Discrete breathers and Anderson modes: two faces of the same phenomenon?
Abstract
Time-periodic localized oscillations occur in a variety of contexts, in particular in weakly coupled anharmonic lattices and in disordered harmonic networks of oscillators, where they are known respectively as discrete breathers and Anderson modes. It is shown numerically in some examples of systems which interpolate between these two limits that discrete breathers can be continued to Anderson modes, modulo small jumps associated with resonance with Anderson modes on other parts of the network.
Full text
Disrete breathers and Anderson mo des: two faes of the same phenomenon? J.F.R. Arhilla a ; 1 , R.S. MaKay b ; 2 , J.L. Marn ; 3 a Faulty of Computer Siene, Avda Reina Meredes, 41013-Sevil la, Spain b The Nonlinear Centre, Department of Applied Mathematis and Theoretial Physis, University of Cambridge, Silver Street, Cambridge CB3 9EW, U.K. Department of Mathematis, Heriot-Watt University, Edinburgh EH14 4AS, U.K. Abstrat Time-p erio di lo alised osillations o ur in a variety of ontexts, in partiular in weakly oupled anharmoni latties and in disordered harmoni networks of osillators, where they are known resp etively as disrete breathers and Anderson mo des. It is shown numerially in some examples of systems whih interp olate b etween these two limits that disrete breathers an b e ontinued to Anderson mo des, mo dulo small jumps asso iated with resonane with Anderson mo des on other parts of the network. Key words: Disrete breathers; Intrinsi lo alized mo des; Anderson lo alization PACS: 63.20.Pw 1 Intro dution Spatially lo alized time-p erio di osillations, or \lo alized osillations" (LO) for short, app ear in various typ es of spatially disrete mo dels. In partiular they o ur in latties of weakly oupled anharmoni osillators and in disordered latties of linear osillators, but their origins in these two ontexts have up till now b een thought of as indep endent. For example, Sott's assessment of the numeris of Feddersen [1℄ on a disordered disrete self-trapping (DST) 1 Corresp onding author. E-mail: arhillaia.es 2 E-mail: r.s.makaydamtp.am.a.uk 3 E-mail: josema.hw.a.uk Preprint submitted to Physia D 1 Marh 2000
equation is that \Anderson lo alization is ompletely dierent from anharmoni lo alization" (setion 5.2 of [2℄), b eause the numeris show Anderson mo des delo alising rapidly as the anharmoniity is turned on. In our pap er, however, it is shown numerially that on moving parameters in the opp osite diretion in a family of mo dels, LOs of anharmoni ordered systems an b e onneted virtually ontinuously to LOs of harmoni disordered systems. First we reall the basi results in the two ontexts. LOs are ommon in anharmoni latties and have reeived onsiderable attention reently (for a review, see [3℄). They have b een given a variety of names, but the one we shall use is \disrete breather", or more simply \breather". In partiular, MaKay and Aubry [4℄ proved analytially the existene of breathers in Hamiltonian latties of weakly oupled osillators of nonlinear Klein-Gordon typ e | those with an anharmoni 4 on-site p otential. The breathers are proved to exist as smo oth ontinuations of the trivial solutions at zero oupling where some osillators are on p erio di orbits and the remainder at rest. This limit has b een alled the anti-integrable or anti-ontinuous limit [7℄, but is most simply referred to as the \unoupled limit". Pro ofs have also b een given for some systems with no on-site p otential, e.g. [8,9℄. On the other hand, lo alization is also a physial phenomenon observed in the ontext of wave propagation through disordered media. By \disorder" for a lassial lattie we mean that the lo al frequenies and/or ouplings b etween osillators are random. When the disorder is suÆiently large, ertain typ es of waves b eome trapp ed and the spreading of any initial wave paket is anomalously slow or imp ossible. Instead, the eigenfuntions are spatially lo alized, so give lo alized mo des that we all \Anderson mo des", following the pioneering work of Anderson for Shrodinger equations with random p otential [10{12℄. In this pap er we address the question raised in [13℄, whether there is a onne- tion b etween these two dierent typ es of LO, i.e. if there is a ontinuous path that transforms a breather in an anharmoni ordered lattie into an Anderson mo de in a harmoni disordered lattie. We study the question numerially, using a variant of the ontinuation metho d develop ed in [14,15℄. Our mo dels are of the form H = m X n =1 1 2 p 2 n + 1 2 ! 