Nonlinear Analysis: Real World Applications 13 (2012) 1451–1465 Contents lists available at SciVerse ScienceDirect Nonlinear Analysis: Real World Applications journal homepage: www.elsevier.com/locate/nonrwa Resonance and bifurcation in a discrete-time predator–prey system with Holling functional response R. Khoshsiar Ghaziania , W. Govaertsb , C. Sonckb,∗ a Department of Applied Mathematics, Shahrekord University, P.O. Box 115, Shahrekord, Iran b Department of Applied Mathematics and Computer Science, Ghent University, Krijgslaan 281-S9, B-9000 Gent, Belgium a r t i c l e i n f o Article history: Received 3 August 2010 Accepted 15 November 2011 Keywords: Iterated map Normal form Hyperbolic response Stable cycle a b s t r a c t We perform a bifurcation analysis of a discrete predator–prey model with Holling functional response. We summarize stability conditions for the three kinds of fixed points of the map, further called F1, F2 and F3 and collect complete information on this in a single scheme. In the case of F2 we also compute the critical normal form coefficient of the flip bifurcation analytically. We further obtain new information about bifurcations of the cycles with periods 2, 3, 4, 5, 8 and 16 of the system by numerical computation of the corresponding curves of fixed points and codim-1 bifurcations, using the software package MatContM. Numerical computation of the critical normal form coefficients of the codim- 2 bifurcations enables us to determine numerically the bifurcation scenario around these points as well as possible branch switching to curves of codim-1 points. Using parameterdependent normal forms, we compute codim-1 bifurcation curves that emanate at codim-2 bifurcation points in order to compute the stability boundaries of cycles with periods 4, 5, 8 and 16. © 2011 Elsevier Ltd. All rights reserved. 1. Introduction Interactions of different species may take many forms such as competition, predation, parasitism and mutualism. One of the most important interactions is the predator–prey relationship. The dynamic relationship between predator and prey is one of the dominant subjects in mathematical ecology due to its universal existence and importance. For more details on different types of predator–prey systems we refer to [1] and the references cited therein. How predators respond to changes in prey availability (functional response) is an issue of particular importance. A functional response specifies the rate at which prey are consumed, per predator, as a function of the prey density. The type of functional response specified can greatly affect model predictions, see [2,3]. Three general forms of functional response are commonly used in ecological models namely linear, hyperbolic, and sigmoidal. The linear functional (Lotka–Volterra) response specifies a directly proportional relationship between the consumption rate of an individual predator and the density of its prey. Holling [4] extended this to include a cap or limitation (Holling’s type I), where there is an abrupt upper threshold representing predator satiation. The hyperbolic (respectively, sigmoid) functional response, most commonly known as Holling’s type II (respectively type III) function, incorporate search rate and predator handling time to produce a smooth asymptotic curve. Discrete-time predator–prey models go back at least to [5] where the classical discrete-time Lotka–Volterra model is introduced. They are further studied by many authors, see [6–15]. For example, Sacker and von Bremen [13] propose a biological model for the genetic reproductive process and prove that for certain parameter values there exist stable invariant ∗ Corresponding author. E-mail addresses: Khoshsiar@sci.sku.ac.ir (R. Khoshsiar Ghaziani), Willy.Govaerts@UGent.be (W. Govaerts), Charlotte.Sonck@UGent.be (C. Sonck). 1468-1218/$ – see front matter © 2011 Elsevier Ltd. All rights reserved. doi:10.1016/j.nonrwa.2011.11.009 1452 R. Khoshsiar Ghaziani et al. / Nonlinear Analysis: Real World Applications 13 (2012) 1451–1465 curves on which the map has a quasi-periodic behavior. Four typical discrete-time ecosystem models under the effects of periodic forcing have been studied in [14]. In a simple discrete-time predator–prey model with Holling’s type I functional response, chaotic dynamics can occur [16]. In this paper we consider the general case of a discrete-time predator–prey system with Holling type II response. Our model is equivalent to model (30) in [12] and therefore to a special case of a model in [17] which itself is a discretization of a system studied in [18]. In [19,20] the same model is studied and we follow their notation. The main differences with these papers are that (a) we focus on results that have an immediate ecological meaning, (b) that we consider not only the map but also its iterates so that periodic orbits come into the picture much more prominently, and (c) that we rely heavily on advanced numerical methods, namely numerical continuation to obtain results that cannot be obtained analytically. Point (a) means, for example, that we are interested mainly in stability and instability of fixed points of the map and its iterates. Contrary