Homogeneous Equilibrium State Research Articles

Existence, stability and the number of two-dimensional invariant manifolds for the convective Cahn–Hilliard equation

We study the well-known generalised version of the nonlinear Cahn–Hilliard evolution equation, supplemented with periodic boundary conditions. We study local bifurcations in the vicinity of spatially homogeneous equilibrium states. We show the possibility of the existence of a finite or countable set of equilibrium states of the boundary value problem under study, in the vicinity of which, if appropriate conditions are met, there exist two-dimensional invariant manifolds filled with solutions that are periodic in the evolutionary variable. Moreover, we derive asymptotic formulas for these periodic solutions. Finally, we study the stability of invariant manifolds and the solutions belonging to them.In order to analyse the bifurcation problem, we used methods from the theory of dynamical systems with infinite-dimensional phase, namely the method of invariant manifolds and the method of normal forms.

Turing Pattern Formation in Reaction-Cross-Diffusion Systems with a Bilayer Geometry

Conditions for self-organisation via Turing’s mechanism in biological systems represented by reaction-diffusion or reaction-cross-diffusion models have been extensively studied. Nonetheless, the impact of tissue stratification in such systems is under-explored, despite its ubiquity in the context of a thin epithelium overlying connective tissue, for instance the epidermis and underlying dermal mesenchyme of embryonic skin. In particular, each layer can be subject to extensively different biochemical reactions and transport processes, with chemotaxis - a special case of cross-diffusion - often present in the mesenchyme, contrasting the solely molecular transport typically found in the epidermal layer. We study Turing patterning conditions for a class of reaction-cross-diffusion systems in bilayered regions, with a thin upper layer and coupled by a linear transport law. In particular, the role of differential transport through the interface is explored together with the presence of asymmetry between the homogeneous equilibria of the two layers. A linear stability analysis is carried out around a spatially homogeneous equilibrium state in the asymptotic limit of weak and strong coupling strengths, where quantitative approximations of the bifurcation curve can be computed. Our theoretical findings, for an arbitrary number of reacting species, reveal quantitative Turing conditions, highlighting when the coupling mechanism between the layered regions can either trigger patterning or stabilize a spatially homogeneous equilibrium regardless of the independent patterning state of each layer. We support our theoretical results through direct numerical simulations, and provide an open source code to explore such systems further.

Bifurcations of Solutions to Equations with Deviating Spatial Arguments

A periodic boundary-value problem for an equation with deviating spatial argument is considered. This equation describes the phase of a light wave in light resonators with distributed feedback. Optical systems of this type are used in computer technologies and in the study of laser beams. The boundary-value problem was considered for two values of spatial deviations. In the work, bifurcation problems of codimensions 1 and 2 were analyzed by various methods of studying dynamical systems, for example, the method of normal Poincaré–Dulac forms, the method of integral manifolds, and asymptotic formulas. The problem on the stability of certain homogeneous equilibrium states is examined. Asymptotic formulas for spatially inhomogeneous solutions and conditions for their stability are obtained.

Bifurcations of Self-Oscillatory Solutions to a Nonlinear Parabolic Equation with a Rotating Spatial Argument and Time Delay

For a problem arising in nonlinear optics, namely, for an initial-boundary value problem in a disk for a nonlinear parabolic equation with time delay and rotation of spatial argument by a given angle, bifurcations of self-oscillatory solutions from homogeneous equilibrium states are studied. In the plane of basic parameters of the equation, domains of stability (instability) of homogeneous equilibrium states are constructed, and the dynamics of the stability domains is analyzed depending on the delay value. The mechanisms of stability loss of homogeneous equilibrium states are investigated, possible bifurcations of spatially inhomogeneous self-oscillatory solutions and their stability are analyzed, and the dynamics of such solutions near the boundary of a stability domain in the plane of basic parameters of the equation is studied.

A novel model for lasing cavities in the presence of population inversion: Bifurcation and stability analysis

Very recently a discrete model for laser cavities in an external field, in the presence of population inversion PI, was developed. Here, a model where attention is focused to a discrete PI, with gain or loss, is presented. The continuum model is constructed. The behavior of the field intensity and the PI is investigated. This is done by obtaining the exact solutions of the model equation by using the unified method. We think that this main objective of this work, which we think that it is completely new. The homogeneous equilibrium states HESs are determined and the bifurcation against the relevant parameters is analyzed qualitatively. Further the stability analysis of the HESs against in homogeneous perturbation near these states, is studied quantitatively, via solving the eigenvalue problems. It is shown that the wave intensity and the PI shows set on of giant pulses formation (or Q-swithing). Which depends on pulse duration, pulse energy, frequency and pumping rate. High power laser pulses are observed. The pulse duration is estimated. It is shown that the holding beam amplitude, the dispersion coefficient and the carrier pumping rate play significant roles on the number of the emitted photons.

