1 Introduction

In this paper, we are interested in the following time periodic reaction–diffusion epidemic system

$$\begin{aligned} {\left\{ \begin{array}{ll} \frac{\partial S(t,x)}{\partial t}=d_1\Delta S(t,x)-\beta (t)S(t,x)I(t,x), &{}t>0,\,x\in {\mathbb {R}},\\ \frac{\partial I(t,x)}{\partial t}=d_2\Delta I(t,x) +\beta (t)S(t,x)I(t,x)-\gamma (t)I(t,x),&{}t>0,\,x\in {\mathbb {R}},\\ \frac{\partial R(t,x)}{\partial t}=d_3\Delta R(t,x)+\gamma (t)I(t,x),&{}t>0,\,x\in {\mathbb {R}}, \end{array}\right. }\qquad \end{aligned}$$
(1.1)

which describes the evolution of an epidemic within a spatially distributed population of individuals in a seasonal forcing environment. Here, S(tx), I(tx) and R(tx) denote the densities of the susceptible, infected and recovered/removed individuals at time t and located at the spatial position \(x\in {\mathbb {R}}\), respectively. The positive constants \(d_1, d_2\) and \(d_3\) are the diffusion rates for the susceptible, infected and recovered/removed individuals, respectively. The disease transmission rate \(\beta (t)\) and the recovery rate \(\gamma (t)\) are all positive T-periodic continuous functions in t.

The kinetic system of (1.1) is

$$\begin{aligned} {\left\{ \begin{array}{ll} \frac{d S(t)}{d t}=-\beta (t) S(t)I(t),&{}t>0,\\ \frac{d I(t)}{d t}=\beta (t) S(t)I(t)-\gamma (t) I(t),&{}t>0,\\ \frac{d R(t)}{d t}=\gamma (t) I(t),&{}t>0, \end{array}\right. } \end{aligned}$$
(1.2)

which has been deeply studied by Bacaër and Gomes [2], where they observed somewhat counterintuitive conclusions quite different from what is in a constant environment, that is, the classic Kermack–McKendrick SIR epidemic model [26] (see also [1, 5]):

$$\begin{aligned} {\left\{ \begin{array}{ll} \frac{d S(t)}{d t}=-\beta S(t)I(t),&{}t>0,\\ \frac{d I(t)}{d t}=\beta S(t)I(t)-\gamma I(t),&{}t>0,\\ \frac{d R(t)}{d t}=\gamma I(t),&{}t>0, \end{array}\right. } \end{aligned}$$
(1.3)

but almost compatible with occurrence. The consequence in [2] implies that the behavior of epidemics under the seasonal forcing is not a straightforward generalization of the known results in a constant environment. In fact, it was reported that the transmission rates and the recovery rates of many epidemics can be significantly impacted by seasonality, see London and Yorke [30] for the yearly outbreaks of measles, chickenpox and mumps, and Hethcote and Yorke [21] for the seasonal oscillation of gonorrhea. In particular, London and Yorke [30] pointed out that there are two significant factors influencing the dynamics of epidemics and contributing to the one-year periodicity of the contact rate: (i) weather/climatic factors such as temperature and relative humidity; (ii) social behavior (contact patterns) influenced by public holidays (children due to school terms), vacations. Figure 1 in [8] also states that most human respiratory pathogens exhibit and annual increase in incidence each winter, although there are variations in the timing of onset and magnitude of the increase. For more on the impact of the seasonality in epidemic models, we refer to [19, 20, 32] and a review paper [6]. Here, we would like to emphasize that models (1.2) and (1.3) are usually used to describe the transmission of disease whose time scale is rather fast with respect to the vital dynamic of the population. Therefore, the vital dynamics is not incorporated into (1.2) and (1.3) and the total population number remains invariant in the transmission process of the epidemic. As mentioned above, the transmission dynamics of many epidemics such as measles, chickenpox, mumps and gonorrhea [21, 30] are significantly influenced by seasonality. On the other hand, the total number of the population usually remains (almost) invariant within several years. Thus, if we neglect (or do not consider) the effect of the vital dynamics of the population, then the system such as (1.2) (and (1.1)) is rather reasonable and should do duty for an admonition to interpret the epidemics influenced by seasonality.

To consider the propagation dynamics of (1.1), in which the random walk of individuals and the seasonality are incorporated, traveling wave solution is a key topic. For the autonomous version of system (1.1), namely

$$\begin{aligned} {\left\{ \begin{array}{ll} \frac{\partial S(t,x)}{\partial t}=d_1\Delta S(t,x)-\beta S(t,x)I(t,x),&{}t>0,\,x\in {\mathbb {R}},\\ \frac{\partial I(t,x)}{\partial t}=d_2\Delta I(t,x) +\beta S(t,x)I(t,x)-\gamma I(t,x),&{}t>0,\,x\in {\mathbb {R}},\\ \frac{\partial R(t,x)}{\partial t}=d_3\Delta R(t,x)+\gamma I(t,x),&{}t>0,\,x\in {\mathbb {R}}, \end{array}\right. } \end{aligned}$$
(1.4)

there has been extensive research on the traveling waves for the first two equations of (1.4) (the R equation can be decoupled). Kallen [24] and Kallen et al. [25] have studied the existence of traveling wave solutions when \(d_1=0\). Particularly, Hosnono and Ilyas [22] proved that there admits a pair of traveling wave solution \((S(x+ct),I(x+ct))\) satisfying \(S(-\infty )=S_0>0, S(+\infty )=S^\infty <S_0, I(\pm \infty )=0\) for each \(c\ge c^*=2\sqrt{\beta S_0d_2(1-\gamma /\beta S_0)}\) when the basic reproduction number \(R_0:=\frac{\beta S_0}{\gamma }\) of system (1.3) is larger than unit, which represents the transition from the initial disease-free equilibrium \((S_0,0,0)\) to another disease- free state \((S^\infty ,0,0)\) with \(S^\infty \) being determined by the model coefficients. Since then, there have been extensive investigations on traveling wave solutions of system (1.4) (see, e.g., [18, 23, 40] and references therein), and its variants such as age-infection structure [10, 11], delays or non-local delays [34], spatially discrete structure [17] and non-local dispersal case [37]. We also refer to [9] for the long-term behavior of (1.4) with spatial heterogeneity (\(d_1=0\)).

In the current work, we are concerned with time periodic traveling wave solutions (see the definition in the next section) for problem (1.1). Since system (1.1) involved with the same non-monotone structure as system (1.4), which implies that (1.1) does not have comparison principle, the theory and methods for monotone periodic systems (see, e.g., [13, 28, 41, 42]) are no longer effective. In addition, differently from system (1.4), problem (1.1) gives rise to a periodic parabolic system of wave profile, which leads to failure for the approaches in the aforementioned literatures to system (1.4). Recently, Wang et al. [35] studied time periodic traveling wave solutions for the following periodic and diffusive SIR model with standard incidence:

$$\begin{aligned} {\left\{ \begin{array}{ll} \frac{\partial }{\partial t}S(t,x)=d_1\Delta S(t,x)-\frac{\beta (t)S(t,x)I(t,x)}{S(t,x)+I(t,x)},\\ \frac{\partial }{\partial t}I(t,x)=d_2\Delta I(t,x)+\frac{\beta (t)S(t,x)I(t,x)}{S(t,x)+I(t,x)} -\gamma (t)I(t,x),\\ \frac{\partial }{\partial t}R(t,x)=d_3\Delta R(t,x)+\gamma (t)I(t,x). \end{array}\right. } \end{aligned}$$
(1.5)

Here, S(tx), I(tx) and R(tx) denote the densities of the susceptible, infected and recovered individuals at time t and in location x, respectively. The coefficients in (1.5) represent the same meaning as in system (1.1). It should be pointed out that the incidence in (1.5) reflects the recovered individuals is removed from the population and not involved in the contact and disease transmission (see [33]). They proved that if the basic reproduction number \(R_0:=\frac{\int _0^T\beta (t)dt}{\int _0^T\gamma (t)dt}\) of kinetic system of (1.5) is larger than unit, there exists a critical value \(c^*=2\sqrt{\frac{1}{d_2T}\int _0^T[\beta (t)-\gamma (T)]dt}\) such that for any wave speed \(c>c^*,\) system (1.5) admits a time periodic traveling wave solution. Furthermore, they obtained the nonexistence of periodic traveling wave solutions for two cases:(i) \(R_0\le 1;\) (ii) \(R_0>1\) and \(c<c^*.\) The literature [35] makes an elementary attempt and provides a novel train of thought to solve the existence of time periodic traveling wave solutions for periodic and non-monotone systems.

Note that mass action in (1.1) and standard incidence infection mechanism in (1.5) are widely adopted in modeling infectious diseases transmission. From the epidemiological perspective, the mass action is appropriate for modeling contact between infectious individuals and susceptible individuals in small population size, while utilizing the standard incidence frequently depends on population size, that is, it is suitable for larger population size. Another observation is that the basic reproduction number of the kinetic system associated with (1.1) is dependent on population size (see Sect. 2), while the basic reproduction number of kinetic system of (1.5) is independent of population size. The aforementioned difference on two incidence functions leads to some distinction on mathematical analysis in the corresponding models. In addition, in view of the bilinear incidence (or mass action infection mechanism) in system (1.1), the derivation of existence of periodic traveling wave solutions to (1.1) becomes much more challenging. Precisely speaking, it is difficult to verify the boundedness of I. On the other hand, the method on the nonexistence of periodic traveling wave solutions of (1.5) when \(R_0:=\frac{\int _0^T\beta (t)dt}{\int _0^T\gamma (t)dt}>1\) and \(c<c^*,\) can be hardly applied to system (1.1). Motivated by the ideas in [10, 35, 39], we shall consider the truncated problem on a finite interval and apply the limiting arguments to deal with the periodic traveling wave problem associated with (1.1). This will extend the research strategy on periodic traveling wave solutions for periodic and non-monotone systems. Here, we emphasize that in [39] a similar argument was used to establish the existence of periodic traveling wave solution for a time periodic and delayed reaction–diffusion equation without quasi-monotonicity, which describes the growth of mature population of a single species living in a fluctuating environment.

The rest of this paper is organized as follows. In the next section, by constructing a suitable pair of super- and sub-solutions and applying the Schauder’s fixed-point theorem to a similar problem on a bounded domain, we then use some a priori estimations and a limiting procedure to establish the existence of the periodic traveling wave solutions. Section 3 is devoted to the study of the nonexistence of periodic traveling wave solutions for two cases. A brief discussion completes the paper.

2 Existence of periodic traveling waves

In this section, we focus on the existence of the non-trivial and time periodic traveling waves \((\phi (t,z),\)\(\psi (t,z))\) of system (1.1). Since the R equation of system (1.1) can be decoupled, it is sufficient to consider the following system

$$\begin{aligned} {\left\{ \begin{array}{ll} \frac{\partial S(t,x)}{\partial t}=d_1\Delta S(t,x)-\beta (t)S(t,x)I(t,x),&{} t>0,\ x\in {\mathbb {R}},\\ \frac{\partial I(t,x)}{\partial t}= d_2\Delta I(t,x) +\beta (t)S(t,x)I(t,x)-\gamma (t)I(t,x)&{} t>0,\ x\in {\mathbb {R}}. \end{array}\right. }\qquad \end{aligned}$$
(2.1)

Time periodic traveling waves to system (2.1) are defined to be solutions of the form

$$\begin{aligned} \begin{pmatrix} S(t,x)\\ I(t,x) \end{pmatrix} =\begin{pmatrix} \phi (t,x+ct)\\ \psi (t,x+ct) \end{pmatrix},\ \ \begin{pmatrix} \phi (t+T,z)\\ \psi (t+T,z) \end{pmatrix} =\begin{pmatrix} \phi (t,z)\\ \psi (t,z) \end{pmatrix} \end{aligned}$$
(2.2)

satisfying

$$\begin{aligned} \begin{pmatrix} \phi (t,\pm \infty )\\ \psi (t,\pm \infty ) \end{pmatrix}= \begin{pmatrix} \phi _\pm (t)\\ \psi _\pm (t) \end{pmatrix}, \end{aligned}$$

where c is called the wave speed, \(z=x+ct\) is the moving coordinate and \(\begin{pmatrix}\phi _+(t)\\ \psi _+(t)\end{pmatrix}\) and \(\begin{pmatrix}\phi _-(t)\\ \psi _-(t)\end{pmatrix}\) are two periodic solutions of the corresponding kinetic system:

$$\begin{aligned} {\left\{ \begin{array}{ll} \frac{dS}{dt}=-\beta (t)S(t)I(t),\\ \frac{dI}{dt}=\beta (t)S(t)I(t)-\gamma (t)I(t). \end{array}\right. } \end{aligned}$$
(2.3)

Such solutions \((\phi ,\psi )\) must satisfy the following system:

$$\begin{aligned} {\left\{ \begin{array}{ll} \phi _t(t,z)=d_1\phi _{zz}(t,z)-c\phi _z(t,z)-\beta (t)\phi (t,z)\psi (t,z),\\ \psi _t(t,z)=d_2\psi _{zz}(t,z)-c\psi _z(t,z)+\beta (t)\phi (t,z)\psi (t,z)-\gamma (t)\psi (t,z). \end{array}\right. } \end{aligned}$$
(2.4)

This system is posed on \((t,x)\in {\mathbb {R}}_+\times {\mathbb {R}}\) and is supplemented with the following asymptotic boundary conditions

$$\begin{aligned} \phi (t,-\infty )=S_0,\, \phi (t,\infty )=S^\infty ,\, \psi (t,\pm \infty )=0\ \mathrm{uniformly\ in}\, t\in {\mathbb {R}}. \end{aligned}$$
(2.5)

Here, \(S_0>0\) is a constant, and \((S_0,0)\) is the initial disease-free steady state. The parameter \(c>0\) is the wave speed, while constant \(S^\infty \ge 0\) describes the density of susceptible individuals after the epidemic.

Our basic procedure to prove the existence of periodic traveling wave solutions is as follows. Firstly, by constructing some suitable super- and sub-solutions for (2.4), we obtain a closed and convex set \(\Gamma _N\) of initial functions lying between the sub- and super-solutions. Secondly, we consider the truncated problem posed on the bounded domain and define a nonlinear solution operator \({\mathcal {F}}\) on \(\Gamma _N\), and then, we apply the Schauder’s fixed- point theorem to \({\mathcal {F}}\) after verifying the complete continuity of it. Finally, on the basis of some proposed a priori estimations of the obtained fixed point of \({\mathcal {F}},\) a limiting procedure can be used to extend the bounded interval to \({\mathbb {R}},\) and then, the existence of periodic traveling wave solutions is established. By similar arguments to [35], we further verify the asymptotic boundary conditions for periodic traveling wave solutions.

