Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 65 / 2

Write $c=(1-a-b)/a$. The admissible equilibrium points are $O=(0,0)$, $E=(1-a,0)$ when $a\le 1$, and $P=(b,c)$ when $a+b\le 1$. The Jacobian matrix isAt $O$ the eigenvalues are $(1-a)/a$ and $-1$; at $E$ they are $-(1-a)/a$ and $(1-a-b)/b$. At a positive coexistence equilibrium point,It is therefore asymptotically stable. It is a node for $b^2>4a(1-a-b)$, a focus for the reverse inequality, and has repeated real eigenvalues at equality. The node–focus change does not alter the attracting equilibrium point's topology.

There are three open physical parameter regions:

The axes are invariant. On $x=0$, $y$ decays exponentially; on $y=0$, prey obey the logistic differential equation. Positivity follows because each right-hand side has its population as a factor. Also $x$ is bounded by logistic comparison, while $W=x+by$ satisfies $\dot{W}=(1-a)x/a-x^2/a-by$, so all forward trajectories are bounded. The Dulac function $1/(xy)$ has divergence $-1/(ay)<0$ in the interior, excluding periodic orbits by the Bendixson-Dulac criterion.

In the extinction region, $\dot{x}\le -(a-1)x/a$, and then $\dot{y}/y=x/b-1$ is eventually negative. In the prey-only region, the upper bound $\mathrm{limsup}x\le 1-a<b$ implies predator decay and convergence of interior prey to $1-a$. In the coexistence region the Lyapunov functionhas $\dot{\mathcal{V}}=-(x-b{)}^2/a\le 0$. Its positive-quadrant sublevel sets are compact, and the only invariant subset with $x=b$ also has $y=c$. The LaSalle invariance principle proves convergence of every interior trajectory to $P$. These facts justify the complete qualitative phase portraits, not just their local arrows.

At $a=1$, $O$ and $E$ meet in a transcritical bifurcation; positive prey decay algebraically. At $a+b=1$ with $a<1$, $E$ and $P$ exchange stability. On its centre manifold, $x=b-ay+O(y^2)$ gives $\dot{y}=-a{y}^2/b+O(y^3)$, so the physically positive side is still attracting. There is no interior Hopf bifurcation since the coexistence trace never vanishes.

The characteristic polynomial of a real $2\times 2$ matrix is $p(z)=z^2-Tz+D$. Thus $p(1)=1-T+D$ vanishes exactly when $T=D+1$, and $p(-1)=1+T+D$ vanishes exactly when $T+D+1=0$. These are the required eigenvalue conditions.

For $D=1$ and $|T|<2$, the discriminant is negative, andTheir moduli equal one. Taking $\alpha \in (0,\pi )$ with $\cos \alpha =T/2$ gives $z_{\pm }=e^{\pm i\alpha }$. The strict trace inequalities exclude $\alpha =0,\pi$ and hence exclude the repeated real multipliers $+1,-1$.

The quadratic discrete predator-prey map equals the identity plus the vector field of part (a), so its admissible fixed points are the same $O,E,P$. Their Jacobian matrices are the identity plus the corresponding continuous-time Jacobian matrices, but map stability requires eigenvalues inside the unit circle rather than the left half-plane.

At $O$ the multipliers are $1/a,0$: it is a sink for $a>1$ and a saddle for $a<1$. At $E$ they are $2-1/a$ and $(1-a)/b$. ThereforeFor $a<1/3$, the prey multiplier is below $-1$: $E$ is a saddle when $b>1-a$ and a repeller when $b<1-a$. For $1/3<a<1$, $b<1-a$ makes it a saddle. The $+1$ crossings at $a=1$ and $a+b=1$ are the two transcritical bifurcations already encountered. The crossing at $a=1/3$ is a prey period-doubling bifurcation.

At positive coexistence,For clarity, derive the relevant Schur stability criterion directly: setting $z=(1+s)/(1-s)$ in $z^2-Tz+D$ givesThe open unit disk maps to $\mathrm{Re}s<0$. A real quadratic has both roots there precisely when all three displayed coefficients have the same positive sign. Since $1-T+D=c>0$, the coexistence fixed point is a sink precisely whenThis region exists only for $a>1/9$. In the coexistence triangle $a+b<1$, put $K=1+T+D=(3a+1-3b)/a$. If $K<0$, one root lies below $-1$ and the other in $(-1,1)$, so $P$ is a saddle. If $K>0$ but $D>1$, it is a repeller; if $K>0,D<1$, it is a sink. These signs give the complete local fixed-point partition, including real and complex multipliers.

The coexistence period-doubling bifurcation lies at $b=a+1/3$; its segment adjoining the sink region has $1/9<a<1/3$. The other multiplier there is $2-1/(3a)$ and lies strictly inside the unit circle on this segment. This coexistence flip is subcritical on that segment. To calculate its direction, normalize the $-1$ eigenvector by $q_f=(1,(2-b/a)/b{)}^T$ and the left eigenvector by $p_f{q}_f=1$. The symmetric quadratic derivative $\mathcal{B}$ is given explicitly in part (d). Eliminating the quadratic term from the one-dimensional centre manifold map gives the effective cubic flip coefficientFor a scalar reduced map $u^{\prime }=(-1+\delta )u+c_f{u}^3+\cdots$, its second iterate satisfies $u^{\prime \prime }-u=-2\delta u-2c_f{u}^3+\cdots$. Thus $u^2=-\delta /c_f>0$ on the stable-fixed-point side $\delta >0$, and the two-cycle multiplier is $1+4\delta +\cdots >1$. An unstable coexistence two-cycle meets the stable fixed point as $b$ increases to the flip curve. The other multiplier remains inside the unit circle. The complex unit-modulus crossing lies at $a+2b=1$, with $1/9<a<1$. The two curves meet at $(a,b)=(1/9,4/9)$ with a double multiplier $-1$. The prey flip and predator invasion curves meet at $(1/3,2/3)$ with multipliers $-1,+1$.

