The quantities u, v correspond to the bromic acid and bromide ion concentrations. This sys- tem was derived in [2, pp. 226-229]. It can be regarded as a model ...
EXISTENCE OF TRAVELING-WAVE TYPE SOLUTIONS FOR THE BELOUSOV-ZHABOTINSKII
II
SYSTEM OF EQUATIONS.
UDC 517.9
A. Ya. Kapel'
INTRODUCTION The well-known Belousov-Zhabotinskii
reaction
[i, pp. 87-89]
is described by the sys-
tem o~
~
ot
Ox~
6v Ot
=u(t--u
02U Oxz
--
rv),
buy,
r = const >
O,
(1)
b = const > O.
The quantities u, v correspond to the bromic acid and bromide ion concentrations. This system was derived in [2, pp. 226-229]. It can be regarded as a model for many other more complex biochemical and biological processes. Such processes are characterized, in the planar case, by the presence of circular waves that propagate with some constant speed c [i, pp. 147153]. To these waves there correspond solutions of (i) of the form
u=u(~)>O,
v=v(~)>O,
u(--~)=v(+~)=O,
(2)
~=x+ct,
v(--~)=u(+~)=l,
which are called traveling-wave (TV) type solutions. (i) yields the system of differential equations u"=cu'-u(l--u--r~),
(3)
Substitution of expressions
(2) in Eqs.
(4)
v"=cv'+b~v.
One has t o f i n d t h e s o l u t i o n of s y s t e m (4) under t h e boundary c o n d i t i o n s ( 3 ) .
In [2, pp. 226-
235] results of numerical computations of the TV and its propagation speed are given for a wide range of values of r and b. In [3] it is proved that for any b, 0 < b < i, there exist values r > 0 and c, 0 < c < 2, such that a TV solution exists for Eqs. (I). In [4], the existence of a TV for Eqs. (i) is established in the absence of the diffusion term in the first or second equation. In [5] the existence of a TV is established for an interesting class of locally monotone systems by means of the fixed-point method. In this paper we obtain the following results,
stated as Theorems 1-4.
THEOREM i. For any c > 0, r > 0, b > 0, b ~ i, there exists a solution (2) of system (4) such that u(-~) = v(+~) = 0, u(+~) = i, v0 = v(-~) ~ I/r. The quantity v 0 corresponds
to the bromide ion concentration in front of the wave.
If one makes the substitution v = v0~, then the system retains its original form, with r replaced by rv 0. Hence, Theorem i can be restated as follows: for any b > 0, b z i, c > 0, there exists a value r ~ i for which problem (4), (3) admits a solution. THEOREM 2. Let c e 2 b/~l, with bl = min(b, I), i - b I < r ~ i, where in addition r < i if b = i. Then there exists a solution of problem (4), (3). THEOREM 3. Let i - b I < r ~ i/(b + i), c e 2/i - r. problem (4), (3).
Then there exists a solution of
THEOREM 4. For any r > i there exists a value c for which problem (4), (3) admits a solution. Moreover, here one has that b/2/(r + b)[bz(r + b i 0.5b) g c < 2 / ~ . In [6] one finds proofs of Theorem 2 and 3 for b < i and of the existence of a solution of problem (4), (3) for 0 < b < i, r + b < i, c e 2/i - r. The last case is also considered in [7]. Moscow. Translated from Sibirskii Matematicheskii Zhurnal, Vol. 32, No. 3, pp. 47-59, May-June, 1991. Original article submitted September 8, 1989.
390
0037-4466/91/3203-0390512.50
9
1992 Plenum Publishing Corporation
Let us put w = 1 - u.
Then (4)
takes
w"=cw'+w-w
the
form
2-ru+rvw,
Let us linearize this system near w = 0 (or u = i), v = 0. w" =cw'
(5)
v"=cv'+bu-buw.
+ w-rv,
v" =cv'
We obtain the system
+ bv.