2.1 Construction of sub- and super-solutions

Linearizing system (2.4) at the disease-free steady state \((S _0 ,0)\), we have the following equation:

$$\begin{aligned} {\tilde{I}}_t(t,x)= d_2{\tilde{I}}_{zz}-c{\tilde{I}}_z(t,z)+(S_0\beta (t)-\gamma (t)){\tilde{I}}(t,x). \end{aligned}$$

Define

$$\begin{aligned} \Theta _c(\lambda )= d_2\lambda ^2-c\lambda +\varrho ,~~~~ c\in {\mathbb {R}},\lambda \in {\mathbb {R}} \end{aligned}$$
(2.6)

where \(\varrho :=\frac{1}{T}\int _0^T \left( S_0\beta (t)-\gamma (t)\right) \mathrm{d}t\). Clearly, \(\varrho >0\) if the basic reproduction number \(R_0:=\frac{S_0{\int _0^T\beta (t)\mathrm{d}t}}{\int _0^T\gamma (t)\mathrm{d}t}>1\). In what follows, we always assume that \(R_0>1\). Let

$$\begin{aligned} \lambda _1 =\frac{c-\sqrt{c^2-4 d_2\varrho }}{2 d_2}, ~~~\lambda _2=\frac{c+\sqrt{c^2-4 d_2\varrho }}{2 d_2} \end{aligned}$$

if \(c>c^*:=2\sqrt{ d_2\varrho }\). Then, we have \(\Theta _c(\lambda _1 )=\Theta _c(\lambda _2 )=0\) and \(\Theta _c(\lambda )<0, \forall \lambda \in (\lambda _1,\lambda _2)\).

Fixing \(c>c^*\), we set

$$\begin{aligned} K(t):={\mathrm{exp}}\left( \int _0^t[ d_2\lambda _1 ^2-c\lambda _1 +(S_0\beta (s)-\gamma (s)]\mathrm{d}s\right) . \end{aligned}$$

It is easy to see that K(t) is T-periodic. We further define the following functions

$$\begin{aligned}&\phi ^+(t,z):=S_0,~~~\phi ^-(t,z):=\max \{S_0(1-M_1e^{\epsilon _1z}),0)\},\\&\psi ^+(t,z):=K(t)e^{\lambda _1 z},~~~\psi ^-(t,z):=\max \{K(t)e^{\lambda _1 z}(1-M_2e^{\epsilon _2z}),0\}, \end{aligned}$$

where \(M_i\) and \(\epsilon _i\), \(i=1,2\) are all positive constants and will be determined below. Then, we can inductively establish the following results.

Lemma 2.1

The function \(\psi ^+(t,z)=K(t)e^{\lambda _1 z}\) satisfies the following linear equation:

$$\begin{aligned} \psi _t= d_2\psi _{zz}+c\psi _z-\left( \beta (t)S_0-\gamma (t)\right) \psi . \end{aligned}$$
(2.7)

Lemma 2.2

For sufficiently small \(\epsilon _1\) such that \(0<\epsilon _1<\lambda _1\) and sufficiently large \(M_1>1\), the function \(\phi ^-\) satisfies

$$\begin{aligned} \phi _t- d_1\phi _{zz}+ c\phi _z\le -\beta (t)\phi \psi ^+ \end{aligned}$$
(2.8)

for any \(z\not =z_1:=-\epsilon _1^{-1}\ln M_1.\)

Proof

In case where \(z>-\epsilon _1^{-1}\ln M_1,\) we have \(\phi ^-(t,z)=0,\) which implies (2.8) holds.

In case where \(z<-\epsilon _1^{-1}\ln M_1\), then \(\phi ^-(t,z)=S_0\left( 1-M_1e^{\epsilon _1z}\right) .\) Thus, we need only to prove that

$$\begin{aligned} d_1S_0M_1\epsilon _1^2e^{\epsilon _1z}-cS_0M_1\epsilon _1e^{\epsilon _1z}\le -\beta (t)S_0\left( 1-M_1e^{\epsilon _1z}\right) K(t)e^{\lambda _1z}. \end{aligned}$$

That is,

$$\begin{aligned} M_1\epsilon _1\left( c-d_1\epsilon _1\right) \ge \beta (t)\left( 1-M_1e^{\epsilon _1z}\right) K(t)e^{(\lambda _1-\epsilon _1)z}. \end{aligned}$$

So for \(z<z_1:=-\epsilon _1^{-1}\ln M_1,\) it is sufficient to verify

$$\begin{aligned} M_1\epsilon _1\left( c-d_1\epsilon _1\right) \ge \beta (t)K(t)e^{-\epsilon _1^{-1}(\lambda _c-\epsilon _1)\ln M}=\beta (t)K(t)M_1^{-\epsilon _1^{-1}(\lambda _1-\epsilon _1)}, \quad \forall t\in {\mathbb {R}}. \end{aligned}$$

Since both \(\beta (t)\) and K(t) are positive T-periodic functions, the above inequality is valid as long as we choose \(M_1=1/\epsilon _1\) with \(\epsilon _1>0\) sufficiently small and \(0<\epsilon _1<\lambda _1\). \(\square \)

Lemma 2.3

Suppose \(\epsilon _2>0\) is sufficiently small such that \(\epsilon _2<\min \{\epsilon _1,\lambda _2-\lambda _1\}\), and \(M_2\) is sufficiently large such that \(-\epsilon _2^{-1}\ln M_2<-\epsilon _1^{-1}\ln M_1.\) Then, the function \(\psi ^-\) satisfies

$$\begin{aligned} \psi _t-d_2\psi _{zz}+c\psi _z\le \beta (t)\phi ^-\psi -\gamma (t)\psi \end{aligned}$$
(2.9)

for any \(z\not =z_2:=-\epsilon _2^{-1}\ln M_2.\)

Proof

Choose \(M_2\) large enough to ensure that \(-\epsilon _2^{-1}\ln M_2<-\epsilon _1^{-1}\ln M_1.\) For \(z>z_2:=-\epsilon _2^{-1}\ln M_2,\) one has \(\psi ^-(t,z)=0,\) and hence, the inequality (2.9) holds.

When \(z<z_2:=-\epsilon _2^{-1}\ln M_2\), \(\psi ^-(t,z)=K(t)e^{\lambda _1 z}\left( 1-M_2e^{\epsilon _2z}\right) \) and \(\phi ^-(t,z)=S_0(1-M_1e^{\epsilon _1z}).\) In order to obtain (2.9), we only need to verify the following inequality

$$\begin{aligned} \psi ^-_t-d_2\psi ^-_{zz}+c\psi ^-_z-\left( \beta (t)S_0-\gamma (t)\right) \psi ^-\le \beta (t)\left( \phi ^--S_0\right) \psi ^-. \end{aligned}$$
(2.10)

By the expression of K(t) and \(\psi ^-,\) it follows that

$$\begin{aligned}&\psi ^-_t-d_2\psi ^-_{zz}+c\psi ^-_z-\left( \beta (t)S_0-\gamma (t)\right) \psi ^-\\&\quad =K'(t)e^{\lambda _1z}\left( 1-M_2e^{\epsilon _2z}\right) -d_2\left[ \lambda _1^2K(t) e^{\lambda _1z}\left( 1-M_2e^{\epsilon _2z}\right) -\lambda _1\epsilon _2 M_2K(t)e^{(\lambda _1+\epsilon _2)z}\right. \\&\qquad \ \left. -(\lambda _1+\epsilon _2)\epsilon _2 M_2K(t)e^{(\lambda _1+\epsilon _2)z}\right] +c\left[ \lambda _1K(t) e^{\lambda _1z}\left( 1-M_2e^{\epsilon _2z}\right) -\epsilon _2 M_2K(t)e^{(\lambda _1+\epsilon _2)z}\right] \\&\qquad \ -[\beta (t)S_0-\gamma (t)]K(t) e^{\lambda _1z}\left( 1-M_2e^{\epsilon _2z}\right) \\&\quad = e^{\lambda _1z}\left\{ K'(t)-d_2\lambda _1^2K(t)+c\lambda _1K(t)- [\beta (t)S_0-\gamma (t)]K(t) \right\} \\&\qquad \ -M_2e^{(\lambda _1+\epsilon _2)z}\left\{ K'(t)-d_2(\lambda _1+\epsilon _2)^2K(t) +c(\lambda _1+\epsilon _2)K(t)- [\beta (t)S_0-\gamma (t)]K(t) \right\} \\&\quad =-M_2e^{(\lambda _1+\epsilon _2)z}K(t)\left\{ \left[ d_2\lambda _1^2-c\lambda _1\right] -\left[ d_2(\lambda _1+\epsilon _2)^2-c(\lambda _1+\epsilon _2)\right] \right\} \\&\quad =M_2e^{(\lambda _1+\epsilon _2)z}K(t)\Theta _c(\lambda _1+\epsilon _2). \end{aligned}$$

Then, the inequality (2.10) is equivalent to

$$\begin{aligned} M_2e^{\epsilon _2z}\Theta _c(\lambda _1+\epsilon _2)\le -\beta (t)S_0M_1e^{\epsilon _1z}(1-M_2e^{\epsilon _2z}) \end{aligned}$$
(2.11)

Owing to \(\epsilon _1<\lambda _2-\lambda _1,\) we have \(\lambda _1+\epsilon _2\in (\lambda _1,\lambda _2),\) and hence,

$$\begin{aligned} \Theta _c(\lambda _1+\epsilon _2)=d_2(\lambda _1+\epsilon _2)^2-c(\lambda _1 +\epsilon _2)+\varrho <0. \end{aligned}$$

Since \(\beta (t)\) is positive and T-periodic in \({\mathbb {R}},\) the inequality (2.11) is true if and only if

$$\begin{aligned} -M_2\Theta _c(\lambda _1+\epsilon _2)\ge \beta (t)S_0M_1e^{(\epsilon _1-\epsilon _2)z}. \end{aligned}$$

Thus, when \(z<-\epsilon _2^{-1}\ln M_2\), we need to show

$$\begin{aligned} -M_2\Theta _c(\lambda _1+\epsilon _2)\ge \beta (t)S_0M_1M_2^{-(\epsilon _1-\epsilon _2)/\epsilon _2} \end{aligned}$$

for all \(t\in [0,T].\) The last inequality holds true when we choose sufficiently small \(\epsilon _2<\epsilon _1\) and \(M_2\) large enough. \(\square \)

2.2 Reduction to a fixed-point problem

Take \(N>-z_2.\) Define

$$\begin{aligned} \Gamma _N:=\left\{ ({\tilde{\phi }},{\tilde{\psi }})\in C({\mathbb {R}}\times [-N,N],{\mathbb {R}}^2): \begin{aligned}&{\tilde{\phi }}(t,z)={\tilde{\phi }}(t+T,z),\,\forall \ t\in {\mathbb {R}},\ z\in [-N,N],\\&{\tilde{\psi }}(t,z)={\tilde{\psi }}(t+T,z),\,\forall \ t\in {\mathbb {R}},\ z\in [-N,N];\\&\phi ^-(t,z)\le {\tilde{\phi }}(t,z)\le \phi ^+(t,z),\,\forall t\in {\mathbb {R}},\ z\in [-N,N],\\&\psi ^-(t,z)\le {\tilde{\psi }}(t,z)\le \psi ^+(t,z),\,\forall t\in {\mathbb {R}},\ z\in [-N,N];\\&{\tilde{\phi }}(t,\pm N)=\phi ^-(t,\pm N),\,\forall t\in {\mathbb {R}},\\&{\tilde{\psi }}(t,\pm N)=\psi ^-(t,\pm N),\,\forall t\in {\mathbb {R}} \end{aligned}\right\} . \end{aligned}$$

For any given \(({\tilde{\phi }},{\tilde{\psi }})\in \Gamma _N,\) define maps

$$\begin{aligned} f_1[{\tilde{\phi }},{\tilde{\psi }}](t,z)=\alpha _1\tilde{\phi }(t,z) -\beta (t){\tilde{\phi }}(t,z){\tilde{\psi }}(t,z) \end{aligned}$$

and

$$\begin{aligned} f_2[{\tilde{\phi }},{\tilde{\psi }}](t,z)=\alpha _2\tilde{\psi }(t,z) +\beta (t){\tilde{\phi }}(t,z){\tilde{\psi }}(t,z)-\gamma (t)\tilde{\psi }(t,z), \end{aligned}$$

where \(\alpha _1\) and \(\alpha _2\) are positive constants and satisfy \(\alpha _1>\max _{t\in [0,T]}\beta (t)K(t)e^{\lambda _1N}\) and \(\alpha _2>\max _{t\in [0,T]}\)\(\gamma (t),\) respectively. Let \({\mathcal {A}}_iu=d_i\partial _{zz}u-c\partial _zu-\alpha _iu, i=1,2.\) Fix a \(({\tilde{\phi }},{\tilde{\psi }})\in \Gamma _N.\) Consider the following linear parabolic initial boundary value problem:

$$\begin{aligned} {\left\{ \begin{array}{ll} \partial _t\phi (t,z)-{\mathcal {A}}_1\phi (t,z)=f_1[{\tilde{\phi }},{\tilde{\psi }}](t,z), \quad \quad \quad \quad \quad \quad \,t>0,z\in [-N,N],\\ \partial _t\psi (t,z)-{\mathcal {A}}_2\psi (t,z)=f_2[{\tilde{\phi }},{\tilde{\psi }}](t,z), \quad \quad \quad \quad \quad \quad \,t>0,z\in [-N,N],\\ \phi (0,z)=\phi _0(z),\quad \psi (0,z){=}\psi _0(z),\quad \quad z\in [-N,N],\,\phi _0,\psi _0\in C([-N,N]),\\ \phi (t,\pm N)=G_1(t,\pm N),\quad \psi (t,\pm N)=G_2(t,\pm N),\quad \quad \quad t\ge 0, \end{array}\right. }\qquad \end{aligned}$$
(2.12)

where \(G_1(t,z)=\frac{1}{2}\phi ^-(t,-N)-\frac{z}{2N}\phi ^-(t,-N)\) and \(G_2(t,z)=\frac{1}{2}\psi ^-(t,-N)-\frac{z}{2N}\psi ^-(t,-N)\) for all \(t\in [0,T]\) and \(z\in [-N,N].\) It is easy to see that \(G_1(t,\pm N)=\phi ^-(t,\pm N), G_2(t,\pm N)=\psi ^-(t,\pm N)\) for \(t\in {\mathbb {R}},\) and the function \(G_i\) is T-periodic and belongs to \(C^{1,2}({\mathbb {R}}\times [-N,N])\) for \(i=1,2.\) Let \(V_1(t,z)=\phi (t,z)-G_1(t,z),V_2(t,z)=\psi (t,z)-G_2(t,z)\) and \({\tilde{G}}_i={\mathcal {A}}_iG_i(t,z)-\partial _tG_i(t,z).\) Then, the problem (2.12) reduces to the following system on \((V_1,V_2):\)

$$\begin{aligned} {\left\{ \begin{array}{ll} \partial _tV_i(t,z){-}{\mathcal {A}}_iV_i(t,z)=f_i[{\tilde{\phi }},{\tilde{\psi }}](t,z){+}{\tilde{G}}_i(t,z),\,i{=}1,2,t{>}0,z\in [-N,N],\\ V_1(0,z)=\phi _0(z)-G_1(0,z),\quad V_2(0,z)=\phi _0(z)-G_2(0,z),\quad z\in [-N,N],\\ V_i(t,\pm N)=0,\quad \quad \quad i=1,2,\,t\ge 0. \end{array}\right. }\nonumber \\ \end{aligned}$$
(2.13)

Define the realization of \({\mathcal {A}}_i\) in \(C([-N,N])\) with homogeneous Dirichlet boundary condition,

$$\begin{aligned} D(A_i^0){=}\left\{ u\in \bigcap _{p\ge 1}W_{loc}^{2,p}((-N,N)): u,{\mathcal {A}}_iu\in C([-N,N]), u|_{\pm N}{=}0\right\} , A_i^0u={\mathcal {A}}_iu,\,i{=}1,2. \end{aligned}$$

