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.
Validity and the complete angular equation. The Lagrange planetary equations here describe a planar, circular-planet, small-orbital eccentricity, weakly perturbed exterior mean-motion resonance. Require , , one isolated slowly varying resonant argument, perturbation times long compared with an orbital period, and no close planetary encounters. Other resonant harmonics and short-period terms must be negligible; coefficients may be frozen only across a narrow range of semi-major axis. Take , or in a reduced integer ratio. Exactly makes the longitude of periapsis undefined, so the displayed angular variables must then be replaced by nonsingular eccentricity vector components.
Neglecting the perturbation to the accumulated mean longitude gives ; this is an accumulated-phase approximation, not differentiation of a fictitious expression while discarding . With ,
Differentiating, using and the supplied orbital element equations, gives the full result within this constant-coefficient model:
An equivalent formula replaces the last two terms in brackets by . No derivatives of are included because they were specified as constants.
A full fixed point requires and . Hence or , with its corresponding detuned semi-major axis fixed by
At either point . The longitude of periapsis still precesses, so the fixed point refers to the reduced resonant dynamics.
Linear stability analysis and encounter geometry. Linearizing the full equation about a fixed point gives
For , is a center equilibrium and zero is a saddle equilibrium. For , is always a center equilibrium, while zero is a saddle equilibrium if
At sufficiently small orbital eccentricity the full truncated equations instead admit a center at zero as well; equality is a degenerate case requiring higher-order analysis. Thus an unconditional instability claim at zero does not follow from the full equation. In the usual fixed-eccentricity weak-resonance regime the inequality holds and the stable libration center is for either order.
The physical explanation is resonance protection. At equal mean longitudes, the conjunction direction relative to periapsis obeys modulo . For , places conjunction near periapsis, where the exterior particle comes closest to the planet; places it near apoapsis. For , zero includes both apsidal conjunctions, one of them near periapsis, whereas places the two conjunction branches near quadrature. The protected arrangements give restoring kicks in the positive- leading-harmonic model. This geometric explanation is conditional on its non-crossing, small-orbital eccentricity approximation; it does not override the low- term retained in the full stability calculation.
Small resonant-argument librations. Define the nominal resonant semi-major axis and the displaced center by
This follows by expanding and taking . It gives the requested initial semi-major axis to first order in the precession-induced detuning; and .
For the pendulum approximation of a mean-motion resonance, also require fractional changes in small across a libration, and precession terms small compared with . In particular for makes the extra full-equation curvature negligible; for , small fractional eccentricity changes require . Freeze in the leading restoring coefficient and set
Then obeys simple harmonic motion. Using , and integrating the remaining Lagrange planetary equations gives
The omitted apsidal modulation comes from higher perturbative orders and . All expressions are leading resonant approximations, valid while the omitted fractional changes remain small. The small-libration phase portrait is
with period . The semi-major axis half-width is and the orbital eccentricity half-width is .
Dividing the original and equations gives the exact invariant of their retained terms,
Thus the – plot is a segment of this increasing curve traversed back and forth, not a closed ellipse. Locally its slope is .
Finite amplitude and the separatrix. Keep the same weak-resonance approximation but allow to be finite. The leading angular equation is , or . Multiplication by gives
This resonant pendulum energy is constant in the pendulum approximation of a mean-motion resonance. It is not an exact integral of the earlier full equation when and its restoring coefficient vary: the term alone prevents that conclusion in general.
For the phase portrait has closed libration curves around , with
where is the complete elliptic integral of the first kind. The largest speed is and the leading semi-major axis half-width is . As , the energy approaches , the separatrix through the saddles at zero and ; the particle spends increasingly long intervals near those saddles. With ,
At exactly , , the particle stays at the unstable fixed point in the ideal model. Nonstationary separatrix trajectories approach the saddle only in infinite time; above separatrix energy, the resonant argument circulates and resonance protection is lost. These distinctions matter when describing the limiting motion.
Figure 1.
Resonant pendulum libration curves, separatrix and circulation, with the eccentricity versus semimajor-axis invariant
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To find the threefold phase-locked equilibria, write with ; separating real and imaginary parts gives
A steady state satisfies
so
Writing and , the amplitude branches are
There are two distinct positive roots for , except at , where and only the upper root is nonzero. Indeed their sum is positive in this range and their product is . Below the fold condition there are none. At equality, there is one positive repeated root , the saddle-node bifurcation limit.
For each positive amplitude, the sine and cosine determine modulo , giving three phases separated by . Thus the source's “two states” means two amplitude branches modulo the threefold spatial symmetry. Generically there are six nonzero complex equilibria, three on each branch, not literally two.
The polar Jacobian matrix at an equilibrium is
On the lower branch, , so it is a saddle equilibrium and unstable. On the upper branch, and
because existence implies . Therefore every upper-branch equilibrium is asymptotically stable, and every lower-branch equilibrium is a saddle equilibrium, away from the degenerate endpoints. The eigenvalues are unchanged by the smooth polar coordinate transformation at . The origin, not covered by those coordinates, has eigenvalues and is stable for and unstable for .
Introduce . The pendulum with quadratic damping is the autonomous planar system
Its equilibrium points are . Since the derivative of is zero at zero, the linearization of a dynamical system at each equilibrium point is
At an odd multiple of its eigenvalues are , so it is a saddle equilibrium; the stable and unstable tangents are and . At an even multiple the eigenvalues are . This linearization is a centre and does not decide the nonlinear stability. In particular it would be incorrect to infer a linear damped focus from this Jacobian.
