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The impact of advection on the stability of stripes on lattices near planar Turing instabilities

Jichen Yang111University of Bremen, Faculty 3 – Mathematics, Bibliothekstrasse 5, 28359 Bremen, Germany (jyang@uni-bremen.de)    Jens D. M. Rademacher222University of Bremen, Faculty 3 – Mathematics, Bibliothekstrasse 5, 28359 Bremen, Germany (jdmr@uni-bremen.de)    Eric Siero333Carl von Ossietzky University of Oldenburg, Institute for Mathematics, Carl von Ossietzky Str.9-11, 26111 Oldenburg, Germany (eric.siero@uni-oldenburg.de)
(February 27, 2020)
Abstract

Striped patterns are known to bifurcate in reaction-diffusion systems with differential isotropic diffusions at a supercritical Turing instability. In this paper we study the impact of weak anisotropy by directional advection on the stability of stripes with respect to various lattice modes, and the role of quadratic terms therein. We focus on the generic form of planar reaction-diffusion systems with two components near such a bifurcation. Using centre manifold reduction we derive a rigorous parameter expansion for the critical eigenvalues for lattice mode perturbations, specifically nearly square and nearly hexagonal ones. This provides detailed formulae for the loci of stability boundaries under the influence of the advection and quadratic terms. In particular, the well known destabilising effect of quadratic terms can be counterbalanced by advection, which leads to intriguing arrangements of stability boundaries. We illustrate these results numerically by a specific example. Finally, we show numerical computations of these stability boundaries in the extended Klausmeier model for vegetation patterns and show stripes bifurcate stably in the presence of sufficiently strong advection.

1 Introduction

The ubiquitous isotropic pattern forming Turing instabilities are known to generate various solutions, that are dominated in one-dimensional space by spatially periodic solutions. These trivially extend to striped solutions in two-dimensional space, where they are in competition with hexagonal and square shaped states, e.g., [8]. This naturally leads to the question which pattern is selected at onset of the Turing instability – we consider supercritical Turing instabilities only. In the isotropic situation and for generic quadratic terms, it is well known that stripes are unstable with respect to modes on the hexagonal lattice, as discussed in [6] in the context of vegetation patterns. However, in [16] it was found that striped vegetation patterns in a sloped terrain are stable at onset and are connected to large amplitude stripes within the ‘Busse balloon’ of stable stripes in wavenumber-parameter space. Here the slope is modelled by an advective term in the water component, which breaks the spatial isotropy. From a symmetry perspective for weakly anisotropic perturbations this has been predicted already in [2] and the destabilising effect of advection terms on homogeneous steady states have been broadly studied in the context of differential flows, e.g., [14, 10, 4] and also appear in ecology, e.g., [18, 3, 1].

In this paper we show that advection can have a stabilising effect on relevant lattice modes for stripes, counteracting in particular the destabilising effect of quadratic terms, and explaining the observations in [16]. This study extends our analysis in [19] by considering lattice modes or equivalently stability on certain rectangular domains with periodic boundary conditions. Specifically, in [19] a detailed expansion for the bifurcation of stripes and the stability against large-wavelength modes, also called sideband modes, was studied. The consideration of periodic domains adapted to suitable wavevectors is a classical theme in amplitude equations, and is a standard tool in the context of Turing instabilities, see [8, 16, 12] and the references therein. However, the analysis of weak anisotropy seems scarce.

In our analysis we employ centre manifold reductions on domains that are nearly square and nearly ‘hexagonal’, i.e., with the hexagonal lattice for wavevectors. We expand the critical eigenvalues of the stripes in perturbed spatial scalings as well as the system parameters. Herein we can conveniently use the existence of stripes from [19]. The advantages of this approach are that it is fully rigorous and that we gain direct access to all relevant characteristic quantities in terms of the advection, the quadratic terms, stretching and compressing. A particular motivation is to bridge the discussion of stripe stability in [16] for a variant of the Klausmeier model with rather large advection to the results from [6] for zero advection.

The approach applies to arbitrary number of components, but the parameter spaces and determination of signs of relevant characteristics become analytically less accessible for more than two components. Hence we restrict our attention to this case.

Upon changing coordinates, the generic form of such a system up to cubic nonlinearity reads

ut=DΔu+Lu+αˇMu+βBux+Q[u,u]+K[u,u,u],𝐱2\displaystyle u_{t}=D\Delta u+Lu+{\check{\alpha}}Mu+\beta Bu_{x}+Q[u,u]+K[u,u,u],\;{\bf x}\in\mathbb{R}^{2} (1.1)

with multilinear functions Q,KQ,K and diagonal diffusion matrix D>0D>0; higher order nonlinear terms can be added without change to our results near bifurcation. We assume that for αˇ=β=0{\check{\alpha}}=\beta=0 the zero steady state is at a Turing instability with wavenumber 𝐤c{{\bf k}_{\rm c}}, cf. Definition 2.1 below, and that αˇ{\check{\alpha}} moves the spectrum through the origin. The isotropy is broken for β0\beta\neq 0 and we assume, without loss of generality, differential advection

B=B(c)=(1+c00c),c.B=B(c)=\begin{pmatrix}1+c&0\\ 0&c\end{pmatrix},\;c\in\mathbb{R}.

Note that βcx\beta c\partial_{x} appears in both equations as a comoving frame in the xx-direction, and positive (negative) β\beta implies the advection of the first component in negative (positive) xx-direction.

Our main results may be summarised as follows. Here the parameters are μ=(α,β,κ~,~)\mu=(\alpha,\beta,{\tilde{\kappa}},{\tilde{\ell}}), where α=λMαˇ\alpha=\lambda_{M}{\check{\alpha}}, for certain λM0\lambda_{M}\neq 0 determined in §2.1, and κ~=κ𝐤c{\tilde{\kappa}}=\kappa-{{\bf k}_{\rm c}} is the deviation of the stripe’s nonlinear wavenumber from 𝐤c{{\bf k}_{\rm c}}, i.e., the stripe’s spatial period is 2π/κ2\pi/\kappa. Lastly, ~{\tilde{\ell}} is the deviation of the domain’s spatial extent from a square or ‘hexagonal’ domain along the stripe, i.e., in yy-direction. The velocity parameter cc is determined from μ\mu. Throughout we consider |μ|1|\mu|\ll 1, and consider stripes Us(x;μ)U_{\rm s}(x;\mu) that are constant in yy with amplitude parameter A=Us^(𝐤c;μ)A=\|\widehat{U_{\rm s}}({{\bf k}_{\rm c}};\mu)\| the norm of the first Fourier mode. In order to simplify the discussion, we assume the scaling relation

(A,α,β,κ~,~)=(εA,ε2α,εβ,εκ~,ε~),\displaystyle(A,\alpha,\beta,{\tilde{\kappa}},{\tilde{\ell}})=(\varepsilon A^{\prime},\varepsilon^{2}\alpha^{\prime},\varepsilon\beta^{\prime},\varepsilon{\tilde{\kappa}}^{\prime},\varepsilon{\tilde{\ell}}^{\prime}), (1.2)

with a scaling parameter ε>0\varepsilon>0. This scaling is homogeneous for μ\mu with respect to the relevant terms in the expansion of stripes, cf. Theorem 2.5 from [19] below.

As is well known from the isotropic case, the quadratic terms enter at lower order into stability on the hexagonal lattice and thus should be small in order to discuss changes of stability. A convenient, though not necessary, implementation of this is the following uniform smallness hypothesis that we shall adopt.

Hypothesis 1.1.

Q[,]=εQ[,]Q[\cdot,\cdot]=\varepsilon Q^{\prime}[\cdot,\cdot].

In the standard amplitude/modulation equation approach this assumption is required a priori, while in our approach it enters only a posteriori in order to obtain non-trivial stability boundaries.

As mentioned, in this paper we are concerned with finite wavenumber stability and instability; large-wavelength in/stability, i.e., κ,0\kappa,\ell\approx 0, was analysed in [19]. It was shown in [19, Corollary 2.6] that in the anisotropic case β0\beta\neq 0 stripes are spectrally stable near bifurcation if they are stable against large-wavelength modes, which is reflected in the results of this paper as well, cf. Remark 3.1. It is natural to consider domains whose Fourier wavevectors form periodic lattices and the symmetric ones are square (rotation by π/2\pi/2) and hexagonal (rotation by π/3\pi/3). We refer to the lattice modes considered on the (nearly) square and (nearly) ‘hexagonal’ domains as the (quasi-)square and (quasi-)hexagonal modes, respectively. It turns out that certain quasi-hexagonal modes are more unstable than others, and therefore the resulting stability boundaries are briefly illustrated next. In order to build the foundation for this case, in the body of the paper we begin by discussing quasi-square modes in §3.3 and exact hexagonal modes in §3.4.

Quasi-hexagonal stability boundaries.

We consider periodic boundary conditions on the rectangular domains 𝐱Ωqh:=[0,4π/κ]×[0,4π/(3)]{\bf x}\in\Omega_{\rm qh}:=[0,4\pi/\kappa]\times[0,4\pi/(\sqrt{3}\ell)], κ:=𝐤c+κ~\kappa:={{\bf k}_{\rm c}}+{\tilde{\kappa}}, :=𝐤c+~\ell:={{\bf k}_{\rm c}}+{\tilde{\ell}}, ~κ~{\tilde{\ell}}\neq{\tilde{\kappa}}. We prove that the ratio κ~/~=3{\tilde{\kappa}}/{\tilde{\ell}}=-3 yields the most unstable modes near onset – it is the scale ratio on which the hexagonal modes of the homogeneous steady state are critical. For generic quadratic term, in the isotropic case β=0\beta=0 the stripes are unstable near the onset of Turing instability (Fig. 1.1a & 1.2a). In the anisotropic case, β0\beta\neq 0, any advection strength stabilises the stripes with wavenumbers close to the Turing critical wavenumber (Fig. 1.2b), but this ‘small’ stability region is not connected to the stable region of larger amplitude stripes. However, the size of the small stability region increases with advection strength and eventually connects to that of larger amplitude stripes (Fig. 1.1c & 1.2d). Notably, the thresholds are of the form βep=cep|κ~|\beta_{\rm ep}=c_{\rm ep}|{\tilde{\kappa}}|, βtp=ctp|q|\beta_{\rm tp}=c_{\rm tp}|q| with explicit constants cep,ctp>0c_{\rm ep},c_{\rm tp}>0, cf. Fig. 1.1d and 1.2f, respectively. This transitioning from two disconnected stability regions of small and larger amplitude stripes to a connected ‘Busse balloon’ explains the consistency with the results from [16]: there it was observed that, disregarding zigzag-instability, under increasing advection strength the 2D stability region transitions to an effective 1D stability region determined by the Eckhaus boundary. Recall that the Eckhaus instability is a large-wavelength instability orthogonal to the stripe and the dominant instability mechanism for wavetrains in 1D; we do not further discuss the leading order zigzag instability region {κ~<0}\{{\tilde{\kappa}}<0\}.

Refer to caption
(a) 0|β|<βep0\leq|\beta|<\beta_{\rm ep}
Refer to caption
(b) |β|=βep|\beta|=\beta_{\rm ep}
Refer to caption
(c) |β|>βep|\beta|>\beta_{\rm ep}
Refer to caption
(d)
Figure 1.1: In (a)–(c) we plot sketches of the quasi-hexagonal in/stability regions in the (q,α)(q,\alpha)-plane for fixed κ~0{\tilde{\kappa}}\neq 0 and θ(0,1]\theta\in(0,1], the quadratic term q=q(Q)=𝒪(ε)q=q(Q)=\mathcal{O}(\varepsilon) measures the effect of the quadratic nonlinearity. Stripes exist in the complement of the dark grey regions; light grey: quasi-hex-unstable; white: quasi-hex-stable. Stripe bifurcation (2.6) (dashed), quasi-hexagonal boundaries (3.18) (solid). In (d) we sketch the half width qtp,θq_{{\rm tp},\theta} of the stable connection marked in (c), cf. (3.25). The curve intersects the β\beta-axis at βep\beta_{\rm ep} which is linearly increasing with |κ~||{\tilde{\kappa}}|. The stripes are quasi-hex-stable below the curve for any α\alpha. This highlights that for larger |κ~||{\tilde{\kappa}}| the connection of stable regions requires larger |β||\beta|, and that the connection is wider for larger |β||\beta|. Note that βep=0\beta_{\rm ep}=0 at κ~=0{\tilde{\kappa}}=0.
Refer to caption
(a) β=0\beta=0
Refer to caption
(b) |β|<βtp|\beta|<\beta_{\rm tp}
Refer to caption
(c) |β|=βtp|\beta|=\beta_{\rm tp}
Refer to caption
(d) βtp<|β|<βex\beta_{\rm tp}<|\beta|<\beta_{\rm ex}
Refer to caption
(e) |β|βex|\beta|\geq\beta_{\rm ex}
Refer to caption
(f)
Figure 1.2: In (a)–(e) we plot sketches of the quasi-hexagonal stability regions in the (κ~,α)({\tilde{\kappa}},\alpha)-plane for fixed quadratic coefficient q0q\neq 0, q=q(Q)=𝒪(ε)q=q(Q)=\mathcal{O}(\varepsilon) and fixed θ(0,1]\theta\in(0,1]. Stripes exist in the complement of the dark grey regions. Light grey: quasi-hex-unstable; hatched regions: Eckhaus-unstable; stripes are zigzag-unstable for κ~<0{\tilde{\kappa}}<0. We plot stripe bifurcation (2.6) (dashed), Eckhaus boundaries (2.13) (dotted), quasi-hexagonal boundaries (3.18) (solid). In (f) we sketch the half width κ~mp{\tilde{\kappa}}_{\mathrm{mp}} (3.28) of the stable connection marked in (d). The curve intersects the β\beta-axis at βtp\beta_{\rm tp} which is linearly increasing with |q||q|. The stripes are quasi-hex-stable below the curve for any α\alpha. This illustrates that the stable regions connect later for larger |q||q| and the connection is wider for larger |β||\beta|.

More specifically, the quasi-hexagonal instability compares with the Eckhaus instability as follows. In the presence of a generic quadratic term, the quasi-hexagonal instability is dominant near the onset in the isotropic case (Fig. 1.2a) while the Eckhaus instability is dominant near the onset in the anisotropic case (Fig. 1.2b to 1.2e). In particular, the Eckhaus instability is completely dominant for relatively strong advection β>βex=cex|q|\beta>\beta_{\rm ex}=c_{\rm ex}|q| for an explicit constant cex>0c_{\rm ex}>0 (Fig. 1.2e).

In our analysis, we consider the leading order bifurcation and stability boundaries of stripes with the scaling relation (1.2). This leads to the reflection symmetric bifurcation and stability boundaries, cf. Fig. 1.2. Relaxing the scaling relation and including the higher order terms will generically break such symmetry as shown for the zigzag stability boundary in [19]. Indeed, we observe asymmetry of the stability diagrams in the numerical computations of Klausmeier model in §4.2. These latter results refine and complete the study of [16] for small advection and explain how, in a concrete model, the Busse balloon for stripes can connect to a Turing-Hopf point.

This paper is organised as follows: In §2 we recall the results from [19] on linear stability of the homogeneous steady state near the Turing instability, the existence and large wavelength in/stabilities of stripes. The stabilities against lattice modes are discussed in §3. In §4, we illustrate these results by a concrete example of the form (1.1) and in §4.2 we study the lattice stability numerically for the extended Klausmeier model that was used in [16].

Acknowledgements

J.Y was funded by the China Scholarship Council, and Degree completion stipend from University of Bremen. J.Y is grateful for the hospitality and support from Faculty 3 – Mathematics, University of Bremen as well as travel support through an Impulse Grants for Research Projects by University of Bremen. J.R. acknowledges this paper is a contribution to the project M2 (Systematic multi-scale modelling and analysis for geophysical flow) of the Collaborative Research Centre TRR 181 “Energy Transfer in Atmosphere and Ocean” funded by the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) under project number 274762653. E.S. was supported by a postdoctoral fellowship from the Alexander von Humboldt Foundation.

2 Preliminaries

We place into context some fundamental results for the striped solutions to (1.1), including the Turing instability, the bifurcation of stripes, Eckhaus and zigzag instabilities. More details of this section can be found in [19].

2.1 Turing instability

The linearisation of (1.1) in uhom=0u_{\rm hom}=0 is

:=DΔ+L+αˇM+βBx,\mathcal{L}:=D\Delta+L+{\check{\alpha}}M+\beta B\partial_{x},

whose spectrum is most easily studied via the Fourier transform

^(k,)=(k2+2)D+L+αˇM+ikβB,\hat{\mathcal{L}}(k,\ell)=-(k^{2}+\ell^{2})D+L+{\check{\alpha}}M+\mathrm{i}k\beta B,

with Fourier-wavenumbers kk in xx-direction and \ell in yy-direction. It is well known, e.g., [15], that in the common function spaces such as 𝖫2(2){\sf L}^{2}(\mathbb{R}^{2}) the spectrum Σ()\Sigma(\mathcal{L}) of \mathcal{L} equals that of ^\hat{\mathcal{L}} and is the set of roots of the (linear) dispersion relation

d(λ,k,)=det(^(k,)λId).\displaystyle d(\lambda,k,\ell)=\det(\hat{\mathcal{L}}(k,\ell)-\lambda{\rm Id}). (2.1)

Let S𝐤c2S_{{{\bf k}_{\rm c}}}\subset\mathbb{R}^{2} be the circle of radius 𝐤c{{\bf k}_{\rm c}}.

Definition 2.1.

We say that αˇ=β=0{\check{\alpha}}=\beta=0 is a (non-degenerate) Turing instability point for uhomu_{\rm hom} in (1.1) with wavelength 𝐤c{{\bf k}_{\rm c}} if

  • (1)

    LL has strictly stable spectrum Σ(L){λ:Re(λ)<0}\Sigma(L)\subset\{\lambda\in\mathbb{C}:\mathrm{Re}(\lambda)<0\},

  • (2)

    The spectrum of \mathcal{L} is critical for wavevectors (k,)(k,\ell) of length 𝐤c>0{{\bf k}_{\rm c}}>0:

    d(λ,k,)=0&Re(λ)0λ=0,(k,)S𝐤cd(\lambda,k,\ell)=0\ \&\ \mathrm{Re}(\lambda)\geq 0\quad\Leftrightarrow\quad\lambda=0,\ (k,\ell)\in S_{{{\bf k}_{\rm c}}}

    which in particular means Σ(){z:Re(z)0}={0}\Sigma(\mathcal{L})\cap\{z\in\mathbb{C}:\mathrm{Re}(z)\geq 0\}=\{0\},

  • (3)

    λd0\partial_{\lambda}d\neq 0 at λ=0\lambda=0 and (kc,c)S𝐤c(k_{\rm c},\ell_{\rm c})\in S_{{{\bf k}_{\rm c}}}. We denote the unique continuation of these solutions to (2.1) by λc(k,;αˇ,β)\lambda_{\rm c}(k,\ell;{\check{\alpha}},\beta), i.e., (k,)(k,\ell) in a neighboorhood of S𝐤cS_{{{\bf k}_{\rm c}}}.

Writing L=(a1a2a3a4)L=\begin{pmatrix}a_{1}&a_{2}\\ a_{3}&a_{4}\end{pmatrix}, condition (1) implies negative trace of LL, a1+a4<0a_{1}+a_{4}<0, and positive determinant a1a4>a2a3a_{1}a_{4}>a_{2}a_{3}, and (3) implies the well known condition d1a4+d2a1>0d_{1}a_{4}+d_{2}a_{1}>0, which together imply a2a3<a1a4<0a_{2}a_{3}<a_{1}a_{4}<0, e.g., [11].

As a first step to understand the impact of advection, we next quote basic results from [19]. In particular, for this two-component case the unfolding by β\beta is only to quadratic order.

Lemma 2.2 ([19]).

For the critical eigenvalues near a Turing instability of (1.1) as in Definition 2.1 it holds for any (kc,c)S𝐤c(k_{\rm c},\ell_{\rm c})\in S_{{{\bf k}_{\rm c}}} that

λc(kc,c;β)=ikc(λβ+c)β+kc2λβββ2+𝒪(|kcβ|3),\lambda_{\rm c}(k_{\rm c},\ell_{\rm c};\beta)=\mathrm{i}k_{\rm c}(\lambda_{\beta}+c)\beta+k_{\rm c}^{2}\lambda_{{\beta\beta}}\beta^{2}+\mathcal{O}(|k_{\rm c}\beta|^{3}),

where λβ=a4𝐤c2d2a1+a4𝐤c2(d1+d2)\lambda_{\beta}=\frac{a_{4}-{{\bf k}_{\rm c}^{2}}d_{2}}{a_{1}+a_{4}-{{\bf k}_{\rm c}^{2}}(d_{1}+d_{2})}, λββ=(a1𝐤c2d1)(a4𝐤c2d2)(a1+a4𝐤c2(d1+d2))3>0\lambda_{{\beta\beta}}=\frac{(a_{1}-{{\bf k}_{\rm c}^{2}}d_{1})(a_{4}-{{\bf k}_{\rm c}^{2}}d_{2})}{(a_{1}+a_{4}-{{\bf k}_{\rm c}^{2}}(d_{1}+d_{2}))^{3}}>0. In particular, the real part grows fastest for 1D-modes with c=0\ell_{\rm c}=0 and remains zero for transverse modes with kc=0k_{\rm c}=0.

Remark 2.3.

