An Introduction to Mathematical Biology

Linda J. S. Allen
Answers to Selected Exercises and Supplementary Exercises
Chapter 1 Answers (* denotes supplementary exercises)
1 (b) rst, nonlinear, autonomous
(d) second, nonlinear, nonautonomous
3 (b) x
t
= c
1
+c
2
(1)
t
+c
3
(5)
t
(d) x
t
=
_
2

3
3
_
t _
c
1
sin
_
t
6
_
+c
2
cos
_
t
6
__
4 (a) Solution to 3 (d) x
t
=
_
2

3
3
_
t

3 sin
_
t
6
_
(b) Solution to 3 (b) x
t
=
5
12
+
5
8
(1)
t+1
+
5
24
(5)
t
5 (b) x
t
= c
1
2
t
+c
2
(2)
t
1 2t
(d)* Solve x
t+1
5x
t
= 5
t+1
. Solution: x
t
= c
1
5
t
+t5
t
(e)* Solve x
t+1
x
t
= 1 4t
7 (a) x
t
=
1

t+1
1

1

t+1
2
, where
1
and
2
are the roots of the characteristic equation,

1
>
2
.
(b) Using the solution in (a) and the fact that
1
> [
2
[ leads to lim
t
x
t+1
x
t
=
1
.
(c)* Find the number of pairs of rabbits after one year (t = 12); after 5 years. The
circumference of the earth is 24,902 miles. If the pairs of rabbits are lined end to end and
they measure one foot in length, then, after 5 years, the pairs of rabbits would encircle
the earth about 19,050 times.
8 Find the general solution, x
t
= c
1

t
1
+c
2

t
2
, where
1
> [
2
[. Then show x
t+1
/x
t
approaches

1
as t .
10 (2) Y (t + 1) = BY (t), where B =
_
_
_
_
_
_
_
0 1 0 0
0 0 1 0
0 0 0 1
b 0 a 0
_
_
_
_
_
_
_
. Show det(B I) =
4
+a
2
+b.
1
11 (b) Y (t + 1) = AY (t), A =
_
_
_
_
_
0 1 0
0 0 1
5 1 5
_
_
_
_
_
14 ab < 1
15 (a) X(t) = c
1
_
_
_
_
_
1
0
0
_
_
_
_
_
+c
2
(3)
t
_
_
_
_
_
3
0
4
_
_
_
_
_
+c
3
(2)
t
_
_
_
_
_
2
1
0
_
_
_
_
_
16 A
t
=
_
_
1 2
t
1
0 2
t
_
_
, X(t) = c
1
_
_
1
0
_
_
+c
2
2
t
_
_
1
1
_
_
17 (a)
3

3a
2
4

a
3
4
= 0, = a,
a
2
. R
0
=
a
2
4
(a + 3).
*Show R
0
> 1 i a > 1.
(b) Apply Theorem 1.7.
19 (b) M
2
is reducible and imprimitive.
20 (a) Apply Theorem 1.7.
(b) R
0
= s
1
b
2
+s
1
s
2
b
3
= 1+2s
2
is never less than one and is greater than one when s
2
> 0.
*Let b
2
= 2, b
3
= 4 and s
2
= 2, then do part (b).
(c) R
0
= 1 +f
2
p
1
.
21 Apply Theorem 1.5 or Theorem 1.7.
22 (b) 0 < 1, 0 <
2
< 1, 0 <
3
1, and , > 0.
(c) R
0
=
1
+
2

