Stability Analysis of a Predator-Prey System

The Interval Problem

Part I
To begin with we need to set up the conditions for our problem and explain the concept of stability in
our system. Given two populations U and V , being prey and predator respectively,we work under the
assumption that it is a reaction diusion system being modeled as follows
U
t
= f(U, V ) +
d
2
dx
2
U, V
t
= g(U, V ) + d
d
2
dx
2
V on [0, l] (0, )
_
U

(0, t)
V

(0, t)
_
= 0,
_
U

(l, t)
V

(l, t)
_
= 0,
_
U(x, 0)
V (x, 0)
_
are given
where , d represent positive scaling factors. As the title suggests, the domain is restricted to an interval
of length l and Neumann boundary conditions (zero ux). Now as you would imagine, stability refers to
the system (the population levels) being able to retain certain populations over long periods of time. This
means neither population is dying o or growing without bound, and that there is no population change in
our system (U
t
= 0, V
t
= 0). So if were ignoring the spatial variation in the problem, this usually entails our
populations satisfying
f(U, V ) = 0, g(U, V ) = 0.
The populations that satisfy this condition are called steady states and will be represented as (U
0
, V
0
). Now
probably the most important thing to note is how the system acts when it approaches these steady states,
whether they attractive or repulsive. Thus the process we use to do this is called linearising about the steady
state and what ends up happening is that we end up with exponentials in the solution to our system. If the
coecients in either of these exponentials are positive they grow without bound away from our steady states.
Therefore in order for a steady state to be stable both coecients in our exponentials must be
negative. We will see in a bit that our eigenvalues end up as the coecients and the study of whether they
are positive or negative determine the stability of our system.
Homogeneous system
Since were interested in how spatial variation aects the stability, we need to rst ensure conditions such
that the homogeneous system is stable. So the homogeneous system we are working with is
U
t
= f(U, V ), V
t
= g(U, V ).
Since were interested in what happens close to the steady state (U
0
, V
0
) we dene the following
w =
_
U U
0
V V
0
_
.
After linearising about the steady state (or equilibrium) we end up with
w
t
= Aw, where A =
_
f
U
f
V
g
U
g
V
_
U0,V0
Also for the rest of the section we will assume that all partial derivatives of f and g are evaluated at (U
0
, V
0
)
the steady state. To see how this was derived see the following
Derivation. Since we are looking at points close to our steady state we are interested in
U = U
0
+ U
1
V = V
0
+ V
1
1
where represents an incredibly small number. Taking the time derivative of both sides and simplifying we
get
U
t
= (U
1
)
t
V
t
= (V
1
)
t
f(U, V ) = (U
1
)
t
g(U, V ) = (V
1
)
t
f(U
0
+ U
1
, V
0
+ V
1
) = (U
1
)
t
g(U
0
+ U
1
, V
0
+ V
1
) = (V
1
)
t
From here we do a Taylor expansion of f and g to get

_
f(U
0
, V
0
) + (U
1
)f
U
+ (V
1
)f
v
+ O(
2
)
g(U
0
, V
0
) + (U
1
)g
U
+ (V
1
)g
v
+ O(
2
)
_
=
_
U
1
V
1
_
t
Since we know that (U
0
, V
0
) is the steady state then f(U
0
, V
0
) and g(U
0
, V
0
) go to zero. Dividing out on
both sides we are left with

_
U
1
f
U
+ V
1
f
V
+ O()
U
1
g
U
+ V
1
g
V
+ O()
_
=
_
U
1
V
1
_
t
However since is incredibly small we can ignore the O() terms as they are negligible and represent the
nonlinear terms. Thus we are nally left with

_
f
U
f
V
g
U
g
V
__
U
1
V
1
_
=
_
U
1
V
1
_
t
which is exactly what we want if we replace
_
U
1
V
1
_
with w.
Now bringing in the eigenvalues what we are looking for is
d
dt
w = w
which implies that w e
t
. However as we noted earlier, we want the coecients in our exponential to be
negative so we require that Re < 0 in order for our system to be stable. So solving for , making the
assumption that w is non-trivial (w = 0),
w = Aw
(I A)w = 0
|AI| = 0

f
U
f
V
g
U
g
V

= 0

2
(f
U
+ g
V
) +
2
(f
U
g
V
f
V
g
U
) = 0
So solving for by using the quadratic formula we get

