Introduction to Mathematical Modelling

Lecture notes for course MAM1223

Janak R. Wedagedera
Department of Mathematics
University of Ruhuna
SRI LANKA.
Course objective
These lecture notes introduce mathematical modelling in situation arise in other dis-
ciplines (e.g. life science, physics, engineering, economics and nance etc). The main
objective is to introduce you the modelling methodology: from setting up the models
using the appropriate mathematical framework to using various techniques for analysing
them. Due to the inherent complexity and non-linear nature of physcial systems, qualita-
tive phase plane methods play a particularly important role. We shall extensively discuss
the use of ordinary diernetial equations in modelling problems and qualitative analysis
of the behaviour of the solutions using graphical methods.
Course aims
translate a physical problem into a mathematical model.
simplify the model using dimensional analysis if necessary.
solve the model analytically, or if not analytically at least qualitatively using
phase plane techniques.
understand the solutions and predictions of the model in terms as applied to the
particular eld.
Janak. R. Wedagedera
Department of Mathematics
University of Ruhuna
Matara 81000
Sri Lanka.
March 2006.
1
CHAPTER 1
Modelling the world
1. What is modelling ?
You may have seen modelling in variuos other contexts. E.g. a toy model of a car,
a model house a model village and so on. A mathematical model is of no dierence to
any of these; it will also mimic some object, a process or a situation. Simply speaking
Mathematical modeling is the art of using mathematical objects (e.g. equations (dier-
ential/dierence), matrices as well as computer programs) to explain the dynamical or
static behaviour of systems/problems we ecncounter in our day-to-day life. Examples are
variuos biological systems (growth, behaviuour, interactions among species, re-
actions, cellualr behaviour etc).
physical systems (e.g. travelling of light, waves, formation of patterns in nature
that we see in animals, universe, atoms, magnetes, motion of planets).
economics (e.g. behaviour of nancial market, growth of economies).
social behaviour (e.g. migration, conicts, interactions).
behaviuor of nature (e.g. formation of earthquakes, tsunamis, clouds, rain, snow,
droughts).
industry (e.g. transportation, trac control/analysis, manufacturing, production
lines).
Mathematical Modeling is not as hierarchical as many areas of Mathematics. Which
means that as in a usual mathematics course we do not rst introduce with the basic
building blocks (for example, axioms, dentions, theorems and results) rather we start
by looking at a problem from an area described in the above list and then try to employ
mathematical obkects to describe the problem. In so doing we try in our best to re-
produce the behaviour of such systems as we would otherwise observe. For example we
may try to build a mathematical model to describe the motion planets and then to see
if our model would correctly predict the position of a planet at some given time (past or
future). Thus, for the mathematical modeller the equations she would write on the paper
or the programs that would be running on the computer would serve as similar entities;
namely tools and objects used to model problems. Once the modeller has a built-in model
in her hand she is capable of running the process across the equations on the paper or
the computer to see how the process would behave to varying conditions that the system
depends on.
1.1. Dierential equations; a tool for the modeller. Dierential equations deal
with quantities that vary with time and space; motion with respect to time and space
can be observed in nature at many levels: e.g. motion of individual animals, motion
3
N
u
m
b
e
r

