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# Modulated Amplitude Waves and Defect Formation in the One-Dimensional Complex Ginzburg-Landau Equation

## 1 Introduction

The transition from phase to defect chaos for the one dimensional complex Ginzburg-Landau equation (CGLE) was recently related to the bifurcation properties of a family of coherent structures called modulated amplitude waves (MAWs) . In this paper the relationship between MAWs and large scale chaos is studied in detail, providing a comprehensive description of various aspects of the CGLE chaotic dynamics.

When a spatially extended system is driven sufficiently far away from equilibrium, patterns can eventually form . In many cases these patterns show an erratic behavior in space and time: such behavior is commonly referred to as spatiotemporal chaos . Examples of extended systems displaying such chaotic dynamics in one spatial dimension include: heated wire convection , printers instability and film drag experiments , eutectic growth , binary convection , sidewall convection , the far field of spiral waves in the Belousov-Zhabotinsky reaction , the Taylor-Dean system , hydrothermal  and internal  waves excited by the Marangoni effect and the oscillatory instability of a Rayleigh-Bénard convection pattern .

Near the pattern forming threshold, the dynamics of such systems can often be described by so-called amplitude equations. When the pattern forming bifurcation from the homogeneous state is a forward Hopf bifurcation, the appropriate amplitude equation is the CGLE , which in one spatial dimension reads as:

$$_tA=A+(1+ic_1)_x^2A(1ic_3)|A|^2A,$$
(1)
where $`c_1`$ and $`c_3`$ are real coefficients and the field $`A=A(x,t)`$ has complex values.

For different choices of the coefficients numerical investigations of the CGLE have revealed the existence of various steady and spatiotemporally chaotic states . Many of these states appear to consist of individual structures with well defined propagation and interaction properties. It is thus tempting to use these structures as building blocks for a better understanding of spatiotemporal chaos. In this paper we will essentially follow such an approach.

As a function of the coefficients $`c_1`$ and $`c_3`$, the CGLE (1) can exhibit two qualitatively different spatiotemporal chaotic states known as phase chaos (when the modulus $`|A|`$ is at any time bounded away from zero) and defect chaos (when $`|A|`$ can vanish leading to phase singularities). It is under dispute whether the transition from phase to defect chaos is sharp or not, and if a pure phase-chaotic, (i.e., defect-free) state can persist in the thermodynamic limit . We will address these issues by suggesting a mechanism for the formation of defects related to the range of existence of MAWs.

The main points of this paper are outlined in the following and illustrated in Figs. 1,2. (i) Our investigation starts with the study of MAWs, which are uniformly propagating, spatially periodic solutions of the CGLE. These MAWs are parameterized by the average phase gradient $`\nu `$ and their spatial period $`P`$. Our study is confined to the case $`\nu =0`$ for reasons specified below. Spatial profiles and the stable propagation of a particular MAW are presented in Fig. 1a-c. Isolated MAW structures consisting of just one spatial period $`P`$ play an important role in defect formation. In particular, for fixed CGLE coefficients the range of existence of coherent MAWs is limited by a saddle-node ($`SN`$) bifurcation which occurs when $`P`$ reaches a maximal period $`P_{SN}`$. (ii) If the MAWs are driven into conditions with $`P>P_{SN}`$ a dynamical instability occurs leading to the formation of defects (Fig. 1d). (iii) Slowly evolving structures reminiscent of MAWs (“near-MAWs”) are observed in the phase chaotic regime (Fig. 1e,f). In order to characterize such states, we have examined the distribution $`D(p)`$ of spacings $`p`$ between neighboring peaks of the phase-gradient profile. In particular for sufficiently long spacing $`p`$, the observed phase chaos structures are often very similar to a single period of a coherent MAW (Fig. 1f). (iv) When a phase chaotic state displays spacings $`p`$ larger than $`P_{SN}`$, phase chaos breaks down and defects are formed (e.g. at $`t=400,x=360`$ in Fig. 1i). Thus, the MAW with $`P=P_{SN}`$ may be viewed as a “critical nucleus” for the creation of defects. In phase chaos defect formation is similar to the dynamical process by which isolated MAW structures generate defects (Fig. 1d). Therefore purely phase chaotic states are those for which $`p`$ remains bounded below $`P_{SN}`$ (Fig. 1g), while defect chaos can occur when $`p`$ becomes larger than $`P_{SN}`$ (Fig. 1i). (v) A more detailed study of the probability distribution of the $`p`$’s shows that for large $`p`$ the probability decays exponentially (Fig. 1h,j). As long as $`P_{SN}`$ has a finite value, we expect that, possibly after a very long transient time, defects will be generated. (vi) However, in a finite domain of the phase chaotic region, MAWs of arbitrarily large $`P`$ exist: we expect that in this region, even in the thermodynamic limit, phase chaos will persist. Fig. 2 shows the main quadrant of the CGLE coefficient space. The region of persistent phase chaos is bounded by the Benjamin-Feir-Newell curve (thin dot-dashed) and the curve along which $`P_{SN}\mathrm{}`$ (full curve in Fig. 2).

The outline of this paper is as follows: Section 2 is devoted to the study of the coherent MAW structures. In section 2.2 we study the bifurcation diagram of the MAWs, starting from the homogeneous oscillation. In section 2.3 the incoherent dynamics of near-MAW structures is presented. We show that for $`p>P_{SN}`$, i.e., beyond the saddle-node bifurcation, near-MAWs evolve to defects. To illustrate the origin of the saddle-node bifurcations in section 2.4 we compare bifurcation diagrams of coherent structures for different phase gradient expansions of the CGLE. For the lowest order expansion (known as the Kuramoto-Sivashinsky equation ) the saddle-node bifurcation is absent while it is captured by expansions of higher order. This explains why the divergence of the phase gradient was exclusively observed in simulations  of higher order expansions. In section 3 we study various aspects of spatiotemporal chaos in the CGLE, and relate the observed continuous ($`L_1`$) and discontinuous ($`L_3`$) transitions (see Fig. 2) to properties of the MAWs. The transition to defect chaos takes place when near-MAWs with periods larger than $`P_{SN}`$ occur in a phase chaotic state. In section 3.4 the typical values of $`p`$ in the phase chaotic regime are related to the competition of two instabilities of the MAWs, and it is possible to give a good estimate for the numerically measured transition from phase to defect chaos from these considerations. A discussion of the presented results and some final remarks are reported in section 4.

## 2 Modulated Amplitude Waves

In this section we study the main properties of modulated amplitude waves (MAWs) . First, in section 2.1 the coherent structure framework that we use to describe the MAWs is introduced. The bifurcation diagram of MAWs is explored in section 2.2, with a particular focus on the saddle-node bifurcations that limit the range of existence of MAWs. In section 2.3 we study the nonlinear evolution of near-MAWs that are “pushed” beyond their saddle-node bifurcation and show that this leads to the formation of defects. Finally, in section 2.4 a bifurcation analysis of MAW-like coherent structures is performed in various phase equations that have been proposed as approximated models for the phase chaotic dynamics of the CGLE, and we show that only higher order phase equations reproduce the saddle-node bifurcation.

### 2.1 Coherent Structures

Coherent structures in the CGLE are uniformly propagating structures of the form

$$A(x,t)=a(xvt)e^{i\varphi (xvt)}e^{i\omega t},$$
(2)
where $`a`$ and $`\varphi `$ are real-valued functions of $`z:=xvt`$. Coherent structures have been studied extensively  and play an important role in various regimes of the CGLE .

The restriction to uniformly propagating structures reduces the CGLE to a set of three coupled ordinary differential equations (ODEs) . These ODEs are readily found by substitution of Ansatz (2) into the CGLE (1) and read as:

$`a_z`$ $`=`$ $`b`$
$`b_z`$ $`=`$ $`\psi ^2a\gamma ^1[(1c_1\omega )a+v(b+c_1\psi a)(1c_1c_3)a^3]`$ (3)
$`\psi _z`$ $`=`$ $`2b\psi /a+\gamma ^1[c_1+\omega +v(c_1b/a\psi )(c_1+c_3)a^2],`$
where $`b:=a_z`$, $`\psi :=\varphi _z`$, and $`\gamma :=1+c_1^2`$. Solutions of the ODEs (3) correspond to coherent structures of the CGLE.

The simplest relevant solutions of these ODEs are the fixed points given by $`(a,b,\psi )=(\sqrt{1q^2},0,q)`$; these correspond to plane wave solutions of the CGLE where $`A(x,t)=\sqrt{1q^2}\mathrm{exp}i(qx+\omega t)`$ and $`\omega =c_3q^2(c_1+c_3)`$. An example of more complex solutions of the ODEs (3) are heteroclinic orbits which correspond to coherent structures that asymptotically connect different states. Examples of such structures are fronts that connect nonlinear plane waves to the homogeneous state $`A=0`$  and Nozaki-Bekki holes that connect plane waves of different wavenumber $`q`$ .

Here we present an extensive study of the structures that are associated with the limit cycles of the ODEs (3) . These limit cycles correspond to spatially periodic solutions of the CGLE that we have already referred to as MAWs (Fig. 3). For appropriate choices of $`c_1`$ and $`c_3`$, the period $`P`$ of these MAWs can be made arbitrarily large, and in this limit the limit cycles approach a homoclinic orbit connecting the stable and unstable manifold of one of the plane wave fixed points (Fig. 3a). Some of these infinite period MAWs have also been referred to as “homoclinic” holes, and have been studied extensively recently ; they are qualitatively different from the well-known Nozaki-Bekki holes .

Even if the coefficients $`c_1`$ and $`c_3`$ are fixed, MAWs are not uniquely determined. Counting arguments, similar to those developed in , yield that in general we may expect a two-parameter family of solutions. Let us first perform the counting for the homoclinic orbits. As shown in , these orbits connect the one-dimensional unstable manifold of a fixed point with its two-dimensional stable manifold. In general, one needs to satisfy one condition to make such a connection, in other words, such a homoclinic orbit is of codimension one. Since the coherent structure Ansatz (2) has two freely adjustable parameters ($`\omega `$ and $`v`$), we therefore expect a one parameter family of homoclinic orbits.

