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Formation in Biological
Populations
Formation in Biological
Populations
Ranjit Kumar Upadhyay

Professor, Department of Mathematics and Computing, Indian Institute of
Technology (Indian School of Mines), Dhanbad, 826004, Jharkhand, India
Satteluri R. K. Iyengar
Professor of Mathematics (Retired), Indian Institute of Technology,
New Delhi, India
MATLAB® is a trademark of Te MathWorks, Inc. and is used with permission. Te MathWorks does not warrant the
accuracy of the text or exercises in this book. Tis book’s use or discussion of MATLAB® software or related products
does not constitute endorsement or sponsorship by Te MathWorks of a particular pedagogical approach or particular
use of the MATLAB® software
First edition published 2021

by CRC Press
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© 2021 Ranjit Kumar Upadhyay and Satteluri R. K. Iyengar
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Te right of Ranjit Kumar Upadhyay and Satteluri R. K. Iyengar to be identifed as authors of this work has been
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Contents
Foreword .........................................................................................................................................ix
Preface..............................................................................................................................................xi
About Authors ............................................................................................................................. xiii
1 Introduction to Diffusive Processes ...................................................................................1

1.1 Introduction ...................................................................................................................1
1.2 Diffusion, Convection, Advection and Dispersion Processes ................................2
1.3 Some Basic Laws of Diffusion .....................................................................................7
1.3.1 Fick’s Laws of Diffusion..................................................................................7
1.3.2 Darcy’s Law ......................................................................................................9
1.4 Diffusion Equation........................................................................................................9
1.4.1 Linear Diffusion Equation in One Dimension .......................................... 10
1.4.1.1 Time-Dependent/Concentration-Dependent Diffusion
Coeffcient Problems ...................................................................... 13
1.4.2 Linear Diffusion Equation in Two and Three Dimensions ..................... 14
1.4.2.1 Two-Dimensional Diffusion on a Disk ....................................... 15
1.4.2.2 Linear Diffusion Equation in Three Dimensions...................... 15
1.4.2.3 Reaction–Diffusion Equations in Diffusion Processes ............. 16
1.4.3 Diffusion in a Heterogeneous Environment ............................................. 17
1.5 Stochastic Reaction–Diffusion (SRD) Systems........................................................ 18
1.6 Hopf Bifurcation Analysis .........................................................................................22
1.7 Multiple-Scale Analysis/Weakly Nonlinear Analysis .......................................... 25
1.7.1 Linear Stability Analysis of the Amplitude Equation .............................. 31
1.8 Overview of the Book.................................................................................................34
References ............................................................................................................................... 36
2 Reaction–Diffusion Modeling........................................................................................... 41
2.1 Introduction ................................................................................................................. 41
2.2 Reaction–Diffusion Equations ..................................................................................43
2.2.1 Derivation of Reaction-Diffusion Equation ...............................................43
2.3 Hyperbolic Reaction–Diffusion Equations..............................................................44
2.4 Single-Species Reaction–Diffusion Models............................................................. 46
2.4.1 Model 1: Linear Model of Kierstead and Slobodkin................................. 47
2.4.1.1 KISS Model in Two Dimensions .................................................. 49
2.4.2 Model 2: Nonlinear Fisher Equation........................................................... 50
2.4.2.1 Spatial Steady-State Solution ........................................................ 51
2.4.2.2 Some Analytical Solutions ............................................................ 53
2.4.3 Model 3: Nagumo Equation ......................................................................... 55
2.4.3.1 Numerical Solutions ...................................................................... 58
2.5 Two-Species Reaction–Diffusion Models ................................................................ 60
2.5.1 Turing Instabilities of Two-Species Reaction–Diffusion Systems .......... 60
2.5.1.1 Predator–Prey Reaction–Diffusion Systems...............................64
v
vi Contents
2.6 Applications in Biochemistry: Belousov–Zhabotinsky Reaction–Diffusion

Systems ......................................................................................................................... 72
2.6.1 Model 1: Oregonator Model ......................................................................... 73
2.6.2 Model 2: Brusselator Model.......................................................................... 75
2.6.3 Model 3: Schnakenberg Model .................................................................... 79
2.6.4 Model 4: Lengyel–Epstein Model ................................................................80
2.6.5 Model 5: Sel’kov Model................................................................................. 82
2.6.6 Model 6: Gray–Scott Model ..........................................................................85
2.7 Multispecies Reaction–Diffusion Models................................................................ 88
2.7.1 Model 1: Hastings–Powell Model................................................................ 88
2.7.2 Model 2: Modifed Upadhyay–Rai Model .................................................. 91
2.7.3 Model 3: Modifed Leslie–Gower-Type Three-Species Model ................ 96
References ............................................................................................................................. 100
3 Modeling Virus Dynamics in Time and Space ............................................................ 111

3.1 Introduction ............................................................................................................... 111
3.1.1 Next-Generation Operator Method........................................................... 117
3.2 Susceptible-Infected (SI) Models ............................................................................ 118
3.2.1 Models with Nonlinear Incidence Rate .................................................... 119
3.2.2 Models with Self and Cross-Diffusion ..................................................... 123
3.2.3 Infuenza Epidemic Models........................................................................ 126
3.2.3.1 A Simple Spatial SI Epidemic Model......................................... 127
3.2.3.2 Turing Instability.......................................................................... 133
3.2.3.3 Two-time Scale Infuenza Models.............................................. 138
3.3 Susceptible-Infected-Susceptible (SIS) Models ..................................................... 142
3.4 Susceptible-Infected-Removed (SIR) Models ........................................................ 153
3.4.1 SIR Models with Vital Dynamics .............................................................. 158
3.4.2 SIR Models with Treatment Rate............................................................... 161
3.5 Susceptible-Infected-Removed-Susceptible (SIRS) Models ................................ 170
3.6 Susceptible-Exposed-Infected-Recovered (SEIR) Models ................................... 179
3.6.1 Infuenza Model Revisited.......................................................................... 194
Exercise 3............................................................................................................................... 201
References ............................................................................................................................. 202
4 Modeling the Epidemic Spread and Outbreak of Ebola Virus................................. 215

4.1 Introduction ............................................................................................................... 215
4.1.1 Source and Symptoms................................................................................. 215
4.1.2 Transmission and Control of Epidemics .................................................. 216
4.2 Formulation of Ebola Epidemic Models ................................................................ 217
4.3 Model 1: Ebola Epidemic SEIR Model.................................................................... 226
4.3.1 Spatial SEIR Ebola Epidemic Model ......................................................... 232
4.4 Model 2: Ebola Epidemic SEIRHD Model ............................................................. 238
4.4.1 Sensitivity Indices of 0 .............................................................................. 241
4.5 Model 3: Ebola Epidemic SEIORD Model and Its Extension.............................. 243
4.6 Model 4: Ebola Epidemic SEIRD Model with Time Delay.................................. 248
4.6.1 Existence of Endemic Equilibrium and Stability Analysis ................... 252
4.7 Model 5: General Ebola Transmission Model for Population in a
Community................................................................................................................254
Contents vii
Exercise 4............................................................................................................................... 261

References ............................................................................................................................. 261
5 Modeling the Transmission Dynamics of Zika Virus................................................ 267

5.1 Introduction ............................................................................................................... 267
5.1.1 Symptoms and Clinical Features............................................................... 269
5.2 Formulation of Zika Epidemic Model.................................................................... 270
5.3 Model 1: Zika Virus SIR Transmission Model...................................................... 273
5.3.1 Optimal Control Analysis .......................................................................... 280
5.4 Model 2: Zika Virus SEIR Transmission Model ................................................... 283
5.4.1 Bifurcation Analysis .................................................................................... 286
5.4.2 Optimal Control Analysis .......................................................................... 288
5.5 Model 3: Zika Virus SEIR Horizontal and Vertical Transmission Model......... 290
5.6 Model 4: Zika Virus with Vertical Transmission ................................................. 299
5.7 Model 5: Zika Virus SIR Transmission Model with Human and
Vector Mobility.......................................................................................................... 303
5.7.1 Existence of Travelling Wave Solutions ....................................................306
5.8 Model 6: Zika Virus Transmission with Criss-Cross Interactions Model ........308
5.9 Model 7: Zika Virus SEIR Transmission Model.................................................... 314
5.9.1 Model with Diffusion.................................................................................. 320
Exercise 5............................................................................................................................... 325
References ............................................................................................................................. 325
6 Brain Dynamics: Neural Systems in Space and Time................................................. 331

6.1 Introduction ............................................................................................................... 331
6.2 Properties of Neurons ..............................................................................................334
6.2.1 Electrophysiological Properties of Neurons ............................................ 335
6.2.2 Ionic Conductance ....................................................................................... 335
6.2.3 Generation of Action Potential, Its Activity, and Signal Propagation ... 337
6.2.3.1 Synapse and Its Functional Mechanism ................................... 338
6.2.4 Ionic Currents, Neuronal Activity and Neuronal Responses ............... 339
6.3 Hodgkin–Huxley (HH) Model................................................................................344
6.3.1 Simulation Results ....................................................................................... 349
6.4 FitzHugh-Nagumo (FHN) Model...........................................................................354
6.4.1 Linear Stability Analysis and Hopf Bifurcation...................................... 356
6.4.2 Amplitude Equation .................................................................................... 357
6.4.2.1 Linear Stability Analysis of the Amplitude Equation ............ 361
6.4.3 Secondary Bifurcation of the Turing Pattern........................................... 365
6.4.3.1 Dynamics of 1D Diffusion in FHN Model ............................... 369
6.5 Morris–Lecar (M–L) Model...................................................................................... 370
6.5.1 Stability and Bifurcation Analysis ............................................................ 372
6.5.1.1 Bifurcation Analysis .................................................................... 373
6.5.2 Spatial Morris–Lecar Model ...................................................................... 374
6.5.3 Multiple-Scale Analysis (Amplitude Equations)..................................... 377
6.5.3.1 Amplitude Stability...................................................................... 383
6.5.4 Spiking and Bursting in Single M-L Neuron Model ..............................384
6.6 Hindmarsh–Rose (H-R) Model ............................................................................... 388
6.6.1 Formulation of a Modifed H-R System.................................................... 392
viii Contents
6.6.2Bifurcation Analysis .................................................................................... 394

6.6.3Modifed Reaction–Diffusion H-R System............................................... 395
6.6.4Construction of Traveling Front Solution................................................. 398
6.6.4.1 Numerical Results ........................................................................ 403
References .............................................................................................................................405
Solutions to Odd-Numbered Problems................................................................................. 413

Index ............................................................................................................................................. 431
Foreword
Mathematical modelling is playing an increasingly important role in ecology, epidemiol-

ogy, biology, and medicine. As I write this foreword, mathematical models are being used
to inform governments across the world on the impact of different strategies for dealing
with the COVID-19 pandemic. This book is therefore very timely as it provides an intro-
duction to the deterministic (and some stochastic) modelling of spatiotemporal phenom-
ena in ecology, epidemiology, and neural systems, surveying classical models in the feld
with up-to-date applications.
It begins with a detailed description of spatial dynamics, showing how movement
phenomena from many different areas can be modelled within the same general math-
ematical framework. The methods of analysis of the resultant partial differential equations
are presented. This is built upon by adding kinetics, leading to systems of reaction–
diffusion equations. The classical models in this area are motivated and their analyses
presented. The next three chapters discuss modelling virus dynamics in space and time,
with applications to the recent Ebola and Zika virus pandemics. The fnal chapter presents
an introduction to the biology of the brain, together with the classical models for neural
dynamics.
This book is written in a very accessible way, carefully and clearly explaining all steps.
It describes in detail the scientifc problem, development of the appropriate mathematical
models, subsequent analysis (including techniques such as linear stability analysis, weakly
nonlinear analysis, control theory, and numerical simulation) and resultant insights gained
into the scientifc problem. It is an ideal introduction to modelling spatiotemporal dynam-
ics for anyone wishing to enter the feld of mathematical biology.
Philip K. Maini, FRS, FMedSci, FNA

Oxford, UK
June 2020
ix
Preface
During the past few years, the world has experienced the emergence of major devastating
epidemic outbreaks and the spread of viruses like Ebola and Zika. As this manuscript
was getting ready to be sent to the publishers, Coronavirus has emerged and has been
threatening the whole world. Understanding the modeling of virus dynamics of infectious
diseases holds the key for designing control strategies from the public health perspec-
tive. Therefore, we felt that collecting all the available literature at one place may be use-
ful for students and research workers in these areas. Emphasis is made on mathematical
modeling using reaction–diffusion systems in biological populations with applications to
ecology, epidemiology, and neural systems. The temporal and spatial dynamics can be
essentially different, and while its results may be misleading in some situations, temporal
analysis provides an important direction for understanding the spatial/spatiotemporal
dynamics. The analysis of patterns enables us to study the dynamics of macroscopic and
microscopic behavior of underlying systems. The travelling wave-type patterns can be
especially observed in dispersive systems.
Chapter 1 introduces the basic concepts of spatial dynamics and spatial/diffusive pro-
cesses of biological populations, Hopf bifurcation analysis, multiple-scale analysis, and
neural systems that play a key role in understanding the functions of the brain and its
dynamics. In Chapter 2, reaction–diffusion modeling is presented to describe the diffu-
sive dispersal of the population, developmental processes, etc. Three single-species mod-
els, a two-species model, six models in applications in biochemistry, and three models
of multispecies reaction–diffusion are analyzed. In Chapter 3, transmission dynamics
of infectious diseases are studied. Five different types of models are analyzed: (i) sus-
ceptible–infected (SI), (infuenza epidemic); (ii) susceptible–infected–susceptible (SIS);
(iii) susceptible–infected–removed (SIR); (iv) susceptible–infected–removed–susceptible
(SIRS); and (v) susceptible–exposed–infected–recovered (SEIR). Chapter 4 deals with fve
models of epidemic spread and outbreak dynamics of the Ebola virus. Chapter 5 deals
with seven models of transmission and outbreak dynamics of the Zika virus. The frst
four models discuss the temporal dynamics and the remaining three models discuss the
temporal and spatial dynamics. In Chapter 6, four biophysical neuron models are exam-
ined for the evolution of the functional mechanism of the brain. Using conductance-based
mathematical models, patterns of spiking activity and qualitative behavior of temporal
activity such as periodic fring, bursting, chattering, mixed-mode oscillations, and chaotic
fring are studied.
Most of the models discussed in the book are solved using the software MATLAB or
MATHEMATICA.
We are extremely grateful to Prof. Dr. Philip K. Maini, FRS, FMedSci, FNA, Wolfson
Centre for Mathematical Biology, Mathematical Institute, Oxford University, Oxford, for
writing the foreword for the book.
We thank all the Professors who reviewed the book and provided constructive sugges-
tions, which gave us the proper direction and impetus for writing the book.
We express our gratitude to all the following authors and their co-authors for giving
approval and providing an opportunity to include their works in the book:
Dr. Abid, W.; Dr. Agusto, F. B.; Dr. Al-Darabsah, I.; Dr. Allen, L. J. S.; Dr. Ambrosio, B.;
Dr. Aziz Alaoui, Dr. Bonyah, E.; Dr. Brauer, F.; Dr. Cai, Y.; Dr. Camacho, A.; Dr. Capone, F.;
xi
xii Preface
Dr. Carrero, G.; Dr. Charles, W. M.; Dr. Chinviriyasit, S.; Dr. Cui, R.; Dr. Deng, K.;
Dr. Djiomba Njankou; Dr. Do, T. S.; Dr. Dubey, B.; Dr. Fitzgibbon, W.; Dr. Funk, S.; Dr. Han,
W.; Dr. Harko, T.; Dr. Hille, B.; Dr. Imran, M.; Dr. Izhikevich, E. M.; Dr. Jin, Z.; Dr. Kao,
Y.; Dr. Kim, K. Ik.; Dr. King, J. R.; Dr. Kucharski, A. J.; Dr. Kumari, N.; Dr. Legrand, J.;
Dr. Li, T.; Dr. Li, X.; Dr. Liu, P.; Dr. Liu, Q. X.; Dr. Ma, M.; Dr. Madzvamuse, A.; Dr. Mao,
X.; Dr. Mariana Ruiz Villarreal.; Dr. Mark Kot.; Dr. Mazin, W.; Dr. Mondal, A.; Dr. Morris,
C.; Dr. Pankaj Seth.; Dr. Parshad, R.D.; Dr. Purves, D.; Dr. Röst, G.; Dr. Roy, P.; Dr. Ruan,
S.; Dr. Samsuzzoha, M.; Dr. Schwartz, Ira. B.; Dr. Schwiening, C. J.; Dr. Shen, J.; Dr. Shi,
J.; Dr. Sun, G. Q.; Dr. Tang, B.; Dr. Tang, Q. L.; Dr. Tsaneva-Atanasova, K.; Dr. Wang, W.;
Dr. Wang, X.; Dr. Wu, C.; Dr. Yang, F.; Dr. Yang, J.; Dr. Yi, F.; Dr. Zhang, J.; Dr. Zheng, Q.;
Dr. Zhou, J.
Our grateful thanks to the following publishers who have given copyright permis-
sion to reproduce fgures from their reputed International journals and books: American
Institute of Physics, American Physical Society, Cambridge University Press, Elsevier,
Hindawi Publishing Corporation, IOP Publishing, John Wiley and Sons, MIT Press,
Oxford Publishing House, Society for Industrial and Applied Mathematics, Springer
Nature, Springer Open Journal, the Physiological Society, and World Scientifc Publishing
Company.
We profusely thank Taylor and Francis for accepting to publish the book and bringing
it in a nice form.
We shall be extremely happy to receive suggestions and comments to improve the
quality of the book.
MATLAB® is a registered trademark of The MathWorks, Inc. For product information,

