\documentclass[reqno]{amsart}
\usepackage{hyperref}
\usepackage{graphicx}

\AtBeginDocument{{\noindent\small
\emph{Electronic Journal of Differential Equations},
Vol. 2014 (2014), No. 27, pp. 1--13.\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-2014/27\hfil Hopf bifurcation]
{Hopf bifurcation for tumor-immune competition systems with delay}

\author[P. Bi,  H. Xiao \hfil EJDE-2014/27\hfilneg]
{Ping Bi,  Heying Xiao}  % in alphabetical order

\address{Ping Bi \newline
Department of Mathematics,
Shanghai Key Laboratory of PMMP,
East China Normal University,
500 Dongchuan RD, Shanghai 200241, China}
\email{pbi@math.ecnu.edu.cn}

\address{Heying Xiao \newline
Department of Mathematics,
Shanghai Key Laboratory of PMMP,
East China Normal University,
500 Dongchuan RD, Shanghai 200241, China}
\email{hawcajok701@163.com}

\thanks{Submitted October 9, 2013. Published January 14, 2014.}
\subjclass[2000]{34K18, 34K60, 92C37}
\keywords{Tumor-immune system; Hopf bifurcation;   delay}

\begin{abstract}
 In this article,  a immune response system with
 delay  is considered, which consists of two-dimensional
 nonlinear differential equations.
 The main purpose of this paper is to explore the Hopf bifurcation
 of a immune response system  with delay. The general formula of the
 direction, the estimation formula of period and  stability of
 bifurcated periodic solution are also given. Especially, the conditions
 of the  global existence of  periodic solutions bifurcating from
 Hopf bifurcations are given. Numerical simulations are carried out to
 illustrate the the theoretical analysis and the obtained results.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}
\allowdisplaybreaks

\section{Introduction}

   Recently, there has been much interest in mathematical model
describing the interaction between tumor cells and
effector cells of the immune system, see, for example,
Bi et al \cite{ Bi}, d'Onofrio et al \cite{d'Onofrio2, d'Onofrio3, d'Onofrio4},
and Yafia et al \cite{RYafia7.1}.
An ideal model can provide insights into the dynamics
of interactions of the immune response with the tumor and may play a
significant role in understanding of the corresponding cancer and
developing effective drug therapy strategies against it.
However, it is almost impossible to develop realistic models to describe such
complex processes. In fact, mathematical models for the dynamics of
the interaction of the immune components with tumor cells are very idealized.
Thus it is feasible to propose simple models which are capable to display
some of the essential immunological phenomena.
Recently, delayed models of tumor and immune response interactions have
been studied extensively, we refer to  Bi et al \cite{Bi, xiao},
Galach \cite{MGalach6}, Mayer \cite{Mayer},
Yafia \cite{RYafia7.2,RYafia7.3,RYafia7.4} and the
references cited therein. It would be interesting to consider the nonlinear
dynamics of the delayed model.

In 1994, Kuznetsov et al \cite{Kuznetsov} took into account the penetration
 of TCs by ECs, and   proposed a model
describing the response of effector cells (ECs) to the growth
of tumor cells (TCs). They
assumed that interactions between ECs and TCs in vitro
can be described by the kinetic scheme shown in Figure \ref{fig1},
where $E, T, C, T^\ast, E^\ast$ are the local concentrations
of ECs, TCs, EC-TC complexes, inactivated ECs,
and lethally hit TCs, respectively.

From the above kinetic scheme and the experimental observations,
Kuznetsov et al \cite{Kuznetsov}  claimed that the model can be
reduced to two equations which describe the behavior of
ECs and TCs only.
 Taking time scale as that in \cite{MGalach6} and
 \cite{xiao}, then Kuznetsov, Makalkin and Taylor's model can be written as
\begin{equation}\label{80}
\begin{gathered}
 \frac{\mathrm{d}x}{\mathrm{d}t}=\sigma +\zeta xy-\delta x, \\
 \frac{\mathrm{d}y}{\mathrm{d}t}=\alpha y(1-\beta y)-xy,
\end{gathered}
\end{equation}
where $x$ denotes the dimensionless density of ECs, $y$
stands for the dimensionless density of the population of
TCs. All coefficients are positive,  where $\zeta>0$ shows the
stimulation coefficient of the immune system exceeds the neutralization
coefficient of ECs in the process of the formation of EC-TC complexes,
 which is the most biologically meaningful.

\begin{figure}[ht]
\begin{center}
\includegraphics[width=0.7\textwidth]{fig1} %Fig1.1.eps
\end{center}
\caption{Kinetic scheme describing interactions between ECs and TCs}
\label{fig1}
\end{figure}

 Yafia \cite{RYafia7.1} considered the model \eqref{80}
and studied the linearizing stability of the equilibrium
and the existence of the Hopf bifurcation.
In  \cite{MGalach6,  RYafia7.2,RYafia7.3}, the
authors obtained the same results as \cite{RYafia7.1}
for the model \eqref{80} with delay $\tau$, as follows
\begin{equation}\label{5}
\begin{gathered}
 \frac{\mathrm{d}x}{\mathrm{d}t}=\sigma +\zeta x(t-\tau)y(t-\tau)-\delta x, \\
 \frac{\mathrm{d}y}{\mathrm{d}t}=\alpha y(1-\beta y)-xy,
\end{gathered}
\end{equation}

   The rest of this paper is organized as follows. In section 2,
 we study the tumor model with delay \eqref{5}, and show the properties
of the Hopf bifurcated periodic solutions of this system, including
the direction of Hopf bifurcation, the period  and stability of
bifurcated periodic solutions. 
The numerical analysis and simulations are also given to illustrate 
the main results.
Section 3 is devoted to  the existence of the global Hopf bifurcation.
 A brief discussion is also given in this section.


\section{Direction and stability of Hopf bifurcation}

If $\alpha\delta>\sigma$, equations \eqref{80} and \eqref{5} have
two possible nonnegative steady states $P_0(\frac{\sigma}{\delta}, 0)$
and $P_2(\frac{-\alpha(\beta\delta-\zeta)+\sqrt{\Delta}}{2\zeta},
 \frac{\alpha(\beta\delta+\zeta)-\sqrt{\Delta}}{2\alpha\beta\zeta})$,
where $\Delta=\alpha^2(\beta\delta-\zeta)^2+4\alpha\beta\zeta\sigma>0$.
Galach\cite{MGalach6} and Yafia \cite{RYafia7.2}
shows the stability of the equilibria and  existence of the
Hopf bifurcation for system \eqref{80} and \eqref{5},
 the main results are summarized as follows.

\begin{lemma}[\cite{MGalach6}] \label{lem2.1}
 If the point $P_2$ exists and has nonnegative coordinates, then it is stable.
And there is no nonnegative periodic solution to equation \eqref{80}.
\end{lemma}

\begin{lemma}[\cite{RYafia7.2}] \label{lem2.2}
Let $ \alpha\delta>\sigma$.

(1) The equilibrium point $P_0$ is asymptotically
stable for all $\tau>0$.

