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https://doi.org/10.1007/s40435-018-0410-6
Abstract
Two popular models of mathematical biology with continuous dynamics are considered. Non standard finite difference
schemes are proposed for these models. The question of existence of equilibria of corresponding discrete dynamical systems
is examined. Sufficient conditions on parameters for stability of equilibrium solutions are presented. Results are compared
with their continuous counter parts wherever possible. Examples are presented to illustrate the results and simulations are
provided to visualize the examples.
Keywords Non standard finite difference schemes · Continuous dynamical system · Discrete dynamical system · Population
models · Stability
Mathematics Subject Classification 37N25 · 39A11 · 65L12 · 65L20
123
P. Raja Sekhara Rao et al.
Early works on this have concentrated on developing we consider a proposed recently SIR model to test the scheme
basic techniques to deal with systems. The attention now further. A sufficient condition for local stability of equilib-
has shifted to understanding the qualitative properties such as rium solution is established. The case of linear interaction
existence, uniqueness, stability and boundedness of solutions (Lotka–Volterra coupling) is studied in Sect. 5. A discussion
of the discretized system keeping in background the behav- concludes the article.
ior of the continuous dynamical system. This has become
essential as the continuous system, that represents a practi-
cal situation, is actually formed basing on discrete data but is 2 The scheme and some preliminaries
assumed to be continuous for the purpose of analytical, math-
ematical study. Examples could be many, food–consumer In this section, we shall mention the notations, definitions and
models (where feeding is discrete and growth is measured at some preliminary results that are to be used consequently.
regular intervals), population models (based on census data), Following the Mickens formulations [11,16], we set the
epidemic/infectious disease models (based on clinical data), continuous time derivative u of function u(t) by
to quote a few.
Attempts are made to analyze such models using non (I) u → u k+1φ−ψu k , where ψ = 1 + O(h) and φ = h +
standard finite difference schemes. Basic techniques are pro- O(h 2 ), where h is the step size.
posed by the pioneering work of [1] and developed by [2,3]. (II) For simplicity, we let the functions ψ and φ to be ψ ≡ 1
Studies in [4–6] propose topological methods for dynami- and φ ≡ h.
cal consistency of the models. The works of [7–12] provide Though several choices are available in literature [1,
applications to biological and physical systems. Algorithms 10], these assumptions are found to be useful enough
are proposed [13] and techniques [14–17] are developed for for our models here.
understanding dynamical properties of the systems to extend (III) Further we let g(u)v → g(u k )vk to retain the same
the schemes to more complicated systems including delay nonlinear interactions among the constituent variables.
differential equations, differential–difference equations. The (IV) The lone linear term controlling the dynamics is taken
area provides great scope for further research as finding an to be u k → u k+1 as in [1].
analytic solution to a system of differential equations is hard
and conventional numerical solutions are less reliable and
The following lemmas are useful for our study.
there are no global rules in either case to understand the
behavior of dynamical systems [10]. Lemma 2.1 Roots of a quadratic equation λ2 + αλ + β = 0
Motivated by such studies we wish to analyze, in the satisfy |λi | < 1 for i = 1, 2 if and only if the following
present paper, two important mathematical models—one conditions hold: (i) 1 + α + β > 0 (ii) 1 − α + β > 0 and
concerned with food–consumer interactions [18] and the (iii) β < 1.
other dealing with Susceptible-Infected-Recovered popu-
lation (SIR) model under influence of vaccination and For a cubic equation, we have
treatment [19]. We utilize appropriate NSFD schemes to
convert the continuous dynamical systems to discrete dynam- Lemma 2.2 The roots of the equation λ3 +a1 λ2 +a2 λ+a3 =
ical systems to study the qualitative behavior of the discrete 0 to satisfy |λi | < 1 for i = 1, 2, 3, the following conditions
dynamical system and see how the properties are preserved. are necessary and sufficient:
Noticing that the nonlinear functional relations that repre-
sent the interactions between the populations are dominated (i) 1 + a1 + a2 + a3 > 0; (ii) 1 − a1 + a2 − a3 > 0;
by negative linear terms of the constituent populations, we (iii) 3 + a1 − a2 − 3a3 > 0 and (iv) 1 + a1 a3 − a2 − a32
modify the linear dominating terms to a higher step and retain > 0.
