Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 79 / 4

Use the method of multiple scales, $T=\epsilon t$, and write $x_0=A(T)\cos \psi$, $\psi =t+\theta (T)$. At first order,Removing the fundamental secular terms gives the averaged amplitude for position-dependent damping:where the brackets mean a full-period average. The initial conditions set $A(0)=1$ and $\theta (0)=0$ at leading order. For quadratic damping, $⟨{\sin }^2\psi ⟩=1/2$ and $⟨{\cos }^2\psi {\sin }^2\psi ⟩=1/8$, givingThus the Van der Pol amplitude evolution yieldsThe leading amplitude approaches the stable value two. The small initial-velocity discrepancy introduced by the slow amplitude derivative is removed by the first-order correction and does not affect this leading approximation.

For $f(x)=\sin x$, the period average $⟨\sin (A\cos \psi ){\sin }^2\psi ⟩$ vanishes: a half-period shift reverses the first factor and leaves the second unchanged. This is the zero first-order amplitude drift for odd damping. The averaged amplitude for position-dependent damping therefore has $A_T=0$, while its first-order phase equation again has ${\theta }_T=0$. With the initial conditions,The first-order forcing has no fundamental resonant component, so it produces bounded corrections rather than a secular amplitude change on this time scale. This statement concerns the leading approximation on $t=O({\epsilon }^{-1})$.

For $f(x)=|x|$ and positive amplitude $A$, the averaged amplitude for position-dependent damping givesThe average is $(4/(2\pi )){\int }_0^{\pi /2}\cos \psi {\sin }^2\psi d\psi =2/(3\pi )$. Thus the absolute-value damping amplitude law isand ${\theta }_T=0$ as in the other cases. Consequently,The dissipation makes the leading envelope decrease algebraically in slow time. The absolute value is Lipschitz continuous, so the first-order averaging argument remains valid despite its corner at zero.

First assume the usual diffusion regime $\gamma >0$, with $U$ real; the complex-diffusion extension is described below. Substitution of a global normal mode givesSet $a=e^{Ux/(2\gamma )}b$ to remove the first derivative, then put $\xi =\sqrt{\epsilon }(\nu /\gamma {)}^{1/4}x$. The resulting oscillator equation isWriting $b=e^{-{\xi }^2/2}H(\xi )$ gives the Hermite differential equation, $H^{\prime \prime }-2\xi H^{\prime }+(\Lambda -1)H=0$. For a power series $H={\sum }_{j\ge 0}{c}_j{\xi }^j$, its recurrence isTermination at degree $n$ requires $\Lambda =2n+1$. If it does not terminate in the appropriate parity, the series has a growing Gaussian component at one infinity; the solution decaying at one end then fails at the other. The Hermite oscillator quantization can also be seen from the self-adjoint operator $-d^2/d{\xi }^2+{\xi }^2$, whose square-integrable eigenfunctions are the Hermite functions. Their spectrum is $2n+1$ with $n=0,1,2,\dots$. The ground state $H_0=1$ shows that the paper's phrase “positive integer” must include zero.

The global modes of a quadratically confined Ginzburg-Landau equation are thereforeTheir spatial functions are proportional to $e^{Ux/(2\gamma )}{e}^{-{\xi }^2/2}{H}_n(\xi )$; the quadratic Gaussian decay dominates the linear drift factor at both infinities. For real coefficients, the most dangerous mode is $n=0$. The system has global hydrodynamic instability precisely whenEquality is marginal and smaller ${\mu }_0$ gives decay of all these modes. The finite-width confinement correction explains why a locally absolutely unstable region need not immediately support a growing global mode.

If complex diffusion is intended, impose the parabolic condition $\mathrm{Re}\gamma >0$ and choose $\sqrt{\nu /\gamma }$ with positive real part. The same formulas continue along the rotated $\xi$ ray, with the corresponding branch of $\sqrt{\gamma \nu }$; instability is determined by the real part of the square bracket. Arbitrary constant $\gamma$, especially negative diffusion, does not justify the asserted whole-line Hermite decay or a well-posed evolution.