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# Pattern formation with a conservation law

## 1 Introduction

The mathematical theory of pattern formation has a wide range of applications. In the field of fluid mechanics, the most widely studied example is Rayleigh–Bénard convection and its variants, but there are many other examples such as Taylor–Couette flow and solidification of alloys. Pattern-forming systems can also be found in many chemical and biological systems (see the review by Cross and Hohenberg 1993).

In this paper we consider pattern formation in one space dimension in systems sufficiently large to allow a large-scale modulation of the pattern. It is assumed that the system has some reflection symmetry, that the onset of instability is stationary, and that the onset of pattern formation occurs with a non-zero wavenumber. In this case, the equation governing the modulation of the small-amplitude pattern is in general the real Ginzburg–Landau equation. This well known result has recently been given rigorously by Melbourne (1999). The behaviour of the real Ginzburg–Landau equation is straightforward: a regular periodic pattern is stable provided its wavenumber lies within the Eckhaus band (Eckhaus 1965); patterns outside this band are unstable, and the instability is subcritical (Fauve 1987, Tuckerman and Barkley 1990). Physically, patterns in which the wavenumber is either too large or too small adjust to a different wavenumber by adding or losing waves.

However, there is a large class of problems in which the onset of pattern formation at finite wavenumber is not governed by the Ginzburg–Landau equation. Such problems arise when the system possesses a conservation law (Cross and Hohenberg 1993, p. 883). To be specific, we suppose that this conservation law may be written in the form

$$\frac{w}{t}+\frac{}{x}f(w)=0,$$

with appropriate boundary conditions, from which it follows that $`w`$ is conserved, that is,

$$\frac{\mathrm{d}}{\mathrm{d}t}wdx=0,$$

where the integral is taken over the entire spatial domain. The conservation law leads to a neutral large-scale mode, which must be included in the dynamics if a correct description of the behaviour near onset is to be obtained.

The resulting behaviour depends on how the reflection symmetry acts on the large-scale mode. The case in which the large-scale mode changes sign upon reflection arises when the system has Galilean invariance (Coullet and Fauve 1985). This case was studied by Matthews and Cox (1999), who showed that all steady patterns are unstable, with the instability growing more rapidly than the rate of formation of the pattern. As a consequence, a highly disordered state is found, even near onset.

In this paper we study the case where the large-scale mode does not change sign under reflection. Physically, this corresponds to the mode representing a density rather than a flow. Similar problems have been considered by Riecke (1992a, 1992b, 1996) and Herrero and Riecke (1995) for convection in binary mixtures, but in this case the bifurcation is oscillatory and asymptotically self-consistent amplitude equations were not obtained.

Experiments demonstrating the effects of coupling between short-scale pattern modes and large-scale mean flows have been carried out in a variety of flows. In surface tension-driven convection, VanHook et al. (1995, 1997) have shown how the presence of a large-scale surface-deformational mode can lead to dry spots and high spots. In a two-layer viscous shear flow (Barthelet and Charru 1998, Charru and Barthelet 1999), finite-amplitude interfacial waves become unstable through coupling to a large-scale mode which may be traced back to conservation of mass of each fluid. In liquid crystals (Hidaka et al. 1997), complicated spatio-temporal convection patterns are traced to the presence of a large-scale mode arising in the degeneracy of the system.

The paper is organised as follows. In § 2 we derive the governing amplitude equations by symmetry and scaling arguments and then, in § 3, analyse their properties. We consider the stability of small-amplitude solutions, and the behaviour of fully nonlinear solutions of the amplitude equations, in particular localised states. In § 4 we illustrate how the insights we have gained apply to a model partial differential equation (PDE), through numerical simulation. We also demonstrate how the behaviour of the full PDE diverges from that predicted by the leading-order amplitude equations, as the parameters are varied, and analyse this divergence in § 5. We then describe, in § 6, three physical examples in which our amplitude equations arise. In § 7 we summarise our results.

## 2 Derivation of mean-mode and pattern-mode equations

In this section we derive the governing amplitude equations for pattern formation with a conservation law, using two different methods. In § 2.1 the equations are deduced from symmetry considerations, while in § 2.2 a model PDE is introduced and the amplitude equations are derived by asymptotic expansions near the onset of pattern formation.

### 2.1 Derivation of equations from symmetry

Consider a PDE or system of PDEs with a conserved quantity and a basic zero state. If a quantity $`w(x,t)`$ is conserved, it must be possible to write $`w/t`$ as the divergence of a flux. It follows that when the expression for $`w/t`$ is linearised, there can be no terms linear in $`w`$ except those involving $`x`$-derivatives. If we assume, furthermore, that the system possesses the reflection symmetry

$$xx,ww$$
(2.1)
then only even $`x`$-derivatives occur. Thus $`w`$ is density-like (a velocity-like quantity would satisfy $`xx`$, $`ww`$ instead; see Matthews and Cox (1999), Tribelsky and Velarde (1996)). On large spatial scales, the leading linear term is the second derivative $`w_{xx}`$, so $`w(x,t)`$ obeys the diffusion equation and the growth rate $`\lambda `$ of modes with wavenumber $`k`$ is proportional to $`k^2`$. This indicates that large-scale modes are almost neutral, evolving on a long timescale, and must be included in the analysis of pattern formation.

Suppose that the system supports stationary patterns with a wavenumber $`k`$, which we take to be the critical wavenumber according to linear stability theory; we may set $`k=1`$ with no loss of generality. Near the onset of pattern formation the appropriate ansatz is then

$$w(x,t)\stackrel{~}{A}(X,T)\mathrm{}^{\mathrm{i}x}+\stackrel{~}{A}^{}(X,T)\mathrm{}^{\mathrm{i}x}+\stackrel{~}{B}(X,T),$$
(2.2)
where $`X`$ and $`T`$ are rescaled forms of $`x`$ and $`t`$, and $`\stackrel{~}{A}`$ and $`\stackrel{~}{B}`$ are small amplitudes. Note that the amplitude $`\stackrel{~}{A}`$ is complex, with $`A^{}`$ denoting the complex conjugate of $`A`$, but $`\stackrel{~}{B}`$ is real.

The amplitude equations for $`\stackrel{~}{A}`$ and $`\stackrel{~}{B}`$ can be written down by imposing the symmetries of translation in $`x`$

$$\stackrel{~}{A}\stackrel{~}{A}e^{i\chi },\stackrel{~}{B}\stackrel{~}{B}$$
(2.3)
and reflection

$$XX,\stackrel{~}{A}\stackrel{~}{A}^{},\stackrel{~}{B}\stackrel{~}{B}.$$
(2.4)
In the absence of the large-scale mode $`\stackrel{~}{B}`$, $`\stackrel{~}{A}`$ obeys the real Ginzburg–Landau equation. Coupling terms in this equation must include $`\stackrel{~}{A}`$ because of (2.3), so the leading coupling term in the $`\stackrel{~}{A}`$ equation that is consistent with the symmetries is $`\stackrel{~}{A}\stackrel{~}{B}`$. The coefficient of this term is forced to be real by (2.4). In the absence of coupling terms, the equation for $`\stackrel{~}{B}`$ is the diffusion equation, and (2.3) forces coupling terms to involve equal numbers of $`\stackrel{~}{A}`$ and $`\stackrel{~}{A}^{}`$ terms. Since $`\stackrel{~}{B}`$ is conserved, all terms in the $`\stackrel{~}{B}`$ equation involve derivatives. The leading coupling term in the $`\stackrel{~}{B}`$ equation that is consistent with (2.4) is therefore $`(|\stackrel{~}{A}|^2)_{XX}`$.

These considerations give rise to amplitude equations of consistent asymptotic order if we introduce a small parameter $`ϵ`$ such that $`\stackrel{~}{A}=ϵA`$, $`\stackrel{~}{B}=ϵ^2B`$, $`X=ϵx`$, $`T=ϵ^2t`$. Furthermore, we take the system to be a distance of $`O(ϵ^2)`$ from the marginal surface in parameter space. With these scalings, the amplitude equations truncated to leading order are then

$`A_T`$ $`=`$ $`A+A_{XX}A|A|^2AB,`$ (2.5)
$`B_T`$ $`=`$ $`\sigma B_{XX}+\mu (|A|^2)_{XX},`$ (2.6)
where we have assumed that, in the absence of $`B`$, the bifurcation of the pattern mode is supercritical. All coefficients in (2.5) have been set to unity by rescaling $`T`$, $`X`$, $`A`$ and $`B`$. There are two coefficients, $`\sigma `$ and $`\mu `$, in (2.6) that cannot be removed by rescaling. We impose the condition $`\sigma >0`$ to ensure that the long-wavelength modes are weakly damped in the absence of $`A`$, but $`\mu `$ may have either sign. Equations analogous to (2.5)–(2.6) have previously been derived in the context of the secondary stability of cellular patterns (Coullet and Iooss 1990).

### 2.2 Derivation of equations from a model PDE

Consider the PDE

$$\frac{w}{t}=\frac{^2}{x^2}\left[rw\left(1+\frac{^2}{x^2}\right)^2wsw^2w^3\right],$$
(2.7)
where the terms inside the brackets are just those of the much-studied Swift–Hohenberg equation (Swift and Hohenberg 1977) with a symmetry-breaking quadratic term (Sakaguchi and Brand 1996, Matthews 1998). This equation has the required properties of reflection symmetry and a conservation law for $`w(x,t)`$.

The growth rate $`\lambda `$ of modes of wavenumber $`k`$ in (2.7) is given by

$$\lambda =k^2(r(1k^2)^2),$$
(2.8)
so for $`0<r1`$ a narrow band of wavenumbers near $`k=k_c=1`$ is unstable (figure 1).

We now follow the standard asymptotic methods to describe the behaviour of (2.7) for small $`r`$, by writing

$$r=ϵ^2r_2,T=ϵ^2t,X=ϵx.$$
(2.9)
The appropriate asymptotic expansion for $`w(x,t)`$ is then

$`w(x,t)`$ $`=`$ $`ϵA(X,T)\mathrm{}^{\mathrm{i}x}+ϵA^{}(X,T)\mathrm{}^{\mathrm{i}x}+ϵ^2B(X,T)`$ (2.10)
$`+ϵ^2C(X,T)\mathrm{}^{2\mathrm{i}x}+ϵ^2C^{}(X,T)\mathrm{}^{2\mathrm{i}x}+O(ϵ^3),`$
where the large-scale mode $`B`$ has been introduced at order $`ϵ^2`$.

The expansion (2.10) is substituted into (2.7) and the system is then solved at successive orders of $`ϵ`$. At $`O(ϵ)`$, (2.7) is automatically satisfied. At $`O(ϵ^2)`$, terms involving $`\mathrm{}^{2\mathrm{i}x}`$ appear, and from these we deduce that $`C=sA^2/9`$. At $`O(ϵ^3)`$, the amplitude equation for $`A`$ is deduced from the terms in $`\mathrm{}^{\mathrm{i}x}`$. The equation for $`B`$ follows from the terms independent of $`x`$ at $`O(ϵ^4)`$. These equations are

$`A_T`$ $`=`$ $`r_2A+4A_{XX}(32s^2/9)|A|^2A2sAB,`$ (2.11)
$`B_T`$ $`=`$ $`B_{XX}+2s(|A|^2)_{XX}.`$ (2.12)
The sign of $`s`$ is thus immaterial, and the bifurcation is supercritical if $`s^2<27/2`$. If this condition is satisfied then (2.11) and (2.12) can be rescaled to give (2.52.6).

