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Applied Mathematics and Sciences: An International Journal (MathSJ ), Vol. 1, No. 1, May 2014
57
DISCRETIZATION OF A MATHEMATICAL MODEL FOR
TUMOR-IMMUNE SYSTEM INTERACTION WITH
PIECEWISE CONSTANT ARGUMENTS
Senol Kartal1
and Fuat Gurcan2
1
Department of Mathematics, Nevsehir Hacı Bektas Veli University, Nevsehir, Turkey
2
Department of Mathematics, Erciyes University, Kayseri, Turkey
2
Faculty of Engineering and Natural Sciences, International University of Sarajevo,
Hrasnicka cesta 15, 71000, Sarejevo, BIH
ABSTRACT
The present study deals with the analysis of a Lotka-Volterra model describing competition between tumor
and immune cells. The model consists of differential equations with piecewise constant arguments and
based on metamodel constructed by Stepanova. Using the method of reduction to discrete equations, it is
obtained a system of difference equations from the system of differential equations. In order to get local
and global stability conditions of the positive equilibrium point of the system, we use Schur-Cohn criterion
and Lyapunov function that is constructed. Moreover, it is shown that periodic solutions occur as a
consequence of Neimark-Sacker bifurcation.
KEYWORDS
piecewise constant arguments; difference equation; stability; bifurcation
1. INTRODUCTION
In population dynamics, the simplest and most widely used model describing the competition of
two species is of the Lotka-Volterra type. In addition, there exist numerous extensions and
generalizations of this type model in tumor growth model [1-8]. In 1995, Gatenby [1] used Lotka-
Volterra competition model describing competition between tumor cells and normal cells for
space and other resources in an arbitrarily small volume of tissue within an organ. On the other
hand, Onofrio [2] has presented a general class of Lotka-Volterra competition model as
follows:
x.
= x(f(x) − ϕ(x)y),
y.
= β(x)y − μ(x)y + σq(x) + θ(t).
(1)
Here x and y denote tumor cell and effector cell sizes respectively. The function f(x) represents
tumor growth rates and there are many versions of this term. For example, in Gompertz model:
f(x) = αLog(A/x) [3], the logistic model: f(x) = α(1 − x/A) [4].
The metamodel (1) also includes following exponential model which has been constructed by
Stepanova [6].
Applied Mathematics and Sciences: An International Journal (MathSJ ), Vol. 1, No. 1, May 2014
58
x.
= μ x(t) − γx(t)y(t),
y.
= μ (x(t) − βx(t) )y(t) − δy(t) + κ,
(2)
where x and y denote tumor and T-cell densities respectively. In this model, μ is the
multiplication rate of tumors, γ is the rate of elimination of cancer cells by activity of T-cells, μ
represents the production of T-cells which are stimulated by tumor cells, β denotes the
saturation density up from which the immunological system is suppressed, δ is the natural death
rate of T cell and κ is the natural rate of influx of T cells from the primary organs [3].
Recently, it has been observed that the differential equations with piecewise constant arguments
play an important role in modeling of biological problems. By using a first-order linear
differential equation with piecewise constant arguments, Busenberg and Cooke [9] presented a
model to investigate vertically transmitted. Following this work, using the method of reduction to
discrete equations, many authors have analyzed various types of differential equations with
piecewise constant arguments [10-19]. The local and global behavior of differential equation
dx(t)
dt
= rx(t){1 − αx(t) − β x([t]) − β x([t − 1])} (3)
has been analyzed by Gurcan and Bozkurt [10]. Using the equation (3), Ozturk et al [11] have
modeled a population density of a bacteria species in a microcosm. Stability and oscillatory
characteristics of difference solutions of the equation
dx(t)
dt
= x(t) r 1 − αx(t) − β x([t]) − β x([t − 1]) + γ x([t]) + γ x([t − 1]) (4)
has been investigated in [12]. This equation has also been used for modeling an early brain tumor
growth by Bozkurt [13].
In the present paper, we have modified model (2) by adding piecewise constant arguments such
as
x.
= μ x(t) − γx(t)y([t]),
y.
= μ (x([t]) − βx([t]) )y(t) − δy(t) + κ,
(5)
where [t] denotes the integer part of t ϵ [0, ∞) and all these parameters are positive.
2. STABILITY ANALYSIS
In this section, we investigate local and global stability behavior of the system (5). The system
can be written in the interval t ϵ [n, n + 1) as
⎩
⎨
⎧
dx
x(t)
= μ − γy(n) d(t),
dy
dt
+ βμ x(n) + δ − μ x(n) y(t) = κ.
(6)
Integrating each equations of system (6) with respect to t on [n, t) and letting t → n + 1, one can
obtain a system of difference equations
Applied Mathematics and Sciences: An International Journal (MathSJ ), Vol. 1, No. 1, May 2014
59
x(n + 1) = x(n)eμ γ ( )
,
y(n + 1) =
e μ ( ) βμ ( ) δ
βμ x(n) y(n) + δy(n) − μ x(n)y(n) − κ + κ
βμ x(n) + δ − μ x(n)
.
