Multivariate analysis of variance tests differences between group mean vectors when each experimental unit has several correlated responses. For independent -dimensional observations in groups, use a common positive-definite covariance matrix and the multivariate normal model . The null hypothesis is equality of all means.
Write , group means , and the size-weighted grand mean . The within-group and between-group scatter matrices are
Expanding deviations about the group means yields total scatter , with zero cross terms. Under the null, orthogonal normal projections give independent Wishart distributions and .
With nonsingular , the Wilks lambda statistic is
where the nonnegative are eigenvalues of . Maximizing the common covariance under the two mean models gives the likelihood ratio , so small indicates large group separation relative to within-group spread. For fixed and large group sizes, the Wilks theorem gives under the null; a finite-sample reference distribution can also be used.
The lower-right sketch shows two elongated groups whose centroid difference lies nearly across, rather than along, their long axes. Their correlation makes this multivariate separation much clearer than either marginal mean shift alone. Nonsingular linear rescaling changes and by congruence, leaving the determinant ratio unchanged. MANOVA measures mean separation against the full within-group covariance geometry. Its interpretation requires independent observations and an adequate common-covariance model; separate coordinatewise tests discard that geometry and raise multiple-testing issues.
Let be the incidence matrix of a set system. The balanced incomplete block design overlap counts give . On the zero-sum subspace its eigenvalue is ; on the constant vector its eigenvalue is . Therefore has matrix rank . Since a product cannot have larger rank than either factor,
This proves Fisher's inequality for block designs directly. The incomplete, nontrivial hypotheses ensure the positive eigenvalue needed for this argument.
A balanced incomplete block design has treatments and blocks, each containing distinct treatments with . Every treatment occurs in blocks and every distinct treatment pair occurs together in blocks. A symmetric balanced incomplete block design has , which implies by the first counting identity below.
For the separate even-order condition, let be the square treatment-by-block incidence matrix of a set system of a symmetric design. Its diagonal overlap counts are and its off-diagonal counts are , giving
The counting identities proved in the next slots show that and . Consequently the eigenvalues of are on the constant vector and on its -dimensional orthogonal complement. Taking determinants gives
If is even, the exponent is odd. The exponent of every prime in and in is even; therefore its exponent in the positive integer must be even. This proves the even-order symmetric design square obstruction:
It is a necessary condition, not a sufficiency claim.
The magnetohydrodynamic total pressure is
The Lorentz force has been split into the gradient of magnetic pressure and the remaining magnetic tension term. An appropriate boundary model is impermeable, perfectly conducting stationary cylindrical walls with no initial normal magnetic flux: at . In an inviscid fluid this is a slip condition, not a no-slip condition on or . It also makes the tangential ideal electric field vanish at the walls. Take perturbations periodic in and periodic or Fourier-resolved in ; the wall reaction supplies the normal pressure force without an extra prescribed pressure value.
Write the steady velocity and magnetic field as and . They satisfy both divergence constraints. Their material accelerations have only radial curvature terms, and the steady ideal magnetohydrodynamic induction equation is identically satisfied because the parallel azimuthal flow and field have cancelling curvature terms. The radial momentum equation is
Hence the most general such equilibrium is
Its gas pressure is ; on a bounded annulus the additive constant can be chosen to keep it positive. Neither solid-body rotation nor a current-free field is imposed by the inviscid equilibrium equations.
For the linear stability calculation, put , , and define . Use axisymmetric normal modes proportional to . Denote the velocity amplitudes by and the magnetic amplitudes in velocity units by . Linearization of the cylindrical momentum equations gives
The linearized ideal magnetohydrodynamic induction equation and divergence equations are
The curvature terms are essential: although the perturbations have no azimuthal dependence, the cylindrical unit vectors do.
For , . Introduce the radial Lagrangian fluid displacement by . The azimuthal amplitudes reduce to
Consequently the radial and vertical equations, combined with the incompressible flow constraint, give
where the Michael criterion for axisymmetric toroidal-field interchange coefficient is
For , the required single displacement equation is therefore
The same differential equation holds for , which is a constant multiple of .
Set . Multiplication by and integration by parts with the wall conditions gives the global variational form of the Michael criterion:
The denominator is strictly positive for a nonzero displacement, so every mode's is real. If everywhere, no exponentially growing mode exists. Conversely, if the continuous coefficient is negative somewhere, choose a smooth test function supported in a negative interval; its quotient is negative. For sufficiency, let be the positive Sturm-Liouville operator with Dirichlet boundary conditions and let multiply by . The generalized mode equation is equivalent to the compact operator and self-adjoint operator problem . The negative test quotient guarantees a negative eigenvalue and therefore a growing solution . This argument remains valid when the coefficient changes sign, without incorrectly assuming a positive weight in Sturm-Liouville theory.