2
(1
1
) +
3

3
(1
1
)(1
2
).
23 (b) L
6
> 0.
(c) In Example 1.21 when s
1
is increased to one, 0.965. When p
7
is increased to 0.95,
1.002.
25 (a)
1
=
1 f +
_
(1 f)
2
+ 4f
2
> 0,
2
=
1 f
_
(1 f)
2
+ 4f
2
< 0.
(c) lim
t
R
t
=
R
0
+M
0
1 +f
.
26* Suppose A is an nn matrix with a zero row or a zero column. Show that A is reducible.
27* Suppose A = (a
ij
) is an n n irreducible matrix and A = D +B, where D is a diagonal
matrix whose diagonal entries are equal to those of A, D =diag(a
11
, . . . , a
nn
). Show that B
is irreducible, i.e., the diagonal elements of an irreducible matrix do not aect irreducibility.
2
28* Suppose A = (a
ij
) is an nn nonnegative, irreducible matrix with one positive row, i.e.,
a
ij
> 0 for some i and j = 1, . . . , n. Show that A
2
has at least two positive rows, and in
general A
k
, k n has at least k positive rows. Conclude that A is primitive. (Hint: Use
the results in Exercises 25 and 26.)
3
Chapter 2 Answers (* denotes supplementary exercises)
1 (b) x = 0, a
1/k
b
(e) x = 0
2 (b) x = 0 is stable if a
1/k
< b and unstable if a
1/k
> b. x = a
1/k
b > 0 is stable if
k x < 2a
1/k
and unstable if k x > 2a
1/k
. If 0 < k < 2 and x = a
1/k
b > 0, then x is always
stable.
(e) x = 0 is always unstable because a > 1.
4 ( x, y) = (0, 0),
_
1 +a
ab 1
,
1 +b
ab 1
_
.
5 (b) x = 0 unstable; x = 4 locally asymptotically stable (apply Theorem 2.4).
6 Show
d[f
2
( x
1
)]
dx
= f

( x
1
)f

( x
2
) = 4 4r.
8 Show g

( x) = (Sf)( x).
12 Show 0 < f(x) < x and apply a theorem.
15 Show that either 0 < f(x) < x < x or x < f(x) < x for x (0, x) and apply a theorem.
16 (c) x = 0 is stable for 2 < r < 0 and x = r is stable for 0 < r < 2.
17 x
t+2
= g(x
t
) has two cycle x
1,2
=

r. Show g

( x
1
) = 1 4r.
18 (c) x = 0 is stable for 2 < r < 0 and x = r is stable for 0 < r < 2.
20 Show that ( x) = ln [f

( x)[.
21 Show ( x, y) = (0, 0) is always locally asymptotically stable and ( x, y) =
_
1 +a
ab 1
,
1 +b
ab 1
_
is unstable if ab > 1.
22 (a) x

= a
1
, y

= a
2
.
(c) x =
a
1
b
1
a
2
1 b
1
b
2
, y =
a
2
b
2
a
1
1 b
1
b
2
.
(d) For a
2
/b
2
> a
1
and a
1
/b
1
> a
2
, use the Jury conditions to show that the equilibrium
( x, y) is locally asymptotically stable.
23 f(I
t
) = I
t
(1 ) +

N
I
t
(N I
t
),

I = N
_
1
1
10
_
.
25 (c) r = 2.1, x
t+2
= g(x
t
), x
1,2
0.62929, 1.3707, [g

( x
1
)[ < 1
26 x
t+1
= x
t
exp(r[1 x
t
/K]) = f(x
t
). Show the minimum of 1 + f

(x) occurs at 2K/r and

1 +f

(2K/r) > 0.
4
28 Apply the Jury conditions.
30 (a) x
t+1
= rx
t
(1 y
t
), y
t+1
= x
t
.
32 (a) (A) = max[a
11
[, [a
22
[, |A|
1
= max[a
11
[, [a
12
[ + [a
22
[, |A|

= max[a
11
[ +
[a
12
[, [a
22
[. Note: |A|
1
= max
j

i
[a
ij
[ and |A|

= max
i

j
[a
ij
[
33* A column (row) stochastic matrix A = (a
ij
) is an n n nonnegative matrix whose
column (row) sums are one,

n
i=1
a
ij
= 1 (

n
j=1
a
ij
= 1). A doubly stochastic matrix is a
nonnegative square matrix whose row and column sums equal one. Show the following for
a row or a column stochastic matrix A.
(a)* |A|

= 1 for a row stochastic matrix and |A|

1
= 1 for a column stochastic matrix.
Then apply the result from Example 2.19 to show (A) 1.
(b)* Show directly that one is an eigenvalue of A. Conclude that (A) = 1. (Hint: For a
row stochastic matrix show that 1 = (1, . . . , 1)
T
is an eigenvector of A corresponding to
the eigenvalue one.)
34* Let X(t + 1) = AX(t) + , where A is an n n matrix and is an n 1 vector. Prove:
If (A) < 1, then lim
t
X(t) = (I A)
1
. (Hint: Show that (I A)
1
=

