Amplitude equation

An amplitude equation describes the slow evolution of the coefficient of a critical mode near an instability threshold. Symmetry and solvability determine its leading nonlinear terms.

The partial differential equation $T_t=-\mu \Delta T-{\Delta }^{2}T+\nabla \cdot (|\nabla T{|}^2\nabla T)$ on a $2\pi$-periodic square conserves the spatial mean. On a fixed-mean subspace its first instability is at $\mu =1$ and has four real critical amplitudes. With $\mu =1+{\epsilon }^2\nu$ and $T=\epsilon (A{e}^{ix}+B{e}^{iy}+\text{complex conjugate})+\cdots$, projection onto the critical Fourier modes gives the displayed equation and its $A,B$ interchange. For $\nu >0$, squares have $|A{|}^2=|B{|}^2=\nu /5$, amplitude eigenvalues $-2\nu ,-2\nu /5$, and neutral translation phases. Rolls have a positive transverse growth rate $\nu /3$.

With periodic boundary conditions, the spatial mean of $B$ is a conserved quantity. For zero mean write $B=H_X$ with periodic zero-mean $H$. The functional $V=⟨\mu A^2/2+\alpha A^3/3-A^4/4-A_X^2/2-A^2{H}_X/2-H_X^2/(4\delta )⟩$ generates $A_T=\delta V/\delta A$, $H_T=2\delta \sigma \delta V/\delta H$. Thus $V_T=⟨A_T^2+H_T^2/(2\delta \sigma )⟩\ge 0$. Completing the square in $H_X$ bounds $V$ above by a coercive quartic polynomial when $0<\delta <1$, ruling out nonconstant recurrent motion on regular precompact trajectories.

For $0<\delta <1$ and $\alpha \ne 0$, a broad localized plateau in the conserved-field real amplitude equation has effective parameter $\nu =\mu -\delta ⟨A^2⟩$ and stationary equation $A^{\prime \prime }+\nu A+\alpha A^2-(1-\delta )A^3=0$. Equal endpoint values of its first integral give $R=2\alpha /[3(1-\delta )]$, $\nu =-2{\alpha }^2/[9(1-\delta )]$. If the plateau occupies fraction $h$ of a long periodic interval, $⟨A^2⟩\simeq h{R}^2$ supplies the displayed relation. It applies when both the plateau and exterior are long relative to the front width; $0<h<1$ gives its leading existence interval.

A nonzero uniform equilibrium of the conserved-field real amplitude equation obeys $\mu =R^2-\alpha R$. Fixed zero mean excludes the constant $B$ perturbation. Its homogeneous amplitude eigenvalue is $-r$. For a nonzero Fourier wavenumber $k$, the stability matrix has trace $-r-(1+\sigma )k^2$ and determinant $\sigma k^2(k^2+r-2\delta R^2)$. The displayed conditions are necessary and sufficient for strict linear stability on a period $2L$. In an infinite-domain limit the nonzero-mode condition becomes $r\ge 2\delta R^2$; a long-wave instability need not occur in a sufficiently short domain.

A forcing at the carrier wavenumber breaks continuous spatial translation symmetry and adds a constant to its complex amplitude equation. In a frame following a moving forcing pattern, its phase drift gives $i\Lambda A$. A nonzero forcing coefficient is normalized to one by scaling amplitude by its cube root and time by its two-thirds power. A steady intensity $s=|A{|}^2$ satisfies $s[(\mu -s{)}^2+{\Lambda }^2]=1$, and its phase is uniquely determined by the steady complex equation.

For the directly forced cubic amplitude equation, a saddle-node bifurcation requires ${\Lambda }^2=1/s-1/(4s^4)$ and $\mu =s+1/(2s^2)$. The right side has its unique maximum $3/4$ at $s=1$, giving a cusp bifurcation at $(\Lambda ,\mu ,s)=(\sqrt{3}/2,3/2,1)$. The stability matrix has trace $2(\mu -2s)$ and determinant $(\mu -3s)(\mu -s)+{\Lambda }^2$. A Hopf bifurcation requires $\mu =2s$, $s(s^2+{\Lambda }^2)=1$ and ${\Lambda }^2-s^2>0$. These imply $\Lambda >2^{-1/3}$; equality is a double-zero linear degeneracy rather than an ordinary Hopf bifurcation.

Two counterpropagating modes transform as $(A,B)\mapsto (e^{ik\delta }A,e^{-ik\delta }B)$ under spatial translation. Forcing at twice their natural frequency breaks continuous temporal phase symmetry but preserves simultaneous sign reversal. Hence $\overline{B}$ transforms like $A$ and $\overline{A}$ like $B$, allowing linear parametric coupling. An equal-amplitude phase-locked standing wave has $|A{|}^2=|B{|}^2=z>0$ with $|\beta +\gamma {|}^2{z}^2-2\mu \mathrm{Re}(\beta +\gamma )z+{\mu }^2-{\nu }^2=0$. A nonnegative discriminant is only an algebraic compatibility condition: a physical nonzero wave also requires a positive root.

