Existence of multiple limit cycles on a

predator-prey with generalized nonmonotonic

functional response
Alejandro Aguilera-Moya, Betsabé González-Yañez and Eduardo González-Olivares
Grupo de Ecología Matemática, Instituto de Matemáticas,
Ponti…cia Universidad Católica de Valparaíso, Chile
email: defrostenes@hotmail.com, betsabe.gonzalez@ucv.cl, ejgonzal@ucv.cl

29 novienbre de 2004

Abstract
The aim objective of this work is to determine the number of limit
cycles of a predator-prey model with a nonmonotonic functional response
of rational form.
We use the method of Liapunov quantities for to stablish the order
of weakness of a singularity at interior of the …rst quadrant, that is a
nondegenerate center.
We made a brief description of this mathematical tool and the method
for to obtain the canonical form of system describing the predation model
is explained.
By means of determination of order of weakness, we show that the the
model with a speci…c functional response has only an unique equilibrium
point and we formulate a conjecture for to assure at most two limit cycle
in this type of models with nonmonotonic functional response.
Keywords: predator-prey model, bifurcations, limit cycle, Liapunov quan-
tities

1 INTRODUCTION
In this work, we show a method for determine the number of limit cycles sur-
rounding a equilibrium point that is a weak or …ne focus on a predator prey
model described by a two-order di¤erential equations systems, i. e., it shall
developed a procedure for detect multiple Hopf bifurcation from a weak focus
of …nite order for a family of bidimensional di¤erential equations systems.
We remember that a weak or …ne focus is equilbrium point of a nonlin-
ear system such that the eigenvalues of jacobian matrix at this singularity are
nonzero pure imaginary numbers [6], that is as a critical point of a linearized
system it is a centre [5]. A limit cycle is a trajectory of phase plane that is
closed and isolated [14] or is a periodic orbit that is either the !-limit set or
the -limit set of some point in the phase space [6]. The Hopf bifurcation the-
orem stablish the existence of a limit cycle, but for the multiplicity of them
we must use a di¤erent mathematical tools. When various limit cycles can be
bifurcate in some neighborhood of a singular point of the focus or center type
by perturbations in the parameter space (the Andronov-Hopf bifurcation) are
called small-amplitude limit cycles [5, 15, 16, ?] and we have a multiple Hopf
bifurcation [6].
In order to simplify the study of bifurcations of our vector …elds, we use
coordinate transformations which simplify the analytic expression of the vector
…eld on R2 , such that the essential features of the ‡ow of the original vector …eld
near a critical point or a closed orbits become more evident. This resultanting
simpli…ed vector …elds are called normal forms [7, 15].
We assume that the bidimensional system must be expressed in the linearized
form
dx
dt = 1x y + a20 x2 + a11 xy + a02 y 2 + T:O:S:
X! : dy (1)
dt = x + 1 y + b20 x2 + b11 xy + b02 y 2 + T:O:S:
or else
8
> dx
P
m
>
< dt = 1x y+ pj (x; y; )
j=2
X! : Pn
>
> dy
= x+
: dt 1y + qj (x; y; )
j=2

which has the origin as an equilibrium point. Without loss of generality it

is assumed that m = n, i.e., maxfgrP; grQg = n and
k
X k
X
k l l k l l
pj (x; y; ) = ak l;l x y and qj (x; y; ) = bk l;l x y
l=0 l=0

are homogeneus polynomial of grade k, with k = 2; 3; 4; 5; :::; m and =

( 1;2 ; 3 ; ::::; N ) is a parameter vector.
The problem of determinig whether the origin of a bidimensional system is
a center or a weak (…ne) focus is known as the criterion of center-focus problem
[15]. There are several ways to solve this problem and here we use a method
based on the Liapunov quantities or Liapunov numbers or Liapunov constants
[5, 6, 15], denoted by L2m ( ).
It is known that a Liapunov function for determine the stability of a rest
point or singularity of vector …eld, it can be constructed such that [5]
2
V (x; y) = 2 (x + y 2 )2 + 4 (x
2
+ y 2 )4 + 6 (x
2
+ y 2 )6 + :::::: + 2k (x
2
+ y 2 )2k

where 2 ; 4 ; 6 ; :::, are polynomials in the coe¢ cients of P and Q, and they
are called focal values. The ideal generated by the 2j in the ring of polyno-
mials in the coe¢ cents of P and Q, has a …nite basis and the number of small