The sketches mark the sink regions and all these local thresholds. They are a local atlas, not a claim that the map has only these global attractors. Indeed the full nonnegative quadrant is not invariant: $x^{\prime }=x(1-x-ay)/a$ becomes negative when $x+ay>1$. On the prey axis the logistic map already supplies new dynamics. Its nontrivial two-cycle, obtained by factoring $F^2(x)-x$ after removing the fixed-point factors, isIts longitudinal multiplier is $4+2/a-1/a^2$, so it is stable on the axis for $1/(1+\sqrt{6})<a<1/3$. The transverse multiplier is $x_{+}{x}_{-}/b^2=a(1+a)/b^2$, making the cycle stable in the plane when additionally $b>\sqrt{a(1+a)}$. Further flips and more complicated logistic dynamics show why the differential equation's three global regions cannot be transferred unchanged to its unit-step map.

On $a+2b=1$ the coexistence fixed point hasFor $1/9<a<1$ these give a nonreal conjugate pair on the unit circle. Nearby, while the pair remains complex, its modulus is $\sqrt{D}$; increasing $a+2b$ through one changes the modulus from greater than one to less than one. This is the candidate Neimark–Sacker bifurcation, and a nonlinear coefficient is needed to decide its direction.

Here that coefficient can be calculated explicitly. Let $\rho =e^{i\theta }$, $\sigma =\sin \theta >0$, and normalize the right eigenvector and complex projection byFor deviations $(X,Y)=zq+\overline{z}\overline{q}$, the quadratic derivative isThus $f_{20}=p\mathcal{B}(q,q)/2$, $f_{11}=p\mathcal{B}(q,\overline{q})$ and $f_{02}=p\mathcal{B}(\overline{q},\overline{q})/2$ are the quadratic coefficients in $z^{\prime }$. The quadratic coordinate change hasSubstitution into the map and collection of $w^2\overline{w}$ yieldsUsing $b=(1-a)/2$ and ${\sigma }^2=(1-a)(9a-1)/(16a^2)$ simplifies the cubic radial coefficient of a quadratic planar map toConsequently, away from strong resonances of a planar map, the bifurcation is supercritical: on $a+2b>1$ coexistence is attracting, whereas on $a+2b<1$ a small attracting invariant closed curve surrounds the unstable coexistence fixed point. If $\eta =\sqrt{D}-1>0$, its leading radius is $|w{|}^2=-\eta /\ell$, and its radial multiplier is $1-2\eta +\cdots$. Motion on the curve can be quasiperiodic or frequency-locked into periodic motion; stability of the curve alone does not imply an irrational rotation.

Two interior values need qualification: $a=1/7$ is a 1:3 resonance, and $a=1/5$ is a 1:4 resonance. At the former $h_{02}$ is singular and the quadratic ${\overline{w}}^2$ term must be retained. At the latter a cubic ${\overline{w}}^3$ term remains. The resonant terms can be displayed explicitly in the same normalization. At $a=1/7$, $f_{02}=-7/6-7\sqrt{3}i/2\ne 0$. The third iterate, near the resonance and after removing nonresonant quadratics, hasHere $\delta$ is the angular detuning. Its nonzero stationary solutions have $|w|=\sqrt{{\eta }^2+{\delta }^2}/|f_{02}|$ and three phases; they constitute a saddle three-cycle. Indeed the two leading real exponents at these solutions are $3[\eta \pm \sqrt{4{\eta }^2+3{\delta }^2}]$, of opposite signs. Therefore no ordinary attracting-circle conclusion follows arbitrarily close to the exact 1:3 point.

At $a=1/5$, the cubic resonant normal form isThe extra coefficient follows from $g_{03}=f_{11}{h}_{02}+2f_{02}{\overline{h}}_{20}$ and $h=\overline{\rho }{g}_{03}$. Its radial cubic damping is uniform since $\mathrm{Re}g+|h|<0$. The slow angular equation is $\Delta \arg w=\delta +|w{|}^2\mathrm{Im}(g+h{e}^{-4i\arg w})+\cdots$, so fourfold phase locking must be considered. For example, varying $b$ at fixed $a=1/5$ gives $\delta =-\eta /2+\cdots$. The locked branches satisfy $\tan (4\arg w)=6/17$ and $|w{|}^2=-\eta /\mathrm{Re}(g+h{e}^{-4i\arg w})$. For $\eta >0$ they form one attracting and one saddle four-cycle; the two branches alternate in phase. This is a resonant alternative to quasiperiodic motion on an invariant curve. The endpoints also fail the simple-complex-pair assumptions. This distinguishes the generic nearby dynamics from unjustified claims about every point on the printed interval.