Writing $U=\mathrm{Re}(\beta +\gamma )$ and $V=\mathrm{Im}(\beta +\gamma )$, the squared amplitude is $z_{\pm }=[\mu U\pm \sqrt{(U^2+V^2){\nu }^2-{\mu }^2{V}^2}]/(U^2+V^2)$. Reality of the square root does not guarantee positivity. For example, $U=1,V=0,\mu =-1,\nu =1/2$ gives two negative roots. Under the usual supercritical assumptions $\mu >0,U>0$, the plus root is positive whenever the discriminant is nonnegative.

// Destination: mathematical-biology.bigb

The Newell–Whitehead–Segel equation is an amplitude equation for slowly modulated stationary rolls in an isotropic pattern-forming medium. With the displayed sign convention, a roll $A=R{e}^{iqX}$ has $R^2=\mu -q^2$. A transverse phase modulation has linear growth rate $q{k}^2-k^4/4$, so long-wave transverse instability occurs for $q>0$. Reversing the carrier-wave convention reverses the sign attached to its detuning $q$; one must derive the stability sign from the operator actually used.

At a nonzero critical wavenumber in an isotropic medium, a small transverse wavevector changes its magnitude only at second order. Balancing radial detuning therefore requires the displayed unequal slow-space scales. With the positive carrier $e^{i{k}_{c}x}$, the leading Newell–Whitehead–Segel equation spatial term is $\xi ({\partial }_X-i{\partial }_Y^2/(2k_c){)}^{2}A$. A roll detuning $q$ has transverse phase growth $-\xi q{p}^2/k_c-\xi p^4/(4k_c^2)$; negative $q$ permits a zigzag instability. Changing the carrier convention changes the accompanying sign of $q$. Replacing this operator by an isotropic second-order Laplacian misses the critical circle's geometry.

Independent sign changes of three amplitudes and a cyclic coordinate permutation force each cubic component to be its own amplitude times a cyclic permutation of one quadratic polynomial. One convenient parametrization is $\dot{x}=x(\mu -aX-c{y}^2+e{z}^2)$ with cyclic companions and $X=x^2+y^2+z^2$. The axial and diagonal isotropy types give primary branches; two-coordinate branches can emerge in secondary pitchfork bifurcations when cross-couplings change sign.

When $c=e$ in the signed cyclic three-mode amplitude equations, $\dot{X}=2X(\mu -aX)$ and $\dot{V}=3V(\mu -aX)$ for $V=xyz$. Thus $V/X^{3/2}$ is conserved wherever $X>0$, precluding asymptotically stable isolated equilibria. On $X=\mu /a$, each octant contains closed contours of $V$ around the equal-magnitude equilibrium, bounded by heteroclinic arcs between coordinate axes if $c\ne 0$. For $c=0$ the sphere consists entirely of equilibria.

Three Fourier wavevectors sum to zero and form a hexagonal star. Translations give each amplitude the phase of its own wavevector; cyclic rotations permute them, and a half-turn conjugates them. These symmetries permit the resonant quadratic term and force its coefficients to be real. A spatial reflection would interchange the two cross-couplings and require $b=c$, but chiral patterns need not have that extra symmetry. The equations describe rolls, hexagons, phase locking and oscillatory changes in dominant orientation.

For equal positive amplitudes $r$, let $s=a+b+c$ and use $\mu +\alpha r-s{r}^2=0$. The radial Jacobian eigenvalue is $\alpha r-2s{r}^2$. The conjugate pair has real part $(b+c-2a)r^2-2\alpha r$ and imaginary parts $\pm \sqrt{3}(b-c)r^2$. When $b+c>2a>0$ and $b\ne c$, the upper hexagon branch loses amplitude stability through this pair at the displayed radius. The associated parameter is ${\mu }_H=2{\alpha }^2(4a+b+c)/(b+c-2a{)}^2$. Nonlinear terms decide the direction and stability of the resulting periodic branch.

At a positive equilibrium set $x_i=r_i^2$ and $p=r_1{r}_2{r}_3$. The equations imply $a{x}_i+b{x}_{i+1}+c{x}_{i+2}-\alpha p/x_i=\mu$. Suppose $b>a>c$ and relabel cyclically so $x_1$ is maximal. If $x_2\ge x_3$, subtracting equations one and two makes the cubic side positive unless all are equal, whereas $\alpha p(1/x_1-1/x_2)$ is nonpositive. If $x_2\le x_3$, subtracting equations two and three gives the opposite sign contradiction. Interchanging the orientation handles $c>a>b$. Thus all positive equilibria have equal amplitudes. With $\alpha \ne 0$, a state with exactly two nonzero amplitudes cannot be an equilibrium because it immediately forces the third.

