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# Group theoretic conditions for existence of robust relative homoclinic trajectories

## 1 Introduction

Although homoclinic and heteroclinic cycles are not structurally stable to perturbations in typical systems, they do play a very important role in organising the dynamics of trajectories that are nearby in phase and parameter space. In the presence of symmetries (or conserved quantities) it has been observed for many years that extra structure can force homoclinic orbits to be robust (i.e. they can persist under an open set of perturbations) and this gives their study in equivariant systems a special importance.

More precisely, suppose we have a flow generated by

$$\dot{x}=v(x)$$

where $`xM`$ is a smooth manifold where a compact Lie group $`G`$ acts smoothly is such that the flow generate by $`v`$ commutes with the action of $`G`$. We say $`X_0=Gx_0`$ is a relative equilibrium if it is flow invariant, i.e. if $`v(x_0)T(Gx_0)`$. A relative homoclinic trajectory (rht) is a trajectory $`\gamma (t)`$ with $`\gamma (t)X_0`$ but such that $`\gamma (t)X_0`$ as $`t\pm \mathrm{}`$.

In the case of a finite group $`G`$ a relative equilibrium consists of a finite number of equilibrium points related to one another by the symmetry group, and a homoclinic trajectory consists of a number of trajectories that are homoclinic or more generally heteroclinic between different points in the same relative equilibrium. More generally if $`G`$ is continuous it will be a (usually infinite) number of connections between equilibria or invariant tori in $`X_0`$. We say a homoclinic trajectory is robust if it persists under an open set of sufficiently smooth perturbations.

Most studies of robust rhts in equivariant systems have been either general results that assume the existence of certain structures (for example the conditions in  that imply attractivity of cycles) or they are specific examples where a vector field or normal form near bifurcation is studied in detail. In this paper we look at two general questions that are intimately related:

* How can we characterise the geometry of a relative homoclinic orbit?
* How can we characterise group actions that allow structurally stable relative homoclinic trajectories?

After reviewing two motivating examples of Guckenheimer and Holmes  and of Kevrekidis et al  in the remainder of this introduction, in Section 2 we introduce notation and describe the geometry of an rht and a coset in the group that we term the twist of a rht. This is used in Proposition 2.3 to prove that a necessary condition for existence of a robust rht is that the isotropies of trajectory, endpoints and twist are related in a certain way. As a trivial consequence, we deduce that one cannot have robust rhts for abelian group actions.

In Section 3 we investigate the group theoretic conditions in Proposition 2.3 necessary for existence of robust rhts. To this end, we introduce the notion of a homoclinic triple; this is a triple $`(K,g,H)`$ where $`K`$ and $`H`$ are subgroups and $`g`$ is a group element with certain properties that characterise the symmetries of a robust rht. After demonstrating some useful invariance properties of homoclinic triples we classify in Theorem 3.5 the set of all possible homoclinic triples in the dihedral groups $`𝐃_n`$. This is followed by a discussion of homoclinic triples in the symmetric groups $`S_n`$ and also in some wreath product examples.

Section 4 adds extra hypotheses such that sufficient (but not necessary) conditions on a group action are found for robust rhts; one of these conditions is group theoretic while the other concerns the geometry of the group representation. This is used to construct a new example of an action of $`SO(3)`$ on a 16-dimensional vector space with robust rhts and also a large class of finite groups that admit actions with robust rhts. These include many with wreath product structure . The section ends with an example that explores the gap between the necessary and sufficient conditions for robust rhts. Finally, Section 5 discusses extensions and consequences of this work.

For the remainder of this introductory section we recall two standard examples of systems and symmetry groups that permit robust relative homoclinic trajectories, partly for motivation, but also for later discussion.

### 1.1 The Guckenheimer-Holmes robust RHT

Consider the flow on $`𝐑^3`$ generated by

$$\begin{array}{ccc}\hfill \dot{x}_1& =& x_1(\lambda x_1^2+bx_2^2+cx_3^2)\hfill \\ \hfill \dot{x}_2& =& x_2(\lambda x_2^2+bx_3^2+cx_1^2)\hfill \\ \hfill \dot{x}_3& =& x_3(\lambda x_3^2+bx_1^2+cx_2^2)\hfill \end{array}$$
(1.1)
where $`bc`$ are real constants. This is equivariant under the group $`G`$ generated by $`\kappa :(x_1,x_2,x_3)(x_1,x_2,x_3)`$ and $`\rho (x_1,x_2,x_3)(x_2,x_3,x_1)`$ (we could denote the group $`G=𝐙_2(\kappa )𝐙_3(\rho )`$ using the wreath product notation, see , or $`𝕋_h`$ in the Schoenflies notation). For certain open sets of $`(b,c)`$ with $`bc<0`$, Guckenheimer and Holmes  observed and proved the existence of relative equilibria $`G(1,0,0)`$ connected by a relative homoclinic trajectory that is robust to any perturbation preserving the symmetry $`G`$, and in particular to the addition of higher order polynomial terms for the above vector field near $`\lambda =0`$. The equilibria in question have symmetry $`𝐙_2(\kappa )\times 𝐙_2(\rho \kappa \rho ^1)`$ whereas the connections have symmetry $`𝐙_2(\kappa )`$ (up to conjugation).

### 1.2 The Kuramoto-Sivashinsky robust rht

As noticed by Kevrikidis, Nicolaenko and Scovel  the Kuramoto-Sivashinsky equation

$$v_t+4v_{xxxx}+\alpha (v_{xx}vv_x)=0$$

posed on the line $`x[0,2\pi ]`$ with periodic boundary conditions can display attracting rhts for a certain range of parameter values. This system commutes with the group $`O(2)`$ of symmetries generated by translation $`xx+\theta `$ modulo $`2\pi `$, and reflection $`x2\pi x`$. This equation exhibits robust rhts which can be seen in numerical simulations. In an $`N`$-mode truncated Fourier representation this can be seen by writing

$$v(x,t)=\underset{n=1}{\overset{N}{}}\left(y_k(t)\mathrm{cos}kx+y_{N+k}(t)\mathrm{sin}kx\right)$$

and then for $`\alpha (16.13,22.557)`$ one can observe (in the truncated equations) rhts connecting relative equilibria with $`y_k=0`$ for all $`k=1,\mathrm{},N`$ and $`y_{N+k}=0`$ for all odd $`k=1,3,5,\mathrm{},N`$. This rht is simply the group orbit of a rht contained in the fixed point subspace of the subgroup generated by $`\kappa _1:x2\pi x`$, $`\kappa _2:x\pi x`$ and $`\rho :xx+\pi `$ (all taken modulo $`2\pi `$ on the domain). In this subspace the equilibria have symmetry $`𝐙_2(\kappa _1)\times 𝐙_2(\kappa _2)`$ and the connections have symmetry $`𝐙_2(\kappa _1)`$ only. These rhts differ from the Guckenheimer-Holmes example in that any connections between a pair of equilibria come in pairs.

## 2 The geometry of relative homoclinic trajectories

We consider relative homoclinic trajectories with reference to the flow on the orbit space $`M/G`$. Recall that the orbit space $`M/G`$ has a natural stratification by orbit (isotropy) type, whose strata we denote by $`(M/G)_{(H)}`$, where $`(H)`$ is the conjugacy class of the subgroup $`H`$ of $`G`$.

We now recall some standard notation we need and then state the problem more precisely. The normalizer, $`N_G(H)`$, of $`H`$ in $`G`$ is the group of $`gG`$ such that $`gH=Hg`$. $`Fix(H)`$ is the fixed point space of $`H`$ in $`M`$, i.e. the set of $`xM`$ such that $`hx=x`$ for all $`hH`$. If $`H`$ is an isotropy subgroup then $`g`$ maps $`Fix(H)`$ to itself if and only if $`gN_G(H)`$ . For $`gG`$, we write $`H^g`$ to mean the conjugate subgroup by $`g`$, i.e. $`H^g=gHg^1`$. We also use the notation $`H<G`$ to mean that $`H`$ is a subgroup of $`G`$.

Let $`v`$ be a $`G`$-equivariant vector field. The flow on $`M`$ descends to a flow on the orbit space $`M/G`$, induced by a stratified vector field $`\overline{v}`$. A relative homoclinic trajectory, or rht, of the dynamics on $`M`$ is a trajectory whose image in $`M/G`$ is simply a homoclinic trajectory. For an rht $`\gamma (t)`$ we denote its image in $`M/G`$ by $`\overline{\gamma }(t)`$. The $`\alpha `$\- and $`\omega `$-limit sets of the image $`\overline{\gamma }(t)`$ are then the same (relative) equilibrium.

Let $`\gamma (t)`$ be an rht. Then each point $`\gamma (t)`$ has the same isotropy subgroup, which we call the isotropy subgroup of $`\gamma `$ and denote by $`K`$.

The limit sets $`\alpha (\gamma )`$ and $`\omega (\gamma )`$ are closed, connected flow-invariant subsets of the relative equilibrium $`\alpha (\overline{\gamma })=\omega (\overline{\gamma })`$. These flow-invariant subsets also have an isotropy, and we denote the isotropy of $`\alpha (\gamma )`$ by $`H`$. By continuity we have that $`K<H`$.

If the group $`G`$ is finite, then $`\alpha (\gamma )`$ is an equilibrium point $`x`$, and $`\omega (\gamma )=gx`$, for some $`gG`$. This element $`g`$ we call the *twist* of the rht. More properly, it is *a twist*, for it is only well-defined modulo $`H`$; that is, the twist is naturally an element of $`G/H`$, for if $`y=gx`$ then $`y=ghx`$ for all $`hH`$. The equilibrium point $`\omega (\gamma )`$ is of isotropy $`H^g=gHg^1`$, and by continuity again $`K<H^g`$.