Let \(T_i(t)_{t\ge 0}\) be the strongly continuous analytic semigroup generated by \(A_i^0:D(A_i^0)\subset C([-N,N])\rightarrow C([-N,N])\) (see, e.g., [7, 31]). It is easy to see that

$$\begin{aligned} T_i(t)w(x)=e^{-\alpha _i t}\int _{-N}^{N}{\Gamma }_i(t,x,y)w(y)dy,\quad i=1,2,\ w(\cdot )\in C([-N,N]),\nonumber \\ \end{aligned}$$
(2.14)

for \(t>0,x\in [-N,N],\) where \(\Gamma _i, i=1,2\) is the Green function associated with \(d_i\partial _{xx}-c\partial _x, i=1,2\) and Dirichlet boundary condition. Then, system (2.13) can be rewritten as the following integral system

$$\begin{aligned} {\left\{ \begin{array}{ll} V_1(t,z)=T_1(t)\left( \phi _0-G_1(0)\right) (z)+\int _0^tT_1(t-s)\left( f_1[{\tilde{\phi }},{\tilde{\psi }}](s) +{\tilde{G}}_1(s)\right) (z)ds,\\ V_2(t,z)=T_2(t)\left( \psi _0-G_2(0)\right) (z)+\int _0^tT_2(t-s)\left( f_2[{\tilde{\phi }},{\tilde{\psi }}](s) +{\tilde{G}}_2(s)\right) (z)ds \end{array}\right. }\nonumber \\ \end{aligned}$$
(2.15)

for all \(t\ge 0\) and \(z\in [-N,N].\) Then, \(\left( \phi (t,z),\psi (t,z)\right) \) satisfies that

$$\begin{aligned} {\left\{ \begin{array}{ll} \phi (t,z){=}T_1(t)\left( \phi _0{-}G_1(0)\right) (z){+}\int _0^tT_1(t{-}s)\left( f_1[{\tilde{\phi }},{\tilde{\psi }}](s) {+}{\tilde{G}}_1(s)\right) (z)ds{+}G_1(t,z),\\ \psi (t,z){=}T_2(t)\left( \psi _0{-}G_2(0)\right) (z){+}\int _0^tT_2(t{-}s)\left( f_2[{\tilde{\phi }},{\tilde{\psi }}](s) {+}{\tilde{G}}_2(s)\right) (z)ds{+}G_2(t,z) \end{array}\right. }\nonumber \\ \end{aligned}$$
(2.16)

for all \(t\ge 0\) and \(z\in [-N,N].\) We call a solution of (2.16) as a mild solution of (2.12). Since \(f_i[{\tilde{\phi }},{\tilde{\psi }}]\in C({\mathbb {R}}\times [-N,N])\) and \(f_i[{\tilde{\phi }},{\tilde{\psi }}](t,\cdot )\in C([-N,N]),\) it follows from [31, Theorem 5.1.17] that the functions \(\phi \) and \(\psi \) defined by (2.16) belong to \(C([0,2T]\times [-N,N])\cap C^{\theta ,2\theta }([\epsilon ,2T]\times [-N,N])\) for every \(\epsilon \in (0,2T)\) and \(\theta \in (0,1)\).

Define a set

$$\begin{aligned} {\Gamma '_N}:=\left\{ (\phi _0,\psi _0)\in C([-N,N],{\mathbb {R}}^2){:} \begin{aligned}&\phi ^-(0,z)\le \phi _0(z)\le \phi ^+(0,z),\,z\in [-N,N],\\&\psi ^-(0,z)\le \psi _0(z)\le \psi ^+(0,z),\,z\in [-N,N],\\&\phi _0(\pm N)=\phi ^-(0,\pm N),\ \psi _0(\pm N)=\psi ^-(0,\pm N) \end{aligned}\right\} \end{aligned}$$

with the usual supreme norm. Obviously, \(\Gamma '_N\) is a closed and convex set.

Lemma 2.4

For any \((\phi _0,\psi _0)\in \Gamma '_N,\) let \(\left( \phi _N(t,z;\phi _0,\psi _0),\psi _N(t,z;\phi _0,\psi _0)\right) \) be the solutions of the system (2.16) with the initial value \((\phi _0,\psi _0).\) Then,

$$\begin{aligned} \phi ^-(t,z)\le \phi _N(t,z;\phi _0,\psi _0)\le \phi ^+(t,z),\quad \psi ^-(t,z)\le \psi _N(t,z;\phi _0,\psi _0)\le \psi ^+(t,z) \end{aligned}$$

for \((t,z)\in [0,+\infty )\times [-N,N].\)

Proof

Let us first recall that for the given \(({\tilde{\phi }},{\tilde{\psi }})\in \Gamma _N,\) there hold

$$\begin{aligned}&\phi ^-(t,z)\le {\tilde{\phi }}(t,z)\le \phi ^+(t,z),\quad \psi ^-(t,z)\le {\tilde{\psi }}(t,z)\le \psi ^+(t,z), \quad \\&\forall (t,z)\in {\mathbb {R}}\times [-N,N], \end{aligned}$$

while every \((\phi _0,\psi _0)\in \Gamma '_N\) satisfies

$$\begin{aligned} \phi ^-(0,z)\le \phi _0(z)\le \phi ^+(0,z),\quad \psi ^-(0,z)\le \psi _0(z)\le \psi ^+(0,z), \quad \forall z\in [-N,N]. \end{aligned}$$

We are ready to prove that \(\phi _N(t,z;\phi _0,\psi _0)\le \phi ^+(t,z)\) for all \(t\ge 0\) and \(z\in [-N,N].\) Let \({\overline{\phi }}\) be the solution of the following equation

$$\begin{aligned} {\overline{\phi }}(t)\,= & {} \,T_1(t)\left( \phi _0-G_1(0)\right) +\int _0^tT_1(t-s)\left( f_1[\phi ^+,\psi ^-](s) +{\tilde{G}}_1(s)\right) ds\\&+G_1(t),\quad t\ge 0. \end{aligned}$$

Since \(f_1[{\tilde{\phi }},{\tilde{\psi }}]\le f_1[\phi ^+,\psi ^-],\) we have

$$\begin{aligned} \phi _N(t,\cdot ;\phi _0,\psi _0)\le \overline{\phi }(t,\cdot ;\phi _0,\psi _0),\quad \forall t\ge 0. \end{aligned}$$
(2.17)

In addition, since \(f_1[\phi ^+,\psi ^-]\in C^{\theta /2,\theta }({\mathbb {R}}\times [-N,N])\) for some \(\theta \in (0,1),\) it follows from [31, Theorems 5.1.18 and 5.1.19] that \({\overline{\phi }}\in C([0,+\infty )\times [-N,N])\) is differentiable with respect to t in \((0,+\infty )\times [-N,N], {\overline{\phi }}(t,\cdot )\) belongs to \(W_{\mathrm{loc}}^{2,p}((-N,N))\) for every \(p\ge 1,\) and \(\partial _t{\overline{\phi }}, {\mathcal {A}}_1{\overline{\phi }}\in C^{\theta /2,\theta }([\delta ,+\infty )\times [-N,N])\) for any \(\delta >0.\) As a consequence, we see that \({\overline{\phi }}\in C([0,+\infty )\times [-N,N])\cap C^{1,2}((0,+\infty )\times [-N,N])\) and satisfies that

$$\begin{aligned} {\left\{ \begin{array}{ll} \partial _t {\overline{\phi }}(t,z)-{\mathcal {A}}_1{\overline{\phi }}(t,z)=f_1[\phi ^+,\psi ^-](t,z),\ &{} t>0,z\in [-N,N],\\ {\overline{\phi }}(0,z)=\phi _0(z),\quad &{}z\in [-N,N],\\ {\overline{\phi }}(t,\pm N)=G_1(t,\pm N)=\phi ^-(t,\pm N),\quad &{}t\ge 0. \end{array}\right. } \end{aligned}$$

On the other hand, it is easy to see that \(\phi ^+\) satisfies

$$\begin{aligned} {\left\{ \begin{array}{ll} \partial _t\phi ^+(t,z)-{\mathcal {A}}_1\phi ^+(t,z)=\alpha _1\phi ^+(t,z)\ge f_1[\phi ^+,\psi ^-](t,z),\quad &{}t>0,z\in [-N,N],\\ \phi ^+(0,z)=S_0\ge \phi _0(z),\quad &{}z\in [-N,N],\\ \phi ^+(t,\pm N)=S_0\ge G_1(t,\pm N)=\phi ^-(t,\pm N),\quad &{}t\ge 0. \end{array}\right. } \end{aligned}$$

Thus, the parabolic comparison principle indicates that

$$\begin{aligned} {\overline{\phi }}(t,z)\le \phi ^+(t,z),\quad \forall (t,z)\in [0,+\infty )\times [-N,N]. \end{aligned}$$
(2.18)

In view of (2.17) and (2.18), we have that

$$\begin{aligned} \phi _N(t,z;\phi _0,\psi _0)\le {\overline{\phi }}(t,z;\phi _0,\psi _0) \le \phi ^+(t,z),\quad \forall (t,z)\in [0,+\infty )\times [-N,N]. \end{aligned}$$

Let \({\underline{\phi }}\) be the solution of the following equation

$$\begin{aligned} {{\underline{\phi }}}(t)=T_1(t)\left( \phi _0{-}G_1(0)\right) {+}\int _0^tT_1(t{-}s)\left( f_1[\phi ^-,\psi ^+](s) {+}{\tilde{G}}_1(s)\right) ds+G_1(t),\quad t{\ge }0. \end{aligned}$$

Thus, we have

$$\begin{aligned} \phi _N(t,\cdot ;\phi _0,\psi _0)\ge {{\underline{\phi }}}(t,\cdot ;\phi _0,\psi _0),\quad \forall t\ge 0, \end{aligned}$$
(2.19)

because of \(f_1[{\tilde{\phi }},{\tilde{\psi }}]\ge f_1[\phi ^-,\psi ^+].\) Additionally, since \(f_1[\phi ^-,\psi ^+]\in C^{\theta /2,\theta }({\mathbb {R}}\times [-N,N])\) for some \(\theta \in (0,1),\) we conclude from [31, Theorems 5.1.18 and 5.1.19] that \({{\underline{\phi }}}\in C([0,+\infty )\times [-N,N])\cap C^{1,2}((0,+\infty )\times [-N,N])\) satisfies that

$$\begin{aligned} {\left\{ \begin{array}{ll} \partial _t {{\underline{\phi }}}(t,z)-{\mathcal {A}}_1{{\underline{\phi }}}(t,z)=f_1[\phi ^-,\psi ^+](t,z),\ &{} t>0,z\in [-N,N],\\ {{\underline{\phi }}}(0,z)=\phi _0(z),\quad &{}z\in [-N,N],\\ {{\underline{\phi }}}(t,\pm N)=G_1(t,\pm N)=\phi ^-(t,\pm N),\quad &{}t\ge 0. \end{array}\right. } \end{aligned}$$

Let \({{\underline{\phi }}}^*\equiv 0.\) Then, \({{\underline{\phi }}}^*\) satisfies

$$\begin{aligned} \partial _t{{\underline{\phi }}}^*(t,z)-{\mathcal {A}}_1{{\underline{\phi }}}^*(t,z)\le f_1[\phi ^-,\psi ^+],\quad t\in [0,+\infty ),z\in [-N,N], \end{aligned}$$

and hence, the parabolic comparison principle implies that \({{\underline{\phi }}}(t,z)\ge 0\) for all \(t\in [0,+\infty )\) and \(z\in [-N,N].\) When \((t,z)\in {\mathbb {R}}\times (-\infty ,z_1),\) it follows from Lemma 2.2 that \(\phi ^-(t,z)=S_0(1-M_1e^{\epsilon _1z})\) satisfies (2.8). Thus,

$$\begin{aligned}&\partial _t\left( {{\underline{\phi }}}(t,z)-\phi ^-(t,z)\right) -{\mathcal {A}}_1\left( {{\underline{\phi }}}(t,z)-\phi ^-(t,z)\right) \ge 0,\quad \\&\quad (t,z)\in (0,+\infty )\times [-N,z_1). \end{aligned}$$

Hence, it follows from the maximum principle [15, Chapter 2, Theorem 1] that

$$\begin{aligned} {{\underline{\phi }}}(t,z)\ge \phi ^-(t,z),\quad (t,z)\in (0,+\infty )\times [-N,z_1). \end{aligned}$$

Note that \(\phi ^-(t,z)=\max \{S_0(1-M_1e^{\epsilon _1z}),0\}.\) Therefore, we further have that

$$\begin{aligned} \phi _N(t,z;\phi _0,\psi _0)\ge {{\underline{\phi }}}(t,z;\phi _0,\psi _0)\ge \phi ^-(t,z),\quad \forall (t,z)\in [0,+\infty )\times [-N,N]. \end{aligned}$$

In the following, we consider \(\psi _N(t,z;\phi _0,\psi _0)\) for \(t\in [0,+\infty )\) and \(z\in [-N,N].\) Let \({\overline{\psi }}\) be the solution of the following equation

$$\begin{aligned} {\overline{\psi }}(t)=T_2(t)\left( \psi _0{-}G_2(0)\right) {+}\int _0^tT_2(t{-}s)\left( f_2[\phi ^+,\psi ^+](s) {+}{\tilde{G}}_2(s)\right) ds{+}G_2(t),\quad t{\ge }0. \end{aligned}$$

Clearly,

$$\begin{aligned} {\overline{\psi }}(t,\cdot ;\phi _0,\psi _0)\ge \psi _N(t,\cdot ;\phi _0,\psi _0),\quad \forall t\in [0,+\infty ). \end{aligned}$$

On the other hand, since \(f_2[\phi ^-,\psi ^+]\in C^{\theta /2,\theta }([0,T]\times [-N,N])\) for some \(\theta \in (0,1),\) it follows from [31, Theorems 5.1.18 and 5.1.19] that \({\overline{\psi }}\in C([0,+\infty )\times [-N,N])\cap C^{1,2}((0,+\infty )\times [-N,N])\) satisfies that

$$\begin{aligned} {\left\{ \begin{array}{ll} \partial _t {\overline{\psi }}(t,z)-{\mathcal {A}}_2{\overline{\psi }}(t,z)=f_2[\phi ^+,\psi ^+](t,z),\ &{} t>0,z\in [-N,N],\\ {\overline{\psi }}(0,z)=\psi _0(z),\quad &{}z\in [-N,N],\\ {\overline{\psi }}(t,\pm N)=G_2(t,\pm N)=\psi ^-(t,\pm N),\quad &{}t\ge 0. \end{array}\right. } \end{aligned}$$

In view of Lemma 2.1, (2.7) can be rewritten as

$$\begin{aligned} {\left\{ \begin{array}{ll} \partial _t\psi ^+(t,z)-{\mathcal {A}}_2\psi ^+(t,z)=P[\psi ^+](t,z), \quad t\in (0,+\infty ),z\in [-N,N],\\ \psi ^+(0,z)=e^{\lambda _1z},\quad z\in [-N,N],\\ \psi ^+(t,\pm N)=K(t)e^{\pm \lambda _1N},\quad t\in [0,+\infty ), \end{array}\right. } \end{aligned}$$

where \(P[\psi ^+](t,z)=\alpha _2\psi ^++\beta (t)S_0\psi ^+- \gamma (t)\psi ^+, (t,z)\in {\mathbb {R}}\times [-N,N].\) Since \(P[\psi ^+](t,z)\ge f_2[\phi ^+,\psi ^+](t,z)\) for \(t\in (0,+\infty )\) and \(z\in [-N,N], \psi ^+(0,\cdot )\ge \psi _0(\cdot )\) and \(\psi ^+(\cdot ,\pm N)\ge G_2(\cdot ,\pm N),\) we can conclude from the parabolic comparison principle that

$$\begin{aligned} {\overline{\psi }}(t,z)\le \psi ^+(t,z),\quad \forall (t,z)\in [0,+\infty )\times [-N,N]. \end{aligned}$$