please contact:
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Web: www.mathworks.com
About Authors
Dr. Ranjit Kumar Upadhyay is Professor in the Department of

Mathematics and Computing, Indian Institute of Technology (Indian
School of Mines), Dhanbad, India. He is an acknowledged researcher
and has contributed to various areas of applied mathematics, math-
ematical modeling, and nonlinear dynamics. His research areas
are interdisciplinary in nature such as dynamical systems theory;
chaotic dynamics of real-world situations; population dynamics for
marine and terrestrial ecosystems; spatial dynamics in epidemic
(infuenza, Ebola, Zika and Corona viruses), e-epidemic and neu-
ral models; and reaction–diffusion modeling. He has published 160
research papers in different International journals of repute, and a
number of these publications are with international collaborators. He has supervised nine
students for their Ph.D. Currently, six students are working under his guidance for their
Ph.D. degree. He has handled a number of sponsored R&D projects. He is the co-author
of the book titled Introduction to Mathematical Modeling and Chaotic Dynamics published by
Taylor & Francis group (CRC Press, USA). He is on the editorial board for many reputed
journals. He is an associate editor of the Food Webs journal by Elsevier and Advances in
Difference Equations and Differential Equations and Dynamical Systems journals by Springer.
He is a guest editor of a special issue entitled Nonlinear Models in Biosignaling, Biosensor
and Neural Systems – Modeling, Simulations, and Applications, being brought out by the
Differential Equations and Dynamical Systems, a Springer journal. He was a visiting research
fellow under the Indo-Hungarian educational exchange program in Eötvös University,
Budapest, Hungary. He was a visiting scientist and delivered invited lectures in many
renowned institutions such as University of Cambridge; University of Leicester, UK; and
University of Le Havre Normandie, France. He is a member of the International Society of
Computational Ecology, Hong Kong.
Dr. Satteluri R. K. Iyengar was Professor and former Head of the

Department of Mathematics, Indian Institute of Technology (IIT),
New Delhi, India. He worked as a professor for more than 22 years.
His areas of research work are numerical analysis and mathemati-
cal modeling. He is the co-author of the books titled Introduction
to Mathematical Modeling and Chaotic Dynamics published by
Taylor & Francis group (CRC Press, USA) and Advanced Engineering
Mathematics, published by Narosa Publishing House. He is a co-
author of a number of books on Numerical Analysis like “Numerical
Methods for Scientifc and Engineering Computation” etc. He has many
research publications in international journals of repute. He was a post-doctoral fellow at
Oxford University Computing Laboratory, Oxford, United Kingdom, and the University of
Saskatchewan, Canada. He was awarded the Distinguished Service Award by the Indian
Institute of Technology, New Delhi, India, during its golden jubilee year in 2011. He was
also awarded the Distinguished Indian Award in 2007 by the Pentagram Research Center
(P) Limited, Hyderabad, India, for his contributions.
xiii
1
Introduction to Diffusive Processes
1.1 Introduction
Diffusive/spatial processes like evolution of new species, dynamics of invading species,
maintenance of biodiversity, and movements of animals and plants play central roles in
ecology. A key factor in how ecological communities are shaped is the spatial components
of ecological interactions. Modern tools give us information about rates of dispersal among
subpopulations. The study of the data of ecological species reveals that species spread as
traveling waves and also provide information about the interplay between ecological and
evolutionary dynamics in the spread of the population.
The spatial dynamics of pathogens and immune system cells within individual organ-
isms is important for understanding infectious disease outbreaks [89]. A common feature
of earlier ecological population models is that the interactions were based on the mass action
law, an approach that has its conceptual foundation in modeling chemical reactions [79].
When the reactants are well mixed and have to collide in order to react, the mass action
law states that “the collision rate (hence the reaction rate) is proportional to the product
of the concentrations of the reacting molecules”. The law assumes that the population of
interacting species is large enough to guarantee conditions of well mixing. Ecological situ-
ations in which well-mixed condition does not hold can lead to incorrect predictions, and
a spatial model with local interactions is more appropriate in such cases. The following are
two examples of spatial movements: Andrewartha and Birch [2] observed that some insect
populations become frequently extinct but persisted globally due to recolonization from
local populations. The second example is Huffaker’s [43] laboratory experiment with two
mites, one of which feeds on oranges (Eotetranychus sexmaculatus) and the other feeds on
the predatory mite (Typhlodromus occidentalis) that attacks E. sexmaculatus. Huffaker set up
an array of oranges and rubber balls with different spatial complexity that controlled dis-
persal. He demonstrated that a complex spatially heterogeneous array promoted species
coexistence and later confrmed that spatial subdivision is important for the persistence
of populations.
In modeling the population dynamics, space can be included either implicitly or explic-
itly. The Levins model [55] describes the dynamics of a population in a spatially subdivided
habitat. Population may go to extinction in patches and may subsequently be recolonized
from other occupied patches. Space is implicit in the sense that recolonization is equally
likely from all occupied patches regardless of their locations. The Father of the studies of
ecological diffusion, John Gorden Skellam [96], employed models that include space explic-
itly to describe the invasion of species. These models are similar to Fisher’s model [51]
for the spread of novel allele. Fisher and the famous troika of researchers – Kolmogorov,
Petrovskii, and Piscunov – studied the diffusion models in population dynamics as early
1
2 Spatial Dynamics and Pattern Formation in Biological Populations
as 1936. These models included space, but they did not allow for spatial correlations, since
local populations are effectively infnite [79]. A key aspect of the spatial processes is the
degree to which the subunits of a system or network are connected to one another, and
this degree governs the population persistence, patterns of biodiversity, and ecosystem
function [7]. Complex ecosystems exhibit patterns that are bound to each other and are
observed over different spatial and time scales [36]. Ecosystem theory is full of macroeco-
logical patterns for which causal relationships are still debated [34,68]. Species–area and
diversity–stability relationships of ecological patterns are some of the important areas of
study.
1.2 Diffusion, Convection, Advection and Dispersion Processes

Diffusion: The word diffusion means “to spread out”. If a substance is “spreading out”, it
is moving from an area of high concentration to an area of low concentration. Diffusion
is a phenomenon by which a particle group as a whole spreads according to the irregular
motion of each particle. Diffusion results in mixing or mass transport, without requiring
bulk fow. When the microscopic irregular motion of each particle gives rise to a regularity
of motion of the total particle group, then the phenomenon of diffusion arises. A consider-
ation of the long-term statistical trend of the irregular motion of a single particle also leads
to the concept of diffusion (concept of randomness). In terms of randomness, diffusion can
be defned to be a basically irreversible phenomenon by which matter, particle groups,
population, etc., spread out within a given space according to individual random motion.
It was shown that even the motion of humans can be very well approximated with random
walks if considered on a relevant spatiotemporal scale [5]. It is important to know how the
mean square displacement x 2 depends on time. A study describes this dependence by the
power law x 2 ~ t˜ . We have (i) Brownian motion for ˜ = 1/2, (ii) subdiffusion for ˜ < 1/2,
and (iii) superdiffusion for ˜ > 1/2. Individual random walks are of standard Brownian
type which eventually result in diffusion. Diffusion can be introduced in the following two
ways: (i) an approach starting with Fick’s laws of diffusion and their mathematical conse-
quences and (ii) an approach that considers the random walk of the diffusing particles. In
the frst case, diffusion is the movement of a substance from a region of high concentra-
tion to a region of low concentration without bulk motion. According to Fick’s law, “the
diffusion fux is proportional to the negative gradient of concentrations”. Generalizations
of Fick’s laws were developed in various frameworks of thermodynamics and nonequilib-
rium thermodynamics. Diffusion is a mixture of molecules due to Brownian motion, and
it depends on the magnitude of the concentration gradient. It was observed that diffusion
and dispersion always take place together and that dispersion has something to do with
the concentration gradient. The molecule transport by dispersion is of magnitudes big-
ger compared to diffusion. Since diffusion is a phenomenon of random motion, it causes
the system to decay toward uniform conditions. For example, diffusing molecules will
move randomly between areas of high and low concentrations but since there are more
molecules in the high concentration region, more molecules will leave the high concentra-
tion region than the low concentration one. Therefore, there will be a net movement of
molecules from high concentration to low concentration. Initially, a concentration gradient
(a smooth decrease in concentration from high to low) will form between the two regions.
Introduction to Diffusive Processes 3
As time progresses, the gradient will grow increasingly shallow until the concentrations
are equalized. It is possible that nonreversible processes such as diffusion can be gen-
erated by microscopic deterministic chaos. Diffusion increases entropy, decreases Gibbs
free energy, and therefore is thermodynamically favorable. Diffusion operates under the
second law of thermodynamics. The second law of thermodynamics gives Gibbs equation
which determines the direction of an irreversible process, relating entropy to a change
in internal energy, volume, and partial masses. Diffusion is important in systems experi-
encing an applied force. In a conducting material, the net motion of electrons in an elec-
trical feld quickly reaches a terminal velocity (resulting in a steady current described
by Ohm’s law) because of the thermal (diffusive) motions of atoms. Einstein’s relation,
D = kT × mobility (discovered by Nernst 1884), relates the diffusion coeffcient to the mobil-
ity of particles [22]. Pais in his book titled, Subtle is the Lord: The Science and the Life of Albert
Einstein [82], gave an interesting review of Einstein’s work on diffusion. Einstein employed
a random walk model for his analysis. Einstein’s work on diffusion can be applied to dairy
technology (colloidal properties of micelle suspension in milk) and construction industry
(link with granular matter) [17,82]. In cell biology, diffusion is the main form of transport
within cells and across cell membranes.
Convection: Convection is the collective movement of groups or aggregates of molecules
within fuids, through advection or through diffusion or as a combination of both of them.
Convection of mass cannot take place in solids, since neither bulk current fows nor sig-
nifcant diffusion can take place in solids. Diffusion of heat can take place in solids, but
that is called heat conduction. Convection can be demonstrated by placing a heat source
at the side of a glass full of a liquid and observing the changes in temperature in the glass
caused by the warmer fuid moving into cooler areas. Convective heat transfer is one of
the major types of heat transfer, and convection is also a major mode of mass transfer in
fuids. Convective heat transfer and mass transfer both take place by diffusion due to the
random Brownian motion of individual particles in the fuid. In advection, matter or heat
is transported by the larger-scale motion of currents in the fuid. In the context of heat
transfer and mass transfer, the term convection is used to refer to the sum of advective and
diffusive transfers.
Advection: Advection is a transport mechanism of a fuid due to the fuid’s bulk motion.
A simple example of advection is the transport of pollutants or silt in a river by bulk water
fow downstream. Another example of advection is energy or enthalpy. The fuid’s motion
is described mathematically as a vector feld, and the transported material is described
by a scalar feld showing its distribution over space. Since advection requires currents
in a fuid, it cannot happen in rigid solids. It does not include transport of substances by
molecular diffusion. In meteorology and physical oceanography, advection often refers to
the transport of some property of the atmosphere or ocean such as heat, humidity (mois-
ture), or salinity. Advection is important for the formation of orographic clouds and the
precipitation of water from clouds, as part of the hydrological cycle.
Dispersion/dispersal: Biological dispersal refers to those processes by which a species
maintains or expands the distribution of its population. Dispersal is necessary in popula-
tions because members of the species compete for the same limited resources within an
ecosystem. Dispersal relieves pressure on resources in an ecosystem. Dispersal mecha-
nisms depend on the competition for these resources. Dispersal may involve replacement
of a parent generation by a new generation with only minor changes in the geographic
area occupied. Dispersal enables the species population to occupy much of the avail-
able habitat and maximize its resources in its favor. Some organisms (plants and espe-
cially sedentary animals) have evolved adaptations for dispersal by taking advantage of
various forms of kinetic energy occurring naturally in the environment like water fow
and wind. Often, dispersal may be purely random, density-dependent, or random plus
density-dependent. Dispersal over long distances can be approximated mathematically
by deterministic partial differential equations or integro-differential equations. Dispersal
over very short distances often results in large spatial correlations. In case of interact-
ing particle systems, local dispersal can result in spatial correlations. The global dispersal
results in a Poisson distribution which allows one to study spatially homogeneous models
that are at the onset of exhibiting spatial correlation, such as when offspring are dispersed
over intermediate distances [79].
Difference between diffusion and dispersion: Dispersive mass transfer in fuid
dynamics is the spreading of mass from highly concentrated areas to less concentrated
areas. Dispersive mass fux is analogous to diffusion. It can be described using Fick’s frst
law, J = −E ( dc/dx ), where c is the mass concentration of the species being dispersed, E is
the dispersion coeffcient, and x is the position in the direction of the concentration gradi-
ent. The following physical model of dispersion is explained well in the book Analysis of
Transport Phenomena by William M. Deen [18]. Consider a convective fow superposed over
the diffusion. If the fow velocity is uniform everywhere (plug fow), then molecules at dif-
ferent places in the fow will move with the same convective velocity, and it is only the dif-
fusion rate that will differentiate between them. Now, consider a fow in which gradients
exist, for example, a fully developed pipe fow. The fuid at the center of the pipe is moving
much faster than the fuid close to the walls. If there is diffusion in the radial direction,
then molecules can hop over from one streamline to the next and thereby will be trans-
ported over different distances due to the difference in velocities. This is caused indirectly
by diffusion in the radial direction. The amount of dispersion reduces with increasing
diffusion coeffcient. This is because the molecules will just be hopping from one stream-
line to another constantly and will not get suffcient time to be transported far from each
other. Depending on the situation, a diffusive process is classifed as self-diffusion, cross-
diffusion, mutual-diffusion, etc. A detailed review of the interpretations of these forms of
diffusion was given by Vanag and Epstein [111]. Wolfenbarger [113] introduced the follow-
ing defnition: When transportation takes place due to energy from within the organism,
the dispersion is termed as active, and when it takes place due to energy from outside the
body, the dispersion is termed as passive. The smaller the organism, the more it is subject
to the effect of environmental turbulence. Thus, the diffusion of small animals should
be considered as partly passive and partly active. For instance, bacteria and pollen in the
air and phytoplankton in the water diffuse almost passively, while many insects in fight
undergo varying proportions of passive diffusion and active diffusion, according to the
degree of movement of the environmental fuid.
Multicomponent diffusion: In gas mixtures or concentrated solutions where more than
one chemical species is present, diffusion coeffcient is not a constant or composition-inde-
pendent. In these cases, diffusion depends on intermolecular dependencies. The diffusion
equation is to take into account relations between the mass fux of one chemical species to
the concentration gradients of all chemical species present. The mathematical equations
are formulated from the Maxwell–Stefan description of diffusion [16,69]. This formulation
is often applied to describe gas mixtures, such as syngas in a reactor or the mix of oxygen,
nitrogen, and water in a fuel cell cathode. In Maxwell–Stefan diffusion, the choices of
dependent variables are not the species concentrations, but rather the species mole or mass
fractions. The diffusive mass fux of each species is, in turn, expressed in terms of the gra-
dients of the mole or mass fractions, using multicomponent diffusion coeffcients ese are
symmetric, so that an n-component system requires n(n − 1)/2 independent coeffcients to
parametrize the rate of diffusion of its components. Simplifcations to the Maxwell–Stefan