2
amplitude limit cycles is related with to the number of elements in such a basis
[5].
To obtain this basis each 2j is reduce modulo ( 2 ; 4 ; ::: 2(k 1) ) the ideal
generate for this same elements, which is done by making 2 = 4 = ::: =
2(k 1) = 0 and obtaining adequate algebraic expressions that after they are
sustituted into 2k . The elements of this basis obtained by this procedure are
named Liapunov quantities and they are homogeneous polynomials in the coef-
…cients of x and y in system (1) [?].
For simplicity it assumes that the coe¢ cients of the Taylor series at the
origin for the vector …eld X! are polynomials in the components of . Moreover
the Liapunov quantities it shall be compute when 1 = 0, i.e., it is assumed
that the trace of jacobian matrix at the origin (0; 0) is zero, being trace the …rst
Liapunov quantity. This asumption de…nes a hypersurface in the parameter
space. Let = (0; 2 ; 3 ; :::; N ) be the parameters vector in this hypersurface
so that the Liapunov quantities L2j ( ) with j = 1; 2; 3; ::::; are functions of the
parameters 2 ; 3 ; :::; N .
We have that [6]
If m 2 N and for some combination 2 it has that L2r ( ) = 0 for
r = 2; 3; :::::::; m 1 and L2m ( ) 6= 0, then the vector …eld X! has at most
(m 1) limit cycles surrounding the origin at the phase plane in a corresponding
multiple Hopf bifurcation. More precisely, ther exists some " > 0 and > 0
such that the vector …eld X! has at most (m 1) limit cycles in the open set
f(x; y) 2 <2 = jj(x; y)jj < g whenever jj jj < ".
It says that the order of weakness of singularity is m 1, and the origin is a
weak focus of order (m 1). It is observe that also the Liapunov quantities for
an analytic family are polynomials in the Taylor coe¢ cients of the correspondi-
ents vector …elds, and therefore each Liapunov quantity can be computed in a
number …nite of steps [6], pág. 525.
For the computation of Liapunov quantities we use a routine FINDETA,
based in the Mathematica R package elaborate by professor Jaime Figueroa of
Universidad Técnica Federico Santa María of Valparaíso, Chile. Also can be
used the algorithm proposed by Chicone (see [6], pag. 526). We note that the
computation is only used to manipulate with integers coee¢ cients, the arith-
metic is exact and truncation errors do not arise.
The problem of determination of quantity of limit cycles surrounding a sin-
gularity of a polynomial di¤erential equations systems was proposed with the
number 16 by David Hilbert at the Second International Congress of Mathe-
maticians e¤ected in París in 1900, yet is an open problem [8, 15, 18].
For other hand, in Mathematical Ecology, the uniques cycles are that there
exists and perdure in nature are called ecologically stables, which signi…es that
it must be unsensibles to disturbances of real world [17]. In consequence, a cycle
ecologically stable must be isolated and mathematically must correspond to the
limit cycles of di¤erential equations system that tepresents the model [8].
The existence of at least one stable limit cycle give a satisfactory explanation
for certain animal communities in which it is observate that its populations
oscillate in a periodic manner. Between natural interactions predator-prey that

3
have studied and possess ecologically stable cycles are the cases of linx-snowshoe
hare in the Canadian Artic, budworm-larsh tree in Swiss Alpes and lemming-
vegetation in a European northern zone[24].

