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Stability and Hopf bifurcation analysis of a two state delay differential equation modeling the human respiratory system

Nirjal Sapkota Electronic address: nxs167030@utdallas.edu; Corresponding author Department of Mathematical Sciences,
The University of Texas at Dallas
Richardson, TX, 75080, USA
Janos Turi Electronic address: turi@utdallas.edu Department of Mathematical Sciences,
The University of Texas at Dallas
Richardson, TX, 75080, USA

Abstract

We study the two state model which describes the balance equation for carbon dioxide and oxygen. These are nonlinear parameter dependent and because of the transport delay in the respiratory control system, they are modeled with delay differential equation. So, the dynamics of a two state one delay model are investigated. By choosing the delay as a parameter, the stability and Hopf bifurcation conditions are obtained. We notice that as the delay passes through its critical value, the positive equilibrium loses its stability and Hopf bifurcation occurs. The stable region of the system with delay against the other parameters and bifurcation diagrams are also plotted. The three dimensional stability chart of the two state model is constructed. We find that the delay parameter has effect on the stability but not on the equilibrium state. The explicit derivation of the direction of Hopf bifurcation and the stability of the bifurcation periodic solutions are determined with the help of normal form theory and center manifold theorem to delay differential equations. Finally, some numerical example and simulations are carried out to confirm the analytical findings. The numerical simulations verify the theoretical results.

1 Introduction

In human respiratory system, the goal is to exchange the unwanted byproduct such as carbon dioxide for oxygen. The carbon dioxide is exchanged for oxygen by passive diffusion. Alveoli is the tiny air sacs in the lungs where the exchange of oxygen and carbon dioxide takes place. The respiratory control system changes the rate of ventilation in response to the levels of oxygen and carbon dioxide in the body. The time delay is due to the physical distance where carbon dioxide and oxygen level information is transported to the sensory control system before the ventilatory response can be adapted.

Understanding the human respiratory system is important for many medical conditions. The human respiratory and its control mechanics have been studied for more than hundred years. This system has important medical implications some of which are listed below [6, 28, 23, 15]. {outline} \1 Periodic Breathing: Periodic Breathing is define as three or more episodes of central apnea lasting at least 3 seconds, separated by no more than 20 seconds of normal breathing. . \1 Sleep Apnea: Sleep Apnea is a disorder in which breathing repeatedly stops and stars again. It is classified in two ways. \2 Central Sleep Apnea is a disorder which is characterized by a lack of drive to breathe. \2 Obstructive Sleep Apnea is a disorder which is characterized by episodes of partial or complete physical obstruction of the airflow. \1 Cheyne-Stokes Respiration: Cheyne-Stokes Respiration is a disorder which is characterized by gradual increase in breathing followed by decrease or absence of breathing.

These disorders have been associated with a number of medical conditions such as hypertension, heart failures, diabetes and others [27, 21, 1].

1.1 Components of the Model

The carbon dioxide and oxygen levels are monitored at two respiratory centers in the body. These are called central and peripheral chemoreceptors.

1.1.1 Central chemoreceptors

Central chemoreceptors are located at the ventral surface of the medulla in the brain. These respond to the changes in the partial pressure of carbon dioxide in the brain.

1.1.2 Peripheral chemoreceptors

Peripheral chemoreceptors are located in the carotid bodies at the junction of the common carotid arteries and also at the aortic bodies. These respond to the changes in the partial pressure of both carbon dioxide and oxygen in arterial blood.

Since these respiratory centers are located at a distance from the lungs where the levels of the carbon dioxide and oxygen are regulated, there will be some delay (two transport delays) in the process. This regulation is modeled with the ventilation function.

1.1.3 Ventilation function

We assume some conditions for the ventilation functions V(x,y)V(x,y) to be biologically realistic model.

  • V(x,y)0V(x,y)\geq 0 and V(0,0)=0V(0,0)=0

  • V(x,y)V(x,y) is differentiable

  • V(x,y)V(x,y) is an increasing function in both xx and yy

  • V(x,y)x>0\frac{\partial V(x,y)}{\partial x}>0 and V(x,y)y>0\frac{\partial V(x,y)}{\partial y}>0

1.2 Model equation

Although a five-state model involving three compartments and two control loops with multiple delays is investigated in  [23], here we will study a two state model with one time delay discussed in [12] and [24]. A block diagram of the respiratory system is shown in Figure 1. The controller adjusts to inputs from the state (i.e., sleep, wakefulness) and the chemoreceptors which respond to the change in carbon dioxide and oxygen concentration.

Refer to caption
Figure 1: Block diagram of respiratory control system

We consider the following two state model for studying stability and bifurcation of a human respiratory system.

dx~dt\displaystyle\frac{\mathrm{d}\tilde{x}}{\mathrm{d}t} =pαW(x~(tτ),y~(tτ))(x~(t)xI)\displaystyle=p-\alpha\,W(\tilde{x}(t-\tau),\tilde{y}(t-\tau))(\tilde{x}(t)-x_{I}) (1)
dy~dt\displaystyle\frac{\mathrm{d}\tilde{y}}{\mathrm{d}t} =σ+βW(x~(tτ),y~(tτ))(yIy~(t))\displaystyle=-\sigma+\beta\,W(\tilde{x}(t-\tau),\tilde{y}(t-\tau))(y_{I}-\tilde{y}(t))

where

  • x~()\tilde{x}(\cdot), y~()\tilde{y}(\cdot) represent the arterial carbon dioxide and oxygen concentration

  • W(,)W(\cdot,\cdot) is the ventilation function which represents the volume of gas moved by the respiratory system

  • τ\tau is the transport delay (τ>0\tau>0 and τ=TD1\tau=T_{D_{1}} in Figure 1)

  • xIx_{I}, yIy_{I} are inspired carbon dioxide and oxygen concentration

  • pp is the carbon dioxide production rate

  • σ\sigma is the oxygen consumption rate

  • α\alpha, β\beta are positive constants associated with the diffusibility of carbon dioxide and oxygen respectively

For studying the stability analysis with a more convenient system, we convert the system (1) using

x(t)\displaystyle x(t) =a(x~(t)xI)\displaystyle=a(\tilde{x}(t)-x_{I}) (2)
y(t)\displaystyle y(t) =b(yIy~(t))\displaystyle=b(y_{I}-\tilde{y}(t))

Solving for x~(tτ)\tilde{x}(t-\tau) and y~(tτ)\tilde{y}(t-\tau), we get,

x~(tτ)\displaystyle\tilde{x}(t-\tau) =xI+1ax(tτ)\displaystyle=x_{I}+\frac{1}{a}x(t-\tau) (3)
y~(tτ)\displaystyle\tilde{y}(t-\tau) =yI1by(tτ)\displaystyle=y_{I}-\frac{1}{b}y(t-\tau)

Using Equation (3) in Equation (1), we obtain

dxdt\displaystyle\frac{\mathrm{d}x}{\mathrm{d}t} =adx~dt=apaαW(xI+1ax(tτ),yI1by(tτ))x(t)a\displaystyle=a\frac{\mathrm{d}\tilde{x}}{\mathrm{d}t}=ap-a\alpha W\left(x_{I}+\frac{1}{a}x(t-\tau),y_{I}-\frac{1}{b}y(t-\tau)\right)\frac{x(t)}{a} (4)
dydt\displaystyle\frac{\mathrm{d}y}{\mathrm{d}t} =bdy~dt=bσbβW(xI+1ax(tτ),yI1by(tτ))y(t)a\displaystyle=-b\frac{\mathrm{d}\tilde{y}}{\mathrm{d}t}=b\sigma-b\beta W\left(x_{I}+\frac{1}{a}x(t-\tau),y_{I}-\frac{1}{b}y(t-\tau)\right)\frac{y(t)}{a}

Setting a=1/pa=1/p and b=1/σb=1/\sigma, we obtain the equations

dxdt\displaystyle\frac{\mathrm{d}x}{\mathrm{d}t} =1αV(x(tτ),y(tτ))x(t)\displaystyle=1-\alpha\,V(x(t-\tau),y(t-\tau))\,x(t) (5)
dydt\displaystyle\frac{\mathrm{d}y}{\mathrm{d}t} =1βV(x(tτ),y(tτ))y(t)\displaystyle=1-\beta\,V(x(t-\tau),y(t-\tau))\,y(t)

where the ventilation function is given by

V(x(tτ),y(tτ))=W(x~(tτ),y~(tτ))V(x(t-\tau),y(t-\tau))=W(\tilde{x}(t-\tau),\tilde{y}(t-\tau)) (6)

We will study the system (5) with

V(x(tτ),y(tτ))=0.14e0.05(100y(tτ))x(tτ)V(x(t-\tau),y(t-\tau))=0.14\,e^{-0.05(100-y(t-\tau))}\,x(t-\tau) (7)

The state variables are concentrations in our model.

2 Stability and Hopf Bifurcation

In recent years, a lot of delay differential equations modeling various chemical, biological, ecological systems have been studied [8, 14, 16, 43, 36, 50, 5, 39]. With the outbreak of COVID-19 pandemic, many mathematical models using delay differential equations have been proposed [35, 38, 40, 37, 13, 19, 33].

Li and Zhang [30], Bılazeroğlu [9], studied the dynamic analysis and Hopf bifurcation of a Lengyel-Epstein system with two delays. Li [32] studied a class of delay differential equations with two delays. Kumar et al [25] proposed a multiple delayed innovation diffusion model with Holling II functional response. Delayed predator-prey system have been investigated by many researchers ([42, 51, 2, 41, 22, 52, 47, 44, 11, 10, 45, 53]). Ghosh et al [17] studied the rumor spread mechanism and the influential factors using epidemic like model. Several researchers have analyzed the Uçar prototype system [46, 7, 29, 31]. Wei [48] discussed the dynamics of a scalar delay differential equation. Gilsinn [18] estimates the bifurcation parameter of delay differential equation with application to machine tool chatter. There has been a focus on studying stability and Hopf bifurcation by choosing the delay as a parameter of the system with the linear stability methods.

The complex system modeling the human respiratory control system have been studied for several decades. Mackey and Glass [34], Khoo et al [23], Batzel et al [4, 3] have investigated stability analysis.

2.1 Equilibrium point

Lemma 2.1.

There is a unique positive equilibrium point E(x,y)E_{*}(x_{*},y_{*}) of system (5).

Proof.

The equilibrium point E(x,y)E_{*}(x_{*},y_{*}) is obtained by solving

1α 0.14e0.05(100y)x2\displaystyle 1-\alpha\,0.14\,e^{-0.05(100-y_{*})}x_{*}^{2} =0\displaystyle=0 (8)
1β 0.14e0.05(100y)y\displaystyle 1-\beta\,0.14\,e^{-0.05(100-y_{*})}y_{*} =0\displaystyle=0

We also notice that

x0,y0, and x=βαyx_{*}\neq 0,y_{*}\neq 0,\text{ and }x_{*}=\frac{\beta}{\alpha}y_{*}

Then, rewriting as exact fractions and solving the equation

1α(14100)e5100(100y)β2y2α2=01-\alpha\left(\frac{14}{100}\right)\,e^{-\frac{5}{100}(100-y_{*})}\frac{\beta^{2}y_{*}^{2}}{\alpha^{2}}=0 (9)

we get,

y=40W(e5/2αβ2414)y_{*}=40\,W\left(\frac{e^{5/2}\sqrt{\frac{\alpha}{\beta^{2}}}}{4\sqrt{14}}\right) (10)

and

x=40(βα)W(e5/2αβ2414)x_{*}=40\,\left(\frac{\beta}{\alpha}\right)W\left(\frac{e^{5/2}\sqrt{\frac{\alpha}{\beta^{2}}}}{4\sqrt{14}}\right) (11)

where WW represents the Lambert WW-function.
Since V(0,0)=0V(0,0)=0 and

V(βyα,y)=(14100)e5100(100y)βyαV\left(\frac{\beta y_{*}}{\alpha},y^{*}\right)=\left(\frac{14}{100}\right)\,e^{-\frac{5}{100}(100-y_{*})}\frac{\beta y_{*}}{\alpha}

is increasing in y,y_{*}, there is a unique positive solution yy_{*}.
For the default values of α=0.5\alpha=0.5 and β=0.8\beta=0.8, we get (x,y)(29.1842,18.2401).(x_{*},y_{*})\approx(29.1842,18.2401).

