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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 Hacฤฑ 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) โˆ’ ฯ•(x)y),
y.
= ฮฒ(x)y โˆ’ ฮผ(x)y + ฯƒq(x) + ฮธ(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) = ฮฑLog(A/x) [3], the logistic model: f(x) = ฮฑ(1 โˆ’ 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.
= ฮผ x(t) โˆ’ ฮณx(t)y(t),
y.
= ฮผ (x(t) โˆ’ ฮฒx(t) )y(t) โˆ’ ฮดy(t) + ฮบ,
(2)
where x and y denote tumor and T-cell densities respectively. In this model, ฮผ is the
multiplication rate of tumors, ฮณ is the rate of elimination of cancer cells by activity of T-cells, ฮผ
represents the production of T-cells which are stimulated by tumor cells, ฮฒ denotes the
saturation density up from which the immunological system is suppressed, ฮด is the natural death
rate of T cell and ฮบ 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 โˆ’ ฮฑx(t) โˆ’ ฮฒ x([t]) โˆ’ ฮฒ x([t โˆ’ 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 โˆ’ ฮฑx(t) โˆ’ ฮฒ x([t]) โˆ’ ฮฒ x([t โˆ’ 1]) + ฮณ x([t]) + ฮณ x([t โˆ’ 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.
= ฮผ x(t) โˆ’ ฮณx(t)y([t]),
y.
= ฮผ (x([t]) โˆ’ ฮฒx([t]) )y(t) โˆ’ ฮดy(t) + ฮบ,
(5)
where [t] denotes the integer part of t ฯต [0, โˆž) 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 ฯต [n, n + 1) as
โŽฉ
โŽจ
โŽง
dx
x(t)
= ฮผ โˆ’ ฮณy(n) d(t),
dy
dt
+ ฮฒฮผ x(n) + ฮด โˆ’ ฮผ x(n) y(t) = ฮบ.
(6)
Integrating each equations of system (6) with respect to t on [n, t) and letting t โ†’ 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)eฮผ ฮณ ( )
,
y(n + 1) =
e ฮผ ( ) ฮฒฮผ ( ) ฮด
ฮฒฮผ x(n) y(n) + ฮดy(n) โˆ’ ฮผ x(n)y(n) โˆ’ ฮบ + ฮบ
ฮฒฮผ x(n) + ฮด โˆ’ ฮผ x(n)
.
(7)
Computations give us that the positive equilibrium point of the system is
(x, y) =
โŽ
โŽœ
โŽœ
โŽœ
โŽ›1 โˆ’
4ฮฒฮณฮบ + โˆ’4ฮฒฮด + ฮผ ฮผ
ฮผ ฮผ
2ฮฒ
,
ฮผ
ฮณ
โŽ 
โŽŸ
โŽŸ
โŽŸ
โŽž
.
Hereafter,
ฮณ <
ฮดฮผ
ฮบ
and ฮฒ โ‰ค
ฮผ ฮผ
โˆ’4ฮณฮบ + 4ฮดฮผ
. (8)
The linearized system of (7) about the positive equilibrium point is w(n + 1) = Aw(n), where A
is a matrix as;
A =
โŽ
โŽœ
โŽœ
โŽœ
โŽ›
1 โˆ’
ฮณ(1 โˆ’
4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ
ฮผ ฮผ
)
2ฮฒ
e
ฮณฮบ
ฮผ
(โˆ’1 + e
ฮณฮบ
ฮผ
) ฮผ ฮผ
/
4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ
ฮณ ฮบ
e
ฮณฮบ
ฮผ
โŽ 
โŽŸ
โŽŸ
โŽŸ
โŽž
. (9)
The characteristic equation of the matrix A is
p(ฮป) = ฮป + ฮป โˆ’1 โˆ’ e
ฮณฮบ
ฮผ
+ e
ฮณฮบ
ฮผ
โˆ’
e
ฮณฮบ
ฮผ
(โˆ’1 + e
ฮณฮบ
ฮผ
)ฮผ 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ (โˆ’ ฮผ ฮผ + 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ )
2ฮฒฮณฮบ
. (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(ฮป) = ฮป + p ฮป + p (11)
has all its roots inside the unit open disk (|ฮป| < 1) if and only if
(a) p(1) = 1 + p + p > 0,
(b) p(โˆ’1) = 1 โˆ’ 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 โˆ’ p > 0.