2 n u 2 n s u 3 n + " 1 2 m 1 X n =1 ( u n u n +1 ) 2 (1) where " is xed at 0 : 05, the \site frequenies" ! n are hosen randomly from a 2-p oint distribution of variable width , and the \anharmoniity" s is also 4 \Anharmoni" means that the p erio d of osillation varies with amplitude. A b etter term is \non-iso hronous", f. [5℄, b eause the harmoni osillator is by no means the only p otential for whih the p erio d is indep endent of amplitude, e.g. [6℄. 2
variable. We onsider paths in the ( ; s ) plane onneting the extremes (1 ; 0) (random harmoni) to (0 ; 1) (translation-invariant anharmoni). This typ e of mo del diers from that of [1℄ in three ways. Firstly, Feddersen's mo del has global phase rotation symmetry whih gives it sp eial features (e.g. onserved exitation \numb er" and existene of \stationary solutions" { disrete breathers with time-dep endene purely of the form e i ! t ) 5 . Seondly, Feddersen has a disordered oupling matrix in addition to random site frequenies 6 . Thirdly, Feddersen's distribution of site frequenies is ontinuous rather than disrete. Further work will b e required to assess the eets that suh dier- enes an make, but we note that Kopidakis and Aubry [17℄ have reently studied a similar mo del to ours but with a ontinuous distribution of site frequenies, and it will b e interesting to ompare their results. There are some mathematial results on this problem. Continuation of Anderson mo des to weak nonlinearity (equivalently, from innitesimal to small amplitude in a nonlinear system) was studied mathematially by Albanese and Frohlih [18℄. They proved that Anderson mo des have a \ontinuation" to a Cantor set of amplitudes whose omplement has vanishing relative measure in the neighb ourho o d of zero amplitude. Their pro of leaves gaps in the set of allowed amplitudes b eause of the p ossibility of resonane with nearby Anderson mo des. Non-ontinuability aross these gaps is a priori quite likely but we onsidered it interesting to investigate numerially to what extent there is a genuine obstale. In the other diretion, the pro ofs of existene of disrete breathers apply equally well to disordered systems as to translation invariant latties: simply, more are must b e taken to satisfy the ondition of non-resonane b etween the breather frequeny and the linearised frequenies ab out the equilibria [19℄ (see also [13℄ for a sp eial ase). Thus ontinuation of disrete breathers from the ordered nonlinear regime is guaranteed to at least some amount of disorder and weakening of the nonlinearity. The questions we address here numerially are whether one an nd ontinuous paths of LOs from the ordered nonlinear regime to the edge of the Albanese- Frohlih regime and whether there is a genuine obstale to ontinuation within the Albanese-Frohlih regime. The answer we nd in our hosen mo del is that all the disrete breathers we studied ontinue to Anderson mo des exept for some small disontinuities o urring in the Albanese-Frohlih regime. 5 DST mo dels (also known as disrete nonlinear Shrodinger equations) were an imp ortant early soure of LOs in nonlinear latties [16℄, but the reent wave of ativity on LOs is onneted with the realisation that the phenomenon is muh more general. 6 He also kept the disorder xed, but by saling the eld by the square ro ot of the nonlinearity this is equivalent to dereasing the disorder to zero as the nonlinearity go es to innity. 3
