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Research article Special Issues

An improved least squares SVM with adaptive PSO for the prediction of coal spontaneous combustion

  • Received: 04 January 2019 Accepted: 31 March 2019 Published: 11 April 2019
  • The problem of coal spontaneous combustion prediction is very complex, and there are many factors that affect the prediction results. In order to solve the issues of high dimension and redundancy among features and limited samples in the prediction of coal spontaneous combustion, this paper proposes a prediction algorithm of coal spontaneous combustion based on least squares support vector machine and adaptive particle swarm optimization (APSO-LSSVM). The adaptive PSO algorithm is used to solve the problems such as high computational complexity and slow calculation speed of the LS-SVM model for large-scale samples, so that it can always obtain the optimal solution, and its training speed and accuracy are improved. This method adjusts the inertia weight based on the convergence degree of group and the adaptive value of an individual for accelerating the training speed of swarm. After that, the improved PSO is used to iteratively solve the matrix equations in LS-SVM. APSO-LSSVM avoids the matrix inversion, saves the internal memory and obtains the optimum solution. The experiment results show that this method simplifies the training sample, accelerates the training speed, and also offers superior classification accuracy, fast convergence speed and good generalization ability.

    Citation: Qian Zhang, Haigang Li. An improved least squares SVM with adaptive PSO for the prediction of coal spontaneous combustion[J]. Mathematical Biosciences and Engineering, 2019, 16(4): 3169-3182. doi: 10.3934/mbe.2019157

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  • The problem of coal spontaneous combustion prediction is very complex, and there are many factors that affect the prediction results. In order to solve the issues of high dimension and redundancy among features and limited samples in the prediction of coal spontaneous combustion, this paper proposes a prediction algorithm of coal spontaneous combustion based on least squares support vector machine and adaptive particle swarm optimization (APSO-LSSVM). The adaptive PSO algorithm is used to solve the problems such as high computational complexity and slow calculation speed of the LS-SVM model for large-scale samples, so that it can always obtain the optimal solution, and its training speed and accuracy are improved. This method adjusts the inertia weight based on the convergence degree of group and the adaptive value of an individual for accelerating the training speed of swarm. After that, the improved PSO is used to iteratively solve the matrix equations in LS-SVM. APSO-LSSVM avoids the matrix inversion, saves the internal memory and obtains the optimum solution. The experiment results show that this method simplifies the training sample, accelerates the training speed, and also offers superior classification accuracy, fast convergence speed and good generalization ability.


    In the real world, many species have two distinctive stages---immature and mature, of life in their lives. A delayed single-specie model with two stages is introduced by Aiello and Freedman [1,2] in 1990. A single-specie model with stage-structured is considered by Wang and Chen [3] in 1997, and found that there exists a stable periodic solution in that model. The single-specie model with two stage-structured have been received much attentions and summarized by Liu et al. [4]. In these papers, the authors assume that the species have two different stages---immature and mature, and only the mature member can reproduce themselves. But, some species go through three different life stages---immature, mature and old. A single-specie model with delay and three different life history stages and cannibalism has investigated by Gao [5], and shown that there would be a stability switches for the positive equilibrium when time delays are increased from zero. A nonautonomous predator-prey system (1.1)

    {x(t)=x(t)[a(t)b(t)x(t)c(t)y2(t)d(t)y3(t)],y1(t)=α(t)x(t)y3(tτ)β1(t)y1(t)γ1(t)y1(t),y2(t)=γ1(t)y1(t)β2(t)y2(t)γ2(t)y2(t)η1(t)y22(t),y3(t)=γ2(t)y2(t)η2(t)y3(t), (1.1)

    with three-stage-structured and time delay has considered by Yang and Shi [6], and the conditions for the existence of the positive periodic solution are obtained.

    Time delays play an important role in population dynamics, which can cause the loss of stability of the equilibrium, bifurcate various types of periodic solutions, unbounded solutions and even chaotic solutions. Time delay is common in biodynamic systems[7], and harmful delays can cause fluctuation(period solution) in population density, and which would make the system subject to chaotic oscillation, unstable oscillation and extinct [8,9,10,11,12,13,14,15], even the time delay is very small.

    Recently, a prey-predator model (1.2)

    {x1(t)=αx2(t)(γ1+Ω)x1(t)ηx21(t)Ex1(t)y(tτ2),x2(t)=Ωx1(t)(θ1+a)x2(t),x3(t)=ax2(t)bx3(t),y(t)=kEx1(tτ1)y(t)dy(t)fy2(t), (1.2)

    with three stage structure and time delay is studied in [16]. The conditions for the positive equilibrium occurring local and global Hopf bifurcation are obtained. And the properties (direction, stability, etc) of the local Hopf bifurcation are analyzed. Furthermore, a prey-predator system (1.3)

    {x1(t)=αx2(t)(γ1+Ω)x1(t)ηx21(t)Ex1(t)y(t),x2(t)=Ωx1(t)(θ1+a)x2(t),x3(t)=ax2(t)bx3(t),y(t)=y(t)[kEx1(t)dfy(tτ)], (1.3)

    with three stage structure and predator density dependent delay has been considered in [17,18], by choosing time delay as a bifurcation parameter, the local and global Hopf bifurcation are investigated. The authors focus on the existence of global Hopf bifurcation in systems (1.2) and (1.3), by using the global Hopf bifurcating theorem for general functional differential equations which introduced by Wu [19]. Meanwhile, the harsh conditions for the positive equilibrium occurring local Hopf bifurcation are obtained, i.e. there are only a pair of pure imaginary roots for the characteristic equation about the positive equilibrium.

    Note that, the sufficient conditions for the existence of local Hopf bifurcation of systems (1.2) and (1.3) are C13:fη<KE2, C23:fη>KE2, respectively, where K,E,η,f are positive. K is the rate of conversing prey into predator and E is the predation coefficient for predator population. η is the density dependent coefficient for prey populations, reflecting the competition effect between prey populations; and f is the density dependent coefficient for predator population, reflecting the competition effect between predator populations; respectively. But, the conditions C13 and C23 cannot hold at the same time. Then, one of them holds for any parameter values of the system exclude the special case fη=KE2, if both digestion delay and density dependent delay considered in a new model. Therefore, there would be a natural Hopf bifurcation for the system with two different time delays τ1 and τ2 without any conditions for the values of the parameters. And, how does the dynamic behavior go when τ1=τ2=τ? Does there exist a bifurcating periodic solution, stability switches or other complex dynamic behaviors, if there exist at least a pair of pure imaginary roots for the characteristic equation about the positive equilibrium?

