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Modulation analysis of large-scale discrete vortices Luis A. Cisneros, 1, * Antonmaria A. Minzoni, 2,Panayotis Panayotaros, 2,and Noel F. Smyth 3,§ 1 Department of Mathematics and Statistics, University of New Mexico, Albuquerque, New Mexico 87131-0001, USA 2 Fenomenos Nonlineales y Mecánica (FENOMEC), Department of Mathematics and Mechanics, Instituto de Investigacion en Matemáticas Aplicadas y Sistemas, Universidad Nacional Autónoma de México, 01000 México Distrito Federal, Mexico 3 School of Mathematics and Maxwell Institute for Mathematical Sciences, The King’s Buildings, University of Edinburgh, Edinburgh EH9 3JZ, United Kingdom Received 13 May 2008 The behavior of large-scale vortices governed by the discrete nonlinear Schrödinger equation is studied. Using a discrete version of modulation theory, it is shown how vortices are trapped and stabilized by the self-consistent Peierls-Nabarro potential that they generate in the lattice. Large-scale circular and polygonal vortices are studied away from the anticontinuum limit, which is the limit considered in previous studies. In addition numerical studies are performed on large-scale, straight structures, and it is found that they are stabilized by a nonconstant mean level produced by standing waves generated at the ends of the structure. Finally, numerical evidence is produced for long-lived, localized, quasiperiodic structures. DOI: XXXX PACS numbers: 05.45.Yv, 42.65.Tg I. INTRODUCTION The discrete nonlinear Schrödinger DNLS equation is a nonlinear lattice model that appears in many areas of science and which has attracted a lot of attention in recent years. One such area is nonlinear optics, where the usefulness of the DNLS equation as a model for coherent light propagation in waveguide arrays has been well established 14. The DNLS equation has also been used to describe Bose-Einstein condensates in optical lattices 5, as well as energy transfer in biomolecular chains 6,7. A major effect of a nonlinear lattice is the localization of energy in a few “active” sites. This was first noted by Sievers and Takeno 8. Subsequent theoretical studies have ex- plained localization by showing the existence of breather so- lutions, defined as spatially decaying time-periodic solutions for which each site has the same temporal frequency 912. The existence of these stable and unstable breathers in one- and higher-spatial-dimensional lattices is well understood. In the case of breathers near the limit of vanishing site cou- pling, the “anticontinuous limit” 9, the set of active sites can be an arbitrary finite subset of the integer lattice. Breath- ers are also robust in that they appear in several variants of the DNLS equation 13,15,14 and in other lattice models. Breathers with two quasiperiods in time have also been shown to exist 16. In the present work we examine localized structures from a different perspective, with emphasis on the spatial features of the localized structure and leaving the temporal behavior undetermined a priori. This allows us to understand theoreti- cally the dynamical behavior of localized structures that are difficult to analyze using the breather ansatz. Moreover, we allow structures that have a more general temporal behavior. The first these solutions examined are the vortexlike solu- tions, which are discrete analogs of the circular vortex solu- tions of the continuous NLS equation. In the limit of large radius and small width to radius ratio, an asymptotic theory based on a modulated vortex ansatz in an averaged Lagrang- ian predicts the existence of stable and unstable localized solutions with suitable width to radius ratios. These struc- tures are also found numerically and their stability properties coincide with the theoretical predictions. Spatiotemporal modulation of these structures corresponds to wavelike modes which propagate in the angular direction around the vortex, with the vortex eventually evolving to a time- periodic localized state. We find furthermore that the discreti- zation effects arising through the Peierls-Nabarro potential can stabilize perturbations which correspond to unstable modes of the continuous NLS vortex. In the wavelike struc- tures we find sizable spatial and temporal variations in the amplitude and phase of the sites, which suggests that we are far from the small-coupling discrete vortex breathers of the type described by Pelinovsky et al. 12. The second type of solution we examine is localized in thin parallelogram sets. We assume that the width to length ratio of the parallelogram is small and use an averaged La- grangian with a suitable ansatz to find periodic, spatially lo- calized solutions. We find again basic stable states and wave- like structures that move along the length of the parallelogram, bouncing from the two ends. In this parallelo- gram case, however, the modulation does not decay, suggest- ing either much slower radiation of these modes, or a new stable state with a standing wave that cannot be captured by the breather ansatz. Additionally we study numerically localization along polygons whose sides are thin parallelograms. The behavior is qualitatively similar to that seen in the circular vortex case, in that we see stable localization with some modulation. In another set of numerical experiments we examine localiza- tion on smaller sets, analyzing the evolution of each site in more detail. We see sites that evolve in an approximately periodic manner, but with periods that are not the same for all sites. These localized states do not show any tendency to * [email protected] [email protected] [email protected] § [email protected] PHYSICAL REVIEW E 78,1 2008 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 1539-3755/2008/783/10 ©2008 The American Physical Society 1-1

