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UDK 517.519: 517.96 B. Y. Datsko, V. V.

Gafiychuk MATHEMATICAL MODELING OF FRACTIONAL REACTION-DIFFUSION SYSTEMS WITH DIFFERENT ORDER TIME DERIVATIVES
The linear stability analysis is studied for a two-component fractional reactiondiffusion system with different derivative indices. Two different cases are considered when an activator index is larger than an inhibitor one and when an inhibitor variable index is larger than an activator one. General analysis is confirmed by computer simulation of the system with cubic nonlinearity. It is shown that the systems with a higher activator variable index lead to a much more complicated spatio-temporal dynamics.

Introduction. Since implementation of fractional derivatives to the reaction-diffusion systems (RDS), the investigation of new phenomena in these systems has been a popular field of research. The matter is that most of standard reaction-diffusion systems, describing phenomena in complex heterogeneous living systems, are based on purely qualitative features. In this way, many well-known mathematical models, such as Oregonator, Brusselator, Gierer – Meinhard, Gray – Scott models (see, for example, a review [13]), were written phenomenologically to explain specific properties in complex systems and revolutionized our understanding of pattern formation phenomena. Recent experiments show that the models in real systems are probably better described by fractional equations [14, 15]. Among the applications of time fractional RDS one can find the description of transport of fission cells during a tumor growth, as well as transport of a substance across a thin membranes [12]. Heterogeneous porous systems are often more effectively described by a medium of reaction diffusion type with fractional derivatives [20]. A charge carrier transport in disordered semiconductors, due to non-Gaussian processes and multiple trapping, can be much better described by fractional derivatives [19]. It should be noted that at the present time an experimental media for investigating phenomena in reaction-diffusion systems with derivatives of fractional order can be created synthetically, with the help of circuits and modern solid state technology [2]. In this case we can design the layered solid state distributive media, the corresponding layers of which have to be endowed with the properties inherent to the fractional order controllers [16]. As a result, each layer can be described by fractional differential equations and can even have its own fractional index. Mathematical model. The starting point of our consideration is the fractional reaction-diffusion system [1, 3–11] with indices of different order t1 t2 ¶ 1 n1 (x, t)
a ¶t 1 a

= 2 = L2

¶ 2 n1 (x, t) ¶x 2 ¶ 2 n 2 (x, t ) ¶ x2 = 0,

+ W (n1 , n2 , A) , + Q(n1 , n2 , A) ,

(1) (2)

¶ 2 n 2 (x, t )
a

a

¶t 2 subject to Neumann ¶n i ¶x =
x =0

¶n i ¶x

x=x

i = 1, 2 ,

(3)

boundary conditions and with a certain initial conditions. Here n1 ( x, t ) ,

n2 ( x, t ) are activator and inhibitor variables, 0 £ x £  x , t1 , t2 , , L are the characteristic times and lengths of the system, correspondingly, A is an external parameter.
ISSN 0130–9420. Ìàò. ìåòîäè òà ô³ç.-ìåõ. ïîëÿ. 2008. – 51, ¹ 3. – Ñ. 193-201.

