Global Dynamics and Existence of Traveling Wave Solutions for A Three-Species Models
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,
(1.1) |
where parameters is the diffusive coefficient for species , and are the intrinsic growth rates of species and respectively, and is the death rate of the predator . The nonlinear interactions between species is the Lotka-Volterra type interactions between species where is the rate of consumption and measures the contribution of the victim (resource or prey) to the growth of the consumer [19]. Here, the species is the nutrient resource of the predator-prey system, the species is called the generalist predator which can take advantage of various resources from two trophic levels, and the species is called the specialist predator which has a limited diet from . To simplify the analysis, we only consider the species has diffusion effect.
System (1.1) without diffusive terms is given by the following system of three ODEs:
(1.2) |
The whole system can be seen as a predator-prey subsystem, - subsystem, coupled with an extra species with negative effect on species . 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],
However, by comparing these two models, system (1.2) is a modified two-predators one-prey model where one, , is a generalist predator and another one, , 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 with the unstable equilibrium as its boundary point and also containing the stable equilibrium. Third, dynamics of the system on all boundary of should be clarified. Next, pick up a curve contained in the unstable manifold with two end points on the “exit set” of boundary of . It is clear that all solutions with initial conditions on this curve will attend to the unstable equilibrium as . Then show that there exists a particular point on this curve, and the solution starting from this point will stay in the interior of for all . Finally, we define a nonempty subset of which contains the point stayed in 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 -, -, and -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.
2.2 Assumptions and Two Extinction Results
From now on, we always make the assumptions,
-
(H1)
,
-
(H2)
,
which will be used in the rest of the article, because of the following two extinction results.
Lemma 2.2.
If , then and .
Proof.
It is easy to see that if then , sequently. Hence we only show that the first limit holds. Two cases, and , are considered. It is easy to see that eventually by comparison principle, since
For and large enough, we have
Hence we have as .
For , we obtain that is decreasing with respect to , and claim that Suppose to the contrary that . By Markus limiting theorem [16], we have
which implies
(2.1) |
However, by the second equation of (1.2) and the comparison principle, it is clear that . Hence, by (2.1), we obtain that
which contradicts to the positivity of . Hence we complete the proof. ∎
Lemma 2.3.
If , then .
Proof.
Similarly, two cases, and , are considered. For case , we have
holds. Hence as .
For case ,
Hence is decreasing, and we claim that . Suppose to the contrary that . By comparison principle again, we have
which implies and . However, by considering the first equation of (1.2), we obatin
where this is a contradiction. Hence we have , 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 have two negative effects from and , respectively. To sustain the negative effect of species , , is necessary for survival of and supporting for in Lemma 2.2. Alternatively, for Lemma 2.3, if the mortality rate of species is greater than the benefit getting from species , the conversion rate , then will die out eventually. Whenever or 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
By straightforward calculation, we obtain that there are one trivial equilibrium , and four semi-trivial equilibria, , ,
of system (1.2). Here and satisfy the equations,
(2.2) |
and and have the forms,
(2.3) |
It is obvious that the equilibria, , and , always exist without any restriction. By contrast, the equilibria and exist if assumptions (H1) and (H2) hold, respectively. The positive equilibrium
(2.4) |
exists if
-
(H3)
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 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 . One is the survival of species by its -strategy to overcome the negative effect from species , and another one is species should overcome its mortality by getting benefit from species .
By direct computations, we have the Jacobian matrix of system (1.2) given by
(2.5) |
-
(i)
It is clear that
has two positive eigenvalues and one negative eigenvalue, and is saddle.
-
(ii)
Evaluating (2.5) at implies that
has two positive eigenvalues and one negative eigenvalue. Similarly, we can obtain the matrix
which is stable if assumption (H1) does not hold. Actually, we can show that, by Markus limiting theorem [16], equilibrium is globally asymptotically stable if (H1) does not hold.
-
(iii)
The Jacobian evaluated at is given by
(2.6) It is easy to see that there are two eigenvalues, and , corresponding to the upper-left submatrix of (2.6) and one eigenvalue, , with
Thus the matrix has two negative eigenvalues and one positive eigenvalue if , or three negative eigenvalues if .
