In this section, we present formulae for determining the direction of the Hopf bifurcation and stability of bifurcation periodic solutions of system (2.1) when \(\tau=\tau_{0}\) by employing the normal form method and center manifold theorem introduced by Hassard et al. [12].
Let \(u_{1}(t)=x(\tau t)\), \(u_{2}(t)=y(\tau t)\), \(u_{3}(t)=z(\tau t)\), \(\tau =\tau_{0}+\mu\), \(\mu\in R\). Then system (2.1) is transformed into the system
$$ \left \{ \textstyle\begin{array}{l} {u}_{1}'(t)= (\tau_{0}+\mu )[a_{11}u_{1}(t)+a_{12}u_{2}(t)+a_{13}u_{3}(t)+f_{11}(t)], \\ {u}_{2}'(t)= (\tau_{0}+\mu )[a_{21}u_{1}(t)+a_{22}u_{2}(t)+a_{23}u_{3}(t)+f_{22}(t)], \\ {u}_{3}'(t)= (\tau_{0}+\mu)[a_{33}u_{3}(t)+b_{31}u_{1}(t-1) \\ \hphantom{{u}_{3}'(t)={}}{}+b_{32}u_{2}(t-1)+b_{33}u_{3}(t-1)+f_{33}(t)], \end{array}\displaystyle \right . $$
(3.1)
where
$$\begin{aligned}& f_{11}=a_{14}u_{1}^{2}(t)+a_{15}u_{2}^{2}(t)+a_{16}u_{1}(t)u_{2}(t)+a_{17}u_{1}^{2}(t)u_{2}(t) +a_{18}u_{1}(t)u_{2}^{2}(t) \\& \hphantom{f_{11}={}}{}+a_{19}u_{2}^{3}(t)+\cdots, \\& f_{22}=a_{24}u_{1}^{2}(t)+a_{25}u_{2}^{2}(t)+a_{26}u_{1}(t)u_{2}(t)+a_{27}u_{1}(t)u_{3}(t)+a_{28}u_{2}(t)u_{3}(t) \\& \hphantom{f_{22}={}}{}+a_{29}u_{1}^{3}(t)+a_{210}u_{1}^{2}(t)u_{2}(t)+a_{211}u_{1}^{2}(t)u_{3}(t)+a_{212}u_{1}(t)u_{2}(t)u_{3}(t)+ \cdots, \\& f_{33}=a_{34}u_{1}^{2}(t- \tau)+a_{35}u_{1}(t-\tau)u_{2}(t-\tau )+a_{36}u_{1}(t-\tau)u_{3}(t-\tau) \\& \hphantom{f_{33}={}}{}+a_{37}u_{2}(t-\tau)u_{3}(t- \tau)+a_{38}u_{1}^{3}(t-\tau )+a_{39}u_{1}^{2}(t- \tau)u_{2}(t-\tau) \\& \hphantom{f_{33}={}}{}+a_{310}u_{1}^{2}(t- \tau)u_{3}(t-\tau)+a_{311}u_{1}(t- \tau)u_{2}(t-\tau )u_{3}(t-\tau)+\cdots. \end{aligned}$$
Denote
$$\begin{aligned} C^{k}[-1,0] =&\bigl\{ \varphi\mid\varphi:[-1,0]\rightarrow{R^{3}}, \\ &{}\mbox{each component of }\varphi\mbox{ has a }k\mbox{th-order continuous derivative}\bigr\} . \end{aligned}$$
Let \(\phi(\theta)=(\phi_{1}(\theta),\phi_{2}(\theta),\phi_{3}(\theta ))^{T}\in C[-1,0]\) be the initial data of system (2.1). Define the operators
$$\begin{aligned}& L_{\mu}\phi=(\tau_{0}+\mu)\bigl[A' \phi(0)+B'\phi(-1)\bigr], \\& f(\mu,\phi)=(\tau_{0}+\mu) (f_{11}, f_{22},f_{33}), \end{aligned}$$
with
$$\begin{aligned}& \phi(\theta)=\bigl(\phi_{1}(\theta),\phi_{2}(\theta), \phi_{3}(\theta)\bigr)\in C\bigl([-1,0],R^{3} \bigr], \\& A'= \left( \textstyle\begin{array}{@{}c@{\quad}c@{\quad}c@{}} a_{11} & a_{12} & 0 \\ a_{21} & a_{22} & a_{23} \\ 0 & 0 & a_{33} \end{array}\displaystyle \right),\qquad B'= \left( \textstyle\begin{array}{@{}c@{\quad}c@{\quad}c@{}} 0 & 0 & 0 \\ 0 & 0 & 0 \\ b_{31} & b_{32} & b_{33} \end{array}\displaystyle \right), \end{aligned}$$
