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NOVEMBER 1996
I. INTRODUCTION
54
A 1 1X
2X,
k2
X1Y
2Y ,
k 21
k3
A 5 1Y
A 2 ,
k 22
k4
X1Z
A 3 ,
k 23
~1!
k 24
k5
A 4 1Z
2Z.
k 25
5469
5470
54
Only the X, Y , and Z species vary with time; all others are
assumed fixed by flows of reagents. Study of this model
allows us to illustrate most features of the structure of a
spatially distributed medium supporting spiral waves. In addition, it is useful to deal with a specific example since certain aspects of the analysis of periodic and chaotic orbits in
high-dimensional concentration phase spaces rely on geometrical constructions that pertain to a specific class of attractors.
The rate law that follows from the mechanism ~1! is
dc x ~ t !
5 k 1 c x 2 k 21 c 2x 2 k 2 c x c y 1 k 22 c 2y 2 k 4 c x c z 1 k 24
dt
5R x c~ t ! ,
dc y ~ t !
5 k 2 c x c y 2 k 22 c 2y 2 k 3 c y 1 k 23 5R y c~ t ! ,
dt
~2!
dc z ~ t !
52 k 4 c x c z 1 k 24 1 k 5 c z 2 k 25 c 2z 5R y c~ t ! ,
dt
where the rate coefficients k i include the concentrations of
any species held fixed by constraints. We take k 2 to be the
bifurcation parameter while all other coefficients are fixed:
( k 1 531.2, k 21 50.2, k 22 50.1, k 3 510.8, k 23 50.12,
k 4 51.02, k 24 50.01, k 5 516.5, k 25 50.5). In this parameter
region the WR model has been shown @10# to possess a chaotic attractor arising from a period-doubling cascade as k 2 is
varied in the interval @1.251,1.699#.
Figure 1 shows the four-banded chaotic attractor at
k 2 51.567. Throughout the entire parameter domain k 2
P @ 1.251,1.699# the systems attractor is oriented so that its
projection onto the (c x ,c y ) plane exhibits a folded phase
space flow circulating around the unstable focus c*. This
allows one to introduce a coordinate system in the Cartesian
(c x ,c y ,c z ) phase space which is appropriate for the description of the attractor. We take the origin of a cylindrical coordinate system ( r , f ,z) at c* so that the z and zero-phaseangle ( f 50) axes are directed along the c z and c y axes,
respectively. The phase angle f increases along the direction
of flow as shown in Fig. 2.
For a period-1 oscillation f coincides with the usual definition of the phase and uniquely parametrizes the attractor
r a 5 r a ( f ),z a 5z a ( f ), f P @ 0,2p ). After the first perioddoubling this parametrization is no longer unique since the
periodic orbit does not close on itself after f changes by
2 p . For a period-2 n orbit 2 n of its points lie in any semiplane f 5 f 0 . The angle variable FP @ 0,2n 2 p ) may be
used to parametrize the period-2 n attractor if one acknowledges that all F from the interval @ 0,2n 2 p ) are different but
any two values of F, F 1 and F 2 , with F 2 5F 1 12 n 2 p , are
equivalent. For a chaotic orbit (n`) all angles FP @ 0,`)
are nondegenerate. When F is defined in this way it is no
longer an observable. Indeed, any FP @ 0,2n 2 p ) can be represented as F5 f 1m2 p , where f P @ 0,2p ) and mPN.
While f is just the angle coordinate in the ( r , f ,z) system
and is a single-valued function of the instantaneous concentrations f 5 f c x (t),c y (t),c z (t), the integer number of
turns m can be calculated only if the entire attractor is
known.
The spatially distributed system is described by the
reaction-diffusion equation,
] c~ x,t !
5Rc~ x,t ! 1D2 c~ x,t ! ,
]t
~3!
where we have assumed the diffusion coefficients of all species are equal. If the rate law parameters correspond to a
period-1 limit cycle, we may initiate a spiral wave in the
medium and describe its dynamics and structure using welldeveloped methods. The core of such a spiral wave is a topological defect which is characterized by the topological
charge @11#
1
2p
f ~ r! dl5n t ,
~4!
where f (r) is the local phase and the integral is taken along
a closed curve surrounding the defect. To obtain additional
insight into the organization of the medium around the defect
the local dynamics may be considered. For this purpose we
introduce a polar coordinate system r5x2rd (t)5(r, u ) centered at the defect whose ~possibly time-dependent position!
is rd (t). Let c(r,t) be a vector of local concentrations at
space point r5(r, u ). A local trajectory in the concentration
phase space from t5t 0 to t5t 0 1 t at point r in the medium
will be denoted by
C ~ ru t 0 , t ! 5 $ c~ r,t ! u tP @ t 0 ,t 0 1 t # % .