If on the other hand, $`G`$ is merely compact, $`\alpha (\gamma )`$ is of the form $`Tx`$, for any $`x\alpha (\gamma )`$, and some torus $`T<N_G(H)<G`$ (not necessarily maximal). Moreover, $`gx\omega (\gamma )`$, for some $`gG`$, and $`\omega (\gamma )=gTx=(gTg^1)(gx)`$. In either case, we call $`g`$ the twist of the rht, and in this case it is well defined modulo $`(G/H)/T`$. Again the points of $`\omega (\gamma )`$ have isotropy $`H^g`$, and again $`K<H^g`$. Figure 1 schematically shows the setup within $`M`$.

Thus, associated to any rht, there are subgroups $`K`$ and $`H`$, and a twist $`gG`$ that is well-defined modulo $`H`$, or modulo $`HT`$ in the compact case. We write this triple as $`(K,g,H)`$. If $`\gamma `$ is an rht with triple $`(K,g,H)`$ then for $`fG`$ the rht $`f\gamma `$ has triple $`(K^f,g^f,H^f)`$ as is readily checked. Note that $`x`$ will be a limit point for several distinct trajectories in the rht, and indeed there may be more than one rht between two given points $`x`$ and $`y=gx`$, as in the Kuramoto-Sivashinsky example.

###### Example 2.1

In the Guckenheimer-Holmes example in Section 1.1, the isotropy subgroup of the rht is $`K=𝐙_2(\kappa )`$, while that of the equilibrium $`x=(0,0,1)`$ is $`H𝐙_2(\kappa )\times 𝐙_2(\rho \kappa \rho ^1)`$. The twist is then simply $`g=\rho `$. For an open set of coefficients, the rht from $`(0,0,1)`$ tends to $`(1,0,0)`$, which is $`g(0,0,1)`$ for $`g(x_1,x_2,x_3)=(x_3,x_1,x_2)`$. Notice that $`gN_G(K)`$.

###### Example 2.2

For the Kuramoto-Sivashinsky example in Section 1.2 we have $`K=𝐙_2(\kappa _1)`$, $`H=𝐙_2(\kappa _1)\times 𝐙_2(\kappa _2)`$ and $`g=\rho `$. Hence $`KK^g`$ but $`H=H^g`$; in fact $`H`$ is in a conjugacy class of its own because its normalizer is the whole group.

We only consider homoclinic orbits in $`M`$ that are homoclinic to normally hyperbolic relative equilibria, i.e. where the centre manifold $`W^c(x)`$ is contained in the group orbit $`Gx`$ and so $`\gamma W^u(x)W^s(gx)`$. This is not a restriction because for generic equivariant vector fields, relative equilibria are normally hyperbolic (for example, see \[3, Lemma 3.1.10\]).

The following result gives a simple necessary condition for an rht to be robust.

###### Proposition 2.3

Let $`\gamma `$ be a robust rht with isotropy type $`K`$ and twist $`g`$, and let $`H`$ be the isotropy of $`\alpha (\gamma )`$. Then

* $`gHN_G(K)=\mathrm{}`$ and
* $`K<HH^g`$.

The first property implies both that $`KK^{g^1}`$ and that $`H`$ is a proper subgroup of $`G`$. The second property is equivalent to requiring that $`H`$ strictly contains both $`K`$ and $`K^{g^1}`$.

###### Remark 2.4

The quotient $`(HH^g)/K`$ tells us about the number of heteroclinic connections between $`x`$ and $`gx`$ within a given rht, for if $`\alpha (\gamma )=\alpha (f\gamma )=x`$ and $`\omega (\gamma )=\omega (f\gamma )=gx`$ then $`fHH^g`$. Moreover, $`f\gamma =\gamma `$ if and only if $`fK`$.

Proof*(of Proposition 2.3)* For (i) it is enough to show that $`gN_G(K)`$, for $`g`$ is an arbitrary twist. Suppose first that $`gN_G(K)`$ and so $`g`$ maps $`Fix(K)`$ to itself. Then all equilibria and connections lie within $`M^{}=Fix(K)`$ and so we consider the flow on $`M^{}`$, which is equivariant under the action of $`N_G(K)/K`$. Note that the action of $`N_G(K)/K`$ is free at all points $`\gamma (t)`$.

Let $`x\alpha (\gamma )`$. Note that $`g(W^s(x)M^{})=W^s(gx)M^{}`$ and so in particular $`dimW^s(x)M^{}=dimW^s(gx)M^{}`$. Since $`dim(W^s(gx)M^{})+dim(W^u(x)M^{})dimM^{}`$ any transversal intersection between $`W^u(x)`$ and $`W^s(gx)`$ must be trivial, i.e. the connection cannot be robust; this proves (i).

To see (ii), note that $`gxFix(K)`$ implies that $`xg^1Fix(K)`$ and so $`xFix(K^{g^1})`$. By (i) $`KK^{g^1}`$ and so the isotropy $`H`$ of $`x`$ contains both $`K`$ and $`K^{g^1}`$ but is not equal to either. $`\mathrm{}`$

###### Corollary 2.5

If $`G`$ is abelian there can be no robust rhts.

Proof This is because if $`G`$ is abelian then $`N_G(K)=G`$ for all $`K<G`$ and so there is no twist satisfying Proposition 2.3 (i). $`\mathrm{}`$

In Proposition 3.4 we show similarly that there are no robust rhts for actions of the dihedral group $`𝐃_n`$, unless $`n`$ is a multiple of 4.

###### Remark 2.6

Although the previous corollary excludes the possibility of robust rhts for Abelian groups, one can find robust relative *heteroclinic* cycles for Abelian groups. For example, one can break the cyclic symmetry of the Guckenheimer-Holmes cycle by making $`\lambda `$ in (1.1) vary with index. This breaks the symmetry to the Abelian group $`(𝐙_2)^3`$ while leaving the same cycle robust. However, such perturbations will break the relative equilibria into three families of relative equilibria and the connections will no longer be homoclinic. Work of Melbourne et al. in particular gives general methods for locating robust relative heteroclinic cycles in terms of cycles in the isotropy lattice and conditions on the isotypic decompositions of certain isotropy subgroups .

## 3 Classification of homoclinic triples

Motivated by Proposition 2.3 we make the following definition. Given a group $`G`$, a *homoclinic triple* for $`G`$ is a triple $`(K,g,H)`$, where $`K`$ and $`H`$ are subgroups of $`G`$ and $`gG`$, satisfying

$`gHN_G(K)=\mathrm{}`$ and

$`K<HH^g`$.

Note that \[HT2\] is equivalent to assuming that $`H>KK^{g^1}`$. Homoclinic triples in $`G`$ do not always give rise to robust rhts of $`G`$-equivariant vector fields, though we show in Section 4 that with an additional hypothesis they do.

It is clear that if $`(K,g,H)`$ is a homoclinic triple for $`G`$, and $`G<G^{}`$ then $`(K,g,H)`$ is a homoclinic triple for $`G^{}`$.

Two homoclinic triples $`(K,g,H)`$ and $`(K^{},g^{},H^{})`$ are said to be *conjugate* if there is an element $`fG`$ such that $`K^{}=K^f`$, $`H^{}=H^f`$ and $`g^{}=g^f=fgf^1`$. Moreover if there is a vector field such that the the first is the triple associated to an rht $`\gamma `$ then the second is the triple associated to the rht $`f\gamma `$, for the same vector field.

A further equivalence can be given by the relation $`(K,g,H)(K,g^1,H^g)`$. Indeed, it is easy to see that if a vector field $`v`$ gives a robust rht with triple $`(K,g,H)`$, then the opposite vector field $`v`$ gives a robust rht with triple $`(K,g^1,H^g)`$.

What seems less obvious is the following fact, whose relationship with the dynamics is not clear.

###### Proposition 3.1

If $`(K,g,H)`$ is a homoclinic triple, then so is $`(K,\nu g,H)`$ for all $`\nu N_G(K)`$.

Proof Suppose $`(K,g,H)`$ is a homoclinic triple, and let $`g^{}=\nu g`$ for $`\nu N_G(K)`$. Then firstly if $`gHN_G(K)=\mathrm{}`$ then $`\nu gH\nu N_G(K)=\mathrm{}`$, but $`\nu N_G(K)=N_G(K)`$, and secondly we have $`H>K`$ and since $`K^{g^1}=K^{(\nu g)^1}`$ we have $`H>K^{g^1}`$ as required. $`\mathrm{}`$

It is clear that if $`(K,g,H)`$ is a homoclinic triple for $`G`$, and $`G_1<G`$ is a subgroup containing $`g`$ then $`(KG_1,g,HG_1)`$ is a homoclinic triple for $`G_1`$. More generally, the property of being a homoclinic triple is preserved under pull-back:

###### Proposition 3.2

Let $`\varphi :G_1G_2`$ be a homomorphism, and let $`(K_2,g_2,H_2)`$ be a homoclinic triple in $`G_2`$, with $`g_2\mathrm{Im}(\varphi )`$. Define $`K_1=\varphi ^1(K_2)`$, $`H_1=\varphi ^1(H_2)`$ and let $`g_1\varphi ^1(g_2)`$. Then $`(K_1,g_1,H_1)`$ is a homoclinic triple in $`G_1`$.

Proof It is easy to check that if $`g_1H_1N_{G_1}(K_1)\mathrm{}`$ then the image under $`\varphi `$ of any element in this intersection belongs to $`g_2H_2N_{G_2}(K_2)`$ which by hypothesis is empty, thus establishing \[HT1\]. Similarly, \[HT2\] also follows simply by applying $`\varphi ^1`$. $`\mathrm{}`$

A useful result for classifying homoclinic triples is the following:

###### Proposition 3.3

Suppose $`(K,g,H)`$ is a homoclinic triple. Then so is $`(K,g,H_0)`$, where $`H_0`$ is the group generated by $`K`$ and $`K^{g^1}`$.

Proof It is clear that \[HT1\] is still satisfied while \[HT2\] is satisfied by construction. $`\mathrm{}`$

Such triples $`(K,g,H_0)`$ are called *minimal* homoclinic triples, since necessarily $`H_0<H`$.