(2) If   $\alpha\beta>\zeta$, then there exists
$\tau_l > 0$ such that $P_2$ is asymptotically stable for $\tau<\tau_l$
 and unstable for $\tau>\tau_l$;

(3) If   $\alpha\beta>\zeta$, then there exists $\varepsilon_1>0$ such that,
for each $0<\epsilon<\varepsilon_1$, system \eqref{5} has a family of periodic
solutions $p_l(\varepsilon)$ with period $T_l=T_l(\varepsilon)$,
for the parameter values $\tau=\tau(\varepsilon)$ satisfy
$p_l(0)=P_2, T_l(0)=\frac{2\pi}{\omega_l}, \tau(0)=\tau_l$.
Where
\begin{gather*}
\tau_l=\begin{cases}
\frac{1}{\omega} \arccos\frac{q(\omega^2-r)-ps\omega^2}
{s^2\omega^2+p^2}, & \text{if } s(r-\omega^2)-pq>0,\\
 \frac{1}{\omega}\arccos\frac{q(\omega^2-r)-ps\omega^2}
{s^2\omega^2+p^2}+\pi, & \text{if }  s(r-\omega^2)-pq<0,
\end{cases}
\\
\omega^2=\frac{1}{2}(s^2-p^2+2r)
+\frac{1}{2} \sqrt{(s^2-p^2+2r)^2-4(r^2-q^2)}.
\end{gather*}
\end{lemma}

Let $\tau_j=\tau_l+\frac{2j\pi}{\omega_l},j=0,1,\dots$.
Let $P_2(x_2, y_2)$ be the positive equilibrium, where
$x_2=\frac{-\alpha(\beta\delta-\zeta)+\sqrt{\Delta}}{2\zeta},
 y_2=\frac{\alpha(\beta\delta+\zeta)-\sqrt{\Delta}}{2\alpha\beta\zeta}$.
From lemma \ref{lem2.1} we know that if
$0<\frac{\zeta}{\beta}<\alpha, \alpha\delta>\sigma$, then \eqref{6.2} undergos
 Hopf bifurcation at the equilibrium $P_2(x_2, y_2)$, the corresponding purely
imaginary roots are $\lambda=\pm i\tau_j\omega$, and the critical values
are $\tau=\tau_j,j=0,1,\dots$.

   As pointed out by Hassard et al \cite{Hassard},
it is interesting to determine the direction, stability and period of
these periodic solutions bifurcating from the steady state.
In this section, we will study the stability and direction of the Hopf
bifurcated periodic solution by using the center manifold reduction and
normal form theory of retarded functional differential equations due to
 the ideals of  Faria and Magalha\'es \cite{T.Faria8.1, T.Faria8.2}.
      Throughout this section, we  assume
that system \eqref{6.1} undergoes Hopf bifurcations at the equilibrium
 $P_2$  as the critical parameter $\tau=\tau_j$, $j=1,2,3\dots$   and
the  corresponding purely imaginary roots  are $\pm i\omega$.

  Set $z_1(t)=x(t)-x_2, z_2(t)=y(t)-y_2$. Then system \eqref{5} can be written
as
\begin{equation}\label{6.1}
\begin{gathered}
 z_1'(t)=\alpha_1z_1(t)+\alpha_2z_1(t-\tau)+\alpha_3z_2(t-\tau) +\zeta z_1(t-\tau)z_2(t-\tau), \\
 z_2'(t)=\beta_1z_1(t)+\beta_2z_2(t) -\alpha\beta z_2^2(t)- z_1(t)z_2(t),
\end{gathered}
\end{equation}
where $\alpha_1=-\delta<0$, $\alpha_2=\zeta y_2>0$,
 $\alpha_3=\zeta x_2>0$, $\beta_1=-y_2<0$,
$\beta_2=\alpha-2\alpha\beta y_2-x_2=-\alpha\beta y_2<0$.
Normalizing the delay $\tau$ in system \eqref{6.1} by the time-scaling
$ t\to \frac{t}{\tau}$, then \eqref{6.1} is transformed into
\begin{equation}\label{6.2}
\begin{gathered}
 z_1'(t)=\tau(\alpha_1z_1(t)+\alpha_2z_1(t-1)+\alpha_3z_2(t-1)
 +\zeta z_1(t-1)z_2(t-1)), \\
 z_2'(t)=\tau(\beta_1z_1(t)+\beta_2z_2(t) -\alpha\beta z_2^2(t)
 - z_1(t)z_2(t)).
\end{gathered}
\end{equation}

Let $z(t)=(z_1(t), z_2(t))^T$. We transformed  \eqref{6.2} into the FDE
\begin{equation}\label{6.3}
\dot{z}(t)=N(\tau)(z_t)+F(z_t, \tau),
\end{equation}
where $N(\varphi):C([-1,0],\mathbb{R}^2)\to\mathbb{R}^2,F(\varphi):C([-1,0],
\mathbb{R}^2)\to\mathbb{R}^2, \varphi
=\mathrm{col}(\varphi_1,\varphi_2) \in C([-1,0],\mathbb{R}^2)$ satisfy
\begin{gather*}
N(\tau)(\varphi)=\tau
\begin{pmatrix} \alpha_1\varphi_1(0)+\alpha_2\varphi_1(-1)
+\alpha_3\varphi_2(-1)\\
 \beta_1\varphi_1(-1)+\beta_2\varphi_2(0)
\end{pmatrix},
\\
F(\varphi, \tau)
=\tau\begin{pmatrix} \zeta\varphi_1(-1)\varphi_2(-1)\\
 -\alpha\beta\varphi^2_2(0)-\varphi_1(0)\varphi_2(0)
\end{pmatrix}.
\end{gather*}
Setting the new parameter $\gamma=\tau-\tau_j$, then \eqref{6.3}
can be written as
\begin{equation}\label{6.4}
\dot{z}(t)=N(\tau_j)(z_t)+\tilde{F}(z_t, \gamma),
\end{equation}
where $\tilde{F}(z_t, \gamma)=N(\gamma)(z_t)+F(z_t, \tau_j+\gamma)$.

