Abstract: This paper concerned with a diffusive predator–prey model with fear effect. First, some basic dynamics of system is analyzed. Then based on stability analysis, we derive some conditions for stability and bifurcation of constant steady state. Furthermore, we derive some results on the existence and nonexistence of nonconstant steady states of this model by considering the effect of diffusion. Finally, we present some numerical simulations to verify our theoretical results. By mathematical and numerical analyses, we find that the fear can prevent the occurrence of limit cycle oscillation and increase the stability of the system, and the diffusion can also induce the chaos in the system.
Keywords: diffusion, stability, fear effect, predator–prey model.
Spatiotemporal dynamics of a diffusive predator–prey model with fear effect*

Recepción: 08 Diciembre 2021
Aprobación: 14 Mayo 2022
Since Lotka [11] and Volterra [17] proposed famous Lotka–Volterra equations, the construction and study of models for the population dynamics of predator–prey interactions has been an important topic in theoretical ecology. According to different background, researchers have proposed many types of predator–prey models, and rich dynamics of these systems have been investigated extensively [6, 8, 18, 21]. In the wild, it is easy to observe that the reduction of prey is due to the direct killing of predators, which is reflected by functional responses in the predator–prey model such as Holling type and Beddington–DeAngelis [1, 7, 9, 10, 16, 24].
However, a new study suggested that the behavior of the prey can be changed by the predator, and it could have a greater impact than direct killing. In fact, Zanette et al. [22] found that the offspring production of the song sparrows reduced by 40% because of the fear from predator. To model the fear effect in predator–prey interactions, Wang et al. [19] proposed a predator–prey model as follows:

where
is the birth rate of the prey,
is the natural death rate of the prey, a represents the death rate due to intraspecies competition. The parameter
refers to the level of fear, which reflects the reduction of prey growth rate due to the antipredator behavior. With the increase of
, the growth rate of prey decreases. In [19], the authors consider that the functional response
is the linear
or the Holling type II
. Their theoretical results show that fear effect could improve the stability of the predator–prey system.
It is considered that the trait effect has reduced the growth rate of the prey due to fear of predators, and the prey has been subjected to a strong Allee effect caused by mating during reproduction. Inspired by this idea, [14] considered a predator–prey model with the trait effect that reduced the growth rate of the prey due to fear of predators, and the prey has been subjected to a strong Allee effect caused by mating during reproduction. Their results showed that the fear effect does not affect the stability of the equilibria, but with the increasing of the cost of fear, the equilibrium density of predator decreases. Sasmal and Takeuchi [15] studied a predator–prey model that incorporates fear effect due to the presence of predator and group defense. Wang et al. [23] investigated a predator– prey model incorporating the fear of predators and a prey refuge, and they found that the fear effect can not only reduce the population density of predator, but also stabilize the system by excluding the existence of periodic solutions. Here, we remark that all models in these papers did not consider the factor of diffusion.
It should be pointed out that in real life, species are heterogeneous in space, so individuals tend to migrate to areas with low population density, which will increase the possibility of survival. Hence, some researchers considered reaction–diffusion predator– prey model by incorporating the fear effect into prey population. Niu et al. [4] investigated a diffusive predator–prey model with the fear effect. Taking the mature delay as bifurcation parameter, they found that the delay can induce Hopf and Hopf–Hopf bifurcations. Wang and Zou [20] proposed and analyzed a reaction–diffusion–advection predator–prey model. [3] investigated a diffusive predator–prey model with fear effect. Their results show that for the Holling type II predator functional response case, there exist no nonconstant positive steady states for large conversion rate.
Motivated by these pioneer work and note that none of the above mentioned models considered the Holling III functional response, we are led to consider a diffusive predator-prey model as follows:
(1)where
denote the density of the prey and the predator at location
and time
, respectively. r is the birth rate of prey,
is the natural death rate of prey,
represents the death rate due to intraspecies competition. The parameter
reflects the level of fear, which drives antipredator behaviours of the prey.
is Holling type-III function (see [5]). The parameter
is the death rate of predator.
is a bounded region with smooth boundary
, and
denotes the outward normal vector to the boundary
. The homogeneous Neumann boundary condition indicates that there is no population flow across the boundary.
We also assume that
, and
is defined by