We plot the Equations (11) and (10) as a function of α\alpha and β\beta in Figure 2 and 3.

Refer to caption
Refer to caption
Figure 2: Equilibrium points as a function of α\alpha with β=0.8\beta=0.8.
Refer to caption
Refer to caption
Figure 3: Equilibrium points as a function of β\beta with α=0.5\alpha=0.5.

2.2 Stability of the Equilibrium point

Let u(t)=x(t)x,v(t)=y(t)y.u(t)=x(t)-x_{*},\,v(t)=y(t)-y_{*}. Then, the linearized system of (5) is given as follows:

du(t)dt\displaystyle\frac{\mathrm{d}u(t)}{\mathrm{d}t} =αV(x,y)u(t)αxVx(x,y)u(tτ)αxVy(x,y)v(tτ)\displaystyle=-\alpha V(x_{*},y_{*})u(t)-\alpha x_{*}V_{x}(x_{*},y_{*})u(t-\tau)-\alpha x_{*}V_{y}(x_{*},y_{*})v(t-\tau) (12)
dv(t)dt\displaystyle\frac{\mathrm{d}v(t)}{\mathrm{d}t} =βV(x,y)v(t)βyVx(x,y)v(tτ)βyVy(x,y)v(tτ)\displaystyle=-\beta V(x_{*},y_{*})v(t)-\beta y_{*}V_{x}(x_{*},y_{*})v(t-\tau)-\beta y_{*}V_{y}(x_{*},y_{*})v(t-\tau)

This could be written in the form as

ddt(u(t)v(t))+A1(u(t)v(t))+B1(u(tτ)v(tτ))=(00)\frac{\mathrm{d}}{\mathrm{d}t}\begin{pmatrix}u(t)\\ v(t)\end{pmatrix}+A_{1}\begin{pmatrix}u(t)\\ v(t)\end{pmatrix}+B_{1}\begin{pmatrix}u(t-\tau)\\ v(t-\tau)\end{pmatrix}=\begin{pmatrix}0\\ 0\end{pmatrix} (13)

where

A1=(αV(x,y)00βV(x,y))=(750αxe120(y100)00750βxe120(y100))A_{1}=\begin{pmatrix}\alpha V(x_{*},y_{*})&0\\ 0&\beta V(x_{*},y_{*})\end{pmatrix}=\left(\begin{array}[]{cc}\frac{7}{50}\alpha x_{*}e^{\frac{1}{20}\left(y_{*}-100\right)}&0\\ 0&\frac{7}{50}\beta x_{*}e^{\frac{1}{20}\left(y_{*}-100\right)}\\ \end{array}\right)

and

B1=(αxVx(x,y)αxVy(x,y)βyVx(x,y)βyVy(x,y))=(750αxe120(y100)7αx2e120(y100)1000750βe120(y100)y7βxe120(y100)y1000)B_{1}=\begin{pmatrix}\alpha x_{*}V_{x}(x_{*},y_{*})&\alpha x_{*}V_{y}(x_{*},y_{*})\\ \beta y_{*}V_{x}(x_{*},y_{*})&\beta y_{*}V_{y}(x_{*},y_{*})\end{pmatrix}=\left(\begin{array}[]{cc}\frac{7}{50}\alpha x_{*}e^{\frac{1}{20}\left(y_{*}-100\right)}&\frac{7\alpha x_{*}^{2}e^{\frac{1}{20}\left(y_{*}-100\right)}}{1000}\\ \frac{7}{50}\beta e^{\frac{1}{20}\left(y_{*}-100\right)}y_{*}&\frac{7\beta x_{*}e^{\frac{1}{20}\left(y_{*}-100\right)}y_{*}}{1000}\\ \end{array}\right)

The associated characteristic equation of the linear system (13) is

Δ(λ,τ)=det(λI+A1+B1eτλ)=0\Delta(\lambda,\tau)=\det(\lambda I+A_{1}+B_{1}e^{-\tau\lambda})=0 (14)

That is,

λ2+7λxeλτ+y205(20(α+β)eλτ+20α+βy)1000+49αβx2eλτ+y1010(20eλτ+y+20)50000=0\lambda^{2}+\frac{7\lambda x_{*}e^{-\lambda\tau+\frac{y_{*}}{20}-5}\left(20(\alpha+\beta)e^{\lambda\tau}+20\alpha+\beta y_{*}\right)}{1000}+\frac{49\alpha\beta x_{*}^{2}e^{-\lambda\tau+\frac{y_{*}}{10}-10}\left(20e^{\lambda\tau}+y_{*}+20\right)}{50000}=0 (15)

This could be also written as

Δ(λ,τ)=λ2+(A+Beλτ)λ+(C+Deλτ)=0\Delta(\lambda,\tau)=\lambda^{2}+\left(A+Be^{-\lambda\tau}\right)\lambda+\left(C+De^{-\lambda\tau}\right)=0 (16)

where

A\displaystyle A =750αxey205+750βxey205\displaystyle=\frac{7}{50}\alpha x_{*}e^{\frac{y_{*}}{20}-5}+\frac{7}{50}\beta x_{*}e^{\frac{y_{*}}{20}-5} (17)
B\displaystyle B =750αxey205+7βxey205y1000\displaystyle=\frac{7}{50}\alpha x_{*}e^{\frac{y_{*}}{20}-5}+\frac{7\beta x_{*}e^{\frac{y_{*}}{20}-5}y_{*}}{1000}
C\displaystyle C =49αβx2ey10102500\displaystyle=\frac{49\alpha\beta x_{*}^{2}e^{\frac{y_{*}}{10}-10}}{2500}
D\displaystyle D =49αβx2ey10102500+49αβx2ey1010y50000\displaystyle=\frac{49\alpha\beta x_{*}^{2}e^{\frac{y_{*}}{10}-10}}{2500}+\frac{49\alpha\beta x_{*}^{2}e^{\frac{y_{*}}{10}-10}y_{*}}{50000}
  • For τ=0\tau=0

The characteristic equation (15) simplifies to

λ2+7λxey205(40α+β(y+20))1000+49αβx2ey1010(y+40)50000=0\lambda^{2}+\frac{7\lambda x_{*}e^{\frac{y_{*}}{20}-5}\left(40\alpha+\beta\left(y_{*}+20\right)\right)}{1000}+\frac{49\alpha\beta x_{*}^{2}e^{\frac{y_{*}}{10}-10}\left(y_{*}+40\right)}{50000}=0 (18)

The coefficients in this equation are postivie, and therefore the roots have negative real parts.

  • For τ>0\tau>0

The change in stability of eigenvalue λ\lambda can occur if Re(λ)=0.\text{Re}(\lambda)=0. Let λ=iω\lambda=i\omega and characteristic equation (16) takes the form

ω2+iω(A+Beiτω)+(C+Deiτω)=0-\omega^{2}+i\omega\left(A+Be^{-i\tau\omega}\right)+\left(C+De^{-i\tau\omega}\right)=0 (19)

Solving for the real and imaginary parts of both sides, we get

Cω2\displaystyle C-\omega^{2} =Bωsin(τω)Dcos(τω)\displaystyle=-B\omega\sin(\tau\omega)-D\cos(\tau\omega) (20)
Aω\displaystyle A\omega =Dsin(τω)Bωcos(τω)\displaystyle=D\sin(\tau\omega)-B\omega\cos(\tau\omega)

Squaring and adding (20), we get the relation

f(ω)=ω4+(A2+B2+2C)ω2+(C2+D2)=0f(\omega)=-\omega^{4}+\left(-A^{2}+B^{2}+2C\right)\omega^{2}+\left(-C^{2}+D^{2}\right)=0 (21)

Let

M=A2+B2+2C=49βx2ey1010(400β+40αy+βy2)1000000M=-A^{2}+B^{2}+2C=\frac{49\beta x_{*}^{2}e^{\frac{y_{*}}{10}-10}\left(-400\beta+40\alpha y_{*}+\beta y_{*}^{2}\right)}{1000000} (22)

Then MM is positive if 40αy+βy2>400β40\alpha y_{*}+\beta y_{*}^{2}>400\beta

and let

N=C2+D2=2401α2β2x4ey520y(y+40)2500000000>0N=-C^{2}+D^{2}=\frac{2401\alpha^{2}\beta^{2}x_{*}^{4}e^{\frac{y_{*}}{5}-20}y_{*}\left(y_{*}+40\right)}{2500000000}>0 (23)

Assuming that Y=ω2Y=\omega^{2}, we can write (21) as

Φ(Y)=Y2+MY+N=0\Phi(Y)=-Y^{2}+MY+N=0 (24)

This means that the Equation (24) has one positive root. Solving for τ\tau from (20), we have the critical curves given by

τ(n)=20002e5πn7N3+N4±1000i2e5log(ey20(βN2x2ey10(40α+βN1)20i2N3+N4xey20(α+β)+N3)x(40αβN1xey20+i2N3+N4(20α+βy)))7N3+N4(n=0,±1,±2,)\tau_{*}(n)=\\ \frac{2000\sqrt{2}e^{5}\pi n}{7\sqrt{\sqrt{N_{3}}+N_{4}}}\\ \pm\frac{1000i\sqrt{2}e^{5}\log\left(\frac{e^{-\frac{y_{*}}{20}}\left(\beta N_{2}x_{*}^{2}e^{\frac{y_{*}}{10}}\left(40\alpha+\beta N_{1}\right)-20i\sqrt{2}\sqrt{\sqrt{N_{3}}+N_{4}}x_{*}e^{\frac{y_{*}}{20}}(\alpha+\beta)+\sqrt{N_{3}}\right)}{x_{*}\left(40\alpha\beta N_{1}x_{*}e^{\frac{y_{*}}{20}}+i\sqrt{2}\sqrt{\sqrt{N_{3}}+N_{4}}\left(20\alpha+\beta y_{*}\right)\right)}\right)}{7\sqrt{\sqrt{N_{3}}+N_{4}}}\\ (n=0,\pm 1,\pm 2,...) (25)

where

N1\displaystyle N_{1} =(y+20)\displaystyle=(y_{*}+20) (26)
N2\displaystyle N_{2} =(y20)\displaystyle=(y_{*}-20)
N3\displaystyle N_{3} =β2x4ey5(y+20)(3200α2y+80αβ(y20)y+β2(y20)(y+20)2)\displaystyle=\beta^{2}x_{*}^{4}e^{\frac{y_{*}}{5}}\left(y_{*}+20\right)\left(3200\alpha^{2}y_{*}+80\alpha\beta\left(y_{*}-20\right)y_{*}+\beta^{2}\left(y_{*}-20\right){}^{2}\left(y_{*}+20\right)\right)
N4\displaystyle N_{4} =βx2ey10(40αy+β(y2400))\displaystyle=\beta x_{*}^{2}e^{\frac{y_{*}}{10}}\left(40\alpha y_{*}+\beta\left(y_{*}^{2}-400\right)\right)