and \(L_{\mu}:C[-1,0]\rightarrow{R^{3}}\), \(f:R\times{C[-1,0]}\rightarrow {R^{3}}\). Then (3.1) can be rewritten as
$$u'_{t}=L_{\mu}u_{t}+f( \mu,u_{t}). $$
By the Riesz representation theorem there exists a function \(\eta(\theta ,\mu)\) of bounded variation for \(\theta\in[-1,0]\) such that
$$L_{\mu}{\phi}= \int_{-1}^{0}{\mathrm{d}}\eta(\theta,\mu)\phi(\theta) \quad \mbox{for } {\phi}\in{C[-1,0]}. $$
In fact, we can choose
$$\eta(\theta,\mu)=(\tau_{0}+\mu) \left( \textstyle\begin{array}{@{}c@{\quad}c@{\quad}c@{}} a_{11} & a_{12} & 0 \\ a_{21} & a_{22} & a_{23} \\ 0 & 0 & a_{33} \end{array}\displaystyle \right)\delta(\theta)-(\tau_{0}+\mu) \left( \textstyle\begin{array}{@{}c@{\quad}c@{\quad}c@{}} 0 & 0 & 0 \\ 0 & 0 & 0 \\ b_{31} & b_{32} & b_{33} \end{array}\displaystyle \right) \delta(\theta+1), $$
where \(\delta(\theta)\) is the Dirac function.
For \(\phi\in C^{1}[-1,0]\), define
$$ (A_{\mu}\phi) (\theta)=\left \{ \textstyle\begin{array}{l@{\quad}l} \frac{{\mathrm{d}}\phi(\theta)}{{\mathrm{d}}\theta}, & \theta\in[-1, 0), \\ \int_{-1}^{0}{\mathrm{d}}\eta(\theta, \mu)\phi(\theta), & \theta=0, \end{array}\displaystyle \right . $$
(3.2)
and
$$ (R_{\mu}\phi) (\theta)=\left \{ \textstyle\begin{array}{l@{\quad}l} 0, & \theta\in[-1, 0), \\ f(\mu,\theta), & \theta=0. \end{array}\displaystyle \right . $$
(3.3)
Then system (3.1) is equivalent to
$$ u'_{t}=A_{\mu}u_{t}+R_{\mu}u_{t}, $$
(3.4)
where \(u_{t}=u(t+\theta)\), \(\theta\in[-1,0]\).
For \(\varphi\in C^{1}[0,1]\), define
$$ \bigl(A^{*}\psi\bigr) (s)=\left \{ \textstyle\begin{array}{l@{\quad}l} -\frac{{\mathrm{d}}\psi(s)}{{\mathrm{d}}s}, & s\in(0, 1], \\ \int_{-1}^{0}{\mathrm{d}}\eta^{T}(s,0)\psi(-s), & s=0, \end{array}\displaystyle \right . $$
(3.5)
and the bilinear inner product
$$ \bigl\langle \psi(s),\phi(\theta)\bigr\rangle =\overline{\psi}(0)\phi(0)- \int_{-1}^{0} \int_{\xi =0}^{\theta} \overline{\psi}(\xi-\theta)\, { \mathrm{d}}\eta(\theta)\phi(\xi)\, {\mathrm{d}}\xi, $$
(3.6)
where \(\psi(\theta)\in C^{1}[-1,0]\), \(\eta(\theta)=\eta(\theta,0)\), and \(A_{0}\) and \(A^{*}\) are adjoint operators. By discussion in Section 2 and the transformation \(t=t\tau\) we know that \(\pm i\omega _{0}\tau_{0}\) are the eigenvalues of \(A_{0}\). Hence, \(\mp i\omega_{0}\tau_{0}\) are the eigenvalues of \(A^{*}\). Next, we compute the eigenvector q of \(A_{0}\) belonging to the eigenvalue \(i\omega_{0}\tau_{0}\) and the eigenvector \(q^{*}\) of \(A^{*}\) belonging to the eigenvalue \(-i\omega_{0}\tau_{0}\).