Although the system (2.5)–(2.6) is generic for pattern-forming systems with a conservation law, in fact a conservation law alone is not sufficient to yield these equations. Only the first of the two nonlinear terms in (2.7) generates the coupling term in (2.5), so if we set $`s=0`$ there is no coupling and the dynamics is then governed by the Ginzburg–Landau equation alone. Furthermore, if the original PDE has the symmetry $`ww`$ then all nonlinear terms in (2.11) are cubic and again no coupling terms arise. This restriction will apply when we consider physical examples in § 6.

## 3 Analysis of the amplitude equations

In this section we analyse the steady solutions of the amplitude equations (2.52.6). We begin by considering small-amplitude, periodic solutions (rolls). We then investigate the super/subcritical nature of the instability, and, beyond the point where rolls become unstable, we calculate fully nonlinear solutions of (2.52.6).

### 3.1 Stability of patterns

In this section we analyse the stability of periodic solutions in the form of rolls. Rolls with wavenumber $`k_c+ϵq`$ correspond to solutions of (2.52.6) of the form $`A=a_0\mathrm{}^{\mathrm{i}qX}`$ and $`B=0`$, where the amplitude $`a_0`$ may be taken to be real and to satisfy $`a_0^2=1q^2`$. To analyse the stability of these rolls, we set

$$A=(a_0+a(X,T))\mathrm{}^{\mathrm{i}qX},B=b(X,T),$$
(3.1)
and linearise (2.52.6) in $`a`$ and $`b`$. Upon setting $`a=V(T)\mathrm{}^{\mathrm{i}lX}+W^{}(T)\mathrm{}^{\mathrm{i}lX}`$ and $`b=U(T)\mathrm{}^{\mathrm{i}lX}+U^{}(T)\mathrm{}^{\mathrm{i}lX}`$, we find

$`\dot{V}`$ $`=`$ $`(2q+l)lVa_0^2(V+W)a_0U,`$ (3.2)
$`\dot{W}`$ $`=`$ $`(2q+l)lWa_0^2(V+W)a_0U,`$ (3.3)
$`\dot{U}`$ $`=`$ $`\sigma l^2U\mu a_0l^2(V+W).`$ (3.4)
Solutions of (3.23.4) proportional to $`\mathrm{}^{\lambda T}`$ have a growth rate $`\lambda `$ that satisfies the cubic equation

$`\lambda ^3+(2l^2+\sigma l^2+2a_0^2)\lambda ^2l^2(2\mu a_0^22\sigma a_0^22a_0^2l^22\sigma l^2+4q^2)\lambda `$
$`l^4(2\mu a_0^22\sigma a_0^2\sigma l^2+4\sigma q^2)=0.`$ (3.5)
For modes with $`\lambda `$ real, there is instability if

$$2(\mu \sigma )a_0^2+\sigma (4q^2l^2)>0.$$
(3.6)
The most dangerous disturbance therefore arises in the limit $`l0`$, and so the criterion for instability is

$$(\mu \sigma )a_0^2+2\sigma q^2>0,$$
(3.7)
or, equivalently,

$$\mu (1q^2)>\sigma (13q^2).$$
(3.8)
From (3.7) it is clear that all rolls are unstable if

$$\mu >\sigma .$$
(3.9)
If $`\mu <\sigma `$ then rolls of sufficiently small amplitude are unstable; the criterion for instability can be expressed in terms of $`q`$ as

$$q^2>(\sigma \mu )/(3\sigma \mu ).$$
(3.10)
It is clear that when the coupling between the mean and pattern modes is removed ($`\mu =0`$), or more generally when $`|\sigma /\mu |1`$, the usual Eckhaus criterion $`q^2>1/3`$ for instability is recovered. In general, the band of stable rolls is narrowed if $`\mu >0`$ and widened if $`\mu <0`$.

Hopf bifurcations are also permitted in (3.5). We are able to make analytical progress in the small-$`l`$ limit, where one solution of (3.5) is $`\lambda =2a_0^2`$ while the other two obey

$$\lambda ^2a_0^2+\lambda l^2(a_0^2(1+\sigma \mu )2q^2)+l^4(\sigma \mu 3q^2\sigma +q^2\mu )=0.$$
(3.11)
It follows that there is oscillatory instability if $`q^2>(1+\sigma \mu )/(3+\sigma \mu )`$ provided that $`\mu \sigma \sigma ^2\mu >0`$. From these conditions it can be deduced that a Hopf bifurcation is possible only if $`\sigma <1`$, $`\mu <0`$ and $`q^2>1/3`$. There is a Takens–Bogdanov point (a repeated zero eigenvalue) at $`q^2=1/(32\sigma )`$ when $`\mu (\sigma 1)=\sigma ^2`$.

The stability results are summarised in figure 2. Note that the stationary bifurcation given by (3.10) depends only on the ratio $`\mu /\sigma `$ but this is not true for the Hopf bifurcation.

The mechanism of instability in (2.52.6) is rather different from that of the Eckhaus instability. Even rolls with $`q=0`$ are unstable for $`\mu >\sigma `$, and in this case the unstable mode has $`V=W`$ so that $`a`$ is real and the instability is amplitude-driven rather than phase-driven. If there are regions where $`|A|^2`$ has a minimum, then, according to (2.6), $`B`$ grows in these regions if $`\mu >0`$. This leads to a positive value of $`B`$ which then reduces the size of $`A`$ further, through the coupling term in (2.5).

### 3.2 Nonlinear development of the instability

The results of § 3.1 show that for $`\mu >\sigma `$, all periodic patterns in (2.52.6) are unstable. We now consider the nonlinear development of the instability, to determine whether the bifurcation is subcritical or supercritical. The Eckhaus instability, for example, is known to give rise to a subcritical bifurcation (Fauve 1987, Tuckerman and Barkley 1990).

For simplicity we consider the case $`q=0`$, corresponding to rolls with wavenumber $`k_c`$. These are the last rolls to become unstable as $`\mu `$ is increased. In this case the stationary solution is $`A=1`$, $`B=0`$. Writing $`A=1+a(X,T)`$, $`B=b(X,T)`$, cf. (3.1), we find that the imaginary part of $`a`$ decays so that we may take $`a`$ to be real. The nonlinear equations for the real-valued quantities $`a`$ and $`b`$ are then, from (2.52.6),

$`a_T=2a+a_{XX}3a^2a^3bab,`$ (3.12)
$`b_T=\sigma b_{XX}+\mu (2a+a^2)_{XX}.`$ (3.13)
A weakly nonlinear analysis is now employed, by writing

$`\mu =\mu _0+ϵ^2\mu _2,T_2=ϵ^2T,`$
$`a=ϵa_1+ϵ^2a_2+O(ϵ^3),b=ϵb_1+ϵ^2b_2+O(ϵ^3),`$
where the $`a_i`$ and $`b_i`$ are functions of $`X`$ and $`T_2`$. By considering a single mode,

$$a_1=a_{11}(T_2)\mathrm{cos}lX,b_1=b_{11}(T_2)\mathrm{cos}lX,$$

we find that the terms of order $`ϵ`$ in (3.123.13) give

$$b_{11}+(2+l^2)a_{11}=0\text{and}\mu _0=(1+l^2/2)\sigma ,$$

so the instability condition (3.9) is recovered for small $`l`$. At $`O(ϵ^2)`$ we deduce that

$$a_2=a_{20}+a_{22}\mathrm{cos}2lX,b_2=b_{22}\mathrm{cos}2lX,$$

where

$$a_{20}=(l^21)a_{11}^2/4,a_{22}=a_{11}^2/4\text{and}b_{22}=(1+l^2/2)a_{11}^2.$$

Applying the solvability condition at $`O(ϵ^3)`$ gives the equation for the evolution on the slow timescale $`T_2`$:

$$(\sigma l^2+2+l^2)\frac{\mathrm{d}a_{11}}{\mathrm{d}T_2}=2l^2\mu _2a_{11}+\frac{\sigma l^4(l^21)}{2}a_{11}^3.$$

Hence the bifurcation is a supercritical pitchfork provided that $`l<1`$. In a large periodic domain, the first modes to become unstable have small $`l`$, and so the bifurcation will in practice be supercritical.

### 3.3 Nonuniform steady solutions

We now extend the analysis of the previous subsection to consider fully nonlinear stationary solutions of the amplitude equations (2.5)–(2.6). Writing $`A=R\mathrm{exp}\mathrm{i}\mathrm{\Theta }`$, we find from the imaginary part of (2.5) that $`(R^2\mathrm{\Theta }_X)_X=0`$ and so $`\mathrm{\Theta }_X=\mathrm{\Omega }R^2`$, where $`\mathrm{\Omega }`$ is constant. From (2.6) we find, for solutions periodic in $`X`$, that

$$B=\mu ^{}(R^2R^2),$$
(3.14)
where $`\mathrm{}`$ denotes a spatial average. In deriving (3.14), we have taken $`B=0`$, which corresponds to an initial condition such that $`w=0`$ (and hence $`w=0`$ for all time). Any other initial value for $`w`$ is equivalent to $`w=0`$ under a rescaling of the parameters $`r`$ and $`s`$ in (2.7). From the real part of (2.5), it then follows that $`R`$ satisfies

$$0=(1\mu ^{}R^2)R+R_{XX}(1\mu ^{})R^3\mathrm{\Omega }^2R^3.$$
(3.15)
This equation may be integrated once, and is then more conveniently expressed in terms of $`Q=R^2`$:

$$Q_{}^{}{}_{}{}^{2}=2(1\mu ^{})Q^3+4(\mu ^{}Q1)Q^2+4HQ4\mathrm{\Omega }^2,$$
(3.16)
where $`H`$ is a constant of integration. The solution is readily determined in terms of the Weierstrass elliptic function $`𝒫`$ (Abramowitz and Stegun 1965, Whittaker and Watson 1962) to be

$$Q=\frac{2}{(1\mu ^{})}𝒫(X;g_2,g_3)+,$$
(3.17)
where

$`g_2`$ $`=`$ $`2(1\mu ^{})H+\frac{4}{3}(\mu ^{}Q1)^2`$ (3.18)
$`g_3`$ $`=`$ $`\frac{2}{3}(1\mu ^{})(\mu ^{}Q1)H\frac{8}{27}(\mu ^{}Q1)^3+(1\mu ^{})^2\mathrm{\Omega }^2`$ (3.19)
$``$ $`=`$ $`{\displaystyle \frac{2(\mu ^{}Q1)}{3(1\mu ^{})}},`$ (3.20)
and $`g_2`$ and $`g_3`$ are the usual parameters of $`𝒫`$. The amplitude and period of the solution are implicitly related through the appearance of the quantity $`Q`$ in (3.18)–(3.20).