193

a22 (k) = a22 . (2) play an important role in the system evolution. These two types of bifurcations could be realized only if a11 > 0 (positive feedback). 18] Time derivatives t n ( m ) ( t) ¶ a n (t ) := 1 i dt . The instability conditions for a1 = a 2 are determined by a new parameter a0 = 2 Arg (l i ) . (4) we have a Hopf bifurcation.2 = 1 (tr F ± tr2 F . n2 . det F(0) > 0 . the conditions of the Hopf bifurcation are qualitatively different. det F(k0 ) < 0 . The eigenvalues l1. We consider an RDS with two variables: one of them is a variable with positive feedback and the second one is a variable with a negative one. a21 = Qn . For fractional RDS the situation differs. and for k ¹ 0 at tr F < 0. the source term which corresponds to an activator variable must be nonmonotonous and the second one can be monotonous. First of all. for example [13]) we have two types of bifurcations: for k = 0 at conditions tr F(0) > 0. In the case of different indices the conditions of the Hopf bifurcation are softer and the system can be unstable in a wide spectrum of parameters [6]. (6) 2 Re l Re l > 0 2 Re l Re l < 0 In the case of the fractional derivative index. det F(0) > 0. 194 . Linear stability analysis.1 < a < m . j = 1.on the left hand side of equations (1). these systems possess a variety of nonlinear phenomena investigated in the last decades [13]. is determined ¢ ¢ ¢ by a11 (k ) = a11 . a12 = Wn . Simultaneous solution of the system W = Q = 0 leads to homogeneous distribution of n1 and n2 .2 . (2) a ¶t i instead of standard ones are the Caputo fractional derivatives in time of the order 0 < a < 2 and are represented as [17.k 2  2 . A) = 0 .m ¶t a 0 ¶ i n i ( x. the Hopf bifurcation can be not connected with the condition a11 > 0 [3.2. Here. m = 1. Q = Q(n1 .t) a + 1 . 5] and is determined as a > a 0 .k2 L2 . Namely. (5) we have a Turing one.4 det F ) on the li2 nearized right hand side of the system (1). a22 ¢ = Qn 1 2 (all derivatives are taken at homogeneous equilibrium states W = Q = 0 ). A) = 0 . . t ) a where m .p arctan Im l . k = p j. the matrix F(k) = a11 (k) 1 t1 a21 1 t2 2 a12 1 t1 a22 (k) 1 t2 1 . For example. Positive and negative feedbacks require a special form of nonlinearities. it is good to analyze nullclines of the system (1). (2): W = W (n1 . which can be p represented as [3–5] a 0 = p arctan Im l  2 . a11 = Wn .a ) ò ( t . It should be noted that equations (1). For our consideration. x In standard RDS (see. n2 . (2) at a = 1 correspond to standard integer derivatives. i G ( m .

. a 2 = a simultaneously. n2 . a 2 . t ) ¶ 2 n1 (x. m . having critical value of a from (6) for homogenous perturbation k = 0 . Due to the properties of the Caputo derivatives [17. on the right hand side of the system. A) . a ¶t ¶x 2 ¶ a n m +  (x. we can analyze if there is a condition where the Hopf bifurcation for k = 0 is not realized but at the same time the conditions of the Hopf bifurcation for k ¹ 0 become true. [ i Î 3. we obtain the system of m +  equations ¶ a n1 ( x. here we reveal a new type of instability for k ¹ 0 . t) t2 = L2 + Q(n1 . and the conditions are represented as: tr F(0) < 0. At a small value of e = det F . With arbitrary rational a1 and a 2 (for example a1 > a 2 ) by certain substitution. In particular. A) . t ) t1 = 2 + W (n1 . n2 .1] . 5]. is -l  0 0 1 0 0 0 -l  0 0 0 0 0 1 -l 1   0 0 0 0    -l  1            -l 1 0 0 0 0 0 1 a 1 a11 (k) 0 0  0 -l 0 12 t t1 1         0 0 0 0  0  -l 0 0 0 0  0  0 1 1 a21 a22 (k) 0 0  0  0 t2 t2 which is equivalent to the next characteristic equation (-l) m +  + (-1)  -1 a22 (k) 1 (-l) m + t2 ¶t a a ¶ n i (x. + m . 4 det F(0) < tr2 F(0). (7) In this case. t ) ¶t a ¶ a n2 ( x.The Turing bifurcation conditions are the same as for the standard system.1]  [ m + 1. t) (8)      0  0 0 0   0 0 = 0. m Î  . (9) t1 The solution of such type of equation can be obtained numerically. ¶t a ¶x 2 The Jacobian. the instability conditions are determined by condition (6) for a given wave number k ¹ 0 . t ) = n3 . the system can be transformed to the differential equations with fractional derivative index being the «greatest common factor» a of the values a1 = ma. In fact. this situation is considered in [3. 18]. t ) ¶ 2 n 2 (x. At the same time. = n i +1 .   1 0 -l 1  -l + (-1) m +1 a11 (k) 1 ( -l)  + ( -1)  + m det F = 0 . = nm +1 . Fractional RDS with arbitrary rational a1 .  ¶t a ¶ a n m (x. it is always possible to find the roots with the value close to zero: 195 . 4 det F(k0 ) > tr2 F(k0 ) .

