Abstract

The stability and bifurcation analysis for a delay differential equation of hepatitis B virus infection is investigated. We show the existence of nonnegative equilibria under some appropriated conditions. The existence of the Hopf bifurcation with delay at the endemic equilibria is established by analyzing the distribution of the characteristic values. The explicit formulae which determine the direction of the bifurcations, stability, and the other properties of the bifurcating periodic solutions are given by using the normal form theory and the center manifold theorem. Numerical simulation verifies the theoretical results.

1. Introduction

Recently, a hepatitis B virus (HBV) model with time delay that was proposed and investigated in the literature [14] caught the attention of a lot of mathematicians. In practice, the HBV model has suffered time delay caused by the HBV incubation period, which varies from 45 to 180 days, and the delay in viral shedding which both suggest that viral production delay may significantly impact infection dynamics [1]. Precisely, the HBV model with time delay reads as the following: where and represent the number of uninfected cells and infected cells, respectively. represents the number of exposed cells, that is, the cells that have acquired the virus but are not yet producing new virions. denotes the number of free virions. is the time delay for virion production. Here, the positive constant is the rate at which new uninfected live cells are generated. The positive constant is the per capita death rate of uninfected live cells. Infected live cells are killed by immune cells at rate and produce free virions at rate , where is what so-called “burst” constant. Free virions are cleared by lymphatic and other mechanisms at rate , where is a constant. is an incidence rate coefficient describing the infection process. The initial conditions for the system (1) are where , , and are nonnegative functions. Based on some observations of virus particles , the system (1) is simplified in [1] as the following:

A direct computation shows that the basic infection reproduction number for the system (2) is

For the sake of simplicity, let , and the system (3) is equivalent to the following system: which has two equilibria: the infection-free equilibrium and the infected equilibrium , where

The following results, Theorems 1 and 2, come from [1].

Theorem 1. If , the infection-free equilibrium of the system (5) is globally asymptotically stable.

Theorem 2. If , the chronic infected equilibrium of the system (5) is locally asymptotically stable.

The initial conditions for the system (5) are where .

It is straightforward to show the following.

Lemma 3. The solution of (5) with an initial condition (6) is nonnegative for all .

It is well known that the studies on the dynamical systems not only include the discussion of stabilities, attractivity, and persistence, but also include many dynamical behaviors such as periodic solutions, bifurcations, and chaos. Particularly, the properties of periodic solutions appearing through the Hopf bifurcation in delayed systems are of great interest [57]. In the present paper, our main objective is to investigate the bifurcation phenomena of the modified hepatitis B virus (HBV) model with time delay .

This paper is organized as follows. In Section 2, by analyzing the characteristic equation of the linearized system of the system (5) at the equilibria, we discuss the stability of the origin and the positive equilibrium and the existence of the Hopf bifurcations occurring at the chronic infected equilibrium. In Section 3, the formulae determining the direction of the Hopf bifurcations and the stability of bifurcating periodic solutions on the center manifold are obtained by using the normal form theory and the center manifold theorem due to Hassard et al. [8]. To verify the obtained results, some numerical simulations are included in Section 4. The paper ends with a brief discussion.

2. Stability of Equilibria and Existence of the Hopf Bifurcation

In this section, we will investigate the stability of the equilibria and the existence of the Hopf bifurcations occurring at the chronic infected equilibrium. Then, it is easy to check that the system (5) has an equilibrium for all nonnegative parameters. The characteristic equation of (5) at is

Hence, is a saddle with for ; and are the local unstable and stable manifolds of , respectively. is locally asymptotically stable for . In fact, is globally asymptotically stable for , see [1, 4].

Now, we will investigate the stability of the chronic infected equilibrium . Linearizing the system (5) at yields the following linear system: whose characteristic equation reads as with

For , characteristic equation (10) reduces to

By the Routh-Hurwitz criterion, we know that all the roots of (12) have negative real parts, that is, the chronic infected equilibrium is locally asymptotically stable for . We now give a definition, which can be found in [2, 9].

Definition 4. The equilibrium is called asymptotically stable if there is an such that implies that where is the solution of the system (5) with an initial condition (6).
Song et al. [10] investigated the distribution of roots of the following equation: where and . When , (15) reduces to
Obviously, is a root of (16) if and only if satisfies
Separating the real and the imaginary parts, we have
Squaring the two equations and adding them give where , , and . Song et al. [10] obtained the following results on the distribution of roots of (15) and (19).

