Past exam of the mathematics course of the University of Cambridge 2001 iii Paper 54 4 Solution Created 2026-10-03 Updated 2026-10-14
A periodic pattern breaks continuous translation symmetry: translating it changes its phase without changing its shape or its energy. Consequently a uniform phase change is neutral. A slowly varying phase change alters the local spacing or orientation and can grow even while ordinary uniform amplitude perturbations decay. These are long-wavelength sideband instabilities. The relevant wavelengths are long compared with the carrier pattern, so their leading dynamics is often a phase modulation equation. Positive phase diffusion smooths spacing errors; negative phase diffusion amplifies them. Near onset, an amplitude equation computes this diffusion explicitly. Away from onset, one must calculate it from the full nonlinear periodic pattern.
For a supercritical stationary pattern in one dimension, rescale the real Ginzburg–Landau equation toA detuned periodic pattern is represented by , with . Perturb its magnitude and phase by . Linearization givesFor a Fourier mode proportional to , the two eigenvalues are the sideband spectrum of a real Ginzburg-Landau plane wave:The magnitude branch remains damped at small . The phase branch expands asHence the Eckhaus-stable band is , narrower than the existence band . This Eckhaus instability is longitudinal: it compresses and dilates the pattern along its wavevector. The coupling to the relaxing magnitude is crucial; examining phase diffusion while holding the magnitude fixed would miss the destabilizing correction. At the stability boundary the coefficient vanishes, and the next term is negative, . Beyond the boundary, a phase distortion can create amplitude zeros and phase slips, changing the number of periods. These nonlinear events are possible outcomes, not conclusions of the linear calculation.
A fixed periodic domain allows only discrete sideband wavenumbers. Indeed, the displayed spectrum is unstable only if . A domain too short to support such a Fourier mode can suppress the nominal long-wave instability. Thus an infinite-domain stability band and a finite-domain threshold must be distinguished.
The zigzag instability concerns transverse bending of rolls in an isotropic two-dimensional system. Let be the preferred carrier wavenumber, use an -directed carrier, and denote its slow longitudinal detuning by . Rotational covariance near onset leads to the anisotropic envelope equationThe derivative combination comes from expanding : a small transverse carrier component changes the length of the wavevector only at second order. A straight-roll envelope has . For a purely transverse phase perturbation , magnitude and phase decouple at linear order, andThe transverse growth rate is thereforeRolls with , whose total wavenumber is below the preferred value, are zigzag-unstable to sufficiently long transverse modulations. Bending increases their local wavevector length and can relieve this mismatch. Rolls with are transversely stable in this near-onset model; at the restoring force first appears at fourth spatial order. Combining this with the longitudinal Eckhaus instability gives the robust interior stable band for this simplest isotropic roll model. Anisotropy, a pinned orientation, additional mean fields, or other pattern symmetries can modify this conclusion.
For oscillatory patterns the coefficients of the amplitude equation are generally complex. Consider the scaled complex Ginzburg–Landau equationwhere measures linear dispersion and the amplitude-dependent frequency shift. The uniform oscillation is . Put , with real infinitesimal . The linearized magnitude and phase equations areTheir characteristic polynomial for a sideband of wavenumber isThe magnitude mode has leading eigenvalue , while the neutral phase mode hasThus the Benjamin-Feir instability occurs for ; the complementary Benjamin-Feir stability condition is . Both dispersive couplings matter: the phase perturbs the magnitude through , and the magnitude feeds back into phase through . In the unstable regime, higher spatial derivatives regularize sufficiently short disturbances. On a finite domain, an unstable mode must satisfy . At equality of the phase-diffusion coefficient to zero, the leading phase damping is fourth order, not exponential growth at order .
Oscillatory plane waves with a nonzero carrier detuning also have a generalized Eckhaus boundary. For the Ginzburg-Landau plane wave , one has and . Eliminating the damped magnitude mode to second order in a sideband wavenumber givesThe imaginary linear term transports the modulation; the sign of determines its leading growth. If , the long-wave stable carrier band isFor this reduces to the real-equation Eckhaus band. If , even the zero-detuning oscillation has the Benjamin-Feir instability. Nonlinear outcomes can include smooth phase modulation, defect production or phase turbulence, depending on the equation and parameters.