to what is done in [19,20], the linear nature of the fixed points is of little interest to us. This leads to a simple classification of the stability and instability regions of all fixed points of the map that can be summarized in a global picture (Fig. 2). For (b) we remark that the only numerical illustrations in [19,20] are orbit simulations. This does not allow to compute stability boundaries numerically. The present paper can also be seen as an extension of [21]; the map (2) reduces to the map (2.1) in [21] in the limit case ϵ = 0 when the Holling functional response reduces to a linear response. Also, the bifurcation diagram in Fig. 2 reduces to Fig. 1 in [21] in the case where ϵ tends to zero. However, the bifurcation behavior is not identical. We comment on this in Section 2.3. The numerical computations in Sections 3.2–3.5 are done with respect to ϵ as a free parameter, so they cannot be compared to any results in [21]. In Section 2 we introduce the model and discuss the stability and bifurcations of its fixed points. We derive analytically the stability regions of all types of fixed points and their bifurcation behaviors. Moreover, we compute analytically the critical normal form coefficients in the case of the period doubling bifurcation to prove supercriticality. These results correct those in [19] and are consistent with those of [20]. In the degenerate case where the functional response reduces to a mass-action law, they were already obtained in [12,11]. In Section 3 we numerically compute curves of codim-1 bifurcations and the critical normal form coefficients of codim-2 bifurcation points, using the Matlab toolbox MatContM [22,23]. These tools enable us to compute stability boundaries of different cycles. In particular, we determine the bifurcation scenario of the map near an R4 resonance point, which involves stable and unstable 4-cycles as well as 8-cycles and 16-cycles. As an example application we compute a region where a stable 8-cycle coexists with a stable 4-cycle. As another application we compute a branch of neutral saddle 3-cycles. We furthermore compute an Arnol’d tongue of period 5 and two related curves of codim-1 bifurcations which together delineate a parameter region where stable period-5 cycles exist. In Section 4 we summarize our results. 2. Holling type II predator–prey system, existence and stability of its fixed points The Lotka–Volterra predator–prey system (see e.g. [24,25,15,26]) is a fundamental population model. More realistic predator–prey systems were introduced by Holling [4] using the three kinds of functional responses for different species to model the phenomena of predation. We first mention the continuous-time predator–prey model studied in [27] and later studied in a discretized version in [19]: ˙x(t) = α0x(1 − x) − α mxy 1 + ϵx , ˙y(t) =  mx 1 + ϵx − β  y, (1) where α0, m, α, β and ϵ > 0 are parameters and x(t), y(t) represent the densities of the prey and the predator, respectively. α0 is the intrinsic growth rate of the prey, m is a mass-action law constant, ϵ is a limitation parameter of the growth of the predator population for increasing prey density, ax(1 − x) is a logistic function and mxy 1+ϵx is the Holling type II functional response, β and α denote the death rate of the predator and conversion, respectively. In the case of a predator–prey system with non-overlapping generations this can be replaced by a discrete system F :  x y  →    ax(1 − x) − bxy 1 + ϵx dxy 1 + ϵx    , (2) where a, b, d are nonnegative parameters and ϵ > 0. This model was studied in [19,20]. We note that the parameter b can be absorbed by rescaling y. Therefore this is, from a bifurcation point of view, a three-parameter problem and we will indeed see that b does not appear in any bifurcation equations. R. Khoshsiar Ghaziani et al. / Nonlinear Analysis: Real World Applications 13 (2012) 1451–1465 1453 The bifurcation analysis of (2) naturally starts with fixed points. The fixed points of (2) are the solutions (x∗ , y∗ ) to ax∗ (1 − x∗ ) − bx∗ y∗ 1 + ϵx∗ = x∗ , dx∗ y∗ 1 + ϵx∗ = y∗ . The origin F1 = (0, 0) is always a fixed point of (2). Two further fixed points of the system are given by F2 = (a−1 a , 0) which is biologically possible for a ≥ 1 and F3 =  1 d − ϵ , d d − ϵ  a b  1 − 1 d − ϵ  − 1 b  . (3) We note that F3 is biologically possible if its coordinates are nonnegative, i.e., a > 1, d ≥ ϵ + a a − 1 . (4) We start the local bifurcation analysis of the map (2) by linearization of F around each of its fixed points. The Jacobian matrix J(x, y) is given by: J(x, y) =     a(1 − 2x) − by (1 + ϵx)2 − bx 1 + ϵx dy (1 + ϵx)2 dx 1 + ϵx     . (5) The characteristic equation of J(x, y) is given by λ2 − tr(J)λ + det(J) = 0, (6) where tr(J) = a(1 − 2x) − by (1+ϵx)2 + dx 1+ϵx and det(J) = adx(1−2x) 1+ϵx . 