Bifurcation of relative equilibria generated by a circular vortex path in a circular domain
David Rojas, Pedro J. Torres

TL;DR
This paper investigates how a circular vortex path influences passive particle transport in a 2D ideal flow within a circular domain, identifying bifurcation schemes of relative equilibria and the persistence of periodic solutions under perturbations.
Contribution
It introduces a bifurcation analysis of relative equilibria generated by a circular vortex path, including effects of perturbations leading to infinite periodic orbits.
Findings
Bifurcation scheme of relative equilibria identified
Infinite periodic orbits persist under path perturbations
Conditions for zero winding number solutions established
Abstract
We study the passive particle transport generated by a circular vortex path in a 2D ideal flow confined in a circular domain. Taking the strength and angular velocity of the vortex path as main parameters, the bifurcation scheme of relative equilibria is identified. For a perturbed path, an infinite number of orbits around the centers are persistent, giving rise to periodic solutions with zero winding number.
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Bifurcation of relative equilibria generated by a circular vortex path in a circular domain
00footnotetext: 2010 Mathematics Subject Classification. 25C34, 37N10, 76B47. 00footnotetext: Key words and phrases: Vortex, passive transport, stirring protocol, stream function, periodic orbit, winding number. 00footnotetext: All the authors are partially supported by the MEC/FEDER grant MTM2014-52232-P. 00footnotetext: Email addresses: [email protected] (D. Rojas, corresponding author), [email protected] (P.J. Torres).
D. Rojas and P.J. Torres
Departamento de Matemática Aplicada,
Universidad de Granada, 18071 Granada, Spain
Abstract
We study the passive particle transport generated by a circular vortex path in a 2D ideal flow confined in a circular domain. Taking the strength and angular velocity of the vortex path as main parameters, the bifurcation scheme of relative equilibria is identified. For a perturbed path, an infinite number of orbits around the centers are persistent, giving rise to periodic solutions with zero winding number.
1 Introduction
The passive particle transport in a 2D incompressible flow with prescribed vorticity is a research topic of the highest relevance in Fluid Dynamics [2, 7, 9]. In the Lagrangian formulation, the advection of single particles is ruled by a Hamiltonian system where the stream function plays the role of the Hamiltonian. In this paper, we consider the dynamics induced in an ideal flow confined in a circular domain of radius under the action of a prescribed -periodic vortex path. This problem is classical in the literature (see for instance [1, 3, 4, 5]) and can be seen as a 2D idealization of the mixing of a fluid in a cylindrical tank.
Let be the open ball of center and radius , and consider a -periodic vortex path given by . Then, the stream function of the fluid confined in and under the action of the vortex is given by
[TABLE]
Here, is the strength or charge of the vortex, and its sign gives the sense of rotation. In this function, the first term accounts for the vortex action, whereas the second term models the influence of the solid circular boundary. It is useful to see as a complex variable, then the corresponding Hamiltonian system is
[TABLE]
where the asterisk means the complex conjugate.
In the related literature, is called the stirring protocol. When it is constant, then is a conserved quantity and all the particles rotate around the vortex in circular trajectories. When is time-dependent, then the Hamiltonian ceases to be a conserved quantity and the analysis is more delicate. In [3], it is proved that any smooth stirring protocol induces an infinite number of periodic trajectories rotating around the vortex (non-zero winding number). Hence, it is a natural question to try to identify the stirring protocols that generate periodic trajectories with zero winding number, that is, particles moving periodically but not rotating around the vortex. This question was posed explicitly as an open problem in [8, Section 7.3]. Our intention is to advance on the comprehension of this difficult problem by analyzing the family of circular protocols . In this case, the change to a corotating frame transforms (1) into the autonomous system
[TABLE]
The hamiltonian structure is preserved, so the streamlines are just the level curves of corresponding Hamiltonian, which is indeed a conserved quantity. This fact enables a complete bifurcation analysis of the relative equilibria, performed in Section 2, which correspond to periodic solutions of zero winding number for the original system. Moreover, in Section 3 it is shown that the bifurcation scheme identified in Section 2 is robust under small perturbations of the vortex path. Finally, the last section exposes some conclusions of the presented study.
2 Phase portrait and bifurcations
This section is devoted to the bifurcation analysis of the phase portrait of system (2). Working on cartesian coordinates, the streamlines are level curves of the Hamiltonian function
[TABLE]
Here and . From now on, for the sake of further simplicity, we denote
[TABLE]
Thus, system (2) can be written in the -variables as
[TABLE]
Let be the closed ball of center and radius . It is an immediate calculation to show that is invariant by the flow of system (3). Next result deals with the phase portrait of the system on . It will be shown that the position and angular velocity of the vortex path are the main parameters on the system, whereas the remaining ones can be normalized. To this end, and for the sake of simplicity on the statement, we set and . Thus, the parameter space of system (3) turns . Moreover, let us define
[TABLE]
and
[TABLE]
The curve is the union of three curves, namely , and splits the parameter space into five connected components, , , according with Figure 2.