2 DESCRIPTION OF METHOD
We consider the vector …eld X described by the bidimensional di¤erential equa-
tions system
du
dt = f (u; v)
X : dv
dt = g(u; v)
where f (u; v) and g(u; v) are polynomial in variables u and v. We assume that
the system has an equilibrium point (u ; v ) 6= (0; 0), which is a weak or …ne
focus [16], and for determine its weakness we need write it in a canonical form
[6, 7]. We remember that all bidimensional di¤erential equation system it can
write in a normal form, which can be non unique, by means a procedure that
includes traslation of system to origin, change of variables and time rescalings.
Firstly, we must realize the traslation of the singularity (u ; v ) to origin
(0; 0), by the change of variables given by
u = U + u and v = V + v .
dU du dV dv
Clearly dt = dt and dt = dt , and it obtain the new system
dU
dt = f (U; V )
Y : dV
dt = g(U; V )

It is easy con…rm that the jacobian matrix of vector …eld Y evaluate at (0; 0)
is equal that the jacobian matrix of vector …eld X evaluate at (u ; v ), for this
determinat and trace have the same expression in function of parameters values
of system.
Secondly, it must obtain the Jordan matrix correspond to the linear aprox-
imation or jacobian matrix of vector …eld Y . (see [3] page 39).
We remember that for each matrix A 2 M (2 2; <) , there exist four
similar types matrix; in the following our interest is those that it has complex
eigenvalues due we are studying the origin as a weak focus. In this case the
required Jordan matrix is
J=

where = Re ( ) and = Im ( ) > 0 [3] are the respectives component of

complex eigenvalues of matrix DY (0; 0). In order of obtain the matrix J , we
need make a new change of coordinates such that the vector …eld Y given by

U x
=M
V y
where in the complex case

4
 1
Y11 0 Z21
M= and M 1 = 1 Z11 [3].
Y21 0 Z21
with Y11 y Y21 are the respective components of the jacobian matrix DY (0; 0).
Moreover, it must ful…ll that M 1 DY (0; 0)M = J, equation that permits verify
the calculus.
Then we have that
U (Z11 )x y
=
V Z21 x

and
1
x Z21 V
=
y 1
U + Z11Z21 V

Therefore we wiil have the new system:

(
dx
d = Z121 dV
d
Z : dy 1 dU Z11 dV
d = d + Z21 dt

In this part, for simplify the calculus it is consider that the trace of jacobian
matrix DY (0; 0), the …rst Liapunov quantities is zero, that is, = 0; this
consideration permits reduce the number of parameters. Also, it is convenient
renaming the parameter taking the determinant as new parameter or inturn the
value of coordinate of equilibrium point.
Thirdly, it must make a time rescaling given by T = H , with an adequate
H, usually H = detDY (0; 0), for obtain the normal form and can apply the
algorithm mentioned above. The …nal system is
dx
1 dT = y + a20 x2 + a11 xy + a02 y 2 + T:O:S:
Z : dy :
H dT = x + b20 x2 + b11 xy + b02 y 2 + T:O:S:
where the coe¢ cient ak l;l and bk l;l are functions dependent of parameters
of the original system.

3 AN EXAMPLE
We will apply the below method to the predator-prey model with nonmonotonic
functional response [9, 12, 20, 25, 28, 29] given by the following ordinary di¤er-
ential equations system (ODEs) and analysed partially in [1, 27]:
(
dx
dt = r(1 K x
)x aq +x xy3
X : dy (2)
dt = ( a p+ xx3 c) y

5
 which is a Kolmogorov type system [11, 16], and corresponds to a Gause
type model [11] and can be classi…ed as a model satisfyng a law of action of
mass [4]. System (2) or vector …eld X is de…ned on

= f(x; y) 2 R2 = x 0; y 0g = R+
0 R+
0

with all parameters positive i.e., = (r; K; a; q; p; c) 2 R6+ and having the
following meaning :
r represents the intrinsic per capita growth rate of prey population
K is the environmental prey carrying capacity
qpis the consumption rate
3 a
2 is the population size of prey at which the maximal consumption rate
is attained
c is the natural death rate of predators.
p is the e¢ ciency with which predators convert consumed prey into new
predators,
furthermore we qassume 0 < 1 and a < K.
We note that 3q 3 a42 is the maximal per capita consumption rate, i.e. the
maximal number of prey by time unit that can be eaten by a predator (satiation
rate).
Following the methodology of [13, 21], in order to simplify the calculus we
make a reparameterization of the vector …eld X considering the change of
variables and a time rescaling given by the function