The situation for the limit cycles of the ODEs is even simpler. Limit cycles are of codimension zero in parameter space, and so we expect a two parameter family of limit cycles. In other words, if we have found a limit cycle for certain values of $`v`$ and $`\omega `$, then we expect this limit cycle to persist for nearby values of the parameters $`v`$ and $`\omega `$.

Obviously, we can parameterize this family of limit cycle coherent structures by $`v`$ and $`\omega `$, but this is not very insightful. Instead we will use the following two quantities that are more directly accessible in studies of the CGLE: the spatial period $`P`$ of the MAWs, and their average phase gradient $`\nu :=(_0^P𝑑x\varphi _x)/P`$. Note that for homoclinic holes, $`P`$ simply goes to infinity; thus homoclinic orbits and limit cycles are members of a single family.

The multiplicity of the MAWs can also be obtained by considering the instability of the plane wave solutions from which the MAWs emerge  (see section 2.2 below). The plane waves form a one-parameter ($`q`$) family and undergo the well-known Eckhaus instability when the coefficients $`c_1,c_3`$ are increased beyond certain critical values which depend on $`q`$. In the unstable regime, a plane wave with wavenumber $`q`$ is unstable to a whole band of perturbations with wavenumbers $`k[0,k_{max}(q)]`$ . For finite systems of size $`L`$, this instability thus only appears when $`L>L_{min}=2\pi /k_{max}`$. Therefore for each $`q`$ there is a unique one-parameter ($`L`$) family of perturbations that can render the plane wave unstable and at each of the corresponding bifurcations a new MAW solution emerges. Hence also by this line of reasoning MAWs form a two-parameter family.

### 2.2 Bifurcation Scenario for MAWs

The general counting arguments given in the previous section do not provide information on the range of existence of MAWs as a function of the coefficients $`c_1`$ and $`c_3`$ and the parameters $`\nu `$ and $`P`$. Here we will focus our analysis on the $`\nu =0`$ case since this is most relevant for the transition to defect chaos ; the $`\nu 0`$ case will be treated elsewhere .

All bifurcation computations have been performed with the aid of the software package AUTO94 . AUTO94 can trace MAW solutions through parameter space, and when it detects bifurcations it can follow the newly emerging branches. AUTO94 discretizes the ODEs (3) on a periodic domain of length $`L`$, and $`L`$ will play the role of the period $`P`$ of the MAWs. Control of the average phase gradient $`\nu =\nu _0`$ is implemented via the integral constraint $`_0^L\psi 𝑑z=L\nu _0`$. Since periodic boundary conditions result in translational invariance, we introduce an additional “pinning” condition $`a_z(0)=0`$ in order to obtain unique solutions.

Under these conditions, the continuation procedure works as follows. First of all, $`\nu `$ and $`P`$ are set to fixed values, and throughout this paper we will set $`\nu =0`$. Starting from a known solution such as a plane wave or a coherent structure obtained by other means, AUTO94 is set up to trace the MAWs along trajectories in $`c_1`$, $`c_3`$ space, while calculating the parameters $`\omega `$ and $`v`$ of these MAWs.

The results of our bifurcation analysis are summarized in Fig. 4. When $`c_1`$ or $`c_3`$ is increased, the uniformly oscillating state of the CGLE ($`A(x,t)=e^{ic_3t}`$) becomes unstable via a Hopf bifurcation, from which stationary MAWs emerge (section 2.2.1). These stationary, left-right symmetric solutions undergo a drift pitchfork bifurcation, which leads to left and right traveling MAWs (section 2.2.2, see also Fig. 4b); as discussed later, these are the solutions relevant for the dynamics in the phase chaotic regime. Following these branches of traveling MAWs, we encounter a saddle-node bifurcation where an “upper” and “lower” branch of MAWs merge (section 2.2.3, see also Fig. 5); this bifurcation limits the range of existence of MAWs and is closely related to the formation of defects. The upper branch MAWs can be continued back to negative values of $`c_1`$, where they terminate in a solution consisting of a periodic array of shocks and stationary Nozaki-Bekki holes . Upper branch MAWs with $`P\mathrm{}`$ have been studied under the name homoclinic holes .

It should be noted that, without loss of generality, we focus here on solutions with $`v>0`$, for which the main peak of the phase gradient profile is positive (see Fig.5). Solutions with $`v<0`$ can be obtained from right moving MAWs by applying the mapping $`xx,zz,vv,a_za_z,\varphi _z\varphi _z`$.

#### 2.2.1 Benjamin-Feir instability - Hopf bifurcation

Since the average phase gradient $`\nu `$ is conserved across bifurcations, we start the continuation procedure from the uniformly oscillating solution $`A(x,t)=e^{ic_3t}`$ that has $`\nu =0`$. On an infinite domain this uniformly oscillating solution becomes unstable via the so-called Benjamin-Feir instability when $`c_1c_31`$ . In a finite domain of size $`L`$, the onset of this instability is shifted to higher values of the product $`c_1c_3`$ ; this finite size effect is relevant for our studies since the spatial period $`L=P`$ is fixed in the continuation procedure.

In the ODEs (3), the fixed point $`(a,b,\psi )=(1,0,0)`$ corresponds to the homogeneously oscillating solution. For given values of the period $`P`$, this fixed point undergoes a Hopf bifurcation at values of $`c_1`$ and $`c_3`$ where in the CGLE (1) the mode with wavenumber $`2\pi /P`$ becomes unstable . This Hopf bifurcation was analytically shown to be supercritical for sufficiently small $`\nu `$ and large $`P`$ in earlier studies ; our numerical results are consistent with this. For finite $`P`$, the solution bifurcating from the fixed point is a limit cycle which approaches a homoclinic orbit in the limit $`P\mathrm{}`$. The solutions of the CGLE that correspond to these orbits are stationary, reflection symmetric MAWs; an example of these is shown in Fig. 9a.

#### 2.2.2 Drift pitchfork bifurcation

When the CGLE coefficients $`c_1`$ and/or $`c_3`$ are increased further, the stationary MAW undergoes a drift pitchfork bifurcation  from which two new branches of asymmetric ($`v0`$) MAWs emerge (see Fig. 4b); one of these moves to the left, one to the right. The locations of both the Hopf and the drift pitchfork bifurcation approach the Benjamin-Feir-Newell curve for large $`P`$ (Fig. 6a), while for smaller $`P`$ the drift pitchfork occurs for increasingly larger coefficients $`c_1`$ and $`c_3`$. However, only when these coefficient lie in the range shown as the shaded area in Fig. 6b, the pitchfork bifurcation can occur. Otherwise, only stationary MAWs are found. For increasing $`c_1`$ and $`c_3`$ these MAWs become pulse-like and finally approach the solitonic solutions of the nonlinear Schrödinger equation  (Fig. 6c,d).

For the case $`\nu 0`$ , the initial plane wave already breaks the reflection symmetry, the initial MAW has nonzero velocity and the drift pitchfork bifurcation is replaced by its typical unfolding .

#### 2.2.3 Saddle-node bifurcation

Along the branch of right traveling MAWs that we described above, the maximum of the phase gradient grows with increasing $`c_1`$ and $`c_3`$ until a saddle-node (SN) bifurcation is reached, where these MAWs merge with another branch of MAW-like solutions. To distinguish these branches we refer to them as the “lower” and the “upper” branch; for examples see Figs. 4,8. The lower branch MAWs are the key to understand more of the phenomenology of phase chaos. The upper branch MAWs can, similarly to the lower branch MAWs, be parameterized by $`\nu `$ and $`P`$, but for the same parameters, they present more pronounced modulations (see Fig. 5).

The most important aspect of the saddle-node bifurcation is that it limits the range of existence of MAWs, since we will show that this limit is responsible for the transition from phase to defect chaos. Fixing $`\nu =0`$, the locations of these bifurcations form a two-dimensional manifold in the three dimensional space spanned by $`c_1`$, $`c_3`$ and $`P`$. In Fig. 7a the saddle-node curves are shown in the $`c_1,c_3`$ coefficient plane for a number of fixed periods $`P`$; for larger $`P`$, the values of $`c_1,c_3`$ where the bifurcation takes place decrease. In Fig. 7b the saddle-node curves for a number of fixed values of $`c_3`$ are shown in the $`P,c_1`$ plane; for larger $`c_3`$ ($`c_1`$), the saddle-node occurs for smaller values of $`P`$ and $`c_1`$ ($`c_3`$) . Once the coefficients $`c_1`$ and $`c_3`$ are fixed, we define $`P_{SN}`$ as the period for which the saddle-node bifurcation occurs. Note that there is also a range of coefficients $`c_1`$ and $`c_3`$ (between the $`P\mathrm{}`$ and $`c_1c_3=1`$ curve where the saddle-node bifurcation does not occur.

### 2.3 Evolution of perturbed MAWs

In this section we will show that many basic aspects of the phenomenology of the CGLE can be understood from a typical bifurcation diagram of MAWs such as shown in Fig. 8. We have chosen fixed coefficients $`c_1=0.65`$ and $`c_3=2`$ and varied the spatial period $`P`$ of MAWs that exist at these coefficients. Three families of solutions are represented: the homogeneous oscillation, the lower branch (LB) and the upper branch (UB) MAWs. The shaded area schematically indicates the near-MAW structures observed in phase chaotic states such as shown in Fig. 1 (f,i,j). The arrows in Fig. 8 represent the dynamical evolution of perturbed MAWs, and their direction can be obtained by performing a linear stability analysis.

Linear stability -  As discussed in section 2.2, the homogeneous solution is stable against short wavelength perturbations (arrow 1), and turns unstable via the Hopf bifurcation that also generates the lower branch MAWs (arrows 2). As discussed in , upper branch MAWs have at least one unstable eigenvalue, and the dynamical evolution of perturbations is directed away from upper branch MAWs (arrows 3,4).

The linear stability of lower branch MAWs will be discussed in more detail in section 3.4. It turns out that perturbations of lower branch MAWs can evolve in many ways, but in almost all cases the ensuing dynamics remains close to the lower MAW branch (shaded area in Fig. 8). The only exception we have found to this rule is when a MAW is pushed beyond the saddle-node bifurcation (arrow 5).