2.1. Stability of F1 Proposition 1. The fixed point F1 is asymptotically stable for 0 ≤ a < 1. It loses stability via branching for a = 1 and there bifurcates to F2. Proof. Eigenvalues of the Jacobian at F1 are a and 0. So F1 is stable if a < 1 and loses stability at a = 1. It remains to show that F1 bifurcates to F2 at a = 1. To do this we consider the matrix (Fx − I|Fa), evaluated at F1:  a − 1 0 0 0 −1 0  . (7) When a = 1, this matrix is clearly rank deficient. We choose vectors φ1 and φ2 which form a basis for the null space of J(F1) and a vector ψ that spans the null space of J(F1)T . A possible choice is: φ1 =  1 √ 2 , 0, 1 √ 2 T , φ2 = (1, 0, 0)T , ψ = (1, 0)T . Now we consider the algebraic branching equation (ABE), see [22], c11α2 + 2c12αβ + c22β2 = 0, (8) where cjk = ⟨ψ, F0 YY φjφk⟩ for j, k = 1, 2. Here the 2 × 3 × 3 tensor F0 YY of second derivatives of F with respect to the three variables x, y, a taken at (0, 0) is given by: F0 YY (:, :, 1) =  −2a −b 1 0 d 0  , (9) F0 YY (:, :, 2) =  −b 0 0 d 0 0  , (10) F0 YY (:, :, 3) =  1 0 0 0 0 0  . (11) We obtain c11 = −2a+2 2 , c12 = −2a+1√ 2 , c22 = −2a. For a = 1, we obtain c11 = 0. So the discriminant of (8) is ∆ = c2 12 − c11c22 = c2 12 = 1 2 > 0. If Y(s) is any branch of fixed points of (2) with Y(s0) = (0, 0, 1), then its derivative Ys(s0) can be written as Ys(s0) = αφ1 + βφ2 where α and β are scaled roots of (8). We find Y1s =  1 √ 2 , 0, 1 √ 2 T , Y2s = (0, 0, 1)T . 1454 R. Khoshsiar Ghaziani et al. / Nonlinear Analysis: Real World Applications 13 (2012) 1451–1465 The branch X(s) = (0, 0, s) of F1-equilibria has unit tangent vector Xs = (0, 0, 1)T , i.e. Y2s. Differentiation of the branch of F2-equilibria w.r.t. the parameter a leads to the vector ( 1 a2 , 0, 1)T . When a = 1, the scaled tangent vector to this branch is  1√ 2 , 0, 1√ 2 T , i.e. Y1s. 2.2. Stability of F2 The Jacobian matrix of (2) at F2 is given by J(F2) =     2 − a b(1 − a) a + ϵ(a − 1) 0 d(a − 1) a + ϵ(a − 1)     . (12) Proposition 2. The fixed point F2 is asymptotically stable iff a ∈]1, 3[ and d < ϵ + a a−1 . Moreover, it loses stability: (i) via branching for a = 1 and there bifurcates to F1. (ii) via branching for d = ϵ + a a−1 and there bifurcates to F3 if 1 < a < 3. (iii) via a supercritical flip for a = 3 if d < ϵ + 3 2 . Proof. The eigenvalues of J(F2) are λ1 = 2 − a and λ2 = d(a−1) a+ϵ(a−1) . The fixed point F2 is asymptotically stable iff |λ1| < 1 and |λ2| < 1, i.e. iff a ∈]1, 3[ and d < ϵ + a a−1 . Boundary points of the stability region must satisfy one of three conditions: a = 1, d = ϵ + a a−1 , or a = 3. In the first case the conditions d < ϵ + a a−1 and a < 3 are satisfied for nearby values a > 1, hence this is a real stability boundary. In Proposition 1 we proved that this is a branch point and the new branch consists of F1 points. In the second case this is a stability boundary only if 1 < a < 3. The Jacobian (12) then has an eigenvalue +1 and it is checked easily that these boundary points are also F3 points. In the third case, this is a stability boundary only if d < ϵ + 3 2 . In this case λ1 = −1 which means that F2 loses stability via a period doubling point. For supercriticality of the period doubling point it is sufficient to show that the corresponding critical normal form coefficient bPD, bPD = 1 6  p, C(q, q, q) + 3B(q, (I − A)−1 B(q, q))  , (13) derived by center manifold reduction is positive, see [28, Ch. 8], and [22]. Here A = J(F2), and B(., .), C(., ., .) are the second and third order multilinear forms respectively, and p and q are the left and right eigenvectors of A for the eigenvalue −1, respectively. These vectors are normalized by ⟨p, q⟩ = 1, ⟨q, q⟩ = 1, where ⟨., .⟩ is the standard scalar product in R2 . We obtain: q =  q1 q2  =  1 0  , (14) and p =  p1 p2  =   1 2b 3 + 2(d + ϵ)   . (15) The components of the multilinear form B(q, q) are given by: [B(q, q)]1 = 2− j,k=1 ∂2  ax(1 − x) − bxy 1+ϵx  ∂xj∂xk qjqk = −2a = −6, (16) [B(q, q)]2 = 2− j,k=1 ∂2  dxy 1+ϵx  ∂xj∂xk qjqk = − 2dyϵ (1 + ϵx)3 = 0, (17) where the state variable vector is for ease of notation generically denoted by (x1, x2)T instead of (x, y)T . Let ζ = (I − A)−1 B(q, q), then we have ζ =  −3 0  and find [B (q, ζ)]1 = −2a(−3) = 18, [B (q, ζ)]2 = 6dyϵ (1 + ϵx)3 = 0. (18) R. Khoshsiar Ghaziani et al. / Nonlinear Analysis: Real World Applications 13 (2012) 1451–1465 1455 Fig. 1. SF2 is the stability region of F2 for ϵ = 0.5. The third order multilinear form C(q, q, q) is given by [C(q, q, q)]1 = 2− j,k,l=1 ∂3  ax(1 − x) − bxy 1+ϵx  ∂xj∂xk∂xl qjqkql = −6byϵ2 (1 + ϵx)4 = 0, (19) [C(q, q, q)]2 = 2− j,k,l=1 ∂3  dxy 1+ϵx  ∂xj∂xk∂xl qjqkql = 6dyϵ2 (1 + ϵx)4 = 0. (20) The critical normal form coefficient bPD is given by bPD = 1 6 pT  54 0  = 9, (21) which is clearly positive. This completes the proof of supercriticality of the flip point at F2. The stability region SF2 of F2, as obtained in Proposition 2, is shown in Fig. 1 for ϵ = 0.5. We note that for d < ϵ + 3 2 and a close to but larger than 3 the map can behave in a stable alternating way. We note that the supercriticality of the flip bifurcation in Proposition 2 was also obtained in [20] though our proof is different. 