Global continuation of monotone waves for bistable delayed equations with unimodal nonlinearities
Sergei Trofimchuk
Instituto de MatemΓ‘tica y Fisica,
Universidad de Talca, Casilla 747, Talca, Chile
[email protected]
ββ
Vitaly Volpert
Institut Camille Jordan, UMR 5208 CNRS, University Lyon 1, 69622 Villeurbanne, France
INRIA Team Dracula, INRIA Lyon La Doua, 69603 Villeurbanne, France
RUDN University, ul. Miklukho-Maklaya 6, Moscow, 117198, Russia
[email protected]
Abstract
We study the existence of monotone wavefronts for a general family of bistable reaction-diffusion equations with delayed reaction term g. Differently from
previous works, we do not assume the monotonicity of g(u,v) with respect to the delayed variable v
that does not allow to apply the comparison techniques. Thus our proof is based on a variant of the Hale-Lin functional-analytic approach to heteroclinic solutions of functional differential equations where Lyapunov-Schmidt reduction is done in appropriate weighted spaces of C2-smooth functions. This method requires a detailed analysis of associated linear differential Fredholm operators and their formal adjoints. For two different types of vβunimodal functions g(u,v), we prove the existence of a maximal continuous family of bistable monotone wavefronts.. Depending on the type of unimodality
(equivalently, on the sign of the wave speed), two different scenarios can be observed for the bistable waves: 1) independently on the size of delay, each bistable wavefront is monotone; 2) wavefronts are monotone for moderate values of delays and can oscillate for large delays.
ams:
34K12, 35K57,
92D25
Keywords: bistable equation,
monotone wavefront, non-monotone reaction, existence
1 Introduction and main results
The main objects of investigation in this work are traveling front solutions for the delayed reaction-diffusion equation
[TABLE]
in the particular case when the reaction term g satisfies the following bistability condition:
(B) Function g is C1,Ξ³-continuous on some set (Ξ±,Ξ²)2βR2. On the interval (Ξ±,Ξ²), equation g(u,u)=0 has exactly three solutions e1β<e2β<e3β such that g1β(ejβ,ejβ)+g2β(ejβ,ejβ)<0 and g1β(ejβ,ejβ)<0 for j=1,3 (in the paper, we use the notations gjβ(u1β,u2β), j=1,2, for partial derivatives βg(u1β,u2β)/βujβ, j=1,2).
We recall that classical solution u(t,x)=Ο(x+ct) of (1) is called a *bistable
traveling front *(in the sequel, we shorten this name to the word βwavefrontβ which will be used both for the solution u(t,x)=Ο(x+ct) and for its profile Ο(s)) propagating with the velocity c, if Ο is bounded C2-smooth function satisfying Ο(ββ)=e1β and
Ο(+β)=e3β. Wavefront is called monotone if Οβ²(t)β₯0,Β tβR. Replacing in the above definition the boundary condition Ο(+β)=e3β with a weaker restriction
liminftβ+ββ>e2β, we define a classical solution called a semi-wavefront.
It is clear that each wavefront Ο to (1) has to satisfy the following boundary value problem for delayed differential equation
[TABLE]
There are several particular forms of problem (2) for which the existence of solutions is known.
The simplest of them appears when cΟ=0: problem (2) is then without delay and it is well understood [31]. In consequence, we are interested only in non-stationary wavefronts and will consider speed cξ =0. Another well studied particular case of (2) is when the nonlinearity g(u,v) is non-decreasing in v for each fixed u [7, 12, 14, 22, 24, 27, 28, 32]. Indeed, this kind of monotonicity allows a successful application of the maximum principle and comparison techniques.
However, if the condition g2β(u,v)β₯0 does not hold, not so much is known even about the existence of wavefronts to delayed reaction-diffusion equation (1).111And practically nothing is known about the uniqueness of bistable wavefronts in the non-monotone case, cf. [1]. In fact, we are aware about only two such works, [1, 29], where special cases of equation (1) were analysed by means of the Leray-Schauder topological degree argument. In particular, the following model
[TABLE]
with C1,Ξ³-continuous nonlinearity f:[0,+β)β[0,+β) satisfying
[TABLE]
has been recently considered in [1].
Note that bistable equation (3) with the unimodal birth function f having only three fixed points, e1β,e2β,e3β, is broadly used in the mathematical ecology for modelling systems exhibiting the Allee effect, cf.
[4, Fig. 1d]. Here, the unimodality of f means that f is hump-shaped, i.e. it has a unique critical point, ΞΊ, and 0<e2β<ΞΊ<e3β. In [14], the above equation with unimodal f was classified as Type D nonlinearity (see [14, Fig. 4.4]) and it was noted in [14, p. 5133] that there has been no progress for Type D at the moment of the publication of [14]. In this regard, the recent contribution [1] by Alfaro, Ducrot and Giletti presents a series of important existence results.
Under some general bistability type assumptions on f (which imply the positivity of the speed of propagation but are weaker than the unimodality restriction), Alfaro et al
proved the existence of semi-wavefront solutions to (3) and established conditions sufficient for their either convergence or oscillation at +β. In this paper, by giving a criterion for the existence of monotone wavefronts to (1), we provides an additional insight into the interesting findings of [1].
Another type of bistable equation (1) with unimodal nonlinearity was recently proposed in [6] in order to understand spatiotemporal dynamics of virus infection spreading in tissues. The model equation of [6] is of the form
[TABLE]
It is assumed that f:R+ββ(0,+β) is C1,Ξ³-continuous function and that the equation 1βu=f(u)
has exactly three positive solutions 0<e1β<e2β<e3β on the interval [0,1]. In addition, fβ²(e1β)β₯0,
fβ²(e3β)>β1 and f achieves the global maximum at its unique critical point ΞΊβ(e1β,e2β). See Fig. 1 in [6]. The recent work [29] establishes that
a simpler version of (4) (with e1β<0<e2β<e3β=1) has at least one monotone wavefront connecting the equilibria 0 and 1 for each fixed delay Οβ₯0.
The above mentioned biological models show the importance of studying the existence of wavefronts for equation (1) with the reaction term g(u,v) which is not increasing in the second variable, but still has reasonably good (piece-wise monotone, with only two pieces of monotonicity) behavior with respect to v for each fixed u. We will include both models (3) and (4) in our general theory by considering two following alternative unimodality assumptions:
(U) For each fixed uβ(Ξ±,Ξ²), function g(u,β
) has
a unique critical point ΞΊβ(e1β,e2β), independent on u (hence, g2β(u,ΞΊ)=0) such that
g2β(u,v)<0 for vβ(Ξ±,ΞΊ) and g2β(u,v)>0 for vβ(ΞΊ,Ξ²).
Furthermore, g1β(u,v)<0 for all uβ₯v such that uβ[e1β,e2β), vβ[e1β,ΞΊ] and
g(u,e1β)<0 for all uβ(e2β,Ξ²) while g(u,e1β)>0 for all uβ(Ξ±,e1β). (The latter implies that g(u,v)<0 for all uβ₯v, u,vβ(e1β,e2β)).
(Uβ) For each fixed uβ(Ξ±,Ξ²), function g(u,β
) has
a unique critical point ΞΊβ(e2β,e3β), independent on u such that
g2β(u,v)>0 for vβ(Ξ±,ΞΊ) and g2β(u,v)<0 for vβ(ΞΊ,Ξ²).
Furthermore, g1β(u,v)<0 for all uβ₯v;Β u,vβ[ΞΊ,e3β]. In addition, g(u,v) is βstronglyβ sub-tangential
at e3β: gjβ(u,v)β₯gjβ(e3β,e3β),Β j=1,2,Β uβ₯v,Β u,vβ[e1β,e3β].
There is certain asymmetry in the strength of assumptions (U) and (Uβ): in particular, the sub-tangency requirement of (Uβ) is used repeatedly in the proof of one of our main results, Theorem 1.4. Clearly, the βstrongβ sub-tangency condition is somewhat stronger than the usual sub-tangency requirement
g(u,v)β€g1β(e3β,e3β)(uβe3β)+g2β(e3β,e3β)(vβe3β), uβ₯v, u,vβ[e1β,e3β]. On the other hand, the form of sub-tangency given in (Uβ) seems to be more friendly for applications. For instance, it is easy to see that the reaction term in (3) satisfies (Uβ) if fβ²(e3β)=min{fβ²(u),uβ[e1β,e3β]} (note also that hypothesis (U) holds for equation (4) without additional restrictions on f). Importantly, in Section 2 we show how a slightly weaker version of Theorem 1.4, Theorem 2.5, can be obtained without any kind of sub-tangency restriction at e3β.
As we have mentioned, in this paper we consider only non-stationary wavefronts. In fact,
it suffices to analyse the case of positive speeds, c>0, since the linear change of variables Ο(βt)=e1β+e3ββΟ(t)
transforms problem (2) under assumption (U) and with the speed c into problem (2) under assumption (Uβ) and with the speed βc, and vice versa (of course, modulo the sub-tangency condition and secondary monotonicity details). In the next section, we are applying this trick in the case of models (3) and (4). Note also that if velocity c is positive then traveling front is an expansion
wave (since Ο(x+ct) converges, uniformly on compact sets, to the biggest steady state e3β as tβ+β).
As we show, for the positivity of speed (for each fixed Οβ₯0) it is enough to assume the inequality
(I) I:=β«e1βe3ββg(u,u)du>0.
Now, even if equation (1) generally defines a non-monotone evolutionary system, we are interested in the existence of monotone wavefronts for it, cf. [5, 11, 12, 13, 18, 29]. In the paper, such wavefronts will be obtained via deformation of the unique monotone wavefront of equation (1) considered with Ο=0. The procedure
of this continuous deformation requires from solutions of (1) the following monotonicity property (satisfied for both considered biological models), cf. [13, 29, 31]:
(M) Suppose that u=Ο(x+ct),Β c>0, is a non-decreasing wavefront
connecting the steady states e1β and e3β. Then Οβ²(t)>0,Β tβR.
Monotonicity of the initial wavefront should be preserved during its continuous deformation. It appears that it is easier to satisfy this requirement under assumption (U) than under (Uβ). Indeed, as we will show in Lemmas 3.3, 3.4, 3.5, 3.7, (U) assures that each wavefront is strictly increasing at Β±β and it is confined between the equilibria e1β and e3β. Contrary to this, if (Uβ) is assumed then it is easy to control monotonicity at ββ but not at +β (asymptotic behaviour of monotone wavefronts at +β is described in terms of zeros of the associated characteristic function Οββ(z)=z2βcz+aββ+bββeβzcΟ,
where coefficients aββ,Β bββ are negative, see Section 4).
A similar difficulty has occurred in [13] during the continuous deformation of monostable monotone wavefronts. In the cited work, it has been shown that the monotone deformation of wavefronts can still be realised inside of some domain D of parameters (Ο,c) described in continuation. To define D, we need the following result from [13, Lemma 1.1] concerning the real zeros of Οββ(z):
Proposition 1.1
Given aββ+bββ<0,Β bββ<0, there exists
clin(Ο)β(0,+β] such
that the characteristic equation Οββ(z)=0, c>0,
has three real roots Ξ»1ββ€Ξ»2β<0<Ξ»3β
if and only if cβ€clin(Ο). If clin(Ο) is finite and c=clin(Ο), then Οββ(z) has a double zero Ξ»1β=Ξ»2β<0,
while for c>clin(Ο) there does not exist any negative
root to Οββ(z)=0. Moreover, if Ξ»jββC is a
complex root of Οββ(z)=0 for cβ(0,clin(Ο)] then βΞ»jβ<Ξ»2β.
Furthermore, clin(Ο)=+β for all Ο from some non-empty maximal interval [0,Ο#β]
and clin(Ο) is strictly decreasing on (Ο#β,+β). In fact,
[TABLE]
and Ο is the unique negative root of
β2aββ=bββeβΟ(2+Ο).
Remark 1.2
Suppose that aββ<0, then a straightforward analysis shows that Ο#β>0 can be determined as the unique real root of the equation eβ£bβββ£Οeβ£aβββ£Ο=1.
For Ο>Ο#β,
the function c=clin(Ο) can be defined implicitly by f the equation
[TABLE]
where h=cΟ. Figures 2, 3 below present the graph of c=clin(Ο) for β£aβββ£=β£bβββ£=1.
We define D(aββ,bββ) as the set of non-negative parameters for which Οββ(z),Β c>0, has exactly three real zeros (counting multiplicity). In the coordinates (Ο,c), this domain takes the next form
[TABLE]
We can now state the first main result of the paper:
Theorem 1.3
Let assumptions (B), (I), (M) and (U) be satisfied. Then equation (1) has a continuous family of strictly increasing bistable wavefronts u=Ο(x+c(Ο)t,Ο), Οβ₯0, propagating with the positive speed c=c(Ο).
In Subsection 2.3, we show (see Figure 3 below) that, under assumptions of Theorem 1.3, it might happen that c(Ο)>clin(Ο) for some positive values of Ο.
Quite the contrary, under assumption (Uβ), we need
the condition
[TABLE]
in order to realise monotone deformation of the initial wavefront:
Theorem 1.4
Let assumptions (B), (I), (M) and (Uβ) be satisfied. Then there exists an extended real number Οββ>Ο#β and a continuous function c=c(Ο),Β Οβ[0,Οββ], such that
equation (1) has a continuous family of strictly increasing bistable wavefronts u=Ο(x+c(Ο)t,Ο), Οβ€Οββ, propagating with the positive speed c=c(Ο). Moreover,
(Ο,c(Ο))βD(g1β(e3β,e3β),g2β(e3β,e3β)), c(Οββ)=clin(Οββ),
and [0,Οββ] is the maximal interval (containing [math]) for the existence of monotone wavefronts. Furthermore, if Οββ is finite, then there is a sequence of delays ΟjββΟββ such that
equation (1) considered with Ο=Οjβ has a wavefront propagating with speed cjβ, cjββclin(Οββ), and oscillating around e3β.
In the next section, we apply Theorems 1.3 and 1.4 to models (3) and (4). In particular, we prove that condition (M) is fulfilled for these equations. Not only positive but also negative speeds of propagation are considered.