t=0
A
t
=
I +A +A
2
+A
3
+ .)
35* Let A = (a
ij
) and B = (b
ij
) be two nonnegative square matrices such that a
ij
b
ij
for all i, j. Prove that (A) (B). (Hint: Let
B
= (B) and for any > 0 dene
B
1
= (
B
+)
1
B and A
1
= (
B
+)
1
A. Apply Theorem 1.1.)
5
Chapter 3 Answers (* denotes supplementary exercises)
1 For K = 400, N
0
14.31 and 1.049.
Matlab Program:
clear all
set(0,DefaultAxesFontSize,18)
set(gca,fontsize,18)
% Whooping crane data from 1938-2003 (Table 3.3)
n=[18,22,26,16,19,21,18,22,25,31,30,34,31,25,21,24,21,28,24,26,
32,33,36,39,32,33,42,44,43,48,50,56,57,59,51,49,49,57,69,72,75,76,
78,73,73,75,86,97,110,134,138,146,146,132,136,143,133,158,160,180,
183,188,180,176,185,194];
t=[0:1:65];
cc=400;
y=log(1./n-1/cc);
par=polyfit(t,y,1)
n0=(exp(par(2))+1/cc)^(-1)
lambda=exp(-par(1))
s(1)=n0;
for i=1:65
s(i+1)=n0*cc*lambda^i /(cc-n0+lambda^i*n0);
end
plot(t+1938,s,k-,[1938:1:1938+65],n,ro,linewidth,2);
axis([1935,2005,0,210]);
xlabel(Years);
ylabel(Whooping crane)
2 b 19.78, a 38586.
Matlab Program:
clear all
set(0,DefaultAxesFontSize, 18)
set(gca,fontsize,18);
time=[1968:1:2004];
% Duck data from 1968-2004 (Table 3.4)
ducks=[368.5,345.3,343.8,286.9,237.6,415.6,332.8,503.3,759.4,536.6,511.3,
901.4,740.7, 515.2,558.4,394.2,563.8,580.3,537.5,614.9,752.8,1021.6,886.8,
868.2,1127.3,875.9,1320.1,912.2,1062.4,953.0,739.6,716.5,815.3,761.3,
1224.1,748.9,1099.3];
par=polyfit(time,ducks,1)
plot(time,ducks,ko-,time, par(1)*time+par(2),r--,linewidth,2)
axis([1965,2005,200,1400]);
set(gca,xtick,[1970,1980,1990,2000]);
set(gca,ytick,[200,400,600,800,1000,1200,1400]);
6
xlabel(Year);
ylabel(Total ducks (in thousands));
3 (d) ( x, y) (0.550, 0.675), eigenvalues of J( x, y) are
1,2
0.4376 0.7784i.
4 (b) J(p, q) =
_
_
_
_
(1 )k
12
q
(k
12
p +q)
2
+
(1 )k
12
p
(k
12
p +q)
2

(1 )k
21
q
(p +k
21
q)
2
(1 )k
21
p
(p +k
21
q)
2
+
_
_
_
_
.
6 Note P
t+1
=

2
P
t
H
t
H
t
+
2
P
t
.
(a) If
1
< 1, then H
t+1

1
H
t
.
7 (a) x = d/c, y = r(c d)/c
2
, c > d.
8 Notice w
t+1
w
t
> 0 if we can show f(p) = p
2
(r +s) +p(s 3r) +2(r 1) < 0 for r < 1,
s < 1 and p (0, 1), where the subscript t on p is omitted. First show f(0) < 0 and
f(1) < 0. Next we want to show that f(p) has no real roots p (0, 1). Then it follows
that f(p) < 0 for p (0, 1). We will prove this result by contradiction. Suppose f(p) has
a real root p
+
(0, 1). By Descartes rule of signs, we must have r + s < 0 and s > 3r
which means r < 0. Use the quadratic formula to solve for p
+
and denote p
+
as a function
of the parameter s, p
+
g(s) (0, 1). Solve this latter equation for s and show that
s > 1, a contradiction.
10 (a) p = 1/2 is locally asymptotically stable if 0 < c < 4.
11 (a) p = c is locally asymptotically stable if 0 < c < 1.
13 See the LMMDDR model on p. 113.
(b) The equilibrium is locally asymptotically stable if ln R
0
< 2 (sb
2
= R
0
). If 1 < ln R
0
<
2 the eigenvalues are purely imaginary.
(c) The equilibrium is locally asymptotically stable if ln R
0
< 2 (b
1
= R
0
). The eigenvalues
are real.
14 (a)