Throughout the pap er we use the term LO for Anderson mo des, breathers and any time-p erio di spatially lo alized osillations in b etween. We avoid the terms \mo de", whih suggests a linear regime, and \intrinsi", whih is supp osed to denote an eet not requiring randomness, b eause our message is that lo alized osillation is a more general phenomenon enompassing b oth limits. We b egin by desribing the hosen mo del in Setion 2. Then in Setions 3,4 and 5, resp etively, we desrib e the numerial metho ds used to obtain a breather in the anharmoni ordered ase, to ontinue it towards the linear disordered ase, and to ompute its linear stability. The results are presented in Setions 6 and 7. The pap er onludes with a short summary in Setion 8. 2 The mo del We study an anharmoni Hamiltonian system of the Klein-Gordon typ e, given by the Hamiltonian: H = m X n =1 1 2 p 2 n + 1 2 ! 2 n u 2 n s u 3 n + " 1 2 m 1 X n =1 ( u n u n +1 ) 2 (2) where f u n g m n =1 are the o ordinates of the m partiles with resp et to their equilibrium p ositions; f ! n g m n =1 are the frequenies of small amplitude osillation of the partiles, whih an b e dierent as will b e explained shortly; s u 3 n is the anharmoni part of the on-site p otential for the partile n , therefore a softening p otential; s is a parameter whih desrib es the degree of anharmoniity and takes its value in [0 ; 1℄, s = 0 b eing the harmoni ase; and " is the oupling parameter, " = 0 orresp onding to no oupling. The oupling p otential is harmoni and nearest neighb our, though b oth these assumptions an b e relaxed. The disorder is implemented here by means of the urvatures ! 2 n of the lo al p otentials at their minima. Sine the masses have all b een hosen equal to 1, this gives rise to frequenies ! n . Supp ose they take two values randomly distributed, say: ! n = ! 0 (1 + r n 2 ) : (3) Here is the disorder parameter, taking its value in [0 ; 1℄. At = 0, there is no disorder and all the frequenies are equal to ! 0 , whih is taken to b e 1; f r n g m n =1 are the omp onents of a random vetor of 1. At = 1, the most disordered ase, the frequenies are 0 : 5 ! 0 or 1 : 5 ! 0 . The parameter is to b e onsidered a monotoni funtion = ( s ) of the nonlinearity s , with (0) = 1 4
and (1) = 0, giving a path from the anharmoni ordered ase to the harmoni disordered ase. Examples of these paths are = 1 s q ; q > 0 : (4) We study paths with q = 1 and q = 1 4 in this pap er (it might have b een more natural to take only C 1 paths, but we were interested to investigate the eet of the q = 1 4 approah to the disordered linear limit to o, b eause of the small numb er of bifurations on it). We ould have hosen random masses or random oupling strengths instead of or as well as random urvatures, or a ontinuous distribution for ! n rather than a disrete one, but we think that our hoie is a go o d rst ase to study. For a study of an example with ontinuous distribution of ! n , see [17℄. Note also how this approah diers from that used in [1℄: in that work, the degree of disorder was kept xed while the nonlinearity was tunable; here we tune b oth. We susp et that this is more relevant than the p ossible dierenes arising from the two underlying mo dels (a Hamiltonian lattie of lassial osillators vs. a disrete self-trapping equation). We onsider only 1D hains, but it would also b e interesting to study 2D or 3D mo dels and mo dels in whih the randomness arises partially or ompletely from a random network of ouplings. The dynamial equations of the system are ( _ p n = u n = H = u n ): F n ( u; s; " ) = u n + ! 2 n u n 3 s u 2 n + " (2 u n u n 1 u n +1 ) = 0 : (5) 3 Obtaining breathers and Anderson mo des 3.1 Obtaining a breather Numerial metho ds for nding breathers are desrib ed in [14,15,20℄. We work in the spae of time-p erio di, time-symmetri solutions of sp eied frequeny ! b , with ontinuous seond derivative, whih is denoted by E 2 s ( ! b ). Therefore the funtions u n ( t ) an b e approximated by trunated Fourier series (rotating wave approximation) of the form: u n ( t ) = k m X k = k m z k n e i k ! b t = z 0 + k = k m X k =1 2 z k n os( k ! b t ) : (6) The seond equality holds b eause z k n is real and z k n = z k n , as a result of the op erator in Eq. (5) b eing real and the time-symmetry of u n ( t ). 5