In addition, in Subsection 2.2, we state a somewhat weaker version of Theorem 1.4, Theorem 2.5. This result
does not require any sub-tangency restriction from g. In Subsection 2.3,
we are also illustrating our findings on an explicit example allowing a rather complete analytical and numerical analysis
(this type of βtoy modelsβ was proposed in [26], see also [10, 17]). In particular, the computations done in Subsection 2.3 suggest that c=c(Ο) is decreasing function of Ο and that each monotone wavefront is unique (up to a translation).
As in [13], our proofs are based on the homotopy method and a variant of Hale-Lin
functional-analytic approach to the heteroclinic solutions [15]. In the bistable setting, this theory was developed further by S.-N. Chow, X.-B. Lin, J. Mallet-Paret and W. Huang in [8, 18, 19, 25]. In this theory,
application of the Lyapunov-Schmidt reduction requires a thorough analysis of the variational
equations (and their adjoints) along the monotone wavefronts. Variational equations are analysed in
Section 3 (under assumption (U)) and Section 4 (under assumption (Uβ)).
The main conclusion of these sections concerns the existence of positive (either on R or R+β) solutions wββ(t) of the adjoint equations (Lemmas 3.13 and 4.8). Finally, Theorems 1.3 and 1.4 are proved in Section 5: to deal with the case when wββ(t) can take negative values at some points t<0, we make
appropriate adjustments (expressed in terms of corrector functions) to the Lyapunov-Schmidt procedure.
2 Two biological models and one illustrative example.
In this section, we consider three different nonlinearities g and, in each case, we apply the main results of the paper, Theorems 1.3 and Theorems 1.4, to establish the existence of monotone (oscillating) wavefronts propagating with positive and negative speeds.
2.1 Mackey-Glass type model (3).
Assume that C1,Ξ³-continuous unimodal function f:R+ββR+β satisfies
f(0)=0=:e1β,Β fβ²(0)β(0,1),Β f(e2β)βe2β=f(e3β)βe3β=0. We also assume that equation f(x)=x has only three solutions, e1β,e2β,e3β;
fβ²(e3β)β€fβ²(x), xβ[0,e3β];
the unique critical point ΞΊ of f belongs to the interval (e2β,e3β).
Then g(u,v)=βu+f(v) meets all restrictions of (B), (Uβ).
The wave profile equation for (3) is
[TABLE]
We claim that condition (M) is satisfied in such a case. Indeed, let Ο(t) be a profile of a bistable wave such that Οβ²(t)β₯0, Ο(ββ)=e1β, Ο(+β)=e3β. Then Lemma 4.4 says that there exists a maximal interval (ββ,r) such that Οβ²(t)>0 for all t<r. In addition, it holds that Ο(r)β₯e2β. Suppose that r is finite, then Οβ²(r)=Οβ²β²(r)=0 so that Ο(r)=f(Ο(rβcΟ)). After differentiating (6), we also obtain that Οβ²β²β²(r)=βfβ²(Ο(tβcΟ))Οβ²(rβcΟ). Since Οβ²β²β²(r)β₯0 and Οβ²(rβcΟ)>0, we find that fβ²(Ο(rβcΟ))β€0. Thus Ο(rβcΟ)β₯ΞΊ so that Ο(r)β€e3β<f(Ο(rβcΟ)), a contradiction.
Hence, Theorem 1.4 applies in such a case:
Theorem 2.1
Let assumptions a1),a2),a3) be satisfied together with (I) which here reads as
[TABLE]
Then all conclusions of Theorem 1.4 are valid for equation (3).
In Subsection 2.3, we present an explicit example showing that the Mackey-Glass type bistable models can have wavefronts oscillating around e3β.
Next, in order to investigate the existence of monotone wavefronts for equation (6) when P<0
we may apply, as it was suggested in the introduction, the change of variables Ο(βt)=e1β+e3ββΟ(t). It transforms the original equation into equation (2) with new reaction term
g~β(u,v)=e1β+e3ββuβf(e1β+e3ββv), steady states e1β<e~2β=e1β+e3ββe2β<e3β and the critical
point ΞΊ~=e1β+e3ββΞΊβ(e1β,e~2β). Moreover, it can be checked easily that g~β(u,v) satisfies (B), (U), (I) if we assume conditions a1),a3) and P<0.
Finally, let Ο(t) be a wavefront for the modified equation satisfying Οβ²(t)β₯0, Ο(ββ)=e1β, Ο(+β)=e3β. Then Lemma 3.3 says that there exists a maximal interval (ββ,r) such that Οβ²(t)>0 for all t<r. In addition, Ο(rββ£cβ£Ο)>ΞΊ~. Suppose that r is finite, then Οβ²(r)=Οβ²β²(r)=0 so that e1β+e3ββΟ(r)=f(e1β+e3ββΟ(rββ£cβ£Ο)), Οβ²β²β²(r)=βfβ²(e1β+e3ββΟ(rββ£cβ£Ο))Οβ²(rββ£cβ£Ο). Since e1β+e3ββΟ(rββ£cβ£Ο)<ΞΊ,
we conclude that Οβ²β²β²(r)<0, a contradiction.
Hence, condition (M) is satisfied by Ο(t+β£cβ£t) and an application of Theorem 1.3
leads to the following result.
Theorem 2.2
Assume conditions a1),a3) as well as the inequality P<0.
Then for each Οβ₯0 equation (6) has a monotone wavefront propagating with the negative speed c(Ο) which depends continuously on the delay Ο.
2.2 A model of virus infection spreading in tissues.
Following [6], we consider reaction-diffusion equation (4) with the unimodal C1,Ξ³-continuous function f:R+ββ(0,+β) such that
equation 1βu=f(u)
has exactly three positive solutions 0<e1β<e2β<e3β<1 on the interval [0,1] and fβ²(e1β)β₯0,
fβ²(e3β)>β1;
f has a unique critical point ΞΊβ(e1β,e2β) where the global maximum of f is achieved.
Then the function g(u,v)=u(1βuβf(v)) clearly satisfies the assumptions (B) (where (Ξ±,Ξ²)=(0,1)) and (U). Next, each bistable wavefront Ο for model (4) solves the boundary problem
[TABLE]
The assumption (M) is also satisfied because of the following proposition.
Lemma 2.3
Suppose that Ο(t) satisfies (7). If Ο(t) is non-decreasing on some interval (ββ,s] and Ο(t)β[e2β,e3β) Β Β for
tβ₯s,
then Οβ²(t)>0,Β tβR.
*Proof. * Let sβ²<s be a critical point for Ο(t). Then Οβ²(sβ²)=Οβ²β²(sβ²)=0 so that
f(Ο(sβ²βcΟ))=1βΟ(sβ²). Since Ο(sβ²)β₯Ο(sβ²βcΟ) the latter equality implies that Ο(sβ²βcΟ),Β Ο(sβ²)>e2β.
Hence, Ο(sβcΟ),Β Ο(s)>e2β. Clearly, we may assume that s=sup{r:Οβ²(t)β₯0,Β tβ(ββ,r]} and that there is sβββ€s such that Οβ²(t)>0 for t<sββ, Οβ²(sββ)=0. We have that either sββ=s or sββ<s and
Οβ²β²(sββ)=0. In the latter case, Ο(sβββcΟ)>e2β and
[TABLE]
a contradiction. Thus Οβ²(t)>0 for all t<s and, in addition, if s is finite then Οβ²β²(s)<0.
Hence, if s is finite, then Οβ²(t)<0 on some maximal interval (s,S) (where S is finite because of the condition Ο(+β)=e3β). Evidently, Οβ²(S)=0,Β Οβ²β²(S)β₯0 so that 1βΟ(S)β€f(Ο(SβcΟ)).
First, suppose that SβcΟβ₯s. Then Ο(s)β₯Ο(SβcΟ)>Ο(S)β₯e2β implying that
[TABLE]
a contradiction (since f(x)β€1βx on [e2β,e3β]). In consequence, SβcΟ<s so that
[TABLE]
yielding again a contradiction:
[TABLE]
Thus s=+β and Οβ²(t)>0 for all tβR.
An application of Theorem 1.3
allows us to extend the main existence result of [29] on model (7) considered under more realistic settings, cf. [6] :
Theorem 2.4
Assume conditions b1),b2) as well as condition (I) which here is equivalent to
[TABLE]
Then for each Οβ₯0 equation (7) has a monotone wavefront propagating with the positive speed c(Ο) which depends continuously on the delay Ο.
Finally, supposing that J<0, we will study the existence of wavefronts propagating with negative speeds
(i.e. of the extinction waves). Since we are going to invoke Theorem 1.4, this suggests the use of the transform Ο(βt)=e1β+e3ββΟ(t). The new reaction term has the form
g^β(u,v)=β(e1β+e3ββu)(1βe1ββe3β+uβf(e1β+e3ββv))
and it is immediate to see that the βstrongβ sub-tangency condition of (Uβ) is not satisfied by
[TABLE]
In this case, it is convenient to apply the following weaker version of Theorem 1.4:
Theorem 2.5
Let assumptions (B), (I), (M) and (Uβ) (except for the βstrongβ sub-tangency condition) be satisfied. Set
[TABLE]
and let Ο~#β>0 be the unique real root of the equation eβ£b~βββ£Οeβ£a~βββ£Ο=1. Then there exists an extended real number Οββ>Ο~#β and a continuous function c=c(Ο),Β Οβ[0,Οββ], such that
equation (1) has a continuous family of strictly increasing bistable wavefronts u=Ο(x+c(Ο)t,Ο), Οβ€Οββ, propagating with a positive speed c=c(Ο). Moreover,
(Ο,c(Ο))βD(a~ββ,b~ββ)
and the point (Οββ,c(Οββ)) belongs to the boundary of domain D(a~ββ,b~ββ).
The strategy of the proof of Theorem 2.5. The βstrongβ sub-tangency condition of (Uβ) is invoked four times in the proof of Theorem 1.4. In Remarks 4.2, 4.10, 5.10, 5.11 below, we show how the exclusion of this condition changes the proof and the conclusion of Theorem 1.4.
Computing the parameters a~ββ,b~ββ and then applying Theorem 2.5 to the transformed version of equation (7), we obtain
the following.
Theorem 2.6
Assume conditions b1),b2) and the inequality
J<0. Set
[TABLE]
and define Ο~#β>0 as in Theorem 2.5. Then there is an extended real number Οββ>Ο~#β and a continuous function c=c(Ο),Β Οβ[0,Οββ] such that
model (4) has a continuous family of strictly increasing bistable wavefronts u=Ο(x+c(Ο)t,Ο), Οβ€Οββ, propagating with negative speed c=c(Ο). Moreover,
(Ο,β£c(Ο)β£)βD(a~ββ,b~ββ)
and the point (Οββ,β£c(Οββ)β£) belongs to the boundary of the domain D(a~ββ,b~ββ).
*Proof. * It is immediate to see that the function g^β(u,v)=β(e1β+e3ββu)(1βe1ββe3β+uβf(e1β+e3ββv)) meets conditions (B), (I) and (Uβ) (except for the βstrongβ sub-tangency requirement). Now, the validity of assumption (M) for the transformed equation follows from a similar property of the original model (7) considered with c<0: every its non-decreasing wavefront Ο(t)
connecting e1β and e3β satisfies the inequality Οβ²(t)>0,Β tβR. In order to demonstrate this property, on the contrary, suppose that the set SβR of all critical points of Ο is non-empty. Then Οβ²β²(s)=0 for each sβS and, consequently,
1βΟ(s)=f(Ο(sβcΟ)). Since c<0, this implies that Ο(s)β(e1β,e2β), Ο(sβcΟ)β(ΞΊ,e2β) so that
supS=:s0ββS is finite. After differentiating (7) at s0β, we obtain the following contradiction 0β€Οβ²β²β²(s0β)=Ο(s0β)fβ²(Ο(s0ββcΟ))Οβ²(s0ββcΟ)<0. Hence, S=β
and Theorem 2.5 can be applied to the equation with transformed reaction term g^β(u,v).
2.3 A βtoyβ model.
In this subsection, we are going to illustrate results concerning the Mackey-Glass type model by considering in (6) the
following discontinuous nonlinearity
[TABLE]
with ΞΊ,pβ(0,1),q<0 and e1β=0,Β e3β=1, see Figure 1.
First, we assume the inequality (I): β«01β(βu+f(u))du>0, see Figure 1, left. This condition amounts to
[TABLE]
Let Ο be a profile of a bistable wave normalised by the condition Ο(βcΟ)=ΞΊ. Clearly,
Ο is a positive solution of the linear equation
[TABLE]
The characteristic equation for (11) is
[TABLE]
and it has a unique positive real root ΞΌ1β=ΞΌ1β(c,Ο), see also Lemma 3.1 below. Thus
[TABLE]
Hence, if t>0 and Ο(t)β₯ΞΊ for all tβ₯0 (this requirement is automatically satisfied for each monotone bistable wave), then Ο(t) for t>0 satisfies the equation
[TABLE]
The change of variables Ο=Οβ1 transforms this equation into
[TABLE]
We also have that
[TABLE]
Applying the Laplace transform (LΟ)(z)=0β«ββeβztΟ(t)dt to equation (13), we get
[TABLE]
Here Ο(z)=z2βczβ1+qeβcΟz has a unique positive zero Ξ»1β, see Lemma 3.2. Furthermore, we will assume that the parameters c,Ο,q are such that Ξ»1β is the only zero of Ο(z) on the closed right half-plane. Then the stable manifold of the zero equilibrium to (13) has codimension 1 and the solution of
initial value problem (14) for this equation belongs to the stable manifold if and only if the projection of the initial function on the unstable manifold is zero, i.e. if and only if
[TABLE]
After an integration, this gives
[TABLE]
Since ΞΌ1β and Ξ»1β are solutions of equations (12) and Ο(z)=0, respectively, the last equation simplifies to
[TABLE]
Being simple zeros, Ξ»1β(c) and ΞΌ1β(c) are positive continuous functions of c and clearly K(+β)=0. In addition, due to (10),
[TABLE]
Thus for each delay Οβ₯0 there exists at least one speed c>0 such that equation (15) is satisfied.
In fact, the next result shows that such c is actually unique (and therefore, for each fixed Ο, bistable wavefront of the βtoyβ version of (6) is unique up to translation).
Lemma 2.7
It holds that (ΞΌ1β(c)/Ξ»1β(c))β²>0 for all c>0.