Theorem 2.1**.**
Let . The set corresponds to regular parameters of system (3). On each connected component, the phase portrait is the following:
If then the dynamics on is a global vortex at (see Figure 1(a)). 2.
If then the system has a vortex at , a center at with and two hyperbolic saddles at with a saddle connection inside (see Figure 1(b)). 3.
If then the system has a vortex at , a center at with and a hyperbolic saddle at with (see Figure 1(c)). 4.
If then the system has a vortex at , a center and a hyperbolic saddle satisfying (see Figure 1(d)). 5.
If then the dynamics on is a global vortex at (see Figure 1(e)).
Moreover, the set corresponds to bifurcation parameters of system (3). On each curve the phase portrait is the following:
If then the system has a vortex at and a degenerated saddle at (see Figure 1(f)). 2.
If then the system has a vortex at , a center at with and a degenerated saddle at (see Figure 1(g)). 3.
If then the system has a vortex at and a cusp at (see Figure 1(h)), where
[TABLE]
- Proof.
For the sake of simplicity we first begin the proof by showing that the only critical points in that do not lie on the line are the hyperbolic saddles at of case on the statement. To this end, assuming , from equations in (3) we have that if and only if
[TABLE]
Since for all , if then and so the left hand side of the previous equality is negative. Then assume . In this case, if and only if
[TABLE]
Substituting the previous equality on the expression of in (3) and equaling zero one gets the equation
[TABLE]
Thus, using that and , the previous equation has the unique solution
[TABLE]
and so
[TABLE]
It is a computation to show that if and only if (and so if and only if ) and . It is only remaining to prove that are hyperbolic saddles. This can be done evaluating the previous expression of the points on the Jacobian matrix of system (3). In the case of the determinant of the Jacobian matrix is
[TABLE]
which is negative if and only if . Then, is a hyperbolic saddle. The same argument is valid for . Moreover, since is an invariant curve of system (3) and , is the stable manifold of one saddle (and unstable of the other). The correspondent unstable (stable) manifold cuts transversally the disk of radius due to the hyperbolicity of the saddles and so the connection between the saddles follows by Poincaré-Bendixon’s theorem.
The previous argument shows that out of case on the statement, all the critical points of system (3) lie on . Let us prove now the remaining cases of the result. Let us first consider . This correspond to statements and . We can assume with no loss of generality that and . The case with and follows by reversion of time. Notice that the hypothesis implies . System (3) has critical point at inside the disk of radius if and only if the function
[TABLE]
satisfies for some . Multiplying by the previous condition turns into . We point out that, on account of the expressions of and , the previous two conditions are equivalent if (those correspond to singularities on the Hamiltonian function and so no critical points). Thus, system (3) has a critical point at in if and only if
[TABLE]
Notice that, since , . The cubic polynomial has zeros at , and . is negative if and it is positive if , and the local maximum and minimum are, respectively,
[TABLE]
On the other hand, since then varies from zero to . Thus has always a solution , it has a double solution if and two solutions in if . Let us study when this solutions correspond to critical points in . We point out that so at most two zero of lie in . It is a computation to show that if , if and if . On the other hand, if , if and if . Thus, if , no roots of are inside and so the result in holds. If , the unique zero of in is . This correspond to a critical point of system (3) at . Moreover, it is a degenerated saddle since is an invariant curve of system (3) so is proved. If , has only one zero . Then, on account of the previous discussion about the hyperbolic saddles on , result in is proved. If , has two zeros: and . The critical point correspond to a degenerated saddle since is an invariant curve of system (3). Then holds. Finally, if , has two zeros: and . In order to end with the case it only remains to prove that and are a center and a hyperbolic saddle, respectively.
The Jacobian matrix associated to system (3) with is given by
[TABLE]
Notice that for all . On the other hand, setting a critical point of (3), we have
[TABLE]
where we used on the first equality and the expressions of and on the second. Thus
[TABLE]
Consequently, taking we have and . Therefore and so . This implies that is a center. On the other hand, taking , and so . This implies that is a hyperbolic saddle. This ends with the proof of statements , , , and .
Let us now consider the case . This corresponds to statements , and . In this situation we can assume with no loss of generality that and . The opposite case follows by reversion of time. Notice that the hypothesis implies . Consequently, on account of the equation (3) critical points can only belong to . Similarly as before, system (3) has a critical point at inside the disk of radius if and only if (4) is satisfied. Notice that, since , in this case varies from zero to . Thus, on account of , if stays above of the maxima of inside then has a unique zero which is larger than . This happens when . If then the maximum of inside contact and gives the cusp with . Finally, if then the maximum of is greater than and so has two real roots inside : namely and , satisfying . It only remains to prove the stability of such critical points. This follows from the expression in (5) of the Jacobian matrix associated to system (3) with . We point out that, since for all and , we have
[TABLE]
On the other hand, setting a critical point of system (3), on account of we have
[TABLE]
The previous expression is positive if and it is negative if . This proves that is a center and is an hyperbolic saddle and ends with the proof of , and .