(6)
The solution of (6) which is bounded for ~ § +~ has the form
(7) (8)
w = C t exp k:~ + C2 exp k2~, v =((1--
b ) / r ) C 1 exp ki~,
where k i < 0, k 2 < 0 are the roots of the characteristic
equation of system (6),
( k 2 - c k - b) (k 2 - c k - t) = O, kl = cl2 -- 7c214 + b,
(9) (10)
k2 = cl2 - }"d14 + t.
[k=[
Let 0 < b < i; then > ikml. Of interest is only the solution (7), (8) that is positive in a neighborhood of the point ~ § +~. Hence, we must take Ci > 0. Set s = C i e x p k i $ . Then expressions (7), (8) become
w=s
+ ~s ~,
•
k2/k I >
v =((INow l e t
b > 1.
P u t s = C 2 e x p k 2 $ , C2 > 0 , w = s + ls •
I,
2~
C2,C i,
(ii) (12)
b)/r)s.
C z _< 0.
Then expressions
(7),
(8)
E = CliC ~ ~ 0,
x = lq/k 2 >1,
take
the
form (13)
v = ((I - b)/r)ks".
(14)
I n S e c . 1 we p a s s t o t h e v a r i a b l e s in system (5). N e a r s = 0 we c o n s t r u c t the solution in the form of a series i n p o w e r s o f s a n d i s K, t h e f i r s t terms of which have the form (ii)-(14). In Sec. 2 we work in the phase space u, v, p = u ~, q = v', taking u as the independent variable. Using the maximum principle we show that the quantities v, p/(l - u) are monotonic in u and we obtain a priori estimates. In Sec. 3 we show that the solution is monotonic in the parameter I. In Sec. 4 we prove the existence of the solution of the boundary-value problem in phase space by making use of the results of Secs. 1-3 and the considerations in Sec. 2 of [8]. The proof amounts to selecting values of I and c for which the required boundary conditions are satisfied.
For b = 1 the roots of Eq. (9) have multiplicity tained by letting b § i, b < i. !.
larger than I.
The solution is ob-
CONSTRUCTION OF THE SOLUTION IN THE NEIGHBORHOOD OF ~ = +~
For the sake of convenience let us write system (4) in the new variables z = (r/(l b))v, b ~ i, q = w - z, s = C e x p k g , where C = Ci, k = ki if b < i, and C = C2, k = k 2 for b > I. Then system (4) takes on the form k2s2z " -F blsz' - bz = - b z ( z + ~]) ,
bi = rain(b, I ) ,
(i.1)
k2S2~l " -}- blS~l ' - ~1 = - ~1 ( z -[- rl) .
We seek a solution of (i.i) in the form Z=
?]
r"~
i• zi(x),
" "" 11 -- ~.~'~7L~s~,:q~(@
i=0
The parameters
(1.2)
i=0
I and ~ are defined in (i0) for b < i and in (Ii) for b > i.
Let us formally substitute expressions (1.2) in Eqs. (i.I) and equate the left- and right-hand coefficients of lis i
1
~ P(h)
'
p > 0 and p ( u )
tl 2
I zq chq = "27 (,0 "
( 2.30 )
'o
from (2.30) and (2.27) we obtain
(u) > ~22/2 [:)(0) b - r~' (0) + cb + c;.v (0) !. Finally,
is in-
(2.31), (2.20), and (2.29)
(2.31)
yield the needed estimate
/)O~)>Yzz2(t--zz), Suppose p(0) = 0. Then also q(0) = 0. (2.27) takes on the form
7 = e , ' 2 [ b + c ~ ( b + !)1.
(2.32)
Let us estimate v(0) from below.
Equality
1
(2.33)
eb + cry (0) = b I ~' (1 - ,:) du. 0
Now from (2.33) and (2.17) we deduce that cb + cry(0) > b/21kl, whence,
after elementary
transformations, bl--mi~(b,
v(O)>(b/rb:)(t/4-b:+(I/2)yl/4+b:/c~), 3.
i).