equations are derived in order to employ the equivalent Fick’s law of diffusivity.
Self- and cross-diffusion: During the last two decades, there has been considerable
interest in the study of the stability behavior of a system of interacting populations by
taking into account the effect of self- as well as cross-diffusion [63]. Cross-diffusion can
change the stability of a constant positive steady state of a self-diffusive system. That is,
cross-diffusion can lead to the occurrence and disappearance of the Turing instability of
the system. This implies that cross-diffusion is not always helpful to create the Turing
instability for the predator–prey system. Biologically, self-diffusion means the movement
of individuals from a higher to a lower concentration region. Cross-diffusion implies the
population fuxes of one species due to the presence of the other species. The value of
the cross-diffusion coeffcient may be positive, negative, or zero. Positive cross-diffusion
coeffcient denotes the movement of the species in the direction of lower concentration of
another species, and negative cross-diffusion coeffcient denotes that one species tends to
diffuse in the direction of higher concentration of another species. For example, Enrique
Peacock-Lopez [83] considered the case when negative cross-diffusion (which represents
the lack of predator mobility) is compensated by their ability to camoufage and attract
their prey. The dynamics of interacting populations with self- and cross-diffusion was
investigated by several researchers [13,19,20,44,49,104,105,111]. By exploring the idea of
cross-diffusion, Chattopadhyay and Tapaswi [13] observed two-dimensional (2D) spa-
tial patterns in the same system without environmental heterogeneity. It was observed
that constant coeffcient cross-diffusions are necessary to maintain spatial pattern in 2D
Lotka–Volterra competitive systems [13]. In developmental biology, experimental fndings
demonstrated that cross-diffusion can be quite signifcant in generating spatial structures
[111]. In molecular biology, cross-diffusion processes appear in multicomponent systems
containing at least two solute components [70,112]. Multicomponent systems contain-
ing nanoparticles, surfactants, polymers, and other macromolecules in solution play an
important role in industrial applications and biological functions [70]. The effects of cross-
diffusion on reaction–diffusion-type models for pattern formations have been studied by
many authors [8,9,32,33,44,52,57,90,91,107,114,118,119]. Introducing linear cross-diffusion
for a two-component reaction–diffusion system with activator-depleted reaction kinet-
ics, many authors derived cross-diffusion-driven instability conditions [35,65,88,92] and
showed that they are a generalization of the classical diffusion-driven instability condi-
tions in the absence of cross-diffusion. Cross-diffusion induced diffusion-driven insta-
bility on stationary domains and volumes, occurs when a uniform steady state which is
linearly stable in the absence of cross-diffusion and regular diffusion, becomes unstable
when cross-diffusion and regular diffusion are present [65].
Why diffusion in ecology? No life is possible if spatial and temporal processes do not
interact. Existence and infuence of the spatial processes (active and passive movement of
species, passive movement of plant species, etc.) on the temporal evolution of species densi-
ties necessitate mathematical biologists to model the real movements of animals as random
and study the same. Currently, these movements are represented mathematically by Fick’s
law of diffusivity (dispersal, migration). Diffusion in ecology is a phenomenon by which
the biological population spreads according to the irregular motion of each individual of
the population. The conceptual applicability of diffusion terms to describe redistribution
of species in space due to random motion of the individuals for any value of population
density was shown by Okubo [80]. Since the dispersal rates in the prey–predator model are
assumed to be the same for both the prey and predator, the patterns cannot appear due
to the Turing instability [93] but due to some other mechanisms [85]. Depending on the
details of the species distribution, there can be two different patterns – regular or chaotic
corresponding to two different regimes of the system dynamics [86]. Reaction–diffusion
models in ecology were studied by many authors [1,21,54,77,78,95]. Skellam [96,97,98] sug-
gested that the process of biological diffusion cannot be purely random. Animals often
concentrate together to form groups. In such cases, an effect that opposes diffusion occurs
due to behavioral patterns and interaction between individuals. One of the important fea-
tures that distinguish the movement of animals from the random motion of the inorganic
material is this delicate balance between “spreading” and “concentrating”. Dispersion in
the physical environment of species cannot be ignored while considering organism dis-
persal. Horizontal density variation of plankton in the form of plankton patchiness has
been of interest to biological oceanographers [11,101]. While a tendency for the formation
of patches exists, the effect of oceanic diffusion is to supply a mechanism to intra- and
interspecies relationships which causes instability of the ecosystem [56,93]. When move-
ment is diffusive, the traveling wave moves from the stronger population to the weaker.
However, by incorporating behaviorally induced directed movement toward the stronger
population, the weaker one can slow the traveling wave down, even reversing its direc-
tion. Hence, movement responses can switch the predictions of traditional mechanistic
models [87].
Why diffusion in neural systems? The electrical activities in the neurons are governed
via movement of ionic currents through neuron membranes. Izhikevich [45] has discussed
the mechanism of how ions diffuse down the concentration gradient through the mem-
brane and produce outward current. The positive and negative charges accumulate on the
opposite sides of the membrane surface creating an electric potential gradient across the
membrane called as the transmembrane potential or membrane voltage. This potential
slows the diffusion of K+ ions which are attracted to the negatively charged interior and
repelled from the positively charged exterior of the membrane. Most of these membrane
currents involve one of the four ionic species: sodium (Na+), potassium (K+), calcium (Ca2+),
and chloride (Cl−). The concentrations of these ions are different on the inside and the
outside of a cell, which creates electrochemical gradients – the major driving forces of
neural activity. The extracellular medium has high concentration of Na+, Cl−, and Ca2+ ions,
and the intracellular medium has high concentration of K+ ions. According to Fick’s frst
law, the ions will move from a region of high concentration to a region of low concentra-
tion gradient. In cell membrane, Na+ and Ca2+ ions move from outside the cell membrane
to inside the cell membrane, whereas the K+ ions move from inside to outside the cell
membrane. The movement of these ions is described mathematically by the diffusion pro-
cesses. For example, in models of nerve conduction, only the membrane potential spatially
interacts; the recovery and other variables interact only through the membrane potential
[24,109]. Reaction–diffusion equations describe a variety of phenomena in neuroscience.
The Hodgkin–Huxley equations describe the propagation of nerve pulses and the potas-
sium and calcium ion concentrations in cortical structures. Reaction–diffusion systems
have been shown to be able to propagate structured wave patterns without attenuation
to form stable patterns [39,67,73] and to select the maximum stimulus using only local
interactions [60,71,72,94,108]. A reaction–diffusion system requires the presence of a pair of
antagonistic neurotransmitters. Note that a neurotransmitter may interact with more than
one other neurotransmitter. The same system may also model diffusion neurotransmis-
sion of a single neurotransmitter without the antagonistic inhibitor. This can be treated
as a special case of a reaction–diffusion (RD) system [60]. The solutions of RD equations
display a wide range of behaviors including the formation of traveling waves in nerve
conduction, for example, traveling wave solutions of the full Hodgkin–Huxley equations
[6]. Some of the processes that can be modeled by the RD equations are the following: (i)
propagation of an action potential along an electric cable (HH equations), (ii) concentra-
tion changes of ionic species under the infuence of local reactions, and diffusion of ions
down their concentration gradients without expense of energy in an aqueous medium
(Kolmogorov–Petrovsky–Piskunov equations), and (iii) electrodiffusion (diffusion of
charged particles under the infuence of an electric feld), which is a nonlinear transport
process whose essence is diffusion of ions combined with their migration in an electric feld
(Nernst–Planck equations). However, electrodiffusion is the principal means of migration
only in the presence of large number of ions. Electrodiffusion has not yet been reconciled
with action potential propagation, and alternative ways (based on Maxwell’s equations
instead of RD systems) are appearing in theoretical models of information handling in the
brain [6].
1.3 Some Basic Laws of Diffusion

1.3.1 Fick’s Laws of Diffusion
Fick’s frst law: The law states that “the net movement of diffusing substance per unit area
of section (the fux) is proportional to the concentration gradient (how steeply the con-
centration changes in space) and is toward lower concentration”. Consider a collection of
particles performing a random walk in one dimension with length scale ˜x and time scale
˜t. Let N(x, t) be the number of particles at position x at time t. At a given time step, half
of the particles would move to left and the other half would move to right. Since half of
the particles at a point x move to right and half of the particles at point x + °x move to left,
the net movement to the right is − [ N ( x + ˙x , t) − N ( x , t)] / 2 . The fux J is this net movement
of particles across some area element of area a, normal to the random walk during a time
interval ˜t. Hence, we may write the rate of transfer per unit area of section F as
˙ N ( x + ˝x , t) − N ( x , t) ˘ ( ˝x)2 ˙ N ( x + ˝x , t) − N ( x , t) ˘
F = −ˇ = − .
ˆ 2 a˝t 2 ˝t ˇˆ a( ˝x)2
The concentration per unit volume C and the diffusion coeffcient D are respectively,
defned as
N ( x , t) ( °x)2
C( x , t) = , and D = .
a°x 2°t
Hence,
D
F=−
˙x
[C(x + ˙x, t) − C(x, t)].
In the limit, we obtain the equation F = −DCx, which is Fick’s frst law of diffusion. Here,
x is the space coordinate measured normal to the section. The modern mathematical form
of the law is written as N i = − Di˛ci , where N i is the molar fux, Di is the diffusion coef-
fcient, and ci is the concentration of the species i. Crank [15] in his book The Mathematics
of Diffusion gave an excellent account of methods for the solution of diffusion equations.
Fick’s second law: Consider the case when there is diffusion at the front and rear sur-
faces of an incremental planar volume. Fick’s second law states that “the rate of accumula-
tion (or depletion) of concentration within the volume is proportional to the local curvature
of the concentration gradient”. The second law of diffusion is a linear equation with the
dependent variable being the concentration of the chemical species under consideration.
Diffusion of each chemical species occurs independently. The mass transport systems
described by Fick’s second law are easy to simulate numerically. Accumulation is positive
when the curvature is positive (that is, when the concentration gradient is more negative
on the front end of the planar volume and less negative on the rear end so that more fux
is driven into the volume at the front end than is driven out of the volume at the rear end)
[102]. The accumulation (˜ C/˜ t) is proportional to the diffusivity D and the second deriva-
( )
tive (or curvature) of the concentration ˜ 2 C/˜ x 2 . Fick’s second law is given by
Ct = DCxx . (1.1)
The dimensions of accumulation, diffusion, and curvature of the concentration are

cm −3 s −1 , cm 2 s −1 , and cm −5, respectively. When C is at a steady state, the solution for the
concentration is a linear change of concentration along x.
In two and three dimensions, we have the following equations:
˜C ˝ ˜ 2C ˜ 2C ˇ ˜C ˝ ˜ 2C ˜ 2C ˜ 2C ˇ
= Dˆ 2 + , = Dˆ 2 + + . (1.2)
˜t ˙ ˜x ˜ y 2 ˘ ˜t ˙ ˜x ˜ y 2 ˜ z 2 ˘
If diffusion is dependent on concentration, then we have the equations:
˜C ˜ ˛ ˜C ˆ ˜ ˛ ˜C ˆ ˜C ˜ ˛ ˜C ˆ ˜ ˛ ˜C ˆ ˜ ˛ ˜C ˆ
= ˙D ˘+ D , = ˙D ˘+ D + ˙D ˘. (1.3)
˜ t ˜ x ˝ ˜ x ˇ ˜ y ˙˝ ˜ y ˘ˇ ˜ t ˜ x ˝ ˜ x ˇ ˜ y ˙˝ ˜ y ˘ˇ ˜ z ˝ ˜ z ˇ
In the cylindrical and spherical polar coordinates, we have the following equations in
three dimensions:
˜C 1 ˜ ˝ ˜C ˇ ˜ ˝ D ˜C ˇ ˜ ˝ ˜C ˇ
Diffusion in cylinder: = ˆ rD + ˆ + ˆ rD (1.4)
˜t r ˜ r ˙ ˜ r ˘ ˜° ˙ r ˜° ˘ ˜ z ˙ ˜z ˘
˜C 1 ˜ ˙ 2 ˜C ˘ 1 ˜ ˙ ˜C˘ D ˜ 2C
Diffusion in sphere: = 2 ˇr D + ˇ Dsin° + (1.5)
˜t r ˜ r ˆ ˜ r sin° ˜° ˆ ˜° sin 2° ˜˛ 2
˜C
or as = div(D grad C).
˜t
By taking suitable correspondence between the parameters, variables, and equations, it

can be observed that the phenomena of heat fow and diffusion are essentially the same.
Dimensional analysis of Fick’s second law reveals that in diffusive processes, there is a
fundamental relation between the elapsed time and the square of the length over which
diffusion takes place. Understanding this relation helps in accurate numerical simulation
of diffusion.
1.3.2 Darcy’s Law

