Normal form for the onset of collapse: The prototypical example of the nonlinear Schrödinger equation

The study of nonlinear waves that collapse in finite time is a theme of universal interest, e.g., within optical, atomic, plasma physics, and nonlinear dynamics. Here we revisit the quintessential example of the nonlinear Schrödinger equation and systematically derive a normal form for the emergence of radially symmetric blowup solutions from stationary ones. While this is an extensively studied problem, such a normal form, based on the methodology of asymptotics beyond all algebraic orders, applies to both the dimension-dependent and power-law-dependent bifurcations previously studied. It yields excellent agreement with numerics in both leading and higher-order effects, it is applicable to both infinite and finite domains, and it is valid in both critical and supercritical regimes.

Dynamics of Fattening and Thinning 2D Sessile Droplets

We investigate the dynamics of a droplet on a planar substrate as the droplet volume changes dynamically due to liquid being pumped in or out through a pore. We adopt a diffuse-interface formulation which is appropriately modified to account for a localized inflow-outflow boundary condition (the pore) at the bottom of the droplet, hence allowing to dynamically control its volume, as the droplet moves on a flat substrate with a periodic chemical pattern. We find that the droplet undergoes a stick-slip motion as the volume is increased (fattening droplet) which can be monitored by tracking the droplet contact points. If we then switch over to outflow conditions (thinning droplet), the droplet follows a different path (i.e., the distance of the droplet midpoint from the pore location evolves differently), giving rise to a hysteretic behavior. By means of geometrical arguments, we are able to theoretically construct the full bifurcation diagram of the droplet equilibria (positions and droplet shapes) as the droplet volume is changed, finding excellent agreement with time-dependent computations of our diffuse-interface model.

Nonlinear resonances and antiresonances of a forced sonic vacuum

We consider a harmonically driven acoustic medium in the form of a (finite length) highly nonlinear granular crystal with an amplitude- and frequency-dependent boundary drive. Despite the absence of a linear spectrum in the system, we identify resonant periodic propagation whereby the crystal responds at integer multiples of the drive period and observe that this can lead to local maxima of transmitted force at its fixed boundary. In addition, we identify and discuss minima of the transmitted force ("antiresonances") between these resonances. Representative one-parameter complex bifurcation diagrams involve period doublings and Neimark-Sacker bifurcations as well as multiple isolas (e.g., of period-3, -4, or -5 solutions entrained by the forcing). We combine them in a more detailed, two-parameter bifurcation diagram describing the stability of such responses to both frequency and amplitude variations of the drive. This picture supports a notion of a (purely) "nonlinear spectrum" in a system which allows no sound wave propagation (due to zero sound speed: the so-called sonic vacuum). We rationalize this behavior in terms of purely nonlinear building blocks: apparent traveling and standing nonlinear waves.

Damped-driven granular chains: an ideal playground for dark breathers and multibreathers

By applying an out-of-phase actuation at the boundaries of a uniform chain of granular particles, we demonstrate experimentally that time-periodic and spatially localized structures with a nonzero background (so-called dark breathers) emerge for a wide range of parameter values and initial conditions. We demonstrate a remarkable control over the number of breathers within the multibreather pattern that can be "dialed in" by varying the frequency or amplitude of the actuation. The values of the frequency (or amplitude) where the transition between different multibreather states occurs are predicted accurately by the proposed theoretical model, which is numerically shown to support exact dark breather and multibreather solutions. Moreover, we visualize detailed temporal and spatial profiles of breathers and, especially, of multibreathers using a full-field probing technology and enable a systematic favorable comparison among theory, computation, and experiments. A detailed bifurcation analysis reveals that the dark and multibreather families are connected in a "snaking" pattern, providing a roadmap for the identification of such fundamental states and their bistability in the laboratory.

Effects of Boundaries on Pattern Formation: Catalytic Oxidation of CO on Platinum

The effect of boundaries on pattern formation was studied for the catalytic oxidation of carbon monoxide on platinum surfaces. Photolithography was used to create microscopic reacting domains on polycrystalline foils and single-crystal platinum (110) surfaces with inert titanium overlayers. Certain domain geometries give rise to patterns that have not been observed on the untreated catalyst and bring to light surface mechanisms that have no analog in homogeneous reaction-diffusion systems.