(2.34)
MONOTONICITY OF THE SOLUTION IN THE PARAMETER k
Let us consider the family of solutions (2.7) for X ~ 0. Let Xl < X2 ~ 0, Pi(U) = p(u, I i, c), qi(u) = q(u, li, c), vi(u) = v(u, li, c), i = i, 2, Ap = P2 -- P1~ Aq = q2 - ql, Av = v 2 -- v z. From (2.1) we obtain for the functions Pi the relation
dAp du
u Ap(I--u--rv,)-P pip2
ru AV. ~ ' p~
(3,1)
395
Also,
(2.22) and (2.2) imply the following relations among Pi, qi, vi:
d_Au du
P2
Av + g (u),
(3.2)
1
,P.--7 p~ (,~) P~ (,q) ap (,,~) e,,~ + ---~p., b - ~--~. /.
(3.3)
u,
From (1.8)-(1.13)
it follows that in a sufficiently small neighborhood of u = I, u < i,
Ap > O, Let us show t h a t t h e s e i n e q u a l i t i e s (3.1) for ap and (3.2) for av.
i U, (]-- Ul)
Au < O.
(3.4)
a r e p r e s e r v e d as long as Pl > O, P2 > O.
Let us solve
We obtain
-- ~rL,1
i
ru~
i u2(t--u,~)[l--,~l(U2)]
du2dul '
(3.5)
and
Au=Av(uo) exp
--du
1+
p~(~)
"UO
-p~ - (u) dU2 dup
g(u 0exp
~/0
(3.6)
ul
Suppose Av(5 I) = 0, Av < 0 for El < u < i, Ap(E 2) = 0, Ap > 0 for E 2 < u < i. Let us use formulas (3.5), (3.6) for u 0 = i. In this case the first terms in the right-sides of (3.5), (3.6) vanish. From (3.5) it follows that Ap > 0 for E l ~ u < i. In conjunction with formula (3.3) and the inequality Vm'(U) < 0, this implies that g(u) > 0 for E I ~ u < i. This last inequality and (3.6) imply Av(UI) < 0. The contradiction we have reached proves inequalities (3.4). Suppose Pl > O, P2 > 0 for 0 < u < I. find that
If, in addition,
pz(O) > O, then from (3.5) we
Ap(O)> O.
(3.7)
If v1(0) > l/r, then (3.7) again holds. This is readily verified using (2.23), (2.24) for Pm and (3.5) for u0 = 0. Suppose p2(0) > 0. In (3.6) put u = 0, u0 = i. We obtain
Av(O)< 0. Now suppose p2(0) = 0. we have
(3.8)
Then also p0(0) = 0, ql(0) = q2(0) = 0.
By (2.27), for Pi, qi, vi
1
Av(0)=~-b I u ( l _ _ u ) A J _ d u < 0 " rc
p 0
i.e.,
i n e q u a l i t y ( 3 . 8 ) a l s o h o l d s in t h e case where p2(O) = O. 4.
PROOF OF THE EXISTENCE OF A SOLUTION TO THE BOUNDARYVALUE PROBLEM
Let us consider the equation
dZ du
where f'(u) is piecewise continuous
=
c --
1~"~,
p
c =
const
>
O,
(4.1)
for 0 ~ u ~ i.
LEMMA i. Let f(u) > 0 for 0 < u < i, f(0) = f(1) = 0, f'(0) > 0, f'(1) < 0, f'(u) f'(0) for 0 < u < i. Then there exists a unique solution p = p(u) of Eq. (4.1) such that p(1) = 0, p(u) > 0 for 0 < u < i. Moreover, p(0) = 0 if c e 2/f'(0), p(0) > 0 if c
0 and p2(u) clp du
with
f~ and f= c o n t i n u o u s
> 0 be solutions
h (~)
- - ,P
ci
0 < u < u o, q ~> c=, p~ (0) ~> p~ (0),
for 0 ~ u ~ uo,
> p=(u)
Proof.