    Motivation by aforementioned observations, we consider the following prey-predator model with three stage structure and two time delays:

    {x1(t)=αx2(t)x1(t)(γ1+Ω+ηx1(t)+Ey(t)),x2(t)=Ωx1(t)θ1x2(t)ax2(t),x3(t)=ax2(t)bx3(t),y(t)=y(t)(KEx1(tτ1)dfy(tτ2)), (1.4)

    where x1(t),x2(t),x3(t) are the change of density of the prey population in the three stages of immature, mature and old, and y(t) is the change of density of the predator population at time t, respectively. All of the parameters are positive. For prey population, α is the birth rate; γ1,θ1,b are the death rate of the immature, mature and old stages; Ω and a are the maturity rate and ageing rate, respectively. For predator population, d is the death rate; τ1 and τ2 are digestion delay [16] and density dependent delay [17,18], respectively. The delays τ1 and τ2 in system (1.4) can be regarded as a digestion time(or conversion time) and density dependent time of the predators. For τ1, when the predator catches the prey at time t, it needs τ1 time to convert the energy of the prey into its own energy. For τ2, the competition between predator populations has a time delay τ2, as in classical delayed Logistic equation x(t)=rx(t)[1x(tτ)/K]. That is to say, the change rate of the predators y(t) depends on the number of immature preys and of predators present at some previous time x1(tτ1) and y(tτ2), respectively.

    From the third equation of system (1.4), which is a linear nonhomogeneous equation about x3(t), then the asymptotic behavior of x3(t) is dependent on x2(t). Therefore, we only need to consider the following subsystem

    {x1(t)=αx2(t)x1(t)(γ+ηx1(t)+Ey(t)),x2(t)=Ωx1(t)θx2(t),y(t)=y(t)(KEx1(tτ1)dfy(tτ2)), (1.5)

    where γ=γ1+Ω,θ=θ1+a. And the initial conditions for system (1.5) are

    xi(t)=φi(t)0(i=1,2),y(t)=φ3(t)0,t[τmax,0],τmax=max{τ1,τ2}.

    The organization of this paper is as follows. We consider the stability of the equilibrium point and the existence of Hopf bifurcation, by choosing time delays as a bifurcation parameter in five different cases, firstly. And, in section 2, the conditions for the positive equilibrium occurring local Hopf bifurcation are obtained in each case. Secondly, in section 3, some numerical examples are given to support the theoretical results, which show that the delayed system considered has not only periodic oscillation, stability switches but also chaotic oscillation, even unbounded oscillation under some parameter sets of values. Finally, in section 4, delays induced Hopf bifurcation, stability switches, complicated dynamic behaviors of the system are analyzed in detail.

    For system (1.5), if condition C1:αΩγθ>0 holds, there're two boundary equilibrium E0=(0,0,0),E1(ˆx1,ˆx2,0); and if condition C2:KEx1d>0 holds, a unique positive equilibrium E2(x1,x2,y) exists, where

    ˆx1=αΩγθηθ,ˆx2=Ωθx1,x1=f(αΩγθ)+dEθ(KE2+ηf)θ,x2=Ωθx1,y=KEx1df.

    Let X(t)=(x1(t),x2(t),y(t)), and ˉE=(ˉx1,ˉx2,ˉy) be any arbitrary equilibrium. The linearized equation about ˉE is

    X(t)=AX(t)+B1X(tτ1)+B2X(tτ2), (2.1)

    where

    A=(γ2ηˉx1ˉyEαˉx1EΩθ000ˉx1KEdˉyf),
    B1=(000000KˉyE00),B2=(00000000ˉyf),

    and the characteristic equation about it is given by

    H(λ,τ1,τ2)=det(A+B1eλτ1+B2eλτ2λI)=0. (2.2)

    Note that, ˉy=0 for the boundary equilibrium E0 and E1, then the characteristic equation about E0 and E1 are same as in [16,17]. Therefore, we obtain following lemma.

    Lemma 2.1. (i) If γθ>αΩ then E0 is local stable. And, if γθ<αΩ then E0 is unstable and E1 exists.

    (ii) If KEˆx1<d then E1 is local stable. And if KEˆx1>d then E1 is unstable and E2 exists.

    From (2.2), one obtain the characteristic equation about the positive equilibrium E2:

    H(λ,τ1,τ2)=M(λ)+N(λ)eλτ1+P(λ)eλτ2=0, (2.3)

    where

    M(λ)=λ3+m2λ2+m1λ+m0,N(λ)=n2λ2+n1λ+n0,P(λ)=p2λ2+p1λ+p0,m2=γ+Ey+θ+2ηx1,m1=θηx1,m0=0,n2=0,n1=KE2x1y,n0=KE2x1yθ,p2=fy,p1=fy(γ+Ey+θ+2ηx1),p0=fyθηx1.

    When τ1=τ2=0, (2.3) becomes to

    H(λ,0,0)=λ3+h2λ2+h1λ+h0=0, (2.4)

    where

    h2=γ+2ηx1+Ey+θ+fy>0,h1=θ(ηx1+fy)+fy(γ+2ηx1+Ey)+KE2x1y>0,h0=θ(fη+KE2)x1y>0.

    By Routh-Hurwits criterion, all roots of (2.4) have negative real parts, since

    h2h1h0>θ{[2ηfx1y+Ey(d+2fy)](fη+KE2)x1y}>0.

    Meanwhile, E2 is local stable. We investigate the Hopf bifurcation about E2 in following five cases.

    The equation (2.3) is

    H(λ,τ1,0)=Mτ1(λ)+Nτ1(λ)eλτ1=0, (2.5)

    where

    Mτ1(λ)=M(λ)+P(λ),Nτ1(λ)=N(λ).

    Suppose λ=iω(ω>0) is a pure imaginary root of (2.5) and separating the real and imaginary parts, one obtain

    {(m2+p2)ω2(m0+p0)=(n0n2ω2)cosωτ1+n1ωsinωτ1,ω3(m1+p1)ω=n1ωcosωτ1(n0n2ω2)sinωτ1.

    and

    (n0n2ω2)2+n21ω2=[(m2+p2)ω2(m0+p0)]2+[ω3(m1+p1)ω]2.