Consequently, we can count that the stability region are restricted between the set of two curves

τ1(n)=20002e5πn7N3+N4+1000i2e5log(ey20(βN2x2ey10(40α+βN1)20i2N3+N4xey20(α+β)+N3)x(40αβN1xey20+i2N3+N4(20α+βy)))7N3+N4(n=0,1,2,)\tau_{1}(n)=\\ \frac{2000\sqrt{2}e^{5}\pi n}{7\sqrt{\sqrt{N_{3}}+N_{4}}}\\ +\frac{1000i\sqrt{2}e^{5}\log\left(\frac{e^{-\frac{y_{*}}{20}}\left(\beta N_{2}x_{*}^{2}e^{\frac{y_{*}}{10}}\left(40\alpha+\beta N_{1}\right)-20i\sqrt{2}\sqrt{\sqrt{N_{3}}+N_{4}}x_{*}e^{\frac{y_{*}}{20}}(\alpha+\beta)+\sqrt{N_{3}}\right)}{x_{*}\left(40\alpha\beta N_{1}x_{*}e^{\frac{y_{*}}{20}}+i\sqrt{2}\sqrt{\sqrt{N_{3}}+N_{4}}\left(20\alpha+\beta y_{*}\right)\right)}\right)}{7\sqrt{\sqrt{N_{3}}+N_{4}}}\\ (n=0,1,2,...) (27)
τ2(n)=20002e5πn7N3+N41000i2e5log(ey20(βN2x2ey10(40α+βN1)20i2N3+N4xey20(α+β)+N3)x(40αβN1xey20+i2N3+N4(20α+βy)))7N3+N4(n=1,2,)\tau_{2}(n)=\\ \frac{2000\sqrt{2}e^{5}\pi n}{7\sqrt{\sqrt{N_{3}}+N_{4}}}\\ -\frac{1000i\sqrt{2}e^{5}\log\left(\frac{e^{-\frac{y_{*}}{20}}\left(\beta N_{2}x_{*}^{2}e^{\frac{y_{*}}{10}}\left(40\alpha+\beta N_{1}\right)-20i\sqrt{2}\sqrt{\sqrt{N_{3}}+N_{4}}x_{*}e^{\frac{y_{*}}{20}}(\alpha+\beta)+\sqrt{N_{3}}\right)}{x_{*}\left(40\alpha\beta N_{1}x_{*}e^{\frac{y_{*}}{20}}+i\sqrt{2}\sqrt{\sqrt{N_{3}}+N_{4}}\left(20\alpha+\beta y_{*}\right)\right)}\right)}{7\sqrt{\sqrt{N_{3}}+N_{4}}}\\ (n=1,2,...) (28)

Notice that Equation (27) starts with n=0,1,2,n=0,1,2,... and Equation (28) starts with n=1,2,n=1,2,... for the pair of curves to have positive values of τ.\tau. If Re(dλ/dτ)\mathrm{Re}\left(d\lambda/d\tau\right) have different sign on any two consecutive critical curves, then the stability region is confined between these two curves in the (τ,α,β)(\tau,\alpha,\beta) parameter space [26].

Now we look to verify the transversality condition:

Re(dλdτ)>0\text{Re}\left(\frac{\mathrm{d}\lambda}{\mathrm{d}\tau}\right)>0 (29)

at τ=τ\tau=\tau_{*} with n=0.n=0.

Differentiating characteristic equation (16) with respect to τ\tau, we get

2λdλdτ+(A+Beλτ)dλdτ+Beλτλ(λτdλdτ)+Deλτ(λτdλdτ)=02\lambda\frac{\mathrm{d}\lambda}{\mathrm{d}\tau}+\left(A+Be^{-\lambda\tau}\right)\frac{\mathrm{d}\lambda}{\mathrm{d}\tau}+Be^{-\lambda\tau}\lambda\left(-\lambda-\tau\frac{\mathrm{d}\lambda}{\mathrm{d}\tau}\right)+De^{-\lambda\tau}\left(-\lambda-\tau\frac{\mathrm{d}\lambda}{\mathrm{d}\tau}\right)=0 (30)

Solving for [dλ/dτ]1,\left[\mathrm{d}\lambda/\mathrm{d}\tau\right]^{-1}, we get

[dλdτ]1\displaystyle\left[\frac{\mathrm{d}\lambda}{\mathrm{d}\tau}\right]^{-1} =(A+2λ)eλτλ(Bλ+D)BλτB+Dτλ(Bλ+D)\displaystyle=\frac{(A+2\lambda)e^{\lambda\tau}}{\lambda(B\lambda+D)}-\frac{B\lambda\tau-B+D\tau}{\lambda(B\lambda+D)} (31)
=ADBC+Bλ2+2Dλλ(Aλ+C+λ2)(Bλ+D)τλ\displaystyle=-\frac{AD-BC+B\lambda^{2}+2D\lambda}{\lambda\left(A\lambda+C+\lambda^{2}\right)(B\lambda+D)}-\frac{\tau}{\lambda}

On critical curves i.e with τ=τ\tau=\tau_{*} and λ=iω\lambda=i\omega, and solving for the real part, we have

Re([dλdτ]1)\displaystyle\text{Re}\left(\left[\frac{\mathrm{d}\lambda}{\mathrm{d}\tau}\right]^{-1}\right) =A22C+2ω2A2ω2+(Cω2)2B2B2ω2+D2\displaystyle=\frac{A^{2}-2C+2\omega^{2}}{A^{2}\omega^{2}+\left(C-\omega^{2}\right)^{2}}-\frac{B^{2}}{B^{2}\omega^{2}+D^{2}} (32)
=A22C+2ω2B2ω2+D2B2B2ω2+D2\displaystyle=\frac{A^{2}-2C+2\omega^{2}}{B^{2}\omega^{2}+D^{2}}-\frac{B^{2}}{B^{2}\omega^{2}+D^{2}}
=A2B22C+2ω2B2ω2+D2\displaystyle=\frac{A^{2}-B^{2}-2C+2\omega^{2}}{B^{2}\omega^{2}+D^{2}}
=C2+D2+ω4ω2(B2ω2+D2)\displaystyle=\frac{-C^{2}+D^{2}+\omega^{4}}{\omega^{2}\left(B^{2}\omega^{2}+D^{2}\right)}
=N+ω4ω2(B2ω2+D2)>0,since N>0\displaystyle=\frac{N+\omega^{4}}{\omega^{2}\left(B^{2}\omega^{2}+D^{2}\right)}>0,\quad\textrm{since }N>0

Since Re(dλ/dτ)>0\mathrm{Re}\left(d\lambda/d\tau\right)>0 for all the critical curves (27) and (28), the corresponding slopes have positive values on all the stability determining critical curves. Thus, there are no eigenvalues with negative real part across the critical curves. Further, we know that for τ=0\tau=0 the equilibrium points (x,y)(x_{*},y_{*}) are stable. Therefore, there can be only one stable region in the (τ,α)(\tau,\alpha) or (τ,β)(\tau,\beta) plane enclosed between the line τ=0\tau=0 and the curve τ1(0).\tau_{1}(0).

The critical curves for various nn as a function of α\alpha and β\beta are shown in Figures 4 and 5.

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Figure 4: Critical curves for equilibrium (x,y)(x_{*},y_{*}) with β=0.8.\beta=0.8. The solid curves represents τ1\tau_{1} for n=0,+1,+2n=0,+1,+2 and dashed curves represent τ2\tau_{2} for n=+1,+2.n=+1,+2. The region enclosed (shaded region) between the line τ=0\tau=0 and the curve τ=τ1(0)\tau=\tau_{1}(0) is the only stable region.
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Figure 5: Critical curves for equilibrium (x,y)(x_{*},y_{*}) with α=0.5.\alpha=0.5. The solid curves represents τ1\tau_{1} for n=0,+1,+2n=0,+1,+2 and dashed curves represent τ2\tau_{2} for n=+1,+2.n=+1,+2. The region enclosed (shaded region) between the line τ=0\tau=0 and the curve τ=τ1(0)\tau=\tau_{1}(0) is the only stable region.

The critical surfaces in the parameter space (α,β,τ)(\alpha,\beta,\tau) that encompass the stable region is shown in Figure 6.

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Figure 6: Critical surfaces of the two state human respiratory system.
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Figure 7: Stability chart of the two state human respiratory system.

The 3 dimensional stability chart of the two state model of a human respiratory system in the parameter space (α,β,τ)(\alpha,\beta,\tau) is shown in Figure 7.

For a more general case, the following theorem was proved in [12].

Theorem 2.2.

Let V=V(x,y),V_{*}=V(x_{*},y_{*}), Vx=Vx(x,y)V_{x*}=V_{x}(x_{*},y_{*}) and Vy=Vy(x,y).V_{y*}=V_{y}(x_{*},y_{*}).

  1. 1.

    If VxVx+yVy,V_{*}\geq x_{*}V_{x*}+y_{*}V_{y*}, then the equilibrium (x,y)(x_{*},y_{*}) is asymptotically stable for all delay τ0.\tau\geq 0.

  2. 2.

    If V<xVx+yVy,V_{*}<x_{*}V_{x*}+y_{*}V_{y*}, then there exists τ>0\tau_{*}>0 such that the equilibrium (x,y)(x_{*},y_{*}) is asymptotically stable if 0τ<τ0\leq\tau<\tau_{*} and unstable if τ>τ.\tau>\tau_{*}.

Therefore, from the above discussions, the following results can be directly deduced for our case.

Let τ\tau_{*} be defined by (25). Then,

  1. (i)

    The positive equilibrium E(x,y)E_{*}(x_{*},y_{*}) of system (5) is asymptotically stable for 0τ<τ0\leq\tau<\tau_{*}

  2. (ii)

    The positive equilibrium E(x,y)E_{*}(x_{*},y_{*}) of system (5) is unstable for τ>τ\tau>\tau_{*}

  3. (iii)

    System (5) undergoes Hopf bifurcation at the positive equilibrium E(x,y)E_{*}(x_{*},y_{*}) for τ=τ\tau=\tau_{*}

2.3 Critical Delay and Bifurcation

If we consider τ\tau as a parameter, then as τ\tau passes through its critical value τ\tau_{*}, the positive equilibrium E(x,y)E_{*}(x_{*},y_{*}) loses its stability. The maximum value of the real part of the characteristic equation is computed for several values of τ.\tau. This is shown in figure 8. For the default values of α=0.5\alpha=0.5, β=0.8\beta=0.8, the equilibrium is E(x,y)(29.1842,18.2401)E_{*}(x_{*},y_{*})\approx(29.1842,18.2401) and the critical delay is τ30.8017.\tau_{*}\approx 30.8017.

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Figure 8: The maximum value of the real part of the eigenvalue with α=0.5,β=0.8.\alpha=0.5,\;\beta=0.8.

Table 1 lists the largest real part of the characteristic root computed for several values of τ\tau near the critical delay with α=0.5\alpha=0.5 and β=0.8.\beta=0.8.