Modulation analysis of large-scale discrete vortices · Modulation analysis of large-scale discrete vortices Luis A. Cisneros,1,* Antonmaria A. Minzoni,2,† Panayotis Panayotaros,2,‡

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Page 1: Modulation analysis of large-scale discrete vortices · Modulation analysis of large-scale discrete vortices Luis A. Cisneros,1,* Antonmaria A. Minzoni,2,† Panayotis Panayotaros,2,‡

Modulation analysis of large-scale discrete vortices

Luis A. Cisneros,1,* Antonmaria A. Minzoni,2,† Panayotis Panayotaros,2,‡ and Noel F. Smyth3,§

1Department of Mathematics and Statistics, University of New Mexico, Albuquerque, New Mexico 87131-0001, USA2Fenomenos Nonlineales y Mecánica (FENOMEC), Department of Mathematics and Mechanics, Instituto de Investigacion en

Matemáticas Aplicadas y Sistemas, Universidad Nacional Autónoma de México, 01000 México Distrito Federal, Mexico3School of Mathematics and Maxwell Institute for Mathematical Sciences, The King’s Buildings, University of Edinburgh,

Edinburgh EH9 3JZ, United Kingdom�Received 13 May 2008�

The behavior of large-scale vortices governed by the discrete nonlinear Schrödinger equation is studied.Using a discrete version of modulation theory, it is shown how vortices are trapped and stabilized by theself-consistent Peierls-Nabarro potential that they generate in the lattice. Large-scale circular and polygonalvortices are studied away from the anticontinuum limit, which is the limit considered in previous studies. Inaddition numerical studies are performed on large-scale, straight structures, and it is found that they arestabilized by a nonconstant mean level produced by standing waves generated at the ends of the structure.Finally, numerical evidence is produced for long-lived, localized, quasiperiodic structures.

DOI: XXXX PACS number�s�: 05.45.Yv, 42.65.Tg

I. INTRODUCTION

The discrete nonlinear Schrödinger �DNLS� equation is anonlinear lattice model that appears in many areas of scienceand which has attracted a lot of attention in recent years. Onesuch area is nonlinear optics, where the usefulness of theDNLS equation as a model for coherent light propagation inwaveguide arrays has been well established �1–4�. TheDNLS equation has also been used to describe Bose-Einsteincondensates in optical lattices �5�, as well as energy transferin biomolecular chains �6,7�.

A major effect of a nonlinear lattice is the localization ofenergy in a few “active” sites. This was first noted by Sieversand Takeno �8�. Subsequent theoretical studies have ex-plained localization by showing the existence of breather so-lutions, defined as spatially decaying time-periodic solutionsfor which each site has the same temporal frequency �9–12�.The existence of these stable �and unstable� breathers in one-and higher-spatial-dimensional lattices is well understood. Inthe case of breathers near the limit of vanishing site cou-pling, the “anticontinuous limit” �9�, the set of active sitescan be an arbitrary finite subset of the integer lattice. Breath-ers are also robust in that they appear in several variants ofthe DNLS equation �13,15,14� and in other lattice models.Breathers with two quasiperiods in time have also beenshown to exist �16�.

In the present work we examine localized structures froma different perspective, with emphasis on the spatial featuresof the localized structure and leaving the temporal behaviorundetermined a priori. This allows us to understand theoreti-cally the dynamical behavior of localized structures that aredifficult to analyze using the breather ansatz. Moreover, weallow structures that have a more general temporal behavior.

The first these solutions examined are the vortexlike solu-tions, which are discrete analogs of the circular vortex solu-tions of the continuous NLS equation. In the limit of largeradius and small width to radius ratio, an asymptotic theorybased on a modulated vortex ansatz in an averaged Lagrang-ian predicts the existence of stable and unstable localizedsolutions with suitable width to radius ratios. These struc-tures are also found numerically and their stability propertiescoincide with the theoretical predictions. Spatiotemporalmodulation of these structures corresponds to wavelikemodes which propagate in the angular direction around thevortex, with the vortex eventually evolving to a time-periodic localized state. We find furthermore that the discreti-zation effects arising through the Peierls-Nabarro potentialcan stabilize perturbations which correspond to unstablemodes of the continuous NLS vortex. In the wavelike struc-tures we find sizable spatial and temporal variations in theamplitude and phase of the sites, which suggests that we arefar from the small-coupling discrete vortex breathers of thetype described by Pelinovsky et al. �12�.

The second type of solution we examine is localized inthin parallelogram sets. We assume that the width to lengthratio of the parallelogram is small and use an averaged La-grangian with a suitable ansatz to find periodic, spatially lo-calized solutions. We find again basic stable states and wave-like structures that move along the length of theparallelogram, bouncing from the two ends. In this parallelo-gram case, however, the modulation does not decay, suggest-ing either much slower radiation of these modes, or a newstable state with a standing wave that cannot be captured bythe breather ansatz.