3 Periodic perturbations and local continuation of periodic orbits
Given an autonomous planar Hamiltonian system
[TABLE]
it is interesting to ask about the existence of periodic solutions of the non-autonomous planar Hamiltonian system
[TABLE]
which are small -periodic perturbations of (7) meaning that . A. Fonda, M. Sabatini and F. Zanolin prove in [6] that under the hypothesis of the existence of a non-isochronous period annulus for the autonomous Hamiltonian system and some regularity conditions on such periodic orbits exist.
More precisely, consider twice continuously differentiable and a period annulus such that the inner and outer components of its boundary are Jordan curves. Assume that is not isochronous, that is the period of the periodic orbits in covers an interval , with . Then consider , whose gradient with respect to the second variable, denoted by , is continuous in , locally Lipschitz continuous in and -periodic in for some . Under these assumptions, the authors in [6] prove the following result:
Theorem 3.1** (Fonda, Sabatini and Zanolin).**
Given two positive integers and satisfying
[TABLE]
there is an such that, if , then system (8) has at least two -periodic solutions, whose orbits are contained in , which make exactly rotations around the origin in the period time .
The authors also emphasize the following immediate consequence:
Corollary 3.2**.**
For any positive integer there is a such that, if , then system (8) has at least periodic solutions, whose orbits are contained in .
Our propose in this section is to illustrate this situation in the case when system (3) has a non-degenerated center inside . This occurs for parameters , corresponding to the phase portraits , and in Figure 1 and Theorem 2.1. Let us denote by the period annulus of the center. The inner boundary of is the center itself, namely , whereas the outer boundary of is formed by saddle connections. In both cases the outer boundary have critical points so it is clear that the period function tends to infinity as the orbits approach the outer boundary. Particularly, the center is not isochronous. Next result states the period of the linearized center.
Lemma 3.3**.**
Let and let be the non-degenerated center of system (3). Then the period of the associated linearized system at is
[TABLE]
where .
- Proof.
From the expression of the Jacobian matrix of the system in (6) we have that the eigenvalues associated to the center are
[TABLE]
where denotes the frequency of the linearized center. Thus, setting , and using that the period of the linearized center is the result holds.
Let us now consider the periodically perturbed stirring protocol on system (1) where is a smooth -periodic perturbation of . More concretely, with and -periodic analytic functions and tending to zero uniformly on as tends to zero. The same change to a corotating frame than the presented at the beginning of this paper transforms (1) into a periodic Hamiltonian system with Hamiltonian function
[TABLE]
Theorem 3.4**.**
Let . For any positive integer there is a such that, if , then the Hamiltonian system has at least periodic solutions contained in . Particularly, the flow induced by system (1) with -periodic protocol has infinity many periodic trajectories with zero winding number.
- Proof.
The spirit of this proof is to use Theorem 3.1 in a certain period annulus where the regularity hypothesis are satisfied. On the one hand, since the outer boundary of the whole period annulus of the center in system (3) is a saddle connection, the period of the periodic orbits tends to infinity as they approach the outer boundary. On the other hand, setting the center itself, Lemma 3.3 states that the period tends to
[TABLE]
as the orbits tends to . The analyticity of the period function ensures then that for any large enough there exists a period annulus, namely , such that the period of its orbits covers .
Let us apply Theorem 3.1 in . To this end, it is enough to show that is continuous in for some , locally Lipschitz continuous in and -periodic in . From the expression in (10),
[TABLE]
The previous vector is continuous for all whereas . Since and we can take small enough to ensure that . On the other hand, by Theorem 2.1 , where denotes the saddle connection that forms the outer boundary of the period annulus and denotes the Haussdorf distance of non-empty compact subsets of . Thus, by continuity, there exists small enough such that for all . This implies that is continuous for all as we desired. Moreover, for fixed , since then . Consequently, is locally Lipschitz continuous in . Then we can apply Theorem 3.1 and, particularly, Corollary 3.2 to show that for any positive integer there exists such that if then system has at least periodic solutions in . Finally, by construction of those periodic solutions have zero winding number with respect to the vortex.
4 Conclusions
The main result of Section 2 has a natural reading for the underlying physical model. Note that is the ratio between the path and domain radii respectively, while measures the relation between the path angular speed and the vortex strength. The sign of indicates if the sense of rotation of the vortex and the path is the same or opposite. For example, fixing the positive parameters and leaving , for small positive there are no equilibria. Then, a first bifurcation point is , where a degenerate saddle appears at . A second bifurcation point appears at . For , there is a center and two hyperbolic saddles in the border of the domain connected by an heteroclinic. They travel along the border until they collide at into a degenerate saddle, that enter into the domain as an hyperbolic saddle for values above . On the other hand, for negative values of , corresponding to opposite rotating sense of the vortex and the stirring protocol, we identify a typical saddle-node bifurcation.
In the identified bifurcation scheme, saddles are connected by heteroclinic or homoclinic orbits that constitute barriers for the flux transport. Around the centers, the particles rotate with different periods, and this fact makes possible an application of a suitable result for perturbed hamiltonians, proving that for a perturbed vortex path there exist infinitely many periodic solutions that do not rotate around the vortex. The problem to identify more general classes of vortex protocols that generate this kind of periodic orbits with zero winding number is still open.
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