Multiscale analysis of collective motion and decision-making in swarms: an advection-diffusion equation with memory approach

We propose a (time) multiscale method for the coarse-grained analysis of collective motion and decision-making in self-propelled particle models of swarms comprising a mixture of 'naïve' and 'informed' individuals. The method is based on projecting the particle configuration onto a single 'meta-particle' that consists of the elongation of the flock together with the mean group velocity and position. We find that the collective states can be associated with the transient and asymptotic transport properties of the random walk followed by the meta-particle, which we assume follows a continuous time random walk (CTRW). These properties can be accurately predicted at the macroscopic level by an advection-diffusion equation with memory (ADEM) whose parameters are obtained from a mean group velocity time series obtained from a single simulation run of the individual-based model.

Localized breathing modes in granular crystals with defects

We study localized modes in uniform one-dimensional chains of tightly packed and uniaxially compressed elastic beads in the presence of one or two light-mass impurities. For chains composed of beads of the same type, the intrinsic nonlinearity, which is caused by the Hertzian interaction of the beads, appears not to support localized, breathing modes. Consequently, the inclusion of light-mass impurities is crucial for their appearance. By analyzing the problem's linear limit, we identify the system's eigenfrequencies and the linear defect modes. Using continuation techniques, we find the solutions that bifurcate from their linear counterparts and study their linear stability in detail. We observe that the nonlinearity leads to a frequency dependence in the amplitude of the oscillations, a static mutual displacement of the parts of the chain separated by a defect, and for chains with two defects that are not in contact, it induces symmetry-breaking bifurcations.

Mass transport of alkali metal with pulses in a surface reaction

It is shown that the pulses which develop in the NO+H2 reaction on an alkali promoted Rh(110) surface reaction can transport alkali metal. This leads to the accumulation of a substantial alkali-metal concentration in the collision area of pulse trains. Realistic simulations revealed that the effect is due to the strong energetic interactions of the alkali metal with coadsorbates, i.e., the attractive interaction with coadsorbed oxygen and the effectively repulsive interaction with coadsorbed nitrogen.

Enhancement of surface activity in CO oxidation on Pt(110) through spatiotemporal laser actuation

We explore the effect of spatiotemporally varying substrate temperature profiles on the dynamics and the resulting reaction rate enhancement of the catalytic oxidation of CO on Pt(110). The catalytic surface is "addressed" by a focused laser beam whose motion is computer controlled. The averaged reaction rate is observed to undergo a characteristic maximum as a function of the speed of this moving laser spot. Experiments as well as modeling are used to explore and rationalize the existence of such an optimal laser speed.

Coarse-grained computations of demixing in dense gas-fluidized beds

We use an "equation-free," coarse-grained computational approach to accelerate molecular dynamics-based computations of demixing (segregation) of dissimilar particles subject to an upward gas flow (gas-fluidized beds). We explore the coarse-grained dynamics of these phenomena in gently fluidized beds of solid mixtures of different densities, typically a slow process for which reasonable continuum models are currently unavailable.

Heterogeneous animal group models and their group-level alignment dynamics: an equation-free approach

We study coarse-grained (group-level) alignment dynamics of individual-based animal group models for heterogeneous populations consisting of informed (on preferred directions) and uninformed individuals. The orientation of each individual is characterized by an angle, whose dynamics are nonlinearly coupled with those of all the other individuals, with an explicit dependence on the difference between the individual's orientation and the instantaneous average direction. Choosing convenient coarse-grained variables (suggested by uncertainty quantification methods) that account for rapidly developing correlations during initial transients, we perform efficient computations of coarse-grained steady states and their bifurcation analysis. We circumvent the derivation of coarse-grained governing equations, following an equation-free computational approach.

Equation-free dynamic renormalization in a glassy compaction model

Combining dynamic renormalization with equation-free computational tools, we study the apparently asymptotically self-similar evolution of void distribution dynamics in the diffusion-deposition problem proposed by Stinchcombe and Depken [Phys. Rev. Lett. 88, 125701 (2002)]. We illustrate fixed point and dynamic approaches, forward as well as backward in time; these can be used to accelerate simulators of glassy dynamic phenomena.

Coarse graining the dynamics of coupled oscillators

We present an equation-free computational approach to the study of the coarse-grained dynamics of finite assemblies of nonidentical coupled oscillators at and near full synchronization. We use coarse-grained observables which account for the (rapidly developing) correlations between phase angles and natural frequencies. Exploiting short bursts of appropriately initialized detailed simulations, we circumvent the derivation of closures for the long-term dynamics of the assembly statistics.