L 24.66,

P 20.96,

A 447.5. Show the eigenvalues of the Jacobian matrix satisfy
[
1,2,3
[ < 1.
(b) For
a
= 0.05 show that the positive equilibrium is locally asymptotically stable but
for
a
= 0.2 it is unstable.
16 (a) J(x, y) =
_
_
s
p
2ay
b 2cx dy s
s
dx 2ey
_
_
.
17 (b) N
t+1
= (r +s)N
t
.
7
18 (a) Apply the equations for m and

f in A( m,

f)

X =

X.
(b) Find the characteristic equation for A( m,

f), then replace the ratio m/

f in b
m
=
r
m/

f + 1
and b
f
=
r m/

f
m/

f + 1
with the expression in (a), where ,= s
f
and ,= s
m
.
(c) See page 66. If Tr(J) > 1+det(J), then the eigenvalues are real and > 1.
19 (a) Let x = f/m. F(x) =
r
1 +x
has a maximum for x 0 at x = 0.
20* Let X(t + 1) = A(X(t))X(t) and O A(X(t)) B for t = 0, 1, . . ., where O is the zero
matrix and B is a nonnegative constant matrix. Prove: If (B) < 1, then lim
t
X(t) = 0.
21* Let X(t + 1) = A(X(t))X(t) + , O A(X(t)) B for t = 0, 1, . . ., and 0 , where
O is the zero matrix, B is a nonnegative constant matrix, and 0 is the zero vector. Prove:
If (B) < 1, then lim
t
X(t) (I B)
1
.
8
Chapter 4 Answers (* denotes supplementary exercises)
1 (a) Sign error:
dx
dt
+ 3t
2
x = 4te
t
3
, x(0) = 1. Integrating factor is e
t
3
.
(b) Integrating factor is t
2
.
2 (a) x(t) =

2
8
sin(

2t) +

2
16
exp(

2t)

2
16
exp(

2t).
3 (a) x(t) = c
1
exp(2t) +c
2
exp(3t).
(c) The characteristic polynomial is P() = ( + 1)( 3)
2
.
4 (b) The auxiliary equation is (m+ 2)
2
= 0.
(c) The auxiliary equation is m
2
2m+ 2 = 0.
5 (a) x

2ax

+a
2
+b
2
= 0. x(t) = exp(at)(c
1
sin(bt) +c
2
cos(bt)).
6 W(e

1
t
, te

1
t
) = e
2
1
t
.
7 (b) X(t) = c
1
e
t
_
_
1
1
_
_
+c
2
e
5t
_
_
1
2
_
_
.
8 (a) Apply the Routh-Hurwitz criteria for n = 3.
10 For A =
_
_
2 1
1 2
_
_
, exp(At) =
1
2
_
_
e
t
+e
3t
e
3t
e
t
e
3t
e
t
e
t
+e
3t
_
_
, X(t) = exp(At)X
0
.
12 (b) X(t) =
_
_
_
_
_
_
3
4
e
t
+
6
5
e
2t
+
1
20
e
3t
6
5
e
2t

1
5
e
3t
3
5
e
2t

3
5
e
3t
_
_
_
_
_
_
.
14 (a) a > 1.
15 (b) stable spiral.
16 (b) a < [b[ and [c[ < 2 (or a < [c[ and [b[ < 2).
20 (a) x(t) =
_
_
_
t
2
, t [0, 1]
t
3
3
+t
1
3
, t [1, 2].
21 Matlab Program:
clear all
% Whooping crane data from 1938-2003 (Table 3.3)
n=[18,22,26,16,19,21,18,22,25,31,30,34,31,25,21,24,21,28,24,26,
9
32,33,36,39,32,33,42,44,43,48,50,56,57,59,51,49,49,57,69,72,75,76,
78,73,73,75,86,97,110,134,138,146,146,132,136,143,133,158,160,180,
183,188,180,176,185,194];
t=[0:1:65];
y=log(n);
par=polyfit(t,y,1);
x0=exp(par(2))
a=par(1);
lambda=exp(a)
22*(a)* Use the denition of e
At
(page 155) to show that d(e
At
)/dt = Ae
At
.
(b)* Let A and B be nn matrices such that AB = BA. Show that e
A+B
= e
A
e
B
= e
B
e
A
.
23*(a)* Use the denition of e
A
(page 155) to show that if is an eigenvalue and v an
eigenvector of A (Av = v), then e

is an eigenvalue and v is an eigenvector of e

A
(e
A
v =
e

v).
(b)* Let X

(t) = AX(t) + and X(0) = X

0
, where A is a constant matrix of size n n
and is a constant vector of size n 1. Verify the following: If all of the eigenvalues of
A have negative real parts, then lim
t
X(t) = A
1
. (Hint: Let U(t) = X(t) +A
1
.
Then show U

(t) = AU(t). Apply Theorem 1.1 and part (a)).

