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The following system of coupled ODEs arises in the study of DNA sequence evolution:

\begin{eqnarray*} \frac{da}{dt} & = & \frac{\mu (1-y) b u}{S - y(S-b-v)} - (\lambda +\mu ) a \\ \frac{db}{dt} & = & -\frac{\mu (b+v) b}{S - y(S-b-v)} + \lambda (1-b) \\ \frac{du}{dt} & = & -\frac{\mu (b+v) u}{S - y(S-b-v)} + \lambda a \\ \frac{dv}{dt} & = & \frac{\mu (b+v) (S-v)}{S - y(S-b-v)} \\ S & = & \exp\left(\frac{\lambda t}{1-x}\right)-1 \end{eqnarray*} for $t>0$, with $a(0)=1$, $b(0)=u(0)=v(0)=0$, $a'(0)=-\lambda-\mu$, $b'(0)=u'(0)=\lambda$, and $v'(0)=0$.

Specifically, they are a moment-matched approximation to the General Geometric Indel model, the simplest continuous-time Markov chain on strings that allows insertions and deletions (a.k.a. "indels") of length > 1; details are here.

The parameters are $\lambda,\mu \in \Re^+$, the indel rates, and $x,y \in [0,1)$, the corresponding probability parameters for the geometric distributions over indel lengths. The mean insertion length is $1/(1-x)$ and the mean deletion length is $1/(1-y)$.

The special case $x=y=0$ (where indels all have unit length) is known as the TKF91 model, and has the following exact solution:

\begin{eqnarray*} a & = & \frac{\mu - \lambda}{\mu L - \lambda M} LM \\ b & = & \frac{\lambda}{\mu L - \lambda M} (L - M) \\ u & = & \frac{\mu - \lambda}{\mu L - \lambda M} M(1-L) \\ v & = & \frac{\mu - \lambda}{\mu L - \lambda M} - 1 \end{eqnarray*} with $L=\exp(-\lambda t)$ and $M=\exp(-\mu t)$.

Can anyone suggest a way to solve this? Things I have tried/observed:

  1. Clearly $(b,v)$ form an independent subsystem of coupled ODEs, so it's presumably worth solving these first.
  2. I haven't yet been able to simplify further to just a single ODE.
  3. I've tried plugging into Mathematica's DSolve as-is. No joy.
  4. Following the TKF91 solutions, I tried using a trial solution that is a rational function of polynomials that are first-order in $L=\exp(-\lambda t/(1-x))$ and $M=\exp(-\mu t/(1-y))$ and share a common denominator, i.e. $b=\frac{b_0 + b_L L + b_M M + b_{LM} LM}{d_0 + d_L L + d_M M + d_{LM} LM}$ and $v=\frac{v_0 + v_L L + v_M M + v_{LM} LM}{d_0 + d_L L + d_M M + d_{LM} LM}$ (Mathematica gets stuck; if I constrain $d_0=d_{LM}=0$, as in TKF91, it says there is no solution.)
  5. I can of course approximate it numerically, e.g. with Runge Kutta methods, but I'd really like an analytical solution.

No rush, I've been working on this for 20 years ;)

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    $\begingroup$ it's a nonlinear set of differential equations; is there a reason to expect a closed-form solution? $\endgroup$ Commented Sep 23, 2023 at 12:31
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    $\begingroup$ Following @CarloBeenakker's comment I should say that, while the existence of a closed form solution seems unlikely, you may try to find a function series solution, at least for small values of the time $t$: would you consider such an approach acceptable? $\endgroup$ Commented Sep 23, 2023 at 15:11
  • $\begingroup$ @CarloBeenakker thanks, yes I suspected that as a nonlinear system the default would be that it’s unsolvable, but the existence of a solution for the special case $x=y=0$ led me to wonder if anything could be done in the more general case $\endgroup$
    – Ian Holmes
    Commented Sep 23, 2023 at 15:27
  • $\begingroup$ @DanieleTampieri thank you for that; yes any kind of insight that I can get into these would be helpful, including a function series expansion for small $t$. Do you have any thoughts or suggestions as to how I might find a suitable basis? Something like orthogonal polynomials? Would the orthogonality be defined over the entire domain $[0,\infty)$? $\endgroup$
    – Ian Holmes
    Commented Sep 23, 2023 at 15:30
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    $\begingroup$ I know two candidate methods that are possibly capable of producing a series solution to your ODE system: one is quite well understood from the theoretical point of view while but it generally produces a slowly convergent result, while the other is not so well developed but it produces faster converging series. The first one is the method of Lie series, while the second one is the so called Adomian's method: if you google the term, you'll find several references, but if you want, in the next week I can arrange a (mostly informative) answer with a few biographical items. Let me know. $\endgroup$ Commented Sep 23, 2023 at 18:37

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