The general nonlinear-pattern problem starts from a periodic solution of the full field equations, not from a small-amplitude envelope. Linearize about it to obtain an operator with periodic coefficients. Write a disturbance as with periodic on the pattern cell. The Bloch stability operatoracts on this fixed cell and determines the entire sideband spectrum. Translation covariance gives in one dimension, and corresponding neutral directions for each independent broken translation in several dimensions. Oscillatory base patterns require the analogous Floquet theory calculation over their temporal period, or a rotating frame where applicable.
For a simple translational zero eigenvalue, the phase-diffusion calculation can be made explicit. Expandwhere and . Choose an adjoint neutral function with , , and impose . First-order solvability, using the Fredholm alternative, givesAt second order, applying the same adjoint solvability condition gives the phase-diffusion coefficient from a Bloch cell problem:This calculation exhibits why the nonlinear pattern profile matters: both and the cell correction depend on it. A negative signals a long-wave instability provided the rest of the spectrum is stable. With several phase directions, or an extra neutral conserved mean, one obtains a coupled modulation system and diffusion matrices rather than this scalar formula. A two-dimensional phase equation can schematically have . Changing the sign of gives the longitudinal Eckhaus instability; changing the sign of gives the transverse zigzag instability. For oscillatory waves, nonvariational magnitude-phase coupling gives the Benjamin-Feir instability.
These mechanisms extend beyond onset, but the near-onset numerical boundaries do not: their coefficients must be replaced by those obtained from the actual nonlinear pattern and its cell problems. Long-wave linear stability is also only one part of stability; finite-wavenumber eigenvalues, additional modes, defects, and boundary constraints can intervene. The unifying calculation is the splitting of translation-induced neutral modes at small modulation wavenumber, together with the coupling to the relaxing magnitude and any other slow fields.
Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 60 4 Solution Created 2026-10-03 Updated 2026-10-14
For a stationary finite-wavenumber instability, the relevant Landau–Ginzburg model is the real Ginzburg–Landau equation: its coefficients are real although its pattern amplitude is complex. The complex amplitude records both the strength and the position of the underlying pattern. Assume a simple critical pair of Fourier modes , a quadratic nondegenerate maximum of the linear growth rate, and no additional conserved or marginal mode. The last assumption is essential: the conserved field in the previous problem requires an additional evolution equation.
To derive the model, write a real evolution equation schematically as , with symmetric multilinear nonlinearities. Put , , and use the method of multiple scales expansionHere . At the next order the noncritical mean and second harmonic are slaved to the critical mode:where and . These inverses exist under the no-other-critical-mode hypothesis. Let be an adjoint null vector normalized by . At order , the Fredholm solvability condition requires the resonant forcing to be orthogonal to . The cubic resonant contribution isThis shows why the cubic coefficient includes feedback from slaved harmonics as well as any original cubic nonlinearity. The resulting amplitude equation, after naming its linear control coefficient , isHere is the critical linear dispersion relation for growth. The condition gives a supercritical bifurcation; calls for higher-order saturation, for example the quintic real Ginzburg-Landau equation.
A concrete check is the cubic Swift–Hohenberg equation . With , its linear operator contributes at resonant order, while the cubic resonance is . Hence . This directly realizes the perturbation-theory coefficients above.
Symmetry independently constrains the form. A fast spatial translation rotates by a constant phase, so every nondifferential monomial must transform like . The leading allowed nonlinear term is , and a quadratic term is forbidden. A spatial reflection maps to ; it makes the leading coefficients real and rules out a drift term in a reflection-symmetric rest frame. The vanishing first derivative of the linear growth rate at is consistent with the absence of a leading first spatial derivative. These arguments constrain terms but do not calculate or replace the solvability calculation. Breaking reflection or studying an oscillatory instability generally leads to the complex Ginzburg–Landau equation with genuinely complex coefficients.