 Let   $\Lambda=\{i\omega, -i\omega\}$.
 Assuming $A$ is the infinitesimal generator of $\dot{z}(t)=N(\tau_k)(z_t)$
satisfying   $A\Phi=\Phi B$ with
\begin{equation}\label{35}
B=\begin{pmatrix}
i\omega & 0 \\
0 & -i\omega
\end{pmatrix},
\end{equation}
and $A$ has a pair of conjugate purely imaginary roots $\pm i\omega$.
Denote   $P$ is the invariant space of $A$ associated with $\Lambda$,
then $\dim P=2$. We can decompose $C:=C([-1,0],\mathbb{R}^2)$ as
$ C=P\bigoplus Q$ by the formal adjoint theory  for FDEs in
\cite{J.K.Hale1}. Considering complex coordinates, we still
denote $C([-1,0],\mathbb{C}^2)$ as $C$. Let $\Phi=(\Phi_1, \Phi_2)$
by the bases for $P$, where
  \begin{equation}\label{31}
\Phi_1=e^{i\omega\theta}v, \quad \Phi_2=\bar{\Phi}_1,  \quad \theta \in[-1,0],
\end{equation}
where $v= ( v_1, v_2)^T$ is a vector in $\mathbb{C}^2$ that satisfies
$N(\tau_j)\Phi_1=i\omega v.$
Choose a basis $\Psi$ for the adjoint space $P^\ast$, where
$\Psi=col(\Psi_1, \Psi_2)$,
\begin{equation}
\Psi_1=e^{-i\omega\tilde{\theta}}u^T, \quad
\Psi_2=\bar{\Psi}_1, \quad u=\begin{pmatrix} u_1\\u_2\end{pmatrix}, \quad
\tilde{\theta} \in[0,1].
\end{equation}
Define $(\Psi,\Phi)=((\Psi_i,\Phi_j))_{i,j=1,2}$,
\begin{equation}
(\psi,\varphi)=\psi(0)\varphi(0)-\int_{-1}^{0}\int_{0}^{\theta}
\psi(s-\theta)\mathrm{d}\eta(\theta)\varphi(s)\mathrm{d}s,
\forall\varphi \in P,\psi \in P^\ast.
\end{equation}
Then $(\Psi,\Phi)$ can be transformed to the identify matrix $I_2$.
 Thus we can ensure
\begin{equation}
v=\begin{pmatrix} 1\\\frac{i\omega_j-(\alpha_1+\alpha_2e^{-i\omega_j})
\tau_j}{\tau_j\alpha_3e^{-i\omega_j}}\end{pmatrix}, \quad
u=u_1\begin{pmatrix}1\\
\frac{i\omega_j-(\alpha_1+\alpha_2e^{-i\omega_j})\tau_j}{\tau_j\beta_1}
\end{pmatrix},
\end{equation}
with
\[
\frac{1}{u_1}=1+v_2\frac{i\omega_j-(\alpha_1+\alpha_2e^{-i\omega_j})
\tau_j}{\tau_j\beta_1}+(\alpha_2+\alpha_3v_2)e^{-i\omega_j}.
\]
Define the enlarged phase space $BC$  as
$$
BC:=\{\varphi:[-1,0]\to\mathbb{C}^2|\varphi
\text{ is continuous on $[-1,0)$, $\lim_{\theta\to 0^-}\varphi(\theta)$ exists}\}.
$$
The projection $\pi:BC\to P$ is defined as
$\pi(\varphi+X_0 b)=\Phi[(\Psi,\varphi)+\Psi(0)b]$, for each
$\varphi\in C$ and $b\in\mathbb{R}^2$, thus we have the decomposition
$BC=P\bigoplus \ker \pi$.
Let $z_t=\Phi x+y, x\in\mathbb{C}^2, y\in \ker (\pi)\cap C^1:=Q^1$,
 we can decompose \eqref{6.4} as
\begin{equation}\label{6.6}
\begin{gathered}
\dot{x}=Bx+\Psi(0)\tilde{F}(\Phi x+y, \gamma),\\
\frac{\mathrm{d}y}{\mathrm{d}x}=A_{Q^1}y+(I-\pi)X_0\tilde{F}(\Phi x+y,\gamma),
\end{gathered}
\end{equation}
where
\begin{equation}
X_0(\theta)=\begin{cases}
I, &\theta=0;\\
0, &-1\le\theta<0.
\end{cases}
\end{equation}
We write the Taylor expansion
\begin{gather*}
\Psi(0)\tilde{F}(\Phi x+y, \gamma)
=\frac{1}{2}f_2^1(x,y,\gamma)+\frac{1}{3!}f_3^1(x,y,\gamma)+\mathrm{h.o.t.},\\
(I-\pi)X_0\tilde{F}(\Phi x+y,\gamma)=\frac{1}{2}f_2^2(x,y,\gamma)
+\frac{1}{3!}f_3^2(x,y,\gamma)+\mathrm{ h.o.t.},
\end{gather*}
where $f_k^1,f_k^2$ are homogeneous polynomials in $x,y,\gamma$
of degree $k,k=2,3$, with coefficients in $\mathbb{C}^2$ and $\ker \pi$,
respectively, and h.o.t. stands for higher order terms. The normal
form method implies a normal form on the center manifold of the origin
for \eqref{6.4} is
\begin{equation}\label{6.12}
\dot{x}=Bx+\frac{1}{2}g_2^1(x,0,\gamma)+\frac{1}{3!}g_3^1(x,0,\gamma)
+\mathrm{h.o.t.}.
\end{equation}
where $g_2^1(x,0,\gamma),g_3^1(x,0,\gamma)$ are homogeneous polynomials
in $x,\gamma$, and  h.o.t. are the higher order terms.
We follow the notation in \cite{T.Faria8.1}; that is,
$$
V_j^{m+p}(X)=\left\{\Sigma_{|(q,l)|=j}C_{(q,l)}x^q\gamma^l:(q,l)
\in \mathbb{N}_0^{m+p},C_{(q,l)}\in X\right\},
$$
with  $x=(x_1,x_2,\dots,x_m),\gamma=(\gamma_1,\gamma_2,\dots,\gamma_p)$;
\begin{equation}
\begin{gathered}
M_j(p,h)=(M_j^1p,M_j^2h),\\
M_j^1p(x,\gamma)=[B,p(\cdot,\gamma)](x)=D_xp(x,\gamma)Bx-Bp(x,\gamma),\\
M_j^2h(x,\gamma)=D_xh(x,\gamma)Bx-A_{Q^1}h(x,\gamma).
\end{gathered}
\end{equation}
Since  $V_j^3$ satisfies
$V_j^3(\mathbb{C}^2)=\operatorname{Im}(M_j^1)\oplus\ker (M_j^1)$  and
$$
\ker (M_j^1)=\operatorname{span}\big\{x^q\gamma^le_k:(q,\overline{\lambda})
=\lambda_j,\;\lambda_j\in \Lambda,\; j=1,2,q\in\mathbb{N}_0^2,\;
l\in \mathbb{N}_0,\; |(q,l)|=j\big\},
$$
 $e_1,e_2$ is the base of $\mathbb{C}^2$. Then we can obtain
\begin{gather*}
\ker (M_2^1)=\operatorname{span}
\Big\{\begin{pmatrix}x_1\gamma\\
0\end{pmatrix},\begin{pmatrix}0\\x_2\gamma\end{pmatrix}\Big\},
\\
\ker (M_3^1)=\operatorname{span}\Big\{\begin{pmatrix}x_1^2x_2\\0\end{pmatrix},\begin{pmatrix}x_1\gamma^2\\0\end{pmatrix},
\begin{pmatrix}0\\x_1x_2^2\end{pmatrix},
\begin{pmatrix}0\\x_2\gamma^2\end{pmatrix}\Big\}.
\end{gather*}
Noting \eqref{6.6}, one has
$$
f_2^1(x,0,\gamma)=2\Psi(0)[N(\gamma)(\Phi x)+F(\Phi x,\tau_j)];
$$
i.e.,
\begin{equation}\label{6.7}
f_2^1(x,0,\gamma)=2\begin{pmatrix}A_1x_1\gamma+A_2x_2\gamma+a_{20}x_1^2
+a_{11}x_1x_2+a_{02}x_2^2\\
\bar{A}_1x_2\gamma+\bar{A}_2x_1\gamma+\bar{a}_{02}x_1^2+\bar{a}_{11}x_1x_2
+\bar{a}_{20}x_2^2\end{pmatrix},
\end{equation}
where
\begin{gather*}
A_1=\frac{i\omega_j}{\tau_j}u^Tv, A_2=\frac{-i\omega_j}{\tau_j}u^T\bar{v},\\
a_{20}=\tau_j[u_1e^{-2i\omega_j}\zeta v_1v_2+u_2(-\alpha\beta v_2^2-v_1v_2)],\\
a_{11}=\tau_j[\zeta u_1(v_1\bar{v}_2+\bar{v}_1v_2)+u_2(-2\alpha\beta v_2\bar{v}_2-(v_1\bar{v}_2+\bar{v}_1v_2)],\\
a_{02}=\tau_j[u_1e^{2i\omega_j}\zeta \bar{v}_1\bar{v}_2
+u_2(-\alpha\beta \bar{v}_2^2-\bar{v}_1\bar{v}_2)].
\end{gather*}
Therefore,
\begin{equation}\label{6.8}
g_2^1(x,0,\gamma)=\operatorname{Proj}_{\ker (M_2^1)}f_2^1(x,0,\gamma)
=\begin{pmatrix}2A_1x_1\gamma\\2\bar{A}_1x_2\gamma\end{pmatrix}.
\end{equation}
Since the terms $O(|x|\gamma^2)$ are irrelevant to determine the generic Hopf bifurcation,  we assume
$$
J=\operatorname{span}\Big\{\begin{pmatrix}x_1^2x_2\\0\end{pmatrix},
\begin{pmatrix}0\\x_1x_2^2\end{pmatrix}\Big\},
$$
then
$$
g_3^1(x,0,\gamma)=\operatorname{Proj}_J\bar{f}_3^1(x,0,0)+o(|x|\gamma^2),
$$
where
$$
\bar{f}_3^1(x,0,0)=\frac{3}{2}[(D_xf_2^1)u_2^1-(D_xu_2^1)
g_2^1]_{(x,0,0)}+\frac{3}{2}[(D_yf_2^1)u_2^2]_{(x,0,0)}.
$$
Hence we will compute $g_3^1(x,0,\gamma)$ as follows.