*Proof. * For c>0, set Ο΅=cβ2 and observe that functions ΞΌ(Ο΅):=cΞΌ1β(c) and
Ξ»(Ο΅):=cΞ»1β(c) satisfy the equations
Ο΅z2βzβ1+peβzΟ=0,Β Ο΅z2βzβ1+qeβzΟ=0, respectively. Clearly, the lemma statement amounts to (ΞΌ(Ο΅)/Ξ»(Ο΅))β²ξ =0.
So, on the contrary, suppose that the latter derivative is equal to [math] at some point Ο΅0β. Then
ΞΌβ²(Ο΅0β)Ξ»(Ο΅0β)=ΞΌ(Ο΅0β)Ξ»β²(Ο΅0β). Set Ξ»0β=Ξ»(Ο΅0β), ΞΌ0β=ΞΌ(Ο΅0β). Since
[TABLE]
the equality ΞΌβ²(Ο΅0β)Ξ»(Ο΅0β)=ΞΌ(Ο΅0β)Ξ»β²(Ο΅0β) is equivalent to
[TABLE]
which can be simplified to the following contradictory relations
[TABLE]
For numerics, we take ΞΊ=1/3,Β p=1/2,q=β1 as shown on Figure 1 (left).
Then for small values of delays (0β€Οβ€4.04β¦), our βtoyβ equation has monotone bistable waves
propagating with speeds c=c(Ο), see Figure 2. However, for bigger
delays (i.e. for Ο>4.04β¦) the bistable wave profile Ο(t) oscillates around the equilibrium 1 at +β. Figure 2 also suggests that c(Ο) is a decreasing function of Ο.
If we now suppose that kββ>1 (i.e. β«01β(βu+f(u))du<0, see Figure 1, right), then the propagation speed must be negative, c<0. Using the same notations Ξ»1β(β£cβ£),ΞΌ1β(β£cβ£) and applying the Laplace transform approach again, we find that for every delay Οβ₯0 there exists a unique monotone bistable wave propagating with the speed c=c(Ο)<0 which can be determined from the equation
[TABLE]
For tβ₯0, the explicit form of the unique profile normalised by the condition Ο(βcΟ)=ΞΊ is given by
Ο(t)=1β(1βΞΊ)eβΞ»1β(β£cβ£)(t+cΟ).
For numerical calculations in this case, we take ΞΊ=0.9,Β p=1/2,Β q=β1 as shown on Figure 1, right.
Figure 3 also suggests that β£c(Ο)β£ is a decreasing function of Ο and shows that the inequality β£c(Ο)β£>clin(Ο) may happen for certain values of Ο (unlike the case when c>0, the latter does not affect the monotonicity property of the profile Ο).
3 Variational equation along the monotone bistable wave under assumption (U).
Let Ο(t) be a solution of problem (2) with c>0 satisfying Ο(t)β₯e1β for all tβR.
Without restricting generality, we can assume that Ο(βcΟ)=ΞΊ and that Ο(t)<ΞΊ for t<βcΟ.
The variational equation along Ο(t) is of the form DΟ(t)=0, where
[TABLE]
and
[TABLE]
Clearly, DΟβ²(t)=0. In view of assumptions (B), (U), we have that
b(0)=0; Β a(t)<0 for t<βcΟ; Β b(t)<0 for t<0 and b(t)>0 for t>0;
[TABLE]
[TABLE]
Hence, the variational equation is asymptotically autonomous and the limiting autonomous equations at Β±β
have the characteristic functions
ΟΒ±β(z)=z2βcz+aΒ±β+bΒ±βeβzcΟ.
It is easy to see that Ο+β(z) always has exactly two real roots (we will denote them by ΞΌ2β<0<ΞΌ1β) and that
Οββ(z) always has exactly one positive root (we will use the notation Ξ»1β for it). Some further information
about zeros of ΟΒ±β(z) can be found in the next two lemmas.
Lemma 3.1
The zeros ΞΌ1β,ΞΌ2β are simple. Moreover, they are unique zeros of Ο+β(z) in the half-plane {βzβ₯ΞΌ2β}.
*Proof. * Since Ο+β(x)<0 for all xβ(ΞΌ1β,ΞΌ2β) and Ο+β²β²β(x)>0,Β xβR, the equalities
Ο+β²β(ΞΌjβ)=0, j=1,2, are excluded. Thus ΞΌ1β,ΞΌ2β are simple zeros. Next, let zjΒ±β,j=1,2, denote
the real zeros of the polynomial z2βcz+aΒ±β.Then z1+β<ΞΌ2β<0<ΞΌ1β<z2+β. If w is a complex zero of Ο+β(z), it holds that
[TABLE]
so that, for each complex zero w with βwβ[ΞΌ1β,ΞΌ2β]
[TABLE]
contradicting to the inequality Ο+β(x)<0,Β xβ(ΞΌ1β,ΞΌ2β).
Similarly, for each z=iy,Β yβR, it holds
[TABLE]
As a consequence, by a standard argument invoking the RouchΓ© theorem, the numbers of roots of z2βcz+a+β and z2βcz+a+β+b+βeβzcΟ on the half-plane {βzβ₯0} coincide (due to decaying nature of b+βeβxcΟ for x>0).
Lemma 3.2
Ξ»1β* is simple and dominating zero of Οββ(z): every other root Ξ»jβ of the equation Οββ(z)=0 satisfies βΞ»jβ<Ξ»1β. If Ξ»2β,Β βΞ»2ββ₯0, is a root with the biggest
real part βΞ»2β<Ξ»1β, then Ξ»2β is a unique root of Οββ(z)=0 with these properties belonging to the upper half-plane. Moreover, Ξ»2β is either real negative root of the maximal multiplicity 2, or it is a simple complex root.*
*Proof. * Clearly, Οββ²β(Ξ»1β)>0 and therefore the multiplicity of Ξ»1β is equal to 1. Next, for each z with x=βz>Ξ»1β, we have that
[TABLE]
so that every zero Ξ»jβ of the characteristic function should satisfy βΞ»jββ€Ξ»1β.
Now, if βz=Ξ»1β, βzξ =0, then β£zβz1βββ£β£zβz2βββ£>(xβz1ββ)(xβz2ββ) so that again
β£z2βcz+aβββ£>β£eβcΟzβ£.
Next, if Ξ»jβ=Ξ±+iΞ²jβ, 0β€Ξ²2β<Ξ²3β,Β j=2,3, are
two zero of Οββ(z), then
[TABLE]
On the other hand,
[TABLE]
a contradiction which proves the uniqueness of Ξ»2β. Let us suppose now that the complex zero
Ξ»2β is multiple. Then Οββ(Ξ»2β)=Οββ²β(Ξ»2β)=0 that implies
Ξ»22ββ(cβ2/(cΟ))Ξ»2β+aβββ1/Ο=0. Since the latter quadratic equation has only real roots, we
get a contradiction.
Finally, inequality aββ<0 implies that the system of equations Οββ(Ξ»2β)=Οββ²β(Ξ»2β)=Οββ²β²β(Ξ»2β)=0 is incompatible. In this way, the multiplicity of Ξ»2β cannot exceed two.
Equation DΟ(t)=0 can be written as the
system
[TABLE]
or shortly as Fcβ(v,w)=0, where
[TABLE]
System (16) possesses exponential dichotomy at +β and shifted exponential dichotomy with exponents Ξ±1β:=Ξ»1ββ1.5Ξ΄<Ξ»1ββ0.5Ξ΄=:Ξ²1β (for Ξ΄>0 small enough to satisfy
βΞ»2β<Ξ»1ββ1.5Ξ΄) at ββ, see [15] for the definition of these dichotomies.
As a consequence, each solution of (16) converging to [math] at +β, has an exponential rate of decay. Since for each bistable wavefront Ο we have that Οβ²β²(Β±β)=Οβ²(Β±β)=0, we conclude that Οβ²,Οβ²β² converge to [math] at +β with the exponential rate. More precise asymptotic formulas are given
in Lemma 3.4. To deal with the problem of super-exponentially small solutions in the proof of Lemma 3.4, we first establish the positivity of e3ββΟ(t) for all tβR :
Lemma 3.3
Assume (U) and suppose that Ο(t)β₯e1β,Β tβR, Ο(βcΟ)=ΞΊ, is a bistable wavefront for equation (2) propagating with the speed c>0. Then Ο(t)<e3β,Β tβR. If Ο(t), Ο(ββ)=e1β, is a non-constant solution of equation (2) which is non-decreasing on the maximal interval (ββ,s]
then Ο(sβcΟ)>ΞΊ. Consequently, if Ο(t) is normalized by the relation Ο(βcΟ)=ΞΊ then s>0. Moreover, the normalized solution Ο(t) satisfies Οβ²β²(t)>0 and Οβ²(t)>0 for all tβ€0.
*Proof. * (a) Indeed, otherwise Ο(t) reaches its absolute maximum on R at some point s2β, where
Οβ²(s2β)=0,Β Οβ²β²(s2β)β€0,Β Ο(s2β)β₯e3β,Β Ο(s2β)>Ο(s2ββcΟ).
However, in view of the inequalities
[TABLE]
[TABLE]
[TABLE]
this contradicts to equation (2).
(b) Suppose that Ο(sβ²βcΟ)β€ΞΊ and Οβ²(sβ²)=0 for some sβ²β€s. Then Οβ²(sβ²)=0,Οβ²β²(sβ²)β€0 so that
[TABLE]
[TABLE]
[TABLE]
a
contradiction. The same argument works if we suppose that Οβ²(sβ²)β₯0,Οβ²β²(sβ²)=0.
Lemma 3.4
Assume (U) and suppose that Ο(t)β₯e1β,Β tβR, is a bistable wavefront for equation (2) propagating with the speed c>0. Then, for some appropriate t1ββR and small Ο΅>0,
[TABLE]
In particular, Ο(t) is eventually strictly increasing at +β.
*Proof. * Recall that system (16) is exponentially dichotomic at +β. As a consequence, Οβ²(t),Οβ²β²(t) and positive function Ο1β(t)=e3ββΟ(t)=β«t+ββΟβ²(s)ds
converge to [math] exponentially at +β. Thus, for some positive Ξ½ and tβ+β, functions
[TABLE]
satisfy
[TABLE]
Now, since positive Ο1β(t) satisfies the equation
[TABLE]
the super-exponential convergence of Ο1β(t) to [math] as tβ+β is not possible due to [21, Lemma 3.1.1 under Assumption 3.1.1]. Thus Proposition 7.2 from [25] implies that, for some eigenvalue ΞΌjβ,Β βΞΌjβ<0, of Ο+β(z), small positive r and non-zero polynomials pjβ(t),qjβ(t), it holds
[TABLE]
In view of the positivity of Ο1β at
+β, ΞΌjβ should be a real negative number. Thus actually
ΞΌjβ=ΞΌ2β. By Lemma 3.1, ΞΌ2β is a simple zero of Ο+β(z) and therefore pjβ>0,qjβ=ΞΌ2βpjβ are constants.
In the next two lemmas, we study the asymptotic behavior of bistable wavefronts at ββ.
Lemma 3.5
Assume (U) and suppose that Ο(t) is profile of a bistable wavefront which is monotone at ββ. Then, for some appropriate t1ββR and small Ο΅>0,
[TABLE]
In particular, Οβ²(t)>0 on some maximal open interval (ββ,s), s>0, described in Lemma 3.3.
*Proof. * In view of Lemma 3.3, Ο(t)=Οβ²(t)>0,Οβ²(t)=Οβ²β²(t)>0 on some maximal interval (ββ,s). Since DΟ(t)=0, we find that
(Οβ²(t)eβct)β²>0 because of
[TABLE]
Therefore Οβ²(t)eβct<Οβ²(s)eβcs for t<s<βcΟ, or, equivalently, Οβ²β²(t)<Οβ²β²(s)eβc(sβt) for t<s<βcΟ.
Thus Οβ²(t)=β«ββtβΟβ²β²(s)ds,
Οβ²β²(t) converge to [math] exponentially at ββ, so that, for some positive Ξ½,
[TABLE]
Applying now [21, Lemma 3.1.1 under Assumption 3.1.2], Proposition 7.2 from [25], we obtain that, for some eigenvalue Ξ»jβ,Β βΞ»jβ>0, of Οββ(z), small positive r and non-zero polynomials pjβ(t),qjβ(t), it holds
[TABLE]
Now, eventual monotonicity of Ο(t) at ββ implies eventual non-negativity or non-positivity of Οβ²(t).
Thus Ξ»jβ should be a real positive number. This yields that actually
Ξ»jβ=Ξ»1β and pjβ is a non-zero constant. Now, if pjβ is negative, then Ο(t) is strictly decreasing at ββ and therefore there is the leftmost number s such that Οβ²(s)=0, Οβ²β²(s)β₯0,
e1β>Ο(sβcΟ)>Ο(s). This contradicts, however, to equation (2):
[TABLE]
In this way, pjβ>0 that proves the second formula in (18) for an appropriate t1β, while the similar formula for Ο(t) at tβββ Β follows from the representation Ο(t)βe1β=β«ββtβΟβ²(s)ds.
The next result (used immediately afterwards, in the proof of Lemma 3.7) excludes the existence of small solutions to asymptotically autonomous delayed differential equations at ββ:
Lemma 3.6
Suppose that L,M(t):C([βh,0],Rn)βRn,Β tβ€0, are continuous linear operators and β₯M(t)β₯β0 as tβββ
(here β₯β
β₯ denotes the operator norm). Then the system
[TABLE]
does not have exponentially small solutions at ββ (i.e. non-zero solutions x:RβββRn such that for each Ξ³βR it holds that x(t)eΞ³tβ0,Β tβββ).
*Proof. * On the contrary, suppose that there exists a small solution x(t) of (\refLM) at ββ. Take some b>0. It is straightforward to see that the property
x(t)eΞ³tβ0, tβββ, is equivalent to β£xtββ£bβeΞ³tβ0,Β tβββ, where β£xtββ£bβ=maxsβ[βb,0]ββ£x(t+s)β£. Next, smallness of
x(t) implies that
inftβ€0ββ£xtβbββ£bβ/β£xtββ£bβ=0.
Indeed, otherwise there is K>0 such that β£xtβbββ£bβ/β£xtββ£bββ₯K,Β tβ€0, and therefore, setting Ξ½:=bβ1lnK, we obtain the following contradiction:
[TABLE]
Hence, for b=3h there is a sequence tjββββ such that β£xtjββ3hββ£bβ/β£xtjβββ£3hββ0 as jββ. Clearly,
β£xtjβββ£3hβ=β£x(sjβ)β£ for some sjββ[tjββ3h,tjβ] and, for all large j, it holds β£x(sjβ)β£β₯β£x(s)β£,Β sβ[tjββ6h,tjβ]. Since 0β€tjββsjββ€3h,
without loss of generality we can assume that ΞΈjβ:=tjββsjββΞΈβββ[0,3h].
Now, for sufficiently large j, consider the sequence
of functions
[TABLE]
For each j, yjβ(t) satisfies the equations
[TABLE]
and therefore
β£yjβ(t)β£β€1,Β β£yβ²(t)β£β€β₯Lβ₯+supsβ€0ββ₯M(s)β₯,Β tβ[β5h,0],Β jβN.
Thus, due to the ArzelΓ -Ascoli theorem, there exists a subsequence yjkββ(t) converging, uniformly on [β5h,0], to some continuous function yββ(t) such that
β£yββ(βΞΈββ)β£=1,
[TABLE]
In particular, yββ²β(t)=L(yββ)tβ,Β tβ[β4h,0]. Since yββ(t)=0 for all tβ[β5h,β3h], the existence and uniqueness theorem applied to the initial
value problem yβ²(t)=Lytβ,Β tβ[β4h,0],Β yβ3hβ=0, implies that also yββ(t)=0 for all tβ[β3h,0]. However, this contradicts the relation
β£yββ(βΞΈ)β£=1. The proof of Lemma 3.6 is completed.
Lemma 3.7
Assume condition (U). If Ο(t) is a solution of equation (2) such that Ο(0)>e1β and
[TABLE]
for some Ξ΄β(0,Ξ»1β) small enough to satisfy
βΞ»2β<Ξ»1ββ1.5Ξ΄,
then Οβ²(t)>0 on the maximal open interval (ββ,s) described in Lemma 3.3.
*Proof. * Set Ο1β(t)=e1ββΟ(t) and Ξ½=Ξ»1ββΞ΄. Then Ο1β(t) satisfies equation (17) where
[TABLE]
[TABLE]
By Lemma 3.6, Ο1β(t) is not super-exponentially small at ββ. Since Ο1β²β(ββ)=0, we can again invoke Proposition 7.2 from [25] and Lemma 3.2 to conclude that, for some eigenvalue Ξ»jβ,Β βΞ»jβ>0, of Οββ(z), small positive r and non-zero constants pjβ,qjβ, it holds that
[TABLE]
But then, in the latter case, condition (20) implies that Ξ»jβ=Ξ»1β.
This leads to the conclusion of the lemma, see the final part of the proof of Lemma 3.5.
In the remainder of this section, we are assuming that the profile Ο(t) of bistable wave is strictly increasing, i.e.
Οβ²(t)>0,Β tβR.
After fixing some Ξ΄β(0,0.5(Ξ»1βββΞ»2β))β©(0,Ξ»1β)β©(0,βΞΌ2β), such that
(1+Ξ³)(ΞΌ2β+Ξ΄)<ΞΌ2β,
we will consider Fcβ as a linear operator defined
on CΞ΄1β and taking its values in CΞ΄β, where
[TABLE]
[TABLE]
Remark 3.8
From Lemmas 3.4 and 3.5 we obtain that (Οβ²,Οβ²β²)βCΞ΄β and that
a(t)=a+β+O(eΞ³ΞΌ2βt), b(t)=b+β+O(eΞ³ΞΌ2βt),tβ+β.
The system which is formally adjoint [16] to (16) has the following form
[TABLE]
This amounts to the following equation for w(t):
[TABLE]
The following result is obvious.
Lemma 3.9
Suppose that functions a(t),b(t) are continuous and b(t)ξ =0 if tξ =0. If Dβw(t)=0 and, for some tβ², it holds that either w(t)=0 for all tβ€tβ² or w(t)=0 for all tβ₯tβ², then
w(t)β‘0.
The equation Dβw(t)=0 with advanced argument can be transformed in the usual delayed equation by means of the transformation w(t)βw(βt):
[TABLE]
A description of the leading zeros of the characteristic functions
ΟΒ±β(z) provided in Lemmas 3.1, 3.2 together with an analysis of
the asymptotic properties of wavefronts realized in Lemmas 3.3, 3.4, 3.5, 3.7 and Remark 3.8 enable us
to establish the Fredholm properties of operators D,Fcβ. Note that Fredholmness of asymptotically autonomous functional differential
operators (respectively, of delayed, of mixed or of non-local type and considered in different spaces) was studied by Hale and Lin [15], Mallet-Paret [25] and in [3, 9, 30]. In fact, the next result can be deduced from any of these works:
Proposition 3.10
Fcβ:CΞ΄1ββCΞ΄β* is Fredholm operator of index ind Fcβ=0. Moreover, Fcβ has one-dimensional kernel N(Fcβ)=<(Οβ²(t),Οβ²β²(t))>. Thus range R(Fcβ) of Fcβ has codimension 1 and therefore*
[TABLE]
where z(t)=(vββ(t),wββ(t)) is the unique (up to a constant multiple) non-zero solution of (21) satisfying inequalities
[TABLE]
*Proof. * Due to our choice of spaces, it is convenient to use the theory developed in [15]. Particularly, we are going to show how
Proposition 3.10 can be deduced from Lemmas 4.6 and 4.5 in [15]. In order to simplify the use of these lemmas and to show their relation to similar results in [3, 9, 25], for (p,q)=(Ξ»1ββΞ΄,ΞΌ2β+Ξ΄) , qβ€0β€p, we consider Cβ-smooth weight function ΞΌ:Rβ[1,+β) such that ΞΌ(t)=eβpt,Β tβ€β1 and
ΞΌ(t)=eβqt,Β tβ₯1. Following [15], we introduce the notation
[TABLE]
[TABLE]
Clearly, CΞ΄β=C(Ξ»1ββΞ΄,ΞΌ2β+Ξ΄), CΞ΄1β=C1(Ξ»1ββΞ΄,ΞΌ2β+Ξ΄) and the multiplication operator Ly=ΞΌy,
[TABLE]
is an isomorphism of the Banach spaces. Consider B:=LFcβLβ1:C1(0,0)βC(0,0),
[TABLE]
[TABLE]
Since the limiting equations BΒ±ββ(v,w)(t)=0 at ββ and +β,
[TABLE]
[TABLE]
have the characteristic functions Οββ(z+p)=Οββ(z+Ξ»1ββΞ΄),Β Ο+β(z+q)=Ο+β(z+ΞΌ2β+Ξ΄),
they both are exponentially dichotomic with one-dimensional unstable spaces, cf. Lemma 3.1,3.2. Then
Lemmas 4.6 and 4.5 in [15] imply that B (and, consequently, Fcβ=Lβ1BL) is Fredholm of index [math]. The same conclusion can be obtained by using approach proposed in [9, Theorems 2.2 and 3.2]. Next, it is clear (see also [15, Lemma 4.6]) that dimension of kernel N(B) of B cannot exceed the dimension of the unstable space of Bββ, i.e dimN(B)β€1.
On the other hand, by Remark 3.8, we have that L(Οβ²,Οβ²β²)=ΞΌ(Οβ²,Οβ²β²)βC(0,0)β©N(B) so that dimN(B)=dimN(Fcβ)=codimR(Fcβ)=codimR(B)=1.
Finally, [15, Lemma 4.5] (or, equivalently, [25, Theorem A and Proposition 5.3]) implies that
R(B)={FβC(0,0):β«RβF(s)yββ(s)ds=0}, where yββ(s) is an exponentially decaying non-zero solution of the formally adjoint equation Bβy=0,
[TABLE]
[TABLE]
The characteristic functions of the limiting equations for Bβ at ββ and +β are, respectively, Οββ(pβz)=Οββ(Ξ»1ββΞ΄βz),Β Ο+β(qβz)=Ο+β(ΞΌ2β+Ξ΄βz). Therefore,
from [25, Proposition 7.2 ] we find that yββ(t)=O(te(Ξ»1ββΞ»2ββΞ΄)t) at ββ, and yββ(t)=O(e(ΞΌ2ββΞΌ1β+Ξ΄)t),Β tβ+β.
Thus
[TABLE]
where z(s):=ΞΌ(s)yββ(s) clearly satisfies the estimates of the proposition as well as equation (21); the latter can be verified by a direct calculation.
Remark 3.11
In view of Lemma 3.9, we can assume that wββ(s)>0 for some s>0. Next, set w(t)=wββ(βt). Then wβ²(t)=βwββ²β(βt)=vββ(βt)+cwββ(βt) so that
[TABLE]
Since the characteristic function of the limiting equation for (22) at +β is Οββ(z), Proposition 7.2 in [25] guarantees that either w(t) is super-exponentially small at +β or, for some eigenvalue
Ξ»jβ with the real part βΞ»jββ€βΞ»2β and for some polynomial P(t) of the degree less than or equal to one, it holds
[TABLE]
In particular, this shows that either wββ(t) is exponentially (or even super-exponentially) small at ββ or wββ(t) is non-decaying and oscillating around [math] at ββ.
Corollary 3.12
Set YΞ΄β:={yβC(R,R):(y,y)βCΞ΄β} and XΞ΄β:={yβC2(R,R):y,yβ²,yβ²β²βYΞ΄β}, then D:XΞ΄ββYΞ΄β is continuous Fredholm operator of index 0 and one-dimensional kernel N(D)=<Οβ²(t)>. The range R(D) of D is given by
[TABLE]
where wββ(t) is described in Proposition 3.10.
*Proof. * Indeed, yβN(D) if and only if (y,yβ²)βN(Fcβ). Similarly, fβR(D)
if and only if (0,f)βR(Fcβ), i.e. if and only if β«Rβf(s)wββ(s)ds=0.
Lemma 3.13
The solution wββ is positive on (0,+β): wββ(t)>0,Β t>0.
*Proof. * To prove the non-negativity of wββ(t) on R+β, we are going to use, similarly to the proofs of [31, Theorem 5.1] or [20, Theorem 2.5], an appropriate test function f.
Recall that, by our assumption (see Remark 3.11), wββ(s)>0 for some s>0.
Claim 1. *It holds that wββ(t)β₯0 for all tβR+β.
*Indeed, otherwise we can indicate
a function fβYΞ΄β and a real number T>0 with the following properties
- (i)
f(t)=0,Β tβ€0, and f(t)<0,Β t>0;
2. (ii)
f(t)=D(teΞΌ2βt)=eΞΌ2βt(Ο+β²β(ΞΌ2β)+o(1))<0,Β tβ₯T;
3. (iii)
f(t) is smooth on R+β and fβ²(0+)<0;
4. (iv)
β«Rβf(t)wββ(t)dt=0.
Then, by Corollary 3.12, the inhomogeneous equation
[TABLE]
has a solution ΟβββXΞ΄β.
Since f(t)=0 for tβ€0, we conclude that there exists T2β>0 such that the vector (Οββ(t),Οββ²β(t)),Β tβ€βT2β, belong to the unstable space of the system Fcβ(v,w)=0,Β tβ€βT2β which has a shifted exponential dichotomy at ββ. Now, since the exponents Ξ±1β:=Ξ»1ββ1.5Ξ΄<Ξ»1ββ0.5Ξ΄=:Ξ²1β<Ξ»2β of the shifted exponential dichotomy satisfy
βΞ»2β<Ξ±1β<Ξ²1β<Ξ»1β,
this unstable space has dimension 1 and therefore Οββ(t)=kΟβ²(t),Β tβ€βT2β, for some k>0. For certain, this yields immediately that Οββ(t)=kΟβ²(t),Β tβ€0.
On the other hand, due to our definition of f(t) for positive t, we obtain that the function q(t):=Οββ(t)βteΞΌ2βt,Β tβ₯T+cΟ satisfies the homogeneous equation Dq(t)=0,Β tβ₯T+cΟ.
Since q(t),qβ²(t) have an exponential rate of convergence to [math] at +β, we can apply Proposition 7.2 from [25] together with Remark 3.8, to conclude that q(t)=O(eΞΌ2βt),Β tβ+β. This shows that
the solution
Ο(t,ΞΎ)=Οββ(t)+ΞΎΟβ²(t)
of (24) is positive at +β for every real ΞΎ. Since also Ο(t,ΞΎ)=(k+ΞΎ)Οβ²(t),Β tβ€0, we obtain that
Ο(t,ΞΎ)>0,Β tβR,
for all large ΞΎ>0. Let now ΞΎββ:=inf{ΞΎ:Ο(t,ΞΎ)>0,Β tβR}. Clearly, ΞΎββ is finite and
Ο(t,ΞΎ)β₯0,Β tβR, if and only if ΞΎβ₯ΞΎββ. Next, we have that either Ο(t,ΞΎββ)>0 for tβ€0
or Ο(t,ΞΎββ)β‘0 on Rββ. In the first case, Ο(tββ,ΞΎββ)=0 for some tββ>0 (since otherwise
Ο(t,ΞΎβββΟ΅)>0,Β tβR, for all small Ο΅>0). However, this implies that
Οβ²β²(tββ,ΞΎββ)β₯Οβ²(tββ,ΞΎββ)=0 contradicting to (24) at tββ (since f(tββ)<0, b(tββ)>0 and Ο(tβββcΟ,ΞΎββ)β₯0). In the second case, C2-smooth function Ο(t,ΞΎββ) satisfies on [0,cΟ] the following ordinary equation with zero initial data:
[TABLE]
In particular, Οβ²β²(0,ΞΎββ)=0. However, Οβ²β²β²(0+,ΞΎββ)=fβ²(0+)<0 and therefore Ο(t,ΞΎββ)<0 for all small
positive t, contradicting to the definition of ΞΎββ. This completes the proof of Claim 1.
Claim 2. *It holds that wββ(t)>0 for all t>0.
