1p_{1}^{*} and p2p_{2}^{*}. Moreover, by (3.10), it is obvious that γ\{p1,p2}Int(Σ)\gamma\backslash\{p_{1}^{*},p_{2}^{*}\}\subset{\rm Int}({\Sigma}) which is denoted the interior set of Σ\Sigma. ∎

Lemma 3.4.

For each ccc\geq c_{*}, there is a point pε1uInt(Σ)p_{*}\in\varepsilon_{1}^{u}\cap{\rm Int}(\Sigma) such that the solution Φt(p)\Phi_{t}(p_{*}) of (3.4) through the pp_{*} stays in Int(Σ){\rm Int}(\Sigma) for all t0t\geq 0.

Proof.

Let γε1uInt(Σ)\gamma\subset\varepsilon_{1}^{u}\cap{\rm Int}(\Sigma) be defined as in Lemma 3.3. We define subsets γ1\gamma_{1} and γ2\gamma_{2} of γ\gamma as follows:

γi={pγ:thereisat0suchthatΦt(p)Pi}fori=1, 2.\gamma_{i}=\{p\in\gamma:\ there\ is\ a\ t\geq 0\ such\ that\ \Phi_{t}(p)\in P_{i}\}\ \ for\ i=1,\ 2.

By Lemma 3.3, it is clear that γ1\gamma_{1} and γ2\gamma_{2} are nonempty, and by the Lemma 3.2, the vector field of (3.4) at each point in the plane Pi(i=1, 2)P_{i}(i=1,\ 2) points to the exterior of Σ\Sigma if ccc\geq c_{*}. By the continuity of solutions on initial values, we deduce that two sets γ1\gamma_{1} and γ2\gamma_{2} are open relative to γ\gamma. Hence, γ\(γ1γ2)\gamma\backslash(\gamma_{1}\cup\gamma_{2})\neq\emptyset, because of connectedness of γ\gamma. Let pγ\(γ1γ2)p_{*}\in\gamma\backslash(\gamma_{1}\cup\gamma_{2}). Then the definitions of γ\gamma and γi\gamma_{i} imply that

Φt(p)Int(Σ)forallt0.\displaystyle\Phi_{t}(p_{*})\in{\rm Int}(\Sigma)\ \ for\ all\ \ t\geq 0.

3.4 Existence and Non-existence of Traveling wave solutions from E1E_{1} to EE_{*}

Let us define an essential subsets of Σ\Sigma:

G={pInt(Σ):Φp(t)Int(Σ)forallt0}.G=\{p\in{\rm Int}(\Sigma):\Phi_{p}(t)\in{\rm Int}(\Sigma)\ for\ all\ t\geq 0\}.

By Lemma 3.4, we know that GG is nonempty. The desired heteroclitic orbit from E1E_{1} to EE_{*} will be obtained in GG.

Proposition 3.1.

Let assumption (H3)(H_{3}) hold. Then system (1.1) has a traveling wave solution connecting E1E_{1} and EE_{*} for wave speed c>cc>c_{*}.

Proof.

Define the Lyapunov function L:[0,)L:[0,\infty)\rightarrow\mathbb{R}, which is associated solutions of (3.4) with initial in GG,

L(t)=\displaystyle L(t)= a21a12(X1ulnX1)+(X2vlnX2)\displaystyle\frac{a_{21}}{a_{12}}\left(X_{1}-u_{*}\ln X_{1}\right)+\left(X_{2}-v_{*}\ln X_{2}\right)
+a13a21a12a31(YwlnY(YZ)(11Y)),\displaystyle+\frac{a_{13}a_{21}}{a_{12}a_{31}}\left(Y-w_{*}\ln Y-(Y-Z)(1-\frac{1}{Y})\right),

and it is clear that LL is well defined and continuously differentiable on GG. Moreover, the orbital derivative of L(t)L(t) along (3.4) is