For $A_i=r_i{e}^{i{\varphi }_i}$ with all $r_i>0$, the translation-invariant total phase is $\Phi ={\varphi }_1+{\varphi }_2+{\varphi }_3$. With $\alpha >0$, the displayed equation makes $\Phi =0$ stable and $\Phi =\pi$ unstable. A spatial translation can remove two phases, so the stable locked states have all amplitudes positive real in a suitable origin. This is a statement modulo translation, not that every translated representative is real; the zero solution and rolls belong to boundary strata.

A critical pattern Fourier mode transforms under a spatial translation as $A\mapsto e^{i\varphi }A$. A forcing at three times the critical wavenumber transforms as $F\mapsto e^{3i\varphi }F$. Their lowest resonant product with phase weight one is $F{\overline{A}}^2$. This determines the form of the leading weak-forcing amplitude equation, while projection onto an adjoint eigenfunction determines its coefficient. Symmetry permits this coupling but does not ensure that it is nonzero. Travelling forcing gives a time-dependent phase to $F$.

For small positive forcing-frame frequency $\omega$, use $\mu =\hat{\mu }{\omega }^2$, $C=\omega z$ and $\tau =\omega T$ in the three-to-one spatially forced amplitude equation. The leading system is $z_{\tau }+iz={\overline{z}}^2$. Writing $z=x+iy$ gives the Hamiltonian system $(x_{\tau },y_{\tau })=(H_y/2,-H_x/2)$ and the displayed first integral. The origin is a center equilibrium; three saddle equilibria at $(0,1)$ and $(\pm \sqrt{3}/2,-1/2)$ lie on $H=1/3$. The factorization $H-1/3=(1+2y)[x^2-(y-1{)}^2/3]$ reveals a triangular heteroclinic cycle, containing closed periodic orbits for every $0<H<1/3$.

The canonical three-to-one spatially forced amplitude equation has nonzero equilibrium points $C=R{e}^{i\theta }$ satisfying $\cos 3\theta =(R^2-\mu )/R$ and $\sin 3\theta =-\omega /R$. Thus $(R^2-\mu {)}^2+{\omega }^2=R^2$. Each positive amplitude has three phases separated by $2\pi /3$: two amplitude branches normally mean six complex equilibrium points. For $\mu >{\omega }^2-1/4$ the larger branch is asymptotically stable and the smaller consists of saddle equilibria, except that its zero-amplitude root at $(\mu ,\omega )=(0,0)$ is not a nonzero equilibrium point. Equality gives a saddle-node bifurcation. This phase locking breaks continuous translation symmetry down to threefold symmetry.

For the three-to-one spatially forced amplitude equation with forcing $e\exp [3i(\Omega T+\delta )]$, put $A=B\exp [i(\Omega T+\delta )]$. The real phase constant $\delta$ belongs inside the factor of $i$. If $c>0$ and the phase has been chosen so that $e>0$, the scaling $B=(e/c)C$, $\mathcal{T}=(e^2/c)T$ gives the displayed canonical amplitude equation, with $\mu =c\tilde{\mu }/e^2$ and $\omega =c\Omega /e^2$. A negative cubic saturation coefficient cannot give the same cubic sign under a forward-time normalization; zero forcing or zero cubic coefficient requires another scaling.

The real-coefficient Ginzburg–Landau amplitude equation has complex $A$ and real parameters, usually $\xi ,g>0$ near a supercritical stationary pattern onset. A detuned plane wave $A=\rho e^{iQX}$ has ${\rho }^2=(r-\xi Q^2)/g$. Its phase and amplitude sidebands determine the narrower Eckhaus instability stability band. It is a local envelope model; additional conserved fields or mean flows may need their own equations.

A cubic destabilizing term and quintic saturation describe a subcritical stationary pattern bifurcation. A plane wave $A=R{e}^{iQX}$ has squared amplitude $x=R^2$ satisfying $\mu -Q^2+\alpha x-x^2=0$. The nonzero branches meet at $x=\alpha /2$, $\mu =Q^2-{\alpha }^2/4$. The lower branch is unstable to amplitude perturbations; the upper branch can also undergo an Eckhaus instability of its phase.