Using the Newton-Raphson metho d, we rst nd a solution for the isolated osillator with a given frequeny ! b , using as a seed the solution of the harmoni problem. The starting seed for obtaining a breather is a partile with this solution and the others at rest. By varying " from " = 0, with small steps, we are able to obtain a breather from the unoupled limit. 3.2 Obtaining Anderson modes This is a muh simpler task. When the on-site p otential is harmoni the dynamial equations of the system (Eq. (5)) an b e written: u n = ! 2 n u n " (2 u n u n 1 u n +1 ) ; (7) or in more ompat notation: u = u: (8) Then it is simply a question of nding eigenvetors u of the matrix and heking whether they are spatially lo alized. In one dimension (f. [21℄), for arbitrarily weak disorder the sp etrum of onsists of m eigenvalues ~ ! 2 k in (0 ; 1 ), whose eigenvetors v k are lo alized near n = k and deay exp onentially as j n j ! 1 . Thus equation (8) has p erio di solutions: u k n ( t ) = os( ~ ! k t ) v k n ; sin( ~ ! k t ) v k n : (9) As we are working in the spae of time-reversible solutions, we are only on- erned with the rst set of solutions of Eq. (9). They are easy to obtain numerially. Two of them are shown in Fig. 1, whih are the LOs at the end of the q = 1 = 4 and q = 1 paths. 4 Continuation of lo alized osillations Here we explain the metho d that we have used for ontinuing the breather in its path towards disorder. Sample results are presented in Setions 6 and 7. The ontinuation annot b e done at onstant frequeny as there is no guarantee that at the harmoni limit there is any Anderson mo de with the breather frequeny (exept for the trivial solution, u n = 0, 8 n ). Instead, we ho ose to maintain onstant the ation of the lo op, I = m X n =1 I p n dq n = m X n =1 I _ u n du n (10) 6
0 10 20 −0.1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 w=0.5466 Components of the Anderson mode 0 10 20 −0.5 −0.4 −0.3 −0.2 −0.1 0 0.1 0.2 0.3 0.4 0.5 w=1.5498 Fig. 1. The omp onents of two Anderson mo des, whih are at the end of the paths with (a) q = 1 = 4, and (b) q = 1. (p erhaps b etter alled its \area", as \ation" has many other meanings). Among other advantages, this prevents the ontinuation from moving towards the zero solution. As the p erio di funtions of arbitrary frequeny do not form a vetor spae, we hange the time saling: t ! = ! b t . Denoting dierentiation with resp et to by prime ( 0 ), we have u = ! 2 b u 00 , and ! b will app ear in the dynamial funtion as a parameter to b e determined. Therefore, we work in E s (2 ) R , E s (2 ) b eing a suitable Banah spae of time-symmetri 2 -p erio di funtions. The ation is I = ! b P m n =1 R 2 0 ( u 0 n ) 2 d . Substituting the expressions (6) with = ! b t into the dynamial equations (5), with u 00 = ! 2 b u , and olleting the terms in the exp onentials exp (i k ), we obtain m ( k m + 1) dierent algebrai equations G ( z ; s ) = ff G k n ( z ; s ) g k m k =0 g m n =1 for the m ( k m + 1) variables z = ff z k n g k m k =0 g m n =1 and the frequeny of the selflo alized mo de ! b . Using the expressions for u n in Eq. (6), I an b e easily alulated to b e I ( z ; ! b ) = ! b m X n =1 k m X k =1 ( k 2 z k n ) 2 : (11) Then, we add to the system of equations G the equation: G I ( z ; ! b ) = I ( z ; ! b ) I 0 = 0 : (12) The dynamial equations are redued to a set of m ( k m + 1) + 1 algebrai equations in the m ( k m + 1) + 1 unknowns z k n and ! b . Hereafter we will use 7
the notation ~ G = ( G; G I ) and ~ z = ( z ; ! b ) : (13) The Jaobian of ~ G with resp et of ~ z is of sp eial imp ortane. On the one hand its invertibility is the ondition for the Impliit Funtion Theorem (IFT) to apply and, therefore, to guarantee the existene of a unique branh of solutions ~ z ( s ) in the neighb ourho o d of a solution ~ z 0 at s 0 . On the other hand, it is used within the Newton metho d for ontinuing a solution, whih is the pratial realisation of the IFT. If ( ~ z 0 ; s 0 ) is a solution of ~ G ( ~ z ; s ) = 0, and s 1 = s 0 + Æ s is a nearby value, writing ~ z 1 = ~ z 0 + Æ ~ z , we have: ~ G ( ~ z 0 + Æ ~ z ; s 1 ) ~ G ( ~ z 0 ; s 1 ) + ~ z ~ G ( ~ z 0 ; s 1 ) Æ ~ z : (14) Therefore, we obtain a rst approximation for the solution at s 1 by making the last expression zero. This approximation is: ~ z 1 = ~ z 0 + Æ ~ z = ~ z 0 [ ~ z ~ G ( ~ z 0 ; s 1 )℄ 1 ~ G ( ~ z 0 ; s 