2.3. Stability of F3 To study the stability of F3 we use the Jury’s criteria, see [29, Section A2.1]. Let F(λ) = λ2 − tr(J(F3))λ + det(J(F3)) be the characteristic equation of J(F3). Hence we have F(λ) = (λ − λ1)(λ − λ2) where λ1, λ2 are the eigenvalues of J(F3). According to the Jury’s criteria F3 is asymptotically stable if the following conditions hold: F(−1) = 1 + tr(J(F3)) + det(J(F3)) > 0, F(1) = 1 − tr(J(F3)) + det(J(F3)) > 0, 1 − det(J(F3)) > 0. (22) At F3 we have: J(F3) =     a  1 − 2 d − ϵ  − d − ϵ d  a  1 − 1 d − ϵ  − 1  −b d d − ϵ b  a  1 − 1 d − ϵ  − 1  1     . (23) We note that: tr(J(F3)) = 1 + a  1 − 2 d − ϵ  − d − ϵ d  a  1 − 1 d − ϵ  − 1  , and det(J(F3)) = a  1 − 2 d − ϵ  , are independent of b. 1456 R. Khoshsiar Ghaziani et al. / Nonlinear Analysis: Real World Applications 13 (2012) 1451–1465 Proposition 3. F3 is asympotically stable iff one of the following mutually exclusive conditions holds: (i) ϵ + 3 2 < d < 1 8  4ϵ + 9 + √ 16ϵ2 + 56ϵ + 81  and d−ϵ d−ϵ−1 < a < (d−ϵ)(ϵ−3d) 2d(d−ϵ−2)+(d−ϵ)(−d+ϵ+1) , (ii) d = 1 8  4ϵ + 9 + √ 16ϵ2 + 56ϵ + 81  and d−ϵ d−ϵ−1 < a < d−ϵ d−ϵ−2 = (d−ϵ)(ϵ−3d) 2d(d−ϵ−2)+(d−ϵ)(−d+ϵ+1) , (iii) d > 1 8  4ϵ + 9 + √ 16ϵ2 + 56ϵ + 81  and d−ϵ d−ϵ−1 < a < d−ϵ d−ϵ−2 . Proof. The criterion F(1) > 0 is easily seen to be equivalent to the condition a > d − ϵ d − ϵ − 1 , (24) or equivalently, d > ϵ + a a − 1 , (25) i.e. a slightly stronger version of the second condition in (4). Next, the criterion det(J(F3)) < 1 is easily seen to be equivalent to a < d − ϵ d − ϵ − 2 for all d > ϵ + 2. (26) The criterion F(−1) > 0 translates as a < (d − ϵ)(3d − ϵ) (d − ϵ)(d − ϵ − 1) − 2d(d − ϵ − 2) (27) for all d, ϵ that satisfy (d − ϵ)(d − ϵ − 1) − 2d(d − ϵ − 2) > 0. (28) The latter equation is easily seen to be equivalent to d < 3 + √ 9 + 4ϵ2 + 4ϵ 2 . (29) It is also easy to see that for a given ϵ > 0 the only values of a, d for which the inequalities in (24) and (27) are both equalities is found for d = ϵ + 3 2 , a = 3. Similarly, for a given ϵ > 0 there is a unique pair a, d for which the inequalities in (26) and (27) are both equalities. For this point we have d = 1 8  4ϵ + 9 +  16ϵ2 + 56ϵ + 81  , a = −4ϵ + √ 16ϵ2 + 56ϵ + 81 + 9 −4ϵ + √ 16ϵ2 + 56ϵ + 81 − 7 . (30) The stability regions (i) and (iii) of F3 obtained in Proposition 3 are depicted as S (i) F3 and S (ii) F3 , respectively, in Fig. 2 for ϵ = 0.5. The region (ii) is the open interval on the common boundary of S (i) F3 and S (ii) F3 . We note that these regions are qualitatively similar for all values ϵ > 0 and so we have a complete description of the stability region of F3 for all parameter combinations. 2.4. Notes Proposition 4 in [19] is somewhat similar to our Proposition 3 but is incomplete and needs several corrections. We give a few examples. • Consider fixed values d = 3.5, ϵ = 1. For these we have d > 1 8  4ϵ + 9 +  16ϵ2 + 56ϵ + 81  ≈ 3.17116. By Proposition 3 F3 is stable when 1.666667 < a < 5. The stability condition in Proposition 4, part (i) in [19] includes the condition a > (3d − ϵ)(d − ϵ) (d − ϵ)(2d − ϵ) − 2d(d − ϵ − 2) ≈ 2.065217, so this condition is not necessary. R. Khoshsiar Ghaziani et al. / Nonlinear Analysis: Real World Applications 13 (2012) 1451–1465 1457 Fig. 2. Stability regions in (d, a)-space for ϵ = 0.5. SF1, SF2 are the stability regions of F1, F2 respectively. The stability region SF3 of F3 is the union of S (i) F3 and S (ii) F3 (which correspond to (i) and (iii) in Proposition 3, respectively), and the open interval that separates them (and corresponds to (ii) in Proposition 3). a = (d−ϵ)(3d−ϵ) (d−ϵ)(d−ϵ−1)−2d(d−ϵ−2) indicates the PD curve, a = d−ϵ d−ϵ−2 determines the NS curve, a = d−ϵ d−ϵ−1 indicates the BP curve and a = ϵ 2 + 1 8 √ 9 + 16ϵ2 + 56ϵ + 81 indicates the line that separates the regions S (i) F3 and S (ii) F3 . • For the parameter values d = 3.7, ϵ = 2, 1 8  4ϵ + 9 +  16ϵ2 + 56ϵ + 81  ≈ 4.1289 and so the first condition in part (i) of Proposition 3 is satisfied. The second condition leads to (approximately) 2.42857 < a < 4.53665. But the condition a < d−ϵ d−ϵ−2 = −5.666667 in Proposition 4, part (i) of [19] can never be satisfied for a > 0. Hence that condition is not a necessary one. • For d = 3.5, ϵ = 1, it is claimed in part (iii) of Proposition 4 in [19] that F3 is non-hyperbolic if a = (3d − ϵ)(d − ϵ) (d − ϵ)(2d − ϵ) − 2d(d − ϵ − 2) ≈ 2.06522. Part (i) of Proposition 3 in fact proves that this is a stable fixed point. • For d = 3.5, ϵ = 1, it is claimed in part (iv) of Proposition 4, in [19] that F3 is a saddle if a < (3d−ϵ)(d−ϵ) (d−ϵ)(2d−ϵ)−2d(d−ϵ−2) ≈ 2.06522. Part (i) of Proposition 3 in fact proves that this is a stable fixed point for values of a slightly below 2.06522. We further note that in the case ϵ = 0 our model (2) reduces to model (7) in [12] under a rescaling of the x-variable and introduction of the parameters c, r with a = r + 1, b = c, d = (r + 1)c/r. By straightforward calculations one finds that the new equations for the PD, BP and NS curve then must be replaced by c = 3r/(r + 4), c = 1, and c = 2, respectively. Hence we exactly reproduce the results summarized in Fig. 1 of [12]. We note, however, that in [12] the subcriticality of the PD bifurcations is proved (for ϵ = 0). Model (30) in [12] uses the parameters c, r, γ . It is equivalent to (2) under a rescaling of the x− variable and by setting a = r + 1, b = c/γ , ϵ = (r + 1)/(rγ ), d = c(r + 1)/(rγ ). In [12] the stability region of F3 is depicted in (r, c)-space in the case γ = 1 and it is mentioned that subcritical flip points were found in this case. The case ϵ = 0 also reduces to model (1) in [11] (in terms of the parameters α, β where a = α, b = 1, d = 1/β). We note, however, that in [11] the supercriticality of the NS bifurcations is proved (for ϵ = 0). 