It is well known that for a two-component system 𝐤c2=d1a4+d2a12d1d2{{\bf k}_{\rm c}^{2}}=\frac{d_{1}a_{4}+d_{2}a_{1}}{2d_{1}d_{2}} and a2a3=(a1𝐤c2d1)(a4𝐤c2d2)a_{2}a_{3}=(a_{1}-{{\bf k}_{\rm c}^{2}}d_{1})(a_{4}-{{\bf k}_{\rm c}^{2}}d_{2}), cf. [11].

Remark 2.4 ([19]).

For the non-trivial matrix (b1b2b3b4)\begin{pmatrix}{b}_{1}&{b}_{2}\\ {b}_{3}&{b}_{4}\end{pmatrix} with b1b4b2b3=0b_{1}b_{4}-b_{2}b_{3}=0, b10b_{1}\neq 0 and b1+b40b_{1}+b_{4}\neq 0, we can choose the kernel eigenvector E0E_{0} and the adjoint kernel eigenvector E0E_{0}^{*} with E0,E0=1\langle E_{0},E_{0}\rangle=1 and E0,E0=1\langle E_{0},E_{0}^{*}\rangle=1 as

E0=(b2,b1)T/c0,E0=(b3,b1)T/c0,\displaystyle E_{0}=(b_{2},-b_{1})^{T}/c_{0},\quad E_{0}^{*}=(b_{3},-b_{1})^{T}/c_{0}^{*},

with c0:=b22+b12c_{0}:=\sqrt{b_{2}^{2}+b_{1}^{2}}, c0:=(b1b4+b12)/c0c_{0}^{*}:=(b_{1}b_{4}+b_{1}^{2})/c_{0} and c00c_{0}^{*}\neq 0.

As expected and observed in [19], in contrast to β\beta, the change of real parts of the critical eigenvalue through αˇ{\check{\alpha}}, with matrix M=(mij)1i,j2M=(m_{ij})_{1\leq i,j\leq 2}, is linear with coefficient

λM\displaystyle\lambda_{M} :=αˇdλd|αˇ=0,λ=0=m11(a4𝐤c2d2)m12a3m21a2+m22(a1𝐤c2d1)a1+a4𝐤c2(d1+d2)0,\displaystyle:=-\left.\frac{\partial_{\check{\alpha}}d}{\partial_{\lambda}d}\right|_{{\check{\alpha}}=0,\lambda=0}=\frac{m_{11}(a_{4}-{{\bf k}_{\rm c}^{2}}d_{2})-m_{12}a_{3}-m_{21}a_{2}+m_{22}(a_{1}-{{\bf k}_{\rm c}^{2}}d_{1})}{a_{1}+a_{4}-{{\bf k}_{\rm c}^{2}}(d_{1}+d_{2})}\neq 0, (2.2)

where we assume λM0\lambda_{M}\neq 0 throughout this paper. Notably, λM=1\lambda_{M}=1 if M=IdM={\rm Id} in which case αˇ{\check{\alpha}} just rigidly moves the real part of the spectrum.

In the following we therefore change parameters and use the effective impact on the real part given by

α:=λMαˇ\alpha:=\lambda_{M}{\check{\alpha}}

as the new parameter so that

λc(kc,c;α,β)=\displaystyle\lambda_{\rm c}(k_{\rm c},\ell_{\rm c};\alpha,\beta)= α+i(kc(λβ+c)+aMλMβα)β+kc2λβββ2\displaystyle\alpha+\mathrm{i}(k_{\rm c}(\lambda_{\beta}+c)+a_{M}\lambda_{M\beta}\alpha)\beta+k_{\rm c}^{2}\lambda_{{\beta\beta}}\beta^{2} (2.3)
+𝒪(aMα2+|kcβ|3),\displaystyle+\mathcal{O}(a_{M}\alpha^{2}+|k_{\rm c}\beta|^{3}),

with λMβ:=kcm22λM(2λMm11m22)λβλM(a1+a4𝐤c2(d1+d2))\lambda_{M\beta}:=k_{\rm c}\frac{m_{22}-\lambda_{M}-(2\lambda_{M}-m_{11}-m_{22})\lambda_{\beta}}{\lambda_{M}(a_{1}+a_{4}-{{\bf k}_{\rm c}^{2}}(d_{1}+d_{2}))}, and we emphasise the special case M=IdM={\rm Id} through the factor aMa_{M}, where aM=0a_{M}=0 if M=IdM=\rm{Id} and aM=1a_{M}=1 otherwise.

We illustrate the region where Re(λ)0\mathrm{Re}(\lambda)\geq 0 in the wavevector space (k,)(k,\ell) in Fig. 2.1 based on the example (4.1) below. For relatively small β=0.2\beta=0.2, the Fourier modes with (the leading order) wavevectors (±𝐤c,0)(\pm{{\bf k}_{\rm c}},0) become unstable for α>kc2λβββ20.00448\alpha>-k_{\rm c}^{2}\lambda_{\beta\beta}\beta^{2}\approx-0.00448, where α=12.24αˇ\alpha=12.24{\check{\alpha}}, thus the stripes with the wavelength 2π/𝐤c2\pi/{{\bf k}_{\rm c}} may bifurcate from the homogeneous steady state. Then the modes with (the leading order) wavevectors (±𝐤c/2,±3𝐤c/2)(\pm{{\bf k}_{\rm c}}/2,\pm\sqrt{3}{{\bf k}_{\rm c}}/2) become unstable at α=kc2λβββ2/40.00112\alpha=-k_{\rm c}^{2}\lambda_{\beta\beta}\beta^{2}/4\approx-0.00112 so that the hexagons may bifurcate. Lastly, the modes with wavevectors (0,±𝐤c)(0,\pm{{\bf k}_{\rm c}}) become unstable for α=0\alpha=0 and thus squares may bifurcate.

Refer to caption
Figure 2.1: Based on the example (4.1) below, we illustrate the locations of the critical spectrum of homogeneous state, i.e., Re(λ(k,;α,β))=0\mathrm{Re}(\lambda(k,\ell;\alpha,\beta))=0, on the (k,)(k,\ell)-plane for relatively small β=0.2\beta=0.2, and Re(λ)>0\mathrm{Re}(\lambda)>0 inside each horn-shaped region. The unfolding parameter α=12.24αˇ\alpha=12.24{\check{\alpha}}. Grey curve: wavevectors (kc,c)S𝐤c(k_{\rm c},\ell_{\rm c})\in S_{{\bf k}_{\rm c}} with radius 𝐤c=1{{\bf k}_{\rm c}}=1; grey vertical line: k=𝐤c/2=1/2k={{\bf k}_{\rm c}}/2=1/2; blue: αˇ=3.6×104{\check{\alpha}}=-3.6\times 10^{-4} (α0.00441\alpha\approx-0.00441); green: αˇ=9.15×105{\check{\alpha}}=-9.15\times 10^{-5} (α0.00112\alpha\approx-0.00112); red: αˇ=α=0{\check{\alpha}}=\alpha=0. These contours are reflection symmetric with respect to both axes.

2.2 Bifurcation of stripes

With the directional advection, the system (1.1) possesses striped solutions perpendicular to the direction of the advection as proven in [19]. We next briefly recall this existence result and introduce notations that will be used in the stability analysis. We later perform a centre manifold reduction just for the stability analysis.

Stripes are travelling wave solutions of (1.1) that are constant in yy and periodic in xx for any tt. It is therefore sufficient for establishing existence to consider the 1D case 𝐱=x[0,2π/κ]{\bf x}=x\in[0,2\pi/\kappa] with periodic boundary conditions and wavenumber κ\kappa. A Turing instability point as defined above implies that the 1D realisation of \mathcal{L} possesses a kernel at α=β=0\alpha=\beta=0 on spaces of 2π/𝐤c2\pi/{{\bf k}_{\rm c}}-periodic functions, which motivates rescaling space to [0,2π][0,2\pi] so the linear part (1.1) becomes

μ:=κ2Dx2+L+αˇM+βκBx,\mathcal{L}_{\mu}:=\kappa^{2}D\partial_{x}^{2}+L+{\check{\alpha}}M+\beta\kappa B\partial_{x},

with the parameter κ~{\tilde{\kappa}} in κ=𝐤c+κ~\kappa={{\bf k}_{\rm c}}+{\tilde{\kappa}} that allows to detects stripes with nearby wavenumber. Hence, the main parameters are μ=(α,β,κ~)\mu=(\alpha,\beta,{\tilde{\kappa}}) in vector form. The continuation of the zero eigenvalue of μ\mathcal{L}_{\mu} with κ~=0{\tilde{\kappa}}=0 was given in (2.3). In the presence of non-trivial κ~{\tilde{\kappa}}, such continuation can be expressed in the following form with the notations used throughout this paper

λμ=\displaystyle\lambda_{\mu}= α+ρββ2+ρκ~κ~2+i(γβ+γκ~βκ~+aMλMβα)β\displaystyle\;\alpha+\rho_{\beta}\beta^{2}+\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}+\mathrm{i}(\gamma_{\beta}+\gamma_{{\tilde{\kappa}}\beta}{\tilde{\kappa}}+a_{M}\lambda_{M\beta}\alpha)\beta (2.4)
+aMλMκ~ακ~+𝒪(aMα2+|κ~|3+|β|3),\displaystyle+a_{M}\lambda_{M{\tilde{\kappa}}}\alpha{\tilde{\kappa}}+\mathcal{O}(a_{M}\alpha^{2}+|{\tilde{\kappa}}|^{3}+|\beta|^{3}),

with aM=0a_{M}=0 if M=IdM=\rm{Id} and aM=1a_{M}=1 otherwise. The coefficient ρβ\rho_{\beta} corresponds to that in (2.3) with ρβ>0\rho_{\beta}>0, and ρκ~\rho_{\tilde{\kappa}} is given by ρκ~=k2d/(2λd)|k=𝐤c,λ=0<0\rho_{\tilde{\kappa}}=-\partial_{k}^{2}d/(2\partial_{\lambda}d)|_{k={{\bf k}_{\rm c}},\lambda=0}<0; the other coefficients will not be relevant for the leading order stability and explicit formulae can be found in [19, Theorem 3.1].

Let us denote by A0A\geq 0 the amplitude of the bifurcating striped solutions. Throughout this paper, we use the scaling

(A,α,β,κ~)=(εA,ε2α,εβ,εκ~),\displaystyle(A,\alpha,\beta,{\tilde{\kappa}})=(\varepsilon A^{\prime},\varepsilon^{2}\alpha^{\prime},\varepsilon\beta^{\prime},\varepsilon{\tilde{\kappa}}^{\prime}), (2.5)

with a scaling parameter ε>0\varepsilon>0 and consider primed quantities AA^{\prime} and μ=(α,β,κ~)\mu^{\prime}=(\alpha^{\prime},\beta^{\prime},{\tilde{\kappa}}^{\prime}) bounded with respect to ε\varepsilon. This scaling is homogeneous for μ\mu with respect to the relevant first three terms in (2.4) and the scaling A=εAA=\varepsilon A^{\prime} is natural due to the relation between the parameters and the amplitude of the striped solutions, cf. [19]. Notably, the impact of MIdM\neq{\rm Id} is now at higher order and highlights that leading order results in the following will have additional symmetry.

Using the scaling (2.5), vanishing the real part Re(λμ)=0\mathrm{Re}(\lambda_{\mu})=0 thus occurs to leading order on a hyperbolic paraboloid

α=(κ~,β):=(ρκ~κ~2+ρββ2)\displaystyle\alpha=\mathcal{B}({\tilde{\kappa}},\beta):=-(\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}+\rho_{\beta}\beta^{2}) (2.6)

in μ\mu-space. Since the eigenvalue is stable (unstable) for α<(κ~,β)\alpha<\mathcal{B}({\tilde{\kappa}},\beta) (α>(κ~,β)\alpha>\mathcal{B}({\tilde{\kappa}},\beta)), this constitutes the bifurcation surface at leading order. Notably, it includes μ=0\mu^{\prime}=0 since the signs of ρβ\rho_{\beta} and ρκ~\rho_{\tilde{\kappa}} are opposite.

In preparation of formulating the existence theorem for this scaling, and for completeness we define a number of quantities that appear in the expansions near μ=0\mu=0 and 0ε10\leq\varepsilon\ll 1 evaluated at μ=0\mu=0; most frequently used are the first four.

q0\displaystyle q_{0} :=Q[E0,Q0],E0,q2:=Q[E0¯,Q2],E0,\displaystyle:=\langle Q[E_{0},Q_{0}],E_{0}^{*}\rangle,\qquad\quad q_{2}:=\langle Q[\overline{E_{0}},Q_{2}],E_{0}^{*}\rangle, (2.7)
k0\displaystyle k_{0} :=K[E0,E0,E0¯],E0,ρnl:=3k0+2q0+q2,\displaystyle:=\langle K[E_{0},E_{0},\overline{E_{0}}],E_{0}^{*}\rangle,\quad\rho_{\rm nl}:=3k_{0}+2q_{0}+q_{2},
Q0\displaystyle Q_{0} :=2L1Q[E0¯,E0],Q2:=2(4𝐤c2D+L)1Q[E0,E0],\displaystyle:=-2L^{-1}Q[\overline{E_{0}},E_{0}],\quad Q_{2}:=-2(-4{{\bf k}_{\rm c}^{2}}D+L)^{-1}Q[E_{0},E_{0}],
wAαˇ\displaystyle w_{A{\check{\alpha}}} :=(𝐤c2D+L)1(ME0,E0M)E0,\displaystyle:=(-{{\bf k}_{\rm c}^{2}}D+L)^{-1}(\langle ME_{0},E_{0}^{*}\rangle-M)E_{0},
wAβ\displaystyle w_{A\beta} :=𝐤c(𝐤c2D+L)1(BE0,E0B)E0,\displaystyle:={{\bf k}_{\rm c}}(-{{\bf k}_{\rm c}^{2}}D+L)^{-1}(\langle BE_{0},E_{0}^{*}\rangle-B)E_{0},
wAκ~\displaystyle w_{A{\tilde{\kappa}}} :=2𝐤c(𝐤c2D+L)1DE0,\displaystyle:=2{{\bf k}_{\rm c}}(-{{\bf k}_{\rm c}^{2}}D+L)^{-1}DE_{0},
wAββ\displaystyle w_{A\beta\beta} :=2𝐤c(𝐤c2D+L)1(BwAβBwAβ,E0E0),\displaystyle:=2{{\bf k}_{\rm c}}(-{{\bf k}_{\rm c}^{2}}D+L)^{-1}(Bw_{A\beta}-\langle Bw_{A\beta},E_{0}^{*}\rangle E_{0}),
eμ(x)\displaystyle e_{\mu}(x) :=(E0+αˇwAαˇ+iβwAβ+κ~wAκ~+β2wAββ)eix\displaystyle:=(E_{0}+{\check{\alpha}}w_{A{\check{\alpha}}}+\mathrm{i}\beta w_{A\beta}+{\tilde{\kappa}}w_{A{\tilde{\kappa}}}+\beta^{2}w_{A\beta\beta})\mathrm{e}^{\mathrm{i}x}

Here 𝐤c2D+L-{{\bf k}_{\rm c}^{2}}D+L has a one-dimensional generalised kernel spanned by E0E_{0}, and thus has an inverse from its range to the kernel of the projection ,E0E0\langle\cdot,E_{0}^{*}\rangle E_{0}, cf. [19].

Concerning the velocity parameter cc as given in the following theorem, the evaluation at μ=0\mu=0 gives c=λβc=-\lambda_{\beta} where BE0,E0=0\langle BE_{0},E_{0}^{*}\rangle=0.

Theorem 2.5 (Stripe existence [19]).

Up to spatial translation, non-trivial stripe solutions to (1.1) with parameters μ=εμ\mu=\varepsilon\mu^{\prime}, and sufficiently small |μ|,A=εA|\mu|,A=\varepsilon A^{\prime} with Us(;μ)𝖫2=𝒪(ε)\|U_{\rm s}(\cdot;\mu)\|_{{\sf L}^{2}}=\mathcal{O}(\varepsilon) on [0,2π/κ][0,2\pi/\kappa], are in 1-to-1 correspondence with solutions A>0A>0 to

ε2(α+ρββ2+ρκ~κ~2+ρnlA2+𝒪(ε))=0.\varepsilon^{2}\left(\alpha^{\prime}+\rho_{\beta}\beta^{\prime 2}+\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{\prime 2}+\rho_{\rm nl}A^{\prime 2}+\mathcal{O}(\varepsilon)\right)=0. (2.8)

Stripes have velocity βc\beta c with

c=λβ+𝒪(ε)\displaystyle c=-\lambda_{\beta}+\mathcal{O}(\varepsilon) (2.9)

and, in this comoving frame, are up to translation of the form

Us(x;μ)=εA(eμ(x)+eμ(x)¯)+ε2A2(12Q2(e2ix+e2ix)+Q0)+𝒪(ε3).\displaystyle U_{\rm s}(x;\mu)=\varepsilon A^{\prime}(e_{\mu}(x)+\overline{e_{\mu}(x)})+\varepsilon^{2}A^{\prime 2}\left(\frac{1}{2}Q_{2}\left(\mathrm{e}^{2\mathrm{i}x}+\mathrm{e}^{-2\mathrm{i}x}\right)+Q_{0}\right)+\mathcal{O}(\varepsilon^{3}). (2.10)

Moreover, the coefficients in (2.8) satisfy

ρβ=𝐤cBwAβ,E0,ρκ~=2𝐤cDwAκ~,E0.\displaystyle\rho_{\beta}=-{{\bf k}_{\rm c}}\langle Bw_{A\beta},E_{0}^{*}\rangle,\;\rho_{\tilde{\kappa}}=-2{{\bf k}_{\rm c}}\langle Dw_{A{\tilde{\kappa}}},E_{0}^{*}\rangle. (2.11)
Proof.

Using (2.4) the bifurcation equation in [19, Theorem 3.1] expands as

α+ρββ2+ρκ~κ~2+ρnlA2+𝒪(A3+|μ|(|α|+β2+κ~2))=0.\alpha+\rho_{\beta}\beta^{2}+\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}+\rho_{\rm nl}A^{2}+\mathcal{O}\left(A^{3}+|\mu|(|\alpha|+\beta^{2}+{\tilde{\kappa}}^{2})\right)=0. (2.12)

Then substituting the homogeneous scalings (2.5) into the above equation yields the claimed result. ∎

Throughout this paper, we assume ρnl<0\rho_{\rm nl}<0 so that the bifurcation is a generic supercritical pitchfork.

2.3 Large-wavelength stability

In order to include all available stability information, in this section we recall the results on large wavelength stability of stripes from [19] with the scalings (2.5). In the present paper, we will compare this with the stability on the lattices under consideration.

Zigzag instability

The stability of stripes against large-wavelength perturbation parallel to the stripes is referred to as the zigzag stability. It is determined by the following curve of spectrum attached to the origin, cf. [19, Corollary 4.2]

λzz()=ε(𝐤cρκ~κ~+𝒪(ε))2,\lambda_{\rm zz}(\ell)=\varepsilon\left({{\bf k}_{\rm c}}\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{\prime}+\mathcal{O}(\varepsilon)\right)\ell^{2},

where \ell, ||1|\ell|\ll 1, is the wavenumber of the perturbation in yy-direction. Hence, the zigzag stability boundary with the scalings (2.5) is to leading order given by κ~=0{\tilde{\kappa}}^{\prime}=0 and sgn(Re(λzz))=sgn(κ~)\mathrm{sgn}(\mathrm{Re}(\lambda_{\rm zz}))=-\mathrm{sgn}({\tilde{\kappa}}^{\prime}). This coincides with the well-known result for the Swift-Hohenberg equation, that stretched stripes are zigzag unstable, while stripes are not as sensitive to compression.

Eckhaus instability

The Eckhaus instability (also called sideband instability) arises from large-wavelength perturbations orthogonal to the stripes. It is well known that a supercritical Turing bifurcation for fixed β=κ~=0\beta={\tilde{\kappa}}=0 leads to Eckhaus-stable stripes, and unstable ones for κ~0{\tilde{\kappa}}\neq 0. As shown in [19, Theorem 4.4], in competition with β\beta, the Eckhaus in/stability with the scalings (2.5) is determined by the following real parts of a curve in the spectrum attached to the origin

Re(λeh)=𝐤c2ρκ~ρnlA2(α+ρββ2+3ρκ~κ~2+𝒪(ε)))γ2,\mathrm{Re}(\lambda_{\rm eh})=-{{\bf k}_{\rm c}^{2}}\frac{\rho_{\tilde{\kappa}}}{\rho_{\rm nl}A^{\prime 2}}\left(\alpha^{\prime}+\rho_{\beta}\beta^{\prime 2}+3\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{\prime 2}+\mathcal{O}(\varepsilon))\right)\gamma^{2},

with wavenumber γ,|γ|1\gamma,|\gamma|\ll 1 of the perturbation in xx-direction. Vanishing real part gives the Eckhaus stability boundary in terms of unscaled parameters to leading order

α=(κ~,β)=(3ρκ~κ~2+ρββ2).\displaystyle\alpha=\mathcal{E}({\tilde{\kappa}},\beta)=-(3\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}+\rho_{\beta}\beta^{2}). (2.13)

This boundary is attached to the bifurcation surface at κ~=0{\tilde{\kappa}}=0 since (0,β)=ρββ2=(0,β)\mathcal{E}(0,\beta)=-\rho_{\beta}\beta^{2}=\mathcal{B}(0,\beta) and lies within the existence region since (κ~,β)(κ~,β)\mathcal{E}({\tilde{\kappa}},\beta)\geq\mathcal{B}({\tilde{\kappa}},\beta).