Although (3.17) provides an exact solution, it requires specification of $`\mu ^{}`$, $`H`$, $`\mathrm{\Omega }`$ and the spatial period to permit analysis of its solutions. Rather more analytical progress is possible if we restrict attention to the invariant subspace in which $`A`$ is real. We suppose that the solution has spatial period $`L`$ (note that, as a consequence, $`ϵL=2n\pi `$ for some integer $`n`$). Equations (2.5)–(2.6) become

$`0`$ $`=`$ $`A+A_{XX}A^3AB,`$ (3.21)
$`0`$ $`=`$ $`B_{XX}+\mu ^{}(A^2)_{XX},`$ (3.22)
where

$$\mu ^{}=\mu /\sigma .$$

Integrating (3.22) twice and imposing periodicity gives the result

$$B+\mu ^{}A^2=\mu ^{}A^2,$$
(3.23)
corresponding to (3.14). Eliminating $`B`$ from (3.21) gives

$$0=(1\mu ^{}A^2)A+A_{XX}(1\mu ^{})A^3.$$
(3.24)
Before describing the periodic solutions of (3.21)–(3.22), it is instructive to consider a solution that is a good asymptotic approximation:

$$A=A_0\text{sech}(cX),$$
(3.25)
where $`\mu ^{}A^2=1+c^2`$ and $`\mu ^{}=1+2c^2/A_0^2`$. Note that the solution exists only for $`\mu ^{}>1`$, which is consistent with the stability boundary (3.9) and the result from § 3.2 that the bifurcation at $`\mu ^{}=1`$ is supercritical. For large values of $`cL`$, $`cLA^22A_0^2`$. Using this approximation for $`A`$, we obtain for $`c`$ the quadratic equation

$$c^24\mu ^{}c/L(\mu ^{}1)+1=0,$$

which has real solutions only for

$$1<\mu ^{}<L/(L2),$$
(3.26)
indicating that a saddle–node bifurcation occurs at $`\mu ^{}=L/(L2)`$ and that for $`\mu ^{}>L/(L2)`$ no such solution exists. At large amplitude the solution branch approaches $`\mu ^{}=1`$ and the amplitude is given by $`A_04\sqrt{2}\mu ^{}/L(\mu ^{}1)^{3/2}`$. The solution (3.25) is of particular significance because, as we shall see, it can be stable and is observed in the numerical simulations described in § 4.

Spatially periodic solutions of (3.24) can be written in terms of the Jacobi elliptic functions  sn,  cn and  dn. In all that follows, $`m`$ denotes the standard parameter of these functions (Whittaker and Watson 1962, Abramowitz and Stegun 1965), and we use the notation $`\mathrm{}`$ as above, so that

$$f(X)\frac{1}{4K}_0^{4K}f(X)dX,$$

where $`K`$ is the real quarter-period, given by

$$K(m)=_0^{\pi /2}\frac{\mathrm{d}\theta }{(1m\mathrm{sin}^2\theta )^{1/2}}.$$

#### 3.3.1 dn

When $`\mu ^{}>1`$, there exist solutions of (3.24) in the form

$$A=A_0\text{ dn}cX,$$
(3.27)
where

$$(2m)c^2=A_0^2\mu ^{}\text{ dn}^2cX1,2c^2=A_0^2(\mu ^{}1),cL=2K.$$
(3.28)
Given the parameter $`\mu ^{}`$ and the length $`L`$ of the domain, the three equations in (3.28) serve to determine the three unknowns $`A_0`$, $`c`$ and $`m`$. However, the computation of solutions is more easily accomplished if $`L`$, say, is fixed, while $`m`$ is varied in the range $`0m<1`$ to yield corresponding values of $`A_0`$, $`c`$ and $`\mu ^{}`$.

For small $`m`$, the solution takes the form

$$A(1+\frac{1}{4}m)(1\frac{1}{2}m\mathrm{sin}^2(\pi X/L)),$$
(3.29)
indicating that these solutions branch from the uniform state $`A1`$; the branching takes place at $`\mu ^{}=1+2\pi ^2/L^2`$ (corresponding to $`m=0`$). Furthermore, it is readily shown from (3.28) that for small $`m`$

$$\mu ^{}=1+\frac{2\pi ^2}{L^2}+\frac{\pi ^2}{16L^4}(L^24\pi ^2)m^2+O(m^3),$$
(3.30)
confirming the result of § 3.2 that the bifurcation is supercritical when $`L>2\pi `$ ($`l<1`$ in the notation of § 3.2) and subcritical when $`L<2\pi `$ ($`l>1`$).

As $`m`$ is increased from zero to unity, the corresponding values of $`\mu ^{}`$ increase to a maximum $`\mu _d`$ (given approximately in (3.26) by $`\mu _dL/(L2)`$), and then decrease monotonically so that

$$\mu ^{}1+\frac{4}{\mathrm{ln}(16/m_1)},$$
(3.31)
as $`m1^{}`$, where $`m_1=1m`$. We have used the well known result that

$$K\mathrm{ln}(4/m_1^{1/2})$$
(3.32)
in this limit. Thus a saddle–node bifurcation takes place at $`\mu ^{}=\mu _d`$, and for $`\mu ^{}>\mu _d`$ no solutions of the form (3.27) exist. Figure 3 shows the bifurcation diagram for dn-type solutions of (3.21)–(3.22) subject to periodic boundary conditions with $`L=5\pi `$ and $`L=10\pi `$. The saddle–node bifurcations occur at $`\mu _d=1.146`$ and $`\mu _d=1.068`$ respectively, in agreement with our approximation (3.26). Since the bifurcation is supercritical in each case, the lower branch of solutions is stable but the upper branch is unstable.

When $`m`$ is small, the solution for $`A`$ takes the form of small, almost sinusoidal perturbations to the uniform state $`A1`$. As $`m`$ is increased, the peak of $`A`$ becomes narrow and the trough broadens. As $`m1^{}`$, the peak increases greatly in amplitude and the solution takes the form

$$A\frac{2K^{3/2}}{L}\text{ sech}\frac{2KX}{L}$$
(3.33)
where $`\mu ^{}1+2/K`$, and $`K\mathrm{}`$ according to (3.32). In this limit, the solution for $`A`$ thus takes the form of a single sech-type pulse as given by (3.25). The dn solutions are illustrated in figure 4.

These results indicate that for $`\mu _d>\mu ^{}>1`$ a soliton-like solution exists to (2.5)–(2.6). For $`\mu ^{}>\mu _d`$, numerical simulations of (2.5)–(2.6) indicate that the solution blows up, signalling a transition to a fully nonlinear solution of the original PDEs (for example (2.7)). This blow-up can be avoided by adding higher-order terms to the amplitude equations, which we discuss in § 5.

#### 3.3.2 cn

When $`\mu ^{}>1`$, solutions also exist in the form

$$A=A_0\text{ cn}cX,$$
(3.34)
where

$$(2m1)c^2=A_0^2\mu ^{}\text{ cn}^2cX1,2mc^2=A_0^2(\mu ^{}1),cL=4K.$$
(3.35)
When $`m`$ is small, $`A\sqrt{2}(14\pi ^2/L^2)^{1/2}\mathrm{cos}(2\pi X/L)`$, and hence we require $`L>2\pi `$ for the existence of this solution in this limit. Further analysis indicates that for general values of $`m`$ a solution exists only when

$$L^2>g(m)16K^2[1+2m(\text{ cn}^2cX1)].$$
(3.36)
The function $`g(m)`$ is shown in figure 5. It is clear from (3.36) and figure 5 that if $`L>2\pi `$ the solution (3.34) exists for all $`m`$ between zero and unity. If, on the other hand, $`L<2\pi `$ then solutions exist for $`m_L<m<1`$, where $`g(m_L)=L^2`$. Regardless of the value of $`L`$, these solutions exist for $`m>m_00.826115`$. If $`L>2\pi `$ then as $`m`$ is increased from zero, $`\mu ^{}`$ increases from unity to a maximum value $`\mu _c`$ (given approximately by $`\mu _c=L/(L4)`$) and then decreases monotonically according to (3.31) as $`m1^{}`$. If $`L<2\pi `$ then as $`m`$ is increased from $`m_L`$, $`\mu ^{}`$ decreases monotonically from infinity, again according to (3.31) as $`m1^{}`$.

As $`m`$ is increased, the peaks of $`A`$ become more pronounced, larger in amplitude and narrower, while the regions in which $`A`$ has small amplitude become broader. In the limit $`m1^{}`$, the solution is approximately given by two sech-type pulses, one positive and one negative; with an appropriate choice of origin in $`X`$, the solution for $`0<X<L`$ satisfies

$$A\frac{4K^{3/2}}{L}\left[\text{ sech}\frac{4KX}{L}\text{ sech}\frac{4K(XL/2)}{L}\right],$$

with $`K`$ and $`m`$ related through (3.32). The cn solutions are illustrated in figure 6.

#### 3.3.3 sn

The final type of solution that may be expressed in the form of Jacobi elliptic functions applies when $`\mu ^{}<1`$, and is

$$A=A_0\text{ sn}cX,$$
(3.37)
where

$$(1+m)c^2=1A_0^2\mu ^{}\text{ sn}^2cX,2mc^2=A_0^2(1\mu ^{}),cL=4K.$$
(3.38)
For small $`m`$, these solutions match with the cn solutions (allowing for an unimportant translation in $`X`$), with $`A\sqrt{2}(14\pi ^2/L^2)^{1/2}\mathrm{sin}(2\pi X/L)`$. As this expression indicates, the small-$`m`$ solutions require $`L>2\pi `$. In fact, for general values of $`m`$, the length $`L`$ of the domain must satisfy

$$L^2>h(m)16K^2[1+m2m\text{ sn}^2cX].$$
(3.39)
The function $`h(m)`$ is monotonic increasing, with $`h(0)=4\pi ^2`$ and $`h(m)\mathrm{}`$ as $`m1^{}`$. Thus solutions of the form (3.37) do not exist if $`L<2\pi `$; if $`L>2\pi `$, solutions exist for $`0<m<m_L`$, where $`h(m_L)=L^2`$. As $`m`$ increases towards $`m_L`$, $`\mu ^{}`$ decreases monotonically to $`\mathrm{}`$, the peaks and troughs in $`A`$ becoming broader. Provided $`L`$ is large, the profile near $`X=0`$ is approximately a front of the form

$$A\mathrm{tanh}\frac{4KX}{L}$$

as $`mm_L^{}`$, the front near $`X=L/2`$ being given by symmetry. The sn solutions are illustrated in figure 7.

A bifurcation diagram showing all three types of solution (cn, dn and sn) is given in figure 8. Note that only the dn solutions bifurcate from the periodic rolls represented by $`A=1`$.

The solutions described above are those containing the minimal number of peaks and troughs within the periodic domain. Other solutions, containing $`n`$ sets of peaks and troughs can also be constructed by replacing $`K`$ by $`nK`$ in the last equation of (3.28), (3.35) or (3.38).

## 4 Numerical simulations of a model PDE

In this section we illustrate the application of the results of the previous sections through numerical simulations of the PDE (2.7), assuming periodic boundary conditions. From the analysis of § 2.2, the system is governed by the amplitude equations (2.5)–(2.6) with

$$\sigma =\frac{1}{4}\text{and}\mu =\frac{s^2}{32s^2/9}.$$
(4.1)
A pseudospectral method is employed in which the nonlinear terms are computed in physical space using FFTs. Time advancement is carried out by approximating the nonlinear terms as a linear function of time and then obtaining exact solutions using the known growth rate of the linear terms (2.8).

