The theory of backward bifurcations provides a criterion for the existence of positive steady states in epidemiological models with parameters where the basic reproductive ratio is less than one. It is often seen in simulations that this phenomenon is accompanied by multistationarity, i.e. the existence of more than one positive steady state, but the latter circumstance is not implied by the general theory. The central result of this paper is a theorem which gives a criterion for the existence of one stable and one unstable positive steady state for parameters where the basic reproductive ratio is less than one. It also gives a criterion for the existence of one stable and one unstable positive steady state in the case that the basic reproductive ratio is greater than one. These steady states arise in a bifurcation. It is shown that in one case, a model for the in-host dynamics of hepatitis C, this result can be used as a basis for showing the existence of parameters for which there are two positive steady states, one of which is stable. Thus, in particular, multistationarity is proved in that case. It is also shown to what extent this theorem can be applied to some other models which have been studied in the literature and what new results can be obtained. In that context the new approach is compared with those previously known.
The COVID-19 pandemic led to widespread interest in epidemiological models. In this context the role of vaccination in influencing the spreading of the disease is of particular interest. There has also been a lot of debate on the role of non-pharmaceutical interventions such as the disinfection of surfaces. We investigate a mathematical model for the spread of a disease which includes both imperfect vaccination and infection due to virus in the environment. The latter is studied with the help of two phenomenological models for the force of infection. In one of these models we find that backward bifurcations take place so that for some parameter values an endemic steady state exists although the basic reproduction ratio $R_0$ is less than one. We also prove that in that case there can exist more than one endemic steady state. In the other model all generic transcritical bifurcations are forward bifurcations so that these effects cannot occur. Thus we see that the occurrence of backward bifurcations, which can be important for disease control strategies, is dependent on the details of the function describing the force of infection. By means of simulations the predictions of this model are compared with data for COVID-19 from Turkey. A sensitivity analysis is also carried out.
This paper carries out an analysis of the global properties of solutions of an in-host model of hepatitis C for general values of its parameters. A previously unknown stable steady state on the boundary of the positive orthant is exhibited. It is proved that the model exhibits Hopf bifurcations and hence periodic solutions. A general parametrization of positive steady states is given and it is determined when the number of steady states is odd or even, according to the value of a certain basic reproductive ratio. This implies, in particular, that when this reproductive ratio is greater than one there always exists at least one positive steady state. A positive steady state which bifurcates from an infection-free state when the reproductive ratio passes through one is always stable, i.e. no backward bifurcation occurs in this model. The results obtained are compared with those known for related models of viral infections.
The dynamics of a mathematical model of the Calvin cycle, which is part of photosynthesis, is analysed. Since diffusion of ATP is included in the model a system of reaction-diffusion equations is obtained. It is proved that for a suitable choice of parameters there exist spatially inhomogeneous positive steady states, in fact infinitely many of them. It is also shown that all positive steady states, homogeneous and inhomogeneous, are nonlinearly unstable. The only smooth steady state which could be stable is a trivial one, where all concentrations except that of ATP are zero. It is found that in the spatially homogeneous case there are steady states with the property that the linearization about that state has eigenvalues which are not real, indicating the presence of oscillations. Numerical simulations exhibit solutions for which the concentrations are not monotone functions of time.
Themultiple futile cycle is a phosphorylation system in which a molecular substrate might be phosphorylated sequentially n times by means of an enzymatic mechanism. The system has been studied mathematically using reaction network theory and ordinary differential equations. It is known that the system might have at least as many as 2left perpendicularn/2right perpendicular + 1 steady states (where left perpendicularxright perpendicular is the integer part of x) for particular choices of parameters. Furthermore, for the simple and dual futile cycles (n = 1, 2) the stability of the steady states has been determined in the sense that the only steady state of the simple futile cycle is globally stable, while there exist parameter values for which the dual futile cycle admits two asymptotically stable and one unstable steady state. For general n, evidence that the possible number of asymptotically stable steady states increases with n has been given, which has led to the conjecture that parameter values can be chosen such that left perpendicularn/2right perpendicular + 1 out of 2left perpendicularn/2right perpendicular + 1 steady states are asymptotically stable and the remaining steady states are unstable. We prove this conjecture here by first reducing the system to a smaller one, for which we find a choice of parameter values that give rise to a unique steady state with multiplicity 2left perpendicularn/2right perpendicular + 1. Using arguments from geometric singular perturbation theory, and a detailed analysis of the centre manifold of this steady state, we achieve the desired result.
There are many models of the Calvin cycle of photosynthesis in the literature. When investigating the dynamics of these models one strategy is to look at the simplest possible models in order to get the most detailed insights. We investigate a minimal model of the Calvin cycle introduced by Hahn while he was pursuing this strategy. In a variant of the model not including photorespiration it is shown that there exists exactly one positive steady state and that this steady state is unstable. For generic initial data either all concentrations tend to infinity at late times or all concentrations tend to zero at late times. In a variant including photorespiration it is shown that for suitable values of the parameters of the model there exist two positive steady states, one stable and one unstable. For generic initial data either the solution tends to the stable steady state at late times or all concentrations tend to zero at late times. Thus we obtain rigorous proofs of mathematical statements which together confirm the intuitive idea proposed by Hahn that photorespiration can stabilize the operation of the Calvin cycle. In the case that the concentrations tend to infinity we derive formulae for the leading order asymptotics using the Poincaré compactification.