(7)
Computations give us that the positive equilibrium point of the system is
(x, y) =
⎝
⎜
⎜
⎜
⎛1 −
4βγκ + −4βδ + μ μ
μ μ
2β
,
μ
γ
⎠
⎟
⎟
⎟
⎞
.
Hereafter,
γ <
δμ
κ
and β ≤
μ μ
−4γκ + 4δμ
. (8)
The linearized system of (7) about the positive equilibrium point is w(n + 1) = Aw(n), where A
is a matrix as;
A =
⎝
⎜
⎜
⎜
⎛
1 −
γ(1 −
4βγκ + (−4βδ + μ )μ
μ μ
)
2β
e
γκ
μ
(−1 + e
γκ
μ
) μ μ
/
4βγκ + (−4βδ + μ )μ
γ κ
e
γκ
μ
⎠
⎟
⎟
⎟
⎞
. (9)
The characteristic equation of the matrix A is
p(λ) = λ + λ −1 − e
γκ
μ
+ e
γκ
μ
−
e
γκ
μ
(−1 + e
γκ
μ
)μ 4βγκ + (−4βδ + μ )μ (− μ μ + 4βγκ + (−4βδ + μ )μ )
2βγκ
. (10)
Now we can determine the stability conditions of system (7) with the characteristic equation (10).
Hence, we use following theorem that is called Schur-Chon criterion.
Theorem A ([20]). The characteristic polynomial
p(λ) = λ + p λ + p (11)
has all its roots inside the unit open disk (|λ| < 1) if and only if
(a) p(1) = 1 + p + p > 0,
(b) p(−1) = 1 − p + p > 0,
Applied Mathematics and Sciences: An International Journal (MathSJ ), Vol. 1, No. 1, May 2014
60
(c) D = 1 + p > 0,
(d) D = 1 − p > 0.
Theorem 1. The positive equilibrium point (x, y) of system (7) is local asymptotically stable if
δμ
κ + κμ
< γ <
δμ
κ
and β ≤
μ μ
−4γκ + 4δμ
.
Proof. From characteristic equations (10), we have
p = −1 − e
γκ
μ
,
p = e
γκ
μ
−
e
γκ
μ
(−1 + e
γκ
μ
)μ 4βγκ + (−4βδ + μ )μ (− μ μ + 4βγκ + (−4βδ + μ )μ )
2βγκ
.
From Theorem A/a we get
p(1) =
2βγκ − (−1 + e
γκ
μ
)μ 4βγκ + (−4βδ + μ )μ (− μ μ + 4βγκ + (−4βδ + μ )μ )
2βγκ
.
It can be shown that if
− μ μ + 4βγκ + (−4βδ + μ )μ < 0, (12)
then p(1) > 0. On the other hand, the inequality (12) always holds under the condition (8). When
we consider Theorem A/b and Theorem A/c with the fact (12), we have respectively
p(−1) = 2 + 2e
γκ
μ
−
e
γκ
μ
(−1 + e
γκ
μ
)μ 4βγκ + (−4βδ + μ )μ (− μ μ + 4βγκ + (−4βδ + μ )μ )
2βγκ
> 0
And
D = 1 + e
γκ
μ
−
e
γκ
μ
(−1 + e
γκ
μ
)μ 4βγκ + (−4βδ + μ )μ (− μ μ + 4βγκ + (−4βδ + μ )μ )
2βγκ
> 0.
From Theorem A/d, we get
D = e
γκ
μ
(−1 + e
γκ
μ
)(2βγκ + 4βγκμ + (−4βδ + μ )μ − μ μ 4βγκ + −4βδ + μ μ ).
By using the conditions of Theorem 1, we can also see that D > 0. This completes the proof.
Now we can use parameters value in Table 1 for the testing the conditions of Theorem 1. Using
these parameter values, it is observed that the positive equilibrium
Applied Mathematics and Sciences: An International Journal (MathSJ ), Vol. 1, No. 1, May 2014
61
point (x, y) = (7.41019,0.5599) is local asymptotically stable where blue and red graphs
represent x(n) and y(n) population densities respectively (see Figure 1).
Table 1. Parameters values used for numerical analysis
Parameters Numerical Values Ref
μ tumor growth parameter 0.5549 [8]
γ interaction rate 1 [8]
μ tumor stimulated proliferation rate 0.00484 [8]
β inverse threshold for tumor suppression 0.00264 [8]
δ death rate 0.37451 [8]
κ rate of influx 0.19
Figure 1. Graph of the iteration solution of x(n) and y(n), where x(1) = y(1) = 1
Theorem 2. Let {x(n), y(n)}∞
be a positive solution of the system. Suppose that
μ − γy(n) < 0, βx(n) − 1 > 0 and βμ x(n) y(n) + δy(n) − μ x(n)y(n) − κ < 0 for n =
0,1,2,3 …. Then every solution of (7) is bounded, that is,
x(n) ∈ (0, x(0)) and y(n) ∈ 0,
κ
δ
.
Proof. Since {x(n), y(n)}∞
> 0 and μ − γy(n) < 0, we have
x(n + 1) = x(n)eμ γ ( )
< x(n).