Lemma 5. For the polynomial equation (19),(i)if , then (19) has at least one positive root,(ii)if and , then (19) has no positive roots,(iii)if and , then (19) has positive roots if and only if and , where

Lemma 6. For the transcendental equation (19),(i)if and , then all roots with positive real parts of (19) have the same sum as those of the polynomial equation (16), for all ,(ii)if or , and , then all roots with positive real parts of (19) have the same sum as those of the polynomial equation (16), for .

From Lemmas 5 and 6, we can have the following lemma.

Lemma 7. (i) The chronic infected equilibrium of the system (5) is absolutely stable if and only if the equilibrium of the corresponding ordinary differential equation (ODE) system is asymptotically stable, and the characteristic equation (10) has no purely imaginary roots for any .
(ii) The chronic infected equilibrium of the system (5) is conditionally stable if and only if all roots of the characteristic equation (10) have negative real parts at such that the characteristic equation (10) has a pair of purely imaginary roots .
Then, one turns to an investigation of local stability of the chronic infected equilibrium in the case of .

Theorem 8. For holds, there exists a sequence of values for : such that (10) has a pair of purely imaginary roots when , . That is, the chronic infected equilibrium of the system (5) is conditionally stable.

Proof. From the above arguments, we know that all roots of characteristic equation (10) have negative real parts at . Next, we will show that there is a unique pair of purely imaginary roots for characteristic equation (10).
Assume that for some , is a root of (10), which implies that
Note that , because of the positivities of the parameters , , , , and the properties , .
Separating the real and imaginary parts and using Euler’s formula give which is equivalent to where
In order to solve (24), we first consider the following: where
By Lemma 5, there is a unique positive satisfying (26). From (26), we get the corresponding such that (26) has a pair of purely imaginary roots
Therefore, by using Rouché’s theorem [3], there is a unique positive satisfying (26), that is, the characteristic equation (10) has a pair of purely imaginary roots of the form as . By Lemma 7, we complete the proof of Theorem 8.
Next, we turn to show that
This will signify that there exists at least one eigenvalue with positive real part . We first consider the following:
Differentiating (30) with respect to , we have
For the sake of simplicity, let , , and , and (28) can be written as follows:
Therefore,
This root of characteristic equation (9) crosses the imaginary axis from the left to the right as continuously varies from a number less than to one greater than again by Rouché’s theorem [3]. Therefore, the transversality condition holds, and the conditions for Hopf bifurcation [11] are then satisfied at . In conclusion, we have the following stability and bifurcation results to (5).

Theorem 9. Suppose that holds. Then, for each fixed , there exists a sequence of values for : such that the positive equilibrium is asymptotically stable when , and unstable when . Furthermore, (5) undergoes a Hopf bifurcation at when , where is defined by (28).

3. Properties of the Hopf Bifurcations

In this section, we will study the properties of the Hopf bifurcations by using the normal theory and the center manifold theorem due to Hassard et al. [8]. Let , , , , , and . Then, is the Hopf bifurcation value of system. We drop the tildes for simplification of notations, then the system (5) becomes an functional differential equation in as where is the Banach space of continuous functions mapping the interval into , , for and , are read, respectively, as Obviously, is a continuous linear function mapping into , by the Riesz representation theorem, there exists a matrix function of bounded variation for , such that

In fact, we can choose where denotes the Dirac delta function.

If is any given function in and is the unique solution of the linearized equation of (35) with initial function at zero, then the solution operator is defined by , for all . It is obvious that , , is a strongly continuous semigroup of linear transformation on and the infinitesimal generator of , is For , the space of functions mapping the interval into which have a continuous first derivative also defines

Then, system (35) is equivalent to

For , the space of functions mapping interval into the three-dimensional row vectors which have continuous first derivative defines and a bilinear inner product where . Then, and are adjoint operators. By the discussion in Section 2, we know that are eigenvalues of . Hence, they are also eigenvalues of . We first need to compute the eigenvectors of and corresponding to and , respectively. Suppose that is the eigenvectors of corresponding to , then . Then, from the definition of and (36), (38), and (39), we have

For , then we obtain

Similarly, we can obtain the eigenvector of corresponding to , where

We need to determine the value of to ensure that . By (44), we have

Therefore, we can choose as

Next, we will compute the coordinate to describe the center manifold at . Let be the solution of (42) when . Define