-
(iv)
The Jacobian evaluated at is given by
(2.7) Observing the form of the Jacobian matrix (2.7), there are one positive eigenvalue, , and two eigenvalues, and , which are obtained by removing the second column and the second row. Although it is obvious that
equilibrium is saddle.
-
(v)
The Jacobian evaluated at is given by
Then the characteristic equation is
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
which is clearly true. Hence the positive equilibrium is stable whenever it exists.
Let us summarize the above local stability of all equilibria in the following proposition.
Proposition 2.1.
-
(i)
The trivial equilibrium is unstable.
-
(ii)
The semi-trivial equilibrium is unstable.
-
(iii)
The semi-trivial equilibrium is globally asymptotically stable if (H1) does not hold.
-
(iv)
The semi-trivial equilibrium is stable if .
-
(v)
The semi-trivial equilibrium is unstable.
-
(vi)
The positive equilibrium exists and is stable if (H3) holds.
Furthermore, we can obtain the following two global results.
Theorem 2.1.
Let assumption (H1) and hold. Then the positive equilibria exists, and it is globally asymptotically stable.
Proof.
Modify the standard Lyapunov function in the following form
Then, with equation (2.2),
Hence if , or if . However, the maximal invariant set of is the singleton set for these two possibilities. By LaSalle’s Invariance Principle, we show the global stability of equilibrium if . The proof is completed.
∎
Theorem 2.2.
Let assumption (H3) hold. Then the positive equilibria exists, and it is globally asymptotically stable.
Proof.
Define the Lyapunov function in the following form
Then
Hence by the LaSalle’s Invariance Principle, the -limit set of any solution of (1.2) is contained in the maximal invariant subset of , which is the singleton . 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 to . Following the ideas of Huang, we list the main steps as follows.
-
(i)
By using the moving coordinates, the reaction-diffusion system is transformed into a ODE system.
-
(ii)
Construct a variant of Wazewski set with as its boundary point and also containing . Dynamics of the system on all boundaries of should be clarified.
-
(iii)
Analyze the structure of unstable manifold of , and pick up a curve contained in the unstable manifold of with two end points on the “exit set” of boundary of .
-
(iv)
Show that there exists a particular point on this curve, and the solution starting from this point will stay in the interior of for all .
-
(v)
Define a nonempty subset of which contains the point stayed in 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 and wave speed of the form
(3.1) |
satisfying the asymptotical boundary conditions from to , that is,
(3.2) | ||||
A direct computation shows that is a traveling wave solution of (1.1) if and only if is a solution of the system,
(3.3) |
For a constant we consider the Lienard transformation to make the following changes of variables and scaling:
Then, upon straightforward computation, (3.3) is transformed to a four dimensional system,
(3.4) | ||||
It is clear that is a nonnegative solution of (3.3) with asymptotical boundary conditions (3.2) if and only if is a nonnegative solution of (3.4) satisfying the asymptotical boundary conditions,
3.2 The Wazewski set and its Exist Subset
Let and be constants defined by
and
It is clear that and if or, equivalently, . For , we define a wedged like region as follows,
Then the boundary of consists of surfaces , , represented by
The vector field of (3.4) has a very simple property in the boundary of , which can be characterized by the following two lemmas.
Lemma 3.1.
Proof.
It is obvious that the boundary , and are invariant sets of (3.4). Hence any solution of (3.4) through a point in the interior of can not leave from a point in the set .
Next let us study the vector field at the sets and .
Lemma 3.2.
Proof.
First consider a point . Then and . By the last two equations of (3.4), we obtain
It implies that the vector field at the point points outside of . Next, let . Then and . At , we have
It implies that the vector field at the point points outside of . ∎
3.3 The Unstable Manifold of
Now we turn to study the unstable manifold of the equilibrium . The linearized system of (3.4) at is
(3.5) | ||||
with Jacobian matrix of (3.4) at ,
For , upon a direct computation, the matrix has one negative eigenvalue
and three distinct positive eigenvalues
(3.6) | ||||
where the corresponding eigenvectors to , and are
(3.7) | ||||
Hence, the unstable manifold of is tangent to the plane
where
Lemma 3.3.
There are two points and and a curve which connects and such that
Proof.