o
f

b
u
t
t
e
f
l
i
e
s

s
t
i
l
l

a
l
i
v
e
Age
Figure 2.1. Surviving number of butteries in the conservatory example
of planetary objects, collective motion of species from one region to another, motion of
molecules in bio/chemical systems.
Our main tool in this course will be dierential equations and we shall use techniques
available with it to form systems of ODEs that would describe the essential behaviour of
some easy to handle systems. Let us rst discuss about a few examples from biology. q
2. Insect populations
Insects often have well-dened annual non-overlapping generation. For example, the
adult butteries may lay eggs in spring or summer, the caterpillars eat and grow and
ultimately pupate. Out of the chrysalises adult butteries emerge, which y around, and
mate, and are caught by the birds. Furthermore, we assume that all insects emerged from
chrysalises at the same time which we take as our time zero point t = 0. Let N(t) denotes
the number of insects, still alive at this time. We plot N(t) against t:(See Figure 2). Thus
N(0) is the size of the cohort that emerges. Every time a buttery dies, N decreases by
one. Looking at our plot it is clear that the time between subsequent deaths successively
becomes larger (or the rate of decrease becomes slower in later stages).
To describe these data mathematically one obviously looks for some function f(.) such
that
N = f(t).
Actually, we do not expect any particular data set to conform to a simple mathematical
function; data sets almost invariable have a somewhat erratic quality. f essentially need
not maps to integers, even if the N is in the data set can only take integer values. In fact,
the data set is just a representative of an innite number of possible outcomes that the
exact same experiment might have had. We are thus really interested in the average over
all these (imaginary) data sets. If we repeat the experiment a number of times, we can
get a better picture of this average. Indeed, the averages (expectations in probability) of
random variables that assume integer values need not be integers themselves.
Let us use the common practice of using the same symbol for representing the value
of function and the function itself we can write
N = N(t). (1.1)
What function N(t) might reasonably t to above data ? A straight line
N(t) = N
0
t
4
would be a choice but as that will give unrealistic negative values for N(t) for t > N
0
/, as
well as it does not have the correct behaviour for large t we discard it. A more satisfactory
choice would be
N(t) = N
0
exp(t), (1.2)
with N
0
and as parameters.
Even though we now have a mathematical description that seems to match with
the data set, we still feel that there is something unsatisfactory about the procedure
we followed. If we have to deal with data sets involving more than two variables this
procedure obviously become much dicult due to the complexity in the data. We will
have to test with all sort of known functions which suggest that we must look into a more
elegant procedure.
Let us dierentiate equation (1.2) with respect to time:
dN
dt
=
d
dt
N
0
exp(t) = N
0
exp(t)(). (1.3)
We can replace the factor N
0
exp(t) with N(t) itself:
dN
dt
= N. (1.4)
The above dierential equation tells us that the rate at which the cohort of butteries
is dying is proportional to the number still alive at this moment. If we assume that the
butteries do not inuence one anothers chance of dying, then all butteries face an
equal chance of dying in the next small increment of time. And the more butteries
there are, the more can be expected to die in the next small increment of time. The
parameter expresses this hazard rate (or mortality rate) per buttery. If we start from
an argument along these lines, we could have written down dierential equation (1.4)
immediately without guessing (1.2) in the rst place.
This is a fruitful strategy to follow whenever we wish to nd a process description.
We collect out intuitions and knowledge about what is going on (e.g. collect data). This
exercise naturally suggests an expression of the rates of change of the process variables of
interest in terms of these process variables themselves. Thus the process description (1.2)
is no longer viewed as the starting point in this context but as the solution to a dierential
equation. This strategy is superior in a number of related ways: complicated interactions
can be accommodated, which would not be easy in the guess a function of time directly
approach. Indeed, relevant dierential equations or systems of dierential equations may
not have a solution in terms of elementary analytical functions. Such lack of analytical
solvability should not play a role in judging their relevance as a model, as in many a
practical situations it may not be possible to nd analytical solutions to the dierential
equations. One has to look for numerical computational methods instead.
Nevertheless, a process description such as equation (1.2) remains the conceptual
starting point. One should never lose sight of this idea, even if it appears as a possible
end point (a solution) in a modelling exercise. This is easy to forget as modellers usually
get down to the business of formulating dierential equations straightaway.
5
Population Dynamics of the Monarch Buttery in Texas
Monarchs were found breeding in East and West central Texas
during September and part of October 1996 and in higher densities
on Asclepias latifolia than on the other native milkweeds. The
highest egg and larval densities were found along survey routes
east of Livingston followed by survey routes west of Junction.
The lowest densities of eggs
and larvae were found in
the Central Prairies and the
Pineywoods west of Livingston.
These areas also contained high
concentrations of the imported
re ant (Solenopis invicta), but
the correlation between the presence of re ants and the lack of
monarch eggs and larvae was not strong. There are two possible
explanations for the bimodal distribution of immature monarch
and queen butteries across Texas: 1) Predators such as re ants
are more common in the Central Prairies and in the western
portion of the Pineywoods. These predators may suppress the fall
population of monarchs and queens. 2) Oviposition is not uniform
across Texas. In the fall, monarchs inltrate far eastern and
western Texas to lay eggs on ourishing milkweeds. They tend to
avoid the Central Prairies and western portion of the Pineywoods.
In mild winters, monarchs could breed continuously on A. curas-
savica as they sometimes do along the Texas Coast. In con-
trast, native hosts are not available to monarchs through the
winter. Because the population of A. curassavica is likely to be
very limited in extent, the breeding population of monarchs along
the coast using this plant during the winter is likely to be very
small. (Source:http://www.tpwd.state.tx.us/hunt/research/
wildlife_research_highlights/1997/monarch.htm)
2.1. Deterministic and sto-
chastic approaches. The butter-
y example above deals with a
rather simplied, deterministic, dif-
ferential equation. However, this
may not be the case with many a
practical situations as almost every
biological system that we can imag-
ine is stochastic in the sense that
we cannot predict exactly when and
where the birth and death events
going to occur. The reason for
this is biological systems such as
the above one are usually composed
of a very large number of inter-
acting units (individuals), and so
we cannot possibly have complete
information about the state of all
these units. As such, we say the
events take place in such systems in
random and assign probabilities for
those events.
However, for the time being we ne-
glect all such random eects and
concern only on the deterministic
description of systems.
3. Continuous population growth models
The buttery example which we have considered in the previous section is an example
for a continuous time growth model as we allow the size of the population N(t) to vary
as a function of the continuous variable t. (In contrast there are discrete time models,
where the size of the population N is measured at discrete time points n, n + 1, . . .. In
this course, however, we concern only on continuous time models.)
Let us take b as the per capita growth or per capita reproduction rate. Then the
probability that any given individual in the population produces an ospring in the next
small interval of time t is equal to bt + O(t
2
). If d is the per capita death rate or
mortality rate, then the probability that any given individual dies in the next small time
interval of time t is equal to dt + O(t
2
). If the population is so large that we can
6
neglect the stochastic eects then, we have
N(t +t) = N(t) +bN(t)t dN(t)t +O(t
2
),

dN
dt
= (b d)N = N. (1.5)
Notice that whether the population increases or decreases as t is determined by b/d 0
and the rate this happens is given by , which is known as the net per capita growth rate.
Accordingly, the net per capita growth rate is often written
d
dt
ln(N).
However, it is not always the case that is a constant as we shall see below. If we
denote by f(N) the net growth rate, by F(N) the net per capita growth rate,
then (1.5) is written in more general form
dN
dt
= f(N) = NF(N), (1.6)
with N(0) = N
0
. If the population size is zero then there is no growth, so that F(0) = 0.
Example 1 (Malthusian growth)
When F(N) = constant = , (1.6) takes the form
dN
dt
= N (1.7)
whence N(t) = N(0) exp(t). This is called Malthusian growth
1
. This is exactly the
equation (1.5).
3.1. Limits in growth. The Malthusian growth does not permit a reasonable inter-
pretation for large t, as N will become as large as you like. Of course, actual populations
do not behave in this way. The resources required for reproduction - nutrients, space, wa-
ter - are limited and will become depleted as the population grows. This suggests that in
a more reasonable model, we should look for a function F(N) [0, 1] (in equation (1.6))
which should satisfy the behaviour of natural populations, mentioned above.
There are various ways to model the function F(N):
First, the depletion of resources may be modelled explicitly by the addition of one
or more state variables that describe the kinetics of the resources. For instance,
we can include the dependency of other species which aect the availability of
the resource. However, this will involve two or more additional state variables in
the model and so the kinetics (the right hand sides of the dierential equations)
will generally depend non-linearly on the state variables.
In virtually all ecosystems, one nds marked seasonal uctuations in the avail-
ability of the resources and the prevalence of conditions (sunlight, temperature).
In such situations we can make F just a descriptive function of time, which
should be supported by measurements in the eld.
F can be taken to depend on the population size itself (as we have already men-
tioned when writing the equtaion (1.6).) Population models where F/N < 0
1
Malthusian growth was rst considered by the philosopher Condorcet
7
are said to be models with interference, and |F/N| is known as the strength
of the within-population interference.
3.2. Interference: Logistic growth and variations. We will consider the case
when F F(N). For example,
when the supply of nutrients is steady, the amount available per individual de-
creases with increasing N : F N
1
and the population would grow linearly.
the space available for the population may be limited. (e.g. space to build nest,
or space-related factors such as access to water or food supplies).
The main idea is to have a decreasing function F depending on N. A convenient assump-
tion is to take
F = (1 N.)
Note that 1/ is the population size at which F = 0 and thus dN/dt = 0: accordingly,
1/ is called the carrying capacity of the environment and often denoted K:
F = (1 N/K).
Substituting this into (1.6) we get
dN
dt
=
_
1
N
K
_
N = N

K
N
2
. (1.8)
This equation is called the logistic growth equation or Verhulst equation. This can be
easily solved by separating variables:
t =
1