3 Stability of stripes on lattices

In this section we analyse the stability of stripes on rectangular domains with periodic boundary conditions that are nearly square or nearly ‘hexagonal’ in the sense that Fourier modes with wavevectors on a nearly hexagonal lattice are permitted. Indeed, in the Fourier picture these domains have wavevectors on a lattice, and the stability can be studied by centre manifold reduction. While this reduction also allows to study other solutions and nonlinear interactions, here we consider the stability of stripes only. Recall that the lattice modes considered on the (nearly) square and (nearly) ‘hexagonal’ domains are referred to as the (quasi-)square and (quasi-)hexagonal modes, respectively.

Remark 3.1.

Corollary 2.6 from [19] has the following a priori consequences for the upcoming detailed stability analysis on lattices: on the one hand, for β0\beta\neq 0 stripes near bifurcation, i.e., 0<α(κ~,β)10<\alpha-\mathcal{B}({\tilde{\kappa}},\beta)\ll 1, are stable against quasi-square and quasi-hexagon modes. On the other hand, under the scalings (2.5), the stripes are zigzag-stable for κ~>0{\tilde{\kappa}}>0 and Eckhaus-stable for α>(κ~,β)\alpha>\mathcal{E}({\tilde{\kappa}},\beta) to leading order, cf. §2.3. In the (κ~,α)({\tilde{\kappa}},\alpha)-plane this connects to the point κ~=0{\tilde{\kappa}}=0, α=(0,β)\alpha=\mathcal{B}(0,\beta) so that stripes are 𝖫2{\sf L}^{2}-spectrally stable for the parameters in {(κ~,α):0<κ~1, 0<α(κ~,β)1}\{({\tilde{\kappa}},\alpha):0<{\tilde{\kappa}}\ll 1,\,0<\alpha-\mathcal{E}({\tilde{\kappa}},\beta)\ll 1\}. Indeed, this is reflected in the results plotted in Figures 3.1b3.3d3.6a.

3.1 Centre manifold reduction

In preparation of the concrete cases, we first consider somewhat abstractly centre manifold reductions for (1.1). Let us denote

~(μ):=μ0=αˇM+β(𝐤c+κ~)Bx+(2𝐤cκ~+κ~2)DΔ.\widetilde{\mathcal{L}}(\mu):=\mathcal{L}_{\mu}-\mathcal{L}_{0}={\check{\alpha}}M+\beta({{\bf k}_{\rm c}}+{\tilde{\kappa}})B\partial_{x}+(2{{\bf k}_{\rm c}}{\tilde{\kappa}}+{\tilde{\kappa}}^{2})D\Delta.
Theorem 3.2 (Centre manifold reduction).

Consider (1.1) posed on the interval Ω1=[0,2π]\Omega_{1}=[0,2\pi] or on a square Ω2=[0,2π]2\Omega_{2}=[0,2\pi]^{2} or a rectangle Ω3=[0,4π]×[0,4π/3]\Omega_{3}=[0,4\pi]\times[0,4\pi/\sqrt{3}] on the space X=(𝖫2(Ωj))2X=({\sf L}^{2}(\Omega_{j}))^{2} with periodic boundary conditions and assume a Turing instability occurs at μ=0\mu=0. The generalised kernel NN of the associated realisation of 0\mathcal{L}_{0} and its co-kernel YY have dimension 2j2j on Ωj\Omega_{j}, j=1,2,3j=1,2,3. In all cases, a 2j2j-dimensional centre manifold exists for |μ|1|\mu|\ll 1, which is the graph of Ψ𝖢2(N×Λ,Y)\Psi\in{\sf C}^{2}(N\times\Lambda,Y) with Ψ(0,0)=0\Psi(0,0)=0, uΨ(0,0)=0\partial_{u}\Psi(0,0)=0, and the reduced ODE for uc(t)Nu_{c}(t)\in N is of the form

u˙c=f(uc;μ):=P~(μ)(uc+Ψ(uc,μ))+PF(uc+Ψ(uc,μ)),\dot{u}_{c}=f(u_{c};\mu):=P\widetilde{\mathcal{L}}(\mu)(u_{c}+\Psi(u_{c},\mu))+PF(u_{c}+\Psi(u_{c},\mu)),

where P:XNP:X\to N is the projection with kernel YY. In particular,

uf(uc;μ)=P(~(μ)+uF(uc+Ψ(uc;μ)))(Id+uΨ(uc;μ))+𝒪(|uc|3).\partial_{u}f(u_{c};\mu)=P\big{(}\widetilde{\mathcal{L}}(\mu)+\partial_{u}F(u_{c}+\Psi(u_{c};\mu))\big{)}({\rm Id}+\partial_{u}\Psi(u_{c};\mu))+\mathcal{O}(|u_{c}|^{3}).
Proof.

It suffices to show the claimed dimension of the kernel depending on jj; the result then follows from standard centre manifold theory, e.g., [7], by the definition of Turing instability. For Ω1\Omega_{1} this was already discussed in the previous section. From Lemma 2.2 the critical eigenmodes of 0\mathcal{L}_{0} are explicitly known, in particular their wavevectors satisfy (kj,j)S1(k_{j},\ell_{j})\in S^{1}. Hence, on Ω2\Omega_{2} these are the four choices 𝐤1sq:=(1,0){\bf k}^{\rm sq}_{1}:=(1,0), 𝐤2sq:=(0,1){\bf k}^{\rm sq}_{2}:=(0,1) and their negatives, and on Ω3\Omega_{3} the six choices 𝐤1:=(1,0){\bf k}_{1}:=(1,0), 𝐤2:=(1/2,3/2){\bf k}_{2}:=(-1/2,\sqrt{3}/2), 𝐤3:=(1/2,3/2){\bf k}_{3}:=-(1/2,\sqrt{3}/2) and their negatives. ∎

Remark 3.3.

As to nonlinear terms of ff we note that Pv=0Pv=0 if vv consists of Fourier modes whose wavevectors are not in S1S^{1}, which leads to the following resonance condition. Since wavevectors are added in products, any nonlinear term must stem from products of terms for which the sum of wavevectors from S1S^{1} lies again in S1S^{1}. Such resonant interactions require at least three terms, and on Ω2\Omega_{2} are possible only among wavevectors in the same spatial direction. In contrast, Ω3\Omega_{3} allows for the so-called resonance triads (or three-wave interactions) 𝐤1+𝐤2+𝐤3=0{\bf k}_{1}+{\bf k}_{2}+{\bf k}_{3}=0.

Next, we expand the linearisation on the centre manifold somewhat abstractly in order to be conveniently used for different settings later.

Let us denote Ψj:=ujμΨ(0;0)/(j!!)\Psi_{j\ell}:=\partial_{u}^{j}\partial_{\mu}^{\ell}\Psi(0;0)/(j!\ell!) so that Ψ00=Ψ10=0\Psi_{00}=\Psi_{10}=0 in general and due to the zero equilibrium for all parameters also Ψ0j=0\Psi_{0j}=0 for all j0j\geq 0.

Corollary 3.4.

Assume the conditions and notations of Theorem 3.2 and the scaling (2.5) so that uc=εAu1Nu_{c}=\varepsilon A^{\prime}u_{1}\in N, μ=εμ1+ε2μ2\mu=\varepsilon\mu_{1}+\varepsilon^{2}\mu_{2} and u1,μ1,μ2=𝒪(1)u_{1},\mu_{1},\mu_{2}=\mathcal{O}(1) with respect to ε\varepsilon. We have Ψ(uc;μ)=ε2u2+𝒪(ε3)\Psi(u_{c};\mu)=\varepsilon^{2}u_{2}+\mathcal{O}(\varepsilon^{3}) with u2:=A2Ψ20[u1,u1]+AΨ11[μ1,u1]u_{2}:=A^{\prime 2}\Psi_{20}[u_{1},u_{1}]+A^{\prime}\Psi_{11}[\mu_{1},u_{1}], and it holds that

uf(uc;μ)=\displaystyle\partial_{u}f(u_{c};\mu)= 2εAPQ[u1,]\displaystyle 2\varepsilon A^{\prime}PQ[u_{1},\cdot] (3.1)
+ε2P(~(μ2)+(~(μ1)+2AQ[u1,])(2AΨ20[u1,]+Ψ11[μ1,])\displaystyle+\varepsilon^{2}P\Big{(}\widetilde{\mathcal{L}}(\mu_{2})+(\widetilde{\mathcal{L}}(\mu_{1})+2A^{\prime}Q[u_{1},\cdot])(2A^{\prime}\Psi_{20}[u_{1},\cdot]+\Psi_{11}[\mu_{1},\cdot])
+2Q[u2,]+3A2K[u1,u1,]))+𝒪(ε3).\displaystyle+2Q[u_{2},\cdot]+3A^{\prime 2}K[u_{1},u_{1},\cdot])\Big{)}+\mathcal{O}(\varepsilon^{3}).
Proof.

Substituting ucu_{c}, μ\mu as assumed gives ~(μ)=ε~(μ1)+ε2~(μ2)\widetilde{\mathcal{L}}(\mu)=\varepsilon\widetilde{\mathcal{L}}(\mu_{1})+\varepsilon^{2}\widetilde{\mathcal{L}}(\mu_{2}) and Taylor expanding Ψ(uc;μ)=ε2u2+𝒪(ε3)\Psi(u_{c};\mu)=\varepsilon^{2}u_{2}+\mathcal{O}(\varepsilon^{3}) as well as

uΨ(uc,μ)\displaystyle\partial_{u}\Psi(u_{c},\mu) =ε(2AΨ20[u1,]+Ψ11[μ1,])+𝒪(ε2),\displaystyle=\varepsilon(2A^{\prime}\Psi_{20}[u_{1},\cdot]+\Psi_{11}[\mu_{1},\cdot])+\mathcal{O}(\varepsilon^{2}),
uF(uc+Ψ(uc,μ))\displaystyle\partial_{u}F(u_{c}+\Psi(u_{c},\mu)) =2εAQ[u1,]+2ε2Q[u2,]+3ε2A2K[u1,u1,]+𝒪(ε3).\displaystyle=2\varepsilon A^{\prime}Q[u_{1},\cdot]+2\varepsilon^{2}Q[u_{2},\cdot]+3\varepsilon^{2}A^{\prime 2}K[u_{1},u_{1},\cdot]+\mathcal{O}(\varepsilon^{3}).

Combining these, uf\partial_{u}f from Theorem 3.2 and using that BE0,E0|μ=0=0\langle BE_{0},E_{0}^{*}\rangle|_{\mu=0}=0 and DE0,E0=0\langle DE_{0},E_{0}^{*}\rangle=0, which removes P~(μ1)P\widetilde{\mathcal{L}}(\mu_{1}), we obtain the claimed form. ∎

3.2 Stability in one space-dimension

We first note that due to lack of triads, cf. Remark 3.3 a number of terms in (3.1) vanish: U=U0eixU=U_{0}\mathrm{e}^{\mathrm{i}x} with any U02U_{0}\in\mathbb{C}^{2} gives PQ[U,]=0PQ[U,\cdot]=0 on NN. Analogously, Q[u1,]Q[u_{1},\cdot], Q[u1,Ψ11[μ1,]]Q[u_{1},\Psi_{11}[\mu_{1},\cdot]], ~(μ1)Ψ20[u1,]\widetilde{\mathcal{L}}(\mu_{1})\Psi_{20}[u_{1},\cdot], Q[Ψ11[μ1,u1],]Q[\Psi_{11}[\mu_{1},u_{1}],\cdot] vanish so that (3.1) simplifies to

uf(uc;μ)=\displaystyle\partial_{u}f(u_{c};\mu)= ε2P(~(μ2)+~(μ1)Ψ11[μ1,]+2A2Q[Ψ20[u1,u1],]\displaystyle\varepsilon^{2}P\Big{(}\widetilde{\mathcal{L}}(\mu_{2})+\widetilde{\mathcal{L}}(\mu_{1})\Psi_{11}[\mu_{1},\cdot]+2A^{\prime 2}Q[\Psi_{20}[u_{1},u_{1}],\cdot] (3.2)
+4A2Q[u1,Ψ20[u1,]]+3A2K[u1,u1,])+𝒪(ε3).\displaystyle+4A^{\prime 2}Q[u_{1},\Psi_{20}[u_{1},\cdot]]+3A^{\prime 2}K[u_{1},u_{1},\cdot]\Big{)}+\mathcal{O}(\varepsilon^{3}).

Next we infer the matrix form of the linearisation from the existence result. It is convenient to also span the centre eigenspace by sin\sin and cos\cos, i.e., uc=u0cos+u1sinu_{c}=u_{0}\cos+u_{1}\sin for u0,u1u_{0},u_{1}\in\mathbb{R}; the projection in these coordinates is given by P:=IdPh=,E0coscos+,E0sinsinP:={\rm Id}-P_{h}=\langle\cdot,E_{0}^{*}\cos\rangle\cos+\langle\cdot,E_{0}^{*}\sin\rangle\sin; and, up to translation in xx, stripes are given by

Us(x;μ)=\displaystyle U_{\rm s}(x;\mu)=\ 2εAE0cos(x)\displaystyle 2\varepsilon A^{\prime}E_{0}\cos(x)
+2ε2A(κ~wAκ~cos(x)βwAβsin(x)+A(Q2cos(2x)+Q0))+𝒪(ε3).\displaystyle+2\varepsilon^{2}A^{\prime}\Big{(}{\tilde{\kappa}}^{\prime}w_{A{\tilde{\kappa}}}\cos(x)-\beta^{\prime}w_{A\beta}\sin(x)+A^{\prime}(Q_{2}\cos(2x)+Q_{0})\Big{)}+\mathcal{O}(\varepsilon^{3}).
Theorem 3.5.

Assume the conditions and notations of Theorem 3.2 for the domain Ω=[0,2π]\Omega=[0,2\pi] with periodic boundary conditions and velocity parameter c=c(μ)c=c(\mu) as in (2.9). Stripes UsU_{\rm s} are in 1-to-1 correspondence with equilibria ucNu_{c}\in N, f(uc,μ)=0f(u_{c},\mu)=0, μ\mu solving (2.8) and, up to translation in xx, Us=uc+Ψ(uc;μ)U_{\rm s}=u_{c}+\Psi(u_{c};\mu) for uc=2AE0cos(x)u_{c}=2AE_{0}\cos(x). The linearisation in stripes satisfies uf(uc;μ)E0sin=0\partial_{u}f(u_{c};\mu)E_{0}\sin=0 as well as uf(uc;μ)E0cos=2A2ρnl+𝒪(ε3)\partial_{u}f(u_{c};\mu)E_{0}\cos=2A^{2}\rho_{\rm nl}+\mathcal{O}(\varepsilon^{3}) with (2.5), and, up to this order, has the matrix forms

A2(2ρnl000),A2(ρnlρnlρnlρnl),A^{2}\begin{pmatrix}2\rho_{\rm nl}&0\\ 0&0\end{pmatrix},\quad A^{2}\begin{pmatrix}\rho_{\rm nl}&\rho_{\rm nl}\\ \rho_{\rm nl}&\rho_{\rm nl}\end{pmatrix},

in the coordinates cos,sin\cos,\sin and e0,e0¯e_{0},\overline{e_{0}}, respectively.

Proof.

Centre manifold equilibria f(uc;μ)=0f(u_{c};\mu)=0 correspond to equilibria near bifurcation and, due to Theorem 2.5, these are stripes so that uc=2Acosu_{c}=2A\cos. By translation symmetry PxUsP\partial_{x}U_{\rm s} lies in the kernel of uf(2Acos;μ)\partial_{u}f(2A\cos;\mu) and in particular each expansion order with respect to AA of the linearisation has the corresponding order of PxUsP\partial_{x}U_{\rm s} as its kernel. In fact, due to the translation symmetry of (1.1), the ODE in Theorem 3.2 is independent of the translation direction, cf. [7]. Hence, the matrix is diagonal in (cos,sin)(\cos,\sin)-coordinates and it remains to determine the second eigenvalue. In this reduced equation, the bifurcation of stripes is a generic pitchfork with λμ\lambda_{\mu} the normal form unfolding parameter, and it is well known that the eigenvalue of the bifurcating branch is to leading order 2λμ=2ρnlA2-2\lambda_{\mu}=2\rho_{\rm nl}A^{2} [7]. ∎

Remark 3.6.

The proof for the matrix form in Theorem 3.5 does not rely on the detailed expansion of the linearisation (3.2), but can of course be derived from it. This is somewhat tedious since Ψ20,Ψ11\Psi_{20},\Psi_{11} enter in general, and we do this for the hexagonal lattice in Appendix A.

3.3 Stability against (quasi-)square perturbations

We start with the simplest case, the stability against (quasi-)square perturbations. Although it turns out that these are not the dominant instability mechanisms among planar modes, it is instructive and adds to completeness of the analyses of lattice modes.

We consider the problem (1.1) with periodic boundary conditions on the (quasi-)square domain

Ωsq:=[0,2π/κ]×[0,2π/],κ:=𝐤c+κ~,:=𝐤c+~,\Omega_{\rm sq}:=[0,2\pi/\kappa]\times[0,2\pi/\ell],\;\kappa:={{\bf k}_{\rm c}}+{\tilde{\kappa}},\,\ell:={{\bf k}_{\rm c}}+{\tilde{\ell}},

with the scaling ~=ε~{\tilde{\ell}}=\varepsilon{\tilde{\ell}}^{\prime} in accordance with (2.5), so that ~=𝒪(ε){\tilde{\ell}}=\mathcal{O}(\varepsilon). In particular, the quasi-square domain reduces to the square domain when κ=\kappa=\ell. Rescaling the spatial variables with x~=x/κ\tilde{x}=x/\kappa and y~=y/\tilde{y}=y/\ell, so that the scaled domain is given by Ω2=[0,2π]2\Omega_{2}=[0,2\pi]^{2} with dual lattice wavevectors 𝐤jsq=(kj,j)2{\bf k}^{\rm sq}_{j}=(k_{j},\ell_{j})\in\mathbb{R}^{2}, where

𝐤1sq=(1,0),𝐤2sq=(0,1),{\bf k}^{\rm sq}_{1}=(1,0),\;{\bf k}^{\rm sq}_{2}=(0,1),

and for convenience 𝐤jsq=𝐤jsq{\bf k}^{\rm sq}_{-j}=-{\bf k}^{\rm sq}_{j}, j=1,2j=1,2. As noted in Theorem 3.2 this leads to a four-dimensional centre manifold for

uc(x)=Usq(x)=j=2,j02ujej,u_{c}(x)=U_{\rm sq}(x)=\sum_{j=-2,j\neq 0}^{2}u_{j}e_{j},

where uj=uj¯u_{j}=\overline{u_{-j}}\in\mathbb{C} and ej:=ei𝐤jsq𝐱E0e_{j}:=\mathrm{e}^{\mathrm{i}{\bf k}^{\rm sq}_{j}\cdot{\bf x}}E_{0} are the four linearly independent kernel eigenvectors that appear for Ω2\Omega_{2}; we also denote ej:=ei𝐤jsq𝐱E0e_{j}^{*}:=\mathrm{e}^{\mathrm{i}{\bf k}^{\rm sq}_{j}\cdot{\bf x}}E_{0}^{*}.

Theorem 3.7.

Assume the conditions and notations of Theorem 3.2 for the domain Ω2\Omega_{2} with periodic boundary conditions and the scaling (2.5). Let the velocity parameter c=c(μ)c=c(\mu) be as in (2.9). The subspace {uj=0,j=±2}\{u_{j}=0,j=\pm 2\} is invariant for the reduced ODE and contains the stripes as equilibria. The linearisation in stripes in the index ordering (1,1,2,2)(1,-1,2,-2) has a block diagonal matrix of the form Lsq=diag(L1,L2sq)+𝒪(ε3)L_{\rm sq}=\mathrm{diag}(L_{1},L_{2}^{\rm sq})+\mathcal{O}(\varepsilon^{3}) with 2×22\times 2-subblocks

L1=A2(ρnlρnlρnlρnl),L2sq=ε2(λ~+A2ξ00λ~+A2ξ),\displaystyle L_{1}=A^{2}\begin{pmatrix}\rho_{\rm nl}&\rho_{\rm nl}\\ \rho_{\rm nl}&\rho_{\rm nl}\end{pmatrix},\quad L_{2}^{\rm sq}=\varepsilon^{2}\begin{pmatrix}\lambda^{\prime}_{\tilde{\ell}}+A^{\prime 2}\xi&0\\ 0&\lambda^{\prime}_{\tilde{\ell}}+A^{\prime 2}\xi\end{pmatrix},

where λ~:=α+ρκ~~2+𝒪(ε)\lambda^{\prime}_{\tilde{\ell}}:=\alpha^{\prime}+\rho_{\tilde{\kappa}}{\tilde{\ell}}^{\prime 2}+\mathcal{O}(\varepsilon) is real and

ξ:=6k0+2q0+8q11,q11:=Q[E0,Q11],E0,Q11\displaystyle\xi:=6k_{0}+2q_{0}+8q_{11},\;q_{11}:=\langle Q[E_{0},Q_{11}],E_{0}^{*}\rangle,\;Q_{11} :=(2𝐤c2D+L)1Q[E0,E0].\displaystyle:=-(-2{{\bf k}_{\rm c}^{2}}D+L)^{-1}Q[E_{0},E_{0}].

See Appendix A for the proof.

The eigenvalues of the matrix L1L_{1} are 0 and 2ρnlA2<02\rho_{\rm nl}A^{2}<0, as in Theorem 3.5, which reflects that the stripes are stable against perturbations in the xx-direction on this domain.

Concerning the subblock L2sqL_{2}^{\rm sq}, we first note the general form of eigenvalues.

Lemma 3.8.