Additionally we study numerically localization alongpolygons whose sides are thin parallelograms. The behavioris qualitatively similar to that seen in the circular vortex case,in that we see stable localization with some modulation. Inanother set of numerical experiments we examine localiza-tion on smaller sets, analyzing the evolution of each site inmore detail. We see sites that evolve in an approximatelyperiodic manner, but with periods that are not the same forall sites. These localized states do not show any tendency to

*[email protected][email protected][email protected]§[email protected]

PHYSICAL REVIEW E 78, 1 �2008�

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decay and may constitute another type of stable or meta-stable localized state which is not a breather. Further com-ments on possible interpretations of the numerical results aregiven in the Conclusions.

II. FORMULATION AND CIRCULAR VORTICES

Let us consider the two-space-dimensional DNLS equa-tion on the infinite square lattice, labeled by the integers n ,mwith −��m ,n��, in the form

iumn = �mnumn + �−1�umn�2umn. �1�

Here �mn is the second-order difference operator in the vari-ables m and n and time derivatives are denoted by an over-dot.

In the present work we are interested in finding localizedsolutions of the DNLS equation �1� with extended, nontrivialshapes, and periodic, and possibly more general, time depen-dence. It is well known that in the continuum limit �→� allpulselike solutions collapse �blow up� and that other local-ized initial conditions behave in a similar manner. This col-lapse behavior is due to the focusing nonlinearity. On theother hand, in the so-called anticontinuum limit �→0 thediscrete NLS equation �1� has time-periodic solutions of theform

umn = Amne−i�tei�mn, �2�

where, for an arbitrary set of sites m ,n, Amn=A, �=A2 /�,and �mn is arbitrary, while umn=0 for the remaining sites.These solutions are clearly localized around an arbitraryshape. Using bifurcation theory ideas, it was shown by Peli-novsky et al. �12� that for small � these solutions can becontinued uniquely �up to a global phase� in �, provided thatthe �mn are chosen appropriately. One then obtains a branchof periodic solutions for which Amn and �mn depend on �.This procedure can be used to effectively calculate branchesof solutions in cases for which the set of active sites is smallor has a simple geometry. For example, in the case of a closepolygonal line shape where each active site has only twoactive neighbors, solutions can be found for which �mn in-creases by an arbitrary integer multiple 2� around a circuit�12�. These “discrete vortices” are examples of breathers �9�,since breathers are, by definition, time-periodic solutions forwhich each site has the same frequency.

Let us now study the behavior of vortex-type solutionsthat are localized on larger sets and exist for larger �. Weshall also leave the time dependence undetermined and soconsider possible solutions that are generalizations of breath-ers. In order to look at larger vortex-type solutions, we needto capture with a continuum coherent solution both the factthat there is a large number of active sites, and by thePeierls-Nabarro potential the effect of the discrete lattice onthis coherent solution. This is achieved using Whithammodulation theory �17� on the averaged Lagrangian for thediscrete NLS equation �1�,

L =� �mn

�i�umn* umn − umnu

mn* �

+ �mnumn�mnumn* − �−1�umn�4�dt . �3�

Here the superscript asterisk denotes the complex conjugateand �mn is the discrete gradient vector based on forwarddifferences. Appropriate trial functions with time-dependentparameters will be used to represent localized periodic solu-tions and their evolution �modulations�.

Let us begin by studying circular vortices and their stabil-ity. The appropriate trial function for this case is

umn = a�m2 + n2�sech ��ei + igei�mn+i��t�, �4�

= �mn + ��m2 + n2 − R�t��V�t� + ��t� , �5�

� =�m2 + n2 − R�t�

w, �6�

�mn = tan−1n/m . �7�

This trial function represents a vortex of width w concen-trated on a circle of radius R, with the phase increasing by2� around it. The vortex parameters a and w and the shelfheight g are assumed to be functions of time t and the polarangle �. As in previous studies of the stability of nonlocalcontinuum vortices, it will be assumed that the amplitude a isrelated, to leading order, to the width w by conservation ofmass for the vortex �18�. This assumption is equivalent to alinear stability analysis for the vortex. The shelf, of height g,will be assumed to be concentrated at the peak of the vortexand to have a width 1 which will be determined as part ofthe analysis �18�. Hence g is nonzero only in the regionrmin�r�rmax, where rmin,max=R�1 /2. The phase variableof the vortex ring accounts for its contraction or expansion.

