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In this section and the next section, we focus on autonomous (independent of time) differential equations
dy
= f (y)
dt
In the previous section we noted that the slope field for an autonomous differential equation is time-independent.
Since each vertical line in the slope field contains all the information about the slopes, the slope fields contains an
infinite amount of redundancy. In this section we trim off this redundancy using phase lines and discuss classifying
equilibria , the y-values for which f (y) = 0.
Phase lines
In the last section we sketched slope fields by determining where the slope is zero (nullcline), and where it is positive
and where it is negative. In this section, we consider a phase-line diagram that collapses the two-dimensional slope
field to the y-axis without losing any information regarding the qualitative behavior of solutions to the differential
dy
equation dt = f (y) (e.g. see Figure 6.26). The following procedure creates a phase line.
dy
To draw a phase line for dt = f (y),
dy
Step 2. Draw solid circles on this line corresponding to the equilibria of dt = f (y).
That is, y-values where f (y) = 0.
Phase Lines
Step 3. Draw an upward arrow on intervals where f (y) > 0. On these intervals,
solutions of the differential equation are increasing.
Step 4. Draw a downward arrow on intervals where f (y) < 0. On these intervals,
the solutions of the differential equation are decreasing.
Consider two clonally reproducing lines of the same species (i.e. individual replicate themselves rather than
reproducing sexually) exhibiting two genotypes a and A and whose per-capita growth rates are ra and rA , respectively.
Suppose these two clonal lines are growing together in the same population and let y denote the proportion of genotype
Figure 6.26: An illustration of how the three qualitatively different solution zones y < 0, 0 < y < 1, and y > 1,
separated by the two equilibrium solutions y = 0 and y = 1 associated with the logistic equation dy
dt = y(1 − y), can
be collapsed on the y axis by removing (or projecting down) the time axis t.
a in this population. It it left as an exercise(see Problem 39) to show that the variable y satisfies the equation
dy
= (ra − rA )y(1 − y).
dt
Solution.
a. Begin by drawing the y-axis. The equilibria are determined by the solutions of
0 = (ra − rA )y(1 − y)
Since the equilibria are y = 0 and y = 1, we draw solid circles on the y axis at these y-values. Since
dy dy
ra > rA , we have dt > 0 for 0 < y < 1 and we draw an upward arrow on this interval. Since dt < 0 for
y > 1 and y < 0, we draw downward arrows on these intervals. This results in the phase line illustrated
in Figure 6.27a.
1 1
0 0
a. ra > rA b. ra < rA
dy
Figure 6.27: Phase lines for dt = (ra − rA )y(1 − y)
b. Again begin by drawing the y-axis. The equilibria are determined, as before, by the solutions of
0 = (ra − rA )y(1 − y)
Since the equilibria are y = 0 and y = 1, we draw solid circles on the y-axis at these y-values. Since
dy dy
ra < rA , we have dt < 0 for 0 < y < 1 and we draw a downward arrow on this interval. Since dt > 0 for
y > 1 and y < 0, we draw upward arrows on these intervals. This results in the phase line illustrated in
Figure 6.27b.
c. If the per-capita growth rate of genotype a is greater than the per-capita growth rate of genotype A, then
we would expect genotype a to become more and more prevalent in the population. Hence, provided that
y > 0 initially, y approaches 1 as seen in the phase line for part a. Conversely, if the per-capita growth
of genotype a is less than the per-capita growth rate of genotype A, then we would expect a to become
less and less prevalent in population. Hence y should approach 0 as seen in the phase line for part b.
In the last example, we found the phase lines from an equation, but sometimes we have a graph (or data leading
to a graph) and not an equation. The next example shows us how to find the phase lines in such a case.
dy
a. Draw a phase line for dt = f (y).
b. Sketch solutions for this differential equation that satisfy y(0) = −1.1, y(0) = 1.1, and y(0) = 0.9.
Solution.
dy
Figure 6.28: Graph of dt = f (y)
a. Since the graph of f (y) intersects the y-axis at the points −2, −1, 1, and 2, these y-values are the
equilibria of y ′ = f (y). We draw solid circles at these points of the phase line. Since f (y) > 0 on the
intervals (−∞, −2) and (1, 2), we draw upward arrows on these intervals, as shown in Figure 6.29a. For
all the other intervals, (−2, −1), (−1, 1), and (2, ∞), we draw downward arrows.
2 2
1 1
-1 -1
-2
-2
t
0.2 0.4 0.6 0.8 1 1.2 1.4
b. According to the phase line, a solution initiated at y = −1.1 initially decreases slowly (as it is near
the equilibrium y = −1), decreases more rapidly, and numerical/analytical methods can be use to show
that this solution asymptotes at the equilibrium y = −2. A solution initiated at y = 1.1, initially
increases slowly, increases more rapidly, and and numerical/analytical methods can be use to show that
this solution at y = 2. A solution initiated at y = 0.9, initially decreases slowly, decreases more rapidly,
and and numerical/analytical methods can be use to show that this solution at y = −1. These solutions
are shown in Figure 6.29b.
The equation y = (ra − rA )y(1 − y) in Example 1 has a special name in the context of evolutionary game
theory. It is called the replicator equation. Evolutionary game theory was developed in the late 1970s, by the
eminent theoretical evolutionary biologist, John Maynard-Smith (1920-2004). (For more information about one of
the world’s greatest evolutionary biologists see the HISTORICAL QUEST in the problem set). Perhaps the best known
of his games is the Hawk–Dove game which describes under what conditions non-aggressive behaviors can persist in
a population.