Under the assumptions of Theorem 3.7, the double eigenvalue of the matrix L2sqL_{2}^{\rm sq} is real and given by

λ=ε2(A2(3k0q2+8q11)ρββ2+ρκ~(~2κ~2))+𝒪(ε3),\lambda=\varepsilon^{2}\left(A^{\prime 2}(3k_{0}-q_{2}+8q_{11})-\rho_{\beta}\beta^{\prime 2}+\rho_{\tilde{\kappa}}({\tilde{\ell}}^{\prime 2}-{\tilde{\kappa}}^{\prime 2})\right)+\mathcal{O}(\varepsilon^{3}),

where A=(α+ρββ2+ρκ~κ~2)/ρnl+𝒪(ε)A^{\prime}=\sqrt{-(\alpha^{\prime}+\rho_{\beta}\beta^{\prime 2}+\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{\prime 2})/\rho_{\rm nl}}+\mathcal{O}(\varepsilon).

Proof.

The two eigenvalues are the same diagonal term which, by (2.8), read

ε2(λ~+A2ξ)=ε2(A2ρnlρββ2ρκ~κ~2+ρκ~~2+A2ξ)+𝒪(ε3),\displaystyle\varepsilon^{2}(\lambda^{\prime}_{\tilde{\ell}}+A^{\prime 2}\xi)=\varepsilon^{2}(-A^{\prime 2}\rho_{\rm nl}-\rho_{\beta}\beta^{\prime 2}-\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}+\rho_{\tilde{\kappa}}{\tilde{\ell}}^{2}+A^{\prime 2}\xi)+\mathcal{O}(\varepsilon^{3}),

and (2.8) gives AA^{\prime} as claimed; that λ~\lambda_{\tilde{\ell}}^{\prime} is real was already stated in Theorem 3.7. ∎

We note that the signs of q2,q11q_{2},q_{11} depend on QQ. For the sake of simplicity and comparison with (quasi-)hexagonal stabilities discussed below, we consider Hypothesis 1.1. This immediately gives the following stability result.

Corollary 3.9 ((Quasi-)square lattice stabilities).

Under the assumptions of Theorem 3.7 and Hypothesis 1.1 the double eigenvalue of matrix L2sqL_{2}^{\rm sq} is given by

λsq=ε2(α2ρββ2+ρκ~(~22κ~2))+o(ε2).\displaystyle\lambda_{\rm sq}=\varepsilon^{2}\left(-\alpha^{\prime}-2\rho_{\beta}\beta^{\prime 2}+\rho_{\tilde{\kappa}}({\tilde{\ell}}^{\prime 2}-2{\tilde{\kappa}}^{\prime 2})\right)+o(\varepsilon^{2}). (3.3)

The stability boundary λsq=0\lambda_{\rm sq}=0 in terms of unscaled parameters is given by

α=𝒬(κ~,β;~):=2ρββ2+ρκ~(~22κ~2).\displaystyle\alpha=\mathcal{Q}({\tilde{\kappa}},\beta;{\tilde{\ell}}):=-2\rho_{\beta}\beta^{2}+\rho_{\tilde{\kappa}}({\tilde{\ell}}^{2}-2{\tilde{\kappa}}^{2}). (3.4)

For any κ~{\tilde{\kappa}} and fixed β\beta, if |~||κ~||{\tilde{\ell}}|\geq|{\tilde{\kappa}}|, then 𝒬(κ~,β;~)(κ~,β)\mathcal{Q}({\tilde{\kappa}},\beta;{\tilde{\ell}})\leq\mathcal{B}({\tilde{\kappa}},\beta) (see (2.6)) and thus the stripes are stable against the square perturbation and the quasi-square perturbations with |~|>|κ~||{\tilde{\ell}}|>|{\tilde{\kappa}}|. The curvature of 𝒬\mathcal{Q} with respect to κ~{\tilde{\kappa}} is larger than that of \mathcal{B} for |~|<|κ~||{\tilde{\ell}}|<|{\tilde{\kappa}}|, which causes unstable stripes against quasi-square perturbations. The most unstable quasi-square perturbation occurs at ~=0{\tilde{\ell}}=0, cf. Fig. 3.1. However, note that the Eckhaus boundary is dominant since α=(κ~,β)𝒬(κ~,β;0)\alpha=\mathcal{E}({\tilde{\kappa}},\beta)\geq\mathcal{Q}({\tilde{\kappa}},\beta;0).

Refer to caption
(a) β=0\beta=0
Refer to caption
(b) β0\beta\neq 0
Figure 3.1: Sketches of the stability regions in the (κ~,α)({\tilde{\kappa}},\alpha)-plane for ~=0{\tilde{\ell}}=0. Stripes exist in the complements of the dark grey regions. Light grey: quasi-square-unstable; hatched region: Eckhaus-unstable; white: stable; dashed curve: bifurcation curve α=(κ~,β)\alpha=\mathcal{B}({\tilde{\kappa}},\beta); dotted curve: Eckhaus boundary α=(κ~,β)\alpha=\mathcal{E}({\tilde{\kappa}},\beta); black solid curves: quasi-square stability boundary α=𝒬(κ~,β;0)\alpha=\mathcal{Q}({\tilde{\kappa}},\beta;0).

3.4 Stability against hexagonal perturbations

Concerning the six-dimensional lattice modes, we first study the exact hexagonal perturbation as a basis for the more unstable quasi-hexagonal perturbations. On the one hand, it is natural and relatively easy to consider the hexagonal case as, e.g., in the amplitude equations approach. On the other hand, the stability proof is neat and can be extended to the quasi-hexagonal case.

We consider the system (1.1) with periodic boundary condition on the rectangular domains

Ωhex=[0,4π/κ]×[0,4π/(3κ)],κ=𝐤c+κ~,\Omega_{\mathrm{hex}}=[0,4\pi/\kappa]\times[0,4\pi/(\sqrt{3}\kappa)],\;\kappa={{\bf k}_{\rm c}}+{\tilde{\kappa}},

and isotropically rescale to Ω3=[0,4π]×[0,4π/3]\Omega_{3}=[0,4\pi]\times[0,4\pi/\sqrt{3}] with dual lattice wavevectors 𝐤j=(kj,j)2{\bf k}_{j}=(k_{j},\ell_{j})\in\mathbb{R}^{2}, where 𝐤j=𝐤j{\bf k}_{-j}=-{\bf k}_{j}, j=1,2,3j=1,2,3, cf. Remark 3.3,

𝐤1=(1,0),𝐤2=(1/2,3/2),𝐤3=(1/2,3/2).{\bf k}_{1}=(1,0),\;{\bf k}_{2}=(-1/2,\sqrt{3}/2),\;{\bf k}_{3}=-(1/2,\sqrt{3}/2).

As noted in Theorem 3.2 this leads to a six dimensional centre manifold for

uc(x)=Uhex(x)=j=3,j03ujej,u_{c}(x)=U_{\mathrm{hex}}(x)=\sum_{j=-3,j\neq 0}^{3}u_{j}e_{j},

where uj=uj¯u_{j}=\overline{u_{-j}}\in\mathbb{C} and ej:=ei𝐤j𝐱E0e_{j}:=\mathrm{e}^{\mathrm{i}{\bf k}_{j}\cdot{\bf x}}E_{0} are the six linearly independent kernel eigenvectors that appear for Ω3\Omega_{3}; we also denote ej:=ei𝐤j𝐱E0e_{j}^{*}:=\mathrm{e}^{\mathrm{i}{\bf k}_{j}\cdot{\bf x}}E_{0}^{*}. For convenience, here we use the same notation for the wavevectors and (adjoint) eigenvectors as in §3.3.

Theorem 3.10.

Assume the conditions and notations of Theorem 3.2 for the domain Ω3\Omega_{3} with periodic boundary conditions, and the parameter scaling (2.5) for μ\mu. Let the velocity parameter c=c(μ)c=c(\mu) be as in (2.9). The subspace {uj=0,j=±2,±3}\{u_{j}=0,j=\pm 2,\pm 3\} is invariant for the reduced ODE and contains the stripes as equilibria. The linearisation in stripes in the index ordering (1,1,2,3,3,2)(1,-1,2,-3,3,-2) has a block diagonal matrix of the form Lhex=diag(L1,L2hex,L2hex)+𝒪(ε3)L_{\mathrm{hex}}=\mathrm{diag}(L_{1},L_{2}^{\mathrm{hex}},L_{2}^{\mathrm{hex}})+\mathcal{O}(\varepsilon^{3}) with 2×22\times 2-subblocks

L1=A2(ρnlρnlρnlρnl),L2hex=ε2(λμ,2+A2η2Aqε+Ap(μ1)2Aqε+Ap(μ1)¯λμ,2+A2η),\displaystyle L_{1}=A^{2}\begin{pmatrix}\rho_{\rm nl}&\rho_{\rm nl}\\ \rho_{\rm nl}&\rho_{\rm nl}\end{pmatrix},\quad L_{2}^{\mathrm{hex}}=\varepsilon^{2}\begin{pmatrix}\lambda^{\prime}_{\mu,2}+A^{\prime 2}\eta&2A^{\prime}\frac{q}{\varepsilon}+A^{\prime}p(\mu_{1})\\ 2A^{\prime}\frac{q}{\varepsilon}+A^{\prime}\overline{p(\mu_{1})}&\lambda^{\prime}_{\mu,2}+A^{\prime 2}\eta\end{pmatrix},

where λμ,2:=α+14ρββ2+ρκ~κ~2+𝒪(ε)\lambda^{\prime}_{\mu,2}:=\alpha^{\prime}+\frac{1}{4}\rho_{\beta}\beta^{\prime 2}+\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{\prime 2}+\mathcal{O}(\varepsilon) and

q\displaystyle q :=Q[E0,E0],E0,η:=6k0+2q0+8q1,q1:=Q[E0,Q1],E0,\displaystyle:=\langle Q[E_{0},E_{0}],E_{0}^{*}\rangle,\quad\eta:=6k_{0}+2q_{0}+8q_{1},\quad q_{1}:=\langle Q[E_{0},Q_{1}],E_{0}^{*}\rangle,
Q1\displaystyle Q_{1} :=(𝐤c2D+L)1(Q[E0,E0],E0E0Q[E0,E0]),\displaystyle:=(-{{\bf k}_{\rm c}^{2}}D+L)^{-1}(\langle Q[E_{0},E_{0}],E_{0}^{*}\rangle E_{0}-Q[E_{0},E_{0}]),
p(μ1)\displaystyle p(\mu_{1}) :=Q[iβwAβ+4κ~wAκ~,E0],E0+(4κ~𝐤cDiβ𝐤cB)Q1,E0.\displaystyle:=\langle Q[\mathrm{i}\beta^{\prime}w_{A\beta}+4{\tilde{\kappa}}^{\prime}w_{A{\tilde{\kappa}}},E_{0}],E_{0}^{*}\rangle+\langle(-4{\tilde{\kappa}}^{\prime}{{\bf k}_{\rm c}}D-\mathrm{i}\beta^{\prime}{{\bf k}_{\rm c}}B)Q_{1},E_{0}^{*}\rangle.

See Appendix B for the proof.

Since L1L_{1} concerns perturbations in the xx-direction, i.e., orthogonal to stripe, from Theorem 3.5 we know that L1L_{1} has the eigenvalues 0 and 2ρnlA2<02\rho_{\rm nl}A^{2}<0.

Concerning the subblock L2hexL_{2}^{\mathrm{hex}}, we first note the general form of eigenvalues.

Lemma 3.11.

Under the assumptions of Theorem 3.10, the eigenvalues of the matrix L2hexL_{2}^{\mathrm{hex}} are

λ±=ε2(A2(3k0q2+8q1)34ρββ2±A|2qε+Ap(μ1)|)+𝒪(ε3),\lambda_{\pm}=\varepsilon^{2}\left(A^{\prime 2}(3k_{0}-q_{2}+8q_{1})-\frac{3}{4}\rho_{\beta}\beta^{\prime 2}\pm A^{\prime}\left|\frac{2q}{\varepsilon}+A^{\prime}p(\mu_{1})\right|\right)+\mathcal{O}(\varepsilon^{3}),

where A=(α+ρββ2+ρκ~κ~2)/ρnl+𝒪(ε)A^{\prime}=\sqrt{-(\alpha^{\prime}+\rho_{\beta}\beta^{\prime 2}+\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{\prime 2})/\rho_{\rm nl}}+\mathcal{O}(\varepsilon).

Proof.

The matrix L2hexL_{2}^{\mathrm{hex}} is of the form (abb¯a)\begin{pmatrix}a&b\\ \bar{b}&a\end{pmatrix} with a,ba\in\mathbb{R},\,b\in\mathbb{C}, and such a matrix possesses the two real eigenvalues λ±=a±|b|\lambda_{\pm}=a\pm|b|. For λ±\lambda_{\pm}, bb is as in the matrix unchanged, and for aa we have

a\displaystyle a =ε2(λμ,2+A2η)=ε2(A2ρnl34ρββ2+A2η)+𝒪(ε3)\displaystyle=\varepsilon^{2}(\lambda^{\prime}_{\mu,2}+A^{\prime 2}\eta)=\varepsilon^{2}\left(-A^{\prime 2}\rho_{\rm nl}-\frac{3}{4}\rho_{\beta}\beta^{\prime 2}+A^{\prime 2}\eta\right)+\mathcal{O}(\varepsilon^{3})

and using (2.8) gives the claimed form. ∎

The lemma shows that for small ε\varepsilon and q=𝒪(1)q=\mathcal{O}(1) with respect to ε\varepsilon we have λ+>0\lambda_{+}>0, and the stripe thus unstable. In order to study destabilisation of stripes near onset, and thus the competition of the quadratic term and advection, we therefore assume q=εqq=\varepsilon q^{\prime} with q=𝒪(1)q^{\prime}=\mathcal{O}(1). This is most easily realised by Hypothesis 1.1, which assumes the entire quadratic term has a prefactor ε\varepsilon, though we note that q=εqq=\varepsilon q^{\prime} can be realised by a scaling assumption on certain parts of QQ only.

In this case we can rewrite the entries in L2hexL_{2}^{\mathrm{hex}} related to QQ as follows

q\displaystyle q =εq,\displaystyle=\varepsilon q^{\prime}, q1\displaystyle q_{1} =ε2q1,\displaystyle=\varepsilon^{2}q_{1}^{\prime}, η\displaystyle\eta =6k0+ε2(2q0+8q1),\displaystyle=6k_{0}+\varepsilon^{2}(2q_{0}^{\prime}+8q_{1}^{\prime}), Q1\displaystyle Q_{1} =εQ1,\displaystyle=\varepsilon Q_{1}^{\prime}, p(μ1)\displaystyle p(\mu_{1}) =εp(μ1),\displaystyle=\varepsilon p^{\prime}(\mu_{1}),

with bounded primed quantities. Moreover, we recall

ρnl=3k0+ε2(2q0+q2)<0\rho_{\rm nl}=3k_{0}+\varepsilon^{2}(2q_{0}^{\prime}+q_{2}^{\prime})<0

with sign due to the assumed supercriticality of the stripe bifurcating so that also k0<0k_{0}<0. This gives the following hexagonal in/stability result.

Theorem 3.12 (Hexagonal lattice stability).

Under the assumptions of Theorem 3.10 and Hypothesis 1.1 the eigenvalues of the matrix L2hexL_{2}^{\mathrm{hex}} are given by

λhex±=ε2(3k0A~234ρββ2±2A~|q|+𝒪(ε)),\displaystyle\lambda_{\mathrm{hex}}^{\pm}=\varepsilon^{2}\left(3k_{0}{\tilde{A}}^{\prime 2}-\frac{3}{4}\rho_{\beta}\beta^{\prime 2}\pm 2{\tilde{A}}^{\prime}|q^{\prime}|+\mathcal{O}(\varepsilon)\right), (3.5)

where A~:=(α+ρββ2+ρκ~κ~2)/(3k0){\tilde{A}}^{\prime}:=\sqrt{-(\alpha^{\prime}+\rho_{\beta}\beta^{\prime 2}+\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{\prime 2})/(3k_{0})}. In particular, λhex±\lambda_{\mathrm{hex}}^{\pm}\in\mathbb{R}.

Proof.

Using Lemma 3.11 the claim directly follows from Hypothesis 1.1 and the resulting factors of ε\varepsilon as noted above. The term A~{\tilde{A}}^{\prime} stems from the leading order of AA^{\prime}, i.e., A=A~+𝒪(ε)A^{\prime}={\tilde{A}}^{\prime}+\mathcal{O}(\varepsilon). ∎

In particular, under these assumptions, qq^{\prime} is the only relevant quantity that relates to QQ. In case Q=o(ε)Q=o(\varepsilon) we have q=0q^{\prime}=0 so that λhex±<0\lambda_{\mathrm{hex}}^{\pm}<0, i.e., stripes are always stable on the hexagonal lattice, since k0<0k_{0}<0 and ρβ>0\rho_{\beta}>0.

In Theorem 3.12 the eigenvalue λhex\lambda_{\mathrm{hex}}^{-} is stable for all μ\mu and qq such that the striped solution (2.10) exists. The sign of λhex+\lambda_{\mathrm{hex}}^{+}, however, depends on both μ\mu and qq. A critical eigenvalue λhex+=0\lambda_{\mathrm{hex}}^{+}=0 to leading order requires 3k0A~234ρββ2<03k_{0}{\tilde{A}}^{\prime 2}-\frac{3}{4}\rho_{\beta}\beta^{\prime 2}<0 or equivalently

α>74ρββ2ρκ~κ~2\alpha>-\frac{7}{4}\rho_{\beta}\beta^{2}-\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}

in terms of unscaled parameters. Since 74ρββ2ρκ~κ~2<(κ~,β)-\frac{7}{4}\rho_{\beta}\beta^{2}-\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}<\mathcal{B}({\tilde{\kappa}},\beta) the above condition is automatically fulfilled for μ\mu such that the stripes exist.

Solving λhex+=0\lambda_{\mathrm{hex}}^{+}=0 yields the hex-stability boundaries to leading order. In terms of the unscaled parameters this reads

{α=±(κ~,β,q):α(κ~,β),δ0},\displaystyle\{\alpha=\mathcal{H}_{\pm}({\tilde{\kappa}},\beta,q):\alpha\geq\mathcal{B}({\tilde{\kappa}},\beta),\;{\delta_{\mathcal{H}}}\geq 0\}, (3.6)

where

±(κ~,β,q)\displaystyle\mathcal{H}_{\pm}({\tilde{\kappa}},\beta,q) :=74ρββ2ρκ~κ~213k0(2q2±δ),\displaystyle:=-\frac{7}{4}\rho_{\beta}\beta^{2}-\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}-\frac{1}{3k_{0}}\left(2q^{2}\pm\sqrt{{\delta_{\mathcal{H}}}}\right), (3.7)
δ\displaystyle{\delta_{\mathcal{H}}} :=4q4+9k0q2ρββ2.\displaystyle:=4q^{4}+9k_{0}q^{2}\rho_{\beta}\beta^{2}. (3.8)

We remark that since α\alpha\in\mathbb{R}, the condition δ0{\delta_{\mathcal{H}}}\geq 0 appears. The stripes are hex-unstable for δ>0{\delta_{\mathcal{H}}}>0 and α(,+)\alpha\in(\mathcal{H}_{-},\mathcal{H}_{+}), and hex-stable otherwise.

In order to simplify notations, we formulate the hex-stability boundaries in terms of the unscaled parameters in §3.4.1 and §3.4.2.

3.4.1 Stripes with critical wavenumber

We first consider the stripes with the Turing critical wavenumber, i.e., κ~=0{\tilde{\kappa}}=0.

Case β=0\beta=0, κ~=0{\tilde{\kappa}}=0 (Fig. 3.2a)

The hex-stability boundary reduces to a parabola

α=+(0,0,q)=43k0q2.\displaystyle\alpha=\mathcal{H}_{+}(0,0,q)=-\frac{4}{3k_{0}}q^{2}. (3.9)

This coincides with the well-known result that the stripes are hex-unstable near the onset of Turing bifurcation except for q=0q=0 [6]. The other curve α=(0,0,q)=0\alpha=\mathcal{H}_{-}(0,0,q)=0 overlaps the bifurcation curve α=(0,0)=0\alpha=\mathcal{B}(0,0)=0.

Refer to caption
(a) β=0\beta=0, κ~=0{\tilde{\kappa}}=0
Refer to caption
(b) β0\beta\neq 0, κ~=0{\tilde{\kappa}}=0
Refer to caption
(c) β=0\beta=0, κ~0{\tilde{\kappa}}\neq 0
Refer to caption
(d) β0\beta\neq 0, κ~0{\tilde{\kappa}}\neq 0
Figure 3.2: Sketches of the hexagonal stability regions of stripes in the (q,α)(q,\alpha)-plane. Stripes exist in the complement of the dark grey regions. White: hex-stable; grey: hex-unstable. Dashed line: bifurcation line α=(0,β)\alpha=\mathcal{B}(0,\beta); solid curves: hex-stability boundaries (a) α=+(0,0,q)\alpha=\mathcal{H}_{+}(0,0,q), cf. (3.9) (b) α=±(0,β,q)\alpha=\mathcal{H}_{\pm}(0,\beta,q), cf. (3.10) (c) α=+(κ~,0,q)\alpha=\mathcal{H}_{+}({\tilde{\kappa}},0,q), cf. (3.13) (d) α=±(κ~,β,q)\alpha=\mathcal{H}_{\pm}({\tilde{\kappa}},\beta,q), cf. (3.7).
Case β0\beta\neq 0, κ~=0{\tilde{\kappa}}=0 (Fig. 3.2b)

The hex-stability boundaries are given by

α=±(0,β,q):=74ρββ213k0(2q2±4q4+9k0q2ρββ2).\displaystyle\alpha=\mathcal{H}_{\pm}(0,\beta,q):=-\frac{7}{4}\rho_{\beta}\beta^{2}-\frac{1}{3k_{0}}\left(2q^{2}\pm\sqrt{4q^{4}+9k_{0}q^{2}\rho_{\beta}\beta^{2}}\right). (3.10)

There exist two turning points (±qtp,αtp)(\pm q_{\rm tp},\alpha_{\rm tp}) given by

qtp=32|β|k0ρβ,αtp=14ρββ2.\displaystyle q_{\rm tp}=\frac{3}{2}|\beta|\sqrt{-k_{0}\rho_{\beta}},\quad\alpha_{\rm tp}=-\frac{1}{4}\rho_{\beta}\beta^{2}. (3.11)

The boundaries below the turning points are given by \mathcal{H}_{-} which decreases to zero for increasing |q||q|. Hence there exists a hex-stable region near the bifurcation. In particular, for |q|<qtp|q|<q_{\rm tp}, the stripes are hex-stable for all α\alpha. These indicate that the advection stabilises the stripes: for β0\beta\neq 0 stripes bifurcate stably in accordance with Remark 3.1, and advection connects the regions of stable small and larger amplitude stripes for small quadratic effects. Nevertheless, the hex-unstable region becomes larger for larger |q||q|, which highlights the destabilising effect of the quadratic term.