det F(k) . as the conditions of the Turing instability do not depend on a0 and can be easily realized in the system. Here we would like to conclude just the general properties of the system. l 3 = . In this case. which means that the second nullcline (Q = 0) has a greater slope then the first one (W = 0) .( A + B)/2 + i 3( A . are stricter than the conditions of emerging homogeneous oscillations. B= 3 -q/2 - D .  . (10) ë a11 û and to determine where they are greater then zero entailing the instability. as a result. In this case. p = c . the system can always be unstable either to the first eigenvalue or to one of the remaining two. if at least one of the roots is positive. if A + B > b/3 than the system is unstable according to any value of a . (14) p 2b(k)/3 + A(k) + B(k) As a result of this instability.B(k) a0 (k) = 2 arctan 3 . l i = ét1e 1 + O(e2 )ù . (11) where b = .b/3 .q/2 + D . m . if a 0 (k ) < a 0 (0) .b/3 . It should be noted that for k ¹ 0 . We can see that at A + B > b/3 . A detailed analysis of the eigenvalues for specific nonlinearities is given in the next section. At A + B < b/3 . (12) t2 t1 As a result. d = . the first root is negative and the second root leads to instability.b/3 . This situation takes place when nullclines are practically tangent to each other. If the value of D < 0 . the conditions of instability according to this wave number.( A + B)/2 . m = 2. the first root leads to instability and the second two can be less than zero. The characteristic equation (9) has the form l 3 + l 2b + l c + d = 0 . If D > 0 . Case a1 = 2a2 = 2a. c = .B)/2 . l 2 = .  = 1 . In the opposite situation. than all roots are real.i 3( A . than A. we can expect nonlinear oscillations which can be homogeneous for k = 0 if a 0 (0) < a 0 (k ) and nonhomogeneous. i Î 1.  .a 22 (k) 1 . B and consequently l1 are real and the roots l 2 .bc/3 + 2b3/27 . This means that homogeneous oscillations arise at smaller values of a0 then inhomogeneous ones. So.l i = ét2 e 1 + O(e2 )ù a22 ë û 1/m 1/ . k ¹ 0 .B)/2 . than the system will be unstable and will lead to oscillations for practically any value of a. we can 196 . where A = 3 (13) . l 3 are complex. 0 < a < 1. the first root is real and negative and we find that the system can be unstable for a certain value of a .  . i Î 1. a1 < a2 . eigenvalues of the equation (11) can be represented by Cardano formulas: l1 = A + B . q = d .b2/3 .a11 (k) 1 . a1 > a2 . At det F » 0 condition det F(0) > 0 can be rewritten as dn2 dn1 > Q= 0 dn2 dn1 W=0 . a > a 0 : A(k) . D = (q/2)2 + (p/3)3 . So. Let us analyze eigenvalues of the equation (11).

which leads to oscillatory inhomogeneous structures. the simultaneous conditions of the Hopf (4) and the Turing (5) bifurcations are realized.p arctan T . we have a cubic algebraic equation 3 (b . Here we explore numerically the system dynamics when the parameters of the derivative indices are different and change from small values to the value of two. Here we would like to analyze instability conditions for k ¹ 0 (7) which lead to a new pattern formation phenomena [3. a2 < 2 . t1 = 0. as a function of n1 .  2 = 0. In this case. 5. a22 = = . The calculation of the coefficients a ij : a11 = 1 - a12 = . 7–9].1. The investigation of the eigenvalues for k = 0 .  = 2 .n2 + b n1 + A [13].1 at homogeneous state (16) makes it possible to explicitly investigate the eigenvalues of the system. and it is linear for the inhibitor one. here we consider that the source 3 term for activator variable is nonlinear. We employ a two-component reaction-diffusion system (1). the instability domain is realized at n1 < 1 .1. Q = .1 . (15) t1 t2 A similar speculation as the one above shows that the system can be unstable practically for all values of a . where T= ( . As an example.L2 1 ú ê t2 t1 ú ë û Having obtained (18). In this case. a11 > 1 .a11 (k) 1 .expect complicated dynamics of pattern formation when simultaneous conditions of instability become true. b = 1. (The eigenvalues. 0 < a < 1. are obtained from the 197 . 0 < a1 < 2 . (16) 2 n1 . 5] of pattern formation. Case a1 > a2 . is presented on Fig.a a ú . (17) 2 where T = 4 det F(k0 )/tr2F(k0 ) .1)n1 + n1 /3 + A = 0 . characteristic equation is also represented by the equation (11) where the values b and c interchange their values b = . In this case the instability conditions (7) are a > a 0 (k0 ) = 2 .n1 . t2 = 1. 1a for the case /L   1.a11 t2 . t1/t2 < 1 . As a result. The homogeneous solution of variables n1 and n2 can be obtained from the system of equations W = Q = 0 . we can estimate the marginal value of a0 (17). a21 = b . numerical solution of Eq. we can obtain the new mechanism [3. This situation was analyzed in the papers [3. and for the determination of n1 . 0 < a1 . .L2 t1 As a result.n2 . Case 2a1 = a2 = 2a. c = . depending on parameter n1 . (11) for a1 = 2a2 . k0 = 2 (18) ê 12 21  2 1 .1.a22 t1  2 t2 .4a12 a21t1t2 )1/2 (a11 t2 . m = 1.a22 (k) 1 . Computer simulation. 5]. W = n1 . (2) for specific source terms. This condition can be satisfied for a cer1/ 2 tain optimal value of k = k0 : é ù 1 ê.1 .a22 t1 )  2 t2 + L2 t1 . we can see that at t1/t2 ® 0 and /L ® 0 in a standard RDS. Case a1 = a2 .