Suppose \(q(\theta)=(1,q_{1},q_{2})^{T}e^{i\omega_{0}\tau_{0}\theta}\). Then \(q(0)=(1,q_{1},q_{2})^{T}\) and \(q(-1)=q(0)e^{-i\omega_{0}\tau_{0}}\). From (3.2) we have
$$\tau_{0}\left ( \textstyle\begin{array}{@{}c@{\quad}c@{\quad}c@{}} a_{11} & a_{12} & 0 \\ a_{21} & a_{22} & a_{23} \\ b_{31}e^{-i\omega_{0}\tau_{0}} & b_{32}e^{-i\omega_{0}\tau_{0}} & a_{33}+b_{33}e^{-i\omega_{0}\tau_{0}} \end{array}\displaystyle \right )q(0)=i \omega_{0}\tau_{0} \left ( \textstyle\begin{array}{@{}c@{}} 1 \\ q_{1} \\ q_{2} \end{array}\displaystyle \right ). $$
Thus,
$$q_{1} = \frac{i\omega_{0}-a_{11}}{a_{12}},\qquad q_{2} = \frac{(i\omega_{0}-a_{11})(i\omega _{0}-a_{22})-a_{12}a_{21}}{a_{12}a_{23}}. $$
Similarly, we can calculate the eigenvector \(q^{*}(s)=D(1,q^{*}_{1},q^{*}_{2})e^{i\omega_{0}\tau_{0}s}\) of \(A^{*}\) belonging to the eigenvalue \(-i\omega_{0}\tau_{0}\), where
$$\begin{aligned}& q_{1}^{*} = \frac{-a_{12}(a_{33}+b_{33}e^{i\omega_{0}\tau_{0}}+i\omega _{0})}{(i\omega_{0}+a_{22})(a_{33} +b_{33}e^{i\omega_{0}\tau_{0}}+i\omega_{0})-a_{23}b_{32}e^{i\omega _{0}\tau_{0}}}, \\& q_{2}^{*} = \frac{a_{12}a_{23}}{(i\omega _{0}+a_{22})(a_{33}+b_{33}e^{i\omega_{0}\tau_{0}}+i\omega_{0}) -a_{23}b_{32}e^{i\omega_{0}\tau_{0}}}. \end{aligned}$$
In order to determine the value of D, we normalize q and \(q^{*}\) by the condition \(\langle q^{*}(s),q(\theta)\rangle=1\). From (3.5) we have
$$\begin{aligned} \bigl\langle q^{\ast}(s),q(\theta)\bigr\rangle =&\overline{D}\bigl(1, \overline{q}^{\ast}_{1},\overline{q}^{\ast }_{2} \bigr) (1,q_{1},q_{2})^{T} \\ &{} - \int_{-1}^{0} \int_{\xi=0}^{\theta}\overline{D} \bigl(1, \overline{q}^{\ast}_{1},\overline{q}^{\ast}_{2} \bigr)e^{-{i\omega_{0}\tau _{0}(\xi-\theta)}} \, {\mathrm{d}}\eta(\theta) (1,q_{1},q_{2})^{T} e^{i\omega_{0}\tau_{0}{\xi }}\, {\mathrm{d}}\xi \\ =&\overline{D}\biggl[1+q_{1}\overline{q}^{\ast}_{1}+q_{2} \overline{q}^{\ast}_{2}- \int_{-1}^{0} \bigl(1,\overline{q}^{\ast}_{1}, \overline{q}^{\ast}_{2}\bigr)\theta e^{i\omega _{0}\tau_{0}\theta}\, {\mathrm{d}} \eta(\theta) (1,q_{1},q_{2})^{T}\biggr] \\ =&\overline{D}\bigl[1+q_{1}\overline{q}^{\ast}_{1}+q_{2} \overline{q}^{\ast}_{2} +\tau_{0} \overline{q}^{\ast }_{2}(b_{31}+b_{32}q_{1}+b_{22}q_{2})e^{-i\omega_{0}\tau_{0}} \bigr]. \end{aligned}$$
Therefore, let
