Complex Nonlinear Dynamics In Subdiusive Activator-Inhibitor Systems

B. Y. Datsko V. V. Gaychuk ,
Institute of Applied Problems of Mechanics and Mathematics of National Academy of Sciences, Naukova 3b, Lviv, 79063 , Ukraine (e-mail: b datsko@yahoo.com) SGT Inc., 7701 Greenbelt Rd Suite 400, Greenbelt, MD 20770, USA NASA Ames Research Center, Moett Field, CA 94035-1000, USA (e-mail: vagaf@yahoo.com)

Abstract: t In this article we analyze the linear stability of nonlinear fractional reactiondiusion systems. As an example, the reaction-diusion model with cubic nonlinearity is considered. By computer simulation, it was shown that in such simplest system, a complex nonlinear dynamics, which includes spatially non-homogeneous oscillations and spatio-temporal chaos, takes place Keywords: fractional derivative, subdiusion, reaction-diusion, pattern formation, compplex dynamics 1. INTRODUCTION A description of many complex media by fractional derivatives to represent anomalous behavior is of crucial importance [1-5]. Fractional dierential equations arise in many engineering and scientic disciplines as the mathematical models. In fact, fractional derivatives are used for a description of heterogeneous porous systems [11], tumor growth [12], plasma [13], polymers [14], turbulence [15], disordered semiconductors [16], magnetic resonance imaging [17], Saenko etc. . From the other side, the introduction of fractional derivatives extraordinarily enriches a family of dierential equations. This makes it possible to consider integer order dierential equations from the generalized point of view equations with continuous indices, and also has great theoretical interest. Much attention also has been recently devoted to their investigation [20,21]. Luchko In recent years an increasing interest has been observed in modeling anomalous diusion processes. Subdiusion has acquired relevance in the past decades because it has been detected experimentally in several systems, such as porous media 10 , glasses 11 , transport through cell membranes 12,13 , and other biological systems 14 . Moreover, an autowave phenomena in such complex systems was last experimentally revealed, as living cells and living tissues [18, 19+ yahoo], where diusion has a substantially anomalous nature, has generated increasing attention for a studying of the fractional Reaction-Diusion [20-25]. May be some add from Signal Proc. Classic Nonlinear reaction-diusion (RD) systems inherent in many branches of physics chemistry, biology etc. exhibit a great variety of dynamic properties representing some forms of structure formation. Investigation
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of standard RD models has changed understanding of the nonlinear phenomena in many complex systems. On the basis of mathematical modeling of classic RD, a set of nonlinear phenomena in the physical, biological and chemical systems [14-17] was explained. Introducing fractional operators to reaction-diusion systems (RDS) leads to match more complex pattern formation dynamics in such systems []. This is particularly true for sub-hyperbolic systems [], where the dynamics is more complicated by the fact that the system starts to explore the properties of coupled oscillators. Moreover, in such systems due to hyperbolic properties a new type of instability, which is not realized in standard systems RD is start to emerge []. In this article we will show that in the case of sub-diusion a fractional RDS can posses extraordinarily complex dynamics. The attention is focused here on the formation of complex dynamics in the fractional systems with indices of dierent order. We will try to recreate an common picture of nonlinear solutions in the dynamical systems in sub-diusive regime depending on spectrum of eigenvalues of linearized system. The present paper is devoted to the investigation of selforganization phenomena in the fractional systems with S or N shape type nonlinearity, widely studied in the standard systems [26-28]. It should be noted, that many nonlinear phenomena were explained on the basis such classical RDS. Typical examples are transition pulse in nervous bre, cardiac muscle and solid state neuristor. Such systems explain many nonlinear phenomena like spontaneous appearing stationary, pulse or stochastic inongomogeneous distributions. In solid state structures and gas-discharge systems with S or N shape voltampere characteristic of cubic nonlinearity the domain of high current density and electrical eld arise [21,55]. We show that in the fractional RDS with dierent orders of

derivatives we can obtain qualitative dierent dynamics than in RDS with integer derivatives. 2. MATHEMATICAL MODEL In a general case a basic reaction-diusion system for modeling of nonlinear autowaves can represented by two coupled nonlinear equation of the following type: 1 n1 (x, t) 2 n1 (x, t) = l2 + W (n1 , n2 , A), t x2 n2 (x, t) 2 n2 (x, t) 2 = L2 + Q(n1 , n2 , A) t x2 (1) (2)

