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Darboux Integrable 3d Lotka Volterra System
Darboux Integrable 3d Lotka Volterra System
system
Research Project
Submitted to the department of (Mathematic) in partial fulfillment of the
requirements for the degree of BSc. in (Mathematic)
By:
Elaf salih Abbas
Supervised by:
Dr. Niazy Hady Hussein
April– 2024
Certification of The Supervisor
I certify that this work was prepared under my supervision at the
Signature:
supervisor: Dr. Niazy Hady Husein
Scientific grade: Assistant Professor
Signature:
Name: Dr. Rashad Rashid Haji
i
Acknowledgment
First and foremost, I'd like to thank God for allowing me to complete this job
successfully.
I'd like to thank my supervisor, Assist. prof.Dr. Niazy Hady Hussein, for his guidance
and support during my time as a student.
It gives me tremendous joy to undertake this project; I have made efforts, but it would
not have been possible without the support and assistance of many others.
I would especially like to thank our head of department, Dr. Rashad Rashid, for his
unwavering support throughout the years. The entire staff of the mathematics
department has my gratitude as well.
I would like to thank my parents and friends for their encouragement and support,
whose moral support and emotional support have been essential in this challenging
battle.
ii
Abstract
𝑑𝑦
= 𝑦̇ = 𝑄(𝑥, 𝑦, 𝑧) = 𝑦(𝜇 + 𝑥 + 𝐴𝑧)
𝑑𝑡
𝑑𝑧
= 𝑧̇ = 𝑅(𝑥, 𝑦, 𝑧) = 𝑧(𝛾 + 𝐵𝑥 + 𝑦)
𝑑𝑡
iii
Table Contents
Certification of The Supervisor ................................................................................................................... i
Acknowledgment .......................................................................................................................................... ii
Abstract ........................................................................................................................................................ iii
CHAPTER ONE...........................................................................................................................................1
1.1 introduction ........................................................................................................................................1
CHAPTER TWO .........................................................................................................................................2
2.1. Literature Review ..............................................................................................................................2
CHAPTER THREE .....................................................................................................................................3
3.1 Three-Dimensional Lotka-Volterra differential system .................................................................3
3.2 Darboux integrability theory.............................................................................................................4
3.3 First integrals and integrable systems ............................................................................................10
References ...................................................................................................................................................12
الخالصة............................................................................................................................................................. a
پوختە............................................................................................................................................................... b
iv
CHAPTER ONE
1.1 introduction
Nonlinear ordinary differential equations are prevalent in various areas of applied
mathematics and physics. In dimensions beyond two, these systems typically exhibit
chaotic behavior, meaning they are highly sensitive to the initial conditions. More
precisely, the disparity between initial conditions tends to grow exponentially over
time.
Identifying conditions that prevent chaotic motion is crucial, and this involves
seeking parameter values that render systems partially or entirely integrable. In the
case of a three-dimensional system being integrable, its solutions exhibit favorable
qualities, providing a means to gain comprehensive insights into its long-term
evolution.
1
CHAPTER TWO
2.1. Literature Review
In this chapter we give some definitions and results relative to the topic that using
through this study.
Definition 2.1.4: (Cairo, 2014) the existence of two independent first integral of
the system, then the system is called completely integrable.
2
CHAPTER THREE
𝑑𝑦
= 𝑦̇ = 𝑄(𝑥, 𝑦, 𝑧) = 𝑦(𝜇 + 𝑥 + 𝐴𝑧)
𝑑𝑡
𝑑𝑧
= 𝑧̇ = 𝑅(𝑥, 𝑦, 𝑧) = 𝑧(𝛾 + 𝐵𝑥 + 𝑦)
𝑑𝑡
We use the Darboux F.I in order to show the integrability through the invariant
algebraic surface and exponential surface. where we note the absence of the quadratic
self-interacting terms. We are concerned here with the existence of (time-
independent) first integrals of (1) when the six parameters λ, μ, γ, A, B, C, the three
dependendent variables x, y, z. and the independent variable t (the time) are real.