Table 1: The largest real part of the eigenvalues with α=0.5\alpha=0.5 and β=0.8\beta=0.8
τ\tau Max(Re[λ\lambda])
25 -0.00386067
26 -0.0029966
27 -0.00222993
28 -0.00154774
29 -0.000939186
30 -0.000395051
31 0.0000925033
32 0.000530187
33 0.000923769
34 0.00127823
35 0.00159789

Figure 9 shows the maximum value of the real part of the characteristic equation for varying the parameters α\alpha and β.\beta.

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(a) α=0.3\alpha=0.3
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(b) α=0.6\alpha=0.6
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(c) α=0.9\alpha=0.9
Figure 9: The maximum value of the real part of the eigenvalue with various values of α\alpha and β.\beta.

The following tables list out the largest part of the eigenvalues with various combination of α\alpha and β\beta near the critical delay.

Table 2: The largest real part of the eigenvalues with α=0.3\alpha=0.3
β\beta τ\tau Max(Re[λ\lambda]) β\beta τ\tau Max(Re[λ\lambda]) β\beta τ\tau Max(Re[λ\lambda])
0.3 20 -0.00686887 0.6 30 -0.00237351 0.9 45 -0.00076911
0.3 21 -0.00526380 0.6 31 -0.00181421 0.9 46 -0.00057352
0.3 22 -0.00387139 0.6 32 -0.00130903 0.9 47 -0.00039104
0.3 23 -0.00265816 0.6 33 -0.00085181 0.9 48 -0.00022063
0.3 24 -0.00159690 0.6 34 -0.00043725 0.9 49 -0.00006136
0.3 25 -0.00066533 0.6 35 -0.00006074 0.9 50 0.00008762
0.3 26 0.00015497 0.6 36 0.00028174 0.9 51 0.00022707
0.3 27 0.00087928 0.6 37 0.00059370 0.9 52 0.00035769
0.3 28 0.00152043 0.6 38 0.00087822 0.9 53 0.00048012
0.3 29 0.00208920 0.6 39 0.00113802 0.9 54 0.00059495
0.3 30 0.00259473 0.6 40 0.00137550 0.9 55 0.00070271
Table 3: The largest real part of the eigenvalues with α=0.6\alpha=0.6
β\beta τ\tau Max(Re[λ\lambda]) β\beta τ\tau Max(Re[λ\lambda]) β\beta τ\tau Max(Re[λ\lambda])
0.3 15 -0.01148690 0.6 20 -0.00560191 0.9 25 -0.00312474
0.3 16 -0.00853185 0.6 21 -0.00412443 0.9 26 -0.00229615
0.3 17 -0.00607124 0.6 22 -0.00284708 0.9 27 -0.00156234
0.3 18 -0.00400648 0.6 23 -0.00173803 0.9 28 -0.00091068
0.3 19 -0.00226226 0.6 24 -0.00077144 0.9 29 -0.00033055
0.3 20 -0.00078019 0.6 25 0.00007382 0.9 30 0.00018705
0.3 21 0.00048556 0.6 26 0.00081518 0.9 31 0.00064978
0.3 22 0.00157136 0.6 27 0.00146711 0.9 32 0.00106420
0.3 23 0.00250636 0.6 28 0.00204171 0.9 33 0.00143594
0.3 24 0.00331419 0.6 29 0.00254916 0.9 34 0.00176985
0.3 25 0.00401410 0.6 30 0.00299806 0.9 35 0.00207014
Table 4: The largest real part of the eigenvalues with α=0.9\alpha=0.9
β\beta τ\tau Max(Re[λ\lambda]) β\beta τ\tau Max(Re[λ\lambda]) β\beta τ\tau Max(Re[λ\lambda])
0.3 13 -0.01396730 0.6 16 -0.00957134 0.9 20 -0.00478992
0.3 14 -0.01012840 0.6 17 -0.00709898 0.9 21 -0.00339803
0.3 15 -0.00701248 0.6 18 -0.00502401 0.9 22 -0.00219773
0.3 16 -0.00445748 0.6 19 -0.00327084 0.9 23 -0.00115831
0.3 17 -0.00234397 0.6 20 -0.00178089 0.9 24 -0.00025488
0.3 18 -0.00058240 0.6 21 -0.00050815 0.9 25 0.00053292
0.3 19 0.00089540 0.6 22 0.00058388 0.9 26 0.00122183
0.3 20 0.00214212 0.6 23 0.00152449 0.9 27 0.00182576
0.3 21 0.00319896 0.6 24 0.00233739 0.9 28 0.00235633
0.3 22 0.00409852 0.6 25 0.00304190 0.9 29 0.00282329
0.3 23 0.00486685 0.6 26 0.00365396 0.9 30 0.00323487

We now list the equilibrium point (x,y)(x_{*},y_{*}) and critical delay τ\tau_{*} for these combinations of α\alpha and β.\beta.

Table 5: The equilibrium point and critical delay for various values of α\alpha and β\beta
α\alpha β\beta (x,y)(x_{*},y_{*}) τ\tau_{*}
0.3 0.3 (28.8782, 28.8782) 25.8012
0.3 0.6 (37.2949, 18.6474) 35.1706
0.3 0.9 (41.9183, 13.9728) 49.4039
0.6 0.3 (17.5118, 35.0237) 20.5978
0.6 0.6 (23.4108, 23.4108) 24.9072
0.6 0.9 (26.8631, 17.9087) 29.6255
0.9 0.3 (12.9723, 38.9169) 18.3737
0.9 0.6 (17.6832, 26.5248) 21.4466
0.9 0.9 (20.5381, 20.5381) 24.3089

In figure 10, the characteristic roots of the smallest modulus are shown for the default values of α=0.5,\alpha=0.5, and β=0.8\beta=0.8 while varying the parameter τ\tau near the critical delay.

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Figure 10: The characteristic roots of the smallest modulus with various values of α,\alpha, β,\beta, and τ\tau near the critical delay.

Figure 11 shows the characteristic roots of the smallest modulus for various parameters of α,\alpha, β\beta and τ.\tau.

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Figure 11: The characteristic roots of the smallest modulus with various values of α,\alpha, β,\beta, and τ.\tau.

Thus, we deduced that the (5) is asymptotically stable for 0τ<τ0\leq\tau<\tau_{*} and unstable for τ>τ\tau>\tau_{*}, and undergoes a Hopf bifurcation at the positive equilibrium E(x,y)E_{*}(x_{*},y_{*}) for τ=τ(n)\tau=\tau_{*}(n) for n=0,1,2,n=0,1,2,\ldots

2.4 Bifurcation Diagram

We vary the time delay τ\tau with α=0.5\alpha=0.5 and β=0.8.\beta=0.8. When τ30.8017,\tau\geq 30.8017, the fixed point loses its stability through Hopf bifurcation as discussed in the previous section. The system (5) is run for a time span of [0 20,000] and we consider only the last one-fourth part to eliminate the possible transient responses. The bifurcation diagram is shown in Figure 12.

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Figure 12: Bifurcation diagram with respect to time delay.

We also plot the bifurcation diagram of the long term values of the system with the parameters α\alpha and β\beta listed in Table 5. Since these diagrams are plotted by a different method, this provides us another opportunity to verify the values we found in that table. This is shown in Figures 13 - 15.

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Figure 13: Bifurcation diagram with α=0.3\alpha=0.3 and various β.\beta.
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Figure 14: Bifurcation diagram with α=0.6\alpha=0.6 and various β.\beta.
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Figure 15: Bifurcation diagram with α=0.9\alpha=0.9 and various β.\beta.

3 Direction and Stability of the Hopf Bifurcation

In this section, we apply the normal form theory and the center manifold theorem of Hassard et al [20] to get some properties of the Hopf bifurcation. In order to determine the direction and the stability of the Hopf bifurcation, we consider the following system whose equilibrium is shifted to the origin. Let τ=τ+μ\tau=\tau_{*}+\mu, then μ=0\mu=0 is the Hopf bifurcation value of system (5) at the positive equilibrium E(x,y)E(x_{*},y_{*}) and ±iω\pm i\omega_{*} is the corresponding purely imaginary roots of the characteristic equation.

For the convenience of discussion, let x1=xxx_{1}=x-x_{*}, x2=yyx_{2}=y-y_{*}. The system (5) can be regarded as FDE in C=C([1,0],2)C=C([-1,0],\mathbb{R}^{2}) as

x˙=Lμ(xt)+f(μ,xt)\dot{x}=L_{\mu}(x_{t})+f(\mu,x_{t}) (33)

where x(t)=(x1,x2)T2x(t)=(x_{1},x_{2})^{T}\in\mathbb{R}^{2}, and Lμ:CL_{\mu}:C\to\mathbb{R}, f:×Cf:\mathbb{R}\times C\to\mathbb{R} are given respectively by

Lμ(ϕ)=(τ+μ)(125(7)βeγ205γ7β2eγ205γ21000α150(7)βeγ205γ7β2eγ205γ(γ+20)1000α)(ϕ1(0)ϕ2(0))+(τ+μ)(150(7)αeγ205x7βeγ205γx1000150(7)βeγ205y7β2eγ205γy1000α)(ϕ1(1)ϕ2(1))\begin{split}L_{\mu}(\phi)&=(\tau+\mu)\left(\begin{array}[]{cc}\frac{1}{25}(-7)\beta e^{\frac{\gamma}{20}-5}\gamma&-\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma^{2}}{1000\alpha}\\ \frac{1}{50}(-7)\beta e^{\frac{\gamma}{20}-5}\gamma&-\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma(\gamma+20)}{1000\alpha}\\ \end{array}\right)\begin{pmatrix}\phi_{1}(0)\\ \phi_{2}(0)\\ \end{pmatrix}\\ &+(\tau+\mu)\left(\begin{array}[]{cc}\frac{1}{50}(-7)\alpha e^{\frac{\gamma}{20}-5}x_{*}&-\frac{7\beta e^{\frac{\gamma}{20}-5}\gamma x_{*}}{1000}\\ \frac{1}{50}(-7)\beta e^{\frac{\gamma}{20}-5}y_{*}&-\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma y_{*}}{1000\alpha}\\ \end{array}\right)\begin{pmatrix}\phi_{1}(-1)\\ \phi_{2}(-1)\\ \end{pmatrix}\end{split} (34)

and

f(μ,ϕ)=(τ+μ)(7α50e5ϕ12(0)7β50e5ϕ1(1)ϕ2(1))f(\mu,\phi)=(\tau+\mu)\begin{pmatrix}-\frac{7\alpha}{50e^{5}}\phi_{1}^{2}(0)\\ -\frac{7\beta}{50e^{5}}\phi_{1}(-1)\phi_{2}(-1)\\ \end{pmatrix} (35)

According to the Riesz representation theorem, there exists a matrix function η(ϑ,μ),\eta(\vartheta,\mu), ϑ[1,0]\vartheta\in[-1,0] with bounded variation components such that

Lμ(ϕ)=10𝑑η(ϑ,0)ϕ(ϑ)forϕCL_{\mu}(\phi)=\int_{-1}^{0}d\eta(\vartheta,0)\phi(\vartheta)\quad\text{for}\quad\phi\in C (36)