_
N
N
0
KdN
N(K N)
=
1

log
(K N
0
)N
(K N)N
0
,
so that
N(t) =
K
1
_
1
K
N
0
_
exp(t)
. (1.9)
The graph of this solution starts out almost exponentially, but then turns from concave
to convex and approaches the asymptote (K).
3.2.1. Interaction (competition) to occupy limited land. The linear decrease of F with
N may not be very realistic. For instance:
In a territorial species the interference eect may already be quite strong at lower
population sizes, but gradually become less strong as the individuals compromise
and settle for smaller territory sizes until the carrying capacity is reached.
Alternatively, the individuals may occupy their patches in the habitat without
interacting strongly with other individuals; in that case, interference is weak until
almost all available space is taken up, and then interference kicks in strongly as
the population size approaches the carrying capacity closely as might be the case
for duckweed (- the common name for plants of the genus Lemna, which oat
on still water, so as to cover the surface like a green carpet.).
8
Both of the above examples are accounted for in the following generalisation of the logistic
growth equation:
F = 1
_
N
K
_
1/

dN
dt
=
_
1
_
N
K
_
1/
_
N (1.10)
where is a dimensionless parameter (cf. Section 2.2.4). = 1 is the original logistic
case and,
> 1: The territorial species case, where the interference is strongest at low population
sizes.
< 1: The duckweed scenario.
The function F(N) is sketched in Figure 3.2.1 with the corresponding solutions for N(t).
And the equation (1.10) can be solved by the method outlined in section 3.2.3:
N(t) = K
_
1
_
1
_
N(0)
K
_
1/
_
exp(t/)
_

. (1.11)
Notice that when is small, growth is virtually exponential (with doubling time ln(2)/)
almost right up to the carrying capacity K. The growth curve is sigmoidal for all values
of , with a point of inection at N(t) = K(1 +1/)

. Note that this point of infection

approaches K for 0, while it goes to K/e for .
Exercise 1
A population is growing according to a logistic dierential equation, and N(t
1
) = n
1
,
N(t
1
+) = n
2
, and N(t
1
+ 2) = n
3
. Show that the carrying capacity is given by
K =
1/n
1
+ 1/n
3
2/n
2
1/(n
2
n
3
) 1/n
2
.
(Hint: Use the substitution M = 1/N to obtain M(t) = 1/N(t) = 1/K+(1/N
0
1/K) exp(t).

Exercise 2
A model for population growth is given by
dN
dt
= f(N) = N
_
N
U
1
__
1
N
K
_
,
where , K and U are all positive parameters with U < K.
(1) Sketch the function f(N) (i.e. per capita growth function).
(2) Discuss the behaviour of N(t) as t , and show that the F(N) is negative
for small values of N and hence there is a minimum viable population size.

3.2.2. Positive Interference. The logistic equation we discussed above has a per capita
growth function F with F/N < 0 (i.e. F(N) decreases with N). This type of interfer-
ence is some times known as compensatory. A dierent situation arises for instance with
some organisms for which nding a suitable mate may cause diculties at low population
densities. In that case we have F/N > 0 and this is known as a depensatory growth
rate.
9
0
0.2
0.4
0.6
0.8
1
0 0.2 0.4 0.6 0.8 1 1.2
F(N)
N
< 1
= 1
> 1
N
t
< 1
= 1
> 1
N
0
K
Figure 3.1. Top Left: F(N) at various . Top right :The correspond-
ing solution N(t) and, Bottom: A logistic-t for actual data for new
AIDS cases recorded in the USA from 19080-1995.
Figure 3.2. N.Gannet a
kind of guillemot.
For example, in a study of the common
guillemot on Skomer island, South Wales, UK,
it was shown that breeding success was depen-
satory. Depensation is also known as the Allee
eect. In extreme cases, known as critical de-
pensation, the growth rate is negative for small
values of N, and there is a maximum viable
population size.
In the case of depensation growth rates, we
may have F/N > 0, the multiplier F itself
may be zero or negative, at N = 0. Again at
some higher population size, the interference
strength becomes negative.
In the Figure 3.2.2 two examples for such
functions are given (F
2
and F
3
) along with the
liner function corresponding to logistic growth.
10
N
K Nc N1 N2
F1 N
F2 N
F3 N
N
K Nc N1 N2
F1 N
F2 N
F3 N
Figure 3.3. Examples for depensation growth rates. If F(0) > 0, the only
dierence with the logistic growth is that for small N, the population grows
rather more slowly. Left: F
1
(N) = (1 N/K), F
2
(N) = (N N
c
)(N
1
N),
and F
3
(N) = (N
2
N)(N + a). Right: Corresponding f(N). Notice with
f
3
(N), unless the initial population N(0) > N
c
, the population will decrease to
the stable steady state 0.
Exercise 3
A model is proposed for a population in which nding a mate is hard at very low popu-
lation densities by dN/dt = N
2
where > 0, and N(0) = N
0
.
i Comment on the suitability of the proposed model for the situation.
ii The model above is improved to
dN
dt
= N
2
_
1
N
K
_
.
Without solving this equation nd the steady state solutions and say whether
they are stable or unstable.
3.3. Harvesting and Fisheries. Here we concern on harvesting of renewable re-
sources like, sh and plants. One should consider about ecologically acceptable strategies
for harvesting, the maximum sustainable yield with the minimum cost for instance in
such situations. If g(x) models the natural growth rate of the population and h(x) the
rate of reduction of the population due to harvesting a general model for this situation
11
f(N)
N
N N
0 h

increases
0
<
can be written in the form
dN
dt
= g(N) h(N). (1.12)
Although the two function g and h can be combined to form a single function, it is
customary to have them separate due to the nature of the problem.
3.3.1. Harvesting a natural population with logistic growth. First assume
that,
the population have a logistic growth rate: g(N) = N(1 N/K) and,
harvesting enhances the mortality rate linearly: i.e. h(N) = N.
Thus we have
dN
dt
= N
_
1
N
K
_
N =: f(N). (1.13)
Here , K and are positive constants and N represents the loss due to harvesting. The
parameter is called the harvesting eort. Note that when there is no harvesting = 0
and the stable steady state is at N
0
= K - the carrying capacity. What will happen if
is given a small but positive value, that is, if we try to harvest some of the population ?
Verify the above graph for f(N) and show that
i. the new nonzero steady state is given by N
h
=
K

( ).
ii. Sketch the graph of the steady states of equation (1.13) as functions of . Indi-
cate on your graph which steady states are asymptotically stable and which are
unstable. What happens to the population if is increased above ?
iii. Sketch a graph of the recovery time T
R
for the stable equilibria as a function of

The yield y at population size at N is dened by y = N. We also would like to answer

the following questions:
Economically we would like to have a maximum sustainable yield with minimal
eort.
12
N
N
increases
N
h
0 K
N(1 N/K)

m
Figure 3.4. If
m
= (i.e. harvesting exceeds the growth rate, then
the equilibrium at the origin becomes the only stable equilibrium. This
means the population eventually becomes to extinct.
Once we harvest from the population when it is in some equilibrium value N
h
,
will the population be able to get back to a sustainable equilibrium level
and how long will it take to do so?
what should be the optimal value for so that the harvesting will not cause
a catastrophic event such as population will tend to diminish ?
Notice that f(N) =
N
K
(N +
K