nonlinear interactions in present state of time and show how
this simple scheme keeps the qualitative properties such as Consider the system of difference equations
existence of equilibria and their stability intact for the modi-
fied discrete version. Examples are provided to illustrate the xk+1 = f (xk ), x(k0 ) = x0 , (2.1)
results with supporting visualizations through simulations by
MatLab. In (2.1), x(k) ∈ Rn is a state variable at discrete time k
The paper is organized as follows: next section pro- with the function f satisfying at least Lipschitz conditions
vides the scheme followed, definitions and useful results as to provide unique solutions to (2.1) corresponding to initial
lemmas. In Sect. 3, we deal with a food–consumer model condition given. By an equilibrium solution x ∗ of (2.1), we
popularly known as a chemostat model. Both local and global mean f (x ∗ ) = x ∗ .
stability of equilibrium solutions are studied here. In Sect. 4, We introduce the notion of stability for (2.1) (see [20]).
123
Stability preserving non standard finite difference schemes for certain biological models
Definition 2.3 The equilibrium solution of a system of differ- (S1) x ∗ = BA , 0 is stable if C M < D while
ence equations (2.1) is locally asymptotically stable if all the (S2) (x ∗ , y ∗ ) is stable if C M > D.
characteristic roots of the corresponding linearized system
are less than unity in absolute values. We shall see whether the NSFD scheme considered in Sect.
Definition 2.4 A function V (xk ) is said to be a Lyapunov 2 would transform system (3.1) into a stability preserving
∗
function for the system (2.1) if (i) V (x ) = 0, (ii) V (xk ) > 0 system of difference equations or not.
for x = x ∗ and (iii) V (x ) − V (x ) < 0 in a properly We consider the following transformation.
k k+1 k
defined neighborhood of an equilibrium value x ∗ .
xk+1 − xk
= A − Bxk+1 − CU (xk )yk
Definition 2.5 The equilibrium solution x ∗ of system (2.1) is h
said to be asymptotically stable in the sense of Lyapunov if yk+1 − yk
= CU (xk )yk − Dyk+1
there exists a Lyapunov function V satisfying the conditions h
of Definition 2.4.
This after a modification yields
In the following sections, we apply above schemes to convert
two important continuous dynamical systems into discrete 1
ones and obtain sufficient conditions for stability of equilib- xk+1 = xk + h A − ChU (xk )yk
1 + Bh
rium solutions of these discrete dynamical systems. We shall 1
see how far this scheme would preserve the stability of the the yk+1 = yk + ChU (xk )yk (3.2)
1 + Dh
continuous dynamical systems studied in [18,19]. We begin
with a food–consumer model as our first choice.
The equilibrium solutions of (3.2) are given by
1 ∗
3 A food–consumer model x∗ = x + h A − ChU (x ∗ )y ∗
1 + Bh
∗ 1 ∗
In this section, we consider the following food–consumer y = y + ChU (x ∗ )y ∗
model [18]. 1 + Dh
where
The system (3.1) has two equilibria, namely an axial equi-
librium ( BA , 0) and a positive equilibrium (x ∗ , y ∗ ) given by 1 −Ch
U (x ∗ ) = CD and y ∗ = A−Bx
∗
∗ −1 D a1 = 1 − ChU (x ∗ )y ∗ , b1 = U (x ∗ )
D . Also x = U ( C ), if U is 1 + Bh 1 + Bh
monotonic increasing. Ch 1 + ChU (x ∗ )