~5!
54
5471
close to the chaotic regime within the period-doubling cascade. In the following we restrict our considerations to parameters that lead to the formation of a single spiral wave
whose core is stationary and lies in the center of the domain.
Long transient times ('102 spiral revolutions! are often necessary to reach this attracting state.
Figure 4 shows four consecutive states of the disk-shaped
medium with R580, separated by one period of the spiral
rotation, T r , for k 2 51.567, where the rate law supports a
chaotic attractor. Only within a sufficiently small region with
radius r'20 centered on the defect does the medium return
to the same state after one period of spiral rotation. At points
farther from the defect the system appears to return to the
same state only after two spiral rotation periods. The transition from period-1 to period-2 behavior occurs smoothly
along any ray emanating from the defect.
III. ANALYSIS OF LOCAL DYNAMICS
More detailed information may be obtained from an investigation of the local dynamics of the medium supporting a
spiral wave. Local trajectories C(ru t 0 , t ) were computed
along rays emanating from the defect at various angles u .
Figure 5 ~left column! shows short-time trajectories
( t '10T r ) at different radii r and arbitrary but large t 0 .
These trajectories clearly demonstrate that the local dynamics undergoes transformation from small-amplitude period-1
oscillations in the neighborhood of the defect to period-4
oscillations near the boundary. @14# The well-resolved
period-doubling structure of C(ru t 0 , t ) is destroyed if the
time of observation t becomes sufficiently large. The right
column of Fig. 5 shows trajectories sampled at the same
spatial locations but with the time of observation t 580T r .
5472
An analysis of the local trajectories shows that the perioddoubling phenomenon is not a monotonic function of r. Consider the first-return map constructed from a Poincare section
of a local trajectory C(ru t 0 , t ) in the following way: choose
the plane c y 5c *
y with normal n along the c y axis as the
surface of section and select those intersection points where
n forms a positive angle with the flow. This yields a set
$ c x (r,t n ),c z (r,t n )u nP @ 1,N # % where t 0 ,t 1 ,t 2 ,,t N
,t 0 1 t is a sequence of times at which the trajectory crosses
the surface of section. For the WR model the points
c x (r,t n ),c z (r,t n ) lie on a curve which deviates only
slightly from a straight line. Consequently, we may choose
either c x or c z to construct the first-return map. Let
j n (r)5c x (r,t n ) denote a point in the Poincare section. The
relation j n11 (r)5 f j n (r) between the successive intersections of the Poincare surface defines the local first return
map,
g ~ ru t 0 , t ! 5 $ j n ~ r! , j n11 ~ r! u t n P @ t 0 ,t 0 1 t # ,nP @ 1,N # % .
~6!
Combining such maps for all r along some ray emanating
from the defect at an angle u , we obtain the cumulative firstreturn map,
G ~ u u t 0 , t ! 5 g ~ r, u u t 0 , t ! .
rP ~ 0,R !
~7!
54
FIG. 6. Cumulative first return map G constructed for the diskshaped array ( k 2 51.567,R580). The letters indicate the r values
discussed in the text: ~a! 20, ~b! 31, and ~c! 43.
sponding
cumulative
first-return
map
as
G5limt ` G( u u t 0 , t ). Figure 6 shows G for the disk-shaped
medium under consideration. The first return map is comprised of several branches which can be identified as threadlike maxima of the first-return map point density. These
branches are parametrized by the spatial coordinate with r
increasing from the bottom left corner to the ends of the
wide-spread arms of G ~cf. Fig. 6!. Generally for r<40
points lying on lines j n (r)1 j n11 (r)5const belong to the
same g(r) though overlaps of neighboring g-map points are
common. Thus, measuring the separation between branches
of G in the direction perpendicular to the bisectrix one can
determine the character of C(r). In spite of some evidence of
fine structure, from the fact that map points are located along
the bisectrix in Fig. 6 one can infer that up to r520 the local
dynamics is predominantly period-1. Starting from r521 ~labeled by a in Fig. 6!, G splits into two branches which
diverge from the bisectrix indicating a period-2 structure of
C(r). As r increases these branches bend and cross the bisectrix at r531 ~labeled by b in Fig. 6!, indicating a return
of the local dynamics to the period-1-like pattern. After this
crossing the separation between the branches grows rapidly
reflecting the development of period-2 structure. An examination of the main branches of G reveals period-4 fine structure. This period-4 structure is visible for r.28 and beyond
r'43 ~labeled by c in Fig. 6! it becomes prominent and can
be easily seen in the structure of C(r) ~cf. Fig. 5!.