1
,
2
=
1
2
[(f
U
+ g
V
)
_
(f
U
+ g
V
)
2
4(f
U
g
V
f
V
g
U
)]
Once again as a reminder, what we are looking for are the conditions necessary such that Re
1
and Re
2
are both negative. And what we notice is that this is always guaranteed if
tr A = f
U
+ g
V
< 0, |A| = f
U
g
V
f
V
g
U
> 0 .
And thus we have derived the necessary conditions for our system to be stable in a spatial homogeneous
domain.
2
The Interval Problem
If we go back and look at our original reaction diusion system and linearise it we get the following
w
t
= Aw+ D
2
w, D =
_
1 0
0 d
_
Now the above equation is a linear homogeneous PDE, which means we can use separation of variables to
nd a solution. For those unfamiliar with this idea, what is means is that there exists time independent and
spatially independent functions, T(t) and X(x) respectively, such that w(x,t) = T(t)X(x). Furthermore,
this is actually a discrete eigenvalue problem, that constructs the innite basis for our solution space so we
will end up with solutions such as
w =

n=0
c
n
e
t
X
n
Now there might be some confusion how we jumped from T(t)X(x)

n=0
c
n
e
t
X
n
. Instead of throwing
in a lot of algebra and trying to move terms all over the place we make the ansatz (educated guess) that
the timed dependent part of our solution T(t) is the scalar e
t
. However since w(x,t) is a vector, so must
T(t)X(x),hence we get that X(x) is a vector as well. Since the PDE is linear we can sum all possible solutions
and multiply by scalars to get our expected solution of

n=0
c
n
e
t
X
n
. So let us verify that this ansatz is
actually a solution
w
t
= Aw+ D
2
w
(e
t
X(x))
t
= Ae
t
X(x) + D
2
(e
t
X(x)
e
t
X(x) = Ae
t
X(x) + De
t
X

(x)
D
1
X(x) = D
1
AX(x) +X

(x)
X

(x) + (D
1
AD
1
)X(x) = 0
So now if we simply dene (D
1
AD
1
) = k
2
we are left with the spatial eigenvalue problem which we
can solve for. We will see that both components end up nearly the same, but for clarity we will break it up
component wise and show the work side by side.
d
2
dx
2
X
1
(x) + k
2
X
1
(x) = 0, X

1
(0) = 0, X

1
(l) = 0
r
2
+ k
2
= 0 r = ki
X
1
(x) = c
1
e
kix
+ c
2
e
kix
X

1
(x) = c
1
ike
kix
c
2
ike
kix
0 = c
1
ik c
2
ik
0 = c
1
ike
kil
c
2
ike
kil
e
kil
= e
kil
e
2kil
= 1
2kl = 2n k =
n
l
X
1n
(x) = c
n
(e
nx
l
i
+ e

nx
l
i
)
X
1n
(x) = C
n
cos
_
nx
l
_
d
2
dx
2
X
2
(x) + k
2
X
2
(x) = 0, X

2
(0) = 0, X

2
(l) = 0
r
2
+ k
2
= 0 r = ki
X
2
(x) = b
1
e
kix
+ b
2
e
kix
X

2
(x) = b
1
ike
kix
b
2
ike
kix
0 = b
1
ik b
2
ik
0 = b
1
ike
kil
b
2
ike
kil
e
kil
= e
kil
e
2kil
= 1
2kl = 2n k =
n
l
X
2n
(x) = b
n
(e
nx
l
i
+ e

nx
l
i
)
X
2n
(x) = B
n
cos
_
nx
l
_
What we notice is that the dierence between our components is a coecient, due to the dierence in the
initial conditions in our perturbation. So on the interval we get that
w =

n=0
a
n
e
t
_
C
n
cos
_
nx
l
_
B
n
cos
_
nx
l
_
_
=

n=0
_
a
n
C
n
a
n
B
n
_
e
t
cos
_
nx
l
_
=

n=0
D
n
e
t
cos
_
nx
l
_
Also from now on we will replace with as this is more consistent with whats used in literature. To be
clear this is dierent from the eigenvalue found in the homogeneous case.
3
Now that we have that solved, we can plug this back into our original reaction diusion system to get
w
t
= Aw+ D
2
w
_