In general, for any two inherited contrasting strategies, the growth rates ra and rA for genotype a (e.g. hawks) and
genotype A (e.g. doves) respectively in the replicator equation are constructed from a two-by-two table. This table
is known as the pay-off matrix and it tells us how much payoff (benefit if positive, cost if negative) an individual gets
following a pairwise interaction with another individual. The payoffs when a meets a is denoted by Paa . Similarly,
we use PaA , PAa , and PAA to denote the payoffs when a meets A, A meets a, and A meets A, respectively. We
summarize this information in Table 6.3
To determine the per-capita (i.e. proportional) growth rate of a genotype, we find the expected payoff by cal-
culating the product of the chance of meeting an individual playing a particular strategy and the corresponding
payoff.
ra = yPaa + (1 − y)PaA
rA = yPAa + (1 − y)PAA
dy
Substituting these expressions for ra and rA into dt = y(1 − y)(ra − rA ), we get the two-strategy replicator equations.
The replicator equation describing the proportion y(t) of the population of geno-
types a and A, each playing different strategies with payoff interactions Pij , (i, j = a
and A) is
Two-Strategy
Replicator Equations dy
= y(1 − y)(ra − rA )
dt
= y(1 − y) [PaA − PAA + y(Paa + PAA − PaA − PAa )]
A population of individuals competes for a limiting “resource” such as mates, food, or shelter. To win this
resource, individuals engage in pair-wise contests and play one of two strategies, hawk or dove. Individuals playing
the hawk strategy constantly escalate the intensity of the contest until they either they get the resource or they get
injured. Individuals playing the dove strategy leave the contest whenever their opponent escalates the conflict.
Suppose a hawk gets a payoff of V > 0 every time it meets a dove and the dove gets 0. Further every time two
doves meet they share the payoff V , while if two hawks meet they escalate the contest until one gets the net payoff
V and the other pays a cost C > 0. What are the payoff matrix entries for this contest and the replicator equation
that describes the frequency of doves in the population?
Solution. Let a denote doves and A denote hawks. In this game, the payoffs are:
V V −C
Paa = , PaA = 0, PAa = V, and PAA =
2 2
This last value represents what the average hawk obtains in a hawk-hawk encounter. If we now substitute these
values in the two-strategy replicator equation we obtain
dy
= y(1 − y)(ra − rA )
dt
V −C V V −C
= y(1 − y) 0 − +y + −0−V
2 2 2
C−V Cy
= y(1 − y) −
2 2
Consider a Hawk-Dove game with a payoff of 2 and a cost of 3. Sketch the phase line and then discuss the
evolutionary implications.
Solution. When V = 2 and C = 3, we obtain from the previous example the specific replicator equation
dy 1 3y
= y(1 − y) −
dt 2 2
y = 0, y = 1, y = 1/3
dy 1
For 0 < y < 1/3, dt > 0. To see this, choose a value in the interval, say y = 6 and calculate
dy 1 1 1 1/2
= 1− − >0
dt 6 6 2 2
dy 1
For 1/3 < y < 1, dt < 0. To see this, choose a representative value, say y = 2 and calculate
dy 1 1 1 3/2
= 1− − <0
dt 2 2 2 2
dy
Finally, for y > 1, dt > 0. To see this, choose some representative value, say y = 2. Then,
dy 1 6
= 2(1 − 2) − >0
dt 2 2
The phase line implies that if initially hawks and doves are present, then the population approaches an equilibrium
1 2
consisting of 3 doves and 3 hawks. This approach to this equilibrium is illustrated in Figure 6.30b. 2
The equilibrium in Example 3 support multiple strategies in the population. Such an equilibrium is called a
polymorphic equilibria. We can understand the growth rates of hawks and doves at low frequencies as follows.
Imagine the population consists mainly of doves and only a few hawks. Individuals are most likely to have a contest
1
with a dove. For, a dove this means that they get on average a payoff of V /2 = 2 × 2 = 1. For a hawk this means
they get a payoff of V = 2. Therefore, the hawk numbers would grow at twice the rate of doves. Alternatively,
y
1
0.8
1
0.6
0.4
1/3
0.2
0
t
5 10 15 20
a. Phase line b.Solution to the differential equation
consider a population consisting mostly of hawks and only a few doves. An individual engaging in a contest is most
likely to encounter a hawk. A hawk, on average, gets a payoff of (V − C)/2 = (2 − 3)/2 = −1/2. A dove gets a
payoff of 0. So hawk frequency will decline.
Classifying Equilibria
When a system starts at an equilibrium, it remains there for all time. However, in the real world, biological systems
are constantly subject to environmental perturbations (small changes). Thus, if a system starting at equilibrium
is slightly perturbed from equilibrium, we need to ask does it tend to return to the equilibrium or not? When
the system tends to return to the equilibrium, we call the equilibrium stable. Otherwise, we call it unstable. More
precisely, we make the following definitions.
dy
An equilibrium y ∗ for dt = f (y) is classified as follows:
Stable: f (y) > 0 for all y < y ∗ near y ∗ and f (y) < 0 for all y > y ∗ near y ∗ .
Solutions initiated near the equilibrium tend toward the equilibrium in forward
time (i.e. as t → ∞).
Unstable: f (y) < 0 for all y < y ∗ near y ∗ and f (y) > 0 for all y > y ∗ near
Classification of
y ∗ . Solutions initiated near the equilibrium tend toward the equilibrium in
Equilibria
backward time (i.e. as t → −∞).