Actually we can take

η(ϑ,μ)=(τ+μ)(125(7)βeγ205γ7β2eγ205γ21000α150(7)βeγ205γ7β2eγ205γ(γ+20)1000α)δ(ϑ)(τ+μ)(150(7)αeγ205x7βeγ205γx1000150(7)βeγ205y7β2eγ205γy1000α)δ(ϑ+1)\begin{split}\eta(\vartheta,\mu)&=(\tau+\mu)\left(\begin{array}[]{cc}\frac{1}{25}(-7)\beta e^{\frac{\gamma}{20}-5}\gamma&-\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma^{2}}{1000\alpha}\\ \frac{1}{50}(-7)\beta e^{\frac{\gamma}{20}-5}\gamma&-\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma(\gamma+20)}{1000\alpha}\\ \end{array}\right)\delta(\vartheta)\\ &-(\tau+\mu)\left(\begin{array}[]{cc}\frac{1}{50}(-7)\alpha e^{\frac{\gamma}{20}-5}x_{*}&-\frac{7\beta e^{\frac{\gamma}{20}-5}\gamma x_{*}}{1000}\\ \frac{1}{50}(-7)\beta e^{\frac{\gamma}{20}-5}y_{*}&-\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma y_{*}}{1000\alpha}\\ \end{array}\right)\delta(\vartheta+1)\end{split} (37)

where δ\delta is the Dirac Delta function. For ϕC1([1,0],2)\phi\in C^{1}([-1,0],\mathbb{R}^{2}), define

A(μ)ϕ={dϕ(ϑ)dϑ,ϑ[1,0),10𝑑η(μ,s)ϕ(s)ϑ=0,A(\mu)\phi=\left\{\begin{array}[]{ll}\frac{d\phi(\vartheta)}{d\vartheta},&\vartheta\in[-1,0),\\ \int_{1}^{0}d\eta(\mu,s)\phi(s)&\vartheta=0,\end{array}\right. (38)

and

R(μ)ϕ={0,ϑ[1,0),f(μ,ϕ)ϑ=0,R(\mu)\phi=\left\{\begin{array}[]{ll}0,&\vartheta\in[-1,0),\\ f(\mu,\phi)&\vartheta=0,\end{array}\right. (39)

The system (33) can be represented as

x˙=Aμ(xt)+R(μ)xt\dot{x}=A_{\mu}(x_{t})+R(\mu)x_{t} (40)

where xt(ϑ)=x(t+ϑ)x_{t}(\vartheta)=x(t+\vartheta) for ϑ[1,0].\vartheta\in[-1,0].

For ψC1([0,1],(2)),\psi\in C^{1}([0,1],(\mathbb{R}^{2})^{*}), define

Aψ(s)={dψ(s)ds,s(0,1],10𝑑ηT(t,0)ψ(t)s=0,A^{*}\psi(s)=\left\{\begin{array}[]{ll}-\frac{d\psi(s)}{ds},&s\in(0,1],\\ \int_{1}^{0}d\eta^{T}(t,0)\psi(-t)&s=0,\end{array}\right. (41)

Furthermore, for ϕC1([1,0],(2)),\phi\in C^{1}([-1,0],(\mathbb{R}^{2})^{*}), and ψC1([0,1],(2)),\psi\in C^{1}([0,1],(\mathbb{R}^{2})^{*}), we give the bilinear inner product as

ψ(s),ϕ(ϑ)=ψ¯(0)ϕ(0)10ξ=0ϑψ¯(ξϑ)𝑑η(ϑ)ϕ(ξ)𝑑ξ\left<\psi(s),\phi(\vartheta)\right>=\bar{\psi}(0)\phi(0)-\int_{-1}^{0}\int_{\xi=0}^{\vartheta}\bar{\psi}(\xi-\vartheta)d\eta(\vartheta)\phi(\xi)d\xi (42)

where η(ϑ)=η(ϑ,0).\eta(\vartheta)=\eta(\vartheta,0). Then A(0)A(0) and AA^{*} are adjoint operators. From previous section, we have that ±iωτ\pm i\omega_{*}\tau_{*} are eigenvalues of A(0).A(0). It is evident that they are also the eigenvalues of the linear operator A.A^{*}. We need to compute the eigenvectors of A(0)A(0) and AA^{*} corresponding to iωτi\omega_{*}\tau_{*} and iωτ.-i\omega_{*}\tau_{*}.

Assume that

q(ϑ)=(1c)eiωτϑq(\vartheta)=\begin{pmatrix}1\\ c\\ \end{pmatrix}e^{i\omega_{*}\tau_{*}\vartheta} (43)

is the eigenvector of A(0)A(0) corresponding to iωτi\omega_{*}\tau_{*} and when ϑ=0,\vartheta=0, we have

q(0)=(1c)q(0)=\begin{pmatrix}1\\ c\\ \end{pmatrix} (44)

Then

A(0)q(ϑ)=iωτq(ϑ)A(0)q(\vartheta)=i\omega_{*}\tau_{*}q(\vartheta) (45)

From the definition of A(0)A(0) and (33), (36) and (37), we get

A(0)q(0)=(iωτiωτc)A(0)q(0)=\begin{pmatrix}i\omega_{*}\tau_{*}\\ i\omega_{*}\tau_{*}c\\ \end{pmatrix} (46)

or,

τ(725βeγ205γ+750αxeγ20iτω5+iω7β2eγ205γ21000α+7βγxeγ20iτω51000750βeγ205γ+750βyeγ20iτω57β2eγ205γ(γ+20)1000α+7β2γyeγ20iτω51000α+iω).\tau_{*}\left(\begin{array}[]{cc}\frac{7}{25}\beta e^{\frac{\gamma}{20}-5}\gamma+\frac{7}{50}\alpha xe^{\frac{\gamma}{20}-i\tau\omega-5}+i\omega&\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma^{2}}{1000\alpha}+\frac{7\beta\gamma xe^{\frac{\gamma}{20}-i\tau\omega-5}}{1000}\\ \frac{7}{50}\beta e^{\frac{\gamma}{20}-5}\gamma+\frac{7}{50}\beta ye^{\frac{\gamma}{20}-i\tau\omega-5}&\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma(\gamma+20)}{1000\alpha}+\frac{7\beta^{2}\gamma ye^{\frac{\gamma}{20}-i\tau\omega-5}}{1000\alpha}+i\omega\\ \end{array}\right). (47)
q(0)=(00)q(0)=\left(\begin{array}[]{c}0\\ 0\\ \end{array}\right)

Thus we obtain,

c=140αβeγ/20(y+γeiτω)1000iαωe5+iτω+7β2γ2eγ20+iτω+140β2γeγ20+iτω+7β2eγ/20γyc=-\frac{140\alpha\beta e^{\gamma/20}\left(y+\gamma e^{i\tau\omega}\right)}{1000i\alpha\omega e^{5+i\tau\omega}+7\beta^{2}\gamma^{2}e^{\frac{\gamma}{20}+i\tau\omega}+140\beta^{2}\gamma e^{\frac{\gamma}{20}+i\tau\omega}+7\beta^{2}e^{\gamma/20}\gamma y} (48)

Similarly, we can get the eigenvector

q(s)=D(1c)eiωτsq^{*}(s)=D\begin{pmatrix}1\\ c^{*}\\ \end{pmatrix}e^{i\omega_{*}\tau_{*}s} (49)

of AA^{*} corresponding to iωτ,-i\omega_{*}\tau_{*}, where

c=50iωeγ20+iτω+57(αx+2βγeiτω)7β(y+γeiτω)c^{*}=\frac{50i\omega e^{-\frac{\gamma}{20}+i\tau\omega+5}-7\left(\alpha x+2\beta\gamma e^{i\tau\omega}\right)}{7\beta\left(y+\gamma e^{i\tau\omega}\right)} (50)

Now we evaluate the value of DD such that q(s),q(ϑ)=1.\left<q^{*}(s),q(\vartheta)\right>=1. From the bilinear inner product of (42), it follows that

1\displaystyle 1 =q(s),q(ϑ)\displaystyle=\left<q^{*}(s),q(\vartheta)\right> (51)
=q¯(0)q(0)10ξ=0ϑq¯(ξϑ)𝑑η(ϑ)q(ξ)𝑑ξ\displaystyle=\bar{q}^{*}(0)q(0)-\int_{-1}^{0}\int_{\xi=0}^{\vartheta}\bar{q}^{*}(\xi-\vartheta)d\eta(\vartheta)q(\xi)d\xi
=D¯(1,c¯)(1,c)T10ξ=0ϑD¯(1,c¯)eiωτ(ξϑ)𝑑η(ϑ)(1,c)Teiωτξ𝑑ξ\displaystyle=\bar{D}(1,\bar{c}^{*})(1,c)^{T}-\int_{-1}^{0}\int_{\xi=0}^{\vartheta}\bar{D}(1,\bar{c}^{*})e^{-i\omega_{*}\tau_{*}(\xi-\vartheta)}d\eta(\vartheta)(1,c)^{T}e^{i\omega_{*}\tau_{*}\xi}d\xi
=D¯(1,c¯)(1,c)TD¯(1,c¯)10ξ=0ϑ𝑑η(ϑ)(1,c)Teiωτϑ𝑑ξ\displaystyle=\bar{D}(1,\bar{c}^{*})(1,c)^{T}-\bar{D}(1,\bar{c}^{*})\int_{-1}^{0}\int_{\xi=0}^{\vartheta}d\eta(\vartheta)(1,c)^{T}e^{i\omega_{*}\tau_{*}\vartheta}d\xi
=D¯(1,c¯)(1,c)TD¯(1,c¯)10ϑeiωτϑ𝑑η(ϑ)(1,c)T\displaystyle=\bar{D}(1,\bar{c}^{*})(1,c)^{T}-\bar{D}(1,\bar{c}^{*})\int_{-1}^{0}\vartheta e^{i\omega_{*}\tau_{*}\vartheta}d\eta(\vartheta)(1,c)^{T}
=D¯{1+cc¯+c¯τ(7eγ205(20α+βcγ)(βcy+αx)1000α)eiωτ}\displaystyle=\bar{D}\left\{1+c\bar{c}^{*}+\bar{c}^{*}\tau_{*}\left(-\frac{7e^{\frac{\gamma}{20}-5}(20\alpha+\beta c\gamma)\left(\beta c^{*}y_{*}+\alpha x_{*}\right)}{1000\alpha}\right)e^{-i\omega_{*}\tau_{*}}\right\}

Thus, we have

D¯=11+cc¯+c¯τ(7eγ205(20α+βcγ)(βcy+αx)1000α)eiωτ\bar{D}=\frac{1}{1+c\bar{c}^{*}+\bar{c}^{*}\tau_{*}\left(-\frac{7e^{\frac{\gamma}{20}-5}(20\alpha+\beta c\gamma)\left(\beta c^{*}y_{*}+\alpha x_{*}\right)}{1000\alpha}\right)e^{-i\omega_{*}\tau_{*}}} (52)

In addition, from ψ,Aϕ=Aψ,ϕ\left<\psi,A\phi\right>=\left<A^{*}\psi,\phi\right> and Aq¯(ϑ)=iωτq¯(ϑ),A\bar{q}(\vartheta)=-i\omega_{*}\tau_{*}\bar{q}(\vartheta), we can obtain

iωτq,q¯\displaystyle-i\omega_{*}\tau_{*}\left<q^{*},\bar{q}\right> =q,Aq¯\displaystyle=\left<q^{*},A\bar{q}\right> (53)
=Aq,q¯\displaystyle=\left<A^{*}q^{*},\bar{q}\right>
=Aq,q¯\displaystyle=\left<A^{*}q^{*},\bar{q}\right>
=iωτq,q¯\displaystyle=i\omega_{*}\tau_{*}\left<q^{*},\bar{q}\right>

Hence q(s),q¯(ϑ)=0.\left<q^{*}(s),\bar{q}(\vartheta)\right>=0.