    That is

    Fτ1(ϖ)=ϖ3+f12ϖ2+f11ϖ+f10=0, (2.6)

    where

    ϖ=ω2,f12=(m2+p2)22(m1+p1)n22>0,f11=(m1+p1)2+2n2n0n212(m2+p2)(m0+p0),f10=(m0+p0)2n20=θx1y(m0+p0+n0)(fηKE2). (2.7)

    If condition C13:fη<KE2 holds, from (2.7) we know that (2.6) has at least one positive root. Without loss of generality, we assume that (2.6) has three different positive roots, denoted by ωk=ϖk(k=1,2,3). And, one have

    cosωkτ1=[(m2+p2)ω2k(m0+p0)](n0n2ω2k)+n1ωk[ω3k(m1+p1)ωk](n0n2ω2k)2+(n1ωk)2Δ=Fωk.

    Thus

    τ(n)1k=1ωkcos1[Fωk]+2nπωk,k=1,2,3;n=0,1,2,, (2.8)

    and the direction of τ(n)1k passing through the imaginary axis [20] when ω=ωk is determined by

    sign[dRe(λ(τ))dτ|τ=τ(n)1k]=sign[Fτ1(ϖk)|ϖk=ω2k]=sign(Δkτ1).

    Then sign(Δkτ1)0, since ϖk(k=1,2,3) are three distinct positive roots of (2.6). Therefore, system (1.5) undergoes a local Hopf bifurcation at E2 when τ1=τ(n)1k, by the Hopf bifurcation theorem for functional differential equations [21]. Furthermore, system (1.5) undergoes a local Hopf bifurcation at E2 and sign(Δ1τ1)=1, if f11>0 and condition C13:fη<KE2 hold. Then, (2.6) has a unique positive root ω1, and τ1=τ(n)1(n=0,1,2,) corresponding to ω1.

    Define

    Sτ1={τ1|H(λ,τ1,0)=0,Re(λ)<0},τ10=min{τ(n)1k|1k3,n=0,1,2,},

    when τ1Sτ1, E2 is local stable. Note that, if (2.6) have more than one positive roots, there would be finite stability switches when time delay τ1 passing through the critical points τ1=τ(n)1k(k=1,2,3;n=0,1,2,) and [0,τ10)Sτ1. If (2.6) has only one positive root, there is no stability switches when time delay τ1 passing through the critical points τ1=τ(n)1(n=1,2,) and Sτ1=[0,τ(0)1).

    Theorem 2.1 (i) Suppose (2.6) has at least one positive roots denoted by ϖk(1k3). There exists a nonempty set Sτ1 and [0,τ10)Sτ1, when τ1Sτ1 the positive equilibrium E2 of system (1.5) is local stable. There is a Hopf bifurcation for system (1.5) at E2 when τ1=τ(n)1k(k=1,2,3;n=0,1,2,).

    (ii) Suppose (2.6) has only one positive root denoted by ϖ1. There exists a nonempty set Sτ1 and Sτ1=[0,τ(0)1), when τ1Sτ1 the positive equilibrium E2 of system (1.5) is local stable and unstable when τ1>τ(0)1. There is a Hopf bifurcation for system (1.5) at E2 when τ1=τ(n)1(n=0,1,2,).

    Note 2.1 If f11>0 and condition C13:fη<KE2 hold, then (2.6) have only one positive root, and this is a special case of Theorem 2.1 (ii). The local and global Hopf bifurcation in this special situation have been considered in [16]. Meanwhile, theorem 2.1 generalizes the result about local Hopf bifurcation in [16].

    The equation (2.3) becomes to

    H(λ,0,τ2)=Mτ2(λ)+Nτ2(λ)eλτ2=0, (2.9)

    where

    Mτ2(λ)=M(λ)+N(λ),Nτ2(λ)=P(λ).

    Suppose λ=iω(ω>0) is a pure imaginary root of (2.9), similar to the case 2.2.1, one have

    Fτ2(ϖ)=ϖ3+f22ϖ2+f21ϖ+f20=0, (2.10)

    where

    ϖ=ω2,f22=(m2+n2)22(m1+n1)p22,
    f21=(m1+n1)2+2p2p0p212(m2+n2)(m0+n0),
    f20=(m0+n0)2p20=θx1y(m0+p0+n0)(KE2fη). (2.11)

    From (2.11) we know that (2.10) has at least one positive root, if condition C23:fη>KE2 hold. Without loss of generality, we assume that (2.10) has three distinct positive roots, denoted by ωk=ϖk(k=1,2,3) and we obtain

    cosωkτ2=[(m2+n2)ω2k(m0+n0)](p0p2ω2k)+p1ωk[ω3k(m1+n1)ωk](p0p2ω2k)2+(p1ωk)2Δ=Fωk.

    Thus

    τ(n)2k=1ωkcos1[Fωk]+2nπωk,k=1,2,3;n=0,1,2,, (2.12)

    and the direction of τ(n)2k passing through the imaginary axis [20] when ω=ωk is determined by

    sign[dRe(λ(τ))dτ|τ=τ(n)2k]=sign[Fτ2(ϖk)|ϖk=ω2k]=sign(Δkτ2).

    System (1.5) undergoes a Hopf bifurcation at E2 when τ2=τ(n)2k since sign(Δkτ2)0. Furthermore, if f21>0,f22>0 and condition C23:fη>KE2 hold, then (2.10) has a unique positive root ω1, and τ2=τ(n)2(n=0,1,2,) corresponding to ω1. There is a Hopf bifurcation at E2 since sign(Δ1τ2)=1.

    Define

    Sτ2={τ2|H(λ,0,τ2)=0,Re(λ)<0},τ20=min{τ(n)2k|1k3,n=0,1,2,}.

    Theorem 2.2 (i) Suppose (2.10) has at least one positive roots denoted by ϖk(1k3). There exists a nonempty set Sτ2 and [0,τ20)Sτ2, when τ2Sτ2 the positive equilibrium E2 of system (1.5) is local stable. There is a Hopf bifurcation for system (1.5) at E2 when τ2=τ(n)2k(k=1,2,3;n=0,1,2,).