Guiding chemical pulses through geometry: Y junctions

We study computationally and experimentally the propagation of chemical pulses in complex geometries. The reaction of interest, CO oxidation, takes place on single crystal Pt(110) surfaces that are microlithographically patterned; they are also addressable through a focused laser beam, manipulated through galvanometer mirrors, capable of locally altering the crystal temperature and thus affecting pulse propagation. We focus on sudden changes in the domain shape (corners in a Y-junction geometry) that can affect the pulse dynamics; we also show how brief, localized temperature perturbations can be used to control reactive pulse propagation. The computational results are corroborated through experimental studies in which the pulses are visualized using reflection anisotropy microscopy.

Geometry-induced pulse instability in microdesigned catalysts: the effect of boundary curvature

We explore the effect of boundary curvature on the instability of reactive pulses in the catalytic oxidation of on microdesigned Pt catalysts. Using ring-shaped domains of various radii, we find that the pulses disappear (decollate from the inert boundary) at a turning point bifurcation, and we trace this boundary in both physical and geometrical parameter space. These computations corroborate experimental observations of pulse decollation.

Wave initiation through spatiotemporally controllable perturbations

We study the initiation of pulses and fronts in a two-dimensional catalytic reaction-diffusion system: CO oxidation on Pt(110). Using a computer-controlled mobile focused laser beam, we impart various patterns (in space and time) of localized temperature "kicks" to the surface. We explore, and also rationalize through modeling, the cooperativity of such individually subcritical perturbations in both the excitable and the bistable regime.

Coupling fields and underlying space curvature: an augmented Lagrangian approach

We demonstrate a systematic implementation of coupling between a scalar field and the geometry of the space which carries the field. This naturally gives rise to a feedback mechanism between the field and the geometry. We develop a systematic model for the feedback in a general form, inspired by a specific implementation in the context of molecular dynamics (the so-called Rahman-Parrinello molecular dynamics, or RP-MD). We use a generalized Lagrangian that allows for the coupling of the space's metric tensor to the scalar field, and add terms motivated by RP-MD. We present two implementations of the scheme: one in which the metric is only time-dependent (which gives rise to an ordinary differential equation for its temporal evolution), and the other with spatiotemporal dependence (wherein the metric's evolution is governed by a partial differential equation). Numerical results are reported for the (1+1)-dimensional model with a nonlinearity of the sine-Gordon type.

Gentle dragging of reaction waves

Using a recently realized "addressable catalyst surface" [Science 294, 134 (2001)]] we study the interaction of chemical reaction waves with prescribed spatiotemporal fields. In particular, we study how a traveling chemical pulse is "dragged" by a localized, moving temperature heterogeneity as a function of its intensity and speed. The acceleration and eventual "detachment" of the wave from the heterogeneity is also explored through simulation and stability analysis.

Continuum approach to discreteness

We study analytically and numerically continuum models derived on the basis of Padé approximations and their effectiveness in modeling spatially discrete systems. We not only analyze features of the temporal dynamics that can be captured through these continuum approaches (e.g., shape oscillations, radiation effects, and trapping) but also point out ones that cannot be captured (such as Peierls-Nabarro barriers and Bloch oscillations). We analyze the role of such methods in providing an effective "homogenization" of spatially discrete, as well as of heterogeneous continuum equations. Finally, we develop numerical methods for solving such equations and use them to establish the range of validity of these continuum approximations, as well as to compare them with other semicontinuum approximations.

Heterogeneous versus discrete mapping problem

We propose a method for mapping a spatially discrete problem, stemming from the spatial discretization of a parabolic or hyperbolic partial differential equation of gradient type, to a heterogeneous one with certain comparable dynamical features pertaining, in particular, to coherent structures. We focus the analysis on a (1+1)-dimensional phi(4) model and confirm the theoretical predictions numerically. We also discuss possible generalizations of the method and the ensuing qualitative analogies between heterogeneous and discrete systems and their dynamics.

Spatiotemporal addressing of surface activity

We have modified surface catalytic activity in real time and space by focusing an addressable laser beam to differentially heat a platinum (110) single-crystal surface. Ellipsomicroscopy imaging of local conditions (such as reactant and product local coverages) enabled us to close the loop between sensing and actuation (both spatiotemporally resolved). Pulses and fronts, the basic building blocks of patterns, could be formed, accelerated, modified, guided, and destroyed at will. Real-time image processing and feedback allow the design and implementation of new classes of nonlocal evolution rules.