In 1856, Henry Darcy published a monograph which contained a law which was later
called Darcy’s law. He was determining the “Law of Flow of Water through Sand”. An
excellent review of the law was given by Hubbert [42]. We present here the law as dis-
cussed by Hubbert. The law states that “the total discharge Q is proportional to the cross-
sectional area A, head difference ( h1 − h2 ) and inversely proportional to the length ˜l”.
That is, Q = KA ( h1 − h2 )/˙l. In the limit, Q/A is called the specifc discharge and the equa-
tion becomes q = −Kdh/dl (the specifc discharge is directly proportional to the derivative
of the head in the direction of the fow). Here, h is the height of water in the nanome-
ter. For fow in the three-dimensional space of water-flled sand, the law is written as
q = −K grad h. This is a kinetic equation expressing the coupling between the fow feld
of the vector q and the scalar feld h. In order to make it a dynamical equation, energies
and forces are to be taken into consideration. The height of water is a function of the fuid
density p, gravity g, and fuid pressure ˜ at a given point of elevation z. The relationship
is given by
h = z + p/( ˜ g), or hg = gz + ( p/˜ ). (1.6)
Each term of the equation represents a potential energy per unit mass of water at a given
point. Here, hg = ° is the total energy per unit mass and also the potential ˜ of the water,
gz is the gravitational energy, and p/˜ is the pressure energy. Since hg = °, we get
K
q = −K grad h = − grad ˛. (1.7)
g
The force per unit mass acting upon the water at a given point is given by
E = − g grad h = −grad ˛. (1.8)
Let ( K/g ) = ˜ . Darcy’s law becomes [42]
q = −˜ g grad h = −˜ grad ˝ = ˜ E. (1.9)
1.4 Diffusion Equation

Diffusion equation can be derived from Fick’s law. The constant of proportionality is the
diffusion coeffcient, which depends on the diffusing species and the material through
which diffusion occurs. Fick’s law may not hold for a diffusive system (for example, dif-
fusion may depend on concentration in addition to concentration gradient). An analogous
statement of Fick’s law for heat instead of concentration is Fourier’s law. Diffusion can also
be described using discrete quantities. A common model of discrete diffusion is the ran-
dom walk. A random walk model is connected to the diffusion equation by considering an
infnite number of random walkers starting from a nonuniform confguration, where the
evolution of the concentration is described by the diffusion equation.
1.4.1 Linear Diffusion Equation in One Dimension

The conservation law states that “the rate of change of number of individuals in a given
interval of space is equal to the growth rate of population in (x, x + dx) plus the rate of
entry in x minus rate of departure at (x + dx)”. A simple example is the following: The heat
distribution in a rod of length L or the spread of a contaminant in a stationary medium is
governed by the linear constant coeffcient parabolic diffusion equation:
ut = ˜ 2 uxx , 0 < x < L, (1.10)
where ˜ = k/(c° ) is the thermal diffusivity of the material. This is the simplest diffu-
2
sion equation. The domain may be semi-infnite, 0 < x < ° ,t > 0, or infnite −° < x < °, t > 0.
Suitable initial and boundary conditions are provided to solve the problem completely.
The diffusion equation (1.10) is also written as ut = Duxx , where D is the diffusion coef-
fcient. If density ρ or specifc heat c depends on the location x, then α is a function of x. In
this case, we may write the equation in the self-adjoint form as ut = ˙˝ K ( x ) ux ˆˇ x . However, it
is not always possible to write the equation in self-adjoint form. If the material properties
depend on t also, then the diffusion equation may be written as ut = [ a( x , t)ux ]x .
Consider the case of diffusion in a cylinder of infnite length with unit cross section. Let
u denote the concentration. Observe that u = Pt −1/2 e
− x2
is a solution of the above equa-
( 4° 2 t)
tion (1.10). If M is the amount of substance deposited in the plane x = 0 at time t = 0, then
the amount of substance diffusing remains constant [15]. The total amount of substance M
diffusing in the cylinder is given by (Crank [15]):
ˇ ˇ
( )dx.
˜ ˜
− x 2 / 4˛ 2 t
M= udx = Pt −1/2 e
−ˇ −ˇ
Under the change of variables, ˜ 2 = x 2 4° 2t , we get( )

ˇ
˜
2
M = 2P° e − ˛ d ˛ = 2P° (˙)1/2 ,
−ˇ
which shows that M is independent of time. The concentration is given by
u = Pt −1/2 e
(
− x 2 / 4˜ 2 t )= M − x 2 /( 4˜ 2 t )
.
1/2 e
2˜ ( ˙t )
It is a function of the dimensionless parameter x/ 2˜ t . Therefore, concentration is ( )

inversely proportional to t and the distance of penetration of concentration is propor-
tional to t.
The solutions of the diffusion equation (1.10) under some given initial and Dirichlet
boundary conditions are the following:
a. Diffusion out of a plane sheet of thickness L: Initially, the concentration is uni-

formly distributed and the surfaces are kept at zero concentration for t > 0. Consider
the initial and boundary conditions as u( x , 0) = K, 0 < x < L ; u(0, t) = 0 = u(L, t), t > 0.
Separation of variables technique gives the Fourier series solution as
˘
u( x , t) =
4K
˙ ˜ 2n1+ 1 e
n= 0
− ˇ 2 dn2 t
sin ( dn x ) , (1.11)
where dn = [(2n + 1)π/L ].

b. Diffusion in a semi-infinite medium x > 0: Let initially, concentration is zero
throughout the medium and the boundary is kept at constant concentration K.
Consider the initial and boundary conditions as u( x , 0) = 0, x > 0; u(0, t) = K , t > 0.
Using the Laplace transforms, the solution is obtained as
 x 
u( x ,t) = K erfc  , (1.12)
 2α t 
∞
2
∫
2
where erfc(z) = 1 − erf(z) = e −t dt.
π
z
The solution of the diffusion equation in composite mediums in which the diffu-
sion coefficients are different, for example, for x > 0, the diffusion coefficient is D1 ,
and for x < 0, the diffusion coefficient is D2 can be obtained in terms of the basic
( )
solutions erf  x 2 D1t  and erf  x 2 D2t  .
    ( )
c. Consider the initial and boundary conditions as (generalization of (a)) u( x , 0) = f ( x),
∀x ∈[ 0, L ] , u(0, t) = u(L,t) = 0, ∀t > 0. The general solution is given by
∞  L
   nπ  
2
u( x ,t) = ∑ ∫ f (ξ )sin  nπL ξ  sin  nπL x  exp −α
2
L
n= 1 
2
  t  dξ .
L 
(1.13)
0 
d. Temperature distribution in a finite, thin, insulated rod/bar: Initial condition: The

rod was initially at constant temperature T1 : u( x , 0) = T1 , 0 < x ≤ L. Boundary condi-
tions: Left end of the rod is insulated. The other end is maintained at constant tem-
perature T0 : ux (0, t) = 0, u(L,t) = T0 , t > 0. Using the Laplace transforms, the solution
is obtained as
∞
u( x ,t) = T1 + (T0 − T1 ) ∑(−1) erfc  L −2xα+√t2nL  + erfc  L +2xα+√t2nL   .
n= 0
n
(1.14)
e. Temperature distribution in a semi-infinite, thin, insulated rod/bar:

i. Initial condition: The rod is kept at zero temperature. u ( x , 0 ) = 0, 0 ≤ x < ∞.
Boundary condition: Left end of the rod is maintained at an arbitrary time-
dependent temperature. u ( 0, t ) = f ( t ) , t > 0. Using the Laplace transforms, the
solution is obtained as
t
x f (τ )
∫
− x 2 /  4α 2 ( t − τ ) 
u( x ,t) = e dτ . (1.15)
2α π (t − τ ) 3/2
0
If f (t) is taken as the unit step temperature, f (t) = uτ (t) = 0, for t < τ , and = 1, for
t ≥ τ . Then, u( x ,t) reduces to
t
x 1 ( )dτ = erfc  x  = 1 − erf  x  .
∫τ
− x 2 / 4α 2 τ
u( x , t) = e  2α t  (1.16)
2α π 3/2
 2α t 
0
ii. Initial condition: Initial temperature u ( x, 0 ) = f ( x ) , 0 < x < °. Boundary

condition: Left end of the rod is maintained at zero temperature: u ( 0,t ) = 0,t > 0.
The solution obtained by using the Fourier sine transform is given by
2

ˆ 2 2
u( x , t) =
˙ ˜˜
0
˘ f (° )sin(˛° )d° e − ˛ t sin(˛ x)d˛ .
˘
ˇ0

(1.17)
f. Temperature distribution in an infnite, thin rod/bar: Initial condition: Initial tem-

perature u( x , 0) = f ( x), −° < x < °. u( x , t) is fnite as t ˜ ±˛. The solution obtained
by using the Fourier transform is given by [46]

1
˜˜ f (° )cos [˛ (° − x)] e −
2
˛ 2t
u( x , t) = d ° d˛ . (1.18)
2ˇ
−−
g. Diffusion in a long circular cylinder [15]: In the case of a long solid circular cyl-
inder, diffusion is in the radial direction. The governing differential equation
becomes
˜u 1 ˜ ˛ ˜uˆ
= ˙ rD ˘ˇ , (1.19)
˜t r ˜r ˝ ˜r
where D is the diffusion coeffcient. When D is a constant, u = U ( r ) e −D˝ t is a solu-

2
tion where U ( r ) satisfes Bessel’s differential equation of order zero

d 2U 1 dU
+ + ˜ 2U = 0.
dr 2 r dr
The concentration u is obtained in terms of Bessel’s function of order zero.
h. Radial diffusion in a sphere [15]: When the diffusion coeffcient D is a constant,
radial diffusion in a sphere is governed by the differential equation:
˜u ˝ ˜ 2u 2 ˜uˇ
= Dˆ 2 + . (1.20)
˜t ˙ ˜r r ˜ r ˘
Under the transformation U = ur, the equation reduces to the linear fow equation:
˜U ˜ 2U
=D 2 .
˜t ˜r
Therefore, in many problems, it may be possible to express the solution in terms of
the solutions of the corresponding linear problems.
Consider the initial value or Cauchy problem for the heat equation on the real line:
ut = uxx + f ( x , t ) , −ˆ < x < ˆ , t > 0, (1.21)
with u( x , 0) = g( x), where f and g are given smooth functions. Let uˆ (˜ , t) denote the Fourier
transformation of u in the space variable defned by
1
uˆ (° , t) =
2˝ ˜e − i° x
u( x , t)dx ,
where ˜ ° is a parameter. Applying the Fourier transform to the heat equation (1.21), we
obtain
dû
= − ˜ 2 uˆ + fˆ (˜ , t), û(˜ , 0) = gˆ (˜ ).
dt
The solution is given by

t
˜ fˆ (° , s)ds.
2 2
û(° , t) = ĝ(° )e − ° t + e − ° (t − s)
By inverse Fourier transform, the solution of heat equation (1.21) is obtained as
1
u( x , t) =
2˝ ˜e i° x
û(° , t)d°
=
˜ K(x − y, t)g(y)dy + ˜˜ K(x − y, t − s) f (y, s)dyds,
0
(1.22)
where Green’s function K is the Gaussian or heat kernel given by

2
K ( x , t) = ˛˝1/(4°t)1/2 ˙ˆ e − x (4 t )
.
1.4.1.1 Time-Dependent/Concentration-Dependent Diffusion Coeffcient Problems

In this case, the one-dimensional diffusion equation becomes
˜u ˜2u 1 ˜u ˜2u
= D(t) 2 , or = . (1.23)
˜t ˜x D(t) ˜ t ˜ x 2
t
Under the transformation T =
˜ D(° ) d° , or dT = D(t)dt, this equation becomes
0
˜u ˜2u
= .
˜ T ˜ x2
Therefore, the solution of the equation with constant D can be used to fnd u as a function
of T. The solution can then be written in terms of t.
When diffusion is dependent on concentration, the diffusion equation becomes
˜u ˜ ˛ ˜uˆ
= ˙D ˘. (1.24)
˜t ˜ x ˝ ˜ x ˇ
Under the Boltzmann variable transformation ˜ = x/(2 ˛ t), the diffusion equation reduces
to an ordinary differential equation as
du d ˝ du ˇ
−2˜ = D .
d˜ d˜ ˆ˙ d˜ ˘
The above transformation is usually used when diffusion takes place in an infnite or
semi-infnite media when the concentration is initially constant. Further, the initial and
boundary conditions must be expressible in terms of ˜ alone. For example, the typical
initial conditions in an infnite medium u = u1 , x < 0, t = 0; u = u2 , x > 0, t = 0; transform to
u = u1 , ˜ = −˝ ; u = u2 , ˜ = +˝.
1.4.2 Linear Diffusion Equation in Two and Three Dimensions

Diffusion from an instantaneous point source on an infnite plane is governed by the
equation:
˜u ˝ ˜2u ˜2uˇ
= Dˆ 2 + 2 , (1.25)
˜t ˙ ˜x ˜y ˘
where the diffusion coeffcient D is a constant. By substitution, we fnd that

( )
u = Pt −1exp ˆˇ − x 2 + y 2 (4Dt) ˘ is the solution of the diffusion equation. The total diffusing
substance M is

P ˆ x2 + y 2 P 2
ˆ r2
M=
˜ ˜− − t
exp ˇ−
˘ 4 Dt
dx dy =
t ˜ ˜
0 0
exp ˇ− r dr d° = 4DP.
˘ 4Dt
M ˝ r2 ˇ
Thus, concentration is given by u = exp ˙− ˘.
4°Dt ˆ 4Dt
The heat distribution in a rectangular plate is governed by the linear constant coeffcient
parabolic diffusion equation:
ut = uxx + uyy , 0 < x < x0 , 0 < y < y 0 , (1.26)
(where the diffusion coeffcient is taken as 1) under suitable initial condition and boundary
conditions. This is the simplest diffusion equation in two dimensions. Assume the condi-
tions as the following: Initial condition: u( x , y , 0) = f ( x , y ). Boundary condition: u( x , y , t) = 0,
on the boundary. The separable solution of (1.26) is given by

˝ n˛y ˇ − mnt
u( x , y , t) = ˜˜ A
m = 1 n= 1
mn
˝ m˛x ˇ
sin ˆ
˙ x0 ˘ sin ˆ
˙ y 0 ˘
e , (1.27)
4 x0 y0
˙ m˝x ˘ ˙ n˝y ˘ ˙ m 2 n2 ˘
where Amn =
x0 y 0 ˜ ˜ 0 0
f ( x , y )sin ˇ
ˆ x0 sin ˇ
ˆ y0 dy dx , and °mn = ˝ 2 ˇ 2 + 2 .
ˆ x0 y 0
The time-dependent portion of the solution to the diffusion equation is given by

Tm , n (t) = C(m, n)e − °mnt. The decay time ˜ at which the (m, n)th mode decays to (1/e) of its initial
value is given by ˜ m , n = 1/°mn , where ˜mn = ° m + ˛ n , ˜ m is the eigenvalue corresponding
to the x-dependent solution and ˜ n is the eigenvalue corresponding to the y-dependent
solution.
1.4.2.1 Two-Dimensional Diffusion on a Disk

Consider the case of diffusion current at a circular electrode. The problem is also called
Weber’s disk problem [15]. When the radius of the circular electrode is a and u is the concen-
tration, the diffusion equation becomes
˜2u 1 ˜u ˜2u
+ + = 0. (1.28)
˜ r 2 r ˜ r ˜ z2
The boundary conditions become
˜u
u = 0, z = 0, r ˛ a; = 0, z = 0, r > a;
˜z
u = K , r ° 0, z = ˛; u = K , z ° 0, r = ˛ ;
where K is the concentration in the bulk of the solution. The solution is obtained in terms
of Bessel’s function of order zero as

2K sin(ma)
K−u=
˝ ˜
0
m
J 0 (mr )e −mz dm
(1.29)
2K ˇ a˙2
= tan −1 2 2 2
, where R = r + z − a .
˝ 2 2
˘ R + R + 4z a
The concentration gradient at the disk surface is