10
Chapter 5 Answers (* denotes supplementary exercises)
1 (a) For x suciently close to x,
dx
dt
=
f

( x)
2!
(x x)
2
+
x
, where [
x
[

( x)
2!
(x x)
2

,
i.e., the sign of dx/dt is determined by the sign of f

( x). Hence, for x suciently close to

x and (1) for f

( x) > 0, dx/dt > 0 and (2) for f

( x) < 0, dx/dt < 0. These results imply

that x is unstable.
3 There are three real roots for f(x) = 0, x = 0, 0.54369, 1.
4 (c) There are three equilibria, x = 1.84141, 0, 1.14619.
5 (a) For c > e, the positive equilibrium 1 e/c is stable for all positive initial conditions
and the zero equilibrium is unstable. If c < e there is no positive equilibrium and the zero
equilibrium is stable for all positive initial conditions.
6

N =
n
1
+n
2
+
.
7 (b) Consider the intersection of y = 1 x/M and y = a/(1 + x). The values of x at the
points of intersection are the solutions to the quadratic equation: (1x/M)(1+x)a = 0.
9 (b) One eigenvalue is b x < 0. The remaining two eigenvalues can be found from the
matrix
_
_
y b y
z z
_
_
.
10 The equilibria are ( x, y): (0,0), (1,0), (0,1), and
_
1 a
1
1 a
1
a
2
,
1 a
2
1 a
1
a
2
_
.
12 (a) The eigenvalues of the Jacobian matrix evaluated at the origin are i.
13 (a) The eigenvalues of the Jacobian matrix evaluated at the origin are 4 i.
15 Show div(Bf, Bg) =
1
x
2

1
x
1
< 0 for x
1
> 0 and x
2
> 0.
19 (a) The only nonnegative equilibrium is

S = N and

I = 0 =

R (disease-free equilibrium).
(b) There is the disease-free equilibrium and the positive equilibrium given by

S = N/1
0
and

I =

+
(N

S).
20 (a) Pitchfork bifurcation. For r > 0, equilibria x(r) =

r are stable and x(r) = 0 is

unstable.
21 (c) x(r) = 1

1 r. For r < 1, the equilibrium x(r) = 1 +

1 r is stable and
equilibrium x(r) = 1

1 r is unstable. For r > 1, there are no equilibria.

22 For r < 0, there are two equilibria ( x, y) = (

r, 0), (

r, 0). For r > 0, there are no

real-valued equilibria. Determine the stability of the equilibria.
11
23 (b) The Jacobian matrix evaluated at the positive equilibrium is J(r) =
_
_
r 1 1
r 1
_
_
.
Assume 0 < r < 4. Then the eigenvalues of J(r) are equal to (r)i(r), where (2) = 0,
(2) ,= 0, and d(r)/dr ,= 0.
(c) Let u = x 1, v = y r, Z = (u, v)
T
, and vector H(u, v, r) =
_
_
u
2
(v +r) 2uv
u
2
(v +r) 2uv
_
_
.
Then Z satises the dierential equation dZ/dt = J(r)Z +H, where matrix J(r) is given
in part (b).
24 (a) Consider the intersection of y = and y = re
T
in the y plane. Show that there
is only one point of intersection and > 0 at this point of intersection.
25 Show that =
r
T
2
_

0
e

e
/T
d. For real and > 0, integrate the expression
given for to show that =
r

2
T
2
+ 2T + 1
.
27 Matrix J
1
with signed matrix Q
1
is qualitatively stable. Show that Q
1
satises Theorem
5.12 and that the digraph fails the color test.
28 Show that the digraph passes the color test.
29 Calculate
dV
dt
= V
x
dx
dt
+V
y
dy
dt
and apply Theorem 5.14 where (0,0) is replaced by (1, 1a).
31 (a) J() =
_
_
0 1
1 2
_
_
.
33 The eigenvalues of the Jacobian matrix at the origin are r i.
34* Consider an SI epidemic model with complete vertical transmission. That is, all newborns
from an infected mother are infected. The model has the following form:
dS
dt
= S
_
b a cN
I
N
_
dI
dt
= I
_
b

a cN +
S
N
_
,
where S(0) > 0, I(0) > 0 and S(t) + I(t) = N(t). All parameters are positive. The
per capita birth rate of susceptible and infective individuals is b and b