Pulse bifurcations and instabilities in an excitable medium: computations in finite ring domains

We investigate the instabilities and bifurcations of traveling pulses in a model excitable medium; in particular, we discuss three different scenarios involving either the loss of stability or disappearance of stable pulses. In numerical simulations beyond the instabilities we observe replication of pulses ("backfiring") resulting in complex periodic or spatiotemporally chaotic dynamics as well as modulated traveling pulses. We approximate the linear stability of traveling pulses through computations in a finite albeit large domain with periodic boundary conditions. The critical eigenmodes at the onset of the instabilities are related to the resulting spatiotemporal dynamics and "act" upon the back of the pulses. The first scenario has been analyzed earlier [M. G. Zimmermann et al., Physica D 110, 92 (1997)] for high excitability (low excitation threshold): it involves the collision of a stable pulse branch with an unstable pulse branch in a so-called T point. In the framework of traveling wave ordinary differential equations, pulses correspond to homoclinic orbits and the T point to a double heteroclinic loop. We investigate this transition for a pulse in a domain with finite length and periodic boundary conditions. Numerical evidence of the proximity of the infinite-domain T point in this setup appears in the form of two saddle node bifurcations. Alternatively, for intermediate excitation threshold, an entire cascade of saddle nodes causing a "spiraling" of the pulse branch appears near the parameter values corresponding to the infinite-domain T point. Backfiring appears at the first saddle-node bifurcation, which limits the existence region of stable pulses. The third case found in the model for large excitation threshold is an oscillatory instability giving rise to "breathing," traveling pulses that periodically vary in width and speed.

Formation of two-dimensional concentration pulses on microdesigned composite catalyst surfaces

We study the effect of microdesigned composite geometries on pattern formation during the catalytic oxidation of CO on Pt-Ti, Pt-Rh, and Pt-Pd composite catalysts. In particular, we find experimentally (and rationalize through modeling) that adsorbate surface transport through the second (active) component drastically affects the shapes and interactions of concentration patterns (traveling pulses) observed on pure Pt.

"Coarse" stability and bifurcation analysis using time-steppers: a reaction-diffusion example

Evolutionary, pattern forming partial differential equations (PDEs) are often derived as limiting descriptions of microscopic, kinetic theory-based models of molecular processes (e.g., reaction and diffusion). The PDE dynamic behavior can be probed through direct simulation (time integration) or, more systematically, through stability/bifurcation calculations; time-stepper-based approaches, like the Recursive Projection Method [Shroff, G. M. & Keller, H. B. (1993) SIAM J. Numer. Anal. 30, 1099-1120] provide an attractive framework for the latter. We demonstrate an adaptation of this approach that allows for a direct, effective ("coarse") bifurcation analysis of microscopic, kinetic-based models; this is illustrated through a comparative study of the FitzHugh-Nagumo PDE and of a corresponding Lattice-Boltzmann model.

Microbial predation in coupled chemostats: a global study of two coupled nonlinear oscillators

Predator-prey systems in continuously operated chemostats exhibit sustained oscillations over a wide range of operating conditions. When two such chemostats interact through flow exchange, the interplay of the oscillation frequencies gives rise to a wealth of dynamic behavior patterns. Using numerical bifurcation techniques, we perform a detailed computational study of these patterns and the transitions between them as the coupling strength and relative frequencies of the two chemostats vary. We concentrate on certain strong resonance phenomena between the two frequencies as well as their mutual extinction and provide a representative sampling of possible phase portraits for our model system. Our observations corroborate recent mathematical results and case studies of coupled nonlinear chemical oscillators in which regions of mutual extinction as well as the Arnol'd structure for two-parameter families of maps of the plane have been observed. We highlight certain unexpected features of the operating diagram discovered through our computational study and discuss their implication for the dynamic response of the chemostat system.