On the center manifold , we have where and are local coordinates for the center manifold in the direction of and . Note that is real if is real. We only consider real solutions. For solution of (42), since , we have

For convenience of calculation, let

On the other hand, it follows from (50) and (52) that

Notice that

Taking (37) into account, we can obtain that

where

Straightforward calculation leads to

Comparing the coefficients with (54), we have

Since and are in , we still need to compute them. From (40) and (44), we have that is, where

Substituting the corresponding series into (67) and comparing the coefficients, we have

From (67), we know that for ,

Comparing the coefficients with (68) gives

From the definition of and (69) and (71), we obtain

For , hence where is a constant vector. Similarly, we know that where is a constant vector.

In what follows, we will calculate and . From the definition of and (69), we have where . When , we obtain that that is, with

From (50), we have where

By (70) and (71), we have

For is the eigenvalue of and is the corresponding eigenvector, we obtain

So substituting (66) and (73) into (68), we obtain that is,

It follows that

where

Similarly, substituting (67) and (74) into (69), we get

where

Thus, we can determine and from (66) and (67). Furthermore, we can compute by (55). Thus, we can compute the following values:

Then from [8], we can give the properties of bifurcating periodic solution in the center manifold at the critical values . More specifically, we have the following theorem.

Theorem 10. The properties of the Hopf bifurcation are determined by the values in (75).(1) determines the directions of the Hopf bifurcation: if , then the Hopf bifurcation is supercritical (subcritical), and the bifurcating periodic solutions exist for .(2) determines the stability of the bifurcating periodic solutions: the bifurcating periodic solutions are stable (unstable) if .(3) determines the period of the bifurcating periodic solutions: the period increases (decreases) if   .

4. Numerical Simulations

As an example, we consider the system given in [1] with , , , , , and  , then, there is a chronic infected equilibrium which satisfies the conditions indicated in Theorem 9. When , the chronic infected equilibrium is asymptotically stable (see Figure 1(a) which is the amplified part of Figure 1(b) during time interval ). It follows from the discussion in Section 2 that , and . From the formulae (92) in Section 3, it follows that , ,  , and . Thus, the chronic infected equilibrium is asymptotically stable when as illustrated by the computer simulations (see Figures 2 and 3).

When passes through the critical value , loses its stability, and a Hopf bifurcation occurs, that is, a family of periodic solutions bifurcate from . Since and , the Hopf bifurcation is supercritical, and the direction of the bifurcation is , and these bifurcating periodic solutions from at are stable, which are depicted in Figures 2 and 3.

In Figure 4, we try to reflect the changes of stability of chronic infected equilibrium as increases from 0 to 9. In Figure 4, each vertical blue strip corresponds to component of  , and at each , respectively. From Figure 3, we see that if , approximately, the vertical amplitudes of , , and are as small as a point, suggesting that is asymptotically stable; if increases, the vertical amplitudes of , , and will become larger and larger, showing that becomes more and more unstable. In particular, if , points are well distributed around the positive equilibrium, and their amplitudes are all equivalent. This shows that periodic solution near positive equilibrium may occur.

5. Conclusions

In this paper, a delay differential equation of hepatitis B virus infection is formulated. We analyzed the stability of the equilibria; a sufficient condition was given to guarantee the global stability of the origin. Local stability of the chronic infected equilibrium was considered. By choosing time delay as a bifurcated parameter, a sufficient condition has been presented for checking the existence of the Hopf bifurcation. The explicit formulae determining the direction, stability, and other properties of bifurcating periodic solutions were given by using the normal form theory and the center manifold theorem. Some numerical simulations were performed to support the analytical results found. Although bifurcations in a population dynamics with delay has been investigated by many researchers. However, to the best of our knowledge, there are few papers on the bifurcation of delay differential equation of hepatitis B virus infection dynamics with delay.

Acknowledgments

This work was partially supported by the National Natural Science Foundation of China (Grant nos. 11201179 and 11026112). This work was partially supported by the Foundation of University of Jinan (Grant no. XKY1133) and the Shandong Province Young and Middle-Aged Scientists Research Awards Fund (Grant no. BS2011SF001). The authors would like to thank the reviewers for their careful reading of the paper and for their valuable comments and suggestions.