˙ °u˘ 2K 2K
ˇˆ
° z z= 0
=−
˜ sin ( ma) J (mr ) dm =
0
0
a2 − r 2
. (1.30)
1.4.2.2 Linear Diffusion Equation in Three Dimensions

Isotropic diffusion of Fickian type with constant diffusivity D is governed by the equation:
˜S ˝ ˜ 2S ˜ 2S ˜ 2Sˇ
= Dˆ 2 + 2 + 2 , (1.31)
˜t ˙ ˜x ˜y ˜z ˘
where S is the concentration of pheromones. Suppose that M molecules of pheromone are

released instantaneously at the origin. The solution of (1.31) in an infnite domain is given
by (Carslaw and Jaeger [10]):
M
S( x , y , z, t) = , r 2 = x2 + y 2 + z2 .
(4˝Dt) 3/2
( 2
exp −r (4Dt) )
The ground is assumed to be a refecting plane at z = 0, implying the boundary condition:
(˜ S/˜ z ) = 0, at z = 0. If the point source is located at the ground, the solution of (1.31) on a
semi-infinite domain (z > 0) with this boundary condition is twice the solution in infinite
space. Thus, for a ground source,
2M
S( x , y , z,t) = .
(4πDt)3/2 exp − r 2 (4Dt) ( )
The amount of release during an infinitesimal time dt is denoted by Qdt. Replacing M by
Qdt in the above solution and integrating with respect to time, the solution is obtained as
t
2Q  r2  Q
S ( r,t ) =
∫ 4πDt′
exp  −
 4Dt′ 
dt′ =
  r 1/2  
,
0 2 πDr 1 − ϕ  
  ( 4Dt )  
where ϕ is the error function.
1.4.2.3 Reaction–Diffusion Equations in Diffusion Processes

An equation of the form
3
∂u  
∂t
− ∑ ∂∂x  d ∂∂xu  = f (t, x, u),
j=1
j j
(1.32)
where x = ( x1 , x2 , x3 ) , u = u( x , t) is the density function, d is a diffusion coefficient, is known

as a reaction–diffusion equation. If the reaction term f depends on the density function u,
this is known as facilitated diffusion. It occurs when the flux of an ionic species is ampli-
fied by a reaction that takes place in the diffusing medium. If the diffusion coefficient
d depends on the density, d = d(u) > 0, for u ≥ 0, then we obtain a quasi-linear reaction–
diffusion equation of the form:
3
∂u  
∂t
− ∑ ∂∂x  d(u) ∂∂xu  = f (t, x, u).
j =1
j j
(1.33)
If the diffusion process is time-dependent or non-stationary, then u = u( x , t), and we call

(1.33), a non-stationary reaction–diffusion equation. If the reaction process is steady state,
then we have an equation of the form:
3
 
− ∑ ∂∂x  d(u) ∂∂xu  = f (x, u).
j =1
j j
(1.34)
If the diffusion process involves r density functions ui = ui (t , x), i = 1, 2,…, r , and admits
convection, then the system of coupled reaction–diffusion–convection equations can be
written as
m m
∂ ui ∂  i ∂ ui  ∂ ui
− ∑
∂ t j , k = 1 ∂ x j 
d jk (t , x)
∂ xk 
+ ∑
j =1
b ij (t, x)
∂ xj
( )
= f i t , x , u1 , u2 ,…, ur ,
i = 1, 2,…, r ,
where d ijk are coeffcients of diffusion and b ij = b ij (t , x), i = 1,2, …., r, is a drift vector.
A reaction–diffusion (RD) model for biochemical cell polarization was proposed by Mori
et al. [75]. They found a wave-based phenomenon whereby a traveling wave is initiated at
one end of a fnite, homogeneous 1D domain, moves across the domain, but stalls before
arriving at the opposite end. They refer to this behavior as wave-pinning and observed
that this phenomenon was obtained from a two-component RD system obeying the fol-
lowing assumptions: (i) Mass is conserved and limited (there is no production or removal,
only exchange between one species and the other), (ii) one species is far more mobile than
the other (due to binding to immobile structures, or embedding in a lipid membrane), and
(iii) there is feedback (autocatalysis) from one form to further conversion to that form. Mori
et al. [76] also analyzed a bistable reaction–diffusion (RD) model for two interconverting
chemical species that exhibits a phenomenon of a form of wave-pinning (a wave of acti-
vation of one of the species is initiated at one end of the domain, moves into the domain,
decelerates, and eventually stops inside the domain, forming a stationary front).
Köhnke and Malchow [50] studied the emergence of stationary fronts in two-species
competition–diffusion models with particular emphasis on the stability against envi-
ronmental perturbations. Wave-pinning in the considered one-dimensional models is
not stable against environmental noise. They have demonstrated the wave-pinning in
competition–diffusion models in variable environments.
1.4.3 Diffusion in a Heterogeneous Environment

There have been many efforts to fnd a correct diffusion equation for physical particles in
a heterogeneous environment. In particular, Fickian and Fokker-Planck type diffusions
are often claimed as the correct models. Choi and Kim [14] studied the biological diffusion
models in spatially heterogeneous environment in terms of microscopic scale dynamics.
They showed that the density of the total population of the two phenotypes converges
to the solution of a Fokker-Planck type diffusion equation if turning frequencies are of
higher order than the state transition frequencies. If it is the other way around, (if the
state changes many times between each turning), the density converges to the solution
of a Fickian diffusion equation. For example, if temperature is spatially heterogeneous,
Brownian particles often aggregate and form a non-constant steady state. In this case, dif-
fusivity is a function of x, D = D( x). The researchers considered the following three diffu-
sion models which are all identical if the diffusivity is constant.
Fickian equation: ut = ˝. ( D( x)˝u) , (1.35)
Wereide equation [48]: ut = ˝. ( ( ))

D( x) ˝ D( x)u , (1.36)
Chapman equation [11] : ut = ˝ ( D( x)u) . (1.37)
For the Fickian equation, any constant state is a steady state. For the Wereide and Chapman
equations, steady states are non-constant if the diffusivity is not constant. The Chapman
equation is a Fokker-Planck-type diffusion equation. These two equations are (i) satisfed
by the probability density functions of a stochastic process when the Stratonovich and
Itô integrals are considered, respectively, and (ii) considered as mathematical diffusion
models in a heterogeneous environment [4,110]. All the three diffusion laws show different
behaviors. Choi and Kim [14] have calculated and compared their steady states as follows:
Consider the one-dimensional case with the Neumann boundary conditions.
˝
ut = ˙ˇ a( x) ( b( x)u)˝ ˘ , for 0 < x < 1, t > 0,
ˆ
(1.38)
a(0) ( b(0)u(0))˝ = c0 , a(1) ( b(1)u(1))˝ = c1 .
˛
The steady state of the problem exists only if c0 = c1 and satisfes ˝ˆ a( x) ( b( x)u)˛ ˇ = 0.
˙ ˘
The steady state is given by
x
1 c1 c
u( x) =
b( x) ˜ a(y) dy + b(x) ,
0
0 < x < 1.
The steady states corresponding to the three diffusion laws (1.35)–(1.37) are
x
c1
u( x) =
˜ D(y) dy + c,
0
(1.39)
x
1 c1 c
u( x) =
D( x) ˜0
D( y )
dy +
D( x)
, (1.40)
c1 x + c
u( x) = . (1.41)
D( x)
If the zero fux boundary condition is given, c1 = 0, then the steady states are given by
u( x) = c, u( x) = c/ D( x) , and u( x) = c/D( x), respectively. Therefore, the steady state of Fick’s
law is constant, while the other steady states are functions of x, even if there is no fux
across the boundary.
1.5 Stochastic Reaction–Diffusion (SRD) Systems

In a pioneering paper, Freidlin [31] studied large deviations for small noise limit of sto-
chastic reaction–diffusion equations. Flandoli [27] presented a new method of solution
based on semigroup techniques to prove the global existence and uniqueness of solution
for a stochastic reaction–diffusion equation with multiplicative noise and polynomial non-
linearity in a bounded domain. Following the works of Sowers [99], Peszat [84], Cerrai and
Röckner [12] derived the large deviation estimates for the small noise limit for systems
of stochastic reaction–diffusion equations with globally Lipschitz but unbounded diffu-
sion coeffcients (assuming the reaction terms to be only locally Lipschitz with polynomial
growth).
Luo et al. [64] discussed the “Theory and application of stability for stochastic reaction
diffusion systems”. Lyapunov direct method is an effective technique in the study of sta-
bility for ordinary differential equations and stochastic differential equations. However,
this useful method was not popular in stochastic partial differential equations as the
corresponding Itô formula was not available. The authors [64] extended the Lyapunov
direct method to the Itô stochastic reaction–diffusion systems. They formulated the corre-
sponding Lyapunov stability theory and discussed stability in probability, asymptotic sta-
bility in probability, and exponential stability in mean square. They applied their theory
to study the stability of the Hopfeld neural network. Their results generalized the results
of Holden et al. [40] and Liao [61]. In the following, we briefy report the work of Luo et al.
[64]. The authors [47,64] consider the stochastic reaction–diffusion equation:
( )
dv(t , x) = ˜ x2 ( v(t , x)) + f ( t , x , v(t , x)) dt + g ( t , x , v(t , x)) dW (t , x) (1.42)
( t, x ) ˛t+ × G, with the initial condition v(t0 , x) = ˜ (x), x ˛G, and the boundary condition
0
(˜ v (t, x )/˜ N ) = 0, (t, x ) ˙t+ × ˜ G, where G = {x, x < l < +ˆ} ˇ  r ; and
0
f ˜˛˝  + × G ×  n ,  n ˙ˆ , g ˜ ˛˝  + × G ×  n ,  n × m ˆ˙
are both Boral measurable functions and

T
r
° ° v1 ˘
r
° ° vn ˘
° ( v ( t , x )) 
2
x

˜ k =1
° xk
˙
ˇ D1k ( t , x , v ( t , x )) ° x ,…,
ˆ k
˜
k =1
° xk
˙
ˇ Dnk ( t , x , v ( t , x )) ° x .
ˆ k
Dik ( x , t , v) ˜ 0 is smooth, W (t) = ( w1 , w2 ,…, wm ) is a m-dimensional Brownian motion

T
(
defned on complete probability space ˛, , ( t )t ˝I ,  with natural fltration {t }t ˛ 0 , N )
is the outside unit normal vector of ˜G, and ˜ (x ) is a suitably smooth known function.
The authors assume that g ( t , x , v(t , x)) satisfes the integral linear growth condition, and in
addition, f and g satisfy the Lipschitz condition, that is, there exists a constant C > 0 such
that
(
g (t , x , v ) ˛ C 1 + v G , )
f ( t , x , v1 ) − f ( t, x , v2 ) G ˝ C v1 − v2 G ,
g ( t , x , v1 ) − g ( t, x , v2 ) G ˝ C v1 − v2 G ,
where v ( x ,.) G 
˜v ( x,.) dx .
G
Without loss of generality, it was assumed that
f (t , x , 0) ˜ g (t , x , 0) ˜ 0, t ° t0 . Then, the system (1.42) has trivial solution v(t , x ) = 0. The

authors [64] defned the following:
Stochastically stable: If for all ˜ 1 °(0,1) and for all ˜ 2 > 0, there exists ˜ = ˜ ( ° 1 , ° 2 ,t0 ) > 0
{ }
such that  v ( t , x , t0 , v0 ) G < ˜ 2 ,t ˇ t0 ˇ 1 − ˜ 1 holds for v0 G ˛ ˜ (x ) G < ° , then the trivial
solution of the system (1.42) is said to be stochastically stable or stable in probability.
Otherwise, the trivial solution is stochastically unstable or unstable in probability.
Stochastically asymptotically stable: If the trivial solution of system (1.42) is
stochastically stable, and for all ˜ °(0,1), there exists ˜ 0 = ˜ (° ,t0 ) > 0, such that
{ }
 lim v ( t , x , t0 , v0 ) G = 0 ˇ 1 − ˜ , holds for v0 G ˛ ˜ (x ) G < ° 0 , then the trivial solution of the
t
system (1.42) is said to be stochastically asymptotically stable.