In order to approach the asymptotic regime, the size of the periodic domain must be large and the driving parameter $`r`$ must be small. Initially, the length of the domain is chosen to be $`62\pi `$, so that $`31`$ periods of the pattern are contained in the box, the forcing parameter is $`r=0.01`$ and the number of grid points in physical space is 256. The effective length of the domain for the amplitude equations (2.5)–(2.6) in terms of the lengthscale $`X`$ is then $`L=62\pi \sqrt{r}/2=3.1\pi `$. Note that since $`L>2\pi `$, the result of § 3.2 indicates that the bifurcation from a regular pattern to a modulated pattern is supercritical. In the limit of large $`L`$ the condition (3.9) for rolls to be unstable is $`\mu >\sigma `$, which is equivalent to $`s^2>27/38`$. For finite $`L`$ the condition is (3.6), which yields $`\mu >\sigma (1+2\pi ^2/L^2)`$, or $`|s|>0.9215`$ for $`L=3.1\pi `$. In our numerical simulations of (2.7) at $`r=0.01`$, we find good agreement with this asymptotic result, rolls being unstable for $`|s|>0.927`$.

A sequence of numerical solutions of (2.7) with $`r=0.01`$ for different values of $`s`$ is shown in figure 9. In all cases, the solution shown is the final steady state after all transients have decayed; to reach this state the computation must be continued for several thousand time units. In figure 9(a), $`s=0.9`$ and a stable periodic solution is found. For $`s=0.93`$ (figure 9(b)), slightly beyond the bifurcation, a modulated pattern appears. The amplitude of the modulation is small, which is consistent with the result of § 3.2 that the bifurcation is supercritical. As $`s`$ is increased, the amplitude of the modulation steadily increases (figure 9(c,d)), until there are regions in which the pattern is almost completely suppressed and regions in which the amplitude of the pattern becomes large. The envelope of the pattern takes the form of the dn or sech solutions described in § 3.3 (see figure 4); we have not found any of the cn or sn solutions, which suggests that they are unstable.

The increasing amplitude of these solutions means that the numerical simulations are no longer within the asymptotic regime of validity of the equations (2.5)–(2.6); in particular, for this value of $`r`$ we do not find the saddle–node bifurcation, which, according to (3.26), should occur when $`s=0.939`$ in (2.7).

To find this saddle–node bifurcation it is necessary to carry out further sequences of numerical simulations at smaller values of $`r`$. In order to keep the value of $`L`$ constant, the length of the domain (and the number of grid points) must be increased in proportion to $`r^{1/2}`$. The numerically obtained bifurcation diagrams, with $`r`$ successively reduced by a factor of 4, are compared with the solution of the amplitude equations in figure 10. The function $`A`$ is obtained numerically from the part of the spectrum of the numerical solution near $`k=1`$ and scaled appropriately with $`r^{1/2}`$. For a domain size $`62\pi `$ with $`r=0.01`$ there is no saddle–node bifurcation and the numerical and theoretical bifurcation diagrams are not in close agreement. With a domain size $`124\pi `$ and $`r=0.0025`$, agreement is better near the pitchfork bifurcation but there is still no saddle–node bifurcation. Finally, for a domain size $`248\pi `$ with $`r=0.000625`$ a saddle–node bifurcation appears at $`s=0.944`$, close to the theoretical value of 0.939. Beyond this point the numerical results jump to a solution of much larger amplitude, and there is a region of hysteresis where two stable solutions exist.

For larger values of $`s`$, finite-amplitude solutions of (2.7) are found, that cannot be described in terms of the amplitude equations. In some cases there are multiple stable solutions. For example, in figure 11 we show two solutions computed at $`s=1.6`$, from different initial states. In one plot there are two regions of pattern, and in the other only one. The amplitude of the solution appears to be approximately the same in each simulation. However, the single pulse has roughly twice the width of each of the smaller pulses, so in each simulation an equal proportion of the computation domain seems to be occupied by the pattern. Furthermore, it is clear that the envelope is rather broader than a sech profile, particularly in figure 11(b), where the envelope consists of two nearly uniform regions separated by a pair of fronts. In addition to those displayed in figure 11, we have found further steady (or quasi-steady) solutions of (2.7), including a single-pulse solution containing six large waves (rather than the seven in figure 11(b)) and a two-pulse solution where the pulses are of unequal size, one containing three, and the other four large waves. Closer examination of the numerical results indicates that the multi-pulse solutions are not quite stationary; the pulses are gradually moving.

## 5 Beyond the leading-order amplitude equations

In the previous section we have seen that agreement between the amplitude equations (2.5)–(2.6) and the behaviour of the full PDE (2.7) only occurs for extremely small values of $`r`$. This agreement can be improved by introducing higher-order terms into (2.5)–(2.6). Rather than include all possible terms that might arise at the next order in (2.5)–(2.6), we focus on one term.

To motivate our choice of higher-order term, we note that when we compute the $`x`$-average of $`w^3`$, the leading-order contribution is $`ϵ^4(\frac{2}{3}s|A|^4+6|A|^2B)`$. For moderate values of $`s`$, the term $`6ϵ^4|A|^2B`$ dominates. After rescaling the equations for $`A`$ and $`B`$ so that $`A`$ satisfies (2.5), we find that $`B`$ satisfies

$$B_T=\sigma B_{XX}+\mu (|A|^2)_{XX}+\delta (B|A|^2)_{XX},$$
(5.1)
where $`\sigma `$ and $`\mu `$ are given by (4.1) and

$$\delta =\frac{3ϵ^2}{2\left(3\frac{2}{9}s^2\right)}>0.$$
(5.2)
For future convenience we introduce the quantity $`M`$, defined by

$$(M\mu ^{}|A|^2)/(1+\delta |A|^2/\sigma )=0.$$
(5.3)
When $`\mu ^{}>0`$, the term in $`\delta `$ plays a stabilising role.

For steady solutions, the governing equation for $`A`$ becomes

$$0=A+A_{XX}A|A|^2A\left(\frac{M\mu ^{}|A|^2}{1+\delta |A|^2/\sigma }\right).$$
(5.4)
The bifurcation diagram for this equation, subject to the constraint (5.3), is indicated in figure 12. The bifurcation diagram is changed significantly even by very small values of $`\delta `$. For example, whereas there is a single saddle–node bifurcation for $`\delta =0`$, when $`\delta >0`$ there is a pair of saddle–node bifurcations. This pair exists only for $`\delta /\sigma `$ less than approximately 0.0009, and for larger values of $`\delta /\sigma `$ the curve is monotonic.

We now wish to determine the effect of small $`\delta `$ upon the envelope of the pattern, since our numerical simulations suggest that the envelope will broaden from a sech profile as the envelope becomes more developed. For small $`\delta `$, (5.4) is approximately

$$0=(1M)A+A_{XX}(1\mu ^{}\delta M/\sigma )A|A|^2\mu ^{}\delta A|A|^4/\sigma .$$
(5.5)
and so to determine the effect of $`\delta `$ upon the envelope, it is instructive to examine the model equation

$$f^{\prime \prime }=ff^3+\delta f^5.$$
(5.6)
This model contains the essential features of the problem (5.3) and (5.5) for $`A`$, and has the exact solution

$$f=b^{1/2}\left(\frac{1}{4}(b2)+\mathrm{cosh}^2x\right)^{1/2},$$
(5.7)
where $`b=2/(116\delta /3)^{1/2}`$. When $`\delta =0`$, $`f=\sqrt{2}\text{ sech}x`$, but as $`\delta `$ increases the profile broadens and flattens (see figure 13), giving envelopes reminiscent of those in figure 11.

## 6 Examples

Since conservation laws arise very commonly in nature, it turns out that a wide variety of pattern formation problems are governed by the system (2.5)–(2.6) rather than the Ginzburg–Landau equation alone.

In thermal convection in a rotating layer with stress-free boundaries, the conserved quantity is horizontal momentum and the corresponding long-wave mode is a large-scale flow along the axes of the convection rolls. In the analysis of Cox and Matthews (2000), (2.5)–(2.6) appear as a special case, and it can be shown that rotating convection is unstable for moderate values of the Prandtl number.

In Marangoni convection (driven by surface tension), the fluid has a free surface and the equation for the layer depth is constrained by conservation of mass. Equations similar to (2.5)–(2.6), but with one extra term, were derived by Golovin, Nepomnashchy and Pismen (1994); in this case, however, the parameter $`\mu `$ is negative and so no instability arises.

In §§ 6.1 and 6.2 below, we derive an equation similar to (2.7) for two problems in convection; in § 6.3, we directly derive amplitude equations equivalent to (2.5)–(2.6) for magnetoconvection between ‘ideal’ horizontal boundaries.

### 6.1 Application to convection with a nonlinear equation of state

A physical problem that gives rise to amplitude equations of the form considered here is convection between boundaries at which the heat flux is fixed (Roberts 1985, Matthews 1988a, 1988b). The fluid has a nonlinear equation of state,

$$\rho _{}=\rho _0\left[1\alpha (T_{}T_0)\beta (T_{}T_0)^2\right],$$
(6.1)
relating the fluid density $`\rho _{}`$ to the temperature $`T_{}`$. The coefficients $`\alpha `$, $`\beta `$ and $`T_0`$ are constants. This equation of state is appropriate for water around $`4^{}`$C, for example. The crucial feature of this problem is that the total heat in the layer is conserved; the fixed-flux boundary conditions allow a large-scale, slowly-evolving depth-averaged temperature mode, $`\mathrm{\Theta }`$.

We suppose that the temperature profile is nonlinear, of the form (Matthews 1988a, 1988b):

$$T_{}=T_0+𝒜z_{}^3z_{},$$
(6.2)
where $`z_{}`$ is the vertical coordinate. The problem is expressed in dimensionless variables by adopting the scales $`d=(/𝒜)^{1/2}`$, $`d`$ and $`d^2/\kappa `$ for length, temperature and time. We then find the equations governing two-dimensional motions to be

$`P^1\left(^2\psi _t+J(\psi ,^2\psi )\right)`$ $`=`$ $`R\theta _x+^4\psi +R\mathrm{\Delta }(z^3z+\theta )\theta _x,`$ (6.3)
$`\theta _t+J(\psi ,\theta _z)+(3z^21)\psi _x`$ $`=`$ $`^2\theta ,`$ (6.4)
where the $`x`$\- and $`z`$-components of velocity may be expressed in terms of the streamfunction $`\psi `$ as $`(u,w)=(\psi _z,\psi _x)`$, and the Jacobian is defined by $`J(f,g)=f_xg_zf_zg_x`$. The perturbation to the temperature profile (6.2) is denoted by $`\theta `$. The Rayleigh number is

$$R=\frac{g\alpha d^4}{\nu \kappa },$$

where $`\nu `$ and $`\kappa `$ are, respectively, the coefficient of kinematic viscosity and the coefficient of thermal diffusivity, $`g`$ is the gravitational acceleration; the Prandtl number is $`P=\nu /\kappa `$, and $`\mathrm{\Delta }=2d\beta /\alpha `$. In deriving the PDE for $`\mathrm{\Theta }`$, we assume that the equation of state is only mildly nonlinear, so that $`|\mathrm{\Delta }|1`$.