Thus, for any fixed nonzero vertical wavenumber,
Equality is marginal. When , the incompressible flow constraint and both rigid-wall conditions force the radial velocity to vanish, so that special case has no radial interchange mode. When the field vanishes, the coefficient reduces to , recovering the Rayleigh centrifugal stability criterion.
For a Keplerian disk, . If , the toroidal interchange field threshold in a thin Keplerian disk is
For ordinary radial gradients on the scale , the Alfvén speed must therefore be comparable to the orbital speed. A field on the gas pressure scale has in a thin disk, and cannot normally meet this condition. Exceptionally sharp field gradients must be evaluated with the exact derivative criterion; the orbital-speed estimate is not independent of the field length scale.
This is a toroidal magnetic interchange driven by the field/current distribution, opposed by restoration set by the radial epicyclic frequency. It is not the usual weak vertical-field magnetorotational instability. In the vertical-field problem, a nonzero bends magnetic field lines and couples displaced fluid elements, allowing decreasing to supply rotational kinetic energy even when . Here the axisymmetric perturbation has no scalar variation along the purely toroidal background field, and no such weak-field coupling: a sufficiently adverse toroidal-field gradient, rather than merely , is required. Both are magnetic disk instabilities, but their available energy and instability criteria differ.
Take a dense lower layer and write . In the Boussinesq approximation the fractional density difference is small; use the reference density in inertia and retain the difference in buoyancy. The one-layer model additionally treats the ambient as much deeper, with negligible distributed horizontal inertia away from the head. The shallow water approximation requires depth small relative to the horizontal variation length, small vertical accelerations, nearly hydrostatic pressure, and an approximately depth-uniform horizontal velocity. Neglect mixing, viscosity, bed friction and rotation. A slowly varying rectangular channel allows cross-sectional averages without large lateral separation.
A slice of width contains volume . Its outgoing volume flux is , so volume conservation gives . The integrated hydrostatic excess pressure is . Pressure on the sloping side walls contributes to the longitudinal force. The conservative momentum equation is therefore
Use the volume equation to simplify it. The resulting shallow water equations are
Omitting the wall force would incorrectly introduce a width term into the material acceleration equation.
For the principal matrix is . Its eigenvalues are , where . For they are real and distinct, so the system is strictly hyperbolic. It degenerates at a dry front. From the volume equation, . Combine this with the momentum equation to obtain the variable-width shallow-water characteristics:
In a constant-width channel are Riemann invariants along the corresponding characteristic curves; with varying width they satisfy compatibility equations with a source term.
Write , , and use the usual reduced rigid-recoil representation , with zero initial recoil and a smooth stroke returning and to zero. For this representation,
Define the fluid impulse and its first moment by
The force law from part (i) gives, by integration by parts,
These are the endpoint momentum flux in elongated-body recoil. Put
The endpoint quantities are needed in addition to the integrals unless further end-shape assumptions are made. Lateral force and yaw torque balance are
Expanding gives the requested simultaneous second-order equations, with the retained endpoint fluxes:
Substituting and integrating once from the initially straight, unrecoiling state yields
These are first-order coupled equations for with known forcing.
The claimed mass-independent final angle requires a qualification. Let
After the stroke, and . If the post-stroke dynamics are stable, the first-order system relaxes to
Let . Solving this two-by-two system gives
This is quadratic-bend turning with finite body mass. At the limiting state , so . The forward velocity is in the chosen direction, and its lateral component has precisely the body's slope: the fish glides parallel to itself. The angle is generally reached after a relaxation transient, not necessarily immediately at .
The advertised result is obtained in the thin-body approximation that neglects relative to fluid added mass, or in the special geometry :
For example, take negligible nose added mass and nonzero tail added mass , so . In the zero-body-mass approximation, the post-stroke equations for are homogeneous. The inertia matrix is positive definite by Cauchy-Schwarz inequality, and
The two eigenvalues of therefore have positive real parts: their sum and product are positive, whether they are real or conjugate. For the transient decays, proving parallel gliding and the displayed turn in this approximation.
With finite , the angle is not a consequence of the printed force law for arbitrary . A concrete stable counterexample uses , , and . Then , , , , , and . Hence
which differs from for positive body mass. This example has positive determinant and positive matrix trace of the relaxation matrix. Another immediate check is that if both endpoint added masses vanish, integrating the force law conserves total lateral momentum. A finite-mass fish cannot then end with and a nonzero new transverse velocity. Thus endpoint and inertia assumptions cannot silently be omitted.
If is literally the centre of mass position of a deforming body, use a mass-centered deformation rather than the raw quadratic. For body mass density , its mean is , with ; in the slender approximation . The reference translation above is then . Likewise the active angular momentum contains , where , which vanishes for symmetric mass distribution. These corrections modify derivative forcing during the stroke. Since the shape and its time derivative return to zero, they do not remove the finite-body-mass qualification of the final impulse relation.
