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Scaling laws for slanted snaking Jonathan Dawes Department of Mathematical Sciences University of Bath BIRS, July 2011 – p. 1/4

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Page 1: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Scaling laws for slanted snaking

Jonathan Dawes

Department of Mathematical SciencesUniversity of Bath

BIRS, July 2011 – p. 1/44

Page 2: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

OutlinePhysical examples

Dielectric gas discharge / nonlinear opticsVertically shaken granular media / viscoelastic fluidMagnetoconvection

Toy model: Swift–Hohenberg + nonlinear diffusion eqn‘Slanted snaking’Reduction to a nonlocal Ginzburg–Landau equationScaling laws

Construction of fully nonlinear solutions - to try to understand scaling laws1. Patching2. via the ‘Variational Approximation’

2D Catherine Penington

J.H.P. Dawes, The emergence of a coherent structure for coherent structures: localized states in nonlinearsystems. Phil. Trans. Roy. Soc. 368, 3519–3534 (2010)

BIRS, July 2011 – p. 2/44

Page 3: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Slanted snaking - examples

Semiconductor filaments:

K.M. Mayer, J. Parisi and R.P. Huebner, Z. Phys. B 71, 171-178 (1988)

BIRS, July 2011 – p. 3/44

Page 4: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Slanted snaking – examples

Dielectric gas dischargeH.-G. Purwins et al

Model equationW.J. Firth et al

ut = [r − (1 + ∂2x)2]u+ b2u

2 − u3 − γ〈u2〉uE. Ammelt. PhD Thesis, University of Münster (1995)W.J. Firth, L. Columbo, A.J. Scroggie, Proposed resolution of theory–experiment discrepancy in homoclinic snaking. Phys.Rev. Lett. 99, 104503 (2007)

BIRS, July 2011 – p. 4/44

Page 5: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Granular Faraday Experiment

Granular ‘oscillons’... are observed below periodicpatterns.

P.B. Umbanhowar, F. Melo and H.L. Swinney, Nature 382, 793 (1996)J.H.P. Dawes & S. Lilley, SIAM J. Appl. Dyn. Syst. 9, 238–260 (2010)

BIRS, July 2011 – p. 5/44

Page 6: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Viscoelastic Faraday Experiment

Regime diagram: Side views (over 2 driving periods)

oscillon pair triad

Oscillons are again observed BELOW hysteresis region for patterns

O. Lioubashevski, H. Arbell and J. Fineberg, Phys. Rev. Lett. 76, 3959–3962 (1996)O. Lioubashevski, Y. Hamiel, A. Agnon, Z. Reches and J. Fineberg, Phys. Rev. Lett. 83, 3190–3193 (1999)

BIRS, July 2011 – p. 6/44

Page 7: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Thin layer Granular Faraday

Left: Experiment; Right: molecular dynamics simulation

7.5 10.0 12.5 15.0 17.5 20.0 22.5

0.0

0.5

1.0

1.5

2.0

2.5

r

L2

A. Götzendorfer, J. Kreft, C.A. Kruelle and I. Rehberg, Sublimation of a vibrated granular monolayer: coexistence of gas andsolid Phys. Rev. Lett. 95, 135704 (2005)

BIRS, July 2011 – p. 7/44

Page 8: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Magnetoconvection

Numerical simulations: Rayleigh–Bénard convection with a vertical magnetic field

R = 105, Q = 1600

σ = 0.1, ζ = 0.2

stress-free, T fixed (lower)

radiative b.c. (upper)

8 × 8 × 1 stratified layer

density contrast approx 11.

blue = strong field

purple = weak field

A.M. Rucklidge, N.O. Weiss, D.P. Brownjohn, P.C. Matthews & M.R.E. Proctor, J. Fluid Mech. 419, 283–323 (2000)

BIRS, July 2011 – p. 8/44

Page 9: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Localised magnetoconvection

R = 20 000, Q = 14 000, ζ = 0.1, σ = 1.0, L = 6.0

Temperature (deviation) & velocity: |B|2:

Subcritical finite-amplitude magnetoconvection noted by several previous authors:

N.O. Weiss Proc. Roy. Soc. Lond. (1966) – flux expulsion

F.H. Busse, J. Fluid Mech. 71 193–206 (1975):

“...thus finite amplitude onset of steady convection becomes possible atRayleigh numbers considerably below the values predicted by linear theory.”