In addition, if we use βμ x(n) y(n) + δy(n) − μ x(n)y(n) − κ < 0 and βx(n) − 1 > 0, we have
y(n + 1) =
e μ ( ) βμ ( ) δ
y(n)(βμ x(n) + δ − μ x(n)) − κ + κ
μ x(n)(βx(n) − 1) + δ
0 50 100 150 200 250 300 350 400 450 500
0
1
2
3
4
5
6
7
n
x(n)andy(n)
Applied Mathematics and Sciences: An International Journal (MathSJ ), Vol. 1, No. 1, May 2014
62
<
κ
μ x(n)(βx(n) − 1) + δ
<
κ
δ
.
This completes the proof.
Theorem 3. Let the conditions of Theorem 1 hold and assume that
x <
1
2β
and y <
κ
2μ x(n)(βx(n) − 1) + 2δ
.
If
x(n) >
1
β
and y(n) >
κ
μ x(n)(βx(n) − 1) + δ
,
then the positive equilibrium point of the system is global asymptotically stable.
Proof. Let E = (x , y) is a positive equilibrium point of system (7) and we consider a Lyapunov
function V(n) defined by
V(n) = [E(n) − E] , n = 0,1,2 …
The change along the solutions of the system is
∆V(n) = V(n + 1) − V(n) = {E(n + 1) − E(n)}{E(n + 1) + E(n) − 2E}.
Let A = μ − γy(n) < 0 which gives us that y(n) >
μ
γ
= y. If we consider first equation in (7)
with the fact x(n) > 2x , we get
∆V (n) = {x(n + 1) − x(n)}{x(n + 1) + x(n) − 2x}
= x(n) e − 1 {x(n)e + x(n) − 2x} < 0.
Similarly, Suppose that A = βμ x(n) + δ − μ x(n) > 0 which yields x(n) >
β
. Computations
give us that if y(n) >
κ
and y(n) > 2 , we have
∆V (n) = {y(n + 1) − y(n)}{y(n + 1) + y(n) − 2y}
=
1 − e (κ − y(n)A )
A
y(n)A e + 1 + κ 1 − e − 2yA
A
< 0.
Under the conditions
x <
1
2β
and y <
κ
2μ x(n)(βx(n) − 1) + 2δ
,
we can write
x(n) >
1
β
> 2x and y(n) >
κ
A
=
κ
μ x(n)(βx(n) − 1) + δ
> 2y.
Applied Mathematics and Sciences: An International Journal (MathSJ ), Vol. 1, No. 1, May 2014
63
As a result, we obtain ∆V(n) = (∆V (n), ∆V (n)) < 0.
3. NEIMARK-SACKER BIFURCATION ANALYSIS
In this section, we discuss the periodic solutions of the system through Neimark-Sacker
bifurcation. This bifurcation occurs of a closed invariant curve from a equilibrium point in
discrete dynamical systems, when the equilibrium point changes stability via a pair of complex
eigenvalues with unit modulus. These complex eigenvalues lead to periodic solution as a result
of limit cycle. In order to study Neimark-Sacker bifurcation we use the following theorem that is
called Schur-Cohn criterion.
Theorem B. ([20]) A pair of complex conjugate roots of equation (11) lie on the unit circle and
the other roots of equation (11) all lie inside the unit circle if and only if
(a) p(1) = 1 + p + p > 0,
(b) p(−1) = 1 − p + p > 0,
(c) D = 1 + p > 0,
(d) D = 1 − p = 0.
In stability analysis, we have shown that Theorem B/a, Theorem B/b and Theorem B/c always
holds. Therefore, to determine bifurcation point we can only analyze Theorem B/d. Solving
equation d of Theorem B, we have κ = 0.0635352. Furthermore, Figure 2 shows that κ is the
Neimark-Sacker bifurcation point of the system with eigenvalues
λ , = |0.945907 ± 0.324439i| = 1, where blue, and red graphs represent x(n) and
y(n) population densities respectively.
As seen in Figure 2, a stable limit cycle occurs around the positive equilibrium point at the
Neimark-Sacker bifurcation point. This limit cycle leads to periodic solution which means that
tumor and immune cell undergo oscillations (Figure 3). This oscillatory behavior has also
occurred in continuous biological model as a result of Hopf bifurcation and has observed
clinically.
Figure 2. Graph of Neimark-Sacker bifurcation of system (7) for κ = 0.0635352. Initial conditions and
other parameters are the same as Figure 1
0 20 40 60 80 100 120 140 160 180 200
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
1.1
x(n)
y(n)
Applied Mathematics and Sciences: An International Journal (MathSJ ), Vol. 1, No. 1, May 2014
64
Figure 3. Graph of the iteration solution of x(n) and y(n) for κ = 0.063535. Initial conditions and other
parameters are the same as Figure 1
REFERENCES
[1] Robert, A.Gatenby, (1995) “Models of tumor-host interaction as competing populations: implications
for tumor biology and treatment”, Journal of Theoretical Biology, Vol. 176, No. 4, pp447-455.
