Solution

ID: past-exam-of-the-mathematical-physiology-course-of-the-university-of-oxford/2011/3/c/ii/solution

For a purely imaginary root with , separating real and imaginary parts gives
Thus and , . The first crossing is
For there is no root with nonnegative real part. Indeed, write with . The real equation forces , hence . But the imaginary equation gives , contradicting .
Differentiate the characteristic equation along the root:
The imaginary roots are simple because , and they cross into the unstable half-plane as delay increases.
One can also check the nonlinear Hopf bifurcation directly. With and small amplitude , substitute
The constant and second harmonics at order give the displayed coefficients. Put . At order , absence of resonant first harmonics requires and . Hence
The nonzero coefficient verifies a branch of small periodic solutions for , consistent with the transverse Hopf bifurcation in the delayed logistic equation. This is the delayed logistic Hopf threshold.

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