Remark 3.13.

For fixed |q|>qtp|q|>q_{\rm tp}, the stable stripes lose the stability when α\alpha increases to α\alpha_{*} where α<αtp\alpha_{*}<\alpha_{\rm tp}. In fact, at α=αtp\alpha=\alpha_{\rm tp} the homogeneous steady state becomes unstable against hexagonal modes, cf. (2.4), also see Fig. 2.1 (green curve). Hence, the stable stripes lose stability ‘before’ the bifurcation of hexagons.

3.4.2 Stripes with off-critical wavenumber

Now we turn to hex-stability of stripes with off-critical wavenumber κ=𝐤c+κ~\kappa={{\bf k}_{\rm c}}+{\tilde{\kappa}}, κ~0{\tilde{\kappa}}\neq 0. We also compare the hex-instability with Eckhaus instability in (κ~,α)({\tilde{\kappa}},\alpha)-plane. Recall that the stripes are zigzag unstable (stable) for κ~<0{\tilde{\kappa}}<0 (κ~>0{\tilde{\kappa}}>0).

In the (q,α)(q,\alpha)-plane, for any fixed β\beta, the stability boundaries are shifted upwards compared with κ~=0{\tilde{\kappa}}=0, cf. Fig. 3.2c & 3.2d.

In the (κ~,α)({\tilde{\kappa}},\alpha)-plane the situation is more involved and can be compared with the Eckhaus instability. In Fig. 3.3 we plot all cases in terms of β\beta and qq, and derive these next.

Refer to caption
(a) β=0\beta=0, q=0q=0
Refer to caption
(b) β=0\beta=0, q0q\neq 0
Refer to caption
(c) β0\beta\neq 0, q=0q=0
Refer to caption
(d) 0<|β|<βtp0<|\beta|<\beta_{\rm tp}, q0q\neq 0
Refer to caption
(e) |β|=βtp|\beta|=\beta_{\rm tp}, q0q\neq 0
Refer to caption
(f) |β|>βtp|\beta|>\beta_{\rm tp}, q0q\neq 0
Figure 3.3: Sketches of the stability regions in the (κ~,α)({\tilde{\kappa}},\alpha)-plane. Stripes exist in the complement of the dark grey regions; light grey: hex-unstable; hatched regions: Eckhaus-unstable; white: hex-stable. Bifurcation α=(κ~,β)\alpha=\mathcal{B}({\tilde{\kappa}},\beta) (dashed); Eckhaus boundary α=(κ~,β)\alpha=\mathcal{E}({\tilde{\kappa}},\beta) (dotted); hex-stability boundaries (solid) in (a) α=±(κ~,0,0)=(κ~,0)\alpha=\mathcal{H}_{\pm}({\tilde{\kappa}},0,0)=\mathcal{B}({\tilde{\kappa}},0), cf. (3.12) (b) α=+(κ~,0,q)>(κ~,0)\alpha=\mathcal{H}_{+}({\tilde{\kappa}},0,q)>\mathcal{B}({\tilde{\kappa}},0) and α=(κ~,0,q)=(κ~,0)\alpha=\mathcal{H}_{-}({\tilde{\kappa}},0,q)=\mathcal{B}({\tilde{\kappa}},0), cf. (3.13) (c) α=±(κ~,β,0)<(κ~,β)\alpha=\mathcal{H}_{\pm}({\tilde{\kappa}},\beta,0)<\mathcal{B}({\tilde{\kappa}},\beta), cf. (3.14) (d) α=±(κ~,β,q)>(κ~,β)\alpha=\mathcal{H}_{\pm}({\tilde{\kappa}},\beta,q)>\mathcal{B}({\tilde{\kappa}},\beta), cf. (3.7) (e) α=±(κ~,βtp,q)\alpha=\mathcal{H}_{\pm}({\tilde{\kappa}},\beta_{\rm tp},q), (f) no solutions to (3.6) exist.
Case β=0\beta=0, q=0q=0 (Fig. 3.3a)

The hex-stability boundary is given by

α=±(κ~,0,0)=ρκ~κ~2,\displaystyle\alpha=\mathcal{H}_{\pm}({\tilde{\kappa}},0,0)=-\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}, (3.12)

which coincides with the bifurcation curve since ±(κ~,0,0)=(κ~,0)\mathcal{H}_{\pm}({\tilde{\kappa}},0,0)=\mathcal{B}({\tilde{\kappa}},0). Hence the stripes are hex-stable, and the dominant instability mechanism is the Eckhaus boundary.

Case β=0\beta=0, q0q\neq 0 (Fig. 3.3b)

The hex-stability boundaries are given by

α\displaystyle\alpha =+(κ~,0,q)=43k0q2ρκ~κ~2,\displaystyle=\mathcal{H}_{+}({\tilde{\kappa}},0,q)=-\frac{4}{3k_{0}}q^{2}-\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}, (3.13)
α\displaystyle\alpha =(κ~,0,q)=ρκ~κ~2,\displaystyle=\mathcal{H}_{-}({\tilde{\kappa}},0,q)=-\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2},

where (κ~,0,q)=(κ~,0)\mathcal{H}_{-}({\tilde{\kappa}},0,q)=\mathcal{B}({\tilde{\kappa}},0). Hence the stripes are hex-unstable near the bifurcation, which is thus the dominant mechanism near onset. In addition, the curvature of each of the hex-stability boundaries is smaller than that of Eckhaus boundary since κ~2±<κ~2\partial_{\tilde{\kappa}}^{2}\mathcal{H}_{\pm}<\partial_{\tilde{\kappa}}^{2}\mathcal{E}.

Case β0\beta\neq 0, q=0q=0 (Fig. 3.3c)

The hex-stability boundary is given by

α=±(κ~,β,0)=74ρββ2ρκ~κ~2.\displaystyle\alpha=\mathcal{H}_{\pm}({\tilde{\kappa}},\beta,0)=-\frac{7}{4}\rho_{\beta}\beta^{2}-\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}. (3.14)

Since ±(κ~,β,0)<(κ~,β)\mathcal{H}_{\pm}({\tilde{\kappa}},\beta,0)<\mathcal{B}({\tilde{\kappa}},\beta), the bifurcating stripes are always hex-stable, and the Eckhaus instability is dominant, again in accordance with Remark 3.1.

Case β0\beta\neq 0, q0q\neq 0 (bottom row of Fig. 3.3)

The hex-stability boundaries are given by (3.7), and roots of the discriminant δ=0{\delta_{\mathcal{H}}}=0 from (3.8), lie at

β=βtp:=2|q|3k0ρβ.\displaystyle\beta=\beta_{\rm tp}:=\frac{2|q|}{3\sqrt{-k_{0}\rho_{\beta}}}. (3.15)

We summarise the stability results in terms of β\beta for fixed q0q\neq 0 as follows.

  • (1)

    |β|<βtp|\beta|<\beta_{\rm tp} (Fig. 3.3d): hex-stability boundaries satisfy ±(κ~,β,q)>(κ~,β)\mathcal{H}_{\pm}({\tilde{\kappa}},\beta,q)>\mathcal{B}({\tilde{\kappa}},\beta) so that stripes are hex-stable near onset, but there is a hex-unstable ‘band’ which intersects the α\alpha-axis on the interval [(0,β,q),+(0,β,q)][\mathcal{H}_{-}(0,\beta,q),\mathcal{H}_{+}(0,\beta,q)].

  • (2)

    |β|=βtp|\beta|=\beta_{\rm tp} (Fig. 3.3e): The hex-stability boundaries collapse along

    α=±(κ~,βtp,q)=q29k0ρκ~κ~2,\alpha=\mathcal{H}_{\pm}({\tilde{\kappa}},\beta_{\rm tp},q)=\frac{q^{2}}{9k_{0}}-\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2},

    which intersects α\alpha-axis at αtp=ρββtp2/4=q2/(9k0)\alpha_{\rm tp}=-\rho_{\beta}\beta^{2}_{\rm tp}/4=q^{2}/(9k_{0}), cf. (3.11). Notably, this degenerate case does not occur for quasi-hexagonal lattices discussed below.

  • (3)

    |β|>βtp|\beta|>\beta_{\rm tp} (Fig. 3.3f): ±\mathcal{H}_{\pm} are complex, so there is no hex-stability boundary in the real parameter space and the stripes are hex-stable.

In addition, we recall the threshold qtpq_{\rm tp}, cf. (3.11), and highlight the relation sgn(|β|βtp)=sgn(|q|qtp)\mathrm{sgn}(|\beta|-\beta_{\rm tp})=-\mathrm{sgn}(|q|-q_{\rm tp}). Therefore, by increasing |q||q| for fixed β0\beta\neq 0 the hexagonal boundaries change as from Fig. 3.3f to 3.3d.

We consider the width of the unstable band for fixed qq in Fig. 3.3d by setting α~:=α+ρββ2+ρκ~κ~2{\tilde{\alpha}}:=\alpha+\rho_{\beta}\beta^{2}+\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2} so that stripe bifurcations occur at α~=0{\tilde{\alpha}}=0. Then the hex-stability boundaries in the (β,α~)(\beta,{\tilde{\alpha}})-plane are

α~=~±(β):=34ρββ213k0(2q2±4q4+9k0q2ρββ2),\displaystyle{\tilde{\alpha}}=\widetilde{\mathcal{H}}_{\pm}(\beta):=-\frac{3}{4}\rho_{\beta}\beta^{2}-\frac{1}{3k_{0}}\left(2q^{2}\pm\sqrt{4q^{4}+9k_{0}q^{2}\rho_{\beta}\beta^{2}}\right), (3.16)

see Fig. 3.4. In particular, ~(0)=0\widetilde{\mathcal{H}}_{-}(0)=0, ~+(0)=4q2/(3k0)\widetilde{\mathcal{H}}_{+}(0)=-4q^{2}/(3k_{0}) and ~±(βtp)=q2/(3k0)\widetilde{\mathcal{H}}_{\pm}(\beta_{\rm tp})=-q^{2}/(3k_{0}) so the width of hex-unstable band is smaller for larger |β||\beta|, showing the stabilisation of the advection. Note that the width of the unstable band is independent of κ~{\tilde{\kappa}}, which will be different for the quasi-hexagonal lattice modes considered next.

Refer to caption
Figure 3.4: Sketch of the hex-unstable region in the (β,α~)(\beta,{\tilde{\alpha}})-plane for fixed q0q\neq 0. Solid curve: hex-boundary α~=~±(β){\tilde{\alpha}}=\tilde{\mathcal{H}}_{\pm}(\beta), cf. (3.16); grey: hex-unstable; white: hex-stable.

3.5 Stability against quasi-hexagonal perturbations

We consider the stability of stripes against quasi-hexagonal perturbation, which are nearly hexagonal perturbations that still possess triads 𝐤1+𝐤2+𝐤3=0{\bf k}_{1}+{\bf k}_{2}+{\bf k}_{3}=0 in terms of the spatial scalings.

We consider (1.1) with periodic boundary conditions on the rectangular domain

Ωqh:=[0,4π/κ]×[0,4π/(3)],κ:=𝐤c+κ~,:=𝐤c+~,~κ~,\Omega_{\rm qh}:=[0,4\pi/\kappa]\times[0,4\pi/(\sqrt{3}\ell)],\;\kappa:={{\bf k}_{\rm c}}+{\tilde{\kappa}},\,\ell:={{\bf k}_{\rm c}}+{\tilde{\ell}},\,{\tilde{\ell}}\neq{\tilde{\kappa}},

with the scaling ~=ε~{\tilde{\ell}}=\varepsilon{\tilde{\ell}}^{\prime} so that ~=𝒪(ε){\tilde{\ell}}=\mathcal{O}(\varepsilon) analogous to κ~{\tilde{\kappa}}. Rescaling the spatial variables anisotropically with x~=x/κ\tilde{x}=x/\kappa and y~=y/\tilde{y}=y/\ell, the rectangular domain becomes Ω3=[0,4π]×[0,4π/3]\Omega_{3}=[0,4\pi]\times[0,4\pi/\sqrt{3}] with dual lattice wavevectors 𝐤j=(kj,j)2{\bf k}_{j}=(k_{j},\ell_{j})\in\mathbb{R}^{2}, and the perturbation on the six-dimensional kernel is given by Uhex(x)U_{\mathrm{hex}}(x), cf. §3.4. Analogous to Theorem 3.10, we have the following.

Theorem 3.14.

Consider (1.1) with periodic boundary conditions on rectangular domain Ωqh\Omega_{\rm qh}. Assume the conditions and notations of Theorem 3.2 for the domain Ω3\Omega_{3} with periodic boundary conditions and the parameter scaling (2.5) for μ\mu. Let the velocity parameter c=c(μ)c=c(\mu) be as in (2.9). The subspace {uj=0,j=±2,±3}\{u_{j}=0,j=\pm 2,\pm 3\} is invariant for the reduced ODE and contains the stripes as equilibria. The linearisation in stripes in the index ordering (1,1,2,3,3,2)(1,-1,2,-3,3,-2) has a block diagonal matrix of the form Lqh=diag(L1,L2qh,L2qh)+𝒪(ε3)L_{\rm qh}=\mathrm{diag}(L_{1},L_{2}^{\rm qh},L_{2}^{\rm qh})+\mathcal{O}(\varepsilon^{3}) with 2×22\times 2-subblocks

L1=A2(ρnlρnlρnlρnl),L2qh=ε2(λμ,~+A2η2Aqε+Ap(μ1,~)2Aqε+Ap(μ1,~)¯λμ,~+A2η)\displaystyle L_{1}=A^{2}\begin{pmatrix}\rho_{\rm nl}&\rho_{\rm nl}\\ \rho_{\rm nl}&\rho_{\rm nl}\end{pmatrix},\quad L_{2}^{\rm qh}=\varepsilon^{2}\begin{pmatrix}\lambda_{\mu,{\tilde{\ell}}}^{\prime}+A^{\prime 2}\eta&2A^{\prime}\frac{q}{\varepsilon}+A^{\prime}p(\mu_{1},{\tilde{\ell}}^{\prime})\\ 2A^{\prime}\frac{q}{\varepsilon}+A^{\prime}\overline{p(\mu_{1},{\tilde{\ell}}^{\prime})}&\lambda_{\mu,{\tilde{\ell}}}^{\prime}+A^{\prime 2}\eta\end{pmatrix}

where η\eta is as in Theorem 3.10 and

λμ,~:=\displaystyle\lambda_{\mu,{\tilde{\ell}}}^{\prime}:= α+14ρββ2+ρκ~16(κ~+3~)2+𝒪(ε),\displaystyle\ \alpha^{\prime}+\frac{1}{4}\rho_{\beta}\beta^{\prime 2}+\frac{\rho_{\tilde{\kappa}}}{16}({\tilde{\kappa}}^{\prime}+3{\tilde{\ell}}^{\prime})^{2}+\mathcal{O}(\varepsilon),
p(μ1,~):=\displaystyle p(\mu_{1},{\tilde{\ell}}^{\prime}):= Q[iβwAβ+(52κ~+32~)wAκ~,E0](iβ𝐤cB+(κ~+3~)𝐤cD)Q1,E0.\displaystyle\ \langle Q[\mathrm{i}\beta^{\prime}w_{A\beta}+(\tfrac{5}{2}{\tilde{\kappa}}^{\prime}+\tfrac{3}{2}{\tilde{\ell}}^{\prime})w_{A{\tilde{\kappa}}},E_{0}]-(\mathrm{i}\beta^{\prime}{{\bf k}_{\rm c}}B+({\tilde{\kappa}}^{\prime}+3{\tilde{\ell}}^{\prime}){{\bf k}_{\rm c}}D)Q_{1},E_{0}^{*}\rangle.
Proof.

The rescaled linear operator of (1.1) is given by

μqh:=κ2Dx2+2Dy2+L+αˇM+βκBx.\mathcal{L}_{\mu}^{\rm qh}:=\kappa^{2}D\partial_{x}^{2}+\ell^{2}D\partial_{y}^{2}+L+{\check{\alpha}}M+\beta\kappa B\partial_{x}.

Analogous to the proof of Theorem 3.10, the linearisation in stripes gives the same matrix L1L_{1} since the rescaling in yy-direction does not influence the one-dimensional stability. The matrix L2qhL_{2}^{\rm qh}, however, is different from L2hexL_{2}^{\mathrm{hex}}. The eigenvalue λμ,~\lambda_{\mu,{\tilde{\ell}}}^{\prime} is that of the linearisation in the trivial equilibrium whose expansion can be determined analogous to Lemma 2.2. The term p(μ1)p(\mu_{1}) is replaced by p(μ1,~)p(\mu_{1},{\tilde{\ell}}^{\prime}) by straightforward calculation, which is analogous to the proof in Appendix B. ∎

Concerning the subblock L2qhL_{2}^{\rm qh}, we first note the general form of eigenvalues.

Lemma 3.15.

Under the assumptions of Theorem 3.14, the eigenvalues of the matrix L2qhL_{2}^{\rm qh} are

λ±=ε2(A2(3k0q2+8q1)34ρββ2+ω±A|2qε+Ap(μ1,~)|)+𝒪(ε3),\lambda_{\pm}=\varepsilon^{2}\left(A^{\prime 2}(3k_{0}-q_{2}+8q_{1})-\frac{3}{4}\rho_{\beta}\beta^{\prime 2}+\omega^{\prime}\pm A^{\prime}\left|\frac{2q}{\varepsilon}+A^{\prime}p(\mu_{1},{\tilde{\ell}}^{\prime})\right|\right)+\mathcal{O}(\varepsilon^{3}),

where A=(α+ρββ2+ρκ~κ~2)/ρnl+𝒪(ε)A^{\prime}=\sqrt{-(\alpha^{\prime}+\rho_{\beta}\beta^{\prime 2}+\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{\prime 2})/\rho_{\rm nl}}+\mathcal{O}(\varepsilon) and ω:=(9~+15κ~)(~κ~)ρκ~/16\omega^{\prime}:=(9{\tilde{\ell}}^{\prime}+15{\tilde{\kappa}}^{\prime})({\tilde{\ell}}^{\prime}-{\tilde{\kappa}}^{\prime})\rho_{\tilde{\kappa}}/16. The most unstable quasi-hexagonal perturbation with respect to ~{\tilde{\ell}} occurs at ~=κ~/3{\tilde{\ell}}=-{\tilde{\kappa}}/3 for which ω=ρκ~κ~20\omega=-\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}\geq 0, and ~=0{\tilde{\ell}}=0 gives ω=0\omega=0 and λ±=λhex±\lambda_{\pm}=\lambda_{\mathrm{hex}}^{\pm}.

Proof.

The eigenvalues are derived as in Lemma 3.11. As a function of ~{\tilde{\ell}}, the parabola ω=ω(~)\omega=\omega({\tilde{\ell}}) has positive maximum max~ω=ρκ~κ~2\max_{{\tilde{\ell}}\in\mathbb{R}}\omega=-\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2} at ~=κ~/3{\tilde{\ell}}=-{\tilde{\kappa}}/3. ∎

Remark 3.16.

We note a relation of the most unstable quasi-hexagonal modes at ~=κ~/3{\tilde{\ell}}=-{\tilde{\kappa}}/3 to the critical circle of spectrum S𝐤cS_{{\bf k}_{\rm c}} at the onset of the Turing instability. Indeed, it follows from (12(𝐤c+κ~))2+(32(𝐤c+~))2=𝐤c2(\frac{1}{2}({{\bf k}_{\rm c}}+{\tilde{\kappa}}))^{2}+(\frac{\sqrt{3}}{2}({{\bf k}_{\rm c}}+{\tilde{\ell}}))^{2}={{\bf k}_{\rm c}^{2}} that ~=13κ~29𝐤cκ~2+𝒪(κ~3){\tilde{\ell}}=-\frac{1}{3}{\tilde{\kappa}}-\frac{2}{9{{\bf k}_{\rm c}}}{\tilde{\kappa}}^{2}+\mathcal{O}({\tilde{\kappa}}^{3}). Therefore, the locations of the most unstable oblique wavevectors are to leading order on the critical circle S𝐤cS_{{\bf k}_{\rm c}}.