The averaged Lagrangian is determined by substitutingthe trial function into the Lagrangian. The double sums in-volved are calculated using Poisson’s formula, which gives

�mn

f�m,n� = �mn

f�2�m,2�n� , �8�

where f denotes the Fourier transform of f , given by

f��, � = �−�

� �−�

f�x,y�e−i��x+ y�dx dy . �9�

The first term of the series �8� with m=n=0 gives the con-tinuum approximation. The rest of the series gives the self-consistent Peierls-Nabarro potential generated by the interac-tion between the continuum vortex and the lattice. As inother discrete problems �19�, to leading order finite differ-ences of umn are replaced by the equivalent derivatives. Fi-nally, the dominant contributions for the Poisson sum �8� aregiven by the terms m= �1, n=0 and m=0, n= �1. More-over, for small �, to leading order, only the �−1 term contrib-utes to the averaged Lagrangian terms which arise from thesum. In this manner, on using polar coordinates to calculate

CISNEROS et al. PHYSICAL REVIEW E 78, 1 �2008�

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the continuum contribution, the averaged Lagrangian �3� be-comes

L = �t0

t1 �0

2� �0

� ir�u*ut − uut*�

+ r�ur�2 +1

r�u��2 −

r

��u�4dr d� dt

− �t0

t1

��n�=�m�=1

�−1�u�4�2�m,2�n�dt = L0 + Lp. �10�

In the integral term of this averaged Lagrangian the trialfunction �4� is replaced by the continuous function obtainedby replacing �m2+n2 by r and �mn by the polar angle �.Since we are assuming that w���1, the integrals involvedin the averaged Lagrangian �10� are easily calculated. In fact,since R�w and the vortex is peaked at r=R, the integralscan be reduced to integrals involving sech and its powers andderivatives. Moreover, it is assumed that the shelf has theform rg���. It can then be found that the density L0 of theaveraged Lagrangian is

L0

2�= − �2a2wR3 + 41R3g2�� − 2awR2gw

− 2a2R3wVR −1

2V2 − I

a2R

ww�

2 −21

Rg�

2

+ 4�−1a2wR5g2 − 4a2wR −2a2R3

3w+

2

3�−1a4wR5,

�11�

where

I = �−�

2�sech2 ��tanh2 �d . �12�

As in the continuum case �18�, small contributions due toterms involving a� have been neglected, as these terms areO�R−2� compared with the retained terms. The width Rs ofthe shelf will be determined in the following section.

To calculate the density Lp the Fourier transform of �u�4 iscalculated in polar coordinates. Since R is assumed to belarge, the angular integral is calculated using the method ofstationary phase. The radial integral is then calculated toleading order by closing the contour in the appropriate halfplane, resulting in

Lp =16�5/2

3�a4w4R9/2e−�2w cos�2�R − �/4� = H�R,w� .

�13�

This term of the averaged Lagrangian gives the self-consistent Peierls-Nabarro potential generated by the interac-tion of the circular vortex and the lattice.

III. MODULATION EQUATIONS AND CIRCULARVORTICES

Taking variations of the averaged Lagrangian term �11�with respect to � gives the conservation of mass equation

d

dta2wR3 = 0. �14�

As in the continuum case �18�, this mass conservation equa-tion relates variations in the vortex amplitude and width. Thevariational equations in V and R give equations for the mo-tion of the vortex as

R = V ��V� , �15�

d

dt�a2wR3V� +

�L0

�R+

�Lp

�R= 0 ��R� . �16�

On assuming that the vortex parameters are independent ofthe angular variable, we obtain the dispersion relation fromthe variational equations

� +1

3w2 −2

3�−1a2R2 = 0 ��a� , �17�

� −1

3w2 −1

3�−1a2R2 = 0 ��w� . �18�

Here the Peierls-Nabarro contributions are of small order asR→�.

The variational equations �15� and �16� have fixed pointswhich correspond to a static vortex with V=0 and the radiusR given by the solution of

�L0

�R+

�Lp

�R= 0. �19�

The variational equation �19� has to be solved coupled to thevariational equations �17� and �18�. The variational equations�17� and �18� give the dispersion relation for the vortex

a =�3

2

�1/2

wRand � = −

1

w2 . �20�

Using the variational equation �17� in the variationalequation �19� gives

0 =�L0

�R+

�Lp

�R=

16

3�−1a4wR4 + �−1a4wR7/2

−32�7/2

3�−1a4w4R9/2e−�2w sin�2�R − �/4� . �21�

Let us assume that w is O��1/2�, so that w= ����1/2. Thenusing the results �20� in Eq. �21� gives the equation for theradius R as

1 − 2�7/2����1/2R1/2e−�2��� sin�2�R − �/4� = 0. �22�

For large R this equation has the solution

sin�2�R − �/4� = 0, �23�

which results in

MODULATION ANALYSIS OF LARGE-SCALE DISCRETE… PHYSICAL REVIEW E 78, 1 �2008�

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R =q�

2+

1

8�24�

at the fixed point, where q is a positive integer. The radii Rqare minima of the potential, provided that q is odd. For qeven, the vortex will be unstable since it is located at a maxi-mum of the Peierls-Nabarro potential. Hence the only stablevortices are for q odd.