2.5. Bifurcations of F3 Proposition 4. Suppose that the conditions (4) hold. Then F3 loses stability: (i) via a flip point when a = (d−ϵ)(3d−ϵ) (d−ϵ)(d−ϵ−1)−2d(d−ϵ−2) and ϵ + 3 2 < d < 1 8  4ϵ + 9 + √ 16ϵ2 + 56ϵ + 81  , (ii) via a Neimark–Sacker bifurcation when a = d−ϵ d−ϵ−2 and d > 1 8  4ϵ + 9 + √ 16ϵ2 + 56ϵ + 81  , (iii) via branching when a = d−ϵ d−ϵ−1 and d > ϵ + 3 2 , where it bifurcates to F2, (iv) via a fold-flip (LPPD) point when d = ϵ + 3 2 and a = 3, (v) via a resonance 1:2 point when d = 1 8  4ϵ + 9 + √ 16ϵ2 + 56ϵ + 81  and a = −4ϵ+ √ 16ϵ2+56ϵ+81+9 −4ϵ+ √ 16ϵ2+56ϵ+81−7 . 1458 R. Khoshsiar Ghaziani et al. / Nonlinear Analysis: Real World Applications 13 (2012) 1451–1465 Proof. By Proposition 3 (see also Fig. 2) the stability boundary of F3 consists of parts of three curves, namely 1. Curve 1: a = (d−ϵ)(3d−ϵ) (d−ϵ)(d−ϵ−1)−2d(d−ϵ−2) , 2. Curve 2: a = d−ϵ d−ϵ−2 , 3. Curve 3: a = d−ϵ d−ϵ−2 . The points of Curve 1 which are on the stability boundary of F3 satisfy F(−1) = 0, i.e. they have an eigenvalue −1. The points of Curve 2 which are on the stability boundary satisfy det(J(F3)) = 1, i.e. they have two eigenvalues with product 1. The points of Curve 3 which are on the stability boundary satisfy F(1) = 0, i.e. they have an eigenvalue +1. Combining this with Proposition 2 we find that the interior points of the boundary parts of Curves 1, 2 and 3 form the sets described in parts (i), (ii) and (iii) of the Proposition, respectively. Next, Curves 1 and 3 have an intersection point which has eigenvalues +1 and −1. This is the LPPD point in part (iv) of the Proposition (but note that it is degenerate, in fact a BPPD point). Finally, Curves 1 and 2 also have an intersection point. In this point both eigenvalues are −1. This is the 1 : 2(R2) in part (v) of the the Proposition. We remark that our numerical evidence indicates that the flip and Neimark–Sacker bifurcations in Proposition 4 are sub- and supercritical, respectively in all cases considered in this paper. This is based on the numerical computation of the normal form coefficients of these bifurcations (see [28, Ch. 8] and [22]). However, a detailed study in [20, Theorems 4.1 and 5.1] suggests that other cases might be possible for certain combinations of parameter values. Resonances are also possible, cf. the discussion at the end of Section 5 in [20]. We further note that the bifurcation diagram in Fig. 2 reduces to Fig. 1 in [21] in the case where ϵ tends to zero. For this limit case it was proved in [21] that the flip and Neimark–Sacker bifurcations of F3 are sub- and supercritical, respectively. We note that for ϵ = 0.5 and (d, a) values close to but to the right of the right boundary of S (ii) F3 in Fig. 2 there exist stable invariant curves on which the map behaves in a quasi-periodic way. We will not investigate this further but concentrate on the numerical study of cycles and their stability since this leads to finding parameter regions where stable periodic behavior with high periods can be expected. 3. Numerical bifurcation analysis of F2 and F3 In this section we perform a numerical bifurcation analysis by using the MATLAB package MatContM, see [22,23]. The bifurcation analysis is based on continuation methods, tracing out the solution manifolds of fixed points while some of the parameters of the map vary, see [30]. Test runs for these computations will be made available via [23]. 3.1. Numerical analysis of F2 We continue F2 = (0.54545454, 0) starting with a = 2.2, b = 3, ϵ = 0.2, d = 0.5 with a free. We see that F2 is stable when 1 < a < 3. It loses stability via a supercritical period doubling point when a = 3, and via a branch point when a crosses 1. These results are consistent with Proposition 2 since d < ϵ + 3 2 ≤ d+ a a−1 for all a ∈]1, 3[. The output of Run 1 is given by: label = BP, x = ( -0.000000 -0.000000 1.000000 ) label = PD, x = ( 0.666667 0.000000 3.000000 ) normal form coefficient of PD = 9.000000e+000 The first two entries of x are the coordinate values of the fixed point F2, and the last entry of x is the value of the free parameter a at the corresponding bifurcation point. We note that the normal form coefficient of the PD point is 9, confirming (21). The curve computed in Run 1 is presented in Fig. 3. Beyond the PD point the dynamics of (2) is a stable 2-cycle. MatContM allows to switch to the continuation of this 2-cycle. It loses stability at a supercritical PD point for a = 3.449490. A stable 4-cycle is born when a > 3.449490. An instance is given by C4 =  X4 1 , X4 2 , X4 3 , X4 4  where X4 1 = (0.87867696, 0), X4 2 = (0.37483245, 0), X4 3 = (0.82394508, 0), X4 4 = (0.51004805, 0). The corresponding parameter values are a = 3.516128, b = 3, ϵ = 0.2, d = 0.5. We note that the y− coordinate equals zero in all four points of the cycle. The 4-cycle loses stability via a supercritical PD point for a = 3.544090. Thus, when a > 3.544090 a stable 8-cycle emerges. This 8-cycle loses stability at another supercritical PD point for a = 3.564407. In fact a cascade of period doublings appears if we further increase a. We note that for F2 the map (2) is a logistic map, which is well know to have chaotic behavior through a cascade of period doubling points, see [31]. Continuation of F2 starting from the same parameter values as in Run 1, with d as free parameter, leads to the discovery of a branch point for d = 2.033333. This is consistent with Proposition 2 part (ii) which states that F2 bifurcates to F3 when d = ϵ + a a−1 = 0.2 + 2.2 1.2 = 2.033333. 