, respectively, and
b > b

> a +. The per capita death rate a +cN is density-dependent. The transmission
coecient is and the per capita disease-related death rate is . Since b

> a + , there
are relatively few disease-related deaths compared to births. (Compare these dierential
equations with the SIS epidemic model in Chapter 6, Exercise 18).
12
(a)* Show that there are four equilibria, the zero equilibrium, the disease-free equilibrium
(

S =
b a
c
,

I = 0), and two endemic equilibria.
(b)* Determine conditions for stability of each of the equilibria.
(c)* The basic reproduction number is given by 1
0
=
+b

b +
. Show that if 1
0
< 1, the
disease-free equilibrium is globally asymptotically stable.
(d)* Consider 1
0
1
0
(), an increasing function of . Show that a transcritical bifurca-
tion occurs at 1
0
() = 1. That is, the disease-free equilibrium becomes unstable and the
endemic equilibrium with

S > 0 and

I > 0 becomes stable. Further increases in results
in another transcritical bifurcation and a new endemic equilibrium with

S = 0 and

I > 0.
What does this result imply about vertically transmitted diseases based on this particular
model?
13
Chapter 6 Answers (* denotes supplementary exercises)
2 (b) The equilibria are ( u, v) = (0,0), (
1
, 0), (1, 1 1/
1
).
3 (a) Apply Dulacs criterion with B(x, y) = 1/(xy) to the original model. Let the right sides
of the dierential equation for x and y be denoted F and G. Then div(BF, BG) =
f
y
< 0
for y > 0. The Dulac function B(u, v) = 1/(uv) can be applied to the dimensionless
system also. If F and G are the right sides of the dierential equations for u and v, then
div(BF, BG) =
1

1
v
< 0 for v > 0. Parts (b), (c), and (d) apply to the dimensionless
system in u and v.
4 (a) y = 13, 443 and x = 26, 886.
Matlab program
clear all
% Lynx data from 1919-1957 (Table 6.2)
ly=[8378,6456,11617,17202,26381,29529,33027,28619,21363,11582,7572,7957,
8410,11916,16781,22012,22448,17534,10523,8079,7411,6583,6979,7544,10164,
12259,9306,8129,6548,4083,3714,9592,6653,12636,10876,13876,9660,8397,8958];
% Trapezoidal rule, 1920-1950 (h=1): h/2[ly(2)+2*ly(3)+...+2*ly(31)+ly(32)]
trap=ly(2);
for i=1:29
trap=trap+2*ly(i+2);
end
trap=ly(32)+trap;
avy=trap/60
avx=avy*2
5 (a) The equilibria ( x, y) are (0,0), (K
1
, 0), (0, K
2
),
_
K
1
+K
2
1 b
,
K
2
+bK
1
1 b
_
.
6 (a) The equilibria ( x, y) are (0,0), (K
1
, 0), (0, K
2
),
_
K
1
+K
2
b 1
,
K
2
+bK
1
b 1
_
.
7 Let ( x, y) denote the positive equilibrium and assume
[n(x) n( x)][x x] > 0 for x ,= x
[b(y) b( y)][y y] > 0 for y ,= y.
Some additional restrictions are needed regarding the relationship between a, b, and f,
and c, n, and g:
a(x) b( y)f(x) for 0 < x < x
a(x) b( y)f(x) for x < x <
c(y) n( x)g(y) for 0 < y < y
c(y) n( x)g(y) for y < y < .
14
Use the following Liapunov function to show global stability of ( x, y):
V (x, y) =
_
x
x
n(s) n( x)
f(s)
ds +
_
y
y
b(s) b( y)
g(s)
ds. (1)
(a)* Consider the simple predator-prey model with density-dependence in the prey equa-
tion:
dx
dt
= x(a
10
a
11
x a
12
y)
dy
dt
= y(b
10
+b
12
x).
Let a(x) = x(a
10
a
11
x), f(x) = a
12
x, and b(y) = y. In addition, let n(x) = b
12
x,
g(y) = y, and c(y) = b
10
y. Find the equilibrium values x and y and assume they are
positive. Then show that the preceding inequalities are satised.
(b)* Find the Liapunov function dened by equation (1) for the simple predator-prey
model and compare it with the Liapunov function in Exercise 29, Chapter 5.
8 (a) Let u = N/K and = rt.
(b) The equilibria u are 0,
1 a
2