*To analyse the asymptotical behaviour of wββ(t) for positive t, it is convenient to consider w^(t)=wββ(βt). This function
satisfies the delayed equation (22) which is asymptotically autonomous at ββ, with the limiting equation
[TABLE]
Since β£w^(t)β£β€Ke(ΞΌ1ββ0.5Ξ΄)t,Β tβ€0, and by Remark 3.8 a(βt)βa+β,Β b(βt+cΟ)βb+β are exponentially small at ββ, we deduce, as before, from [25, Proposition 7.2] and Lemma 3.6 the following asymptotic representation
[TABLE]
with some positive Ο΅,d. Consequently, wββ(t)>0 on some interval (m,+β).
Let m be the leftmost point for which the inequality wββ(t)>0,Β tβ(m,+β) holds.
If m>0, then wββ(m)=wββ²β(m)=0β€wββ²β²β(m). Therefore, in view of equation
Dβwββ(t)=0, we find that b(m+cΟ)w(m+cΟ)β€0, contradicting to the fact
that b(m+cΟ)>0,Β w(m+cΟ)>0.
Remark 3.14
The second example considered in Subsection 2.3 (with kββ>1 and c<0) shows that, in general, wββ(t) can oscillates on (ββ,0).
On the other hand, we believe that wββ(t)>0,Β tβR, if β£c(Ο)β£<clin(Ο), cf. Fig.3. See the next section where we prove such a kind of result
when (Uβ) is assumed instead of (U).
4 Variational equation along the monotone bistable wave, case of hypotheses (B), (Uβ).
Let profile Ο(t) of the bistable wavefront for problem (2) considered with c>0 be such that Οβ²(t)>0,Β tβR. Again, we can assume that Ο(βcΟ)=ΞΊ and that Ο(t)<ΞΊ for t<βcΟ. In view of assumptions (B), (Uβ), the coefficients a(t),Β b(t) of the differential operator D satisfy the relations
b(0)=0, Β b(t)>0 for t<0 and a(t),Β b(t)<0 for t>0, while
[TABLE]
[TABLE]
Hence, the variational equation is asymptotically autonomous and the limiting autonomous equations at Β±β
have the characteristic functions
Οββ(z).
Clearly, above convention on the notation allows the application of Lemmas 3.1 and 3.2 describing properties of zeros of Οββ(z).
In Lemma 4.1 below, we show how the monotonicity of wavefront Ο(t) at +β propagating with speed c implies that Οββ(z) has exactly two (counting the multiplicity) real negative zeros Ξ»3ββ€Ξ»2β<0 (i.e. implying that (Ο,c)βD). Therefore Οβ²(t) decays
at +β with the exponential rate which is asymptotically equivalent to p(t)exp(Ξ»jβt), where jβ{2,3} and p(t) is a polynomial. Our approach, however, requires slowest
possible decay of Οβ²(t) at +β. We are reaching this goal assuming the sub-tangency
condition at the steady state e3β in the hypothesis (Uβ). As we show in Lemma 4.1, this condition forces Οβ²(t) to have the required asymptotical behavior at +β. It is worth to mention that the slowest
decay of Οβ²(t) at +β was automatically assured in the case of the hypothesis (U). This explains why
a similar sub-tangency condition was not required in (U).
Lemma 4.1
Let the hypotheses (B), (Uβ) be satisfied. If equation (6) has a non-decreasing
bistable wavefront and Οββ(z) does not have roots on the imaginary axis, then Οββ(z) has exactly two negative zeros (counting multiplicity) Ξ»3ββ€Ξ»2β. Moreover, for some appropriate t1ββR, A>0,Β jβ{0,1}, and small Ο΅>0,
[TABLE]
Here j=1 if and only if Ξ»2β=Ξ»3β.
*Proof. * Since Οββ(z) does not have roots on the imaginary axis, system (16) is exponentially dichotomic at +β. As a consequence, Οβ²(t),Οβ²β²(t) converge to [math] exponentially fast at +β. Thus, for some positive Ξ½,
[TABLE]
Applying now [21, Lemma 3.1.1 under Assumption 3.1.2], Proposition 7.2 from [25], we obtain that, for some eigenvalue Ξ»jβ,Β βΞ»jβ<0, of Οββ(z), small positive r and non-zero polynomials pjβ(t),qjβ(t), it holds that
[TABLE]
Now, monotonicity of Ο(t) at +β implies non-negativity of Οβ²(t).
Thus Ξ»jβ should be a real negative number. This yields that actually
Ξ»jββ{Ξ»2β,Ξ»3β} and pjβ is a positive constant (if Ξ»3β<Ξ»2β) or at most first order non-zero polynomial
(if Ξ»2β=Ξ»3β). The similar formula for Ο(t) at tβ+β Β follows from the equality Ο(t)βe3β=ββ«t+ββΟβ²(s)ds.
In order to prove that j=2 in the case when g is sub-tangential at e3β, we observe that function
y(t):=Ο(t)βe3β satisfies the equation
[TABLE]
where
h(t)=aββ(Ο(t)βe3β)+bββ(Ο(tβcΟ)βe3β)βg(Ο(t),Ο(tβcΟ))β₯0 because of the assumed sub-tangency of g. Furthermore, h(t)ξ β‘0 since otherwise y(t) should be equal to [math], as a unique bounded solution of the exponentially dichotomic equation. Since gβC1,Ξ³, we also obtain that h(t)=O(t1+Ξ³e(1+Ξ³)Ξ»jβt) at t=+β. Therefore, applying the bilateral Laplace transform approach to equation (27), we find that, for some small positive r>0, it holds
[TABLE]
Here h~(z)=β«Rβeβzsh(s)ds,Β βzβ((1+Ξ³)Ξ»2β,0), is the bilateral Laplace transform of h(t).
A simple calculation shows that
[TABLE]
[TABLE]
This completes the proof of the lemma.
Remark 4.2
If we take (Ο,c)βD(a~ββ,b~ββ)βD(aββ,bββ) where a~ββ,b~ββ were defined in (8), then
the proof of Lemma 4.1 works even without the sub-tangency condition. Indeed, (Ο,c)βD(a~ββ,b~ββ) implies that Οββ(z) has exactly two negative zeros (counting multiplicity) Ξ»3ββ€Ξ»2β. Thus we obtain the following
assertion.
Lemma 4.3
Let the hypotheses (B), (Uβ) (without the sub-tangency condition) be satisfied and (Ο,c)βD(a~ββ,b~ββ). If equation (6) has a non-decreasing
bistable wavefront, then for some appropriate t1ββR, A>0,Β jβ{0,1}, and small Ο΅>0, the representation (25) is valid.
Proof. First, suppose that, given (Ο,c)βD(a~ββ,b~ββ), we have that Ξ»3β=Ξ»2β. Since this equality can occur only for (Ο,c) on the
boundary of domain D(aββ,bββ), we conclude that (a~ββ,b~ββ)=(aββ,bββ). Since this situation was already analyzed in Lemma 4.1,
we have to consider the case Ξ»3β<Ξ»2β only. Consequently, if the formula (25) does not hold, then
it should be replaced with
[TABLE]
*Then replacing in equation (27) (aββ,bββ) with (a~ββ,b~ββ) and arguing
as below (27), we find that h(t)=O(eΞ»3βt) at t=+β. Applying the bilateral Laplace transform method again, we obtain then that Ο(t)=e3ββ(At+B)eΞ»~2βt(1+o(1)),Β tβ+β, where A,B satisfy β£Aβ£+β£Bβ£>0 and
Ξ»~2ββ(Ξ»3β,Ξ»2β) is the largest negative root of the equation z2βcz+a~ββ+b~ββeβzΟc=0. The latter asymptotic formula
for Ο(t) is however incompatible with (28).
Β *
Next, the behaviour of a bistable wavefront at ββ is described in the following proposition:
Lemma 4.4
Let the hypotheses (B), (Uβ) be satisfied. If Ο(t) is a bistable wavefront, then there exists a maximal interval (ββ,m) such that Οβ²(t)>0,Β Οβ²β²(t)>0 for all t<m. Moreover, Ο(m)β₯e2β and, for some appropriate t1ββR and small Ο΅>0,
[TABLE]
*Proof. *
Set Ο1β(t)=Ο(t)βe1β and
[TABLE]
Clearly, Ο1β(ββ)=0,Β Ο1β²β(ββ)=0 and a1β(ββ)=a+β,a2β(ββ)=b+β so that,
in view of the properties of Ο+β(z) established in Lemma 3.1, the differential equation for Ο1β(t),
[TABLE]
is exponentially dichotomic at ββ. Moreover, this equation has one-dimensional unstable space
which asymptotically converges to one-dimensional unstable space of the limit equation
[TABLE]
see [15, Lemma 4.3]. This means that Ο1β²β(t)=(ΞΌ1β+o(1))Ο1β(t),Β tβββ, and therefore for some Cξ =0, it holds
Ο1β(t)=Cexp(ΞΌ1βt(1+o(1))),Β tβββ.
If we suppose that C<0 than Ο1β²β(t)<0 on some maximal interval (ββ,s) where s is such that Ο(s)<e1β,Β Ο(s)<Ο(sβcΟ)<0,Β Οβ²β²(s)β₯0, Οβ²(s)=0. Consequently,
g(Ο(s),Ο(sβcΟ))β€0, in contradiction with g(Ο(s),Ο(sβcΟ))>g(Ο(s),Ο(s))>0.
Hence, C>0 and Οβ²(t)>0 on some maximal interval (ββ,r). Suppose that r is finite and
Ο(r)<e2β. Since, in addition, Ο(r)>Ο(rβcΟ)>e1β,Β Οβ²β²(r)β€0, Οβ²(r)=0, we obtain that
g(Ο(r),Ο(rβcΟ))β₯0, in contradiction with g(Ο(r),Ο(rβcΟ))<g(Ο(r),Ο(r))<0. The same argument shows that the case Οβ²β²(rβ²)=0, Οβ²(rβ²)>0 for some rβ²<r is not possible as well. Finally, we note that the formulas (29) is a refinement of the representation Ο1β(t)=Cexp(ΞΌ1βt(1+o(1))),Β tβββ. Since a1β(t)=a+β+O(eΞ½t),a2β(t)=b+β+O(eΞ½t),Β tβββ, for some positive Ξ½, they can be deduced from [25, Proposition 7.2 ], cf. the proof of Lemma 3.4.
In the remainder of this section, we assume that (Ο,c)βD and that the bistable wavefront Ο is monotone.
After fixing some Ξ΄β(0,ΞΌ1β)β©(0,βΞ»2β) such that
(1+Ξ³)(ΞΌ2β+Ξ΄)<ΞΌ2β,
we will consider Fcβ as a linear operator defined
on CΞ΄1β and taking its values in CΞ΄β, where
[TABLE]
[TABLE]
The following result is an immediate consequence of Lemmas 4.1, 4.4.
Corollary 4.5
Let the hypotheses (B), (Uβ) be satisfied. If Ο(t) is a monotone bistable wavefront, then
(Οβ²,Οβ²β²)βCΞ΄β and
a(t)=a+β+O(eΞ³ΞΌ1βt),b(t)=b+β+O(eΞ³ΞΌ1βt),Β tβββ.
By repeating the proof of Proposition 3.10 with (p,q)=(ΞΌ1ββΞ΄,Ξ»2β+Ξ΄), we conclude that
Proposition 4.6
Fcβ:CΞ΄1ββCΞ΄β* is Fredholm operator of index ind Fcβ=0. Moreover, Fcβ has one-dimensional kernel N(Fcβ)=<(Οβ²(t),Οβ²β²(t))>. Thus range R(Fcβ) of Fcβ has codimension 1 and therefore*
[TABLE]
where z(t)=(vββ(t),wββ(t)) is the unique (up to a constant multiple) non-zero solution of (21) satisfying inequalities
β£z(t)β£β€Keβ(Ξ»2β+Ξ΄)t,Β tβ₯0;β£z(t)β£β€Keβ(ΞΌ1ββΞ΄)t,Β tβ€0.
Remark 4.7
The asymptotic estimates of z(t) given in Proposition 4.6 can be easily improved till
[TABLE]
For instance, let us prove the first of these formulas.
Indeed, by Lemma 3.9 we can assume that wββ(s)>0 for some s>0. Set w(t)=wββ(βt) then wβ²(t)=vββ(βt)+cwββ(βt) and thus
[TABLE]
Since the characteristic function of the limiting equation for (22) at ββ is Οββ(z), [25, Proposition 7.2 ] together with Lemma 3.6 yield, with for some small Ξ΅>0, the following representation (possibly, after an appropriate translation of w(t))
[TABLE]
Therefore
(wββ(t),wββ²β(t))=(eβΞ»1βt,βΞ»1βeβΞ»1βt)+O(eβ(Ξ»1β+Ξ΅)t),Β tβ+β, so that
z(t)=O(eβΞ»1βt),Β tβ₯0.
In addition, we obtain that wββ²β(t)<0 for all sufficiently large t. Let d be the rightmost critical point of wββ(t). Then wββ²β²β(d)β€0,Β wββ(d)>0,Β wββ(d+cΟ)>0, so that equation wββ²β²β(d)+cwββ²β(d)+a(d)wββ(d)+b(d+cΟ)wββ(d+cΟ)=0 implies that d<0 and wββ²β²β(t)>0 for all tβ₯0.
Lemma 4.8
Let the hypotheses (B), (Uβ) be satisfied. Then solution wββ(t) is positive for tβ₯0 and non-negative for tβ€0:Β wββ(t)β₯0,Β tβRββ.
*Proof. * As we have already established in Remark 4.7, wββ(t)>0 for all tβ₯0. Suppose for a moment that wββ(t) takes negative values on (ββ,0). Then there are
a function fβYΞ΄β and a real number T>0 with the following properties
- (i)
f(t)=0,Β tβ₯0, and f(t)<0,Β t<0;
2. (ii)
f(t)=D(βteΞΌ1βt)=βeΞΌ1βt(Ο+β²β(ΞΌ1β)+o(1)))<0,Β tβ€βT, (Corollary 4.5 is used here);
3. (iii)
β«Rβf(t)wββ(t)dt=0.
Then, by Corollary 3.12, the inhomogeneous equation
[TABLE]
has a solution ΟβββXΞ΄β.
Since f(t)=0 for tβ₯0, and Οββ(t) is bounded, we conclude that
Οββ(t)/Οβ²(t) converges to a finite limit as tβ+β.