( )) and so for nonnegative new steady state N

h
we
must have < . Let us make a sketch of the two functions g(N) and h(N) on the
same plot as that will make the things clearer (see Figure 2.4).
The yield y at the steady state N h is given by
y =
K

( ). (1.14)
Keeping and k xed, maximisation of the above gives the maximum yield y
m
= K/4
with respect to . The maximiser
m
= /2.
Let us compute the recovery times at zero harvest steady state and that at a sustain-
able steady state N
h
: Recall that recovery time T
R
in a linear approximation for f(N) is
given by T
R
= 1/|f

(N)|
N=N
h
. So we nd, T
R
() = 1/| | and hence
T
R
()
T
R
(0)
=
1
1 /
. (1.15)
As it is yield the quantity we measure in practise we would like to write the above ratio
in terms of y. For this we solve equation(1.14) for :
K

2
K +y = 0
=

2K
_
K
_
K
2
4Ky/
_
=

2
_
1
_
1 y/y
m
_
.
13
0.2 0.4 0.6 0.8 1
2.5
5
7.5
10
12.5
15
17.5
20
T( )
R
T(0)
increases
increases

y/y
m
2
L
+

L
A
Figure 3.5
Substituting the above in (1.15), we get
T
R
()
T
R
(0)
=
2
1
_
1 y/y
m
:= L

. (1.16)
The graph of T
R
()/T
R
(0) vs y/y
m
is shown in Figure 2.5 The point y/y
m
= 1 (the point
which gives the maximum yield.) corresponds to =
m
or N
h
() = K/2.
Suppose we start from a small harvesting eort; that is with a small . Then the
equilibrium population N
h
() is very close to K and N
h
() > K/2 and T
R
()/T
R
(0) =
1/(1 /) 1. This means we are on the branch L
+
. As we further increase then
N
h
() K/2 - the value for the maximum sustainable yield y
m
and we reach the point A
shown in the Figure 2.5. As is increased further the recovery time is further increased
but with a decreasing yield and we get onto the L

branch.
Thus, an optimal strategy would be to keep such that N
h
() > K/2 but as close as
possible to K/2. However, this raises a risk:
closer to K/2 more risky the situation becomes as we might fall into L

branch
in which case the yield tend to decrease with increasing recovery time.
When N
h
() is close to K/2, a stochastic analysis would give more insight to see
how the uctuations around K/2 can be controlled to achieve maximum yield
(but we are not going to do that).
If we move onto the L

branch, the corresponding reduction in population size

may be so drastic that a further reduction of may not sucient enough to get
us back to the L
+
branch.
Exercise 4 Alternative harvesting strategy
Instead of harvesting with constant eort we try a constant yield (e.g Thou shall only
14
N

0
Stable
Unstable
~
Figure 3.6. < : there are two steady states

N - stable and 0 - unstable
take xxx tons of sh per year). Now the model changes to
dN
dt
= N
_
1
N
K
_
y
0
=: f(N). (1.17)
i. Determine the steady states of the system.
ii. Show that if the population size N is suciently small that we can neglect all
orders of N, then at time

t = N(0)/y
0
+ t
0
the population size becomes zero.
Here N(0) is the population size at time t = t
0
.
iii. Compute T
R
(y
0
)/T
R
(0) and sketch this quantity as a function of y
0
/y
m
.
iv. Compare the above graph with the graph we obtained for T
R
(y
0
)/T
R
(0) in the
constant eort example, comment which one is better as a harvesting strategy
(i.e. constant eort strategy or constant harvest strategy).
3.3.2. Bifurcation diagrams. Refer to the Figure 2.4. There we see how the stability
properties of the equation changes as we increase the parameter . For example, if

m
= , then the stability of the critical point N
h
no longer holds and the equation
becomes unstable with only steady state N = 0. This behaviour of an equation or a
system of equations with respect to some parameter is often represented in a diagram
which shows the location of the equilibria as a function of the parameter itself. We call
these bifurcation diagrams.
The equilibrium states of the constant eort harvesting model are given by

N =
K

( ).
Figure 2.6 shows how the stability of this changes as varies. At = , two branches
of dierent stability collide and exchange their stability. This is known as a transcritical
bifurcation. As we have already seen, associated with such a bifurcation is a qualitative
change in the behaviour of the system. (Notice that although mathematically interesting,
the unstable continuation of the nonzero steady state to negative values is irrelevant in
the present problem).
15
3.3.3. Harvesting a natural population with depensatory growth. Fish such
as sardines, anchovies and herrings have been known to have depensatory growth rates.
When their population density gets too low, these prey species are unable to compensate
for predator mortality. We can model this situation with the following equation:
dN
dt
= N(N N
c
)
_
1
N
K
_
N, (1.18)
where , K > 0 and 0 are constants. In the absence of harvesting we have three
steady states; N = 0, N = N
c
and N = k.
Suppose 0 < N
c
< K. Then N
c
(an unstable equilibrium) is the minimal viable
population size to avoid an extinction. To see this let us rst sketch dN/dt (See right of
the Figure 2.7). With > 0 the critical points are the solutions to
2 2 4 6 8 10 12
N
30
20
10
10
20
30
dNdt
N
c
0
increases
N
~
N
~
2
K
0
N
N

m
N

increases
N(N N )(1 N/K)
c
1
N
c
Figure 3.7. Left: dN/dt as a function of N. As increases from 0
both nonzero steady states disappears and

N = 0 remains as the only
steady state which is stable.Right: Another way to view the behaviour of
dN/dt with separate graphs for y = g(N) = N(N N
c
)(1 N/K) and
y = h(N) = N.

N[(

N N
c
)(1

N/K) ] = 0.

N = 0 is a trivial solution and the other solutions are found by solving the quadratic
(

N N
c
)(1

N/K) = 0. A graphical solution will clearly show what is happening as
we increase from 0 (See left of the Figure 2.7). It is clear that there exists a maximum
=
m
, for which if <
m
there is a stable sustained equilibrium population size

N
1
and an unstable equilibrium population size

N
2
. Again if at any stage the equilibrium
population falls below

N
2
, then the population becomes extinct (i.e. moving to the other
stable steady state

N = 0).
Exercise 5
Compute
m
.
16
N
~
N
~
N
~
N
~
N
c
N
~
N
c
N
c
) (1 /K) ( y =
2 1
y =

m
K

0
N
K
c
m
Stable branch
Unstable branch
Figure 3.8. Obtaining the bifurcation diagram.
m
corresponds to the
maximum eort we can exert without the population becomes extinct.
3.3.4. Bifurcation diagrams. To see how the equilibrium points behave as we vary
(we already know by the above diagrams), as with the previous model we would like
to sketch he graphs of

N as a function of . Remember we are dealing with the case
0 < N
c
< K. It should be clear by the above discussion that the easiest way to get the
bifurcation curve is to ip the left graph in Figure 2.8 (or to get the inverse image of that).
However, as we want to show the stable and unstable branches clearly in this diagram we
need to know at what points the stabilities change across the equilibria. It is clear that
the left half (from the point

N) of the curve corresponds to the unstable equilibrium point

N
2
and the right half corresponds to the stable one i.e.