The aim is to classify such minimal homoclinic triples up to the equivalence relation generated by conjugacy and the equivalence of Proposition 3.1. The procedure is as follows. Fix a subgroup $`K`$, and choose a distinct conjugate $`K^{}=K^{g^1}`$, for some $`g`$ which is well-defined modulo $`N_G(K)`$ (as in the proposition above). Let $`H=H_0`$ be the group generated by $`K`$ and $`K^{}`$ (the smallest possible group satisfying \[HT2\]), and finally check the remaining criterion \[HT1\]. In simple cases—such as small permutation groups—the checking can be done by Maple.

Having found the smallest possible $`H_0`$ for a given pair $`(K,g)`$ one can then consider enlarging $`H`$ until \[HT1\] is no longer satisfied.

The smallest non-abelian group is the symmetric group $`S_3=𝐃_3`$, but there is only one non-normal subgroup of $`S_3`$ up to conjugation, namely a $`𝐙_2`$, and for this subgroup there is no possible twist, as is readily checked.

One of the next smallest non-abelian group is the symmetry group $`𝐃_4`$ of the square, and for this there are homoclinic triples, as found in the Kuramoto-Sivashinsky example. In fact there are two homoclinic triples, which are not conjugate, though they are equivalent under an *outer* automorphism of the group.

Another non-abelian example of the same size is the eight-element quaternion group $`Q=\{\pm 1,\pm i,\pm j,\pm k\}`$ where $`i^2=j^2=k^2=ijk=1`$. The only nontrivial groups $`K`$ and $`H`$ such that $`G>H>K`$ are nontrivial containments have $`K=\{\pm 1\}`$. As $`N_G(K)=G`$ we cannot satisfy HT1 and so $`Q`$ supports no homoclinic triples.

In each of the tables of the sections that follow, the final column states whether $`K`$ is a normal subgroup of both $`H`$ and $`H^g`$, or equivalently whether $`H`$ is contained in the normalizers of both $`K`$ and $`K^{g^1}`$. This is a condition we will use in the existence theorem of Section 4.

### 3.1 Dihedral groups

Denoted $`𝐃_n`$, these are the symmetry groups of the regular polygons. In order to determine homoclinic triples in $`𝐃_n`$ we introduce some notation, and recall a few basic properties of $`𝐃_n`$. Let $`\rho `$ be the rotation by $`2\pi /n`$, and $`\kappa `$ a reflection, so that $`𝐃_n=\kappa ,\rho `$, and $`\rho \kappa =\kappa \rho ^1`$. The elements of $`𝐃_n`$ can then be written as

$$\{1,\rho ,\rho ^2,\mathrm{},\rho ^{n1},\kappa ,\kappa \rho ,\mathrm{},\kappa \rho ^{n1}\}.$$

Any subgroup of the cyclic subgroup $`𝐙_n`$ of $`𝐃_n`$ is normal in $`𝐃_n`$, so candidates for the symmetry group $`K`$ of a robust rht must contain a reflection. If $`n`$ is even then there are two distinct conjugacy classes of reflection, given by $`\kappa `$ and $`\kappa \rho `$. More generally, $`\kappa \rho ^r\kappa \rho ^s`$ iff $`r`$ and $`s`$ are of the same parity modulo $`n`$.

#### $`G=𝐃_4`$

| $`K`$ | generators of $`K`$ | twist, $`g`$ | $`H`$ | generators of $`H`$ | $`KH,H^g`$ |
| --- | --- | --- | --- | --- | --- |
| $`𝐙_2`$ | $`\kappa `$ | $`\rho `$ | $`𝐃_2`$ | $`\kappa ,\rho ^2`$ | Yes |
| $`𝐙_2`$ | $`\kappa \rho `$ | $`\rho `$ | $`𝐃_2^{}`$ | $`\kappa \rho ,\rho ^2`$ | Yes |

One of these two homoclinic triples, say with $`K`$ generated by $`\kappa `$, occurs in the Kuramoto-Sivashinsky system. The other one does not as $`𝐃_2^{}`$ is not an isotropy subgroup. It should be pointed out that the two rows are equivalent under an *outer* automorphism of the group but they are not conjugate, which is why both are included.

#### $`G=𝐃_8`$

This group contains $`𝐃_4`$ so two cases follow from those of $`𝐃_4`$, namely those with twist $`\rho ^2`$.

| $`K`$ | generators of $`K`$ | twist, $`g`$ | $`H`$ | generators of $`H`$ | $`KH,H^g`$ |
| --- | --- | --- | --- | --- | --- |
| $`𝐙_2`$ | $`\kappa `$ | $`\rho `$ | $`𝐃_4`$ | $`\kappa ,\rho ^2`$ | No |
| $`𝐙_2`$ | $`\kappa \rho `$ | $`\rho `$ | $`𝐃_4`$ | $`\kappa \rho ,\rho ^2`$ | No |
| $`𝐙_2`$ | $`\kappa `$ | $`\rho ^2`$ | $`𝐃_2`$ | $`\kappa ,\rho ^4`$ | Yes |
| $`𝐙_2`$ | $`\kappa \rho `$ | $`\rho ^2`$ | $`𝐃_2`$ | $`\kappa \rho ,\rho ^4`$ | Yes |
| $`𝐃_2`$ | $`\kappa ,\rho ^4`$ | $`\rho `$ | $`𝐃_4`$ | $`\kappa ,\rho ^2`$ | Yes |
| $`𝐃_2`$ | $`\kappa \rho ,\rho ^4`$ | $`\rho `$ | $`𝐃_4`$ | $`\kappa \rho ,\rho ^2`$ | Yes |

The first two lines are equivalent under an *outer* automorphism of $`G`$, as are each of the next pair and the final pair.

###### Proposition 3.4

$`𝐃_n`$ contains homoclinic triples iff $`n`$ is a multiple of 4.

In particular, by Proposition 2.3 there are no robust rhts in systems with dihedral symmetry $`𝐃_n`$ unless $`n`$ is a multiple of 4.

Proof First, if $`n`$ is a multiple of 4, then $`𝐃_4<𝐃_n`$, so the result follows from finding a homoclinic triple for $`𝐃_4`$. This is given in the table above.

For the converse, let $`K<G`$ be a non-normal subgroup, and suppose $`(K,g,H)`$ is a homoclinic triple. As argued above, we may assume $`\kappa K`$. Without loss of generality we can take the twist to be $`g=\rho ^r`$ for some $`r`$, for by Proposition 3.1 $`(K,\rho ^r,H)`$ is a homoclinic triple if and only if $`(K,\kappa \rho ^r,H)`$ is since $`\kappa K<N_G(K)`$. Then, $`K^{g^1}`$ contains $`\rho ^r\kappa \rho ^r=\kappa \rho ^{2r}`$. It follows in particular that $`h=\rho ^{2r}H`$.

Suppose first that $`n`$ is odd, and put $`a=(n1)/2`$. Then $`gh^a=\rho ^{r(2a+1)}=\rho ^{rn}=1N_G(K)`$ contradicting the hypothesis that $`(K,g,H)`$ is a homoclinic triple.

Now suppose $`n=2p`$, with $`p`$ odd. Then $`\rho ^p`$ (rotation by $`\pi `$ in $`𝐃_n`$) is in the centre of $`𝐃_n`$ so that it belongs to $`N_G(K)`$ for any subgroup $`K`$. Now repeat the argument above but with $`a=(p1)/2`$, and one finds that $`gh^a=\rho ^pN_G(K)`$. $`\mathrm{}`$

We now give a complete classification of homoclinic triples for subgroups of $`𝐃_{4n}`$. For uniformity of notation, we write $`𝐙_2=𝐃_1`$.

###### Theorem 3.5

Let $`G=𝐃_{4n}`$. Up to equivalence, the only homoclinic triples are of the form $`(K,g,H)=(𝐃_q,\rho ^r,𝐃_p)`$, satisfying,

$`q|n`$

$`t(r)t(n/q)`$

$`q|p`$, $`qp`$, $`p|(2n)`$ and $`r(2n/p)\mathrm{mod}(4n/p)`$

Here $`t(r)`$ is the multiplicity of 2 in the prime decomposition of an integer $`r`$. Moreover all such triples are homoclinic triples.

Proof As has already been pointed out, homoclinic triples cannot have $`K=𝐂_q`$ for these are normal subgroups of $`G=𝐃_n`$. Thus we can suppose $`K=𝐃_q`$ for some $`q1`$ which necessarily divides $`4n`$. Write $`s=4n/q`$, and let $`\kappa `$ be a reflection in $`K`$. Thus $`𝐃_q=\kappa ,\rho ^s`$. The normalizer $`N_G(K)`$ is $`𝐃_q^{}`$, where $`q^{}=q`$ if $`s`$ is odd, and $`q^{}=2q`$ if $`s`$ is even. Thus, $`N_G(K)=\kappa ,\rho ^s^{}`$, where $`q^{}s^{}=4n`$. If $`K=\kappa `$ (ie, if $`q=1`$) then $`s=4n`$ and $`s^{}=2n`$.

Without loss of generality, we can assume the twist $`g=\rho ^r`$ for some $`r`$, for the alternative form is $`\kappa \rho ^r`$, but the two are equivalent by Proposition 3.1. Furthermore, by the same equivalence, we can choose $`0<r<s^{}`$.

Let $`H_0`$ be the subgroup generated by $`K`$ and $`K^{g^1}`$. Then

$$H_0=\kappa ,\rho ^{2r},\rho ^s,$$

and

$$gH_0=\{\rho ^{r+k2r+\mathrm{}s},\kappa \rho ^{r+k2r+\mathrm{}s}k,\mathrm{}𝐙\},$$

so that $`gH_0N_G(K)\mathrm{}`$ if and only if there are integers $`j,k,\mathrm{}`$ such that

$$\rho ^{r+js+2kr}=\rho ^\mathrm{}s^{}\text{or}\kappa \rho ^{r+js+2kr}=\kappa \rho ^\mathrm{}s^{}.$$

This is equivalent to there being integers $`k,\mathrm{}`$ such that

$$(2k+1)r=\mathrm{}s^{}$$
(3.1)
If $`q`$ does not divide $`n`$ then $`s^{}`$ is odd and there are always solutions to this equation (for all $`r`$), so establishing (i).

