Abstract
In this manuscript, we provide a framework of the Bogdanov–Takens singularity for general reaction–diffusion equations. The explicit conditions for this singularity are established and the corresponding normal form up to the second order terms is derived. As an application of our framework, the Schnackenberg model is presented to illustrate the theoretical results.
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1 Introduction
In this manuscript, we study the Bogdanov–Takens singularity of general diffusion-reaction equations
where \(u=(u_1,\ldots ,u_n)^T\) is a function of \((x,t)\in (0,1)\times \mathbb {R}^+\) together with the boundary conditions
and \(\mu =(\mu _1,\ldots ,\mu _m)^T\in \mathbb {R}^m\) is a bifurcation parameter. In (1), we assume that
are two \(n\times n\) constant matrices with \(D_i>0\) and \(a_{ij}\in \mathbb {R},\, i,j=1,2,\ldots ,n\) and \(R(u,\mu )\) a \(C^3(\mathbb {R}^{m+n},\mathbb {R}^n)\) function satisfying \(R(0,\mu )=0\) and \(D_u(0,\mu )=0\). Clearly \((0,\ldots ,0)^T\) is a trivial equilibrium of (1). Sys. (1) defines an infinite dimensional dynamical system \(\{\mathbb {R}^+,\varphi _\mu ^t\}\) on a functional space
with normal \(\Vert u\Vert =\left<u,u\right>^{1/2}\). See [2, 4] for detail. Here
Let \(\mathscr {L}=(L^2(0,1))^n\). Then \(\mathscr {H}\hookrightarrow \mathscr {L}\). Define \(L: \mathscr {H}\rightarrow \mathscr {L}\) by
Then L is a linear operator and Eq. (1) becomes
In order to study the dynamical behavior of Sys. (4), we have to investigate the distribution of eigenvalues of L. There are some critical cases we have to address:
-
1.
L has a pair of purely imaginary eigenvalues and the others have negative real parts. Then Sys. (4) undergoes a Hopf bifurcation. If \(n=2\), Haragus and Iooss [2] and Kuznetsov [4] gave algorithms to calculate the normal form for the Brusselator model. In the literature, there are lots of publications which discuss Hopf bifurcation for different types of reaction–diffusion equations ([5, 6]).
-
2.
L has a double zero eigenvalue (a zero eigenvalue with multiplicity 2) and the others have negative real parts. For general reaction–diffusion equations, to the authors’ knowledge, this has not been studied in the literature.
Note that, for a double zero eigenvalue, the corresponding Jordan block is either \(\left( {\begin{matrix} 0&{}0\\ 0&{}0 \end{matrix}}\right) \) or \(\left( {\begin{matrix} 0&{}1\\ 0&{}0 \end{matrix}}\right) \). In this research, we only focus on the latter case, which means that the algebraic and geometric multiplicities of the eigenvalue zero are 2 and 1, respectively. This is so-called Bogdanov–Takens (BT) singularity. We will use the normal form theory to transform Eq. (4) to a system of planar ordinary differential equations whose dynamical behavior is well-known. In this manuscript, for simplicity, we try to derive the terms of normal form up to order 2 for BT singularity in case of \(m=n=2\).
In 1979, J. Schnakenberg [7] introduced a system of partial differential equations describing the trimolecular reactions between two chemical products X and Y and two chemical sources A and B which are in the following form:
Let \(u_1\) and \(u_2\) be the concentrations of two chemical products X and Y, respectively. Then the dimensionless form of the equations of (5) can be written as
Here \(D_1\) and \(D_2\) are the diffusion coefficients of the chemicals X and Y, respectively, and a and b the concentrations of A and B, respectively. For simplicity, we assume that \(u=(u_1,u_2)^T\) is a function of \((x,t)\in (0,1)\times \mathbb {R}^+\). The reason to study the reaction–diffusion version of the Schnakenberg model is the assumption that the products are not homogeneously mixed during the reaction. As in [2] and [4], in this research, we use the following Dirichlet boundary conditions
Note that with these boundary conditions, the equilibrium \(E(a+b,\frac{b}{(a+b)^2})\) is a trivial solution of (6) and that, after shifting it to 0, (6) with (7) becomes the form of (4). We can find the conditions such that the equilibrium point is asymptotically stable. But we are more interested in periodic solutions, namely the reaction repeats cyclically. This leads to study Hopf singularity. But the condition for Hopf singularity is not always satisfied. For BT singularity, we still can obtain limit cycles under small perturbations of the critical values \(a^*\) and \(b^*\) of a and b (see Sect. 3) despite the fact that the condition for Hopf singularity is violated.