If λ = μ = γ ≠ 0 then the change of variables (x, y, z, t) → (𝑥̅ , 𝑦̅, 𝑧̅, 𝑡̅) given by
1
𝑥̅ = 𝑥𝑒 −𝜆𝑡 𝑦̅ = 𝑦𝑒 −𝜆𝑡 𝑧̅ = 𝑧𝑒 −𝜆𝑡 𝑡̅ = 𝑒 𝜆𝑡 (2)
𝜆
𝜕 𝜕 𝜕
𝜒 = 𝑃(𝑥, 𝑦, 𝑧) + 𝑄(𝑥, 𝑦, 𝑧) + 𝑅(𝑥, 𝑦, 𝑧) .
𝜕𝑥 𝜕𝑦 𝜕𝑧
where 𝑃, 𝑄 and 𝑅 are polynomials in the variables x, y and z with real coefficients.
In all of this section m = max {deg P, deg Q, deg R} will denote the degree of the
polynomial vector field X.
Here we say that H: U→ ℝ3 is a first integral of the vector field X if the Lebesgue
measure of ℝ3 , U is zero and H is a non-constant analytic function which is constant
on all solution surfaces (x(t), y(t), z(t)) of the vector field X on U; i.e.
H (x(t), y(t), z(t)) = constant for all values of for which the solution
(x (t), y(t), z (t)) is defined on U. Clearly, H is a first integral of the polynomial vector
field X on U if and only if XH = 0 on all the points (x, y, z) of U. If H is a first
integral of X, then we can reduce the study of the trajectories of X on the invariant
sets H (x, y, z) = h when h varies in R. We note that if h∈ℝ is a regular
We say that the vector field X is integrable if X has two independent first integrals;
i.e. if X has two first integrals 𝐻𝑖 : 𝑈𝑖 → ℝ3 , for i= 1, 2 such that the two vectors
are independent at all the points (x, y, z) ∈ 𝑈1 ∩ 𝑈2 except perhaps into a subset of
zero Lebesgue measure. If X is integrable with the two independent first integrals
𝐻1 and 𝐻2 ,
4
then its trajectories are determined by intersecting the invariant sets
Let𝑓 ∈ ℝ[𝑥, 𝑦, 𝑧]. where as usual ℝ[𝑥, 𝑦, 𝑧] denotes the ring of the polynomials in
the variables x, y and z with real coefficients. The algebraic surface f = 0 is called an
invariant algebraic surface of the polynomial vector field X if for some polynomial
K ∈ ℝ[𝑥, 𝑦, 𝑧].
We have
𝜕𝑓 𝜕𝑓 𝜕𝑓
𝑋𝑓 = 𝑃 +𝑄 +𝑅 = 𝐾𝑓 (3)
𝜕𝑥 𝜕𝑦 𝜕𝑧
since the polynomial vector field has degree m then any cofactor has at most degree
(𝑚 − 1)
𝜕𝑓 𝜕𝑓 𝜕𝑓
Since on the points of an invariant algebraic surface f = 0 the gradient ( , , )
𝜕𝑥 𝜕𝑦 𝜕𝑧
is orthogonal to the polynomial vector field X = (P, Q, R) (see (3)), it follows that
at every point (x, y, z) of the surface f = 0 the vector field X is contained into the
tangent
the vector field X. This justifies the name invariant algebraic surface given to the
algebraic surface f = 0 satisfying (3) for some polynomial K, because it is invariant
under the flow defined by X
5
Let 𝑔, ℎ ∈ ℝ [𝑥, 𝑦, 𝑧] be relatively prime polynomials in the ring ℝ[𝑥, 𝑦, 𝑧] Then the
function exp(g/h) is called an exponential factor of the polynomial vector field X if
the equality
𝑔 𝑔
𝑋 (𝑒𝑥𝑝 ( )) = 𝐾𝑒𝑥𝑝 ( ) (4)
ℎ ℎ
From the point of view of the integrability of polynomial vector fields the importance
of the exponential factors is twofold. On one hand, they verify equation (4), and on
the other hand, their cofactors are polynomials of degree at most
(m – 1) These two facts allow them to play the same role as the invariant algebraic
surfaces in the integrability of a three-dimensional polynomial vector field X. We
note that the exponential factors do not define invariant surfaces of the flow of the
vector field X.
