The phase plane system is , . Its equilibrium points are for every integer . At such a point the Jacobian matrix and characteristic equation are
For even , the equilibrium point is a stable focus for , with eigenvalues ; it is a stable node for , with two distinct negative real eigenvalues. The excluded value gives the repeated critical case.
For odd , the eigenvalues are . One is positive and one negative, so each is a saddle equilibrium for every . These classifications follow from the linearization of a dynamical system, since all the relevant eigenvalues have nonzero real part for . The even equilibria remain hyperbolic at too, although their linearization then has a repeated eigenvalue; that critical case is excluded from the requested classification.
At a positive spatially homogeneous equilibrium point, and . Hence . The reaction Jacobian matrix there is
The two-dimensional Routh-Hurwitz stability criterion gives strict linear asymptotic stability for , and instability for .
For a spatial mode with , the reaction-diffusion linearization is . When , its trace is negative for every , while
A growing mode exists precisely when this quadratic is negative at some . Its minimum must occur at positive , and must be strictly negative, giving
With , the latter inequality becomes . Selecting the root compatible with yields the Turing instability threshold
The unstable band is
On a bounded domain a boundary condition must permit a mode in this band. Equality at the threshold gives a neutral mode, not positive growth.
At , the homogeneous linearization has purely imaginary eigenvalues, so it is not strictly linearly asymptotically stable. If “stable” is read as nonlinear stability, the boundary deserves attention. Put , , and , . The exact equations give , , where ,
Expanding through cubic order, cancels the quadratic displacement. The correction from the quadratic change in also integrates to zero, because it is proportional to . Since , the Poincaré return map is
This cubic return-map stability of a weak focus shows that is a weak attracting focus. The strict linear range used in the Turing instability calculation is ; the positive homogeneous equilibrium is also nonlinearly asymptotically stable at the boundary . For that boundary, for every nonzero spatial mode. The same strict Turing instability threshold and unstable band therefore also apply there, with the homogeneous mode understood through nonlinear stability.
Linearize about the flat interface at rest, , . Both potentials still satisfy Laplace equation, now on the fixed strips and , with the same rigid-wall conditions. Discarding products of perturbations and evaluating the interface conditions at gives
For a normal mode proportional to , the vertical profiles satisfy , the interface velocity is , and the wall-normal derivatives vanish. Smallness of the amplitude relative to wavelength and layer depths justifies this linearization.
Write . In a small radial patch with disturbance scale much smaller than , the leading disk diffusion equation is . Taking the linearization around a uniform surface density gives
For a local Fourier mode ,
because has . Thus the effective density diffusion coefficient is negative and the disk has a viscous instability of an accretion disk.
A localized overdensity is a maximum of but a minimum of . At its center , so : it grows. The local radial mass flux is proportional to , directing matter toward that minimum from both sides. This is the physical feedback: an overdense patch has a smaller viscous torque in an accretion disk and attracts further accumulation. The arbitrarily rapid growth in this ideal negative-diffusion model is not a resolved prediction below the validity scale of the thin-disk and local viscous closure.
Use the complete system in the PDF: the TeX omits . Both coordinate axes are invariant, and the equilibrium points are , and . The Jacobian matrix is
At its eigenvalues are , and at they are : both points are saddle equilibria. At the coexistence point,
Thus the interior point is a stable spiral. The nontrivial nullclines are and : increases below the first and decreases above it, while increases to the right of the second and decreases to the left. The rotation near coexistence is counterclockwise.
Figure 1.
Trajectories of a predator-prey system
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A local linearization by itself does not prove that every interior solution has the same limit. For this logistic predator-prey model, let and use the Lyapunov function
The inequality makes nonnegative, with equality only at coexistence. Its sublevel sets are compact inside the positive quadrant, because diverges both at the axes and at infinity. Direct differentiation cancels the predator-prey cross terms and gives
On one has , and remaining there requires . The largest invariant subset is therefore the coexistence point. The LaSalle invariance principle proves
On , decays as toward the origin. On , the logistic differential equation takes every to one. The origin itself stays fixed. These boundary trajectories are the exceptions to the interior convergence statement.