... and recent work byD. Lo Jacono, A. Bergeon and E. Knobloch. Preprint. (2011)

BIRS, July 2011 – p. 9/44

Page 10: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Localised magnetoconvectionStrongly nonlinear localised states (‘convectons’) persist for strong fields.

dTdz

|top for increasing Q at fixed R:

S.M. Blanchflower, Phys. Lett. A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999)

J.H.P. Dawes, Localised convection cells in the presence of a vertical magnetic field. J. Fluid Mech. 570, 385–406 (2007)

BIRS, July 2011 – p. 10/44

Page 11: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Magnetoconvection

Boussinesq equations for 2D thermal convection, vertical magnetic field:

∂tω + J [ψ,ω] = −σR∂xθ − σζQ(J [A,∇2A] + ∂z∇2A) + σ∇2ω

∂tθ + J [ψ, θ] = ∇2θ + ∂xψ

∂tA+ J [ψ,A] = ∂zψ + ζ∇2A

Jacobian: J [f, g] ≡ ∂xf∂zg − ∂zf∂xg

θ(x, z, t) – perturbation to the conduction profile T = 1 − z

ψ(x, z, t) – streamfunction.

u = ∇× (ψ(x, z, t)y), so ω = −∇2ψ

Magnetic field B = B0 + ∇× (A(x, z, t)y) = (−∂zA, 0, 1 + ∂xA)

Nondimensionalised so that B0 = (0, 0, 1)

BIRS, July 2011 – p. 11/44

Page 12: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Magnetoconvection

Take analytically simple boundary conditions:

Stress–free + fixed temperature + vertical fieldψ = ω = θ = ∂zA = 0 on z = 0, 1

Periodic in horizontal direction: 0 ≤ x ≤ L

Four dimensionless parameters:

thermal Prandtl number: σ = ν/κ

magnetic Prandtl number: ζ = η/κ

Rayleigh number: R = αg∆T d3

κν

Chandrasekhar number: Q = |B0|2d2

µ0ρ0νη

S. Chandrasekhar, Hydrodynamic and Hydromagnetic Stability. OUP (1961)M.R.E. Proctor and N.O. Weiss, Rep. Prog. Phys. 45, 1317–1379 (1982)

BIRS, July 2011 – p. 12/44

Page 13: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Weakly nonlinear theory

Introduce long length and time scales X = εx, T = ε2t.

Matthews and Cox pointed out the need to include a large-scale modeA0(X,T ) for the magnetic field:

ψ = εa(X,T )eikx sinπz + c.c.+O(ε2)

θ = εc1a(X,T )eikx sinπz + c.c.+O(ε2)

A = εc2a(X,T )eikx cosπz + εc2A0(X,T ) + c.c.+O(ε2)

At O(ε3) and O(ε4) we derive amplitude equations:

aT = µa+ aXX − a|a|2−aA0X

A0T = ζA0XX+π(|a|2)X

Coupling terms represent suppression by the magnetic field and fluxexpulsion by the fluid flow

BIRS, July 2011 – p. 13/44

Page 14: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Weakly nonlinear theory

Constant-amplitude, steady rolls:

a = const, A0X = 0

are unstable (at onset) to modula-tional disturbances if:

ζ2k4(π2 + k2) < π2(2k2 − π2)(k2 + 3π2)

i.e. if ζ is sufficiently small, for fixedQ.

P.C. Matthews and S.M. Cox, Nonlinearity 13, 1293–1320 (2000)

BIRS, July 2011 – p. 14/44

Page 15: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Weakly nonlinear theory - restrictions

Convection amplitude is assumed small

Deviation from uniform field strength is assumed small

Solutions look much more ‘fully nonlinear’

Temperature (deviation) & velocity: |B|2:

Can we employ a different asymptotic limit to investigate more stronglynonlinear solutions?