_
(1 +a)
2
4h
2
.
9* (c) What happens if 0 <

1
m
1
1
< 1 <

2
m
2
1
? If 1

i
m
i
1
, i = 1, 2?
10 (b) Hint: Equate N(k N) to the right side of the dierential equation in (a) to show
that P =
k ln N +
q

p
+
q
. Dierentiate this expression with respect to t, then equate to
[
p
]P f(P, N) and solve for f(P, N). Note sign error:
f(P, N) = N
_
(
p

q
+ g(N))g(N) +
q
(
p
)

p
+
q
_
.
11 (a) Show
d(M F)
dt
= (M F).
12 (b) Let E
1
and E
2
denote the rst and second equilibrium. Then
J(E
1
) =
_
_
( +e) +

+e
0 1
0
1
_
_
.
Show E
1
is stable if 1
0
< 1. Calculate J(E
2
) and show trace(J(E
2
)) < 0 and det(J(E
2
)) >
0 if 1
0
> 1.
15
13 (a) The system with S and L is
dS
dt
= cL(1 S L) + 0.02L S 0.1S 0.5LS
dL
dt
= 0.1S + 0.5LS 0.02L
Use S = 2L/(10 + 50L) in dS/dt = 0 to nd the equilibrium solution for L in terms of
c. Then determine the conditions on c so that there exist either zero, one, or two positive
equilibria.
15 The equlibria (

S,

I) are (N, 0) and
_
N
1
0
, N
(1 1/1
0
)
+
_
, where 1
0
=

.
16 (b) Show
di
dt
= i[ ( )i]. Hence, lim
t
i(t) =


for 1
0
> 1.
17 (c) The total population size is not aected, lim
t
N(t) = K.
18 (b) Hint: Show that / < 1 is equivalent to 1
0
< 1.
19 (a)
dS
dt
= bN S
_

N
I +cN
_
+I and
dI
dt
= I
_

N
S cN
_
.
20 (a) The Jacobian matrix evaluated at E = ( x, y, v) is
J(E) =
_
_
_
_
_
_
_
d
x
0

d
x
0 d
y

d
x
0 k d
v

d
x
_
_
_
_
_
_
_
21 (a) The disease-free equilibrium ( x, y, v, w, z) is (/d
x
, 0, 0, 0, 0) and the equilibrium with
virus v is
_
d
y
d
v
k
,
k d
x
d
y
d
v
kd
y
,
k d
x
d
y
d
v
d
y
d
v
, 0, 0
_
.
22 (a) a =

3 = b.
23 (a) The Jacobian matrix has the same form as J( x, y) dened in Section 6.9.2.
(b) For a unique positive equilibrium, what restriction must be placed on z?
24 Possible nonnegative equilibria (

P,

Z) include the zero equilibrium, (1, 0), and
_

P,

P(1

P)
_
,
where

P =
_

1
.
16
25* Suppose migration is included in the metapopulation model formulated by Keymer et al.
(2000) (analyzed in Exercise 12). Suppose m is the per capita migration rate. Then the
new model with migration has the form
dp
0
dt
= e(1 p
0
) p
0
,
dp
2
dt
= p
2
( +e) + (m+p
2
)(1 p
0
p
2
).
Note that p
0
and p
2
are modeled, where 1 = p
0
+p
1
+p
2
. Recall that p
0
is the proportion of
patches that are habitable, p
1
is the proportion of habitable patches that are not occupied,
and p
2
is the proportion of habitable patches that are occupied.
(a)* Show that there is only one positive equilibrium ( p
0
, p
2
), where p
0
= e/(e + ) and
p
2
> 0. Find p
2
.
(b)* Show that solutions to the preceding system remain in the region D = (p
0
, p
2
)[p
0

0, p
2
0, p
0
+p
2
1. Why is ( p
0
, p
2
) D?
(c)* Show that there are no periodic solutions by considering the Dulac function B(p
0
, p
2
) =
1/(p
0
p
2
).
(d)* Show that the positive equilibrium is globally asymptotically stable.
17
Chapter 7 Answers (* denotes supplementary exercises)
1 (a) u(t, x) = (x t)
2
e
t
.
2 (a) u(t, x) =
sin(x/t)
t
2
.
4 (a) The inherent net reproductive number R
0