n=1
D
n
e
t
cos
_
nx
l
_
_
t
= A
_

n=1
D
n
e
t
cos
_
nx
l
_
_
+ D
d
2
dx
2
_

n=1
D
n
e
t
cos
_
nx
l
_
_
Because of the linear nature of the problem, we can break it up into an equation for each n and then divide
out the D
n
and e
t
to get
cos
_
nx
l
_
= Acos
_
nx
l
_
+ D
d
2
dx
2
cos
_
nx
l
_
= Acos
_
nx
l
_
Dk
2
cos
_
nx
l
_
For the sake of avoiding confusion, we will be referring to as the eigenvalue and k as the wavenumber.
Analysis
Now solving for our eigenvalue and determining the stability we will assume that we have a non-trivial
solution (x = 0) and we get
cos
_
nx
l
_
= Acos
_
nx
l
_
Dk
2
cos
_
nx
l
_
( A + Dk
2
) cos
_
nx
l
_
= 0
|I A + Dk
2
| = 0

f
U
+ k
2
f
V
g
U
g
V
+ k
2
d

= 0
The characteristic equation we end up with is

2
+ [k
2
(1 + d) (f
U
+ g
V
)] + h(k
2
) = 0
h(k
2
) = dk
4
(df
U
+ g
V
)k
2
+
2
|A|
Now its important to note that if we let k = 0 we arrive back at our homogeneous case with no spatial
disturbances. And we have already derived the necessary conditions for stability in such a case. So now we
check to see where our system is unstable when k = 0, or in other words where Re > 0. As can be checked
by the quadratic formula, the only time this can happen is when the coecient of is negative or when
h(k
2
) < 0. However if we look back at our homogeneous case one of our requirements was that f
U
+g
v
< 0.
In addition to that k
2
(1 + d) is always positive so we get that
k
2
(1 + d) (f
U
+ g
V
) > 0
. This meaning that the only way for spatial instability to occur is if h(k
2
) < 0, for some k. However if we
go back and look at h(k
2
) note that |A| must be positive from the homogeneous case and that dk
4
is always
positive. This means that the only way for h(k
2
) < 0 requires that(df
U
+ g
V
) > 0. Since f
U
+ g
V
< 0, then
we know that f
U
and g
V
must share dierent signs and that d = 1. Thus we get
df
U
+ g
V
> 0 d = 1.
In fact if we look at reaction kinetics which are commonly used we get that f
U
> 0 and that g
V
< 0 which
together imply that d > 1. What this means for us is that the inhibitor will diuse faster than the activator
or that predators will diuse faster than prey.
So the condition that (df
U
+ g
V
) > 0 is necessary for h(k
2
) to be negative, but not sucient. At the very
least the minimum of h(k
2
) must be negative, so if we dierentiate with respect to k
2
and set equal to 0 we
get
2dk
2
(df
U
+ g
V
) = 0
k
2
= k
2
m
=
df
u
+ g
V
2d
4
So we plug this back in to nd h
min
h(k
2
m
) = d
_