From
(4.2)
f~ ~ 0 for 0 ~ u ~ ~, 0 < ~ ~ u0,
h(u)>h(~) Then pz(u)
of the e q u a t i o n s
and
fo= 0 < ~ < u o
(4.3)
for 0 < u fl(u) > 0 for u 0 < u < i, p1(u) > 0, p2(u) > 0 satisfy Eqs. (4.2) for u 0 < u < i, p1(1) = p2(1) = 0, c l c=. Then p2(u) > p1(u) for u 0 < u < i. The proof
is analogous
Let us consider
to that of Lemma
the family
of solutions
2. (2.7).
L E M M A 4. For any c > 0, b > 0, b x 1 there exists c) > 0 for u 0 < u < i, p(u0, ~0, c) = 0, u 0 ~ 0.
a value
X = ~0 such that p(u,
Xo,
The proof follows from (1.9), (i.ii) , and (1.13). One has to put i 0 = -so i - ~ , K = ks/9 k I if b < i, and 10 = -(I/K)s0 1 - K K = kl/k 2 if b > i, where so is s u f f i c i e n t l y small, s o > 0. The q u a n t i t y u 0 c o r r e s p o n d s to the value s = s o . T H E O R E M 4.1. For any c > 0, r > 0, b > 0, b ~ i, there exists a value ~ = 10(c) such that p(u, 10(c), c) > 0 for 0 < u < i, p(0, A0(c), c) = 0, and for ~ < 10(c) one has that p(u, I, c) > 0 in some interval 0 < u 0 < u < i, w i t h p(u0, I~ c) = 0. Proof.
Let I = 0.
Then,
by (1.8)-(1.12),
v ~ (i - b,)(1 -u)/r,
bl = min(b, I), w ~ z0 for b < i, w ~ ~]0 for b > i.
(4~5)
From (4.5), (1.5), (1.6), and (1.13) it follows that p(u, 0, c) satisfies the e q u a t i o n dp/ du = c - (blu(l - u))/p. By Lemma i, the function p = p(u, 0, c) is defined e v e r y w h e r e in the interval 0 < u < I, p > 0 for 0 < u < i, p(0, 0, c) ~ 0. Hence, the set of all values p r o v i d e d by Lemma 4 is bounded above. Let 10(c) be the s u p r e m u m of this set. From the very d e f i n i t i o n of 10(c) it follows that for I > %0(c) the solution (2.7) is defined for 0 < u < l, and p(0, I, c) e 0. The a priori e s t i m a t e (2.32) holds for such a solution: p > yu2(l - u), where 7 does not depend on ~. By this estimate and the continuous dependence of the solution on i and u, the curve p = p(u, X0(c), c) intersects the u axis for u < 1 only at the origin, as needed. LEM]iA 5.
For any c > 0, r > 0, b > 0, b = 1 one has the
inequality
v(0, lo(c), c ) ~ t/r. sects
(4.6)
Proof. L e t t < Xo(c ) and l e t u 0 be a s i n T h e o r e m 4 . 1 . The c u r v e p = p ( u , t h e u a x i s a t t h e p o i n t uo a t an a n g l e ~ ~ ~ / 2 w i t h t h e p o s i t i v e l y - o r i e n t e d
From this c i r c u m s t a n c e and Eq. (2.1) it follows u(l - u)(l - rv). The last i n e q u a l i t y implies
that
f(u0)
~ 0, where
f(u)
1, c ) i n t e r u axis.
= u(! - u - rv) =
~(uo, %, c ) ~ t/r. Let I + %0(c), X < ~0(c). v(u0, ~, c) § v(0, lo(c), value
(4.7)
Then by the c o n t i n u i t y of the s o l u t i o n in u and I we have u 0 § 0, c) = v(0, 10(c), c). In the limit (4.7) yields (4.6).