Thus, we further have that

$$\begin{aligned} \psi _N(t,z;\phi _0,\psi _0)\le {\overline{\psi }}(t,z;\phi _0,\psi _0)\le \psi ^+(t,z),\quad \forall (t,z)\in [0,+\infty )\times [-N,N]. \end{aligned}$$

Finally, we show that \(\psi _N(t,z;\phi _0,\psi _0)\ge \psi ^-(t,z)\) for all \( t\in [0,+\infty )\) and \(z\in [-N,N].\) Let \({{\underline{\psi }}}\) be the solution of the following equation

$$\begin{aligned} {{\underline{\psi }}}(t)=T_2(t)\left( \psi _0{-}G_2(0)\right) {+}\int _0^tT_2(t{-}s)\left( f_2[\phi ^-,\psi ^-](s) {+}{\tilde{G}}_2(s)\right) ds{+}G_2(t),\quad t{\ge }0. \end{aligned}$$

It is obvious that \({{\underline{\psi }}}(t,\cdot ;\phi _0,\psi _0)\le \psi _N(t,\cdot ;\phi _0,\psi _0)\) for all \(t\ge 0.\) In addition, since \(f_2[\phi ^+,\psi ^-]\in C^{\theta /2,\theta }([0,T]\times [-N,N])\) for some \(\theta \in (0,1),\) it follows from [31, Theorems 5.1.18 and 5.1.19] that \({{\underline{\psi }}}\in C([0,+\infty )\times [-N,N])\cap C^{1,2}((0,+\infty )\times [-N,N])\) satisfies that

$$\begin{aligned} {\left\{ \begin{array}{ll} \partial _t {{\underline{\psi }}}(t,z)-{\mathcal {A}}_2{{\underline{\psi }}}(t,z)=f_2[\phi ^-,\psi ^-](t,z),\ &{} t\in (0,T],z\in [-N,N],\\ {{\underline{\psi }}}(0,z)=\psi _0(z)\ge 0,\quad &{}z\in [-N,N],\\ {{\underline{\psi }}}(t,\pm N)=G_2(t,\pm N)=\psi ^-(t,\pm N)\ge 0,\quad &{}t\in [0,T]. \end{array}\right. } \end{aligned}$$

Let \({{{\underline{\psi }}}}^*(t,z)\equiv 0.\) Then, \({{{\underline{\psi }}}}^*(t,z)\) satisfies

$$\begin{aligned} \partial _t{{{\underline{\psi }}}}^*(t,z)-{\mathcal {A}}_2{{{\underline{\psi }}}}^*(t,z)\le f_2[\phi ^-,\psi ^-], \quad t\in [0,+\infty ),z\in [-N,N], \end{aligned}$$

and hence, the parabolic comparison principle implies that \({{\underline{\psi }}}(t,z)\ge 0\) for all \(t\in [0,+\infty )\) and \(z\in [-N,N].\) When \((t,z)\in {\mathbb {R}}\times (-\infty ,z_2),\) we see that \(\psi ^-(t,z)=K(t)e^{\lambda _1 z}(1-M_2e^{\epsilon _2z})\). Thus, by Lemma 2.3, we have

$$\begin{aligned}&\partial _t\left( {{\underline{\psi }}}(t,z)-\psi ^-(t,z)\right) -{\mathcal {A}}_2\left( {{\underline{\psi }}}(t,z)-\psi ^-(t,z)\right) \ge 0,\quad \\&\quad \forall (t,z)\in (0,+\infty )\times [-N,z_2). \end{aligned}$$

Consequently, the maximum principle [15, Chapter 2, Theorem 1] yields that

$$\begin{aligned} {{\underline{\psi }}}(t,z)\ge \psi ^-(t,z),\quad \forall (t,z){\in }[0,+\infty )\times [-N,z_2). \end{aligned}$$

Therefore, we further have that

$$\begin{aligned} \psi _N(t,z;\phi _0,\psi _0)\ge {{\underline{\psi }}}(t,z;\phi _0,\psi _0){\ge }\psi ^-(t,z),\quad \forall (t,z)\in [0,{+}\infty )\times [-N,N]. \end{aligned}$$

This completes the proof. \(\square \)

For a given \(({\tilde{\phi }},{\tilde{\psi }})\in \Gamma _N\), we define a map \(F_{({\tilde{\phi }},{\tilde{\psi }})}:\Gamma '_N\rightarrow C([-N,N],{\mathbb {R}}^2)\) by

$$\begin{aligned} F_{({\tilde{\phi }},{\tilde{\psi }})}[\phi _0,\psi _0](\cdot )=\left( \phi _N(T,\cdot ;\phi _0,\psi _0), \psi _N(T,\cdot ;\phi _0,\psi _0)\right) , \end{aligned}$$

where \(\left( \phi _N(t,z;\phi _0,\psi _0), \psi _N(t,z;\phi _0,\psi _0)\right) \) is the solution of (2.12). With the aid of Lemma 2.4 and the periodicity of \(\phi ^-,\psi ^-,\phi ^+\) and \(\psi ^+\), we have \(F_{({\tilde{\phi }},{\tilde{\psi }})}\left( \Gamma '_N\right) \subset \Gamma '_N.\) Clearly, \(\Gamma '_N\) is a complete metric space with a distance induced by the supreme norm. For any \(\left( \phi ^1_0,\psi ^1_0\right) ,\left( \phi ^2_0,\psi ^2_0\right) \in \Gamma '_N,\) it follows from (2.14) and (2.16) that

$$\begin{aligned}&\left\| \phi _N(T,\cdot ;\phi ^1_0,\psi ^1_0)-\phi _N(T,\cdot ;\phi ^2_0,\psi ^2_0)\right\| _{C([-N,N])}\\&\quad =\sup _{z\in [-N,N]}\left| e^{-\alpha T}\int _{-N}^N\Gamma _1(T,z,y) \left( \phi _0^1(y)-\phi _0^2(y)\right) dy \right| \\&\quad \le e^{-\alpha _1 T}\left\| \phi _0^1-\phi _0^2 \right\| _{C([-N,N])}. \end{aligned}$$

Similarly, we have

$$\begin{aligned} \left\| \psi _N(T,\cdot ;\phi ^1_0,\psi ^1_0)-\psi _N(T,\cdot ;\phi ^2_0,\psi ^2_0)\right\| _{C([-N,N])}\le e^{-\alpha _2 T}\left\| \psi _0^1-\psi _0^2 \right\| _{C([-N,N])}. \end{aligned}$$

Since \(e^{-\alpha T}<1,\) we see that \(F_{({\tilde{\phi }},{\tilde{\psi }})}:\Gamma '_N\rightarrow \Gamma '_N\) is a contraction map. It then follows from the Banach fixed-point theorem that \(F_{({\tilde{\phi }},{\tilde{\psi }})}\) admits a unique fixed point \((\phi _0^*,\psi _0^*)\in \Gamma '_N.\) Let \(({\hat{\phi }}_N^*(t,z),{\hat{\psi }}_N^*(t,z)) = \left( \phi _N(t,z;\phi _0^*,\psi _0^*),\psi _N(t,z;\phi _0^*,\psi _0^*)\right) \) for all \(t\in [0,+\infty )\) and \(z\in [-N,N],\) where \((\phi _N(t,z;\phi _0^*,\psi _0^*),\psi _N(t,z;\phi _0^*,\psi _0^*))\) is the solution of (2.16) with initial value \((\phi _0^*,\psi _0^*)\). In view of \((\phi _0^*(z),\psi _0^*(z))=(\phi _N(T,z;\phi _0^*,\psi _0^*),\psi _N(T,z;\phi _0^*,\psi _0^*))\), we get \(({\hat{\phi }}_N^*(t+T,z),{\hat{\psi }}_N^*(t+T,z))=({\hat{\phi }}_N^*(t,z),{\hat{\psi }}_N^*(t,z))\) for all \(t\in [0,+\infty )\) and \(z\in [-N,N].\) Define \((\phi _N^*(t,z),\psi _N^*(t,z))=({\hat{\phi }}_N^*(t-kT,z),{\hat{\psi }}_N^*(t-kT,z))\) for \(t\in {\mathbb {R}}\) and \(z\in [-N,N]\), where \(k\in {\mathbb {Z}}\) satisfies \(kT\le t\le (k+1)T.\) Then, \((\phi _N^*(t+T,z),\psi _N^*(t+T,z))=(\phi _N^*(t,z),\psi _N^*(t,z))\) for all \(t\in {\mathbb {R}}\) and \(z\in [-N,N]\). According to Lemma 2.4, we see that \((\phi _N^*,\psi _N^*)\in \Gamma _N.\) Moreover, \((\phi _N^*,\psi _N^*)\) satisfies

$$\begin{aligned} {\left\{ \begin{array}{ll} \phi _N^*(t)=T_1(t-s)\left( \phi _N^*(s)-G_1(s)\right) +\int _s^tT_1(t-\theta )\left( f_1[{\tilde{\phi }},{\tilde{\psi }}](\theta ) +{\tilde{G}}_1(\theta )\right) d\theta +G_1(t),\\ \psi _N^*(t)=T_2(t-s)\left( \psi _N^*(s)-G_2(s)\right) +\int _s^tT_2(t-\theta )\left( f_2[{\tilde{\phi }},{\tilde{\psi }}](\theta ) +{\tilde{G}}_2(\theta )\right) d\theta +G_2(t) \end{array}\right. }\nonumber \\ \end{aligned}$$
(2.20)

for all \(t\ge s\). On the basis of the above discussion, we obtain the following theorem.

Theorem 2.5

For any given \(({\tilde{\phi }},{\tilde{\psi }})\in \Gamma _N,\) there exists a unique \((\phi _N^*,\psi _N^*)\in \Gamma _N\) such that (2.20) holds.

Following Theorem 2.5, we can define an operator \({\mathcal {F}}:\Gamma _N\rightarrow \Gamma _N\) by \({\mathcal {F}}({\tilde{\phi }},{\tilde{\psi }})=(\phi _N^*,\psi _N^*)\). We further show the properties of the operator \({\mathcal {F}}.\)

Lemma 2.6

The operator \({\mathcal {F}}:\Gamma _N\rightarrow \Gamma _N\) is completely continuous.

Proof

For any \(({\tilde{\phi }},{\tilde{\psi }})\in \Gamma _N\), there holds \(f_i[{\tilde{\phi }},{\tilde{\psi }}](\cdot ,\cdot )\in C({\mathbb {R}}\times [-N,N])\) and \(f_i[{\tilde{\phi }},{\tilde{\psi }}](t+T,z)=f_i[{\tilde{\phi }},{\tilde{\psi }}](t,z)\) for \(i=1,2, (t,z)\in {\mathbb {R}}\times [-N,N].\) Note that \(f_i[{\tilde{\phi }},{\tilde{\psi }}], i=1,2\) are uniformly bounded with respect to \(({\tilde{\phi }},{\tilde{\psi }})\in \Gamma _N.\) For any given \(({\tilde{\phi }},{\tilde{\psi }})\in \Gamma _N\), let \((\phi _N^*,\psi _N^*)={\mathcal {F}}({\tilde{\phi }},{\tilde{\psi }})\in \Gamma _N.\) By [31, Theorem 5.1.17], it follows from (2.20) with \(s=0\) that \(\phi _N^*,\psi _N^*\in C^{\theta /2,\theta }([T,2T]\times [-N,N])\) for every \(\theta \in (0,1)\) and there exists \(C_i(\theta )>0, i=1,2\) such that

$$\begin{aligned}&\left\| \phi _N^*\right\| _{C^{\theta /2,\theta } ([T,2T]\times [-N,N])}\\&\quad \le C_1(\theta )\left( T^{-\theta /2}\Vert \phi _N^*(0){-}G_1(0)\Vert _\infty {+}\Vert f_1[{\tilde{\phi }},{\tilde{\psi }}]\Vert _\infty {+}\Vert G_1\Vert _{C^{0,1}}\right) \end{aligned}$$

and

$$\begin{aligned}&\left\| \psi _N^*\right\| _{C^{\theta /2,\theta } ([T,2T]\times [-N,N])}\\&\quad \le C_2(\theta )\left( T^{-\theta /2}\Vert \psi _N^*(0){-}G_2(0)\Vert _\infty {+}\Vert f_2[{\tilde{\phi }},{\tilde{\psi }}]\Vert _\infty {+}\Vert G_2\Vert _{C^{0,1}}\right) . \end{aligned}$$

Since \(\phi _N^*,\psi _N^*\) are T-periodic, we have that \(\phi _N^*,\psi _N^*\in C^{\theta /2,\theta }({\mathbb {R}}\times [-N,N])\), and there exists \(K_0^i(\theta )>0, i=1,2\) such that

$$\begin{aligned} \left\| \phi _N^*\right\| _{C^{\theta /2,\theta } ({\mathbb {R}}\times [-N,N])}\le K_0^1(\theta ),\quad \left\| \psi _N^*\right\| _{C^{\theta /2,\theta } ({\mathbb {R}}\times [-N,N])}\le K_0^2(\theta ), \end{aligned}$$

which implies that \({\mathcal {F}}\) is compact on \(\Gamma _N.\)

We further prove the continuity of \({\mathcal {F}}\). For any \(({\tilde{\phi }}_i,{\tilde{\psi }}_i)\in \Gamma _N, i=1,2,\) there exists a positive constant M such that \(\vert {\tilde{\phi }}_i(t,z)\vert \le M\) and \(\vert {\tilde{\psi }}_i(t,z)\vert \le M\) for \(i=1,2, t\in {\mathbb {R}}\) and \(z\in [-N,N],\) and let \((\phi _{i,N}^*(t,z;{\tilde{\phi }}_i,{\tilde{\psi }}_i),\)\(\psi _{i,N}^*(t,z;{\tilde{\phi }}_i,{\tilde{\psi }}_i)) ={\mathcal {F}}({\tilde{\phi }}_i,{\tilde{\psi }}_i), i=1,2.\) By virtue of (2.14) and (2.20), we have

$$\begin{aligned}&\phi ^*_{i,N}(T,z;{\tilde{\phi }}_i,{\tilde{\psi }}_i)\\&\quad =e^{-\alpha _1 T}\int _{-N}^N\Gamma _1(T,z,y)\left[ \phi _{i,N}^*(0,y)-G_1(0,y)\right] dy+G_1(T,z)\\&\qquad +\int _0^T e^{-\alpha _1 s}\int _{-N}^N\Gamma _1(s,z,y)\left( f_1[{\tilde{\phi }}_i,{\tilde{\psi }}_i](T-s,y)+{\tilde{G}}_1 (T{-}s,y)\right) dyds \end{aligned}$$

and

$$\begin{aligned}&\psi ^*_{i,N}(T,z;{\tilde{\phi }}_i,{\tilde{\psi }}_i)\\&\quad =e^{-\alpha _2 T}\int _{-N}^N\Gamma _2(T,z,y)\left[ \phi _{i,N}^*(0,y)-G_2(0,y)\right] dy+G_2(T,z)\\&\quad \quad +\,\int _0^T e^{-\alpha _2 s}\int _{-N}^N\Gamma _2(s,z,y)\left( f_2[{\tilde{\phi }}_i,{\tilde{\psi }}_i](T-s,y)+{\tilde{G}}_2 (T-s,y)\right) dyds. \end{aligned}$$