    (ii) Suppose (2.10) has only one positive root denoted by ϖ1. There exists a nonempty set Sτ2 and Sτ2=[0,τ(0)2), when τ2Sτ2 the positive equilibrium E2 of (1.5) is local stable and unstable when τ2>τ(0)2. There is a Hopf bifurcation for system (1.5) at E2 when τ2=τ(n)2(n=0,1,2,).

    Note 2.2 If f21>0,f22>0 and condition C23:fη>KE2 hold, then (2.10) has only one positive root, and this is a special case of Theorem 2.2 (ii). The local and global Hopf bifurcation in this special situation have been considered in [17,18]. Meanwhile, theorem 2.2 generalizes the result about local Hopf bifurcation in [17].

    The equation (2.3) is

    H(λ,τ,τ)=Mτ(λ)+Nτ(λ)eλτ=0, (2.13)

    where

    Mτ(λ)=M(λ),Nτ(λ)=P(λ)+N(λ).

    Suppose λ=iω(ω>0) is a pure imaginary root of (2.13), similar to the case 2.2.1, we have

    Fτ(ϖ)=ϖ3+f32ϖ2+f31ϖ+f30=0, (2.14)

    where

    ϖ=ω2,f32=m222m1(n2+p2)2,
    f31=m21+2(p2+n2)(p0+n0)(p1+n1)22m2m0,
    f30=m20(p0+n0)2=(p0+n0)2<0.

    (2.14) has at least one positive root since f30<0. Without loss of generality, we assume that (2.14) has three different positive roots, denoted by ωk=ϖk(k=1,2,3) and we get

    cosωkτ=(m2ω2km0)[p0+n0(p2+n2)ω2k]+(p1+n1)ωk(ω3km1ωk)[(p0+n0)(p2+n2)ω2k]2+[(p1+n1)ωk]2Δ=Fωk.

    Thus

    τ(n)k=1ωkcos1[Fωk]+2nπωk,k=1,2,3;n=0,1,2,, (2.15)

    and the direction of τ(n)k passing through the imaginary axis [20] when ω=ωk is determined by

    sign[dRe(λ(τ))dτ|τ=τ(n)k]=sign[Fτ(ϖk)|ϖk=ω2k]=sign(Δkτ).

    System (1.5) undergoes a Hopf bifurcation at E2 when τ=τ(n)k. Furthermore, if f31>0,f32>0 hold, then (2.14) has a unique positive root ω1, and τ=τ(n)(n=0,1,2,) corresponding to ω1. There is a Hopf bifurcation at the positive equilibrium E2 since sign(Δ1τ)=1.

    Define

    Sτ={τ|H(λ,τ,τ)=0,Re(λ)<0},τ0=min{τ(n)k|1k3,n=0,1,2,}.

    Theorem 2.3 (i) Suppose (2.14) has at least one positive roots denoted by ϖk(1k3). There exists a nonempty set Sτ and [0,τ0)Sτ, when τSτ the positive equilibrium E2 of system (1.5) is local stable. There is a Hopf bifurcation for system (1.5) at E2 when τ=τ(n)k(k=1,2,3;n=0,1,2,).

    (ii) Suppose (2.14) has only one positive root denoted by ϖ1. There exists a nonempty set Sτ and Sτ=[0,τ(0)), when τSτ the positive equilibrium E2 of system (1.5) is local stable and unstable when τ>τ(0). There is a Hopf bifurcation for system (1.5) at E2 when τ=τ(n)(n=0,1,2,).

    Note 2.3 If f32>0,f31>0 hold, then (2.14) has only one positive root, and this is a special case of Theorem 2.3 (ii).

    The characteristic equation about E2 becomes to

    H(λ,τ1,τ2)=(M(λ)+P(λ)eλτ2)+N(λ)eλτ1=0, (2.16)

    Suppose λ=iω(ω>0) is a pure imaginary root of (2.16), similar to the case 2.2.1, one have

    {A1+B1cosωτ2C1sinωτ2=E1cosωτ1+F1sinωτ1,D1B1sinωτ2C1cosωτ2=E1sinωτ1+F1cosωτ1,

    where

    A1=m2ω2m0,B1=p2ω2p0,C1=p1,D1=ω3m1ω,E1=n2ω2n0,F1=n1ω.

    And

    Fτ1(τ2)(ω)=ω6+f45ω5+f44ω4+f43ω3+f42ω2+f41ω+f40=0, (2.17)

    where

    f45=2p2sinωτ2,f44=m222m1n22+p22+2(m2p2p1)cosωτ2,f43=2(p0+m1p2m2p1)sinωτ2,f42=m212m2m0+2n2n0n21+p212p2p0+2(p1m1p0m2m0p2)cosωτ2,f41=2(m0p1p0m1)sinωτ2,f40=p20+m20+2p0m0cosωτ2n20.

    Assumed that condition C13:fη<KE2 holds, then

    Fτ1(τ2)(0)=f0=(m0+p0)2n20=θx1y(m0+p0+n0)(fηKE2)<0, (2.18)

    and Fτ1(τ2)(+)=+. Therefore, (2.17) has at least one positive root. Without loss of generality, we assume that (2.17) has N1(N1N+) different positive roots, denoted by ωk=ϖk(k=1,2,,N1) and we have

    cosωkτ1=F1D1E1A1(F1C1+E1B1)cosωkτ2+(E1C1F1B1)sinωkτ2E21+F21Δ=Fωk.

    Thus

    τ(n)1k(τ2)=1ωkcos1[Fωk]+2nπωk,k=1,2,,N1;n=0,1,2,, (2.19)

    and the direction of τ(n)1k(τ2) passing through the imaginary axis [20] when ω=ωk is determined by

    sign[dRe(λ(τ))dτ|τ=τ(n)1k]=sign[Fτ1(τ2)(ϖk)|ϖk=ω2k]=sign(Δkτ1(τ2)).

    Then sign(Δkτ1(τ2))0, since ωk(k=1,2,,N1) are N1 distinct positive roots of (2.17). And, system (1.5) undergos a Hopf bifurcation at E2 when τ1=τ(n)1k(τ2).