L˙(t)=\displaystyle\dot{L}(t)= a21a12(X1˙uX1˙X1)+(X2˙vX2˙X2)+a13a21a12a31(Z˙wZ˙Zρ(YZ)2Y2)\displaystyle\frac{a_{21}}{a_{12}}\left(\dot{X_{1}}-u_{*}\frac{\dot{X_{1}}}{X_{1}}\right)+\left(\dot{X_{2}}-v_{*}\frac{\dot{X_{2}}}{X_{2}}\right)+\frac{a_{13}a_{21}}{a_{12}a_{31}}\left(\dot{Z}-w_{*}\frac{\dot{Z}}{Z}-\rho\frac{(Y-Z)^{2}}{Y^{2}}\right) (3.11)
=\displaystyle= a21a12(X1u)(r1(uX1)+a12(vX2)+a13(wY))\displaystyle\frac{a_{21}}{a_{12}}(X_{1}-u_{*})\left(r_{1}(u_{*}-X_{1})+a_{12}(v_{*}-X_{2})+a_{13}(w_{*}-Y)\right)
+(X2v)(r2(vX2)+a21(X1u))\displaystyle+(X_{2}-v_{*})\left(r_{2}(v_{*}-X_{2})+a_{21}(X_{1}-u_{*})\right)
+a13a21a12a31(Yw)(a13(X1u))ρa13a21a12a31(YZ)2Y2\displaystyle+\frac{a_{13}a_{21}}{a_{12}a_{31}}(Y-w_{*})\left(a_{13}(X_{1}-u_{*})\right)-\frac{\rho a_{13}a_{21}}{a_{12}a_{31}}\frac{(Y-Z)^{2}}{Y^{2}}
=\displaystyle= a21r1a12(X1u)2r2(X2v)2ρa13a21a12a31(YZ)2Y20.\displaystyle-\frac{a_{21}r_{1}}{a_{12}}(X_{1}-u_{*})^{2}-r_{2}(X_{2}-v_{*})^{2}-\frac{\rho a_{13}a_{21}}{a_{12}a_{31}}\frac{(Y-Z)^{2}}{Y^{2}}\leq 0.

Hence, by the LaSalle’s Invariance Principle, the ω\omega-limit set of any solution of (3.4) is contained in the largest invariant subset of {dL/dt=0}={(u,v,W,W):W>0}\{dL/dt=0\}=\{(u_{*},v_{*},W,W):W>0\}, which is the singleton {(u,v,w,w)}\{(u_{*},v_{*},w_{*},w_{*})\}. This completes the proof. ∎

Proposition 3.2.

The system (1.1) does not have a positive traveling wave solution connecting E1E_{1} and EE_{*} for wave speed 0<c<c0<c<c_{*}.

Proof.

If 0<c<c0<c<c_{*}, then λ2\lambda_{2} and λ3\lambda_{3} in (3.6) are a pair of complex eigenvalues with positive real parts. By looking at the associated eigenvectors given in (3.7), one is able to conclude that if a solution is in the unstable manifold of the equilibrium E1E_{1}, then its w(t)w(t) component can not keep nonnegative all the time when the solution converge to E1E_{1} as tt\to-\infty. This completes the proof. ∎

4 Numerical Simulations and Brief Discussions

We close this work by performing some interesting numerical simulations with FiPy which is an object oriented PDE solver, written in Python [5]. Some brief discussions and biological implications are also given.

4.1 Numerical Simulations

Consider system (1.1) in one-dimensional bounded space [0,10][0,10] with Neumann boundary condition and parameters, r1=0.7r_{1}=0.7, r2=0.3r_{2}=0.3, μ=0.15\mu=0.15, a12=0.15a_{12}=0.15, a13=0.5a_{13}=0.5, a21=0.2a_{21}=0.2, a31=0.5a_{31}=0.5. It is easy to check that the assumptions (H1)-(H3) are satisfied for these parameters. Three cases of initial functions are taken in the following.

  1. (i)

    Let u(x,0)=0.2u(x,0)=0.2 and v(x,0)=0.1v(x,0)=0.1 for all xx, and

    w(x,0)={0.08 if 4.8x5.2,0 otherwise.w(x,0)=\left\{\begin{aligned} 0.08&&\text{ if }4.8\leq x\leq 5.2,\\ 0&&\text{ otherwise.}\end{aligned}\right.
  2. (ii)

    Let u(x,0)=1u(x,0)=1 for all xx,

    v(x,t)={0.1 if 0x5,0 otherswise.v(x,t)=\left\{\begin{aligned} 0.1&&\text{ if }0\leq x\leq 5,\\ 0&&\text{ otherswise.}\end{aligned}\right.
    w(x,0)={0.1 if 5x10,0 otherwise.w(x,0)=\left\{\begin{aligned} 0.1&&\text{ if }5\leq x\leq 10,\\ 0&&\text{ otherwise.}\end{aligned}\right.
  3. (iii)

    Let v(x,0)=1v(x,0)=1 for all xx,

    u(x,t)={0.15 if 0x5,0 otherwise.u(x,t)=\left\{\begin{aligned} 0.15&&\text{ if }0\leq x\leq 5,\\ 0&&\text{ otherwise.}\end{aligned}\right.
    w(x,0)={0.1 if 0x5,0 otherwise.w(x,0)=\left\{\begin{aligned} 0.1&&\text{ if }0\leq x\leq 5,\\ 0&&\text{ otherwise.}\end{aligned}\right.
Refer to caption
(a) initial function
Refer to caption
(b) transition state
Figure 1: Panel (a) is the initial functions of species uu, vv, and ww, respectively. In Panel (b), the horizontal axis is the one-dimensional spatial variable represented the habitat, and the vertical axis is the temporal variable.
Refer to caption
(a) initial function
Refer to caption
(b) transition state
Figure 2: Panel (a) is the initial functions of species uu, vv, and ww, respectively. In Panel (b), the horizontal axis is the one-dimensional spatial variable represented the habitat, and the vertical axis is the temporal variable.
Refer to caption
(a) initial function
Refer to caption
(b) transition state
Figure 3: Panel (a) is the initial functions of species uu, vv, and ww, respectively. In Panel (b), the horizontal axis is the one-dimensional spatial variable represented the habitat, and the vertical axis is the temporal variable.