In the remainder of this section, we focus on the quasi-hexagonal perturbation that are more unstable than the hexagonal ones, i.e. in case ω>0\omega>0, and parametrise ω(0,ρκ~κ~2]\omega\in(0,-\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}] by θ(0,1]\theta\in(0,1] via

ω=θρκ~κ~2,\omega=-\theta\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2},

so θ=1\theta=1 is the most unstable quasi-hexagonal perturbation and the limit θ=0\theta=0 yields the hexagonal one. The previous lemma shows that as for hexagonal perturbations, a smallness assumption on qq is required, and as in Theorem 3.12 this changes AA^{\prime} in Lemma 3.15 to where A~:=(α+ρββ2+ρκ~κ~2)/(3k0){\tilde{A}}^{\prime}:=\sqrt{-(\alpha^{\prime}+\rho_{\beta}\beta^{\prime 2}+\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{\prime 2})/(3k_{0})}. However, unlike the hexagonal stability, for Q=o(ε)Q=o(\varepsilon) the stripes are not necessarily stable against quasi-hexagonal perturbations. The previous lemma then directly gives

Theorem 3.17.

Under the assumptions of Theorem 3.14 and θ(0,1]\theta\in(0,1] the quasi-hexagonal stability boundary, i.e., zero real part of the eigenvalues of the matrix L2qhL_{2}^{\rm qh} is to leading order given as follows.

If Q=g(ε)QQ=g(\varepsilon)Q^{\prime}, g(ε)=o(ε)g(\varepsilon)=o(\varepsilon) this stability boundary reads

α=qh(κ~,β;θ):=74ρββ2(θ+1)ρκ~κ~2.\displaystyle\alpha=\mathcal{M}_{\rm qh}({\tilde{\kappa}},\beta;\theta):=-\frac{7}{4}\rho_{\beta}\beta^{2}-(\theta+1)\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}. (3.17)

Under Hypothesis 1.1 this stability boundary is given by the two curves

{α=qH±(κ~,β,q;θ):αqh(κ~,β;θ),δ0},\displaystyle\{\alpha=\mathcal{M}_{\rm qH}^{\pm}({\tilde{\kappa}},\beta,q;\theta):\alpha\geq\mathcal{M}_{\rm qh}({\tilde{\kappa}},\beta;\theta),\;{\delta_{\mathcal{M}}}\geq 0\}, (3.18)
{α=qH±(κ~,β,q;θ):αqh(κ~,β;θ),δ0},\displaystyle\{\alpha=\mathcal{M}_{\rm qH}^{\pm}({\tilde{\kappa}},\beta,q;\theta):\alpha\leq\mathcal{M}_{\rm qh}({\tilde{\kappa}},\beta;\theta),\;{\delta_{\mathcal{M}}}\geq 0\}, (3.19)

corresponding to the two eigenvalues λσ\lambda_{\sigma} with possibly different σ=±\sigma=\pm, where

qH±(κ~,β,q;θ)\displaystyle\mathcal{M}_{\rm qH}^{\pm}({\tilde{\kappa}},\beta,q;\theta) :=74ρββ2(θ+1)ρκ~κ~213k0(2q2±δ),\displaystyle:=-\frac{7}{4}\rho_{\beta}\beta^{2}-(\theta+1)\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}-\frac{1}{3k_{0}}\left(2q^{2}\pm\sqrt{{\delta_{\mathcal{M}}}}\right),
δ\displaystyle{\delta_{\mathcal{M}}} :=4q4+9k0ρββ2q2+12k0θρκ~κ~2q2.\displaystyle:=4q^{4}+9k_{0}\rho_{\beta}\beta^{2}q^{2}+12k_{0}\theta\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}q^{2}. (3.20)

3.5.1 Isotropic case β=0\beta=0

For Q=𝒪(ε)Q=\mathcal{O}(\varepsilon), the quasi-hex-stability boundary is given to leading order by the following two parts, see Fig. 1.1a.

α\displaystyle\alpha =qH+(κ~,0,q;θ)=(θ+1)ρκ~κ~223k0(q2+q4+3k0θρκ~κ~2q2),\displaystyle=\mathcal{M}_{\rm qH}^{+}({\tilde{\kappa}},0,q;\theta)=-(\theta+1)\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}-\frac{2}{3k_{0}}\left(q^{2}+\sqrt{q^{4}+3k_{0}\theta\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}q^{2}}\right), (3.21)
α\displaystyle\alpha =qH(κ~,0,q;θ)=(θ+1)ρκ~κ~223k0(q2q4+3k0θρκ~κ~2q2).\displaystyle=\mathcal{M}_{\rm qH}^{-}({\tilde{\kappa}},0,q;\theta)=-(\theta+1)\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}-\frac{2}{3k_{0}}\left(q^{2}-\sqrt{q^{4}+3k_{0}\theta\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}q^{2}}\right). (3.22)

In the (q,α)(q,\alpha)-plane, the boundary α=qH+(κ~,0,q;θ)\alpha=\mathcal{M}_{\rm qH}^{+}({\tilde{\kappa}},0,q;\theta) intersects the α\alpha-axis at qH+(κ~,0,0;θ)\mathcal{M}_{\rm qH}^{+}({\tilde{\kappa}},0,0;\theta), where qH+(κ~,0,0;θ)=(θ+1)ρκ~κ~2\mathcal{M}_{\rm qH}^{+}({\tilde{\kappa}},0,0;\theta)=-(\theta+1)\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}. Since θ>0\theta>0, we have qH+(κ~,0,q;θ)>(κ~,0)\mathcal{M}_{\rm qH}^{+}({\tilde{\kappa}},0,q;\theta)>\mathcal{B}({\tilde{\kappa}},0). Thus the stripes are quasi-hex-unstable near onset. Note that for Q=o(ε)Q=o(\varepsilon), the stability boundary (3.17) is independent of qq.

In the (κ~,α)({\tilde{\kappa}},\alpha)-plane, the following cases for the quasi-hex-stability boundary occur.

Case β=0\beta=0, q=0q=0 (Fig. 3.5a)

The quasi-hex-stability boundaries are independent of qq. Hence for both Q=𝒪(ε)Q=\mathcal{O}(\varepsilon) and Q=o(ε)Q=o(\varepsilon), the quasi-hex-stability boundaries read

α=qH±(κ~,0,0;θ)=(θ+1)ρκ~κ~2=qh(κ~,0;θ).\displaystyle\alpha=\mathcal{M}_{\rm qH}^{\pm}({\tilde{\kappa}},0,0;\theta)=-(\theta+1)\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}=\mathcal{M}_{\rm qh}({\tilde{\kappa}},0;\theta). (3.23)

Note that since θ(0,1]\theta\in(0,1], we have (κ~,0)qH±(κ~,0,0;θ)=qh(κ~,0;θ)(κ~,0)\mathcal{B}({\tilde{\kappa}},0)\leq\mathcal{M}_{\rm qH}^{\pm}({\tilde{\kappa}},0,0;\theta)=\mathcal{M}_{\rm qh}({\tilde{\kappa}},0;\theta)\leq\mathcal{E}({\tilde{\kappa}},0).

Refer to caption
(a) β=0,q=0\beta=0,q=0
Refer to caption
(b) β=0,q0\beta=0,q\neq 0
Refer to caption
(c) β0,q=0\beta\neq 0,q=0
Figure 3.5: Sketches of the stability regions in the (κ~,α)({\tilde{\kappa}},\alpha)-plane for θ(0,1]\theta\in(0,1]. Stripes exist in the complements of the dark grey regions. Light grey: quasi-hex-unstable; hatched region: Eckhaus-unstable; white: stable; dashed curve: bifurcation curve α=(κ~,0)\alpha=\mathcal{B}({\tilde{\kappa}},0); dotted curve: Eckhaus boundary α=(κ~,0)\alpha=\mathcal{E}({\tilde{\kappa}},0). (a) Quasi-hex-boundary (3.23) (black solid). (b) Quasi-hex-boundary for Q=𝒪(ε)Q=\mathcal{O}(\varepsilon) (3.21) (black solid), (3.22) (blue solid) and for Q=o(ε)Q=o(\varepsilon) (3.17) (dotted dashed). (c) Quasi-hex-boundary (3.26) (black solid).
Case β=0\beta=0, q0q\neq 0 (Fig. 3.5b)

For Q=𝒪(ε)Q=\mathcal{O}(\varepsilon), the quasi-hex-stability boundary is on the one hand given by (3.18) as (3.21) at β=0\beta=0, which intersects the α\alpha-axis at qH+(0,0,q;θ)=4q2/(3k0)\mathcal{M}_{\rm qH}^{+}(0,0,q;\theta)=-4q^{2}/(3k_{0}). The ordinate of intersections of Eckhaus boundary and quasi-hex-stability boundary is given by αsec:=8q2k0(2θ)2=𝒪(ε2)\alpha_{\rm sec}:=-\frac{8q^{2}}{k_{0}(2-\theta)^{2}}=\mathcal{O}(\varepsilon^{2}). Hence, the quasi-hexagonal instability is the dominant instability mechanism near onset. On the other hand, (3.19) gives as (3.22) at β=0\beta=0 a quasi-hex-stability boundary which passes through the origin with curvature larger than that of Eckhaus boundary.

For Q=o(ε)Q=o(\varepsilon), the quasi-hex-stability boundary is given by α=qh(κ~,0;θ)\alpha=\mathcal{M}_{\rm qh}({\tilde{\kappa}},0;\theta). We note that qH(κ~,0,q;θ)qh(κ~,0;θ)<qH+(κ~,0,q;θ)\mathcal{M}_{\rm qH}^{-}({\tilde{\kappa}},0,q;\theta)\leq\mathcal{M}_{\rm qh}({\tilde{\kappa}},0;\theta)<\mathcal{M}_{\rm qH}^{+}({\tilde{\kappa}},0,q;\theta).

3.5.2 Anisotropic case β0\beta\neq 0

We first consider the quasi-hex-stability in the (q,α)(q,\alpha)-plane. Since Q=o(ε)Q=o(\varepsilon) the quasi-hex-stability boundary is independent of qq, we omit this case.

For Q=𝒪(ε)Q=\mathcal{O}(\varepsilon), roots of δ=0{\delta_{\mathcal{M}}}=0 from (3.20) occur as a function of qq precisely when 9ρββ2+12θρκ~κ~209\rho_{\beta}\beta^{2}+12\theta\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}\geq 0 so that the threshold in terms of β\beta lies at

β=βep:=2|κ~|θρκ~/(3ρβ).\displaystyle\beta=\beta_{\rm ep}:=2|{\tilde{\kappa}}|\sqrt{-\theta\rho_{\tilde{\kappa}}/(3\rho_{\beta})}. (3.24)

Notably, βep=0\beta_{\rm ep}=0 for the hexagonal modes, i.e., θ=0\theta=0, which is consistent with Fig. 3.2.

We summarise the quasi-hex-stability boundaries in the (q,α)(q,\alpha)-plane as follows.

  • (1)

    |β|<βep|\beta|<\beta_{\rm ep} (Fig. 1.1a): α=qH+(κ~,β,q;θ)\alpha=\mathcal{M}_{\rm qH}^{+}({\tilde{\kappa}},\beta,q;\theta) has minimum at κ~=0{\tilde{\kappa}}=0 where qH+(κ~,β,0;θ)>(κ~,β)\mathcal{M}_{\rm qH}^{+}({\tilde{\kappa}},\beta,0;\theta)>\mathcal{B}({\tilde{\kappa}},\beta). Thus the stripes are unstable near the bifurcation.

  • (2)

    |β|=βep|\beta|=\beta_{\rm ep} (Fig. 1.1b): α=qH+(κ~,βep,q;θ)\alpha=\mathcal{M}_{\rm qH}^{+}({\tilde{\kappa}},\beta_{\rm ep},q;\theta) is a parabola in qq which touches the bifurcation line at q=0q=0 since qH+(κ~,βep,0;θ)=(κ~,βep)\mathcal{M}_{\rm qH}^{+}({\tilde{\kappa}},\beta_{\rm ep},0;\theta)=\mathcal{B}({\tilde{\kappa}},\beta_{\rm ep}).

  • (3)

    |β|>βep|\beta|>\beta_{\rm ep} (Fig. 1.1c): α=qH±(κ~,β,q;θ)\alpha=\mathcal{M}_{\rm qH}^{\pm}({\tilde{\kappa}},\beta,q;\theta) connected stable region: the stripes are unstable for α(qH(κ~,β,q;θ),qH+(κ~,β,q;θ))\alpha\in(\mathcal{M}_{\rm qH}^{-}({\tilde{\kappa}},\beta,q;\theta),\mathcal{M}_{\rm qH}^{+}({\tilde{\kappa}},\beta,q;\theta)) and stable elsewhere; in particular the stripes are stable near onset and there are two turning points given by (±qtp,θ,αtp,θ)(\pm q_{{\rm tp},\theta},\alpha_{{\rm tp},\theta}) where

    qtp,θ:=1212k0θρκ~κ~29k0ρββ2,αtp,θ:=14ρββ2+(θ1)ρκ~κ~2.\displaystyle q_{{\rm tp},\theta}:=\frac{1}{2}\sqrt{-12k_{0}\theta\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}-9k_{0}\rho_{\beta}\beta^{2}},\qquad\alpha_{{\rm tp},\theta}:=-\frac{1}{4}\rho_{\beta}\beta^{2}+(\theta-1)\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}. (3.25)

    In particular, the stripes are stable for |q|<qtp,θ|q|<q_{{\rm tp},\theta} and all α\alpha, cf. Fig. 1.1d. The stable regions connect later for larger |κ~||{\tilde{\kappa}}| and the connection is wider for larger |β||\beta|.

Next, we discuss the quasi-hex-stability boundary in the (κ~,α)({\tilde{\kappa}},\alpha)-plane.

Case β0\beta\neq 0, q=0q=0 (Fig. 3.5c)

The quasi-hex-stability boundary is independent of qq. Hence for both Q=𝒪(ε)Q=\mathcal{O}(\varepsilon) and Q=o(ε)Q=o(\varepsilon), the quasi-hex-stability boundary is given by

α=qH±(κ~,β,0;θ)=74ρββ2(θ+1)ρκ~κ~2=qh(κ~,β;θ),\displaystyle\alpha=\mathcal{M}_{\rm qH}^{\pm}({\tilde{\kappa}},\beta,0;\theta)=-\frac{7}{4}\rho_{\beta}\beta^{2}-(\theta+1)\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}=\mathcal{M}_{\rm qh}({\tilde{\kappa}},\beta;\theta), (3.26)

which is a parabola in κ~{\tilde{\kappa}} and is shifted downwards by increasing |β||\beta|. Its curvature is smaller than that of Eckhaus boundary since κ~2qH±<κ~2\partial_{\tilde{\kappa}}^{2}\mathcal{M}_{\rm qH}^{\pm}<\partial_{\tilde{\kappa}}^{2}\mathcal{E}, and thus the Eckhaus instability is dominant.

Case β0\beta\neq 0, q0q\neq 0 (Fig. 3.6)

For Q=o(ε)Q=o(\varepsilon), the quasi-hex-stability boundary is given by α=qh(κ~,β;θ)\alpha=\mathcal{M}_{\rm qh}({\tilde{\kappa}},\beta;\theta), cf. (3.17), which is a parabola in κ~{\tilde{\kappa}}.

For Q=𝒪(ε)Q=\mathcal{O}(\varepsilon), we recall that the quasi-hex-stability boundaries are given by (3.18) and (3.19), respectively. The boundaries (3.18) have been shown in Fig. 1.2b1.2e. For the completeness of the stability diagrams, however, we replot them in Fig. 3.6. Solving (κ~,β)=qH±(κ~,β,q;θ)\mathcal{E}({\tilde{\kappa}},\beta)=\mathcal{M}_{\rm qH}^{\pm}({\tilde{\kappa}},\beta,q;\theta) we find the critical value βex\beta_{\rm ex} such that \mathcal{E} and qH±\mathcal{M}_{\rm qH}^{\pm} have only two intersection points for β=βex\beta=\beta_{\rm ex}, where

βex=23|q|2k0(θ2)ρβ\displaystyle\beta_{\rm ex}=\frac{2}{3}|q|\sqrt{\frac{2}{k_{0}(\theta-2)\rho_{\beta}}} (3.27)

and βex>βtp\beta_{\rm ex}>\beta_{\rm tp} where βtp\beta_{\rm tp} is given by (3.15). This gives the following subcases:

  • (1)

    |β|<βtp|\beta|<\beta_{\rm tp} (Fig. 3.6a): The quasi-hex-stability boundary is given by (3.18) and composed of two curves. The lower curve touches the bifurcation curve at the endpoints (±κ~ep,αep)(\pm{\tilde{\kappa}}_{\rm ep},\alpha_{\rm ep}) where

    κ~ep=|β|3ρβ4θρκ~>0,αep:=(34θ1)ρββ2.{\tilde{\kappa}}_{{\rm ep}}=|\beta|\sqrt{-\frac{3\rho_{\beta}}{4\theta\rho_{\tilde{\kappa}}}}>0,\qquad\alpha_{{\rm ep}}:=\left(\frac{3}{4\theta}-1\right)\rho_{\beta}\beta^{2}.

    In particular, the stripes are quasi-hex-stable near the onset for |κ~|<κ~ep|{\tilde{\kappa}}|<{\tilde{\kappa}}_{\rm ep} only, and these endpoints diverge θ0\theta\to 0, thus limiting to the hexagonal case, cf. Fig. 3.3d. In addition, the stability boundaries intersect the α\alpha-axis at qH±(0,β,q;θ)=±(0,β,q)\mathcal{M}_{\rm qH}^{\pm}(0,\beta,q;\theta)=\mathcal{H}_{\pm}(0,\beta,q). Moreover, the ordinate of intersections of quasi-hex-stability and Eckhaus boundary is given by

    αsec,β±=\displaystyle\alpha_{{\rm sec},\beta}^{\pm}= 14k0(2θ)2(16q2+k0ρββ2(4θ225θ+34)\displaystyle\ -\frac{1}{4k_{0}(2-\theta)^{2}}\bigg{(}16q^{2}+k_{0}\rho_{\beta}\beta^{2}(4\theta^{2}-25\theta+34)
    ±416q4+18k0(2θ)q2ρββ2)=𝒪(ε2).\displaystyle\quad\pm 4\sqrt{16q^{4}+18k_{0}(2-\theta)q^{2}\rho_{\beta}\beta^{2}}\bigg{)}=\mathcal{O}(\varepsilon^{2}).

    Compared to the isotropic case (cf. Fig. 3.5b), nonzero β\beta creates a stable region near the bifurcation and moves the upper boundary downwards, thus the advection stabilises the stripes.

  • (2)

    |β|=βtp|\beta|=\beta_{\rm tp} (Fig. 3.6b): The quasi-hex-stability boundaries intersect the α\alpha-axis at a single point qH±(0,βtp,q;θ)=±(0,βtp,q)=14ρββtp2=q2/(9k0)\mathcal{M}_{\rm qH}^{\pm}(0,\beta_{\rm tp},q;\theta)=\mathcal{H}_{\pm}(0,\beta_{\rm tp},q)=-\frac{1}{4}\rho_{\beta}\beta_{\rm tp}^{2}=q^{2}/(9k_{0}).

  • (3)

    βtp<|β|<βex\beta_{\rm tp}<|\beta|<\beta_{\rm ex} (Fig. 3.6c): The quasi-hex-stability boundary consists of two curves whose turning points are given by (±κ~mp,αmp)(\pm{\tilde{\kappa}}_{\rm mp},\alpha_{\rm mp}), where

    κ~mp:=3ρββ24θρκ~q23k0θρκ~>0,αmp:=4q2(1θ)+3k0(34θ)ρββ212k0θ.\displaystyle{\tilde{\kappa}}_{\rm mp}:=\sqrt{-\frac{3\rho_{\beta}\beta^{2}}{4\theta\rho_{\tilde{\kappa}}}-\frac{q^{2}}{3k_{0}\theta\rho_{\tilde{\kappa}}}}\ >0,\;\alpha_{\rm mp}:=\frac{4q^{2}(1-\theta)+3k_{0}(3-4\theta)\rho_{\beta}\beta^{2}}{12k_{0}\theta}. (3.28)

    The stripes are quasi-hex-stable for |κ~|<κ~mp|{\tilde{\kappa}}|<{\tilde{\kappa}}_{\rm mp} and all α\alpha, cf. Fig. 1.2f. The stable regions connect later for larger |q||q| and the connection is wider for larger |β||\beta|. The turning points diverge as θ0\theta\to 0 and so do the endpoints (±κ~ep,αep)(\pm{\tilde{\kappa}}_{\rm ep},\alpha_{\rm ep}), thus limiting to the hexagonal case, cf. Fig. 3.3f. In contrast to the hexagonal case, here we have two regions where the stripes are quasi-hex-unstable but Eckhaus stable.

  • (4)

    |β|βex|\beta|\geq\beta_{\rm ex} (Fig. 3.6d): The quasi-hex-stability boundaries touch the Eckhaus boundary for |β|=βex|\beta|=\beta_{\rm ex} and lie inside the Eckhaus unstable region.

Notably, in each case the Eckhaus instability is dominant near the bifurcation as predicted in Remark 3.1. We recall the threshold qtpq_{\rm tp}, cf. (3.11) and have sgn(|β|βtp)=sgn(|q|qtp)\mathrm{sgn}(|\beta|-\beta_{\rm tp})=-\mathrm{sgn}(|q|-q_{\rm tp}), also sgn(|β|βex)=sgn(|q|qex)\mathrm{sgn}(|\beta|-\beta_{\rm ex})=-\mathrm{sgn}(|q|-q_{\rm ex}), where

qex:=32|β|k0(2θ)ρβ/2,q_{\rm ex}:=\frac{3}{2}|\beta|\sqrt{k_{0}(2-\theta)\rho_{\beta}/2},

and qex<qtpq_{\rm ex}<q_{\rm tp}. Therefore, by increasing |q||q| for fixed β0\beta\neq 0 the quasi-hex-stability boundaries change as from Fig. 3.6d to 3.6a.