df
u
+ g
V
2d
_
2
(df
U
+ g
V
)
df
u
+ g
V
2d
+
2
|A|
=
2
_
(df
u
+ g
V
)
2
4d

df
u
+ g
V
2d
+|A|
_
h
min
=
2
_
|A|
(df
u
+ g
V
)
2
4d
_
So as a short recap in order for there to be instability driven by spatial disturbances, then h(k
2
) < 0 for
some k. This can only happen if h
min
< 0 which is the case if
(df
u
+ g
V
)
2
4d
> |A|
Thus, while there is a lot more analysis which can be done in determining critical diusion rates and wavenum-
bers we have found all the necessary factors for determining spatial stability of our reaction diusion system.
tr A = f
U
+ g
V
< 0, |A| = f
U
g
V
f
V
g
U
> 0 .
guarantee stability in a homogeneous system while spatial driven instability require the following two condi-
tions
df
U
+ g
V
> 0, (df
U
+ g
V
)
2
4d(f
U
g
V
f
V
g
U
) > 0
Thus all these conditions are necessary in the generation of dierent spatial patterns in a reaction diusion
based two-species system. Part II
So at the end of the last part we ended up with the 4 inequalities needed in order for pattern formation and
spatial driven instability to occur
tr A = f
U
+ g
V
< 0, |A| = f
U
g
V
f
V
g
U
> 0
df
U
+ g
V
> 0, (df
U
+ g
V
)
2
4d(f
U
g
V
f
V
g
U
) > 0
However what does any of this actually mean if were trying to nd these patterns and the eects on our
system. It should be clear that theres a lot of analysis to be done on our specic domain, with diusion and
wavenumbers considered.
Before we continue however, we should take a step back and take a look at our original equation
U
t
= f(U, V ) +
d
2
dx
2
U, V
t
= g(U, V ) + d
d
2
dx
2
V
In particular I want to make sure that we understand just what represents in our equation. The two main
interpretations of that are commonly used in this context are that
(1)
1/2
is proportional to the linear size of our domain in one-dimension and is proportional to the area
of a two-dimensional domain.
(2) An increase in can represent a decrease in d, the diusion rate.
Without getting into detail about the derivation of our reaction-diusion equations, one way we can think
about is that it represents the scale of the system were working with. So a larger is representative of
a larger domain and relatively slower activator/prey diusion. In addition to this we work with and d
because they are non dimensionalized, so in a certain sense can represent the baseline length and diusion
in the system. Thus increasing means that the inhibitors relative rate of diusion is slower than before,
decreasing our value of d.
5
Critical Wavenumbers
Now if you dont remember, the conditions we came up with at the end of Part I were needed for spatial
instability to exist. Basically we needed h(k
2
) < 0 such that Re (k
2
) > 0, for some k. Thus we simply
looked at the case where h
min
< 0 without giving much thought to whole range of k that satised h(k
2
) < 0.
When h
min
= 0 there is a change in the stability of our system and it bifurcates, so we want to investigate
what happens at this point. In the rst Part we derived
h
min
=
2
_
|A|
(df
U
+ g
V
)
2
4d
_
so in order for h
min
= 0 we get that |A| =
(df
U
+g
V
)
2
4d
. Since the kinetic parameters arent changing (f
U
, g
V
, ...)
then the bifurcation is dependent on d and there is a critical diusion coecient d
c
which is the appropriate
root of
(d
c
f
U
+ g
V
)
2
4d
c
= |A|
(d
c
f
U
+ g
V
)
2
4d
c
(f
U
g
V
f
V
g
U
) = 0
d
2
c
f
2
U
+ 2d
c
f
U
g
V
4d
c
f
U
g
V
+ 4d
c
f
V
g
U
+ g
2
V
= 0
d
2
c
f
2
U
+ 2d
c
(2f
V
g
U
f
U
g
V
) + g
2
V
= 0
Now it might be questionable as to whether there is just one acceptable root, but when we apply the other
kinetic parameters we see that only does indeed satisfy the necessary conditions.
Derivation.
d
c
=
2(2f
V
g
U
f
U
g
V
)
_
4(2f
V
g
U
f
U
g
V
)
2
4f
2
U
g
2
V
2f
2
U
=
f
U
g
V
2f
V
g
U

_
4f
V
g
U
(f
V
g
U
f
U
g
V
)
f
2
U
At this point let us rename variables such that f
U
g
V
= a and g
U
f
V
= b. Our stability conditions require
|A| = f
U
g
V
g
U
f
V
= a b > 0 a > b. Remember though that f
U
and g
V
have dierent signs requiring
a < 0 b < 0. The implication is that b > a b b > |A|, which will be important later. Thus if we
look at the numerator of our quadratic formula and substitute in we get
f
U
g
V
2f
V
g
U

_
4f
V
g
U
(f
V
g
U
f
U
g
V
) = a 2b
_
4b(b a)
= (a b) b 2
_
b(a b)
= [
_
(a b)

b]
2
so we get that
d
c
=
_
_
|A|

g
U
f
V
f
U
_
2
One of our conditions for this spatial instability is that df
U
+ g
V
> 0 so if we plug in the solution for our
critical diusion we get
_
_
|A|

g
U
f
V
f
U
_
2
f
U
+ g
V
> 0
(
_
|A|
_
g
U
f
V
)
2
+ f
U
g
V
> 0 assuming f
U
> 0
|A| 2
_
|A|(g
U
f
V
) + (f
U
g
V
g
U
f
V
) > 0
2
_
|A|
_
|A|(b)
_
> 0
_
|A|