The principal steady solutions are the zero state and the Ginzburg-Landau plane wavesTheir physical carrier wavenumber is . For the constant phase is arbitrary, giving a circle of uniform-amplitude states. The zero state has Fourier growth rate and is stable for . For , each existing plane wave is stable to spatially homogeneous amplitude perturbations, with radial eigenvalue , and neutral to a constant phase shift.
Steady modulated states are also possible. Writing gives the conserved spatial phase current andIts first integral is . Boundary conditions select nonuniform periodic amplitudes, fronts or defects from this spatial dynamics. In the invariant real subspace, for example,is a steady kink joining opposite real states. It is not stable in the unrestricted complex equation: the imaginary perturbation has eigenvalue under . This illustrates why a real-amplitude calculation can miss a phase instability. With real coefficients the Lyapunov functionalsatisfies and under compatible boundary conditions. It supplies a variational structure absent from a generic complex-coefficient model.
To test full linear stability of a plane wave, set with real perturbations . Let . The linear equations areFor perturbation wavenumber , the sideband spectrum of a real Ginzburg-Landau plane wave isThe phase branch at small isTherefore the robust stable band on the infinite line is , narrower than the existence band . Crossing its boundary gives the longitudinal Eckhaus instability. At the boundary the quadratic phase-diffusion coefficient vanishes and the leading nonzero term is negative of order . More exactly, a nonzero sideband grows only when ; a finite periodic domain for the wave envelope may exclude that interval. Constant-amplitude stability is understood modulo its neutral global phase, and the allowed perturbation wavenumbers must always be specified.
In a second spatial dimension, an anisotropic medium that selects one roll orientation permits an equation with . For positive coefficients its plane-wave analysis is similar, with the second-dimensional contribution adding damping. But simply replacing by an isotropic Laplacian is not a faithful extension for rotationally invariant stationary rolls. There the critical wavevectors form a circle. Near ,This forces the anisotropic transverse scaling of an isotropic roll envelope: , , . For the positive carrier convention used here the Newell–Whitehead–Segel equation isThe opposite fast-carrier convention reverses the accompanying imaginary sign and detuning convention. For a transverse phase perturbation of our convention gives . Thus permits the transverse zigzag instability, in addition to the longitudinal Eckhaus instability. The fourth transverse derivative and mixed derivative in the square encode the critical-circle geometry.
One complex amplitude still describes only a narrow cone of nearby roll orientations. Competing well-separated wavevectors require coupled amplitude equations; resonant triples can admit quadratic interactions and produce the hexagonal convection amplitude equations when the underlying sign symmetry allows them. Strong disorder, defect cores with large gradients, far-from-onset patterns, boundaries, mean flows and conserved fields may all lie outside the single-amplitude approximation. The method of multiple scales gives controlled leading behavior for small amplitudes and slow modulations, rather than a universal model of all two-dimensional pattern selection.
Past exam of the mathematics course of the University of Cambridge 2005 iii Paper 65 1 a Solution Created 2026-10-03 Updated 2026-10-14
Substitution into the Newell–Whitehead–Segel equation gives . Thus a nonzero roll has ; at equality the branch meets the zero solution. The two signs of differ by a constant phase modulation.
The sign of the transverse zigzag instability must be calculated from the differential operator. Put and . The chain rule givesConsequently the change in the printed functional density isFor a Lyapunov functional one integrates this density over the transverse coordinate too, or uses a transverse spatial average, with periodic or decaying boundary conditions. A fast- average alone leaves a density depending on and is not itself a global monotonicity statement. Indeed under these boundary conditions, and the functional derivative of the resulting spatial integral is . Hence : stable rolls locally maximize this functional.