[2] Alberto, D.Onofrio, (2005) “A general framework for modeling tumor-immune system competition
and immunotherapy: mathematical analysis and biomedical inferences”, Physica D-Nonlinear
Phenomena, Vol. 208, No. 3-4, pp220-235.
[3] Harold, P.de.Vladar & Jorge, A.Gonzales, (2004) “Dynamic respons of cancer under theinuence of
immunological activity and therapy”, Journal of Theoretical Biology, Vol. 227, No. 3, pp335-348.
[4] Robert, A.Gatenby, (1995) “Models of tumor-host interaction as competing populations: implications
for tumor biology and treatment”, Journal of Theoretical Biology, Vol. 176, No. 4, pp447-455.
[5] Vladimir, A.Kuznetsov, Iliya A.Makalkin, Mark A.Taylor & Alan S.Perelson (1994) “Nonlinear
dynamics of immunogenic tumors: parameter estimation and global bifurcation analysis”, Bulletin of
Mathematical Biology, Vol. 56, No. 2, pp295-321.
[6] N.V, Stepanova, (1980) “Course of the immune reaction during the development of a malignant
tumour”, Biophysics, Vol. 24, No. 5, pp917-923.
[7] Alberto, D.Onofrio, (2008) “Metamodeling tumor-immune system interaction, tumor evasion and
immunotherapy”, Mathematical and Computer Modelling, Vol. 47, No. 5-6, pp614-637.
[8] Alberto, D.Onofrio, Urszula, Ledzewicz & Heinz, Schattler (2012) “On the Dynamics of Tumor
Immune System Interactions and Combined Chemo- and Immunotherapy”, SIMAI Springer Series,
Vol. 1, pp249-266.
[9] S. Busenberg, & K.L. Cooke, (1982) “Models of verticallytransmitted diseases with sequential
continuous dynamics”, Nonlinear Phenomena in Mathematical Sciences, Academic Press, New York,
pp.179-187.
[10] Fuat, Gürcan, & Fatma, Bozkurt (2009) “Global stability in a population model with piecewise
constant arguments”, Journal of Mathematical Analysis And Applications, Vol. 360, No. 1, pp334-
342.
[11] Ilhan, Öztürk, Fatma, Bozkurt & Fuat, Gürcan (2012) “Stability analysis of a mathematical modelin a
microcosm with piecewise constant arguments”, Mathematical Bioscience, Vol. 240, No. 2, pp85-91.
0 200 400 600
0
20
40
60
80
100
120
140
160
180
200
n
x(n)
0 200 400 600
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
1.1
ny(n)
Applied Mathematics and Sciences: An International Journal (MathSJ ), Vol. 1, No. 1, May 2014
65
[12] Ilhan, Öztürk & Fatma, Bozkurt (2011) “Stability analysis of a population model with piecewise
constant arguments”, Nonlinear Analysis-Real World Applications, Vol. 12, No. 3, pp1532-1545.
[13] Fatma, Bozkurt (2013) “Modeling a tumor growth with piecewise constant arguments”, Discrete
Dynamics Nature and Society, Vol. 2013, Article ID 841764 (2013).
[14] Kondalsamy, Gopalsamy & Pingzhou, Liu (1998) “Persistence and global stability in a
populationmodel”, Journal of Mathematical Analysis And Applications, Vol. 224, No. 1, pp59-80.
[15] Pingzhou, Liu & Kondalsamy, Gopalsamy (1999) “Global stability and chaos in a population model
with piecewise constant arguments”, Applied Mathematics and Computation, Vol. 101, No. 1, pp63-
68.
[16] Yoshiaki, Muroya (2008) “New contractivity condition in a population model with piecewise constant
arguments”, Journal of Mathematical Analysis And Applications, Vol. 346, No. 1, pp65-81.
[17] Kazuya, Uesugi, Yoshiaki, Muroya & Emiko, Ishiwata (2004) “On the global attractivity for a logistic
equation with piecewise constant arguments”, Journal of Mathematical Analysis And Applications,
Vol. 294, No. 2, pp560-580.
[18] J.W.H, So & J.S. Yu (1995) “Persistence contractivity and global stability in a logistic equation with
piecewise constant delays”, Journal of Mathematical Analysis And Applications, Vol. 270, No. 2,
pp602-635.
[19] Yoshiaki, Muroya (2002) “Global stability in a logisticequation with piecewise constant arguments”,
Hokkaido Mathematical Journal, Vol. 24, No. 2, pp91-108.
[20] Xiaoliang, Li, Chenqi, Mou, Wei, Niu & Dongming, Wang (2011) “Stability analysis for discrete
biological models using algebraic methods”, Mathematics in Computer Science, Vol. 5, No. 3, pp247-
262.
Authors
Senol Kartal is research assistant in Nevsehir Haci Bektas Veli University in Turkey. He is a
Phd student Department of Mathematics, University of Erciyes. His research interests
include issues related to dynamical systems in biology.