Semi-stable: Either f (y) < 0 for all y 6= y ∗ near y ∗ or f (y) > 0 for all y 6= y ∗ near
y ∗ Solutions initiated near one side (resp. other side) of the equilibrium tend
toward the equilibrium in backward (resp. forward) time.
y* y* y*
dy
Classify the equilibria for dt = f (y) where the graph of f (y) is the graph given in Figure 6.27 in Example 2 which
we repeat here for convenience.
y
-2 -1 1 2
-5
-10
dy
Solution. Previously, we sketched the phase lines for dt = f (y) and found four equilibria: y = −2, y = +2, y =
−1, y = +1. From the phase line sketch in Example 2, Fig. 6.29, we classify the equilibria as follows: y = −2 and
The voltage V across the membrane of a neuron is maintained by voltage-gated (i.e. controlled) protein channels
embedded in the cell membrane. These channels regulate the flow of positively charged potassium ions and negatively
charged organic molecules out of the cell, and negatively charged chlorine ions and positively charged sodium ions
into the cell. If the membrane is perturbed from its resting potential V0 by a small input current (e.g. coming from
another neuron), it will return to its resting potential. If this perturbing current, however, is sufficiently large to
cause V (t) to drop below a critical threshold level Vc , then the sodium ions flow across the membrane until the
voltage stabilizes at a new depolarized equilibrium level Vd . Show that model
dV
= −k(V − V0 )(V − Vc )(V − Vd )
dt
exhibits these characteristics by finding and classifying its equilibria for the values V0 = −70 mV, Vc = −30 mV,
Vd = 55 mV and k = 1.
This function is a cubic in the variable V with roots at V = −70, −30, and 55. The graph of this cubic is given by
5
x 10
2
1.5
0.5
−0.5
−1
−80 −60 −40 −20 0 20 40 60
V
From the graph, we see that V0 = −70 mV and Vd = 55 mV are stable as required, and that Vc = −30 mV is
Linearization
An analytical approach to classifying equilibria involves linearizing about the equilibria. Suppose y ∗ is an equilibrium
dy
for dt = f (y). Consider a = f ′ (y ∗ ). Since f (y ∗ ) = 0, a linear approximation to f (y) for y near y ∗ is given by
Hence,
dy
≈ a(y − y ∗ )
dt
for y values near y ∗ . As you are asked to show in Problem 37, the solution to
dy
= a(y − y ∗ )
dt
satisfying y(0) = y0 is
y(t) = (y0 − y ∗ )eat + y ∗
dy
We can use this solution as a first-order approximation for the solution to dt = f (y) satisfying y(0) = y0 . This
approximation y(t) = (y0 − y ∗ )eat + y ∗ to the solution remains reasonable provide y(t) remains near y ∗ . Using this
approximation, one can prove the following theorem.
dy
Let dt = f (y) have an equilibrium at y = y ∗ is
implies the rate at which solutions move towards or away from y ∗ is given approximately by eat . Thus when
a = f ′ (y ∗ ) < 0 solutions starting near y ∗ move toward y ∗ and when a = f ′ (y ∗ ) > 0 solutions starting near y ∗ move
away from y ∗ .
dN N dP P
=N 1− and = 0.5 P 1−
dt 10, 000 dt 10, 000
Solution.
a. For both populations, the equilibria are given by 0 and 10, 000. For the first model set f (N ) = N (1 −
N/10, 000), we find
′ N N
f (N ) = 1 − −
10, 000 10, 000
N =0 f ′ (0) = 1 unstable
N = 10, 000 f ′ (10, 000) = −1 stable
b. The populations are similar in that both populations have equilibria at 0 and 10, 000 which are unstable
and stable, at 0 and 10,000, respectively. Hence, populations tend to approach the equilibrium value of
10, 000.
The populations differ in that P (the second model) tends to grow less rapidly at low densities; i.e.
1
g ′ (0) = 2 < f ′ (0) = 1. Moreover, if the populations are at the equilibrium of 10,000, the P population
recovers less rapidly from a perturbation; i.e. g ′ (10, 000) = − 21 > f ′ (10, 0000) = −1.
When one population recovers more rapidly from environmental perturbations than another population (as with
P versus the N population in Example 7) it is said to be more resilient.
b. Use your work from part a to determine whether the hawks increase more rapidly at low frequencies or
Solution.
a. Let
1 3y
f (y) = y(1 − y) −
2 2
As we have seen, the equilibria are y = 0, y = 1, and y = 1/3. To linearize, we need the derivative:
′ 1 3y 1 3y 3
f (y) = (1 − y) − −y − − y(1 − y)
2 2 2 2 2
Evaluated at y = 0, we obtain
1
f ′ (0) = >0
2
f ′ (1) = 1 > 0,
1 1
f ′ ( ) = − < 0,
3 3
1
the equilibrium y = 3 is stable.
1
b. Since f ′ (1) = 1 > f ′ (0) = 2 we see that hawks at low frequency increase more rapidly than doves at low
frequency.
dV
= −k(V − V0 )(V − Vc )(V − Vd )
dt
Solution. Define
f (V ) = −k(V − V0 )(V − Vc )(V − Vd )
The roots of the function f (V ) are the equilibria V = V0 , Vc , and Vd . which by two applications of the product rule
implies
f ′ (V ) = −k[(V − Vc )(V − Vd ) + (V − V0 )(V − Vd ) + (V − V0 )(V − Vc )]
At V = V0 , we have
f ′ (V0 ) = −k[(V0 − Vc )(V0 − Vd ) + 0 + 0] = −k(V0 − Vc )(V0 − Vd ).