Firstly,  noting
\begin{gather*}
f_2^1(x,0,0)=2\begin{pmatrix}
a_{20}x_1^2+a_{11}x_1x_2+a_{02}x_2^2
 \\\bar{a}_{02}x_1^2+\bar{a}_{11}x_1x_2+\bar{a}_{20}x_2^2
\end{pmatrix},
\\
 u_2^1(x,0)=\frac{2}{i\omega_l}\begin{pmatrix}
a_{20}x_1^2-a_{11}x_1x_2-\frac{1}{3}a_{02}x_2^2\\
\frac{1}{3}\bar{a}_{02}x_1^2+\bar{a}_{11}x_1x_2-\bar{a}_{20}x_2^2
\end{pmatrix},
\end{gather*}
one has
\begin{equation}\label{6.9}
\begin{split}
 \quad \operatorname{Proj}_J[(D_xf_2^1)u_2^1]_{(x,0,0)}
&=\frac{4}{i\omega_l}\begin{pmatrix}(-a_{20}a_{11}+\frac{2}{3}|a_{02}|^2
 +|a_{11}|^2)x_1^2x_2\\
(-\frac{2}{3}|a_{02}|^2-|a_{11}|^2+\overline{a_{20}a_{11}})x_1x_2^2
\end{pmatrix}\\
&=4\begin{pmatrix}A_3x_1^2x_2\\ \bar{A}_3x_1x_2^2\end{pmatrix}.
\end{split}
\end{equation}

Secondly,   From \eqref{6.8}, we know $g_2^1(x,0,0)=0$, then
$\operatorname{Proj}_J[(D_xu_2^1)g_2^1]_{(x,0,0)}=0$.