Nonlinear evolution -  Here we want to go beyond the linear analysis and study the nonlinear evolution of MAWs along the arrows of Fig. 8. The examples (at different choices of the coefficients) of the dynamics shown below are not exhaustive, but should serve to illustrate typical behavior which appears to be very robust.

arrow 2 -  When the uniform oscillation becomes linearly unstable perturbations grow. To the left of the saddle-node, perturbations evolve to dynamics dominated by lower branch MAWs (Fig. 9). For small system sizes, stable MAWs may occur (Fig. 9a,b), while for larger systems periodic sequences of MAWs are unstable with respect to the so-called interaction or splitting instabilities  that will be discussed in section 3.4. Hence a perturbed unstable homogeneous state typically does not converge to a train of coherent MAWs, but instead evolves to phase chaos (Fig. 9c). In the context of the bifurcation diagram, note that the disordered structures observed in the phase chaotic evolution are quite similar to lower branch MAWs. The shaded area in Fig. 8 represents this “near-MAW” behavior.

arrows 3,4 -  Upper branch MAWs are always unstable due to the positive eigenvalue associated with the saddle-node bifurcation. The resulting incoherent dynamics has been studied quite extensively in the context of hole-defect dynamics . (i) When a perturbation has pushed an upper branch MAW towards the “lower” part of the bifurcation diagram, the structure decays towards lower branch MAWs (arrow 3). An example of a space time plot for the decay towards a lower branch MAW is shown in Fig. 10a. (ii) When the perturbation pushes the MAW towards the “upper” side of the diagram, the phase gradient peak that characterizes MAWs grows without bound, and at the same time the minimum of $`|A|`$ approaches zero: a defect is formed (arrow 4). The dynamics after such a defect has formed depends on the values of the coefficients $`c_1`$ and $`c_3`$. Two different examples are shown in Fig. 10b,c. For more details see section 3.

arrow 5 -  So far we have encountered two scenarios: if the phase gradient peak of a structure is “larger” than that of an upper branch MAW, then it will grow out to form defects. If it is “smaller”, it will decay back in the direction of the lower branch MAWs. The latter process frequently occurs in phase chaos, preventing the formation of defects, while the former process needs to be initiated by appropriate initial conditions. However, when the upper and lower branches approach each other and disappear in a saddle-node bifurcation, there are no structures left to prevent arbitrary small perturbations to grow out to defects. This dynamical process, which is represented by arrow 5 in Fig. 8, is the core of our argument: defect formation takes place beyond the saddle-node bifurcation.

### 2.4 Breakdown of phase description

An alternative approach to describe the creation of defects from phase chaotic states is via blow-ups in so-called phase-equations . Phase equations are based on the observation that close to the onset of phase chaos (near the Benjamin-Feir-Newell curve) the amplitude is “slaved” to the phase dynamics. In this situation a phase equation can be obtained by a gradient expansion . The expansion including all parity-symmetric terms up to fourth order  reads

$`{\displaystyle \frac{\varphi }{t}}`$ $`=`$ $`\mathrm{\Omega }_2^{(1)}{\displaystyle \frac{^2\varphi }{x^2}}+\mathrm{\Omega }_2^{(2)}\left({\displaystyle \frac{\varphi }{x}}\right)^2+\mathrm{\Omega }_4^{(1)}{\displaystyle \frac{^4\varphi }{x^4}}`$
$`+\mathrm{\Omega }_4^{(2)}{\displaystyle \frac{\varphi }{x}}{\displaystyle \frac{^3\varphi }{x^3}}+\mathrm{\Omega }_4^{(3)}\left({\displaystyle \frac{^2\varphi }{x^2}}\right)^2+\mathrm{\Omega }_4^{(4)}\left({\displaystyle \frac{\varphi }{x}}\right)^2{\displaystyle \frac{^2\varphi }{x^2}}`$
where $`\mathrm{\Omega }_2^{(1)}=1c_1c_3,\mathrm{\Omega }_2^{(2)}=(c_1+c_3),\mathrm{\Omega }_4^{(1)}=c_1^2(1+c_3^2)/2,\mathrm{\Omega }_4^{(2)}=2c_1(1+c_3^2),\mathrm{\Omega }_4^{(3)}=c_1(1+c_3^2),\mathrm{\Omega }_4^{(4)}=2(1+c_3^2)`$. The lowest order description of phase chaos is obtained when the parameters $`\mathrm{\Omega }_4^{(2)},\mathrm{\Omega }_4^{(3)}`$ and $`\mathrm{\Omega }_4^{(4)}`$ are set equal to zero; the resulting equation is known as the Kuramoto-Sivashinsky equation .

The phase equations with higher order terms included have been studied via direct integration by Sakaguchi . For the full Eq. (2.4), Sakaguchi observed finite time divergences of the phase gradient for coefficients close to the transition from phase to defect chaos in the CGLE. He attributed such divergences to the occurrence of defects in the CGLE. No blow-up of the phase gradient is observed for Eq. (2.4) without the last term, or for the simple Kuramoto-Sivashinsky equation. Recently, Abel et al.  quantified the increasing discrepancies between the phase equations of different orders and the full dynamics in the CGLE with increasing distance from the Benjamin-Feir-Newell curve and identified the relative importance of the various terms in Eq. (2.4).

Since the essential ingredient of our theory is the occurrence of a saddle-node bifurcation, we have investigated the bifurcation scenario for various truncations of the phase equations (2.4). In the context of phase dynamics, our Ansatz (2) becomes of the form

$$\varphi (x,t)=\stackrel{~}{\varphi }(xvt)+(\omega c_3)t.$$
(5)
We have studied MAW-like structures occurring in the phase equations by employing the same methodology as for the CGLE; the average phase gradient value $`\nu `$ is fixed to $`0`$ and $`P`$ parameterizes the spatial period of the MAW. In Fig. 11 we compare bifurcation diagrams and MAW profiles for different expansions at the parameters $`c_1=3.5,P=50`$.

For all phase equations considered here the coherent structures are again born in a Hopf and undergo a drift pitchfork bifurcation, beyond which the maximal phase gradients increase. This leads to increasing discrepancies between different approximations. In particular, the coherent structures for Eq. (2.4) exhibit saddle-node bifurcations at parameter values not far from those for corresponding MAWs in the CGLE; nevertheless the MAWs of Eq. (2.4) deviate substantially from the CGLE MAWs for the upper branch of MAWs. The Kuramoto-Sivashinsky equation, and Eq. (2.4) without the last term, do not exhibit a saddle-node bifurcation. Since these latter two models do not experience blow-up, we can safely conclude that these observations confirm our picture, and that the saddle-node bifurcations of coherent structures play the same crucial role in both the full CGLE and its phase equations.

## 3 Large scale chaos

In this section we will study the dynamical evolution of the CGLE near the transitions from phase to defect chaos. The transition between these two states can either be hysteretic or continuous: in the former case, the transition is referred to as $`L_3`$, in the latter as $`L_1`$ .

How are defects generated from phase chaos? Let us start to consider a small system in which a stable lower branch MAWs has been created. When we fix the coefficients $`c_1`$ and $`c_3`$ and steadily increase the size of the system, and hence the period $`P`$ of the MAW, we find that as soon as we push $`P`$ beyond $`P_{SN}`$, the MAW structure blows up to form defects. An example of this is shown in Fig. 12a. In a similar fashion, defects are created when the system size $`L`$ is fixed, and either $`c_1`$ or $`c_3`$ are increased until $`P_{SN}<L`$ (Fig. 1c,d).

How is this related to phase chaos? As shown in Fig. 12b, typical phase chaotic states show much more incoherent dynamics, containing many MAW like structures but of much smaller period. Our central conjecture is therefore that the transitions from phase to defect chaos are triggered by the occurrence of near-MAW structures in a phase chaotic state with $`\nu =0`$  and periods larger than $`P_{SN}`$, the spatial period of the critical nucleus for defect creation.

To test this conjecture, we have numerically investigated the distribution of inter-peak spacings $`p`$ of the phase gradient profile (see Fig. 1e,f). In section 3.1 we discuss the definition of $`p`$ and the details of our numerical analysis. In particular, we have examined in the $`c_1,c_3`$ plane 17 different “cuts” across the $`L_1`$ and $`L_3`$ transition lines. In section 3.2 the results of our numerics along a cut through the $`L_1`$ transition line are presented, while section 3.3 is devoted to the $`L_3`$ transition. We will show that the presence of inter-peak spacings $`p`$ larger than $`P_{SN}`$ accurately predicts the transition from phase to defect chaos (Fig. 2). In the last section 3.4 we will show that a reasonable, parameter-free estimate of the numerically observed transitions can be obtained via a linear stability analysis of the MAWs.

### 3.1 Identification of MAWs in the phase-chaotic regime

To verify our main conjecture, we have to characterize the MAW structures occurring in the phase-chaotic regime. In general this is a complicated task, since the phase gradient profile of a typical phase chaotic state (see Fig. 1e,f and 13) consists of many peaks of different size, spacing and shape; a priori it is unclear how to compare these to MAW profiles. However, a close inspection of the defect forming process reveals that while closely spaced phase gradient peaks evolve in a quite erratic way, well spaced peaks appear to have a more regular dynamics and frequently their overall shape resembles that of MAWs (see Fig. 13). These large period near-MAWs modify their shape quite slowly with respect to the other structures present in the chaotic field, and propagate over a disordered background. Therefore we study the distribution of inter-peak distances $`p`$, keeping in mind that the tail of this distribution is relevant for defect generation.

The phase gradient profile of a coherent MAW (see Figs. 1a and Fig. 5a) shows a secondary maximum. To obtain the correct period $`P`$ of a near-MAW, such small extrema should be neglected when the inter-peak spacing $`p`$ is measured. We introduce a cutoff for the size of the phase gradient peak equal to the size of the secondary extremum of the MAW with the largest $`P`$. As an additional result of this cutoff, small fluctuations are not considered as MAW peaks. It should be noted that the tail of the distribution of $`p`$ is rather insensitive to the precise value of this cutoff.