We study optimal savings in continuous time with exogenous transitions between employment and unemployment as the only source of uncertainty in a small open economy. We prove the existence of an optimal consumption path. We exploit that the dynamics of consumption and wealth between jumps can be expressed as a Fuchsian system. We derive conditions under which an invariant joint distribution for the state variables, i.e., wealth and labour market status, exists and is unique. We also provide conditions under which the distribution of these variables converges to the invariant distribution. Our analysis relies on the notion of T-processes and applies results on the stability of Markovian processes from Meyn and Tweedie (1993a, b,c).
A classical example of a mathematical model for oscillations in a biological system is the Selkov oscillator, which is a simple description of glycolysis. It is a system of two ordinary differential equations which, when expressed in dimensionless variables, depends on two parameters. Surprisingly it appears that no complete rigorous analysis of the dynamics of this model has ever been given. In this paper several properties of the dynamics of solutions of the model are established. With a view to studying unbounded solutions a thorough analysis of the Poincaré compactification of the system is given. It is proved that for any values of the parameters there are solutions which tend to infinity for large times and are eventually monotone. It is shown that when the unique steady state is stable any bounded solution converges to it for large times. When the steady state is unstable and a periodic solution exists it is shown that the periodic solution is unique and that all bounded solutions other than the steady state converge to the periodic solution for large times. When the steady state is unstable and no periodic solution exists it is shown that all solutions other than the steady state are unbounded. In this case each solution which tends to infinity is eventually monotone and each solution other than the steady state which does not tend to infinity exhibits unbounded oscillations.
In this paper results are obtained concerning the number of positive stationary solutions in simple models of the Calvin cycle of photosynthesis and the stability of these solutions. It is proved that there are open sets of parameters in a model of Zhu et. al. for which there exist two positive stationary solutions. There are never more than two isolated positive stationary solutions but under certain explicit special conditions on the parameters there is a whole continuum of positive stationary solutions. It is also shown that in the set of parameter values for which two isolated positive stationary solutions exist there is an open subset where one of the solutions is asymptotically stable and the other is unstable. In related models , for which it was known that more that one positive stationary solution exists, it is proved that there are parameter values for which one of these solutions is asymptotically stable and the other unstable. A key technical aspect of the proofs is to exploit the fact that there is a bifurcation where the centre manifold is one-dimensional.
The MAP kinase cascade is an important signal transduction system in molecular biology for which a lot of mathematical modelling has been done. This paper surveys what has been proved mathematically about the qualitative properties of solutions of the ordinary differential equations arising as models for this biological system. It focusses, in particular, on the issues of multistability and the existence of sustained oscillations. It also gives a concise introduction to the mathematical techniques used in this context, bifurcation theory and geometric singular perturbation theory, as they relate to these specific examples. In addition further directions are presented in which the applications of these techniques could be extended in the future.
In many models of the Calvin cycle of photosynthesis, it is observed that there are solutions where concentrations of key substances belonging to the cycle tend to zero at late times, a phenomenon known as overload breakdown. In this paper, we prove theorems about the existence and non-existence of solutions of this type and obtain information on which concentrations tend to zero when overload breakdown occurs. As a starting point we take a model of Pettersson and Ryde-Pettersson which seems to be prone to overload breakdown and a modification of it due to Poolman which was intended to avoid this effect.
The aim of this paper is to study the qualitative behaviour predicted by a mathematical model for the initial stage of T-cell activation. The state variables in the model are the concentrations of phosphorylation states of the T-cell receptor (TCR) complex and the phosphatase SHP-1 in the cell. It is shown that these quantities cannot approach zero and that the model possesses more than one positive steady state for certain values of the parameters. It can also exhibit damped oscillations. It is proved that the chemical concentration which represents the degree of activation of the cell, that of the maximally phosphorylated form of the TCR complex, is, in general, a non-monotone function of the activating signal. In particular, there are cases where there is a value of the dissociation constant of the ligand from the receptor which produces a maximal activation of the T cell. This suggests that mechanisms taking place in the first few minutes after activation and included in the model studied in this paper suffice to explain the optimal dissociation time seen in experiments. In this way, the results of certain simulations in the literature have been confirmed rigorously and some important features which had not previously been seen have been discovered.
This paper continues the investigation of the formation of naked singularities in the collapse of collisionless matter initiated in Rendall and Velázquez (Annales Henri Poincaré 12:919–964, 2011). There the existence of certain classes of non-smooth solutions of the Einstein–Vlasov system was proved. Those solutions are self-similar and hence not asymptotically flat. To obtain solutions which are more physically relevant it makes sense to attempt to cut off these solutions in a suitable way so as to make them asymptotically flat. This task, which turns out to be technically challenging, will be carried out in this paper.