From [18] it follows that a2 = U (x ∗ )y ∗ , b2 =
1 + Dh 1 + Dh
123
P. Raja Sekhara Rao et al.
3
That is
x, y
λ2 − (a1 + b2 )λ + (a1 b2 − a2 b1 = 0). (3.4) 2
Then we have
1
Theorem 3.1 The equilibrium solution of (3.2) is locally
asymptotically stable provided the following conditions are 0
satisfied. 0 200 400 600 800 1000
vacuously true for any h > 0 and the second one yields
CU (x ∗ ) < D or U (x ∗ ) < CD . 4
123
Stability preserving non standard finite difference schemes for certain biological models
Proof We consider the functional of the infected population-either not at all treated or inade-
V (xk , yk ) = (1 + Bh)|xk − x ∗ | + (1 + Dh)|yk − y ∗ |. quately treated or beyond the treatment. P(y) is the recovery
(by treatment) function of the infected while r > 0 denotes
Consider the rate of treatment and also the recovery rate. The parame-
V (xk+1 , yk+1 ) − V (xk , yk ) ter α > 0 is the rate at which a recovered individual may be
an exposed susceptible again. For basic properties of V , f
= |(xk − x ∗ ) − ChU (xk )(yk − y ∗ )
and P and examples of such functions readers may refer to
− Chy ∗ (U (xk ) − U (x ∗ ))| [19]. Under suitable conditions on these functions it is shown
+ |(yk − y ∗ ) + ChU (xk )(yk − y ∗ ) that (4.1) possesses both disease free equilibrium (x ∗ , 0, 0)
+ y ∗ Ch(U (xk ) − U (x ∗ ))| and an endemic equilibrium (x ∗ , y ∗ , z ∗ ).
Now considering NSFD scheme as in earlier section, sys-
− (1 + Bh)|xk − x ∗ | − (1 + Dh)|yk − y ∗ |
tem (4.1) may be written as
≤ −Bh|xk − x ∗ | + 2y ∗ Ch|U (xk ) − U (x ∗ )|
− Dh|yk − y ∗ | + 2hCU (xk )|yk − y ∗ | xk+1 − xk
= a − b f (xk )yk − d xk+1 − cV (xk ) + αz k
∗ ∗ h
≤ − (B − 2C L 1 y )h|xk − x |
yk+1 − yk
− (D − 2C M1 )h|yk − y ∗ | = b f (xk )yk − r P(yk ) − d1 yk+1
h
< 0, z k+1 − z k
= r P(yk ) − αz k+1 (4.2)
h
by assumptions. Clearly V is the required Lyapunov function
and the conclusion follows from Definition 2.5. The proof is This after a rearrangement yields
complete.
1
xk+1 = xk + h(a − b f (xk )yk − cV (xk ) + αz k )
We shall now proceed to a three dimensional model to 1 + dh
further verify the scheme proposed. 1
yk+1 = yk + h(b f (xk )yk − r P(yk ))
1 + d1 h
1
4 SIR model with vaccination z k+1 = z k + hr P(yk ) (4.3)
1 + αh
We consider now the following model
As earlier, the equilibria for this case are given by the solu-
x = a − b f (x)y − cV (x) − d x + αz tions of
y = b f (x)y − r P(y) − d1 y
z = r P(y) − αz. (4.1) d x ∗ = a − b f (x ∗ )y ∗ − cV (x ∗ ) + αz ∗
d1 y ∗ = b f (x ∗ )y ∗ − r P(y ∗ )
In (4.1), x = x(t), y = y(t) and z = z(t) denote the sus- αz ∗ = r P(y ∗ ) (4.4)
ceptible, infected and recovered (by treatment) populations
at any time t respectively. The parameter a ≥ 0 is the growth In this case also, we notice that Eq. (4.3) has the same set
rate of the susceptible population, f denotes the non-linear of equilibria as that of (4.1) in view of (4.4). We shall pro-
incidence or infection function showing how the susceptibles ceed to the local stability of equilibria of (4.3). Here under
x are converted into infected y. Parameter b > 0 denotes the (x ∗ , y ∗ , z ∗ ) denotes either of the equilibria of the system,
rate of contact of infected with the susceptibles and d is the unless specified.
