Eliminate the instantaneous Stokes flow velocity in favour of temperature. On a horizontal Fourier mode , the Stokes temperature-slaving operator maps to , where and . The temperature evolution has linear operator and bilinear map . Under the homogeneous thermal Dirichlet boundary conditions, is self-adjoint. Normalize its critical eigenfunction as and set ; the critical vertical velocity is .
At order , the critical eigenfunction equation gives . At order , the weakly nonlinear expansion contains the imposed second harmonic and the quadratic products of the critical mode: a horizontally uniform temperature correction proportional to and, in a general vertical-mode calculation, a second harmonic proportional to . These corrections are found by solving the noncritical boundary value problems, with homogeneous thermal data except for the imposed forcing.
At order , the method of multiple scales produces the slow derivative , the detuning term , and the two cross-advection terms involving first- and second-order fields. Project the component onto the adjoint eigenfunction using the vertical inner product. This is the solvability condition in the method of multiple scales: divide each resonant projection by . The detuning supplies with ; interactions of horizontal wavenumbers and permit with ; self-interaction through the slaved mean and second harmonic supplies . Other products have the wrong horizontal wavenumber. Reflection permits real coefficients with this cosine forcing. Thus the symmetry-allowed spatially forced convection amplitude equation is
There is a useful specialization that should not be silently missed. For the literal one-vertical-mode Stokes flow problem, the vanishing two-to-one forcing coefficient for Stokes convection makes at this order. To see this, write a positive second-harmonic forcing component as , incorporating the cosine's factor . Its coupling to the negative critical harmonic has projected integrand, apart from sign and its factor ,
The integral vanishes because at both plates, even though is nonzero. This proves the cancellation without solving the forced profiles. The permitted coefficient is therefore zero times ; symmetry alone does not establish nonzero phase pinning for the equations actually supplied.
The same normalization makes the remaining coefficients explicit. Since , . The quadratic second harmonic cancels for , while the uniform correction is . Projecting gives . Thus for the literal model and this temperature normalization,
A generic nonzero would require a nonvanishing projection in an amended physical model or a different forcing structure. It is still meaningful to classify the real-coefficient amplitude equation requested independently.
Write . Then and . These are a gradient flow for , so local minima give stable equilibrium points. At the origin the two eigenvalues are and . The origin has exponential asymptotic stability if , retains asymptotic stability with algebraic decay at , and is unstable if . At equality, obeys , since both linear coefficients are nonpositive. Integrating this inequality proves attraction even in the zero-eigenvalue direction.
For the stable nonzero equilibrium points are real; for they are imaginary:
The real branch has Jacobian matrix eigenvalues ; the imaginary branch has . The oppositely aligned branch, when it exists, is a saddle equilibrium. No mixed real-imaginary nonzero equilibrium is possible when .
For , the origin is stable for , with algebraic decay at zero. If , the circle is radially attracting. Each point has Lyapunov stability but has a neutral phase direction, so it does not have individual asymptotic stability; the circle has orbital stability. This is the literal model's unpinned family. The general nonzero- branches instead exhibit phase locking to one of two phases separated by .
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 are
The 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 gives
A 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 polynomial
This 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 convection
For oscillatory convection, set and equate real and imaginary parts. Eliminating yields
The 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 gives
For 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.
Figure 1.
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 is
with 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 is
Here 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.
The equilibrium equations are . For the fixed points are the origin, four axis points , and four diagonal points with independent signs and . The hypothesis ensures that is real. The Jacobian matrix has diagonal entries , and off-diagonal entries .
At the origin both eigenvalues are , so it is a stable node. At each axis point the eigenvalues are . At each diagonal point they are , along the radial and transverse diagonal directions respectively. Thus
The axes and diagonals are invariant lines. For the axis saddle points have stable directions transverse to their axes and unstable directions along them; the diagonal points are unstable nodes. For these roles switch: the diagonal saddle points have stable transverse directions and unstable radial directions, and the axis points are unstable nodes. Their stable manifolds separate trajectories attracted to the origin from outward-escaping trajectories. Symmetry gives the other quadrants.
For , the entire unit circle consists of equilibria. In polar coordinates and : every ray inside the circle moves toward the origin, and every ray outside moves outward. The circle has neutral tangential and unstable radial directions; its points are not isolated saddle points or unstable nodes.
All three phase portraits are shown below. The potential satisfies and , ruling out nonconstant periodic orbits. Blue curves show the saddle stable separatrices, integrated backwards from their local stable directions. The flow arrows and invariant lines, together with the equilibrium classification, specify the topology of the sketches.
Figure 1.
Phase portraits and equilibrium branches
. Details.