In this paper, our goal is to investigate the dynamical properties of (1) such as global existence of the solutions, stability and bifurcation of the constant steady state. In addition, we will use energy estimates to obtain of the dynamic and steady state solutions and so to discuss the nonexistence and existence of spatial patterns.
Our paper is organized as follows. In Section 2, we study some basic dynamics of the system. In Section 3, we obtain the stability and bifurcation of the equilibria. In Section 4, we investigate the nonexistence and existence of the nonconstant steady state. In Section 5, numerical results are presented to verify the theoretical results.
In this section, we discuss some basic dynamics of system (1) including the existence of solution and the priori bound of the solution.
First, we let
be the Lebesgue measure of
and denote

Theorem 1. For system (1), the following conclusions are true:
If
then system (1) admits a unique solution
and 
If
, then

If
, then any solution
of (1) satisfies

In addition,

where
, and
depends on
, 
and
;
If
then

Proof. (i) Define

then
and
in
Consequently, system (1) is a mixed quasimonotone system. Consider the following ordinary differential equation model:
(2)where
Let
be the unique solution of system (2). Then
and
are the lower solution and upper solution of system (1). Thus, according to the [13, Thm. 8.3.3], system (1) has a unique globally defined solution
, which satisfies

The strong maximum principle ensures that 
(ii) The first equation of system (2) implies that

Obviously,
leads
Consequently, 
(iii) It is noted that

Thus, by the comparison principle, one have

The maximum principle ensures that
for all 
Let
then
(3)

Multiplying both sides of Eq. (3) by
then combining with Eq. (4), we obtain

Noting that
proved above, we have
Thus

where 
The integration of inequity (5) results in


which means that

From [2, Thm. 3.1] we have
where
depends on
and
As a result, there is a
such that 
(iv) Obviously,
proved above that if
then
uniformly on 
Theorem 2. The trapezoidal region

is a positively invariant region for system (1) (see Fig. 1).
Proof. The reaction kinetics do not point out of
along
and 
Setting

and denoting the outward normal to
alon the line
then denoting
one obtain

as
Consequently,
is an invariant region.
Theorem 3. For system (1), the following conclusions hold:
If
, then system (1) has only the trivial constant solution
;
If
, then system (1) has a predator-free constant steady state solution
denoting the extinction of predator, while system has no positive constant steady state solution
If
then system (1) has a unique positive constant steady state solution.
Proof. Obviously, (i) and (ii) hold. The positive constant steady state solution
satisfies
(6)From the second equation of (6) we have
Then according to the first equation of (6), we obtain
(7)where

Clearly,
Therefore, Eq. (7) has at most a positive root as that
, which means that
Therefore, we have the conclusion.
Recall tha t
are the eigenvalues of the Laplace operator
on
under homogeneous Neumann boundary condition, and
is the space of eigenfunctions corresponding to
in
Let 
be an orthonormal basis of
and
Then

Assume that
is a constant solution of system (1), then we have

with domain
where

and

For each
is invariant under the operator
, and
is an eigenvalue of
on
if and only if
is an eigenvalue of
for all 
The direct calculation shows
(8)where

Theorem 4.
If
, then
is globally asymptotically stable.
If
then
is globally asymptotically stable.
If
then
is locally asymptotically stable.
Proof. (i) For
, the corresponding characteristic equation is

Clearly, we obtain

Hence, if
, then
is locally asymptotically stable. Note that there is no other constant steady states in this case. This means that
is indeed globally asymptotically stable.
(ii) For
, the corresponding characteristic equation is

Obviously,

Consequently, if
then
is locally asymptotically stable. In fact,
is globally asymptotically stable.
It follows from Theorem 1 that
so for 

By the second equation of (1) we have

Therefore,
and there exists
such that
Then by first equation of (1), one have

Then we obtain that
Combining with
allows us to derive

Hence,
is globally asymptotically stable when 
(iii) For the positive steady state 
Hence, the corresponding characteristic equation is