BIRS, July 2011 – p. 15/44

Page 16: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Magnetoconvection: model problem

wt = [r − (1 + ∂2x)2]w − w3 −QB2w (1)

Bt = ζBxx + cζ(w2B)xx (2)

Symmetries:

w → −w (Boussinesq problem)

B → −B (direction of magnetic field)

Parameters:

r - reduced Rayleigh number r = R/Rc

Q - Chandrasekhar number ∝ |B0|2

〈B〉 = 1 after nondimensionalising

ζ - magnetic/thermal diffusivity ratio ζ = η/κ

Remark : Traditional weakly nonlinear analysis would bew = εw1 + · · ·, B = 1 + ε2B2 + · · ·, X = εx, T = ε2t

P.C. Matthews & S.M. Cox Nonlinearity 13, 1293–1320 (2000)

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Page 17: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Magnetoconvection: model problem

Set ∂t ≡ 0. Integrate (2) twice:

ζP = B

(

ζ +cw2

ζ

)

where P is a constant of integration.

Re-arrange and integrate over the domain [0, L]:⟨

P1+cw2/ζ2

= 〈B〉 def= 1

Hence

1

P=

1

1 + cw2/ζ2

So P [w] measures the higher concentration of the large-scale mode in the regionoutside the localised pattern. Substituting, we obtain

0 = [r − (1 + ∂2x)2]w − w3 − QP 2w

(1 + cw2/ζ2)2

BIRS, July 2011 – p. 17/44

Page 18: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Nonlocal Ginzburg–Landau eqn

0 = [r − (1 + ∂2xx)2]w − w3 − QP 2w

(1 + cw2/ζ2)2

Suppose ζ � 1

Introduce the long scales X = ζx, T = ζ2t.

Rescale: Q = ζ2q and r = ζ2µ.

Expand: w(x, t) = ζA(X,T ) sinx+O(ζ2), assuming A(X,T ) real.

Interpret spatial average as over both x ∈ [0, 2π] and X:

1P

=⟨ ⟨

11+A2 sin2 x

x

X=

1√1+A2

X

Extract solvability condition by multiplying by sinx and integrating over x:

0 = µA+ 4AXX − 3

4A3 − qP 2A

(1 + cA2)3/2

BIRS, July 2011 – p. 18/44

Page 19: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Nonlocal Ginzburg–Landau reduction

2.90 3.00 3.10 3.20 3.30 3.40 3.50

0.00

0.10

0.20

0.30

0.40

0.50

0.60

max

(A)

µ7.5 10.0 12.5 15.0 17.5 20.0 22.5

0.0

0.5

1.0

1.5

2.0

2.5

max

(A)

µ

sn2

sn3

bsn1

a

c

d

q = 3 q = 10For large q:

localised branch has saddle-node far below uniform branch

and second saddle-node bifurcation before it rejoins uniform branch

c = 0.25, εL = 10π.

BIRS, July 2011 – p. 19/44

Page 20: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Nonlocal Ginzburg–Landau reductionq = 10, c = 0.25, εL = 10π.

7.5 10.0 12.5 15.0 17.5 20.0 22.5

0.0

0.5

1.0

1.5

2.0

2.5

max

(A)

µ

sn2

sn3

bsn1

a

c

d

0.0 0.2 0.4 0.6 0.8 1.00.0

0.1

0.2

0.3

0.4

X

A

0.0 0.2 0.4 0.6 0.8 1.00.0

0.2

0.4

0.6

0.8

1.0

1.2

X

A

0.0 0.2 0.4 0.6 0.8 1.00.0

0.5

1.0

1.5

2.0

X

A

0.0 0.2 0.4 0.6 0.8 1.01.1

1.2

1.3

1.4

1.5

1.6

X

A

(a) (b) (c) (d)