LEMMA 6. For any r > 0, b > 0, b x i, c, cl, Ii = I(ci) such that
0 < c I ~ c < 2 b/~1, there
exists
a unique
397
(o, ~ (o0, o) = (l - o~/4) ~.
(4.8)
Proof. We have v(0, 0, c) = (i - bl)/r < (i - c12/4)/r. By Lemma 5, v(0, 10(c), c) i/r > (I - c12/4)/r, w h i c h in view of the fact that v is continuous and strictly decreasing in I implies the assertion of the lemma. LEMMA 7. Let i - b I < r < I, b I = min(b, I), b ~ i, and there exists a value i = If(c) such that p(u, If(c), c) > 0 for 0 < u < i, v(0, ii(c), c) = i. Then for 0 < u < i one has the inequalities
pl(u) 0 for u < i, i = i, 2, f~(u) = (i - r)u(l -
Proof. The function v = v(u, 11(c), c)/(l - u) is d e c r e a s i n g in u, v = i for u = 0, = i for u = 0, v = (I - bl)/r for u = i. Therefore, (i - bl)/r < v < i for 0 < u < i, whence f2(u) < f(u) < f2(u) for 0 < u < i, where f(u) = u(l - u)(l - rv). By Lemma 3, these inequalities imply inequalities (4.9). T H E O R E M 4.2.
Let i - b I < r 0,
Then there exists a unique value
398
~ (~) ' du
0
i - ba < r ~ I/(b + I),
(4.12)
o ~ 2 ~ I - r.
(4.13)
I = It(c)
such that
p(~,7.,(c),c)>0np~0 K U The constants
for 0 < ZZ< ~Zl, ~ > 0,
U~ > 0.
(4.19)
K and u I depend only on b and ci.
Proof. Put fl(u) = u(l - u - rv(u, 1o, c)) = u(l - u)(l - rv(u, 1 o, c)), f2(u) = u(l u)(l - rv(u, 11(cl) , c)), u(l - u)(l - rv(u, ll(cl) , c)), where 11(c l) is as in Lemma 6. From (4.8), (4.18), and the fact that v is d e c r e a s i n g in I it follows that l 0 < ll(Cl). This implies v(u, 11(ci) , c) < v(u, Io, c), and c o n s e q u e n t l y fl(u) < f2(u). Similarly to (4.15) we have f2(u) ~ f3(u) = u(l - u - rv0 + rv0bu/(l - rv0)) for 0 < u < u0, where v o = v(0, Ii(ci), c), u o = (i - rv0)/b. Moreover, by (4.18), f1(u) < 0 in some interval 0 < u < ~. Then, by Lemma 2, P(Z~, %0, C ) ~ p 3 ( U )
for
0 < u ~ ~ ~ ZZ0,
w h e r e Pa > O, d p 3 / d u = c~ - f 3 / P 3 f o r 0 < u ~ u l , p 3 ( O ) = O. cause, by (4.8), c I = 2/f3'(0). We consider that P3 is fixed.
(4.20)
The s o l u t i o n P3 e x i s t s We also have
pS(Z~)~ K~g for 0 ~ [g ~ ~Zl. Inequalities
(4.20),
(4.21)
be-
(4.21)
imply (4.19).
T H E O R E M 4.4. For any r > i, b > 0 there exists a value c > 0 for which the boundaryvalue p r o b l e m (2.1)-(2.5) has a solution. Proof. Let b ~ i, and let i = 1o(c) small c > 0 we have
be as in T h e o r e m 4.1.
v(O, lo(c), c ) > t > f/r.