For the full system the mechanical energy is a Lyapunov function near an even equilibrium point:
A sufficiently small sublevel set is compact and contains only that equilibrium point. The only invariant motion with has and , hence is the equilibrium point itself. The LaSalle invariance principle proves asymptotic stability. Near it the trajectories turn clockwise and spiral inward, as the near-linear angular motion persists while energy decreases. Thus even equilibria are nonhyperbolic asymptotically stable spiral points; odd equilibria remain saddles.
Figure 1.
Local phase trajectories near a stable pendulum equilibrium and an unstable saddle with quadratic damping
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For explicit trajectories put on a branch where . The chain rule gives , so the two signs yield the first-order linear differential equations for , and for . Their integrating factors give
Only portions with a nonnegative right-hand side are physical. At a turning point the constants of the two branches are matched using ; neither expression is one global trajectory through both signs. When they reduce to energy contours, with closed orbits around the even equilibrium points. For every , the quadratic damping destroys those closed orbits and makes the centres attracting spirals. Its effect is higher order in amplitude, so decay is weaker near rest than with linear damping. The saddle equilibria remain unstable, though their separatrices change shape.
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
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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 give and , so the fixed points are
The Jacobian is
At the origin its determinant is , so the origin is a saddle equilibrium. At either of the other points the determinant is two and the trace is . For small positive , they are unstable foci when and stable foci when ; at the linearization is nonhyperbolic. When , each is a center equilibrium.
For , the system is Hamiltonian with
because and . Its conservative planar phase portrait has two wells centered at , a saddle at the origin, periodic level curves around each center for , two homoclinic loops on , and outer periodic curves surrounding both wells for .
For positive small ,
On the unperturbed level ,
The upper and lower halves contribute equally because . Hence the energy balance for the weakly perturbed double-well oscillator is
so one may take
For the right homoclinic loop, , , and . Its persistence requires
The substitution gives
Thus the homoclinic balance for the weakly perturbed double-well oscillator occurs at
The left loop gives the same condition by symmetry.
For an orbit surrounding one center, the corresponding balance ratio tends to as the orbit shrinks to the center and to as it approaches the homoclinic loop. The single-well periodic orbit range for the weakly perturbed double-well oscillator is therefore
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.
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 Poincare 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
For , the same three fixed points remain. At the origin the Jacobian is
Its eigenvalues have negative real part; for small they are complex, so the origin is a stable spiral. At , , making the Jacobian determinant negative, so both points remain saddles.
Every nonstationary trajectory moves across the former energy contours in the direction of decreasing
The unstable branches of the two saddles directed into the central region spiral into the origin, while their outward branches escape toward . The stable manifolds of are the separatrices that form the boundary of the basin of attraction of the origin. Initial points between these stable separatrices lose enough energy to remain between the barriers and spiral to the origin; points outside escape to one of the two infinities.
This gives the weakly damped damped rational double-barrier phase portrait and identifies the requested domain of stability as the open region bounded by those stable manifolds.
Write the vector field as
The equilibrium points of a dynamical system in the closed first quadrant are
The Jacobian matrix is
At its eigenvalues are , so this is a saddle equilibrium. Its unstable direction is the positive -axis and its stable direction is the positive -axis; to first order, nearby trajectories satisfy , .
At the eigenvalues are , so it is also a saddle. The -axis is the stable direction, while trajectories entering the quadrant in the direction move away.
At ,
whose eigenvalues are
It is therefore a stable spiral. A point immediately to its right moves upward, so nearby trajectories spiral counterclockwise into the equilibrium. These eigendirections and the inward spiral give the requested local phase-portrait sketches.
At an equilibrium, the second equation gives . The first equation then gives
Hence the fixed-point branches in the plane are
and
The three branches meet at . The branch meets the positive square-root branch again when , so the second bifurcation value is
The Jacobian matrix at a general point is
On the branch it is triangular, with eigenvalues
Thus is unstable for , asymptotically stable for , and unstable for .
On a square-root branch write . Then
whose trace is and determinant is . The negative branch is therefore a saddle equilibrium for every . The positive branch is a saddle for and asymptotically stable for ; close to it is a stable node.
To resolve the nonhyperbolic point at , make the prescribed substitution
and append . The equations become
The centre subspace is . Seek the extended centre manifold for a parameter as
The centre-manifold invariance equation is
To second order, , so comparison of coefficients gives
and hence , . Therefore
Substitution into the equation gives the reduced flow
Its central branch is unstable for and stable for , while the two nonzero branches for are unstable. Thus the bifurcation at zero is a subcritical pitchfork bifurcation with reversed normal-form parameter , exactly as recorded by the extended centre manifold of the 2023 Cambridge quadratic-product system.
The complete bifurcation diagram is therefore as follows. For , only exists and is unstable. For , is stable while both and are saddles. For , is stable while and are saddles. At , and cross and exchange stability, so the bifurcation is transcritical. This gives the bifurcation diagram of the 2023 Cambridge quadratic-product system.
Finally consider the phase plane near with . If , the lower equilibrium is a stable node and the upper equilibrium is a saddle. If , the lower equilibrium is the stable node and the upper equilibrium is the saddle. In each case the saddle has one-dimensional stable and unstable manifolds; one unstable separatrix runs toward the nearby stable node, while the other runs out of the local neighbourhood. The two equilibrium branches and their local invariant manifolds exchange roles as passes through one, which is the standard local phase portrait of a transcritical bifurcation.