On the other hand, due to our definition of f(t) for negative t, we obtain that the function q(t):=Οββ(t)+teΞΌ1βt,Β tβ€βT, satisfies the homogeneous equation Dq(t)=0,Β tβ€βT.
Since q(t),qβ²(t) have an exponential rate of convergence to [math] at ββ, we can conclude that q(t)=BΟβ²(t) for some finite B. This shows that
the solution
Ο(t,ΞΎ)=Οββ(t)+ΞΎΟβ²(t)
of (30) is positive at ββ for every real ΞΎ. In this way,
Ο(t,ΞΎ)>0,Β tβR,
for all large ΞΎ>0. Set now
[TABLE]
Clearly, ΞΎββ is finite and
Ο(t,ΞΎ)β₯0,Β tβR, if and only if ΞΎβ₯ΞΎββ. Next, since Ο(t,ΞΎββ) can not have positive maxima on R+β, we obtain that either (A) Ο(t,ΞΎββ)>0,Β Οβ²(t,ΞΎββ)<0 for tβ₯0
or (B) Ο(t,ΞΎββ)β‘0 on R+β.
In the case (B), (30) implies that Ο(s,ΞΎββ)=0,Β sβ[βcΟ,0], so that C2-smooth function Ο(t,ΞΎββ) satisfies the following algebraic equation
[TABLE]
However, this is not possible because f(s)<0 and b(s)>0,Ο(sβcΟ,ΞΎββ)β₯0 for all s<0.
Now, in the case (A), we have that Ο(t,ΞΎββ)>0 for all tβR. Indeed, if
Ο(tββ,ΞΎββ)=0 for some tββ<0 then
Οβ²β²(tββ,ΞΎββ)β₯Οβ²(tββ,ΞΎββ)=0 contradicting to (30) at tββ (since f(tββ)<0, b(tββ)>0 and Ο(tβββcΟ,ΞΎββ)β₯0). Next, Ο(t,ΞΎββ)
satisfies the differential equation
[TABLE]
where n(t)=m(t)+f(t),
[TABLE]
is such that, for some small Ξ΄0β>0, it holds
[TABLE]
Note that the non-positivity of m(t) follows from the sub-tangency assumption of (Uβ). Applying the bilateral
Laplace transform to (31) (similarly as it was done in the proof of Lemma 4.1), we find that, for some rβ(0,Ξ΄0β), it holds
[TABLE]
Here n~(z)=β«Rβeβzsn(s)ds,Β βzβ(Ξ»2ββΞ΄0β,0), is the bilateral Laplace transform of n(t).
A simple calculation shows that
[TABLE]
[TABLE]
The described asymptotic behaviour of Ο(t,ΞΎββ)>0 at Β±β implies that
Ο(t,ΞΎβββΟ΅)>0, tβR, for all small Ο΅>0. However, this contradicts the definition of ΞΎββ.
Hence, the non-negativity of wββ(t) on Rββ is proved.
Remark 4.9
If, in addition to (B), (Uβ), we assume that g1β(u,v)<0 for all (u,v) satisfying uβ₯v, uβ₯ΞΊ, then wββ(t)>0 for all tβR. Indeed, in such a case, a(t)<0 for all tβ₯βcΟ. By arguing as in the last paragraph of Remark 4.7, this allows to conclude that wββ²β²β(t)>0 for all t>βcΟ.
Let now m be the leftmost point for which the inequality wββ(t)>0,Β tβ(m,+β) holds. Clearly, m<βcΟ.
If m is finite, then wββ(m)=wββ²β(m)=0β€wββ²β²β(m). Therefore, in view of equation
Dβwββ(t)=0, we find that b(m+cΟ)wββ(m+cΟ)β€0, contradicting to the fact
that b(m+cΟ)>0,Β wββ(m+cΟ)>0.
Remark 4.10
As in Remark 4.2 and Lemma 4.3, the assumption (Ο,c)βD(a~ββ,b~ββ)βD(aββ,bββ) can be used instead of the sub-tangency condition
of Lemma 4.8. Indeed, similarly to the proof of Lemma 4.3, it suffices to replace (aββ,bββ) with (a~ββ,b~ββ) in formula (31), and, assuming that Ξ»3β<Ξ»2β,
[TABLE]
*obtain the conflicting representation
Ο(t,ΞΎββ)=(Pt+Q)eΞ»~2βt(1+o(1)),Β tβ+β,β£Pβ£+β£Qβ£>0,
with Ξ»~2ββ(Ξ»3β,Ξ»2β) being the biggest negative root of the equation z2βcz+a~ββ+b~ββeβzΟc=0. Β *
5 Proofs of Theorems 1.3 and 1.4.
In equation (2), it is convenient to use new independent parameters
c,h=cΟ instead of c>0,Οβ₯0. Then (2) takes the form
[TABLE]
5.1 Local boundedness of the functions c(h) and c(Ο).
In the coordinates (c,h), the critical curve c=clin(Ο) and the domain D(aββ,bββ) have different shapes described in the following proposition. Recall that D(aββ,bββ) is defined as the set of non-negative parameters for which Οββ(z),Β c>0, has exactly three real zeros (counting multiplicity).
Lemma 5.1
Set hββ=ΞΈ(aββ,bββ)>0. Then there exists a continuous function cE:R+ββR+β, with the properties cE(h)=0,Β hβ[0,hββ]; cE(h)>0,Β h>hββ, and limhβββcE(h)/h=1/Ο#β, such that
[TABLE]
*Proof. * Since aββ<0, it suffices to consider equation (5) for a fixed hβ²β₯0. Since A(c,hβ²) is strictly increasing to +β with respect to cβ₯0 and B(c,hβ²) is decreasing with respect to cβ₯0, this equation have a unique positive solution cE(hβ²) if and only if A(0,hβ²)β€B(0,hβ²). Now, it can be easily verified that the equation A(0,h)=B(0,h) has a unique root hββ=ΞΈ(aββ,bββ)>0. The computation of the limit limhβββcE(h)/h is immediate from equation (5) and the definition of Ο#β given in Remark 1.2.
Next, we show that the velocities of bistable wavefronts are uniformly bounded with respect to h taken from a compact subset of R+β:
Lemma 5.2
Suppose that hypothesis (B) is satisfied. Suppose further that, for each pair (cjβ,hjβ) of parameters hjββ[0,hβ²],Β cjβ>0,Β jβN, problem (32) has a monotone solution Οjβ:Rβ[e1β,e3β]. Then there exists K=K(hβ²)>0 such that cjββ€K(hβ²),Β jβN.
Proof. Indeed, suppose that Ο΅jβ=1/cjββ0. After realising the change of variables Οjβ(t)=Οjβ(Ο΅jβt) and setting Gjβ(t)=Ο(t)+g(Ο(t),Ο(tβΟ΅jβhjβ)), we find that Οjβ(t) satisfies the equation
[TABLE]
Equation (33) is translation invariant and therefore we can suppose that Οjβ(0)=(e1β+e2β)/2.
Since Οjβ(t) is a bounded solution of (33), it satisfies the integral equation
[TABLE]
where zjββ<0<zj+β denote the roots Ο΅j2βz2βzβ1=0. Clearly, zjββββ1,Β zj+ββ+β. Differentiating (34), we get
[TABLE]
From (35) we deduce the uniform boundedness of Οjβ²β:
[TABLE]
Thus we can find a subsequence Οjkββ(t) of Οjβ(t) which converges, uniformly on compact subsets of R, to some continuous monotone function Οββ:Rβ[e1β,e3β] such that Οββ(0)=(e1β+e2β)/2, Οββ(t)β€Οββ(0) for
tβ€0. Invoking the Lebesgue dominated convergence theorem, we find that Οββ(t) satisfies the integral equation
[TABLE]
In this way,
[TABLE]
However, due to the bistability of g(x,x) the latter situation is not possible.
A similar result also holds for equation (2):
Lemma 5.3
Suppose that either the hypothesis (U) or (Uβ) is satisfied. Then for each A there exists K(A)>0 such that c(Ο)β(0,K(A)] for each monotone bistable wavefront u=Ο(x+c(Ο)t) of equation (1) considered with Οβ[0,A].
*Proof. *
We have to prove that the function c(Ο) is bounded on [0,A]. We can argue as in the proof of Lemma 5.2 with the following difference in our reasoning: now we should admit the possibility that the sequence Οjβ:=Ο΅jβhjββ[0,A] can posses a
subsequence (we will keep the same notation Οjβ for it) converging to a positive limit Ο^β[0,A].
Similarly, we will establish the existence of a continuous monotone function Οββ:Rβ[e1β,e3β] such that Οββ(0)=(e1β+e2β)/2, Οββ(t)β€Οββ(0), tβ€0, and
[TABLE]
Monotonicity and boundedness of Οββ(t) also implies that Οββ(ββ)=e1β and that Οββ(+β)β{e2β,e3β}.
In particular, there exists Tβ² such that Οββ(t)β(e1β,ΞΊ] for all tβ€Tβ². Therefore, if (U) is assumed then Οββ²β(t)=g(Οββ(t),Οββ(tβΟ^))<0,Β tβ€Tβ². Since Οββ(t) is monotone increasing non-constant function, this leads to a contradiction.
On the other hand, if (Uβ) is assumed then the characteristic equation for linearisation of equation
(36)
around the equilibrium e1β is of the form Ξ»+β£a+ββ£=b+βeβΞ»Ο^ with β£a+ββ£>b+β>0. Clearly, all roots of this equation have negative real parts so that the steady state e1β of equation (36) is uniformly asymptotically stable. However, this is not possible due to the existence of the solution Οββ(t) belonging to the unstable manifold of the equilibrium e1β.
All the above said proves that the set {c(Ο):Οβ[0,A]} is bounded.
5.2 Local continuation of wavefronts under assumption (U).
Assume (U) and suppose that, given Ο0ββ₯0, equation (2) has a monotone bistable wavefront u(t,x)=Ο0β(t+c0βt), c0β>0. By Lemma 3.13, the solution wββ(t) of equation Dβw(t)=0 is non-negative on some maximal interval [T,+β) with Tβ[ββ,0]. For our considerations in this section, the case when T is a finite number is much more difficult than the case T=ββ. Therefore, in what follows, we assume that Tβ(ββ,0] (so that wββ(T)=0). If T=ββ then our subsequent arguments simplify with correctors ΟΞ΅β,SΞ΅β (which are defined below the next lemma) taken identically zero:
ΟΞ΅β(t)=SΞ΅β(t)=0 for all tβR (in Section 5.3, these simplifications appear explicitly). In particular, the following result is needed only when TβR:
Lemma 5.4
Set h0β=c0βΟ0β and let X~Ξ΄β and Y~Ξ΄β denote the Banach spaces obtained from XΞ΄β and YΞ΄β by restricting the domain of functions in XΞ΄β,YΞ΄β from R to (ββ,T]. Then
for c,h close to c0β,h0β, equation (32) has a family of solutions Οββ(t,c,h),Β tβ€T+h, with the following properties:
1) Οββ(T,c,h)=Ο0β(T) and Οββ(t,c,h)>0, Οββ²β(t,c,h)>0 for all tβ€T;
Β Β 2) Οββ(t,h0β,c0β)=Ο0β(t);
3) Οββ(t,c,h) depends C1-smoothly on c,h and (Οββ)cβ=DcβΟββ:=βΟββ(β
,c,h)/βcβX~Ξ΄β.
In particular, (Οββ²β)cβ=((Οββ)cβ)β², ((Οββ²β)cβ)β²=((Οββ)cβ)β²β²βY~Ξ΄β.
*Proof. *
We can consider solution Οββ(t,c,h) as a perturbation of Ο0β(t):
[TABLE]
Then the equation for ΞΆ is
D0βΞΆ(t)=N(ΞΆ,c,h)(t),
where
[TABLE]
[TABLE]
[TABLE]
An auxiliary technical result given below, Lemma 5.8, implies that N:X~Ξ΄βΓ(0,β)Γ[0,β)βY~Ξ΄β is
continuously differentiable and DΞΆβN(0,c0β,h0β)=0. On the other hand, as it was shown in Claim I
of Lemma 3.13, continuous linear
operator D0β:X~Ξ΄ββY~Ξ΄β has one-dimensional kernel: dim Ker D0β=1.
We claim that, in addition, D0β is a surjective operator. Indeed, take some fβY~Ξ΄β and set Set f1β(t):=f(t)eβ(Ξ»1ββΞ΄)t. Then consider inhomogeneous equation
D0βu=f. The change of variables u(t)=e(Ξ»1ββΞ΄)tv(t) transforms it into
[TABLE]
By our assumptions on f and Ξ΄, the function f1β(t) is bounded and
the limit equation for the latter equation at ββ,
[TABLE]
is exponentially dichotomic on R. Then the well known results from the exponential dichotomy theory (e.g., see Lemmas 3.2 and 4.3 in [15]) show that
the homogeneous equation
[TABLE]
possesses an exponential dichotomy on (ββ,T] so that the above considered
inhomogeneous equation has at least one bounded solution vββ(t),Β tβ€T, with vββ²β(t),vββ²β²β(t) which are also bounded on Rββ.
It is clear that uββ(t)=e(Ξ»1ββΞ΄)tvββ(t)βX~Ξ΄β and D0βuββ=f.
The smoothness properties of operator N and the Fredholm property of D0β allow to realize a standard Lyapunov-Schmidt reduction in the equation D0βΞΆ(t)=N(ΞΆ,c,h)(t). The details of this procedure (used in more complex situation) are described in Lemma 5.7 below. This method allows to establish
the existence of one-parametric family of functions ΞΆ=ΞΆ(t,h,c,a) depending C1-smoothly on parameters (h,c,a) close to (h0β,c0β,0) and such that
ΞΆ(t,h0β,c0β,0)=0 for all tβ€T and
Ο0β(t)+ΞΆ(t,c,h,a)
solves equation (32) for each fixed (c,h,a). Note that the dimension 1 of parameter a corresponds to dim Ker D0β=1.
We can reintroduce this parameter in a more usual way by fixing
a=0 and considering the family of shifted solutions Ο0β(t+s)+ΞΆ(t+s,c,h,0) of equation (32).