Now suppose $`q|n`$, so that $`s^{}`$ is even. Then (3.1) has solutions iff $`t(r)t(s^{})`$ so establishing (ii).

Finally, let $`H=𝐃_p=\kappa ,\rho ^a`$, for some $`a`$ which must divide both $`s=2s^{}`$ and $`2r`$ (so that $`H`$ contains both $`K`$ and $`K^{g^1}`$). If $`a`$ divides $`r`$ then $`gH`$ which is not possible. Thus $`a`$ is even since it divides $`2r`$, and $`r(a/2)\text{ mod }a`$.

In this case $`gHN_G(K)\mathrm{}`$ if and only if there are integers $`k,\mathrm{}`$ such that

$$r+ka=\mathrm{}s^{}.$$

Since $`a|s`$ and $`s=2s^{}`$ we have either $`s^{}0\text{ mod }a`$ or $`s^{}(a/2)\text{ mod }a`$. In the first case there are no solutions to the equation, while in the second there are solutions, so establishing (iii). $`\mathrm{}`$

If $`K=𝐃_q`$ then, up to equivalence, the only case where $`K`$ and $`K^{g^1}`$ are normal subgroups of $`H`$ is $`H=𝐃_{2q}`$ and $`g=\rho ^{n/q}`$.

### 3.2 Symmetric groups

#### $`G=S_3𝐃_3`$

We have already proved that this group has no homoclinic triples (Proposition 3.4).

#### $`G=S_4𝕋_d`$

The only inequivalant homoclinic triples are given in the following table:

| $`K`$ | generators of $`K`$ | twist, $`g`$ | $`H`$ | generators of $`H`$ | $`KH,H^g`$ |
| --- | --- | --- | --- | --- | --- |
| $`𝐙_2`$ | $`(\mathrm{1\hspace{0.17em}2})`$ | $`(\mathrm{1\hspace{0.17em}3})(\mathrm{2\hspace{0.17em}4})`$ | $`𝐃_2`$ | $`(\mathrm{1\hspace{0.17em}2}),(\mathrm{3\hspace{0.17em}4})`$ | Yes |
| $`𝐙_2`$ | $`(\mathrm{1\hspace{0.17em}2})(\mathrm{3\hspace{0.17em}4})`$ | $`(\mathrm{1\hspace{0.17em}3})`$ | $`V_4`$ | $`(\mathrm{1\hspace{0.17em}2})(\mathrm{3\hspace{0.17em}4}),(\mathrm{1\hspace{0.17em}4})(\mathrm{2\hspace{0.17em}3})`$ | Yes |

#### $`G=S_5`$

the only homoclinic triples appear to be those that come from the inclusion $`S_4<S_5`$.

#### $`G=S_6`$

This list is by no means expected to be exhaustive; there are many different classes of subgroup of $`S_6`$.

| $`K`$ | generators of $`K`$ | twist, $`g`$ | $`H`$ | generators of $`H`$ | $`KH,H^g`$ |
| --- | --- | --- | --- | --- | --- |
| $`𝐙_2`$ | $`(\mathrm{1\hspace{0.17em}2})`$ | $`(\mathrm{1\hspace{0.17em}3})(\mathrm{2\hspace{0.17em}4})`$ | $`𝐃_2`$ | $`(\mathrm{1\hspace{0.17em}2}),(\mathrm{3\hspace{0.17em}4})`$ | Yes |
| $`𝐙_2`$ | $`(\mathrm{1\hspace{0.17em}2})(\mathrm{3\hspace{0.17em}4})`$ | $`(\mathrm{1\hspace{0.17em}3})`$ | $`V_4`$ | $`(\mathrm{1\hspace{0.17em}2})(\mathrm{3\hspace{0.17em}4}),(\mathrm{1\hspace{0.17em}3})(\mathrm{2\hspace{0.17em}4})`$ | Yes |
| $`𝐙_2`$ | $`(\mathrm{1\hspace{0.17em}2})(\mathrm{3\hspace{0.17em}4})`$ | $`(\mathrm{1\hspace{0.17em}5})(\mathrm{2\hspace{0.17em}6\hspace{0.17em}3})`$ | $`𝐃_4`$ | $`(\mathrm{1\hspace{0.17em}2})(\mathrm{3\hspace{0.17em}4}),(\mathrm{2\hspace{0.17em}4})(\mathrm{5\hspace{0.17em}6})`$ | No |
| $`𝐙_2^2`$ | $`(\mathrm{1\hspace{0.17em}2}),(\mathrm{3\hspace{0.17em}4})`$ | $`(\mathrm{1\hspace{0.17em}5})(\mathrm{2\hspace{0.17em}6})`$ | $`𝐙_2^3`$ | $`(\mathrm{1\hspace{0.17em}2}),(\mathrm{3\hspace{0.17em}4}),(\mathrm{5\hspace{0.17em}6})`$ | Yes |
| $`𝐙_2^2`$ | $`(\mathrm{1\hspace{0.17em}2}),(\mathrm{3\hspace{0.17em}4})`$ | $`(\mathrm{1\hspace{0.17em}3\hspace{0.17em}5})(\mathrm{2\hspace{0.17em}6})`$ | $`𝐙_2\times S_4`$ | $`(\mathrm{1\hspace{0.17em}2}),(\mathrm{3\hspace{0.17em}4}),(\mathrm{3\hspace{0.17em}5}),(\mathrm{3\hspace{0.17em}6})`$ | No |
| $`𝐂_3`$ | $`(\mathrm{1\hspace{0.17em}2\hspace{0.17em}3})`$ | $`(\mathrm{1\hspace{0.17em}4})(\mathrm{2\hspace{0.17em}5})(\mathrm{3\hspace{0.17em}6})`$ | $`𝐙_3^2`$ | $`(\mathrm{1\hspace{0.17em}2\hspace{0.17em}3}),(\mathrm{4\hspace{0.17em}5\hspace{0.17em}6})`$ | Yes |
| $`𝐂_6`$ | $`(\mathrm{1\hspace{0.17em}2\hspace{0.17em}3\hspace{0.17em}4\hspace{0.17em}5\hspace{0.17em}6})`$ | $`(\mathrm{2\hspace{0.17em}4})`$ | W | $`(\mathrm{1\hspace{0.17em}2\hspace{0.17em}3\hspace{0.17em}4\hspace{0.17em}5\hspace{0.17em}6}),(\mathrm{1\hspace{0.17em}2\hspace{0.17em}3\hspace{0.17em}6\hspace{0.17em}5\hspace{0.17em}4})`$ | No |
| $`𝐃_6`$ | $`(\mathrm{1\hspace{0.17em}6})(\mathrm{2\hspace{0.17em}5})(\mathrm{3\hspace{0.17em}4}),(\mathrm{1\hspace{0.17em}2\hspace{0.17em}3\hspace{0.17em}4\hspace{0.17em}5\hspace{0.17em}6})`$ | $`(\mathrm{2\hspace{0.17em}4})`$ | W | $`(\mathrm{1\hspace{0.17em}2\hspace{0.17em}3\hspace{0.17em}4\hspace{0.17em}5\hspace{0.17em}6}),(\mathrm{1\hspace{0.17em}2\hspace{0.17em}3\hspace{0.17em}6\hspace{0.17em}5\hspace{0.17em}4})`$ | No |
| $`𝐙_6`$ | $`(\mathrm{1\hspace{0.17em}2\hspace{0.17em}3}),(\mathrm{4\hspace{0.17em}5})`$ | $`(\mathrm{1\hspace{0.17em}4})(\mathrm{2\hspace{0.17em}5\hspace{0.17em}3\hspace{0.17em}6})`$ | $`S_3^2`$ | $`(\mathrm{1\hspace{0.17em}2}),(\mathrm{1\hspace{0.17em}3}),(\mathrm{4\hspace{0.17em}5}),(\mathrm{4\hspace{0.17em}6})`$ | No |
| $`S_3`$ | $`(\mathrm{1\hspace{0.17em}2}),(\mathrm{1\hspace{0.17em}3})`$ | $`(\mathrm{1\hspace{0.17em}4})(\mathrm{2\hspace{0.17em}5})(\mathrm{3\hspace{0.17em}6})`$ | $`S_3^2`$ | $`(\mathrm{1\hspace{0.17em}2}),(\mathrm{1\hspace{0.17em}3}),(\mathrm{4\hspace{0.17em}5}),(\mathrm{4\hspace{0.17em}6})`$ | Yes |

The group $`W`$ has order 36 and has the two generators as shown.

### 3.3 Wreath products

Wreath products are the natural form of symmetry group occurring in systems of coupled cells. They are groups of the form $`G=𝒢`$ where $`𝒢<S_n`$ is a subgroup of a permutation group and $``$ is a nontrivial compact group; see for example . Here we consider two specific examples.

#### $`G=𝐙_2𝐙_3A_4\times 𝐙_2𝕋_h`$

This is the group occurring in the Guckenheimer-Holmes example, see §1.1. We write $`\rho `$ for the generator of $`𝐙_3`$ and $`\kappa _j`$ for the generator of the $`j^{\mathrm{th}}`$ copy of $`𝐙_2`$.

| $`K`$ | generators of $`K`$ | twist, $`g`$ | $`H`$ | generators of $`H`$ | $`KH,H^g`$ |
| --- | --- | --- | --- | --- | --- |
| $`𝐙_2`$ | $`\kappa _1`$ | $`\rho `$ | $`𝐃_2`$ | $`\kappa _1,\kappa _2`$ | Yes |
| $`𝐙_2`$ | $`\kappa _1\kappa _2`$ | $`\rho `$ | $`𝐃_2`$ | $`\kappa _1\kappa _2,\kappa _1\kappa _3`$ | Yes |
| $`𝐃_2`$ | $`\kappa _1,\kappa _2`$ | $`\rho `$ | $`𝐙_2^3`$ | $`\kappa _1,\kappa _2,\kappa _3`$ | Yes |
| $`𝐙_2^2`$ | $`\kappa _1,\kappa _2\kappa _3`$ | $`\rho `$ | $`𝐙_2^3`$ | $`\kappa _1,\kappa _2,\kappa _3`$ | Yes |

The first row is the case occurring in the Guckenheimer-Holmes example. Observe that this is only one of a number of possible homoclinic triples.