Asymptotic spreading of interacting species with multiple fronts Ⅰ: A geometric optics approach

We establish spreading properties of the Lotka-Volterra competition-diffusion system. When the initial data vanish on a right half-line, we derive the exact spreading speeds and prove the convergence to homogeneous equilibrium states between successive invasion fronts. Our method is inspired by the geometric optics approach for Fisher-KPP equation due to Freidlin, Evans and Souganidis. Our main result settles an open question raised by Shigesada et al. in 1997, and shows that one of the species spreads to the right with a nonlocally pulled front.

Thermodynamics and Stability of Non-Equilibrium Steady States in Open Systems.

Thermodynamical arguments are known to be useful in the construction of physically motivated Lyapunov functionals for nonlinear stability analysis of spatially homogeneous equilibrium states in thermodynamically isolated systems. Unfortunately, the limitation to isolated systems is essential, and standard arguments are not applicable even for some very simple thermodynamically open systems. On the other hand, the nonlinear stability of thermodynamically open systems is usually investigated using the so-called energy method. The mathematical quantity that is referred to as the “energy” is, however, in most cases not linked to the energy in the physical sense of the word. Consequently, it would seem that genuine thermo-dynamical concepts are of no use in the nonlinear stability analysis of thermodynamically open systems. We show that this is not the case. In particular, we propose a construction that in the case of a simple heat conduction problem leads to a physically well-motivated Lyapunov type functional, which effectively replaces the artificial Lyapunov functional used in the standard energy method. The proposed construction seems to be general enough to be applied in complex thermomechanical settings.

Local Bifurcations in the Cahn–Hilliard and Kuramoto–Sivashinsky Equations and in Their Generalizations

A periodic boundary value problem for a nonlinear evolution equation that takes the form of such well-known equations of mathematical physics as the Cahn–Hilliard, Kuramoto–Sivashinsky, and Kawahara equations for specific values of its coefficients is studied. Three bifurcation problems arising when the stability of the spatially homogeneous equilibrium states changes are studied. The analysis of these problems is based on the method of invariant manifolds, the normal form techniques for dynamic systems with an infinite-dimensional space of initial conditions, and asymptotic methods of analysis. Asymptotic formulas for the bifurcation solutions are found, and stability of these solutions is analyzed. For the Kuramoto–Sivashinsky and Kawahara equations, it is proved that a two-dimensional local attractor exists such that all solutions on it are unstable in Lyapunov’s sense.

Is spontaneous generation of coherent baroclinic flows possible?

Geophysical turbulence is observed to self-organize into large-scale flows such as zonal jets and coherent vortices. Previous studies of barotropic $\unicode[STIX]{x1D6FD}$-plane turbulence have shown that coherent flows emerge from a background of homogeneous turbulence as a bifurcation when the turbulence intensity increases. The emergence of large-scale flows has been attributed to a new type of collective, symmetry-breaking instability of the statistical state dynamics of the turbulent flow. In this work, we extend the analysis to stratified flows and investigate turbulent self-organization in a two-layer fluid without any imposed mean north–south thermal gradient and with turbulence supported by an external random stirring. We use a second-order closure of the statistical state dynamics, that is termed S3T, with an appropriate averaging ansatz that allows the identification of statistical turbulent equilibria and their structural stability. The bifurcation of the statistically homogeneous equilibrium state to inhomogeneous equilibrium states comprising zonal jets and/or large-scale waves when the energy input rate of the excitation passes a critical threshold is analytically studied. Our theory predicts that there is a large bias towards the emergence of barotropic flows. If the scale of excitation is of the order of (or larger than) the deformation radius, the large-scale structures are barotropic. Mixed barotropic–baroclinic states with jets and/or waves arise when the excitation is at scales shorter than the deformation radius with the baroclinic component of the flow being subdominant for low energy input rates and insignificant for higher energy input rates. The predictions of the S3T theory are compared with nonlinear simulations. The theory is found to accurately predict both the critical transition parameters and the scales of the emergent structures but underestimates their amplitude.