Please refer Figure 1-3(a) for graphical representations of initial functions.

For the first case, we simulate that three species uu, vv, and ww migrate into a new habitat simultaneously. The initial condition is close to E0E_{0} at the time t=0t=0. Note that species ww appear in some places of the habitat for t=0t=0, and it diffuses to the whole habitat as time increasing. Meanwhile, species uu is affected by the diffusion of species ww negatively, and species vv is affected positively by uu. So, eventually, all population densities of all species approach to the positive spatial homogeneous state solution EE_{*} of (1.1). We can see easily the process of transition from E0E_{0} to EE_{*} presented in Figure 1 (b).

For case 2, different initial functions which are close to E1E_{1} at time t=0t=0 are considered. We would like to simulate that species vv and ww invade simultaneously into a new habitat with saturated species uu. Note that species vv cannot diffuse, so species vv appears in the left half space showed in Figure 2(b) for all time. On the left half space, the transition process from E1E_{1} to EE_{*} can be observed clearly. However, on the right half space, we conjecture that the transition process from E1E_{1} to E13E_{13} happens.

For the last case, we set the initial functions close to E2E_{2} which is saturated by species vv. And species uu and ww migrate to the left half space of the habitat with little populations at time t=0t=0. The transition process from E2E_{2} to EE_{*} on the left half space can also be observed. On the right half space of habitat, u=w=0u=w=0 for time t=0t=0. However, species ww can diffuse to the right half space of habitat. We conjecture that the population of ww in the right half space of habitat is proportional to the diffusion coefficient dd.

4.2 Brief Discussions

In this work, for system without diffusion (1.2), we have showed that if (H1) doest not hold then limtu(t)=0\lim_{t\to\infty}u(t)=0 and limtw(t)=0\lim_{t\to\infty}w(t)=0 (Lemma 2.2). It can be showed that system (1.2) asymptotically approaches to a one-dimensional subsystem only involving species vv, and this implies that E2E_{2} is globally asymptotically stable by Markus limiting theorem [16]. If (H2) doest not hold then we only have limtw(t)=0\lim_{t\to\infty}w(t)=0 (Lemma 2.3). However, we obtain a global results of E12E_{12} in Theorem 2.1 under the assumptions (H1) and μa31u12\mu\geq a_{31}u^{*}_{12}. It is clearly that μa31\mu\geq a_{31} is a sufficient condition of μa31u12\mu\geq a_{31}u^{*}_{12} because of 0<u12<10<u^{*}_{12}<1. Finally, the assumption (H3) is a sufficient and necessary condition for the existence and global stability of the positive equilibrium EE_{*} (Thoerem 2.2). Since the positive equilibrium EE_{*} does not exist if (H3) is not true, and condition (H3) can be rewritten as the form,

0<r1r2a31r1r2μa12a31r2a12a21μ=(r1r2+a12a21)(u12a31μ).0<r_{1}r_{2}a_{31}-r_{1}r_{2}\mu-a_{12}a_{31}r_{2}-a_{12}a_{21}\mu=(r_{1}r_{2}+a_{12}a_{21})(u^{*}_{12}a_{31}-\mu).

All global dynamics with respective to essential parameters are summarized in Table 1.

E2E_{2} E12E_{12} EE_{*}
r1a12r_{1}\leq a_{12} GAS \nexists \nexists
r1>a12r_{1}>a_{12} and μa31u12\mu\geq a_{31}u^{*}_{12} Saddle GAS \nexists
r1>a12r_{1}>a_{12} and μ<a31u12\mu<a_{31}u^{*}_{12} Saddle Saddle GAS
Table 1: Classification of dynamics of equilibria with respective to all essential parameters

For system with diffusion (1.1) and using the high-dimensional shooting method, we have show the existence of transition between two different spatial homogeneous states, that is, the existence of traveling wave solution from E1E_{1} to EE_{*} for c>c=2d(a31μ)c>c_{*}=2\sqrt{d(a_{31}-\mu)} which is called the minimal speed. By the similar manner, motivated by Table 1, it is naturally to consider the possibilities of other cases. For example, the traveling wave solution from E2E_{2} or E12E_{12} to EE_{*} under the assumptions r1>a12r_{1}>a_{12} and μ<a31u12\mu<a_{31}u^{*}_{12}. Or the traveling wave solution from E1E_{1} or E2E_{2} to E12E_{12} under the assumptions r1>a12r_{1}>a_{12} and μa31u12\mu\geq a_{31}u^{*}_{12}. We left these open problems to be considered.

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