#### $`G=𝐙_2S_3`$

This is the octahedral group $`𝕆_h`$. Write $`\rho =(\mathrm{1\hspace{0.17em}2\hspace{0.17em}3})`$ and $`\sigma =(\mathrm{1\hspace{0.17em}2})`$ in $`S_3`$ and let $`\kappa _j`$ be the generator of $`𝐙_2`$ in the $`j^{\text{th}}`$ position.

| $`K`$ | generators of $`K`$ | twist $`g`$ | $`H`$ | generators of $`H`$ | $`KH,H^g`$ |
| --- | --- | --- | --- | --- | --- |
| $`𝐙_2`$ | $`\kappa _1`$ | $`\sigma `$ | $`𝐙_2^2`$ | $`\kappa _1,\kappa _2`$ | Yes |
| $`𝐙_2`$ | $`\kappa _1\kappa _2`$ | $`\sigma `$ | $`𝐙_2^2`$ | $`\kappa _1\kappa _2,\kappa _1\kappa _3`$ | Yes |
| $`𝐙_2`$ | $`\sigma `$ | $`\kappa _1`$ | $`𝐃_2`$ | $`\sigma ,\kappa _1\kappa _2`$ | Yes |
| $`𝐙_2`$ | $`\sigma \kappa _3`$ | $`\kappa _1`$ | $`𝐃_2`$ | $`\sigma \kappa _3,\kappa _1\kappa _2\sigma `$ | Yes |
| $`𝐙_2^2`$ | $`\sigma ,\kappa _3`$ | $`\kappa _1`$ | $`𝐙_2^3`$ | $`\sigma ,\kappa _1\kappa _2,\kappa _3`$ | Yes |
| $`𝐙_2^2`$ | $`\kappa _1,\kappa _2`$ | $`\rho `$ | $`𝐙_2^3`$ | $`\kappa _1,\kappa _2,\kappa _3`$ | Yes |

###### Example 3.6

It is easy to extend some of these to the general case $`G=𝒢`$. We set $`K`$ to be a subgroup consisting of $``$ in only one component, say $`_1`$ and identity elsewhere. If we take $`g𝒢`$ which takes cell 1 to say, cell 2 (eg $`g=(\mathrm{1\hspace{0.17em}2})S_n`$ corresponding to $`\sigma `$ in the table above or $`g=(\mathrm{1\hspace{0.17em}2\hspace{0.17em}3})`$ corresponding to $`\rho `$ in the previous table) then $`N_G(K)=_1\times (𝒢^{})`$ for some subgroup $`𝒢^{}`$ of $`𝒢`$, and $`K^{g^1}=_2`$. Let $`H=_1\times _2`$ (or any other subgroup of $`N_G(K)`$ containing $`_1\times _2`$) then in addition to being a homoclinic triple, one also finds that $`KH,H^g`$.

## 4 Construction of robust rhts

Proposition 2.3 gives group-theoretic condition on the twist of an rht necessary for it to be robust. We now give sufficient conditions that allow construction of robust rhts.

###### Theorem 4.1

Let $`G`$ be a compact Lie group acting on $`M`$. Suppose $`K`$ and $`H`$ are isotropy subgroups of this action and $`(K,g,H)`$ is a homoclinic triple satisfying the two further conditions (one ‘local’ the other ‘global’):

$`H<N_G(K)N_G(K^{g^1})`$,

there is a point $`xM`$ with isotropy $`H`$ and a continuous path of points with isotropy $`K`$ that joins $`x`$ to $`gxFix(H^g)`$.

Then there exists a non-empty open set of equivariant vector fields on $`M`$ with a robust rht of isotropy $`K`$, based on a point in $`Fix(H)`$ and with twist $`g`$.

Proof Note that if $`K`$ is an isotropy subgroup then so is $`K^g`$ and by the fact that $`(K,g,H)`$ is a homoclinic triple, $`K`$ and $`K^{g^1}`$ are distinct isotropy subgroups and so have distinct fixed point subspaces. Let $`X_1`$ be the open set of equivariant vector fields on $`M`$ such that there is a normally hyperbolic (relative) equilibrium point $`x`$ with isotropy $`H`$.

Consider the action of $`H`$ on $`T_xM`$, and consider the three subspaces $`T_H=Fix(H,T_xM)`$, $`T_K=Fix(K,T_xM)`$ and $`T_K^{}=Fix(K^{g^1},T_xM)`$. By \[HTL\] these are each $`H`$-invariant subspaces. It follows that there is an $`H`$-invariant decomposition of $`T_xM`$ as

$$T_xM=T_HT_0T_1T_2W$$

where

$`T_HT_0`$ $`=`$ $`T_KT_K^{}`$
$`T_HT_0T_1`$ $`=`$ $`T_K`$
$`T_HT_0T_2`$ $`=`$ $`T_K^{}.`$
The fact that $`T_HT_KT_K^{}`$ follows from the homoclinic triple property. $`T_1`$ and $`T_2`$ are of course of the same dimension. We treat explicitly the case where $`G`$ is finite; the general case can be deduced by intersecting the above decomposition with a local slice to the group orbit through $`x`$.

While the linearization $`uLu`$ of the vector field at $`x`$ leaves invariant each of $`T_H,T_K,T_K^{}`$ and $`T_KT_K^{}`$, it does not necessarily leave invariant the entire decomposition. However, there are eigenvalues associated to each subspace. For example since $`T_H`$ and $`T_HT_0`$ are invariant, it follows that the linear vector field descends to a vector field on $`(T_HT_0)/T_HT_0`$ whose eigenvalues we call $`\sigma _0(L)`$. Similar constructions define $`\sigma _1(L),\sigma _2(L)`$ etc.

Define the class $`X_2`$ of vector fields in $`X_1`$ such that

$$m_1^++m_2^{}>dimT_1,$$

where $`m_1^+`$ is the number of eigenvalues in $`\sigma _1(L)`$ with positive real part, counting multiplicity, and similarly $`m_2^{}`$ counts the number of eigenvalues in $`\sigma _2(L)`$ with *negative* real part. This class $`X_2`$ is clearly open in $`X_1`$. Furthermore, the members of this class satisfy

$$(W^u(x)Fix(K))+dim(W^s(gx)Fix(K))>dimFix(K).$$
(4.1)
This is because $`g\left(W^s(x)Fix(K^{g^1})\right)=W^s(gx)Fix(K)`$.

Now consider any continuous path $`\gamma (t)`$ with finite arc length, connecting $`x`$ to $`gx`$ in $`Fix(K)`$ such that $`\gamma (t)`$ has isotropy $`K`$. Given a tubular neighbourhood $`N`$ of $`\gamma `$ such that $`g(N)`$ does not intersect $`N`$, there is an open set $`X_3X_2`$ of vector fields such that $`W^u(x)`$ and $`W^s(gx)`$ intersect on a path within $`N`$.

Since $`dim(W^u(x)Fix(K))+dim(W^s(x)Fix(K))dimFix(K)+1`$ there is an open set $`X_4X_3`$ of flows that have transverse intersection of these manifolds and hence the rhts in the open set $`X_4`$ are robust as required. $`\mathrm{}`$

###### Remark 4.2

Notice that although $`KK^g`$ we do not require that $`H`$ and $`H^g`$ differ for this result. The examples in Sections 1.1 and 1.2 have $`HH^g`$ and $`H=H^g`$ respectively. Moreover the constructed rhts may or may not be attractors.

###### Remark 4.3

Condition \[HTL\] is not necessary, but it simplifies the proof considerably. Any more general hypothesis on the representation of $`H`$ on $`T_xM`$ would suffice provided it allows construction of open sets of vector fields satisfying equation (4.1); see §4.3 for an example. It is worth noticing that \[HTL\] is satisfied whenever $`H`$ is abelian, which holds in almost all the examples in Section 3.

###### Remark 4.4

Condition \[HTG\] is obviously necessary, and requires knowledge of the group action in order to be verified. However, if the action is a complex or symplectic representation of a finite group then the symmetry-type sets (ie those with constant isotropy) are always connected, so that \[HTG\] is always verified; see Theorem 4.6.

### 4.1 An example of a robust rht with $`SO(3)`$ symmetry.

Theorem 4.1 can be applied to produce new examples of robust rhts in a variety of contexts. For example, let $`G=SO(3)`$ and let $`V_1`$ be the 3-dimensional irreducible representation (irrep) of $`SO(3)`$ ($`V_1=𝐑^3`$), and $`V_2`$ the 5-dimensional irrep, consisting of trace-0 $`3\times 3`$ real symmetric matrices (equivalently, the first and second order spherical harmonics respectively). Let $`M=(V_1V_2)𝐂`$. This is a 16-dimensional representation of $`SO(3)`$, isomorphic to the sum $`𝐂^3V_2^𝐂`$, where $`V_2^𝐂`$ consists of *complex* trace-0 symmetric $`3\times 3`$ matrices. $`SO(3)`$ acts on $`V_1`$ by multiplication on the left, and on $`V_2`$ by conjugation.

Note that action of $`SO(3)`$ on $`V_2`$ has non-trivial generic orbit type (equal to the conjugacy class of the subgroup $`H`$ defined below), since every symmetric matrix is diagonalisable. On the other hand, if the real and imaginary parts of a complex matrix in $`V_2^𝐂`$ have no common eigenvector then the isotropy of the point is trivial.

Denote by $`R_\theta ^x`$ the rotation by $`\theta `$ about the $`x`$-axis. Let $`H=𝐃_2`$ be the group generated by $`R_\pi ^x`$ and $`R_\pi ^y`$. Then $`Fix(H)`$ consists of diagonal matrices. Let $`K=R_\pi ^x`$, so that $`Fix(K)`$ consists of certain block diagonal matrices, and let $`g=R_{\pi /2}^y`$.

###### Theorem 4.5

Suppose $`G=SO(3)`$ and $`M`$ is the 16-dimensional representation as above. Then there exist robust rhts on $`M`$ for vector fields with symmetry $`G`$.