1 ) : (15) Using ~ z 1 as a new seed instead of ~ z 0 , and rep eating this pro edure, we are able to obtain a sequene of approximations to the solution at s 1 whih, provided it exists and it is lose enough to s 0 , onverges quadratially to mahine preision. We need an initial breather solution at s 0 = 1 to start our ontinuation pro edure. This an b e obtained by a preliminary ontinuation from the unoupled limit, as disussed ab ove in Setion 3.1. In our numeris we started with the simplest onguration, single breathers (i.e. those whih orresp ond in the unoupled limit to one partile osillating and the others at rest). One the solution is ontinued to the desired value of the oupling " , it b eomes the starting p oint for our ontinuation into Anderson mo des. We have used a mo del with 21 partiles, a numb er whih proves to b e large enough to observe the LOs. For every initial ondition and path in parameter spae that we examined, we found several values of s where the Jaobian ~ z ~ G has zero eigenvalues, so in priniple a bifuration ould take plae. In spite of that, the Newton metho d generated an almost ontinuous path of LOs. To larify whether an eigenvalue is really zero or only very small, b eause of the inauray of the trunations of the Fourier series and the numerial error, we have plotted the whole set of eigenvalues with resp et to s . Then it is easy 8
to observe the evolution of the dierent eigenvalues, and if one of them hanges sign it is lear that we have a zero eigenvalue. As the eigenvalues f v i g an b e omplex we plot abs ( v i ) sign(Re v i ), whih gives the learest plot. A omplex eigenvalue whose real part hanges sign would app ear as a disontinuity, but there are two of them, and they are easily reognized and heked with the plot of their ounterpart abs ( v i ) sign(Im v i ). Most of the eigenvalues of ~ z ~ G are easily reognized, due to the fat that most osillators in a LO are osillating with very small amplitudes. An easy way to trae their origin is to analyze the sp etrum from the limit of weak oupling. In suh ase, the dynamial equations orresp onding to osillators with small amplitudes are: F n ( u; s ) = ! 2 b u 00 n + ! 2 n ( s ) u n = 0 : (16) Substitution of the Fourier representation in terms of the mo des z k n os k , gives: k 2 ! 2 b z k n + ! 2 n ( s ) z k n = 0 : (17) That is, these osillators would only ontribute with diagonal entries in the Jaobian ~ z ~ G , of the form: v k n = ! 2 n ( s ) k 2 ! 2 b ( s ) : (18) As ! n an take only two dierent values, ! ( s ) = ! 0 1 2 ( s ), we obtain: v k = ! 2 ( s ) k 2 ! 2 b ( s ) : (19) Therefore, we obtain 2( k m +1) dierent p ossible values for these eigenvalues. At " = 0, eah of these has a degeneray oiniding with the numb er of osillators at rest with frequeny ! + ( s ) or ! ( s ), resp etively. When the oupling " is swithed on, eah of these will split into a \band", and that degeneray will generially b e raised. Then there will b e other eigenvalues of dierent origin, those asso iated to sites whih are in a high-amplitude osillation (just one site for a single breather). Those will b e typially detahed from the bands disussed ab ove, so they are easily sp otted. Another omplex onjugate pair of isolated eigenvalues omes from the last equation (Eq. 12). It is asso iated with the interhange of amplitude and frequeny that maintains the ation onstant. 9
0 0.2 0.4 0.6 0.8 1 −3 −2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 s: 0 disorder, linearity; 1 order, nonlinearity |v|sign(real(v)) Evolution of the eigenvalues of the Jacobian. 