Draw phase lines, classify the equilibria, and sketch a solution satisfying the specified initial value for the equations
in Problems 1 to 10.
dy
1. dt = 1 − y 2 , y(0) = 0
dy
2. dt = 2 − 3y, y(0) = 2
dy
3. dt = −7, y(0) = −2
dy
4. dt = 10, y(0) = 5
dy
5. dt = y(y − 10)(20 − y), y(0) = 9
dy
6. dt = y(y − 5)(25 − y), y(0) = 7
dy
7. dt = sin y, y(0) = 0.1
dy
8. dt = 1 − sin y, y(0) = −0.6
dy
9. dt = y 2 − 2y + 1, y(0) = 0
dy
10. dt = y 3 − 4y, y(0) = 0.1
dy
Draw a phase line for dt = f (y) for the graphs shown in Problems 11 to 14. Sketch the requested solutions.
dy
15. dt = 4 − y2, y∗ = 2
dy π
16. dt = cos y, y ∗ = 2
dy √1
17. dt = 2
− cos y, y ∗ = π/4
dy
18. dt = 2y − y 2 − y 10 , y ∗ = 0
dy
19. dt = 3 − y, y ∗ = 3
dy
20. dt = y(10 − y)(100 − y), y ∗ = 100
Sketch the phase line and classify the equilibria for the Hawk-Dove game with the values V and C given in Problems
21 to 24.
21. V = 2, C = 2
22. V = 4, C = 2
23. V = 3, C = 2
24. V = 2, C = 4
Sketch the phase line and classify the equilibria for the replication equations with the indicated payoffs in Problems
25 to 28.
29. “The Stag Hunt” is a story told by Rousseau in A Discourse on Inequality that became a game. In the story
we read
If it was a matter of hunting a deer, everyone well realized that he must remain faithful to his post;
but if a hare happened to pass within reach of one of them we cannot doubt that he would have gone
To turn this into an evolutionary game, consider a population of individuals that can engage in group hunting
for larger game (e.g. packs of wolves etc.) Each individual in this population can play one of two strategies,
hunt stag (i.e. remain loyal to the pack even if an alternative prey comes along) or hunt hare (i.e. run after
hares whenever he see them). In his writing, Thomas Hobbes present informal arguments about this game that
suggest the following payoff matrix
Hunt Hare 7 5
c. Discuss how the outcome of the evolutionary game depends on the initial composition of the popu-
lation.
Use linearization to determine in which of these scenarios, the “defecting” individuals are more rapidly excluded.
31. (Evolution of Cooperation, Part I) Consider a population with two strategies, cooperate and defect. Individuals
that cooperate provide a benefit B to their opponent and pay a cost C for providing this benefit. Defectors
provide no benefits to their opponents and pay no cost. Under these assumptions, we get the following payoff
matrix.
Cooperate Defect
Cooperate B−C −C
Defect C 0
b. Assuming B > 0 and C > 0, sketch the phase line for the replicator equation.
32. (Evolution of Cooperation, part II) In Problem 31, cooperation could not evolve. However, cooperation is seen
in natural populations. In this problem, we investigate how individuals that interact frequently and respond to
the strategy of their opponents can promote the evolution of cooperation. Let us imagine that each time two
opponents meet they interact on average n times. Individuals can play one of two strategies: defect always or
tit-for-tat in which case an individual initially cooperates but switches to defecting if their opponent defected.
a. If each time individuals interact the individuals payoffs are as in Problem 31, then discuss why the
payoff matrix should be
Defect B 0
b. Write down a replicator equation for this game.
33. To account for the effect of a generalist predator (with a type II functional response) on a population, ecologist
often write differential equations of the form
dN N 10N
= 0.1N 1 − −
dt 1, 000 1+N
where N is the population abundance and t is time (in years). The first term of the equation corresponds to
logistic growth and the second term corresponds to saturating predation.
b. Discuss how the fate of the population depends on its initial abundance.
dV
= −2V 3 − 20V 2 + 3000V
dt
and hence demonstrate that this equation belongs to the class of membrane voltage models presented in
Example 6.
35. Use a phase line diagram to discuss the behavior of the membrane voltage models presented in Example 6 with
constants k = 3, V0 = −65 mV, Vc = 40 mV and Vd = 40 mV. Does this membrane have the property that it
is able to switch between two states when perturbed by a current?
36. Historical Quest John Maynard Smith, or JMS as he was almost always known, was professor emeritus at
the University of Sussex, and one of the world’s great evolutionary biologists.
JMS introduced mathematical modeling from game theory into the study of mathematical biology, and com-
pletely revolutionized the way that biologists think about behavioral evolution. Jonathan Weiner wrote “A
Conversation With John Maynard Smith” which was published in the September 2000 issue of Natural History,
before JMS died. Here is what he said:
A classical geneticist and leading theorist in evolutionary biology, John Maynard Smith started out
as an engineer and worked as a “stress man” during World War II, calculating the stresses in airplane
wings. Since then, he has applied his knowledge of mathematics to some of the greatest problems in
evolution–exploring the stress points, the places where the theory threatens to pop its rivets.
Maynard Smith is best known for using game theory to explain the jousting matches that one sees
among the males of many species, from sticklebacks to sea lions, from stag beetles to stags. “You’d
simply expect them to sort of hit the other chap in the groin as quickly as possible,” he says, “and
yet there’s rather little escalated fighting and a great deal of display in settling contests.” It’s almost
as if the combatants are cooperating–a paradox the biologist explains by invoking the mathematics
of nonzero-sum contests and win-win situations.