Proof We verify that the hypotheses of Theorem 4.1 are satisfied and then use the conclusion of that theorem. To see that $`(K,g,H)`$ is a homoclinic triple, note that $`g`$ does not fix $`Fix(K)`$ as it maps the $`x`$ axis onto the $`z`$ axis, and observe that $`H`$ is generated by $`K`$ and $`K^{g^1}`$. For \[HTL\] it suffices to point out that $`N_G(K)=N_G(K^{g^1})=O(2)`$ (generated by all $`R_\theta ^x`$ and $`R_\pi ^y`$), and this contains $`H`$.

There remains to show that the global connectivity condition is satisfied, which can be done explicitly. Since $`SO(3)`$ acts independently on each summand in $`M`$, it follows that for any subgroup

$$Fix(K,M)=Fix(K,V_1^𝐂)Fix(K,V_2^𝐂),$$

and moreover that $`Fix(K,V^𝐂)=Fix(K,V)^𝐂`$, and finally that the isotropy subgroup of $`(u+iv,A+iB)M`$ is the intersection of the isotropy subgroups of each of $`u,v,A`$ and $`B`$.

Thus $`Fix(K,M)`$ consists of points of the form

$$[\left(\begin{array}{c}t\\ \\ 0\end{array}\right),\left(\begin{array}{cc}a& 0\\ & \\ 0& A\end{array}\right)]$$
(4.2)
where $`a,t𝐂`$ and $`A`$ is a $`2\times 2`$ complex symmetric matrix of trace $`tr(A)=a`$. A typical point in $`Fix(H,M)`$ is a point of the form $`U=(0,diag[\alpha ,\beta ,\gamma ])`$, and then $`gU=(0,diag[\gamma ,\beta ,\alpha ])`$. We need to show that there is a path in $`Fix(K,M)`$ connecting $`U`$ and $`gU`$ consisting entirely of points with isotropy precisely $`K`$.

Now, $`dimFix(K,M)=8`$, and $`dimFix(H)=4`$. Furthermore $`N_G(K)O(2)<SO(3)`$, so that the set of points in $`Fix(K,M)`$ with orbit type $`(H)`$ is of dimension $`4+1=5`$ and so its complement in $`Fix(K)`$ is connected. The only other points in $`Fix(K,M)`$ with higher symmetry are those fixed by $`SO(2)<N_G(K)`$ (generated by rotations about the $`x`$-axis) which are just those of the form (4.2) with $`A`$ a multiple of the identity, which is a set of real dimension only 4, and so again does not separate $`Fix(K,M)`$. $`\mathrm{}`$

### 4.2 A class of finite groups admitting robust rhts

The next result gives sufficient conditions on a finite group $`G`$ such that a representation $`M`$ of $`G`$ can be found that admits robust rhts for $`G`$ equivariant vector fields on $`M`$.

###### Theorem 4.6

Suppose that $`G`$ is a finite group with a homoclinic triple $`(K,g,H)`$ satisfying in addition \[HTL\]. Let $`M`$ be the complex regular representation of $`G`$ (of real dimension $`2|G|`$). Then there is an open set of $`G`$-equivariant vector fields on $`M`$ for which there is an rht with isotropy $`K`$ and twist $`g`$.

Proof This follows from Theorem 4.1. Indeed, every subgroup of $`G`$ is an isotropy subgroup for this representation so that $`K`$ and $`K^{g^1}`$ and $`H`$ are isotropy subgroups as required, and hypothesis \[HTL\] is satisfied by assumption. Since all strata are even-dimensional there are no connectivity restrictions and we can satisfy \[HTG\]. $`\mathrm{}`$

###### Example 4.7

As an example of an application of this theorem, consider the eight-element dihedral group

$$𝐃_4=\{\rho ,\kappa :\rho ^4=\kappa ^2=1,\rho \kappa =\kappa \rho ^1\}.$$

This has a subgroup $`K=\kappa `$ and element $`g=\rho `$ that satisfy the hypotheses of the theorem (in this case $`H=\kappa ,\rho ^2`$) and so we can construct robust cycles with $`𝐃_4`$ symmetry for a flow on $`𝐑^{16}`$. This is identical in form to the Kuramoto-Sivashinsky example in Section 1.2 but in a much higher dimensional space.

###### Example 4.8

Similarly, one can use Theorem 4.6 to show that the group occurring in the Guckenheimer-Holmes example in Section 1.1 permits robust rhts. Namely, let $`G=𝐙_2S_3`$, see §3.3 and consider $`K=\kappa `$ and $`g=\rho `$. Again, this produces a much higer dimensional space than the original example in $`𝐑^3`$.

###### Example 4.9

The homoclinic triples for wreath products defined in Example 3.6 with $``$ finite satisfy the hypothesis \[HTL\] of Theorem 4.1. There are therefore open sets of equivariant vector fields on the complex regular representation with rhts for which these triples occur.

###### Remark 4.10

Many examples of robust rhts in the literature are for irreducible representations (for example, the Guckenheimer-Holmes example in Section 1.1) or for group actions where there are only a few irreducible components (for example, the Kuramoto-Sivashinsky example in Section 1.2 where there are two). Our result, Theorem 4.6, by contrast gives robust rhts on much larger dimensional spaces with many irreducible components. Usually, no irreducible representation will be sufficiently rich to satisfy the hypothesis of Theorem 4.1, and this begs the question of how to obtain optimally small estimates for the dimension of the group action one needs to consider obtain robust rhts for a given group.

###### Remark 4.11

If $`G`$ is a finite group that satisfies Theorem 4.6 we say that $`G`$ is robust. Clearly any finite group that has a robust subgroup is robust, giving another way of constructing many groups admitting rhts.

### 4.3 An example with $`G=𝐃_8`$

We present an example demonstrating the difference between the necessary conditions of Proposition 2.3 and the sufficient conditions of Theorem 4.1. It is in some sense the simplest example of a homoclinic triple that does not satisfy the extra sufficient condition \[HTL\] of Theorem 4.1, and appears in the $`𝐃_8`$-table in §3.1. We consider complex representations so that the global connectivity hypothesis \[HTG\] of Theorem 4.1 is automatically satisfied, as in Theorem 4.6.

Using the notation for the dihedral groups introduced in §3.1, consider the homoclinic triple $`(K,g,H)`$, where $`K=\kappa `$, $`g=\rho `$ and $`H=\kappa ,\rho ^2`$. This is a homoclinic triple by Theorem 3.5, and indeed it is a minimal triple.

Consider the irreducible representations (irreps) of $`G=𝐃_8`$, of which there are 7 in all (Table 1). It can be seen from the table that, for a representation $`V`$ of $`𝐃_8`$, $`H`$ is an isotropy subgroup if and only if $`V`$ contains at least one copy of $`A_2`$, and $`K`$ is an isotropy subgroup if and only if $`V`$ contains at least one copy of either $`E_1`$ or $`E_2`$.

###### Theorem 4.12

Let $`V`$ be a complex representation of $`𝐃_8`$ for which $`K`$ and $`H`$ are isotropy subgroups, where $`K=𝐙_2`$ and $`H=𝐃_4`$ as above. There is an open set of equivariant vector fields with homoclinic triple $`(K,g,H)`$ with $`g=\rho `$ if and only if $`V`$ contains at least one copy of the irreducible representation $`F`$ (see Table 1).

Proof This is based on the proof of Theorem 4.1 and Remark 4.3. Let $`xFix(H)`$. Then $`T_xV=V`$ and the linearization $`L`$ of the equivariant vector field at $`x`$ is $`H`$-equivariant, and we need to consider the eigenvalues of $`L`$ on each irrep. Consider the isotypic decomposition of $`V`$:

$$V=a_0A_0a_1A_1a_2A_2a_3A_3e_1E_1e_2E_2fF,$$

where $`a_0,\mathrm{},f`$ are non-negative integers. Then

$$\begin{array}{ccc}\hfill Fix(H,V)& =& a_0A_0a_2A_2\hfill \\ \hfill Fix(K,V)& =& a_0A_0a_2A_2e_1E_1^{(s)}e_2E_2^{(s)}fA_2^{}\hfill \\ \hfill Fix(K^{g^1},V)& =& a_0A_0a_2A_2e_1E_1^{(d)}e_2E_2^{(d)}fA_3^{}.\hfill \end{array}$$

Some of this notation needs explaining. The $`A_k`$ parts should be self-explanatory. The two representations $`E_1`$ and $`E_2`$ of $`𝐃_8`$ are the usual symmetry groups of the regular octagon; in the first $`\rho `$ acts by rotation by $`\pi /4`$ while in $`E_2`$ it acts by rotation by $`3\pi /4`$. Restricting the action to $`H`$, picks out a square in the octagon, whose vertices lie at alternating vertices of the octagon say, and then $`E_j^{(s)}`$ is a line of reflection in $`E_j`$ passing through midpoints of a pair of sides of the square, while $`E_j^{(d)}`$ is a diagonal line of the square. Note that any $`H`$-equivariant linear vector field on $`E_j^{}`$ has the same eigenvalues on both $`E_j^{(s)}`$ and $`E_j^{(d)}`$, so if $`f=0`$ in the representation, the eigenvalues on $`Fix(K^{g^1},V)`$ and $`Fix(K,V)`$ cannot be distinct.