    Define

    Sτ1(τ2)={τ1|H(λ,τ1,τ2)=0,Re(λ)<0,τ2Sτ2},
    τ10(τ2)=min{τ(n)1k(τ2)|1kN1,n=0,1,2,},

    when τ1Sτ1(τ2) the positive equilibrium E2 is local stable. Note that, if (2.17) has more than one positive root, there would be finite stability switches when time delay τ1 passing through the critical points

    τ1=τ(n)1k(τ2)(k=1,2,,N1;n=0,1,2,)

    and [0,τ10(τ2))Sτ1(τ2). If f4i>0(i=1,2,,5) and condition C13:fη<KE2 hold, (2.17) has only one positive root, there is no stability switches when time delay τ1 passing through the critical points τ1=τ(n)1(τ2)(n=1,2,) and Sτ1(τ2)=[0,τ(0)1(τ2)).

    Theorem 2.4 (i) Suppose (2.17) has at least one positive roots denoted by ωk(1kN1). There exists a nonempty set Sτ1(τ2) and [0,τ10(τ2))Sτ1(τ2), when τ1Sτ1(τ2) the positive equilibrium E2 of (1.5) is local stable, system (1.5) can undergoes a Hopf bifurcation at the positive equilibrium E2 when

    τ1=τ(n)1k(τ2)(k=1,2,,N1;n=0,1,2,).

    (ii) Suppose (2.17) has only one positive root denoted by ω1. There exists a nonempty set Sτ1(τ2) and Sτ1(τ2)=[0,τ(0)1(τ2)), when τ1(τ2)Sτ1(τ2) the positive equilibrium E2 of (1.5) is local stable and unstable when τ1>τ(0)1(τ2), system (1.5) can undergoes a Hopf bifurcation at the positive equilibrium E2 when τ1=τ(n)1(τ2)(n=0,1,2,).

    Note 2.4 If f4i>0(i=1,2,,5) and condition C13:fη<KE2 hold, then (2.17) has only one positive root, and this is a special case of Theorem 2.4 (ii).

    The characteristic equation about E2 is given by

    H(λ,τ1,τ2)=(M(λ)+N(λ)eλτ1)+P(λ)eλτ2=0, (2.20)

    Suppose λ=iω(ω>0) is a pure imaginary root of (2.20), similar to the case 2.2.1, we have

    {A2+B2cosω0τ1C2sinω0τ1=E2cosω0τ2+F2sinω0τ2,D2B2sinω0τ1C2cosω0τ1=E2sinω0τ2+F2cosω0τ2,

    where

    A2=m2ω20m0,B2=n2ω20n0,C2=n1,D2=ω30m1ω0,E2=p2ω20p0,F2=p1ω0.

    And

    Fτ2(τ1)(ω)=ω6+f55ω5+f54ω4+f53ω3+f52ω2+f51ω+f50 = 0, (2.21)

    where

    f55=2n2sinωτ1,f54=m222m1p22+n22+2(m2n2p1)cosωτ1,f53=2(n0+m1n2m2n1)sinωτ1,f52=m212m2m0+2p2p0p21+n212n2n0+2(n1m1n0m2m0n2)cosωτ1,f51=2(m0n1n0m1)sinωτ1,f50=n20+m20+2n0m0cosωτ1p20,

    Assumed that condition C23:fη>KE2 hold, then

    Fτ2(τ1)(0)=f0=(m0+n0)2p20=θx1y(m0+p0+n0)(KE2fη)<0, (2.22)

    and Fτ2(τ1)(+)=+, therefore, (2.21) has at least one positive root. Without loss of generality, we assume that (2.21) has N2(N2N+) distinct positive roots, denoted by ωk=ϖk(k=1,2,,N2) and we have

    cosωkτ2=F2D2E2A2(F2C2+E2B2)cosωkτ1+(E2C2F2B2)sinωkτ1E22+F22Fωk.

    Thus

    τ(n)2k(τ1)=1ωkcos1[Fωk]+2nπωk,k=1,2,,N2;n=0,1,2,, (2.23)

    and the direction of τ(n)2k(τ1) passing through the imaginary axis [20] when ω=ωk is determined by

    sign[dRe(λ(τ))dτ|τ=τ(n)2k]=sign[Fτ2(τ1)(ϖk)|ϖk=ω2k]=sign(Δkτ2(τ1)).

    Then sign(Δkτ2(τ1))0, since ωk(k=1,2,,N2) are N2 distinct positive roots of (2.21). System (1.5) undergoes a Hopf bifurcation at E2 when τ2=τ(n)2k(τ1).

    Define

    Sτ2(τ1)={τ2|H(λ,τ1,τ2)=0,Re(λ)<0,τ1Sτ1},
    τ20(τ1)=min{τ(n)2k(τ1)|1kN2,n=0,1,2,},

    when τ2Sτ2(τ1) the positive equilibrium E2 is local stable. Note that, if (2.21) has more than one positive root, there would be finite stability switches when time delay τ2 passing through the critical points

    τ2=τ(n)2k(τ1)(k=1,2,,N2;n=0,1,2,)

    and [0,τ20(τ1))Sτ2(τ1). If f5i>0(i=1,2,,5) and condition C23:fη>KE2 hold, (2.21) has only one positive root, there is no stability switches when time delay τ1 passing through the critical points τ2=τ(n)2(τ1)(n=1,2,) and Sτ2(τ1)=[0,τ(0)2(τ1)).

    Theorem 2.5 (i) Suppose (2.21) has at least one positive roots denoted by ωk(1kN2). There exists a nonempty set Sτ2(τ1) and [0,τ20(τ1))Sτ2(τ1), when τ2Sτ2(τ1) the positive equilibrium E2 of system (1.5) is local stable. There is a Hopf bifurcation at E2 when

    τ2=τ(n)2k(τ1)(k=1,2,,N2;n=0,1,2,).

    (ii) Suppose (2.21) has only one positive root denoted by ω1. There exists a nonempty set Sτ2(τ1) and Sτ2(τ1)=[0,τ(0)2(τ1)), when τ2(τ1)Sτ2(τ1) the positive equilibrium E2 of (1.5) is local stable and unstable when τ2>τ(0)2(τ1). There is a Hopf bifurcation at E2 when τ2=τ(n)2(τ1)(n=0,1,2,).

    Note 2.5 If f5i>0(i=1,2,,5) and condition C23:fη>KE2 hold, then (2.21) has only one positive root, and this is a special case of Theorem 2.5 (ii).