Lastly, we will compute $\operatorname{Proj}_J[(D_yf_2^1)u_2^2]_{(x,0,0)}$
as follows.
Let
$$
h=u_2^2=h_{200}x_1^2+h_{020}x_2^2+h_{002}\gamma^2+
h_{110}x_1x_2+h_{101}x_1\gamma+h_{011}x_2\gamma.
$$
 Noting that $g_2^2=0,  $ one has
$$
M_2^2h(x,\gamma)=f_2^2=2(I-\pi)X_0\tilde{F}(\Phi x,\gamma)
=2(I-\pi)X_0[N(\gamma)(\Phi x)+F(\Phi x,\tau_j)].
$$
On the other hand, we know
\begin{equation}
\begin{split}
M_2^2h(x,\gamma)
&=D_xh(x,\gamma)Bx-A_{Q^1}h(x,\gamma)\\
&=D_xh(x,\gamma)Bx-[\dot{h}(x,\gamma)+X_0(L(\tau_j)(h(x,\gamma))-
\dot{h}(x,\gamma)(0))].
\end{split}
\end{equation}
If $\gamma=0$, then
\begin{equation}\label{6.10}
\begin{gathered}
\dot{h}(x)-D_xh(x)Bx=2\Phi\Psi(0)F(\Phi x,\tau_j),\\
\dot{h}(x)(0)-L(\tau_j)(h(x))=2F(\Phi x,\tau_j).
\end{gathered}
\end{equation}
Let
\begin{gather*}
W(\theta)=\Phi x+y=\Phi_1x_1+\Phi_2x_2+y(\theta)=e^{i\omega_l\theta}vx_1+
e^{-i\omega_l\theta}\bar{v}x_2+y(\theta),
\\
\tilde{W}(\theta)=\Phi x=\Phi_1x_1+\Phi_2x_2=e^{i\omega_l\theta}
vx_1+e^{-i\omega_l\theta}\bar{v}x_2.
\end{gather*}
From
$$
f_2^1(x,y,0)=2\tau_j\begin{pmatrix}u^T\begin{pmatrix}\zeta W_1(-1)W_2(-1)\\
-\alpha\beta W_2^2(0)-W_1(-1)W_2(-1)\end{pmatrix}\\\bar{u}^T\begin{pmatrix}\zeta W_1(-1)W_2(-1)\\
-\alpha\beta W_2^2(0)-W_1(-1)W_2(-1)\end{pmatrix}\end{pmatrix},
$$
we  obtain
\begin{align*}
&[(D_yf_2^1)h]_{(x,0,0)}\\
&=2\begin{pmatrix}\tau_j u^T\begin{pmatrix}\zeta \tilde{W}_2(-1)h^1(-1)+\zeta \tilde{W}_1(-1)h^2(-1)\\
-\tilde{W}_2(-1)h^1(-1)-\tilde{W}_1(-1)h^2(-1)-2\alpha\beta \tilde{W}_2(0)h^2(0)\end{pmatrix}\\
\tau_j\bar{u}^T\begin{pmatrix}\zeta \tilde{W}_2(-1)h^1(-1)+\zeta \tilde{W}_1(-1)h^2(-1)\\
-\tilde{W}_2(-1)h^1(-1)-\tilde{W}_1(-1)h^2(-1)-2\alpha\beta 
\tilde{W}_2(0)h^2(0)\end{pmatrix}\end{pmatrix}
\end{align*}
and
\begin{equation}\label{6.11}
\operatorname{Proj}_J[(D_yf_2^1)u_2^2]_{(x,0,0)}
=2\begin{pmatrix}A_4x_1^2x_2\\\bar{A}_4x_1x_2^2\end{pmatrix},
\end{equation}
where
\begin{align*}
A_4&=\tau_j\Big[u_1\zeta(e^{-i\omega_j}v_2h_{110}^1(-1)
+e^{i\omega_j}\bar{v}_2h_{200}^1(-1)
+e^{-i\omega_j}v_1h_{110}^2(-1)\\
&\quad +e^{i\omega_j}\bar{v}_1h_{200}^2(-1))\Big]
 +u_2\tau_j\Big[-e^{-i\omega_j}v_2h_{110}^1(-1)
-e^{i\omega_j}\bar{v}_2h_{200}^1(-1)\\
&\quad -e^{-i\omega_k}v_1h_{110}^2(-1)
-e^{i\omega_j}\bar{v}_1h_{200}^2(-1)\Big]
 -u_2\tau_j\big[2\alpha\beta(v_2h_{110}^2(0)+\bar{v}_2h_{200}^2(0))\big].
\end{align*}
To compute $A_4$, we should get $h_{110}(\theta),h_{200}(\theta)$ firstly.
From \eqref{6.10}, it follows
\begin{equation}\label{zz}
\begin{gathered}
\dot{h}_{110}=2(\Phi_1,\Phi_2)\begin{pmatrix}a_{11}\\\bar{a}_{11}\end{pmatrix},\\
\dot{h}_{110}(0)-L(\tau_j)(h_{110})=\tau_j\begin{pmatrix}a_1\\b_1\end{pmatrix},
\end{gathered}
\end{equation}
and
\begin{equation}\label{zz1}
\begin{gathered}
\dot{h}_{200}-2i\omega_j h_{200}=2(\Phi_1,\Phi_2)\begin{pmatrix}a_{20}\\\bar{a}_{02}\end{pmatrix},\\
\dot{h}_{200}(0)-L(\tau_j)(h_{200})=\tau_j\begin{pmatrix}a_2\\b_2\end{pmatrix},
\end{gathered}
\end{equation}
where $a_1=2[\zeta(v_1\bar{v}_2+\bar{v}_1v_2)]$,
$b_1=2[-2\alpha\beta v_2\bar{v}_2-(v_1\bar{v}_2+\bar{v}_1v_2)]$,
$a_2=2[\zeta v_1v_2e^{-2i\omega_k}]$,
$b_2=2[-\alpha\beta v_2^2-e^{-2i\omega_j}v_1v_2]$.
Solving the above equations \eqref{zz} and \eqref{zz1}, we  obtain
\begin{gather*}
h_{110}={2[\frac{a_{11}}{i\omega_k
}\Phi_1-\frac{\bar{a}_{11}}{i\omega_j}\Phi_2]+C_1},\\
h_{200}={2[\frac{a_{20}}{-i\omega_k
}\Phi_1+\frac{\bar{a}_{02}}{-3i\omega_j}\Phi_2]+C_2e^{2i\omega_k
\theta}},
\end{gather*}
where
\begin{gather*}
C_1=\begin{pmatrix}C_1^1\\C_1^2\end{pmatrix}, \quad
C_1^1=\frac{\begin{vmatrix}
a_1&-\alpha_3\\
b_1&-(\beta_2+\beta_3)
\end{vmatrix}}
{\begin{vmatrix}
-(\alpha_1+\alpha_2)&-\alpha_3\\
-\beta_1&-(\beta_2+\beta_3)\end{vmatrix}},
\\
C_1^2=\frac{\begin{vmatrix}
-(\alpha_1+\alpha_2)&a_1\\
-\beta_1&b_1
\end{vmatrix}}
{\begin{vmatrix}
-(\alpha_1+\alpha_2)&-\alpha_3\\
-\beta_1&-(\beta_2+\beta_3)\end{vmatrix}},\quad
C_2=\begin{pmatrix}C_2^1\\C_2^2\end{pmatrix},
\\
C_2^1=\frac{\begin{vmatrix}
\tau_j a_2&-\tau_j\alpha_3e^{-2i\omega_j}\\
\tau_j b_2&2i\omega_k
+\tau_j\beta_2+\tau_j\beta_3e^{-2i\omega_j}
\end{vmatrix}}
{\begin{vmatrix}
2i\omega_k
-\tau_j\alpha_1-\tau_j\alpha_2e^{-2i\omega_j}&-\tau_j\alpha_3e^{-2i\omega_k
}\\
-\tau_j\beta_1e^{-2i\omega_j}&2i\omega_k
+\tau_j\beta_2+\tau_j\beta_3e^{-2i\omega_j}\end{vmatrix}},
\\
C_2^2=\frac{\begin{vmatrix}
2i\omega_k
-\tau_j\alpha_1-\tau_j\alpha_2e^{-2i\omega_k
}&\tau_j a_2\\
-\tau_j\beta_1e^{-2i\omega_j}&\tau_j b_2
\end{vmatrix}}
{\begin{vmatrix}
2i\omega_k
-\tau_j\alpha_1-\tau_j\alpha_2e^{-2i\omega_j}&-\tau_j\alpha_3e^{-2i\omega_j}\\
-\tau_j\beta_1e^{-2i\omega_j}&2i\omega_j+\tau_j\beta_2
+\tau_j\beta_3e^{-2i\omega_j}\end{vmatrix}}.
\end{gather*}
Hence,
$$
g_3^1(x,0,0)=\begin{pmatrix}(6A_3+3A_4)x_1^2x_2\\(6\bar{A}_3
+3\bar{A}_4)x_1x_2^2\end{pmatrix}.
$$
Thus, the normal form of the system \eqref{6.12} has the form
\begin{equation}\label{normal}
\dot{x}=Bx+\begin{pmatrix}A_1x_1\gamma\\\bar{A}_1x_2\gamma\end{pmatrix}+
\frac{1}{3!}\begin{pmatrix}(6A_3+3A_4)x_1^2x_2\\(6\bar{A}_3
+3\bar{A}_4)x_1x_2^2\end{pmatrix}+o(|x|^4+|x|\gamma^2).
\end{equation}
Let $x_1=\xi_1-i\xi_2$, $x_2=\xi_1+i\xi_2$,
$\xi_1=\rho\cos\omega$, $\xi_2=\rho\sin\omega$.
Then system \eqref{normal} can be written as
\begin{equation}\label{normal1}
\begin{gathered}
\dot{\rho}=r_1\gamma\rho+r_2\rho^3+O(\gamma^2\rho+|(\rho,\gamma)|^4),\\
\dot{\omega}=-\omega_j-\operatorname{Im}(A_1)\gamma-\operatorname{Im}
(A_3+\frac{1}{2}A_4)\rho^2+o(|(\rho^2,\gamma)|),
\end{gathered}
\end{equation}
where $r_1=\operatorname{Re}A_1,r_2=\operatorname{Re}(A_3+\frac{1}{2}A_4)$.
 Summarizing, we have the following theorem.

\begin{theorem} \label{thm2.3}
The flow  on the center manifold of the   equilibrium $P_2$ at $\gamma=0$
is given by \eqref{normal1}. And also we can draw the following conclusion.
\begin{itemize}
\item[(1)] The  Hopf bifurcation is supercritical if $r_1r_2<0$, and
subcritical if $r_1r_2>0$;

\item[(2)] The nontrivial periodic solution is stable if $r_2<0$, and
unstable if $r_2>0$;

\item[(3)] The period of the nontrivial solution is
\[
P(\gamma)=\frac{2\pi}{\omega_j}(1-\frac{\operatorname{Im}(A_1)\gamma-
\frac{r_1\gamma}{r_2}\operatorname{Im}(A_3+\frac{1}{2}A_4)}{\omega_j})
+O(\gamma^3)
\]
with $P(0)=2\pi/\omega_j$.
\end{itemize}
\end{theorem}