With the plus sign actually printed in , makes both quadratic contributions to negative. These rolls are stable to long-wave transverse phase modulation. For a sufficiently long-wave displacement increases and is unstable. At the second-derivative stiffness vanishes, but the fourth-derivative and nonlinear tilt terms still decrease . Linearization makes the conclusion explicit:Thus for the unstable band is , with maximum growth at ; in a finite periodic cell the band must contain an allowed Fourier mode. Replacing by reverses the sign of the detuning associated with the zigzag instability. It would therefore be incorrect to import that opposite sign convention into the printed equation. Transverse stability does not exclude the distinct longitudinal Eckhaus instability.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 337 4 Solution Created 2026-10-03 Updated 2026-10-14
Consider a horizontal fluid layer under the Boussinesq approximation heated from below, rotating uniformly about its vertical axis. To make the linear formulas definite, take depth one, stress-free impermeable fixed-temperature plates, a horizontally infinite or sufficiently large periodic domain, and negligible centrifugal-buoyancy modifications. Rigid plates change the vertical eigenfunctions and thresholds and require their own boundary value problem; the explicit formulas below use the free-slip model. Let be the Prandtl number, the Taylor number, and the Rayleigh number. Time is again measured on the thermal diffusion time.
The linearized rotating Rayleigh-Bénard convection equations about conduction areThe Coriolis force does no work on the fluid, but it couples vertical motion to vertical vorticity and thereby changes the balance of buoyancy and viscous damping. On the plates require and . Write . Taking a curl and a double curl removes pressure and givesA normal mode with horizontal wavenumber , vertical index and complex growth rate has , and . Put . The three equations become , , and . Their determinant gives the rotating-convection growth-rate polynomialThis cubic includes viscous and thermal modes as well as the convective instability. It avoids excluding a root by division by . Linear stability means every root has negative real part; stationary onset has , while overstability has with nonzero angular frequency.
Setting gives the stationary neutral curve of rotating convectionFor oscillatory convection, set and equate real and imaginary parts. Eliminating yieldsThe oscillatory neutral curve of rotating convection is physically admissible only when . Thus and sufficiently rapid rotation are necessary; a formal minimum with is not a Hopf bifurcation. Convection begins at the smaller of the stationary minimum and the admissible oscillatory minimum. The angular frequency approaches zero where a fixed-wave-number stationary and oscillatory threshold meet; that is a double-zero limit of the cubic, requiring a different slow-time reduction.
For wavenumber selection in rotating convection, the lowest vertical index is . To compare indices, set at fixed . Both neutral thresholds have a positive term proportional to and a rotation term independent of , while the admissible angular frequency squared decreases with . Their minima therefore cannot improve on . Set , . Minimizing each neutral curve givesFor the latter equation also check , or minimize over the admissible set instead. Without rotation, and . At rapid rotation, and : rotation narrows the horizontal convection rolls and raises their threshold. In a finite box only discrete wavenumbers are permitted, so the minimum must be taken over those allowed modes.
The rapid-rotation comparison has . Its equality gives , with positive root about . Below this value, sufficiently rapid rotation can make oscillatory convection the primary instability; low Prandtl number allows inertial motions to interact with the thermal field before viscosity damps them. This estimate describes the selected neutral-curve comparison in the stated free-slip asymptotic model, rather than claiming every has oscillatory primary onset at every rotation rate.
Neutral curves for rotating convection
. Details. Linear selection does not determine the nonlinear planform or its stability. A weakly nonlinear expansion with a solvability condition gives amplitude equations. A stationary convection roll amplitude has the Landau amplitude equation ; a supercritical branch requires and has , whereas requires higher-order saturation and permits subcritical behaviour. The coefficient depends on the physical parameters and boundary conditions, and should not be assumed positive merely because the linear threshold is known.
A nonzero-frequency Hopf bifurcation supplies oppositely travelling convection roll amplitudes . At a fixed orientation, a cubic normal form iswith complex and the understood symmetry exchanging propagation directions. For and , a travelling-roll branch has one nonzero amplitude, of squared modulus ; it is stable to the opposite travelling amplitude when . A standing-roll branch has equal squared moduli , and is stable within this pair when and . The imaginary parts shift angular frequencies. These conditions concern amplitude perturbations in that reduced subspace; orientation and modulation modes still have to be tested. This is the competition of travelling and standing convection rolls.