Recently, the reaction–diffusion Schnakenberg model has been studied extensively. In [1], Grampin et al. obtained the frequency-doubling sequence of Sys. (6) in the exponentially growing domain and pattern transitions by activator peak splitting. In [3], Iron et al. studied the stability of symmetric N-peaked steady-states which can be reduced to computing two matrices in terms of the diffusion coefficients \(D_1\) and \(D_2\) and the number N of peaks. In [5], Liu et al. showed that Sys. (6) has spatially nonhomogeneous periodic orbits bifurcating from the equilibrium point. In this manuscript, we will apply our result for Eq. (4) to the Schnakenberg model (6) to obtain BT bifurcation and the corresponding bifurcation diagram.
The rest of this manuscript is organized as follows. In Sect. 2, the explicit conditions are obtained such that the linearized system has a zero eigenvalue with algebraic multiplicity 2 and geometric multiplicity 1 (BT singularity); moreover, the normal form theory in [2] is applied to compute the terms of the normal form of BT singularity for Sys. (4) up to the second order. In Sect. 3, we apply the result in Sect. 2 to the Schnackenberg model (6) to study BT bifurcation.
2 Bogdanov–Takens bifurcation and computation of the normal form
For simplicity, we set \(m=n=2\). Note that the set \(\{\sin (k\pi x): k\in \mathbb {N}\}\) forms a basis of \(H_0^1(0,1)\). Let
be the solution of the eigenvalue problem
Here \(\left( {\begin{array}{c}u^1_k\\ u^2_k\end{array}}\right) \in \mathbb {R}^2\) is constant, \(k=1,2,\ldots \). Then we have
from which we know that \(\lambda \) satisfies
where
Clearly two roots of \(P_k\) have negative real parts if and only if
which are equivalent to
respectively.
Noting that \(\{r_k\}\) is strictly increasing. We assume that \(\det (A)>0\). By \(a^2+b^2\ge 2ab\), we have
and hence if \(2\sqrt{D_1D_2\det (A)}\ge D_1a_{22}+D_2a_{11}\), we have \(s_k\ge 0\).
Now we study the distribution of roots of \(P_1(\lambda )\). Note that \(r_1>0\) is equivalent to
If \(r_1=0\) and \(s_1>0\), then \(P_1(\lambda )\) has a pair of purely imaginary roots \(\pm i\sqrt{s_1}\). If \(r_1=s_1=0\), then \(P_1(\lambda )\) has a double zero root. Note that \(r_1=s_1=0\) is equivalent to
If, in addition to the assumptions up to now, we also assume that \(a_{12}a_{21}<0\), then the values of the diagonal elements will be real and can be expressed as follows
From this, we have
and hence \(\{s_n\}\) is strictly increasing.
Let us make the following assumption
-
(H1).
\(\det (A)>0\), \(\pi ^2(D_1+D_2)>\text {tr}(A)\), and \(2\pi ^2\sqrt{D_1D_2\det (A)}-(D_1a_{22}+D_2a_{11})>0\);
-
(H2).
\(\det (A)>0\), \(\pi ^2(D_1+D_2)=\text {tr}(A)\), and \(2\pi ^2\sqrt{D_1D_2\det (A)}-(D_1a_{22}+D_2a_{11})>0\);
-
(H3).
\(a_{12}a_{21}<0\), \(3\pi ^2D_1D_2+\sqrt{-a_{12}a_{21}}(D_1-D_2)>0\).
Thus we have the following result.
Theorem 2.1
If (H1) holds, then all eigenvalues of L have negative real parts and hence (0, 0) is stable. If (H2) holds, then L has a pair of purely imaginary roots \(\pm \omega _0 i\) and all other eigenvalues have negative real parts and hence Sys.(4) undergoes Hopf bifurcation. Under (H3), if
or
then L has a double zero eigenvalue and all other eigenvalues have negative real parts and hence Sys.(4) undergoes BT bifurcation.