where m 1 < < m, m = 1, 2. It should be noted that equations (1),(2) at = 1 correspond to the basic standard reaction-diusion system [14-16]. It should be noted, that introduction of time fractional derivatives appreciably expands the family of reactiondiusion systens. In this case, the system (1),(2) sets a possibility of transitions between the parabolic, elliptic and hyperbolical types of partial derivative equations. In other words, we can consider the systems (1),(2) as generalized system, which describes all combinations of subdifussive and suboscillatory processes. In reality the reaction subdiusion system have much more complicated form, and the derivation of such models is at an early stage. In any case the study of the basic properties of such systems and possible solutions for the case of the simplest nonlinearities has a considerable interest. Due to the properties of the Caputo derivatives [30,31] by certain substitution , the system can be transformed to the set of dierential equations with fractional derivative index being the greatest common factor of the values 1 = p, 2 = r simultaneously (for example 1 > 2 ), p, r N [22,29]. Therefore, we obtain the system of p + r equations 2 u(x, t) up (x, t) u = l2 + W (u, v, A), (5) t x2 2 v(x, t) vr (x, t) v = L2 + Q(u, v, A), (6) t x2 ui1 (x, t) u = ui (x, t), p i > 1, u1 u, (7) t vj1 (x, t) v = vj (x, t), r j > 1, v1 v, (8) t where i = p, p 1, ...1; j = r, r 1, ...1. Such presentation of the system (1),(2) makes it possible to write down explicitly characteristic equation for any relation between derivative orders [22]. 3. LINEAR STABILITY ANALYSIS 3.1 Standard reaction-diusion systems For standard RD system ( 1 = 2 = 1 ), it is convenient to analyze null clines of the system (1),(2): W = W (n1 , n2 , A) = 0, Q = Q(n1 , n2 , A) = 0. Simultaneous solution of the two equations W = Q = 0 leads to homogeneous distribution of n1 and n2 . The eigenval ues 1,2 = 1 (trF tr2 F 4 det F ) of the linearized 2 right hand side of the system (1),(2) play an important role in the system evolution. Here, the matrix F (k) = a11 (k)/1 a12 /1 , is determined by a11 (k) = a11 a21 /2 a22 (k)/2 k 2 l2 , a11 = Wn1 , a12 = Wn2 , a21 = Qn1 , a22 (k) = a22 k 2 L2 , a22 = Qn2 (all derivatives are taken at homogeneous equilibrium states ( W = Q = 0 ), k = l j, j = 1, 2, ... In x this case, we have two types of bifurcations: for k = 0 at conditions trF (0) > 0, det F (0) > 0. (9) we have a Hopf bifurcation, and for k = 0 at trF < 0, det F (0) > 0, det F (k0 ) < 0 (10)

subject to Neumann: ni /x|x=0 = ni /x|x=lx = 0, i = 1, 2 or periodic ni |x=0 = ni |x=lx , ni /x|x=0 = ni /x|x=lx , i = 1, 2 boundary conditions and with certain initial conditions. Here n1 (x, t) , n2 (x, t) are the activator and inhibitor variables , 0 x lx , 1 , 2 , l, L are the characteristic times and lengths of the system, correspondingly, A is an external parameter. Nonlinear systems based on activator-inhibitor model have been found to describe dierent systems of nature and society [ ]. Typically activator-inhibitor systems describe a formation of autovawe phenomena in spatially homogeneous media. Nevertheless, such nonlinear phenomena can appear also in the system where processes of activation and inhibition occur in spatially separated regions of the composite structure. Classic example of the systems is a sandwich structures with S-or N-shaped volt-ampere characteristic. In such system active properties has one of the layers, and the inhibition of processes taking place in an adjacent one. Based on simple model nonlinear phenomena in semiconductors, a gas discharge, biophysics, where diusion processes can also be anomalous has been explained. We can synthesize a system, in which for example, each or only one of the layers will have the properties of anomalous diusion. Thus, only one of the equations of the system may take into account the anomalous diusion of the selected layer. From this point view it is actual to investigate models of reaction-diusion equations with dierent values of fractional derivatives orders for each equations of the system. So, the starting point of our consideration is the fractional RDS with indices of dierent order 1 n1 (x, t) 2 n1 (x, t) 1 = l2 + W (n1 , n2 , A), (3) t1 x2 2 n2 (x, t) 2 n2 (x, t) 2 = L2 + Q(n1 , n2 , A) (4) 2 t x2
n Time derivatives ti (x,t) on the left hand side of equai tions (1),(2) instead of standard ones are the Caputo fractional derivatives in time of the order 0 < < 2 and are represented as [30,31] t
i