0 . As a result of these conditions. homogenous oscillations are slightly modulated by inhomogeneous mode.n1 0 n1 0 k .  x = 7.25 the Turing instability comes into play. The others two 0 0 roots at n1 > n1 are complex conjugate roots. a 2 = 0.  1 = 0. t2 = 1 .L2 = 1 .  x = 4p and t1 = 0.5 and different values of b (Fig.1 .1 k At n1 < n1 . t2 = 1 . where at k n1 < n1 all of the roots are real and one of them corresponds to stationary inhomogeneous structures.1 . Computer simulation of the evolutionary dynamics of the system is presented on Fig.15 .1 . we can have inhomogeneous oscillations of the structures if the conditions of this instability are softer than the conditions of homogeneous oscillations. a condition of the Turing instability becomes true if the ratio of /L  1 .4 . However.  1 = 0. 3. In this situation we can observe the complex evolution of variable n1 in the form of inhomogeneous «zigzag» oscillations when the homogeneous solution n1 is close to zero. a plot of the eigenvalues for k = 1 (all other parameters are the same) is presented on Fig.  2 = 1 . 198 .1 . Along with homogeneous oscillations. At that point.0. a1 = 1.3 . b = 1.0. At n1 < n1 these roots become real and positive. At a certain value of t1 = 0.  2 = 1 . instability in the system takes place practically for any small values of a . a2 = = 0.n1 k n1 -2 -2 -4 -4 -2 0 2 4 -4 n1 -4 -2 0 2 4 n1 Fig. The scenario of dynamics for variable n1 for A = .7 .0 and Fig. and practically for all parameters we have a 0 < a 0 (k ) . As an example.35 ) and eventually to inhomogeneous stationary structures. 2a for b = 2. Fig.05 ). 3c for t1 = 0. 3b). 2 we present a certain pattern formation scenario for A = . 1b. A successive increase of t1/t2 leads to more regular spatio-temporal structures (Fig. By increasing t1/t2 . 2 and Fig. 2b for b = 1.1. On Fig.2 is presented on Fig. and we get very complicated patterns oscillating in space and time (Fig. 3a. t1 = 0. and Fig. by decreasing the value of b . a1 = 1. this domain is very narrow in parameters. 3d for t1 = 0. 2 At a small value of t1/t2 we revealed space temporal oscillations in the instability domain. 2b).) We see that one real root is always less than zero.5 . the structures increase amplitude of their «zigzag» oscillations (Fig. 4 Re l Im l a) 4 Re l Im l b) 2 2 0 0 .

The dependence of eigenvalues as a function of n1 for /L   1. At n1 < n1 the system has one positive real root of large value and two complex conjugate roots. 10 8 6 4 2 0 -2 -4 -3 -2 -1 0 1 2 3 0 -n1 0 n1 Re l Im l a) 10 8 6 4 2 0 -2 Re l Im l b) k -n1 =1 k n1 =1 n1 Fig.  2 = 0.1. b » 1 . the roots correspond to analytical solutions (10). two of them are positive and the system loses its stability at any value a . 3.1. L2 = 1 ( k = 0 on Fig. In addition to homogenous oscillations or stationary structure formation. t1/t2 < 1 is given on Fig. We can conclude that for a1 >» a2 the possible solutions are even more diverse. 0 at n1 > n1 two roots are complex and one is real. 2. t1 = 0. at /L  1 and n1 < 1 the system is unstable accor- . At a certain parameter of 0 n1 .Fig. 4 for b = 1. Case a1 < a 2 . We can find that at certain parameters the solutions can have a simple form of homogenous oscillations or stationary inhomogeneous structures and can correspond to spatio-temporal structures similar to those presented on Fig. 0 < a1 . The plot of the characteristic roots for k = 1 is k presented on Fig. 4 -4 -3 -2 -1 0 1 2 3 n1 ding to the Turing instability. Similar to the case considered above. t2 = 1. 4b. We can see that in the vicinity of n1 » 0. We start analyzing case a1 < a 2 by assuming 2a1 = a 2 . 3 The obtained scenario of pattern formation is typical for the general case of a1 > a 2 . inherent to standard system with integer derivative.1. all three roots become real. a2 < 2 . the system considered here with indices a1 > a 2 possesses more complicated nonlinear dynamics. 4a and k = 2 on Fig. 4b). Namely the first root is responsible 199 At the same time.