3.2. Numerical analysis of F3 We now consider F3 = (0.4, 0.681333) which is in the stable region for the parameter values a = 4.1, b = 3, ϵ = 1, d = 3.5 (stability follows from Proposition 3 part (i)). We do a numerical continuation of F3 with control parameter ϵ, and call this Run 2: R. Khoshsiar Ghaziani et al. / Nonlinear Analysis: Real World Applications 13 (2012) 1451–1465 1459 Fig. 3. Continuation of F2 in (x, a)-space. Fig. 4. The stable closed invariant curve for a = 4.1, b = 3, ϵ = 0.84, d = 3.5. label = NS, x = ( 0.378049 0.683638 0.854839 ) normal form coefficient of NS = -9.079782e+000 label = PD, x = ( 0.603958 0.439521 1.844256 ) normal form coefficient of PD = -7.976577e+000 label = BP, x = ( 0.756098 0.000000 2.177419) F3 is stable when 0.854839 < ϵ < 1.844256. It loses stability via a supercritical Neimark–Sacker (NS) point when ϵ = 0.854839, which is consistent with Proposition 4 part (ii) ( d−ϵ d−ϵ−2 = 4.1 = a). It loses stability through a subcritical PD point when ϵ = 1.844256, which is consistent with Proposition 4 part (i) since (d−ϵ)(3d−ϵ) (d−ϵ)(d−ϵ−1)−2d(d−ϵ−2) = 4.1 = a. The dynamics of the system prior to the PD point consists of an unstable 2-cycle that coexists with a stable fixed point. For ϵ < 0.854839, a stable closed invariant curve with quasi-periodic behavior is created around the unstable fixed point F3. Such a curve is shown in Fig. 4. Now we compute the period doubling curve, with a and ϵ free, by starting from the PD point detected in Run 2. We call this Run 3. label = LPPD, x = ( 0.666667 0.000000 3.000000 2.000000 ) Normal form coefficient for LPPD:[a/e, be]= -1.200000e-001, -3.467480e-006, label = R2, x = ( 0.464286 3.520833 14.000000 1.346154 ) Normal form coefficient for R2:[c, d]= 3.479148e+001, -1.346125e+002 Two codim-2 bifurcation points are detected on the flip curve, namely a fold-flip LPPD and a resonance 2 bifurcation R2, see Fig. 5 (right curve). We note that the LPPD point is degenerate in the sense that it is really a BPPD point. The parameter 1460 R. Khoshsiar Ghaziani et al. / Nonlinear Analysis: Real World Applications 13 (2012) 1451–1465 Fig. 5. Flip and Neimark–Sacker bifurcation curves starting from points in Run 2. values indeed satisfy the equation a = (d − ϵ)/(d − ϵ − 1) of the branch point curve, cf. Proposition 4. In general, a BPPD point is ungeneric on a PD curve and therefore is not detected by the software. It follows that the normal form coefficients given for the pretended LPPD point are meaningless. Now we compute the NS curve, with a and ϵ free parameters, by starting from the NS point of Run 2. We call this Run 4. label = R4, x = ( 0.428571 1.500000 7.000000 1.166667 -0.000000 ) Normal form coefficient of R4: A = -1.260354e+000 + 7.511202e-001 i label = R3, x = ( 0.452381 2.506944 10.500000 1.289474 -0.500000 ) Normal form coefficient of R3: Re(c_1) = -5.439941e-001 label = R2, x = ( 0.464286 3.520833 13.999998 1.346154 -1.000000 ) Normal form coefficient of R2: [c, d] = 3.479148e+001, -1.346125e+002 label = CH, x = ( 0.122849 0.023342 1.325730 -4.640055 0.810610 ) Normal form coefficient of CH = 9.285903e+001 The computed curve of NS points is also shown in Fig. 5 (left curve). We note that the PD and NS curves intersect in an R2 point. The codim-2 bifurcations that are computed along the Neimark–Sacker curve are a resonance 1:2 (R2), resonance 1:3 (R3), resonance 1:4 (R4) and a Chenciner bifurcation (CH)(not in the physically relevant region). In addition to the coordinates of the bifurcation point, parameter values and the real part of the Neimark–Sacker multiplier at the bifurcation point are output. 3.3. Orbits of period 4, 8 and 16 In this subsection we will describe parameter regions where predator and prey can coexist in a stable way and reproduce their densities every fourth, eighth or sixteenth years. The regions with 4-cycle and 8-cycle stability overlap, so that bistability occurs. The normal form coefficient A of the R4 point in Run 4 satisfies |A| > 1, hence two cycles of period 4 of the map are born. A stable 4-cycle for a = 6.401280, b = 3, ϵ = 1.093117 and d = 3.5 is given by: C4 = {X1, X2, X3, X4} where X1 = (0.347307, 1.272391). In order to compute the stability region of this 4-cycle, we compute two fold curves of the fourth iterate rooted at the R4 point. These curves exist since |A| > 1, see [28] and switching from an R4 point to the fold curves of the fourth iterate is supported by MatContM. The stable fixed points of the fourth iterate exist in the wedge between the two fold curves. The output of this continuation, Run 5, is given below and the fold curves (denoted by LP4 ) are shown in Fig. 7. label = LPPD, x = ( 0.341617 1.808057 7.596591 1.084004 ) Normal form coefficient for LPPD:[a/e, be]= 5.904006e-001, -4.511886e+001, label = LPPD, x = ( 0.085157 0.508424 3.947668 -0.035122 ) Normal form coefficient for LPPD:[a/e, be]= -1.863197e-001, -2.336863e+003, We can further compute the stability boundaries of the 4-cycle. This region is bounded by the two just computed limit point curves and a period doubling curve of the fourth iterate rooted at the detected LPPD points on the branches of LP4 curves. R. Khoshsiar Ghaziani et al. / Nonlinear Analysis: Real World Applications 13 (2012) 1451–1465 1461 Fig. 6. Curve of fixed points of the fourth iterate starting from the 4-cycle C4. Fig. 7. NS bifurcation curve, two branches of LP4 cycles rooted at the R4 point, a PD4 curve rooted at the LPPD point, two branches of LP8 cycles which are born tangentially at the GPD points. These curves form stability boundaries of 4-cycles (Ω4 S ∪ Ω4,8 S ) and 8-cycles (Ω8 S ) and bound the bistability region of 4-cycles and 8-cycles (Ω4,8 S ). Continuation of the flip curve of the fourth iterate emanated at the LPPD of Run 5 is given below. We call this Run 6. label = GPD, x = ( 0.341591 1.802206 7.570354 1.087021 ) Normal form coefficient of GPD = 8.180449e+005 label = R2, x = ( 0.317814 1.734061 7.225039 1.068919 ) Normal form coefficient for R2:[c, d]= -2.430015e+002, -1.078458e+003 label = GPD, x = ( 0.311884 1.760666 7.295843 1.056324 ) Normal form coefficient of GPD = -3.64862e+004 This curve is depicted in Fig. 7 and indicated by PD4 curve. We further compute a curve of fixed points of the fourth iterate starting from the 4-cycle C4 with control parameter a. We call this Run 7. The curve is presented in Fig. 6. The 4-cycle is stable in the wedge between the two LP4 curves, and loses stability when crossing the PD4 curve. When C4 loses stability at the supercritical PD point corresponding to a = 7.284657, a stable 8-cycle is born which coexists with an unstable 4-cycle until the second PD point (a = 7.483037) is reached. A stable 8-cycle is given by C8 =  X8 1 , X8 2 , X8 3 , X8 4 , X8 5 , X8 6 , X8 7 , X8 8  where X8 1 = (0.510422, 1.384081) for a = 7.411918, b = 3, ϵ = 1.093117 and d = 3.5. We can compute the stability boundaries of C8, by computing two fold curves of the eighth iterate by switching at the GPD points in Run 6. Again, this is supported by MatcontM. These fold curves emanate tangentially to the fold curve of the fourth iterate in Run 6. These curves are presented in Fig. 7 and indicated by LP8 curves. The region where C8 is stable is bounded by the two fold curves of the eighth iterate and the lower part of the flip curve of the fourth iterate (shaded region indicated by Ω8 S ). 1462 R. Khoshsiar Ghaziani et al. / Nonlinear Analysis: Real World Applications 13 (2012) 1451–1465 Fig. 8. A stable 16-cycle near the R4 point of Run 9 for a = 5.549119, b = 3, ϵ = 0.930419, d = 3.5. Fig. 9. Two fold curves (LP16 ) emanate from an R4 point. Further we continue the 4-cycle (C4) with control parameter ϵ. The output of this continuation, Run 8, is: label = NS, x = ( 0.328281 1.215657 1.057947 ) normal form coefficient of NS = -4.089749e+002 label = LP, x = ( 0.355258 1.300254 1.100154 ) normal form coefficient of LP =-7.154929e+000 The 4-cycle remains stable when 1.057947 < ϵ < 1.100154. Now we compute a NS-curve starting from the computed NS point in Run 8, given below. This curve is depicted in Fig. 7 and indicated by NS4 curve. We call this Run 9. label = R3, x = ( 0.331234 1.257772 6.541014 1.066957 -0.500000 ) Normal form coefficient of R3: Re(c_1) = -4.885966e+000 label = R2, x = ( 0.332363 1.439768 7.225039 1.068919 -1.000000 ) Normal form coefficient of R2: [c, d] = -1.046630e+002, -4.653504e+002 label = R4, x = ( 0.294522 0.915737 5.526230 0.928728 0.000000 ) Normal form coefficient of R4: A = -4.055960e+000 + -8.600805e-001 i We note that we have bistability of the 4-cycle (C4) and 8-cycle (C8) in the region indicated by Ω4,8 S in Fig. 7. We note that the NS curve of the fourth iterate in Run 9 and the PD curve of the fourth iterate of Run 6 intersect in an R2 point. Now we consider the R4 point computed in Run 9. Since |A| > 1 (A is the corresponding normal form coefficient of the R4 point), two cycles of period 16 of the map are born. A stable 16-cycle is given in Fig. 8. In order to compute the stability region of this 16-cycle, we compute two fold curves of the sixteenth iterate rooted at the R4 point. These curves exist since |A| > 1. The stable fixed points of the sixteenth iterate exist in the wedge between the two fold curves. The output of this continuation, Run 10 is given below. The fold curves are shown in Fig. 9. R. Khoshsiar Ghaziani et al. / Nonlinear Analysis: Real World Applications 13 (2012) 1451–1465 1463 Fig. 10. Curve of Neutral Saddles of the third iterate. label = LPPD, x = ( 0.294382 0.903595 5.468882 0.911109 ) Normal form coefficient for LPPD:[a/e, be]= 4.600977e+000, -1.127121e+002, label = R1, x = ( 0.221519 0.406043 4.347547 0.363383 ) normal form coefficient of R1 = -1 label = LPPD, x = ( 0.222150 0.409925 4.354848 0.368810 ) Normal form coefficient for LPPD:[a/e, be]= -5.087744e-001, -1.179672e+009, label = R1, x = ( 0.181745 0.167415 3.975582 -0.000054 ) normal form coefficient of R1 = -1 label = LPPD, x = ( 0.302337 0.997939 5.668515 0.954589 ) Normal form coefficient for LPPD:[a/e, be]= 3.260385e+001, -1.518085e+001, label = LPPD, x = ( 0.324821 1.218070 6.191127 1.018418 ) Normal form coefficient for LPPD:[a/e, be]= -8.188768e-001, -3.916020e+005, label = CP, x = ( 0.338557 1.721717 7.495970 1.027620 ) Normal form coefficient of CP s= -7.702949e+003 We note in particular the existence of a cusp point of 16-cycle. 