b > 0
6
Since b > |A| this implies that
_
|A|

b < 0 which we cant allow. Thus we have to choose the solution

with the + to ensure all the conditions are met. Thus
d
c
=
_
_
|A| +

g
U
f
V
_
2
_
f
2
U
Now in Part I we came up with an expression for k involving d and the kinetic parameters, thus if there
is a critical diusion ratio d
c
then there is a critical wavenumber k
c
as well
k
2
c
=
d
c
f
U
+ g
V
2d
c
To see how all of this aects h(k
2
) and consequently note the following diagrams
As the diagram suggests h(k
2
) < 0 between the values of k
1
and k
2
which are the roots of the equation. Thus
the wavenumbers satisfying this are
k
2
1
=
(df
U
+ g
V
)
_
(df
U
+ g
V
)
2
4d|A|
2d
< k
2
<
(df
U
+ g
V
) +
_
(df
U
+ g
V
)
2
4d|A|
2d
= k
2
2
Its important to note that on both sides squeeze together the possible wavenumbers that can satisfy
the inequality, similar to the way that decreasing d does the same thing. However remember that
1/2
is
proportional to the length of our domain as well. This implies that the smaller our domain, the smaller the
range of possible wavenumbers. Well see this concept come up again later, but to get an intuitive idea for
this its helpful to think of waves on a string.
Detailed Analysis
So we know how to nd the wavenumbers that satisfy our conditions, but how does this really help us
understand whats going on in our system. Well its probably best if we actually work through an example
and give some kinetics that could be used.
Remaining in one spacial dimension, on the interval, let us dene our system to be
u
t
= (a u u
2
v) + u
xx
, v
t
= (b u
2
v) + dv
xx
7
with the same boundary conditions given previously. As you can see f(u, v) = au+u
2
v and g(u, v) = bu
2
v.
So the homogeneous steady state (u
0
, v
0
) would be
b u
2
v = 0
u
2
v = b
a u + u
2
v = 0
a u + b = 0
u
0
= a + b
u
2
v = (a + b)
2
v = b
v
0
=
b
(a + b)
2
Additionally, since this only makes sense if (u
0
, v
0
) are in the positive quadrant (we cant have a steady
state with negative population values) we impose the additional conditions that u
0
= a + b > 0 and that
v
0
= b/(a + b)
2
> 0 b > 0. Now if we look at the entries of our A matrix (the Jacobian) evaluated at the
steady state we get
f
u
= 1 + 2uv =
b a
a + b
, f
v
= u
2
= (a + b)
2
, g
u
= 2uv =
2b
a + b
g
v
= u
2
= (a + b)
2
, |A| = f
u
g
v
f
v
g
u
= u
2
2u
3
v + 2u
3
v = (a + b)
2
Note that we previously determined that f
u
and g
v
must have diering signs. Since g
v
< 0 then for f
u
> 0
we must further impose that b a > 0 b > a. Now that we have equations for f and g we can now rewrite
the stability inequalities in terms of our parameters a, b, d to get
f
u
+ g
v
< 0 b a < (a + b)
3
f
u
g
v
f
v
g
u
> 0 (a + b)
2
> 0
df
u
+ g
v
> 0 d(b a) > (a + b)
3
(df
u
+ g
v
)
2
> 4d|A| [d(b a) (a + b)
3
]
2
> 4d(a + b)
4
The domain dened by these inequalities in (a, b, d) parameter space is often referred to the Turing Space
and is where the system is unstable due to diusion for certain wavenumbers.
Now recall that earlier when analyzing our spacial heterogeneous system that we solved for the temporally
independent solution of the system X(x)
X
n
(x) = D
n
cos
_
nx
l
_
and that we got that
w =

n=0
D
n
exp
_

2
n
2
l
2
_
t
_
cos
_
nx
l
_
Now the unstable wavenumbers that we are looking for are
k
2
1
= L(a, b, d) < k
2
< M(a, b, d) = k
2
2
L =
([d(b a) (a + b)
3
] {[d(b a) (a + b)
3
]
2
4d(a + b)
4
}
1/2
2d(a + b)
M =
([d(b a) (a + b)
3
] +{[d(b a) (a + b)
3
]
2
4d(a + b)
4
}
1/2
2d(a + b)
Remember that outside of this range of wavenumbers that our system is stable. Meaning that < 0 and
that D
n
exp
_