Use linearization around Minkowski spacetime after constant rescaling of : set , , . To first order,
Hence is affine in , while is the freely propagating profile. The affine transverse trace in a diagonal linearized plane wave is pure gauge: it has zero linearized curvature and is locally a coordinate artifact. To see this without imposing extra boundary conditions, use a first-order linearized coordinate gauge transformation , with
The changes cancel and the remaining time/longitudinal changes are proportional to . The transverse perturbation becomes
with all time and longitudinal components zero. It is a transverse-traceless gauge plane gravitational wave travelling in the positive -direction, with plus polarization and no cross polarization in these transverse axes.
For freely falling nearby particles, geodesic deviation gives opposite transverse tidal accelerations, since and in vacuum. Thus the transverse geodesic deviation eigenvalues have opposite signs; the stretching and compressing roles interchange when the curvature profile changes sign. If as well, there is no linearized tidal wave: that special profile is also locally flat to this order. The exact diagonal metric describes a fixed transverse polarization through its opposite vacuum curvature eigenvalues; the linearized calculation identifies it as plus relative to the chosen axes.
Write for the constant isothermal sound speed squared and for the constant Alfvén speed squared. The horizontal magnetic field has no vertical magnetic tension; magnetostatic equilibrium is
Consequently the magnetized isothermal atmosphere has
The sign of specifies the orientation of the magnetic field. The adiabatic sound speed is , also constant.
For the proposed normal mode, let , , and temporarily write for its constant complex amplitude. The divergence amplitude is . Using and , the Eulerian and Lagrangian fluid perturbations give
Since , the magnetohydrodynamic total pressure amplitude is
The vertical derivative of is . For the magnetic tension perturbation, the terms proportional to from and cancel, leaving
Thus the linearization really reduces to the constant-coefficient eigenvalue problem
For a static ideal magnetohydrodynamics equilibrium with conservative gravitational acceleration, the magnetohydrodynamic energy principle gives a Hermitian operator for the restoring force in the mass density weighted inner product, provided the surface terms vanish. The factor removes the exponential mass density weight. This can be checked directly, without assuming stability: set , , and . Then , where
This is a Hermitian matrix for real and real positive . Therefore every squared frequency is real; negative values give exponential growth, rather than an oscillation with a complex squared frequency. In an infinite atmosphere these are generalized plane waves, not finite-total-energy global modes.
At and , the equation, after cancelling its magnetic terms, gives . For nonzero magnetic field, the equation also gives . Substituting and then yields
For a nontrivial mode ; otherwise these equations and force every component to vanish. Substitution in the vertical equation gives
For example, the determinant provides an independent check:
To prove the claimed “if and only if”, rather than merely locating a zero eigenvalue, use the magnetic buoyancy energy criterion
If , every term is nonnegative, so all eigenvalues are nonnegative for every wavevector, including . If , choose , any fixed , and , , . The first two squares vanish; the remaining value is
which is negative for sufficiently small nonzero . The Rayleigh quotient of this displacement is therefore negative, proving a negative eigenvalue and an unstable normal mode. This uses precisely the assumption that boundary conditions do not exclude the chosen wavelengths. Equality is a neutral threshold, not exponential growth.
Finally the plasma beta is . Hence
The magnetic field is assumed nonzero in the marginal-mode elimination and in the finite expression. The positive-sound-speed, nonmagnetic limit remains covered by the energy identity; for the usual it is stable. Parker instability occurs because magnetic pressure supports part of the atmosphere's weight while the gas can drain along gently bent magnetic field lines. The resulting buoyant displacement can release Newtonian gravitational potential energy; choosing long wavelengths along the magnetic field makes the stabilizing magnetic tension small. The completed-square calculation quantifies this competition, including the adiabatic process restoring force.
The separation of the two bodies is , as is fixed by the supplied Kepler third law . The phrase “orbit of radius ” cannot denote the first body's distance from the center of mass in that formula.
Expand the companion's Newtonian potential of a point mass about the first body's center. The constant term produces no force; the linear term produces the uniform acceleration of the center and disappears in the translating frame. The leading differential acceleration therefore comes from the quadrupolar tidal forcing
where points toward the companion. It is a degree-two solid spherical harmonic. For a circular nonrotating-frame orbit, its time-dependent components have and frequency , because the squared direction cosines repeat twice per orbit. There is also a static component. The real part of one complex harmonic represents the pair of time-dependent components; its normalization and orientation are absorbed into the order-one coefficient . This gives and . The expansion is the leading term for small; spin is being neglected.