1 ni (t) := t (m )

ni ( ) d, (t )+1m

(m)

we have a Turing one. One can notice that the condition (8) may be rewritten as a11 > a22 1 /2 with the proper critical frequency of oscillations = det F (0)/(u v ) , and condition (9) - as a11 > a22 (l2 /L2 )+2(L/l) det F (0) with the proper critical wave number k0 = 4 det F (0)/ lL . The instability conditions for these two types of bifurcation will be realized due to positive feedback in the system (a11 > 0) and at 1 /2 0 , l/L 0 they approach to extremum points W (n1 , n2 , A) = 0 . 3.2 Fractional reaction-diusion systems In the case of fractional indices, we have additionally taken into account relation between imaginary and real parts of eigenvalues of the linearized system. In case 1 = 2 = ( 0 < < 2 ) for every point inside parabola det F = tr2 F/4 2 there is a marginal value 0 = |Arg(i )|, , obtained by the formula [32-34] 2 arctan 4 det F/tr2 F 1, trF > 0, 0 = (11) 2 2 arctan 4 det F/tr2 F 1, trF < 0. which determines the stability domain of the system. In other words, an order of fractional derivative is an additional parameter of bifurcation, which determines the type of bifurcation in the system. In case of fractional derivatives, the Hopf bifurcation is not connected with condition a11 > 0 and may occur for a certain value > 1 even for a11 < 0 [32, 34]. Moreover, for this case there is a possible situation [21], when the next conditions are fullled trF < 0 , det F (0) > 0, det F (k0 ) < 0. (12) and we can meet a new type of bifurcation which is not inherent to standard RD systems [21]. In this case, the system becomes unstable towards perturbations of nite wave number for a given value of fractional derivatives. As a result, inhomogeneous oscillations with this wave number become unstable and lead to non-linear oscillations which result in spatial oscillatory structure formation. As a new bifurcation parameter, which may change the type of stability of the system can serve not only the order of fractional derivative, but also the relation between them. For the fractional RDS with arbitrary rational , , the linearization of the equivalent system (4)(7) at the equilibrium conditions described by vectors u = (u, 0, ...0)p1 , v = (v, 0, ...0)r1 leads to characteristic equation det(J I) = 0 which can be represented by (r + p) -degree polynomial [22] ()r+p + (1)r1 +(1)p+1 a22 (k)
v

But in special cases, we can analyse it analytically. One can see that in this case we have to analyse eigenvalues with maximal real part and maximal ratio of imaginary and real parts. This leads to decrease of the range in 2 0 = |Arg(i )|, corresponding to , multiplicity. 4. CONDITIONS OF INSTABILITY AND COMPLEX DYNAMICS IN FRACTIONAL MODEL WITH S-SHAPE NONLINEARITY The most famous and simplest RDS with S-shape nonlinearity is the classical RD system with the cubic source term W = n1 n3 n2 , 1 for activator variable and with linear term Q = n2 + n1 + A (15) (14)

for the inhibitor one [14-16]. The homogeneous solution of the system (1),(2) for variables n1 and n2 can be obtained from the system of equations W = Q = 0 , which for dierent values of parameter of bifurcation A is presented on g.1. In this simple system we can write down a cubic algebraic equation for the determination ( 1)n1 + n3 /3 + A = 0. 1 (16)

of the dependence n1 on external parameter A . In other words the system (1),(2) for given nonlinearity (13),(14) with boundary conditions (3) can have one homogeneous stationary solution (n10 , n20 ) , which can be dened from the equation (15) (Fig.1a). In these systems depending on the ratio of lengths and times dierent types of bifurcation of the homogeneous solutions are implemented. In two dierent limiting cases we have spatially homogeneous oscillations (1 /2 0, l L) (Fig.1) or stationary spatially inhomogeneous dissipative structures (1 /2 1, l/L 0) (Fig.1) Formation of the nal attractor of the system is mainly determined by the spectrum of eigenvalues of the linearized system. A simple form of dependences (13) (14) and dependence (15) makes it possible to construct explicitly spectrum of eigenvalues of the linearized system. Depending on the point of zero isoclines intersection we either have homogeneous oscillation or inhomogeneous structures . Dependences for the two limiting relations in time and length for the system (14),(15) are presented in Fig. 1 a, b. Due to linearization of the right-hand side of the equation only, this presentation is true for arbitrary values 1 = 2 = . In the case of fractional derivatives, we have to take into account not only eigenvaleus with positive real parts but also relation between imaginary and real parts, which follows from the formula (10). In the rst limit linearized system has a positive value only for the mode with k=0. For almost all values of the bifurcation parameter with modes k>0 when the intersection of zero isoclines in the growing part of n2 (n1 ) dependence we have negative eigenvalues. In the second case the linearized system has a positive value only for mode k=1 and negative one for mode k=0 for almost the same values of the bifurcation parameter. Thus, in the considered domain due to the instability the system possess temporal or spatial limit cycles, which are