Fuat Gurcan received her PhD in Accounting at the University of Leeds, UK. He is a
Lecturer at the Department of Mathematics, University of Erciyes and International
University of Sarajevo. Her research interests are related to Bifurcation Theory, Fluid
Dynamics, Mathematical Biology, Computational Fluid Dynamics, Difference Equations and
Their Bifurcations. He has published research papers at national and international journals.

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DISCRETIZATION OF A MATHEMATICAL MODEL FOR TUMOR-IMMUNE SYSTEM INTERACTION WITH PIECEWISE CONSTANT ARGUMENTS

  • 1. Applied Mathematics and Sciences: An International Journal (MathSJ ), Vol. 1, No. 1, May 2014 57 DISCRETIZATION OF A MATHEMATICAL MODEL FOR TUMOR-IMMUNE SYSTEM INTERACTION WITH PIECEWISE CONSTANT ARGUMENTS Senol Kartal1 and Fuat Gurcan2 1 Department of Mathematics, Nevsehir Hacı Bektas Veli University, Nevsehir, Turkey 2 Department of Mathematics, Erciyes University, Kayseri, Turkey 2 Faculty of Engineering and Natural Sciences, International University of Sarajevo, Hrasnicka cesta 15, 71000, Sarejevo, BIH ABSTRACT The present study deals with the analysis of a Lotka-Volterra model describing competition between tumor and immune cells. The model consists of differential equations with piecewise constant arguments and based on metamodel constructed by Stepanova. Using the method of reduction to discrete equations, it is obtained a system of difference equations from the system of differential equations. In order to get local and global stability conditions of the positive equilibrium point of the system, we use Schur-Cohn criterion and Lyapunov function that is constructed. Moreover, it is shown that periodic solutions occur as a consequence of Neimark-Sacker bifurcation. KEYWORDS piecewise constant arguments; difference equation; stability; bifurcation 1. INTRODUCTION In population dynamics, the simplest and most widely used model describing the competition of two species is of the Lotka-Volterra type. In addition, there exist numerous extensions and generalizations of this type model in tumor growth model [1-8]. In 1995, Gatenby [1] used Lotka- Volterra competition model describing competition between tumor cells and normal cells for space and other resources in an arbitrarily small volume of tissue within an organ. On the other hand, Onofrio [2] has presented a general class of Lotka-Volterra competition model as follows: x. = x(f(x) − ϕ(x)y), y. = β(x)y − μ(x)y + σq(x) + θ(t). (1) Here x and y denote tumor cell and effector cell sizes respectively. The function f(x) represents tumor growth rates and there are many versions of this term. For example, in Gompertz model: f(x) = αLog(A/x) [3], the logistic model: f(x) = α(1 − x/A) [4]. The metamodel (1) also includes following exponential model which has been constructed by Stepanova [6].
  • 2. Applied Mathematics and Sciences: An International Journal (MathSJ ), Vol. 1, No. 1, May 2014 58 x. = μ x(t) − γx(t)y(t), y. = μ (x(t) − βx(t) )y(t) − δy(t) + κ, (2) where x and y denote tumor and T-cell densities respectively. In this model, μ is the multiplication rate of tumors, γ is the rate of elimination of cancer cells by activity of T-cells, μ represents the production of T-cells which are stimulated by tumor cells, β denotes the saturation density up from which the immunological system is suppressed, δ is the natural death rate of T cell and κ is the natural rate of influx of T cells from the primary organs [3]. Recently, it has been observed that the differential equations with piecewise constant arguments play an important role in modeling of biological problems. By using a first-order linear differential equation with piecewise constant arguments, Busenberg and Cooke [9] presented a model to investigate vertically transmitted. Following this work, using the method of reduction to discrete equations, many authors have analyzed various types of differential equations with piecewise constant arguments [10-19]. The local and global behavior of differential equation dx(t) dt = rx(t){1 − αx(t) − β x([t]) − β x([t − 1])} (3) has been analyzed by Gurcan and Bozkurt [10]. Using the equation (3), Ozturk et al [11] have modeled a population density of a bacteria species in a microcosm. Stability and oscillatory characteristics of difference solutions of the equation dx(t) dt = x(t) r 1 − αx(t) − β x([t]) − β x([t − 1]) + γ x([t]) + γ x([t − 1]) (4) has been investigated in [12]. This equation has also been used for modeling an early brain tumor growth by Bozkurt [13]. In the present paper, we have modified model (2) by adding piecewise constant arguments such as x. = μ x(t) − γx(t)y([t]), y. = μ (x([t]) − βx([t]) )y(t) − δy(t) + κ, (5) where [t] denotes the integer part of t ϵ [0, ∞) and all these parameters are positive. 