    We consider following system

    {x1(t)=2.5x2(t)x1(t)(1.05+0.2x1(t)+1.25y(t)),x2(t)=0.9x1(t)0.7x2(t),y(t)=y(t)(0.75x1(tτ1)0.11.8y(tτ2)), (3.1)

    where α=2.5,γ1=0.15,Ω=0.9,η=0.2,E=1.25,θ1=0.2,a=0.5,K=0.6,d=0.1,f=1.8,X(0)=(4.0,5.0,1.3).

    In case 2.2.1, τ1>0,τ20, from (2.6) we have f12=24.6366,f11=84.7024,f10=5.3829, the unique positive root ω=0.2498 and

    τ(n)1=8.4802+0.5nπ,n=0,1,2,,

    sign(Δ1τ1)=1. According to Theorem 2.2.1 (ⅱ),

    τ10=8.4802,Sτ1=[0,8.4802).

    The positive equilibrium point E2 is local stable when τ1=8.3<τ10, and unstable when τ1=8.6>τ10 (Figure 1). And increasing time delay τ1, the prey and predator populations can coexist with stable limit cycles when τ2=0 and τ1=8.5,8.6,8.7,8.8,8.9,9,9.3,10,11, 12,13,15,20,25,40,80, respectively (Figure 2). Then, there is a global Hopf bifurcation when time delay τ1 far away from the first bifurcating critical point τ10 [16], and the amplitudes of period oscillation are increasing with time delay τ1 increased. By the fast-slow oscillations, too large time delay τ1 would make the population to be die out, since the populations are very close to zero when time delay τ1 increase to some critical value (Figure 3).

    Figure 1.  The time-series plot of the system (3.1). (a) E2 is local asymptotically stable for τ1=8.3<τ10, (b) A local Hopf bifurcation for τ1=8.6>τ10 near positive equilibrium point E2.
    Figure 2.  Prey and predator populations coexist with stable limit cycles for system (3.1) when τ2=0 and τ1=8.5,8.6,8.7,8.8,8.9,9,9.3,10,11,12,13,15,20,25,40,80, respectively.
    Figure 3.  The time-series plot of the system (3.1) when τ2=0 and τ1=8.6,9.3,11,20,30,50, respectively.

    In case 2.2.2, τ2>0,τ10, from (2.10) we have f22=7.5640,f21=103.9972,f20=5.3829, and there are two positive roots ω1=7.0595,ω2=0.0520,

    τ(n)21=0.68+0.2833nπ,τ(n)22=17.4608+38.4615nπ,n=0,1,2,,

    sign(Δ1τ2)=1,sign(Δ2τ2)=1. Note that τ(0)21<τ(1)21<τ(0)22, there is no stability switches for τ2 passing through the critical points τ(n)21 and τ(n)22. According to Theorem 2.2.2 (ⅰ),

    τ20=0.68,Sτ2=[0,0.68).

    The positive equilibrium point E2 is local stable when τ2=0.66<τ20, and unstable when τ2=0.70>τ20 (Figure 4). And increasing time delay τ2, the prey and predator populations can coexist with stable limit cycles when τ1=0 and τ2=0.7,0.8,0.9,1.0,1.1,1.2, respectively (Figure 5), and the amplitudes of period oscillation are increased. And, time delay τ2 would make the population to be die out, because the populations are very close to zero and then tend to unbounded solutions as time delay τ2=1.23 (Figure 6).

    Figure 4.  The time-series plot of the system (3.1). (a) E2 is local asymptotically stable for τ2=0.66<τ10, (b) A local Hopf bifurcation for τ2=0.70>τ10 near positive equilibrium point E2.
    Figure 5.  Prey and predator populations coexist with stable limit cycles for system (3.1) when τ1=0 and τ2=0.7,0.8,0.9,1.0,1.1,1.2, respectively.
    Figure 6.  The time-series plot of the system (3.1) when τ1=0 and τ2=0.7,1.0,1.22,1.23, respectively.

    In case 2.2.3, τ1=τ2=τ,f32=14.7433,f31=171.3174,f30=12.0940, and the unique positive root ω=2.7753,

    τ(n)=0.5015+0.7206nπ,n=0,1,2,,

    sign(Δ1τ)=1. Then τ0=0.5017, According to Theorem 2.2.3 (ⅰ),

    τ0=0.5017,Sτ=[0,0.5017).

    The positive equilibrium point E2 is local stable when τ=0.48<τ0, and unstable when τ=0.52>τ0 (Figure 7). And increasing time delay τ, the prey and predator populations can coexist with stable limit cycles when τ=0.503,0.505,0.508,0.513,0.518,0.523, 0.526,0.53, respectively (Figure 8), and the amplitudes of period oscillation are increased. And, time delay τ would make the population to be die out, because the populations are very close to zero and then tend to unbounded solution as time delay τ=0.536 (Figure 9).

    Figure 7.  The time-series plot of the system (3.1). (a) E2 is local asymptotically stable for τ=0.48<τ0, (b) A local Hopf bifurcation for τ=0.52>τ0 near positive equilibrium point E2.
    Figure 8.  Prey and predator populations coexist with stable limit cycles for system (3.1) when τ=0.503,0.505,0.508,0.513,0.518,0.523,0.526,0.53, respectively.
    Figure 9.  The time-series plot of the system (3.1) when τ=0.503,0.508,0.516,0.524,0.533,0.536, respectively.

    We plot the stable and unstable regions with τ1×τ2=[0,10]×[0,1.4] (Figure 10) by using the publicly available Matlab package Trace-DDE [22], which by the pseudospectral method for the computation of characteristic roots of delay differential equations introduced in [23,24]. From Figure 10, we see that, if one fixed τ2 about 0.55, there would be stability switches when τ1 increasing from 0 to 10. Let τ2=0.52Sτ2, in case 2.2.4, from the Figure 11 we see that Fτ1(τ2)=0 have three positive roots

    ω1=2.896366,ω2=2.473462,ω3=0.288596,
    Figure 10.  The stable regions (gray) and unstable regions (white) of the positive equilibrium point E2 of system (3.1) with τ1×τ2=[0,10]×[0,1.4].
    Figure 11.  The graphic of function Fτ1(τ2)(ω)=0 (top) and the critical time delay series τ(n)11,τ(n)12,τ(n)13 (bottom) when τ2=0.52 for system (3.1).

    and

    τ(n)11=0.338236+0.690520nπ,τ(n)12=0.786103+0.808583nπ,
    τ(n)13=7.871032+6.930103nπ,(n=0,1,2,),sign(Δ1τ1(τ2))=1,sign(Δ2τ1(τ2))=1,sign(Δ3τ1(τ2))=1.