We break the up–down symmetry of the problem by imposing rigid boundary conditions at $`z=H`$ but stress-free conditions at $`z=H`$. Thus

$$\psi =\psi _z=0\text{at }z=H$$
(6.5)
and

$$\psi =\psi _{zz}=0\text{at }z=H.$$
(6.6)
The important mathematical consequence of these boundary conditions is that the equation for $`\mathrm{\Theta }`$ then contains a quadratic nonlinear term of the form $`(\mathrm{\Theta }_X^2)_{XX}`$, where $`X`$ is a scaled $`x`$-coordinate. This term tends to lead to a supercritical bifurcation to rolls, unlike the quadratic term $`(\mathrm{\Theta }^2)_{XX}`$, which arises from the nonlinear equation of state, and which tends to lead to a subcritical bifurcation.

We suppose that the heat flux through the planes $`z=\pm H`$ is fixed, so that the perturbation heat flux $`\theta /z=0`$ at each boundary. The key consequence of this choice of boundary condition is that, for sufficiently small half-depth $`H`$, the critical mode of the linear stability problem has zero wavenumber (see figure 14).

We begin by considering the simpler case of a linear equation of state, with $`\mathrm{\Delta }=0`$. First we examine equations (6.3)–(6.4), linearised about the trivial state $`\psi =\theta =0`$. We find, making asymptotic expansions of the forms given by Roberts (1985) and Matthews (1988a), that modes with wavenumber $`k`$ have linear growth rate $`\lambda `$, where

$$\lambda (RR_0)R_0^1k^2a_4k^4,R_0=420H^4(11H^221)^1,$$
(6.7)
for small $`|RR_0|`$ and $`k`$. The coefficient $`a_4`$ is

$$a_4=\frac{8H^2(6831H^425738H^2+23751)}{1287(11H^221)^2}.$$

As a consistency check on these results, we note that as $`H0`$, $`R_020/H^4`$ and $`a_4232H^2/693`$. This limit corresponds to the problem with a linear equation of state and linear basic-state temperature profile, such as considered by Chapman and Proctor (1980). After appropriately rescaling of the depth of our fluid layer, we find that their results agree with ours in the limit as $`H0`$. When $`a_4>0`$, the largest wavenumbers in (6.7) are damped, and $`k=0`$ corresponds to a minimum of the marginal stability curve. This condition is satisfied for $`0<H<H_0`$, where $`H_01.2709`$ is the smaller positive root of $`a_4=0`$ (see figure 14).

The amplitude equation of interest applies when $`H`$ is close to $`H_0`$. We thus follow Roberts (1985) and Matthews (1988a) and let

$$R=R_0+ϵ^2R_2+ϵ^4R_4,\mathrm{\Delta }=ϵ^2D,H=H_0+ϵ^2H_2,$$
(6.8)
expanding the streamfunction and temperature perturbation as

$`\theta `$ $`=`$ $`ϵ^2\left[\theta _2(X,T)+ϵ^2\theta _4(X,z,T)+\mathrm{}\right]`$ (6.9)
$`\psi `$ $`=`$ $`ϵ^3\left[\psi _3(X,z,T)+ϵ^2\psi _5(X,z,T)+\mathrm{}\right],`$ (6.10)
where $`X=ϵx`$ and $`T=ϵ^6t`$. These scalings have been adopted to ensure a balance of terms in the equation derived below. Of course, it is reasonable to question the physical relevance of such a large power of $`ϵ`$ in the scaling of time, and we offer two partial justifications. The first is that, in fact, solutions to model PDEs of the form to be derived below are known to provide a good approximation to the full convection problem even when $`ϵ`$ is not particularly small (and hence $`ϵ^6`$ represents a physically achievable scaling). The second justification is that in deriving amplitude equations of the form (2.5)–(2.6) it is not necessary to pass through an intermediate stage involving the time scale $`ϵ^6t`$, this is just a convenient way to construct in an asymptotic fashion a long-wavelength model PDE.

At $`O(ϵ^2)`$ in (6.3)–(6.4), we find that $`^2\theta _2/z^2=0`$, subject to the boundary conditions $`\theta _2/z=0`$ at $`z=\pm H`$. The solution for $`\theta _2`$ is therefore independent of depth, as indicated in (6.9). After some algebra, we find from a solvability condition at $`O(ϵ^8)`$ that the amplitude equation for $`\mathrm{\Theta }=\theta _2(X,T)`$ is

$$\mathrm{\Theta }_T=\left\{\left(\frac{R_4}{R_0}+a_2D^2\right)\mathrm{\Theta }+(a_4^{}H_2+a_4^{\prime \prime }D)\mathrm{\Theta }_{XX}+a_6\mathrm{\Theta }_{XXXX}+a_q\mathrm{\Theta }_X^2\frac{1}{2}D\mathrm{\Theta }^2\right\}_{XX}$$
(6.11)
where the numerical values of the coefficients in (6.11) are given approximately by

$`a_2`$ $`=`$ $`7.588\times 10^5,`$ (6.12)
$`a_4^{}`$ $`=`$ $`8.966,`$ (6.13)
$`a_4^{\prime \prime }`$ $`=`$ $`0.1208,`$ (6.14)
$`a_6`$ $`=`$ $`0.3067,`$ (6.15)
$`a_q`$ $`=`$ $`5.5711.086/P,`$ (6.16)
$`R_0`$ $`=`$ $`49.80.`$ (6.17)
To ensure that all terms in the equation for $`\mathrm{\Theta }_T`$ arise at the same asymptotic order, $`R_2=a_7D`$, where $`a_70.4338`$.

After rescaling, we can write (6.11) as

$$\frac{w}{t}=\frac{^2}{x^2}\left[rw\left(1+\frac{^2}{x^2}\right)^2wsw^2\left(\frac{w}{x}\right)^2\right],$$
(6.18)
which is very similar in form to (2.7) considered in § 2.2. Following the asymptotic procedure outlined in § 2.2, we find that with $`w(x,t)`$ as in (2.10), the amplitudes of the pattern and large-scale modes satisfy

$`A_T`$ $`=`$ $`r_2A+4A_{XX}2(1s)(s+2)A|A|^2/92sAB,`$ (6.19)
$`B_T`$ $`=`$ $`B_{XX}+2(s+1)(|A|^2)_{XX}.`$ (6.20)
If $`2<s<1`$, the coefficient of the term $`A|A|^2`$ in (6.19) is negative, and the bifurcation to pattern (in the absence of $`B`$) is supercritical. Equations (6.19) and (6.20) are then equivalent to (2.5)–(2.6), after an appropriate rescaling.

From this analysis we find that the bifurcation to rolls is supercritical if $`2<s<1`$, and that all rolls are unstable if

$$2<s<\frac{1}{2}\frac{3\sqrt{57}}{38}1.096\text{or}0.096\frac{1}{2}+\frac{3\sqrt{57}}{38}<s<1,$$
(6.21)
where

$$s=\frac{a_6^{1/2}R_0^{1/2}\mathrm{\Delta }}{2a_q(R_0+a_7\mathrm{\Delta }+a_2R_0\mathrm{\Delta }^2R)^{1/2}}.$$
(6.22)
### 6.2 Application to thermosolutal convection

As a second physical example, we examine thermosolutal convection between boundaries at which the heat flux is fixed. We suppose that the fluid is slightly non-Boussinesq, so that the thermal diffusivity is a weak function of the local temperature:

$$\kappa _{}=\kappa _0(1+\widehat{\kappa }(T_{}T_0)/T_0).$$
(6.23)
The layer is heated from below and in the basic state the saltier water lies over the fresher water, so both mechanisms are destabilising. Both the thermal and the solutal gradients are vertical and uniform in the absence of convection. The thermal gradient is characterised by a (thermal) Rayleigh number $`R>0`$ and the salinity gradient by a solutal Rayleigh number $`S<0`$. When $`0>S>S_c`$, the bifurcation to convection takes place at zero wavenumber; when $`S_c>S`$, the critical wavenumber is finite. We analyse the case

$$S=S_c+ϵ^2S_2.$$

The natural scale for lengths is now the depth of the layer, and that for temperature perturbations is the temperature difference across the layer in the basic state (similarly for the salt concentration). With these scales, the dimensionless governing equations may be written in the form

$`P^1\left(^2\psi _t+J(\psi ,^2\psi )\right)`$ $`=`$ $`R\theta _xS\mathrm{\Sigma }_x+^4\psi `$ (6.24)
$`\theta _t+J(\psi ,\theta )\psi _x`$ $`=`$ $`^2\theta +\widehat{\kappa }\mathbf{}\left[(z+\theta )\mathbf{}\theta \right]`$ (6.25)
$`\mathrm{\Sigma }_t+J(\psi ,\mathrm{\Sigma })\psi _x`$ $`=`$ $`\tau ^2\mathrm{\Sigma },`$ (6.26)
where $`\mathrm{\Sigma }`$ is the perturbation salinity field, $`\tau =\kappa _s/\kappa `$ and $`\kappa _s`$ is the salt diffusivity. The thermal Rayleigh number is now

$$R=\frac{g\alpha (\mathrm{d}T_{}/\mathrm{d}z_{})d^4}{\nu \kappa _0},$$
(6.27)
where $`\alpha `$ is the coefficient of cubical expansion and $`\mathrm{d}T_{}/\mathrm{d}z_{}`$ is the (dimensional) temperature gradient in the absence of convection; the solutal Rayleigh number $`S`$ is defined similarly.

As in the previous example, we use free–rigid horizontal boundary conditions, with (6.5) and (6.6) applied for $`H=1/2`$, since the fluid layer now has unit dimensionless depth. With these boundary conditions, $`S_c=8352\tau /41203.707\tau `$.