To explain the result of Theorem \ref{thm2.3}, we provide the simulations of Hopf
 bifurcation at $P_2$. In this paper, we  cite the parameters in
\cite{Kuznetsov} to illustrate Theorem \ref{thm2.3}. Assume
$\sigma=0.1181$, $\zeta=0.0031$, $\delta=0.3743$, $\alpha=1.636$, $\beta=0.002$,
then the system \eqref{5} has a Tumor-free equilibrium $P_0(0.3155, 0)$,
 which is asymptotically stable and a
positive equilibrium $P_2(1.33435, 92.1911)$, which is locally stable.
We only simulate local properties of  the  positive equilibrium
$P_2(1.33435, 92.1911)$ here in the following
Figure \ref{fig2.1} and Figure \ref{fig2.2},   and the corresponding 
critical value is $\tau_0=1.8760$.

\begin{figure}[ht]
\begin{center}
\includegraphics[width=0.45\textwidth]{fig2a} \quad % Fig2.11.eps
\includegraphics[width=0.45\textwidth]{fig2b} %Fig2.12.eps
\end{center}
\caption{(left)  Stable equilibrium $(1.3344, 92.1911)$ 
when  $\tau=1<\tau_0$; (right)
oscillation of the solution to \eqref{5} with
respect to $t$ when $\tau=1<\tau_0$}
\label{fig2.1}
\end{figure}


\begin{figure}[ht]
\begin{center}
\includegraphics[width=0.45\textwidth]{fig3a} \quad % Fig2.21.eps
\includegraphics[width=0.45\textwidth]{fig3b} %Fig2.22.eps
\end{center}
\caption{(left) Bifurcated periodic solution
at the positive equilibrium when $\tau=2.0>\tau_0$;
(right) oscillation solution  $x(t)$ and $y(t)$
 of \eqref{5} with respect to $t$ when $\tau=2.0>\tau_0$}
\label{fig2.2}
\end{figure}

\section{Existence of global Hopf bifurcation}

In section 2, we discussed  the direction and stability of the Hopf 
bifurcated periodic solutions of system \eqref{5} at the equilibrium 
$P_2(x_2, y_2)$ as $\tau=\tau_j$. However, this bifurcated periodic solution 
exists in a neighborhood of the positive equilibrium, so we want to 
know whether the non-constant periodic solution  exist globally. 
In this section, we will study the existence of  global bifurcated  periodic 
solution  using a global Hopf bifurcation result due to Wu\cite{wu16}.
Throughout this section, we follow the notations in \cite{wu16} and
rewrite system \eqref{5} as the functional differential equation
\begin{equation}\label{2.1}
\dot{z}=F(z_t, \tau),
\end{equation}
where $z=(x,y)^T,z_t(\theta)=z(t+\theta) \in C([-\tau,0],\mathbb{R}_+^2)$.
 Before stating the main results of this section, we will give a known 
lemma. Let
\begin{equation}
\begin{gathered}
 \mathbb{X}=C([-\tau,0],\mathbb{R}_+^2), \\
 \Sigma=Cl\{(z,\tau,p)\in \mathbb{X}\times\mathbb{R}_+\times\mathbb{R}_+: z 
 \text{$z$ is  a  nonconstant  periodic  solution  of  \eqref{2.1}}\},\\
 N=\{(\bar{z},\tau, p): F(\bar{z},\tau,p)=0\}.
\end{gathered}
\end{equation}

\begin{lemma}[\cite{wu16}] \label{lem3.1}
Only one of the following two results holds
\begin{itemize}
\item[(1)] $l_{(P_2,\tau_j,2\pi/\omega_l)}$ is unbounded;

\item[(2)] $l_{(P_2,\tau_j,2\pi/\omega_l)}$ is bounded and
$\sum_{(\bar{z},\tau,p)\in l_{(P_2,\tau_j,2\pi/\omega_l)}
\cap N}\gamma(\bar{z},\tau,p)=0$.
\end{itemize}
\end{lemma}

Assume $l_{(P_2, \tau_j, 2\pi/\omega_l)}$ is the connected 
component of $(P_2, \tau_j, 2\pi/\omega_l)$ in $\Sigma$, 
from lemma \ref{lem2.2}, we know that $l_{(P_2, \tau_j, 2\pi/\omega_l)}$ 
is nonempty.

Next we give two lemmas needed for the proof of the main result.


\begin{lemma} \label{lem3.2}
If $0<\zeta/\beta<\min \{\delta, \alpha\}, \alpha\delta>\sigma$, 
then all periodic solutions of  \eqref{5} are uniformly bounded.
\end{lemma}

\begin{proof}
From the second equation of system \eqref{5}, we have
$$
y(t)=y(0)\exp\int_0^t( \alpha (1-\beta y(s))-x(s))ds, 
$$
noting the definition of $y(t)$ and $P_2$ is a positive equilibrium,
one knows $x(0)\geq0$ and $y(0)\geq0$; that is,
$y(t)\geq0$.
It is easy to see 
$$
\frac{\mathrm{d}y}{\mathrm{d}t}=\alpha y(1-\beta y)-xy\leq\alpha y(1-\beta y),
$$  
it follows  $y\leq\frac{1}{\beta}$, that is $0\leq y\leq\frac{1}{\beta}$.

We will prove $x(t)\geq0$ as follows.
Since $(x(t), y(t))$ is a periodic solution of  \eqref{5},
then $x(t)$ must have the minimum $x(\eta_1),\ \eta_1>0$, that is 
$$
\sigma +\zeta x(\eta_1-\tau)y(\eta_1-\tau)-\delta x(\eta_1)=0,
$$ 
hence
$$
\delta x(\eta_1)\geq \zeta x(\eta_1-\tau)y(\eta_1-\tau).
$$
If $x(\eta_1-\tau)\geq0$, then $x(t)\geq0$.
If $x(\eta_1-\tau)<0$, then $x(\eta_1)\leq x(\eta_1-\tau)<0$, 
hence
$$
\frac{\mathrm{d}x}{\mathrm{d}t}=\sigma +\zeta x(t-\tau)y(t-\tau)-\delta x
> \frac{\zeta}{\beta} x(\eta_1)-\delta x(t).
$$  
By the constant variation formula and the comparison theorem,
it implies that
 \begin{equation}\label{proof}
x(t)> \frac{\zeta x(\eta_1)}{\beta\delta}(1-\exp^{-\delta t})+x(0)
\exp^{-\delta t} , \quad t>0.
\end{equation}
noting $x(0)>0$ and $0<\frac{\zeta}{\beta}<\min \{\delta, \alpha\}$, 
it is easy to see that  \eqref{proof} does not hold as $t=\eta_1$; this is
 a contradiction, thus  $x(t)>0$.