1/4 path. w0+ w0− w1+ w1− Iw Iw w2+ w2− b2 Fig. 7. Evolution of the eigenvalues of the ~ z ~ G ( ~ z ; s ) along the 1/4 path. The lab els are the same as in Fig. 5. it is helpful to ompare with Fig. 9 and to notie how the frequenies of the LO and a linearised mo de lo ated mainly on partiles 2{4 ross (Fig. 11). If the frequenies of a (time-symmetri) LO of ation I on one nite hain of osillators and a linearised mo de on another nite hain ross as a parameter s passes through a value s , then for the joint system of two indep endent hains there is a pithfork bifuration in the set of time-symmetri LOs of ation I at s = s , b eause one an add any small amount of the linearised mo de, in either phase, and derease the ation of the LO orresp ondingly. Generially, these hanges ause a slight shift in the frequeny ratio, requiring a omp ensating shift in parameter leading to a pithfork. If one now onnets the two hains by oupling their ends to make a single hain, the pithfork an b e exp eted generially to break (unless some spatial symmetry is preserved), making an imp erfet pithfork. This an b e seen in the bifuration diagram in Fig. 10. We have obtained the two outer prongs of the pithfork by the following pro edure: we add to a solution f u n g , not to o lose to the bifuration, the eigenvetor orresp onding to the entre subspae, saled so as b oth have the same ation. We resale again so as to obtain a vetor with the same ation as our solutions. This is used as a seed for the Newton metho d to obtain a branh of solutions that joins to the previous one at the bifuration p oint. Subtrating the eigenvetor, instead of adding, we are able to obtain the other branh. This an b e onrmed easily by omparing the plots of the o ordinates versus 16
0 0.2 0.4 0.6 0.8 1 −0.01 0 0.01 0.02 0.03 0.04 0.05 s: 0 disorder, linearity; 1 order, nonlinearity |v|sign(real(v)) Evolution of the eigenvalues of the Jacobian. 1/4 path. Fig. 8. Enlargement of Fig. 7, showing the eigenvalues in the group w 1 . Apparently only one eigenvalue rosses the zero line; it is related to a hange of phase of a small amplitude mo de on partile 5. The double LO on partiles 11 and 12 evolves ontinuously. Also visible in this piture is the group of eigenvalues w 2+ at very small s , whih rosses the zero line at ab out s = 0 : 01; this is related to the disapp earane of the Fourier omp onents with k 6 = 1 at the linear limit. time b efore and after the bifuration. It shows the hange of phase in a group of six partiles. Moreover, the null eigenvetor is omp osed mainly of the rst Fourier omp onents of these partiles. This is not a standard imp erfet pithfork bifuration, however, as b oth the \horizontal" branhes are observed to b e linearly stable, in ontrast to a standard imp erfet pithfork for p erio di orbits of a Hamiltonian system for whih the \horizontal" branh would hange stability. We onjeture that the bifur- ation diagram should b e ompleted by reation of a pair of unstable timeasymmetri LOs by a \Rimmer bifuration" (pithfork for p erio di orbits of reversible Hamiltonian systems) [24℄ from one of the \vertial branhes" after a short interval of instability. Note that although the standard setting for analyzing bifurations of p erio di orbits in Hamiltonian systems is to onsider variation of the set of p erio di orbits of given energy E with resp et to E and/or external parameters, the same results apply for given ation I , b eause d I = d E = T , the p erio d, whih is neither zero nor innite. 17
5 10 15 20 0 0.05 0.1 0.15 0.2 2 4 6 8 0 5 10 15 20x 10−4 5 10 15 20 0 0.05 0.1 0.15 0.2 2 4 6 8 −20 −15 −10 −5 0 x 10−4 Fig. 9. Evolution of the LO through the zero eigenvalue at s = 0 : 2938 on the 1/4 path. On the right, Fourier omp onents b efore the bifuration, at s = 0 : 294, on the left, after the bifuration, at s = 0 : 293. On the top, the 21 partiles, on the b ottom, partiles 1{6. 2 4 6 FC of the centre subspace 0 0.2 0.4 0.6 0.8 1 −0.08 −0.06 −0.04 −0.02 0 0.02 0.04 0.06 0.08 Bifurcation variable Main bifurcation in the 1/4 path Nonlinearity/order parameter, s breather double Anderson mode Fig. 10. Bifuration diagram along the 1 = 4 path. The bifuration variable is the omp onent in Fourier spae in the diretion of the eigenvetor with zero eigenvalue for the op erator ~ z ~ G ( ~ z ; s ) at s = 0 : 2938, whih is shown in the inset. The outer prongs, omp osed of the entral osillation plus an osillation similar to this eigen- vetor, with the same phase for the upp er prong, and a phase dierene of for the lower one, lead to non lo alized osillations in the nonlinear limit. 18
