jonathan dawes department of mathematical sciences ... · a 261, 74–81 (1999); phd thesis,...
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Scaling laws for slanted snaking
Jonathan Dawes
Department of Mathematical SciencesUniversity of Bath
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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)
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Slanted snaking - examples
Semiconductor filaments:
K.M. Mayer, J. Parisi and R.P. Huebner, Z. Phys. B 71, 171-178 (1988)
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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)
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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)
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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)
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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)
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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)
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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)
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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)
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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)
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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)
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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
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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)
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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?
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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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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
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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
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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.
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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)
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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
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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!
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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)
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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)
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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.
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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.
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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.
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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’.
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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
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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
dθ
(1 −m sin2 θ)1/2.
K(m) is a quarter-period of sn, i.e. sn(η + 4K|m) = sn(η|m).
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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
)
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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 → ∞.
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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 ∼(
4λ
3
)1/2
qα/2 2
Pq1/2
(
λ
8qα
)1/2
.
which implies α = 1/2.
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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 ...
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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, `.
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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
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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
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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| − `))
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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
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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
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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
)
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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.
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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
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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).
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