': R ! (R+
0)
2
R

with = f(u; v) 2 R2 =u 0 and v 0g, such that

3 a
+u3
'(u; v; ) = (K u; rK
q v;
K3
r ) = (x; y; t)

and we have that

K4 a
det D'(u; v; ) = q K3 + u3 > 0.

That is, ' is a di¤eomorphism [10] that preserve the orientation of the time.
Therefore we obtain a qualitatively (topologically) equivalent vector …eld Y =
@ @
' X [2, 23] which has the form Y (u; v) = P (u; v) @u + Q(u; v) @v . The
associated second order di¤erential equations system is
du
d = (1 u)(A + u3 ) v u
Y : dv (3)
d = B u (A + u3 )C v
a
which has only three parameters = (A; B; C) 2 R3+ , with A = K3 < 1,
p cK 2
B = rK 2, C = p . The Jacobian or community matrix [3] is
DY (u; v) =
5u4 + 4u3 2uA + A v u
B 1 3u2 C v B u CA Cu3

6
4 MAIN RESULTS
For system (3) we have that [27]
1 The set = f(u; v) 2 R2 =0 u 1; v 0g is an invariance region
2 Solutions are bounded
3
a) All equilibriums points in the …rst quadrant lie on the parabolic curve
v = Cu (1 u) .
b) The point (0; 0) is saddle point for all parameters value

4 The point (1; 0) is:

a) Local attractor point if and only if, 1 + CA + C < 0
b) Saddle point if and only if, 1 + CA + C > 0
c) If A = 1 CC , the point (1; 0) is a saddle-node
5
qa) There
q exist anqunique equilibrium point inside the …rst quadrant (^
u; v^) =
1 1 1 1 2
3C ; C 3C (1 3C ) if and only if, A = 3C 3C
p

b) There exist two equilibrium points inside the …rst quadrant (u2 ; v2 ) y
2
(u3 ; v3 ) if and only if, A < 3C p 3C
c) There are no equilibrium points inside the …rst quadrant if and only if,
2
A > 3C p 3C
.
q q q
2 1 1 1 1
6 If A = 3C p 3C
, then (^
u ; v
^ ) = ;
3C C 3C (1 3C ) , the unique sin-
gularity at interior of the …rst quadrant is
a) Saddle-node repellor [14], If C > 34 .
b) Saddle-node attractor, if C < 43 .
c) A cusp point.[14] and (1; 0) 2 is globally asymptotically stable, if
C = 34 .
2
In the following it suppose that A < 3C p 3C
and we denote the absissa of
equilibrium points by u2 = u ^ and u3 = u^ with 0 < < 1 < .
7
a) The point (u3 ; v3 ) is a saddle point when u3 < 1, saddle-node when u3 = 1
and is out of …rst
p quadrant when u3 > 1.
b) 1 < < 3C,
c) The Jacobian matrix at (u3 ; v3 ) is !
4 3
5 (u3 ) + 4 (u3 ) 2u3 A + A v2 u3
DY (u3 ; v3 ) = 2
B 1 3 (u3 ) C v3 0
2 2
As det DY (u3 ; v3 ) = u3 v3 B 1 3 (u3 ) C = u3 v3 B 1 is always neg-
ative and the singularity (u3 ; v3 ) is saddle point.
8.