The MAP kinase cascade is a network of enzymatic reactions arranged in layers. In each layer occurs a multiple futile cycle of phosphorylations. The fully phosphorylated substrate then serves as an enzyme for the layer below. This papers focusses on the existence of parameters for which Hopf bifurcations occur and generate periodic orbits. Furthermore it is explained how geometric singular perturbation theory allows to generalize results from simple models to more complex ones.
This paper addresses strong cosmic censorship for spacetimes with self-gravitating collisionless matter, evolving from surface-symmetric compact initial data. The global dynamics exhibit qualitatively different features according to the sign of the curvature $k$ of the symmetric surfaces and the cosmological constant $\Lambda$. With a suitable formulation, the question of strong cosmic censorship is settled in the affirmative if $\Lambda=0$ or $k\le0$, $\Lambda>0$. In the case $\Lambda>0$, $k=1$, we give a detailed geometric characterization of possible "boundary" components of spacetime; the remaining obstruction to showing strong cosmic censorship in this case has to do with the possible formation of extremal Schwarzschild-de Sitter-type black holes. In the special case that the initial symmetric surfaces are all expanding, strong cosmic censorship is shown in the past for all $k,\Lambda$. Finally, our results also lead to a geometric characterization of the future boundary of black hole interiors for the collapse of asymptotically flat data: in particular, in the case of small perturbations of Schwarzschild data, it is shown that these solutions do not exhibit Cauchy horizons emanating from $i^+$ with strictly positive limiting area radius.
Many central problems in geometry, topology, and mathematical physics lead to questions concerning the long-time dynamics of solutions to ordinary and partial differential equations. Examples range from the Einstein field equations of general relativity to quasilinear reaction-advection-diffusion equations of parabolic type. Specific questions concern the convergence to equilibria, the existence of periodic, homoclinic, and heteroclinic solutions, and the existence and geometric structure of global attractors. On the other hand, many solutions develop singularities in finite time. The singularities have to be analyzed in detail before attempting to extend solutions beyond their singularities, or to understand their geometry in conjunction with globally bounded solutions. In this context we have also aimed at global qualitative descriptions of blow-up and grow-up phenomena.
The multiple futile cycle is an important building block in networks of chemical reactions arising in molecular biology. A typical process which it describes is the addition of n phosphate groups to a protein. It can be modelled by a system of ordinary differential equations depending on parameters. The special case n=2 is called the dual futile cycle. The main result of this paper is a proof that there are parameter values for which the system of ODE describing the dual futile cycle has two distinct stable stationary solutions. The proof is based on bifurcation theory and geometric singular perturbation theory. An important entity built of three coupled multiple futile cycles is the MAPK cascade. It is explained how the ideas used to prove bistability for the dual futile cycle might help to prove the existence of periodic solutions for the MAPK cascade.
Modelling the Calvin cycle of photosynthesis leads to various systems of ordinary differential equations and reaction-diffusion equations. They differ by the choice of chemical substances included in the model, the choices of stoichiometric coefficients and chemical kinetics and whether or not diffusion is taken into account. This paper studies the long-time behaviour of solutions of several of these systems, concentrating on the ODE case. In some examples it is shown that there exist two positive stationary solutions. In several cases it is shown that there exist solutions where the concentrations of all substrates tend to zero at late times and others (runaway solutions) where the concentrations of all substrates increase without limit. In another case, where the concentration of ATP is explicitly included, runaway solutions are ruled out.
One way to understand more about spacetime singularities is to construct solutions of the Einstein equations containing singularities with prescribed properties. The heuristic ideas of the BKL picture suggest that oscillatory singularities should be very common and give a detailed picture of how these could look. The more straightforward case of singularities without oscillations is reviewed and existing results on that subject are surveyed. Then recent theorems proving the existence of spatially homogeneous solutions with oscillatory singularities of a specific type are presented. The proofs of these involve applications of some ideas concerning heteroclinic chains and their stability. Some necessary background from the theory of dynamical systems is explained. Finally some directions in which this research might be generalized in the future are pointed out.
The Einstein–Boltzmann (EB) system is studied, with particular attention to the non-negativity of the solution of the Boltzmann equation. A new parametrization of post-collisional momenta in general relativity is introduced and then used to simplify the conditions on the collision cross-section given by Bancel and Choquet-Bruhat. The non-negativity of solutions of the Boltzmann equation on a given curved spacetime has been studied by Bichteler and Tadmon. By examining to what extent the results of these authors apply in the framework of Bancel and Choquet-Bruhat, the non-negativity problem for the EB system is resolved for a certain class of scattering kernels. It is emphasized that it is a challenge to extend the existing theory of the Cauchy problem for the EB system so as to include scattering kernels which are physically well-motivated.