For a forced potential flow with the same temporal frequency, the Euler momentum equation becomes
Use . The surface gravity perturbation of a uniform-density sphere is unchanged, as is the vanishing Lagrangian pressure perturbation boundary condition. Integrating the equation and applying that condition gives
Since , the real surface displacement is
Indeed , so the normalization is consistent. This is a particular forced response away from the resonance; arbitrary free normal modes can be added.
Put and . The tidal resonance of a stellar oscillation condition is , hence
The resonance gives for finite nonnegative , with actual forcing requiring . At exact resonance the undamped linearization has no bounded response at the forcing frequency: the time-domain particular solution grows proportionally to times a sinusoid. Thus the frequency-response formula has a pole, rather than describing a finite resonant displacement. Away from that pole, linearization requires the displayed surface displacement to be small compared with ; the leading quadrupolar tidal forcing approximation separately requires small.
Choose the positive-frequency branch and real radial amplitude . The azimuthal amplitude of the inertial-acoustic wave is , so taking real parts gives
For , . Thus, to leading long-wavelength order,
The quarter-cycle phase shift and the factor are the epicyclic motion relation in a Keplerian shearing sheet. This approximation drops the small frequency detuning; over times that phase approximation is not uniform. The associated fractional surface density of a disk perturbation is , so linearization also requires . The source's arbitrary real sets the wave phase/amplitude within that small-perturbation regime.
Use , , , and . Work along a sufficiently regular direct trajectory satisfying the given constraints. The zero spatial mean of the scalar field is conserved by incompressible flow, impermeable walls and zero scalar flux, so minimizing is equivalent to minimizing scalar variance, up to the fixed domain volume.
The printed functional fixes the initial state to a candidate ; it contains no term that enforces its kinetic energy. For the optimization over that candidate, add the real Lagrange multiplier constraint
Equivalently, one can restrict all control variations to the sphere in a normed vector space of fixed kinetic energy. This term changes the initial-control optimality condition, not the interior adjoint equations.
Let , and . Linearization of the momentum and scalar transport residuals gives
Both appearances of the perturbation velocity in the nonlinear momentum term have been differentiated. In particular, the coefficient is the gradient of the total velocity, not just the base shear.
For the negative-constraint convention of the functional, integration by parts gives the interior coefficients of as
Thus the adjoint equations for Boussinesq scalar mixing are
The transpose is essential: the th component of is . The coupling transposes advection of the scalar by a velocity perturbation; transposes buoyancy feedback. Dropping the latter would give a passive scalar adjoint, not the active scalar problem.
These equations are integrated backward, not forward. If , they read
with direct coefficients evaluated at . Both terms from the diffusion equation now have the usual forward sign in . A direct-adjoint looping method stores or reconstructs the forward trajectory, solves these equations backward, and uses the initial adjoint as the control gradient. The endpoint and fixed-energy conditions below give necessary conditions for a local optimizer, not a global optimality theorem.
Introduce specific heat capacity , latent heat per unit mass , and . Write the prescribed convective heat flux as , where
There is a dimensional convention to specify: with measured in and dimensionless , this printed expression makes a heat transfer coefficient only if is kinematic viscosity. If denotes dynamic viscosity, the numerator needs instead. The question says only “viscosity”; use the consistent kinematic interpretation, or equivalently the corrected dynamic formula. The following balances apply to either convention once has units .
For a thin lava lake crust with a linear temperature profile, Fourier's law gives the outward conductive flux . The Stefan condition balances it against upward thermal convection and freezing, while the well-mixed liquid loses the convective flux and gains radiogenic heating. To leading order in the radiogenically heated lava-lake crust model is
The fixed surface temperature already incorporates radiative cooling, so no extra radiative loss is added to the interior balance. The linear conductive profile is interpreted as a quasi-steady approximation, so sensible-heat storage within the crust is not evolved. Thinness alone does not establish this approximation: rapid thermal adjustment in the crust is also needed, for example a small Stefan number during the initial conduction-driven growth. Replacing the liquid depth by and retaining the moving liquid-volume enthalpy would introduce thin-crust corrections: the requested constant-temperature branch refers to the leading model above. A transient thermal profile in a thick or newly nucleating crust would require the full Stefan problem, rather than this linear-profile closure.