3.4. Orbits of period 3 Next we consider the resonance 1:3 (R3) point in Run 4. Since its normal form coefficient is negative, the bifurcation picture near the R3 point is qualitatively the same as presented in [28, Fig. 9.12]. In particular, there is a region near the R3 point where a stable invariant closed curve coexists with an unstable fixed point. For parameter values close to the R3 point, the map has a saddle cycle of period three. Furthermore, a curve of Neutral Saddles of fixed points of the third iterate emanates [28, Ch 9]. We compute this curve by branch switching at the R3 point. This curve is presented in Fig. 10. We note that, however interesting, it is not a bifurcation curve. In general, continuation of the neutral saddle curve from a 1:3 resonance may help to find a Neimark–Sacker curve of period 3 cycles. The closed curve destroys this hope. 3.5. Computation of Arnol’d tongues It is well known that near a Neimark–Sacker curve there exists a dense array of resonance tongues, generalizing the isolated tongue of period 4 in Fig. 7. The tongues locally form an open and dense set of the parameter plane. There are also quasiperiodic invariant circles in between that correspond to a set of positive measures in the parameter plane. So far, no numerical methods have been implemented to specifically compute the boundaries of the resonance tongues that are rooted in weakly resonant Neimark–Sacker points (unlike the strong resonant 1: 4 case). However, since they are limit point curves of fixed points of cycles with known periods, they can be computed relatively easily if the cycles inside the tongue are globally stable (which depends on the criticality of the Neimark–Sacker curve and the noncritical multipliers as well). It is sufficient to find a fixed point of cycles inside the tongue by orbit convergence and to continue it in one free parameter to find a point on the boundary of the Arnol’d tongue as a limit point of cycles. From this, the boundary curves can be computed by a continuation in two free parameters. In Fig. 11 we present an Arnol’d tongue rooted in a weak 2: 5 resonant Neimark–Sacker 1464 R. Khoshsiar Ghaziani et al. / Nonlinear Analysis: Real World Applications 13 (2012) 1451–1465 Fig. 11. An Arnol’d tongue rooted in a weak 2 : 5 resonant Neimark–Sacker point. Fig. 12. A stability region of 5-cycles bounded by LP5 , PD5 and NS5 curves. point. Its computation was started from a stable 5-cycle with x = 0.460832, y = 3.136574, a = 12.7, b = 3, ϵ = 1.327634, and d = 3.5. The boundary LP5 curve further contains a R1 and LPPD bifurcation points. To further compute the stability region of the 5-cycle inside the tongue we compute the NS5 and PD5 curves rooted in these codimension 2 points. These curves intersect in an R2 point and are depicted in Fig. 12. The stability region is indicated as Ω5 S . From the ecological point of view, this means that we have described a parameter region where predator and prey can coexist in a stable way and reproduce their densities every fifth year. 4. Concluding remarks We investigated the dynamical behavior of a discrete-time predator–prey model with Holling type II functional response. In Section 2, we focused on the stability and possible bifurcations of three types of fixed points of the model denoted F1, F2 and F3 respectively. We established the stability condition and branching behavior of F1 in Proposition 1. Conditions under which F2 may bifurcate to a flip or a branch point, are derived in Proposition 2. We proved supercriticality of the flip bifurcations of F2 by computing the corresponding normal form coefficient. Proposition 3 provides the necessary and sufficient conditions under which F3 is stable. All possible bifurcations of F3 are given in Proposition 4. In Section 3, we computed curves of fixed points and codim 1 bifurcations of cycles. In particular, we computed curves of flip and Neimark–Sacker bifurcations of the fourth iterate and fold curves of the fourth, eighths and sixteenth iterates. We computed two curves of folds of the eighth iterate that are born tangentially at GPD points on the flip curve of the fourth iterate. These curves bound the stability region of an 8-cycle that is born when a fixed point of the fourth iterate crosses a supercritical flip R. Khoshsiar Ghaziani et al. / Nonlinear Analysis: Real World Applications 13 (2012) 1451–1465 1465 point. We note the bistability of the 4- and 8-cycles in Fig. 7. Furthermore, curves of fold points of the sixteenth iterate are computed which bound the stability region of a 16-cycle that appears near a resonance 4 point of the fourth iterate. 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