The amplitude equation of interest applies when

$$R=R_0+ϵ^4R_4,S=S_c+ϵ^2S_2,\widehat{\kappa }=ϵ^2\kappa _2;$$

we expand the independent variables as

$`\theta `$ $`=`$ $`ϵ^2\left[\theta _2(X,T)+ϵ^2\theta _4(X,z,T)+\mathrm{}\right]`$ (6.28)
$`\mathrm{\Sigma }`$ $`=`$ $`ϵ^4\left[\mathrm{\Sigma }_4(X,z,T)+ϵ^2\mathrm{\Sigma }_6(X,z,T)+\mathrm{}\right]`$ (6.29)
$`\psi `$ $`=`$ $`ϵ^3\left[\psi _3(X,z,T)+ϵ^2\psi _5(X,z,T)+\mathrm{}\right],`$ (6.30)
where $`X=ϵx`$ and $`T=ϵ^6t`$. At $`O(ϵ^8)`$ in an asymptotic expansion of (6.24)–(6.26), we find that the amplitude equation for $`\mathrm{\Theta }=\theta _2(X,T)`$ is

$$\mathrm{\Theta }_T=\left\{\frac{R_4}{R_0}\mathrm{\Theta }+c_4S_2\mathrm{\Theta }_{XX}+c_6\mathrm{\Theta }_{XXXX}+c_q\mathrm{\Theta }_X^2+\frac{1}{2}\kappa _2\mathrm{\Theta }^2\right\}_{XX}.$$
(6.31)
where

$`R_0`$ $`=`$ $`320,`$ (6.32)
$`c_4`$ $`=`$ $`{\displaystyle \frac{41}{99792\tau }}0.0004109/\tau ,`$ (6.33)
$`c_6`$ $`=`$ $`{\displaystyle \frac{14506722953}{1105865601750}}0.01312,`$ (6.34)
$`c_q`$ $`=`$ $`{\displaystyle \frac{5+7P}{84P}}0.083330.05952/P.`$ (6.35)
Note that this has exactly the same form as (6.18). From § 6.1, the condition for a supercritical bifurcation is $`2<s<1`$, and that for all rolls to be unstable is (6.21), where

$$s=\frac{\widehat{\kappa }c_6^{1/2}R_0^{1/2}}{2c_q(R_0R)^{1/2}}.$$
(6.36)
### 6.3 Application to magnetoconvection

Convection in a vertical magnetic field has been a subject of a great deal of research (see, for example, Proctor and Weiss 1982; Matthews 1999). The problem is motivated by the convection zone of the Sun, where the magnetic field is moved around by the fluid and regions of strong magnetic field inhibit the fluid motion. In the nonlinear regime magnetoconvection exhibits a very wide range of complicated phenomena.

In magnetoconvection, the conservation law that leads to the large-scale mode is that the total flux of magnetic field through the layer is conserved. The governing equations for two-dimensional magnetoconvection are (Proctor and Weiss 1982), in the notation of the preceding section,

$`P^1\left(^2\psi _t+J(\psi ,^2\psi )\right)`$ $`=`$ $`R\theta _x+^4\psi +\zeta Q\left(J(\varphi ,^2\varphi )+^2\varphi _z\right),`$ (6.37)
$`\theta _t+J(\psi ,\theta )`$ $`=`$ $`\psi _x+^2\theta ,`$ (6.38)
$`\varphi _t+J(\psi ,\varphi )`$ $`=`$ $`\psi _z+\zeta ^2\varphi .`$ (6.39)
The magnetic field is defined through a perturbation flux function $`\varphi `$ by $`(B_x,B_z)=(\varphi _z,1+\varphi _x)`$. The parameter $`Q`$ is the Chandrasekhar number, a dimensionless measure of the magnetic field strength, while $`\zeta `$ is the ratio of magnetic diffusivity to thermal diffusivity.

The most commonly used boundary conditions are that the upper and lower boundaries are stress free, fixed temperature and with no horizontal magnetic field, so

$$\psi =\psi _{zz}=\theta =\varphi _z=0\text{at}z=0,1.$$
(6.40)
These boundary conditions are convenient in the sense that the linear eigenfunctions are trigonometric.

The large-scale mode in the problem arises through a rearrangement of the vertical magnetic field. There is a linear eigenfunction in which $`\varphi =\varphi (x,t)`$ which obeys the diffusion equation $`\varphi _t=\zeta \varphi _{xx}`$, so the growth rate $`\lambda `$ of a mode with wavenumber $`k`$ is simply $`\lambda =\zeta k^2`$. Note that this mode is independent of the velocity and temperature perturbation, since if $`\varphi =\varphi (x,t)`$ there is no forcing term in (6.37). Although this mode is usually ignored in the analysis of magnetoconvection, it plays a crucial role when the horizontal size of the domain is large. Note that although there are nearly marginal modes at small $`k`$ and at order-one values of $`k`$, the graph of growth rate versus wavenumber is not as shown in figure 1, because the large-scale mode and the order-one mode correspond to two distinct branches of eigenfunctions.

The weakly nonlinear analysis proceeds by including the large-scale mode. The general analysis of §2 suggests that the mean mode should be included at order $`ϵ^2`$. In fact the mean vertical magnetic field is of order $`ϵ^2`$ and so the corresponding flux function $`\varphi `$ is of order $`ϵ`$. The appropriate asymptotic expansions near the stationary bifurcation to convection are therefore

$`\psi `$ $`=`$ $`ϵA(X,T)\mathrm{exp}\mathrm{i}kx\mathrm{sin}\pi z+c.c.+O(ϵ^2),`$ (6.41)
$`\theta `$ $`=`$ $`ϵA(X,T)\theta _1\mathrm{i}\mathrm{exp}\mathrm{i}kx\mathrm{sin}\pi z+c.c.+O(ϵ^2),`$ (6.42)
$`\varphi `$ $`=`$ $`ϵA(X,T)\varphi _1\mathrm{exp}\mathrm{i}kx\mathrm{cos}\pi z+c.c.+ϵ\varphi _1\mathrm{\Phi }(X,T)+O(ϵ^2),`$ (6.43)
where $`\theta _1`$ and $`\varphi _1`$ are constants, readily determined from the linear stability problem, $`X=ϵx`$, $`T=ϵ^2t`$ and $`R=R_c+ϵ^2R_2`$. At order $`ϵ`$ we obtain $`\theta _1=k/(\pi ^2+k^2)`$, $`\varphi _1=\pi /\zeta (\pi ^2+k^2)`$ and the well known result (Chandrasekhar 1961)

$$R_c=\frac{(\pi ^2+k^2)^3+Q\pi ^2(\pi ^2+k^2)}{k^2}.$$
(6.44)
From (6.44) it follows that as $`R`$ is increased, convection first occurs with a critical wavenumber $`k_c`$ which is related to $`Q`$ by

$$Q\pi ^4=(2k_c^2\pi ^2)(\pi ^2+k_c^2)^2.$$
(6.45)
Henceforth it is assumed that $`k=k_c`$; note that the envelope function $`A(X,T)`$ permits convection with a wavenumber $`k=k_c+O(ϵ)`$.

At order $`ϵ^2`$, a term in $`\theta `$ proportional to $`\mathrm{sin}2\pi z`$ and a $`\varphi `$ term proportional to $`\mathrm{exp}2\mathrm{i}kx`$ are obtained. At third order, evolution equations for $`A`$ and $`\mathrm{\Phi }`$ are found by applying solvability conditions. Full details of the calculation will be given elsewhere. The resulting amplitude equations are

$`A_T`$ $`=`$ $`a_1A+a_2A_{XX}a_3A|A|^2a_4A\mathrm{\Phi }_X,`$ (6.46)
$`\mathrm{\Phi }_T`$ $`=`$ $`\zeta \mathrm{\Phi }_{XX}+\pi \left(|A|^2\right)_X,`$ (6.47)
where $`a_1\mathrm{}a_4`$ are known constants, given by cumbersome functions of the parameters; $`a_2`$ and $`a_4`$ are always positive. After setting $`\mathrm{\Phi }_X=B`$, (6.46)–(6.47) are equivalent to (2.5)–(2.6). The equations (6.46)–(6.47) have not been derived previously, but the underlying processes of the coupling between the convection rolls $`A`$ and the large-scale mode $`\mathrm{\Phi }`$ are well understood (see, for example, Proctor and Weiss 1982). Since $`a_4>0`$, the coupling term in (6.46) simply reflects the fact that the magnetic field suppresses convection. The coupling term in (6.47) describes the process of flux expulsion: the magnetic field strength decreases in regions where the convection is strong.

The bifurcation at the onset of convection is supercritical (i.e. $`a_3>0`$) provided that

$$k^4\zeta ^2(\pi ^2+k^2)>\pi ^2(2k^2\pi ^2)(\pi ^2k^2),$$
(6.48)
where $`Q`$ has been eliminated in favour of $`k`$ using (6.45). The result (3.9) can now be applied to determine whether a regular pattern of rolls is unstable. It is found that all rolls are unstable if

$$k^4\zeta ^2(\pi ^2+k^2)<\pi ^2(2k^2\pi ^2)(k^2+3\pi ^2),$$
(6.49)
where $`Q`$ has again been eliminated using (6.45). Note that neither of the conditions (6.48)–(6.49) involves the Prandtl number $`P`$. Using $`k`$ as a parameter, the region of stability of rolls can be plotted in the $`Q`$, $`\zeta `$ plane (figure 15). In the small region where the rolls are subcritical the weakly nonlinear analysis gives no useful information about the pattern. However, there is a large region of parameter space in which the bifurcation is supercritical but all rolls are unstable. In this region we expect to find that the stable pattern at onset consists of rolls that are modulated on a large length-scale. Solutions of this type, but fully nonlinear, have recently been obtained through numerical simulations of magnetoconvection (Blanchflower 1999).

Note that our analysis is confined to the onset of convection at a stationary bifurcation. For certain parameter values (in general, when $`Q`$ is large and $`\zeta `$ is small) the onset of magnetoconvection is oscillatory; since this depends on the value of $`P`$, this condition is not shown in figure 15.

## 7 Discussion

We have derived amplitude equations (2.5)–(2.6) for the primary bifurcation to a stationary pattern in a one-dimensional system with a conservation law for a quantity that does not change sign under reflection. In this case the conservation law leads to a neutral large-scale mode which must be taken into account for a correct description of the behaviour near onset. The usual Ginzburg–Landau equation (Melbourne 1999) is coupled to an equation describing the large-scale evolution of the conserved quantity. We have shown how these equations may be obtained from symmetry considerations alone, and have also derived them directly from the governing equation(s) of the system.

In considering the small-amplitude solutions of the amplitude equations, we have shown how periodic patterns may become unstable to a new type of instability. This new instability is quite different from the usual Eckhaus instability in three ways. It is an amplitude-driven instability (whereas the Eckhaus instability is phase-driven) and it is in general supercritical. Most importantly, for certain parameter values all patterns are unstable. Our instability is also different from that which occurs in the case where the conserved quantity is velocity-like, and the reflection symmetry acts as $`1`$ (such as in systems with Galilean invariance), where periodic patterns are always unstable and chaotic dynamics is observed at onset (Tribelsky and Velarde 1996, Tribelsky and Tsuboi 1996, Matthews and Cox 2000).

Beyond the instability, there are stable solutions in the form of a strongly amplitude-modulated periodic pattern, the envelope of which we have calculated in terms of Jacobi elliptic functions. The envelope may commonly be approximated by a sech profile. Numerical simulations reveal that these strongly modulated patterns may be stable in the full governing PDE, not just within the framework of the amplitude equations. Numerical simulations of the governing PDE also demonstrate that the amplitude equations represent a good approximation provided the amplitude is sufficiently small, but that higher-order terms play an important role as the amplitude increases; these higher-order terms can lead to significant modifications in the bifurcation diagram, and a broadening of the envelope of the pattern.

Our work demonstrates that localised solutions are possible when a Ginzburg–Landau equation is coupled to an equation for a mean field, even when the coefficients of the equations are real and when the bifurcation is supercritical. Previous work has required complex coefficients (Riecke 1992a, 1992b, Sakaguchi 1993), a subcritical bifurcation (Herrero and Riecke 1995, Sakaguchi and Brand 1996) or both. Our amplitude equations apply when the bifurcation from the basic state is stationary; the case of oscillatory bifurcation to travelling-wave solutions has been analysed in a series of papers by Riecke and co-workers (Riecke 1992a, 1992b, 1996, Herrero and Riecke 1995) and by others (Sakaguchi 1993, Barthelet and Charru 1998), who find a variety of localised and front-type solutions. They find that the coupling to a mean field (our $`B`$) can have a significant effect on solutions and their stability, and can stabilise localised travelling-wave trains, and holes.