Using the thermal diffusion time , define
The three independent dimensionless parameters are the convective-conductive coefficient , the heating parameter , and the Stefan number . For positive the evolution equations become
where prime denotes . Temperature has the exact solution
Consequently the unique constant-temperature initial condition is
At this temperature, the convective flux equals the column's radiogenic heat production. Starting with no crust, the constant-temperature lava-crust growth law is obtained by separating :
The crust grows towards , or , where conduction carries all the radiogenic input. The logarithm makes reaching this equilibrium take infinite time. For an initial thickness , subtract on the same side of the equilibrium; the corresponding antiderivative uses on either branch. The thin-crust description through equilibrium requires .
For general initial temperature, the full early and intermediate history is specified by the exact temperature above and one scalar ordinary differential equation. A particularly convenient integral formulation for an initially bare surface is
This removes the infinite initial derivative of . The right-hand side points into at zero, and is decreasing in when ; two nonnegative solutions therefore cannot separate, which gives uniqueness. Its solution, together with the temperature formula, determines the entire model evolution and can be computed without a phase-boundary search. The early expansion follows by substitution:
The dimensional leading crust thickness is . Thus hotter liquid reduces the first correction to conductive crust growth, whereas colder liquid permits more rapid thickening.
If , the temperature decreases and the instantaneous stationary lava-crust thickness increases towards . Starting from zero, the crust always remains below this rising curve: at a first contact but , so it cannot cross from below. Hence hot-start crust grows monotonically. It also stays thinner than the constant-temperature solution: the early expansion puts it below, and at a proposed first crossing their derivative difference is , preventing crossing from below. If , the temperature increases and the instantaneous stationary lava-crust thickness decreases. The crust stays thicker than the constant-temperature solution by scalar comparison, but it may cross the decreasing , reach a maximum and subsequently melt back towards . Such overshoot is possible, not inevitable; the two relevant relaxation rates are and . The numerical plot uses , , , so crust adjustment is faster than temperature relaxation and the cool-start example does overshoot:
Figure 1.
Lava temperature and crust thickness
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The curves use and initially . They solve the complete reduced time-dependent equations, rather than replacing the moving stationary thickness by the actual crust. At late times, set , ; linearization gives . For ,
At equal rates the forced term is . In particular, slow warming with approaches equilibrium from a thicker crust, explaining the plotted remelting. These long-time expressions describe the linearized response; nonlinear corrections can have their own faster exponential rates. All predictions are restricted to , nonnegative liquid superheat, and the assumed vigorous-convection flux law. If crust growth violates those conditions, the reduced model must be replaced rather than extrapolated to total freezing.
Assume . The symbol in this part is the convection roll amplitude, not the Rayleigh number of the previous part. Set for the algebra. The periodic boundary condition requires and modulation wavenumbers . The conserved-field equation preserves the imposed zero mean of , since the integral of an derivative over a period vanishes.
Equating the coefficients after linearization of the convection amplitude coupled to a conserved field gives
The conjugate sideband is needed because the variation of couples a perturbation to its complex conjugate. Put , . The linear operator on is
Its characteristic polynomial, expressed conveniently without expanding every coefficient, is
At it has roots . The phase root is neutral; the uniform root is excluded by the prescribed zero-flux-perturbation mean. Nonzero arbitrarily long-wave modes remain allowed on a sufficiently large domain. For fixed , the two roots tending to zero have at simple limiting roots. Dividing the polynomial by yields
Repeated limiting roots may require a further expansion, but do not affect the strict instability criterion. If , the constant term is negative and the two real roots have opposite signs. The positive root gives a growing long-wave sideband instability. Using gives
This is sufficient for instability when a sufficiently small nonzero allowed is available. It is not an unconditional instability theorem for every fixed finite period. For example , , , satisfy the inequality, but the nonzero allowed obey . Their roots are and , all negative. The prescribed zero mean removes the uniform flux root and the remaining uniform phase is merely neutral. The corrected conclusion is the long-wave instability with a conserved mean field, with domain size and mode availability stated.