For the parameter values of Fig. 1, Eq. �20� gives a vortexamplitude of a=1.2, which compares well with the averageamplitude of the vortex in Fig. 1�a�. However, it can be thatthe trial function does not include the circumferential oscil-lations seen in the numerical solution. Furthermore, from Eq.�22� it can be seen that as the DNLS equation becomes con-tinuous in the limit of large � the vortex becomes unstable.This is because for a given radius R, as � increases, the stableand unstable roots of �22� coalesce, losing the vortex. For theparameter values of Fig. 1, Eq. �22� predicts that the vortexceases to exist at �=0.57. Numerical results show that at �=0.5 the vortex structure begins to develop large gaps be-tween the peaks and the vortex completely disappears at �=0.689. The modulation theory results are then in goodquantitative agreement with the numerical results.

The solution �20� and �24� gives a family of vortices pa-rametrized by their radius and their width. In the continuumlimit these vortices will be unstable to azimuthal perturba-tions in w, with angular wave number �=2 being the fastestgrowing mode �18�. It will now be shown how discreteness,as captured by the Peierls-Nabarro potential in Eqs. �21� and�22�, stabilizes the vortex.

To study the stability of the discrete vortex, we proceed asin Minzoni et al. �18� and expand the averaged Lagrangian

about the fixed point to quadratic order, taking w=wq+ w,which results in

L f = �t0

t1 2awR2wg −IRa2

ww�

2 −21

Rg�

2 − 41R3�g2

+ 4�−1a2wR5g2 −w2

2Hww�Rq,wq�dt . �25�

Here 1 is a function of R which will be determined in theanalysis. The Hamiltonian equations derived from the La-grangian �25� will have oscillatory solutions, provided thatthe corresponding quadratic form is positive definite. Other-wise the linearized equations show that the discrete vortex isunstable. For w=O��� and Rq at a minimum of the Peierls-Nabarro potential, Hww�Rq ,wq��0. In this case the corre-sponding quadratic form has to be studied in detail in orderto determine the stability of the vortex.

The Euler-Lagrange equations for the linearized averagedLagrangian �25� are

g = −2IRa2

ww�� − Hwww ,

w =21

Rg�� − �21R3� − 4�−1R5a2w�g , �26�

where the time is rescaled with 2awR2. The solutions ofthese linearized modulation equations are readily obtained interms of the normal modes,

g

w = e�tei��G

W , �27�

where G and W are constants. The equation for the eigen-value � is

�2 + 2Ia2

Rw�2 − Hww21

R�2 − �4�−1R5a2w − 21R3�� = 0.

�28�

In this eigenvalue equation, one root �2�0 for small andlarge �, but is positive when

Rw

Ia2 Hww � �2 �R

21�4��−1R5a2w − 21�� . �29�

To determine the stability of the vortex, the width of the shelfneeds to be determined, so that 1 can be calculated.

In an unstable region, if present, the vortex should havesmall but finite amplitude deformations. This possibility wasexplored by taking 1 as a bifurcation parameter to producethe desired deformation waves. The solutions of the nonlin-ear equations arising from �26� on keeping higher-orderterms do not have periodic solutions of period 2�. We there-fore conclude that there is no instability region. To finish thestability analysis, we need to find 1 which satisfies

4R5a2w − 21� =Rw

Ia2 Hww. �30�

This gives 1=w+wHww / �Ia2R7/2�. The mode

20 30 40 50 60 70 80m 2030

4050

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00.40.81.21.6

|u|

(a)

20 30 40 50 60 70 80m 2030

4050

6070

80

n

00.40.81.21.6

2

|u|

(b)

(b)

(a)

FIG. 1. Solution of DNLS equation �1� for vortex initial condi-tion �4� with a=0.1, w=0.3, V=0, R=15.5, g=0, and �=0.05. �a�Solution at t=30; �b� perturbed solution with a=0.1�1+0.2 cos�4��� at t=20.

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�2 =Rw

Ia2 Hww �31�

then has zero growth rate, which implies marginal stability.This marginal mode is interpreted as an approximation to avery long-period perturbation. Substituting values for 1 and� gives �=4 as a long-lifetime mode. Using the numericalvalues in Fig. 1 the critical mode wave number is obtainedfrom Eq. �31� as 4.382…, which is a good approximation tothe actual value of 4. To test this conclusion the steady vor-tex was perturbed with an amplitude ap���=a�1+� cos 4��,which is a wave with �=4. The results are shown in Fig.1�b�. On comparing this figure with Fig. 1�a� the effect ofthis long-lifetime mode can be seen, as the perturbation inamplitude has resulted in an increase in amplitude of theazimuthal wave around the vortex. Amplitude perturbationswith modes either side of �=4 result in smaller-amplitudeperturbations of the azimuthal wave.