BIRS, July 2011 – p. 20/44

Page 21: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Maxwell point → ‘Maxwell curve’Nonlocal Ginzburg–Landau equation (3) has a first integral:

E =µ

2A2 + 2A2

X − 3

16A4 +

qP 2

c

1√1 + cA2

Condition E|A=0 = E|A=A0, assuming that nontrivial state occupies a fraction

`c/L of the domain, yields an analytic prediction for the ‘Maxwell curve’:

144c2A60 + (207 − 384cµ)cA4

0 + (72 − 432cµ+ 256c2µ2)A20 + 96µ(2cµ− 1) = 0

0. 5. 10. 15. 20. 25.

0.0

0.5

1.0

1.5

2.0

2.5

max

(A)

µ

sn

sn

1

3

sn2

BIRS, July 2011 – p. 21/44

Page 22: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Nonlocal Ginzburg–Landau reduction

Bifurcation curves in the (µ, q) plane:

100 101 102 103 104 105

µ

1

10

100

1000

10000

q

sn t

sn1sn

3

2 m

-1.5 -1.0 -0.5 0.0 0.5 1.0 1.5 2.0µ - q

2

3

4

5

6

7

8

q

sn1

sn2

m

sn3

t

t – bifurcation from trivial state, at µ = q.

Solid lines: sn1, sn3 – saddle-nodes on the localised branch.Modulated states exist between sn1 and sn3.Scalings: q ≈ 0.0927(µ+ 3.55)1.987, q ≈ 0.298(µ+ 27.9)0.986. Different!

BIRS, July 2011 – p. 22/44

Page 23: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Return to (w, B) equations

wt = [r − (1 + ∂2xx)2]w − w3 −QB2w (1)

Bt = ζBxx + cζ(w2B)xx (2)

0.20 0.30 0.40 0.50 0.60 0.70 0.80 0.90 1.00

0.00

0.10

0.20

0.30

0.40

0.50

0.60

0.70

r

snaking

uniform pattern

instability

L2

Slanted snakingJ.H.P. Dawes, Localised pattern formation with a large-scale mode: slanted snaking. SIAM J. App. Dyn. Syst. 7, 186–206(2008)

BIRS, July 2011 – p. 23/44

Page 24: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Slanted snaking - detailsFull magnetoconvection equations:

Toy model:

0.200 0.225 0.250 0.275 0.300 0.325 0.350

0.05

0.10

0.15

0.20

0.25

0.30

0.35

L2

r

c

d

ba

0.0 0.2 0.4 0.6 0.8 1.0x

-0.4

-0.2

0.0

0.2

0.4

w

0.0 0.2 0.4 0.6 0.8 1.0x

-0.4

-0.2

0.0

0.2

0.4

w

0.0 0.2 0.4 0.6 0.8 1.0x

-0.4

-0.2

0.0

0.2

0.4

w

0.0 0.2 0.4 0.6 0.8 1.0x

-0.6

-0.4

-0.2

-0.0

0.2

0.4

0.6

w

(a) (b) (c) (d)

BIRS, July 2011 – p. 24/44

Page 25: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Scaling laws for(w, B) equations

1 10 100 1000 10000Q

0.001

0.010

0.100

ε

sn

sn1

2

Solid lines contain the most subcritical part of snake. Dashed line = limit of subcriticality of periodicpattern.

For sn1 (lower limit of snake): ε ∼ Q−1/2 which agrees with nonlocal GL equation.

Next twist above sn1 scales as ε ∼ Q−3/4 - this scaling is not obvious.

BIRS, July 2011 – p. 25/44

Page 26: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Fully nonlinear solutionsNonlocal G-L equation:

0 = µA+ 4AXX − 3

4A3 − qP 2A

(1 + cA2)3/2where

1

P=

1

L

∫ L

0

1√1 + cA2

dX

7.5 10.0 12.5 15.0 17.5 20.0 22.5

0.0

0.5

1.0

1.5

2.0

2.5

max

(A)

µ

sn2

sn3

bsn1

a

c

d

sn1 - minimum µsn(q) at whichlocalised states exist.