In order to estimate the probability density $`D(p)`$, for every time interval $`\tau =0.5`$, the inter-peak periods $`p`$ of the spatial profile of the phase gradient are determined. In addition, for every snapshot the largest value $`p_{max}`$ of the inter-peak spacing $`p`$ is stored separately, and this leads to the distribution $`D(p_{max})`$. From the spatial profile of $`|A|`$ the distribution $`D(|A|)`$ and the minimal amplitude value $`|A|_{min}`$ can be derived. This latter quantity is used to detect defects: when $`|A|_{min}`$ falls below a value of 0.1, we take this as an indication of a defect.

Extensive simulations have been made possible thanks to an innovative time-splitting code which ensures precision and stability comparable with pseudo-spectral codes, but is noticeably faster . The spatial resolution $`\mathrm{\Delta }x`$ has been set to $`0.5`$ and the integration time step to $`0.05`$. Simulations have been carried out for integration times ranging from $`t=5\times 10^5`$ to $`t=3\times 10^7`$ and for a typical system size $`L=512`$; occasionally, runs have been performed with $`L=100,200`$ and $`5000`$. Typically, our runs start from random initial conditions of the type $`A_k(t=0)=|A|_k(t=0)\mathrm{e}^{i\varphi _k(t=0)}`$ (where $`A_k(t)=A(k\mathrm{\Delta }x,t)`$ and $`\varphi _k(t)=\varphi (k\mathrm{\Delta }x,t)`$) with

$`|A|_k(0)=1+r_k`$ (6)
$`\varphi _k(0)=\varphi _{k1}(0)0.8+q_k`$ (7)
where $`r_k`$ and $`q_k`$ are random numbers uniformly distributed in $`[0.05,+0.05]`$ and $`\varphi _1(0)=0.0005`$. This initial condition (7) leads to a smooth phase and the formation of defects due to initial discontinuities is avoided.

In sections 3.2 and 3.3 we will consider in detail two particular cuts in the $`(c_1,c_3)`$ coefficient space, one across the $`L_1`$ and one across the $`L_3`$ curve. In particular, we will analyze the behavior of the probability densities $`D(|A|)`$, $`D(p)`$ and $`D(p_{max})`$ for both transitions.

### 3.2 $`L_1`$ transition

In this section we concentrate on the $`L_1`$ transition that is observed when the value of $`c_1`$ is fixed at 3.0 and $`c_3`$ is varied.

Transition to defect chaos -  Starting from random initial conditions we have integrated the dynamics of the CGLE for long durations. For a fixed system size $`L`$ we observe that, as a function of the total integration time, the value of $`c_3^{}`$ for which defects are formed appears to decrease. Similar behavior occurs when the system size $`L`$ is increased for fixed integration times. For example, for an integration time of $`3\times 10^7`$ and $`c_1=3`$ we find for system size $`100`$, $`200`$ and $`512`$ critical values $`0.82,0.81`$ and $`0.79`$, respectively. For a size $`L=5000`$ and integration times $`3\times 10^6`$ a critical value of $`0.79`$ is also found.

Note that even the lowest value of $`c_3^{}`$ for the numerically measured transition obtained here is far above the lower bound $`c_3^{\mathrm{}}=0.704`$ which is the value of $`c_3`$ where the size of the critical nucleus for defect formation diverges ($`P_{SN}\mathrm{}`$). Below, we will give an estimate of the critical value $`\widehat{c}_3`$ for which the defect density should vanish in the thermodynamic limit by extrapolating finite time and finite size data.

Distribution of $`p`$ \-  Let us now consider the distribution of $`p`$’s for various coefficients $`c_3`$ near the $`L_1`$ transition. It is clear from the data reported in Fig. 14 that the shape of these distributions is quite insensitive to the presence or absence of defects. This can be partly explained by the fact that just above the $`L_1`$ transition defects arise in the system as rare isolated events occurring during the spatio-temporal evolution, as shown in Fig. 10c. This is fully consistent with earlier observations that the $`L_1`$ transition is continuous . We focus on the tail of the probability density $`D(p)`$, since this gives information on the probability to observe defects. Our numerical results suggest an exponential decay, i.e., $`D(p)\mathrm{exp}(\alpha p)`$ with $`\alpha =0.6`$ for sufficiently large $`p`$.

Similarly to the apparent transition value $`c_3^{}`$, the values associated to extremal events $`|A|_{min}`$ and $`p_{max}`$ depend on integration times and system sizes. By assuming that $`D(p)`$ remains finite (but likely exponentially small) for large $`p`$, we can expect that for long enough times, rare events associated with large values $`p`$ will occur, and hence, defects can form after possibly very long transients.

Crossover behavior -  A good order parameter to identify the occurrence of the transition starting from the defect chaos phase near the $`L_1`$ transition is the defect density $`\delta _D`$ which measures the number of defects occurring per space and time unity. In the defect chaos regime $`\delta _D>0`$, while it vanishes at the $`L_1`$-transition. Now we can relate this order parameter to the tail of the distribution of $`p`$. Our conjecture states that defects should arise when $`p>P_{SN}`$, therefore the defect density $`\delta _D`$ should be related to the probability to have structures of period $`p>P_{SN}`$, i.e.,

$$\delta _d_{P_{SN}}^{\mathrm{}}𝑑pD(p)\mathrm{e}^{\alpha P_{SN}};$$
(8)
where $`D(p)\mathrm{exp}(\alpha p)`$ has been used. If we now assume that the distribution $`D(p)`$ does not vary significantly across the transition (as is evident from Fig. 14), then the change in the probability to have $`p>P_{SN}`$ is dominated by the changes in $`P_{SN}`$ with $`c_3`$. A reasonable fit of our bifurcation data for $`P_{SN}`$ (see Fig. 7) in the interval $`30P_{SN}<300`$ is

$$P_{SN}\frac{\beta }{c_3c_3^{\mathrm{}}},$$
(9)
where $`\beta 4.38`$. Combining this result with the Ansatz (8), we immediately obtain the following expression for the defect density:

$$\delta _d\mathrm{e}^{\alpha \beta /(c_3c_3^{\mathrm{}})}.$$
(10)
A similar expression was proposed in  for the defect density near the $`L_1`$ transition.

In order to verify if the expression (10) is reasonable also for our choice of the parameters, we have estimated the probability

$$w(|\widehat{A}|)=_0^{|\widehat{A}|}d|A|D(|A|),$$
(11)
to observe an amplitude less than $`|\widehat{A}|`$. This quantity gives a more precise characterization of the $`L_1`$-transition than $`\delta _D`$, because it measures not only the extreme events corresponding to true defects, but also the tendency of the system to generate structures characterized by small $`|A|_{min}`$. We estimated the quantity (11) for several $`|\widehat{A}|`$ values and for various $`c_3`$ parameter values in the defect chaos regime. Reporting $`\mathrm{ln}[w(|\widehat{A}|)]`$ as a function of $`1/(c_3\widehat{c}_3)`$ a reasonable linear scaling is observed in the range $`0.795c_30.85`$, for $`0.1|\widehat{A}|0.5`$, with the choice $`\widehat{c}_3=0.72`$. The value $`\widehat{c}_3`$ where the defect density should asymptotically vanish is much smaller than $`c_3^{}`$ obtained via direct numerical simulations but still bigger than $`c_3^{\mathrm{}}=0.704`$ where $`P_{SN}\mathrm{}`$.

We can now easily estimate the integration time needed to observe a tiny shift of the apparent value $`c_3^{}`$ towards the corresponding asymptotic value $`c_3^{\mathrm{}}0.704`$. Limiting our analysis to system size $`L=512`$, a typical time-scale to observe a defect at $`c_3=0.79`$ is $`t3\times 10^7`$. At this value of $`c_3`$, $`P_{SN}=46.5`$, while for $`c_3=0.739`$, $`P_{SN}=105`$ . Invoking the exponential decay of $`D(p)`$, one immediately finds that the time scale to observe a defect at $`c_3=0.739`$ is of order $`10^{17}`$, which is completely outside the reach of present day computers.

### 3.3 $`L_3`$ transition

In order to characterize the $`L_3`$ transition from phase to defect chaos in more detail $`c_3=2`$ has been fixed, while the coefficient $`c_1`$ is varied. The $`L_3`$ transition is hysteretic : to the left of $`L_3`$ one may have phase or defect chaos depending on the initial conditions. Beyond the $`L_3`$ phase chaos breaks down and defects occur spontaneously for any initial condition. In order to study the dynamics across this transition we therefore initialized the simulations with initial conditions (6),(7) or used relaxed phase chaos configurations corresponding to values of $`c_1`$ far below the $`L_3`$ line.

The probability densities $`D(p)`$ and $`D(p_{max})`$ are shown in Fig. 15. For $`c_1<c_1^{}=0.65`$ all distributions collapse on a unique curve, but as soon as defects arise the distributions change substantially. Whenever a defect is generated, hole-defect dynamics takes place (see Fig. 10b). As a result phase chaos is replaced by defect chaos. The noticeable modification of the distributions thus reflects the fact that the $`L_3`$ transition is discontinuous. Also the probability density for $`|A|`$ changes abruptly across the $`L_3`$ transition.

### 3.4 Mechanism for the selection of $`p`$

When approaching the transition to defect chaos from the Benjamin-Feir-Newell curve, three parameter regions, corresponding to different dynamical regimes, can be distinguished (Fig. 18). The first encountered region corresponds to infinite values of $`P_{SN}`$ : here we expect no defects to occur, irrespectively of system size and integration time. The phase chaos is the asymptotic regime in this first region. Then, when $`c_1`$ and/or $`c_3`$ are increased, a crossover regime is reached where extreme events (large inter-peak spacings) may lead to defect formation. Here phase chaos can persist as a long lived transient, but eventually we expect it to break down. Then, when $`c_1`$ and/or $`c_3`$ are even further increased, we experience a dramatic drop in transient times, and defect chaos sets in quite rapidly. We understand this drop to occur when typical values of $`p`$ (and not rare extreme events) become larger than the corresponding $`P_{SN}`$ values.

An approximate prediction for the location of the apparent phase to defect chaos transition (numerically obtained from the defect density) can be achieved in terms of a simple linear stability analysis of the MAWs (Figs. 16 and 17). A key element in our framework is the “typical large value” of $`p`$ as a function of coefficients $`c_1`$ and $`c_3`$; below we will identify two linear instabilities that act to either increase or decrease $`p`$, and their balance sets a scale for typical $`p`$ that will predict the location of the transition from phase to defect chaos rather well.