Complicated Dynamic Regimes in a Neural Network of Three Oscillators with a Delayed Broadcast Connection

A model of neural association of three pulsed neurons with a delayed broadcast connection is considered. It is assumed that the parameters of the problem are chosen near the critical point of stability loss by the homogeneous equilibrium state of the system. Because of the broadcast connection the equation corresponding to one of the oscillators can be detached in the system. Two remaining pulsed neurons interact with each other and, in addition, there is a periodic external action, determined by the broadcast neuron. Under these conditions, the normal form of this system is constructed for the values of parameters close to the critical ones on a stable invariant integral manifold. This normal form is reduced to a four-dimensional system with two variables responsible for the oscillation amplitudes, and the other two are defined as the difference between the phase variables of these oscillators with the phase variable of the broadcast oscillator. The obtained normal form has an invariant manifold on which the amplitude and phase variables of the oscillators coincide. Dynamics of the problem is described on this manifold. An important result was obtained on the basis of numerical analysis of the normal form. It turned out that periodic and chaotic oscillatory solutions can occur when the coupling link between the oscillators is weakened. Moreover, a cascade of bifurcations associated with the same type of phase transformations was discovered, where a self-symmetric stable cycle alternately loses symmetry with the appearance of two symmetrical to each other cycles. A cascade of bifurcations of period doubling occurs with each of these cycles with the appearance of symmetric chaotic regimes. With further decreasing of the coupling parameter, these symmetric chaotic regimes are combined into a self-symmetric one, which is then rebuilt into a self-symmetric cycle of a more complex form compared to the cycle obtained at the previous step. Then the whole process is repeated. Lyapunov exponents were computed to study chaotic attractors of the system.

Disordered Oscillations in a Neural Network of Three Oscillators with a Delayed Broadcast Connection

A model of neural association of three pulsed neurons with a delayed broadcast connection is considered. It is assumed that the parameters of the problem are chosen near the critical point of stability loss by the homogeneous equilibrium state of the system. Because of the broadcast connection the equation corresponding to one of the oscillators can be detached in the system. The two remaining impulse neurons interact with each other and, in addition, there is a periodic external action, determined by the broadcast neuron. Under these conditions, the normal form of this system is constructed for the values of parameters close to the critical ones on a stable invariant integral manifold. This normal form is reduced to a four-dimensional system with two variables responsible for the oscillation amplitudes, and the other two, defined as the difference between the phase variables of these oscillators with the phase variable of the broadcast oscillator. The obtained normal form has an invariant manifold on which the amplitude and phase variables of the oscillators coincide. The dynamics of the problem on this manifold is described. An important result was obtained on the basis of numerical analysis of the normal form. It turned out that periodic and chaotic oscillatory solutions can occur when the coupling between the oscillators is weakened. Moreover, a cascade of bifurcations associated with the same type of phase rearrangements was discovered, where a self-symmetric stable cycle alternately loses symmetry with the appearance of two symmetrical cycles. A cascade of bifurcations of doubling occurs with each of these cycles with the appearance of symmetric chaotic regimes. With further reduction of the coupling parameter, these symmetric chaotic regimes are combined into a self-symmetric one, which is then rebuilt into a self-symmetric cycle of a more complex form compared to the cycle obtained at the previous step. Then the whole process is repeated. Lyapunov exponents were calculated to study chaotic attractors of the system.

Theoretical Analysis of the Entrainment–Mixing Process at Cloud Boundaries. Part I: Droplet Size Distributions and Humidity within the Interface Zone

Abstract The problem of a complex entrainment–mixing process is analyzed by solving a diffusion–evaporation equation for an open region in the vicinity of the cloud–dry air interface. Upon normalization the problem is reduced to a one-parametric one, the governing parameter being the potential evaporation parameter R proportional to the ratio of saturation deficit in the dry air to the available liquid water content in the cloud air. As distinct from previous multiple studies analyzing mixing within closed adiabatic volumes, we consider a principally nonstationary problem that never leads to a homogeneous equilibrium state. It is shown that at R < −1 the cloud edge shifts toward the cloud; that is, the cloud dissipates due to mixing with dry air, and the cloud volume decreases. If R > −1, the cloud edge shifts outside; that is, the mixing leads to an increase in the cloud volume. The time evolution of droplet size distribution and its moments, as well as the relative humidity within the expanding cloud–dry air interface, are calculated and analyzed. It is shown that the values of the mean volume radii rapidly decrease within the interface zone in the direction away from the cloud, indicating significant changes in the cloud edge microstructure. Scattering diagrams plotted for the cloud edge agree well with high-frequency in situ measurements, corroborating the reliability of the proposed approach. It is shown that the humidity front moves toward dry air faster than the front of liquid water content. As a result, the mixing leads to formation of a humid air shell around the cloud. The widths of the interface zone and humid shell are evaluated.