A fraction of adults survives each time step; is the adult mortality fraction. Adults produce larvae, which mature one step later with recruitment reduced by adult-dependent competition through . Eliminating larvae gives the second-order difference equation
At an equilibrium point, either or
Only nonnegative populations are admissible. At extinction the Jacobian matrix is and its characteristic polynomial is . Its positive root exceeds exactly when . For both roots have modulus less than ; at the roots are , so linearization is marginal. On the nonnegative state space extinction is still attracting at this equality: if two consecutive adult values are bounded by , the next is at most , with strict decrease away from zero; the maximum of two consecutive adult values strictly decreases after two steps whenever it is positive; continuity on its bounded state region then excludes a positive limiting maximum. Thus the extinction equilibrium point is unstable exactly when the positive equilibrium point exists, with equality understood through nonlinear rather than strict linear stability.
At the positive equilibrium point, the trace and determinant of the Jacobian matrix are and . The Jury stability criterion for requires , and . The strict linear stability analysis conditions are
For there is no upper bound on ; for the stable region is .
Figure 1.
Stability regions and equilibrium branches
. Details.
At the lower boundary , the positive equilibrium point merges with extinction, with a multiplier and slow recovery. At the upper boundary a multiplier reaches (the other is ), giving alternating adult/larval fluctuations. The nonlinear map confirms a supercritical period-doubling bifurcation, as follows. For , put and . A nonconstant period-two adult sequence satisfies and . Subtracting and adding these equations gives
Thus positive unequal values emerge for , with amplitude proportional to . The two larval phases are . If are the trace and determinant of the two-step Jacobian matrix, direct multiplication gives
At onset and , so the other two strict Jury stability criterion inequalities hold for sufficiently small positive . Hence just beyond the upper boundary, a stable period-two population cycle replaces the stable equilibrium. This is a local conclusion, not stability for arbitrarily large reproduction rates.
At the upper boundary itself, the positive equilibrium point is still locally asymptotically stable, despite its multiplier . To decide this equality case, apply the centre manifold theorem for a discrete dynamical system. Put and write the centre graph as with . If the reduced map is , its invariance equation is . Expanding the original recruitment map and this equation through cubic order gives
Consequently . The stability at a nondegenerate flip bifurcation criterion shows algebraic attraction on the centre direction; the transverse multiplier has modulus less than one. Including this boundary, the complete local asymptotic-stability condition for a positive population is therefore
The shaded figure shows the strict linear-stability region; its upper boundary adds this nonhyperbolic attracting case.
Demographic stochasticity near the lower boundary can lead to absorption at extinction; near the upper boundary it excites alternating fluctuations and can blur the deterministic period-doubling bifurcation. These qualitative predictions depend on the chosen stochastic recruitment and mortality rules.
A positive spatially homogeneous equilibrium satisfies and , giving
It exists iff . The reaction Jacobian matrix is
Thus linear stability analysis gives strict homogeneous stability precisely when
The boundaries are not included: at the linearization has purely imaginary exponents, and at the positive equilibrium ceases to exist.
For a mode , put . The perturbation matrix is . In the homogeneously stable region its trace is still negative, so a growing mode exists iff its determinant is negative:
This upward quadratic is negative for some precisely when
Such a Turing instability region is nonempty iff . The unstable band is
For a finite domain only the admissible boundary-condition wavenumbers in this band grow. The region shown below describes a continuous wavenumber spectrum.
Figure 1.
Homogeneous stability and diffusion-driven instability for d=4
. Details.
At onset the minimum of is zero and . On the threshold , substitution gives . Hence
This last expression is the threshold wavenumber; away from onset the fastest-growing mode need not coincide with the minimum of the determinant.
At an endemic equilibrium, , so . Substitution into the susceptible equation gives
These values are physically positive exactly when . The Jacobian matrix at this equilibrium is
Both eigenvalues have negative real parts, so the endemic equilibrium is locally asymptotically stable. Its decay exponents are
The regime means recovery is rapid compared with demographic replacement. For fixed away from the threshold, the exponents form a complex conjugate pair with frequency approximately . Hence
Strictly, oscillations require ; alone does not ensure this uniformly for every arbitrarily close to one or arbitrarily large.
Vaccinating a fraction of newborns replaces the susceptible input by . The effective basic reproduction number is , and the same calculation replaces by . Provided and the oscillatory approximation remains applicable, vaccination lengthens the oscillation period, because is smaller. Extremely near eradication the exponents become real and there is no oscillation period to extrapolate indefinitely.