rate of removal of such susceptible individuals from the sys- The linearized version of (4.3) may be represented as
⎛ −bh
⎞
⎛ ⎞ 1
1+dh 1 − h(b f (x ∗ )y ∗ − cV (x ∗ )) 1+dh f (x ∗ ) dh
1+dh ⎛ ⎞
xk+1 ⎜ ⎟ xk
⎝ yk+1 ⎠ = ⎜
⎜ bh
f (x ∗ )y ∗ 1+bh f (x ∗ )−hr P (y ∗ ) ⎟⎝ ⎠
0 ⎟ yk (4.5)
⎝ 1+d1 h 1+d1 h ⎠
z k+1 hr P (y ∗ ) 1 zk
0 1+αh 1+αh
123
P. Raja Sekhara Rao et al.
y
A1 − λ B1 C1 z
6
A2 B2 − λ 0 = 0,
x, y, z
A3 B3 C3 − λ
4
y
z
0.6
(i) 1 + L + M + N > 0, (ii) 1 − L + M − N > 0,
(iii) 3+ L − M −3N > 0 and (iv) 1+ L N − M − N 2 > 0. 0.4
√
Example 4.2 Consider the system (4.1), correspondingly ( 57−3
4 , 0, 0) is locally asymptotically stable. Same is the
(4.2), with a = 10, b = c = d = r = α = 1, d1 = case with system (4.1) for the same equilibrium [19]. Thus,
y
3, f (x) = x+2
x
, V (x) = x+2
x
, P(y) = y+1 . our scheme retains the stability properties of the system in
One may verify that all conditions of Theorem 4.1 are this case also. Figure 4 depicts this.
satisfied and thus, the equilibrium solution (9.18, 0, 0) of So far we have studied the beahavior of systems with
(4.2) is locally asymptotically stable. The simulations also bounded interaction functions in these examples. They are
support the theory as may be seen in Fig. 3. well behaved in the sense that they have a saturation limit as
Thus, we may conclude that the system of difference equa- well. We shall go a little further in the following section.
tions (4.3) has preserved the stability of equilibrium solution
of (4.1).
We provide one more example.
5 A particular case
Example 4.3 Consider system (4.1) and at the same time (4.2)
for the choice of parameters a = 1.5, b = 3, c = d = In this section, we deal with the particular case of linear
r = α = d1 = 1 and functions f (x) = x+2 x
, V (x) = interaction functions. To elaborate, we let U (x) ≡ x in
y
x
x+2 , P(y) = y+1 . model (3.1) and V (x) ≡ x, f (x) ≡ x, and p(y) ≡ y in
It is easy to verify that all conditions of Theorem 4.1 (4.1). Though the local stability conditions do not specifically
are satisfied for system (4.2), and hence, the equilibrium require a pre-defined form for these functions, we notice that
123
Stability preserving non standard finite difference schemes for certain biological models
x, y
tional relations are simply unbounded. Therefore, results in
Sects. 3 and 4 may not guarantee the stability of respective 2
systems. Let us examine this with the help of a numerical
example.
Consider the system 1
x = 10 − 2x − 6x y
y = 6x y − 2y, (5.1) 0
0 200 400 600 800 1000
t
obtained by taking U (x) ≡ x in (3.1) and its discrete version
from (3.2) given by Fig. 5 Solutions converging to equilibrium solution of (5.1) under
scheme (5.2) for step size h = 0.01
1
xk+1 = xk + 10h − 6hxk yk
1 + 2h 6
1
yk+1 = yk + 6hxk yk . (5.2)
1 + 2h 5
xk+1 − xk Fig. 6 Chaotic behavior of solutions of the system (5.1) under scheme
= A − Bxk+1 − C xk+1 yk (5.2) for step size h = 0.1
h
yk+1 − yk
= C xk+1 yk − Dxk+1 .