$$\overline{D}=\frac{1}{1+q_{1}\overline{q}^{\ast}_{1}+q_{2}\overline {q}^{\ast}_{2} +\tau_{0}\overline{q}^{\ast }_{2}(b_{31}+b_{32}q_{1}+b_{22}q_{2})e^{-i\omega_{0}\tau_{0}}}. $$
In the remainder of this section, following the algorithms given in [12] and using a similar computation process as in [13], we get the coefficients that will be used to determine several important qualities:
$$ \left \{ \textstyle\begin{array}{l} g_{20}=2\tau_{0}\overline{D}(k_{11}+k_{21}\overline {q}^{*}_{1}+k_{31}\overline{q}^{*}_{2}), \qquad g_{11}=2\tau_{0}\overline{D}(k_{12}+k_{22}\overline {q}^{*}_{1}+k_{32}\overline{q}^{*}_{2}), \\ g_{02}=2\tau_{0}\overline{D}(k_{13}+k_{23}\overline {q}^{*}_{1}+k_{33}\overline{q}^{*}_{2}), \qquad g_{21}= \tau_{0}\overline{D}(k_{14}+k_{24}\overline {q}^{*}_{1}+k_{34}\overline{q}^{*}_{2}), \end{array}\displaystyle \right . $$
(3.7)
where
$$\begin{aligned}& k_{11}=a_{14}+a_{15}q_{1}^{2}+a_{16}q_{1}, \qquad k_{21}=a_{24}+a_{25}q_{1}^{2}+a_{26}q_{1}+a_{27}q_{2}+a_{28}q_{1}q_{2}, \\& k_{31}=(a_{34}+a_{35}q_{1}+a_{36}q_{2}+a_{37}q_{1}q_{2})e^{-2i\omega _{0}\tau_{0}}, \qquad k_{12}=a_{14}+a_{15}q_{1} \overline{q}_{1}+a_{16}{\operatorname{Re}}\{q_{1} \}, \\& k_{22}=a_{24}+a_{25}q_{1} \overline{q}_{1}+a_{26}{\operatorname{Re}}\{q_{1} \} +a_{27}{\operatorname{Re}}\{q_{2}\} +a_{28}{ \operatorname{Re}}\{q_{1}\overline{q}_{2}\}, \\& k_{32}=a_{34}+a_{35}{\operatorname{Re}} \{q_{1}\}+a_{36}{\operatorname{Re}}\{q_{2}\} +a_{37}{\operatorname{Re}}\{q_{1}\overline{q}_{2} \},\qquad k_{13}=a_{14}+a_{15}\overline{q}_{1}^{2}+a_{16} \overline{q}_{1}, \\& k_{23}=a_{24}+a_{25}\overline{q}_{1}^{2}+a_{26} \overline {q}_{1}+a_{27}\overline{q}_{2}+a_{28} \overline{q}_{1}\overline{q}_{2}, \\& k_{33}=(a_{34}+a_{35}\overline{q}_{1}+a_{36} \overline {q}_{2}+a_{37}\overline{q}_{1} \overline{q}_{2})e^{2i\omega_{0}\tau _{0}}, \\& k_{14}=2a_{14}\bigl[W_{20}(0)+2W_{11}(0) \bigr]+2a_{15}\bigl[2q_{1}W_{11}(0)+\overline {q}_{1}W_{20}(0)\bigr]+a_{16}\bigl[(1+ \overline{q}_{1})W_{20}(0) \\& \hphantom{k_{14}={}}{}+2(1+q_{1})W_{11}(0)\bigr]+2a_{17}(2q_{1}+ \overline {q}_{1})+2a_{18}\bigl(q_{1}^{2}+2q_{1} \overline{q}_{1}\bigr) +6a_{19}q_{1}^{2} \overline{q}_{1}, \\& k_{24}=2a_{24}\bigl[W_{20}(0)+2W_{11}(0) \bigr]+2a_{25}\bigl[2q_{1}W_{11}(0)+\overline {q}_{1}W_{20}(0)\bigr]+a_{26}\bigl[2W_{11}(0) \\& \hphantom{k_{24}={}}{}+W_{20}(0)+2q_{1}W_{11}(0)+ \overline {q}_{1}W_{20}(0)\bigr]+a_{27} \bigl[2W_{11}(0)+W_{20}(0)+2q_{1}W_{11}(0) \\& \hphantom{k_{24}={}}{}+\overline {q}_{1}W_{20}(0) \bigr]+a_{28}\bigl[2q_{1}W_{11}(0)+q_{2}W_{11}(0)+ \overline {q}_{1}W_{20}(0)+\overline{q}_{2}W_{20}(0) \bigr]+3a_{29} \\& \hphantom{k_{24}={}}{}+a_{210}(2q_{1}+\overline{q}_{1})+2a_{211}(2q_{2}+ \overline {q}_{2})+2a_{212}(q_{1}q_{2}+q_{1} \overline{q}_{2}+\overline {q}_{1}q_{2}), \\& k_{34}=2a_{34}\bigl[W_{20}(-1)e^{i\omega_{0}\tau_{0}}+2W_{11}(-1)e^{-i\omega _{0}\tau_{0}} \bigr]+a_{35}\bigl[2(1+q_{1})W_{11}(-1)e^{-i\omega_{0}\tau_{0}} \\& \hphantom{k_{34}={}}{}+(1+\overline{q}_{1})W_{20}(-1)e^{i\omega_{0}\tau _{0}} \bigr]+a_{36}\bigl[2(1+q_{2})W_{11}(-1)e^{-i\omega_{0}\tau_{0}} \\& \hphantom{k_{34}={}}{}+(1+\overline{q}_{2})W_{20}(-1)e^{i\omega_{0}\tau _{0}} \bigr]+a_{37}\bigl[2(q_{1}+q_{2})W_{11}(-1)e^{-i\omega_{0}\tau_{0}} \\& \hphantom{k_{34}={}}{}+(\overline{q}_{1}+\overline{q}_{2})W_{20}(-1)e^{i\omega_{0}\tau _{0}} \bigr]+6a_{38}e^{-i\omega_{0}\tau_{0}} +2a_{39}(2q_{1}+ \overline{q}_{1})e^{-i\omega_{0}\tau_{0}} \\& \hphantom{k_{34}={}}{}+2a_{310}(2q_{2}+\overline{q}_{2})e^{-i\omega_{0}\tau _{0}}+2a_{311}(q_{1}q_{2}+q_{1} \overline{q}_{2}+\overline {q}_{1}q_{2})e^{-i\omega_{0}\tau_{0}}, \end{aligned}$$
and
$$\begin{aligned}& W_{20}(\theta) = \frac{ig_{20}}{\omega_{0}\tau_{0}}q(\theta)+\frac {i\overline{g}_{02}}{3\omega_{0}\tau_{0}} \overline{q}(\theta) +E_{1}e^{2i\omega_{0}\tau_{0}\theta}, \end{aligned}$$
(3.8)
$$\begin{aligned}& W_{11}(\theta) = -\frac{ig_{11}}{\omega_{0}\tau_{0}}q(\theta)+\frac {i\overline{g}_{11}}{ \omega_{0}\tau_{0}} \overline{q}(\theta)+E_{2}. \end{aligned}$$
(3.9)
Moreover \(E_{1}\) and \(E_{2}\) satisfy the following equations, respectively:
$$\begin{aligned}& \left ( \textstyle\begin{array}{@{}c@{\quad}c@{\quad}c@{}} 2i\omega_{0}\tau_{0}-a_{11} & -a_{12} & 0 \\ -a_{21} & 2i\omega_{0}\tau_{0}-a_{22} & -a_{23} \\ -b_{31}e^{-2i\omega_{0}\tau_{0}} & -b_{31}e^{-2i\omega_{0}\tau_{0}} & 2i\omega_{0}\tau_{0}-(a_{33}+b_{33}e^{-2i\omega_{0}\tau_{0}}) \end{array}\displaystyle \right )E_{1} \\& \quad = 2\left ( \textstyle\begin{array}{@{}c@{}} a_{14}+a_{15}q_{1}^{2}+a_{16}q_{1}\\ a_{24}+a_{25}q_{1}^{2}+a_{26}q_{1}+a_{27}q_{2}+a_{28}q_{1}q_{2}\\ (a_{34}+a_{35}q_{1}+a_{36}q_{2}+a_{37}q_{1}q_{2})e^{-2i\omega_{0}\tau_{0}} \end{array}\displaystyle \right ) \\& \qquad {} -\left ( \textstyle\begin{array}{@{}c@{\quad}c@{\quad}c@{}} a_{11} & a_{12} & 0 \\ a_{21} & a_{22} & a_{23} \\ b_{31} & b_{32} & a_{33}+b_{33} \end{array}\displaystyle \right )E_{2} \\& \quad =2\left ( \textstyle\begin{array}{@{}c@{}} a_{14}+a_{15}q_{1}\overline{q}_{1}+a_{16}{\operatorname{Re}}{\{q_{1}\}}\\ a_{24}+a_{25}q_{1}\overline{q}_{1}+a_{26}{\operatorname{Re}}{\{q_{1}\} }+a_{27}{\operatorname{Re}}{\{q_{2}\}} +a_{28}{\operatorname{Re}}{\{q_{1}\overline{q}_{2}\}}\\ a_{34}+a_{35}{\operatorname{Re}}{\{q_{1}\}}+a_{36}{\operatorname{Re}}{\{q_{2}\}}+a_{37}{\operatorname{Re}}{\{q_{1}\overline{q}_{2}\}} \end{array}\displaystyle \right ). \end{aligned}$$
\(E_{1}\) and \(E_{2}\) can be calculated by solving the above systems. Thus, \(W_{20}(\theta) \) and \(W_{11}(\theta) \) are obtained from (3.8) and (3.9). Finally, we get \(g_{21}\). The following parameters can be computed:
$$ \begin{aligned} &c_{1}(0) =\frac{i}{2\omega_{0}\tau _{0}} \biggl(g_{20}g_{11}-2{|g_{11}|^{2}}- \frac{|g_{02}|^{2}}{3}\biggr)+\frac {g_{21}}{2}, \\ &\mu_{2} =-\frac{{\operatorname{Re}}\{c_{1}(0)\}}{{\operatorname{Re}}\{\lambda^{'}(\tau_{0})\} }, \\ &\beta_{2} =2{\operatorname{Re}}\bigl\{ c_{1}(0)\bigr\} , \\ &T_{2} =-\frac{{{\operatorname{Im}}\{c_{1}(0)\}+\mu_{2}}{\operatorname{Im}}\{\lambda^{'}(\tau _{0})\}}{\omega_{0}\tau_{0}}. \end{aligned} $$
(3.10)
Theorem 3.1
The values of (3.10) determine the qualities of bifurcating periodic solutions in the center manifold at the critical value
\(\tau=\tau_{0}\); we have the following conclusions:
-
(i)
the sign of
\(\mu_{2}\)
determines the directions of the Hopf bifurcation: if
\(\mu_{2}>0\) (\(\mu_{2}<0\)), then the Hopf bifurcation is supercritical (subcritical), and the bifurcation periodic solutions exist for
\(\tau>\tau_{0}\) (\(\tau<\tau_{0}\));
-
(ii)
the sign of
\(\beta_{2}\)
determines the stability of the bifurcation periodic solutions: the bifurcation periodic solutions are stable (unstable) if
\(\beta _{2}<0\) (\(\beta_{2}>0\)) ;
-
(iii)
the sign of
\(T_{2}\)
determines the period of the bifurcation periodic solutions: the period increases (decreases) if
\(T_{2}>0\) (\(T_{2}<0\)).