N
1
. Moreover,

N = 0 remains as
a stable equilibria all the time. So we have the right graph in Figure 2.8.
Exercise 6
Sketch the bifurcation diagrams for the cases
(i) K < N
c
< 0 and,
(ii) N
c
< K.
Hint: Where does the maximum of the curve y = (

N N
c
)(1

N/K) lies ?
4. Further Examples and Exercises
Exercise 7
A certain type of cell population shows a logistic growth given by N
_
1
N
K
_
where N =
population size, K = carrying capacity and, = is a constant. These cells are removed
from the body with rate given by
BN
2
A
2
+N
2
. Here B > 0 is a constant. A suitable model
equation for this problem can be written as
dU
dt
= N
_
1
N
K
_

BN
2
A
2
+N
2
. (1.19)
Carry-out a dimensional analysis of the equation.
17
r/q r/q
u u
q < q
q > q
c
c
Figure 4.1. Bifurcation curve for q < q
c
(Left) and that for q > q
c
(Right).
Nondimesionalise the equation using a suitable scheme to obtain
du
d
= ru
_
1
u
q
_

u
2
1 +u
2
. (1.20)
Sketch du/d as a function of u for various values of the parameter q.
The nonzero steady states are given by the intersection of the two curves
y
1
(u) = r
_
1
u
q
_
, y
2
(u) =
u
1 +u
2
.
Show, using the conditions for a double root, that the curve in r, q space which
divides it into regions where there are 1 or 3 positive steady states is given
parametrically by
r =
2u
3
(1 +u
2
)
2
, q =
2u
3
u
2
1
.
Show that if q < q
c
then the bifurcation diagram of the nonzero steady states
looks like the one shown in the left of the Figure 3.4 and if q > q
c
then it looks
like that shown in right of the Figure 3.4 for some q
c
> 0.
4.1. Immune System. The immune system is the bodys primary defence system
against invasion by microbes. Here we shall discuss its functionality in a rather elementary
level.
4.1.1. Non-adaptive or innate immune system: For example the skin and the mucous
membranes found in many organs act as a natural barrier for pathogens (harmful mi-
crobes). If these barriers are broken the pathogens can enter the body and then begin
to multiply rapidly in the warm, nutrient-rich systems, tissues and organs. One of the
rst features of the immune defence system that a foreign organism would encounter
after being introduced to the body is the phagocytic white blood cells (leukocytes,
e.g. macrophages), which congregate within minutes, and begin to attack the invading,
foreign microbes. These cells - the Phagocytes, attracts (by chemotaxis
2
), adheres to,
2
motion of molecules which directs them up a concentration gradient
18
Figure 4.2. Phagocytosis is a process describing the engulfment and destruc-
tion of extracellularly-derived materials by phagocytic cells, such as macrophages
and neutrophils. Five steps of phagocytosis are: 1. Attachment of the bacterium
to the long membrane evaginations, called pseudopodia. 2. Ingestion of the bac-
terium forming a phagosome, which moves toward the lysosome. 3. Fusion of
the lysosome and phagosome, releasing lysosomal enzymes into the phagosome.
4. Digestion of the ingested material. 5. Release of digestion products from the
cell.
engulfs, and ingests foreign bodies (see Figure 4.1.1). Promonocytes are made in the bone
marrow, after which they are released into the blood and called circulating monocytes,
which eventually mature into macrophages (meaning big eaters). Some macrophages are
concentrated in the lungs, liver (Kuper cells), lining of the lymph nodes and spleen, brain
microglia, kidney mesoangial cells, synovial A cells, and osteoclasts. They are long-lived,
depend on mitochondria for energy, and are best at attacking dead cells and pathogens
capable of living within cells. These phagocytic cells with receptors (pattern recognition
molecules) on their surface can detect structures commonly found on the surface of bac-
teria. Phagocytosis - the ingestion of particulate matter into cells for degradation is a
fundamental mechanism by which many creatures defend themselves against invading
foreign organisms. Once a macrophage phagocytises a cell, it places some of its proteins,
called epitopes, on its surface-much like a ghter plane displaying its hits. These surface
markers serve as an alarm to other immune cells that then infer the form of the invader.
All cells that do this are called antigen presenting cells (APC)
3
.
4.1.2. Adaptive immune system. Although the innate immune system is often su-
cient to destroy invading microbes there are many pathogens that successfully cheat or
defeat the innate immune system and hence become succeed in their further growth in
the body. If the innate immune system fails in such situations, the adaptive immune
system is activated. The connection between the two systems is mediated by messenger
molecules known as cytokines. The cells in the adaptive immune system that involve in
recognising and destroying pathogens is commonly known as lymphocytes. We identify
two main types of lymphocytes: T cells and B cells. These cells are created in the
bone-marrow and then are brought into various lymphoid organs via lymphatic vessels
3
Source:http://uhaweb.hartford.edu/BUGL/immune.htm#intro
19
and veins. The lymphoid organs include the spleen and a large number of lymph nodes.
The spleen is a st-sized organ sitting next to the pancreas, and lymph nodes are small
bean-shaped organs scattered throughout the body. Invading pathogens are processed by
the APCs into a much smaller form called antigens (or peptides) which are small protein
molecules.) Lymphocytes meet the antigens in lymphoid organs.
Figure 4.3. Left: Lymphoid organs: Lymphocytes
originate from bone-marrow and then enter the thymus
where a selective process take place. A T cell is forced to
commit suicide (apoptosis) if it is unable to dierentiate be-
tween self and nonself peptide, or it will start to function
in two dierent ways, namely either it will become what is
called a CD4+ T cell or CD8+ T cell.
These antingens are pre-
sented to lymphocytes by
a special type of molecules
on the surface of the APCs
called MHC(Major histo-
compatibility complex) molecules.
Therefore we often refer to
this as peptide-MHC com-
plex. The antigens are sensed
by special type of molecules
on the surface of the lym-
phocytes called receptors.
There are T cell receptors
(TCR) on the surface of T
cells and B cell receptors
(BCR) on the surface of B
cells.
Suppose a T cell (say, T)
encounters an antigen (say,
p) presented by the MHC (so
p-MHC). If the T cell T has never encountered the antigen p before, T is said n aive to p.
So it may take perhaps several hours for the T to collect the information on the antigen p
and make itself prepare for further actions to take (e.g. cell proliferation, dierentiation
and thus launch an attack specic to p). However, it is also possible that the T cell
T completely fails or partially recognises the antigen p if Ts genetic code is not of the
right-type to recognise p. In such situations, the interaction between T and the p-MHC
will soon dissolve. If somehow this interaction long last sucient enough so that the T
cell is self-trained to recognise the antigen p, then we say the T cell is activated. Once a T
cell is activated, it can make more of its own copies and also it can launch an attack for