2
n
2
l
2
_
t
_
cos
_
nx
l
_
tends to 0. Thus we can say that
w
n2

n1
D
n
exp
_

2
n
2
l
2
_
t
_
cos
_
nx
l
_
Now that we have all that we can move on to the numerical simulations and really get an idea of where we
are going with this.
8
Numerics
The chosen parameters for the initial simulation are
a = 5, b = 10, d = 10000, l = 20, = 20
and it can be easily veried from looking back that these satisfy the necessary conditions. Sparing the actual
computation we nd that the range of wavenumbers that allow for pattern formation is k
2
10
k k
2
12
and
to continue further we need to solve for the coecients D
n
. For the sake of simplicity we will only look
at results pertaining to the u population, though all procedures are the same for v. Drawing from Fourier
analysis we solve for the u coecients C
n
by using the formula
C
n
=
2
l
_
l
0
f(x) cos
_
nx
l
_
dx
where f(x) is the initial perturbation of our population and u(x, 0) = F(x) = u
0
+f(x). For the sake of our
example I chose
f(x) = cos
_

5
x
_
+ sin
_
x
2
_
.
Thus going back and remembering that w =
_
u u
0
v v
0
_
we can write what u is for our linearized system
u(x, t) =u
0
+
1
l
_
l
0
cos
_

5
x
_
+ sin
_
x
2
_
dy
+

n=1
__
2
l
_
l
0
_
cos
_

5
x
_
+ sin
_
x
2
__
cos
_
ny
l
_
dy
_
exp
_

2
n
2
l
2
_
t
_
cos
_
nx
l
_
_
where as another reminder we know that
(k
2
) =
1
2
[(k
2
(1 + d) (f
u
+ g
v
)] +
_
[k
2
(1 + d) (f
u
+ g
v
)]
2
4dk
4
+ (df
u
+ g
v
)k
2

2
(f
u
g
v
f
v
g
u
)
Now this seems very daunting to look at, but we have numeric values for our variables and can make the
approximation that for wavenumbers outside our range that the exponential quickly tends to 0. So after
plugging everything in and simplifying we get
u(x, t) 3 +
_
0.04147e
0.08603t
cos
_
10x
20
__
+
_
0.002941e
0.1882t
cos
_
11x
20
__
+
_
0.02784e
0.1159t
cos
_
12x
20
__
Its important to remember that this is only an approximation that increases in accuracy with higher values
of t. So when using it to look at the evolution of our population we can only trust it to be truly accurate when
analyzing the limit behavior of our system, though it is a decent approximation at smaller values (especially
when further terms are added). The main interest is in how the population diers from the steady state of
u
0
= 15, whether the population is above or below, so plotting the initial population perturbation along with
how it should evolve at later points in time (t = 10, 20, 30, 40) we get the following.
9
10
There are a couple important observations we can make from this
1) As t increases the system tends toward our approximation. Thus the areas of higher concentration and
lower concentration stabilize and tend toward the period created by the sum of unstable wavenumber
modes
_
n2

n1
cos
_
nx
l
_
_
2) From the solution to our linearized system and from observation of our diagram we see that there is
nothing bounding the time portion of our solution, meaning that it will continue to grow exponentially
with time. It is hypothesized and stated in the literature that in the original system, the nonlinear terms
bound this growth and cause the stable pattern formation were looking for. A proof of this is outside
the scope of this document, however for the rest of the document we will make the assumption that the
wavenumber modes are indeed bounded by nonlinear terms.
Now before we move on higher dimensions and gaining a further understanding of whats going on lets take
a quick look at a graph of both our predator and prey populations evolving in time. To make the interaction
easier to visualize the parameters have been changed, but all the work is the same.
The following is the distribution of prey (Blue) and predator (Red) over an interval, where they are repre-
sented as percentages of their carrying capacity. Also, the Yellow line represents the prey steady state and
the Green line represents the predator steady state.
The following show the expected evolution of the system, though between our approximation (better at large
t) and the unbounded temporal growth of our linear system (better at low t), its hard to get an accurate
picture across all time scales.
11
12