\documentclass[reqno]{amsart} \usepackage{hyperref} \usepackage{graphicx} \AtBeginDocument{{\noindent\small \emph{Electronic Journal of Differential Equations}, Vol. 2013 (2013), No. 198, pp. 1--12.\newline ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu \newline ftp ejde.math.txstate.edu} \thanks{\copyright 2013 Texas State University - San Marcos.} \vspace{9mm}} \begin{document} \title[\hfilneg EJDE-2013/198\hfil Stability and bifurcation analysis] {Stability and bifurcation analysis for a discrete-time bidirectional ring neural network model with delay} \author[Y.-K. Du, R. Xu, Q.-M. Liu \hfil EJDE-2013/198\hfilneg] {Yan-Ke Du, Rui Xu, Qi-Ming Liu} \address{Yan-Ke Du \newline Institute of Applied Mathematics, Shijiazhuang Mechanical Engineering College, Shijiazhuang. 050003, China} \email{yankedu2011@163.com} \address{Rui Xu \newline Institute of Applied Mathematics, Shijiazhuang Mechanical Engineering College, Shijiazhuang. 050003, China} \email{rxu88@163.com} \address{Qi-Ming Liu \newline Institute of Applied Mathematics, Shijiazhuang Mechanical Engineering College, Shijiazhuang. 050003, China} \email{lqmmath@163.com} \thanks{Submitted January 3, 2012. Published September 5, 2013.} \subjclass[2000]{92B20, 34K18, 34K20, 37G05} \keywords{Neural network; time delay; stability; bifurcation} \begin{abstract} We study a class of discrete-time bidirectional ring neural network model with delay. We discuss the asymptotic stability of the origin and the existence of Neimark-Sacker bifurcations, by analyzing the corresponding characteristic equation. Employing M-matrix theory and the Lyapunov functional method, global asymptotic stability of the origin is derived. Applying the normal form theory and the center manifold theorem, the direction of the Neimark-Sacker bifurcation and the stability of bifurcating periodic solutions are obtained. Numerical simulations are given to illustrate the main results. \end{abstract} \maketitle \numberwithin{equation}{section} \newtheorem{theorem}{Theorem}[section] \newtheorem{example}[theorem]{Example} \newtheorem{remark}[theorem]{Remark} \allowdisplaybreaks \section{Introduction} Since Hopfiled's pioneering work \cite{s3,s4}, the dynamic behavior (including stability, periodic oscillatory and chaos) of continuous-time Hopfield neural networks has received much attention due to their applications in optimization, signal processing, image processing, solving nonlinear algebraic equation, pattern recognition, associative memories and so on (see, \cite{s9,s10,s13,s6} and references therein). It is well known that time delays in the information processing of neurons exist. The delayed axonal signal transmissions in the neural networks make the dynamic behaviors more complicated, and may destabilize stable equilibria and give rise to periodic oscillation, bifurcation and chaos (see \cite{s11,s12,s13,s14}). Therefore, the delay is inevitable and cannot be neglected. For computer simulations, experimental or computational purposes, it is common to discretize the continuous-time neural networks. In some sense, the discrete-time model inherits the dynamical