Gafiychuk V. Äàöêî Á. 5. Analysis of fractional of fractional order Bonhoeffer-van der Pol oscillator // Phys. ¹ 4.. This makes it possible to find a scenario of complicated pattern formation due to interplay between these two types of instabilities. t2 = 1. Fig. 300–306. De Lacy.1 . É.for the stationary pattern formation. 2005. this is similar to the case that we have for integer derivative indices. – 365. Meleshko V.. Gafiychuk V. Datsko B. – 348 p.and supperdiffusive reaction-diffusion systems // nlin. A. Mathematical modeling of pattern formation in sub. By increasing a we can always obtain homogeneous oscillations which. – 49. Datsko B. – 75. Inhomogeneous oscillatory structures in fractional reaction-diffusion systems // Phys..0 ) leads to stable inhomogeneous structures (Fig... Reaction-diffusion computers.AO/0611005. Rev. Datsko B. – Elsevier. Stability analysis and oscillatory structures in time-fractional reaction-diffusion systems // Phys. Gafiychuk V. Costello B. 62–68. 418–424. 200 . 055201-1-4. Conclusion It is shown that in contrast to standard systems with integer indices the fractional RDS possess properties connected with arising of new type of bifurcations due to fractional derivative indices. A = . No. Gafiychuk V.55.0. 5 For a1 <» a2 the diversity of the structure formation increases and we can find the solutions similar to those presented on Fig. Meleshko V. on one hand. Â. – 2008. For example. Þ. – P. – 2008. Letters. we obtain the complicated spatio-temporal structures we do not meet in standard RDS.. 5a). a2 = 1. Àíàë³ç äèñèïàòèâíèõ ñòðóêòóð ó äèôóç³éíèõ ñèñòåìàõ ç äðîáîâèìè ïîõ³äíèìè // Ìàò. The Turing bifurcation depends on the ratio of the characteristic lengths and is connected with the instability domain n1 < 1 . In a certain way. 3. – Ñ. and at a wide limit of system parameters we have either homogenous oscillations or stationary dissipative structures.1. – 2007.. Asai T. 5c).5.. – 2006. Ãàô³é÷óê Â. – 387. This is due to the fact that the Turing and the Hopf bifurcations have independent parameters for their realization.. Pattern formation in a fractional reaction-diffusion system // Phys.0. a 2 = 1. A typical scenario of the structure formation in the case 2a1 = a 2 is not so diverse as for the case considered above. Datsko B. The Hopf bifurcation is not connected with the domain n1 < 1 and is realized at wide spectrum of parameters a1 < a 2 . can destroy them and lead to homogenous oscillations. – P. L2 = 1.4. 2.45. 3. – 2006. 7. at certain parameters a1 = 0.1 we get sufficiently smooth homogenous oscillations (Fig. A decrease of a ( a1 = 0. 5b). A. 5. ïîëÿ. A. Gafiychuk V. 2. will lead to oscillations of the structures and.9 ) leads to interplay between structures which arise from the Hopf and the Turing bifurcations (Fig. Nonlinear dynamics corresponding to these roots is represented on Fig.-ìåõ.01 . A computer simulation of the specific reaction-diffusion system with cubic nonlinearity and different derivative indices is performed. E. 6. t1 = = 0. on the other hand. 619–622. As a result. ²çìàéëîâà Þ. 5. Adamatzky A. Datsko B. No. a 2 = 0..  2 = 0. ìåòîäè òà ô³ç. – P. 2–3. – 372. – P. 4. A successive decrease of a ( a1 = 0. b = 1. 1.

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