Obviously,
(9)All roots of (9) have negative real parts if

Therefore, the positive constant steady state
is locally asymptotically stable when condition (10) holds.
Remark 1. Theorems 3 and 4 show that when
, system has only trivial constant solution
, and it is globally asymptotically stable; when
increases and enter the interval
,
lose s its stability to a predator-free constant to a positive steady state
and when
further passes 
loses its stabilityto a positive steady state
. We can conclude that as the parameter r increases, the model experiences two bifurcations of constant steady state.
Remark 2. Obviously, the conditions of Theorem 4 are independent of the diffusion. Consequently, the conclusions of Theorem 4 are still valid for the corresponding ODE model. In addition, we can also conclude that the diffusion cannot destabilize the positive steady state
. Therefore, the PDE system (1) cannot occur Turing instability/bifurcation.
In this subsection, we will discuss the bifurcation of system (1). Let the parameters
and
be fixed, and be fixed, take
as a bifurcation parameter.
Theorem 5.
If
holds, then spatially homogeneous Hopf bifurcation occurs.
If
let
be the largest positive integer such that
In addition, we assume that
whenever 
, and
(11)
Then system (1)undergoes spatially inhomogeneous Hopf bifurcation at
for
where 
Proof. (i) If
holds, then
and
Therefore, Eq. (8) has a pair of pure imaginary roots
which means that spatially homogeneous Hopf bifurcation occurs.
(ii) From the assumption it follows that
for
and
In addition,
for any
Clearly,

Obviously, if condition (11) holds, then
Moreover, if
then

Therefore,
is nondecreasing with respect to
Hence, when
Therefore, when
is near
Eq. (8) has a pair of conjugate eigenvalues

Clearly Ré 
As a result, Hopf bifurcation occurs at
, which also means that system (1) has a family of inhomogeneous periodic solutions near
.
In this section, we will discuss nonexistence and existence of nonconstant steady state of system (1). To this end, we consider the following elliptic system:
(12)To derive some priori estimates for nonnegative solutions of system (12), we need the following technical lemma [12].
Lemma 1 [Maximum principle]. Suppose that
is a bounded domain in
and 
is a weak solution of the inequalities

and if there is a constant
such that
then 
Lemma 2 [Harnack inequality]. Suppose that
and
is a positive classical solution to
subject to the homogenuous Neumann boundary condition. Then there exists a positive constant
such that

For the sake of discussion, we shall write 
Theorem 6 [Upper bounds]. Suppose that
is a nonnegative solution of (12), then either
is one of constant solutions
and
or for
satisfies
(13)where

Proof. If there exists
satisfying
then by the strong maximum principle,
and

Thus,
Otherwise, 
Further, from Lemma 1 we obtain that
and by the strong maximum principle, we have
for all
Then

It can be obtained from the maximum principle that

Therefore,

Theorem 7. Let
be a positiveconstant. Then for
there exists two positive constants
with
depending possibly on
such that any solutions
of system (12)satisfies

Proof. We choose
, for any 
Next, we shall prove
. Let

Thus,

Lemma 2 shows that there exists a positive constant
such that

Hence, now it remains to prove that there exists
such that
(14)Contrariwise, let us assume that (14) does not hold. Then there exists a sequence
such that

By the regularity theory for elliptic equations, there exists a subsequence of
, which will be denoted again by
such that
in
as
Note that
and from (15) either
Therefore, we have that


Also,
satisfy (13), so do
and
. Letting
we get that (u., v.) is a positive solution of (12). Therefore, by integrating Eq. (12) for
and
over
, we have

(i) In this case,
then

and
then

for sufficiently large
So, we obtain a contradiction.
(ii) If
using the first equation of (12). So,
for large 
Thus

So, we have

for a sufficiently large
, which is a contradiction. This completes the proof.
In this subsection, we show the nonexistence of positive steady state solutions when the diffusion coefficients
and
are large.
Theorem 8. For any fixed
there exists a positive constant
such that if
then (12) has no nonconstant solutions.
Proof. Assume that
is nonnegative solution of (12). Denote

Obviously,
and
. For the purpose of discussions, let
By the mean value theorem of bivariate functions, we have