Theorem 1. The positive equilibrium point (x, y) of system (7) is local asymptotically stable if
ฮดฮผ
ฮบ + ฮบฮผ
< ฮณ <
ฮดฮผ
ฮบ
and ฮฒ โ‰ค
ฮผ ฮผ
โˆ’4ฮณฮบ + 4ฮดฮผ
.
Proof. From characteristic equations (10), we have
p = โˆ’1 โˆ’ e
ฮณฮบ
ฮผ
,
p = e
ฮณฮบ
ฮผ
โˆ’
e
ฮณฮบ
ฮผ
(โˆ’1 + e
ฮณฮบ
ฮผ
)ฮผ 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ (โˆ’ ฮผ ฮผ + 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ )
2ฮฒฮณฮบ
.
From Theorem A/a we get
p(1) =
2ฮฒฮณฮบ โˆ’ (โˆ’1 + e
ฮณฮบ
ฮผ
)ฮผ 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ (โˆ’ ฮผ ฮผ + 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ )
2ฮฒฮณฮบ
.
It can be shown that if
โˆ’ ฮผ ฮผ + 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ < 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(โˆ’1) = 2 + 2e
ฮณฮบ
ฮผ
โˆ’
e
ฮณฮบ
ฮผ
(โˆ’1 + e
ฮณฮบ
ฮผ
)ฮผ 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ (โˆ’ ฮผ ฮผ + 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ )
2ฮฒฮณฮบ
> 0
And
D = 1 + e
ฮณฮบ
ฮผ
โˆ’
e
ฮณฮบ
ฮผ
(โˆ’1 + e
ฮณฮบ
ฮผ
)ฮผ 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ (โˆ’ ฮผ ฮผ + 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ )
2ฮฒฮณฮบ
> 0.
From Theorem A/d, we get
D = e
ฮณฮบ
ฮผ
(โˆ’1 + e
ฮณฮบ
ฮผ
)(2ฮฒฮณฮบ + 4ฮฒฮณฮบฮผ + (โˆ’4ฮฒฮด + ฮผ )ฮผ โˆ’ ฮผ ฮผ 4ฮฒฮณฮบ + โˆ’4ฮฒฮด + ฮผ ฮผ ).
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
ฮผ tumor growth parameter 0.5549 [8]
ฮณ interaction rate 1 [8]
ฮผ tumor stimulated proliferation rate 0.00484 [8]
ฮฒ inverse threshold for tumor suppression 0.00264 [8]
ฮด death rate 0.37451 [8]
ฮบ 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)}โˆž
be a positive solution of the system. Suppose that
ฮผ โˆ’ ฮณy(n) < 0, ฮฒx(n) โˆ’ 1 > 0 and ฮฒฮผ x(n) y(n) + ฮดy(n) โˆ’ ฮผ x(n)y(n) โˆ’ ฮบ < 0 for n =
0,1,2,3 โ€ฆ. Then every solution of (7) is bounded, that is,
x(n) โˆˆ (0, x(0)) and y(n) โˆˆ 0,
ฮบ
ฮด
.
Proof. Since {x(n), y(n)}โˆž
> 0 and ฮผ โˆ’ ฮณy(n) < 0, we have
x(n + 1) = x(n)eฮผ ฮณ ( )
< x(n).
In addition, if we use ฮฒฮผ x(n) y(n) + ฮดy(n) โˆ’ ฮผ x(n)y(n) โˆ’ ฮบ < 0 and ฮฒx(n) โˆ’ 1 > 0, we have
y(n + 1) =
e ฮผ ( ) ฮฒฮผ ( ) ฮด
y(n)(ฮฒฮผ x(n) + ฮด โˆ’ ฮผ x(n)) โˆ’ ฮบ + ฮบ
ฮผ x(n)(ฮฒx(n) โˆ’ 1) + ฮด
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
<
ฮบ
ฮผ x(n)(ฮฒx(n) โˆ’ 1) + ฮด
<
ฮบ
ฮด
.
This completes the proof.
Theorem 3. Let the conditions of Theorem 1 hold and assume that
x <
1
2ฮฒ
and y <
ฮบ
2ฮผ x(n)(ฮฒx(n) โˆ’ 1) + 2ฮด
.
If
x(n) >
1
ฮฒ
and y(n) >
ฮบ
ฮผ x(n)(ฮฒx(n) โˆ’ 1) + ฮด
,
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) โˆ’ E] , n = 0,1,2 โ€ฆ
The change along the solutions of the system is
โˆ†V(n) = V(n + 1) โˆ’ V(n) = {E(n + 1) โˆ’ E(n)}{E(n + 1) + E(n) โˆ’ 2E}.