2. STABILITY ANALYSIS In this section, we investigate local and global stability behavior of the system (5). The system can be written in the interval t ϵ [n, n + 1) as ⎩ ⎨ ⎧ dx x(t) = μ − γy(n) d(t), dy dt + βμ x(n) + δ − μ x(n) y(t) = κ. (6) Integrating each equations of system (6) with respect to t on [n, t) and letting t → n + 1, one can obtain a system of difference equations
  • 3. Applied Mathematics and Sciences: An International Journal (MathSJ ), Vol. 1, No. 1, May 2014 59 x(n + 1) = x(n)eμ γ ( ) , y(n + 1) = e μ ( ) βμ ( ) δ βμ x(n) y(n) + δy(n) − μ x(n)y(n) − κ + κ βμ x(n) + δ − μ x(n) . (7) Computations give us that the positive equilibrium point of the system is (x, y) = ⎝ ⎜ ⎜ ⎜ ⎛1 − 4βγκ + −4βδ + μ μ μ μ 2β , μ γ ⎠ ⎟ ⎟ ⎟ ⎞ . Hereafter, γ < δμ κ and β ≤ μ μ −4γκ + 4δμ . (8) The linearized system of (7) about the positive equilibrium point is w(n + 1) = Aw(n), where A is a matrix as; A = ⎝ ⎜ ⎜ ⎜ ⎛ 1 − γ(1 − 4βγκ + (−4βδ + μ )μ μ μ ) 2β e γκ μ (−1 + e γκ μ ) μ μ / 4βγκ + (−4βδ + μ )μ γ κ e γκ μ ⎠ ⎟ ⎟ ⎟ ⎞ . (9) The characteristic equation of the matrix A is p(λ) = λ + λ −1 − e γκ μ + e γκ μ − e γκ μ (−1 + e γκ μ )μ 4βγκ + (−4βδ + μ )μ (− μ μ + 4βγκ + (−4βδ + μ )μ ) 2βγκ . (10) Now we can determine the stability conditions of system (7) with the characteristic equation (10). Hence, we use following theorem that is called Schur-Chon criterion. Theorem A ([20]). The characteristic polynomial p(λ) = λ + p λ + p (11) has all its roots inside the unit open disk (|λ| < 1) if and only if (a) p(1) = 1 + p + p > 0, (b) p(−1) = 1 − p + p > 0,
  • 4. Applied Mathematics and Sciences: An International Journal (MathSJ ), Vol. 1, No. 1, May 2014 60 (c) D = 1 + p > 0, (d) D = 1 − p > 0. Theorem 1. The positive equilibrium point (x, y) of system (7) is local asymptotically stable if δμ κ + κμ < γ < δμ κ and β ≤ μ μ −4γκ + 4δμ . Proof. From characteristic equations (10), we have p = −1 − e γκ μ , p = e γκ μ − e γκ μ (−1 + e γκ μ )μ 4βγκ + (−4βδ + μ )μ (− μ μ + 4βγκ + (−4βδ + μ )μ ) 2βγκ . From Theorem A/a we get p(1) = 2βγκ − (−1 + e γκ μ )μ 4βγκ + (−4βδ + μ )μ (− μ μ + 4βγκ + (−4βδ + μ )μ ) 2βγκ . It can be shown that if − μ μ + 4βγκ + (−4βδ + μ )μ < 0, (12) then p(1) > 0. On the other hand, the inequality (12) always holds under the condition (8). When we consider Theorem A/b and Theorem A/c with the fact (12), we have respectively p(−1) = 2 + 2e γκ μ − e γκ μ (−1 + e γκ μ )μ 4βγκ + (−4βδ + μ )μ (− μ μ + 4βγκ + (−4βδ + μ )μ ) 2βγκ > 0 And D = 1 + e γκ μ − e γκ μ (−1 + e γκ μ )μ 4βγκ + (−4βδ + μ )μ (− μ μ + 4βγκ + (−4βδ + μ )μ ) 2βγκ > 0. From Theorem A/d, we get D = e γκ μ (−1 + e γκ μ )(2βγκ + 4βγκμ + (−4βδ + μ )μ − μ μ 4βγκ + −4βδ + μ μ ). By using the conditions of Theorem 1, we can also see that D > 0. This completes the proof. Now we can use parameters value in Table 1 for the testing the conditions of Theorem 1. Using these parameter values, it is observed that the positive equilibrium
  • 5. Applied Mathematics and Sciences: An International Journal (MathSJ ), Vol. 1, No. 1, May 2014 61 point (x, y) = (7.41019,0.5599) is local asymptotically stable where blue and red graphs represent x(n) and y(n) population densities respectively (see Figure 1). Table 1. Parameters values used for numerical analysis Parameters Numerical Values Ref μ tumor growth parameter 0.5549 [8] γ interaction rate 1 [8] μ tumor stimulated proliferation rate 0.00484 [8] β inverse threshold for tumor suppression 0.00264 [8] δ death rate 0.37451 [8] κ rate of influx 0.19 Figure 1. Graph of the iteration solution of x(n) and y(n), where x(1) = y(1) = 1 Theorem 2. Let {x(n), y(n)}∞ be a positive solution of the system. Suppose that μ − γy(n) < 0, βx(n) − 1 > 0 and βμ x(n) y(n) + δy(n) − μ x(n)y(n) − κ < 0 for n = 0,1,2,3 …. Then every solution of (7) is bounded, that is, x(n) ∈ (0, x(0)) and y(n) ∈ 0, κ δ . Proof. Since {x(n), y(n)}∞ > 0 and μ − γy(n) < 0, we have x(n + 1) = x(n)eμ γ ( ) < x(n). In addition, if we use βμ x(n) y(n) + δy(n) − μ x(n)y(n) − κ < 0 and βx(n) − 1 > 0, we have y(n + 1) = e μ ( ) βμ ( ) δ y(n)(βμ x(n) + δ − μ x(n)) − κ + κ μ x(n)(βx(n) − 1) + δ 0 50 100 150 200 250 300 350 400 450 500 0 1 2 3 4 5 6 7 n x(n)andy(n)