Then, there holds

$$\begin{aligned}&\left| \phi ^*_{1,N}(T,z;{\tilde{\phi }}_1,{\tilde{\psi }}_1)-\phi ^*_{2,N}(T,z;{\tilde{\phi }}_2,{\tilde{\psi }}_2)\right| \\&\quad \le e^{-\alpha _1 T}\int _{-N}^N\Gamma _1(T,z,y)\left| \phi _{1,N}^*(0,y)-\phi _{2,N}^*(0,y)\right| dy\\&\qquad +\int _0^T e^{-\alpha _1 s}\int _{-N}^N\Gamma _1(s,z,y)\Big [\beta (T{-}s){\tilde{\phi }}_1(T{-}s,y)\left( {\tilde{\psi }}_1(T{-}s,y){-}{\tilde{\psi }}_2(T-s,y) \right) \\&\qquad +\beta (T-s){\tilde{\psi }}_2(T-s,y)\left( {\tilde{\phi }}_1(T-s,y)-{\tilde{\phi }}_2(T-s,y)\right) \Big ]dyds\\&\quad \le e^{-\alpha _1 T}\left\| \phi _{1,N}^*(0)-\phi _{2,N}^*(0)\right\| _{C([-N,N])}+{\tilde{\beta }} M(1-e^{-\alpha _1T}) \left\| {\tilde{\psi }}_1-{\tilde{\psi }}_2\right\| \\&\qquad +{\tilde{\beta }} M(1-e^{-\alpha _1T}) \left\| {\tilde{\phi }}_1-{\tilde{\phi }}_2\right\| , \end{aligned}$$

where \({\tilde{\beta }}:=\max _{t\in [0,T]}\beta (t).\) Since \(\phi _{i,N}^*(t+T,z;{\tilde{\phi }}_i,{\tilde{\psi }}_i)=\phi _{i,N}^*(t,z;{\tilde{\phi }}_i,{\tilde{\psi }}_i)\) for all \(t\in {\mathbb {R}}\) and \(z\in [-N,N],\) we can get from the above inequality that

$$\begin{aligned} \left\| \phi _{1,N}^*(0)-\phi _{2,N}^*(0)\right\| _{C([-N,N])}\le {\tilde{\beta }} M \left\| {\tilde{\psi }}_1-{\tilde{\psi }}_2\right\| +{\tilde{\beta }} M\left\| {\tilde{\phi }}_1-{\tilde{\phi }}_2\right\| . \end{aligned}$$

Additionally, \(\phi _{i,N}^*(t,z;{\tilde{\phi }}_i,{\tilde{\psi }}_i)\) satisfies

$$\begin{aligned}&\phi ^*_{i,N}(t,z;{\tilde{\phi }}_i,{\tilde{\psi }}_i)\\&\quad =e^{-\alpha _1 t}\int _{-N}^N\Gamma _1(t,z,y)\left[ \phi _{i,N}^*(0,y)-G_1(0,y)\right] dy+G_1(t,z)\\&\quad \quad +\int _0^t e^{-\alpha _1 s}\int _{-N}^N\Gamma _1(s,z,y)\left( f_1[{\tilde{\phi }}_i,{\tilde{\psi }}_i](t-s,y)+{\tilde{G}}_1 (t-s,y)\right) dyds. \end{aligned}$$

Thus, by similar arguments to above, it is not difficult to show that \(\phi ^*_{N}(t,z;{\tilde{\phi }},{\tilde{\psi }})\) is continuous in \(({\tilde{\phi }},{\tilde{\psi }})\). Similarly, we can prove that \(\psi ^*_{N}(t,z;{\tilde{\phi }},{\tilde{\psi }})\) is continuous in \(({\tilde{\phi }},{\tilde{\psi }})\). The proof is complete. \(\square \)

With the aid of Lemma 2.6, we can conclude from the Shauder’s fixed-point theorem that \({\mathcal {F}}\) admits a fixed point \((\phi _N^*,\psi _N^*)\in \Gamma _N.\) In particular, \((\phi _N^*(t+T,\cdot ),\psi _N^*(t+T,\cdot ))=(\phi _N^*(t,\cdot ),\psi _N^*(t,\cdot ))\) for all \(t\in {\mathbb {R}}.\) Note that \(\phi _N^*,\psi _N^*\in C^{\theta /2,\theta }({\mathbb {R}}\times [-N,N])\) for some \(\theta \in (0,1).\) By [31, Theorem 5.1.18 and 5.1.19], we have that \(\phi _N^*,\psi _N^*\in C^{1,2}({\mathbb {R}}\times [-N,N])\) satisfy

$$\begin{aligned} {\left\{ \begin{array}{ll} \partial _t\phi _N^*(t,z)=d_1\partial _{zz}\phi _N^*(t,z)-c\partial _z\phi _N^*(t,z)-\beta (t)\phi _N^*(t,z) \psi _N^*(t,z),\\ \qquad \qquad \ \ \qquad (t,z)\in {\mathbb {R}}\times [-N,N],\\ \partial _t\psi _N^*(t,z)=d_2\partial _{zz}\psi _N^*(t,z)-c\partial _z\psi _N^*(t,z)+\beta (t)\phi _N^*(t,z) \psi _N^*(t,z)-\gamma (t)\psi _N^*(t,z),\\ \phi _N^*(t,\pm N)=\phi ^-(t,\pm N),\quad \psi _N^*(t,\pm N)=\psi ^-(t,\pm N),\quad t\in {\mathbb {R}}. \end{array}\right. }\nonumber \\ \end{aligned}$$
(2.21)

The following theorem lists some local uniform estimates on \(\phi _N^*\) and \(\psi _N^*.\)

Theorem 2.7

Let \(p\ge 2.\) For any given \(Z>0,\) there exists a constant \(C(p,Z)>0\) such that for sufficiently large \(N>\max \{Z,-z_2\},\) there hold

$$\begin{aligned} \left\| \phi _N^*\right\| _{W_p^{1,2}([0,T]\times [-Z,Z])}, \left\| \phi _N^*\right\| _{W_p^{1,2}([0,T]\times [-Z,Z])}\le C. \end{aligned}$$

Furthermore, there exists a constant \(C'(Z)>0\) such that for any \(z_0\in {\mathbb {R}},\) there hold

$$\begin{aligned} \left\| \phi _N^*\right\| _{C^{(1+\theta )/2,1+\theta }([0,T]\times [z_0-Z,z_0+Z])}, \left\| \phi _N^*\right\| _{C^{(1+\theta )/2,1+\theta }([0,T]\times [z_0-Z,z_0+Z])}\le C'\nonumber \\ \end{aligned}$$
(2.22)

for sufficiently large \(N>\max \{Z+\vert z_0\vert ,-z_2\},\) where \(\theta \in (0,1).\)

Proof

Fix \(Z>0\) and \(z_0\in {\mathbb {R}}.\) Let \(N>\max \{Z+\vert z_0\vert ,-z_2\}.\) In view of the above discussion, we see that

$$\begin{aligned} {\left\{ \begin{array}{ll} \partial _t\phi _N^*(t,z)=d_1\partial _{zz}\phi _N^*(t,z)-c\partial _z\phi _N^*(t,z)-\beta (t)\phi _N^*(t,z) \psi _N^*(t,z),\\ \partial _t\psi _N^*(t,z)=d_2\partial _{zz}\psi _N^*(t,z)-c\partial _z\psi _N^*(t,z)+\beta (t)\phi _N^*(t,z) \psi _N^*(t,z)-\gamma (t)\psi _N^*(t,z) \end{array}\right. } \end{aligned}$$

for all \((t,z)\in {\mathbb {R}}\times (-N,N).\) Since \((\phi _N^*,\psi _N^*)\in \Gamma _N,\) there exists a \(M>0\) independent of N such that

$$\begin{aligned} \sup _{(t,z)\in {\mathbb {R}}\times [-N,N]}\phi _N^*(t,z)<M,\quad \sup _{(t,z)\in {\mathbb {R}}\times [-N,N]}\psi _N^*(t,z)<M. \end{aligned}$$

Let \(W_N^1(t,z):=e^{-\frac{c(z-z_0)}{2d_1}}\phi _N^*(t,z),\)\( W_N^2(t,z):=e^{-\frac{c(z-z_0)}{2d_2}}\psi _N^*(t,z)\) for any \(t\in {\mathbb {R}}\) and \(z\in [-N,N].\) It then follows that

$$\begin{aligned}&\partial _tW_N^1(t,z)=d_1\partial _{zz}W_N^1(t,z)-\frac{c^2}{4d_1}e^{-\frac{c(z-z_0)}{2d_1}}\phi _N^*(t,z) -\beta (t)\phi _N^*(t,z)\psi _N^*(t,z),\\&\quad \partial _tW_N^2(t,z)=d_2\partial _{zz}W_N^2(t,z)-\frac{c^2}{4d_2}e^{-\frac{c(z-z_0)}{2d_2}}\psi _N^*(t,z) +\beta (t)\phi _N^*(t,z)\psi _N^*(t,z)\\&\quad \quad \quad \quad \quad \quad \quad \quad -\gamma (t)\psi _N^*(t,z) \end{aligned}$$

for any \((t,z)\in {\mathbb {R}}\times (-N,N).\) For \((t',z')\in {\mathbb {R}}^2\) and \(r>0,\) define

$$\begin{aligned} Q((t',z'),r):=\left\{ (t,z)\in {\mathbb {R}}^2\left| \vert z-z'\vert<r,\vert t-t'\vert<r, t<t'\right. \right\} . \end{aligned}$$

For the given \(Z>0,\) take \(R=\max \{2Z,\sqrt{3T}\}\). Define

$$\begin{aligned}&h_N^1(t,z)=-\frac{c^2}{4d_1}e^{-\frac{c(z-z_0)}{2d_1}}\phi _N^*(t,z) -\beta (t)\phi _N^*(t,z)\psi _N^*(t,z),\\&h_N^2(t,z)=-\frac{c^2}{4d_2}e^{-\frac{c(z-z_0)}{2d_2}}\psi _N^*(t,z) +\beta (t)\phi _N^*(t,z)\psi _N^*(t,z)-\gamma (t)\psi _N^*(t,z). \end{aligned}$$

According to [29, Proposition 7.14], for \(N>72R+\vert z_0\vert ,\) there exists a constant \(C_1(p,R)\) independent of N,  such that

$$\begin{aligned}&\left\| \partial _zW_N^i\right\| _{L^p(Q((2T,z_0),2R))}\\&\quad \le C_1\left( \left\| W_N^i\right\| _{L^p(Q((2T,z_0),72R))}+\left\| h_N^i\right\| _{L^p(Q((2T,z_0),72R))}\right) ,\ i=1,2. \end{aligned}$$

This implies that there exists a constant \(C_2(p,R),\) which is independent of N,  such that

$$\begin{aligned} \left\| \partial _z\phi _N^*\right\| _{L^p(Q((2T,z_0),2R))}, \left\| \partial _z\psi _N^*\right\| _{L^p(Q((2T,z_0),2R))}\le C_2. \end{aligned}$$

In view of the equations for \(\phi _N^*\) and \(\psi _N^*,\) we further conclude from [29, Proposition 7.18] that there exists a constant \(C_3(p,R)\) independent of N, such that

$$\begin{aligned}&\left\| \partial _{zz}\phi _N^*\right\| _{L^p(Q((2T,z_0),R))} +\left\| \partial _{t}\phi _N^*\right\| _{L^p(Q((2T,z_0),R))}\le C_3,\\&\left\| \partial _{zz}\psi _N^*\right\| _{L^p(Q((2T,z_0),R))} +\left\| \partial _{t}\psi _N^*\right\| _{L^p(Q((2T,z_0),R))}\le C_3, \end{aligned}$$

As a consequence, there exists a constant C(pR),  which is independent of N,  such that

$$\begin{aligned} \left\| \phi _N^*\right\| _{W_p^{1,2}\left( Q((2T,z_0),R)\right) }, \left\| \psi _N^*\right\| _{W_p^{1,2}\left( Q((2T,z_0),R)\right) }\le C. \end{aligned}$$

On account of \([0,T]\times [-Z,Z]\subset Q((2T,0),R),\) we have

$$\begin{aligned} \left\| \phi _N^*\right\| _{W_p^{1,2}\left( [0,T]\times [-Z,Z]\right) }, \left\| \psi _N^*\right\| _{W_p^{1,2}\left( [0,T]\times [-Z,Z]\right) }\le C. \end{aligned}$$

Here, R merely depends on Z, and then, C only relies on Z and p.

Take \(p>3.\) Then, the embedding theorem indicates that

$$\begin{aligned} \phi _N^*,\psi _N^*\in C^{(1+\theta )/2,1+\theta }([0,T]\times [z_0-Z,z_0+Z])\quad {\mathrm{for\ some\ }}\theta \in (0,1) \end{aligned}$$

and

$$\begin{aligned} \left\| \phi _N^*\right\| _{C^{(1+\theta )/2,1+\theta }\left( [0,T]\times [-Z,Z]\right) }, \left\| \psi _N^*\right\| _{C^{(1+\theta )/2,1+\theta }\left( [0,T]\times [-Z,Z]\right) }\le C', \end{aligned}$$

where \(C'>0\) is a constant depending upon p and Z. \(\square \)

Let \(\left( \phi _N^*,\psi _N^*\right) \) be the solution of the system (2.21), and we further have the following estimations.