IV. THIN RECTANGULAR VORTICES

It has been shown that the Peierls-Nabarro potential isresponsible for the stability of a discrete vortex due to thetrapping of the vortex maximum by the corresponding poten-tial. It is then expected that the same mechanism will be ableto sustain stable structures of various shapes, when � is suf-ficiently small.

As a first, simple example let us consider a periodic solu-tion concentrated along a straight line. The approximate trialfunction is

umn = �a�sech ��ei� + igei�t for x2�t� � m � x1�t� ,

0 otherwise,

� =n − y�t�

w,

� = �t + �mn + �m − x1�Vx�1� + �m − x2�Vx

�2� + �n − y�t��Vy .

�32�

We choose the phase �mn to obtain a phase � which behavesas �m−x1�V�1� for x1�m�x1+�, �m−x2�Vx

�2� for x2−��m�x2, and constant in the region x1+��m�x2−�. In thisapproximation the end points move independently. The shelfg is concentrated about y�t�, which is the position of themaximum of the vortex. The end points x1 and x2 of the linesegment are allowed to evolve as functions of time t. Nu-merical solutions show that the line vortex develops a modu-lated mean level due to an undular bore propagating in fromthe ends �see Fig. 2�. To account for this the amplitude a ismodified to become a�1+��x /x1�2� to include the depressionproduced by the waves entering the vortex from its edges.For this special case of a symmetric trial function the aver-aged Lagrangian is

L = 2a2wx1� + �x1Vx�1� −

1

2�Vx

�1�2 + �Vy −1

2Vy

2−

4

3x1a2

w+ 2�−1a4w −

8

3x1�2a2w . �33�

The contribution of the Peierls-Nabarro potential takes theform

20 40 60 80 100 120m 6065

7075

80

n

0

0.4

0.8

1.2

|u|

20 40 60 80 100 120m 6065

7075

80

n

00.20.40.60.8

11.21.4

|u|

20 40 60 80 100 120m 6065

7075

80

n

00.10.20.30.40.50.6

|u|

0 20 40 60 80 100 120 140m 3050

7090

110

n

0

0.1

0.2

0.3

|u|

(b)

(a)

(c)

(d)

FIG. 2. Solution of DNLS equation �1� for wall initial condition�32� with a=1.0, w=0.3, g=0. Solution at �a� t=3 for �=0.05, �b�t=30 for �=0.05, �c� t=2 for �=5, and �d� t=10 for �=5.

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Lp =3

��a4w cos 2�x1. �34�

It is to be noted that unlike the Peierls-Nabarro contributionfor a circular vortex �13�, the Peierls-Nabarro potential forthis line vortex is generated by the ends of the vortex. There-fore as � increases it is only algebraically small in � sincew��1/2.

As before, for � sufficiently small, the equations of mo-tion derived from this averaged Lagrangian show trapping ofthe straight line segment by the Peierls-Nabarro potential.The modulation equations for the steady-state line vortex are

� +4

3w2 +8

3�a2 −

8

3

�2

x12 + 6�−1a2w sin 2�x1 = 0, �x1,

� −4

3w2 −8

3�a2 −

8

3x12�2a = 0, �w ,

� +4

3w2 −16

3�a2 −

8

3x12�2a = 0, �a . �35�

Since we are interested in large vortices, we have to leadingorder that

� = −4

3w2 −8

3�a2, �36�

with a dispersion relation similar to that for the circular vor-tex

�−1a2w2 =1

4. �37�

The higher-order terms in the �x1 equation in the modulationequations �35� give the size of the vortex as the solution of

�2

x12 =

9

2�−1a2w sin 2�x1. �38�

This solution shows that as � increases the solutions x1 be-come larger. A line vortex of a given size then destabilizes as� increases due to the coalescence of a stable and an unstablesolution. This situation is analogous to that for the circularvortex.

The modulation equations for the shelf g and the widthperturbation w can be developed in a similar manner as forthe circular vortex. However, these equations will not beanalyzed as the main stability result does not come from theoscillations in the body of the vortex, but from the endpoints. This stability mechanism is described above.

The initial evolution of the line vortex is shown in Fig.2�a� in which the waves generated at the ends of the vortexare seen to propagate into the vortex, in the manner of anundular bore. In the modulation equations � cannot be de-termined variationally as the form of a suitable, simple trialfunction which captures the end point behavior is not clear.As � increases it follows from the modulation equation �38�

20 40 60 80 100 120m 2040

6080

100120

n

00.5

11.5

22.5

|u|

FIG. 3. Solution of DNLS equation �1� for cross initial conditionat t=30.

20 30 40 50 60 70 80 90m 2030

4050

6070

80

n

0

0.4

0.8

1.2

1.6

|u|

FIG. 4. Solution of DNLS equation �1� for the L-shaped initialcondition at t=30.

20 40 60 80 100 120m 3050

7090

110

n

00.5

11.5

22.5

|u|

FIG. 5. Solution of DNLS equation �1� for figure of 8 initialcondition at t=30.