characteristics of the continuous-time networks. We refer the reader to \cite{s15,s8,s16,s7} for related discussions on the need and importance of discrete-time analogues to reflect the dynamics of their continuous-time counterparts. In the field of neural networks, rings are studied to gain insight into the mechanisms underlying the behavior of recurrent networks. In \cite{s5}, Wang and Han investigated the following continuous-time bidirectional ring network model with delay \begin{equation}\label{a1} \begin{gathered} \dot{x}=-x+\alpha f(y(t-\tau))+\beta f(z(t-\tau)),\\ \dot{y}=-y+\alpha f(z(t-\tau))+\beta f(x(t-\tau)),\\ \dot{z}=-z+\alpha f(x(t-\tau))+\beta f(y(t-\tau)), \end{gathered} \end{equation} where $\tau$ denotes the synaptic transmission delay, $\alpha$ and $\beta$ are connection strengths, $f:$ $R\to R$ is the activation function. In \cite{s5}, some conditions on the linear stability of the trivial solution of system \eqref{a1} were given and Hopf bifurcation, including its direction and stability, were investigated. Motivated by the work of Wang and Han \cite{s5} and the discussions above, in the present paper, for simplicity, assuming the neurons in the network be identical (see \cite{s17}), we are concerned with the stability and bifurcation analysis of the following discrete-time bidirectional ring neural network model with delay \begin{equation}\label{a2} \begin{gathered} x(n+1)=ax(n)+\beta f(y(n-k))+\beta f(z(n-k)),\\ y(n+1)=ay(n)+\beta f(z(n-k))+\beta f(x(n-k)),\\ z(n+1)=az(n)+\beta f(x(n-k))+\beta f(y(n-k)),\\ \end{gathered} \end{equation} where $a\in(0,1)$ is the internal decay of the neurons, $\beta$ is the connection strength, $k\in N$ is the time delay. This paper contributes to understanding of neural networks as follows: (1) There is a large body of work discussing the stability and bifurcation of neural networks with delays, but most of them deal only with continuous-time neural network models, or discrete-time neural network models of two neurons with or without time delays (\cite{s8,s7}). Here we discuss the dynamic behavior of a tri-neuron discrete-time bidirectional ring neural network with delay. The characteristic equation of the neural network is a polynomial equation with high order terms. Using a new approach, sufficient and necessary conditions are derived to ensure that all the roots of the characteristic equation stay inside or on the unit circle. (2) We remove some restrictions on the conditions required by \cite{s5}, and in a sense, our results on the asymptotic stability of the origin are less restrictive than those for the corresponding continuous system in \cite{s5}. (3) Employing M-matrix theory and the Lyapunov functional method, global asymptotic stability of the origin is derived, which was not taken into account in \cite{s5}. The stability criterion is simple and can be easily checked. The rest of this paper is organized as follows. In Section 2, we analyze the location of roots of a class of polynomial equation. In Section 3, the local stability of the origin and the existence of Neimark-Sacker bifurcations are discussed by analyzing the