Mathematics 3F03 Advanced Differential Equations

SOLUTIONS TO ASSIGNMENT 5
December 5, 2012 @ 13:08

This assignment is due Thursday 29 November 2012, in the appropriately labelled locker
on the bottom floor of Hamilton Hall next to HH-105, before 12:30pm.
You must show your work and justify all your assertions carefully in order to
obtain credit for your work.

1 Existence and Uniqueness

For a certain autonomous differential equation, X 0 = F (X), X Rn , it is known that
there is a unique solution through each point X0 Rn . Based on this fact and the Exis-
tence/Uniqueness theorems we have discussed in class, can you conclude anything about the
function F ? If so, what? If not, why not?

Solution: There is nothing we can conclude from any of the existence/uniqueness theo-
rems that we have discussed. Each theorem has the form A = B where A is the set of
hypotheses (e.g., the vector field is C 1 ) and B is the conclusion (there exists a solution. . .
or there exists a unique solution. . . ). Above we are told that B is true and essentially
asked if we can conclude A. The answer is definitely not. Given a theorem that A = B
we can never infer that B = A. Of course, sometimes it is also true that B = A, i.e.,
A B, but that requires proof and is not true in the present context.

2 Stability
Consider the one-dimensional autonomous differential equation x0 = f (x), where
(
x sin x1 , x 6= 0,
f (x) =
0, x = 0.

Find all equilibria and determine their stability. In particular, prove that the equilibrium at
the origin is stable but not asymptotically stable.

Solution: First note that from analysis similar to that conducted for the first question of
Assignment 4, we can establish that f (x) is C for all x 6= 0 but is only C 0 , i.e., continuous
but not differentiable, at x = 0. Now, since f (0) = 0, the origin is an equilibrium point.
Other equilibria are points where sin (1/x) = 0. For later reference, it is also useful to note
the points where f (x) has local maxima and minima, i.e., points where sin (1/x) = 1 or 1,

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respectively. Also, note that f (x) is the product of two odd functions (x and sin (1/x)) and
hence is even. Therefore, it is sufficient to consider x > 0. For any k N, we have

1
if x = 2/[(4k + 1)],
f (x) = 0 if x = 1/(k),

1 if x = 2/[(4k + 3)].

Thus, there are infinitely many equilibrium points as x 0+ , namely at

1
xk = , k = 1, 2, 3, . . .
k
We can determine whether f (x) is decreasing or increasing at each of these points (and
hence whether each xk is a stable or unstable equilibrium) by considering whether the local
optimum to the right of xk is a local minimum or maximum, respectively. Alternatively,
since f (x) is differentiable for all x > 0, we can attempt to use the derivative test. For any
x 6= 0, we have
1 cos x1
f 0 (x) = sin .
x x
Therefore,

f 0 (xk ) = sin(k) k cos(k)

= 0 k(1)k
= k(1)k+1
(
k for k odd,
= .
k for k even.

Thus, f 0 (xk ) 6= 0 for all k N and f 0 (xk ) > 0 if k is odd and f 0 (xk ) < 0 if k is even, i.e., xk
is unstable if k is odd and (locally asymptotically) stable if k is even. Also note that since
cos is an even function, the same conclusion is valid if k is a negative integer.
Now we get to the tricky part, namely establishing the stability of the equilibrium at
x = 0. Since f (x) is not differentiable at x = 0 we certainly cannot use the derivative test.
We will need to use the definition of stability. First lets prove that x = 0 is stable, i.e., that
given any open ball B continaing 0 (i.e., an open interval containing 0, since we are in R)
another open ball B1 such that 0 B1 B and if x0 B1 then t (x0 ) B for all times
t > 0. This is easy: define B to be a ball of radius 1/k for any k N and let B1 = B. No
point inside B can escape because the two points on the boundary of B (namely x = 1/k)
are fixed points, so no solution can cross them. So x = 0 is stable. Now we need to prove
that x = 0 is not asymptotically stable. To do so, we use the fact that there is an infinite
sequence of equilibria as we approach x = 0 and (again) no solution can cross an equilibrium
point. Thus, consider a ball Bh of radius h (h > 0) about x = 0, i.e., Bh is the open interval
(h, h). No matter how small h is, we can always find an integer k such that xk = 1/k < h
and hence there are points in Bh that never get closer than a distance 1/k from x = 0.
Therefore, x = 0 is not asymptotically stable.

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3 Analysis of an epidemic model
The transmission of an infectious disease in a population is described by the following system
of differential equations:
dS
= SI + (1 S I)
dt
dI
= SI I
dt
The state variables S and I are the proportions of the population that are susceptible and
infectious, respectively. The parameters and are positive real numbers. is the
rate of transmission and is the rate of decay of immunity. (The recovery rate is 1 in this
example so does not appear explicitly in the equations). The biologically meaningful region
of the phase plane is the triangular region
= {(S, I) : S 0, I 0, S + I 1},
i.e., the set in which the proportions S and I are both non-negative and their sum is no
larger than 1.