𝑋𝑔 = 𝑔𝐾ℎ + ℎ𝐾𝐹
Before stating the main results of the Darboux theory we need some definitions. If
𝑆(𝑥, 𝑦, 𝑧) = ∑𝑚−1 𝑖 𝑗 𝑘
𝑖+𝑗+𝑘=0 𝑎𝑖𝑗𝑘 𝑥 𝑦 𝑧
6
is a polynomial of degree 𝑚 − 1 with (𝑚 + 2)(𝑚 + 1)𝑚⁄6 coefficients in R, then
we write𝑆 ∈ ℝ𝑚−1 [𝑥, 𝑦, 𝑧]. We identify the linear vector spaceℝ𝑚−1 [𝑥, 𝑦, 𝑧] with
ℝ(𝑚+2)(𝑚+1)𝑚⁄6 through the isomorphism
𝑚−1
for i = 1, . . . , p,q exponential factors exp(𝑔𝑖 ⁄ℎ𝑖 ) with cofactors 𝐿𝑗 for j = 1, . . . ,q.
and r independent singular points 𝑓𝑖 (𝑥𝑘 , 𝑦𝑘 , 𝑧𝑘 ) ∈ ℝ such that 𝑓𝑖 (𝑥𝑘 , 𝑦𝑘 , 𝑧𝑘 ) ≠ 0 for
i = 1, . . . , p and for k = 1, . . . ,r.
𝑝 𝑞
1- If there exist 𝜆𝑖 , 𝜇𝑗 ∈ ℝ3 not all zero such that∑𝑖=1 𝜆𝑖 𝐾𝑖 + ∑𝑗=1 𝜇𝑗 𝐿𝑗 = 0 , then
the function
𝜇1 𝜇𝑞
𝜆1 𝜆𝑝 𝑔1 𝑔𝑞
|𝑓1 | . . . |𝑓𝑝 | (𝑒𝑥𝑝 (ℎ )) . . . (𝑒𝑥𝑝 ( )) (5)
1 𝑞ℎ
𝑝 𝑞
then there exist 𝜆𝑖 , 𝜇𝑗 ∈ ℝ not all zero such that ∑𝑖=1 𝜆𝑖 𝐾𝑖 + ∑𝑗=1 𝜇𝑗 𝐿𝑗 = 0 .
7
3- X has [(m + 2) (m + 1) m /6] + 3 invariant algebraic surfaces if and only if X has
a rational first integral.
and the two new transformations are obtained from the above circular permutations.
We say that all these Lotka-Volterra systems are E equivalent. All the results of this
paper are stated modulo these E equivalences.
8
3- For an ABC system if ABC + 1 = 0 then f = ABx + y − Az = 0 and K = 0;
𝑥̇ = 𝑥(𝐶𝑦 + 𝑧)
𝑦̇ = 𝑦(𝑥 + 𝐴𝑧)
𝑧̇ = 𝑧(𝐵𝑥 + 𝑦)
Have the following invariant algebraic surface. f = 0 of degree (2) with cofactor 𝑘 =
𝑘0 + 𝑘1 𝑥 + 𝑘2 𝑦 + 𝑘3 𝑧
2- 𝑓 = 𝑧 and 𝑘 = 𝐵𝑋 + 𝑦 .
3- 𝑓 = 𝑦 and 𝑘 = 𝑧𝐴 + 𝑥
4- if 𝐴 = 1 then 𝑓 = 𝑥 − 𝐶𝑦 and 𝑘 = 𝑧 .
6- 𝑓 = 𝑥 and 𝑘 = 𝐶𝑦 + 𝑧
9
Exponential factors
Where 𝑓4 = 0 is an invariant algebraic surface of degree at most two, and the 𝜆𝑖 are
real numbers not all zero.
(2) if λ=μ, ν=0, A=1 and C≠0, then H=𝑥|𝑦|𝐵𝐶 |𝑧|−𝐶 |𝑥 − 𝐶𝑦|−𝐵𝐶−1
(6) If A=1 and B=2 then it is integrable with the first integrals
11
References
Bibik, Y. V., 2021. Analytic investigation of the chaotic dimensional lotka volterra system with a
seasonality factor. computentional Mathematics and Mathematical Physics, Volume 6, pp. 226-241.