corresponding characteristic equation, and global asymptotic stability is derived using the method of M-matrix and Lyapunov function. In Section 4, we discuss the stability and direction of the Neimark-Sacker bifurcation by employing the normal form method and the center manifold theorem. Some numerical simulations are carried out in Section 5 to illustrate the main results. In Section 6, a brief discussion is given to conclude the work of this paper. \section{analysis of polynomial equations} In this section, we analyze the location of the roots of the polynomial equation \begin{equation}\label{c1} \lambda^{k+1}-a\lambda^k-b=0,~~a\in (0,1),~b\in R, \end{equation} which will be used to determine the asymptotic stability of system \eqref{a2}. Suppose that $\lambda=\mathrm{e}^{i\theta}$ is a root of \eqref{c1}. Substituting it into \eqref{c1} and separating the real and imaginary parts, we have \begin{equation}\label{c2} \begin{gathered} \cos ((k+1)\theta)-a\cos (k\theta)=b,\\ \sin ((k+1)\theta)-a\sin (k\theta)=0. \end{gathered} \end{equation} Using the identities $\cos ((k+1)\theta)=\cos (k\theta)\cos \theta -\sin (k\theta)\sin \theta$ and $ \sin ((k+1)\theta)=\sin (k\theta)\cos \theta +\cos (k\theta)\sin \theta$, we rewrite \eqref{c2} as \begin{gather*} \sqrt{a^2+1-2a\cos \theta} \big[ \frac{\cos \theta-a}{\sqrt{a^2+1-2a\cos \theta}}\cos (k\theta) -\frac{\sin \theta}{\sqrt{a^2+1-2a\cos \theta}}\sin (k\theta) \big]=b,\\ \sqrt{a^2+1-2a\cos \theta}\big[ \frac{\cos \theta-a}{\sqrt{a^2+1-2a\cos \theta}}\sin (k\theta) +\frac{\sin \theta}{\sqrt{a^2+1-2a\cos \theta}}\cos (k\theta) \big]=0. \end{gather*} It is easy to see that if $\theta\in (0,\pi)$, \eqref{c2} is equivalent to the equations \begin{equation}\label{c3} \begin{gathered} \sqrt{a^2+1-2a\cos \theta}\cdot\cos (h(\theta))=b,\\ \sin (h(\theta))=0, \end{gathered} \end{equation} where $$ h(\theta)=\operatorname{arccot}\frac{\cos \theta-a}{\sin \theta}+k\theta. $$ Since $$ h'(\theta)=\frac{1}{1+\big(\frac{\cos \theta-a}{\sin \theta}\big)^2} \cdot \frac{1-a\cos \theta}{\sin ^2\theta}+k>0 $$ for $\theta\in(0,\pi)$ and $$ \lim_{\theta\to 0^+}h(\theta)=0,\quad \lim_{\theta\to \pi^-}h(\theta)=(k+1)\pi, $$ we derive that $h(\theta):(0,\pi)\to(0,(k+1)\pi)$ is an increasing bijective function. From the second equation in \eqref{c3}, we know that $h(\theta)=j\pi$, $j=1,2,\dots, k$. Denote $\theta_j=h^{-1}(j\pi)$, $j=1,2,\dots, k$. Then $\theta_j$ satisfies the equation $$ j\pi=\operatorname{arccot}\frac{\cos \theta-a}{\sin \theta}+k\theta, $$ which yields $f(\theta)=0$, where $$ f(\theta)=\sin ((k+1)\theta)-a\sin (k\theta). $$ Obviously, $$ f(0)=0,~f'(0^+)=(1-a)k+1>0,\quad f(\frac{j\pi}{k+1})=\begin{cases} a\sin \frac{j\pi}{k+1}>0,&\text{if $j$ is even}\\ -a\sin \frac{j\pi}{k+1}<0, &\text{if $j$ is odd} \end{cases} $$ $j=1,2,\dots,k$. Therefore, we can deduce that $\theta_j\in(\frac{(j-1)\pi}{k+1},\frac{j\pi}{k+1})$, $j=1,2,\dots,k$. From the first equation in \eqref{c3}, we get that \begin{equation}\label{c4} b=b_j=(-1)^j\sqrt{a^2+1-2a\cos \theta_j},~j=1,2,\dots, k. \end{equation} If $\theta=0$, then $b=b_0=1-a>0$; if $\theta=\pi$, then $b=b_{k+1}=(-1)^{k+1}(1+a)$. Obviously, if $\theta$ is a root of \eqref{c2}, $-\theta$ is also a root of \eqref{c2}. Hence, we only need to consider the roots $\lambda=\mathrm{e}^{i\theta}$ of \eqref{c1} in $[0,\pi]$. Further, from \eqref{c4}, we deduce that \begin{equation}\label{c5} \dots|b_{k+1}|=1+a$, all roots of \eqref{c1} are outside the unit circle; \item[(vi)] $\frac{\mathrm{d}|\lambda|^2}{\mathrm{d}b}\big|_{b=b_j}\neq 0$ for $j=0,1,\dots,k+1$, where $b_j=(-1)^j\sqrt{a^2+1-2a\cos \theta_j}$, and $\theta_j$ is the unique solution in $(\frac{(j-1)\pi}{k+1},\frac{j\pi}{k+1})$ of the equation $\sin ((k+1)\theta)-a\sin (k\theta)=0$ for $j=1,2,\dots, k$. \end{itemize} \end{theorem} \section{Stability analysis and existence of bifurcations} Throughout this paper, we assume that \begin{itemize} \item[(H1)] $f(0)=0,~f(\cdot)\in C^3(R)$. \end{itemize} Denote $x_0(n)=x(n)$, $x_j(n+1)=x_{j-1}(n)$; $y_0(n)=y(n)$, $y_j(n+1)=y_{j-1}(n)$; $z_0(n)=z(n)$, $z_j(n+1)=z_{j-1}(n)$, $j=1,2,\dots,k$. Then we can transform system \eqref{a2} into the following system of $3k+3$ difference equations without delays \begin{equation}\label{b1} \begin{gathered} x_0(n+1)=ax_0(n)+\beta f(y_k(n))+\beta f(z_k(n)),\\ y_0(n+1)=ay_0(n)+\beta f(z_k(n))+\beta f(x_k(n)),\\ z_0(n+1)=az_0(n)+\beta f(x_k(n))+\beta f(y_k(n)),\\ x_j(n+1)=x_{j-1}(n),\\ y_j(n+1)=y_{j-1}(n),\\ z_j(n+1)=z_{j-1}(n),\quad j=1,2,\dots,k. \end{gathered} \end{equation} For convenience, we denote $c=\beta f'(0)$. The Jacobian matrix of system \eqref{b1} at the equilibrium $E=(0,\dots,0)$ is as follows \begin{equation}\label{b2} A=\begin{bmatrix} B & 0 & 0 & c & 0 & c\\ I_k & 0 & 0 & 0 & 0 & 0\\ 0 & c & B & 0 & 0 & c\\ 0 & 0 & I_k & 0 & 0 & 0\\ 0 & c & 0 & c & B & 0\\ 0 & 0 & 0 & 0 & I_k & 0 \end{bmatrix}, \end{equation} where $B=(a,0,\dots, 0)_{1\times k}$, $I_k$ is a $k\times k$ identity matrix, $0$ is a zero matrix of appropriate size. The associated characteristic equation of system \eqref{b1} is \begin{equation}\label{b3} (\lambda^{k+1}-a\lambda^k+c)^2(\lambda^{k+1}-a\lambda^k-2c)=0. \end{equation} Applying Theorem \ref{thm2.1} to \eqref{b3} and noting that $d_1\leq -d_0$, we can obtain the following results. \begin{theorem} \label{thm3.1} Assume {\rm (H1)} and that $00$ such that $|f'(\cdot)|\leq L$. \item[(H3)] $1-a-2L|\beta|>0$. \end{itemize} \end{theorem} \begin{proof} Since $1-a-2L|\beta|>0$, the matrix $$ A=\begin{pmatrix} 1-a & -L|\beta| & -L|\beta| \\ -L|\beta| & 1-a & -L|\beta| \\ -L|\beta| & -L|\beta| & 1-a \end{pmatrix} $$ is an M-matrix, and there exists a vector $p=(p_i)_{1\times 3}>0$ such that $pA>0$ (\cite{s18}); that is, $$ p_i(1-a)-(\sum_{j=1}^{3}p_j-p_i)L|\beta|>0,~i=1,2,3. $$ Hence, we can choose $\lambda>1$ such that \begin{equation} \label{b4} p_i(1-a\lambda)-\Big(\sum_{j=1}^{3}p_j-p_i\Big)L|\beta|\lambda^{k+1}>0, \quad i=1,2,3. \end{equation} Let $U_1(n)=\lambda^n|x(n)|$, $U_2(n)=\lambda^n|y(n)|$, $U_3(n)=\lambda^n|z(n)|$. From \eqref{a2}, we have \begin{equation}\label{b5} U_i(n+1)\leq a\lambda U_i(n)+L|\beta|\lambda^{k+1}\Big[\sum_{j=1}^{3}U_j(n-k)-U_i(n-k)\Big],\quad i=1,2,3. \end{equation} Define a Lyapunov function $$ V(n)=\sum_{i=1}^{3}p_iU_i(n)+\sum_{l=n-k}^{n-1}\sum_{i=1}^{3}\Big[ \Big(\sum_{j=1}^{3}p_j-p_i\Big)L|\beta|\lambda^{k+1}U_i(l)\Big]. $$ Then from \eqref{b4} and \eqref{b5}, we deduce that $$ \Delta V(n)=V(n+1)-V(n) =-\sum_{i=1}^{3}\Big[p_i(1-a\lambda)-(\sum_{j=1}^{3}p_j-p_i)L|\beta| \lambda^{k+1}\Big]U_i(n) \leq 0, $$ which implies that $V(n)\leq V(0)$. Note that \begin{gather*} V(n)\geq m_0\lambda^n(|x(n)|+|y(n)|+|z(n)|),\\ V(0)=\sum_{i=1}^{3}p_iU_i(0)+\sum_{l=-k}^{-1}\sum_{i=1}^{3} \Big[(\sum_{j=1}^{3}p_j-p_i)L|\beta|\lambda^{k+1}U_i(l)\Big]:=M_0, \end{gather*} where $m_0=\min_{i=1,2,3}\{p_i\}$, $M_0$ is a positive constant. Thus, $$ |x(n)|+|y(n)|+|z(n)|\leq \frac{M_0}{m_0}\lambda^{-n}. $$ Noting that $\lambda>1$, we get $\lim_{n\to +\infty}x(n)=0$, $\lim_{n\to +\infty}y(n)=0$, $\lim_{n\to +\infty}z(n)=0$. Then, the origin of system \eqref{a2} is globally attractive. On the other hand, it is easy to verify that $|c|0$, then the bifurcation is subcritical; that is, the closed invariant curve bifurcating from the origin is unstable. \end{theorem} \section{Numerical simulations} In this section, we give two examples to illustrate the results derived in Sections 3 and 4. In system \eqref{a2}, we choose the activation function as the type of inverse tangent function or hyperbolic tangent function; i.e., $f(v)=\tanh(v)$, then $f'(0)=1$, $f''(0)=0$, $f'''(0)=-2$, and $|f'(x)|\leq 1$. In addition, in the following simulations, the numerical results of $y(n)$ and $z(n)$ are similar to those of $x(n)$, so they are omitted. \begin{example} \label{examp1}\rm For system \eqref{a2}, If $a=0.5$, $k=2$, then $b_0=0.5$, $b_1\approx -0.7808$. Choose $\beta=-0.38$ and $0.24$, respectively, we have $\max \{-b_0,b_1/2\}=-0.3904 1 − a$, the hypotheses of Theorem \ref{thm3.1} are less restrictive than those for the corresponding continuous system ($\alpha=\beta$) in \cite{s5}. Moreover, when the connection weights through the neurons in a bidirectional ring neural network model are different, numerical simulations show that the corresponding system still undergoes Neimark-Sacker bifurcations at the origin. We leave for future work the study of \eqref{a2} with different connection weights, activation functions and time delays. \subsection*{Acknowledgements} This work was supported by the National Natural Science Foundation of China (No. 11071254), the Scientific Research Foundation for the Returned Overseas Chinese Scholars, State Education Ministry and the Natural Science Foundation of Young Scientist of Hebei Province (No. A2013506012). \begin{thebibliography}{00} \bibitem{s9} J. Cao, W. Yu, Y. Qu; A new complex network model and convergence dynamics for reputation computation in virtual organizations, {\it Phys. Lett. A} \textbf{356} (2006) 414-425. \bibitem{s11} Q. Gan, R. Xu, W. Hu, P. Yang; Bifurcation analysis for a tri-neuron discrete-time BAM neural network with delays, {\it Chaos Solitons Fractals} \textbf{42} (2009) 2502-2511. \bibitem{s15} S. Guo, Y. Chen; Stability and bifurcation of a discrete-time three-neuron system with delays, {\it Int. J. Appl. Math. Eng. 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