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nonlinear dynamics of one-dimensional fronts - ISC - Cnr

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NONLINEAR DYNAMICS OF<br />

ONE-DIMENSIONAL FRONTS<br />

Paolo Politi<br />

Institute for Complex Systems<br />

National Research Council (CNR)<br />

Florence (Italy)


• Examples <strong>of</strong> experimental <strong>fronts</strong><br />

Outline <strong>of</strong> the lecture<br />

• Representative Partial Differential Equations and <strong>nonlinear</strong> behaviors<br />

• Linear stability analysis and relevant time/length scales<br />

• Multiple scales analysis (the anharmonic oscillator)<br />

• The amplitude and the phase equations


Meandering during Cu-MBE growth<br />

[T. Maroutian et al (CEA-Saclay). L = 640˚A]<br />

Fire propagation in paper<br />

[Zhang et al (Physica A, 1992). L = 8cm]<br />

Electromigration step-bunching on Si(111)<br />

[K. Sudoh (Osaka University)]<br />

Domain wall <strong>dynamics</strong> in Co film<br />

[Lemerle et al (PRL, 1998). L = 90µm]


Segregation <strong>of</strong> granular materials<br />

[SW Morris (Toronto University)]<br />

Fronts, but not only <strong>fronts</strong><br />

Rayleigh-Benard convection<br />

[S. Ciliberto et al (INO-Florence)]


Unstable growth <strong>of</strong> a high-symmetry surface<br />

Deposition, diffusion and nucleation,<br />

step-edge barriers<br />

∂th = F − ∂xJ<br />

J = A(∂xh) + K∂xxxh<br />

u(x, t) = ∂xh<br />

∂tu(x, t) = −∂xx[(δu − u 3 ) + uxx] = ∂xx<br />

F =<br />

Cahn-Hilliard equation<br />

<br />

dx<br />

1<br />

2 u2 x +<br />

<br />

−δ u2<br />

2<br />

<br />

u4<br />

+<br />

4<br />

δF<br />

δu<br />

<br />

dF<br />

dt<br />

= −<br />

<br />

dx<br />

<br />

∂x δF<br />

δu<br />

2<br />

≤ 0


Meandering <strong>of</strong> a single step<br />

Deposition, diffusion without nucleation,<br />

step-edge barriers and desorption<br />

∂u<br />

∂t = −δ∂2 u<br />

∂x2 − ∂4u + u∂u<br />

∂x4 ∂x<br />

Kuramoto-Sivashinsky equation<br />

F does not exist


Linear stability analysis<br />

Cahn − Hilliard ut = −∂xx[(δu − u 3 ) + uxx]<br />

Kuramoto − Sivashinsky ut = −δuxx − uxxxx + uux<br />

ω(q) = δq 2 − q 4<br />

u(x, t) = Aq(t) exp(iqx)<br />

ω<br />

0.3<br />

0<br />

Aq(t) = Aq(0) exp(ωt)<br />

q 2<br />

-0.3<br />

0 0.5 1<br />

q<br />

dAq<br />

dt = (δq2 − q 4 )Aq<br />

Modes with<br />

arbitrarily large λ<br />

are unstable


If translational invariance is broken . . .<br />

Swift − Hohenberg ut = δu − (1 + ∂xx) 2 u − u 3<br />

ω(q) = δ−(1−q 2 ) 2<br />

ω<br />

0.4<br />

0.2<br />

0<br />

-0.2<br />

-0.4<br />

q 1<br />

q c<br />

0 0.5 1 1.5 2<br />

q<br />

q 2 Only a band<br />

<strong>of</strong> finite q<br />

is unstable


t → ω0t ω0 =<br />

¨x + x = −ɛx 3<br />

Naive perturbation theory<br />

m¨x + kx = −k3x 3 Anharmonic (quartic) oscillator<br />

<br />

k<br />

m<br />

ɛ = k3<br />

k<br />

V (x) = x2<br />

2<br />

+ ɛx4<br />

4<br />

x = x0 + ɛx1 + . . . x0 = A cos(t + ϕ)<br />

¨x1 + x1 = −x 3 0 = −A3 cos 3 (t + ϕ) = −A 3 1 3 cos 3(t + ϕ) + 3 4<br />

x1(t) = − A3<br />

16<br />

sin(t + ϕ)(6t + sin 2(t + ϕ))<br />

⇑<br />

secular<br />

term<br />

cos(t + ϕ)<br />

⇑<br />

resonant<br />

forcing


¨x + x = −ɛx 3<br />

x = x0 + ɛx1 + . . .<br />

t0 = t, t1 = ɛt, . . .<br />

∂ 2 x0<br />

∂t 2 0<br />

d<br />

dt<br />

Multiple scales method<br />

= ∂<br />

∂t0<br />

+ ɛ ∂<br />

∂t1<br />

+ . . .<br />

+ x0 = 0 x0 = A0(t1) cos(t0 + ϕ0(t1))<br />

∂ 2 x1<br />

∂t 2 0<br />

+ x1 = −2 ∂2 x0<br />

∂t0∂t1<br />

= 2 dA0<br />

dt1<br />

− x 3 0<br />

dϕ0<br />

sin(t0 + ϕ0) + 2A0<br />

dt1<br />

d2 ∂2<br />

dt2 =<br />

∂t2 0<br />

+ 2ɛ ∂2<br />

∂t0∂t1<br />

− 3<br />

4 A3 0 cos(t0 + ϕ0)<br />

− A3 0<br />

4 cos(3(t0 + ϕ0))