Refer to caption
(a) 0<|β|<βtp0<|\beta|<\beta_{\rm tp}
Refer to caption
(b) |β|=βtp|\beta|=\beta_{\rm tp}
Refer to caption
(c) βtp<|β|<βex\beta_{\rm tp}<|\beta|<\beta_{\rm ex}
Refer to caption
(d) |β|βex|\beta|\geq\beta_{\rm ex}
Figure 3.6: Sketches of the stability boundaries and Eckhaus boundary \mathcal{E} for β0\beta\neq 0, q0q\neq 0 and θ(0,1]\theta\in(0,1]. Stripes exist in the complement of the dark grey regions; light grey: quasi-hex-unstable; hatched region: Eckhaus-unstable; white: stable. Dashed curve: bifurcation curve α=(κ~,β)\alpha=\mathcal{B}({\tilde{\kappa}},\beta); dotted curve: α=(κ~,β)\alpha=\mathcal{E}({\tilde{\kappa}},\beta); quasi-hex-boundary for Q=𝒪(ε)Q=\mathcal{O}(\varepsilon) (3.18) (black solid), (3.19) (blue solid), quasi-hex-boundary for Q=o(ε)Q=o(\varepsilon) (3.17) (dashed-dotted). Zigzag instability occurs for κ~<0{\tilde{\kappa}}<0.

4 Examples

4.1 Designed example

For illustration of the stabilities we consider the same concrete system as in [19], except the flexible coefficient ϵ\epsilon of the quadratic nonlinearity,

ut\displaystyle u_{t} =Δu+3uv+αˇu+4αˇv+βux+ϵu2+14ϵv2uv2\displaystyle=\Delta u+3u-v+{\check{\alpha}}u+4{\check{\alpha}}v+\beta u_{x}+\epsilon u^{2}+\frac{1}{4}\epsilon v^{2}-uv^{2} (4.1)
vt\displaystyle v_{t} =72Δv+14u72v15αˇu+αˇv+ϵu2+14ϵv2+uv2\displaystyle=\frac{7}{2}\Delta v+14u-\frac{7}{2}v-\frac{1}{5}{\check{\alpha}}u+{\check{\alpha}}v+\epsilon u^{2}+\frac{1}{4}\epsilon v^{2}+uv^{2}

where U:=(u,v)TU:=(u,v)^{T}, D=diag(1,7/2)D=\mathrm{diag}(1,7/2),

L=(311472),M=(14151),Q[U,U]=ϵ(u2+14v2u2+14v2),K[U,U,U]=(uv2uv2).\displaystyle L=\begin{pmatrix}3&-1\\ 14&-\frac{7}{2}\end{pmatrix}\!,\;M=\begin{pmatrix}1&4\\ -\frac{1}{5}&1\end{pmatrix}\!,\;Q[U,U]=\epsilon\begin{pmatrix}u^{2}+\frac{1}{4}v^{2}\\ u^{2}+\frac{1}{4}v^{2}\end{pmatrix}\!,\;K[U,U,U]=\begin{pmatrix}-uv^{2}\\ uv^{2}\end{pmatrix}\!.

The generic form of QQ is given by Q[U1,U2]=(Q|[U1,U2],Q||[U1,U2])TQ[U_{1},U_{2}]=(Q_{|}[U_{1},U_{2}],Q_{||}[U_{1},U_{2}])^{T} with

Q|[U1,U2]=Q||[U1,U2]=ϵU1T(10014)U2,Q_{|}[U_{1},U_{2}]=Q_{||}[U_{1},U_{2}]=\epsilon U_{1}^{T}\begin{pmatrix}1&0\\ 0&\frac{1}{4}\end{pmatrix}U_{2},

where Uj:=(uj,vj)TU_{j}:=(u_{j},v_{j})^{T}, j=1,2,3j=1,2,3.

In this system, the Turing conditions are fulfilled with critical wavevectors (k,)S𝐤c(k,\ell)\in S_{{\bf k}_{\rm c}} with 𝐤c=1{{\bf k}_{\rm c}}=1. We have

^0:=𝐤c2D+L=(21147).\displaystyle\hat{\mathcal{L}}_{0}:=-{{\bf k}_{\rm c}^{2}}D+L=\begin{pmatrix}2&-1\\ 14&-7\end{pmatrix}.

From Remark 2.4 the rescaled kernel and adjoint kernel eigenvectors of ^0\hat{\mathcal{L}}_{0} and ^0\hat{\mathcal{L}}_{0}^{*} are given by

E0=15(1,2)T,E0=15(7,1)T,\displaystyle E_{0}=-\frac{1}{\sqrt{5}}(1,2)^{T},\quad E_{0}^{*}=\frac{1}{\sqrt{5}}(-7,1)^{T},

respectively. Based on the coefficients in (2.7), (2.11) we compute, cf. Fig. 4.1,

bifurcation curve: α=0.112β2+2.8κ~2,\displaystyle\alpha=-0.112\beta^{2}+2.8{\tilde{\kappa}}^{2}, (4.2)
Eckhaus boundary: α=0.112β2+8.4κ~2,\displaystyle\alpha=-0.112\beta^{2}+8.4{\tilde{\kappa}}^{2}, (4.3)

and due to the scaling (2.5) the zigzag boundary is at κ~=0{\tilde{\kappa}}=0 to leading order. The striped solutions exist for α>0.112β2+2.8κ~2\alpha>-0.112\beta^{2}+2.8{\tilde{\kappa}}^{2}. Notably, α=12.24αˇ\alpha=12.24{\check{\alpha}}.

Fig. 4.1 illustrates the stabilities of stripes against the lattice modes. We consider the most unstable quasi-square mode (i.e., ~=0{\tilde{\ell}}^{\prime}=0, cf. (3.3)), hexagonal mode and the most unstable quasi-hexagonal mode (i.e., ~=κ~/3{\tilde{\ell}}^{\prime}=-{\tilde{\kappa}}^{\prime}/3, cf. Lemma 3.15). The quadratic coefficient qq is linearly dependent on the coefficient ϵ\epsilon, i.e., q=0.537ϵq=-0.537\epsilon. We choose ϵ=0.4\epsilon=0.4, which leads to q=0.215q=-0.215. The critical value βtp0.378\beta_{\rm tp}\approx 0.378 (cf. (3.15)) is such that the quasi-hex-stable region is connected and the hex-unstable band vanishes for β>βtp\beta>\beta_{\rm tp}. The critical value βex0.535\beta_{\rm ex}\approx 0.535 (cf. (3.27) with θ=1\theta=1 most unstable) is such that the quasi-hex-unstable regions are completely covered by the Eckhaus-unstable regions for β>βex\beta>\beta_{\rm ex}. The quasi-hexagonal mode is more unstable than the quasi-square and hexagonal modes.

Refer to caption
(a) β=0\beta=0
Refer to caption
(b) β=0.36\beta=0.36
Refer to caption
(c) β=0.378\beta=0.378
Refer to caption
(d) β=0.39\beta=0.39
Refer to caption
(e) β=0.56\beta=0.56
Figure 4.1: Numerical computations based on the analytic leading order formulae of the leading order of instability regions and boundaries of the stripes for (4.1) in the (κ~,α)({\tilde{\kappa}},\alpha)-plane. Stripes exist in the complement of the blue regions. Bifurcation (4.2) (blue); Eckhaus boundaries (4.3) (green, unstable below); zigzag boundaries (unstable to the left) κ~=0{\tilde{\kappa}}=0 (orange); grey regions: most quasi-square-unstable (~=0{\tilde{\ell}}=0); red regions: hex-unstable; pink regions: most quasi-hex-unstable (~=κ~/3{\tilde{\ell}}=-{\tilde{\kappa}}/3); otherwise stable. Here q=0.215q=-0.215. (b) β(0,βtp)\beta\in(0,\beta_{\rm tp}). (c) β=βtp\beta=\beta_{\rm tp} (d) β(βtp,βex)\beta\in(\beta_{\rm tp},\beta_{\rm ex}). (e) β>βex\beta>\beta_{\rm ex}.

In Fig. 4.2 the stability of stripes against quasi-/hexagonal perturbations are depicted. For convenience, and with some abuse of notation we use the coefficient ϵ\epsilon as the horizontal axis rather than the quadratic coefficient qq. The threshold βep0.577\beta_{\rm ep}\approx 0.577 (cf. (3.24) with θ=1\theta=1 most unstable) is such that the quasi-hex-stable region is connected for β>βep\beta>\beta_{\rm ep}. In particular, the hex-stable region is connected for β>0\beta>0. The quasi-hexagonal mode is more unstable than the hexagonal one.

Refer to caption
(a) β=0\beta=0
Refer to caption
(b) β=0.3\beta=0.3
Refer to caption
(c) β=0.6\beta=0.6
Figure 4.2: Numerical computations based on the analytic leading order formulae of the leading order of hex- and quasi-hex-instability regions and boundaries of the stripes for (4.1) in the (ϵ,α)(\epsilon,\alpha)-plane. Colours as in Fig. 4.1. The off-critical parameter κ~=0.1{\tilde{\kappa}}=0.1. (b) β(0,βep)\beta\in(0,\beta_{\rm ep}). (c) β>βep\beta>\beta_{\rm ep}.

4.2 Numerical example: extended Klausmeier model

In contrast to the designed example in the previous section, here we consider a model from applications that is not in the normal form (1.1) and where parameters are not in the scaling form (1.2) that allows a clean separation of leading order terms. Indeed, the numerical results do not have the symmetry that is induced to leading order by this scaling assumption. With this in mind, the results presented here can nevertheless be directly explained and related to our analytical results. The study of the Klausmeier model in [16], which we refine hereby, was the main motivation for this paper, which now provides a more complete understanding of stripe stability near onset for weak anisotropy.

The extended Klausmeier in two space dimensions [9, 16], in scaled form, is given by:

ut\displaystyle u_{t} =dΔu+βux+auuv2,\displaystyle=d\Delta u+\beta u_{x}+a-u-uv^{2}, (4.4)
vt\displaystyle v_{t} =Δvmv+uv2.\displaystyle=\Delta v-mv+uv^{2}.

where we fix m=0.45m=0.45 and d=500d=500.

We complement the computations of the zigzag and sideband stability boundaries near onset from [19] for this model by numerical computations of the quasi-square and quasi-hexagon instability boundaries. More generally, we compute the rhomb-breakup boundaries for small advection β\beta, thereby refining results from [16]. By rectangle-breakup we denote instability on any rectangular lattice: 𝐤1rect=(κ,0){\bf k}^{\rm rect}_{1}=(\kappa,0); 𝐤2rect=(0,){\bf k}^{\rm rect}_{2}=(0,\ell) for any >0\ell>0. So this includes the zigzag instability (0\ell\approx 0) and the quasi-square lattice (=𝐤c\ell={{\bf k}_{\rm c}}). By rhomb-breakup we denote instability on any rhombic lattice: 𝐤1rh=(κ,0){\bf k}^{\rm rh}_{1}=(\kappa,0); 𝐤2rh=(κ/2,){\bf k}^{\rm rh}_{2}=(-\kappa/2,\ell); 𝐤3rh=(κ/2,){\bf k}^{\rm rh}_{3}=-(\kappa/2,\ell) for any >0\ell>0. This includes the hexagonal (=3κ/2\ell=\sqrt{3}\kappa/2) and quasi-hexagonal (=𝐤c2κ2/4\ell=\sqrt{{{\bf k}_{\rm c}^{2}}-\kappa^{2}/4}) lattices.

In [16], continuation of rhombic and rectangular (in)stability curves was performed by imposing tangency conditions on the spectrum while computing stripe patterns with the software package AUTO [5, 13]. In [19], a more global brute force approach was used to compute stripe solutions and their spectra in terms of Floquet-Bloch modes, using the software package pde2path [17].

Fig. 4.3 shows the various stripe stability regions in the extended Klausmeier model for β=0\beta=0. The coloured regions, bounded by continuous curves, are the result of the brute force method on an equidistant grid (spacing between neighbouring points a=0.001a=0.001 and κ=0.0005\kappa=0.0005). The dashed curves are the results of imposing a tangency condition on the spectrum using AUTO [5, 13]. The computation of tangent spectrum is computationally more efficient, but only establishes (in)stability of a local piece of spectrum. In the left panel there are two green dashed curves corresponding to rhomb-instability. Where they cross, there are indeed two critical curves of spectrum (right panel). Focusing on only one of these yields an incomplete stability picture [16].

Refer to captionRefer to caption
Figure 4.3: Left panel: regions of (in)stability of stripes for (4.4) in the (κ,a)(\kappa,a)-plane for β=0\beta=0. Stripes exist in the complement of the blue region; the light-green curve is the Eckhaus stability boundary. In the orange & salmon regions, stripes are rectangle unstable, either by zigzag instability (orange curve) or on a quasi-square lattice (red curve). The blue dashed curve - computed by tracing a critical part of the spectrum - perfectly matches the red rectangle instability curve. In the pink & salmon regions, stripes are rhomb-unstable, so stripes bifurcate rhomb-unstably. The green dashed curves - again computed by tracing a critical part of the spectrum - both partially match the grey rhombic instability curve. For the intersection of the green dashed curves (κ0.4784\kappa\approx 0.4784, a2.712a\approx 2.712), the two corresponding pieces of tangential spectrum of the stripe pattern are shown in the right panel.

In Fig. 4.4 the impact of advection on rhombic and rectangle stability of stripes is depicted. Panel (a) shows the same situation β=0\beta=0 as in Fig. 4.3. For relatively small advection β=30\beta=30, the stability regions have deformed a bit (panel b) and, attached to the Turing-Hopf, a separate small region of stable stripes has appeared (panel c). At β=40\beta=40, the pink region of rhomb-unstable stripes has just split into two separate regions and a stable connection for the lattice modes has ‘opened’. For β=50\beta=50, the white regions are also connected above the green sideband curve, implying that the two regions of stable stripes for small amplitude and larger amplitude are connected also in terms of large-wavelength modes. At the largest value, β=100\beta=100, only the large-wavelength instabilities bound stripe stability near onset and stripes bifurcating with critical wavenumber remain stable after onset.

Refer to caption
(a) β=0\beta=0
Refer to caption
(b) β=30\beta=30
Refer to caption
(c) β=30\beta=30
Refer to caption
(d) β=40\beta=40
Refer to caption
(e) β=50\beta=50
Refer to caption
(f) β=100\beta=100
Figure 4.4: Regions of (in)stability of stripes for (4.4) in the (κ,a)(\kappa,a)-plane for β=0\beta=0. Stripes exist in the complement of the blue region; the light-green curve is the Eckhaus stability boundary. In the orange & salmon regions, stripes are rectangle unstable, either by zigzag instability (orange curve) or on a quasi-square lattice (red curve). The light-red dashed quasi-square lattice instability curve perfectly matches the red rectangle instability curve on the right. In the pink & salmon regions, stripes are rhomb-unstable. The grey dashed quasi-hexagonal lattice curves are close to the rhombic instability curves near pattern formation onset, but they diverge further away. The dash-dotted grey curve is the instability curve for the hexagonal lattice. (a) β=0\beta=0. (b-c) β=30\beta=30. (d) β=40\beta=40. (e) β=50\beta=50. (f) β=100\beta=100. For the zoom in (c) of (b), a finer grid was used (with a spacing between neighbouring points of a=0.00002a=0.00002 and κ=0.0001\kappa=0.0001).

Appendix A Proof of Theorem 3.7

We recall the simplified linearisation (3.2), namely

uf(uc;μ)=\displaystyle\partial_{u}f(u_{c};\mu)=\ ε2P(~(μ2)+~(μ1)Ψ11[μ1,]+2A2Q[Ψ20[u1,u1],]\displaystyle\varepsilon^{2}P\Big{(}\widetilde{\mathcal{L}}(\mu_{2})+\widetilde{\mathcal{L}}(\mu_{1})\Psi_{11}[\mu_{1},\cdot]+2A^{\prime 2}Q[\Psi_{20}[u_{1},u_{1}],\cdot] (A.1)
+4A2Q[u1,Ψ20[u1,]]+3A2K[u1,u1,])+𝒪(ε3).\displaystyle+4A^{\prime 2}Q[u_{1},\Psi_{20}[u_{1},\cdot]]+3A^{\prime 2}K[u_{1},u_{1},\cdot]\Big{)}+\mathcal{O}(\varepsilon^{3}). (A.2)

The matrix L1L_{1} is known a priori from Theorem 3.5, but for completeness, we derive it here directly. Setting u1=0u_{1}=0 gives the linearisation in the zero state so that the first two terms in the bracket generate the eigenvalue from (2.4), α+ρββ2+ρκ~κ~2\alpha^{\prime}+\rho_{\beta}\beta^{\prime 2}+\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{\prime 2}, which is of the form ρnlA2+𝒪(ε)-\rho_{\rm nl}A^{\prime 2}+\mathcal{O}(\varepsilon), cf. (2.8).

More specifically these contribute the diagonal 2-by-2 matrix AL:=ρnlIdA_{L}:=-\rho_{\rm nl}{\rm Id} to the linearisation at order ε2\varepsilon^{2}. As to the nonlinear terms, the simplest is K[u1,u1,]K[u_{1},u_{1},\cdot] and with u1=(eix+eix)E0u_{1}=(\mathrm{e}^{\mathrm{i}x}+\mathrm{e}^{-\mathrm{i}x})E_{0} we find the 2-by-2 matrix with entries generated by choosing σ1,σ2{±1}\sigma_{1},\sigma_{2}\in\{\pm 1\} as

K[u1,u1,eσ1ixE0],eσ2ixE0=k0|Ω1|Ω1(e2ix+2+e2ix)ei(σ1σ2)xdx.\langle K[u_{1},u_{1},\mathrm{e}^{\sigma_{1}\mathrm{i}x}E_{0}],\mathrm{e}^{\sigma_{2}\mathrm{i}x}E_{0}^{*}\rangle=\frac{k_{0}}{|\Omega_{1}|}\int_{\Omega_{1}}(\mathrm{e}^{2\mathrm{i}x}+2+\mathrm{e}^{-2\mathrm{i}x})\mathrm{e}^{\mathrm{i}(\sigma_{1}-\sigma_{2})x}\mathrm{d}x.

This results in the matrix AK:=k0(2112)A_{K}:=k_{0}\begin{pmatrix}2&1\\ 1&2\end{pmatrix}. The contributions from the quadratic term depend on Ψ20\Psi_{20}, which can be computed from the general centre manifold characteristic equation [7]

uΨ(uc;μ)f(uc;μ)=Ph(μ(uc+Ψ(uc;μ))+F(uc+Ψ(uc;μ))),\partial_{u}\Psi(u_{c};\mu)f(u_{c};\mu)=P_{h}(\mathcal{L}_{\mu}(u_{c}+\Psi(u_{c};\mu))+F(u_{c}+\Psi(u_{c};\mu))),

which holds for all ucNu_{c}\in N, |uc|1|u_{c}|\ll 1. At the bifurcation point, i.e., u˙c=f(uc;μ)=0\dot{u}_{c}=f(u_{c};\mu)=0, the above equation reduces to the fixed point equation [19, Eq. A.9]

PhμΨ(uc;μ)=PhF(uc+Ψ(uc;μ))Ph(μ0)uc.P_{h}\mathcal{L}_{\mu}\Psi(u_{c};\mu)=-P_{h}F(u_{c}+\Psi(u_{c};\mu))-P_{h}(\mathcal{L}_{\mu}-\mathcal{L}_{0})u_{c}.

At order uc2u_{c}^{2} we find Ph(0Ψ20+2Q)=0P_{h}(\mathcal{L}_{0}\Psi_{20}+2Q)=0 on NN in analogy to the expansion for [19, Eq. A.8], so that Ψ20=201Q\Psi_{20}=-2\mathcal{L}_{0}^{-1}Q. This means

Ψ20[u1,u1]\displaystyle\Psi_{20}[u_{1},u_{1}] =Ψ20[E0,E0](e2ix+2+e2ix)=Q0+12Q2(e2ix+e2ix),\displaystyle=\Psi_{20}[E_{0},E_{0}](\mathrm{e}^{2\mathrm{i}x}+2+\mathrm{e}^{-2\mathrm{i}x})=Q_{0}+\frac{1}{2}Q_{2}(\mathrm{e}^{2\mathrm{i}x}+\mathrm{e}^{-2\mathrm{i}x}),
Ψ20[u1,ae0+be0¯]\displaystyle\Psi_{20}[u_{1},ae_{0}+b\overline{e_{0}}] =Ψ20[E0,E0](ae2ix+a+b+be2ix)\displaystyle=\Psi_{20}[E_{0},E_{0}](a\mathrm{e}^{2\mathrm{i}x}+a+b+b\mathrm{e}^{-2\mathrm{i}x})
=a2(Q0+Q2e2ix)+b2(Q0+Q2e2ix).\displaystyle=\frac{a}{2}\left(Q_{0}+Q_{2}\mathrm{e}^{2\mathrm{i}x}\right)+\frac{b}{2}\left(Q_{0}+Q_{2}\mathrm{e}^{-2\mathrm{i}x}\right).