7
 a) If v3 = 0, the point (u3 ; v3 ) collapse with (1; 0) and is an nonhyperbolic
saddle node since the (2; 1)-entry of Jacobian matrix is zero:
b) If u3 > 1, then v3 < 0, and the point (u3 ; v3 ) lies outside of the …rst
quadrant.
9 Let u2 = u ^ for 1 > . The point (u2 ; v2 ) is
a) an attractor if and only if,
p p p p p p
3C 2 2 3 3 C A+ 5 3 C 4 2 3C 3 C + 3 3C > 0
b) a repellor surrounding by a limit cycle if and only if,
p p p p p p
3C 2 2 3 3 C A+ 5 3 C 4 2 3C 3 C + 3 3C < 0
c) a weak focus if and only if,
p p p p p p
3C 2 2 3 3 C A+ 5 3 C 4 2
3C 3 C + 3 3C = 0:
d) The Jacobian matrix at (u2 ; v2 ) is !
4 3
5 (u2 ) + 4 (u2 ) 2u2 A + A v2 u2
DY (u2 ; v2 ) = 2
B 1 3 (u2 ) C v2 0
2
e) det DY (u2 ; v2 ) = u2 v2 B 1 3 (u2 ) C
q 2
1 2
is always positive because 1 3 3C C=1 >0.
f) the nature of (u2 ; v2 ) dependent of
4 3
trDY (u2 ; v2 ) = 5 (u2 ) + 4 (u2 ) 2u A + A v2
q 4 q 3 q2 2 q
1 1 1 1 1 1
= 5 3C + 4 3C + C 3C + C 2A 3C + A
1
p p p p p p
= p 5 5 4 C 4 3 3C 3 2 C + 3 3C + 6 3C 2 A 9AC 2 C
9( C )
p p p p p p
let T = 5 4 C 4 3 3C 3 2 C + 3 3C + 6 3C 2 A 9AC 2 C
p p p p p p
= 3C 2 2 3 3 C A+ 5 3 C 4 2 3C 3 C + 3 3C
According sign of T it has the results indicated.
Theorem
The point (u2 ; v2 ) is a …rst order weak focus (…ne focus) [14].
Proof:
We suppose that T = 0, i. e.,
4 3
T = 5 (u2 ) + 4 (u2 ) 2u2 A + A C1 u2 (1 u2 )
p p p p 3 p p
= 5 4 4 3 3 C + 6A 3 C 9AC 2 + 3 3 C 3 2
p p p p p p
= 3C 2 3 C 3C A+ 5 3 4 2 3 C 3 + 3 3 C = 0,
u2
For simplify the calculus we make the sustitution u2 = E and C = A+u 3 =
2
E
A+E 3then we have
T = 5E 4 + 4E 3 2EA + A C1 E(1 E)
= E 4E 3 3E 2 + A ,
and we obtain that
A = E 2 (3 4E)
3
and it is full…lled that 3 4E > 0, that is , E < 4

8
 E E 1 1
then, C = A+E 3 = E 2 (4E 3)+E 3 = 3E(E 1) = 3E(1 E)
Now, we obtain
( du the system
d = (1 u)( E 2 (4E 3) + u3 ) v u
YE : dv
d = B u 3E(11 E) ( E 2 (4E 3) + u3 ) v
which Jacobian matrix at (u2 ; v2 ) = (E; C1 E(1 E) is
0 E
=
3B (1 E) (1 2E) E 2 0
and
2
detDYE (E; 3E 2 (1 E) ) = 3B (1 E) (1 2E) E 3 > 0
and it must full…ll that E < 12 .
2
Making the substitution u = U + E and v = V + 3E 2 (1 E) we becomes
to 8
>
> (1 U E)( E 2 (4E 3) + (U + E) )
3
V + 3E 2 (1 E)
2
>
> dU
=
>
< d
(U + E)
ZE : 3
>
> B U + E ( E (4E 3) + (U + E) ) 3E(11 E)
2
>
> dV
=
>
: d 2
V + 3E 2 (1 E)
2
Using the change of variables given by U = Hy and V = HE x or else, x =
E 1
H 2 V and y = H U , we obtain
dx
d = HE2 dV d
ZE : dy 1 dU
d = H d
after varied
8 calculus we arrive to the3 canonical form
1 H H2 4
>
> Hy 2 E 3 xy 1 2E y 2 31 (1 E)21(1 2E) H 2
E 3 xy +
>
< d
dx
= 3(1 E)
3 5
1 H 3 1 1 H 3
ZE : 3 E(1 2E) y + 9 (1 E)2 (1 2E) E 4 xy
>
>
2
Hx HE xy 3E 2 H (1 2E) y 2 2H 2 E ( 2 + 5E) y 3 +
>
: ddy =
H 3 (5E 1) y 4 H 4 y 5
making8 a time rescaling given by T = H the normal form is obtained.
H2 3
> dx
> y 3(1 E)2 E 3 xy 1 H2E y 2 13 (1 E)21(1 2E) H
1
E 3 xy +
2
>
< dT = 2 4
1 H 3 1 1 H 3
ZE : 3 E(1 2E) y + 9 (1 E)2 (1 2E) E 4 xy
>
> H 2
x E xy 3E (1 2E) y 2
2HE ( 2 + 5E) y 3 +
> dy
: dT = 2 4 3 5
H (5E 1) y H y
Using the Mathematica package we obtain that
eta[2] = 9E(1 82E)H
which is always positive if 1 2E > 0, that is, eta[2] < 0 is negative for
E < 12 and there exists a unique limit cycle surrounding the singularity (u2 ; v2 ).
This result di¤er with the result obtained when the functional response is
h(x) = x2qx+a , because in such case we have two limit cycle [13] .