Resonant forcing can be eliminated<br />

dϕ0<br />

2A0<br />

dt1<br />

x0(t0, t1) = A0 cos<br />

dA0<br />

dt1<br />

= 0 ⇒ A0 ≡ constant<br />

− 3<br />

4 A3 0 = 0 ⇒ ϕ0(t1) = 3<br />

8 A2 0 t1<br />

<br />

x0(t) = A0 cos<br />

t0 + 3<br />

8 A20 t1<br />

<br />

<br />

1 + 3<br />

8 A20 ɛ<br />

<br />

t<br />

We can continue with x1(t) and higher order terms. . .<br />

t0 = t, t1 = ɛt


ω(q) = δ − (q − 1) 2<br />

≡ ɛ 2 − (q − 1) 2<br />

ω<br />

0.4<br />

0.2<br />

0<br />

-0.2<br />

-0.4<br />

The amplitude equation<br />

q 1<br />

q c<br />

q 2<br />

0 0.5 1 1.5 2<br />

q<br />

q = 1 + k ω(k) = ɛ 2 − k 2 k = ɛQ, ω = ɛ 2 Ω Ω = 1 − Q 2<br />

e Ωt e iqx = e Ωɛ2 t e i(1+ɛQ)x = e ΩT e iQX e ix<br />

If T = ɛ 2 t and X = ɛx<br />

∂A<br />

∂T = A + ∂2A + <strong>nonlinear</strong> terms<br />

∂X 2<br />

u(x, t) = A(X, T )e ix + c.c.


The Ginzburg-Landau equation<br />

∂A<br />

∂T = A + ∂2 A<br />

∂X 2 − |A|2 A A → Ae iα<br />

Steady states: As(X) = A0e iQX 1 − A 2 0 − Q2 = 0<br />

As(X) =<br />

<br />

1 − Q 2 e iQX<br />

What about the stability <strong>of</strong> these solutions? (Secondary instability)


∂A<br />

∂T = A + ∂2 A<br />

∂X 2 − |A|2 A As(X) = A0e iQX<br />

A(X, T ) = A0(1 + r)e i(QX+φ)<br />

∂r<br />

∂T = −2A20 r + ∂2r ∂φ<br />

− 2Q<br />

∂X 2 ∂X<br />

∂φ ∂r<br />

= 2Q<br />

∂T ∂X + ∂2φ ∂X 2<br />

Adiabatic elimination procedure . . .


∂r<br />

∂T = −2A20 r + g(T )<br />

If g(T ) is slowly varying on the scale T ∗ = 1<br />

2A 2 0<br />

∂r<br />

∂T = −2A2 0 r + <br />

∂ 2 r<br />

<br />

∂X<br />

∂φ<br />

∂T = D ∂2 φ<br />

∂X 2<br />

Q 2 < 1 3<br />

Q 2 > 1 3<br />

<br />

<br />

<br />

2 − 2Q ∂φ<br />

∂X<br />

,<br />

∂r<br />

∂T<br />

= 0<br />

1<br />

= 0 ⇒ r ≈ −<br />

A2 Q<br />

0<br />

∂φ<br />

∂X<br />

D = 1 − 2Q2<br />

A 2 0<br />

D > 0 Stability<br />

= 1 − 3Q2<br />

A 2 0<br />

D < 0 Eckhaus Instability


Swift-Hohenberg<br />

equation<br />

Cahn-Hilliard type<br />

equation<br />

ω<br />

ω<br />

0.3<br />

0<br />

0.4<br />

0.2<br />

0<br />

-0.2<br />

-0.4<br />

q 1<br />

q c<br />

q 2<br />

0 0.5 1 1.5 2<br />

q<br />

-0.3<br />

0 0.5 1<br />

q<br />

creation elimination<br />

<strong>of</strong> rolls <strong>of</strong> rolls


∂φ<br />

∂T = D ∂2φ ∂X 2<br />

The phase diffusion coefficient<br />

D =<br />

1 − 3Q2<br />

A 2 0<br />

A 2 0<br />

(1 − 3Q 2 ) = d<br />

dQ (Q − Q3 ) = d<br />

dQ (QA2 0 )<br />

In many cases, D = [positive D0] ×<br />

= 1 − Q2<br />

d I(q)<br />

• The phase is stable/unstable if I is an increasing/decreasing function<br />

• The relation D ∼ λ2<br />

t<br />

gives the coarsening exp<strong>one</strong>nt<br />

dq


Ali Hasan Nayfeh<br />

Introduction to perturbation techniques<br />

Wiley-VCH<br />

Paul Manneville<br />

Instabilities, chaos and turbulence<br />

Imperial College Press<br />

Rebecca Hoyle<br />

Pattern formation<br />

Cambridge University Press

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