Due to translational and phase symmetries both MAW branches have neutral modes, i.e., Goldstone modes. The eigenvalue associated with the saddle-node bifurcation is positive for MAWs of the upper branch and negative for the lower branch. In what follows the lower branch MAWs are considered exclusively.

Splitting -  The spatial structure of a MAW of large period consists, roughly, of a homogeneous plane wave part and a local peak part. For the parameter regime we consider here, fully extended plane waves are linearly unstable, and so we may expect that the MAW spectrum will be dominated by this instability for sufficiently large values of $`P`$. Our linear stability analysis indeed shows that for appropriate parameters ($`L=P`$) and small enough $`P`$, all eigenvalues $`\lambda _i<0`$, but when we increase $`P`$, MAWs become linearly unstable ($`\lambda _{split}>0`$, Fig. 16). The shape of the unstable eigenmodes (Fig. 16b) suggests that this instability leads to the growth of a new peak in the homogeneous part of the MAW, and this is indeed the behavior observed in numerical simulations of the perturbed MAW (Fig. 16c,d). As a result two (or more) short MAWs with smaller $`P`$ will appear. We interpret this process as the splitting of a MAW in two or more smaller MAWs and we call the eigenmodes associated to such instability “splitting modes”.

Clearly, this instability tends to reduce the peak-to-peak distances $`p`$ and prevents MAWs to cross the SN boundary; in the phase chaotic regime this instability tends to inhibit defect generation.

Interaction -  By using a Bloch Ansatz , we extended the stability analysis to systems with $`n`$ identical pulses ($`L=nP`$). For $`n>1`$, an additional instability may appear  (see Fig. 17). Eigenvalues $`\lambda _{int}>0`$ are found mainly for small $`P`$ (typically $`P<30`$). The shape of the eigenmodes, i.e., an alternating sequence of positive and negative translational Goldstone modes (Fig. 17b), suggests that the instability is due to the interaction between adjacent MAWs. This interaction shifts adjacent peaks into opposite directions, thereby creating occasional larger values of $`p`$ (Fig. 17c,d). In phase chaos this process leads to an increase of the spacing $`p`$ between some peaks, thus enhancing the generation of defects.

Competition of Instabilities -  Both the splitting and interaction mechanisms are similar to instabilities observed in the Kuramoto-Sivashinsky equation . We believe that phase chaos is governed by the competition of these two mechanisms that tend to increase or decrease the inter-peak spacings $`p`$. Almost independent of the coefficients the splitting instability dominates for MAWs with $`P>30`$. This can explain why large inter-peak spacings $`p>30`$ become rare as reported in Figs. 14,15.

We suggest a connection between the interchanging dominance of these two different instabilities and the sudden change of $`\delta _D`$ (near $`L_1`$) or the transient times before defect occurrence (near $`L_3`$). We calculated the linear stability spectra for a variety of coefficients and periods $`P`$ close to $`P_{SN}`$. From these we obtain a curve in coefficient space (Fig. 18) where the real parts of interaction and splitting eigenvalues are equal. For larger $`c_1`$ or $`c_3`$, interaction becomes stronger, and we expect larger $`p`$’s and defect formation, while for smaller $`c_1`$ and $`c_3`$, splitting dominates, $`p`$’s are decreased and defect formation becomes rare.

As shown in Fig. 18, the curve where the two instabilities are equally strong near the saddle-node bifurcation gives a rather good estimate of where the apparent transition from phase to defect chaos occurs. Notice that in this “balance of instabilities” picture, there is no tunable parameter: once we have calculated $`P_{SN}`$ and the instabilities of the MAWs for a range of coefficients, a precise prediction for the “transition” from phase to defect chaos can be given.

## 4 Discussion and Final Remarks

In this section we report some open questions related to defect formation, together with some final remarks and a brief outlook.

Further Refinements - In order to accurately test our results, we have measured for each of the 17 cuts and for several values of the coefficients across the $`L_1`$\- or $`L_3`$-lines the amplitude distribution $`D(|A|)`$ and the phase gradient peak-to-peak spacing distribution $`D(p)`$. We conjectured that defects occur if and only if $`p>P_{SN}`$. Indeed, we observe that in 11 out of 17 points such conjecture is fulfilled. On the remaining 6 points the theoretical conjecture leads to an estimation of the transition lines within a maximal error bar of $`3`$%. The points determined following the conjecture are indicated as empty circles in Fig. 2. The small deviations may have different reasons, that we summarize below:

(i) If fluctuations occurring during the phase chaotic dynamics are only moderate, such as happens near the $`L_3`$ transition line or for small system sizes, more complex coherent structures can survive for a short time. Here we analyzed only the shortest coherent structures characterized by a single hump. We believe that this is sufficient to understand the main aspects of the dynamics of large systems. However, longer combined MAWs with more than one hump emerge from periodic MAWs via period doubling bifurcations. The existence of the long combined MAWs is limited by saddle-node bifurcations analogously to single MAWs, but these bifurcations occur at slightly bigger values of the parameters $`c_1`$ and $`c_3`$. Therefore the appearance of these more complicated structures can delay defect formation even if one inter-peak spacing within the structure is bigger than $`P_{SN}`$ of the single MAW.

(ii) Near the $`L_1`$ line the dynamical fluctuations in the phase chaotic regime are stronger than in the proximity of the $`L_3`$ line. In this case and for sufficiently high values of the parameter $`c_1`$ we observed situations where not only the structure with the longest inter-peak spacing but also the neighboring structures were involved in the defect formation.

(iii) The assumption to consider MAWs with $`\nu =0`$ is only an approximation. If the average phase gradient locally (on scales $`P`$) deviates from $`0`$ then the saddle-node bifurcation slightly shifts towards smaller coefficients .

As far as the (numerically) improved $`L_3`$ and $`L_1`$ lines are concerned, we observe that both these lines lie to the left of the ones determined in earlier numerical studies . This is due to the fact that our simulations are of longer duration then those performed previously. This confirms the expectation that such transition lines will shift towards the Benjamin-Feir-Newell curve for increasing systemsize and integration times . Moreover, some authors claim that indeed in the thermodynamic limit $`L_1`$ and $`L_3`$ will coincide with the Benjamin-Feir-Newell curve and the phase chaos regime will disappear . On the basis of our simulations we cannot exclude such a possibility for higher space dimensions, but based on the results presented in this paper we conjecture that the saddle-node line for $`P\mathrm{}`$ provides a lower boundary for the transition from phase to defect chaos in the one-dimensional CGLE.

Final Remarks - We have presented a systematic study of modulated amplitude waves (MAWs) in the complex Ginzburg-Landau equation (CGLE). These periodic coherent structures originate from supercritical bifurcations from the homogeneous oscillation of the CGLE due to the Benjamin-Feir instability. The range of existence of MAWs is bounded by saddle-node bifurcations occurring for values of $`c_1`$ and $`c_3`$ that depend on the period $`P`$ of the MAWs. Approaching the transition from phase to defect chaos, near-MAWs with large $`P`$ occur in phase chaos, and defects are generated when the period of these near-MAWs becomes larger than the spatial period $`P_{SN}`$ of the critical nucleus. This scenario is valid for both the $`L_1`$ and $`L_3`$ transition. The divergence of $`P_{SN}`$ for coefficients in the phase-chaos regime led us to conjecture that there is a lower bound for the transition from phase to defect chaos. Considerations of the linear stability properties of MAWs in light of their tendency to increase or decrease the typical period $`p`$ in phase chaos, has led us to a fit-free estimate of the apparent transition from phase to defect chaos that fits the numerical data well.

Altogether, our study leaves little space for doubt that the transition from phase chaos to defect chaos in the CGLE is governed by coherent structures and their bifurcations. From a general viewpoint, our analysis shows that there is no collective behavior that drives the transition. Instead, strictly local fluctuations drive local structures beyond their saddle-node bifurcation and create defects.

Outlook - We want to stress here that the extension of the analysis to MAWs with nonzero average phase gradients , will be of considerable interest for experimentalists, because in some recent experiments concerning Rayleigh-Bénard or Marangoni convection in quasi-one-dimensional geometries, supercritical Eckhaus instabilities of plane wave trains and the corresponding emergence of stable saturated MAWs have been observed . These states are analogous to what happens for the 1d CGLE when phase chaotic solutions with $`\nu 0`$ are considered .

The relevance of MAWs for two-dimensional structures is suggested by recent experimental evidence of MAWs observed in connection with superspiral and spiral breakup occurring in a Belousov-Zhabotinsky reaction . Moreover, in the phase chaotic regime of the 2d CGLE the correspondence between long inter-peak spacings (here diameter of cells) and the strength of the local modulation has already been noticed numerically . Additional mechanisms present in 2d remain to be explored. Thereby it might turn out that phase chaos exists in the thermodynamic limit in 1d only but not in 2d as previously conjectured .

It is a pleasure to acknowledge discussions with H. Chaté, M. Howard and L. Kramer. AT and MB are grateful to ISI Torino for providing a pleasant working environment during the Workshop on “Complexity and Chaos” in October 1999. AT would also thank Caterina, Daniel, Katharina and Sara for providing him with a faithful representation of a chaotic evolution. MGZ is supported from a post-doctoral grant of the MEC (Spain) and FOMEC-UBA (Argentina). MvH acknowledges financial support from the EU under contract ERBFMBICT 972554.


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# Dynamical mechanisms of DC current generation in driven Hamiltonian systems

## Abstract

Recent symmetry considerations (Phys. Rev. Lett. 84 2358 (2000)) have shown that dc currents may be generated in the stochastic layer of a system describing the motion of a particle in a one-dimensional potential in the presence of an ac time-periodic drive. In this paper we explain the dynamical origin of this current. We show that the dc current is induced by the presence and desymmetrization of ballistic channels inside the stochastic layer. The existence of these channels is due to resonance islands with non-zero winding numbers. The characterization of the flights dynamics inside ballistic channels is described by distribution functions. We obtain these distribution functions numerically and find very good agreement with simulation data.