    Note that,

    τ(0)11=0.338236,τ(0)12=0.786103,τ(1)11=2.507569,τ(1)12=3.326342,τ(2)11=4.676903,
    τ(2)12=5.866582,τ(3)11=6.846236,τ(0)13=7.8710317,τ(3)12=8.406821,τ(4)11=9.015570.

    then

    τ(0)11<τ(0)12<τ(1)11<τ(1)12<τ(2)11<τ(2)12<τ(3)11<τ(0)13<τ(3)12<τ(4)11,

    and

    Sτ1(τ2)=[0,τ(0)11)(τ(0)12,τ(1)11)(τ(1)12,τ(2)11)(τ(2)12,τ(3)11).

    When τ2=0.52,τ1Sτ1(τ2), the positive equilibrium point E2 is local stable, where Sτ1(τ2) composed of four an increasing intervals. There are four times stability switches when time delay τ1 crossing Sτ1(τ2). And continuously increasing time delay τ1, the prey and predator populations coexist with period oscillation, quasi-period oscillation, even chaotic oscillation when τ1=8,9,11,14,15,19,37, and tend to unbounded oscillation for τ1=38 (Figure 12).

    Figure 12.  The time-series plot of the system (3.1) when τ2=0.52 and τ1=8,9,11,14,15,19,37,38, respectively.

    Let τ1=3.1(τ(1)11,τ(1)12) (unstable region). We investigate the effect time delay τ2 on system (3.1). The bifurcation diagrams of time delay τ2 over [0.52,0.68] show that system (3.1) has rich dynamics (Figure 13), including (1) periodic oscillating, (2) period-doubling bifurcations, and (3) chaos, and the solution tend to unbounded oscillation for τ2=0.69 at time t=210 (Figure 14).

    Figure 13.  The bifurcation diagrams of system (3.1) when time delay τ1=3.1 and time delay τ2 over [0.52,0.68].
    Figure 14.  The time-series plot of the system (3.1) when τ1=3.1 and τ2=0.54,0.60,0.63,0.67,0.69, respectively.

    Furthermore, increasing τ2 from 0.52 to 1.4, then τ(n)11 decreased and τ(n)12 increased, and the stability switches disappear one by one when τ(n)12>τ(n+1)11 for n=2,1,0 (Figure 15). We plot the stable and unstable regions (Figures 16 and 17) by choose f=0.6,0.8,1.2,1.5,1.9,2.2,2.4,2.9 respectively, and remained other parameters in example 1. By increasing the values of parameter f, the stable and unstable regions showing that τ(0)11 increased and τ(0)21 decreased, and the stable regions changed more and more complexity, which is a connect region from the view of topology. If we increasing the values of parameter f and choose τ2 less than and closed to the first critical point τ(0)21, then there would be more and more stability switches by increasing time delay τ1 from 0 to 15.

    Figure 15.  Location about the critical time delay series τ(n)11,τ(n)12,τ(n)13 of the system (3.1) in the stable-unstable regions when increased time delay τ2.
    Figure 16.  The stable regions (gray) and unstable regions (white) of the positive equilibrium point E2 of system (3.1) with parameter f=0.6,0.8,1.2,1.5, respectively.
    Figure 17.  The stable regions (gray) and unstable regions (white) of the positive equilibrium point E2 of system (3.1) with parameter f=1.9,2.2,2.4,2.9, respectively.

    We consider following system

    {x1(t)=2.6x2(t)x1(t)(1.1+0.3x1(t)+1.1y(t)),x2(t)=0.9x1(t)0.8x2(t),y(t)=y(t)(0.88x1(tτ1)0.15fy(tτ2)), (3.2)

    where α=2.6,γ1=0.2,Ω=0.9,η=0.3,E=1.1,θ1=0.15,a=0.65,k=0.8,d=0.15,X(0)=(4.0,5.0,1.3). We consider the case 2.2.2 with different value of parameter f.

    Let f=0.095, from (2.10) we have ω1=0.3760,ω2=0.2963 and

    τ(n)21=6.7472+5.3191nπ,τ(n)22=12.1964+6.7499nπ,sign(Δ1τ2)=1,sign(Δ2τ2)=1,
    τ(0)21=6.7472,τ(0)22=12.1964,τ(1)21=23.4585,τ(1)22=33.4014,
    τ(2)21=40.1697,τ(2)22=54.6066,τ(3)21=56.8809,τ(4)21=73.5921,τ(3)22=75.8117,

    then

    τ(0)21<τ(0)22<τ(1)21<τ(1)22<τ(2)21<τ(2)22<τ(3)21<τ(4)21<τ(3)22,

    and

    Sτ2=[0,τ(0)21)(τ(0)22,τ(1)21)(τ(1)22,τ(2)21)(τ(2)22,τ(3)21).

    Let f=0.11, from (2.10) we have ω1=0.4037,ω2=0.2957 and

    τ(n)21=6.0146+4.9542nπ,τ(n)22=12.5688+6.7636nπ,sign(Δ1τ2)=1,sign(Δ2τ2)=1,
    τ(0)21=6.0146,τ(0)22=12.5688,τ(1)21=21.5800,
    τ(1)22=33.8150,τ(2)21=37.1453,τ(3)21=52.7107,τ(2)22=55.0613,

    then

    τ(0)21<τ(0)22<τ(1)21<τ(1)22<τ(2)21<τ(3)21<τ(2)22,

    and

    Sτ2=[0,τ(0)21)(τ(0)22,τ(1)21)(τ(1)22,τ(2)21).

    Let f=0.16, from (2.10) we have ω1=0.4874,ω2=0.2972 and

    τ(n)21=4.6008+4.1034nπ,τ(n)22=13.0647+6.7295nπ,sign(Δ1τ2)=1,sign(Δ2τ2)=1,
    τ(0)21=4.6008,τ(0)22=13.0647,τ(1)21=17.4916,τ(2)21=30.3824,τ(1)22=34.2025,

    then

    τ(0)21<τ(0)22<τ(1)21<τ(2)21<τ(1)22,Sτ2=[0,τ(0)21)(τ(0)22,τ(1)21).