Computer-Assisted Proof of Heteroclinic Connections in the One-Dimensional Ohta--Kawasaki Model

We present a computer-assisted proof of heteroclinic connections in the one-dimensional Ohta--Kawasaki model of diblock copolymers. The model is a fourth-order parabolic partial differential equation subject to homogeneous Neumann boundary conditions, which contains as a special case the celebrated Cahn--Hilliard equation. While the attractor structure of the latter model is completely understood for one-dimensional domains, the diblock copolymer extension exhibits considerably richer long-term dynamical behavior, which includes a high level of multistability. In this paper, we establish the existence of certain heteroclinic connections between the homogeneous equilibrium state and local and global energy minimizers. The proof of the above statement is conceptually simple and combines several techniques from some of the authors' and Zgliczyński's works. Central for the verification is the rigorous propagation of a piece of the unstable manifold of the homogeneous state with respect to time. This propagation has to lead to small interval bounds, while at the same time entering the basin of attraction of the stable fixed point. For interesting parameter values the global attractor exhibits a complicated equilibrium structure, and the dynamical equation is rather stiff. This leads to a time-consuming numerical propagation of error bounds, with many integration steps. This problem is addressed using an efficient algorithm for the rigorous integration of partial differential equations forward in time. The method is able to handle large integration times within a reasonable computational time frame, and this makes it possible to establish heteroclinic connections at various nontrivial parameter values.

Local bifurcations in the periodic boundary value problem for the generalized Kuramoto–Sivashinsky equation

For a version of the generalized Kuramoto–Sivashinsky equation with “violated” symmetry, the periodic boundary value problem was investigated. For the given dynamic distributed-parameter system, consideration was given to the issue of local bifurcations at replacing stability by spatially homogeneous equilibrium states. In particular, the bifurcation of the two-dimensional local attractor with all Lyapunov-unstable solutions on it was detected. Analysis of the bifurcation problem relies on the method of the integral manifolds and normal forms for the systems with infinitely dimensional space of the initial conditions.

Bifurcations of Spatially Inhomogeneous Solutions of a Boundary Value Problem for the Generalized Kuramoto–Syvashinsky Equation

In this paper, a differential partial equation with an unknown function of three variables time and two spatial variables – is considered. The given equation is commonly called the generalized Kuramoto–Sivashinsky (gKS) equation. This equation represents a model of the formation of a nanorelief on a surface by ion bombardment. In the work, this equation is considered with the homogeneous Neumann boundary conditions. Local bifurcations of spatially inhomogeneous equilibrium states is studied in the case of their stability changes. It is shown that the inhomogeneous surface relief can occur when the stability of the homogeneous states of equilibrium changes. The conditions were obtained for coefficients when the stability changes. In the cases close to critical cases the local bifurcation problems are considered. It was shown that a question about the formation of inhomogeneous surface relief from a mathematical point of view is reduced to the study of auxiliary ordinary differential equations which are called a Poincare–Dulac normal form. The stability analysis of spatially homogeneous equilibrium states is given, as well as local bifurcations are studied in the case of their stability changes. The method of invariant manifolds coupled with the normal form theory were used to solve this problem. For the bifurcating solutions the asymptotic formulas are given.

Spatially Inhomogeneous Solutions for a Modified Kuramoto–Sivashinsky Equation

We study the periodic boundary value problem for a modified Kuramoto–Sivashinsky equation which can serve as a mathematical model describing formation of nanorelief on the surface of a planar target under the action of ion flux. We show that, as in the case of the traditional Kuramoto–Sivashinsky equation, it is possible to obtain spatially inhomogeneous solutions under the condition that the homogeneous equilibrium states can change the stability. We consider local bifurcations. We find sufficient conditions for the existence of shortwave solutions. Bibliography: 11 titles.