()p (13)

a11 (k) ()r + (1)r+p det F = 0. u

The roots of this polynomial will determine stability of the system (1),(2) and essentially depend on the magnitude and the ratio of the orders of fractional derivatives for each of the equations of the system. In general case, the solution of such type of equation can be obtained numerically.

(a)

(a)

(b)

(b)

(c) Fig. 1. Imaginary (grey lines) and real part (black lines) of eigenvalues as function u at = for k = 0 (a), and k = 1 (b). The parameters are B = 2, u = 0.1, 2 2 v = 1, l = 1.0, L = 1 - left; B = 2, u = 1.0, v = 1, l2 = 0.01, L2 = 1 - right; determined according to the spectrum of eigenvalues of the linearized system. (a) (b) Figure1: Null-clines( W = Q = 0 )- ()and the eigenvalues ( Re - black lines, Im - grey lines) of the specic model for the case 1 << 2 and dierent values of k ( k = 0 - red-blue, k = 1 - black green lines, k = 2 - black greenlines) -(b). Theeigenvaluesare presentedfor 1 = 2 = , and 1 /2 = 0.1, l/L = 1.0, = 1.1 These limit cases are typical for both standard systems and systems with fractional derivatives. In particular, if the linearized system has purely real roots, then the order of fractional derivative has practically no eect on the development of instability. The order of fractional derivatives in this case only changes the spatial and temporal

(c) Fig. 2. Imaginary (grey lines) and real part (black lines) of eigenvalues as function u at = for k = 0 (a), and k = 1 (b). The parameters are B = 2, u = 0.1, 2 2 v = 1, l = 1.0, L = 1 - left; B = 2, u = 1.0, v = 1, l2 = 0.01, L2 = 1 - right; characteristics of the system solutions. The presence of complex eigenvalues changes qualitatively the type of instability depending on the order of fractional derivative []. In this case, changing the order of fractional derivative can change the type of bifurcation and thereby change the type of system solutions from one to another. More complex dynamics in the considered case arises for sup hyperbolic mode at 1 , 2 > 1 . Thus, space-homogeneous solutions on an interval between points Rm and Rp (Fig. 1b) will be unstable practically for an arbitrary value and will grow, until non-linearity will stop this growth. On the intervals between points Cp and Rp (correspondently Cm and Rm ) instability of the system strictly depends on the value of and the Hopf bifurcation can have a place for eigenvalues with negative and positive real parts. Moreover, at complex eigenvalues,

(a)

(a)

(b)

(b)

(c) Fig. 3. Pattern formation scenario for 1 = 1.0, 2 = 0.5, A = 0.4, (a); 1 = 0.8, 2 = 0.4, A = 0.4, (b); 1 = 0.6, 2 = 0.3, A = 0.4, (c); The other parameters are B = 2.0, 1 = 0.1, 2 = 1, l2 = 0.1, L2 = 1.0 . we can always choose such value at which the system with eigenvalues with positive real part will be stable and at eigenvalues with negative real part - unstable [32,34]. At the same time the most complex spatial temporal dynamics and morphogenesis in the systems of reactiondiusion take place under the conditions 1 /2 << 1 , l/L << 1 . Intuitively, this should be expected due to the conditions when both types of instability are implemented. The instability of the system (3), (4) is determined by the spectrum of the characteristic equation (12). Consider a typical eigenvalue spectrum for the case when 1 /2 << 1 , l/L << 1 at 1 = 2 and 1 = 22 respectively (Figure 2). It is seen from the g that unlike the situation presented in Fig. 1 spectrum does not contain a real separation of wavenumber values. In the central part of the gure we can see that linearized system contains eigenvalus close to absolute values for dierent wave numbers k = 0 (red, blue), k = 1, k = 2 to = 3 (grey, aquamarine). Although the largest in magnitude is an eigenvalue for a mode k = 3 and