FIG. 6. �Color online� 12-peak solution of DNLS equation, �=0.2.

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that the Peierls-Nabarro potential can no longer hold the vor-tex, as can be seen in Fig. 2�c�. It can also be seen that anundular bore develops at the leading and trailing edges of thevortex and expands into it. This bore expands the vortex,with it expanding symmetrically into y�0 and y�0, as re-quired by momentum conservation.

This same mechanism operates for more complicatedstructures, such as the cross shown in Fig. 3. Here the twoarms of the cross act independently and can sustain a stablestructure. This type of solution was also studied by MacKayand Aubry �9�, who called them rivers. In the work ofMacKay and Aubry continuation ideas were used, while inthe present work a large-scale mechanism which stabilizesthese structures is determined. This stabilization process isdue to the trapping by their self-consistent Peierls-Nabarropotential.

V. POLYGONS AND OTHER SHAPES

Building on the thin rectangular vortex, we can constructvortices of arbitrary shape by adding straight line segments,parallel to the coordinate axes, to make a polygonal path.Clearly the phase will have to increase by 2� after a circuitof this polygonal vortex. Therefore, if the vortex has a totallength D, it will be assumed that the phase increases at the

uniform rate �=2� /D along the polygonal vortex. The samearguments used for the straight line vortices can be applied to

each side of the vortex, each side acting as an independentstructure. Again instability is observed for � sufficientlylarge. As for the straight line vortex the instability initiates atthe corners, which are the ends of the straight line segments.An example of such a segmented, stable vortex, which hasan L shape, is shown in Fig. 4. This L shape was obtainedfrom the evolution of an initial condition constructed withstraight line vortices, with a phase which increases at a rate

�=2� /D, where D is the total length of the vortex.Finally this same construction of complicated vortices

from fundamental units can be used to construct the figure of8 vortex shown in Fig. 5. This shape was obtained by evolv-ing two circular vortices, as in Fig. 1, after deleting the innerportions. The phase again has a constant rate of increasearound the vortex, for a total change of 2�.

It is clear that this construction of vortices or rivers withcomplicated shapes can be continued. Again these vorticeswill be stable for very discrete lattices, that is for ��1, andas � increases they will be become destabilized and so decay.

In addition to time periodic solutions, the two-dimensional DNLS equation appears to support a class ofmore general localized solutions that are an approximate su-perposition of breathers with different frequencies. For thesesolutions we have a set of active sites U, where for m ,n forthese active sites U we have umn�Cmnei�mnt with Cn�1��, otherwise umn�O���. The amplitudes Cmn and fre-quencies �mn for the active sites appear to vary slowly intime to within a small percentage of some average value that

m

n

20 40 60 80 100

20

40

60

80

100

FIG. 7. �Color online� Contour plot of 12-peak solution ofDNLS equation, �=0.2.

0 50 100 150 200 250 300 350 400t

Re

u 45,

48

−1.5

−1

−0.5

0

0.5

1

1.5

FIG. 8. �Color online� Re�u48,48� at sites of inner square as afunction of time.

0 50 100 150 200 250 300 350 400t

Re

u 47,

46

−1−0.8−0.6−0.4−0.2

00.20.40.60.81

FIG. 9. �Color online� Re�u47,46� at sites of middle square as afunction of time.

0 50 100 150 200 250 300 350 400t

Re

u 45,

44

−1−0.8−0.6−0.4−0.2

00.20.40.60.81

FIG. 10. �Color online� Re�u45,44� at sites of outer square as afunction of time.

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depends on the site. Unlike the case for breather �vortex�solutions, we observe that the �mn are not the same for allactive sites.

An example can be seen in Fig. 6, where we have usedperiodic boundary conditions with �=0.2 and �=1.0. Thepeaks are seen clearly in the contour plot shown in Fig. 7.They are located at the three sets of sites

U1 = ��48,48�,�53,48�,�53,53�,�48,53�� ,

U2 = ��47,46�,�54,46�,�54,54�,�47,55�� ,

U3 = ��45,44�,�56,44�,�56,57�,�44,57�� ,

of a 100�100 lattice. Each Uj defines a parallelogram, withU1 the “inner,” U2 the “middle,” and U3 the “outer” paral-lelogram. In Figs. 8–10 we show the real parts of u at thesites �48,48��U1, �47,46��U2, and �45,44��U3. The val-ues of u at all four sites in each Uj are seen to be identical tothe corresponding three representative sites shown in the fig-ures. We furthermore see that the �average� amplitudes forU1, U2, and U3 are 1.25, 0.92, and 0.83, respectively. Thecorresponding �average� periods for U1, U2, and U3 are 1.60,2.24, and 2.70. Comparing the amplitudes of the three Uj, wesee some periodic energy interchange between the middle

and outer parallelograms. The different average frequenciesin each parallelogram imply that these solutions are notbreathers, but rather an approximate superposition of threeslightly modulated breather solutions. Similar solutions areseen for periodic and free boundary conditions on the finitelattice. In both cases the localized solutions appear to bestable in that we do not see any tendency for the amplitudesof the main peaks to diminish. Adding a small boundarydamping with ��10−2 as in �5� does not alter the amplitudesof the peaks over several hundreds of periods.