Stochastically globally asymptotically stable: If the trivial solution of system

(1.42) is stochastically stable and for all ˜ > 0 whenever v0 G ˛ ˜ (x ) G < ° such that
{ }
 lim v ( t , x , t0 , v0 ) G = 0 = 1, holds, then the trivial solution of the system (1.42) is said to be
tˆˇ
stochastically globally asymptotically stable.
Mean square stable: The trivial solution of the system (1.42) is said to be mean square
stable if for any ˜ > 0, there exists ˜ = ˜ (° ) such that for all i0 ˜  = {1, 2,…, ̋ }, we have
{ 2
}
E v( t , x;0, ˜ , i0 G < ° , t ˜ 0, when ˜ satisfes E ˜
2
˙ °. { } G
Class K function If µ (.) ˆ C ˇ˘[ 0, r ] ,  is a strictly increasing function and µ(0) = 0, then
the function µ is said to be a Class K function. Suppose that µ °K. If µ (.) ˝C ˙ˆ  + ,  + ˇ˘ and
µ °K, lim µ(r ) = +˝, then µ °K.
r˙+˝
As the authors in their works [58,115,117,120] have pointed out, a continuous function
V (t , ˜ ) is said to be positive-defnite if V (t , 0) = 0, and for some µ °K, V (t , ˜ ) ˙ µ ˜ . Write ( )
( )
C1,2  + ×  n ;  + for the family of all nonnegative functions V (t , ˜ ) on  + ×  n that are con-
tinuously twice differentiable in ˜ and once in t. If V ( t, ˜ ) ˝C1,2  + ×  n ;  + , then defne ( )
an operator V ( t, ˜ ) from  + ×  n to  with respect to (1.42) by
1
V ( t , ˜ ) = Vt ( t, ˜ ) + V˜T ( t, ˜ ) f ( t , x , ˜ ) + trace ˆˇ g T ( t , x , ˜ ) V˜˜ ( x , t ) g ( t , x , ˜ ) ˘ , (1.43)
2
° V (t , ˜ ) ˙ ° V (t , ˜ ) ° V (t , ˜ ) ˘ ˙ ° 2 V (t , ˜ ) ˘
where Vt (t , ˜ ) = , V˜T (t , ˜ ) = ˇ ,…, , and V ( x , t ) = ˇ .
°˜ n
˜˜
°t ˆ °˜1 ˆ °˜ i °˜ j n × n
t ˜ t0 , G
˜
Applying the Itô formula to V ( t , v(t , x )) dx along system (1.42), one obtains that for all
˜
d V ( t , v(t , x)) dx
G
=
˜ ˘( LV (t, v(t, x)) + V (t, v)°ˇv(t, x)) dt +V (t, v)g(t, x, v(t, x))dW(t) dx.
G
T
v
T
v
(1)
The existence of the function V (t , v ) ˜C1,2 and other conditions in the classical Lyapunov
theorem on the stability of (1.42) are needed [66]. The following are some defnitions:
(
Lyapunov-A and Lyapunov-B functions: V ˛ C1,2  + ×  n ;  + is called as a Lyapunov-A )
˜
function for (1.42), if L V (t , v)dx ° 0, and is called as a Lyapunov-B function for (1.42), if
G
˜ ˜
L V (t , v) dx ° −b V (t , v) dx , in which b > 0.
G G
The fundamental quantities in reaction–diffusion models are individual entities such as
atoms, molecules, bacteria, cells, or animals, which move and/or react in a stochastic man-
ner. If the number of individuals is large, then accounting for each individual is ineffcient.
In this case, often PDE models describing the average or mean behavior of the system are
used. If the number of individuals is large in certain regions and small in others, then a
stochastic model may be ineffcient in one region, and a PDE model is inaccurate in the
other. When a small number of individuals are involved, stochastic effects can play an
important role in the survival and spatiotemporal distribution of individuals. For example,
when chemical reactions occur in discrete steps at the molecular level, then the processes
are invariantly stochastic, which have been demonstrated experimentally for single-cell
gene expression events [56,81].
Bates et al. [3] discussed the random attractors for stochastic reaction–diffusion equa-
tions on unbounded domains. Ferm et al. [26] derived an adaptive hybrid method for sim-
ulation of stochastic reaction–diffusion equations. Kelkel and Surulescu [48] studied the
stochastic reaction–diffusion system modeling the pattern formation on seashells. Within
the same species of seashells, they exhibit a huge variety of beautiful and highly complex
patterns. The importance of the work was to study whether the diversity is due to a single
or more mechanisms. Following the work of Gierer-Meinhardt [35], the authors [48] pro-
posed a model and proved the existence of a positive solution for the resulting system. The
authors have also performed numerical simulations and compared them with the solu-
tions obtained using a deterministic approach.
Li and Kao [59] investigated the mean square stability of a class of SRD equations with
the Markovian switching and impulsive perturbations by means of the Lyapunov function
and stochastic analysis. Jifeng Hu et al. [41] discussed the stochastic analysis of RD pro-
cesses. The authors derived an estimator for the appropriate compartment size for simulat-
ing the RD systems and introduced a measure of fuctuations in a discretized system. They
have also given a computational algorithm for implementing the method.
Stochastic RD simulations were successfully used in many biological applications. Some
examples are the following: (i) models of signal transduction in E. Coli Chemotaxis [62], (ii)
oscillation of Min proteins in cell division [25], (iii) MAPK pathway [106], (iv) intracellular
calcium dynamics [29], (v) models of Hes1 gene regulatory network [103], and (vi) Actin
dynamics in flopodia [23].
Fabian Spill et al. [100] derived “Hybrid approaches for multiple-species stochastic
reaction-diffusion models”. They considered the case where the fundamental quantities
in such models are individual entities that move and/or react in a stochastic manner. The
authors developed a scheme that couples a stochastic reaction–diffusion system in one
part of the domain with its mean-feld analog (a discretized PDE model) in the other part
of the domain. The interface between the two domains occupies exactly one lattice site
and is chosen such that the mean-feld description is still accurate there and the errors due
to the fux between the domains are small. Each species comprises individuals that can
migrate to neighboring lattice sites, or react locally with entities of the same or other spe-
cies. The algorithm preserves mass at the interface between the stochastic and determin-
istic domains, and these domains need to be neither static nor connected. The scheme can
account for multiple dynamic interfaces separating multiple stochastic and deterministic
domains, and the coupling between the domains conserves the total number of particles.
The authors showed that the method is signifcantly faster to simulate on a computer than
the pure stochastic model. The authors applied a hybrid algorithm to solve the stochastic
Fisher-Kolmogorov equation:
˜n ˆ n ˜2n
= °n˘ 1 − + D 2 , (1.44)
˜t ˇ ˙ ˜x
where D is the diffusion coeffcient, ˜ is the growth rate, and ˜ is the carrying capacity.
The algorithm was used to simulate traveling wave solutions as the model parameters are
varied. The authors have also applied the hybrid algorithm for solving the spatial stochas-
tic Lotka-Volterra system. They considered the interaction reaction such that each time a
prey (N) is eaten by a predator (M), a single new predator is born. The mean feld limit and
continuum limit correspond to the classical spatial Lotka-Volterra equations:
˜n ˜2n
= an − bnm + DN 2 , (1.45a)
˜t ˜x
˜m ˜2m
= − cm + bnm + DM , (1.45b)
˜t ˜ x2
where n = n( x , t) and m = m( x , t) are prey and predator densities related to N ( k ) and M( k ),
respectively. In the stochastic model, each species can jump to neighboring lattice sites,
the prey reproduce at rate a, predators die at rate c, and consume prey and produce at rate
b. They considered the following four cases depending on whether each of the prey and
predator evolves deterministically or stochastically: (i) deterministic prey and determin-
istic predator, (ii) deterministic predator and stochastic prey, (iii) stochastic predator and
deterministic prey, and (iv) stochastic prey and stochastic predator.
Many authors focused on constructing SRD models to solve specifc biological questions
or to analyze SRD algorithms or to develop SRD software. There are a number of recent
SRD approaches like (i) combining together in a multiscale framework [28,38] or (ii) com-
bining stochastic models with mean-feld descriptions [30]. There are many other works on
SRD models that we have not quoted or discussed.
1.6 Hopf Bifurcation Analysis

A good presentation of the Hopf bifurcation is given in the book Theory and Application of
Hopf Bifurcation authored by Hassard et al. [37]. Kuznetsov [53] in his book Elements of Applied
Bifurcation Theory presented Hopf bifurcation in RD systems on an interval with the Dirichlet
boundary conditions. Hopf bifurcation is an instability induced by the transformation of the
stability of a focus. In fact, the space-independent Hopf bifurcation breaks the temporal sym-
metry of a system and gives rise to oscillations that are periodic in time and uniform in space.
Yi et al. [116] discussed the Hopf bifurcation for a diffusive predator–prey system with
Holling type II functional response and also derived an explicit algorithm for determining the
properties of the Hopf bifurcation (direction of the Hopf bifurcation and stability of bifurcating
periodic solutions) for a general reaction–diffusion system. In the following, we present some
salient features of analysis from their work. The authors considered the following general RD
system subject to the Neumann boundary conditions on the spatial domain ˜ = (0, ˛),
ut = f1 ( ˜ , u, v ) + d1uxx ,
vt = f2 ( ˜ , u, v ) + d2 vxx , ux ( 0,t ) = vx ( 0,t ) = ux ( ˝,t ) = vx ( ˝,t ) = 0,
u ( x , 0 ) = u0 ( x ) , v ( x, 0 ) = v0 ( x ) ,
x ˙( 0, ˜ ) ,t > 0, d1 , d2 , ° ˙ + , f1 , f2 are C r , r ˇ 5, and f k ( ° , 0, 0 ) = 0, k = 1, 2. (1.46)
Defne F ( ˜ ,U ) by
˝ f1 (˜ , u, v) − A(˜ )u − B(˜ )v ˇ
F(˜ , U) = ˆ , where U = (u, v)T X.
ˆ˙ f2 (˜ , u, v) − C(˜ )u − D(˜ )v ˘
Then, system (1.46) can be rewritten into the following abstract form:
dU
= L(˜ )U + F(˜ , U). (1.47)
dt
When ˜ = ˜0, the above system reduces to
dU
= L ( ˜0 )U + F0 (U ), where F0 (U ) = F ( ˜0 ,U ) . (1.48)
dt
The authors [116] considered the real and complex-valued Sobolev spaces.
Let A(˜ ) = f1u (˜ , 0, 0), B(˜ ) = f1v (˜ , 0, 0), C(˜ ) = f2 u (˜ , 0, 0), and D(˜ ) = f2 v (˜ , 0, 0). Defne the
linear operator L(˜ ) with the domain DL ( ° ) = X  as
˙ °2 ˘
ˇ d1 2 + A(˜ ) B(˜ )
°x
L(˜ ) = ˇ . (1.49)
ˇ °2
ˇ C(˜ ) d2 + D(˜ )
ˆ °x 2

Assume that, for some ˜0 °, the following Condition 1 holds:

Condition 1 There exists a neighborhood  of ˜0 such that, for ˜ ˝ , L ( ˜ ) has a pair of
simple, complex conjugate eigenvalues ˜ (° ) ± i˛ (° ), continuously differentiable in ˜ with
˜ ( °0 ) = 0, ˛ ( °0 ) = ˛ 0 > 0, ˜ ˙ ( °0 ) ˆ 0; and all other eigenvalues of L(˜ ) have nonzero real
parts for ˜ ° .
Then, from Hassard et al. [37], it is known that the system (1.46) undergoes a Hopf bifur-
cation at (0, 0) when ˜ crosses through ˜0 . Defne a second-order matrix sequence Ln (˜ ) as
ˆ ˆ d n2
˘ A(˜ ) − ˘ 1 2 B(˜ )
˘ ˇ 
Ln ( ˜ ) = ˘ , n  0 . (1.50)
˘ ˆ d2 n
2
C(˜ ) D(˜ ) − ˘ 2
˘ ˇ 
ˇ
The characteristic equation is given by
˜ 2 − ˜ Tn ( ° ) + Dn ( ° ) = 0, n ˘ 0 (1.51)
where Tn (˜ ) = A(˜ ) + D(˜ ) −

( d1 + d2 ) n2 ,
2
d1d2 n4 n2
Dn (˜ ) = 4
− [ d1D(˜ ) + d2 A(˜ )] 2 + A(˜ )D(˜ ) − B(˜ )C(˜ ) (1.52)
 
d˜
2 ( °0 ) = ˘Aˆ ( °0 ) + Dˆ ( °0 ) . (1.53)
d°
Condition 1 has the following equivalent form:
Tn ( ˜0 ) = 0, Dn ( ˜0 ) > 0, Aˆ ( ˜0 ) + Dˆ ( ˜0 ) ˘ 0, for some n

.  0
d˜
Therefore, ( °0 ) ˙ 0. Now, ˜ 0 = Dn ( °0 ) , and B ( ˜0 ) ,C ( ˜0 ) cannot be equal to zero simul-
d°
taneously. Therefore, the transversality condition holds and the system (1.46) undergoes
Hopf bifurcation. This establishes the existence of Hopf bifurcation. The authors used the
central manifold theorem and normal form as defned in Hassard et al. [37] to obtain the
conditions under which a family of periodic solutions bifurcates from the positive steady-
state solution of (1.46), when the control parameter crosses through the critical value. The
authors derived the formulas to decide the direction of the Hopf bifurcation, stability, and
period of bifurcating periodic solutions arising through the Hopf bifurcation. The authors
transformed the system (1.48) into the following system in (z, w) coordinates:
dz dw
= i˜ 0 z + q* , F0 , = L ( °0 ) w + H ( z, z , w), (1.54)
dt dt
where H ( z, z , w ) = F0 − q* , F0 q − q * , F0 q , F0 = F0 ( zq + z q + w ) .
The frst equation of (1.54) gives the equation of reaction–diffusion system (1.46) restricted
on the center manifold at ( ˜0 , 0, 0 ) as defned by Hassard et al. [37]. The application of the
theory gives the equation:
dz
dt
= i° 0 z + ˜ k
g kj k j
! j !
( )
4
z z +˛ z , (1.55)
2˘ k + j ˘ 3
where g 20 = q* , Qqq , g11 = q* , Qqq , g 02 = q* , Qq q , and
g 21 = 2 q* ,Qw11q + q* ,Qw20 q + q* , Cqqq .
The dynamics of (1.54) can be determined by the dynamics of (1.55). In addition, it can
be observed from the work of Hassard et al. [37] that when ˜ approaches ˜0 suffciently
closely, the Poincare normal form of (1.47) has the form
M
z = (° (˛ ) + i˝ (˛ )) z + z ˜c (˛ )(zz ) ,
j=1
j
j
(1.56)
where z is a complex variable, M ˜ 1, and c j (˜ ) are complex-valued coeffcients with

i ˙ 2 1 2˘ g 21 i * 2
c1 ( ˜ 0 ) = ˇˆ g 20 g11 − 2 g11 − g 02 + = q , Qqq q* , Qqq − 2 q* , Qqq
2° 0 3 2 2° 0
1 * 2 ° 1 * 1 *
− q , Qq q *
˝˛ + q , Qw 11q + 2 q , Qw 20 q + 2 q , Qqqq , (1.57)
3
1
µ2 = ° ˘˘(0) = −
˛ ˘ ( °0 )
( ) (
Re C1 ( °0 ) , ˝ 2 = 2Re C1 ( °0 ) . ) (1.58)
The direction of Hopf bifurcation and stability of the bifurcating periodic solutions of
(1.46) at ( ˜0 , 0, 0 ) can be determined by the sign of Re ˝˙ c1 ( ˜0 ) ˆˇ . For ˜ = ˜ ( s), where s is suf-
fciently small, there exists a family of T ( s) periodic, continuously differentiable solutions
( u(s), v(s))(x, t) of system (1.46) such that u(0) = 0 = v(0), and
T2 = Tˇˇ(0) = −
4
( )
Im c1 ( °0 ) −
( )
Re c1 ( °0 ) ˜ ˇ ( °0 )
2 . (1.59)
˜ 0 ˛ ˇ ( °0 )
The following Hopf bifurcation theorem for the general RD equations (1.46) summarizes
the above results.
Theorem 1.1 (Yi et al. [116])
Assume that Condition 1 holds. Then, the model system (1.46) undergoes
i. a supercritical (or subcritical) Hopf bifurcation at (0,0) when ˜ = ˜0 , if µ2 > 0 (or < 0),
˜ ˇ ( °0 ) ]Re[ c1 ( °0 ) < 0 (or > 0).
i.e., ˘1/
ii. In addition, if all the other eigenvalues of L ( ˜0 ) have negative real parts, then
the bifurcating periodic solutions are stable (or unstable) when ˜ 2 < 0 (or > 0), i.e.,
Re ˝˙ c1 ( ˜0 ) ˆˇ < 0 (or > 0).
iii. T2 determines the period of the bifurcating periodic solutions. The period increases
if T2 > 0 and decreases if T2 < 0.
1.7 Multiple-Scale Analysis/Weakly Nonlinear Analysis