On the other hand, the irrep $`F`$ decomposes into two $`H`$-irreps, $`F=A_2^{}+A_3^{}`$. Indeed, in the action of $`𝐃_8`$ on $`F`$, $`\rho `$ acts as rotation by $`\pi /2`$, so that $`𝐃_8`$ acts as the symmetry group of the square, and the action of $`H`$ is just by a pair of reflections. These two reflections are in fact those in $`K`$ and $`K^{g^1}`$, and so $`Fix(K,F)=A_2^{}`$ say, and $`Fix(K^{g^1},F)=A_3^{}`$. It follows that an $`H`$-equivariant $`L`$ can be chosen so that the eigenvalues on $`A_2^{}`$ and $`A_3^{}`$ are of opposite sign, and there is an open set of such $`L`$. Consequently if $`f1`$ then there is an open set of linear vector fields $`L`$ satisfying (4.1), as required by Remark 4.3. $`\mathrm{}`$

## 5 Discussion

There has been much work on robust heteroclinic cycles that has looked at structure and existence of rhts for given group representations. What we have attempted here is to understand better the group-theoretic conditions on a group necessary to find a representation admitting rhts. We have found necessary conditions in Proposition 2.3 and sufficient conditions in Theorem 4.1 but there remains a gap in the hypotheses that it would be nice to be able to close. Specifically one would like to be able to characterise a weaker version of \[HTL\] that would be both necessary and sufficient, and Remark 4.3 together with the example in §4.3 shows that this condition must include some information on the local structure of the action.

A number of other questions are suggested by this study. As mentioned already, there are optimality questions; for example, given a group with a homoclinic triple that does admit robust rhts, how small a representation can one consider to find a robust rht? Also, how rare are robust rhts for equivariant systems. For example, what proportion of finite groups of order $`n`$ have the necessary complexity to admit robust rhts? What proportion of irreducible representations of finite groups of dimension $`n`$ admit robust rhts?

It does not seem to be a trivial task to extend or generalize the results here to apply to robust heteroclinic cycles due partly to the fact that the interconnection possibilities are much greater and ensuring their robustness requires that many local and global conditions are fulfilled simultaneously (see for example ). However, it should be possible to generalize the results to apply to heteroclinic cycles between classes of more general transitive invariant sets.


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# Magnetic Field Scaling in Spin Glasses and the Mean-Field Theory

## I Introduction

Effect of a magnetic field on the spin-glass state is one of the most important open problems in spin-glass physics. Two major theoretical descriptions of spin-glass phenomena have evolved over the past twenty years. One of them is the mean-field theory for the static and dynamical properties of spin glasses, based on the Parisi replica-symmetry-breaking formalism and related ideas.mez87 ; bou97  The alternative approach is the droplet model, based on the Migdal-Kadanoff approximation.fis86 ; mig75  The two pictures provide very different physical interpretations of observable spin-glass phenomena. This difference is particularly pronounced when spin-glass properties in a magnetic field are considered. The mean-field theory predicts a spin-glass state with replica-symmetry breaking at finite magnetic fields below a critical line in the $`(T,H)`$ plane.alm78  The droplet model states that a true phase transition occurs at zero magnetic field only. Compelling experimental support for either model has not yet been presented. A detailed analysis of magnetic field effects on real spin glasses can provide information about the comparative validity of the theoretical predictions.

Recent experimental results favor the mean-field picture. Torque measurements have shown that Heisenberg spin glasses with random anisotropy are characterized by a true spin-glass ordered phase at high magnetic fields.pet99  Experimental studies of violations of the fluctuation-dissipation theorem under an increasing field change also support predictions of the mean-field theory.zot02

The remanent magnetization, measured after a change in magnetic field, contains all essential information about spin-glass dynamics. The general features of its field dependence have been studied for various spin glasses.tho74  All experimental results to date, however, have been treated phenomenologically. A comprehensive theoretical picture which can explain these results, and predict the field dependence of measurable quantities over a wide range of field variations, remains lacking. The mean-field theory of aging phenomena,bou97 ; fra98 ; mar98 ; cug99  developed in recent years, now appears able to provide such a description within the linear response regime. The theory relates the macroscopic relaxation properties of the spin-glass state to microscopic correlations. Many conclusions, derived from this theoretical picture, can be tested experimentally. In the present paper, we study the scaling of magnetization curves with magnetic field for several spin-glass samples. We show that, under some additional experimentally justified assumptions, our experimental results support predictions of this theory.

This paper is organized as follows. In the next Section, the theoretical picture underlying our analysis is outlined. Sec. III.A presents experimental results on the field scaling for different temperatures. In Sec. III.B, experimental data for different samples are compared. Section IV summarizes our conclusions.

## II Theoretical background and scaling predictions

The equilibrium susceptibility of an Ising spin glass, identified with the equilibrium value of the experimental field-cooled susceptibility, is given by the following expression: par83

$$\chi _{FC}=[1_0^1q(x)𝑑x]/T.$$
(1)
This susceptibility includes contributions from different pure equilibrium states with the nontrivial distribution of overlaps $`q(x)`$. The value $`q(1)=q_{EA}`$ is the equilibrium Edwards-Anderson order parameter, and $`q(0)=q_{min}`$ is the minimum possible overlap, nonzero in the presence of a magnetic field. The spin-glass state is chaotic in magnetic field, par83  meaning that the average equilibrium overlap of two states at slightly different values of magnetic field is equal to $`q_{min}`$.

The linear response susceptibility, identified with the experimental zero-field-cooled susceptibility at short observation times $`\tau =tt_w`$, is given by the fluctuation-dissipation theorem (FDT) in its integral form: cug99

$$\chi (t,t_w)=[1C(t,t_w)]/T.$$
(2)
Here, $`C(t,t_w)`$ is the autocorrelation function for a system of $`N`$ Ising spins, defined as follows:

$$C(t,t_w)=(1/N)\underset{i=1}{\overset{N}{}}S_i(t)S_i(t_w).$$
(3)
The linear response susceptibility is associated with transitions within a single pure state. The difference between the values of the field-cooled and zero-field-cooled susceptibilities is a manifestation of replica-symmetry breaking.par83

Spin-glass dynamics is limited to a single ergodic component, because the energy barriers, separating the pure equilibrium states, are divergent in the thermodynamic limit. The long-time dynamics within one pure state can be viewed as a series of transitions from a trap to a deeper trap.bou97  The barriers surrounding these traps are high, but finite, and “traps encountered at long times tend to increasingly resemble the actual states contributing to the equilibrium”.cug94  This interpretation leads to a description of asymptotic spin-glass dynamics, algebraically similar to the static replica-symmetry-breaking formalism.

Dynamical definitions of $`q_{EA}`$ and $`q_{min}`$ are given in terms of the correlation function: bou97 ; cug99

$$q_{EA}=\underset{\tau \mathrm{}}{lim}\underset{t_w\mathrm{}}{lim}C(t_w+\tau ,t_w);$$
(4)
$$q_{min}=\underset{\tau \mathrm{}}{lim}C(t_w+\tau ,t_w).$$
(5)
Eq. (5) means that, after a small field change following a finite waiting time $`t_w`$, the system evolves towards an equilibrium state that has the minimum possible correlation with the initial state state at $`t=t_w`$.

Experiments oci85  and computer simulations and92  suggest the following picture of spin-glass relaxation. At short observation times, $`\tau t_w`$, the relaxation is fast (on the linear time scale) and equilibrium in nature. The correlation function, Eq. (3), drops from 1 to $`q_{EA}`$. The fluctuation-dissipation theorem holds, and the susceptibility is given by Eq. (2). At longer observation times, $`\tau >t_w`$, the relaxation is very slow and $`t_w`$-dependent. The correlation decreases from $`q_{EA}`$ to $`q_{min}`$. The FDT is violated, and the zero-field-cooled susceptibility relaxes towards the equilibrium value, presumably given by Eq. (1).

It is proposed in the mean-field theory of aging phenomenabou97  that, for large $`t_w`$, the susceptibility depends on its time arguments only through the correlation function, i.e. $`\chi =\chi [C(t,t_w)]`$, even when the fluctuation-dissipation theorem is violated. The susceptibility $`\chi (C)`$ is a piecewise function.mar98 ; cug99  It is linear in the equilibrium regime:

$$\chi (C)=[1C]/T\text{ , }q_{EA}C<1.$$
(6)
In the aging regime, the relaxing part of the susceptibility, $`\chi _{ag}(C)`$, is nonlinear:

$$\chi (C)=[1q_{EA}]/T+\chi _{ag}(C)\text{ , }q_{min}<C<q_{EA}.$$
(7)
The well-known Parisi-Toulouse approximation par80  makes use of the following assumptions: the equilibrium susceptibility, Eq. (1), is independent of temperature, while $`q_{EA}`$ and $`q_{min}`$ are functions of only temperature and magnetic field, respectively. The dynamical version of this approximation implies mar98 ; cug99  that the function $`\chi _{ag}(C)`$ in Eq. (7) is both $`T`$\- and $`H`$-independent. This means that the dependence $`\chi (C)`$ is universal in the aging regime, and follows a master curve $`\stackrel{~}{\chi }(C)`$. If the value of the susceptibility at the limit of validity of the FDT, i.e. at $`C=q_{EA}`$, is denoted as $`\chi _{ZFC}`$, one can write the following:

$$\chi _{FC}=\chi _{FC}(H);\chi _{ZFC}=\chi _{ZFC}(T).$$
(8)
Fig. 1, taken directly from Cugliandolo et al., cug99  displays the master curve $`\stackrel{~}{\chi }(C)`$. Each point on this curve corresponds to a transition from the equilibrium to the aging regime at some temperature $`0<T<T_g`$. The quantity $`q_d`$ is the initial correlation $`C(t_w,t_w)`$, which depends on the number of spin components. It appears instead of unity in Eqs. (6) and (7) if the spins are not Ising.