Cairo, L., 2014. Darboux integrsability for 3D lotka-volterra system. Jornal of physics.A,Mathematical and
general, 33(12), pp. 2395-2406.
Cantrijn, F. & Sarlet, W., 1981. generalizations of Noether's theorem in classical mechanics. SIAM Rev.,
Volume 23.
christopher, C. J., 1994. Invariant algebraic curve and conditions for a center. Royal society of Edinbrugh,
124(6), pp. 1209-1229.
christopher, C. J., 1999. Algebraic aspect of integrability for polynomial systems. Qualitative theory of
dynamical systems, Volume 1, pp. 71-95.
Frank , W. W., 1983. Foundations of diferentiable manifolds and lie groups. 1st ed. New york: spinger.
Labrunie , S., 1996. On the polynomial first integrals of the (a,b,c) lotka-volterra system. J. Math. Phys.,
Volume 37, p. 5539.
Phoolan, P. & Renuka , R., 1985. Patial Differential Equation. 1st ed. s.l.:New age international publishers.
Schlomiuk, D., 1993. Elementary first integral and algebraic invariant curves of differential equations.
Expositiones.Math, Volume 11, p. 433.
Singer, M. F., 1992. liouvillian first integrals of differential equation. Transactions of the American
Mthematical society, Volume 333, pp. 673-688.
viorel, B., 2016. Differential equation. Switzerland: Springer Under mathematic Series.
Yoshida, H., 1987. A criterion fo the nonexistence of an additional integral in Hamiltonian systems with a
homogeneous potential. physica D: Nonlinear phenomena, 29(1-2), pp. 128-142.
Ziglin, S. L., 1983. Branching of solutions and nonexistence of first integrals in Hameltonian mechanics I.
Func. Anal. Appl., Volume 16, p. 181.
Ziglin, S. L., 1983. Branching of solutions and nonexistence of first integrals in Hameltonian mechanics II.
Func. Anal. Appl., Volume 17, p. 6.
12
الخالصة
𝑥𝑑
)𝑧 = 𝑥̇ = 𝑃(𝑥, 𝑦, 𝑧) = 𝑥(𝜆 + 𝐶𝑦 +
𝑡𝑑
𝑦𝑑
)𝑧𝐴 = 𝑦̇ = 𝑄(𝑥, 𝑦, 𝑧) = 𝑦(𝜇 + 𝑥 +
𝑡𝑑
𝑧𝑑
)𝑦 = 𝑧̇ = 𝑅(𝑥, 𝑦, 𝑧) = 𝑧(𝛾 + 𝐵𝑥 +
𝑡𝑑
و في هذه الدراسة ،نركز على وجود المقومات األولى ،ونقصر النظر في الموضوع على درجات تصل إلى
درجتين تشمالن عوامل الدربو المتعددة الحدود والعوامل األسية .والطريقة المستخدمة هنا ذات أهمية عامة
ويمكن تطبيقها على أي نظم تفاضلية متعددة الحدود في األبعاد التعسفية.
a
پوختە
𝑦𝑑
)𝑧𝐴 = 𝑦̇ = 𝑄(𝑥, 𝑦, 𝑧) = 𝑦(𝜇 + 𝑥 +
𝑡𝑑
𝑧𝑑
)𝑦 = 𝑧̇ = 𝑅(𝑥, 𝑦, 𝑧) = 𝑧(𝛾 + 𝐵𝑥 +
𝑡𝑑
لەم لێکۆڵينەوەيەدا ،ئێمە سەرنج دەخەينە سەر بوونی پێکهاتە يەکەمەکان ،و سنووردارکردنی ڕەچاوکردنی
پرسەکە بە پلە تا دوو پلە کە فاکتەری فرەژماری و ڕيزبەندی لەخۆدەگرێت .ئەو شێوازەی لێرەدا
بەکارهاتووە جێگەی سەرنجی گشتی و دەتوانرێت بۆ هەر سيستەمێکی جياوازی فرەژمارە لە ڕەهەندە
ئارەزوومەندەکاندا بەکاربهێنرێت.
b