Let A = ฮผ โˆ’ ฮณy(n) < 0 which gives us that y(n) >
ฮผ
ฮณ
= y. If we consider first equation in (7)
with the fact x(n) > 2x , we get
โˆ†V (n) = {x(n + 1) โˆ’ x(n)}{x(n + 1) + x(n) โˆ’ 2x}
= x(n) e โˆ’ 1 {x(n)e + x(n) โˆ’ 2x} < 0.
Similarly, Suppose that A = ฮฒฮผ x(n) + ฮด โˆ’ ฮผ x(n) > 0 which yields x(n) >
ฮฒ
. Computations
give us that if y(n) >
ฮบ
and y(n) > 2 , we have
โˆ†V (n) = {y(n + 1) โˆ’ y(n)}{y(n + 1) + y(n) โˆ’ 2y}
=
1 โˆ’ e (ฮบ โˆ’ y(n)A )
A
y(n)A e + 1 + ฮบ 1 โˆ’ e โˆ’ 2yA
A
< 0.
Under the conditions
x <
1
2ฮฒ
and y <
ฮบ
2ฮผ x(n)(ฮฒx(n) โˆ’ 1) + 2ฮด
,
we can write
x(n) >
1
ฮฒ
> 2x and y(n) >
ฮบ
A
=
ฮบ
ฮผ x(n)(ฮฒx(n) โˆ’ 1) + ฮด
> 2y.
Applied Mathematics and Sciences: An International Journal (MathSJ ), Vol. 1, No. 1, May 2014
63
As a result, we obtain โˆ†V(n) = (โˆ†V (n), โˆ†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(โˆ’1) = 1 โˆ’ p + p > 0,
(c) D = 1 + p > 0,
(d) D = 1 โˆ’ 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 ฮบ = 0.0635352. Furthermore, Figure 2 shows that ฮบ is the
Neimark-Sacker bifurcation point of the system with eigenvalues
ฮป , = |0.945907 ยฑ 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 ฮบ = 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 ฮบ = 0.063535. Initial conditions and other
parameters are the same as Figure 1
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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 Hacฤฑ 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) โˆ’ ฯ•(x)y), y. = ฮฒ(x)y โˆ’ ฮผ(x)y + ฯƒq(x) + ฮธ(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) = ฮฑLog(A/x) [3], the logistic model: f(x) = ฮฑ(1 โˆ’ 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. = ฮผ x(t) โˆ’ ฮณx(t)y(t), y. = ฮผ (x(t) โˆ’ ฮฒx(t) )y(t) โˆ’ ฮดy(t) + ฮบ, (2) where x and y denote tumor and T-cell densities respectively. In this model, ฮผ is the multiplication rate of tumors, ฮณ is the rate of elimination of cancer cells by activity of T-cells, ฮผ represents the production of T-cells which are stimulated by tumor cells, ฮฒ denotes the saturation density up from which the immunological system is suppressed, ฮด is the natural death rate of T cell and ฮบ 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 โˆ’ ฮฑx(t) โˆ’ ฮฒ x([t]) โˆ’ ฮฒ x([t โˆ’ 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 โˆ’ ฮฑx(t) โˆ’ ฮฒ x([t]) โˆ’ ฮฒ x([t โˆ’ 1]) + ฮณ x([t]) + ฮณ x([t โˆ’ 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. = ฮผ x(t) โˆ’ ฮณx(t)y([t]), y. = ฮผ (x([t]) โˆ’ ฮฒx([t]) )y(t) โˆ’ ฮดy(t) + ฮบ, (5) where [t] denotes the integer part of t ฯต [0, โˆž) 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 ฯต [n, n + 1) as โŽฉ โŽจ โŽง dx x(t) = ฮผ โˆ’ ฮณy(n) d(t), dy dt + ฮฒฮผ x(n) + ฮด โˆ’ ฮผ x(n) y(t) = ฮบ. (6) Integrating each equations of system (6) with respect to t on [n, t) and letting t โ†’ 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)eฮผ ฮณ ( ) , y(n + 1) = e ฮผ ( ) ฮฒฮผ ( ) ฮด ฮฒฮผ x(n) y(n) + ฮดy(n) โˆ’ ฮผ x(n)y(n) โˆ’ ฮบ + ฮบ ฮฒฮผ x(n) + ฮด โˆ’ ฮผ x(n) . (7) Computations give us that the positive equilibrium point of the system is (x, y) = โŽ โŽœ โŽœ โŽœ โŽ›1 โˆ’ 4ฮฒฮณฮบ + โˆ’4ฮฒฮด + ฮผ ฮผ ฮผ ฮผ 2ฮฒ , ฮผ ฮณ โŽ  โŽŸ โŽŸ โŽŸ โŽž . Hereafter, ฮณ < ฮดฮผ ฮบ and ฮฒ โ‰ค ฮผ ฮผ โˆ’4ฮณฮบ + 4ฮดฮผ . (8) The linearized system of (7) about the positive equilibrium point is w(n + 1) = Aw(n), where A is a matrix as; A = โŽ โŽœ โŽœ โŽœ โŽ› 1 โˆ’ ฮณ(1 โˆ’ 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ ฮผ ฮผ ) 2ฮฒ e ฮณฮบ ฮผ (โˆ’1 + e ฮณฮบ ฮผ ) ฮผ ฮผ / 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ ฮณ ฮบ e ฮณฮบ ฮผ โŽ  โŽŸ โŽŸ โŽŸ โŽž . (9) The characteristic equation of the matrix A is p(ฮป) = ฮป + ฮป โˆ’1 โˆ’ e ฮณฮบ ฮผ + e ฮณฮบ ฮผ โˆ’ e ฮณฮบ ฮผ (โˆ’1 + e ฮณฮบ ฮผ )ฮผ 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ (โˆ’ ฮผ ฮผ + 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ ) 2ฮฒฮณฮบ . (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(ฮป) = ฮป + p ฮป + p (11) has all its roots inside the unit open disk (|ฮป| < 1) if and only if (a) p(1) = 1 + p + p > 0, (b) p(โˆ’1) = 1 โˆ’ 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 โˆ’ p > 0. Theorem 1. The positive equilibrium point (x, y) of system (7) is local asymptotically stable if ฮดฮผ ฮบ + ฮบฮผ < ฮณ < ฮดฮผ ฮบ and ฮฒ โ‰ค ฮผ ฮผ โˆ’4ฮณฮบ + 4ฮดฮผ . Proof. From characteristic equations (10), we have p = โˆ’1 โˆ’ e ฮณฮบ ฮผ , p = e ฮณฮบ ฮผ โˆ’ e ฮณฮบ ฮผ (โˆ’1 + e ฮณฮบ ฮผ )ฮผ 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ (โˆ’ ฮผ ฮผ + 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ ) 2ฮฒฮณฮบ . From Theorem A/a we get p(1) = 2ฮฒฮณฮบ โˆ’ (โˆ’1 + e ฮณฮบ ฮผ )ฮผ 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ (โˆ’ ฮผ ฮผ + 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ ) 2ฮฒฮณฮบ . It can be shown that if โˆ’ ฮผ ฮผ + 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ < 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(โˆ’1) = 2 + 2e ฮณฮบ ฮผ โˆ’ e ฮณฮบ ฮผ (โˆ’1 + e ฮณฮบ ฮผ )ฮผ 