Proposition 2.8

There exists a constant \(C_0\) such that

$$\begin{aligned} \frac{1}{T}\int _{-N}^N\int _0^T\beta (t)\phi _N^*(t,z)\psi _N^*(t,z)dtdz<C_0,\quad \frac{1}{T}\int _{-N}^N\int _0^T\psi _N^*(t,z)dtdz<C_0 \end{aligned}$$

for any \(N>-z_2.\) In particular, \(\int _0^T\partial _z\phi _N^*(t,z)dt\le 0\) for \(z\in [-N,N]\) and \(N>-z_2.\)

Proof

For \(z\in [-N,N],\) define

$$\begin{aligned} \Phi ^*(z)=\frac{1}{T}\int _0^T\phi _N^*(t,z)dt,\quad \Psi ^*(z)=\frac{1}{T}\int _0^T\psi _N^*(t,z)dt,\\ \Phi ^{\pm }(z)=\frac{1}{T}\int _0^T\phi ^{\pm }(t,z)dt,\quad \Psi ^{\pm }(z)=\frac{1}{T}\int _0^T\psi ^{\pm }(t,z)dt. \end{aligned}$$

Clearly,

$$\begin{aligned} \Phi ^-(z)\le \Phi ^*(z)\le \Phi ^+(z),\quad \Psi ^-(z)\le \Psi ^*(z)\le \Psi ^+(z),\ \forall z\in [-N,N]. \end{aligned}$$

In view of (2.21), we have

$$\begin{aligned} c\Phi _z^*=d_1\Phi _{zz}^*-\frac{1}{T}\int _0^T\beta (t)\psi _N^*(t,z)\psi _N^*(t,z)dt,\quad \forall z\in [-N,N], \end{aligned}$$
(2.23)

where the subscripts \(_z\) and \(_{zz}\) represent the first derivative and the second derivative for one function on z, respectively. It follows from (2.23) that

$$\begin{aligned} \left( e^{-cz/d_1}\Phi _z^*\right) _z= & {} e^{-cz/d_1}\left( \Phi _{zz}^*-c\Phi _z^*/d_1 \right) \\= & {} \frac{e^{-cz/d_1}}{d_1T}\int _0^T\beta (t)\phi _N^*(t,z)\psi _N^*(t,z)dt,\quad \forall z\in [-N,N]. \end{aligned}$$

Integrating two sides of the last equality from \(z\in [-N,N)\) to N yields

$$\begin{aligned} \Phi _z^*(z)=e^{-c(N-z)/d_1}\Phi _z^*(N)-\frac{1}{d_1T}\int _z^Ne^{-c(\xi -z)/d_1}\int _0^T\beta (t)\phi _N^*(t,z) \psi _N^*(t,z)dtd\xi . \end{aligned}$$

Since \(\Phi ^*(z)\ge 0=\Phi ^*(N)=\Phi ^-(N)\) for \(z\in [-N,N],\) we have that \(\Phi _z^*(N)\le 0,\) and hence, \(\Phi _z^*(z)\le 0\) for \(z\in [-N,N].\) In particular, \(\Phi _z^*(z)\not \equiv 0.\) Making an integration from \(-N\) to N for Eq. (2.23), we obtain

$$\begin{aligned} \begin{aligned}&\frac{1}{T}\int _{-N}^N\int _0^T\beta (t)\phi _N^*(t,z) \psi _N^*(t,z)dtdz\\&\quad = c\left( \Phi ^*(-N)-\Phi ^*(N)\right) +d_1\left( \Phi ^*_z(N)-\Phi ^*_z(-N)\right) ,\\&\quad \le (c+d_1)S_0 \end{aligned} \end{aligned}$$
(2.24)

due to \(\Phi ^*(-N)\le S_0\) and

$$\begin{aligned} \Phi _z^*(-N)\ge \Phi ^-_z(-N)=\frac{d}{dz}\left. \left( \frac{1}{T}\int _0^T\phi ^-(t,z)dt\right) \right| _{z=-N}= -S_0M_1\epsilon _1e^{-\epsilon _1N}\ge -S_0. \end{aligned}$$

Let \({\hat{\gamma }}:=\min _{t\in [0,T]}\gamma (t)\) and \({\tilde{\gamma }}:=\max _{t\in [0,T]}\gamma (t)\). Then, \(\Psi ^*\) satisfies

$$\begin{aligned} -d_2\Psi _{zz}^*+c\Psi _z^*+{\hat{\gamma }}\Psi ^*= & {} \frac{1}{T}\int _0^T\beta (t)\phi _N^*(t,z)\psi _N^*(t,z)dt\\&-\,\frac{1}{T}\int _0^T\left( \gamma (t)-{\hat{\gamma }}\right) \psi _N^*(t,z)dt. \end{aligned}$$

Integrating the two sides of the last equality on \([-N,N],\) we have

$$\begin{aligned} \begin{aligned} \int _{-N}^N\Psi ^*(z)dz&\le \frac{d_2}{{\hat{\gamma }}}\left( \Psi _z^*(N)-\Psi _z^*(-N)\right) +\frac{c}{{\hat{\gamma }}} \left( \Psi ^*(-N)-\Psi ^*(N)\right) \\&\quad +\frac{1}{{\hat{\gamma }} T}\int _{-N}^N\int _0^T\beta (t)\phi _N^*(t,z)\psi _N^*(t,z)dtdz. \end{aligned} \end{aligned}$$

Since \(\Psi ^*_z(N)\le 0, \Psi _z^*(-N)\ge \Psi _z^-(-N)>0, \Psi ^*(-N)=\Psi ^-(-N)\) and the inequality (2.24) holds, we can conclude from the last equality that

$$\begin{aligned} \int _{-N}^N\Psi ^*(z)dz\le \frac{1}{{\hat{\gamma }}}\left( c\Psi ^-(-N)+cS_0+d_1S_0\right) . \end{aligned}$$

Thus, there exists a constant \(C_0>0\) independent of \(N>-z_2\) such that

$$\begin{aligned} \frac{1}{T}\int _{-N}^N\int _0^T\beta (t)\phi _N^*(t,z)\psi _N^*(t,z)dtdy<C_0,\quad \frac{1}{T}\int _{-N}^N\int _0^T\psi _N^*(t,z)dtdz<C_0. \end{aligned}$$

This completes the proof. \(\square \)

2.3 Existence of periodic traveling waves

This subsection is concerned with the existence of periodic traveling waves.

Theorem 2.9

Assume that \(R_0>1.\) For any \(c>c^*,\) the system (2.1) admits a time periodic traveling wave solution \((\phi ^*,\psi ^*)\) satisfying (2.4) and (2.5). Furthermore, there hold \(0<\frac{1}{T}\int _0^T\psi ^*(t,z)dt\le S_0-S^\infty \) for any \(z\in {\mathbb {R}},\) and

$$\begin{aligned}&\frac{1}{T}\int _{-\infty }^{\infty }\int _0^T\gamma (t)\psi ^*(t,z)dtdz\\&\quad = \frac{1}{T}\int _{-\infty }^\infty \int _0^T\beta (t)\phi ^*(t,z)\psi ^*(t,z)dtdz=c[S_0-S^\infty ]. \end{aligned}$$

Proof

The proof is divided into four parts.

I. Existence of periodic traveling waves Let \(\{N_m\}\) be an increasing sequence such that \(N_m\ge -z_2\) and \(\lim _{m\rightarrow +\infty }N_m\)\(=+\infty .\) It then follows that the solutions \((\phi _{N_m}^*,\psi _{N_m}^*)\in \Gamma _{N_m}\) satisfy Theorem 2.7 and (2.21). In light of the periodicity of \((\phi _{N_m}^*,\psi _{N_m}^*)\) in \(t\in {\mathbb {R}},\) we can extract a subsequence of \((\phi _{N_m}^*,\psi _{N_m}^*)\), still denoted by \((\phi _{N_m}^*,\psi _{N_m}^*),\) tending toward functions \((\phi ^*,\psi ^*)\in C({\mathbb {R}}^2)\) in the following topologies

$$\begin{aligned}&(\phi _{N_m}^*,\psi _{N_m}^*)\rightarrow (\phi ^*,\psi ^*)\ \mathrm{in}\ C_{\mathrm{loc}}^{\frac{1+\beta }{2},1+\beta }({\mathbb {R}}^2),\ \mathrm{in}\ H_{\mathrm{loc}}^1({\mathbb {R}}^2)\ \mathrm{weakly\ and\ in\ }\nonumber \\&\quad L_{\mathrm{loc}}^2({\mathbb {R}},H_{\mathrm{loc}}^2({\mathbb {R}}))\ {weakly,} \end{aligned}$$
(2.25)

where \(\beta \in (0,\theta )\) and \(\theta \in (0,1)\) is given in (2.22). It is obvious that \((\phi ^*,\psi ^*)\in C^{\frac{1+\beta }{2},1+\beta }({\mathbb {R}}^2)\cap H_{\mathrm{loc}}^1({\mathbb {R}}^2)\cap L_{\mathrm{loc}}^2({\mathbb {R}},H_{\mathrm{loc}}^2({\mathbb {R}})).\) Since \((\phi _{N_m}^*,\psi _{N_m}^*)\) is T-periodic in t, we have \((\phi ^*(t+T,z),\psi ^*(t+T,z))=(\phi ^*(t,z),\psi ^*(t,z))\) for all \(t\in {\mathbb {R}}\) and \(z\in {\mathbb {R}}\), and hence, the estimation (2.22) implies that for any \(N>0\), there exists a constant \(C_3>0\) such that

$$\begin{aligned} \left\| \phi ^*\right\| _{C^{\frac{1+\beta }{2},1+\beta }_{[0,T]\times [-N,N]}({\mathbb {R}}^2)} +\left\| \psi ^*\right\| _{C^{\frac{1+\beta }{2},1+\beta }_{[0,T]\times [-N,N]}({\mathbb {R}}^2)}\le C_3. \end{aligned}$$
(2.26)

Let \(u,v\in C_0^\infty ({\mathbb {R}}^2)\) be given. Then, for sufficiently large \(m\in {\mathbb {N}}\) satisfying \(\mathrm{supp}(u)\times \mathrm{supp}(v)\subset {\mathbb {R}}\times (-N_m,N_m),\) we have that \((\phi _{N_m}^*,\psi _{N_m}^*)\) satisfy the equalities

$$\begin{aligned}&\int \int _{{\mathbb {R}}^2} \partial _tu(t,z)\phi _{N_m}^*(t,z)dtdz-d_1\int \int _{{\mathbb {R}}^2} \partial _zu(t,z) \partial _{z}\phi _{N_m}^*(t,z)dtdz\\&\quad =c\int \int _{{\mathbb {R}}^2}u(t,z)\partial _z\phi _{N_m}^*(t,z)dtdz+\int \int _{{\mathbb {R}}^2}\beta (t)u(t,z) \phi _{N_m}^*(t,z)\psi _{N_m}^*dtdz \end{aligned}$$

and

$$\begin{aligned}&\int \int _{{\mathbb {R}}^2} \partial _tv(t,z)\psi _{N_m}^*(t,z)dtdz-d_2\int \int _{{\mathbb {R}}^2} \partial _zv(t,z) \partial _{z}\psi _{N_m}^*(t,z)dtdz\\&\quad =c\int \int _{{\mathbb {R}}^2}v(t,z)\partial _z\psi _{N_m}^*(t,z)dtdz-\int \int _{{\mathbb {R}}^2}\beta (t)v(t,z) \phi _{N_m}^*(t,z)\psi _{N_m}^*dtdz\\&\quad \quad +\int \int _{{\mathbb {R}}^2}\gamma (t)v(t,z)\psi _{N_m}^*dtdz. \end{aligned}$$

On the basis of (2.25), we have that \((\phi ^*,\psi ^*)\) satisfy

$$\begin{aligned}&\int \int _{{\mathbb {R}}^2} \partial _tu(t,z)\phi ^*(t,z)dtdz-d_1\int \int _{{\mathbb {R}}^2} \partial _zu(t,z) \partial _{z}\phi ^*(t,z)dtdz\\&\quad =c\int \int _{{\mathbb {R}}^2}u(t,z)\partial _z\phi ^*(t,z)dtdz+\int \int _{{\mathbb {R}}^2}\beta (t)u(t,z) \phi ^*(t,z)\psi ^*dtdz \end{aligned}$$

and

$$\begin{aligned}&\int \int _{{\mathbb {R}}^2} \partial _tv(t,z)\psi ^*(t,z)dtdz-d_2\int \int _{{\mathbb {R}}^2} \partial _zv(t,z) \partial _{z}\psi ^*(t,z)dtdz\\&\quad =c\int \int _{{\mathbb {R}}^2}v(t,z)\partial _z\psi ^*(t,z)dtdz-\int \int _{{\mathbb {R}}^2}\beta (t)v(t,z) \phi ^*(t,z)\psi ^*dtdz\\&\quad \quad +\int \int _{{\mathbb {R}}^2}\gamma (t)v(t,z)\psi ^*dtdz \end{aligned}$$

for any \(u,v\in C_0^\infty ({\mathbb {R}}^2).\) Then, we conclude that \((\phi ^*,\psi ^*)\) satisfy

$$\begin{aligned} {\left\{ \begin{array}{ll} \partial _t\phi ^*(t,z)=d_1\partial _{zz}\phi ^*(t,z)-c\partial _z\phi ^*(t,z)-\beta (t)\phi ^*(t,z) \psi ^*(t,z),\\ \partial _t\psi ^*(t,z)=d_2\partial _{zz}\psi ^*(t,z)-c\partial _z\psi ^*(t,z)+\beta (t)\phi ^*(t,z) \psi ^*(t,z)-\gamma (t)\psi ^*(t,z) \end{array}\right. } \end{aligned}$$

almost everywhere in \((t,z)\in {\mathbb {R}}^2.\) Consider the following Cauchy problem

$$\begin{aligned} {\left\{ \begin{array}{ll} \partial _tw_1(t,z)=d_1\partial _{zz}w_1(t,z)-c\partial _zw_1(t,z)-\beta (t)\phi ^*(t,z)\psi ^*(t,z),\ t>0,z\in {\mathbb {R}},\\ \partial _tw_2(t,z)=d_2\partial _{zz}w_2(t,z)-c\partial _zw_2(t,z)+\beta (t)\phi ^*(t,z) \psi ^*(t,z)-\gamma (t)\psi ^*(t,z),\\ w_1(0,z)=\phi ^*(0,z),\ w_2(0,z)=\psi ^*(0,z),\quad z\in {\mathbb {R}}. \end{array}\right. }\nonumber \\ \end{aligned}$$
(2.27)

Clearly, \((\phi ^*(t,z),\psi ^*(t,z))\) is a strong solution of (2.27). Moreover, [31, Theorem 5.1.3 and 5.1.4] imply that \((\phi ^*,\psi ^*)\) is the unique strong solution of (2.27), and hence, \(\phi ^*,\psi ^*\in C^{1+\frac{\nu }{2},2+\nu }({\mathbb {R}}^2)\) for some \(\nu \in (0,1)\) and satisfy (2.4), that is,

$$\begin{aligned} {\left\{ \begin{array}{ll} \partial _t\phi ^*(t,z)=d_1\partial _{zz}\phi ^*(t,z)-c\partial _z\phi ^*(t,z)-\beta (t)\phi ^*(t,z) \psi ^*(t,z),\\ \partial _t\psi ^*(t,z)=d_2\partial _{zz}\psi ^*(t,z)-c\partial _z\psi ^*(t,z)+\beta (t)\phi ^*(t,z) \psi ^*(t,z)-\gamma (t)\psi ^*(t,z) \end{array}\right. }\nonumber \\ \end{aligned}$$
(2.28)

for \((t,z)\in {\mathbb {R}}^2.\) Furthermore, it follows from Proposition 2.8 that there exists a constant \(C_0>0\) such that

$$\begin{aligned} \frac{1}{T}\int _{-\infty }^\infty \int _0^T\beta (t)\phi ^*(t,z)\psi ^*(t,z)dtdz<C_0,\quad \frac{1}{T}\int _{-\infty }^\infty \int _0^T\psi ^*(t,z)dtdz<C_0.\nonumber \\ \end{aligned}$$
(2.29)

Note that \((\phi ^*,\psi ^*)\) satisfies that

$$\begin{aligned} \phi ^-(t,z)\le \phi ^*(t,z)\le S_0,\quad \psi ^-(t,z)\le \psi ^*(t,z)\le \psi ^+(t,z),\quad (t,z)\in {\mathbb {R}}^2, \end{aligned}$$

and hence, there hold \(\phi ^*(t,z)\rightarrow S_0\) and \(\psi ^*(t,z)\rightarrow 0\) uniformly for \(t\in {\mathbb {R}}\), as \(z\rightarrow -\infty .\)