In rest of the section, we calculate the coordinates to describe the center manifold C0C_{0} at μ=0\mu=0 by the method used in Hassard paper. Let xtx_{t} be the solution of equation (40) and define z(t)=q,xt;z(t)=\left<q^{*},x_{t}\right>; then

z˙(t)\displaystyle\dot{z}(t) =q,x˙t=q,A(0)x˙t+R(0)xt\displaystyle=\left<q^{*},\dot{x}_{t}\right>=\left<q^{*},A(0)\dot{x}_{t}+R(0)x_{t}\right> (54)
=q,A(0)x˙t+q,R(0)xt\displaystyle=\left<q^{*},A(0)\dot{x}_{t}\right>+\left<q^{*},R(0)x_{t}\right>
=A(0)q,x˙t+q¯(0)f0(z,z¯)\displaystyle=\left<A^{*}(0)q^{*},\dot{x}_{t}\right>+\bar{q}^{*}(0)f_{0}(z,\bar{z})
=iωτz+g(z,z¯)\displaystyle=i\omega_{*}\tau_{*}z+g(z,\bar{z})

where

g(z,z¯)=q¯(0)f0(z,z¯)=g20z22+g11zz¯+g02z¯22+g21z2z¯2+g(z,\bar{z})=\bar{q}^{*}(0)f_{0}(z,\bar{z})=g_{20}\frac{z^{2}}{2}+g_{11}z\bar{z}+g_{02}\frac{\bar{z}^{2}}{2}+g_{21}\frac{z^{2}\bar{z}}{2}+\ldots (55)

Let

W(t,ϑ)\displaystyle W(t,\vartheta) =xt(ϑ)z(t)q(ϑ)z¯(t)g¯(ϑ)\displaystyle=x_{t}(\vartheta)-z(t)q(\vartheta)-\bar{z}(t)\bar{g}(\vartheta) (56)
=xt(ϑ)2Re{z(t)q(ϑ)}\displaystyle=x_{t}(\vartheta)-2\text{Re}\left\{z(t)q(\vartheta)\right\}

On the center manifold C0,C_{0}, we have

W(t,ϑ)=W(z(t),z¯(t),ϑ),W(t,\vartheta)=W(z(t),\bar{z}(t),\vartheta), (57)

where

W(z,z¯,ϑ)=W20(ϑ)z22+W11(ϑ)zz¯+W02(ϑ)z¯22+W30(ϑ)z36+W(z,\bar{z},\vartheta)=W_{20}(\vartheta)\frac{z^{2}}{2}+W_{11}(\vartheta)z\bar{z}+W_{02}(\vartheta)\frac{\bar{z}^{2}}{2}+W_{30}(\vartheta)\frac{z^{3}}{6}+\ldots (58)

zz and z¯\bar{z} are local coordinates for center manifold C0C_{0} in the direction of qq^{*} and q¯.\bar{q}^{*}. Note that WW is real if xtx_{t} is real. We only consider real solutions.

It follows from (56) and (58) that

xt(ϑ)\displaystyle x_{t}(\vartheta) =(x1t(ϑ),x2t(ϑ))T\displaystyle=(x_{1t}(\vartheta),x_{2t}(\vartheta))^{T} (59)
=W(t,ϑ)+2Re{z(t)q(ϑ)}\displaystyle=W(t,\vartheta)+2\text{Re}\left\{z(t)q(\vartheta)\right\}
=W(t,ϑ)+z(t)q(ϑ)+z¯(t)q¯(ϑ)\displaystyle=W(t,\vartheta)+z(t)q(\vartheta)+\bar{z}(t)\bar{q}(\vartheta)
=W20(ϑ)z22+W11(ϑ)zz¯+W02(ϑ)z¯22\displaystyle=W_{20}(\vartheta)\frac{z^{2}}{2}+W_{11}(\vartheta)z\bar{z}+W_{02}(\vartheta)\frac{\bar{z}^{2}}{2}
+(1,c)Teiωτϑz+(1,c¯)Teiωτϑz¯+\displaystyle\quad+(1,c)^{T}e^{i\omega_{*}\tau_{*}\vartheta}z+(1,\bar{c})^{T}e^{-i\omega_{*}\tau_{*}\vartheta}\bar{z}+\ldots

From (35), it follows that

q(z,z¯)\displaystyle q(z,\bar{z}) =q¯(0)f(0,xt)\displaystyle=\bar{q}^{*}(0)f(0,x_{t}) (60)
=τD¯(1,c¯)(7α50e5x1t2(0)7β50e5x1t(1)x2t(1))\displaystyle=\tau_{*}\bar{D}(1,\bar{c}^{*})\begin{pmatrix}-\frac{7\alpha}{50e^{5}}x_{1t}^{2}(0)\\ -\frac{7\beta}{50e^{5}}x_{1t}(-1)x_{2t}(-1)\\ \end{pmatrix}

and with

x1t(0)\displaystyle x_{1t}(0) =z+z¯+W201(0)z22+W111(0)zz¯+W021(0)z¯22+\displaystyle=z+\bar{z}+W_{20}^{1}(0)\frac{z^{2}}{2}+W_{11}^{1}(0)z\bar{z}+W_{02}^{1}(0)\frac{\bar{z}^{2}}{2}+\dots (61)
x1t(1)\displaystyle x_{1t}(-1) =zeiτω+z¯eiτω+W201(0)z22+W111(0)zz¯+W021(0)z¯22+\displaystyle=ze^{-i\tau_{*}\omega_{*}}+\bar{z}e^{i\tau_{*}\omega_{*}}+W_{20}^{1}(0)\frac{z^{2}}{2}+W_{11}^{1}(0)z\bar{z}+W_{02}^{1}(0)\frac{\bar{z}^{2}}{2}+\dots
x2t(1)\displaystyle x_{2t}(-1) =zceiτω+z¯c¯eiτω+W202(0)z22+W112(0)zz¯+W022(0)z¯22+\displaystyle=zce^{-i\tau_{*}\omega_{*}}+\bar{z}\bar{c}e^{i\tau_{*}\omega_{*}}+W_{20}^{2}(0)\frac{z^{2}}{2}+W_{11}^{2}(0)z\bar{z}+W_{02}^{2}(0)\frac{\bar{z}^{2}}{2}+\dots

we get,

q(z,z¯)\displaystyle q(z,\bar{z}) =τD¯{7α50e5(z+z¯+W201(0)z22+W111(0)zz¯+W021(0)z¯22+)2\displaystyle=\tau_{*}\bar{D}\left\{-\frac{7\alpha}{50e^{5}}\left(z+\bar{z}+W_{20}^{1}(0)\frac{z^{2}}{2}+W_{11}^{1}(0)z\bar{z}+W_{02}^{1}(0)\frac{\bar{z}^{2}}{2}+\dots\right)^{2}\right. (62)
7βc¯50e5(zeiτω+z¯eiτω+W201(0)z22+W111(0)zz¯+W021(0)z¯22+)\displaystyle\quad-\frac{7\beta\bar{c}^{*}}{50e^{5}}\left(ze^{-i\tau_{*}\omega_{*}}+\bar{z}e^{i\tau_{*}\omega_{*}}+W_{20}^{1}(0)\frac{z^{2}}{2}+W_{11}^{1}(0)z\bar{z}+W_{02}^{1}(0)\frac{\bar{z}^{2}}{2}+\dots\right)
×(zceiτω+z¯c¯eiτω+W202(0)z22+W112(0)zz¯+W022(0)z¯22+)}\displaystyle\quad\times\left.\left(zce^{-i\tau_{*}\omega_{*}}+\bar{z}\bar{c}e^{i\tau_{*}\omega_{*}}+W_{20}^{2}(0)\frac{z^{2}}{2}+W_{11}^{2}(0)z\bar{z}+W_{02}^{2}(0)\frac{\bar{z}^{2}}{2}+\dots\right)\right\}

Comparing the coefficients with (55), we have

g20\displaystyle g_{20} =2τD¯{7α50e5750βcc¯e52iτω}\displaystyle=2\tau_{*}\bar{D}\left\{-\frac{7\alpha}{50e^{5}}-\frac{7}{50}\beta c\bar{c}^{*}e^{-5-2i\tau_{*}\omega_{*}}\right\} (63)
g11\displaystyle g_{11} =2τD¯{7α25e57βc¯Re{c}50e5}\displaystyle=2\tau_{*}\bar{D}\left\{-\frac{7\alpha}{25e^{5}}-\frac{7\beta\bar{c}^{*}\text{Re}\{c\}}{50e^{5}}\right\}
g02\displaystyle g_{02} =2τD¯{7α50e5750βc¯c¯e5+2iτω}\displaystyle=2\tau_{*}\bar{D}\left\{-\frac{7\alpha}{50e^{5}}-\frac{7}{50}\beta\bar{c}\bar{c}^{*}e^{-5+2i\tau_{*}\omega_{*}}\right\}
g21\displaystyle g_{21} =τD¯{7α(4W111(0)+2W201(0))50e5750βc¯e5iτω×\displaystyle=\tau_{*}\bar{D}\left\{-\frac{7\alpha\left(4W_{11}^{1}(0)+2W_{20}^{1}(0)\right)}{50e^{5}}-\frac{7}{50}\beta\bar{c}^{*}e^{-5-i\tau_{*}\omega_{*}}\times\right.
(e2iτω(W201(1)c¯+W202(1))+2cW111(1)+2W112(1))}\displaystyle\quad\left(e^{2i\tau_{*}\omega_{*}}\left(W_{20}^{1}(-1)\bar{c}+W_{20}^{2}(-1)\right)+2cW_{11}^{1}(-1)+2W_{11}^{2}(-1)\right)\bigg{\}}

Since we have W20(ϑ)W_{20}(\vartheta) and W11(ϑ)W_{11}(\vartheta) in g21,g_{21}, we still need to calculate these terms. From (40) and (56), we get

W˙=xt˙z˙z¯˙q¯\displaystyle\dot{W}=\dot{x_{t}}-\dot{z}-\dot{\bar{z}}\bar{q} ={AW2Re{q¯(0)f0q(ϑ)},ϑ[1,0),AW2Re{q¯(0)f0q(ϑ)}+f0,ϑ=0,\displaystyle=\left\{\begin{array}[]{ll}AW-2\text{Re}\left\{\bar{q}^{*}(0)f_{0q}(\vartheta)\right\},&\vartheta\in[-1,0),\\ AW-2\text{Re}\left\{\bar{q}^{*}(0)f_{0q}(\vartheta)\right\}+f_{0},&\vartheta=0,\end{array}\right. (64)
=defAW+H(z,z¯,ϑ),\displaystyle\stackrel{{\scriptstyle\text{def}}}{{=}}AW+H(z,\bar{z},\vartheta),

where

H(z,z¯,ϑ)=H20(ϑ)z22+H11(ϑ)zz¯+H02(ϑ)z¯22+H(z,\bar{z},\vartheta)=H_{20}(\vartheta)\frac{z^{2}}{2}+H_{11}(\vartheta)z\bar{z}+H_{02}(\vartheta)\frac{\bar{z}^{2}}{2}+\ldots (65)

Thus, we have

AW(t,ϑ)W˙=H(z,z¯,ϑ)=H20(ϑ)z22H11(ϑ)zz¯H02(ϑ)z¯22+AW(t,\vartheta)-\dot{W}=-H(z,\bar{z},\vartheta)=-H_{20}(\vartheta)\frac{z^{2}}{2}-H_{11}(\vartheta)z\bar{z}-H_{02}(\vartheta)\frac{\bar{z}^{2}}{2}+\ldots (66)