The stationary equations are
Thus
always exist, and for there are also
The Jacobian matrix is
At its eigenvalues are , so it is a saddle for , a stable node for , and nonhyperbolic at . At they are , so it is a saddle for , an unstable node for , and nonhyperbolic at .
At , for , the characteristic polynomial is
The equilibria are stable for and unstable for ; they are foci when and nodes when , with a repeated-eigenvalue transition at equality. For the eigenvalues are purely imaginary. In that case the system is Hamiltonian with first integral
because and . The Hessian of is positive definite at and negative definite at , so nearby regular level sets are closed curves. Hence both nonhyperbolic equilibria are genuine nonlinear centers.
Finally,
For this has a strict constant sign throughout the simply connected plane, so the Bendixson-Dulac criterion proves that there are no periodic orbits. These results comprise the phase portrait of x dot equals two x times y minus a.
Adding the three equations of the SIRS model gives
so
At a fixed point, . The disease-free equilibrium is
For an endemic equilibrium , one has and . Conservation then gives
It exists with positive infected population exactly when
equivalently when the basic reproduction number exceeds one.
Eliminating yields
At the endemic equilibrium its Jacobian matrix is
Its trace and determinant are
Therefore the endemic equilibrium is locally asymptotically stable. It is a stable node when
and a stable focus when the inequality is reversed. Near a node, perturbations are sums of two nonoscillatory decaying exponentials. Near a focus, they execute damped oscillations with decay rate and angular frequency .
Write . When the system gives and . Choosing
makes positive definite and radially unbounded, while its orbital derivative is
The set is . A trajectory remaining there must also have , so its largest invariant subset is the origin. The LaSalle invariance principle therefore proves that the origin is globally asymptotically stable. In the phase plane, on and on ; every nonstationary trajectory crosses the nested level curves of inward and tends to the origin.
At an equilibrium point, and
Hence the origin always exists, while exist for . At the Jacobian matrix is
A stationary bifurcation occurs when a real eigenvalue passes through zero, hence on
A Hopf bifurcation requires zero trace and positive determinant. At the origin this gives
and on either nonzero branch it gives
Thus the Hopf locus consists of the negative -axis and the ray in the first quadrant; the stationary locus is the -axis.
Now set , write , and append . At the extended centre manifold for a parameter is tangent to the -plane, so put . Its centre-manifold invariance equation is
Under the ordering , solving through cubic order gives
This is the pitchfork bifurcation normal form: is stable for and unstable for , while the two stable branches emerge for . The bifurcation is therefore a supercritical pitchfork bifurcation.
The term makes locally autocatalytic, while increasing suppresses this production. Thus is the activator and is the inhibitor.
At a positive spatially homogeneous equilibrium,
Hence and , giving
The reaction Jacobian matrix there is
Because , the trace-determinant stability criterion shows that the spatially uniform reaction kinetics are stable exactly when
For a perturbation proportional to , put . Its growth rates are the eigenvalues of
The trace is in the reaction-stable regime, while the determinant is
A Turing instability occurs exactly when this upward-opening quadratic is negative for some . By the two-species diffusion-driven instability criterion, this requires
Together these reduce to
Thus the unstable region in the -plane lies below the straight line and to the left of .
Inside this region, the unstable squared-wavenumber band is
At the bifurcation boundary the two roots coincide, so
Substituting yields
A critical point of a dynamical system satisfies and , so the critical points are
The Jacobian matrix of the vector field is
At the origin its eigenvalues are . Moreover, has a strict local minimum there, so the origin is a stable center of a planar dynamical system. At either other critical point,
has eigenvalues , so both points are unstable saddle points. Their common value identifies the special separatrices shown below.
For , all component functions are continuously differentiable and the Jacobian matrix is
At a point , the first component cannot be differentiable: along the first coordinate axis its difference quotient contains , which is unbounded as . Therefore is continuously differentiable exactly at the points with .
Put . The noises required by a joint trajectory are and . Their independent Gaussian white noise weights give the joint path probability of an order parameter and its flux:
For the physically reversed path, is time-even and the transport flux is time-odd. Therefore , , and
The common factor includes the two noise normalizations and the midpoint Jacobian determinant. Its calculation must include both relaxation channels. On a finite spatial grid, let and represent the divergence and gradient, with the discrete Laplacian, and let be the Hessian matrix of at the midpoint of time step . Differentiating the two required noises with respect to the next configuration and the interval flux gives the Jacobian matrix
Using the Schur complement, its Jacobian determinant, apart from the path-independent power of , is
Reversal visits the same midpoint configurations in reverse order, so the product of these factors is unchanged. The joint time-reversal invariance of a path Jacobian therefore involves the complete relaxation operator .