the class of antigens that the T cell is specic. The task is much more complicated than
we discussed if we consider the fact that any T cell should be able to recognise the so
called self-peptides (the peptides derived from bodys own cells which are very common).
However, the vast majority of T cells that are not self-tolerant are made to suicide (apop-
tosis) by another mechanism takes place in the thymus at an early development stage of
a T cell.
4.1.3. Signal Transduction in T cells. An infection produces a stimulus, in the form
of antigens, to the immune system. As we discussed in the previous section, antigen-
recognition molecules exist as cell surface receptors on T cells and are able to recognize
these foreign molecules. Binding to the receptors initiates a protective response in the
20
MHC receptor
agonist peptide
TCR
Kinases
APC
T cell
Figure 4.4. Signalling pathways are initiated when the intracellular molecules (kinases such as
Fyn, ZAP70) are activated. There are about 30, 000 TCRs per T cell and hundreds of peptides-MHC
complexes are present by the APC to the T cell.
form of an electrical (Ca
++
) signal inside the T cell (change of concentration of Ca
++
ions
causes an electrical signal). For this, rstly the antigen must be recognized, then notice of
this recognition must be transmitted to the cellular interior and a response genereted. The
process of translating the molecular events of antigen recognition into a cellular response
is known as signal transduction. Some of the intracellualr molecules are very important
in signal transduction. These are protein molecules (known as kinases e.g. Fyn, Src and
ZAP70). When the initial signals are received, some of these intrcellular molecules are
stimulated (activated) and act as enzymes in the reactions to follow. These reactions cause
activation of variuos other molecules as well as the activation of enzymes themselves
(autocatalysis). This ultimately leads to several direnet signals (of signalling paths)
leading to the cell nucleus. At the end of these biochemical pathways are the so called
gene transcription factors, which upon activation initiate the new gene transcription that
leads to cell functional changes including proliferation, division and dierentiation.
Example 2
it is clear that the signal a T cell receives is depend on the nature of the interaction between
the p-MHC complex and the TCR. Usually there are about 30,000 TCRs per T cell, and
about 10-200 of peptide-MHC complexes present on an APC. Thus, higher the number
of agonists present to the T cell larger the strength of the signall the T cell receives. This
means that if we denote by U(t) the strength of the total signal the nucleus of the T
cell receives, by X the number of p-MHC complexes present, then the enzymes become
activate with rate equal to X for some constant . Suppose the intracellular signalling
21
molecules (the enzymes) activate autocatalytically with rate equal to either a Type II or
Type III response function given by f
II
(U) := AU/(B+U) or f
III
(U) := AU
2
/(B
2
+U
2
)
respectively. Moreover, as the kinases should become inactivate at some stage we assume
that this rate is equal to U for some > 0.
Consider the following model equation:
dU
dt
= X +
AU
2
B
2
+U
2
U. (1.21)
Exercise 8 Can you explain how each of the terms on the right hand side of the
above equation relates to the T cell signalling scenario ?
Which term corresponds to the autocatalytic production of enzymes U ?
How the autocatalytic production of U is regulated (i.e. controlled) (use a sketch
of the graph).
What happens if there are no agonists ? (a skecth of dU/dt would be very useful).
What can you say about the steady states of the equation in this case ?
4.2. Chemical Reactions. An autocatalytic chemical reaction takes place in a re-
action vessel. The rate of production of a subtance X in this reaction is propotional to
the square of its concentration x. If in addition the substance is being introduced into the
vessel at a constant rate a and being removed at a rate propotional to its concentration
then the rate of change of the concentration of the substance in the vessel is
dx
dt
= a +cx
2
bx (1.22)
where a, b and c are positive constants.
Exercise 9
Discuss how the concentration x will change with time, noting carefully how the behaviour
depends on the constants a, b and c, and also on the initial condition x(0). What kind of
bifurcation occurs if b and c are held constant and a is varied ?
5. Population Dynamics of Interacting Species
5.1. Cellular Metabolism. In general, the interconnected sequences of mostly enzyme-
catalysed chemical reactions by which a cell sustains energy production, and synthesizes
and breaks down complex molecules is known as the cellular metabolism. Anabolism is the
process in which simpler molecules, such as nutritive matter, are transformed into more
complex ones. The opposie of this is the catabolism in which more complex molecules
are broken-down into smaller ones. A cell produces energy in both ways.
Matter enter the cell across the cellss membrane due to chemical gradients (diu-
sion) or via special transporter protien molecules embedded in the cell membrane.
Matter leaves the cell (in order to expell the waste of energy metabolism e.g:
CO
2
, fermentation, digestive enzymes), via diusion, through active transport
(as above) or by vesicle-based pathways.
A pool of small molecules called the intermediate or core metabolites serve as the starting
point for the build-up of the structural macromolecules (e.g enzymes, DNA, RNA) of the
cell. They are also the fuel burned in the cells energy metabolism. Finally they may be
22
Figure 5.1. Top: A model of the cell membrane and Bottom: an electron
micrograph of a cell membrane at approx. 240,000x magnication
RNA
DNA
Nucleus
Enzyme
CELL
Metabolite
Figure 5.2. A metabolite and its enzyme, both controlling the expression
of the enzyme.
chemically concatenated into reserve polymers. This pool of metabolites is replenished in
several ways:
break-down of macromolecules (turn-over),
breakdown of reserve polymers,
uptake of molecules from out-side.
Enzyme or a catalyst is a substance which speeds up the rate (production) of a reaction.
The enzyme molecules combine with some of the reactant molecules to make the reaction
takes faster. Enzymes deconjugate from the reactant molecules at the end of a reaction.
thus the enzymes usually do not alter the (free) energy of a reaction so the total concen-
tration of an enzyme (free and combined) can be treated as a constant throughout the
reaction.
Some enzymes catalyses their own production whence the name autocatalysts.
23
5.2. Kinetics of a metabolite and an enzyme. Consider a metabolite molecule
denoted by M and an enzyme which catalyses the activity of the metabolite by E.
Kinetics of the enzyme: The concentration of the enzyme controls the DNA code relevant
to enzymes own growth so we simply assume that the growth rate of the enzyme E is pro-
portional to the product of the concentrations of the enzyme itself
A + E P
k
k
1
1
d p
d t
1 1
= k a e + k p
d t
= k a e k p
1 1
d e
Law of mass action:
rate of the
reaction
product of the
concentrations
of the reactants