0 0.2 0.4 0.6 0.8 1 0.5 1 1.5 2 Nonlinearity/order parameter s Frequencies Frequencies of the linearised modes about equilibrium 2 wb wb, frequency of the LO Fig. 11. Frequenies of the LO (also twie its frequeny) and all the linearised mo des ab out equilibrium for the 1/4 path. 7.2 Bifurations in the linear path The bifuration diagram an b e seen in Fig. 12. The bifuration variable is the pro jetion of the solutions on the entre subspae for bif. 2. The breather starts at s = 1 with o de +1 on partile 11 (in group C) and follows the path 1(+), on whih the LOs A and B grow as s dereases. The rst eigenvalue rossing the zero line is not visible in Fig. 12, but orresp onds to a linear mo de on another part of the hain, given a disontinuity like the one desrib ed ab ove. The seond pro dues the rst imp ortant bifuration, i.e. related to interations of LOs of non-negligible amplitude. This is bif. 1, at s 1 = 0 : 322. There the entral mo de on C, disapp ears, pro duing path 2, on whih the o dd Fourier o eÆients are negligible and presumed to b e due to numerial error, i.e. the frequeny is doubled. Continuation of the solution bakwards from the bifuration leads to path 1(-), where the solution is idential to that on path 1(+) exept for a phase hange of , leading at s = 1 to the single breather o ded -1 on partile 11. Manipulation of the solutions in path 1, b efore and near the bifuration, eliminating the entral LO, and ontinuing it forwards and bakwards, makes it p ossible to nd a third branh, path 5, whih leads at s = 1 to a general osillation of the system. Putting these together, we obtain an inverse period-doubling bifuration , shown in the inset to Fig. 12 by using as bifuration variable a o ordinate on the entre subspae for bif. 1, whih distinguishes b etween the two phases 1( ). It 19
0.32 0.35 0.32 0.35 −0.1 0 0.1 path 5 A(+),B A(+),B path 1 (+) path 1 (−) bif. 1 bif. 2 0 0.2 0.4 0.6 0.8 1 −0.04 −0.03 −0.02 −0.01 0 0.01 0.02 0.03 0.04 0.05 Nonlinearity/order parameter s Bifurcation variable Bifurcations in the linear path path 3 B path 4 A(−),B −> general oscillation path1(+,−) A(+),B,C(+,−) −> breather(+.−) path 5 A(+),B −> general oscillation path 2 path 6 B −> general oscillation Fig. 12. Bifuration diagram along the linear path. The bifuration variable is the omp onent in Fourier spae in the diretion of the eigenvetor with zero eigenvalue for the op erator ~ z ~ G ( ~ z ; s ) at bif. 2 (bif. 1 in the inset). It is fully explained in the text. is not a standard p erio d doubling bifuration (as desrib ed by [25℄ for generi Hamiltonian systems or [24℄ for reversible Hamiltonian systems), however, b eause numeris show that all branhes are linearly stable. Our onjeture is that there is a short interval of instability on path 5 whih terminates in another p erio d doubling bifuration, generating an unstable LO whih diers from that on path 1 mainly by group C b eing phase-shifted by = 2. This would still b e a time-symmetri orbit, but ab out t = T = 4 rather than t = 0 ( T b eing the p erio d). Continuation of path 2 leads to bif. 2, at s 2 = 0 : 234, where it jumps onto path 3, where the LO A has disapp eared, and at s = 0, it is the only surviving LO. Using analogous pro edures to the ab ove, we also obtain two other nearby branhes, giving paths 4 and 6. On path 4, the LO A(-) diers from A(+) by a phase , and on path 6, the LO A is absent. The limits of paths 4 and 5 leading bakwards to general osillations give, approahing to s = 1, dierent osillations. The approximate symmetry b etween paths 4 and 5 o urs only near the bifuration. We identify this bifuration as an imp erfet pithfork, but again sine all the branhes shown are linearly stable, there must b e some unstable branhes to o and we onjeture the same diagram as in the previous subsetion. 20