Finally, consider the equation
Ο0β(T+s)+ΞΆ(T+s,c,h,0)=Ο0β(T). Clearly (s,h,c)=(0,h0β,c0β) is a solution of this equation while Ο0β²β(T)>0. Therefore,
in view of the implicit function theorem, there exists C1βsmooth solution s=s(c,h) of this equation satisfying equality s(h0β,c0β)=0.
We obtain the required family Οββ by setting
[TABLE]
Observe also that the monotonicity properties of Οββ(t,c,h) are assured by Lemma 3.7 and
[TABLE]
Next, using Cββsmooth non-increasing function SΞ΅β(t) such that SΞ΅β(t)=1 for tβ€T and SΞ΅β(t)=0 for tβ₯T+Ξ΅, we will define the βcorrectorβ
ΟΞ΅β(t,c,h)=(Οββ(t,c,h)βΟ0β(t))SΞ΅β(t). Clearly, βΟββ(T,c,h)/βc=0 and
[TABLE]
Also ΟΞ΅β(t,c0β,h0β)β‘0.
We will look for a monotone solution Ο(t,c,h),Β tβR, of (32) in the form
[TABLE]
where ΞΆβXΞ΄β.
Then the equation for ΞΆ is
D0βΞΆ(t)=NΞ΅β(ΞΆ,c,h)(t),
where
D0β
is given by (37) and NΞ΅β(ΞΆ,c,h)(t)=
[TABLE]
[TABLE]
Since Οββ(t,c,h)=Ο0β(t)+ΟΞ΅β(t,c,h),Β tβ€T, solves equation (32) for all tβ€T, it is easy to find that
[TABLE]
[TABLE]
NΞ΅β has the following smoothness properties:
Lemma 5.5
There exist neighborhoods O(c0β) and O(h0β) of the points c0β,h0β such that
function NΞ΅β:XΞ΄βΓO(c0β)ΓO(h0β)βYΞ΄β, NΞ΅β(0,c0β,h0β)=0, is
continuously differentiable, with continuous partial derivatives given by
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
In particular, DΞΆβNΞ΅β(0,c0β,h0β)=0,
[TABLE]
where
RΞ΅β(t)=SΞ΅β(t)Dcβg(Οββ(t),Οββ(tβh0β))+(c0β(Οββ)cβ(t)β2(Οββ²β(t))cβ)SΞ΅β²β(t)β(Οββ)cβ(t)SΞ΅β²β²β(t)+
βDcβg(Ο0β(t)+ΟΞ΅β(t),Ο0β(tβh0β)+ΟΞ΅β(tβh0β))βΟ0β²β(t)SΞ΅β(t).**
*Proof. * The proof of this lemma is based on routine straightforward calculations. Some of them (concerning DΞΆβNΞ΅β) are given below, in the proof of a similar technical assertion, Lemma 5.8. Here it is convenient to use the relation
T:=c((Οββ(t)βΟ0β(t))SΞ΅β(t))β²β((Οββ(t)βΟ0β(t))SΞ΅β(t))β²β²=βc(Ο0β(t)SΞ΅β(t))β²+
[TABLE]
Recall that Οββ(t,β
,h):O(c0β)βX~Ξ΄β depends C1-continuously on cβO(c0β) while all terms of T belong to the space YΞ΄β since SΞ΅β(t)=0 for all tβ₯T+Ξ΅.
Corollary 5.6
It holds that
[TABLE]
=β«T+ββwββ(t)Ο0β²β(t)dt>0,*
so that β«ββ+ββwββ(t)DcβNΞ΅β(0,c0β,h0β)(t)dt>0 for all small positive Ξ΅.*
*Proof. * Indeed, by integrating by parts and using the boundary conditions wββ(T)=(Οββ)cβ(T)=0, we find that β«TT+Ξ΅βwββ(t)RΞ΅β(t)dt=
[TABLE]
[TABLE]
Lemma 5.7
Suppose that Ο0β²β(t)>0,c0β>0, and that hypothesis (U) is satisfied. Then there exist an open neighbourhood O of h0β=Ο0βc0β, and C1-smooth function c:Oβ(0,+β),Β c(h0β)=c0β, such that equation (32) has a continuous
family Ο(β
,c(h),h)βΟ0β+XΞ΄β, Ο(t,c(h0β),h0β)=Ο0β(t), of strictly increasing bistable wavefronts.
*Proof. * Consider the direct sums of Banach spaces XΞ΄β=KerD0ββW, YΞ΄β=R(D0β)βV, where KerD0β is one-dimensional null space of the linear operator D0β and the range R(D0β) has codimension one,
[TABLE]
[TABLE]
Let P:YΞ΄ββYΞ΄β be the projection on the subspace R(D0β) along V,
[TABLE]
Then the equation D0βΞΆ=NΞ΅β(ΞΆ,c,h),Β ΞΆβXΞ΄β,
is equivalent to the system
[TABLE]
in the sense that ΞΆ=ΞΎ+u satisfies the former equation if and only if it satisfies the latter system.
Considering the restriction Dβ²=D0ββ£Wβ:WβR(D), we know that the operator Dβ² is invertible and thus the equation Dβ²ΞΎ(t)=PNΞ΅β(ΞΎ+u,c,h) can be written as
ΞΎ=(Dβ²)β1PNΞ΅β(ΞΎ+u,c,h)=Q(ΞΎ+u,c,h). Since DΞΎβQ(0,c0β,h0β)=0, the implicit function theorem [2] shows that this equation has a C1-continuous family of solutions ΞΎ=ΞΎ(u,c,h) defined in some vicinity of the
point (0,c0β,h0β), where ΞΎ(0,c0β,h0β)=0. We still need to prove that for appropriate parameters (c,h) close to (c0β,h0β) the equation
[TABLE]
is satisfied. Simplifying, we can take u=0. Since for all small Ξ΅>0, in view of Corollary 5.6,
[TABLE]
[TABLE]
we conclude that there exists a C1βcontinuous solution c=c(h),Β c(h0β)=c0β, hβO, of the equation (IβP)NΞ΅β(ΞΎ(0,c,h),c,h)=0. To finalise the proof of the lemma, we have to establish the monotonicity of bistable waves
[TABLE]
First, note that Lemmas 3.3, 3.7 imply that
Ο(β
,c(h),h):Rβ(e1β,e3β) for all hβO. Moreover, each Ο(t,c(h),h) is strictly monotone in t on some maximal interval (ββ,shβ), where Ο(shβ,c(h),h)>ΞΊ, and is also strictly monotone at +β, see Lemma 3.4. In fact, we prove below that the following asymptotic formula holds at +β:
[TABLE]
where Kβ₯1,Ξ΄β²>0 does not depend on h, and q1β(h) is a positive continuous function defined on some smaller neighbourhood Oβ² of h0β. It follows from (40) that Οβ²(t,c(h),h)>0 for
all hβOβ² and t>tββ:=(Ξ΄β²)β1sup{ln(K/q1β(h)),hβOβ²}. Since Οβ²(t,c(h),h) converges to Ο0β²β(t)>0 (as hβh0β) uniformly on compact subsets of R, we may conclude that Οβ²(t,c(h),h)>0 for all tβR once h is sufficiently close to h0β.
To prove (40), we apply the bilateral Laplace transform to the differential equation for Ο(t):=e3ββΟ(t,c(h),h):
[TABLE]
where d(t,h)=β(g(e3β,e3β)βg(e3ββΟ(t),e3ββΟ(tβh))βa+βΟ(t)βb+βΟ(tβh))=O(e(ΞΌ2β(h0β)+Ξ΄)(1+Ξ³)t), tβ+β. Importantly, since the function
ΞΎ(0,c(h),h):OβXΞ΄β is continuous, the latter O relation for d(t,h) is satisfied uniformly with respect to h from compact subsets of O.
Thus, for some small positive r>0 satisfying ΞΌ2β(h)βr>(ΞΌ2β(h0β)+Ξ΄)(1+Ξ³)
and t>0, we have that
[TABLE]
with B(t,h):=Ξ²(t,h)e(ΞΌ2ββr)t.
Here d~(z,h)=β«Rβeβzsd(s,h)ds,Β βzβ((1+Ξ³)(ΞΌ2β(h0β)+Ξ΄),0), is the bilateral Laplace transform of d(t,h). In view of the Lebesgue dominated convergence theorem and the uniform (with respect to h from compact subsets of O) exponential estimate d(t,h)=O(e(ΞΌ2β(h0β)+Ξ΄)(1+Ξ³)t), tβ+β, the transform d~(z,h) depends continuously on z,h and is uniformly bounded on the vertical line {βz=ΞΌ2ββr}.
Consequently, in view of Lemma 3.4, there exists some small neighbourhood Oβ²βO of h0β such that continuous functions Ξ±(t),Β Ξ²(t,h) satisfy the estimates
[TABLE]
where B0β=B0β(Oβ²) is some positive constant. Finally, integrating (\refpps) on (t,+β), we find that
[TABLE]
where
[TABLE]
satisfies β£R(t,h)β£β€De(ΞΌ2ββr)t,t>0, hβOβ², with D not depending on h.
5.3 Local continuation of wavefronts under hypothesis (Uβ).
When (Uβ) is assumed instead of (U), the local continuation of wavefronts is somewhat easier to prove. The main reason of this is the non-negativity of solution wββ(t) of the adjoint equation. Indeed, at the beginning of Subsection 5.2, we mentioned that the proofs in this subsection simplify when wββ(t)β₯0, tβR (i.e. when T=ββ). Therefore in Subsection 5.2 we narrowed our attention to more complex case of finite T. In the present subsection we show how the Lyapunov-Schmidt reduction works for T=ββ.
Hence, suppose that, given Ο0ββ₯0, equation (1) has a monotone bistable wavefront u(t,x)=Ο0β(t+c0βt), c0β>0. For c,h close to c0β,h0β=c0βΟ0β, we will look for a monotone solution Ο(t,c,h) of (32) in the form
[TABLE]
where ΞΆβXΞ΄β.
Then the equation for ΞΆ is
D0βΞΆ(t)=N(ΞΆ,c,h),
where
D0βΞΆ,Β N(ΞΆ,c,h) are defined in (37).
Next result can be regarded as somewhat simplified version of Lemma 5.5:
Lemma 5.8
Function N:XΞ΄βΓ(0,+β)Γ[0,+β)βYΞ΄β is
continuously differentiable, with continuous partial derivatives given by
DcβN(ΞΆ,c,h)=Ο0β²β(t)+ΞΆβ²(t),
[TABLE]
[TABLE]
[TABLE]
In particular,
N(0,c0β,h0β)=0,DΞΆβN(0,c0β,h0β)=0,DcβN(0,c0β,h0β)=Ο0β²β(t),
[TABLE]
*Proof. * Clearly, it suffices to check the validity of the conclusions of Lemma 5.8 only for the nonlinear part N1β of N. Here
N1β(ΞΆ,h)=g(Ο0β(t),Ο0β(tβh0β))βg(Ο0β(t)+ΞΆ(t),Ο0β(tβh)+ΞΆ(tβh)),
and below we will give details of computations only for more difficult derivative DΞΆβN1β, the other derivatives being similar. To abbreviate, we use the notation fhβ(t)=f(tβh). First, we find that
Ξ:=
[TABLE]
[TABLE]
[TABLE]
Therefore, for every r>0 there exists Krβ such that for all w such that β£wβ£βββ€r, it holds
[TABLE]
The latter implies that β£Ξβ£YΞ΄βββ€Krβ²β(β£wβ£YΞ΄β1+Ξ³β) for some Krβ²ββ₯Krβ and all w such that β£wβ£YΞ΄βββ€r. This proves that the FrΓ©chet derivative DΞΆβN1β exists and is given by
DΞΆβN1β(ΞΆ,h)w(t)=
[TABLE]
Next, it can proved similarly that DΞΆβN1β(ΞΆ,h) is locally HΓΆlder continuous function in view of the estimate
[TABLE]
Lemma 5.9
Suppose that Ο0β²β(t)>0,c0β>0 and that hypothesis (Uβ) with c0β<clin(h0β/c0β) is satisfied. Then there exist an open neighbourhood O of h0β=Ο0βc0β, and C1-smooth function c:Oβ(0,+β),Β c(h0β)=c0β, such that equation (32) has a continuous
family Ο(β
,c(h),h)βΟ0β+XΞ΄β,Β hβO, Ο(t,c(h0β),h0β)=Ο0β(t), of strictly increasing bistable wavefronts. If (Uβ) holds with c0β=clin(h0β/c0β), the same conclusion, possibly except for the strict monotonicity property of Ο(β
,c(h),h) at +β, is true.
*Proof. * Taking the non-negative solution wββ(t) defined in Section 4, we consider the Banach spaces W, V and the projector
P:YΞ΄ββYΞ΄β defined in the first paragraphs of the proof of Lemma 5.7.
Then the equation D0βΞΆ(t)=N(ΞΆ,c,h),Β ΞΆβXΞ΄β,
is equivalent to the system
[TABLE]
Considering the restriction Dβ²=D0ββ£Wβ:WβR(D), we know that the operator Dβ² is invertible and thus the equation Dβ²ΞΎ(t)=PN(ΞΎ+u,c,h) can be written as
ΞΎ=(Dβ²)β1PN(ΞΎ+u,c,h)=Q(ΞΎ+u,c,h). Since DΞΎβQ(0,c0β,h0β)=0, this equation has a C1-continuous family of solutions ΞΎ=ΞΎ(u,c,h) defined in some vicinity of the
point (0,c0β,h0β), where ΞΎ(0,c0β,h0β)=0. We have to prove that for appropriate parameters (c,h) close to (c0β,h0β) the equation
[TABLE]
is satisfied. It suffices to take u=0. Since
[TABLE]
we conclude that there exists a C1βcontinuous solution c=c(h),Β c(h0β)=c0β, hβO, of the equation (IβP)N(ΞΎ(0,c,h),c,h)=0.
For c0β>cE(h0β), we will prove now the monotonicity of the obtained bistable waves
[TABLE]
The restriction c0β>cE(h0β) implies that Οββ(z) has exactly three different real zeros, Ξ»3β<Ξ»2β<0<Ξ»1β.