From (58), we obtain

AW(t,ϑ)\displaystyle AW(t,\vartheta) =AW20(ϑ)z22+AW11(ϑ)zz¯+AW02(ϑ)z¯22+AW30(ϑ)z36+\displaystyle=AW_{20}(\vartheta)\frac{z^{2}}{2}+AW_{11}(\vartheta)z\bar{z}+AW_{02}(\vartheta)\frac{\bar{z}^{2}}{2}+AW_{30}(\vartheta)\frac{z^{3}}{6}+\ldots (67)
W˙\displaystyle\dot{W} =Wzz˙+Wz¯z¯˙=W20(ϑ)zz˙+W11(ϑ)(z˙z¯+zz¯˙)+\displaystyle=W_{z}\dot{z}+W_{\bar{z}}\dot{\bar{z}}=W_{20}(\vartheta)z\dot{z}+W_{11}(\vartheta)(\dot{z}\bar{z}+z\dot{\bar{z}})+\ldots
=2iωτW20(ϑ)z22+\displaystyle=2i\omega_{*}\tau_{*}W_{20}(\vartheta)\frac{z^{2}}{2}+\ldots

Thus we have,

(A2iωτ)W20(ϑ)\displaystyle(A-2i\omega_{*}\tau_{*})W_{20}(\vartheta) =H20(ϑ),\displaystyle=-H_{20}(\vartheta), (68)
AW11(ϑ)\displaystyle AW_{11}(\vartheta) =H11(ϑ)\displaystyle=-H_{11}(\vartheta)

For ϑ[1,0),\vartheta\in[-1,0),

H(z,z¯,ϑ)=q¯(0)f0q(ϑ)q¯(0)f0(ϑ)=g(z,z¯)q(ϑ)g¯(z,z¯)q¯(ϑ)H(z,\bar{z},\vartheta)=-\bar{q}^{*}(0)f_{0q}(\vartheta)-\bar{q}^{*}(0)f_{0}(\vartheta)=-g(z,\bar{z})q(\vartheta)-\bar{g}(z,\bar{z})\bar{q}(\vartheta) (69)

Comparing the coefficients with (65), we get

H20(ϑ)\displaystyle H_{20}(\vartheta) =g20q(ϑ)g¯02q¯(ϑ)\displaystyle=-g_{20}q(\vartheta)-\bar{g}_{02}\bar{q}(\vartheta) (70)
H11(ϑ)\displaystyle H_{11}(\vartheta) =g11q(ϑ)g¯11q¯(ϑ)\displaystyle=-g_{11}q(\vartheta)-\bar{g}_{11}\bar{q}(\vartheta)

From (68) and (70) and the definition of A,A, it follows that

W˙20(ϑ)=2iωτW20(ϑ)+g20q(ϑ)+g¯02q¯(ϑ)\dot{W}_{20}(\vartheta)=2i\omega_{*}\tau_{*}W_{20}(\vartheta)+g_{20}q(\vartheta)+\bar{g}_{02}\bar{q}(\vartheta) (71)

Notice that

q(ϑ)=(1c)eiωτϑ,q(\vartheta)=\begin{pmatrix}1\\ c\\ \end{pmatrix}e^{i\omega_{*}\tau_{*}\vartheta}, (72)

so

W20(ϑ)=ig20ωτq(0)eiωτϑ+ig¯023ωτq¯(0)eiωτϑ+E1e2iωτϑW_{20}(\vartheta)=\frac{ig_{20}}{\omega_{*}\tau_{*}}q(0)e^{i\omega_{*}\tau_{*}\vartheta}+\frac{i\bar{g}_{02}}{3\omega_{*}\tau_{*}}\bar{q}(0)e^{-i\omega_{*}\tau_{*}\vartheta}+E_{1}e^{2i\omega_{*}\tau_{*}\vartheta} (73)

where E1=(E1(1),E1(2))2E_{1}=\left(E_{1}^{(1)},E_{1}^{(2)}\right)\in\mathbb{R}^{2} is a two-dimensional constant vector.

Similarly from (68) and (70), we obtain

W11(ϑ)=ig11ωτq(0)eiωτϑ+ig¯11ωτq¯(0)eiωτϑ+E2W_{11}(\vartheta)=-\frac{ig_{11}}{\omega_{*}\tau_{*}}q(0)e^{i\omega_{*}\tau_{*}\vartheta}+\frac{i\bar{g}_{11}}{\omega_{*}\tau_{*}}\bar{q}(0)e^{-i\omega_{*}\tau_{*}\vartheta}+E_{2} (74)

where E2=(E2(1),E2(2))2E_{2}=\left(E_{2}^{(1)},E_{2}^{(2)}\right)\in\mathbb{R}^{2} is a two-dimensional constant vector.

Next, we need to compute E1E_{1} and E2.E_{2}. From the definition of AA and (68), we obtain

10𝑑η(ϑ)W20(ϑ)=2iωτW20(0)H20(0)\int_{-1}^{0}d\eta(\vartheta)W_{20}(\vartheta)=2i\omega_{*}\tau_{*}W_{20}(0)-H_{20}(0)

and

10𝑑η(ϑ)W11(ϑ)=H11(0)\int_{-1}^{0}d\eta(\vartheta)W_{11}(\vartheta)=-H_{11}(0) (75)

where η(ϑ)=η(0,ϑ).\eta(\vartheta)=\eta(0,\vartheta).

By (64), we have

H20(0)=g20q(0)g¯02q¯(0)+2τ(7α/(50e5)750e5βce2iτω)H_{20}(0)=-g_{20}q(0)-\bar{g}_{02}\bar{q}(0)+2\tau_{*}\begin{pmatrix}-7\alpha/\left(50e^{5}\right)\\ \frac{-7}{50e^{5}}\beta ce^{-2i\tau_{*}\omega_{*}}\\ \end{pmatrix} (76)

and

H11(0)=g11q(0)g¯11q¯(0)+2τ(7α/(25e5)7βRe{c}/(50e5))H_{11}(0)=-g_{11}q(0)-\bar{g}_{11}\bar{q}(0)+2\tau_{*}\begin{pmatrix}-7\alpha/\left(25e^{5}\right)\\ -7\beta\text{Re}\{c\}/\left(50e^{5}\right)\\ \end{pmatrix} (77)

Substituting (73) and (76) into (75), and noticing that

(iωτI10eiωτϑ𝑑η(ϑ))q(0)=0\left(i\omega_{*}\tau_{*}I-\int_{-1}^{0}e^{i\omega_{*}\tau_{*}\vartheta}d\eta(\vartheta)\right)q(0)=0 (78)

and

(iωτI10eiωτϑ𝑑η(ϑ))q¯(0)=0\left(-i\omega_{*}\tau_{*}I-\int_{-1}^{0}e^{-i\omega_{*}\tau_{*}\vartheta}d\eta(\vartheta)\right)\bar{q}(0)=0 (79)

we obtain,

(2iωτI10e2iωτϑ𝑑η(ϑ))E1=2τ(7α/(50e5)750e5βce2iτω)\left(2i\omega_{*}\tau_{*}I-\int_{-1}^{0}e^{2i\omega_{*}\tau_{*}\vartheta}d\eta(\vartheta)\right)E_{1}=2\tau_{*}\begin{pmatrix}-7\alpha/\left(50e^{5}\right)\\ \frac{-7}{50e^{5}}\beta ce^{-2i\tau_{*}\omega_{*}}\\ \end{pmatrix} (80)

This leads to

(725βeγ205γ+750αxeγ202iτω5+2iω7β2eγ205γ21000α+7βγxeγ202iτω51000750βeγ205γ+750βyeγ202iτω57β2eγ205γ(γ+20)1000α+7β2γyeγ202iτω51000α+2iω)\begin{pmatrix}\frac{7}{25}\beta e^{\frac{\gamma}{20}-5}\gamma+\frac{7}{50}\alpha x_{*}e^{\frac{\gamma}{20}-2i\tau_{*}\omega_{*}-5}+2i\omega_{*}&\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma^{2}}{1000\alpha}+\frac{7\beta\gamma x_{*}e^{\frac{\gamma}{20}-2i\tau_{*}\omega_{*}-5}}{1000}\\ \frac{7}{50}\beta e^{\frac{\gamma}{20}-5}\gamma+\frac{7}{50}\beta y_{*}e^{\frac{\gamma}{20}-2i\tau_{*}\omega_{*}-5}&\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma(\gamma+20)}{1000\alpha}+\frac{7\beta^{2}\gamma y_{*}e^{\frac{\gamma}{20}-2i\tau_{*}\omega_{*}-5}}{1000\alpha}+2i\omega_{*}\\ \end{pmatrix}
×E1=2(7α/(50e5)750e5βce2iτω)\times E_{1}=2\begin{pmatrix}-7\alpha/\left(50e^{5}\right)\\ \frac{-7}{50e^{5}}\beta ce^{-2i\tau_{*}\omega_{*}}\\ \end{pmatrix} (81)

It follows that

E1(1)=2A|7α/(50e5)7β2eγ205γ21000α+7βγxeγ202iτω51000750e5βce2iτω7β2eγ205γ(γ+20)1000α+7β2γyeγ202iτω51000α+2iω|E_{1}^{(1)}=\frac{2}{A}\left|\begin{array}[]{cc}-7\alpha/\left(50e^{5}\right)&\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma^{2}}{1000\alpha}+\frac{7\beta\gamma x_{*}e^{\frac{\gamma}{20}-2i\tau_{*}\omega_{*}-5}}{1000}\\ \frac{-7}{50e^{5}}\beta ce^{-2i\tau_{*}\omega_{*}}&\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma(\gamma+20)}{1000\alpha}+\frac{7\beta^{2}\gamma y_{*}e^{\frac{\gamma}{20}-2i\tau_{*}\omega_{*}-5}}{1000\alpha}+2i\omega_{*}\\ \end{array}\right| (82)

and

E1(2)=2A|725βeγ205γ+750αxeγ202iτω5+2iω7α/(50e5)750βeγ205γ+750βyeγ202iτω5750e5βce2iτω|E_{1}^{(2)}=\frac{2}{A}\left|\begin{array}[]{cc}\frac{7}{25}\beta e^{\frac{\gamma}{20}-5}\gamma+\frac{7}{50}\alpha x_{*}e^{\frac{\gamma}{20}-2i\tau_{*}\omega_{*}-5}+2i\omega_{*}&-7\alpha/\left(50e^{5}\right)\\ \frac{7}{50}\beta e^{\frac{\gamma}{20}-5}\gamma+\frac{7}{50}\beta y_{*}e^{\frac{\gamma}{20}-2i\tau_{*}\omega_{*}-5}&\frac{-7}{50e^{5}}\beta ce^{-2i\tau_{*}\omega_{*}}\\ \end{array}\right| (83)

where A=A=

|725βeγ205γ+750αxeγ202iτω5+2iω7β2eγ205γ21000α+7βγxeγ202iτω51000750βeγ205γ+750βyeγ202iτω57β2eγ205γ(γ+20)1000α+7β2γyeγ202iτω51000α+2iω|\left|\begin{array}[]{cc}\frac{7}{25}\beta e^{\frac{\gamma}{20}-5}\gamma+\frac{7}{50}\alpha x_{*}e^{\frac{\gamma}{20}-2i\tau_{*}\omega_{*}-5}+2i\omega_{*}&\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma^{2}}{1000\alpha}+\frac{7\beta\gamma x_{*}e^{\frac{\gamma}{20}-2i\tau_{*}\omega_{*}-5}}{1000}\\ \frac{7}{50}\beta e^{\frac{\gamma}{20}-5}\gamma+\frac{7}{50}\beta y_{*}e^{\frac{\gamma}{20}-2i\tau_{*}\omega_{*}-5}&\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma(\gamma+20)}{1000\alpha}+\frac{7\beta^{2}\gamma y_{*}e^{\frac{\gamma}{20}-2i\tau_{*}\omega_{*}-5}}{1000\alpha}+2i\omega_{*}\\ \end{array}\right|