h
We have,
This yields
1 xk+1 − xk
xk+1 = xk + Ah = a − bxk+1 yk − c1 xk+1 + αz k
1 + Bh + Chyk h
yk yk+1 − yk
yk+1 = 1 + Chxk+1 . (5.3) = 2bxk+1 yk − bxk+1 yk+1 − β yk+1
1 + hD h
z k+1 − z k
One may notice for the choice parameters A = 10, B = = r yk+1 − αz k+1 .
h
2, C = 6 and D = 2, (5.3) provides the appropriate discrete
version of (5.1) for any step size h. These observations may
be seen clearly from the following figures (Figs. 5, 6, 7). Notice that we have utilized the transformation bx y =
Motivated by the above, we apply the following modifica- 2bx y − bx y → 2bxk+1 yk − bxk+1 yk+1 in the second equa-
tion to (4.1) for the case V (x) ≡ x, f (x) ≡ x, and p(y) ≡ y. tion of (4.1).
123
P. Raja Sekhara Rao et al.
5 8
x
7 y
4 x z
y 6
5
3
x, y, z
x, y
2 3
2
1
1
0
0 0 500 1000 1500
0 200 400 600 800 1000
t
t
Fig. 8 Behavior of solutions of the system in Example 5.1—scheme
Fig. 7 Solutions of system (5.1) converging to equilibrium solution (4.3). Susceptibles x, infected y and recovered z populations plotted
under scheme (5.3) for any step size. Populations (x, y) on vertical axis with the same coordinate system with time variable t on the horizontal
versus time variable on horizontal axis in all the three plots—Figs. 5, axis
6, 7
8
x
A rearrangement gives 7 y
z
6
1
xk+1 = ah + αhz k + xk
1 + c1 h + hbyk 5
x, y, z
1 4
yk+1 = (1 + 2hb1 xk+1 )yk
1 + βh + hbxk+1 3
1
z k+1 = hr yk+1 + z k . (5.4)
1 + hα 2
1
The following example compares the two schemes.
0
0 500 1000 1500
Example 5.1 For the system (4.1) choose a = 10, b = c = t
d = r = α = 1, d1 = 3, f (x) = x, V (x) = x, P(y) = y.
This system has an endemic equilibrium given by (2, 6, 6) Fig. 9 Solutions converging to equilibrium solution (2, 6, 6) under
which is asymptotically stable. The following Figs. 8 and 9 scheme (5.4). Susceptibles x, infected y and recovered z populations
plotted with the same coordinate system with time variable t on the
show that both schemes (4.3) and (5.4) retain the stability of horizontal axis and populations on vertical axis
equilibrium in discrete form.
From this we may infer that scheme (4.3) takes care of
linear interaction terms and no extra efforts are required to libria and their stability from continuous space into discrete
retain stability of system in the discrete space here. space. Results on local as well as global stability are obtained
for model in Sect. 3 and only a local stability result is pro-
vided for model in Sect. 4. Examples are provided to illustrate
6 Discussion the performance of the scheme supported by visualizations
generated by MatLab for better understanding. As the stabil-
In this paper we have studied two important mathematical ity of equilibrium is the main concern, graphs are generated
models of population biology to understand the behavior with populations (x, y) or (x, y, z) (all dependent variables),
of solutions, particularly the existence and stability of an as the case may be, are shown on the vertical axis against
equilibrium solution when the continuous dynamical system time (the independent variable) on the horizontal axis to
is transformed into a discrete one using non standard finite reflect their behavior over the period under consideration.
difference schemes. For standard nonlinear functions repre- This minimizes the number of graphs to be drawn, the job of
senting interactions among populations it is found that the comparison easy and for behavior at a glance. Modifications
schemes proposed have successfully transformed the equi- to the schemes are proposed to consider the linear unbounded
123
Stability preserving non standard finite difference schemes for certain biological models
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