By Lemma 4.4, Ο(t,c(h),h) is strictly monotone in t on some maximal interval (ββ,rhβ), where Ο(rhβ,c(h),h)β₯e2β. Therefore, to complete the proof of Lemma 5.7, it suffices to prove the following asymptotic formula (which is similar to (40)):
[TABLE]
where K2ββ₯1,Ξ΄β²β²>0 does not depend on h, and q2β(h) is a positive continuous function defined on some small neighbourhood Oβ²β² of h0β. Indeed, once (42) is established, we can argue as in the paragraph below formula (40).
Now, in order to prove (42), we will apply the bilateral Laplace transform to the differential equation for Ο(t):=e3ββΟ(t,c(h),h):
[TABLE]
where dββ(t,h)=β(g(e3β,e3β)βg(e3ββΟ(t),e3ββΟ(tβh))βaββΟ(t)βbββΟ(tβh)),Β tβR. Clearly, in view of the sub-tangency restriction imposed in (Uβ),
[TABLE]
Also, dββ(t,h0β)ξ β‘0 on R and
dββ(t,h)=O(e(Ξ»2β(h0β)+Ξ΄)(1+Ξ³)t), tβ+β, with O relation being satisfied uniformly with respect to hβOβ²β².
Thus, for some small positive rβ²>0 satisfying Ξ»2β(h)βrβ²>(Ξ»2β(h0β)+Ξ΄)(1+Ξ³)
and t>0, we have that d~ββ(Ξ»2β(h0β),h0β)>0,
[TABLE]
with B(t,h):=Ξ²(t,h)e(Ξ»2ββrβ²)t.
Here d~ββ(z,h)=β«Rβeβzsdββ(s,h)ds,Β βzβ((Ξ»2β(h0β)+Ξ΄)(1+Ξ³),0), is the bilateral Laplace transform of dββ(t,h). In view of the Lebesgue dominated convergence theorem and the uniform exponential estimate dββ(t,h)=O(e(Ξ»2β(h0β)+Ξ΄)(1+Ξ³)t), tβ+β, hβOβ²β², d~ββ(z,h) depends continuously on z,h.
As consequence, there exists some small neighbourhood Oβ²β²β²βO of h0β such that continuous functions Ξ±(h),Β Ξ²(t,h) satisfy the estimates
[TABLE]
where B0β=B0β(Oβ²β²β²) is some positive constant. Finally, integrating (\refpps) on (t,+β), we find that
[TABLE]
where
[TABLE]
satisfies β£R(t,h)β£β€De(ΞΌ2ββr)t,t>0, hβOβ²β²β², with D not depending on h.
Remark 5.10
Note that the representation (42) remains valid if
the sub-tangency condition
of Lemma 4.8 is replaced with the assumption (Ο,c)βD(a~ββ,b~ββ)βD(aββ,bββ). Indeed, in such a case, Lemma 4.3 assures that q2β(h0β)ξ =0.
5.4 Global continuation of wavefronts.
Now we can complete the proof of Theorems 1.3, 1.4. Consider the family F of all continuous functions
cΞ±β:[0,hΞ±β)β(0,+β),Β Ξ±βA, such that for every h=cΟβ[0,hΞ±β) equation (2) has a bistable monotone wavefront propagating with the velocity cΞ±β(h) and cΞ±β(0)=c0β where c0β is the speed of the unique bistable monotone front of the non-delayed equation. Lemmas 5.7, 5.9 show that F is a non-empty set, Aξ =β
. We will introduce a partial order βΊ in F in the following way: (cΞ±β,hΞ±β)βΊ(cΞ²β,hΞ²β) if hΞ²ββ₯hΞ±β and cΞ±β(h)=cΞ²β(h) for all hβ[0,hΞ±β). Clearly, we can apply the Zorn lemma to the family (F,Β βΊ), let
cβ:[0,hβ)β(0,+β) be the maximal element. Note that if (Uβ) is assumed then the graph G of the curve cβ belongs to the domain
D(aββ,bββ).
Suppose first that hβ=+β, then suphβ₯0βh/cβ(h)=+β since otherwise there exists a bounded sequence of delays
Οjβ=hjβ/cβ(hjβ),Β hjββ+β, such that cβ(hjβ)=hjβ/Οjββ+β, contradicting to the conclusion of Lemma 5.3.
In view of the intermediate value theorem, this implies that for each
[TABLE]
there exists at least one monotone bistable wavefront.
Now, if hβ<+β, then, by Lemma 5.2,
cβ is a bounded function on [0,hβ). Let the interval [p,q] (it can happen that p=q) denote the set of all partial limits of cβ(h) as hβhββ. Set r=(p+q)/2 and suppose that r>0 (and, in addition, r>cE(hβ) if (Uβ) is assumed). Then there exists a sequence hjββhβ and cjβ=cβ(hjβ) such that cjββr. The sequence of profiles Οjβ of wavefronts Οjβ(x+cjβt) is uniformly bounded and equicontinuous on R. We can also assume that Οjβ(0)=(e1β+e2β)/2 for every j. Therefore we can find a
subsequence of Οjβ (we will use the same notation Οjβ for it) converging to some non-decreasing function
Οββ such that Οββ(0)=(e1β+e2β)/2 and Οββ(t)β[e1β,e3β],Β tβR. It is easy to see that Οββ satisfies the differential equation
[TABLE]
and Οββ(Β±β)β{e1β,e2β,e3β}. Actually, since Οββ is non-decreasing and Οββ(0)<e2β, we obtain that Οββ(ββ)=e1β. Considering the possibility Οββ(+β)=e2β, we find that Οββ(t)β[e1β,e2β] for all tβR and therefore Οββ²β²β(t)β₯0,Β tβR. Clearly, this contradicts to the convergence of
Οββ(t) at +β. Thus Οββ(t) is a strictly monotone bistable wavefront of the above limiting delay differential equation. Consequently, we can apply either Lemma 5.7 or Lemma 5.9 for parameters c=r,h=hβ and conclude that
there exists a smooth function c=c(h) with h from some open neighbourhood U of hβ and a family of bistable wavefronts Οc(h)β,Β Οrβ=Οββ for all hβU.
In addition, if (U) is assumed, these wavefronts are monotone.
Since c(h) is smooth, we can use this function to extend continuously cβ on the open interval [0,hββ) strictly bigger than [0,hβ).
This shows that either r=0 or r=cE(hβ)>0.
As we have observed, under conditions of Theorem 1.3, the only case r=0 can happen. In such a case, the graph G of cβ connects continuously points (0,c0β) and (hβ,0) so that for every fixed nonnegative Ο the line h=cΟ will intersect G at least once at some point (c(Ο)Ο,c(Ο)).
This means that if r=0 (in particular, this always occurs under conditions of Theorem 1.3) then for each fixed Οβ₯0 the original equation has at least one bistable wavefront propagating with the velocity c(Ο)>0.
On the other hand, under conditions of Theorem 1.4, the situation when
cβ(hββ)=cE(hβ)>0 can also occur. Then the graph G of cβ connects continuously points (0,c0β) and (hβ,cβ(hβ)) so that for every fixed Οβ[0,Οββ],Β Οββ=hβ/cβ(hβ), the line h=cΟ intersects G at least once at some point (c(Ο)Ο,c(Ο)).
Thus for each fixed Οβ[0,Οββ] the original equation has at least one bistable wavefront propagating with the velocity c(Ο)>0.
Next, due to the maximality property of hβ there exist arbitrarily small positive hβhβ such that (h,cβ(h))ξ βD(aββ,bββ). Thus for delay Οβ²=h/cβ(h)
(which can be chosen arbitrarily close to Οββ) there exists a non-monotone wavefront Ο propagating with the velocity cβ(h) close to cE(hβ).
Moreover, since (h,cβ(h))ξ βD(aββ,bββ), the leading asymptotic term of e3ββΟ(t) at +β is oscillatory, e.g. see [13, Lemma 4.6].
Thus Ο(t) is oscillating around e3β at +β.
Remark 5.11
If the sub-tangency condition of (Uβ) is not assumed, the above proof remains true if we consider domain D(a~ββ,b~ββ) instead of D(aββ,bββ). See Remarks 4.2, 4.10, 5.10. However, if D(a~ββ,b~ββ)ξ =D(aββ,bββ), then our approach does not allow to extend the curve G till the boundary of D(aββ,bββ) making a conclusion about the existence of the oscillating wavefronts. It is worth noting that delayed reaction-diffusion equations can possess non-monotone non-oscillating wavefronts, cf. [10].
Acknowledgements.
The first author was supported by FONDECYT (Chile) under project 1150480. The second author was partially supported by the Ministry of Education and Science of the Russian Federation (the agreement number 02.a03.21.0008).
References
- [1]
Alfaro M, Ducrot A and Giletti T 2017 Travelling waves for a non-monotone bistable equation with delay: existence and oscillations Proc. London Math. Soc. doi:10.1112/plms.12092
- [2]
Ambrosetti A and Prodi G 1993 A primer of nonlinear analysis (Cambridge, Cambridge University Press)
- [3]
Apreutesei N, Ducrot A and Volpert V 2009
Travelling waves for integro-differential equations in population dynamics,
Discrete Cont. Dyn. Syst. Ser. B 11 541β561
- [4]
Bani-Yaghoub M, Yao G-M, Fujiwara M and Amundsen D E 2015 Understanding the interplay between density dependent birth function and maturation time delay using a reaction-diffusion population model
*Ecological Complexity * 21 14β26
- [5]
Berestycki H, Nadin G, Perthame B and Ryzhik L 2009
The non-local Fisher-KPP equation: travelling waves and steady
states Nonlinearity 22 2813-2844
- [6]
Bocharov G, Meyerhans A, Bessonov N, Trofimchuk S and Volpert V 2016 Spatiotemporal dynamics of virus infection spreading in tissues PLoS ONE 11(12): e0168576. doi:10.1371/journal.pone.0168576
- [7]
Bonnefon O, Garnier J, Hamel F and Roques L 2013
Inside dynamics of delayed traveling waves
Math. Mod. Nat. Phen. 8 42β59
Chow S-N, Lin X-B, Mallet-Paret J 1989
Transition layers for singularly perturbed delay differential equations with monotone nonlinearities
J. Dynam. Differential Equations **1 ** 3β43
- [9]
Ducrot A, Marion M, Volpert V 2011 Spectrum of some integro-differential operators and stability of travelling waves Nonlinear Analysis 74 4455β4473
- [10]
Ivanov A, Gomez C and Trofimchuk S 2014
On the existence of non-monotone non-oscillating wavefronts J. Math. Anal. Appl. 419 606β616
- [11]
Fang J and Zhao X-Q 2011 Monotone wavefronts of the nonlocal Fisher-KPP
equation Nonlinearity 24 3043β3054
- [12]
Fang J and Zhao X-Q 2015
Bistable traveling waves for monotone semiflows with applications J. Eur. Math. Soc. 17 2243β2288
- [13]
Gomez A and Trofimchuk S 2014 Global continuation of monotone wavefronts J. London Math. Soc. 89 47β68
- [14]
Gourley S A, So J W-H and Wu J H 2004 Non-locality of reaction-diffusion equations induced by delay: biological modeling and nonlinear dynamics *J. Math. Sci. * 124 5119β5153
- [15]
Hale J K and Lin X-B 1985 Heteroclinic orbits for retarded functional differential equations
J. Differential Equations 65 175β202
- [16]
Hale J K and Verduyn Lunel S M 1993 Introduction to
functional differential equations, Applied Mathematical Sciences
(Springer-Verlag)
- [17]
Hasik K, KopfovΓ‘ J, NΓ‘bΔlkovΓ‘ P and Trofimchuk S 2016 Traveling waves in the nonlocal KPP-Fisher equation: different roles of the right and the left interactions J. Differential Equations 260 6130β6175
- [18]
Huang W 2000
Monotonicity of heteroclinic orbits and spectral properties of variational equations for delay differential equations J. Differential Equations 162 91β139
- [19]
Huang W 2001 Uniqueness of the bistable traveling wave for mutualist species J. Dynam. Differential Equations 13 147β183
- [20]
Hupkes H J and Verduyn Lunel S M 2005
Analysis of Newtonβs method to compute travelling waves in discrete
media J. Dynam. Diff. Eqns. 17 523β572
- [21]
Hupkes H J and Verduyn Lunel S M 2003
Analysis of Newtonβs method to compute travelling wave
solutions to lattice differential equations, Technical Report
2003-09, Mathematical Institute Leiden.
- [22]
Liang X and Zhao X-Q 2010 Spreading speeds and traveling waves for abstract monostable evolution systems J. Functional Anal. 259 857β903
- [23]
Martin R H and Smith H L 1990
Abstract functional differential equations and reaction-diffusion systems Trans. Amer. Math. Soc. 321 1β44
- [24]
Ma S and Wu J 2007 Existence, uniqueness and asymptotic stability of traveling wavefronts in a non-local delayed diffusion equation J. Dynam.
Diff. Eqns. 19 391β436
- [25]
Mallet-Paret J 1999 The Fredholm alternative for
functional differential equations of mixed type J. Dynam.
Diff. Eqns. 11 1β48
- [26]
Nadin G, Rossi L, Ryzhik L and Perthame B 2013
Wave-like solutions for nonlocal reaction-diffusion equations: a toy model
Math. Mod. Nat. Phen. 8 33β41
- [27]
Schaaf K 1987 Asymptotic behavior
and travelling wave solutions for parabolic functional
differential equations Trans. Amer. Math. Soc. 302
587β615
- [28]
Smith H L and Zhao X-Q 2000 Global asymptotic stability of traveling waves in delayed reaction-diffusion equations SIAM J. Math. Anal. 31 514β 534
- [29]
Trofimchuk S and Volpert V 2018 Travelling waves for a bistable reaction-diffusion equation with delay
SIAM J. Math. Anal. 50 1175 β 1199
- [30]
Volpert V 2011 Elliptic partial differential equations. Volume 1.
Fredholm theory of elliptic problems in unbounded domains (BirkhΓ€user)
- [31]
Volpert A I, Volpert V A and Volpert V A 1994 Traveling Wave Solutions of Parabolic Systems, Translations of Mathematical Monographs, Vol. 140, (Amer. Math. Soc.:Providence)
- [32]
Wang Z-C, Li W-T and Ruan S 2007 Existence and stability of traveling wave fronts in reaction advection diffusion equations with nonlocal delay J. Differential Equations 238 153β200