At the University of Sussex in England, where he works, Maynard Smith is closely involved with a
group of colleagues he calls “The Institute for the Study of Tiny Minds”: neurobiologists working
on the behavior of ants, bees, worms, and snails. He also talks daily with colleagues across disci-
plines who, like him, are trying to apply the theory of natural selection to the design of robots and
computers.
Because of his stature, he received numerous prestigious awards, and for this Historical Quest, you should
research and say a few words about each of these awards achieved by JMS, or in the case of the last one,
established in his honor.
a. Balzan Prize
b. Crafoord Prize
c. Kyoto Prize
38. Show that the linearization theorem is inconclusive when the derivative equals zero at the equilibrium by
considering the stability of the equilibria to the equations
dy dy dy
dt = y3 dt = −y 3 dt = y2
39. Consider a population of clonally reproducing individuals consisting of two genotypes a and A with per-capita
growth rates, ra and rA , respectively. If Na and NA denote the densities of genotypes a and A, then
dNa dNA
= ra Na = rA NA
dt dt
Na
Also, let y = Na +NA be the fraction of individuals in the population that are genotype a. Show that y satisfies
dy
= (ra − rA )y(1 − y)
dt
6.6 Bifurcations
Biological systems can exhibit a multitude of dynamical behaviors which can change abruptly or gradually in
response to external perturbations. The term bifurcation is used in the context of differential equation models to
denote a change in the stability of equilibria or the types of solutions that occur as a parameter in the model is
varied. In this section, we provide an introduction to bifurcation theory. This theory provides a systematic approach
to studying qualitative changes in the dynamical behavior of a differential equation. We will use the notation
dy
= f (y, a)
dt
to represent an expression in y and a where y is the variable and a is a parameter. Our goal is to understand how
the qualitative behavior of this equation depends on a. More precisely, we will study how the phase line varies with
the parameter a.
In this section, we illustrate bifurcation theory with populations subjected to harvesting and the firing rates of
neural populations.
Consider a population of queen conch in the Bahamas whose dynamics are given by
dy y
= 10 y 1 − −a
dt 10, 000
where t is time in years, y is number of conch, and a is the constant annual harvesting rate.
Solution.
y
0 = 10y 1 − −0
10, 000
dy
Solving this equation yields the equilibria y = 0 and y = 10, 000. Since dt > 0 for 0 < y < 10, 000 and
dy
dt < 0 for the other intervals, we obtain the phase line as shown in Figure 6.32a.
10,000
7,000
3,000
Figure 6.32: Phase lines for the density (y) of conch for the three harvesting levels a, as labeled, inserted into the
conch harvesting equation.
y
0 = 10 y 1 − − 21, 000
10, 000
dy dy
which yields y = 3, 000 and y = 7, 000. Since dt > 0 for 3, 000 < y < 7, 000 and dt < 0 elsewhere, we get
Finally, consider a = 30, 000. In this case there are no equilibria because
y
0 = 10y 1 − − 30, 000
10, 000
dy
has no real roots. Since dt < 0 for all y, we get a phase line as shown in Figure 6.32c.
b. The phase lines in Figure 6.32 show that as a increases, the number of equilibria goes from two to zero.
In particular, at sufficiently high harvesting rates, the population is unable to persist at an equilibrium.
c. To determine how the equilibria depend on the harvesting rate a, we need to solve
y
0 = 10 y 1 − −a
10, 000
r
a
y = 5, 000 ± 100 2, 500 −
10
which occurs if and only if a < 25, 000. If a = 25, 000, then we get only one equilibrium given by
a
y = 5, 000. Finally, if a > 25, 000, then 2, 500 − 10 is negative and there are no equilibria. Therefore,
a change in the number of equilibria occurs at a = 25, 000.
dy
Example 1 illustrates that the phase line of dt = f (y, a) can vary substantially as you vary the parameter a.
Moreover, it shows that at certain parameter values (i.e. a = 25, 000 in Example 1) there is a qualitative change in the
phase line. These values are important enough to have their own name: bifurcation values. We define bifurcation
values as the value of a parameter in an equation where either the number of equilibrium solutions changes or the
stability properties of these solutions undergo a transition from stable to unstable. A simple way to graphically
summarize how the behavior of the system depends on a is to graph something known as a bifurcation diagram.
A bifurcation diagram summarizes the behavior of a system in the a–y plane and
can be created as follows
Step 2. Sketch the set of equilibria in the ay-plane. That is, the set of points (a, y)
dy
Bifurcation diagram that satisfy 0 = dt = f (y, a).
dy
Step 3. Determine in which regions of the ay-plane, dt is positive or negative.
Step 4. For a collection of a values, draw a phase line. In particular, draw phase
dy y
= 10 y 1 − −a
dt 10, 000
for a and graphing a = 10y(1 − y/10, 000) in the ay-plane. The graph is a parabola as shown in Figure 6.33a.
10000
8000
6000
y
4000
2000
0
0 5000 10000 15000 20000 25000 30000
a
dy
a. Graph of dt =0 b. Bifurcation diagram
dy
Figure 6.33: The curve of equilibria and bifurcation diagram for dt = 10y(1 − y/10000) − a
Choosing a point inside the parabola, say (0, 5000), we obtain dy/dt = 10 · 5, 000(1 − 1/2) = 25, 000 > 0. Hence,
dy/dt > 0 inside of the parabola. Choosing a point outside of the parabola, say (10, 0), we obtain dy/dt = −10 < 0.