Holographic thermalization in a top-down confining model

It is interesting to ask how a confinement scale affects the thermalization of strongly coupled gauge theories with gravity duals. We study this question for the AdS soliton model, which underlies top-down holographic models for Yang-Mills theory and QCD. Injecting energy via a homogeneous massless scalar source that is briefly turned on, our fully backreacted numerical analysis finds two regimes. Either a black brane forms, possibly after one or more bounces, after which the pressure components relax according to the lowest quasinormal mode. Or the scalar shell keeps scattering, in which case the pressure components oscillate and undergo modulation on time scales independent of the (small) shell amplitude. We show analytically that the scattering shell cannot relax to a homogeneous equilibrium state, and explain the modulation as due to a near-resonance between a normal mode frequency of the metric and the frequency with which the scalar shell oscillates.

Quantitative analysis of the Clausius inequality

.In the context of driven diffusive systems, for thermodynamic transformations over a large but finite time window, we derive an expansion of the energy balance. In particular, we characterize the transformations which minimize the energy dissipation and describe the optimal correction to the quasi-static limit. Surprisingly, in the case of transformations between homogeneous equilibrium states of an ideal gas, the optimal transformation is a sequence of inhomogeneous equilibrium states.

Interaction between phase transformations and dislocations at the nanoscale. Part 1. General phase field approach

Thermodynamically consistent, three-dimensional (3D) phase field approach (PFA) for coupled multivariant martensitic transformations (PTs), including cyclic PTs, variant–variant transformations (i.e., twinning), and dislocation evolution is developed at large strains. One of our key points is in the justification of the multiplicative decomposition of the deformation gradient into elastic, transformational, and plastic parts. The plastic part includes four mechanisms: dislocation motion in martensite along slip systems of martensite and slip systems of austenite inherited during PT and dislocation motion in austenite along slip systems of austenite and slip systems of martensite inherited during reverse PT. The plastic part of the velocity gradient for all these mechanisms is defined in the crystal lattice of the austenite utilizing just slip systems of austenite and inherited slip systems of martensite, and just two corresponding types of order parameters. The explicit expressions for the Helmholtz free energy and the transformation and plastic deformation gradients are presented to satisfy the formulated conditions related to homogeneous thermodynamic equilibrium states of crystal lattice and their instabilities. In particular, they result in a constant (i.e., stress- and temperature-independent) transformation deformation gradient and Burgers vectors. Thermodynamic treatment resulted in the determination of the driving forces for change of the order parameters for PTs and dislocations. It also determined the boundary conditions for the order parameters that include a variation of the surface energy during PT and exit of dislocations. Ginzburg–Landau equations for dislocations include variation of properties during PTs, which in turn produces additional contributions from dislocations to the Ginzburg–Landau equations for PTs. A complete system of coupled PFA and mechanics equations is presented. A similar theory can be developed for PFA to dislocations and other PTs, like reconstructive PTs and diffusive PTs described by the Cahn–Hilliard equation, as well as twinning and grain boundaries evolution.

The ballistic transport instability in Saturn's rings - II. Non-linear wave dynamics

The ejecta discharged by impacting meteorites can redistribute a planetary ring's mass and angular momentum. This `ballistic transport' of ring properties instigates a linear instability that could generate the 100--1000-km undulations observed in Saturn's inner B-ring and in its C-ring. We present semi-analytic results demonstrating how the instability sustains steadily travelling nonlinear wavetrains. At low optical depths, the instability produces approximately sinusoidal waves of low amplitude, which we identify with those observed between radii 77,000 and 86,000 km in the C-ring. On the other hand, optical depths of 1 or more exhibit hysteresis, whereby the ring falls into multiple stable states: the homogeneous background equilibrium or large-amplitude wave states. Possibly the `flat zones' and `wave zones' between radii 93,000 and 98,000 km in the B-ring correspond to the stable homogeneous and wave states, respectively. In addition, we test the linear stability of the wavetrains and show that only a small subset are stable. In particular, stable solutions all possess wavelengths greater than the lengthscale of fastest linear growth. We supplement our calculations with a weakly nonlinear analysis that suggests the C-ring reproduces some of the dynamics of the complex Ginzburg--Landau equation. In the third paper in the series, these results will be tested and extended with numerical simulations.