Transport in driven systems has received widespread interest for several years because of its potential applicability to nonequilibrium processes . One canonical model reduces to the motion of a particle in a one-dimensional space-periodic potential in the presence of friction and a time-dependent stochastic force $`\chi (t)`$ . If $`\chi (t)`$ contains correlations, a nonzero current may be realized even in the case of zero average $`<\chi (t)>=0`$ . Despite an enormous accumulation of results in this area  we are still lacking a full understanding of the microscopic mechanisms of current occurrence. If such an understanding is realizable, it should make use of the true dynamical evolution of the system rather than of properties of equations for probabilities. A first step in such a direction requires to separate the essential time correlations from the pure Gaussian white noise in $`\chi (t)`$. The simplest way is to assume that $`\chi (t)=E(t)+\xi (t)`$ where $`E(t)=E(t+T)`$ is a time-periodic function with zero mean $`<E(t)>=0`$ and $`\xi (t)`$ is a Gaussian white noise term.

The next step is to skip the $`\xi (t)`$ term which leaves us with a regular dynamical problem. In  such a case was considered and the relevant space-time symmetries of the dynamical problem have been obtained. It was shown that a breaking of those symmetries leads to a nonzero dc current. The mechanism of current occurrence for the dissipative case was identified with a desymmetrization of attractor basins. In contrast the nondissipative (Hamiltonian) case is much less understood . A time-dependent Hamiltonian system is usually nonintegrable . A strong dc current component was found in the corresponding stochastic layer of such a system . While its presence or absence was clearly connected to the above mentioned absence or presence of symmetries, the dynamical nature of directed transport in the stochastic layer lacks full understanding. The importance of this understanding can be seen from e.g. results in  where kinetic equations for probability functions have been studied. In particular it was found that the approaching of the Hamiltonian (dissipationless) limit leads to an increase of the dc current value by 2-3 orders of magnitude. Thus the description of the dynamical mechanisms of directed current generation in the stochastic layer of a driven Hamiltonian system will provide with very useful information for dissipative systems as well.

Let us consider the canonical example of a particle moving in a spatially periodic nonlinear potential $`U(x)=\mathrm{cos}x`$ under the influence of time-periodic zero-mean force $`E(t)`$. The Hamiltonian and the equation of motion are given by:

$$H=\frac{p^2}{2}\mathrm{cos}xxE(t),\ddot{x}=\mathrm{sin}x+E(t).$$
(1)
Here $`p`$ and $`x`$ are canonically conjugated momentum and coordinate and $`\ddot{x}\mathrm{d}^2x/\mathrm{d}t^2`$.

We restrict our consideration to the choice

$$E(t)=E_1\mathrm{cos}(t)+E_2\mathrm{cos}(2t+\varphi ).$$
(2)
According to  for $`E_20`$ and $`\varphi 0,\pi `$ all possible symmetries which yield zero dc current are broken. Note that the phase space dimension $`d`$ of (1) is $`d=3`$.

In the case of a nonzero field $`E(t)`$ the phase space of (1) is characterized by the presence of a stochastic layer which originates from the destroyed separatrix of the undriven system . For $`\varphi =0,\pi `$ this layer is invariant under the transformation ($`pp`$, $`tt`$, $`xx`$). At the same time the average velocity for any trajectory in this layer vanishes, so we find zero dc current. The symmetry will be broken when tuning $`\varphi `$ away from the values $`(0,\pi )`$. The stochastic layer will deform. Most importantly any trajectory in the layer will then be characterized by a nonzero value of the average velocity. Due to ergodicity inside the layer this value will be unique for all trajectories from the layer. While the fact that it may become nonzero is understandable using the symmetry analysis, its appearance and magnitude is due to dynamical mechanisms of motion inside the stochastic layer. In this paper, we show that the dc current is induced by the presence and desymmetrization of ballistic channels inside the stochastic layer. The existence of these channels is due to resonances. The characterization of the realization of flights inside ballistic channels is described by distribution functions. We obtain these distribution functions numerically and find very good agreement with simulation data.

System (1) has a mixed phase space, which contains of chaotic areas and regular resonance islands . These islands are impermeable for chaotic trajectories and, at a first glance, may be excluded from the consideration of the phase space flow inside the stochastic layer. In reality the phase space topology inside the stochastic layer is very complex precisely at the boundary between chaotic and regular regions . Close to resonances the stochastic layer shows up with a hierarchical set of cantori, which form partial barriers for a trajectory from the layer. Due to the presence of these barriers a chaotic trajectory can be trapped for a long time near a regular island resonance. This trapping or sticking effect leads to the appearance of strongly nonergodic episodes during the overall chaotic motion. Regular islands are characterized by a corresponding rational winding number $`\omega =\mathrm{\Delta }x/T`$ which defines the distance $`\mathrm{\Delta }x`$ travelled during one period $`T=2\pi `$ of the drive. If the winding number $`\omega `$ is nonzero, the corresponding sticking episode of the chaotic trajectory is a ballistic-like unidirectional flight. For $`\omega =0`$ the sticking episode corresponds to trapped oscillations.

Thus the complicated evolution of a trajectory in the stochastic layer can be subdivided into several parts . The first one is a fast diffusion in the bulk of the layer, while the other ones are stickings to the above mentioned regular islands and correspond to propagation in ballistic channels. The switching from the diffusion process into a ballistic flight will be described by some probability distribution. The same will be true for the actual residence or sticking time inside a given channel. We will show for the cases studied that the fast diffusion alone is not capable of explaining the observed dc current. The main point is, that the leading mechanism of current generation in the stochastic layer is related to the desymmetrization of the strongly non-stochastic part of the overall stochastic dynamics inside the layer. Note that our kinetic energy choice $`p^2/2`$ in (1) implies that the stochastic layer is bounded in $`p`$, so we will always expect ballistic channels to appear.

Let us study the case of weak driving $`E_1=0.252`$ and $`E_2=0.052`$. A Poincare map of the phase space flow for $`\varphi =0`$ is shown in Fig.1(a) . The main stochastic layer (central location) shows up with zero average velocity due to symmetry arguments (Fig.2). The large hole in the middle of this layer corresponds to regular trapped motion in the well of $`U(x)`$. Additional resonances are seen above and below the central layer. These thin ballistic-like but yet stochastic channels have no overlap with the central layer.

A weak asymmetry $`\varphi =\pi /5`$ leads to a slight deformation of the main stochastic layer and to a desymmetrization of the overlap of the chaotic layer with higher-order resonances and to the appearance of a positive current in the system. Note that it still does not overlap with the thin ballistic channels seen in Fig.1(a). Most importantly we observe a nonzero average velocity $`<\dot{x}>0.05`$ (Fig.2).

Further increase of the asymmetry, $`\varphi =\pi /2`$, results in an overlapping of the main stochastic layer with the upper ballistic resonance Fig.1(b). Note that at the same time the lower ballistic resonance is not overlapping. The average velocity increases to $`<\dot{x}>0.2`$, which is four times larger than the result for $`\varphi =\pi /5`$. Standard harmonic mixing theories (see ,) would predict a dependence $`<\dot{x}>\mathrm{sin}\varphi `$ and thus only an increase by a factor of 1.7.

In the $`x(t)`$ curves in Fig.2 we observe many ballistic flights. For one of them an inset shows the corresponding Poincare map result, which verifies that these flights correspond to stickings of the chaotic trajectory to the upper balistic resonances. A zooming of the $`x(t)`$ curves shows self-similarity, i.e. the seemingly random dynamics between observable long flights is actually again composed of shorter flights and seemingly random dynamics etc (cf. insets in Fig.2).

In order to quantify our analysis of the symmetry broken dynamics we compute the distribution of travelling times of ’uniform’ flights to the left $`P_{}(t_f)`$ and to the right $`P_+(t_f)`$ separately. Here ’uniform’ means no change of direction of motion . For each separate flight we note both the time $`t_f`$ spent in this motion and the distance $`x_f`$ travelled. The dependence of $`x_f`$ on $`t_f`$ is shown in the inset of Fig.3(a) for $`\varphi =\pi /2`$. Similar to the other cases $`\varphi =0,\pi /5`$ we observe a simple fork-like structure. This is due to the fact that any considerable distance covering in the stochastic layer is realized through flights while sticking to the boundary of the stochastic layer. The slopes in the inset of Fig.3(a) are given by the corresponding winding numbers of the layer boundaries. Note that the two fork parts merge at values of $`t_f10T`$. In principle other ballistic channels with different winding numbers might be present. Here they were too weak to be detected.

In Fig.3(a) we show the corresponding distribution functions $`P_\pm (t_f)`$ (again for $`\varphi =\pi /2`$). They are obtained by counting the number of flights with $`t_f`$ falling into a time window of size $`T`$. For $`t_f<10T`$ we observe exponential dependence of $`P_\pm `$ on $`t_f`$. These short flight distributions are in fact independent of the direction of flight. Skipping all longer flights would lead to the prediction of nearly zero average velocity (restricting to flights of length $`t_f<10T`$ yields about one percent of the numerically observed current). Thus the desymmetrization will manifest itself for longer flights. For $`t_f>10T`$ a crossover to a power law $`P_\pm t_f^{\alpha _\pm }`$ takes place. Here we find a significant desymmetrization for $`\varphi =\pi /5,\pi /2`$. Estimating the exponents  we find for $`\varphi =\pi /5`$: $`\alpha _{}2.5`$, $`\alpha _+2.4`$ and for $`\varphi =\pi /2`$: $`\alpha _{}3.7`$, $`\alpha _+2.3`$. It is worthwhile noting that $`\alpha <3`$ implies unidirectional anomalous diffusion with diverging second moments of $`P(t)`$. The flights are coined Levy flights in such a case .

Following the continuous-time random walk (CTRW) formalism  we propose a generalized asymmetrical flight model capable of reproducing the above results. The applicability of the CTRW model follows from the assumption that the presence of a random phase with fast decaying correlations leads to the absence of correlations between consecutive flights, since they are almost always separated by dispersive chaotic motion.