  • 6. Applied Mathematics and Sciences: An International Journal (MathSJ ), Vol. 1, No. 1, May 2014 62 < κ μ x(n)(βx(n) − 1) + δ < κ δ . This completes the proof. Theorem 3. Let the conditions of Theorem 1 hold and assume that x < 1 2β and y < κ 2μ x(n)(βx(n) − 1) + 2δ . If x(n) > 1 β and y(n) > κ μ x(n)(βx(n) − 1) + δ , then the positive equilibrium point of the system is global asymptotically stable. Proof. Let E = (x , y) is a positive equilibrium point of system (7) and we consider a Lyapunov function V(n) defined by V(n) = [E(n) − E] , n = 0,1,2 … The change along the solutions of the system is ∆V(n) = V(n + 1) − V(n) = {E(n + 1) − E(n)}{E(n + 1) + E(n) − 2E}. Let A = μ − γy(n) < 0 which gives us that y(n) > μ γ = y. If we consider first equation in (7) with the fact x(n) > 2x , we get ∆V (n) = {x(n + 1) − x(n)}{x(n + 1) + x(n) − 2x} = x(n) e − 1 {x(n)e + x(n) − 2x} < 0. Similarly, Suppose that A = βμ x(n) + δ − μ x(n) > 0 which yields x(n) > β . Computations give us that if y(n) > κ and y(n) > 2 , we have ∆V (n) = {y(n + 1) − y(n)}{y(n + 1) + y(n) − 2y} = 1 − e (κ − y(n)A ) A y(n)A e + 1 + κ 1 − e − 2yA A < 0. Under the conditions x < 1 2β and y < κ 2μ x(n)(βx(n) − 1) + 2δ , we can write x(n) > 1 β > 2x and y(n) > κ A = κ μ x(n)(βx(n) − 1) + δ > 2y.
  • 7. Applied Mathematics and Sciences: An International Journal (MathSJ ), Vol. 1, No. 1, May 2014 63 As a result, we obtain ∆V(n) = (∆V (n), ∆V (n)) < 0. 3. NEIMARK-SACKER BIFURCATION ANALYSIS In this section, we discuss the periodic solutions of the system through Neimark-Sacker bifurcation. This bifurcation occurs of a closed invariant curve from a equilibrium point in discrete dynamical systems, when the equilibrium point changes stability via a pair of complex eigenvalues with unit modulus. These complex eigenvalues lead to periodic solution as a result of limit cycle. In order to study Neimark-Sacker bifurcation we use the following theorem that is called Schur-Cohn criterion. Theorem B. ([20]) A pair of complex conjugate roots of equation (11) lie on the unit circle and the other roots of equation (11) all lie inside the unit circle if and only if (a) p(1) = 1 + p + p > 0, (b) p(−1) = 1 − p + p > 0, (c) D = 1 + p > 0, (d) D = 1 − p = 0. In stability analysis, we have shown that Theorem B/a, Theorem B/b and Theorem B/c always holds. Therefore, to determine bifurcation point we can only analyze Theorem B/d. Solving equation d of Theorem B, we have κ = 0.0635352. Furthermore, Figure 2 shows that κ is the Neimark-Sacker bifurcation point of the system with eigenvalues λ , = |0.945907 ± 0.324439i| = 1, where blue, and red graphs represent x(n) and y(n) population densities respectively. As seen in Figure 2, a stable limit cycle occurs around the positive equilibrium point at the Neimark-Sacker bifurcation point. This limit cycle leads to periodic solution which means that tumor and immune cell undergo oscillations (Figure 3). This oscillatory behavior has also occurred in continuous biological model as a result of Hopf bifurcation and has observed clinically. Figure 2. Graph of Neimark-Sacker bifurcation of system (7) for κ = 0.0635352. Initial conditions and other parameters are the same as Figure 1 0 20 40 60 80 100 120 140 160 180 200 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 1.1 x(n) y(n)
  • 8. Applied Mathematics and Sciences: An International Journal (MathSJ ), Vol. 1, No. 1, May 2014 64 Figure 3. Graph of the iteration solution of x(n) and y(n) for κ = 0.063535. Initial conditions and other parameters are the same as Figure 1 REFERENCES [1] Robert, A.Gatenby, (1995) “Models of tumor-host interaction as competing populations: implications for tumor biology and treatment”, Journal of Theoretical Biology, Vol. 176, No. 4, pp447-455. [2] Alberto, D.Onofrio, (2005) “A general framework for modeling tumor-immune system competition and immunotherapy: mathematical analysis and biomedical inferences”, Physica D-Nonlinear Phenomena, Vol. 208, No. 3-4, pp220-235. [3] Harold, P.de.Vladar & Jorge, A.Gonzales, (2004) “Dynamic