We have applied our amplitude equations to three convection problems, leading to novel instabilities in these systems. Further details of these applications will be given elsewhere. In the first two, the heat flux is fixed on the boundaries, and the total heat in the layer is conserved, which leads to a large-scale mode in the form of a depth-averaged temperature perturbation. However, in order for our amplitude equations (2.5)–(2.6) to apply, this large-scale mode must influence the convection rolls; this is achieved by using either a nonlinear equation of state or a temperature-dependent diffusivity. In the third example, magnetoconvection, the conserved quantity is the vertical magnetic field; in this case the large-scale mode and the pattern mode correspond to two distinct branches of eigenfunctions of the linear problem. Our modulated solutions may be related to the isolated ‘convectons’ found recently in magnetoconvection (Blanchflower 1999). Another application of our work is in rotating convection, where the conserved quantity is momentum (Cox and Matthews 2000).

Our amplitude equations (2.5)–(2.6) are identical to those derived by Coullet and Iooss (1990), who considered the secondary stability of a one-dimensional cellular pattern. In that case, $`A`$ corresponds to the amplitude of a perturbation to the basic pattern, and $`B`$ to a gradient in the phase of the pattern; the amplitude equations then describe evolution near a stationary bifurcation. Coullet and Iooss (1990) found that when a pattern of wavelength $`L`$ becomes unstable to a perturbation of wavelength $`2L`$, the amplitude equations (2.5)–(2.6) apply, with $`A`$ real; when the spatial period of the perturbation and the basic pattern are irrationally related, $`A`$ may be complex. Our results suggest that if a pattern of wavelength $`L`$ undergoes a supercritical subharmonic bifurcation then there may be stable states where the original pattern is largely undisturbed in some regions but where the perturbation is strong in others. Furthermore, provided the secondary bifurcation is supercritical, it should be possible to find stable states consisting of two domain types: in one domain the pattern is essentially the basic cellular state, in the other the pattern is strongly perturbed.

It would be of interest to investigate how this theory may be extended to problems in two or three space dimensions; in particular we would like to know whether solutions may be obtained that are localised in space. Such localised solutions have been found experimentally by VanHook et al. (1995, 1997). Localised solutions after an oscillatory bifurcation have recently been examined in two dimensions by Riecke and Granzow (1998), who found that such solutions may be obtained in a pair of Ginzburg–Landau equations coupled to a mean-field equation. Of particular interest is their result that stable localised states can be found, as here, when the primary bifurcation is supercritical and the coefficients of the amplitude equations are real.

We have benefited from useful discussions with Richard Tew on the subject of Jacobi elliptic functions.

## References


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# Compiling Language Models from a Linguistically Motivated Unification Grammar

## 1 Introduction

Construction of speech recognizers for medium-vocabulary dialogue tasks has now become an important practical problem. The central task is usually building a suitable language model, and a number of standard methodologies have become established. Broadly speaking, these fall into two main classes. One approach is to obtain or create a domain corpus, and from it induce a statistical language model, usually some kind of N-gram grammar; the alternative is to manually design a grammar which specifies the utterances the recognizer will accept. There are many theoretical reasons to prefer the first course if it is feasible, but in practice there is often no choice. Unless a substantial domain corpus is available, the only method that stands a chance of working is hand-construction of an explicit grammar based on the grammar-writer’s intuitions.

If the application is simple enough, experience shows that good grammars of this kind can be constructed quickly and efficiently using commercially available products like ViaVoice SDK or the Nuance Toolkit \[Nuance 1999\]. Systems of this kind typically allow specification of some restricted subset of the class of context-free grammars, together with annotations that permit the grammar-writer to associate semantic values with lexical entries and rules. This kind of framework is fully adequate for small grammars. As the grammars increase in size, however, the limited expressive power of context-free language notation becomes increasingly burdensome. The grammar tends to become large and unwieldy, with many rules appearing in multiple versions that constantly need to be kept in step with each other. It represents a large development cost, is hard to maintain, and does not usually port well to new applications.

It is tempting to consider the option of moving towards a more expressive grammar formalism, like unification grammar, writing the original grammar in unification grammar form and compiling it down to the context-free notation required by the underlying toolkit. At least one such system (Gemini; \[Moore et al 1997\]) has been implemented and used to build successful and non-trivial applications, most notably CommandTalk \[Stent et al 1999\]. Gemini accepts a slightly constrained version of the unification grammar formalism originally used in the Core Language Engine \[Alshawi 1992\], and compiles it into context-free grammars in the GSL formalism supported by the Nuance Toolkit. The Nuance Toolkit compiles GSL grammars into sets of probabilistic finite state graphs (PFSGs), which form the final language model.

The relative success of the Gemini system suggests a new question. Unification grammars have been used many times to build substantial general grammars for English and other natural languages, but the language model oriented grammars so far developed for Gemini (including the one for CommandTalk) have all been domain-specific. One naturally wonders how feasible it is to take yet another step in the direction of increased generality; roughly, what we want to do is start with a completely general, linguistically motivated grammar, combine it with a domain-specific lexicon, and compile the result down to a domain-specific context-free grammar that can be used as a language model. If this programme can be realized, it is easy to believe that the result would be an extremely useful methodology for rapid construction of language models. It is important to note that there are no obvious theoretical obstacles in our way. The claim that English is context-free has been respectable since at least the early 80s \[Pullum and Gazdar 1982\]111We are aware that this claim is most probably not true for natural languages in general \[Bresnan et al 1987\], but further discussion of this point is beyond the scope of the paper., and the idea of using unification grammar as a compact way of representing an underlying context-free language is one of the main motivations for GPSG \[Gazdar et al 1985\] and other formalisms based on it. The real question is whether the goal is practically achievable, given the resource limitations of current technology.

In this paper, we describe work aimed at the target outlined above, in which we used the Gemini system (described in more detail in Section 2) to attempt to compile a variety of linguistically principled unification grammars into language models. Our first experiments (Section 3) were performed on a large pre-existing unification grammar. These were unsuccessful, for reasons that were not entirely obvious; in order to investigate the problem more systematically, we then conducted a second series of experiments (Section 4), in which we incrementally built up a smaller grammar. By monitoring the behavior of the compilation process and the resulting language model as the grammar’s coverage was expanded, we were able to identify the point at which serious problems began to emerge (Section 5). In the final section, we summarize and suggest further directions.

## 2 The Gemini Language Model Compiler

To make the paper more self-contained, this section provides some background on the method used by Gemini to compile unification grammars into CFGs, and then into language models. The basic idea is the obvious one: enumerate all possible instantiations of the features in the grammar rules and lexicon entries, and thus transform each rule and entry in the original unification grammar into a set of rules in the derived CFG. For this to be possible, the relevant features must be constrained so that they can only take values in a finite predefined range. The finite range restriction is inconvenient for features used to build semantic representations, and the formalism consequently distinguishes syntactic and semantic features; semantic features are discarded at the start of the compilation process.

A naive implementation of the basic method would be impractical for any but the smallest and simplest grammars, and considerable ingenuity has been expended on various optimizations. Most importantly, categories are expanded in a demand-driven fashion, with information being percolated both bottom-up (from the lexicon) and top-down (from the grammar’s start symbol). This is done in such a way that potentially valid combinations of feature instantiations in rules are successively filtered out if they are not licensed by the top-down and bottom-up constraints. Ranges of feature values are also kept together when possible, so that sets of context-free rules produced by the naive algorithm may in these cases be merged into single rules.

By exploiting the structure of the grammar and lexicon, the demand-driven expansion method can often effect substantial reductions in the size of the derived CFG. (For the type of grammar we consider in this paper, the reduction is typically by a factor of over 1020. The downside is that even an apparently small change in the syntactic features associated with a rule may have a large effect on the size of the CFG, if it opens up or blocks an important percolation path. Adding or deleting lexicon entries can also have a significant effect on the size of the CFG, especially when there are only a small number of entries in a given grammatical category; as usual, entries of this type behave from a software engineering standpoint like grammar rules.

The language model compiler also performs a number of other non-trivial transformations. The most important of these is related to the fact that Nuance GSL grammars are not allowed to contain left-recursive rules, and left-recursive unification-grammar rules must consequently be converted into a non-left-recursive form. Rules of this type do not however occur in the grammars described below, and we consequently omit further description of the method.

## 3 Initial Experiments

Our initial experiments were performed on a recent unification grammar in the ATIS (Air Travel Information System) domain, developed as a linguistically principled grammar with a domain-specific lexicon. This grammar was created for an experiment comparing coverage and recognition performance of a hand-written grammar with that of automatically derived recognition language models, as increasing amounts of data from the ATIS corpus were made available for each method. Examples of sentences covered by this grammar are “yes”, “on friday”, “i want to fly from boston to denver on united airlines on friday september twenty third”, “is the cheapest one way fare from boston to denver a morning flight”, and “what flight leaves earliest from boston to san francisco with the longest layover in denver”. Problems obtaining a working recognition grammar from the unification grammar ended our original experiment prematurely, and led us to investigate the factors responsible for the poor recognition performance.

We explored several likely causes of recognition trouble: number of rules, number of vocabulary items, size of node array, perplexity, and complexity of the grammar, measured by average and highest number of transitions per graph in the PFSG form of the grammar.

We were able to immediately rule out simple size metrics as the cause of Nuance’s difficulties with recognition. Our smallest air travel grammar had 141 Gemini rules and 1043 words, producing a Nuance grammar with 368 rules. This compares to the CommandTalk grammar, which had 1231 Gemini rules and 1771 words, producing a Nuance grammar with 4096 rules.

To determine whether the number of the words in the grammar or the structure of the phrases was responsible for the recognition problems, we created extreme cases of a Word+ grammar (i.e. a grammar that constrains the input to be any sequence of the words in the vocabulary) and a one-word-per-category grammar. We found that both of these variants of our grammar produced reasonable recognition, though the Word+ grammar was very inaccurate. However, a three-words-per-category grammar could not produce successful speech recognition.

Many feature specifications can make a grammar more accurate, but will also result in a larger recognition grammar due to multiplication of feature values to derive the categories of the context-free grammar. We experimented with various techniques of selecting features to be retained in the recognition grammar. As described in the previous section, Gemini’s default method is to select only syntactic features and not consider semantic features in the recognition grammar. We experimented with selecting a subset of syntactic features to apply and with applying only semantic sortal features, and no syntactic features. None of these grammars produced successful speech recognition.

From these experiments, we were unable to isolate any simple set of factors to explain which grammars would be problematic for speech recognition. However, the numbers of transitions per graph in a PFSG did seem suggestive of a factor. The ATIS grammar had a high of 1184 transitions per graph, while the semantic grammar of CommandTalk had a high of 428 transitions per graph, and produced very reasonable speech recognition.