 On the other hand, we have  
$$
\frac{\mathrm{d}x}{\mathrm{d}t}=\sigma +\zeta x(t-\tau)y(t-\tau)
-\delta x\leq\sigma +\frac{\zeta}{\beta} x(t-\tau)-\delta x,
$$
Then we prove the bound of the solution $x(t)$ in three cases:

(1) If $x(t-\tau)\geq x(t)$   for  $t>0$,  since $(x(t), y(t))$ is a 
periodic solution of  \eqref{5},  then $x(t)$ must have the maximum 
$x(\eta),\ \eta\in(0,\tau)$, that is
 $\sigma +\zeta x(\eta-\tau)y(\eta-\tau)-\delta x(\eta)=0$, hence
$$
x(\eta)\leq \frac{\sigma}{\delta}+\frac{\zeta}{\beta\sigma}x(\eta-\tau)\leq
  \frac{\sigma}{\delta}+\frac{\zeta}{\beta\sigma}\|\varphi\|,\quad
  \eta-\tau\in(-\tau,0).
$$

(2) If $x(t-\tau)<x(t)$   for   $t>0$, then 
$$
\frac{\mathrm{d}x}{\mathrm{d}t}\leq\sigma +\frac{\zeta}{\beta} x
-\delta x,
$$ 
from  $0<\zeta/\beta<\delta$, one has  
$$
x(t)\leq\frac{\sigma}{\delta-\frac{\zeta} {\beta}};
$$

  (3) If there exists $t>0$ such that $x(t-\tau)\geq x(t)$ and  $t_1>0$ such 
that $x(t_1-\tau)<x(t_1)$. Integrating (1) and (2), we know  
 $x(t)\leq \max\{\frac{\sigma}{\delta-\frac{\zeta}
 {\beta}}, \frac{\sigma}{\delta}+\frac{\zeta}{\beta\sigma}\|\varphi\| \}$.
 The proof  is  complete.
\end{proof}

\begin{lemma} \label{lem3.3}
If $\alpha\delta>\sigma$, then system \eqref{5} has no-nonconstant periodic 
solution with period $\tau$.
\end{lemma}

\begin{proof}
Suppose  \eqref{5} has no-constant periodic solution with period $\tau$,
 then the corresponding   ordinary differential equations
\begin{equation}\label{2.2}
\begin{gathered}
 \frac{\mathrm{d}x}{\mathrm{d}t}=\sigma +\zeta xy-\delta x, \\
 \frac{\mathrm{d}y}{\mathrm{d}t}=\alpha y(1-\beta y)-xy,
\end{gathered}
\end{equation}
have a non-constant periodic solution. System \eqref{2.2} has a positive
 equilibrium $P_2(x_2, y_2)$ and a boundary equilibrium 
$P_0(\frac{\sigma}{\delta}, 0)$. From lemma \ref{lem2.1}, we know that $P_2$ 
is stable and \eqref{2.2} has no non-constant periodic solution. 
This is a contradiction. The proof is complete.
\end{proof}

\begin{theorem} \label{thm3.4}
If $0<\zeta/\beta<\min \{\delta, \alpha\}, \alpha\delta>\sigma$, 
then  \eqref{5} has at least $j-1$ periodic solutions   
for  $\tau\geq\tau_j,\ j\geq 1$.
\end{theorem}

\begin{proof}
The characteristic matrix of \eqref{2.1} at the equilibrium
 $\bar{z}=(\bar{z}_1,\bar{z}_2)^T\in \mathbb{R}^2$ is
$$
\Delta(\bar{z},\tau,p)(\lambda)=\lambda Id
-DF(\bar{z},\tau,p)(e^{\lambda\cdot}Id);
$$
i.e.
\begin{equation}\label{2.3}
\Delta(\bar{z},\tau,p)(\lambda)=
\begin{pmatrix} &\lambda-\zeta\bar{z}_2e^{-\lambda\tau}-\delta 
& -\zeta\bar{z}_1e^{-\lambda\tau}\\
&\bar{z}_2 &\lambda-\alpha+2\alpha\beta\bar{z}_2+\bar{z}_1
\end{pmatrix},
\end{equation}
where $Id$ is the identity matrix, $DF(\bar{z},\tau,p)$ is the 
Fr\'echet derivative of $F$ with respect to $z_t$ evaluated at 
$(\bar{z},\tau,p)$.

On the other hand, from the definition of \cite{wu16}, we know that
$(\bar{z},\tau,p)$ is called a center of  \eqref{2.1} if
 $(\bar{z},\tau,p)\in N$ and 
$\det (\Delta(\bar{z},\tau,p)(\frac{2\pi}{p}i))=0$ and  the center is 
said to be isolated if it is the only center in the neighborhood of 
$(\bar{z},\tau,p)$.

From \eqref{2.3} we know that 
$$
\det (\Delta(P_0,\tau,p)(\lambda))
=(\lambda-\delta)(\lambda-\alpha+\frac{\sigma}{\delta})=0,
$$ 
obviously, this equation has no purely imaginary roots, thus \eqref{2.1} 
has no centers with the form $(P_0,\tau,p)$. From the proof of 
\cite[theorem 4.2]{xiao, RYafia7.2}, we know that there exist
$\epsilon_1>0, \epsilon_2>0$ and a smooth curve 
$\lambda(\tau):[\tau_j-\epsilon_1,\tau_j+\epsilon_1]\to C$ such that 
$\det (\Delta(\lambda(\tau)))=0$ as $|\lambda(\tau)-i\omega_l|<\epsilon_2$ 
for all $\tau \in [\tau_j-\epsilon_1,\tau_j+\epsilon_1]$, furthermore
$$
\lambda(\tau_j)=i\omega_l,\quad \frac{\operatorname{Re}
\lambda(\tau)}{\mathrm{d}\tau}\big|_{\tau=\tau_j}>0;
$$
thus, for all $\tau>0$, $(P_2, \tau_j, \frac{2\pi}{\omega_l})(j \in \mathrm{N})$ 
is the only center of \eqref{2.1}.
Let
$$
\Omega_{\epsilon,2\pi/\omega_l}=\Big\{(\eta,p)
:0<\eta<\epsilon,|p-2\frac{\pi}{\omega_l}|<\epsilon\Big\}.
$$
If $|\tau-\tau_j|\leq\epsilon_1$ and 
$(\eta,p)\in \partial \Omega_{\epsilon,2\pi/\omega_l}$, then
$$
\det (\Delta(P_2,\tau,p)(\eta+\frac{2\pi}{p}i))=0\;\Leftrightarrow\;
 \eta=0, \tau=\tau_j,p=\frac{2\pi}{\omega_l}.
$$
Define
$$
H^\pm(P_2,\tau_j,2\pi/\omega_l)(\eta,p)=\det
(\Delta(P_2,\tau\pm\epsilon_1,p)(\eta+\frac{2\pi}{p}i)).
$$
Then   the crossing number of isolated center is
\begin{equation}
\begin{split}
&\gamma(P_2,\tau_j,2\pi/\omega_l)\\
&=\deg _B(H^-(P_2,\tau_j,\frac{2\pi}
{\omega_l}),\Omega_{\epsilon,2\pi/\omega_l})
-\deg _B(H^+(P_2,\tau_j,2\pi/\omega_l),
\Omega_{\epsilon,2\pi/\omega_l})
=-1;
\end{split}
\end{equation}
thus
$$
\sum_{(\bar{z},\tau,p)\in l_{(P_2,\tau_j,2\pi/\omega_l)}\cap N}
\gamma(\bar{z},\tau,p)<0.
$$
Noting lemma \ref{lem3.2}, we know that the connected component 
$l_{(P_2,\tau_j,2\pi/\omega_l)}$ passing through 
$(P_2,\tau_j,2\pi/\omega_l)$ is unbounded in $\Sigma$.
From lemma \ref{lem2.1} we know that the projection of 
$l_{(P_2,\tau_j,2\pi/\omega_l)}$ onto $z$-space is bounded.
 Noting \cite{RYafia7.2}, one has
\begin{equation}\label{2.4}
\frac{2\pi}{\omega_l}<\tau_j.
\end{equation}
From the results of lemma \ref{lem3.3}, we know  that \eqref{2.1} has no non-trivial
 periodic solutions for  $\tau=0$. Hence  the projection 
of $l_{(P_2,\tau_j,2\pi/\omega_l)}$ onto $\tau$-space is away
from zero. If not,  the projection of $l_{(P_2,\tau_j,2\pi/\omega_l)}$ 
onto $\tau$-space is included in the interval $(0,\tau^\ast), \tau^\ast>\tau_j$,
 with the help of  \eqref{2.4}, we know 
$(\bar{z},\tau,p)\in l_{(P_2,\tau_j,2\pi/\omega_l)}$ as
$p<\tau^\ast$. This implies the projection of 
$l_{(P_2,\tau_j,2\pi/\omega_l)}$ onto $p$-space is bounded.
Thus if we want the connected component $l_{(P_2,\tau_j,2\pi/\omega_l)}$
is unbounded, the projection of $l_{(P_2,\tau_j,2\pi/\omega_l)}$ onto
$\tau$-space must be  unbounded; i.e., the projection of  
$l_{(P_2,\tau_j,2\pi/\omega_l)}$ onto $\tau$-space must
conclude $[\tau_j,\infty)$, this implies that  the system \eqref{5} has
 at least $j-1$ periodic solutions for all $\tau\geq\tau_j(j\geq1)$ .
\end{proof}