7.3 General omment In eah ase, we found only a limited numb er of eigenvalues rossing zero, whih are the eigenvalues of the two or three rst linear mo des of the partiles with frequenies ! + or ! near rest, and the omp ound mo des, dep ending on the path followed; their numb er is of the order of the numb er of partiles. Inreasing the numb er of Fourier omp onents do es not hange this fat; only the very few rst omp onents dier appreiably from zero, and the higher mo des are of very small amplitude. Inreasing the numb er of partiles, on the other hand, inreases prop ortionally the numb er of zero rossings. Therefore, we guess that for innite systems there will b e an innite numb er of eigenvalues rossing zero. 8 Conlusion Disrete breathers are time-p erio di lo alised osillations (LO) of weakly oupled networks of anharmoni osillators. Anderson mo des are LOs for spatially random networks with linear dynamis. For a mo del whih interp olates b etween these two limits, we have found numerially that although Anderson mo des typially 7 evolve to a \general osillation" with no spatial lo alisation, on moving parameters in the opp osite diretion, disrete breathers an b e followed almost ontinuously to Anderson mo des, whih are often (though not always) lo alised around the same sites as the breathers. This asymmetry is natural in view of the fat that there are many more time-symmetri p erio di solutions of given p erio d at the ordered anharmoni limit ((3 m 1) = 2 for a system of size m ) than at the disordered harmoni limit ( m ), but only m of them are single-site breathers. The others are \multi-site breathers" [4℄. No paths have b een found, however, that ompletely avoid degeneraies in the linearized ontinuation op erator. We found bifurations at these p oints. They are often fold bifurations, whih stritly sp eaking makes it imp ossible to ontinue further. Nevertheless, at every fold p oint we always found a very nearby path onto whih to jump and ontinue towards the disordered linear limit. For some paths these bifurations are related to hanges in b ehaviour of groups of partiles near rest. This happ ens, for example, in the path alled the 1 = 4 path. The maximum value of the Fourier o eÆients of the partiles involved in the bifuration are ab out 10 2 times the largest of the whole system. Even less signiant are the eigenvalues of the k = 2 mo des rossing zero almost at 7 Not always: in some ases, the omputation ontinued an Anderson mo de onto a disrete breather, but this dep ended on how fast it went through some bifuration p oints where there was a \random" hoie of branhes. 21
the linear limit where they will disapp ear. No hange of stability is observed in these paths, although it an b e found in some others. A detailed study of the main bifurations has b een made, obtaining the dierent branhes and plotting them in numerially determined entre subspaes. We found inverse p erio d doublings and broken pithforks. Bifurations suh as these, destroying LOs as disorder inreases and nonlinearity dereases, should b e exp eted, sine there are many more time-symmetri p erio di orbits of given ation at the ordered anharmoni limit than at the disordered harmoni limit, as already remarked ab ove. A very interesting pro jet for the future is to understand the generi bifurations for suh systems, whih are not standard ones b eause they are unfoldings of bifurations for deoupled systems. A tehnial, but p ossibly imp ortant, p oint is that we ontinue LOs at onstant ation, rather than onstant p erio d. Aknowledgements We thank A. C. Sott for useful omments on the manusript. JLM aknowledges a Marie-Curie TMR fellowship from the EU, no. ERBFMBICT972761. Referenes [1℄ H Feddersen. Lo alization of vibrational energy in globular protein. Phys Lett A , 154:391{5, 1991. [2℄ A Sott. Davydov's soliton. Phys Rpts , 217:1{67, 1992. [3℄ S Flah and CR Willis. Disrete breathers. Phys Rpts , 295:181{264, 1998. [4℄ RS MaKay and S Aubry. Pro of of existene of breathers for time-reversible or Hamiltonian networks of weakly oupled osillators. Nonlinearity , 7:1623{1643, 1994. [5℄ BV Chirikov. A universal instability of many-dimensional osillator systems. Phys Reports , 52:263{379, 1979. [6℄ S Bolotin and RS MaKay. Iso hronous osillators. in preparation . [7℄ S Aubry. Breathers in nonlinear latties: Existene, linear stability and quantization. Physia D , 103:201{250, 1997. [8℄ R Livi, M Spii, and RS MaKay. Breathers on a diatomi FPU hain. Nonlinearity , 10:1421{34, 1997. [9℄ S Aubry. Disrete breathers in anharmoni mo dels with aousti phonons. Ann IHP Phys Theorique , 4:381{420, 1998. 22
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