Hence dy/dt < 0 outside of the parabola.
Next, we can sketch phase lines for several a values, say a = 0, a = 20, 000, a = 25, 000, and a = 30, 000. For
each of these values of a, we draw a vertical line. Where the line intersects the parabola we draw a solid circle (in
red in Fig. 6.33b.) as this corresponds to points where dy/dt = 0. Where the line lies inside the parabola, we draw
an upward arrow. Where the line lies outside the parabola, we draw downward arrows. The resulting bifurcation
diagram is illustrated in Figure 6.33b. Notice that for a = 0, a = 20, 000, and a = 30, 000, we get the same phase
lines as in Example 1.
there are two equilibria. The lower equilibrium is unstable equilibrium and the upper equilibrium is stable. When
the two equilibria coalesce at a = 25, 000, the resulting equilibrium is semi-stable—that is, solutions starting above
the density y = 5, 000 decrease to asymptotically approach the equilibrium y = 5, 000, while solutions that start
Noting that this critical semi-stable equilibrium value y = 5, 000 is half the carrying capacity K = 10, 000, it
follows that for harvesting rates over the range 0 < a < 25, 000, the population can persist provided that its initial
population abundance is sufficiently large. Moreover, the stable population equilibrium is always greater than 5, 000.
On the other hand, if the population is harvested at a rate a > 25, 000, it will eventually be driven to 0, at which
point the harvesting must necessarily be set to 0 since a population that has 0 individuals can no longer be harvested.
2
An important implication of the bifurcation diagram in Example 2 is that gradual changes in harvesting can
bring about discontinuous changes in the population abundance. More specifically, when the harvesting rate is ever
so slightly increased beyond the bifurcation value (a = 25, 000 in Example 1) the population begins slowly at first
but then more rapidly to decline from abundance to extinction. Such population disappearances have been observed
in natural populations. Dramatic examples include the precipitous drop of blue pike (stizostedion vitreum glaucum)
from annual catches of 10 million pounds to less than one thousand pounds in the mid 1950s, or the unexpected
collapse of the Peruvian anchovy population in 1973, as illustrated in Figure 6.34, and the sudden reduction of Great
Britain’s grey partridge (perdix perdix ) population in 1952.
Figure 6.34: Catch data for Peruvian anchovies in the 20th century
The bifurcation occurring at a = 25, 000 in the queen conch example is a saddle node bifurcation because the
transition from two equilibria to no equilibria is preceded by the appearance of a semi-stable (or saddle) equilibrium.
A more colorful name for this bifurcation is a blue sky catastrophe as two equilibria vanish into the blue sky as a
increases past the value 25, 000. Other types of bifurcations are possible, such as the pitchfork bifurcation illustrated
by the next example. A look ahead at Figure 6.35 indicates the source of this name: one equilibrium bifurcates into
three as the value of the bifurcation parameter increases to create a pitchfork looking object.
Hence, either y = 0 or y 2 = a so that for a ≥ 0 the right-hand-side of the differential equation is f (y) = y(y −
√ √ √
a)(y + a). The sketches of the curves y = 0 for all a and y = ± a for a ≥ 0 in the ay-plane yields Figure 6.35a.
These curves determine four regions in the ay-plane: the regions above and below the pitchfork and the upper and
2
0
y
-1
-2
-1 -0.5 0 0.5 1 1.5 2
a
dy
a. Graph of dt =0 b. Bifurcation diagram
dy dy
lower parabolic wedges of the pitchfork. Using the point (a, y) = (0, 1), we obtain dt = −1 < 0. Hence, dt <0
dy dy
in the region above the pitchfork. Using the point (a, y) = (0, −1), we obtain dt = 1 > 0. Hence, dt > 0 in the
dy dy
region below the pitchfork. Using the point (a, y) = (2, 1), we obtain dt = 1 > 0. Hence, dt > 0 in the upper
dy dy
parabolic wedge of the pitchfork. Using the point (a, y) = (2, −1), we obtain dt = −1 < 0. Hence, dt < 0 in the
lower parabolic wedge of the pitchfork.
To complete the bifurcation diagram, it suffices to sketch phase lines for a negative a-value (i.e. only one
equilibrium), a positive a-value (i.e. three equilibria), and the bifurcation value a = 0. Drawing vertical lines at
dy dy
these a values, solid circles at the equilibria, upward arrows where dt > 0, and downward arrows where dt < 0,
results in the bifurcation diagram illustrated in Figure 6.35b. 2
with various types of morphologies make up the total neural system of any animal.
Neurons specialize in carrying “messages” from one part of the body to another through an electrochemical
process that typically causes a voltage spike to travel along the membrane of the neural cell. The message is received
by dendrites, which look like tentacles attached to the cell body. The chemical messages pass down these tentacles
into the cell body and then out through one main long axon. The end of this axon then communicates with dendrites
of neurons further down the neural chain, thereby passing the message along from one neuron to the next. Messages
between two neurons are usually passed in the form of a chemical flux of so-called neurotransmitters. Excitatory
neurotransmitters trigger “go” signals that allow the message to be passed to the next neuron in the communication
line and inhibitory neurotransmitters produce “stop” signals that prevent the message from being forwarded. A
single neuron “integrates” the incoming signals to determines whether or not to pass the information along to other
cells. The activity within a single neuron is typically measured by the rate which it “fires” voltage spikes.