−0.2 −0.15 −0.1 −0.05 0 0.05 0.1 0.15 0.2

0

5

10

15

20

25

30

X

A(X

)

Profiles along sn1: c = 0.25, L = 10π.

BIRS, July 2011 – p. 26/44

Page 27: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Suggestive rescalings

Centre:

−0.2 −0.1 0 0.1 0.2 0.30

0.2

0.4

0.6

0.8

1

1.2

1.4

1.6

1.8

2

q1/4X

A(X

)/q1

/4

Tails:

−3 −2 −1 0 1 2 310

−10

10−8

10−6

10−4

10−2

100

q1/2X

A(X

)

Parameters: c = 0.25, L = 10π.

BIRS, July 2011 – p. 27/44

Page 28: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Asymptotic regimes

0 = µA+ 4AXX − 3

4A3 − qP 2A

(1 + cA2)3/2

Consider the general rescaling A(X) = qαB(ξ) ξ = qβX.

Four regimes:

1. α < 0 ⇒ 4q2βBξξ ∼ qP 2B and β = 1/2. Linear

2. α = 0 ⇒ 4Bξξ ∼ P2B

(1+cB2)3/2and β = 1/2. Difficult

3. α = β = 1/5 ⇒ 4Bξξ ∼ 34B3 ∼ P2

c3/2B2. Difficult

4. α > 1/5 ⇒ α = β and so 4Bξξ ∼ 34B3. Large amplitude

Focus on regimes 1 and 4: ‘outer’ and ‘inner’.

BIRS, July 2011 – p. 28/44

Page 29: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

PatchingConstruct even-symmetric solutions in −L/2 ≤ X ≤ L/2:

Outer solution Aout(X) in X∗ < |X| < L/2 – regime 1.

Inner solution Ain(X) in −X∗ < X < X∗ – regime 4.

Outer solution: 0 = µA+ 4AXX − qP 2A

Aout(X) = A1 cosh((X − L/2)√

qP 2 − µ/2)

⇒ Aout(X) ≈ A1

2exp

(

−X√

qP 2 − µ/2)

1 unknown constant: A1.

Inner solution: let λ = q−2αµ, ξ = q−αX, B(ξ) = q−αA(X) for some α > 1/5.Then

0 = λB + 4Bξξ −3

4B3

BIRS, July 2011 – p. 29/44

Page 30: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

PatchingInner solution:

0 = λB + 4Bξξ −3

4B3

has the solution

B(ξ) = B0 sn (η |m)

where

η := ξ

(

λ

4− 3B2

0

32

)1/2

+K(m) m :=3B2

0/32

λ/4 − 3B20/32

and

K(m) =

∫ π/2

0

(1 −m sin2 θ)1/2.

K(m) is a quarter-period of sn, i.e. sn(η + 4K|m) = sn(η|m).

BIRS, July 2011 – p. 30/44

Page 31: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Patching

In 0 < X < X∗: Ain(X) = A0 sn

(

(

µ4− 3A2

0

32

)1/2

X +K(m)

m

)

In X∗ < X < L/2: Aout(X) = A1

2exp

(

−X√

qP 2 − µ/2)

There are 2 unknown constants: A0 and A1, plus the patch point X∗.

Requires 3 equations:

a = Ain(X∗)

a = Aout(X∗)

A′in(X∗) = A′

out(X∗)

where we fix the constant a = 0.1 (fit parameter);

In addition we have to solve for P :

1

P=

2

L

(

∫ X∗

0

1√

1 + cAin(X)2dX +

∫ L/2

X∗

1√

1 + cAout(X)2dX

)

BIRS, July 2011 – p. 31/44

Page 32: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Patching - resultsLocations of saddle-node bifurcations µsn(q):

101

102

103

103

104

105

106

µ

q

101

102

103

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

µ

m

Domain sizes: L = 10π, dots; L = π, squares;L = π/2, asterisks; L = π/4, diamonds.