B. Loop exchange and V curve
From the analysis of the time series of the local concentration one may determine the processes responsible for the
differences between the local trajectories C(ru t 0 , t ) for
short- and long-time intervals t ~cf. Fig. 5!. Figure 7 shows
the signature of this phenomenon for c x (r,t) at r550 in a
disk-shaped array with R580 and k 2 51.544, a parameter
value corresponding to period-4 dynamics in the rate law.
Every second maximum of c x (r,t) is indicated by diamond
or cross symbols. The envelope curves obtained by joining
like symbols cross at t5t ex , thus the curve which connected
large-amplitude maxima at t,t ex joins low-amplitude
maxima at t.t ex and vice versa. This implies that if at some
t 0 ,t ex the representative point c(r,t 0 ) was found on the
54
5473
FIG. 7. Concentration time series c x (r,t) at r550 for the diskshaped array ( k 2 51.544,R580) showing the loop exchange process. Time unit equals 105 Dt.
5474
54
54
5475
variables are different c1 (t)c2 (t). Since the orbits are periodic there is a time d t such that c1 (t1 d t)5c2 (t) for any
t. This operation can be formally considered as an action of
translation operator Td t on the trajectory of the first oscillator:
Td t c1 ~ t ! 5c1 ~ t1 d t ! 5c2 ~ t ! .
~8!
~9!
5476
54
cillation and the sign is that of n t . Thus, the oscillation pattern is continuously time shifted along G such that upon
return to the initial point it has experienced translation by the
period.
B. Period-2 n regime
54
FIG. 13. Period-2 local concentration time series c x (r,t) calculated on a cyclic path G surrounding the defect: ~a! series sampled
at four consecutive locations separated by d u 530; ~b! two series
sampled at locations chosen symmetrically on either side of the
intersection with the V curve.
time shift Dt( u 1 , u 2 ) such that some measure of the deviation between the trajectories, say,
M Dt ~ u 1 , u 2 ! 5
t01t
t0
5477
Consider again the square 80380 array with rate constants corresponding to chaotic regime ( k 2 51.567). As
period-4 fine structure is the highest level of local organization resolved in the medium, it is sufficient to use the formalism developed above for P 4 to describe the local dynamics. The analysis shows that in the bulk of the medium the
1234
oscillation is given by the p (2)
1 5( 3421) pattern @19#. Using
this data and the results presented in the Appendix one can
easily enumerate all the sequences of exchanges resulting in
T11 translation. Indeed, one should expect either exchange
of loops 3 and 4 followed by the exchange of period-2 bands
( 1234
3412) or first the period-2 bands exchange followed by exchange of loops 1 and 2. Figure 14 is a schematic represen-
5478
54
FIG. 16. Segment of the concentration time series c x (r,t) calculated for the disk-shaped array ( k 2 51.567,R580) at r576
showing the T 4 /4 time shift of the oscillation pattern ~see explanation in the text!.
54
5479
5480
54
~A2!
A (1)
1 on s 1 for B 2 . In fact, the action of A 1 can be seen as
an exchange of the period-2 bands of P 4 , each consisting of
(2)
two period-4 loops. Unlike A (1)
1 the operator A 1 alternates
braid words and the corresponding pattern-defining permuta(2)
Al
(2)
(2)
induces
tions S 1 , p (2)
1 S 2 , p 2 . The application of A 1
transformations of symbolic strings s j which again can be
described by the action of an exchange operator A(2)
1 represented by the permutation ( 1234
3412). Due to the apparent simi(2)
larity of action of A (1)
1 and A 1 on the corresponding attrac(2)
tors, A1 inherits the algebraic properties of A(1)
1 . Indeed,
produces
identity
operator
when
applied
twice and,
A(2)
1
thus, is equal to its inverse.