The simplest model of a population of neurons is the Wilson-Cowan model. It assumes that the entire
population of neurons fire at the same rate y (units are number of spikes/msec) and are of the same type (i.e. release
Let b be the rate at which each individual neuron release neurotransmitters when
it fires. If b is positive or negative, then the internal neurotransmitters re-
spectively are excitatory or inhibitory.
Wilson-Cowan Neural
Population Model Let c be the rate at which the firing of an active neuron decays exponentially in
the absence of external stimulation.
Then the firing rate y (measured in spikes per unit time) of each neuron in the
network is modeled by the equation
dy 1
= −cy +
dt 1 + e−a−by
Consider an application of the Wilson-Cowan model in which b = 6 (that is, the neurons are excitatory) and
c = 1 (that is, in one unit of time the firing rates has dropped by a factor e−1 = 1/e).
b. Create a plot of y(t) that corresponds to a population of neurons that is initially quiescent—that is
y(0) = 0—and is then subject to an external stimulus that has the following “switching” characteristics:
a = −3 for 0 ≤ t < 20 (units of t are ms), a = −1 on 20 ≤ t ≤ 40 and a = −3 on 40 < t ≤ 100.
Solution.
a. This equation is too complicated to plot by hand, so we will graph it using technology. Some computer
programs will graph this equation as shown, but most will require that we solve for one of the variables.
Solving for a in terms of y under equilibrium conditions yields
1
1 + e−a e−6y =
y
−a 6y1
e = e −1
y
y
ea = e −6y
y−1
1−y
a = −6y − ln
y
Using technology, we find that the graph of this curve is shown in Figure 6.37. Using the point (a, y) =
dy dy
(−5, 1), we obtain dt < 0. Hence, dt < 0 in the left region. Using the point (a, y) = (0, 0), we obtain
dy dy
dt > 0. Hence, dt > 0 in the right region. To complete the bifurcation diagram, we draw five phase lines.
One at each bifurcation value (i.e. a ≈ −2.5 and a ≈ −3.5) and one to either side of the bifurcation
values. Doing so, we obtain the bifurcation diagram illustrated in Figure 6.37b.
0.8
0.6
y
0.4
0.2
0
-5 -4 -3 -2 -1 0
a
dy
a. Graphs of dt =0 b. Bifurcation diagram
Figure 6.37: The curve of equilibria and bifurcation diagram for a Wilson-Cowan model
dy 1
= −y +
dt 1 + e3−6y
y
0.1
0.08
0.06
0.04
0.02
t
5 10 15 20
Then, as the domain shifts to 20 ≤ t ≤ 40, we are given that a = −1, so we again use technology to graph
a solution of
dy 1
= −y + y(20) ≈ 0.07
dt 1 + e1−6y
y
1
0.8
0.6
0.4
0.2
t
25 30 35 40
Finally, a returns to −3 for the domain 40 < t ≤ 100, and we use from the above graph an initial value
of y(40) = 1, to give the following graph:
y
1
0.8
0.6
0.4
0.2
t
50 60 70 80 90 100
We use technology to put together these parts into a single graph as shown in Figure 6.38.
y
1
0.8
0.6
0.4
0.2
t
20 40 60 80 100
Figure 6.38: Graph of how a population of neurons records that it has been subject to a change in background firing
rate a on the interval t ∈ [20, 40] (ms).
c. We see from Figure 6.38 that the population of neurons initially rises from 0 to asymptote at a low firing
rate around y = 0.06. In terms of the bifurcation the bifurcation diagram (Figure 6.37b). The activity of
the population has risen from 0 to the lower arm of the S-shaped null-cline in ya-space. When a rises from
−3 to −1, the lower arm ceases to exist and the population rises, as we see in Figure 6.38, to the upper
arm which has a value close to 1. After “switching back” at t = 40 ms to the value a = −1, the neural
firing rate starts to decline, but now it is only able to drop to the upper arm of the S-shaped null-cline in
the bifurcation diagram (Figure 6.37b). By remaining at the high firing rate, the population of neurons is
effectively “remembering” that the background stimulus was in one state (a = −3), switched to a second
state (a = −1) for some period of time and then switched back to the first state again (a = −3). In
this way the neuron has recorded an ”off-on-off” event and is said to now remember that it was once
”switched on.” To clear the memory, the background stimulus a would need to drop below approximately
−3.5 (see Figure 6.37b)
dy y
1. dt =y 1− 100 − a; a = 0, a = 9, a = 25
dy y
2. dt = 2y 1 − 1,000 − a; a = 0, a = 180, a = 600
dy
3. dt = 450 − ay; a = −10, a = 0, a = 10
dy
4. dt = (100 − y)(y − 250) − a; a = 0, a = 2000, a = 5000
dy
5. dt = y 2 − ay + 1; a = 0, a = 2, a = 4
dy
6. dt = 2y 2 − ay + 240; a = 0, a = 50, a = 200
dy
7. dt = ay − y 2
dy
8. dt = y2 − a
dy
9. dt = 1 + ay
dy
10. dt = 1 − ay 2
dy
11. dt = sin y − a
dy
12. dt = y 2 − ay + 2
Consider an application of the Wilson-Cowan model for the values of b and c in Problems 13 to 18. Sketch the
bifurcation diagram with respect to parameter a.