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ (โˆ’ ฮผ ฮผ + 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ ) 2ฮฒฮณฮบ > 0 And D = 1 + e ฮณฮบ ฮผ โˆ’ e ฮณฮบ ฮผ (โˆ’1 + e ฮณฮบ ฮผ )ฮผ 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ (โˆ’ ฮผ ฮผ + 4ฮฒฮณฮบ + (โˆ’4ฮฒฮด + ฮผ )ฮผ ) 2ฮฒฮณฮบ > 0. From Theorem A/d, we get D = e ฮณฮบ ฮผ (โˆ’1 + e ฮณฮบ ฮผ )(2ฮฒฮณฮบ + 4ฮฒฮณฮบฮผ + (โˆ’4ฮฒฮด + ฮผ )ฮผ โˆ’ ฮผ ฮผ 4ฮฒฮณฮบ + โˆ’4ฮฒฮด + ฮผ ฮผ ). 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 ฮผ tumor growth parameter 0.5549 [8] ฮณ interaction rate 1 [8] ฮผ tumor stimulated proliferation rate 0.00484 [8] ฮฒ inverse threshold for tumor suppression 0.00264 [8] ฮด death rate 0.37451 [8] ฮบ 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)}โˆž be a positive solution of the system. Suppose that ฮผ โˆ’ ฮณy(n) < 0, ฮฒx(n) โˆ’ 1 > 0 and ฮฒฮผ x(n) y(n) + ฮดy(n) โˆ’ ฮผ x(n)y(n) โˆ’ ฮบ < 0 for n = 0,1,2,3 โ€ฆ. Then every solution of (7) is bounded, that is, x(n) โˆˆ (0, x(0)) and y(n) โˆˆ 0, ฮบ ฮด . Proof. Since {x(n), y(n)}โˆž > 0 and ฮผ โˆ’ ฮณy(n) < 0, we have x(n + 1) = x(n)eฮผ ฮณ ( ) < x(n). In addition, if we use ฮฒฮผ x(n) y(n) + ฮดy(n) โˆ’ ฮผ x(n)y(n) โˆ’ ฮบ < 0 and ฮฒx(n) โˆ’ 1 > 0, we have y(n + 1) = e ฮผ ( ) ฮฒฮผ ( ) ฮด y(n)(ฮฒฮผ x(n) + ฮด โˆ’ ฮผ x(n)) โˆ’ ฮบ + ฮบ ฮผ x(n)(ฮฒx(n) โˆ’ 1) + ฮด 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 < ฮบ ฮผ x(n)(ฮฒx(n) โˆ’ 1) + ฮด < ฮบ ฮด . This completes the proof. Theorem 3. Let the conditions of Theorem 1 hold and assume that x < 1 2ฮฒ and y < ฮบ 2ฮผ x(n)(ฮฒx(n) โˆ’ 1) + 2ฮด . If x(n) > 1 ฮฒ and y(n) > ฮบ ฮผ x(n)(ฮฒx(n) โˆ’ 1) + ฮด , 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) โˆ’ E] , n = 0,1,2 โ€ฆ The change along the solutions of the system is โˆ†V(n) = V(n + 1) โˆ’ V(n) = {E(n + 1) โˆ’ E(n)}{E(n + 1) + E(n) โˆ’ 2E}. Let A = ฮผ โˆ’ ฮณy(n) < 0 which gives us that y(n) > ฮผ ฮณ = y. If we consider first equation in (7) with the fact x(n) > 2x , we get โˆ†V (n) = {x(n + 1) โˆ’ x(n)}{x(n + 1) + x(n) โˆ’ 2x} = x(n) e โˆ’ 1 {x(n)e + x(n) โˆ’ 2x} < 0. Similarly, Suppose that A = ฮฒฮผ x(n) + ฮด โˆ’ ฮผ x(n) > 0 which yields x(n) > ฮฒ . Computations give us that if y(n) > ฮบ and y(n) > 2 , we have โˆ†V (n) = {y(n + 1) โˆ’ y(n)}{y(n + 1) + y(n) โˆ’ 2y} = 1 โˆ’ e (ฮบ โˆ’ y(n)A ) A y(n)A e + 1 + ฮบ 1 โˆ’ e โˆ’ 2yA A < 0. Under the conditions x < 1 2ฮฒ and y < ฮบ 2ฮผ x(n)(ฮฒx(n) โˆ’ 1) + 2ฮด , we can write x(n) > 1 ฮฒ > 2x and y(n) > ฮบ A = ฮบ ฮผ x(n)(ฮฒx(n) โˆ’ 1) + ฮด > 2y.