Assume that there exist $`N`$ different resonances with winding numbers $`w_i`$, $`i=1,\mathrm{},N`$. Every resonance is characterized by a probability distribution function (PDF) of sticking time $`S_i(t)`$. After finishing a random phase event, the probability of sticking to the $`i`$th resonance is $`\rho _i`$, $`_{i=1}^N\rho _i=1`$. The random phase residing time is characterized by a PDF $`S_r(t)`$. All functions $`S_i(t)`$ and $`S_r(t)`$ must have finite first moments, due to the Kac theorem about finiteness of recurrence times in Hamiltonian systems . With these definitions we obtain the following expression for the current:

$$J=\frac{_{i=1}^N\omega _i\rho _it_i}{_{i=1}^N\rho _it_i+t_r}$$
(3)
where $`t_i=tP_i(t)dt`$.

For the above discussed cases of $`\varphi =\pi /5,\pi /2`$ we find only two relevant ballistic channels - one with positive winding number and a second one with negative winding number. In order to properly obtain $`S(t)`$, we note that our numerically obtained function $`P(t)`$ consists of a lot of short ’flights’ as defined through the numerics . These may be either stickings to islands with zero winding number or chaotic motion. We observe that for flight times $`t_f>10T`$ only ballistic flights with nonzero winding number are obtained. So the functions $`S_\pm (t)`$ may be easily obtained from $`P_\pm (t_f)`$ by cutting the central part $`t<10T`$ out and properly normalizing. In this case the expression for the average current simplifies to

$$J=\frac{1}{\kappa (1+f)}(\omega _+t_++f\omega _{}t_{})$$
(4)
where the two constants $`\kappa `$ and $`f`$ can be obtained from the total time of a simulation $`T_{tot}`$ and the numbers $`N_\pm `$ of ballistic flights, $`\kappa =T_{tot}/(N_++N_{})`$ and $`f=N_{}/N_+`$.

For $`\varphi =\pi /5`$ we obtain from the numerical runs $`f0.57`$, $`\kappa 1900`$, $`t_+t_{}220`$ and $`\omega _+=10/61.67`$, $`\omega _{}=1.5`$. In this case of weak desymmetrization the main source of a nonzero current is the different probability to enter a right or left going flight because $`f1`$. At the same time the average flight times in both ballistic channels are nearly identical. With the help of (4) we find $`J0.056`$ which is close to the numerically observed value 0.05.

For the case $`\varphi =\pi /2`$ we find $`f0.16`$, $`\kappa 2600`$, $`t_+400`$, $`t_{}150`$ and $`\omega _+=2`$, $`\omega _{}1.4`$. Note that the above discussed overlap with the upper resonance yields a further strong desymmetrization in the probability to realize a left or right going flight, and in addition the average flight times in both channels significantly differ. Expression (4) yields $`J0.22`$ which is in good agreement with the numerically observed value 0.2.

For stronger driving amplitude $`E_1=3.26`$, $`E_2=1.2`$ and $`\varphi =\pi /2`$ we obtain an average velocity $`\dot{x}0.85`$. The corresponding $`x_f(t_f)`$ dependence and the PDFs $`P_\pm (t_f)`$ are shown in Fig. 3(b). The $`x_f(t_f)`$ dependence shows that more than two ballistic channels are involved. The asymmetry of the PDFs at short flight times indicates that a considerable number of left-going flights becomes dominating at short times, in agreement with the tendency of the previous results. This makes the application of the simplified sum rule (4) impossible, instead the original definition (3) should be used. Careful analysis of the structure of the stochastic layer shows that relevant resonances become embedded in the bulk of the stochastic layer. While these structures are of rather small size, they are frequently visited. A restriction to short flights $`t_f<10T`$ now yields a considerable nonzero current which is however negative, i.e. opposite to the total current value. Again the long ballistic flights are necessary in order to properly obtain the observed current value.

In summary, we have explained the dynamical mechanisms of current appearance in driven Hamiltonian systems inside the stochastic layer with broken time-reversal symmetry. The key source of such a directed transport is the desymmetrization of flight probabilities in ballistic channels inside the layer. As it follows from our sum rule (3) the resulting current depends among other parameters on the average time spent in a ballistic channel. These times will sensitively depend on control parameters of the system if the exponent $`\alpha `$ becomes less than 3. In such a case small changes may significantly alter the current value as shown above.

A recently proposed geometric approach of counting areas and winding numbers is in principle also capable of obtaining the observed mean value for the current . This approach may also require sophisticated studies of the fractal structure of the chaotic layer. It represents a nontrivial complementary result, since it, although not explaining the dynamical mechanisms of current generation, is capable of obtaining the average current value (provided the sums in Eq.(3) of  converge fast enough).

We thank M. Fistul and A. A. Ovchinnikov for useful discussions.


text:
# Resonance in the seesaw mechanism

## Abstract

We study the RH neutrino properties from the low energy neutrino data in the seesaw mechanism. Reonance behavior is found for the right-handed (RH) mixing angle as a function of light neutrino mass ratios in two favored region of the solar neutrino problem and, at the resonance point, the two corresponding RH Majorana neutrino masses are degenerate. This phenomenon is similar with that in the matter-enhanced conversion of neutrinos. The physical significance it infers for the electron neutrino mass and other neutrino parameters is discussed.

The smallness of left-handed (LH) neutrino masses implied by the solar and atmospheric neutrino experiments  is perhaps attributed to the Majorana feature of neutrino fields . By adding the right-handed (RH) fields $`\nu _R`$ of heavy neutrinos, the seesaw mechanism  provides a very natural and attractive explanation of the smallness of the neutrino masses compared to the masses of the charged fermions. In this mechanism the LH Majorana neutrino mass matrix, $`m_\nu `$, is expressed in the following form :

$$m_\nu =m_DM^1m_D^T,$$
(1)
where $`m_D`$ is the Dirac mass matrix which, as suggested by Grand Unified Theories (GUTs), is assumed to be similar to that in the quark sector and $`M`$ is the Majorana mass matrix for the RH neutrino components. After the pioneer work of Smirnov, interest in determining the properties of the RH Majorana neutrinos has been revised with expanding experimental data about neutrinos (see ).

The Dirac matrix can be diagonalized by the bi-unitary transformation : $`m_D^{\mathrm{diag}}=D_L^{}m_DD_R=\mathrm{diag}\{m_{1D},m_{2D},m_{3D}\}`$. $`m_\nu `$ and $`M`$ are in general complex matrices and, respectively, only a single unitary matrix is needed for the diagonalization: $`m_\nu ^{\mathrm{diag}}=U^Tm_\nu U=\mathrm{diag}\{m_1,m_2,m_3\}`$, $`M^{\mathrm{diag}}=V_0^TMV_0=\mathrm{diag}\{M_1,M_2,M_3\}`$. Eq. (1) can be rewritten as

$$V(M^{\mathrm{diag}})^1V^T=(m_D^{\mathrm{diag}})(S^{})^Tm_\nu ^{\mathrm{diag}}S^{}(m_D^{\mathrm{diag}})X,$$
(2)
where $`V=D_R^{}R`$ is the RH mixing matrix containing the contributions from the diagonalizations of both $`m_D`$ and $`M^1`$ and can be parameterized by $`V=e^{i\beta _{23}\lambda _7}e^{i\beta _{13}\lambda _5}e^{i\beta _{12}\lambda _2}`$ with $`\lambda _{2,5,7}`$ the Gell-Mann matrices (for example, see ). $`S=D_L^TU`$ is so-called seesaw matrix which specifies the feature of the seesaw mechanism . In this letter, assuming quark-lepton symmetry and hierarchical Dirac and LH Majorana neutrino spectra, we aim at analyzing the RH neutrino properties (masses and mixing) from the low energy neutrino data. The CP-violating effect will be ignored in our analysis and so all the transformation matrices entered the seesaw mechanism will be real orthogonal. Due to the large difference among different eigenvalues of $`X`$ (usually they can be apart away more than about $`10`$ magnitudes), it is hard to obtain them precisely even numerically. Even this is done, the complicated expressions of them make it impossible to see explicit dependence on various physical parameters. We notice that the left side of Eq. (2) contains the contributions mainly from $`M_1^1`$ and $`M_2^1`$ while its inverse $`V(M^{\mathrm{diag}})V^T`$ contains the contributions mainly from $`M_2`$ and $`M_3`$. Two of the eigenvalues can be obtained through solving a quadratic equation and the third is then obtained by the equation of the determinants of both sides of Eq. (2) .

As suggested by Smirnov, $`D_L`$ is nearly a unit matrix and then $`US`$ which can be parameterized as

$$U=e^{i\theta _{23}^\nu \lambda _7}e^{i\theta _{13}^\nu \lambda _5}e^{i\theta _{12}^\nu \lambda _2}.$$
(3)
Among the three angles, $`\theta _{13}^\nu `$ is small implied by the CHOOZ observation , $`\theta _{23}^\nu `$ is almost maximal (i.e. $`\theta _{23}^\nu \frac{\pi }{4}`$) which is suggested strongly by the recent result from SuperKamiokande  while $`\theta _{12}^\nu `$ which is responsible for the solar neutrino deficit can vary from rather small value ($`10^3`$) (for SMA: small angle MSW  effect) to nearly $`\pi /4`$ (for VO: vacuum oscillation, LAM: large angle mixing MSW effect and LOW: low mass or possibility).

When $`\theta _{12}^\nu `$ is small, we consider a special case: when $`\theta _{12}^\nu \theta _{13}^\nu `$. For convenient, we set $`U_{\tau 1}=0`$. The three RH Majorana masses are given by

$`M_1`$ $``$ $`{\displaystyle \frac{m_{1D}^2}{m_3}}\mathrm{cot}^2\theta _{12}^\nu ,`$ (5)
$`M_2`$ $``$ $`\{\begin{array}{ccc}2\frac{m_{2D}^2}{m_1}\mathrm{sin}^2\theta _{12}^\nu ,& & \mathrm{if}r_{21}<r_{21}^{\mathrm{res}}\\ \frac{1}{2}\frac{m_{3D}^2}{m_2},& & \mathrm{if}r_{21}>r_{21}^{\mathrm{res}}\end{array}`$ (8)
$`M_3`$ $``$ $`\{\begin{array}{ccc}\frac{1}{2}\frac{m_{3D}^2}{m_2},& & \mathrm{if}r_{21}<r_{21}^{\mathrm{res}}\\ 2\frac{m_{2D}^2}{m_1}\mathrm{sin}^2\theta _{12}^\nu ,& & \mathrm{if}r_{21}>r_{21}^{\mathrm{res}}\end{array}`$ (11)
where $`r_{21}=\frac{m_2}{m_1}`$ and $`r_{21}^{\mathrm{res}}=\frac{1}{4}\frac{m_{3D}^2}{m_{2D}^2}\mathrm{csc}^2\theta _{12}^\nu `$. Note that we have two degenerate masses $`M_2=M_3`$ when $`r_{21}=r_{21}^{\mathrm{res}}`$.