To study the dynamics near a bifurcation point, multiple-scale analysis method can be
applied near this point. The relevant patterns can be expressed in terms of three active
( )
resonant pairs of modes k j , −k j , such that k j = kc , for j = 1, 2, 3, where kc is the critical wave
number (where the instability occurs). Following the analysis given in the work of Zhang
et al. [121], Zheng and Shen [122] consider the following general reaction–diffusion problem:
˜u
= f (u, v) + d1˝ 2 u + d12 ˝ 2 v = a11u + a12 v + d1˝ 2 u + d12 ˝ 2 v , (1.60a)
˜t
˜v
= g(u, v) + d21˝ 2 u + d2 ˝ 2 v = a21u + a22 v + d21˝ 2 u + d2 ˝ 2 v , (1.60b)
˜t
where ˜ 2 is the two-dimensional Laplace operator and ( x , y ) ˜ R 2 . The initial and boundary
conditions are
u( x , y , 0) > 0, v( x , y , 0) > 0,( x , y ) °˛, (1.61a)
˜ u( x , y , t) ˜ v( x , y , t)
= = 0, t > 0, ( x , y ) ˙˜ ˆ, ˆ ˙ R 2 . (1.61b)
˜° ˜°
Amplitude of the modes in the solution of (1.60) cannot be directly determined. One can
obtain an approximation to the amplitude using the Taylor series expansion. Expand the
right-hand sides in (1.60) about the equilibrium point ( u0 , v0 ), and truncate the expansion
at third order. We can use multiple-scale analysis to derive the amplitude equations, when
k = kc . When the controlled parameter d12 = d12
cr
is larger than the critical value of the Turing
point, the solution of the system (1.60) can be expanded as (Zheng and Shen [122]),
N
c = c0 + ˜(Z e ) ,
i=1
i
iki ˆr
with k = kc , Z j and the conjugate Z j are the amplitudes associated with the modes k j and
−k j. Close to onset of d12 = d12
cr
, one obtains
˜ Zi
= si Zi + Fi ( Zi , Z j ,) ,
˜t
where si is the coeffcient of the linear term of the variable Zi . Applying the center manifold
theory near the Turing bifurcation point, it can be concluded that amplitude Z j satisfes the
equation:
˜ Zi
˜t
(
= Fi Zi , Zi , Z j , Z j , . )
From the standard multiple-scale analysis, the spatiotemporal evolution of the amplitudes
up to the third order in the perturbations can be written as
˛ Zi
°0
˛t
= µZi + ˜h lm
lm Zl Zm + ˜g
lm
lmn Zl Zm Zn . (1.62)
Due to spatial translational symmetry, the following equation holds:
˛ Zi iki r
°0
˛t
e = µZi e iki r + ˜h
lm
lm Zl Zm e i( kl + km )r + ˜g
lm
lmn Zl ZmZne i( kl + km + kn )r . (1.63)
Comparing (1.62) with (1.63), it can be concluded that the two equations hold only if
ki = kl +  + km. Let the system (1.60) be rewritten as
˜c
= Lc + N(c), (1.64)
˜t
° u ˙ ° a + d 2 a12 + d12 2 ˙
11 1
where c = ˝ ˇ , L = ˝ ˇ,
˛ v ˆ ˝˛ a21 + d21 2 a22 + d2 2 ˇˆ
˛ f u2 + 2 f uv + f v 2 ˆ ˛ f u3 + 3 f u2 v + 3 f uv 2 + f v 3 ˆ
1 uu uv vv 1 uuu uuv uvv vvv
N= ˙ ˘+ ˙ ˘.
2 ˙ g uuu2 + 2g uv uv + g vv v 2 ˘ˇ 6 ˙˝ g uuuu3 + 3g uuv u2 v + 3g uvv uv 2 + g vvv v 3
˝ ˇ˘
cr
Here, L is the linear term and N is the nonlinear term. When d12 is close to d12 , expand d12 as
d12 − d12
cr
= ˜ d12
(1)
+ ˜ 2 d12
(2)
+ ˜ 3 d12
(3)
+ o ˜3 , ( )
where ε is a small parameter. Expand c and N in terms of ˜ as
ˆ u ˆ u1 ˆ u2 2
c=˘ =˘ ˜ +˘ ˜ +…
ˇ v ˇ v1 ˇ v2
ˆ f u2 + 2 f u ° + f ° 2 ˆ f u u + f ( u ° + u ° ) + f ° °
1 uu 1 uv 1 1 uv 1 uu 1 2 uv 1 2 2 1 uv 1 2
N= ˘ ˜ 2 + ˘
2 ˘ g uu u1 + 2g uv u1°1 + g uv° 12
2
˘ g uu u1u2 + g uv ( u1° 2 + u2° 1 ) + g vv° 1° 2
ˇ ˇ
ˆ f u3 + 3 f u2 v + 3 f u v 2 + f v 3
1 uuu 1 uuv 1 1 uvv 1 1 vvv 1
+ ˘ ˜ 3.
6 ˘ g uuu u1 + 3g uuv u1 v1 + 3g uvv u1 v1 + g vvv v13
3 2 2

ˇ
Linear operator L can be written as
L = Lc + ˜ Md12
(1)
+ ˜ 2 Md12
(2)
+ o ˜2 ,( ) (1.65)
˝ a + d ˛2 cr 2 ˇ ˝
where Lc = ˆ
11 1 a12 + d12 ˛
M=ˆ 0 ˛2 ˇ .
,
ˆ˙ a21 + d21˛ 2 a22 + d2˛ 2 ˘ ˙ 0 0 ˘
Let T0 = t , T1 = ˜ t , T2 = ˜ 2t…. Here, Ti is a dependent variable. Then,
˜ ˜ ˜ ˜
= +° + °2 +
˜ t ˜ T0 ˜ T1 ˜ T2
The solutions of the system (1.64) have the following form:
˛ u ˆ
3
˛ xi ˆ
c=˙ ˘=
˝ v ˇ
˜ ˙˝
i=1
yi ˇ
ik r
˘ e i + c c.
This expression implies that the bases of the solutions have nothing to do with time and
the amplitude Z is a variable that changes slowly. As a result, one can write
˜Z ˜Z ˜Z
=° + °2 + (1.66)
˜t ˜ T1 ˜ T2
Comparing different orders of ˜ in (1.65), one obtains
˜ u1 ˝
Lc ˛ ˆ = 0, (1.67)
° v1 ˙
° u2 ˙ ˜ ° u1 ˙ ° u1 ˙ 1 ° fuuu12 + 2 fuv u1v1 + f vv v12 ˙ ° F ˙

Lc ˝ ˇ= ˝
(1)
ˇ − d12 M ˝ ˇ− ˝ ˇ = ˝ u ˇ (1.68)
˛ v2 ˆ ˜ T1 ˛ v1 ˆ ˛ v1 ˆ 2 ˝˛ g uuu1 + 2 g uv u1v1 + g vv v1 ˇˆ ˛ Fv ˆ
2 2
˝ u3 ˇ ˜ ˝ u2 ˇ ˜ ˝ u1 ˇ (1)
˝ u2 ˇ (2)
˝ u1 ˇ
Lc ˆ = ˆ + ˆ − d12 M ˆ − d12 M ˆ
˙ v3 ˘ ˜ T1 ˙ v2 ˘ ˜ T2 ˙ v1 ˘ ˙ v2 ˘ ˙ v1 ˘
˝ fuu u1u2 + fuv ( u1 v2 + u2 v1 ) + f vv v1 v2 ˇ

−ˆ
˙ˆ guu u1u2 + guv ( u1 v2 + u2 v1 ) + g vv v1 v2 ˘
˝ f u3 + 3 f u 2 v + 3 f u v 2 + f v 3 ˇ ˝ G ˇ
1 uuu 1 uuv 1 1 uvv 1 1 vvv 1 u
− ˆ =ˆ . (1.69)
6 ˆ guuu u13 + 3guuv u12 v1 + 3guvv u1 v12 + g vvv v13 ˘ ˙ Gv ˘
˙
Consider the case of the frst order in ˜ . Since Lc is the linear operator of the system close
to the onset, ( u1 , v1 ) is the linear combination of the eigenvectors that correspond to the
T
zero eigenvalue. Since
° u ˙
3
° xi ˙
˝ v ˇ=
˛ ˆ
˜ ˝˛
i=1
yi ˆ
ik r
ˇ e i + c c,
a22 − d2 kcr2
we obtain that xi = By i , where B = . If y i = 1 is assumed, then xi = B, and
d21kcr2 − a21
° u1 ˙ ° B ˙ ° 3
˙
˝ ˇ =˝ ˇ˝
˛ v1 ˆ ˛ 1 ˆ ˛
˜W e
i=1
i
iki r
+ c c ˇ , i = 1, 2, 3
ˆ
where Wi is the amplitude of the mode e iki ˜r .

Now, consider the second-order terms in ˜ 2 . According to the Fredholm solvability
condition, the vector function of the right hand of the above equation must be orthogo-
nal with the zero eigenvectors of operator L+c . The zero eigenvectors of adjoint operator L+c
˜ 1 ˝ −iki ˘r a11 − d1kcr2
are ˛ ˆ e , where A = . From the orthogonality condition, one gets the
° A ˙ d21kcr2 − a21
equations:
˛ u2 ˆ
(1 A ) e −ik .r Lc ˙
i
˘ = 0.
˝ v2 ˇ
Putting the value of ( u1 , v1 ) in the above equation and equating the coeffcient of e ik1r, one
obtains the equations
˜ W1
(A + B) = − kcr2 d12
(1)
W1 + ( f2 + Af3 ) W2W3 .
˜ T1
˝W2
( A + B) = −kcr2 d12
(1)
W2 + ( f2 + Af3 ) W1W3 . (1.70)
˝T1
˝W3
(A + B) = −kcr2 d12
(1)
W3 + ( f2 + Af3 ) W1W2 ,
˝T1
where f2 = fuuB2 + 2 fuv B + f vv and f3 = g uuB2 + 2g uv B + g vv .
˛ u2 ˆ ˛ U 0 ˆ 3 ˛ Uj ˆ 3 ˛ U jj ˆ ˛ U 12 ˆ i( k − k )r
Write ˙ ˘ =˙ ˘+
˝ ° 2 ˇ ˝ V0 ˇ
˜ ˙
˙ Vj
j=1 ˝
˘ˇ
ik r
˘e j + ˜ ˙
˙ Vjj
j =1 ˝
˘ˇ
2ik r
˘e j +˙
˝ V12
˘e
ˇ
1 2
˛ U 23 ˆ i( k − k )r ˛ U 31 ˆ i( k − k )r
+˙ ˘e
2 3
+˙ ˘e
3 1
+ c.c. (1.71)
˝ V23 ˇ ˝ V31 ˇ
Substituting (1.71) into (1.68), collecting the coeffcients and comparing, one gets the
equations:
−1
˛ U 0 ˆ ˛ a11 a12 ˆ ˛ − f2 ˆ
˙ ˘ =˙
˝ V0 ˇ ˝ a21
˘ ˙
a22 ˇ ˙˝ − f3
(
2 2
˘ W1 + W2 + W3
˘ˇ
2
)
(1.72)
˛ Zu0 ˆ
=˙
2 2
˘ W1 + W2 + W3
˝ Zv0 ˇ
2
( )
U j = BVj , j = 1, 2, 3 (1.73)
−1
˜ f2 ˝
˜ U 11 ˝ ˜ a11 − 4 kcr2 d1 a12 − 4 kcr2 d12
cr ˝ ˛ − ˆ ˜ Zu1 ˝ 2
2
˛ ˆ =˛ ˆ ˛ ˆ W12 = ˛ ˆ W1 , (1.74)
° V11 ˙ ˛° a21 − 4 kcr d21 a22 − 4 kcr2 d2 ˆ˙ ˛ − f3 ˆ ° Zv 1 ˙
2
˛° 2 ˆ˙
−1
˜ U 12 ˝ ˜ a11 − 3 kcr2 d1 a12 − 3 kcr2 d12
cr ˝ ˜ − f2 ˝ ˜ Zu2 ˝
˛ ˆ =˛ ˆ ˛ ˆ W1 W2 = ˛ ˆ W1 W2 . (1.75)
° V12 ˙ ˛° a21 − 3 kcr d21
2
a22 − 3 kcr d2 ˆ˙
2 ˛° − f3 ˆ˙ ° Zv 2 ˙
By permuting the suffxes, one can get the coeffcients of other terms of (1.71).
( )
T
For the third order of ˜ as in (1.69), the coeffcient of e ik1 .r . , denoted by Gu1 Gv1 , is given by
˛ ˛ W1 V1 ˆ ˆ
˛ G1 ˆ ˙ B ˙˝ T + T ˘ˇ ˘ ˛ (1) ˆ ˛ BV1 ˆ ˛ (2) ˆ ˛ BW1 ˆ
˘ = ˙˙ ˘ + k2 0 d12 0 d12
u 2 1
˘ + k cr ˙
2
˙ ˘ cr ˙ ˘˙ ˘˙ ˘
˙˝ Gv1 ˘ˇ W1 V1 ˙˝ 0 0 ˘ˇ ˝ V1 ˇ ˙˝ 0 0 ˘ˇ ˝ W1 ˇ
˙ + ˘
˙˝ T2 T1 ˘ˇ
˙
˛
((( f uu (( f B + f ) ( Z + Z )
B + f uv ) ( Zu0 + Zu1 ) + ( f uv B + f vv ) ( Zv0 + Zv1 ) W1 + ) 2
uu uv u0 u2
ˆ
˘
˙ ˘
+ ( f B + f ) ( Z + Z )) ( W + W )) W + f (W V + W V )
2 2
˙ uv vv v0 v2 2 3 1 2 2 3 3 2 ˘
−˙ ˘
˙
˙ ((( g B + g ) ( Z + Z ) + ( g B + g ) ( Z + Z ))) W + (( g B + g ) ( Z + Z )
uu uv u0 u1 uv vv v0 v1 1
2
uu uv u0 u2
˘
˘
˙ ˘
˙ + ( g B + g ) ( Z + Z )) ( W + W )) W + f (W V + W V ) ˘
2 2
˙˝ uv vv v0 v2 2 3 1 3 2 3 3 2 ˘ˇ
˛
˙
−˙
(W 1
2 2
+ W2 + W3
2
)( f uuu B3 + 3 f uuv B2 + 3 f uvv B + f vvv ) ˆ
˘ (1.76)
˘ W1 .
˙
˝ (W 1
2 2
+ W2 + W3
2
)( g uuu B + 3g uuv B + 3g uvv B + g vvv
3 2
) ˘
ˇ
( ) ( )
T T
Similarly, Gu2 Gv2 and Gu3 Gv3 can be obtained by permuting the subscripts.
Using the Fredholm solvability condition as in the second order of ˜ , we obtain
˛ Gj ˆ
(1 A ) ˙˙ u
˘ = 0, j = 1, 2, 3,
u ˘
j
˝ G ˇ
which on simplifcation gives
˙ ˝W1 ˝V1 ˘
(A + B) ˇ +
ˆ ˝T2 ˝T1
(
= −kcr2 d12(1)V1 + d12(2)W1 + h1 W2V3 + W3V2 − G1 W1
2
) ( ) (
(1.77)
(
+ G2 W2 + W3
2 2
)) W , 1
where
h1 = f2 + Af3 ,
˘
(
ˆ ( fuuB + fuv ) + A ( g uuB + g uv ) ( Zu0 + Zu1 ))
,
G1 = −
˘
( )
ˇ + ( fuv B + f vv ) + A ( g uv B + g vv ) ( Zv 0 + Zv 1 ) + ( f 4 + Ag 4 )
˘
(
ˆ ( fuuB + fuv ) + A ( g uuB + g uv ) ( Zu0 + Zu2 ))
,
G2 = −
˘
( )
ˇ + ( fuv B + f vv ) + A ( g uv B + g vv ) ( Zv 0 + Zv2 ) + ( f 4 + Ag 4 )
f 4 = fuuuB3 + 3 fuuv B2 + 3 fuvv B + f vvv ,
g 4 = g uuuB3 + 3g uuv B2 + 3 g uvv B + g vvv ,
Similarly, the other two equations can be obtained by permuting the subscripts. The ampli-
tudes, Z j , j = 1, 2, 3, are taken as variables that change slowly with respect to time so that
( )
˜ Z j ˜ T0 = 0. Hence,
˜ Zj ˜ Zj ˜ Zj
˜t
=°
˜ T1
+ °2
˜ T2
+ o °2 . ( ) (1.78)
( )
Setting Z j = ˜ Wj + ˜ 2Vj + o ˜ 2 , and using the above results, one can get the amplitude
equations corresponding to Z1 , Z2 , Z3 as follows:
˜0
° Z1
°t
2
(2 2
= µZ1 + hZ2 Z3 − g1 Z1 + g 2 Z2 + g 2 Z3 Z1 , )
˜0
° Z2
°t
2
(
2 2
= µZ2 + hZ1Z3 − g1 Z2 + g 2 Z1 + g 2 Z3 Z2 , )
˜0
° Z3
°t
2
(2 2
= µZ3 + hZ2 Z1 − g1 Z3 + g 2 Z2 + g 2 Z1 Z3 , ) (1.79)
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CHAPTER XII.
CONCLUSION.
The treaty of peace was greatly objected to by such of the Canadians as