Now we compute the normal form of BT bifurcation under the assumption (H3). Note that the first part of (H3) is
Without loss of generality, we assume that
where \(\delta >0,\gamma >0\) and then
Hence
Let
It is easy to check that
and
Note that, according to [2], for BT singularity, through the change of variable from \(u=(u_1,u_2)\) to \(z=(z_1,z_2)\) by
Equation (4) can be transformed into the following normal form up to order 2
In this case, let
For simplicity, write \(R(u,\mu )\) as
where \(R_{11}(u,\mu ): \mathbb {R}^2\times \mathbb {R}^2\rightarrow \mathbb {R}^2\) and \(R_2(u,v): \mathbb {R}^2\times \mathbb {R}^2\rightarrow \mathbb {R}^2\) are linear symmetric maps of u, v and \(\mu \) respectively. Replacing u by \(z_1q_1+z_2q_2+\Phi _\mu (z_1,z_2)\) in Eq. (4) and comparing the terms with order \(\mathcal {O}(z_1)\) and \(\mathcal {O}(z_2)\), we obtain
Similarly comparing the terms with order \(\mathcal {O}(z_1^2), \mathcal {O}(z_1z_2)\), and \(\mathcal {O}(z_2^2)\), and terms with order \(\mathcal {O}(A_1^3), \mathcal {O}(z_1^2z_2)\), \(\mathcal {O}(z_1z_2^2)\), and \(\mathcal {O}(z_2^3)\), respectively, we obtain
and from (11) and (12), we have
Remark 2.1
In this manuscript, for simplicity, we only calculate the coefficients of the normal form up to order 2. For the coefficients of the normal form order 3, the computation is complicated and we omit the detail.
In order to determine \(\nu _1,\nu _2, a_1\) and \(b_1\), we need the following lemma which solves a system of differential equations with boundary value problems.
Lemma 2.1
Let a, b, c, d be constants. Then the system of DEs
has a solution if and only if the following solvability condition holds
Moreover for \(D=D_1=D_2\), if the condition (14) holds, Eq. (13) has at least one solution
where C is an arbitrary constant.
Proof
Since \(L^Tp_2=0\), we have \(\langle p_2,Lu\rangle =\langle L^Tp_2,u\rangle =0\) and hence obtain
or
and hence the condition (14) holds. For \(D_1=D_2\), suppose the condition (14) holds, we can solve Sys. (13). In fact, Sys. (13) is equivalent to the following system
Let the Laplace transforms of \(u_1(x)\) and \(u_2(x)\) be \(U_1(s)\) and \(U_2(s)\), respectively. Then, after taking the Laplace transform from both sides the first and second equations of (15), we have
Solving for \(U_1(s)\) and \(U_2(s)\) from the above system of DEs and taking the inverse Laplace transform for each and using the condition \(u_1(0)=u_2(0)=0\), we obtain the expressions of \(u_1\) and \(u_2\) in the lemma. \(\square \)
Now we use the result of this lemma to calculate the coefficients of \(\nu _1,\nu _2,a_1,b_1,a_2,b_2\). Let
where \(r_{ij}\) (\(i,j=1,2\)) are linear functions of \(\mu _1,\mu _2\). Let us compute \(\nu _1,\Phi _{101}\) in (9) first.
Lemma 2.2
In fact, we have
Proof
Rewrite Eq. (9) as
It is easy to easy to see
Thus set
in Lemma 2.1 and hence the solvability condition (14) becomes
From this we solve for \(\nu _1\) to get
and hence
By setting \(c=d=0\) in Lemma 2.1, it is easy to compute the expressions of \(\Phi _{101}=\left( {\begin{array}{c}u_1\\ u_2\end{array}}\right) \) in Eq. (9), which is the following
where \(C=u_1'(0)\) is an arbitrary constant. The solvability of (10) gives
This completes the lemma. \(\square \)
Next we compute \(a_1\) and \(b_1\).
Lemma 2.3
In fact, we have
Proof
Rewrite Eq. (11) as
It is easy to see that
Thus in Lemma 2.1,
From the solvability condition (14), it is not hard to solve \(a_1\) and the expression of \(\Phi _{200}=(u_1,u_2)^T\) in Eq. (11). In fact, we have
where
with \(u_1'(0)\) a arbitrary constant. Using this, we obtain
\(\square \)
Remark 2.2
If \(D_1\ne D_2\), the expressions of \(\nu _1,\nu _2,a_1,b_1\) are the same. However the computation is more complicated, here we omit the details.
