Convective Instability and Boundary Driven Oscillations in a Reaction-Diffusion-Advection Model

In a reaction-diffusion-advection system, with a convectively unstable regime, a perturbation creates a wave train that is advected downstream and eventually leaves the system. We show that the convective instability coexists with a local absolute instability when a fixed boundary condition upstream is imposed. This boundary induced instability acts as a continuous wave source, creating a local periodic excitation near the boundary, which initiates waves traveling both up and downstream. To confirm this, we performed analytical analysis and numerical simulations of a modified Martiel-Goldbeter reaction-diffusion model with the addition of an advection term. We provide a quantitative description of the wave packet appearing in the convectively unstable regime, which we found to be in excellent agreement with the numerical simulations. We characterize this new instability and show that in the limit of high advection speed, it is suppressed. This type of instability can be expected for reaction-diffusion systems that present both a convective instability and an excitable regime. In particular, it can be relevant to understand the signaling mechanism of the social amoeba Dictyostelium discoideum that may experience fluid flows in its natural habitat.Comment: 10 pages, 13 figures, published in Chaos: An Interdisciplinary Journal of Nonlinear Scienc

Time series analysis for minority game simulations of financial markets

The minority game (MG) model introduced recently provides promising insights into the understanding of the evolution of prices, indices and rates in the financial markets. In this paper we perform a time series analysis of the model employing tools from statistics, dynamical systems theory and stochastic processes. Using benchmark systems and a financial index for comparison, several conclusions are obtained about the generating mechanism for this kind of evolut ion. The motion is deterministic, driven by occasional random external perturbation. When the interval between two successive perturbations is sufficiently large, one can find low dimensional chaos in this regime. However, the full motion of the MG model is found to be similar to that of the first differences of the SP500 index: stochastic, nonlinear and (unit root) stationary.Comment: LaTeX 2e (elsart), 17 pages, 3 EPS figures and 2 tables, accepted for publication in Physica

Homoclinic chaos in the dynamics of a general Bianchi IX model

The dynamics of a general Bianchi IX model with three scale factors is examined. The matter content of the model is assumed to be comoving dust plus a positive cosmological constant. The model presents a critical point of saddle-center-center type in the finite region of phase space. This critical point engenders in the phase space dynamics the topology of stable and unstable four dimensional tubes $R \times S^3$, where $R$ is a saddle direction and $S^3$ is the manifold of unstable periodic orbits in the center-center sector. A general characteristic of the dynamical flow is an oscillatory mode about orbits of an invariant plane of the dynamics which contains the critical point and a Friedmann-Robertson-Walker (FRW) singularity. We show that a pair of tubes (one stable, one unstable) emerging from the neighborhood of the critical point towards the FRW singularity have homoclinic transversal crossings. The homoclinic intersection manifold has topology $R \times S^2$ and is constituted of homoclinic orbits which are bi-asymptotic to the $S^3$ center-center manifold. This is an invariant signature of chaos in the model, and produces chaotic sets in phase space. The model also presents an asymptotic DeSitter attractor at infinity and initial conditions sets are shown to have fractal basin boundaries connected to the escape into the DeSitter configuration (escape into inflation), characterizing the critical point as a chaotic scatterer.Comment: 11 pages, 6 ps figures. Accepted for publication in Phys. Rev.

Frozen spatial chaos induced by boundaries

We show that rather simple but non-trivial boundary conditions could induce the appearance of spatial chaos (that is stationary, stable, but spatially disordered configurations) in extended dynamical systems with very simple dynamics. We exemplify the phenomenon with a nonlinear reaction-diffusion equation in a two-dimensional undulated domain. Concepts from the theory of dynamical systems, and a transverse-single-mode approximation are used to describe the spatially chaotic structures.Comment: 9 pages, 6 figures, submitted for publication; for related work visit http://www.imedea.uib.es/~victo

Global bifurcations to subcritical magnetorotational dynamo action in Keplerian shear flow

Magnetorotational dynamo action in Keplerian shear flow is a three-dimensional, non-linear magnetohydrodynamic process whose study is relevant to the understanding of accretion processes and magnetic field generation in astrophysics. Transition to this form of dynamo action is subcritical and shares many characteristics of transition to turbulence in non-rotating hydrodynamic shear flows. This suggests that these different fluid systems become active through similar generic bifurcation mechanisms, which in both cases have eluded detailed understanding so far. In this paper, we build on recent work on the two problems to investigate numerically the bifurcation mechanisms at work in the incompressible Keplerian magnetorotational dynamo problem in the shearing box framework. Using numerical techniques imported from dynamical systems research, we show that the onset of chaotic dynamo action at magnetic Prandtl numbers larger than unity is primarily associated with global homoclinic and heteroclinic bifurcations of nonlinear magnetorotational dynamo cycles. These global bifurcations are found to be supplemented by local bifurcations of cycles marking the beginning of period-doubling cascades. The results suggest that nonlinear magnetorotational dynamo cycles provide the pathway to turbulent injection of both kinetic and magnetic energy in incompressible magnetohydrodynamic Keplerian shear flow in the absence of an externally imposed magnetic field. Studying the nonlinear physics and bifurcations of these cycles in different regimes and configurations may subsequently help to better understand the physical conditions of excitation of magnetohydrodynamic turbulence and instability-driven dynamos in a variety of astrophysical systems and laboratory experiments. The detailed characterization of global bifurcations provided for this three-dimensional subcritical fluid dynamics problem may also prove useful for the problem of transition to turbulence in hydrodynamic shear flows

Symbolic computations of non-linear observability

Date of Acceptance: 22/05/2015 ACKNOWLEDGEMENTS E.B.M. and M.S.B. acknowledge the Engineering and Physical Sciences Research Council (EPSRC), Grant No. EP/I032608/1. This work was done during a stay of E.B.M. at CORIA (Rouen) and a stay of C.L. at ICSMB (Aberdeen).Peer reviewedPublisher PD