and that of the metabolite: ME. (According to the

law of mass action for chemical reactions, the rate of
production of E is in fact proportional to the prod-
uct of the concentration of the reactants involved. In
this case the reactants are M and E so the rate equals
to ME for some parameter which represents the
strength of the interaction between enzyme, metabo-
lite and gene). Moreover, we assume that the contin-
ual turnover of the enzyme is of constant rate; so the
loss term is given by E for some constant > 0.
Summing the gain and loss term for enzyme we obtain:
dE
dt
= ME E. (1.23)
Kinetics of the metabolite: We assume that the
metabolite looses with rate equal to ME. (because
M reacts with E to produce something). M is added
to the system via pathways those feeding the pool of our particular metabolite. These
pathways are outside the present scope of consideration, and so we assume that the con-
tribution from all such pathways are incorporated into the single term (t) > 0. Thus
the combined rate (for gain and loss) is
dM
dt
= (t) EM. (1.24)
The Equilibrium: Suppose the strength of the gain function (t) =

a constant at
all time. The equilibrium points are obtained by setting dE/dt = 0 and dM/dt = 0 (in
equations (1.23) and (1.24)):

M =

(1.25)

E =

(1.26)
which means that the steady state concentration of the metabolite is independent of the
input

but that of the enzyme is not so.
Stability of the equilibrium: To investigate the stability of the equilibrium points (

M,

E)
remember now we have to deal with a system of two homogeneous, ordinary, nonlinear
dierential equations. (Refer to Section 3.3.5 and the handout for further details). We
linearise the nonlinear system (i.e. (1.23) and (1.24) taken together with a nonlinear
function F that describes the right-hand sides of these equations),
x
T
= F(x) (1.27)
24
where x = (M, E), about the equilibrium point x = (

M,

E) for a perturbation = x x
and obtain a linear approximation
d
dt
= J( x). (1.28)
where J( x) is the Jacobian matrix of the function F(.) evaluated at x = x. Thus we nd
J =
_
f/M f/E
g/M g/E
_
=
_

E

M

E 0
_
(1.29)
where f = (t)ME and g = MEE (the right-hand-sides of the nonlinear system).
We need to nd the eigenvalues of J in order to determine the conditions to have
a stable equilibrium at the above steady state (i.e. we need all eigenvalues to have
negative real parts). The eigenvalues are the solutions to the characteristic polynomial
( +

E) +

M

E = 0 given by

1,2
=

E
2

_
(

E/2)
2

. (1.30)
Since ,

E > 0, the real parts of the eigenvalues are always negative which implies a stable
equilibrium at (

M,

E).
5.3. Phase plane methods. It would be convenient if we consider a dimensionless
version of the above system (i.e. the two equations (1.23) and (1.24) to sketch the phase
plane diagram. For example, the scheme E = ae/, M = m/, t = / with a =
2
/
gives
de
d
= e(m1),
dm
d
=
0
me, (1.31)
where
0
:=

/
2
.
By the phase diagram of the solutions (e, m) to the above system, we can see how the
solutions behave as we vary the scaled parameter
0
, graphically. (To sketch the phase
plane follow the discussion in the notes and specially the recipe provided at the end
(page 9) on Phase Plane Methods).
Steady States: e =
0
, m = 1. The Jacobian at ( e, m) is
J
( e, m)
=
_
m1 e
m e
_
=
_
0
0
1
0
_
, (1.32)
and the eigenvalues are
1,2
= (
0

2
0
4
0
)/2 which are always negative and real
if
0
> 4. In this case we have a stable node at ( e, m) and if
0
< 4 we have a stable
spiral.
Nullclines: de/d = 0 e = 0 or m = 1 (vertical). dm/d = 0 m =
0
/e
(horizontal).
Direction eld on Nullclines: Above the line DE, m > 1 and so de/d = e(m1) > 0;
and below DE, de/d < 0. Similarly, above the curve AC we have m >
0
/e, so dm/d <
0 and below the curve AC we have dm/d > 0. Gathering all these information now we
can sketch the phase diagram for the two cases
0
< 4 and
0
> 4 (See Figure 5.3).
25
e
m
dm/dt=0
de/dt=0
0
dm/dt > 0
dm/dt < 0
de/dt < 0
de/dt > 0
A
B
C
D E
e
m
0
dm/dt > 0
dm/dt < 0
de/dt < 0
de/dt > 0
A
B
C
D E

0
Figure 5.3. Marking the vertical/horizontal bars on nullclines rst (left), and
then by determining the sign of de/d and dm/d in various regions we can
determine the direction eld on nullclines.

e
m
e
m

< 4
> 4

0
0
Figure 5.4.
0
< 4 we have a centre and
0
> 4 a stable node.
5.4. The Lotka-Volterra Prey-Predator Equations. In 1926, the mathemati-
cian Vito Volterra, whose interests were in dierential and integral equations, had pub-
lished a paper on an observation made by his son-in-law on the variations of sh popu-
lations caught in the Mediterranean. The observation was that despite the fact that the
shing eort in the region had increased due to the First World War, the proportion of
predatory sh caught had increased. Alfred Lotka had proposed the same equations for a
prey-predator system in his book published in 1925. Let U be the prey (sh) population
density and V the (sh) predator density. Then the model is given by
rate of change of U = net rate of growth of U without predation
net rate of loss of U due to predation and,
rate of change of V = net rate of growth of V due to predation
net rate of loss of V without prey.
The above leads to the following system (can you see how the law of mass action plays
here ?):
dU
dt
= U UV,
dV
dt
= eUV V (1.33)
where the parameters , , and e are all positive.
26
The above assumes unrealistically that the prey-predator interactions are the only
determinants of the population dynamics. Other assumptions made by Lotka and Volterra
are:
The prey is limited by the predator, and in the absence of predator the prey
would grow exponentially.
The functional response of the predator is linear (i.e. the predation term is linear
in U).
There is no interference between predators in nding prey. This means that
encounters between predators do not take time or otherwise reduce the eciency
of the search for prey. So the predation term is linear in V .
In the absence of the prey, the predators dies of exponentially.
Every prey death contributes identically to the growth of the predator popula-
tion.
Figure 5.5. Very few natural predator-prey systems agree with the assump-
tions in the Lotka-Volterra model, but there is a classical set of data on a pair of
interacting populations that come close: the Canadian lynx and snowshoe hare
pelt-trading records of the Hudson Bay Company over almost a century. This
shows (adapted from Odum, Fundamentals of Ecology, Saunders, 1953) a plot of
that data.
Exercise 10
Using a suitable scheme nondimensionalise the system (1.33) to obtain
du
d
= u(1 v) =: f(u, v),
dv
d
= rv(u 1) := g(u, v). (1.34)
The steady states of the system (1.34) are given by u := du/d = 0 and v := dv/d = 0;
i.e. (0, 0) and (1, 1). To check the linear stability of the system about a steady state ( u, v)
we compute the Jacobian:
J
( u, v)
=
_
f
u
f
v
g
u
g
v
_
( u, v)
=
_
1 v u
r v r( u 1)
_
.
The eigenvalues corresponding to ( u, v) = (0, 0) are
1
= 1 and
2
= r < 0 so (0, 0)
is a saddle point. Eigenvalues corresponding to ( u, v) = (1, 1) are
1,2
=