_
a
0
b(a) da.
5 The general solution is N(t, x) = a
0
+

n=1
a
n
e
(n)
2
Dt
cos(nx). Apply the initial conditions
to nd a
n
, n = 0, 1, 2, . . . .
6 Apply equation (7.10), where N
0
(v) = e
v
2
. Make a change of variable so that
u =
_
v
x
1 + 4Dt
_
_
1 + 4Dt
4Dt
.
Then
N(t, x) =
1

e
u
2
du
e
x
2
/(1+4Dt)

1 + 4Dt
=
e
x
2
/(1+4Dt)

1 + 4Dt
.
8 Equilibrium solutions N(x) must satisfy the ordinary dierential equation D
d
2
N
dx
2
+rN = 0
and the boundary conditions
dN
dx

x=0
= 0 =
dN
dx

x=L
. Show that the only solution is
N(x) = 0 when r > 0 and L
_
r/D ,= n, n = 1, 2, . . . .
10 Note that
n
and v
n
= e
nt
cos(k
n
x). Each v
n
must satisfy the dierential equation
in (a). Show that this implies
n
= r E Dk
2
n
. Hence, if
n
< 0 for all n, then
lim
t
v(t, x) = 0. The minimal requirement to prevent extinction is
0
> 0. It is
impossible for
n
> 0 for every n. Why?
11 (b) In (7.16), f(N) = rN( N)(N ).
12 Condition (iii) in Theorem 7.2 does not hold.
14 For xed n and m color the unit square f(x, y) = cos(nx) cos(my) black when f(x, y) >
0 and white when f(x, y) < 0.
15 Consider f(r, z) = cos(n/r) cos(mz/s). For r large, f(r, z) cos(mz/s). The pattern
of color varies as the length z varies; a ringtail.
18
16 (a) The Jacobian matrix evaluated at (5, 10) is
J(5, 10) =
_
_
10/3 5
10 4
_
_
.
17* Solve the following Cauchy problem:
N
t
=
D
2

2
N
x
2
+rN, < x < , t > 0,
N(0, x) = (x), < x < .
(Hint: Consider Examples 7.5 and 7.8.)
18* Consider the linear integrodierence equation
N
t+1
(x) = R
_

k(x y)N
t
(y) dy,
where the dispersal kernel has the form of a normal probability density,
k(x y) =
exp((x y)
2
/[4D])
2

D
,
i.e., k(u) is a normal probability density function with mean zero and variance
2
= 2D.
Parameter R = e
r
, where r is the intrinsic growth rate of the population. We will derive
the minimal wave speed v for a traveling wave solution for the integrodierence equation
and show that it is equal to the minimal wave speed derived for Fishers equation (see
Kot, Lewis, and van den Driessche, 1996).
(a)* To nd the speed v for a traveling wave solution, substitute N
t+1
(x) = N
t
(xv) into
the integrodierence equation and let N
t
(x) = e
sx
, where s is a positive eigenvalue.
(b)* Make the change of variable u = x y in (a) to obtain the characteristic equation
e
sv
= R
_

k(u)e
su
du = RM(s).
(c)* The function M(s) =
_

k(u)e
su
du is the moment generating function of the normal
probability density function k(u). Show that M(s) = e
Ds
2
. (Hint: In general, the moment
generating function of a normal distribution with mean and variance
2
is M(s) =
e
(s+
2
s
2
/2)
.)
(d)* Recall that in Fishers equation, the existence of a traveling wave solution requires
nonoscillatory solutions, i.e., the discriminant in the characteristic polynomial must be
nonnegative. Then the minimal wave speed v occurs when the value of the discriminant
is zero, i.e., the value when the characteristic equation has a double real root. Our char-
acteristic equation does not have a discriminant instead we require that the solution s to
19
the characteristic equation, f(s) = e
sv
RM(s) = 0, be a double root. That is, s must be
a solution to f(s) = 0 and f

(s) = 0. Show that the minimal wave speed v and eigenvalue

s must satisfy
e
sv
= Re
Ds
2
ve
sv
= 2sDRe
Ds
2
.
(e)* Solve the equations in part (d) for v to show that v = 2

rD.
20