Obviously,
where
Multiplying both sides of the first equation of (12) by
and using Theorem 6, we get
(16)Applying Theorem 6 and by multiplying
to the second equation in (12) and then integrating on
, we have
(17)Using the Poincaré inequality,

where
is the second eigenvalue of the Laplace operator
under homogeneous Neumann boundary condition.
Combining (16) and (17) leads to

where

This implies that

then we can conclude that

To study the existence of nonconstant positive solutions, we use Leray–Schauder degree theory. Let
and

Thus, (12) can be rewritten as

or equivalently,
(18)where
represents the inverse of
with the homogeneous Neumann boundary condition. From (18), by a direct computation, we have

Clearly,

where

Obviously, if
then
for all
If

then
has two positive roots as follows:

Set
Obviusly,

Theorem 9. Assume that

and there exist
such that
, and
is odd. Then there exists at least one nonconstant solution of (12).
Proof. Let
be defined in Theorem 8, and for 

Consider the following problem:
(19)It is easy to see that solving (12) is equivalent to find a fixed point of
with 
is the unique constant solution of (19) for any
By the definition of
in Theorem 8, one have that
is the only fixed point of
.

Since
and if (12) has no nonconstant positive solution, then we have

In addition, by the homotopy invariance of the topological degree,

which is a contradiction
In this section, we take some numerical simulations to discuss the effect of diffusion and the cost of fear.
In order to discuss the effect of diffusion, in
we assume the parameters values:
A direct calculation shows that system (1) has a positive steady state
According to Theorem 4, the positive steady state is unstable. Figure 2 shows that system (1) has a stable limit cycle around the positive steady state
with the initial conditions 
However, if we change the diffusion rate of
to be
we find that the stable limit cycle is broken with the occurrence of spatial pattern (see Fig. 3), where the periodic pattern disappears and a strip pattern appears.

Furthermore, if we vary the diffusion coefficient
from
then we find that system (1) is chaotic (see Fig. 4).
We further find that different initial conditions with the same diffusion rate
can lead to different spatial patterns that can be stationary or periodic (Fig. 5).



Choose 
Calculations show that system (1) has a unique positive steady state
According to Theorem 4, we observe that the positive steady state
of system (1) is locally asymptotically stable, and the dynamic behaviors of system (1) is illustrated graphically in Fig. 6.
From above discussions we can obtain that fear can affect the stability of the positive steady state, and it can induce the Hopf bifurcation, which is different from the results found in [14, 19] with linear functional response (see Fig. 9). Figure 9 shows that there exists a threshold value k0 such that when
system (1) has a periodic solution. But when k passes the threshold value, then system becomes stable.




If we choose
, while other parameters do not change, according to Theorem 5, system (1) undergoes spatial homogeneous Hopf bifurcation (see Fig. 7). It is shown that system (1) has spatially homogeneous periodic solutions emerged from the positive steady state
.
In addition, we find that the positive steady state can be changed by the different value of the cost of fear. Figure 8 shows that the positive steady state
decreases with increasing of the cost of fear.
A diffusive predator–prey model with the fear effect is studied in our paper. We derive some basic dynamics of the system and give condition for the existence of the positive steady state. According to eigenvalue analysis method, we investigate the stability and bifurcation of the positive constant steady state. We also give some conditions for the nonexistence and existence of nonconstant solutions of the system.
Theorems 3 and 4 show that the birth rate of prey r can not only induce the static bifurcation, but also can induce saddle-node bifurcation.
Theorem 4 indicates that the diffusion can not induce the Turing instability/bifurcation. However, Theorem 5 provides that the diffusion can induce the inhomogeneous Hopf bifurcation, which can lead to the formation of spatial patterns. Furthermore, Theorem 9 shows that system (12) has at least one nonconstant positive solution under the effect of the diffusion. From Section 5.1 we can obtain that the different diffusion rate
can lead to different spatial patterns, which can be periodic (Fig. 2), stationary (Fig. 3) and chaotic (Fig. 4). In addition, we also find that system has different spatial patterns with the different initial conditions (Fig. 5).
We further obtain that the fear effect can reduce the density of predator: with increasing the cost of fear, the density of predator population decreases at the positive steady state (see Fig. 8). From Section 5.2 it is obtained that the fear can prevent the occurrence of limit cycle oscillation and increase the stability of the system (see Fig. 9).