Immune network behavior--I. From stationary states to limit cycle oscillations

We develop a model for the idiotypic interaction between two B cell clones. This model takes into account B cell proliferation, B cell maturation, antibody production, the formation and subsequent elimination of antibody-antibody complexes and recirculation of antibodies between the spleen and the blood. Here we investigate, by means of stability and bifurcation analysis, how each of the processes influences the model's behavior. After appropriate nondimensionalization, the model consists of eight ordinary differential equations and a number of parameters. We estimate the parameters from experimental sources. Using a coordinate system that exploits the pairwise symmetry of the interactions between two clones, we analyse two simplified forms of the model and obtain bifurcation diagrams showing how their five equilibrium states are related. We show that the so-called immune states lose stability if B cell and antibody concentrations change on different time scales. Additionally, we derive the structure of stable and unstable manifolds of saddle-type equilibria, pinpoint their (global) bifurcations and show that these bifurcations play a crucial role in determining the parameter regimes in which the model exhibits oscillatory behavior.

Immune network behavior--II. From oscillations to chaos and stationary states

Two types of behavior have been previously reported in models of immune networks. The typical behavior of simple models, which involve B cells only, is stationary behavior involving several steady states. Finite amplitude perturbations may cause the model to switch between different equilibria. The typical behavior of more realistic models, which involve both B cells and antibody, consists of autonomous oscillations and/or chaos. While stationary behavior leads to easy interpretations in terms of idiotypic memory, oscillatory behavior seems to be in better agreement with experimental data obtained in unimmunized animals. Here we study a series of models of the idiotypic interaction between two B cell clones. The models differ with respect to the incorporation of antibodies, B cell maturation and compartmentalization. The most complicated model in the series has two realistic parameter regimes in which the behavior is respectively stationary and chaotic. The stability of the equilibrium states and the structure and interactions of the stable and unstable manifolds of the saddle-type equilibria turn out to be factors influencing the model's behavior. Whether or not the model is able to attain any form of sustained oscillatory behavior, i.e. limit cycles or chaos, seems to be determined by (global) bifurcations involving the stable and unstable manifolds of the equilibrium states. We attempt to determine whether such behavior should be expected to be attained from reasonable initial conditions by incorporating an immune response to an antigen in the model. A comparison of the behavior of the model with experimental data from the literature provides suggestions for the parameter regime in which the immune system is operating.

Microbial predation in a periodically operated chemostat: a global study of the interaction between natural and externally imposed frequencies

Predator-prey systems in continuously operated chemostats exhibit sustained oscillations over a wide range of operating conditions. When the chemostat is operated periodically, the interaction of the natural oscillation frequency with the external forcing gives rise to a wealth of dynamic behavior patterns. Using numerical bifurcation techniques, we perform a detailed computational study of these patterns and the transitions (local and especially global) between them as the amplitude and frequency of the forcing vary. The transition from low-forcing-amplitude quasiperiodicity to entrainment of the chemostat behavior by strong forcing (involving the concerted closing of resonance horns) is analyzed. We concentrate on certain strong resonance phenomena between the two frequencies and provide an extensive atlas of computed phase portraits for our model system. Our observations corroborate recent mathematical results and case studies of periodically forced chemical oscillators. In particular, the existence and relative succession of several distinct types of global bifurcations resulting in chaotic transients and multistability are studied in detail. The location in the operating diagram of several key codimension 2 local bifurcations of periodic solutions is computed, and their interaction with an interesting feature we name "real-eigenvalues horns" is examined.

Evidence for p55-p75 heterodimers in the absence of IL-2 from Scatchard plot analysis

The high affinity receptor for IL-2 is composed of at least two chains, a p55 chain that binds IL-2 with low affinity and a p75 chain that binds with intermediate affinity. Two molecular mechanisms have been proposed for the formation of the high affinity receptor-ligand complex: The affinity conversion model proposes that the high affinity receptor is formed via stepwise binding in which IL-2 first binds to the p55 chain and the resulting complex then associates with the p75 chain to form a high affinity ternary complex. In the performed heterodimer model the p55 and p75 chains form a non-covalently linked high affinity heterodimer in the absence of IL-2. We show that these two models can be distinguished on the basis of equilibrium binding experiments using cell lines expressing different numbers of p55 chains. To make this distinction we develop a general model for the interaction of IL-2 with its various receptors. We than analyze the case in which heterodimers exist in the absence of IL-2 and the case in which no preformed heterodimers exist. For both cases we predict the shape of equilibrium Scatchard plots. We then show that published IL-2 binding studies are consistent with a model in which a large concentration of preformed heterodimers is present on the cell surface and inconsistent with a model in which preformed heterodimers are absent from the cell surface. The models that we develop should have general applicability to the entire class of receptor systems in which low and intermediate affinity chains interact to constitute a high affinity receptor.