A second example is seen in Fig. 11, with the correspond-ing contour plot shown in Fig. 12. The L-shaped pattern ofpeaks consists of the corner sites �40,40� and �41,41� and thefour pairs of sites U1= ��40,45� , �45,40��, U2= ��40,51� , �51,40��, U3= ��40,55� , �55,40��, and U4= ��40,58� , �58,40��. The motion of the two sites in each Ujis identical. In each site we see an oscillation with a slowmodulation; see, e.g., Figs. 13 and 14 where we show thereal part of umn at the sites �m ,n�= �40,40� and �58,40�, re-spectively. The average frequencies at the different Uj aredifferent, for example at �40,45�, �40,55�, and �40,55� we seethe frequencies 1.80, 1.90, and 2.85, respectively. TheL-shaped pattern is therefore not a breather, but rather anapproximate superposition of six breathers peaked at �40,40�,�41,41�, and the four Uj. There is also evidence of someenergy interchange between the peaks at �40,40� and �41,41�.As for the first example, similar solutions are observed forboth periodic and free boundary conditions and the peakspersist under small boundary damping.

FIG. 11. �Color online� L-shaped solution of the DNLS equa-tion, �=0.2.

m

n

20 40 60 80 100

20

40

60

80

100

FIG. 12. �Color online� Contour plot of L-shaped solution of theDNLS equation.

0 50 100 150 200 250 300 350 400t

Re

u 40,

40

−1.5

−1

−0.5

0

0.5

1

1.5

FIG. 13. �Color online� Re�u40,40� as a function of time.

0 50 100 150 200 250 300 350 400t

Re

u 58,

40

−1−0.8−0.6−0.4−0.2

00.20.40.60.81

FIG. 14. �Color online� Re�u58,40� as a function of time.

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VI. CONCLUSIONS

It has been shown that discrete lattices can sustain stable,periodic vortices of arbitrary shape with a linearly increasingphase. A modulation theory was developed which explainedthe stability of these vortices. In particular this modulationtheory included the Peierls-Nabarro potential generated bythe continuum vortices and was found to be responsible forthe stability for � sufficiently small. The approximate solu-tions of this modulation theory show how the discreteness ofthe lattice stops the breakup of the vortices. This mechanismis very different from that which stabilizes vortices in nem-atic liquid crystals, as in this continuous medium nonlocalitydecreases the destabilization terms �18�. For the present dis-crete media the Peierls-Nabarro potential stabilizes the dis-crete vortices. This Peierls-Nabarro potential is absent incontinuous media.

For the case of straight line vortices it was found that thefinite size of the vortex produces waves which travel from itsedges toward its center, producing a modulated mean levelwhose length scale is the length scale of the vortex. Thismean level change produces the Peierls-Nabarro potentialwhich traps the vortex.

In general, the vortices are sustained by the Peierls-Nabarro potential, which traps them at a minimum, with thesame potential preventing their breakup. On the other hand,as the lattice approaches the continuum limit, the potential isno longer sufficient to trap them, so that they collapse.

It should be remarked that the present modulation theoryapproach gives accurate predictions in simple terms for boththe qualitative and quantitative features of the evolution.

A further feature of some of the localized solutions exam-ined here is a temporal behavior that is unlike that of thewell-known breather solutions. Such localized solutions maycorrespond to exact solutions of the infinite lattice, or toslowly decaying states that may be close to exact solutionsfor finite lattices. Possible subtle differences between thestable localized states in finite and infinite lattices can be dueto slow decay due to radiation in the infinite case �16�. Thesedifferences may be difficult to capture numerically, but maygive distinct long-time predictions for optical vs molecularor condensed matter systems modeled more realistically bythe DNLS equation on finite and infinite lattices, respec-tively.

Similar ideas to those developed here could be used forthe study of other types of vortices, such as nonlocal discretevortices. This is the subject of ongoing studies.

ACKNOWLEDGMENTS

The authors would like to thank Professor Yuri Kivsharfor discussions about and insights into the work presented inthis paper. This research was supported by the Engineeringand Physical Sciences Research Council �EPSRC� underGrant No. EP/D075947/1 and by CONACyT under GrantNo. 50303.

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Phys. Rev. A 76, 063803 �2007�.�19� L. A. Cisneros and A. A. Minzoni, Physica D �to be

published�.

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AUTHOR QUERIES —

#1 please check extent of sech function#2 please check

NOT FOR PRINT! FOR REVIEW BY AUTHOR NOT FOR PRINT!

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