Finer rearrangement of the P 4 loop structure is provided
by the action of A (2)
2 defined as an operator which moves the
single crossing ~enclosed in the smaller box in Fig. 11! by
2 p in the direction opposite to flow. From the structure of
5 p ~12 ! 5T11 ,
~A4!
1234
1234
~ 2 ! 21
+A~12 ! 5 ~ 1234
A~12 ! + ~ A~22 ! ! 21 5 ~ 1234
2134 !~ 3412 ! 5 ~ A2 !
3412 !~ 1243 !
~2!
5 ~ 1234
4312 ! 5 p 2 5T21 .
54
5481
A(n)
m with each other. The geometry of B 2 n also defines the
(n)
basic algebraic property of Am demonstrated above for the
n51,2 examples
@1# A.S. Mikhailov, Foundations of Synergetics I. Distributed Active Systems ~Springer-Verlag, Berlin, 1994!; Chemical Waves
and Patterns, edited by R. Kapral and K. Showalter ~Kluwer,
Dordrecht, 1995!.
@2# A.T. Winfree, The Geometry of Biological Time ~SpringerVerlag, Berlin, 1980!.
@3# See P. Fife, in Non-Equilibrium Dynamics in Chemical Systems, edited by C. Vidal and A. Pacault ~Springer-Verlag, Berlin, 1984!.
@4# Y. Kuramoto, Chemical Oscillations, Waves, and Turbulence
~Springer-Verlag, Berlin, 1984!.
@5# L. Brunnet, H. Chate, and P. Manneville, Physica D 78, 141
~1994!.
@6# K.-D. Willamowski and O.E. Rossler, Z. Naturforsch. 35a, 317
~1980!.
@7# A. Goryachev and R. Kapral, Phys. Rev. Lett. 76, 1619 ~1996!.
@8# M. Rosenblum, A. Pikovsky, and J. Kurths, Phys. Rev. Lett.
76, 1804 ~1996!; A. Pikovsky, M. Rosenblum, G. Osipov, and
J. Kurths ~to be published!.
@9# J. Maselko and H.L. Swinney, J. Chem. Phys. 85, 6430 ~1986!;
S.K. Scott, Chemical Chaos ~Clarendon Press, Oxford, 1991!.
@10# X.-G. Wu and R. Kapral, J. Chem. Phys. 100, 5936 ~1994!.
@11# N.D. Mermin, Rev. Mod. Phys. 51, 591 ~1979!.
@12# Since in the following we consider local trajectories for points
sufficiently far from a defect, the difference between cd* and
c* is neglected.
@13# These types of spiral wave core behavior were observed and
studied in excitable media. See, for instance, A.T. Winfree,
Chaos 1, 303 ~1991!; D. Barkley, Phys. Rev. Lett. 72, 164
~1994!.
@14# The difference between period 2 and period 4 is not clearly
seen in Fig. 4 due to insufficient spatial resolution of the phase
using the color-coding scheme.
@15# We assume that the oscillation pattern can possess period-4,
period-8, or higher order fine structure but we are only concerned with whether the representative point falls within the
smaller or larger band of period-2.
@16# J.S. Birman, Braids, Links and Mapping Class Groups
~Princeton University Press, Princeton, 1974!.
@17# This assumption is valid for the WR model since the motion
along longer loops is faster than that along shorter loops.
@18# Since operators Tn t and T2n t are equivalent in their action on a
period-2 oscillation the signs are chosen to preserve consistency with cases n.1.
@19# This pattern also corresponds to all the P 4 attractors within
period-doubling cascade found numerically for the system ~2!.
@20# F. Argoul, A. Arneodo, P. Richetti, J.C. Roux, and H.L. Swinney, Acc. Chem. Res. 20, 436 ~1987!.
@21# G.S. Skinner and H.L. Swinney, Physica D 48, 1
~1991!.
~ A~mn ! ! 2 51,
mP @ 1,n # .
~A5!
Some compositions of the exchange operators yield translation operators Tl where lP @ 22 n21 ,2n21 ). For the discussion
of the phenomena described in Sec. III only the operator
T11 and its inverse are of particular interest. Using induction
from the analysis of cases with small n one may infer the
general expression for the T11 translation operator :
n
T11 5
m51
A~mn ! .
~A6!