Write for the height of the filling-box first front above the floor and for the upward plume volume flux crossing it. Neglect the plume's horizontal area compared with , use the Boussinesq approximation, and measure buoyancy relative to the initially unmodified ambient. The first front separates fluid already modified by plume discharge from the unmodified fluid below; the entire upper region need not be uniformly mixed during an unventilated filling box model transient.
A finite injected volume flux cannot enter a hermetically sealed, fixed-volume room under the incompressible flow assumption. If , an equal overflow or exhaust is needed. Taking that exhaust at the ceiling, volume conservation of the region above the front gives
The source volume flux is subtracted because only entrained room fluid is removed from the initially unmodified region. The printed pure plume law has , so it cannot be an exact finite- source law down to the physical floor. In the far field where , or for a heat source whose injected volume flux is negligible, it gives
Here is when the plume discharge first reaches the ceiling. Retaining while using the far-field law gives only while that law remains a valid approximation; it must not be extrapolated to predict negative plume entrainment. A plume virtual origin below the floor is one way to match a nonzero source volume flux.
For displacement ventilation, let be the total ceiling exhaust, the total buoyant-source volume flux, and the separate ambient inflow into the lower layer. Volume conservation and the upper-layer buoyancy flux balance give
The ambient inflow has zero reference buoyancy. In the ideal two-layer closure the upper layer is uniformly mixed with reduced gravity , and the lower layer has zero reference buoyancy. The plume supplies the upper layer while lighter upper-layer air is removed at the ceiling. An interface is driven downward when and upward when ; since , its equilibrium is stable.
In the negligible-source-volume pure plume limit, identifying gives the intended one-source answer
The prescribed inequality makes , so both layers fit in the room. It does not, by itself, justify neglecting a finite source : the pure plume source region must also be small compared with , normally requiring . If denotes additional background ventilation rather than total exhaust, replace in both formulas by . If it is total exhaust, the separate ambient inlet carries . These conventions must not be mixed.
For independent equal axisymmetric pure plumes, adding their volume fluxes gives
Thus the conventional multiple-plume displacement ventilation calculation with negligible source volume flux and separate ambient ventilation gives
Splitting the buoyancy flux increases total fluid entrainment, so the same ventilation balances the plumes at a lower interface. The global buoyancy flux is unchanged, which leaves the upper-layer reduced gravity unchanged. Independence requires sufficiently separated sources and plumes that do not merge below the interface.
There is, however, a substantive problem with the literal source-volume specification in this paragraph of the PDF. It puts all through the buoyant sources, so and . For every positive interface height, entraining plumes have
There is no fresh ambient inflow to replace the lower-layer fluid being entrained. Consequently the stated positive steady two-layer configuration does not follow from those literal hypotheses. This is no steady displacement layer without ambient supply, not a small correction to the scaling. For example, a matched plume virtual origin gives
When , this yields . The unshifted answer equals the omitted in this case, so neglecting the source region cannot be justified. Also each source has reference buoyancy , already equal to the proposed upper-layer value; a steady positive plume cannot entrain zero-buoyancy lower fluid and still deliver that same value. The conventional answer is valid for a corrected arrangement with negligible-volume buoyancy sources and a separate ambient inlet, or with source flux and the remaining supplied directly to the lower layer. A real room may have other circulation or continuous stratification, but that requires a different model.
For the intended displacement ventilation model, reducing the exhaust to makes the new equilibrium
The interface initially descends since its old plume volume flux exceeds the new exhaust. In ventilated filling-box relaxation, writing and taking the linearization of the two balances above gives
As , the two decay times are
A dimensional analysis estimate of the full adjustment time is therefore
The interface adjusts on the shorter lower-layer scale; replacing the buoyancy stored throughout the upper layer is slower. Exact equilibrium is approached asymptotically, and a specified small relative tolerance adds a logarithmic factor. For the literal all-inflow-through-sources arrangement there is no positive two-layer equilibrium to return to; is only a flushing-scale estimate for a different, whole-room adjustment.