(c) Fig. 4. Pattern formation scenario for 1 = 1.0, 2 = 0.5, A = 0.6, (a); 1 = 1.0, 2 = 0.3, A = 0.6, (b); 1 = 1.0, 2 = 0.75, A = 0.8, (c); The other parameters are B = 2.0, 1 = 0.1, 2 = 1, l2 = 0.1, L2 = 1.0 . the system there are conditions for a Turing bifurcation, Due to the preferable development of oscillation due to Hopf bifurcation, Turing pattern formation can not be dominant. Therefore, the system in the whole region of unstable homogeneous solutions leads to spatio-temporal oscillations of large amplitude, which is limited by falling parts of the zero-isoclines of system (1), (2) (Fig. 3). Variations in the ratio of the derivative orders can change qualitatively the spectrum of the linearized system as well as the type of solutions of the lenearealized system. Eigenvalues of the linearized system for 1 = 22 presented in Figure 2b. Domination the activator derivative with respect to inhibitor derivative leads to the domination of the modes k = 0 agains to k = 0 , This in turn leads to domination of spatially inhomogeneous solutions with respect to homogeneous oscillations. The closeness of the eigenvalues for k = 2 and k = 3 makes it possible for a slight perturbation of the homogeneous solutions with these wave numbers to obtain solutions in the form of

(a)

A decrease in the ratio = 1 = 22 increases the stability of stationary nonuniform solutions. Variation in the ratio of the activator derivatives to inhibitor one leads to essential increase in the instability domain. The range at which the linearized system has eigenvalues with positive real part is not limited to the growing part of the zero-isoclines and essentially goes out to the range of values greater than unity in both directions. At this part of parameters low-amplitude solutions can be realized. Increasing the order of the derivatives leads to an increase in instability domain and emergence of complex oscillation for the second mode with k = 0 . d) q1=1.39 q2=.69 t1=.1 t2=1. d1=.1 d2=1. A=. B=2. n=200 dx=.0628 p=5000 q1=.99 q2=.5 t1=.1 t2=1. d1=.1 d2=1. A=-1. B=2. n=200 dx=.0628 p=5000 dt=.025 q1=1.5 q2=.75 t1=.1 t2=1. d1=.1 d2=1. A=-1. B=2. n=200 dx=.0628 p=5000 dt=.025 The most interesting dynamics occurs when the bifurcation parameter increases to the values where all types of instability compete, including bifurcation inherent to systems with fractional derivatives []. Conditions of simultaneous instability in spatio temporal structure formation and and competition of dierent modes lead to a new phenomenon, which in the standard RDS was named leading center. The successive steps in leading center formation are the next. Due to the development of spatial instability in the system wave structure propagating in opposite direction emerge. As a result of their motion in the tail of these waves conditions for a new bifurcation arise. We have a new generation of the traveling in opposite direction waves. Successive events of outgoing waves generation is a leading center phenomenon realized in fractional reaction diusion model. This type of dynamics observed in the system in a wide range of bifurcation parameter variation and variation between the orders of derivatives in the equations. (a) (b) Figure2: f0110out.txt-PLA2010a-31.01.2010-q1=.99 q2=.49 t1=.1 t2=1. d1=.1 d2=1. A=-.4 B=2. n=200 dx=.0628 p=5000 dt=.02125 size 32166466 f0111out.txt-PLA2010a-31.01.2010-q1=.79 q2=.39 t1=.1 t2=1. d1=.1 d2=1. A=-.4 B=2. n=200 dx=.0628 p=5000 dt=.02125 size 32166466

(b)

(c) (c) Fig. 5. Pattern formation scenario for 1 = 1.0, 2 = 0.5, A = 0.2, init (a), steady state (b); 1 = 1.0, 2 = 0.5, A = 0.3, init (c), steady state (d); The other parameters are B = 2.0, 1 = 0.1, 2 = 1, l2 = 0.1, L2 = 1.0 .

f0114out.txt-PLA2010a-30.01.2010-q1=.99 q2=.5 t1=.1 t2=1. d1=.1 d2=1. A=-.6 B=2. n=200 dx=.12 p=5000 dt=.025 size 8072194 f0120out.txt-PLA2010a-31.01.2010-q1=1.19 q2=.39 t1=.1 t2=1. d1=.1 d2=1. A=-.4 B=2. n=200 dx=.0628 p=5000 dt=.02125 size 23759842 4.1 Figures

stationary dissipative structures with a period which corresponds to the initial perturbation. Increasing the value = 1 = 22 leads to an increase in the ratio of real and imaginary parts of eigenvalues for non-uniform modes and the transition from the space inhomogeneous solutions to homogeneous oscillations.

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5. CONCLUSION

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