had favored a continuation of British rule, and the more bitter of these
attempted to organize an "Independence party."
Their numbers, however, were comparatively insignificant, and although

they made a show of organizing an army for the purpose of opposing the
United States troops, and achieving the independence of Canada, they took
good care not to risk a conflict with the vastly superior forces of the
Americans, and in less than a month, such of them as had not deserted,
surrendered; and all further traces of opposition to American occupation
disappeared. On the 4th of July, 1890, which was the one hundred and
fourteenth anniversary of American Independence, the United States took
formal possession of Canada; and the prosperity of that vast section of the
North American Continent may be said to date from that eventful day.
The war now being concluded, and the questions which had for more
than a century proved so vexatious, being permanently settled, the people of
the United States had plenty of leisure time to count up the cost of the
"economy" which their rulers had been treating them to, ever since the end
of the Civil War.
As has already been shown, these demagogues, while prating about the
surplus, and the tariff, and the down-trodden laboring man, and the crime of
spending the people's money for anything but river and harbor and public
building jobs, and exorbitant premiums on immature bonds; had permitted
the United States Navy to go to decay, from motives of "economy;" had
utterly refused to offer even decent rates of compensation for the carrying
of foreign mails in American ships, for the sake of "economy;" had declined
to encourage the establishment of an auxiliary naval force, by the payment
of an annual rental for the privilege of employing swift American built
steamships as cruisers in time of war, because by not doing so, the treasury
would save $5,000,000 or $10,000,000 a year, and these statesmen could
continue to pose before the country as champions and apostles of
"economy;" and had neglected year after year to fortify the seaboard cities,
notwithstanding the constant and oft repeated warnings uttered by military
and naval experts, intelligent and thoughtful writers, and farsighted
statesmen of both political parties; because, forsooth, when year after year
the River and Harbor Bill and the Public Buildings Bill had been inflated to
the largest possible figures that would be likely to escape a presidential
veto, they found that they could not spend any money on fortifications
without exceeding the appropriations made by their predecessors, and
would thus render themselves liable to be considered by their constituents
as lacking in the great essential element of "economy."
Well, these economical statesmen had had their way—and their day—
and their constituents and masters—the People of the United States—said to
them, "Gentlemen, render an account of your stewardship. Let us see what
your loud professions of 'economy' for the past twenty-five or thirty years
amount to. Let us have an itemized account, debit and credit, and see how
far your acts have been justified by results."
You are clearly entitled to credit for the following amounts:
CREDIT.
Mail Subsidies saved annually $5,000,000

Rental of Steamships (assuming 100 swift
ships at $100,000 each) as an auxiliary 10,000,000
naval force
Adequate naval and fortification 20,000,000
appropriations annually ———————
$35,000,000
Total annual saving
———————
Total for ten years $350,000,000
A very handsome exhibit, gentlemen; now let us see the other side of the
account.
DEBIT.
Amount paid annually to foreign ships,

$150,000,000
carrying American products
Amount of wages lost to American ship-
builders and their workmen, annually 12,000,000
(figures previous to 1860)
Amount of domestic shipbuilding materials
not used annually (figures previous to 30,000,000
1860)
Passage money paid by Americans to 5,000,000
foreign shipowners annually (estimated) ———————
$197,000,000
Total annual cost
———————
Total for ten years $1,970,000,000
To this must be added the following amounts:
War indemnity, paid to Great Britain by

$1,500,000,000
reason of our not having a navy
300,000,000
Canadian debt assumed
———————
$3,770,000,000
Carried forward
Brought forward $3,770,000,000
Amount expended by U. S. in War with
100,000,000
Great Britain
Amount of damage done to New York and 300,000,000
Brooklyn by British fleet ———————
Total $4,170,000,000
350,000,000
Less credits as above
———————
Total cost of ten years of Congressional $3,820,000,000
"economy."
"There are other items, gentlemen, which could easily be made to swell
the above debit balance; but these are sufficient. You may step down and
out. The people of the United States are the most wealthy and liberal people
in the world, but ten years more of such "economy" as yours has been,
would bankrupt us. We wish you no harm, gentlemen, but we have no
further need of your services."
Of course this monologue is not to be taken literally, but it is what the

people of the United States practically said, by their action, at the elections
which succeeded the Battle of the Swash.
It is, perhaps, needless to remark, that for many years subsequent to

1890, American statesmen were not called upon to wrestle with the difficult
problem of "how to dispose of the surplus revenue."
Their "economical" predecessors had effectually obviated all necessity

for any such discussion; but the lesson which the people had learned, was a
most valuable one, and instead of considering themselves the suffering
victims of an excessive and burdensome system of taxation, they fully
realized that they were the most favored people in the world in that respect,
and cheerfully supported the new generation of Congressmen in authorizing
the liberal expenditures, which in a few years made our coasts and harbors
invulnerable; gave us a navy superior to that of any other nation, and placed
us once more in the van among the maritime powers of the world.
At the first glance, the Battle of the Swash seemed to have been a most
disastrous event for the United States.
England got all the glory and all the money, and the United States got
Canada and—the experience. But the latter proved to be worth infinitely
more than it cost, in that it exploded the absurd system of miscalled
"economy," which only "saved at the spigot to waste at the bung."
Let us rejoice that in this year of grace 1930, we have so profited by the
errors of our ancestors, that we now occupy unchallenged, the foremost
position among the Nations of the earth; and that with our 200,000,000 of
intelligent, prosperous and contented citizens—each one a sovereign in his
own right—we can afford to look with indifference upon the wars and
struggles of our less fortunate contemporaries on the other side of the
Atlantic.
Too late, alas! had the truth and wisdom of these words—written by that
great founder of the Government, Thomas Jefferson—become manifest.
"Our navigation involves still higher consideration; as a branch of

industry it is valuable; but as a resource of defense, it is essential.
"The position and circumstances of the United States leaves them

nothing to fear from their land board, and nothing to desire beyond their
present rights.
"But on the seaboard they are open to injury, and they have then, too, a
commerce which must be protected.
"This can only be done by possessing a respectable body of artists and

citizen seamen, and establishments in readiness for shipbuilding.
"If particular Nations grasp at undue shares of our commerce, and more
especially, if they seize on the means of the United States, to convert them
into aliment for their own strength, and withdraw them entirely from the
support of those to whom they belong, defensive and protective measures
become necessary on the part of the Nation whose marine sources are thus
invaded, or it will be disarmed of its defense, its productions will be at the
mercy of the Nation which has possessed itself exclusively of the means of
carrying them, and its politics may be influenced by those who command its
commerce.
"The carriage of our own commodities, if once established in another

channel, cannot be resumed at the moment we desire.
"If we lose the seamen and artists whom it now employs, we lose the
present means of Marine defense, and time will be requisite to raise up
others, when disgrace or losses shall bring home to our feelings the evils of
having abandoned them."
The "disgrace and losses" incurred by our ancestors in this brief but
disastrous campaign, had indeed brought "home to their feelings the evils of
having abandoned" the great interest thus earnestly pleaded for by the
greatest statesman of his day; and the absurd folly of the so-called
"economy," which prompted its abandonment, was at length reluctantly
conceded by the noisiest and bitterest advocates of free trade throughout the
land.
THE END.
APPENDIX.
AN ACT TO PROVIDE FOR THE ESTABLISHMENT OF AN

AUXILIARY NAVAL FORCE.
SECTION 1. Be it enacted that from and after the passage of this Act,
the Secretary of the Navy is authorized and directed to execute contracts
with the owners or agents of steam vessels, built and owned in the United
States of America, and sailing under the American flag, upon the terms and
conditions hereinafter set forth; and the faith of the United States is hereby
pledged to carry said contracts into effect, and to make all payments arising
thereunder, in strict and prompt accordance with the terms thereof.
SECTION 2. All vessels now built or owned, or hereafter to be built or

owned in the United States of America, and carrying the American flag,
which possess the following qualifications and requirements, shall be
deemed subject to the provisions of this Act, and eligible to the benefits
conferred thereby.
1st. The said vessels must be of at least four thousand tons burden.
2nd. The said vessels must have a maximum speed of at least nineteen
statute miles per hour, the same to be established by actual test.
3rd. The said vessels must be built, both as to their hulls and engines,
on plans to be approved by a Bureau of Naval Construction and
Engineering, consisting of five members, to be appointed for that
purpose by the President and the Secretary of the Navy; and every
such vessel shall have carriages or platforms for two or more guns
of at least eight inches calibre, and also suitable accommodations
for an auxilliary battery of rapid firing guns.
4th. Estimates of the cost of such vessels and engines—exclusive of

furniture and equipment for passengers—shall also be submitted to,
and approved by, the said Bureau of Naval Construction and
Engineering, and the amount of cost, thus approved by such Bureau,
shall be taken as the value upon which the contracts provided for in
the first section of this Act, shall be based.
SECTION 3. Upon the completion of any such vessel, and the filing in
the office of the Secretary of the Navy of certified copies of the report of
the Bureau of Naval Construction and Engineering, approving the plans of
the hull and engines of such vessel, and also certifying that the estimate of
the cost of such vessel is not excessive; and after actual tests of the speed of
such vessel, under regulations imposed by the Secretary of the Navy; the
said Secretary shall, if requested to do so by the owner or owners of such
vessel, enter into a contract with such owner or owners, for a period of not
less than ten, nor more than fifteen years, by which, in consideration of the
privilege of taking such vessel by charter or purchase, at any time during
the pendency of the said contract, on ten day's notice, the United States
shall pay as an annual rental, to the owners or agents of such vessel, interest
on her cost, as certified by the Bureau of Construction and Engineering, as
follows:
1st. For vessels having a speed of nineteen statute miles or over, and
less than twenty statute miles per hour, four per cent.
2nd. For vessels having a speed of twenty statute miles or over, and less
than twenty-one statute miles, per hour, four and one-half per cent.
3rd. For vessels having a speed of twenty-one statute miles or over, per
hour, five per cent.
Provided. That such annual rental shall in no case exceed the sum of one
hundred thousand dollars for any single vessel.
SECTION 4. The maximum price at which the United States will

purchase such vessel, shall be fixed at the price approved as heretofore
provided, by the Bureau of Naval Construction and Engineering, plus a
bonus of not to exceed twenty-five per cent. of such price, to cover the
outlay for passenger equipment, and as a compensation to the owners of
such vessel for her withdrawal from her regular employment.
Such valuation shall govern until such vessel shall have attained the age
of five years; and thereafter a deduction of six per cent. shall be made
therefrom annually, to cover depreciation and wear and tear.
SECTION 5. In case the Secretary of the Navy shall elect to charter such
vessel or vessels, instead of purchasing them, the rate to be paid therefor
shall be five dollars per month per registered ton; such vessel to be at the
risk of the United States during the pendency of such charter.
SECTION 6. This Act shall take effect immediately.

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Spatial Dynamics and Pattern Formation in Biological Populations 1St Edition Ranjit Kumar Upadhyay Online Ebook Texxtbook Full Chapter PDF

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Spatial Dynamics and Pattern

Formation in Biological Populations 1st

Kinematics and Dynamics of Galactic Stellar Populations

Computational Intelligence in Pattern Recognition Asit

Preference-based Spatial Co-location Pattern Mining

Research Methodology: A Step-by-Step Guide for

Biological and Bio Inspired Fluid Dynamics Theory and

Spatial Analysis Using Big Data: Methods and Urban

Transitions in Post Soviet Eurasia Identity Polity and

Spatial Minds Conceptual Correlations of Spatial

Ranjit Kumar Upadhyay

First edition published 2021

and by CRC Press

© 2021 Ranjit Kumar Upadhyay and Satteluri R. K. Iyengar

CRC Press is an imprint of Taylor & Francis Group, LLC

ISBN: 978-0-367-55550-4 (hbk)

1 Introduction to Diffusive Processes ...................................................................................1

2.6 Applications in Biochemistry: Belousov–Zhabotinsky Reaction–Diffusion

3 Modeling Virus Dynamics in Time and Space ............................................................ 111

4 Modeling the Epidemic Spread and Outbreak of Ebola Virus................................. 215

Exercise 4............................................................................................................................... 261

5 Modeling the Transmission Dynamics of Zika Virus................................................ 267

6 Brain Dynamics: Neural Systems in Space and Time................................................. 331

6.6.2Bifurcation Analysis .................................................................................... 394

Solutions to Odd-Numbered Problems................................................................................. 413

Mathematical modelling is playing an increasingly important role in ecology, epidemiol-

Philip K. Maini, FRS, FMedSci, FNA

MATLAB® is a registered trademark of The MathWorks, Inc. For product information,

Dr. Ranjit Kumar Upadhyay is Professor in the Department of

Dr. Satteluri R. K. Iyengar was Professor and former Head of the

1.2 Diffusion, Convection, Advection and Dispersion Processes

parametrize the rate of diffusion of its components. Simplifcations to the Maxwell–Stefan

1.3 Some Basic Laws of Diffusion

The dimensions of accumulation, diffusion, and curvature of the concentration are

If diffusion is dependent on concentration, then we have the equations:

By taking suitable correspondence between the parameters, variables, and equations, it

1.3.2 Darcy’s Law

h = z + p/( ˜ g), or hg = gz + ( p/˜ ). (1.6)

E = − g grad h = −grad ˛. (1.8)

Let ( K/g ) = ˜ . Darcy’s law becomes [42]

q = −˜ g grad h = −˜ grad ˝ = ˜ E. (1.9)

1.4 Diffusion Equation

1.4.1 Linear Diffusion Equation in One Dimension

Under the change of variables, ˜ 2 = x 2 4° 2t , we get( )

which shows that M is independent of time. The concentration is given by

It is a function of the dimensionless parameter x/ 2˜ t . Therefore, concentration is ( )

a. Diffusion out of a plane sheet of thickness L: Initially, the concentration is uni-

where dn = [(2n + 1)π/L ].

d. Temperature distribution in a finite, thin, insulated rod/bar: Initial condition: The

e. Temperature distribution in a semi-infinite, thin, insulated rod/bar:

ii. Initial condition: Initial temperature u ( x, 0 ) = f ( x ) , 0 < x < °. Boundary

f. Temperature distribution in an infnite, thin rod/bar: Initial condition: Initial tem-

where D is the diffusion coeffcient. When D is a constant, u = U ( r ) e −D˝ t is a solu-

tion where U ( r ) satisfes Bessel’s differential equation of order zero

ut = uxx + f ( x , t ) , −ˆ < x < ˆ , t > 0, (1.21)

The solution is given by

By inverse Fourier transform, the solution of heat equation (1.21) is obtained as

where Green’s function K is the Gaussian or heat kernel given by

1.4.1.1 Time-Dependent/Concentration-Dependent Diffusion Coeffcient Problems

1.4.2 Linear Diffusion Equation in Two and Three Dimensions

where the diffusion coeffcient D is a constant. By substitution, we fnd that

ut = uxx + uyy , 0 < x < x0 , 0 < y < y 0 , (1.26)

The time-dependent portion of the solution to the diffusion equation is given by