13. b = 5, c = 1
14. b = 4, c = 1
15. b = 8, c = 1
16. b = 4, c = 2
17. b = 8, c = 2
18. b = 12, c = 2
dI
= bIS − rI
dt
Since I + S = N , we know S = N − I so
dI
= bI(N − I) − rI
dt
In Problems 19 to 22 sketch a bifurcation diagram with respect to b if r = 1 and with respect to r if b = 1. Discuss
under what conditions the disease persists in a population confined to living in a group of indicated size.
Habitat destruction
Consider a population living in a patchy environment. Let y be the fraction of patches occupied by the species of
interest. Let c ≥ 0 denote the colonization rate (i.e. the rate at which individuals from one patch colonize an empty
patch), d ≥ 0 the rate at which individuals clear out of a patch, and 0 ≤ D ≤ 1 is the fraction of patches destroyed
by mankind. Then we get the following model of Harvard biologist, Richard Levins,
dy
= cy(1 − D − y) − dy
dt
Sketch the bifurcation diagram for this differential equation for the information given in Problems 23 to 28.
23. Assume that D = 0. Sketch bifurcation diagrams for d when c = 1 and for c when d = 0. Under what
conditions does the population persist?
24. Assume that D = 0. Sketch bifurcation diagrams for d when c = 2 and for c when d = 1. Under what
25. Assume that D = 0.5. Sketch bifurcation diagrams for d when c = 1 and for c when d = 0.5. Under what
conditions does the population persist?
26. Assume that D = 0.5. Sketch bifurcation diagrams for d when c = 2 and for c when d = 2. Under what
conditions does the population persist?
27. Assume that c = 3/2. Sketch bifurcation diagrams for D when d = 1/2 and for d when D = 0. Under what
conditions does the population persist?
28. Assume that d = 2. Sketch bifurcation diagrams for D when c = 4 and for c when D = 1/2. Under what
conditions does the population persist?
Lotka-Volterra predation
In the 1920’s two mathematicians, Vito Volterra (1860-1940) and Alfred Lotka (1880-1949), considered models
of the density of a prey species, denoted here by the variable x, predated by a species at a density denoted here by
the variable y. They then wrote down two differential equations, one for the prey and one for the predator, in which
the prey equation included the predator density and the predator equation included the prey density. We have not
developed the theory on how to analyze a system of two interdependent differential equations, which rightly belongs
to a course on multivariate calculus, but at least we can analyze the behavior of the prey equation or the predator
equation where the density of the other species appears as a parameter. The general form of the prey equation is:
dx
Prey Equation: = xg(x) − yh(x),
dt
where g(y) is a per capita growth rate of the prey species and h(x) is the rate at which each unit of predator is able
to extract prey. Note it is assumed that both g(0) = 0 and h(0) = 0. The general form of the predator equation is:
dy
Predator Equation: = ybh(x) − yf (y),
dt
where h(x) is the prey extraction rate per predator appearing in the above prey equation, 0 < b < 1 is the efficiency
with which predators can convert a unit of consumed prey into their own biomass (ingestion, digestion, metabolism,
etc.), and f (y) is the rate at which predators die when they have no prey species to feed upon.
In Problems 29 to 31 it sketch the bifurcation diagram for the specified growth and extraction functions in the prey
equation in which the density y of the predators is regarded as a parameter in the prey equation and in Problems
32 to 33 sketch the bifurcation diagram for the specified extraction and mortality functions in the predator equation
in which the density x of the prey species is regarded as a parameter.
29. In the classic Lotka-Volterra model g(x) is constant or or is a decreasing linear function and h(x) is homogeneous
(i.e. h(0) = 0) linear, so assume g(x) = 0.5(1 − x/3) and h(x) = x. Under what conditions does the population
persist?
30. In the modified Lotka-Volterra model g(x) is constant or is a decreasing linear function and h(x) is a saturating
x
function of prey density x, so assume g(x) = 0.5 and h(x) = x+2 . Under what conditions is the population
reigned in by predation?
x
31. Assume g(x) = 0.5(1−x/3) and h(x) = x+2 . Under what conditions is the prey population driven to extinction
by predation?
32. In the classic Lotka-Volterra model f (y) is constant. Thus, assuming, b = 0.2 and f (y) = 1 under what
33. Assume b = 0.2 and f (y) = y under what conditions does the predator population persist when h(x) = x?
34. A self regulatory genetic network Smolen et al. (1998, 1999) investigated a model of a single transcription
factor, TF-A, that activates its own transcription TF-A forms a homodimer that activates transcription by
binding to enhancers (TF-REs). A rapid equilibrium is assumed between monomeric and dimeric TF-A. The
transcription rate saturates with TF-A dimer concentration to a maximal rate a, which is proportional to TF-A
phosphorylation. Responses to stimuli are modeled by varying the degree of TF-A phosphorylation. A basal
synthesis rate d is present, as well as a first-order process for degradation, −cy. If y denotes the concentration
of TF-A then the model is given by
dy a y2
= − cy + d
dt b + y2
Assume that b = 1, c = 1, and d = 0.1. Sketch a bifurcation diagram over the region 1 ≤ a ≤ 3 and 0 ≤ y ≤ 3.
Discuss when you expect to see two stable equilibria.
35. (Evolution of Cooperation, part III) Problem 31 in Section 6.5 investigated how individuals that interact fre-
quently and respond to the strategy of their opponents can promote the evolution of cooperation. If opponents
interact on average n times and cooperation gives a benefit B to the opponent and a cost C to the cooperator,
then the pay off matrix for the strategies tit-for-tat and defect are given by
Defect B 0
b. Assume B = 4 and C = 3, and sketch a bifurcation diagram with respect to the parameter n.