\subsection*{Discussion}
   We  studied the nonlinear dynamics of a Kuznetsov Makalkin and Taylor's 
model with delay, which is analyzed in \cite{RYafia7.2}.
  In \cite{RYafia7.2}, Yafia only give the existence of the
  Hopf bifurcation. In this paper, we give the general formula of the
direction, the estimation formula of period and   stability of
bifurcated periodic solution.  Especially,   using a global Hopf bifurcation  
 due to Wu\cite{wu16},  the global existence of periodic solutions
bifurcating from Hopf bifurcations is given.  we show that the 
local Hopf bifurcation implies the global Hopf bifurcation after
the second critical value of the delay.
  Numerical simulations are carried out to illustrate the the theoretical
analysis and results.

   Our results on the existence and stability of the Hopf bifurcated
periodic solutions of $P_2$ describe the equilibrium process. When a global  
stable periodic orbit exists,  it can be understood that the tumor and the 
immune system can coexist for all the time  although the cancer is not eliminated.
The conditions  for the parameters provide theories basis to control the 
development or progression of the tumors.
The  phenomena   have been observed in some   models
 d'Onofrio \cite{d'Onofrio2},  Kuznetsov et al \cite{Kuznetsov},
 Bi et al \cite{xiao} . In particular, Bi et al. \cite{Bi} have shown 
that various 	 bifurcations, including Hopf bifurcation, Bautin bifurcation 
and Hopf-Hopf bifurcation, can occur in such models.

      Finally, we   point out that we have studied the  dynamical behaviors 
of  $P_2$. In fact, the dynamical behaviors of  $P_0$ is more rich such as 
the existence of the  Bogdanov-Takens bifurcation and  steady-state bifurcation, 
which is studied in \cite{xiao}. The two equilibria may coexist, 
correspondingly, the system can exhibit more degenerate bifurcations 
including Hopf-Hopf  and resonant higher codimension bifurcations et al. 
It would be interesting to consider these dynamics of the delayed model.

\subsection*{Acknowledgments}
This research was supported by National Natural Science
Foundation of China (No. 11171110) and Shanghai Leading Academic
Discipline Project (No. B407), 211 Project of Key Academic Discipline
of East China Normal University.

\begin{thebibliography}{00}

\bibitem{Bi} P. Bi, S. Ruan;
 Bifurcations in Delay Differential Equations and
Applications to Tumor and Immune System Interaction Models, 
\textit{ SIAM J. Appl. Dynamical Systems,}  Vol. 12(4),(2013) 1847-1888.

\bibitem{xiao}  P. Bi, H. Xiao,  Bifurcations   of a   Tumor-Immune Competition Systems with Delay, submitted.

\bibitem{d'Onofrio2} A. d'Onofrio;
 A general framework for modeling tumour-immune system
competition and immunotherapy: Mathematical analysis and biomedical
inferences, \textit{Phys. D} \textbf{208} (2005), 220-235.

\bibitem{d'Onofrio3} A. d'Onofrio;
 Tumour-immune system interaction: Modeling the
tumour-stimulated proliferation of effectors and immunotherapy,
\textit{Math. Models Methods Appl. Sci.} \textbf{16} (2006), 1375-1401.

\bibitem{d'Onofrio4} A. d'Onofrio;
 Metamodeling tumour-immune system interaction, tumour evasion and immunotherapy, 
\textit{Math. Comput. Modelling} \textbf{47} (2008), 614-637.

 \bibitem{T.Faria8.1} T. Faria, L. Magalh\~aes;
Normal forms for retarded functional differential equation and applications 
to Bogdanov-Takens singularity, \textit{J. Diff. Equ.}
 \textbf{122}(1995), 201--224.

\bibitem{T.Faria8.2} T. Faria, L. Magalh\~aes,   Normal forms for retarded 
functional differential equation with parameters and applications to Hopf 
bifurcation, \textit{J. Diff. Equ.} \textbf{122}(1995), 181--200.

\bibitem{MGalach6} M. Galach;
  Dynamics of the tumor-immune system competition: the effect of time delay, 
\textit{Int. J. Appl. Math. Comput. Sci.} \textbf{13} 2003, 395--406.

\bibitem{J.K.Hale1} J. K. Hale;
 Theory of functional differential equations, Springer-Verlag[M],
 New York, 1977.

\bibitem{Hassard}B. Hassard, N. Kazarinoff, Y. Wan;
 Theory and Application of Hopf Bifurcation.
 Cambridge: Cambridge University Press, 1981.

\bibitem{Kuznetsov} V. Kuznetsov, I.  Makalkin, M.  Taylor,  A.  Perelson;
 Nonlinear dynamics of immunogenic tumors: parameter estimationestimation and
global bifurcation analysis, \textit{Bull. Math. Biol.} \textbf{56} (1994), 
295-321.

\bibitem{liu1} D. Liu, S. Ruan, D. Zhu;
Stable periodic oscillations in a two-stage cancer model of tumor-immune  
interaction,  \textit{Mathematical  Biosciences and   Engineering}
\textbf{12} (2009)151--168.

\bibitem{Mayer} H. Mayer, K.  Zaenker, U. an der Heiden;
A basic mathematical model of the immune response,  
\textit{Chaos},\textbf{5}(1995) 155--161.

\bibitem{wu16} J. Wu.;
Symmetric functional differential equations and neural networks with memory. 
\textit{ Trans. Amer. Math. Soc.,} \textbf{350}(1998) 4799--4838.

\bibitem{RYafia7.1} R. Yafia;
Hopf bifurcation analysis and numerical simulations in an ODE model 
of the immune system with positive immune response, 
\textit{Nonl. Anal.: Real World Appl.} \textbf{8}(2007) 1359--1369.

\bibitem{RYafia7.2} R. Yafia;
Hopf bifurcation in differential equations with delay for tumor-immune 
system competition model, \textit{SIAM J. Appl. Math,} \textbf{67}(2007) 
1693--1703.

\bibitem{RYafia7.3} R. Yafia;
Hopf bifurcation in a delayed model for tumor-immune system competition
 with negative immune response, \textit{ Discrete Dynamics in Nature and Soc.} 
\textbf{11} (2006) 1--9.

\bibitem{RYafia7.4} R. Yafia;
 Periodic solutions for small and large delays in a tumor-immune system model, 
\textit{Electron. J. of Diff. Equ.}, Conference \textbf{14} (2006) 241--248.

\end{thebibliography}

\end{document}