Remarks:

Blue line indicates µ ∼ q1/2 scaling

At fixed L, values of 0 < m < 1 tend (slowly) to 1 as q → ∞.

BIRS, July 2011 – p. 32/44

Page 33: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Derivation of µsn ∼ q1/2

As q → ∞, µsn increases, hence so does the constant A0(= A(X = 0).

So sn(·|m) must tend to zero, and so can be approximated by Taylor series.

The patching conditions can be combined into the form

A′in(X∗)

Ain(X∗)=

A′out(X

∗)

Aout(X∗),

which is useful since the exp(·) factors on the RHS cancel, leaving

(µ/4 − 3A20/32)1/2

K − (µ/4 − 3A20/32)1/2X∗

= −q1/2P

2.

Further simplification of the denominator of the LHS leads to

a ∼(

3

)1/2

qα/2 2

Pq1/2

(

λ

8qα

)1/2

.

which implies α = 1/2.

BIRS, July 2011 – p. 33/44

Page 34: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Variational Approximation (VA)Idea:

For equations whose steady solutions extremise a Lagrangian

L =

∫ ∞

0

F (w,wx, wxx, . . .) dx

choose a parameterised family for w(x), say w(x) = f(x; a1, . . . , ak).Then compute L by direct integration to give an ‘effective Lagrangian’restricted to the family f :

Leff(a1, . . . , ak) =

∫ ∞

0

F (f, fx, fxx, . . .) dx

Then, functions that extremise L can be approximately found by extremisingLeff with respect to the parameters a1, . . . , ak.

So we are left with the simpler problem of solving the k (nonlinear algebraic)equations

∂Leff

∂a1=∂Leff

∂a2= · · · =

∂Leff

∂ak= 0.

H. Susanto & P.C. Matthews PRE 83 035201(R) (2011); Chong, Pelinovsky, Malomed ...

BIRS, July 2011 – p. 34/44

Page 35: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

VA for modulation equationThe nonlocal Ginzburg–Landau equation

0 = µA+ 4AXX − 3

4A3 − qP 2A

(1 + cA2)3/2

has the (surprisingly simple) Lagrangian

L =

∫ L

0

(

−µ2A2 + 2(AX)2 +

3

16A4

)

dX +qL

cP

where, as before,1

P=

1

L

∫ L

0

1√1 + cA2

dX

Choose a very simple family of solutions to extremise over – step functions:

A(X) =

{

a in 0 < X < `

0 in ` < X < L

2 parameters: a, `.

BIRS, July 2011 – p. 35/44

Page 36: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

VA calculations

We obtain:

Leff = −µ2a2`+

3a4

16`+

qL2

c

√1 + ca2

`+ (L− `)√

1 + ca2

Now compute ∂Leff/∂a and ∂Leff/∂`, and solve.

... at least, solve in the limit of large amplitude, a� 1.

The limit of large a:

First compute P :

P =L√ca

`+ (L− `)√ca

Two cases:if L− ` = O(1) then P ∼ L/(L− `) = O(1)

if L− ` = u/a� 1 where u ∼ 1 then P ∼ aL√c/(`+ u

√c) = O(a) � 1

BIRS, July 2011 – p. 36/44

Page 37: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

VA calculations

Case 1: a� 1, L− ` = O(1).

We find that µ = O(a2), so, expanding in powers of a, we obtain

µ =3a2

4+

3

16√ca+O(1)

and so

q =

(

L− `

L

)23c

16a4 + · · · ∼

(

L− `

L

)2c

3µ2

Lower limit (i.e. saddle-node) of this is then at ` = 0.

This prediction for the location of sn1 is broadly in agreement with numericsin the case c = 0.25:

numerics : q ∼ 0.0927µ1.987

theory : q ∼ 0.0833µ2

BIRS, July 2011 – p. 37/44

Page 38: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

VA results for sn1

c = 0.25, L = 10π:

100 101 102 103 104 105

µ

1

10

100

1000

10000

q

sn t

sn1sn

3

2 m

101

101

102

103

µ q

VA − smooth fn VA − step fn numerics t − lin inst µ=q patching

Recall that patching method has a free parameter.