Note that the transformations: ,
is invertible. Thus the plane can also be expressed as
F Since the unstable manifold is tangent to at , there is a small such that the unstable manifold of can be expressed as
where
(3.8) |
and the function satisfies
(3.9) |
Select a sufficiently small with . It follows from (3.8) and (3.9) that
(3.10) |
Now, we define as
and let and . Then it is clear that , for and is a curve connecting and . Moreover, by (3.10), it is obvious that which is denoted the interior set of . ∎
Lemma 3.4.
For each , there is a point such that the solution of (3.4) through the stays in for all .
Proof.
Let be defined as in Lemma 3.3. We define subsets and of as follows:
By Lemma 3.3, it is clear that and are nonempty, and by the Lemma 3.2, the vector field of (3.4) at each point in the plane points to the exterior of if . By the continuity of solutions on initial values, we deduce that two sets and are open relative to . Hence, , because of connectedness of . Let . Then the definitions of and imply that
∎
3.4 Existence and Non-existence of Traveling wave solutions from to
Let us define an essential subsets of :
By Lemma 3.4, we know that is nonempty. The desired heteroclitic orbit from to will be obtained in .
Proposition 3.1.
Let assumption hold. Then system (1.1) has a traveling wave solution connecting and for wave speed .
Proof.
Define the Lyapunov function , which is associated solutions of (3.4) with initial in ,
and it is clear that is well defined and continuously differentiable on . Moreover, the orbital derivative of along (3.4) is
(3.11) | ||||
Hence, by the LaSalle’s Invariance Principle, the -limit set of any solution of (3.4) is contained in the largest invariant subset of , which is the singleton . This completes the proof. ∎
Proposition 3.2.
The system (1.1) does not have a positive traveling wave solution connecting and for wave speed .
Proof.
If , then and 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 , then its component can not keep nonnegative all the time when the solution converge to as . 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 with Neumann boundary condition and parameters, , , , , , , . 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.
-
(i)
Let and for all , and
-
(ii)
Let for all ,
-
(iii)
Let for all ,






Please refer Figure 1-3(a) for graphical representations of initial functions.
For the first case, we simulate that three species , , and migrate into a new habitat simultaneously. The initial condition is close to at the time . Note that species appear in some places of the habitat for , and it diffuses to the whole habitat as time increasing. Meanwhile, species is affected by the diffusion of species negatively, and species is affected positively by . So, eventually, all population densities of all species approach to the positive spatial homogeneous state solution of (1.1). We can see easily the process of transition from to presented in Figure 1 (b).
For case 2, different initial functions which are close to at time are considered. We would like to simulate that species and invade simultaneously into a new habitat with saturated species . Note that species cannot diffuse, so species appears in the left half space showed in Figure 2(b) for all time. On the left half space, the transition process from to can be observed clearly. However, on the right half space, we conjecture that the transition process from to happens.
For the last case, we set the initial functions close to which is saturated by species . And species and migrate to the left half space of the habitat with little populations at time . The transition process from to on the left half space can also be observed. On the right half space of habitat, for time . However, species can diffuse to the right half space of habitat. We conjecture that the population of in the right half space of habitat is proportional to the diffusion coefficient .
4.2 Brief Discussions
In this work, for system without diffusion (1.2), we have showed that if (H1) doest not hold then and (Lemma 2.2). It can be showed that system (1.2) asymptotically approaches to a one-dimensional subsystem only involving species , and this implies that is globally asymptotically stable by Markus limiting theorem [16]. If (H2) doest not hold then we only have (Lemma 2.3). However, we obtain a global results of in Theorem 2.1 under the assumptions (H1) and . It is clearly that is a sufficient condition of because of . Finally, the assumption (H3) is a sufficient and necessary condition for the existence and global stability of the positive equilibrium (Thoerem 2.2). Since the positive equilibrium does not exist if (H3) is not true, and condition (H3) can be rewritten as the form,
All global dynamics with respective to essential parameters are summarized in Table 1.
GAS | |||
and | Saddle | GAS | |
and | Saddle | Saddle | GAS |
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 to for 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 or to under the assumptions and . Or the traveling wave solution from or to under the assumptions and . We left these open problems to be considered.
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