The principal physical limitations are small slopes and small total turning angle, prescribed approximately constant forward speed, slowly varying slender geometry, and neglected viscosity, separation and detailed three-dimensional wake interactions. Fast large-amplitude C-starts need more than this linear theory. Neglecting body mass is most reasonable for a laterally thin body whose crossflow added mass greatly exceeds its displaced mass. Stable relaxation also requires an appropriate tail/end geometry; it is not guaranteed for every added-mass profile.
The unperturbed sinusoidal cellular flow has
Its stream function is a first integral, so each trajectory lies on a level set of . This planar autonomous Hamiltonian flow has one degree of freedom and its conserved quantity reduces motion on regular levels to a quadrature: this is its integrability. The central cell has closed streamlines; the zero level is the grid of separatrices.
Solving both components of gives saddle equilibria at and center equilibria at . In the specified open square, the saddles are and the only interior center is . Centers at the outer square's corners are on its excluded boundary.
At a saddle the Jacobian matrix is with . If is even, the horizontal branches are unstable and vertical branches stable; if it is odd, those roles reverse. The branches extend along and and connect neighboring saddles as heteroclinic orbits. For example the bottom boundary flows from to , the right boundary from to , the top boundary from to , and the left boundary returns to . A connecting branch is unstable relative to its departing saddle and stable relative to its arriving saddle.
At a center the Jacobian matrix is , where now . Its eigenvalues are . The local definite extremum of surrounds it by closed streamlines, giving a neutrally stable center, not an attracting equilibrium. Central circulation is counterclockwise and adjoining cells have alternating circulation.
Figure 1.
Unperturbed cellular streamlines, four interior saddles, and stable and unstable branches
. Details.
Use the usual minor and major symmetries of the elastic stiffness tensor, positive density, and strong ellipticity in elasticity. For the plane elastic wave , substitution into momentum balance gives the acoustic tensor problem
The major symmetry makes a real symmetric matrix. Moreover for nonzero under strong ellipticity in elasticity. Hence its three eigenvalues are positive and the three positive wave speeds are real. Symmetry alone proves only reality of : an unstable isotropic tensor with negative shear modulus has negative transverse . The requested reality therefore uses stability as part of the physical elastic-solid assumption.
The elastic slowness surface consists of three sheets, with , satisfying
It is centrosymmetric. Sheets can meet at degenerate polarizations; they need not be spherical or convex in an anisotropic solid. The group velocity is normal to the corresponding smooth sheet: for a sheet tangent , differentiation of gives . The coefficient vector is proportional to the group velocity, so its scalar product with every tangent vanishes.
Fix horizontal slowness and put . Define
The symbol on a tensor index is an index, whereas is a horizontal slowness component. The vertical slowness equation is the vertical slowness sextic of an anisotropic solid
The leading coefficient is , so it is a degree-six polynomial with real coefficients. Nonreal roots occur in conjugate pairs, leaving between zero and six real roots counted with multiplicity. Generically the counts are ; a grazing repeated root can give an odd count of distinct real roots. Geometrically these are the intersections of a vertical line of fixed horizontal slowness with the three sheets.
All four generic counts are actually possible in a stable material. For example, take and orthotropic Voigt stiffnesses
The stiffness matrix is positive definite. For horizontal slowness , the three diagonal acoustic equations are
The choices give respectively six, four, two and zero real vertical roots.
For the general depth-dependent amplitude, substitution of the horizontal harmonic factor yields
For six simple roots , choose nonzero null vectors of the corresponding matrix. The complete solution is
Complex vertical roots give evanescent waves. At defective repeated roots the usual polynomial-in-depth factors multiplying exponentials must be included, or the solution can be defined by a limiting procedure.
To classify the modes, take positive downwards and . The reduced traction for a mode is
Mechanical energy crosses a plane at rate . Averaging the real harmonic fields uses . With velocity amplitude and traction amplitude , the time-averaged vertical acoustic energy flux is
For a real propagating mode, write its physical wavevector as . Differentiate in . The derivatives of cancel by the eigenvalue equation, while . Thus its vertical group velocity and flux are
Thus the elastic mode classification by vertical energy flux is upgoing if , downgoing if . In anisotropy, the sign of vertical phase slowness alone need not classify energy propagation. For evanescent modes, select for decay into a downward half-space and for decay into an upward half-space. Away from grazing and degeneracy, continuation from zero horizontal slowness, with a small radiation damping if needed, separates three outgoing modes on each side. Superpose only the appropriate three to construct the most general upgoing or downgoing field; limiting modes handle exceptional cases.