VA using a step function performs as well as using a smooth ansatz in theform

A(X) =a

1 + exp(b(|X| − `))

BIRS, July 2011 – p. 38/44

Page 39: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

VA calculations

Case 2: a� 1, L− ` = ua� 1.

As in case 1, µ = O(a2), so, expanding in powers of a, we obtain

µ =3a2

4+

3

16√ca+O(1)

but now

q =

(

L+ u√c

L

)23

16a2 + · · · ∼

(

L+ u√c

L

)2µ

4

Upper limit (i.e. saddle-node) of this is then at u = 0, and is independent of c(at leading order).

This prediction for the location of sn3 is broadly in agreement with numericsin the case c = 0.25:

numerics : q ∼ 0.298µ0.986

theory : q ∼ 0.25µ

BIRS, July 2011 – p. 39/44

Page 40: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Axisymmetric solutions

Steady, axisymmetric solutions to the system

wt = rw − (1 + ∇2)2w − w3 −QB2w

Bt = ε∇2B +c

ε∇2(w2B)

in Rn satisfy the nonlocal ODE

wrrrr = (µ− 1)w − 2wrr − 2(n− 1)

rwr +

(n− 1)(n− 3)

r3wr

− (n− 1)(n− 3)

r2wrr − 2(n− 1)

rwrrr − w3 − QP 2w

(1 + cw2/ε2)2

which contains the integral contribution

P−1 = 〈(1 + cw2/ε2)−1〉 where 〈f〉 :=n

Ln

∫ L

0

f(r)rn−1 dr

BIRS, July 2011 – p. 40/44

Page 41: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

2D – Spot AB

0 0.2 0.4 0.6 0.8 1−1.5

−1

−0.5

0

0.5

1

x

w(x

)

0 0.2 0.4 0.6 0.8 1−1

−0.5

0

0.5

1

1.5

x

w(x

)

0 0.2 0.4 0.6 0.8 1−0.1

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

x

w(x

)

0 0.2 0.4 0.6 0.8 1−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

1

x

w(x

)

0 0.2 0.4 0.6 0.8 1−1

−0.5

0

0.5

1

1.5

x

w(x

)

0 0.2 0.4 0.6 0.8 1−1

−0.5

0

0.5

1

x

w(x

)

BIRS, July 2011 – p. 41/44

Page 42: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

2D – Spot AB

Existence region (limits of snaking curve) opens out with same scalings as in 1D:

101

102

103

10−3

10−2

10−1

Q

ε

Upper line: ε ∼ Q−1/2; lower line: ε ∼ Q−3/4.

BIRS, July 2011 – p. 42/44

Page 43: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

2D - varying c

The scaling law for sn1 from the1D nonlocal GL equation predicts

ε ∼(

cr2

3

)1/2

Q−1/2

This appears to hold in 2D aswell, for both the Q and cdependencies.

c = 10 (upper) and c = 0.1(lower).

r = 1 (i.e. not ‘large’)

100

101

102

103

104

10−3

10−2

10−1

100

101

Q

ε

BIRS, July 2011 – p. 43/44

Page 44: Jonathan Dawes Department of Mathematical Sciences ... · A 261, 74–81 (1999); PhD thesis, University of Cambridge (1999) J.H.P. Dawes, Localised convection cells in the presence

Summary

Nonlocal terms arise naturally from conservation laws.

Such terms strongly distort standard snaking into slanted snaking.

This distortion means localised states exist over a wider region of parameterspace - and perhaps are physically more robust

Reduction to nonlocal GL equation and construction of approximate solutionshelps reveal the origin of scaling laws, and hence prediction of (wider)parameter regime over which localised states exist.

Region of existence is reduced, but not in fact by much, as domain size Ldecreases.

Parameter c affects prefactors but not exponents in scaling laws.

... and the 1D scaling laws appear to carry over into 2D (for spots).

BIRS, July 2011 – p. 44/44