r and this
describes a centre at (1, 1). Nullclines for this system are u = 0, u = 1 and v = 1, v = 0.
27
u
v
1
1
0
5 10 15 20 25 30
t
0.5
1
1.5
2
ut and vt
Figure 5.6. Left: Phase portrait of the Lotka-Volterra basic predator-prey
system; u and v are dimensionless variables. Right: Plot of the solutions for u(t)
and v(t) (here r = 1.3); notice the oscillatory behaviour.
Using a similar argument we carried out in the previous problem reveals the shape of the
phase trajectories as shown in the Figure 5.4.
Exercise 11
By dividing the two Equations in (1.34) we obtain
du
dv
=
rv(u 1)
u(1 v)
. (1.35)
Solve the above equation to obtain an equation for the phase trajectories.
Exercise 12
Let a prey-predator system satises the Lotka-Volterra equations, but with a so called
refuge term for the prey:
du
dt
= u (u k)v,
dv
dt
= av(u k 1). (1.36)
(a) Show that there is a minimum possible value for u.
(b) At any given time t how much prey available to the predators ?
(c) Determine the steady states and discuss their stability.
Exercise 13
Using a package like Mathematica we can conveniently solve and visualise the above
solutions. Try the following code:
(*Load the package PlotField *)
Needs["GraphicsPlotField"]
(*****************************************)
(* Define a function to plot the vector field *)
(*
u: the vector (x,y),
du: the r.h.s of the system,
xrange, yrange, are the ranges of x and y
*)
dirfield[u_, du_, xrange_, yrange_] :=
PlotVectorField[
du, {u[[1]], xrange[[1]], xrange[[2]]}, {u[[2]], yrange[[1]],
yrange[[2]]}, ScaleFunction -> (1 &), Prolog -> {Thickness[0.001]},
Axes -> True, AspectRatio -> 1, PlotPoints -> 15,
28
0.5 1 1.5 2 2.5 3
u
0.5
1
1.5
2
2.5
3
v
Figure 5.7. Each trajectory corresponds to a dierent initial condition.
AxesLabel -> {u[[1]], u[[2]]}]
(*****************************************)
(* Define the system of equations *)
sys1[u0_, v0_, r_] := {u[t] == u[t](1 - v[t]), v[t] == r v[t](u[t] - 1),
u[0] == u0, v[0] == v0}
(*****************************************)
(* Plot the vector filed, and store the output in dirgraph1 *)
dirgraph1 = dirfield[{u, v}, {u(1 - v), .5 v (u - 1) }, {0, 3}, {0, 3}];
(*****************************************)
(* Solve the system numerically with initial conditions
u(0)=1, v(0)=0.3 and r=1.2.
*)
sol1 = NDSolve[{sys1[1, 0.3, 1.2]}, {u, v}, {t, 0, 100}]
(*****************************************)
(* Plot the trajectories using the above solution: sol1*)
p1 = ParametricPlot[Evaluate[{u[t], v[t]} /. sol1], {t, 0, 100}];
(*****************************************)
(* Show the trajectories and the vector field on the same graph *)
Show[{dirgraph1,p1}]}
The above code shows only one trajectory; Using dierent sets of initial conditions for u
and v, obtain dierent plots (p1, p2, . . .) and combine those to obtain a a gure similar
to the one shown in Figure 4.7.
The same code can be used to generate similar diagrams for the cellular metabolism
example (Section 5.3) (See Figure 4.8).
5.5. Natural Predator-Prey Models. One of the unrealistic assumptions in the
Lotka-Volterra model is that in the absence of predators, the prey population growth is
unbounded. This, we cannot expect in natural systems due to limitations in resources for
instance. Therefore we assume the growth rates of both prey and predator will depend
on both predator and prey population densities. In general, we write,
dU
dt
= UF(U, V ),
dV
dt
= V G(U, V ), (1.37)
where the forms of F and G depend on the interaction, the species and so on. Indeed we
have discussed about sh populations which such growth, (in harvesting models). If we
29
0.5 1 1.5 2 2.5 3 3.5
e
0.5
1
1.5
2
2.5
3
m
1 2 3 4 5 6
e
0.5
1
1.5
2
2.5
3
3.5
4
m
Figure 5.8. Phase diagrams for the cellular metabolism example (5.3). Left:
the case
0
< 4, a stable spiral and, Right:
0
> 4 a (stable) node.
assume our prey population has a logistic growth and they are removed due to predation
in a saturable manner, we would model the rst of the above equations by
dU
dt
= U
_
r
_
1
U
K
_

AV
U +B
_
. (1.38)
We will assume the growth of predators is described by
dV
dt
= V
_
s
_
1
kV
U
__
, (1.39)
which means that the predator population size will be constant when the two population
densities are equal. Here r, K, A, B, s and k are all positive constants.
Exercise 14
(i) Using the scheme u() = U(t)/K, v() = kV (t)/K, = rt, a = A/kr, b = s/r and
d = B/K, obtain the nondimensionalised form
du
d
= u (1 u)
auv
u +d
=: f(u, v), (1.40)
dv
d
= bv
_
1
v
u
_
=: g(u, v). (1.41)
(ii) Show that the steady states are
u =
1
2
_
(1 a d) +
_
(1 a d)
2
+ 4d
_
2

, v = u. (1.42)
(iii) To check the linear stability about the steady state ( u, v), compute the Jacobian
J
( u, v)
at ( u, v).
(iv) Show that a necessary and sucient condition for linear stability is given by
u
_
a u
( u +d)
2
1
_
< b, and (1.43)
1 +
a
u +d

a u
( u +d)
2
> 0. (1.44)
30
(iv) Using f( u, v) = 0 and substituting for u from (ii) above, show that (1.44) is
always satised. Hence show that the linear stability is determined by the condition
b >
1
2a
_
a
_
(1 a d)
2
+ 4d
__
1 +a +d
_
(1 a d)
2
+ 4d
_
. (1.45)
31