Still, at the end of these attempts, it became clear that we did not yet know the precise characteristic that makes a linguistically motivated grammar intractable for speech recognition, nor the best way to retain the advantages of the hand-written grammar approach while providing reasonable speech recognition.

## 4 Incremental Grammar Development

In our second series of experiments, we incrementally developed a new grammar from scratch. The new grammar is basically a scaled-down and adapted version of the Core Language Engine grammar for English \[Pulman 1992, Rayner 1993\]; concrete development work and testing were organized around a speech interface to a set of functionalities offered by a simple simulation of the Space Shuttle \[Rayner, Hockey and James 2000\]. Rules and lexical entries were added in small groups, typically 2–3 rules or 5–10 lexical entries in one increment. After each round of expansion, we tested to make sure that the grammar could still be compiled into a usable recognizer, and at several points this suggested changes in our implementation strategy. The rest of this section describes the new grammar in more detail.

### 4.1 Overview of Rules

The current versions of the grammar and lexicon contain 58 rules and 301 uninflected entries respectively. They cover the following phenomena:

1. Top-level utterances: declarative clauses, WH-questions, Y-N questions, imperatives, elliptical NPs and PPs, interjections.
2. WH-movement of NPs and PPs.
3. The following verb types: intransitive, simple transitive, PP complement, modal/auxiliary, -ing VP complement, particle+NP complement, sentential complement, embedded question complement.
4. PPs: simple PP, PP with postposition (“ago”), PP modification of VP and NP.
5. Relative clauses with both relative NP pronoun (“the temperature that I measured”) and relative PP (“the deck where I am”).
6. Numeric determiners, time expressions, and postmodification of NP by numeric expressions.
7. Constituent conjunction of NPs and clauses.

The following example sentences illustrate current coverage: “yes”, “how about scenario three?”, “what is the temperature?”, “measure the pressure at flight deck”, “go to the crew hatch and close it”, “what were temperature and pressure at fifteen oh five?”, “is the temperature going up?”, “do the fixed sensors say that the pressure is decreasing?”, “find out when the pressure reached fifteen p s i”, “what is the pressure that you measured?”, “what is the temperature where you are?”, “can you find out when the fixed sensors say the temperature at flight deck reached thirty degrees celsius?”.

### 4.2 Unusual Features of the Grammar

Most of the grammar, as already stated, is closely based on the Core Language Engine grammar. We briefly summarize the main divergences between the two grammars.

#### 4.2.1 Inversion

The new grammar uses a novel treatment of inversion, which is partly designed to simplify the process of compiling a feature grammar into context-free form. The CLE grammar’s treatment of inversion uses a movement account, in which the fronted verb is moved to its notional place in the VP through a feature. So, for example, the sentence “is pressure low?” will in the original CLE grammar have the phrase-structure

“\[\[is\]V \[pressure\]NP \[\[\]V \[low\]ADJ\]VP\]S

in which the head of the VP is a V gap coindexed with the fronted main verb “is”.

Our new grammar, in contrast, handles inversion without movement, by making the combination of inverted verb and subject into a VBAR constituent. A binary feature invsubj picks out these VBARs, and there is a question-formation rule of the form

> S $``$ VP:\[invsubj=y\]

Continuing the example, the new grammar assigns this sentence the simpler phrase-structure

“\[\[\[is\]V \[pressure\]NP\]VBAR \[\[low\]ADJ\]VP\]S

#### 4.2.2 Sortal Constraints

Sortal constraints are coded into most grammar rules as syntactic features in a straight-forward manner, so they are available to the compilation process which constructs the context-free grammar, and ultimately the language model. The current lexicon allows 11 possible sortal values for nouns, and 5 for PPs.

We have taken the rather non-standard step of organizing the rules for PP modification so that a VP or NP cannot be modified by two PPs of the same sortal type. The principal motivation is to tighten the language model with regard to prepositions, which tend to be phonetically reduced and often hard to distinguish from other function words. For example, without this extra constraint we discovered that an utterance like

> measure temperature at flight deck and lower deck

would frequently be misrecognized as

> measure temperature at flight deck in lower deck

## 5 Experiments with Incremental Grammars

Our intention when developing the new grammar was to find out just when problems began to emerge with respect to compilation of language models. Our initial hypothesis was that these would probably become serious if the rules for clausal structure were reasonably elaborate; we expected that the large number of possible ways of combining modal and auxiliary verbs, question formation, movement, and sentential complements would rapidly combine to produce an intractably loose language model. Interestingly, this did not prove to be the case. Instead, the rules which appear to be the primary cause of difficulties are those relating to relative clauses. We describe the main results in Section 5.1; quantitative results on recognizer performance are presented together in Section 5.2.

### 5.1 Main Findings

We discovered that addition of the single rule which allowed relative clause modification of an NP had a drastic effect on recognizer performance. The most obvious symptoms were that recognition became much slower and the size of the recognition process much larger, sometimes causing it to exceed resource bounds. The false reject rate (the proportion of utterances which fell below the recognizer’s minimum confidence theshold) also increased substantially, though we were surprised to discover no significant increase in the word error rate for sentences which did produce a recognition result. To investigate the cause of these effects, we examined the results of performing compilation to GSL and PFSG level. The compilation processes are such that symbols retain mnemonic names, so that it is relatively easy to find GSL rules and graphs used to recognize phrases of specified grammatical categories.

At the GSL level, addition of the relative clause rule to the original unification grammar only increased the number of derived Nuance rules by about 15%, from 4317 to 4959. The average size of the rules however increased much more222GSL rules are written in an notation which allows disjunction and Kleene star.. It is easiest to measure size at the level of PFSGs, by counting nodes and transitions; we found that the total size of all the graphs had increased from 48836 nodes and 57195 transitions to 113166 nodes and 140640 transitions, rather more than doubling. The increase was not distributed evenly between graphs. We extracted figures for only the graphs relating to specific grammatical categories; this showed that the number of graphs for NPs had increased from 94 to 258, and moreover that the average size of each NP graph had increased from 21 nodes and 25.5 transitions to 127 nodes and 165 transitions, a more than sixfold increase. The graphs for clause (S) phrases had only increased in number from 53 to 68. They had however also greatly increased in average size, from 171 nodes and 212 transitions to 445 nodes and 572 transitions, or slightly less than a threefold increase. Since NP and S are by far the most important categories in the grammar, it is not strange that these large changes make a great difference to the quality of the language model, and indirectly to that of speech recognition.

Comparing the original unification grammar and the compiled GSL version, we were able to make a precise diagnosis. The problem with the relative clause rules are that they unify feature values in the critical S and NP subgrammars; this means that each constrains the other, leading to the large observed increase in the size and complexity of the derived Nuance grammar. Specifically, agreement information and sortal category are shared between the two daughter NPs in the relative clause modification rule, which is schematically as follows:

> NP:\[agr=A, sort=S\] $``$
> NP:\[agr=A, sort=S\]
> REL:\[agr=A, sort=S\]

These feature settings are needed in order to get the right alternation in pairs like

> the robot that \*measure/measures the temperature \[agr\]
> the \*deck/temperature that you measured \[sort\]

We tested our hypothesis by commenting out the agr and sort features in the above rule. This completely solves the main problem of explosion in the size of the PFSG representation; the new version is only very slightly larger than the one with no relative clause rule (50647 nodes and 59322 transitions against 48836 nodes and 57195 transitions). Most importantly, there is no great increase in the number or average size of the NP and S graphs. NP graphs increase in number from 94 to 130, and stay constant in average size; S graphs increase in number from 53 to 64, and actually decrease in average size to 135 nodes and 167 transitions. Tests on speech data show that recognition quality is nearly the same as for the version of the recognizer which does not cover relative clauses. Although speed is still significantly degraded, the process size has been reduced sufficiently that the problems with resource bounds disappear.

It would be reasonable to expect that removing the explosion in the PFSG representation would result in an underconstrained language model for the relative clause part of the grammar, causing degraded performance on utterances containing a relative clause. Interestingly, this does not appear to happen, though recognition speed under the new grammar is significantly worse for these utterances compared to utterances with no relative clause.

### 5.2 Recognition Results

This section summarizes our empirical recognition results. With the help of the Nuance Toolkit batchrec tool, we evaluated three versions of the recognizer, which differed only with respect to the language model. no\_rels used the version of the language model derived from a grammar with the relative clause rule removed; rels is the version derived from the full grammar; and unlinked is the compromise version, which keeps the relative clause rule but removes the critical features. We constructed a corpus of 41 utterances, of mean length 12.1 words. The utterances were chosen so that the first 31 were within the coverage of all three versions of the grammar; the last 10 contained relative clauses, and were within the coverage of rels and unlinked but not of no\_rels. Each utterance was recorded by eight different subjects, none of whom had participated in development of the grammar or recognizers. Tests were run on a dual-processor SUN Ultra60 with 1.5 GB of RAM.

The recognizer was set to reject utterances if their associated confidence measure fell under the default threshold. Figures 1 and 2 summarize the results for the first 31 utterances (no relative clauses) and the last 10 utterances (relative clauses) respectively. Under ‘xRT’, we give mean recognition speed (averaged over subjects) expressed as a multiple of real time; ‘FRej’ gives the false reject rate, the mean percentage of utterances which were rejected due to low confidence measures; ‘Mem’ gives the mean percentage of utterances which failed due to the recognition process exceeding memory resource bounds; and ‘WER’ gives the mean word error rate on the sentences that were neither rejected nor failed due to resource bound problems. Since the distribution was highly skewed, all means were calculated over the six subjects remaining after exclusion of the extreme high and low values.

Looking first at Figure 1, we see that rels is clearly inferior to no\_rels on the subset of the corpus which is within the coverage of both versions: nearly twice as many utterances are rejected due to low confidence values or resource problems, and recognition speed is about five times slower. unlinked is in contrast not significantly worse than no\_rels in terms of recognition performance, though it is still two and a half times slower.

Figure 2 compares rels and unlinked on the utterances containing a relative clause. It seems reasonable to say that recognition performance is comparable for the two versions: rels has lower word error rate, but also rejects more utterances. Recognition speed is marginally lower for unlinked, though it is not clear to us whether the difference is significant given the high variability of the data.

## 6 Conclusions and Further Directions

We found the results presented above surprising and interesting. When we began our programme of attempting to compile increasingly larger linguistically based unification grammars into language models, we had expected to see a steady combinatorial increase, which we guessed would be most obviously related to complex clause structure. This did not turn out to be the case. Instead, the serious problems we encountered were caused by a small number of critical rules, of which the one for relative clause modification was by the far the worst. It was not immediately obvious how to deal with the problem, but a careful analysis revealed a reasonable compromise solution, whose only drawback was a significant but undisastrous degradation in recognition speed.

It seems optimistic to hope that the relative clause problem is the end of the story; the obvious way to investigate is by continuing to expand the grammar in the same incremental fashion, and find out what happens next. We intend to do this over the next few months, and expect in due course to be able to present further results.

## 7 Acknowledgements

The research described in Section 3 was supported by the Defense Advanced Research Projects Agency under Contract N66001–94–C–6046 with the Naval Command, Control, and Ocean Surveillance Center. The majority of the research reported was performed at RIACS under NASA Cooperative Agreement Number NCC 2-1006.