For $A_T=\mu A+3\hat{s}A|A{|}^2-10A|A{|}^4+4A_{XX}$, a nonzero uniform real state with $B=A_0^2$ obeys $\mu =-3\hat{s}B+10B^2$. Real amplitude sidebands grow at $6\hat{s}B-40B^2-4{\ell }^2$, while phase sidebands grow at $-4{\ell }^2$. The maximum amplitude growth coefficient is $9{\hat{s}}^2/40$, attained at $B=3\hat{s}/40$. Thus nonzero uniform states cannot have modulation bifurcations if the smallest allowed slow wavenumber exceeds $3\hat{s}/(4\sqrt{10})$. For a physical domain of length $L$ and $X={\epsilon }^{2}x$, this gives $L<8\pi \sqrt{10}/(3s)$. The zero state is an exception: it has sideband thresholds $\mu =4{\ell }^2$ for every positive allowed wavenumber, so an assertion including all uniform states would be false.

For $r,\xi ,g>0$, longitudinal phase modulation of a detuned convection roll yields diffusion coefficient $D_{\varphi }=\xi (r-3\xi Q^2)/(r-\xi Q^2)$. The expression follows by eliminating the fast amplitude correction from the coupled linear amplitude-phase equations at small modulation wavenumber. Thus convection rolls become unstable for $Q^2>r/(3\xi )$ although they exist for $Q^2<r/\xi$. At the boundary the leading phase diffusion vanishes and higher spatial orders matter.

For a real Ginzburg–Landau equation plane wave with amplitude squared $b/g>0$, perturbing its amplitude and phase couples Fourier modes on either side of its carrier wavenumber. The displayed eigenvalues follow from the real-linear two-component perturbation equation. Their small-$p$ phase branch is $-\xi (\mu -3\xi q^2)p^2/(\mu -\xi q^2)+O(p^4)$, so the robust infinite-domain stable band is $q^2<\mu /(3\xi )$. On a finite periodic envelope domain only discrete $p$ are allowed; an instability requires an allowed $p$ with $p^2<6q^2-2\mu /\xi$. Uniform amplitude perturbations alone cannot determine this Eckhaus instability.

For the upper plane-wave branch of the quintic real Ginzburg-Landau equation, put $\Lambda =2R^2(2R^2-\alpha )>0$. A modulation of wavenumber $p$ has growth rates $-p^2-\Lambda /2\pm \sqrt{{\Lambda }^2/4+4Q^2{p}^2}$. Long-wave phase diffusion is positive when $4Q^2<\Lambda$, giving the displayed stability boundary. At equality the leading phase growth is $-p^4/\Lambda$, so the boundary is marginal in the diffusion coefficient but damped at the next spatial order. In the $(\mu ,Q)$ plane the boundary is $\mu =2Q^2-\alpha [\alpha +\sqrt{{\alpha }^2+16Q^2}]/8$.

The cubic Landau amplitude equationwith $g>0$ describes saturation through a supercritical pitchfork bifurcation when a reflection symmetry permits both signs of $A$.

A steady spatial forcing at twice the critical wavenumber permits coupling of the negative critical Fourier mode to the positive critical mode. A weakly nonlinear expansion then permits a term $\beta \overline{A}$ in the Landau amplitude equation. Its coefficient is found by projecting the resonant forcing-advection terms onto the adjoint eigenfunction. Reflection-symmetric forcing permits real coefficients. The symmetry permission does not prove a nonzero coefficient: it can vanish for a particular model or mode structure.

For real $\mu ,\beta$ and $\lambda >0$, writing $A=x+iy$ gives a gradient flow with potential $V=-(\mu +\beta )x^2/2-(\mu -\beta )y^2/2+\lambda (x^2+y^2{)}^2/4$. The origin has exponential asymptotic stability for $\mu <-|\beta |$, is algebraically attracting at equality, and is unstable above it. Nonzero stable equilibria are the real pair $\pm \sqrt{(\mu +\beta )/\lambda }$ for $\beta >0$, or the imaginary pair $\pm i\sqrt{(\mu -\beta )/\lambda }$ for $\beta <0$, when their squared amplitudes are positive. Differentiating the two real equations gives eigenvalues $-2(\mu +\beta ),-2\beta$ on the real branch and $-2(\mu -\beta ),2\beta$ on the imaginary branch. For $\beta =0$, $\mu >0$ gives a radially attracting circle with neutral phase, so individual equilibrium points have Lyapunov stability but are not individually asymptotically attracting.

In the free-slip Stokes flow temperature model, let the critical temperature be $g=\sin \pi z$ and vertical velocity $f=sg$, $s=k_c^2+{\pi }^2$. A forced positive second harmonic $(W,\Theta )e^{2i{k}_{c}x}$ couples to the negative critical harmonic. Its temperature solvability condition has integrandThe identity follows by substituting $f=sg$ and differentiating. Its integral is zero because $g$ vanishes on both plates, regardless of the forced boundary value of $\Theta$. Thus the first resonant forcing coefficient vanishes. A generic nonzero conjugate-amplitude term cannot be inferred from wave-number matching alone.