By (2.34)~
for s u f f i c i e n t l y
(4.22)
Also, p(0, 10(c) , c) = 0. On the other hand, v(0, 0, c) = (i - bl)/r < l. Moreover, p(0, I, c) is strictly increasing in I > 10(c ) thanks to (4.22) (see Sec. 2), and p(0, 0, c) > 0 for c < 2 / ~ . Consequently, for a r b i t r a r y s u f f i c i e n t l y small c > 0 there is a unique value I = 12(c) such that
399
v(O, X2(c), c ) = l ,
p(O, ~2(c), c ) > O .
(4.23)
Consider the set of all values of c for which (4.23) holds. From relations (4.23), Lemma 8, and the monotonicity of v and p in the variable % (see Sec. 2) it follows that c < 2/b I. Thus, the upper bound of the set in question is as follows: co ~ 2 / ~ . For c = c o (4.23) falls since the solution satisfying (4.23) is continuous in c. Therefore, (4.23) holds along some sequence of values c = c n + co, c n < co. By Lemma 9,
p(U, ~.2(Cn), cn)>gv~ for
O %3 = const, with %3 independent of n. Thus, ~3 < %l(Cn) < 0. Consequently, there exists a subsequence c n § co (we use for it the previous notation) such that ~2(Cn) + 44. Then, by the continuity of the solution, Pn(U) ~ p(u, %l(cn), c n) + p(u, ~4, Co), q ~ q(u, ~l(Cn), Cn) § q(u, ~4, c0), Vn(U) ~ v(u, ~1(Cn), c n) § v(u, ~4, Co) uniformly in u on the segment [0, i]. The solutions Pn, qn, Vn obey the a priori estimates (2.32), (4.24), which are independent of n. Therefore, the limit solution is defined everywhere in the interval 0 < u < I and p(0, 44 , c 0) e 0. If p(0, X4, c 0) > 0, then it is not difficult to show that v(0, ~4, co) = i. To this end one has to use Eqs. (2.1)-(2.3) and the a priori estimates (2.32), (4.24). Since the last case is impossible, p(0, %4, co) = 0. Let us show that then v(0, ~4, co) = i. From the equality p(0, X4, co) = 0 it follows that q(0, X~, c o ) = 0 (see Sec. 2). By (2.27), Pn, qn, Vn and the limit solution satisfy the relations 1
p~ (0) b -- rq~ (0) = b ~ u (t -- zd. du, .
p ~ (u)
(4.25)
0 1
c~
" P 0
( u , - - - du. ~4' co)
(4.26)
In (4.25) let us pass to the limit n + ~. Using (4.26), (4.24), (2.32), we obtain v(0, ~4, c o ) = i. In the case b = i the theorem is proved exactly as Theorem 4.2, with the aid of Lemma 9, the a priori estimates (2.32), (4.24), and p < P2 (with P2 as in Lemma 7) and the uniform boundedness of Pu' in b and u. Theorem 4.1, Lemma 5, and Theorems 4.2-4.4 imply the Theorems 1-4 formulated in the introduction (cf. [9, Sec. 2]). The lower bound for c given in Theorem 4 follows from (2.34) and v(0) = I. One can show that X4 = X0(c0) and c o < 2/b z .
i. 2. 3. 4. 5.
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5_.22, 58-109 (1989). 6. 7.
8.
400
Ya. I. Kanel', "Existence of traveling-wave type solutions for the Belousov-Zhabotinskii system of equations," Differents. Uravn., 26, No. 4, 625-660 (1990). Qi Xiao Ye and Ming Xin Wang, "Traveling fron wave solution of Noyes-Field system for Belousov-Zhabotinskii reaction," Nonlinear Anal. Theory Meth. Appl., ii, 1289-1302 (1987). A . N . Kolmogorov, I. G. Petrovskii, and N. S. Piskunov, "Study of a diffusion equation that is related to the growth of a quantity of matter, and its application to a biological problem," Byul. Mosk. Gos. Univ., Ser. A, Mat. Mekh., i, No. 6, 1-26 (1937).