5 DISCUSSION
In this work we have presented a brief description of methodology for to calcu-
late of Liapunov quantities and appliying to a concret example we show that

9
this precedure requires varied and tedious calculus that without computational
technology it will can not make in e¤ecient form.
We analyse a predator-prey model in which the functional response is non-
monotonic expressed by a rational function and we can prove using the method
of Liapunov quantities that the model has a unique limit cycle surrounding
one of the positive equilibrium positive. This fact is a trascendental di¤erence
with another predator prey model that for which the funtional response is also
nonmonotonic analised in above work.
We consider that is suitable for the analsys of system to make a reparame-
trization and time rescaling, trying of transfor the original system to a poly-
nomial planar vector …eld, because those to facility the calculus. Moreover the
algorithm used is applicable to canonical form of systems [7].
We detach that there exists an alternative methodology based in Poincaré
transformation [6, 14] that is linked to the Poincaré map, but we think that the
method here employed is more simple and easy of implement.
For other hand, in the predator-prey model here exposed which functional
response is nonmonotonic and the model has the bistability phenomenon for
certain parameters values, since two singularities can be local attractor at the
…rst quadrant, the points (u1 ; v1 ) and (K; 0), or else a limit cycle coexists with
(K; 0) which is locally asymptotically stable point. This imply that a high
probability of extinction of predators, which is characteristic of the functional
response of Holling type IV [9, 12, 20, 28, 29]. The biological conclusions is
that the nonmonotonic functional response leads extinction of the predator for
a great range of initial conditions. This type of funtional response has being
used for show the paradox of enrichment state in [19].
The analysis of this model has show that the importance of some parameters
such as C and A, that is, c, p, K and a. According the relations between
2
them, di¤erent biological situation appears. So, we have that if cK p = 43 ,
then the predator population disappear because it has (K; 0) 2 is globally
asymptotically stable and 12 ; 163
2 , is a cusp point.
We con…rm
m
that the models with nonmonotonic functional response of form
h(x) = xqx
n +a have di¤erent behavior according the exponents m and n, because
in the model here studied has a unique limit cycle, whilst another studied in
before work it has two limit cycle [13]. We conjecture, by a brief analysis that
if n = 2m, the systems has two limit cycles, but these rekation fail, the system
has only an unique limit cycle, question that we abord in later work.
Acknowledgments
The authors wish to thank to the members of the Mathematical Ecology
Group of the Instituto de Matemáticas on the Ponti…cia Universidad Católica
de Valparaíso, for their valuable comments and suggestions. Partially supported
by Fondecyt project 1040833 and DI PUCV 124 794/2004.

10
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