(a) Show that this system has exactly two equilibria, namely
(S, I) = (1, 0) and (S, I) = (S , I ) ,
where
1
1 1
S = and I = 1 .
1+

Solution:
dI
= 0 = (S 1)I = 0
dt
1
= S = or I = 0 ()

dS
= 0 = SI = (1 S I)
dt
= SI + I = (1 S)
= I(S + ) = (1 S)
(1 S)
= I = ()
S +
In the last line above note that the denominator is always positive since S 0. Since
we will need them below, note that the equations for the I nullclines are given by (*)
and the S nullcline is given by (**). The equilibria occur where an I nullcline intersects
an S nullcline. If I = 0 then (**) implies S = 1, so (S, I) = (1, 0) is one equilibrium. If
S = 1/(= S ) then (**) implies I = I , as required. Thus, (S, I) = (S , I ) is the only
other equilibrium point.

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(b) What is the biological meaning of the equilibrium at (1, 0)?
Solution: This is the disease free equilibrium (DFE). Everyone is susceptible; no one
is infected.
(c) Show that the model is biologically well-defined, i.e., if a solution of the system starts in
the set at time t = 0 then it stays in for all times t > 0. Hint: Assume (S, I)
and show (i) if S = 0 and I < 1 then S is increasing, (ii) if I = 0 then I is not changing,
(iii) if S + I = 1 then S + I is not increasing. Make sure to consider all points in the set
, including the corners.
Solution: We must show that the vector field does not point out of anywhere. At
the DFE, the vector field vanishes. On the boundary of where I = 0 (away from
the DFE), dI/dt = 0 and dS/dt = (1 S) > 0, so motion is along I = 0 towards the
DFE where it stops; this includes the corner at (S, I) = (0, 0). On the boundary of
where S = 0 and I > 0, dI/dt = I < 0 and dS/dt = (1 I) > 0. At the corner
(S, I) = (0, 1), the vector field points along the boundary towards (0, 0). Away from the
corners on this boundary segment, i.e., where 0 < I < 1, the vector field points interior
to . Finally, on the boundary where S + I = 1, d(S + I)/dt = I < 0 so the vector
field again points inside .
(d) For what parameter ranges is the equilibrium at (S , I ) biologically meaningful? What
is the biological meaning of this equilibrium?
Solution: We need (S , I ) . First, S (0, 1] 1 and I [0, 1]
1, so we must have 1. We also need S + I 1, but 1 is also sufficient for this:
For any 1, 1 1 0. Hence, given 1 (and > 0), we have
1
1 1
1 1
1+

1
1 1
i.e., + 1
1 + 1
i.e., S + I 1 .

Thus, (S , I ) is a biologically meaningful equilibrium if and only if 1. Note, however,

that = 1 yields the DFE, the (S , I ) is both biologically meaningful and distinct from
the DFE if and only if > 1. This is the endemic equilibrium (EE) at which a constant
proportion of the population is infected.
(e) Compute the Jacobian matrix of the system at an arbitrary point (S, I) and determine
the linearization of the system about the equilibrium at (S, I) = (1, 0). Note that we
have typically considered linearizations about equilibria at the origin. This equilibrium is
NOT at the origin and that makes a difference.
Solution: At an arbitrary point in the (S, I) plane, the Jacobian matrix of the system is
 
I S
DF(S,I) = .
I S 1

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 At the DFE, we have  

DF(1,0) = .
0 1
The linearization of the system at the DFE is X 0 = DF(1,0) X, where X = (S S , I I ).

(f) Under what circumstances is the equilibrium at (1, 0) hyperbolic? For parameter values
for which (1, 0) is hyperbolic, what is its nature (source, saddle, etc.)? Note that your
answer will depend on the value of . Does your answer make biological sense?
Solution: The eigenvalues of DF(1,0) are its diagonal elements, and 1. Hence the
DFE is hyperbolic if and only if 6= 1. For > 1, the two eigenvalues have opposite
sign, so the DFE is a saddle, hence unstable. For 0 < < 1, both eigenvalues are
negative, so the DFE is a sink, hence stable. This makes biological sense since the basic
reproduction number is R0 = / = , so we expect the disease to burn out (approach
the DFE) if < 1 and to persist (approach the EE) if > 1.

(g) Use the result in part (c) above and Bendixsons Negative Criterion to show that if
< 1 + then there are no periodic orbits that lie even partially in .
Solution: Let F denote the vector field.

F = I + S 1
= (S I) (1 + )
S (1 + ) (I 0)
(1 + ) (S 1)
< 0 if < 1 +

Therefore, by Bendixsons Negative Criterion, there are no periodic orbits lying entirely
in . Moreover, from part (c), no trajectories point out of , so no periodic orbit can
exit , hence there are no periodic orbits lying even partially in .