respons of cancer under theinuence of immunological activity and therapy”, Journal of Theoretical Biology, Vol. 227, No. 3, pp335-348. [4] Robert, A.Gatenby, (1995) “Models of tumor-host interaction as competing populations: implications for tumor biology and treatment”, Journal of Theoretical Biology, Vol. 176, No. 4, pp447-455. [5] Vladimir, A.Kuznetsov, Iliya A.Makalkin, Mark A.Taylor & Alan S.Perelson (1994) “Nonlinear dynamics of immunogenic tumors: parameter estimation and global bifurcation analysis”, Bulletin of Mathematical Biology, Vol. 56, No. 2, pp295-321. [6] N.V, Stepanova, (1980) “Course of the immune reaction during the development of a malignant tumour”, Biophysics, Vol. 24, No. 5, pp917-923. [7] Alberto, D.Onofrio, (2008) “Metamodeling tumor-immune system interaction, tumor evasion and immunotherapy”, Mathematical and Computer Modelling, Vol. 47, No. 5-6, pp614-637. [8] Alberto, D.Onofrio, Urszula, Ledzewicz & Heinz, Schattler (2012) “On the Dynamics of Tumor Immune System Interactions and Combined Chemo- and Immunotherapy”, SIMAI Springer Series, Vol. 1, pp249-266. [9] S. Busenberg, & K.L. Cooke, (1982) “Models of verticallytransmitted diseases with sequential continuous dynamics”, Nonlinear Phenomena in Mathematical Sciences, Academic Press, New York, pp.179-187. [10] Fuat, Gürcan, & Fatma, Bozkurt (2009) “Global stability in a population model with piecewise constant arguments”, Journal of Mathematical Analysis And Applications, Vol. 360, No. 1, pp334- 342. [11] Ilhan, Öztürk, Fatma, Bozkurt & Fuat, Gürcan (2012) “Stability analysis of a mathematical modelin a microcosm with piecewise constant arguments”, Mathematical Bioscience, Vol. 240, No. 2, pp85-91. 0 200 400 600 0 20 40 60 80 100 120 140 160 180 200 n x(n) 0 200 400 600 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 1.1 ny(n)
  • 9. Applied Mathematics and Sciences: An International Journal (MathSJ ), Vol. 1, No. 1, May 2014 65 [12] Ilhan, Öztürk & Fatma, Bozkurt (2011) “Stability analysis of a population model with piecewise constant arguments”, Nonlinear Analysis-Real World Applications, Vol. 12, No. 3, pp1532-1545. [13] Fatma, Bozkurt (2013) “Modeling a tumor growth with piecewise constant arguments”, Discrete Dynamics Nature and Society, Vol. 2013, Article ID 841764 (2013). [14] Kondalsamy, Gopalsamy & Pingzhou, Liu (1998) “Persistence and global stability in a populationmodel”, Journal of Mathematical Analysis And Applications, Vol. 224, No. 1, pp59-80. [15] Pingzhou, Liu & Kondalsamy, Gopalsamy (1999) “Global stability and chaos in a population model with piecewise constant arguments”, Applied Mathematics and Computation, Vol. 101, No. 1, pp63- 68. [16] Yoshiaki, Muroya (2008) “New contractivity condition in a population model with piecewise constant arguments”, Journal of Mathematical Analysis And Applications, Vol. 346, No. 1, pp65-81. [17] Kazuya, Uesugi, Yoshiaki, Muroya & Emiko, Ishiwata (2004) “On the global attractivity for a logistic equation with piecewise constant arguments”, Journal of Mathematical Analysis And Applications, Vol. 294, No. 2, pp560-580. [18] J.W.H, So & J.S. Yu (1995) “Persistence contractivity and global stability in a logistic equation with piecewise constant delays”, Journal of Mathematical Analysis And Applications, Vol. 270, No. 2, pp602-635. [19] Yoshiaki, Muroya (2002) “Global stability in a logisticequation with piecewise constant arguments”, Hokkaido Mathematical Journal, Vol. 24, No. 2, pp91-108. [20] Xiaoliang, Li, Chenqi, Mou, Wei, Niu & Dongming, Wang (2011) “Stability analysis for discrete biological models using algebraic methods”, Mathematics in Computer Science, Vol. 5, No. 3, pp247- 262. Authors Senol Kartal is research assistant in Nevsehir Haci Bektas Veli University in Turkey. He is a Phd student Department of Mathematics, University of Erciyes. His research interests include issues related to dynamical systems in biology. Fuat Gurcan received her PhD in Accounting at the University of Leeds, UK. He is a Lecturer at the Department of Mathematics, University of Erciyes and International University of Sarajevo. Her research interests are related to Bifurcation Theory, Fluid Dynamics, Mathematical Biology, Computational Fluid Dynamics, Difference Equations and Their Bifurcations. He has published research papers at national and international journals.