Near simultaneous stationary and oscillatory thresholds, a codimension-two bifurcation requires retaining both types of mode. After selecting an orientation and fixing a steady spatial phase, a schematic nonresonant steady–Hopf mode interaction isHere is real, is the chosen complex oscillatory amplitude, are real, and may be complex. Assume , for a radially stable pure steady branch, and , for a radially stable pure oscillatory branch. Steady convection rolls suppress the oscillatory mode if , where ; oscillatory convection rolls suppress the steady mode if . These are transverse tests for branches whose existence and radial stability have already been checked. Mixed states have positive intensities , solving , . If , then , . For positive and the positive self-saturation coefficients above, the intensity Jacobian matrix has negative trace and determinant , so the mixed state is attracting in intensities when and is a saddle equilibrium when ; phase and other-mode perturbations remain separate tests. Depending on the cross-couplings, one obtains coexistence or competition and bistability; degeneracies or resonances require extra terms. A full travelling/standing-wave competition must retain both , not just this illustrative one-mode . If the Hopf angular frequency tends to zero, averaging over fast oscillations fails and a double-zero normal form must keep the corresponding two slow variables. A crossing of global minima at distinct wavenumbers is instead an interaction of distinct modes, not automatically the same double-zero problem.
Weakly nonlinear convection rolls can also lose stability spatially. The real Ginzburg–Landau equation , with , has detuned convection rolls with . Linear phase modulation gives diffusion coefficient , so the Eckhaus instability excludes even though convection rolls exist up to . Transverse bending and mean-flow couplings impose additional restrictions in the actual rotating layer; the scalar equation is a local longitudinal example, not its complete stability theory.
Most distinctively, rotation breaks mirror symmetry between competing convection roll orientations. For two sets of convection rolls at relative angle , write and interchange indices with for the other equation. The established convection roll is unstable to the new orientation when its linear growth rate is positive. The inequality need not be symmetric under because the imposed rotation supplies handedness. This is the Küppers–Lortz instability: sufficiently rapid rotation can destabilize steady convection rolls immediately above their stationary onset to oblique convection rolls of another orientation. Successive replacements can produce time-dependent convection roll switching or heteroclinic cycles, instead of a stable single convection roll pattern. It requires three-dimensional perturbations even when the original convection roll solution is independent of its axial coordinate.
At finite Prandtl number and stress-free plates, nearly parallel convection rolls can couple resonantly to a slowly damped large-scale Eulerian mean flow. This small-angle instability of rotating convection rolls makes a regular two-roll expansion nonuniform as the angle tends to zero; one must retain the mean-flow mode. It should not be identified automatically with the finite-angle Küppers–Lortz instability or assigned a universal threshold from a one-amplitude equation. Consequently the onset type and selected scale follow from the admissible neutral curves, while persistent convection roll patterns require a separate nonlinear and sideband stability calculation.
Quintic real Ginzburg-Landau equation 2026-10-14
A cubic destabilizing term and quintic saturation describe a subcritical stationary pattern bifurcation. A plane wave has squared amplitude satisfying . The nonzero branches meet at , . The lower branch is unstable to amplitude perturbations; the upper branch can also undergo an Eckhaus instability of its phase.
Real Ginzburg–Landau equation 2026-10-06
The real-coefficient Ginzburg–Landau amplitude equation has complex and real parameters, usually near a supercritical stationary pattern onset. A detuned plane wave has . 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.
Sideband instability Created 2026-10-06 Updated 2026-10-14
A sideband instability is growth of disturbances with wavenumbers slightly displaced from a carrier pattern's wavenumber. A real physical perturbation uses the displaced mode together with its complex conjugate; a complex amplitude equation can couple those two sidebands through its cubic term. The Eckhaus instability is a longitudinal phase-modulation example.
For a real Ginzburg–Landau equation plane wave with amplitude squared , 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- phase branch is , so the robust infinite-domain stable band is . On a finite periodic envelope domain only discrete are allowed; an instability requires an allowed with . Uniform amplitude perturbations alone cannot determine this Eckhaus instability.