The first equation is in fact an immediate consequence of the formula for stripes and f(uc;μ)=0f(u_{c};\mu)=0. As to the matrix entries this generates, we compute for the first row

Q[Ψ20[u1,u1],e0],e0\displaystyle\langle Q[\Psi_{20}[u_{1},u_{1}],e_{0}],e_{0}^{*}\rangle =Q[Q0+12Q2e2ix,e0],e0=q0\displaystyle=\langle Q[Q_{0}+\frac{1}{2}Q_{2}\mathrm{e}^{2\mathrm{i}x},e_{0}],e_{0}^{*}\rangle=q_{0}
Q[Ψ20[u1,u1],e0¯],e0\displaystyle\langle Q[\Psi_{20}[u_{1},u_{1}],\overline{e_{0}}],e_{0}^{*}\rangle =Q[Q0+12Q2e2ix,e0¯],e0=12q2,\displaystyle=\langle Q[Q_{0}+\frac{1}{2}Q_{2}\mathrm{e}^{2\mathrm{i}x},\overline{e_{0}}],e_{0}^{*}\rangle=\frac{1}{2}q_{2},

whose entries are reversed in the second row so we get AQ:=12(2q0q2q22q0)A_{Q}:=\frac{1}{2}\begin{pmatrix}2q_{0}&q_{2}\\ q_{2}&2q_{0}\end{pmatrix}. Analogously,

Q[u1,Ψ20[u1,e0]],e0\displaystyle\langle Q[u_{1},\Psi_{20}[u_{1},e_{0}]],e_{0}^{*}\rangle =Q[e0+e0¯,12(Q0+Q2e2ix)],e0=12(q0+q2)\displaystyle=\langle Q[e_{0}+\overline{e_{0}},\frac{1}{2}\left(Q_{0}+Q_{2}\mathrm{e}^{2\mathrm{i}x}\right)],e_{0}^{*}\rangle=\frac{1}{2}(q_{0}+q_{2})
Q[u1,Ψ20[u1,e0¯]],e0\displaystyle\langle Q[u_{1},\Psi_{20}[u_{1},\overline{e_{0}}]],e_{0}^{*}\rangle =Q[e0+e0¯,12(Q0+Q2e2ix)],e0=12q0,\displaystyle=\langle Q[e_{0}+\overline{e_{0}},\frac{1}{2}\left(Q_{0}+Q_{2}\mathrm{e}^{-2\mathrm{i}x}\right)],e_{0}^{*}\rangle=\frac{1}{2}q_{0},

whose entries are reversed in the second row so we get BQ:=12(q0+q2q0q0q0+q2)B_{Q}:=\frac{1}{2}\begin{pmatrix}q_{0}+q_{2}&q_{0}\\ q_{0}&q_{0}+q_{2}\end{pmatrix}.

In sum, the matrix for the linearisation on the centre manifold is, as claimed,

uf(uc;μ)=ε2A2(AL+3AK+2AQ+4BQ)=A2ρnl(1111).\partial_{u}f(u_{c};\mu)=\varepsilon^{2}A^{\prime 2}(A_{L}+3A_{K}+2A_{Q}+4B_{Q})=A^{2}\rho_{\rm nl}\begin{pmatrix}1&1\\ 1&1\end{pmatrix}.

The claimed block diagonal structure for the linearisation in stripes is a result of non-resonance between the arising wave vectors; the only relevant resonances away from the subblock L1L_{1} are 𝐤2sq+𝐤2sq=0{\bf k}^{\rm sq}_{2}+{\bf k}^{\rm sq}_{-2}=0. Casting LsqL_{\rm sq} as a matrix, its entries are

(Lsq)j,=uf(uc;μ)e,ej,j,=±1,±2.(L_{\rm sq})_{j,\ell}=\langle\partial_{u}f(u_{c};\mu)e_{\ell},e_{j}^{*}\rangle,\;j,\ell=\pm 1,\pm 2.

Being the linearisation in stripes, multiples of 𝐤±1sq{\bf k}^{\rm sq}_{\pm 1} enter from uf(uc;μ)e±1\partial_{u}f(u_{c};\mu)e_{\pm 1}, but (in the chosen ordering) off-diagonal entries give one additional wavevector 𝐤jsq{\bf k}^{\rm sq}_{j} for j±1j\neq\pm 1, and hence no resonance is possible. Therefore, the linearisation has block-diagonal form.

Concerning the subblock L2sqL_{2}^{\rm sq}, analogous to L1L_{1}, due to the lack of resonances, (3.1) simplifies to (A.1). Setting u1=0u_{1}=0 gives the linearisation in the trivial equilibrium to order ε2\varepsilon^{2} and the eigenvalues arise directly from the Fourier transform in yy-direction, or by using (2.4) with β=0\beta=0, κ~=~{\tilde{\kappa}}={\tilde{\ell}}, i.e.,

λ~=α+ρκ~~2+𝒪(ε3),\lambda_{\tilde{\ell}}=\alpha+\rho_{\tilde{\kappa}}{\tilde{\ell}}^{2}+\mathcal{O}(\varepsilon^{3})\in\mathbb{R},

so that with (2.5) we have λ~=ε2λ~\lambda_{\tilde{\ell}}=\varepsilon^{2}\lambda_{\tilde{\ell}}^{\prime}. Concerning the simplest nonlinear term K[u1,u1,]K[u_{1},u_{1},\cdot]. The stripes u1=(ei𝐤1sq𝐱+ei𝐤1sq𝐱)E0u_{1}=(\mathrm{e}^{\mathrm{i}{\bf k}^{\rm sq}_{1}\cdot{\bf x}}+\mathrm{e}^{-\mathrm{i}{\bf k}^{\rm sq}_{1}\cdot{\bf x}})E_{0} yield

K[u1,u1,e],ej=k0|Ω2|Ω2(ei2𝐤1sq𝐱+2+ei2𝐤1sq𝐱)ei(𝐤sq𝐤jsq)𝐱d𝐱\langle K[u_{1},u_{1},e_{\ell}],e_{j}^{*}\rangle=\frac{k_{0}}{|\Omega_{2}|}\int_{\Omega_{2}}(\mathrm{e}^{\mathrm{i}2{\bf k}^{\rm sq}_{1}\cdot{\bf x}}+2+\mathrm{e}^{-\mathrm{i}2{\bf k}^{\rm sq}_{1}\cdot{\bf x}})\mathrm{e}^{\mathrm{i}({\bf k}^{\rm sq}_{\ell}-{\bf k}^{\rm sq}_{j})\cdot{\bf x}}\mathrm{d}{\bf x}

which, for j,±1j,\ell\neq\pm 1, gives a contribution on the diagonal j=j=\ell only, namely 6k0ε2A26k_{0}\varepsilon^{2}A^{\prime 2}.

It remains to consider the contributions from QQ and the centre manifold Ψ20\Psi_{20}, i.e. the terms from Corollary 3.4 at order ε2\varepsilon^{2}:

2PQ[Ψ20[u1,u1],], 4PQ[u1,Ψ20[u1,]].\displaystyle 2PQ[\Psi_{20}[u_{1},u_{1}],\cdot],\ 4PQ[u_{1},\Psi_{20}[u_{1},\cdot]].

Since Ψ20[u1,u1]=12Q2(e2i𝐤1sqx+e2i𝐤1sqx)+Q0\Psi_{20}[u_{1},u_{1}]=\frac{1}{2}Q_{2}(\mathrm{e}^{2\mathrm{i}{\bf k}^{\rm sq}_{1}x}+\mathrm{e}^{-2\mathrm{i}{\bf k}^{\rm sq}_{1}x})+Q_{0}, for ,j±1\ell,j\neq\pm 1 we find

2Q[Ψ20[u1,u1],e],ej=2q02\langle Q[\Psi_{20}[u_{1},u_{1}],e_{\ell}],e_{j}^{*}\rangle=2q_{0}

for j=j=\ell and zero otherwise due to non-resonance with 2𝐤1sq2{\bf k}^{\rm sq}_{1}.

As to 4PQ[u1,Ψ20[u1,]]4PQ[u_{1},\Psi_{20}[u_{1},\cdot]] we first compute, since ,j{±2}\ell,j\in\{\pm 2\} and the only contribution comes from the identity in Ph=IdPP_{h}={\rm Id}-P that

Ψ20[u1,e]\displaystyle\Psi_{20}[u_{1},e_{\ell}] =01PhQ[u1,e]=01(Q[u1,e]PQ[u1,e])\displaystyle=-\mathcal{L}_{0}^{-1}P_{h}Q[u_{1},e_{\ell}]=-\mathcal{L}_{0}^{-1}(Q[u_{1},e_{\ell}]-PQ[u_{1},e_{\ell}])
=01Q[E0,E0]ei(𝐤1sq+𝐤sq)𝐱\displaystyle=-\mathcal{L}_{0}^{-1}Q[E_{0},E_{0}]\mathrm{e}^{\mathrm{i}({\bf k}^{\rm sq}_{1}+{\bf k}^{\rm sq}_{\ell})\cdot{\bf x}}
=(2𝐤c2D+L)1Q[E0,E0]ei(𝐤1sq+𝐤sq)𝐱.\displaystyle=-(-2{{\bf k}_{\rm c}^{2}}D+L)^{-1}Q[E_{0},E_{0}]\mathrm{e}^{\mathrm{i}({\bf k}^{\rm sq}_{1}+{\bf k}^{\rm sq}_{\ell})\cdot{\bf x}}.

Substituting into 4PQ[u1,Ψ20[u1,]]4PQ[u_{1},\Psi_{20}[u_{1},\cdot]] gives for =j\ell=j

4Q[u1,Ψ20[u1,e]],ej\displaystyle 4\langle Q[u_{1},\Psi_{20}[u_{1},e_{\ell}]],e_{j}^{*}\rangle =8Q[E0,Q11],E0=8q11,\displaystyle=8\langle Q[E_{0},Q_{11}],E_{0}^{*}\rangle=8q_{11},

and zero otherwise.

Appendix B Proof of Theorem 3.10

The 1D subsystem is clearly an invariant subsystem (as are several others) and the form of the block L1L_{1} follows from Theorem 3.5.

Analogous to Appendix A, the claimed block diagonal structure for the linearisation in stripes is a result of non-resonance between the arising wave vectors; the only relevant resonances away from the subblock L1L_{1} are triads 𝐤1+𝐤2=𝐤3{\bf k}_{1}+{\bf k}_{2}={\bf k}_{-3}. Casting LhexL_{\mathrm{hex}} as a matrix, its entries are

(Lhex)j,=uf(uc;μ)e,ej,j,=±1,±2,±3.(L_{\mathrm{hex}})_{j,\ell}=\langle\partial_{u}f(u_{c};\mu)e_{\ell},e_{j}^{*}\rangle,\;j,\ell=\pm 1,\pm 2,\pm 3.

Being the linearisation in stripes, multiples of k±1k_{\pm 1} enter from uf(uc;μ)e±1\partial_{u}f(u_{c};\mu)e_{\pm 1}, but (in the chosen ordering) off-diagonal entries give one additional wavevector kjk_{j} for j±1j\neq\pm 1, and hence no triad is possible. Therefore, the linearisation has block-diagonal form.

The two equal subblocks L2hexL_{2}^{\mathrm{hex}} are obtained by symmetry, and Corollary 3.4 gives the relevant terms at order ε\varepsilon and ε2\varepsilon^{2}. The only term at order ε\varepsilon is 2εAPQ[u1,]2\varepsilon A^{\prime}PQ[u_{1},\cdot], which contributes through triads on the off-diagonal only as 2εAq2\varepsilon A^{\prime}q.

Setting u1=0u_{1}=0 gives the linearisation in the trivial equilibrium to order ε2\varepsilon^{2} and the eigenvalues are known a priori from Lemma 2.2, see also (2.12), and α,κ~\alpha,{\tilde{\kappa}} can be readily included analogous to (2.4); note that the coefficient of κ~{\tilde{\kappa}} stems from isotropic domain scaling. By choice of cc and with kjk_{j} the first component of the wavevectors, these eigenvalues have the form

λμ,j=α+kj2ρββ2+ρκ~κ~2+𝒪(|A|3),\lambda_{\mu,j}=\alpha+k_{j}^{2}\rho_{\beta}\beta^{2}+\rho_{\tilde{\kappa}}{\tilde{\kappa}}^{2}+\mathcal{O}(|A|^{3})\in\mathbb{R},

which are all equal for j±1j\neq\pm 1 (k2=k3=1/2k_{2}=k_{3}=1/2) and enter as entries of LhexL_{\mathrm{hex}} along the diagonal. Due to the scalings (2.5), we can write λμ,j=ε2λμ,j\lambda_{\mu,j}=\varepsilon^{2}\lambda_{\mu,j}^{\prime}.

We proceed analogous to Appendix A with the simplest nonlinear term K[u1,u1,]K[u_{1},u_{1},\cdot]. Stripes u1=(ei𝐤1𝐱+ei𝐤1𝐱)E0u_{1}=(\mathrm{e}^{\mathrm{i}{\bf k}_{1}\cdot{\bf x}}+\mathrm{e}^{-\mathrm{i}{\bf k}_{1}\cdot{\bf x}})E_{0} yield

K[u1,u1,e],ej=k0|Ω3|Ω3(ei2𝐤1𝐱+2+ei2𝐤1𝐱)ei(𝐤𝐤j)𝐱d𝐱\langle K[u_{1},u_{1},e_{\ell}],e_{j}^{*}\rangle=\frac{k_{0}}{|\Omega_{3}|}\int_{\Omega_{3}}(\mathrm{e}^{\mathrm{i}2{\bf k}_{1}\cdot{\bf x}}+2+\mathrm{e}^{-\mathrm{i}2{\bf k}_{1}\cdot{\bf x}})\mathrm{e}^{\mathrm{i}({\bf k}_{\ell}-{\bf k}_{j})\cdot{\bf x}}\mathrm{d}{\bf x}

which, for j,±1j,\ell\neq\pm 1, gives a contribution on the diagonal j=j=\ell only, namely 6k0ε2A26k_{0}\varepsilon^{2}A^{\prime 2}.

It remains to consider the contributions from QQ and the centre manifold via Ψ20,Ψ11\Psi_{20},\Psi_{11}, i.e. the five terms from Corollary 3.4 at order ε2\varepsilon^{2}:

2PQ[Ψ20[u1,u1],], 4PQ[u1,Ψ20[u1,]], 2P~(μ1)Ψ20[u1,],\displaystyle 2PQ[\Psi_{20}[u_{1},u_{1}],\cdot],\ 4PQ[u_{1},\Psi_{20}[u_{1},\cdot]],\ 2P\widetilde{\mathcal{L}}(\mu_{1})\Psi_{20}[u_{1},\cdot],
2PQ[Ψ11[μ1,u1],], 2PQ[u1,Ψ11[μ1,]].\displaystyle 2PQ[\Psi_{11}[\mu_{1},u_{1}],\cdot],\ 2PQ[u_{1},\Psi_{11}[\mu_{1},\cdot]].

Notably, the first two enter with a factor A2A^{\prime 2}, while the others only have a factor AA^{\prime}.

Since Ψ20[u1,u1]=12Q2(e2i𝐤1x+e2i𝐤1x)+Q0\Psi_{20}[u_{1},u_{1}]=\frac{1}{2}Q_{2}(\mathrm{e}^{2\mathrm{i}{\bf k}_{1}x}+\mathrm{e}^{-2\mathrm{i}{\bf k}_{1}x})+Q_{0}, for ,j±1\ell,j\neq\pm 1 we find

2Q[Ψ20[u1,u1],e],ej=2q02\langle Q[\Psi_{20}[u_{1},u_{1}],e_{\ell}],e_{j}^{*}\rangle=2q_{0}

for j=j=\ell and zero otherwise due to non-resonance with 2𝐤12{\bf k}_{1}.

As to 4PQ[u1,Ψ20[u1,]]4PQ[u_{1},\Psi_{20}[u_{1},\cdot]] we first compute, since ,j{±2,±3}\ell,j\in\{\pm 2,\pm 3\} and the only contribution comes from a triad 𝐤1+𝐤=𝐤j{\bf k}_{1}+{\bf k}_{\ell}={\bf k}_{-j} that

Ψ20[u1,e]\displaystyle\Psi_{20}[u_{1},e_{\ell}] =01PhQ[u1,e]\displaystyle=-\mathcal{L}_{0}^{-1}P_{h}Q[u_{1},e_{\ell}]
=01(Q[E0,E0]ei(𝐤1+𝐤)𝐱Q[E0,E0],E0E0ei𝐤j𝐱)\displaystyle=-\mathcal{L}_{0}^{-1}(Q[E_{0},E_{0}]\mathrm{e}^{\mathrm{i}({\bf k}_{1}+{\bf k}_{\ell})\cdot{\bf x}}-\langle Q[E_{0},E_{0}],E_{0}^{*}\rangle E_{0}\mathrm{e}^{\mathrm{i}{\bf k}_{j}\cdot{\bf x}})
=(𝐤c2D+L)1(Q[E0,E0]Q[E0,E0],E0E0)ei𝐤j𝐱=Q1ei𝐤j𝐱,\displaystyle=-(-{{\bf k}_{\rm c}^{2}}D+L)^{-1}(Q[E_{0},E_{0}]-\langle Q[E_{0},E_{0}],E_{0}^{*}\rangle E_{0})\mathrm{e}^{\mathrm{i}{\bf k}_{j}\cdot{\bf x}}=Q_{1}\mathrm{e}^{\mathrm{i}{\bf k}_{j}\cdot{\bf x}},

with Q1Q_{1} as in the theorem statement. Substitution into 4PQ[u1,Ψ20[u1,]]4PQ[u_{1},\Psi_{20}[u_{1},\cdot]] gives

4Q[u1,Ψ20[u1,e]],ej\displaystyle 4\langle Q[u_{1},\Psi_{20}[u_{1},e_{\ell}]],e_{j}^{*}\rangle =8Q[E0,Q1],E0=8q1,\displaystyle=8\langle Q[E_{0},Q_{1}],E_{0}^{*}\rangle=8q_{1},

for =j\ell=j, and zero otherwise.

As to the third term, triads 𝐤1+𝐤=𝐤j{\bf k}_{1}+{\bf k}_{\ell}={\bf k}_{-j} give the only non-trivial term

2L(μ1)Ψ20[u1,e],ej=2(2κ~𝐤cD+iβ𝐤ckB)Q1,E0,\displaystyle 2\langle L(\mu_{1})\Psi_{20}[u_{1},e_{\ell}],e_{j}^{*}\rangle=2\langle(-2{\tilde{\kappa}}^{\prime}{{\bf k}_{\rm c}}D+\mathrm{i}\beta^{\prime}{{\bf k}_{\rm c}}k_{\ell}B)Q_{1},E_{0}^{*}\rangle,

and its complex conjugate on the anti-diagonal of L2L_{2}.

For the fourth term 2PQ[Ψ11[μ1,u1],]2PQ[\Psi_{11}[\mu_{1},u_{1}],\cdot], the characteristic equation of the centre manifold to order uμu\mu gives 0Ψ11=PhμL(0)\mathcal{L}_{0}\Psi_{11}=-P_{h}\partial_{\mu}L(0), which means

Ψ11[μ1,u1]\displaystyle\Psi_{11}[\mu_{1},u_{1}] =01(iβ𝐤cBu12κ~𝐤cDu1)\displaystyle=-\mathcal{L}_{0}^{-1}(\mathrm{i}\beta^{\prime}{{\bf k}_{\rm c}}Bu_{1}-2{\tilde{\kappa}}^{\prime}{{\bf k}_{\rm c}}Du_{1})
=iβwAβ(eixeix)+κ~wAκ~(eix+eix)\displaystyle=\mathrm{i}\beta^{\prime}w_{A\beta}(\mathrm{e}^{\mathrm{i}x}-\mathrm{e}^{-\mathrm{i}x})+{\tilde{\kappa}}^{\prime}w_{A{\tilde{\kappa}}}(\mathrm{e}^{\mathrm{i}x}+\mathrm{e}^{-\mathrm{i}x})

note PBu1=0PBu_{1}=0 by choice of cc and PDu1=0PDu_{1}=0 as remarked earlier. Therefore, only triads 𝐤1+𝐤=𝐤j{\bf k}_{1}+{\bf k}_{\ell}={\bf k}_{-j} give the nontrivial term

2Q[Ψ11[μ1,u1],e],ej=2Q[iβwAβ+κ~wAκ~,E0],E0.\displaystyle 2\langle Q[\Psi_{11}[\mu_{1},u_{1}],e_{\ell}],e_{j}^{*}\rangle=2\langle Q[\mathrm{i}\beta^{\prime}w_{A\beta}+{\tilde{\kappa}}^{\prime}w_{A{\tilde{\kappa}}},E_{0}],E_{0}^{*}\rangle.

The final quadratic term is 2PQ[u1,Ψ11[μ1,]]2PQ[u_{1},\Psi_{11}[\mu_{1},\cdot]]. Here, the triads 𝐤1+𝐤=𝐤j{\bf k}_{1}+{\bf k}_{\ell}={\bf k}_{-j} give the nontrivial term

2Q[u1,Ψ11[μ1,e]],ej=2Q[E0,iβkwAβ+κ~wAκ~],E0.2\langle Q[u_{1},\Psi_{11}[\mu_{1},e_{\ell}]],e_{j}^{*}\rangle=2\langle Q[E_{0},\mathrm{i}\beta^{\prime}k_{\ell}w_{A\beta}+{\tilde{\kappa}}^{\prime}w_{A{\tilde{\kappa}}}],E_{0}^{*}\rangle.

Together with the previous two terms, the anti-diagonal terms generate p(μ1)p(\mu_{1}) and its complex conjugated, i.e. the matrix (0p(μ1)p(μ1)¯0)\begin{pmatrix}0&p(\mu_{1})\\ \overline{p(\mu_{1})}&0\end{pmatrix}.

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