(h) For the special case in which = 1, determine the nature of the equilibrium at (S , I )
(and how it depends on ). Does your answer make biological sense?
Solution: With = 1, we have
1
1
 
1 1 1
S = , I = = 1 ,
1+1 2

so I = ( 1)/2 and S = 1, and therefore

   
( 1)/2 1 1 1 ( + 1)/2 2
A DF(S ,I ) = = .
( 1)/2 0 ( 1)/2 0

Lets make use of the trace-determinant plane to classify the possibilities (you might need
to look back at a plot of the trace-determinant plane): Since > 0, trA = (+1)/2 < 0

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 always; on the other hand, det A = 1 < 0 if < 1 and det A > 0 if > 1.
Consequently, the EE is unstable if < 1 and stable if > 1 (this makes biological
sense because = R0 and we must have R0 > 0 for cases to increase). Determining
what happens when = 1 is a pain and I did not intend for you to worry about that
(but it is worth noting that the equilibrium is then non-hyperbolic so more analysis is
required). To determine the nature of the equilibrium when > 1, consider that the
discriminant of the eigenvalues is

( + 1)2 1
(trA)2 4 det A = 4( 1) = ( 2 14 + 17)
4 4

which is negative (yielding complex eigenvalues) if and only if
7 4 2 < <7 + 4 2,
i.e., 1.34 . . 12.66. Hence the EE is a spiral
sink if 7 4 2 < < 7 + 4 2 and an
ordinary (non-spiral) sink if 1 < 7 4 2 or 7 + 4 2.

(i) For the special case in which = 3 and = 1, draw the nullclines of the system, identify
the equilibria and mark the direction of flow across all the nullclines. Draw the phase
portrait of the system, as completely as you can, ensuring that solution curves that you
draw are consistent with the rest of your sketch.
Solution: The I nullclines are given by (*) in part (a). With = 3 they are:
1
S= and I = 0 .

These lines are green in the figure below. The unique S nullcline is given by (**) in part
(a). With = 3 and = 1 the S nullcline is specified by
1S
I= ,
3S + 1
which is shown in red in the figure below (made with XPPAUT).

Note that the biologically relevant region of the phase plane () is the lower triangle
in the phase portrait above, i.e., the region below the line S + I = 1. The differential
equations are perfectly well-defined outside this region and XPPAUT is happy to solve
them. The DFE and EE should be identified on the sketch above, but XPPAUT doesnt
offer that option. Similarly, the direction of flow across nullclines is not explicitly shown,
though that is clear once we note that the flow around the spiral is counter-clockwise
(since we know it is stable). The following version was made using R.

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 I

(j) A few cases of a new infectious disease have been identified. The characteristics of the
pathogen are such that the model above is suitable and a team at the Public Health
Agency has estimated that = 3 and = 1. But the Agency isnt sure what to expect
in the future so they come to you. What can you tell them based on your mathematical
analysis? For example, will the disease persist or will the pathogen eventually go extinct?
Will there be recurrent cycles of epidemics? If so, will the cycles be temporary or
permanent? If a vaccine is discovered, what proportion of the population needs to be
immunized in order to eradicate the disease? Do you have any further advice for the
Agency?

Solution: The deterministic SIRS model studied in this exercise predicts that the dis-
ease will definitely persist, because the EE is globally asymptotically stable (we normally
use this term even when the basin of attraction does not include a few isolated equilib-
rium points). However, a more sophisticated analysis of a more realistic stochastic SIRS

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model would lead us to the conclusion that there is a small chance that the disease will
fade out despite the fact that R0 = / = > 1. This makes intuitive sense: even
if a disease is extremely infectious, there will be some chance that an infected person
doesnt infect anybody else; so there will be a chance that the introduction of a few cases
might not ignite an epidemic. We can expect recurrent cycles of epidemics, but their
amplitude might decrease rapidly, hence yield temporary cycles (because the spiral sink
implies damped oscillations about the equilibrium); I say might decrease because, in
practice, demographic stochasticity may prevent the oscillations from damping out (this
depends on the population size and, again, cannot be inferred from the deterministic
SIRS model. . . it helps to know more before chatting with public health officials). If a
vaccine is discovered, we need to vaccinate a proportion p of the population that is large
enough so that R0 (1 p) = (1 p) < 1, i.e., we need to vaccinate at least a proportion
1 1 = 23 of the population. Other advice? Well, with R0 = 3 the size of the initial
epidemic will be enormous, with more than 90% of the population likely being infected
(this is possible to infer from the simple SIRS model, but you need an idea to figure it
out). If the new disease makes people very sick and a substantial proportion of those
infected need hospital care, then it would be wise to work rapidly to increase hospital
surge capacity!! (Note that the hope was that you would give this practical question some
careful thought and try to propose a logical response based on your analysis, but you were
not expected to have the perspective of someone who has modelled infectious diseases for
many years.)

END OF ASSIGNMENT

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