  • 7. Applied Mathematics and Sciences: An International Journal (MathSJ ), Vol. 1, No. 1, May 2014 63 As a result, we obtain โˆ†V(n) = (โˆ†V (n), โˆ†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(โˆ’1) = 1 โˆ’ p + p > 0, (c) D = 1 + p > 0, (d) D = 1 โˆ’ 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 ฮบ = 0.0635352. Furthermore, Figure 2 shows that ฮบ is the Neimark-Sacker bifurcation point of the system with eigenvalues ฮป , = |0.945907 ยฑ 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 ฮบ = 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 ฮบ = 0.063535. Initial conditions and other parameters are the same as Figure 1 REFERENCES [1] Robert, A.Gatenby, (1995) โ€œModels of tumor-host interaction as competing populations: implications for tumor biology and treatmentโ€, Journal of Theoretical Biology, Vol. 176, No. 4, pp447-455. [2] Alberto, D.Onofrio, (2005) โ€œA general framework for modeling tumor-immune system competition and immunotherapy: mathematical analysis and biomedical inferencesโ€, Physica D-Nonlinear Phenomena, Vol. 208, No. 3-4, pp220-235. [3] Harold, P.de.Vladar & Jorge, A.Gonzales, (2004) โ€œDynamic respons of cancer under theinuence of immunological activity and therapyโ€, Journal of Theoretical Biology, Vol. 227, No. 3, pp335-348. [4] Robert, A.Gatenby, (1995) โ€œModels of tumor-host interaction as competing populations: implications for tumor biology and treatmentโ€, Journal of Theoretical Biology, Vol. 176, No. 4, pp447-455. [5] Vladimir, A.Kuznetsov, Iliya A.Makalkin, Mark A.Taylor & Alan S.Perelson (1994) โ€œNonlinear dynamics of immunogenic tumors: parameter estimation and global bifurcation analysisโ€, Bulletin of Mathematical Biology, Vol. 56, No. 2, pp295-321. [6] N.V, Stepanova, (1980) โ€œCourse of the immune reaction during the development of a malignant tumourโ€, Biophysics, Vol. 24, No. 5, pp917-923. [7] Alberto, D.Onofrio, (2008) โ€œMetamodeling tumor-immune system interaction, tumor evasion and immunotherapyโ€, Mathematical and Computer Modelling, Vol. 47, No. 5-6, pp614-637. [8] Alberto, D.Onofrio, Urszula, Ledzewicz & Heinz, Schattler (2012) โ€œOn the Dynamics of Tumor Immune System Interactions and Combined Chemo- and Immunotherapyโ€, SIMAI Springer Series, Vol. 1, pp249-266. [9] S. Busenberg, & K.L. Cooke, (1982) โ€œModels of verticallytransmitted diseases with sequential continuous dynamicsโ€, Nonlinear Phenomena in Mathematical Sciences, Academic Press, New York, pp.179-187. [10] Fuat, Gรผrcan, & Fatma, Bozkurt (2009) โ€œGlobal stability in a population model with piecewise constant argumentsโ€, Journal of Mathematical Analysis And Applications, Vol. 360, No. 1, pp334- 342. [11] Ilhan, ร–ztรผrk, Fatma, Bozkurt & Fuat, Gรผrcan (2012) โ€œStability analysis of a mathematical modelin a microcosm with piecewise constant argumentsโ€, 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, ร–ztรผrk & Fatma, Bozkurt (2011) โ€œStability analysis of a population model with piecewise constant argumentsโ€, Nonlinear Analysis-Real World Applications, Vol. 12, No. 3, pp1532-1545. [13] Fatma, Bozkurt (2013) โ€œModeling a tumor growth with piecewise constant argumentsโ€, Discrete Dynamics Nature and Society, Vol. 2013, Article ID 841764 (2013). [14] Kondalsamy, Gopalsamy & Pingzhou, Liu (1998) โ€œPersistence and global stability in a populationmodelโ€, Journal of Mathematical Analysis And Applications, Vol. 224, No. 1, pp59-80. [15] Pingzhou, Liu & Kondalsamy, Gopalsamy (1999) โ€œGlobal stability and chaos in a population model with piecewise constant argumentsโ€, Applied Mathematics and Computation, Vol. 101, No. 1, pp63- 68. [16] Yoshiaki, Muroya (2008) โ€œNew contractivity condition in a population model with piecewise constant argumentsโ€, Journal of Mathematical Analysis And Applications, Vol. 346, No. 1, pp65-81. [17] Kazuya, Uesugi, Yoshiaki, Muroya & Emiko, Ishiwata (2004) โ€œOn the global attractivity for a logistic equation with piecewise constant argumentsโ€, Journal of Mathematical Analysis And Applications, Vol. 294, No. 2, pp560-580. [18] J.W.H, So & J.S. Yu (1995) โ€œPersistence contractivity and global stability in a logistic equation with piecewise constant delaysโ€, Journal of Mathematical Analysis And Applications, Vol. 270, No. 2, pp602-635. [19] Yoshiaki, Muroya (2002) โ€œGlobal stability in a logisticequation with piecewise constant argumentsโ€, Hokkaido Mathematical Journal, Vol. 24, No. 2, pp91-108. [20] Xiaoliang, Li, Chenqi, Mou, Wei, Niu & Dongming, Wang (2011) โ€œStability analysis for discrete biological models using algebraic methodsโ€, 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.