The second RH mixing angle $`\beta _{23}`$ is given in

$$\mathrm{sin}2\beta _{23}\frac{2m_{2D}/m_{3D}}{\sqrt{\left(1r_{21}/r_{21}^{\mathrm{res}}\right)^2+4m_{2D}^2/m_{3D}^2}}.$$
(12)
The other two RH mixing angles are both small and can be expressed in $`\beta _{23}`$ as follows

$$\beta _{12}\frac{1}{\sqrt{2}\mathrm{sin}\theta _{12}^\nu }\left(\frac{m_{1D}}{m_{2D}}\mathrm{cos}\beta _{23}+\frac{m_{1D}}{m_{3D}}\mathrm{sin}\beta _{23}\right),$$
(13)
$$\beta _{13}\frac{1}{\sqrt{2}\mathrm{sin}\theta _{12}^\nu }\left(\frac{m_{1D}}{m_{2D}}\mathrm{cos}\beta _{23}+\frac{m_{1D}}{m_{3D}}\mathrm{sin}\beta _{23}\right).$$
(14)
The behavior of $`\mathrm{sin}^22\beta _{23}`$ (see in Fig. 1) as a function of $`r_{21}`$ is clearly that of a resonance peaked at $`r_{21}=r_{21}^{\mathrm{res}}`$. The phenomenon is very like that in the matter-enhanced $`\nu _e\nu _\mu `$ oscillation in the sun except that, in our case, $`r_{21}`$ plays a part of the effective potential $`V=2\sqrt{2}G_fN_eE_\nu `$. Here $`G_f`$ is the Fermi constant, $`N_e`$ is the electron number density of the matter and $`E_\nu `$ is the neutrino energy. We can define the relative resonance width $`\delta `$ as that of $`r_{21}/r_{21}^{\mathrm{res}}`$ around $`r_{21}^{\mathrm{res}}`$ for which $`\mathrm{sin}^22\beta _{23}`$ becomes $`\frac{1}{2}`$ instead of the maximum value, unity. It is given by

$$\delta 4\frac{m_{2D}}{m_{3D}}$$
(15)
which is far less than unit. If the two heavier RH Majorana neutrino are degenerate and then the corresponding RH mixing angle $`\beta _{23}\pi /4`$, one can determine the electron neutrino mass

$$m_11.6\times 10^{10}\mathrm{eV}.$$
(16)
Around this point, $`M_11.4\times 10^7\mathrm{GeV}`$ and

$$M_2M_32.6\times 10^{15}\mathrm{GeV}$$
(17)
$`M_2`$ ($`M_3`$) remains at $`2.6\times 10^{15}\mathrm{GeV}`$ and $`M_3`$ ($`M_2`$) increases almost linearly with the decrease of $`m_1`$ for $`m_1<(>)1.6\times 10^{10}\mathrm{eV}`$ and so we can also infer the scale of $`m_1`$ from the knowledge of the spectrum of the RH Majorana neutrinos. The above values are obtained by taking $`m_2\sqrt{\mathrm{\Delta }m_{\mathrm{solar}}^2}\sqrt{5.4\times 10^6}\mathrm{eV}`$ and $`\mathrm{sin}^22\theta _{12}^\nu \mathrm{sin}^22\theta _{\mathrm{solar}}6.0\times 10^3`$ . We always take $`m_3\sqrt{\mathrm{\Delta }m_{\mathrm{atm}.}^2}\sqrt{5.9\times 10^3}\mathrm{eV}`$  and $`m_D^{\mathrm{diag}}m^{\mathrm{up}}(\mu )`$ . Here $`\mu =10^9\mathrm{GeV}`$.

If $`\theta _{12}^\nu `$ is large, we find, when $`\mathrm{sin}^2\theta _{13}^\nu \frac{1}{2}\frac{m_{1D}^2}{m_{2D}^2}`$, the RH Majorana masses are given by

$`M_1`$ $``$ $`\{\begin{array}{ccc}\frac{m_{1D}^2}{m_2}\frac{1}{\mathrm{sin}^2\theta _{12}^\nu }& & \frac{m_3}{m_2}<2\frac{m_{2D}^2}{m_{1D}^2}\mathrm{sin}^2\theta _{12}^\nu \\ 2\frac{m_{2D}^2}{m_3}& & \frac{m_3}{m_2}>2\frac{m_{2D}^2}{m_{1D}^2}\mathrm{sin}^2\theta _{12}^\nu \end{array}`$ (21)
$`M_2`$ $``$ $`\{\begin{array}{ccc}2\frac{m_{2D}^2}{m_3}& & \frac{m_3}{m_2}<2\frac{m_{2D}^2}{m_{1D}^2}\mathrm{sin}^2\theta _{12}^\nu \\ \frac{m_{1D}^2}{m_2}\frac{1}{\mathrm{sin}^2\theta _{12}^\nu }& & \frac{m_3}{m_2}>2\frac{m_{2D}^2}{m_{1D}^2}\mathrm{sin}^2\theta _{12}^\nu \end{array}`$ (24)
$`M_3`$ $``$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{m_{3D}^2}{m_1}}\mathrm{sin}^2\theta _{12}^\nu `$ (25)
and the RH mixing angles $`\beta _{13}\frac{\sqrt{2}m_{1D}}{m_{3D}}\mathrm{cot}\theta _{12}^\nu `$ and $`\beta _{23}\frac{m_{2D}}{m_{3D}}`$. We have deduce simple expression for $`\beta _{13}`$. In Fig. 2 $`M_1`$, $`M_2`$ and $`\mathrm{sin}^22\beta _{12}`$ near $`r_{32}^{\mathrm{res}}2\frac{m_{2D}^2}{m_{1D}^2}\mathrm{sin}^2\theta _{12}^\nu 10^4`$ are numerically plotted taking $`m_3^2=0.1\mathrm{eV}^2`$. The behavior $`\mathrm{sin}^22\beta _{12}`$ as a functions of $`r_{32}`$ is also a resonance peaked at $`r_{32}^{\mathrm{res}}`$. Taking $`10^1\mathrm{eV}^2<m_3^2\mathrm{\Delta }m_{\mathrm{atm}.}^2<10^3\mathrm{eV}^2`$ in consider, the domain of $`m_2^2`$ corresponding to $`r_{32}^{\mathrm{res}}`$ is $`10^{11}10^{13}`$ which lies in the region of the vacuum oscillation (VO) solution to the solar neutrino problem. For the large mixing MSW effect and low mass MSW effect, one always has $`\frac{m_3}{m_2}<2\frac{m_{2D}^2}{m_{1D}^2}\mathrm{sin}^2\theta _{12}^\nu `$ and so

$$M_1\frac{m_{1D}^2}{m_2}\frac{1}{\mathrm{sin}^2\theta _{12}^\nu },M_22\frac{m_{2D}^2}{m_3},M_3\frac{1}{2}\frac{m_{3D}^2}{m_1}\mathrm{sin}^2\theta _{12}^\nu ;$$
(26)
$$\beta _{12}\frac{1}{\sqrt{2}}\frac{m_{1D}}{m_{2D}}\mathrm{cot}\theta _{12}^\nu ,\beta _{13}\sqrt{2}\frac{m_{1D}}{m_{3D}}\mathrm{cot}\theta _{12}^\nu ,\beta _{23}\frac{m_{2D}}{m_{3D}}.$$
(27)
For VO, we have the similar tendency of $`M_{1,2}`$ with the increase of $`r_{32}`$ as that of $`M_{2,3}`$ with the increase of $`r_{21}`$ in the SMA case. So the allowed region of the mass-squared difference $`\mathrm{\Delta }m_{23}^2`$ could be confined in a relatively narrow range from the RH Majorana neutrino spectrum. Inserting $`m_2\sqrt{\mathrm{\Delta }m_{solar}^2}\sqrt{6.5\times 10^{11}}\mathrm{eV}`$ and $`\mathrm{sin}^22\theta _{12}^\nu \mathrm{sin}^22\theta _{solar}0.75`$  in Eq. (Resonance in the seesaw mechanism), we obtain $`M_1M_23.6\times 10^9\mathrm{GeV}`$ and $`M_31.8\times 10^{17}r_{21}\mathrm{GeV}`$ when $`r_{32}4.1\times 10^4`$.

To summarize, from the mass spectrum of RH Majorana neutrino, we can infer whether the long wave-length vacuum oscillation or the matter-enhanced conversion is responsible for the solar neutrino deficit. If the small mixing MSW effect is just the case, the electron neutrino mass may be inferred from the structure of mass spectrum of the RH Majorana neutrino. On the other hand, if the solar neutrino deficit is due to the vacuum oscillation, the structure of such a spectrum could constrain the region of the $`m_{2,3}`$. However, $`M_3(1.8\times 10^{17}\mathrm{eV})`$ is too large to be believable in VO case. Note that $`M_{2,3}`$ are near the unification scale ($`10^{16}\mathrm{GeV}`$)  in the supersymmetric case while $`M_1`$ is even far less than the intermediate scale ($`10^910^{13}\mathrm{GeV}`$) . It would be interesting if the information about the spectrum of the RH Majorana neutrino can be corroborated by other theories such as the supersymmetry theory or the string.

The results are dependent on the precise determination of $`U_{e3}`$. Such a goal is expected to be reached in the undergoing or forthcoming neutrino long baseline experiment, registration of the neutrino bursts from the Galactic supernova by existing detectors SK and SNO, and the neutrino factories .

###### Acknowledgements.

We would like to express our sincere thanks to Professor T.K. Kuo for his warmly help in the research progressing. We are grateful to Dr. Du Taijiao for his careful examination of the paper especially the numerical results. The authors also thank Dr. Du Taijiao and Dr. Tu Tao for useful discussions. This research is supported by the National Science Foundation in China grant No.19875047.