II. The asymptotic behavior of \(\psi ^*\)as \(z\rightarrow +\infty \) Define \(\Psi (z)=\frac{1}{T}\int _0^T\psi ^*(t,z)dt\). Then, \(\Psi (z)\) satisfies

$$\begin{aligned} -d_2\Psi _{zz}+c\Psi _z+{\hat{\gamma }}\Psi= & {} \frac{1}{T}\int _0^T\beta (t)\phi ^*(t,z)\psi ^*(t,z)dt\nonumber \\&-\frac{1}{T}\int _0^T\left( \gamma (t) -{\hat{\gamma }}\right) \psi ^*(t,z)dt, \end{aligned}$$
(2.30)

where \({\hat{\gamma }}\) is defined as in the proof of Proposition 2.8. Denote by

$$\begin{aligned} \hat{\lambda }^{\pm }:=\frac{c\pm \sqrt{c^2+4d_2\hat{\gamma }}}{2d_2} \end{aligned}$$

the two roots of the characteristic equation

$$\begin{aligned} -d_2\lambda ^2+c\lambda +\hat{\gamma }=0. \end{aligned}$$

In addition, denote

$$\begin{aligned} \hat{\rho }:=d_2\left( {\hat{\lambda }}^+-{\hat{\lambda }}^-\right) =\sqrt{c^2+4d_2\hat{\gamma }}. \end{aligned}$$

Clearly, \({\hat{\lambda }}^-<0<{\hat{\lambda }}^+\). It follows from (2.30) and (2.29) that

$$\begin{aligned} \Psi (z)= & {} \frac{1}{{\hat{\rho }} T}\int _{-\infty }^ze^{\hat{\lambda }^-(z-y)}\left[ \int _0^T\beta (t)\phi ^*(t,y)\psi ^*(t,y)-\int _0^T\left( \gamma (t)-{\hat{\gamma }}\right) \psi ^*(t,y) \right] dtdy\\&+\frac{1}{{\hat{\rho }} T}\int ^{\infty }_ze^{\hat{\lambda }^+(z-y)}\left[ \int _0^T\beta (t)\phi ^*(t,y)\psi ^*(t,y)-\int _0^T\left( \gamma (t)-{\hat{\gamma }}\right) \psi ^*(t,y) \right] dtdy \end{aligned}$$

and

$$\begin{aligned} \Psi _z(z)= & {} \frac{\hat{\lambda }^-}{{\hat{\rho }} T}\int _{-\infty }^ze^{\hat{\lambda }^-(z-y)}\left[ \int _0^T\beta (t)\phi ^*(t,y)\psi ^*(t,y)-\int _0^T\left( \gamma (t)-{\hat{\gamma }}\right) \psi ^*(t,y) \right] dtdy\\&+\frac{\hat{\lambda }^+}{{\hat{\rho }} T}\int ^{\infty }_ze^{\hat{\lambda }^+(z-y)}\left[ \int _0^T\beta (t)\phi ^*(t,y)\psi ^*(t,y)-\int _0^T\left( \gamma (t)-{\hat{\gamma }}\right) \psi ^*(t,y) \right] dtdy\\\le & {} \frac{\hat{\lambda }^-}{{\hat{\rho }} T}\int _{-\infty }^ze^{\hat{\lambda }^-(z-y)} \int _0^T\beta (t)\phi ^*(t,y)\psi ^*(t,y)dtdy\\&+\frac{\hat{\lambda }^+}{{\hat{\rho }} T}\int ^{\infty }_ze^{\hat{\lambda }^+(z-y)} \int _0^T\beta (t)\phi ^*(t,y)\psi ^*(t,y)dtdy\\= & {} \frac{\hat{\lambda }^-}{{\hat{\rho }} T}\int _{0}^{\infty }e^{\hat{\lambda }^-y} \int _0^T\beta (t)\phi ^*(t,z-y)\psi ^*(t,z-y)dtdy\\&+\frac{\hat{\lambda }^+}{{\hat{\rho }} T}\int _{-\infty }^0e^{\hat{\lambda }^+y} \int _0^T\beta (t)\phi ^*(t,z-y)\psi ^*(t,z-y)dtdy. \end{aligned}$$

Since \({\hat{\lambda }}^-<0<{\hat{\lambda }}^+\) and \(\hat{\rho }:=d_2\left( {\hat{\lambda }}^+-{\hat{\lambda }}^-\right) \), we have

$$\begin{aligned} \left| \Psi _z(z)\right| \le \frac{1}{d_2T}\int _{-\infty }^{\infty }\int _0^T \beta (t)\phi ^*(t,z)\psi ^*(t,z)dtdz. \end{aligned}$$

It then follows from the integrability of \(\int _0^T\beta (t)\phi ^*(t,\cdot )\psi ^*(t,\cdot )dt\) on \({\mathbb {R}}\) that \(\Psi _z\) is uniformly bounded. Consequently, following \(\int _{-\infty }^\infty \Psi (z)dz<C_0\), we must have \(\Psi (z)\rightarrow 0\) as \(z\rightarrow \infty .\) We further apply Harnack inequalities ([35, Lemma 2.9] (see also [14]) with \(\tau =-T, \theta =T\) and \(D:=D_z=(z-\frac{1}{4},z+\frac{1}{4}), U=(z-\frac{1}{2},z+\frac{1}{2}), \Omega =(z-1,z+1)\) with \(z\in {\mathbb {R}}\)) for the second equation of system (2.28), we have

$$\begin{aligned} \sup _{(0,T)\times D}\psi ^*(t,y)\le & {} C'_0\inf _{(2T,3T)\times D}\psi ^*(t,z)\\= & {} C'_0\min _{[2T,3T]\times {\overline{D}}}\psi ^*(t,y)\\\le & {} C'_0\min _{{\overline{D}}}\psi ^*(0,y), \end{aligned}$$

where \(C'_0\) is a positive constant independent of D. Since \(\psi ^*\) is periodic in time t, \(\psi ^*(t,z)\rightarrow 0\) uniformly for \(t\in {\mathbb {R}},\) as \(z\rightarrow \infty .\) As a consequence, there holds \(\psi ^*(t,z)\le C_0\) for \((t,z)\in {\mathbb {R}}^2.\)

III. The asymptotic behavior of \(\phi ^*\)as \(z\rightarrow \infty \) By virtue of the estimate (2.26) and Laudau type inequalities (see, e.g., [4, 27]), we have

$$\begin{aligned} \left| \phi ^*_z\right| _{L^\infty ([0,T]\times (-\infty ,M])}\le 2 \left| \phi ^*-S_0\right| _{L^\infty ([0,T]\times (-\infty ,M])}^{\frac{1}{2}}\left| \phi ^*_{zz}\right| _{L^\infty ([0,T]\times (-\infty ,M])}^{\frac{1}{2}}. \end{aligned}$$

Consequently,

$$\begin{aligned} \lim _{z\rightarrow -\infty }\phi _z^*(t,z)=0\ \ {\mathrm{uniformly\ for}}\ t\in {\mathbb {R}}. \end{aligned}$$

Define \(\Phi (z)=\frac{1}{T}\int _0^T\phi ^*(t,z)dt\). It is obvious that \(\Phi _z(z)\rightarrow 0\) as \(z\rightarrow -\infty .\) It then follows from the first equation of system (2.28) that

$$\begin{aligned} c\Phi _z=d_1\Phi _{zz}-\frac{1}{T}\int _0^T \beta (t)\phi ^*(t,z)\psi ^*(t,z)dt. \end{aligned}$$
(2.31)

It is easy to see from the last equation

$$\begin{aligned} \left( e^{-cz/d_1}\Phi _z\right) _z=e^{-cz/d_1}\left( \Phi _{zz}-c\Phi _z/d_1 \right) =\frac{e^{-cz/d_1}}{d_1T}\int _0^T\beta (t)\phi ^*(t,z)\psi ^*(t,z)dt. \end{aligned}$$

Since \(\frac{1}{T}\int _0^T \beta (t)\phi ^*(t,z)\psi ^*(t,z)dt\) is integrable on \({\mathbb {R}}\), an integration from z to \(\infty \) for the last equality yields

$$\begin{aligned} e^{-cz/d_1}\Phi _z(z)=-\frac{1}{d_1T} \int _z^\infty e^{-cy/d_1}\int _0^T \beta (t)\phi ^*(t,y)\psi ^*(t,y)dtdy, \end{aligned}$$

which implies that \(\Phi _z(z)<0\) for \(z\in {\mathbb {R}},\) and hence, \(\Phi (\infty )\) exists and \(\Phi (\infty )<\Phi (-\infty )=S_0.\) It follows from the Barbălat’s lemma (see, e.g., [3, 12]) that \(\Phi _z(z)\rightarrow 0\) as \(z\rightarrow \infty .\) Integrating two sides of (2.31) from \(-\infty \) to \(\infty \) on z leads to

$$\begin{aligned} \frac{1}{T}\int _{-\infty }^\infty \int _0^T\beta (t)\phi ^*(t,z)\psi ^*(t,z)dtdz=c[S_0-\Phi (\infty )]=c[S_0-S^{\infty }], \end{aligned}$$

where \(S^\infty :=\Phi (\infty )<S_0.\)

By similar arguments to [35, Theorem 2.10], we prove that \(\phi ^*(t,z)\rightarrow S^\infty \) uniformly for \(t\in {\mathbb {R}}\), as \(z\rightarrow \infty \). In the light of T-periodicity of \(\phi ^*,\) it is sufficient to show

$$\begin{aligned} \limsup _{z\rightarrow \infty }\max _{t\in [0,T]}\phi ^*(t,z)=:S_+^\infty =S^\infty =S_-^\infty :=\liminf _{z\rightarrow \infty }\min _{t\in [0,T]}\phi ^*(t,z). \end{aligned}$$

Clearly, there exist \(\{t_n\}\) and \(\{z_n\}\) satisfying \(\{t_n\}\subset [0,T]\) and \(z_n\rightarrow \infty \) (as \(n\rightarrow \infty \)), respectively, such that

$$\begin{aligned} \lim _{n\rightarrow \infty }\phi ^*(t_n,z_n)=S_+^\infty . \end{aligned}$$

Let \(\phi _n(t,z)=\phi ^*(t+t_n,z+z_n), \psi _n(t,z)=\psi ^*(t+t_n,z+z_n), \forall n\in {\mathbb {N}}, t\in {\mathbb {R}}, z\in {\mathbb {R}}.\) Based on the estimation (2.26) and the uniform boundedness of \(\Phi ,\Phi _z,\Psi \) and \(\Psi _z\), there exists a subsequence of \((\phi _n(t,z),\psi _n(t,z))\), still denoted by \((\phi _n(t,z),\psi _n(t,z))\), converging to \((\phi _*(t,z),0)\) in \(C_{\mathrm{loc}}^{\nu /2,\nu }({\mathbb {R}}\times {\mathbb {R}})\) for some \(\nu \in (0,1)\), as \(n\rightarrow \infty .\) Particularly, we have \(\phi _*(0,0)=S_+^\infty \) and

$$\begin{aligned} \phi _*(t+T,z)=\phi _*(t,z),\quad \phi _*(t,z)\le S_+^\infty , \quad \forall (t,z)\in {\mathbb {R}}\times {\mathbb {R}}. \end{aligned}$$

Since \(\{t_n\}\subset [0,T]\), without loss of generality, let \(t_n\rightarrow t^*\in [0,T].\) Then, \(\phi _*^+(t,z)=\phi _*(t-t^*,z)\) satisfies

$$\begin{aligned} \begin{aligned} \phi _*^+(t)&=T_1(t)\phi _*^+(0)+\int _0^tT_1(t-s)f_1[\phi _*^+,0](s)ds\\&=T_1(t)\phi _*^+(0)+\int _0^tT_1(t-s)\alpha _1\phi _*^+(s)ds. \end{aligned} \end{aligned}$$

Accordingly, \(\phi _*^+(t,z)\) satisfies

$$\begin{aligned} \partial _t\phi _*^+(t,z)=d_1\partial _{zz}\phi _*^+(t,z) -c\partial _z\phi _*^+(t,z),\ \ (t,z)\in {\mathbb {R}}\times {\mathbb {R}}. \end{aligned}$$

As a result of \(\phi _*^+(t^*,0)=S_+^\infty \) and \(\phi _*^+(t,z)\le S_+^\infty \), the maximum principle indicates that \(\phi _*^+(t,z)\equiv S_+^\infty \) for \(t<t^*.\) Since \(\phi _*^+\) is T-periodic in t, we have \(\phi _*^+(t,z)\equiv S_+^\infty , \forall t\in {\mathbb {R}}\), and hence \(\Phi _*^+(z):=\frac{1}{T}\int _0^T\phi _*^+(t,z)dt\equiv S_+^\infty .\) On the other hand,

$$\begin{aligned} \begin{aligned} \Phi _*^+(z)&=\frac{1}{T}\int _0^T\phi _*^+(t,z)dt =\frac{1}{T}\int _0^T\phi _*(t-t^*,z)dt\\&=\lim _{n\rightarrow \infty }\frac{1}{T}\int _0^T \phi _n(t-t^*,z)dt\\&=\lim _{n\rightarrow \infty }\frac{1}{T}\int _0^T \phi ^*(t-t^*+t_n,z+z_n)dt\\&= \,S^\infty , \end{aligned} \end{aligned}$$

which implies \(S_+^\infty =S^\infty .\) Thus, \(\limsup _{z\rightarrow \infty }\max _{t\in [0,T]}\phi ^*(t,z)=S^\infty .\) Similarly, we can prove \(\liminf _{z\rightarrow \infty }\min _{t\in [0,T]}\phi ^*(t,z)=S^\infty .\) This implies that \(\phi _*^+(t,z)\) converges to \(S^\infty \) uniformly in \(t\in {\mathbb {R}}\) as \(z\rightarrow \infty \).