For a free surface at with solid occupying , let be a unit-amplitude incident upgoing mode. The reflected field consists of the three downgoing propagating or depth-decaying modes:
Frequency and horizontal slowness are common to all modes, by translation invariance of the surface. Zero surface traction imposes the three equations
Hence the free-surface anisotropic reflection amplitudes are
whenever is invertible. This specifies mode conversion as well as reflection. If is singular, a nonzero outgoing homogeneous surface mode exists; these are surface-wave poles, including Rayleigh waves in the isotropic case. At such parameters one must use the appropriate limiting radiation solution and check solvability instead of assuming a unique finite inverse.
The linearization of this reduction of the FitzHugh-Nagumo model at its trivial equilibrium point is
A double zero eigenvalue requires both the constant and linear coefficients to vanish. Hence the codimension-two point is
There the polynomial is . The kernel of a linear map of is one-dimensional, so its zero eigenvalue has a nontrivial size-two block in Jordan normal form. This is a reflection-symmetric double-zero point of Bogdanov–Takens bifurcation type, with one stable direction; the nonlinear coefficients are computed below rather than assumed.
A simple zero eigenvalue occurs on , except at . The odd symmetry of the vector field gives a pitchfork bifurcation. Near this curve the critical eigenvalue is
For the other two eigenvalues are stable: this is a supercritical pitchfork bifurcation as decreases through . For it is a subcritical pitchfork bifurcation in the center direction, with an already unstable transverse direction.
For a Hopf bifurcation, factor the characteristic polynomial as . Comparing coefficients gives
Thus the trivial branch has the local bifurcation curves
The second curve is a Hopf bifurcation with a stable third eigenvalue. The Routh-Hurwitz stability criterion gives the stable trivial region , . Its Hopf bifurcation is subcritical. To check the sign, normalize the critical right eigenvector by and put
The second component of the normalized left projection is . There is no quadratic term at the origin, and the cubic derivative in the second component is . The cubic Hopf coefficient is therefore . A small repelling periodic orbit lies on the stable-origin side. The diagram also includes the nonzero-branch information derived next.
Figure 1.
Local bifurcation curves and equilibrium stability in the positive c-d plane
. Details.
At conduction, and have stable eigenvalues and . The remaining linearization on is
Its characteristic polynomial is , where
Consequently the steady threshold is . The symmetry , with unchanged, gives a generic pitchfork bifurcation, whose forward or backward direction is determined below. At threshold the other two critical-block eigenvalues satisfy , where . They are stable if ; if there is already one unstable transverse direction. Degenerate zero cubic slope requires higher-order analysis and is not a generic pitchfork.
At a Hopf bifurcation, , . Solving the coefficient equation gives
For physical the oscillatory threshold therefore exists exactly when and . The conduction double-zero criterion for five-mode magnetoconvection gives
At this Bogdanov–Takens bifurcation, the polynomial is and the zero eigenspace is one-dimensional. For conduction first loses stability at the steady threshold; for it first loses stability at . For no positive- double-zero or oscillatory threshold exists. These conclusions also follow from the Routh-Hurwitz stability criterion, and . The Hopf bifurcation is transversal since ; its nonlinear criticality is not required by this linear onset calculation.
The equilibrium points satisfy , . For there are none. For set . The Jacobian matrix is
The positive equilibrium point is always a saddle equilibrium. At the determinant is , so it is stable for and unstable for . The discriminant distinguishes a node from a focus; its zero does not destroy hyperbolicity and is not another local bifurcation curve.
The local bifurcation curves are
At the linearization has a double zero eigenvalue and is nilpotent, giving a Bogdanov–Takens bifurcation. For on , solving the local center manifold gives , displaying the saddle-node bifurcation. For the nonsaddle branch born at positive is attracting; for it is repelling. On the Hopf curve the angular frequency is . The permitted subcritical Hopf bifurcation creates a repelling periodic orbit on the stable-focus side .
A local analysis alone does not say how far that periodic orbit extends. The global calculation below supplies the additional division of the stable-focus region. The complete nearby phase portraits and the leading global curve are shown together here. The flow has no closed periodic orbit, since a closed orbit would have index one and hence enclose an equilibrium point.
Figure 1.
Local and saddle-loop bifurcation curves with four nearby phase portraits
. Details.
At the saddle equilibrium , put . The two eigenvalues and saddle index are
On the nearby saddle-loop curve, . Therefore , with the more explicit expansion
The positive saddle quantity makes the loop repelling. In a transverse section its leading return map has the form ; its derivative grows without bound as . This is the mechanism by which a positive saddle quantity makes a nearby saddle loop repelling. It agrees with the repelling periodic orbit coming from the subcritical Hopf bifurcation, rather than predicting an attracting cycle at the collision.