3 Example: the Schnakenberg model
In this section, we use the result in Sect. 2 in the Schnakenberg Model (6). First we shift the equilibrium point \(E(a+b,\frac{b}{(a+b)^2})\) to (0,0) by letting \(u_1=a+b+v_1,u_2=\frac{b}{(a+b)^2}+v_2\). Then Sys. (6) becomes
with the boundary conditions
Let
Hence
It is easy to check that \(\det (A)=(a+b)^2>0\). In order to seek BT bifurcation, we have to assume that the second part of the assumption (H3) is satisfied. Let
and then \(\delta =a+b\) and \(\gamma =\sqrt{\frac{2b}{a+b}}\). Letting
we obtain
and hence
Now we apply the result in Sect. 2 by using (a, b) near \((a^*,b^*)\) as bifurcation parameter to perform center manifold reduction and hence obtain the normal form. Let
Then Sys. (6) becomes
where
Here
Thus
From Lemmas 2.2 and 2.3, we obtain the coefficients in the normal form (8)
It is easy to check that
Therefore the map \((\mu _1,\mu _2)\rightarrow (\nu _1,\nu _2)\) is regular and hence the transversality holds. Thus we have the following result.
Theorem 3.1
If \(a=a^*,b=b^*\), then the Schnakenberg model (16) undergoes BT bifurcation.
Equation (17) is equivalent to the following truncated system
The complete bifurcation diagram of (18) can be found in [4]. Here we are more interested in periodic orbits which are described in the following lemma (see [8]).
Lemma 3.1
Assume that \(a_1b_1\ne 0\). Define
For \((\nu _1,\nu _2)\) small enough, when \((\nu _1,\nu _2)\) is in the region between the curves H and HL, Sys.(18) has a unique stable periodic orbit.
Upon using the expressions of \((\nu _1,\nu _2)\), we have the following result.
Theorem 3.2
Assume that \(a_1b_1\ne 0\). Define
Here
For \((\mu _1,\mu _2)\) small enough, when \((\mu _1,\mu _2)\) is in the region between the curves \(\overline{H}\) and \(\overline{HL}\), Sys.(17) has a unique stable periodic orbit.
Example 3.1
Theorem 3.2 gives us the condition of \((\mu _1,\mu _2)\) so that the Schnakenberg model (6) has a stable periodic solution; namely the reaction repeats cyclically. Now we give a numerical example to illustrate this. Choose \(D_1=0.01,D_2=0.02\) and then
Easy calculation shows that
Let \(\mu _1= 0.000001, \mu _2=0.00633799\) and hence
It is not hard to check that \((\mu _1,\mu _2)\) is between \(\overline{H}\) and \(\overline{HL}\) (Fig. 1). Now we use the following initial condition
to numerically solve Sys. (6). The graph of the solution of Sys. (6) is shown in Fig. 2. From this, we can see the repeated pattern in the direction of the time t, which verifies the result of Theorem 3.2 and hence concludes that Sys. (6) has a unique stable periodic orbit. Note that in this model, the critical concentrations \(a^*\) and \(b^*\) of A and B are very important since they determine the BT bifurcation and hence the dynamical behavior of Sys. (6). Small purterbations of \(a^*\) and \(b^*\) result in the change of the dynamical behavior. If \((\mu _1,\mu _2)\) is in the region between \(\overline{H}\) and \(\overline{HL}\), a stable periodic orbit bifurcates from the equilibrium point E; otherwise the bifurcation diagram is different and here we omit the detail.
4 Conclusion
BT bifurcation is one of so-called codimension 2 bifurcations. Hopf bifurcation is codimension 1 bifurcation and has been studied extensively for many special models of reaction–diffusion equations (see [2, 4–6]). However, the study of BT bifurcation for reaction–diffusion equations in the literature has not often been seen. In this manuscript, we found the explicit conditions such that BT bifurcation occurs for general reaction–diffusion equations and then performed the center manifold reduction to calculate the coefficients of the corresponding normal form up to order 2 (\(a_1b_1\ne 0\)). Note that, if \(a_1=b_1=0\), we have to calculate the coefficients of order 3 in the normal form. Since the calculation of those coefficients is very complicated, we omit the detail.
As one application, our result was used to study BT bifurcation for the Schnackenberg model. It is worth noting that most of the research of this model done so far is based on one of two parameters a and b (for example, see [5]). In this manuscript, we used both to study BT bifurcation. We believe that our results will shed light on the study of the mechanisms of dynamical behaviors of reaction–diffusion equations.
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Acknowledgments
The authors would like to thank two anonymous reviewers for their helpful comments and suggestions.
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Hongxia Wu: The research of the first author is partially supported by NSF of China on Youth Scholars (No. 11201178) and by the Key Project of the Fujian Provincial Science and Technology Department (No. 2014H0034).
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Wu, H., Wu, X.P. Bogdanov–Takens singularity for a system of reaction–diffusion equations. J Math Chem 54, 120–136 (2016). https://doi.org/10.1007/s10910-015-0553-z
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DOI: https://doi.org/10.1007/s10910-015-0553-z