    Let f=0.35, from (2.10) we have ω1=0.7658,ω2=0.2976 and

    τ(n)21=2.6501+2.6116nπ,τ(n)22=13.5430+6.7204nπ,sign(Δ1τ2)=1,sign(Δ2τ2)=1,τ(0)21=2.6501,τ(1)21=10.8544,τ(1)21=13.5430,

    then

    τ(0)21<τ(1)21<τ(0)22,Sτ2=[0,τ(0)21).

    From above numerical analysis, we see that, the times of stability switches are decreased from four to one by increasing the values of parameter f from 0.095 to 0.35; and the first critical point τ(0)21 also decreased (Figure 18). From Figure 19, we see the stable regions changed more and more simple by increasing the values of parameter f, and the stable regions from four parts to three parts, and to two parts, finally to one connect region.

    Figure 18.  The location of the critical time delay points τ(n)21 and τ(n)22 of the system (3.2) with f=0.095,0.11,0.16,0.35, respectively.
    Figure 19.  The stable regions (gray) and unstable regions (white) of the positive equilibrium point E2 of the system (3.2) with f=0.095,0.11,0.16,0.35, respectively.

    We have considered a prey-predator system with three stage structure and two delays, and analyzed the stability of the equilibrium point, obtained the conditions for the positive equilibrium E2 occurring Hopf bifurcation by analyzing the characteristic equation in five cases. From the numerical examples and analysis, we know that the time delays would make the system subject to period oscillation, quasi-period oscillation, chaotic oscillation, finite stability switches, even unbounded oscillation and extinct. That is to say, time delays are important factors to affect the dynamic behaviors of the system.

    From the analysis in section 2, we know that f30<0 in (2.14) for case 2.2.3, then (2.14) has at least one positive root, and there is a natural Hopf bifurcation for system (1.5) without any conditions according to theorem 2.2.3 (ⅰ). If condition C13:fη<KE2 holds then f10<0 in (2.6) for case 2.2.1, and that (2.6) has at least one positive root, and there is a Hopf bifurcation for system (1.5) according to theorem 2.2.1 (ⅰ). Similarly, if condition C23:fη>KE2 holds then f20<0 in (2.10) for case 2.2.2, and that (2.10) has at least one positive root, there is a Hopf bifurcation for system (1.5) according to theorem 2.2.2 (ⅰ). Note that conditions C13:fη<KE2 and C23:fη>KE2 cannot hold at the same time, but one of them can hold for any parameter values of the system exclude the special case fη=KE2. Therefore, there is a Hopf bifurcation for system (1.5) with only one time delay τ1 or τ2. And then, one of Sτ1 and Sτ2 is nonempty set. So, there is a natural Hopf bifurcation for system (1.5), and large time delays would make the positive point E2 eventually unstable. These are harmful delays for system (1.5).

    From the analysis in section 2, we know that there would be finite stability switches for system (1.5) when the equation has more than one positive roots ωk(k>1). From example 1 in case 2.2.2, only time delay τ2, there are two positive roots and two critical delay sequences τ(n)21 and τ(n)22. But, there is no stability switches since τ(0)21<τ(1)21<τ(0)22. From example 1 in case 2.2.4 fixed τ2=0.52Sτ2, there are three positive roots and three critical delay sequences τ(n)11,τ(n)12 and τ(0)13. Note that

    τ(0)11<τ(0)12<τ(1)11<τ(1)12<τ(2)11<τ(2)12<τ(3)11<τ(0)13<τ(3)12<τ(4)11,

    and

    Sτ1(τ2)=[0,τ(0)11)(τ(0)12,τ(1)11)(τ(1)12,τ(2)11)(τ(2)12,τ(3)11),

    there are four times stability switches when time delay τ1 increasing from 0 to infinity. From the stable and unstable regions in example 1 (Figures 16 and 17), we see that, there is no stability switches on τ1-axis or τ2-axis, but there are several times stability switches on τ2-axis in example 2 for some suitable parameter values (Figure 19). And, the stability regions in examples 1 and 2 are two different types in view of topology. The former is a connected region varying the parameter f from 0.6 to 2.9, and the latter from four parts to three parts, to two parts and to one connected region varying the parameter f from 0.095 to 0.35. That is to say, parameter f would change the stability switches times for some suitable parameter values of the system.

    The numerical simulations show that delayed system (1.5) has complicated dynamic behaviors (Figures 12, 13 and 14) when we change the time delays and far away from the first bifurcating critical time delay point, including periodic oscillating, quasi-periodic oscillating, period-doubling bifurcations, chaos, and those behaviors undiscovered if the system (1.5) has only one time delay [16,17,18]. That is to say, time delays are important factor to affect the complex dynamic behaviors of the system, since the positive equilibrium point E2 of the system (1.5) is global asymptotically stable in the absence of time delays [16]. When time delay far away from the first critical point and increased, large time delays would make system (1.5) extinct (unbounded oscillation) undergoing a series of fast-slow oscillations or chaotic oscillations which make the prey and predator populations very closed to zero, and destroyed the permanence of it. And these are not found in [16,17,18]. All of the analysis show that the time delays would destroy the stability of the system, and induced complicated dynamic behaviors, even make the system die out.

    All in all, time delays induced Hopf bifurcation, stability switches, and complicated dynamic behaviors for system (1.5), and make the system (1.5) subject to period oscillations and finite times stability switches via local Hopf bifurcation, and quasi-period oscillations, period-doubling bifurcations, chaotic oscillations and unbounded oscillations. Harmful time delays destroy the stability of the system, even make the system die out. How to control the bifurcation, unbounded oscillations and even chaos, arising from the multiple time delays system? The impulsive control strategies and the time-varying control strategies would be considered [25,26], which could both improve the stability of the system and control periodic and chaotic oscillations effectively. We will continue to study these problems in the future.

    We are very grateful to anonymous referees for their valuable comments and suggestions.

    This work was supported by the Natural Science Foundation of Guizhou Province (No. [2016]1135), the Joint Natural Science Foundation of Guizhou Province (Nos. LH[2014]7437 and LKQS[2013]01).

    The author declares that there is no conflict of interest.



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