IV. The properties for \(\psi ^*\) We use the similar arguments to [35, Theorem 2.10](see also [33]) check on the properties for \(\psi ^*.\) Since \(\Psi (z)\) satisfies

$$\begin{aligned} -d_2\Psi _{zz}+c\Psi _z= \frac{1}{T}\int _0^T\beta (t)\phi ^*(t,z)\psi ^*(t,z)dt-\frac{1}{T}\int _0^T\gamma (t)\psi ^*(t,z)dt,\nonumber \\ \end{aligned}$$
(2.32)

an integration of (2.32) on \({\mathbb {R}}\) yields

$$\begin{aligned}&\frac{1}{T}\int _{-\infty }^{\infty }\int _0^T\gamma (t)\psi ^*(t,z)dtdz\\&\quad = \frac{1}{T}\int _{-\infty }^\infty \int _0^T\beta (t)\phi ^*(t,z)\psi ^*(t,z)dtdz=c[S_0-S^\infty ]. \end{aligned}$$

Similar to the aforementioned proof on the asymptotic behavior of \(\phi ^*_z(t,z)\) as \(z\rightarrow -\infty \), we can show that

$$\begin{aligned} \lim _{z\rightarrow \pm \infty }\psi _z^*(t,z)=0 \end{aligned}$$
(2.33)

uniformly for \(t\in {\mathbb {R}}\). For any \(z\in {\mathbb {R}},\) define a function

$$\begin{aligned} \Psi ^{**}(z)= & {} \frac{1}{cT}\int _{-\infty }^z\int _0^T\gamma (t)\psi ^*(t,y)dtdy\nonumber \\&+\frac{1}{cT}\int ^{\infty }_z e^{c/d_2(z-y)}\int _0^T\gamma (t)\psi ^*(t,y)dtdy. \end{aligned}$$
(2.34)

It is not difficult to see that \(\Psi ^{**}(z)\) satisfies the following equation:

$$\begin{aligned} c\Psi ^{**}_z(z)=d_2\Psi ^{**}_{zz}(z)+\frac{1}{T}\int _0^T\gamma (t)\psi ^*(t,y)dt,\ \ \forall z\in {\mathbb {R}}. \end{aligned}$$

By means of (2.33) and L’Hôpital’s rule, it follows that

$$\begin{aligned} \lim _{z\rightarrow -\infty }\Psi ^{**}(z)=0,\ \lim _{z\rightarrow \infty }\Psi ^{**}(z) =\frac{1}{cT}\int _{-\infty }^\infty \int _0^T\gamma (t)\psi ^*(t,y)dy=S_0-S^\infty \end{aligned}$$

and

$$\begin{aligned} \lim _{z\rightarrow \pm \infty }\Psi ^{**}_z(z)=0. \end{aligned}$$

Define a new function

$$\begin{aligned} \hat{\Psi }(z):=\Psi (z)+\Psi ^{**}(z), \ \ \forall z\in {\mathbb {R}}, \end{aligned}$$

where \(\Psi (z)=\frac{1}{T}\int _0^T\psi ^*(t,z)dt.\) On the basis of (2.33) and (2.34) that

$$\begin{aligned} c{\hat{\Psi }}_z(z)=d_2{\hat{\Psi }}_{zz}(z)+\frac{1}{T}\int _0^T\beta (t)\phi ^*(t,z)\psi ^*(t,z)dt,\ \ \forall z\in {\mathbb {R}}. \end{aligned}$$

Multiplying two sides of the above equation by \(e^{-c/d_2z}\) and integrating from z to \(\infty ,\) we have

$$\begin{aligned} {\hat{\Psi }}_{z}(z)=\frac{1}{d_2T}\int _z^\infty e^{c/d_2(z-y)}\int _0^T\beta (t)\phi ^*(t,y)\psi ^*(t,y)dtdy. \end{aligned}$$

Then, it is obvious that \({\hat{\Psi }}(z)\) is non-decreasing in \({\mathbb {R}}.\) Note that \(\lim _{z\rightarrow \infty }{\hat{\Psi }}(z)=S_0-S^\infty .\) Hence, \({\hat{\Psi }}(z)\le S_0-S^\infty \) for all \(z\in {\mathbb {R}}.\) In view of the definition of \({\hat{\Psi }}(z)\) and \(\Psi ^*(z)\), we conclude that \(\Psi (z)\le {\hat{\Psi }}(z)\le S_0-S^\infty \) for all \(z\in {\mathbb {R}},\) that is, \(0\le \frac{1}{T}\int _0^T\psi ^*(t,z)dt\le S_0-S^\infty \) for any \(z\in {\mathbb {R}}.\) The proof is complete. \(\square \)

3 Nonexistence of periodic traveling waves

In this section, our task is to investigate the nonexistence of time periodic traveling waves for two cases. Firstly, we prove that there is no time periodic traveling wave in the case where \(R_0\le 1\).

Theorem 3.1

Assume that \(R_0=\frac{S_0\int _0^T\beta (t)\mathrm{d}t}{\int _0^T\gamma (t)\mathrm{d}t}\le 1.\) Then, for any \(c\ge 0,\) there is no time periodic traveling wave solutions \((\phi ,\psi )\) satisfying the asymptotic boundary conditions (2.5) uniformly for \(t\in {\mathbb {R}}\).

Proof

By contradiction, we assume that there exists a time periodic, non-trivial and nonnegative solution \(\left( \phi (t,z),\psi (t,z)\right) \) of (2.4) satisfying (2.5) uniformly for \(t\in {\mathbb {R}}\), that is,

$$\begin{aligned} {\left\{ \begin{array}{ll} \phi _t(t,z)=d_1\phi _{zz}(t,z)-c\phi _z(t,z)-\beta (t)\phi (t,z)\psi (t,z),\\ \psi _t(t,z)=d_2\psi _{zz}(t,z)-c\psi _z(t,z)+\beta (t)\phi (t,z)\psi (t,z)-\gamma (t)\psi (t,z) \end{array}\right. } \end{aligned}$$

and

$$\begin{aligned} \phi (t,-\infty )=S_0,\, \phi (t,\infty )=S^\infty ,\, \psi (t,\pm \infty )=0\ {\mathrm{uniformly\ in}}\, t\in {\mathbb {R}}. \end{aligned}$$

Due to the T-periodicity of \(\psi (t,z)\) and the parabolic maximum principle, it follows that \(\psi (t,z)>0\) for \(t\in {\mathbb {R}}, z\in {\mathbb {R}}.\) In addition, it is not difficult to show that \(\phi (t,z)\le S_0\) for \(t\in {\mathbb {R}}, z\in {\mathbb {R}}.\) In fact, suppose that there exists \((t_0,x_0)\) such that \(S(t_0,x_0)>S_0\). Thus,

$$\begin{aligned} 0=\left. \frac{\partial S(t,x)}{\partial t}\right| _{(t_0,x_0)}=d_1\Delta S(t,x)\Big |_{(t_0,x_0)}-\beta (t_0)S(t_0,x_0)I(t_0,x_0)<0, \end{aligned}$$

which is a contradiction. Let \({\overline{\psi }}(t)=\int _{-\infty }^\infty \psi (t,z)dz\). Then, by the asymptotical boundary conditions (2.5) and (2.33), we have

$$\begin{aligned} \frac{d}{dt}{\overline{\psi }}(t)=\left( \beta (t)S_0-\gamma (t)\right) {\overline{\psi }}(t)+f(t),\quad \quad \forall t\in {\mathbb {R}}, \end{aligned}$$

where

$$\begin{aligned} f(t)=\beta (t)\int _{-\infty }^\infty \left( \phi (t,z)-S_0\right) \psi (t,z)dz<0,\quad \forall t\in {\mathbb {R}}. \end{aligned}$$

It is easy to see that \({\overline{\psi }}(t+T)={\overline{\psi }}(t), f(t+T)=f(t), \forall t\in {\mathbb {R}}.\) According to the positivity of \({\overline{\psi }}(t)\), we see that

$$\begin{aligned} \frac{\frac{d}{dt}{\overline{\psi }}(t)}{{\overline{\psi }}(t)}=\left( \beta (t)S_0-\gamma (t)\right) +\frac{f(t)}{{\overline{\psi }}(t)}, \quad \quad \forall t\in {\mathbb {R}}. \end{aligned}$$

Integrating both two sides of the above equality from 0 to T , we obtain

$$\begin{aligned} 0=\int _0^T\left( \beta (t)S_0-\gamma (t)\right) dt+\int _0^T\frac{f(t)}{{\overline{\psi }}(t)}dt<0 \end{aligned}$$

due to the periodicity and positivity of \({\overline{\psi }}(t)\) and \(R_0=\frac{S_0\int _0^T\beta (t)\mathrm{d}t}{\int _0^T\gamma (t)\mathrm{d}t}\le 1\). This is a contradiction. \(\square \)

Next, we prove the nonexistence of periodic traveling waves for the case where \(R_0>1\) and \(c<c^*.\)

Theorem 3.2

Assume that \(R_0>1\) and \(0<c<c^*=2\sqrt{d_2\varrho }=2\sqrt{\frac{d_2\int _0^T(S_0\beta (t)-\gamma (t))}{T}}.\) System (2.4) does not have a time periodic traveling waves \((\phi ,\psi )\) satisfying (2.5) uniformly for \(t\in {\mathbb {R}}\).

Proof

Suppose, by contradiction, that there exists such a traveling wave solution \((\phi (t,x+ct),\psi (t,x+ct)\) satisfying (2.5) for some \(c<c^*=2\sqrt{\frac{d_2\int _0^T(S_0\beta (t)-\gamma (t))}{T}}.\) Since \(R_0=\frac{S_0\int _0^T\beta (t)dt}{\int _0^T\gamma (t)dt}\), we have \(\int _0^T[\beta (t)S_0-\gamma (t)]dt>0,\) and hence, there exists a sufficiently small \(\delta _0>0\) such that \(\int _0^T[\beta (t)(S_0-\delta _0)-\gamma (t)]\mathrm{d}t>0\). For each \(\delta \in (0,\delta _0)\), define \(\varrho ^\delta \) by

$$\begin{aligned} \varrho ^\delta =\frac{1}{T}\int _0^T[\beta (t)(S_0-\delta )-\gamma (t)]dt. \end{aligned}$$

We fix a \(\delta \in (0,1)\) such that \(c<2\sqrt{d_2\varrho ^\delta }\). Since \(\lim _{z\rightarrow -\infty }\phi (t,z)=S_0\),\(\forall t\in {\mathbb {R}}\), we can choose a \(M_\delta >0\) such that \(S_0-\delta \le \phi (t,z)\le S_0+\delta \), \(\forall z<-M_\delta \) uniformly for \(t\in {\mathbb {R}}\). Fix a \(c_0\in (c,2\sqrt{d_2\varrho ^\delta })\) and let \(M_{c_0}=\frac{\sqrt{4d_2\varrho ^\delta -c_0^2}}{2d_2}\). Define

$$\begin{aligned} Q^\delta (t)=\exp \left( \int _0^t [\beta (s)(S_0-\delta )-\gamma (s)]\mathrm{d}s-\varrho ^\delta t\right) . \end{aligned}$$

Clearly,

$$\begin{aligned} \frac{\mathrm{d}Q^\delta (t)}{\mathrm{d}t}=[\beta (t)(S_0-\delta )-\gamma (t)]Q^\delta (t)-\varrho ^\delta Q^\delta (t). \end{aligned}$$

We consider a function \(w_{c_0}(t,z):=e^{\frac{c_0z}{2d_2}}\sin (M_{c_0}z)Q^\delta (t)\). It is easy to verify that \(w_{c_0}(t,z)\) satisfy \(w_{c_0}(t+T,z)=w_{c_0}(t,z)\) for \(z\in {\mathbb {R}}\). Further, some direct manipulation yields

$$\begin{aligned} \partial _t w_{c_0}(t,z)= & {} d_2\partial _{zz}w_{c_0}(t,z) -c_0\partial _z w_{c_0}(t,z)+[\beta (t)(S_0-\delta )\\&-\,\gamma (t)]w_{c_0}(t,z),~~t>0,z\in {\mathbb {R}}. \end{aligned}$$

Let \(k_0\in {\mathbb {N}}^+\) such that \(\frac{(2k_0-1)\pi }{M_{c_0}}> M_\delta \). Then, let \(y_1=-\frac{2k_0\pi }{M_{c_0}}\), \(y_2=-\frac{(2k_0-1)\pi }{M_{c_0}}\). Clearly, \(\sin (M_{c_0}y_1)=\sin (M_{c_0}y_2)=0\), \(\sin (M_{c_0}z)>0\), \(\forall z\in (y_1,y_2)\). Since \(\psi (0,z)\) is strictly positive on \([y_1,y_2]\), then there exists an \(\epsilon >0\) such that \(\epsilon w_0(0,z)\le \psi (0,z),~\forall z\in [y_1,y_2]\). Consider the function \(\phi (t,x+(c-c_0)t)\) and \(\psi (t,x+(c-c_0)t)\), \(\forall t>0\), \(x\in [y_1,y_2]\). Denote \(\hat{\psi }(t,x):=\psi (t,x+(c-c_0)t)\). Since \((\phi (t,z),\psi (t,z))\) is a solution of system (2.4), we have

$$\begin{aligned} \partial _t \hat{\psi }(t,x)= & {} d_2\partial _{xx}\hat{\psi }(t,x)-c_0\partial _{x}\hat{\psi }(t,x)+\beta (t)\phi (t,x+(c-c_0)t)\hat{\psi }(t,x)\\&-\,\gamma (t)\hat{\psi }(t,x) \end{aligned}$$

Since \(\phi (t,z)\ge S_0-\delta , \forall z<-M_\delta \) uniformly for \(t\in {\mathbb {R}},\) it follows from above equality that \(\hat{\psi }\) satisfies

$$\begin{aligned} \partial _t \hat{\psi }(t,x) \ge d_2\partial _{xx}\hat{\psi }(t,x)-c_0\partial _{x}\hat{\psi }(t,x)+\beta (t)(S_0-\delta )\hat{\psi }(t,x)-\gamma (t)\hat{\psi }(t,x) \end{aligned}$$

for all \(t>0\) and \(x\in [y_1,y_2]\). In view of \(c-c_0<0\) and \(y_1< y_2< -M_{\delta }\), we have \(x+(c-c_0)t\le -M_\delta \), \(\forall t\ge 0\), \(x\in [y_1,y_2]\). Let \({\check{\psi }}(t,x):=\psi (t,x+(c-c_0)t)-\epsilon w_{c_0}(t,x)={\hat{\psi }}(t,x)-\epsilon w_{c_0}(t,x)\) for all \(t\ge 0\) and \(x\in [y_1,y_2]\). Then, we can derive that

$$\begin{aligned} {\left\{ \begin{array}{ll} \partial _t{\check{\psi }}(t,x)\ge d_2 \partial _{xx}\check{\psi }(t,x)-c_0\partial _{x}{\check{\psi }}(t,x)\\ +\,\beta (t)(S_0-\delta ){\check{\psi }}(t,x)-\gamma (t){\check{\psi }}(t,x),~~t\ge 0, x\in [y_1,y_2],\\ ~~{\check{\psi }}(0,x)\ge 0,~x\in [y_1,y_2],\\ ~~{\check{\psi }}(t,y_j)\ge 0,~~j=1,2. \end{array}\right. } \end{aligned}$$

In view of the maximum principle of the parabolic equations, we are led to the conclusion that \({\check{\psi }}\ge 0\) for all \(t>0\) and \(x\in [y_1,y_2]\), which implies that \(\psi (t,x+(c-c_0)t)\ge \epsilon w_{c_0}(t,x)\) for all \(t>0\) and \(x\in [y_1,y_2]\). Since \(c-c_0<0\), there is a contradiction that \(\psi (t,x+(c-c_0)t)\rightarrow 0\) as \(t\rightarrow +\infty \). \(\square \)

4 Discussion

In this paper, we investigated time periodic traveling waves for system (1.1) with bilinear incidence in a seasonal forcing environment. To overcome the unboundedness of mass action (bilinear incidence) function, we considered a truncated problem on a large but finite interval and applied the limiting arguments to obtain the existence of periodic traveling waves for each \(c>c^*\) when \(R_0>1\). In addition, we also proved the nonexistence of periodic traveling waves for either \(R_0\le 1\) or \(c<c^*\) and \(R_0>1\). The idea and method of this paper also apply to other periodic and non-monotone evolution systems provided that some new techniques are developed for the verification of the asymptotic boundary condition. Unfortunately, we cannot prove the existence of time periodic traveling waves with critical wave speed \(c=c^*\), which remains an open problem for future investigation. The substantial difficulty is again due to the unboundedness of bilinear incidence, which makes the construction of proper sub- and super-solutions much more challenging (if not impossible). At the same time, since system (1.1) is non-autonomous and non-monotone, and the I-component of the periodic traveling wave with wave speed \(c>c^*\) is a time periodic pulse wave, it is also difficult to get the existence of critical periodic traveling wave by taking the limit of a sequence of periodic traveling wave with wave speeds \(c_n\), where \(c_n>c^*\) and \(c_n\rightarrow c^*\), see [36, 39]. Nevertheless, when the bilinear incidence is replaced by the standard incidence in (1.1) [i.e., system (1.5)], Zhang and Wang [38] recently proved the existence of time periodic traveling wave with the minimal wave speed \(c^*\) by constructing sub- and super-solutions similar to those for some autonomous systems, see [16, 43] and the references therein.