Taking the action difference gives
Repeated component indices are summed. The second squared norm sums over both flux indices. This is mixed conserved and nonconserved order-parameter dynamics; reversing the order parameter history while leaving the flux unreversed would give the wrong probability ratio.
At an equilibrium point, and . If , the only equilibria are
Their Jacobian matrix is
At its eigenvalues are , and at they are . Hence for , is an unstable node and is a stable node; for , both points are saddles.
If , every point on each line and is an equilibrium. The line is transversely repelling because the nonzero eigenvalue is , while is transversely attracting because the nonzero eigenvalue is ; the tangential eigenvalue is zero on both nonisolated equilibrium lines.
At a positive spatially homogeneous equilibrium,
so
The Jacobian matrix of the reaction terms there is
The linear stability analysis of a two-dimensional system requires negative trace and positive determinant. Since , the homogeneous equilibrium is stable exactly when
For a spatial Fourier mode proportional to , put . The linearized matrix is
Its trace is still negative when , while
A Turing instability occurs for some exactly when this quadratic has a negative minimum. This requires
Writing , the second inequality reduces to . Hence, for continuously available wave numbers, the condition is
On a bounded spatial domain, one additionally requires an allowed wave number for which .
An interior equilibrium point of a dynamical system must satisfy
If , the unique candidate is
It belongs to precisely in either of the two cases
At this equilibrium the Jacobian matrix has determinant
In the first region the equilibrium has Poincaré index , so index considerations alone do not rule out a periodic orbit. In the second region it is a saddle equilibrium of index . Everywhere else there is no interior equilibrium, except at , where the segment consists of equilibria.
Every simple closed curve in the convex set bounds a region contained in . A periodic orbit has index , equal to the sum of the indices of the equilibria that it encloses. Thus a region with no equilibrium has total index zero, while the region with the single saddle has total index ; both contradict the index of a planar periodic orbit. At , a periodic orbit cannot cross the equilibrium segment and must lie in one of its two complementary convex regions, where it encloses no equilibrium, giving the same contradiction. Therefore index considerations exclude periodic orbits except possibly when
The fixed-point conditions are
On they give and the disease-free equilibrium . An interior fixed point requires , so it exists only for ; substitution in the first equation gives the endemic equilibrium
The Jacobian matrix is
At its eigenvalues are and . Hence is asymptotically stable for and a saddle point for . At the endemic equilibrium, the equivalent coordinates give eigenvalues and , so it is a stable node whenever it exists. The origin is unstable because every solution with has .
For the phase portrait, the line is invariant and points toward . Also
so trajectories move toward the line . If , then throughout the interior and every nonzero solution approaches . If , the additional infective nullcline is the ray ; increases below this ray and decreases above it, and every trajectory with approaches . At the disease-free and endemic branches exchange stability in a transcritical bifurcation.
A fixed point satisfies
The branch with is
Every other fixed point can be parametrized by its -coordinate:
Equivalently,
The pair exists for , and the pair for .
The Jacobian matrix is
On its eigenvalues are and , so this branch has a nonhyperbolic equilibrium at and . On a nonzero- branch,
which vanishes at , hence at and . The three bifurcation values and locations are therefore
At put and write the centre manifold as . Its centre-manifold invariance equation is
It gives , and hence
This is the pitchfork bifurcation normal form with stable nonzero centre branches for : the bifurcation at is supercritical.
At put and . Then
Again , so
The nonzero centre branches exist for and are unstable in the centre direction, whereas is centre-stable there. Thus the bifurcation at is a subcritical pitchfork bifurcation with reversed normal-form parameter.
Finally fix and put
The translated system is
The extended centre manifold has
and therefore
This is the saddle-node bifurcation normal form. For there are two nearby fixed points, which coalesce and disappear at . The complete reductions are recorded in the Extended centre-manifold reductions of the 2019 Cambridge reflection-symmetric system.
The Jacobian matrix at the origin is
Its eigenvalues are
Thus, when , the origin is a hyperbolic repelling spiral. By part (ii), every forward trajectory is eventually trapped in a compact disc. For the hypothesis says that the origin is the only equilibrium; choose any nonstationary trajectory sufficiently close to it. Its omega-limit set is nonempty and compact, and it cannot contain the repelling origin. The Poincaré-Bendixson theorem then says that this omega-limit set is a periodic orbit. Combining the restrictions gives
Eliminate to obtain the two-dimensional autonomous differential equation
Its Jacobian matrix at the endemic equilibrium is
Since ,
The trace-determinant stability criterion shows that both eigenvalues have negative real part. The Endemic equilibrium of the SIR model with waning immunity is therefore locally asymptotically stable.