Similarly, substituting (74) and (77) into (75), we get

(750αeγ205x725βeγ205γ7βeγ205γx10007β2eγ205γ21000α750βeγ205y750βeγ205γ7β2eγ205γy1000α7β2eγ205γ(γ+20)1000α)\left(\begin{array}[]{cc}\frac{7}{50}\alpha e^{\frac{\gamma}{20}-5}x_{*}-\frac{7}{25}\beta e^{\frac{\gamma}{20}-5}\gamma&\frac{7\beta e^{\frac{\gamma}{20}-5}\gamma x_{*}}{1000}-\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma^{2}}{1000\alpha}\\ \frac{7}{50}\beta e^{\frac{\gamma}{20}-5}y_{*}-\frac{7}{50}\beta e^{\frac{\gamma}{20}-5}\gamma&\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma y_{*}}{1000\alpha}-\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma(\gamma+20)}{1000\alpha}\\ \end{array}\right)
×E2=2(7α/(25e5)7βRe{c}/(50e5))\times E_{2}=2\begin{pmatrix}-7\alpha/\left(25e^{5}\right)\\ -7\beta\text{Re}\{c\}/\left(50e^{5}\right)\\ \end{pmatrix} (84)

It follows that

E2(1)=2B|7α/(25e5)7βeγ205γx10007β2eγ205γ21000α7βRe{c}/(50e5)7β2eγ205γy1000α7β2eγ205γ(γ+20)1000α|E_{2}^{(1)}=\frac{2}{B}\left|\begin{array}[]{cc}-7\alpha/\left(25e^{5}\right)&\frac{7\beta e^{\frac{\gamma}{20}-5}\gamma x_{*}}{1000}-\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma^{2}}{1000\alpha}\\ -7\beta\text{Re}\{c\}/\left(50e^{5}\right)&\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma y_{*}}{1000\alpha}-\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma(\gamma+20)}{1000\alpha}\\ \end{array}\right| (85)

and

E2(2)=2B|750αeγ205x725βeγ205γ7α/(25e5)750βeγ205y750βeγ205γ7βRe{c}/(50e5)|E_{2}^{(2)}=\frac{2}{B}\left|\begin{array}[]{cc}\frac{7}{50}\alpha e^{\frac{\gamma}{20}-5}x_{*}-\frac{7}{25}\beta e^{\frac{\gamma}{20}-5}\gamma&-7\alpha/\left(25e^{5}\right)\\ \frac{7}{50}\beta e^{\frac{\gamma}{20}-5}y_{*}-\frac{7}{50}\beta e^{\frac{\gamma}{20}-5}\gamma&-7\beta\text{Re}\{c\}/\left(50e^{5}\right)\\ \end{array}\right| (86)

where

B=|750αeγ205x725βeγ205γ7βeγ205γx10007β2eγ205γ21000α750βeγ205y750βeγ205γ7β2eγ205γy1000α7β2eγ205γ(γ+20)1000α|B=\left|\begin{array}[]{cc}\frac{7}{50}\alpha e^{\frac{\gamma}{20}-5}x_{*}-\frac{7}{25}\beta e^{\frac{\gamma}{20}-5}\gamma&\frac{7\beta e^{\frac{\gamma}{20}-5}\gamma x_{*}}{1000}-\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma^{2}}{1000\alpha}\\ \frac{7}{50}\beta e^{\frac{\gamma}{20}-5}y_{*}-\frac{7}{50}\beta e^{\frac{\gamma}{20}-5}\gamma&\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma y_{*}}{1000\alpha}-\frac{7\beta^{2}e^{\frac{\gamma}{20}-5}\gamma(\gamma+20)}{1000\alpha}\\ \end{array}\right|

Thus, we can determine W20(ϑ)W_{20}(\vartheta) and W11(ϑ)W_{11}(\vartheta) from (73) and (74). Furthermore, g21g_{21} in (63) can be expressed by the parameters and delay. Thus, we can compute the following values:

c1(0)\displaystyle c_{1}(0) =i2ωτ(g20g112|g11|2|g02|23)+g212,\displaystyle=\frac{i}{2\omega_{*}\tau_{*}}\left(g_{20}g_{11}-2\left|g_{11}\right|^{2}-\frac{\left|g_{02}\right|^{2}}{3}\right)+\frac{g_{21}}{2}, (87)
μ2\displaystyle\mu_{2} =Re{c1(0)}Re{λ(τ)},\displaystyle=-\frac{\text{Re}\left\{c_{1}(0)\right\}}{\text{Re}\left\{\lambda^{{}^{\prime}}(\tau_{*})\right\}},
β2\displaystyle\beta_{2} =2Re{c1(0)},\displaystyle=2\text{Re}\left\{c_{1}(0)\right\},
T2\displaystyle T_{2} =Im{c1(0)}+μ2Im{λ(τ)}ωτ\displaystyle=-\frac{\text{Im}\left\{c_{1}(0)\right\}+\mu_{2}\text{Im}\left\{\lambda^{{}^{\prime}}(\tau_{*})\right\}}{\omega_{*}\tau_{*}}

which determines the qualities of bifurcation periodic solution in the center manifold at the critical value τ.\tau_{*}.

Here μ2\mu_{2} determines the direction of the Hopf bifurcation. If μ2>0\mu_{2}>0, then the bifurcation is supercritical and the bifurcation periodic solutions exist for τ>τ.\tau>\tau_{*}. β2\beta_{2} determines the stability of the bifurcation periodic solutions: it is asymptotically stable if β2<0.\beta_{2}<0. T2T_{2} determines the period of the bifurcation periodic solutions; the period increases if T2>0.T_{2}>0.

4 Numerical Simulations

In section 2, we derived that the positive equilibrium E(x,y)E_{*}(x_{*},y_{*}) is asymptotically stable for 0τ<τ0\leq\tau<\tau_{*} and unstable for τ>τ\tau>\tau_{*} and the system (5) undergoes a Hopf bifurcation when τ=τ.\tau=\tau_{*}. Here we will give the dynamic behaviors of the system with different values of the parameters α\alpha and β\beta with different time delay τ.\tau. The simulation results of system (5) are plotted using the software Mathematica Version 12.1 [49].

4.1 The dynamic behavior with α=0.5 and β=0.8\alpha=0.5\textrm{ and }\beta=0.8

Here we study the dynamic behavior of system (5) by changing the time delay τ\tau with α=0.5\alpha=0.5 and β=0.8.\beta=0.8. All the simulations have initial conditions of x(t)=35.5x(t)=35.5 and y(t)=26.5.y(t)=26.5. This has a unique positive equilibrium at (x,y)=(29.1842,18.2401).(x_{*},y_{*})=(29.1842,18.2401). We observe that the equilibrium is stable for τ<30.8017\tau<30.8017 and unstable for τ>30.8017.\tau>30.8017. At a Hopf bifurcation, no new equilibrium arise. A periodic solution emerges at the equilibrium point as τ\tau passes through the bifurcation value.

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Figure 16: The time series plots, phase plots and the ventilation plot with α=0.5,β=0.8\alpha=0.5,\;\beta=0.8 and τ=15.\tau=15.
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Figure 17: The time series plots, phase plots and the ventilation plot with α=0.5,β=0.8\alpha=0.5,\;\beta=0.8 and τ=25.\tau=25.
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Figure 18: The time series plots, phase plots and the ventilation plot with α=0.5,β=0.8\alpha=0.5,\;\beta=0.8 and τ=30.81.\tau=30.81.
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Figure 19: The time series plots, phase plots and the ventilation plot with α=0.5,β=0.8\alpha=0.5,\;\beta=0.8 and τ=35.\tau=35.
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Figure 20: The time series plots, phase plots and the ventilation plot with α=0.5,β=0.8\alpha=0.5,\;\beta=0.8 and τ=55.\tau=55.

4.2 The dynamic behavior with α=0.6 and β=0.6\alpha=0.6\textrm{ and }\beta=0.6

Here we study the dynamic behavior of system (5) by changing the time delay τ\tau with α=0.6\alpha=0.6 and β=0.6.\beta=0.6. Again the simulations have initial conditions of x(t)=35.5x(t)=35.5 and y(t)=26.5.y(t)=26.5. This has a unique positive equilibrium at (x,y)=(23.4108,23.4108)(x_{*},y_{*})=(23.4108,23.4108) as listed in 5. We observe that the equilibrium is stable for τ<24.9072\tau<24.9072 and unstable for τ>24.9072.\tau>24.9072. At a Hopf bifurcation, no new equilibrium arise. A periodic solution emerges at the equilibrium point as τ\tau passes through the bifurcation value.

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Figure 21: The time series plots, phase plots and the ventilation plot with α=0.6,β=0.6\alpha=0.6,\;\beta=0.6 and τ=15.\tau=15.
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Figure 22: The time series plots, phase plots and the ventilation plot with α=0.6,β=0.6\alpha=0.6,\;\beta=0.6 and τ=24.9072.\tau=24.9072.
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Figure 23: The time series plots, phase plots and the ventilation plot with α=0.6,β=0.6\alpha=0.6,\;\beta=0.6 and τ=35.\tau=35.

5 Conclusion

We applied nonlinear delay differential equation in modeling the human respiratory system. The two state model which describes the balance equation for carbon dioxide and oxygen was studied. This model has three parameters α,\alpha, β\beta and τ.\tau. The parameters α\alpha and β\beta affect the unique positive equilibrium (x,y)(x_{*},y_{*}) of the model (see Figures 2 and 3) and the time delay τ\tau affects the stability of the system (see Figures 4, 5, 6 and 8.) The critical curves (Equation 25) were used in studying the stability of our model. The three dimensional stability chart is constructed as shown in Figure 7. There is a region enclosed by τ=0\tau=0 and the curve τ=τ1(0)\tau=\tau_{1}(0) in the (τ,α)(\tau,\alpha) and (τ,β)(\tau,\beta) plane where the equilibrium (x,y)(x_{*},y_{*}) is stable. We have derived analytical expression for equilibrium point and critical delay as a function of α\alpha and β\beta and we list some of these numerical values in Table 5. These values are also verified by plotting bifurcation diagrams. By picking the delay τ\tau as the bifurcation parameter, the stability of the positive equilibrium E(x,y)E_{*}(x_{*},y_{*}) and the existence of Hopf bifurcation are derived. The equilibrium is asymptotically stable for 0ττ0\leq\tau\leq\tau_{*}, unstable for τ>τ.\tau>\tau_{*}. The system shows a supercritical Hopf bifurcation giving rise to stable periodic oscillations. These periodic oscillations may be related to the medical condition we refer as periodic breathing. It is to be noted that the delay parameter has effect on the stability but not on the equilibrium state. Additionally, the explicit derivation of the direction of Hopf bifurcation and the stability of the bifurcation periodic solutions are determined with the help of normal form theory and center manifold theorem to delay differential equations.

Finally, some numerical example and simulations are carried out to confirm the analytical findings. The numerical simulations verify the theoretical results.

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