The contribution of this paper is the experimental study of the magnetic field dependence of the remanent susceptibility $`\chi _{FC}(H)\chi _{ZFC}(T)`$. According to Fig. 1, it is related to the difference $`q_{EA}(T)q_{min}(H)`$. In order to derive a magnetic field scaling relationship, we must introduce two additional assumptions. First, we consider relatively high temperatures and assume that the master curve $`\stackrel{~}{\chi }(C)`$ at low $`C`$ can be approximated by a straight line. Then the triangles in Fig. 1 are geometrically similar for all allowed $`T`$ and $`H`$, and the following relation holds:

$$\frac{\chi _{FC}(H)\chi _{ZFC}(T)}{\chi _{FC}(0)\chi _{ZFC}(T)}=\frac{q_{EA}(T)q_{min}(H)}{q_{EA}(T)}.$$
(9)
Second, let us suppose that $`q_{min}(H)`$ is a homogeneous function of order $`p`$, that is $`q_{min}(aH)=a^pq_{min}(H)`$ with some $`p0`$. Then, introducing the critical AT field, one can write:

$$\frac{q_{min}(H)}{q_{EA}(T)}=\frac{q_{min}(H)}{q_{min}[H_{AT}(T)]}=\frac{q_{min}[H/H_{AT}(T)]}{q_{min}(1)}.$$
(10)
Here we used the conditionpar83  that the de Almeida-Thouless critical line is defined by $`q_{min}=q_{EA}`$. It follows from Eqs. (9) and (10) that the remanent susceptibility, $`\chi _{FC}(H)\chi _{ZFC}(T)`$, should scale as $`H/H_{AT}`$. This is a consequence of the proposed universality of $`\stackrel{~}{\chi }(C)`$. The present paper is devoted to the experimental study of this field scaling. We shall also use our experimental data to justify the two assumptions which lead to Eqs. (9) and (10).

## III Experimental results and analysis

Before presenting our experimental results, we would like to make some preliminary remarks.

Predictions of the mean-field theory of aging phenomena, mentioned in the previous section, are expected to hold only in the linear response regime. This means that a change in magnetic field, acting as a probe of the spin-glass state, must be much smaller than the AT field at a given measurement temperature. A larger field change would lead to a deviation from linear response. The measured zero-field-cooled susceptibility would then become field-dependent, and the arguments, based on Fig. 1, could not be used.

Eqs.(8)-(10) can be applied to experimental data only if the zero-field-cooled susceptibility is measured at the end of the fluctuation-dissipation regime. For relatively short waiting times, the transition from one regime to the other is not well defined. Computer simulations show and92  that violation of the FDT becomes visible at observation times $`\tau `$ at least one order of magnitude shorter than the waiting time $`t_w`$, the violation becoming strong at $`\tau t_w`$. All of our experiments have been performed on a commercial Quantum Design SQUID magnetometer. The shortest possible observation time is about $`40s`$. The typical effective cooling time is $`600s`$ because of the rather low cooling rate near the measurement temperature. By the time the first experimental point is taken, the fast initial decay is essentially over. Thus, the short-time measurements yield results, which are approximately at the end of the fluctuation-dissipation regime, even at zero waiting time.

In our analysis, we use experimental values of magnetizations instead of susceptibilities. This is because numerical differentiation requires fitting, and any fitting involves interpretation. Of course, all arguments regarding the field scaling apply to magnetizations as well. For example, Eqs. (9) and (10) suggest that the slope of the remanent magnetization, $`MFCZFC`$, at field $`H`$, divided by its slope at $`H=0`$, will be a function of $`H/H_{AT}(T)`$. The rest of this Section presents our experimental results, which will support this prediction.

### III.1  Field scaling for different temperatures

In order to test validity of Eqs. (9) and (10), we measured the field-cooled ($`MFC`$) and zero-field-cooled ($`ZFC`$) magnetizations as functions of the field $`H=\mathrm{\Delta }H`$ for four different temperatures. All results reported in this subsection were obtained for a single crystal Cu:Mn 1.5 at %. It is a long-range Heisenberg spin glass with a glass temperature $`T_g`$ of approximately $`15.2K`$. The experimental phase diagram for this sample will be presented elsewhere. The measurements of the $`ZFC`$ magnetization were made at the shortest observation time, with zero waiting time between the cooling and application of the field.

Fig. 2 exhibits the field dependence of the field-cooled magnetization. The data are presented as taken, without any rescaling of the field or adjustment of the magnetization magnitude. Error bars are considerably smaller than the symbol sizes and are not shown in the figure. The same applies to the other figures in this paper that do not exhibit error bars. It is evident that $`MFC(H)`$ is virtually independent of temperature. Therefore, the Parisi-Toulouse approximation works rather well in the case of this sample. This appears to be a common feature of Cu:Mn spin glasses.cug99

The spin-glass phase is characterized by the difference between the field-cooled and zero-field-cooled magnetizations. The inset of Fig. 2 displays temperature dependence of the $`MFCZFC`$ irreversibility at fixed magnetic field. Weak irreversibility in the Cu:Mn 1.5 at % single crystal appears slightly above the glass temperature of $`15.2K`$. The irreversibility becomes strong as temperature is lowered, evolving to a region where it increases linearly with a large slope. The strong $`MFCZFC`$ irreversibility is interpreted as a sign of the spin-glass phase transition. The $`T`$-intercept of the linear fit in this region is taken as the crossover temperature $`T_c(H)`$. These crossover temperatures, determined for different magnetic fields $`H`$, define the AT line.

Fig. 3 displays field dependences of the $`MFCZFC`$ irreversibility for different temperatures. The four curves are similar in shape, but the field scale for each depends on the measurement temperature. The peak in $`MFCZFC`$ corresponds to a strong violation of linear response. It turns out that the position of this peak depends on the value of the AT field.

The experimental AT line for the Cu:Mn 1.5 at % single crystal sample is exhibited in Fig. 4. One can see that this line has the functional form $`T_gT_c(H)H^{2/3}`$, typical of the AT line alm78  in the Sherrington-Kirkpatrick (SK) model. she75  Fig. 4 also shows temperature dependence of the position of the peak in $`TRM(H)`$, which we denote as $`H_M(T)`$, and of the peak in $`(MFCZFC)(H)`$, which we refer to as $`H_m(T)`$. The thermoremanent magnetization, $`TRM`$, is not equal to $`MFCZFC`$ if linear response is violated, and $`H_m<H_M`$ for any temperature. However, both $`H_M(T)`$ and $`H_m(T)`$ are proportional to the critical field $`H_{AT}(T)`$, according to Fig. 4. The peak in $`(MFCZFC)(H)`$ is easier to identify than the AT line itself. In this subsection, we shall use its position, $`H_m(T)`$, as the field scaling parameter, and consider $`H/H_m`$ scaling instead of $`H/H_{AT}`$ scaling.

Fig. 5 exhibits the $`MFCZFC`$ irreversibility, normalized by its value at $`H_m`$, and plotted versus $`h=H/H_m`$. One can see that the curves for different temperatures fall on top of one another for $`h<1`$. This is the interval of field variations where linear response holds, at least approximately. Therefore, the field scaling, predicted by Eqs. (9) and (10), is indeed observed in spin-glass experiments. For $`h>1`$, however, the scaling is rather poor. There is strong nonlinearity in the spin-glass response in this regime, and the mean-field theory of aging phenomena will not be applicable.

Of course, nonlinearity by itself does not necessitate lack of scaling. There are at least two probable reasons for the observed differences in high-field behavior at different temperatures. First, freezing of the transverse spin components gab81  in Heisenberg spin glasses produces the weak irreversibility in the longitudinal direction. Second, the distribution of glass temperatures, always present in real samples, has a stronger effect at higher measurement temperatures and higher fields. The inset of Fig 2 shows that there is a significant remanence at the crossover temperature. It corresponds to the remanence near the AT line at $`h3.5`$ in Fig. 5. Obviously, we cannot expect the $`H/H_{AT}`$ scaling to hold precisely in this region.

The scaling of the $`MFCZFC`$ curves in Fig. 5 suggests, a posteriori, that the assumptions leading to Eqs. (9) and (10) are in fact reasonable. In order to clarify this conclusion, we determined the master curve $`\stackrel{~}{\chi }(C)`$ according to the method of Cugliandolo et al.cug99  If the zero-field cooled susceptibility is measured at the limit of validity of the FDT, the corresponding correlation can be obtained from Eq. (6). Then the values of $`\chi _{ZFC}(T)`$ for different temperatures, plotted vs. $`C(T)`$, span the master curve $`\stackrel{~}{\chi }(C)`$. The experimental master curve is shown in Fig. 6. The data points were taken in the interval from $`T=2.4K`$ to $`T=15.0K`$ at the same low field $`H=16Oe`$. Each measurement was independent of the others, and included a quench from above the glass temperature.

Fig. 6 demonstrates that the experimental dependence of $`\chi `$ on $`C`$ is close to linear over a wide range of correlations. This justifies the assumption underlying Eq. (9): the master curve $`\stackrel{~}{\chi }(C)`$ at relatively low $`C`$ can be approximated by a straight line.

The experimental data for the AT critical line in Fig. 4 suggest that, to the leading order of magnitude, $`q_{min}(H)H^{2/3}`$. Therefore, $`q_{min}(H)`$ is indeed a homogeneous function of order $`p=2/3`$, and the assumption underlying Eq. (10) is also verified.

These arguments, of course, should be taken with caution. A reliable experimental determination of the master curve $`\stackrel{~}{\chi }(C)`$ would require independent measurements of both the susceptibility and the correlation. Fig. 6 only gives an idea of how the real curve may look. In particular, the experimental master curve in Fig. 6 does not exhibit a significant downturn at high values of $`C/q_d`$. The difference between this curve and the theoretical curve $`\stackrel{~}{\chi }=(1C)^{1/2}`$ for the SK model mar98  is very pronounced in that region. This problem, however, is beyond the scope of the present paper. It is also evident that we cannot expect the above two assumptions to hold beyond the leading order of magnitude even at high enough temperatures and low values of $`C`$. It would be correct to say, therefore, that the AT field defines a characteristic field scale at any temperature, but the scaling itself is always approximate.

### III.2  Field scaling for different samples

The results of the previous subsection suggest that the master curve $`\stackrel{~}{\chi }(C)`$ in Fig. 1 is universal, that is $`T`$ and $`H`$ independent, thus supporting the Parisi-Toulouse approximation. It would be interesting to see, therefore, if this curve depends on the choice of sample. Different spin-glass samples have different microscopic properties, and, consequently, different effective magnetic field scales. If the Parisi-Toulouse approximation holds, the magnetic field $`H`$ appears in the analysis through $`q_{min}(H)`$ only. Therefore, if the master curve $`\stackrel{~}{\chi }(C)`$ is sample independent, and $`q_{min}(H)`$ has always the same functional form, we can expect the scaling of magnetization curves to hold for different samples.

In order to study this issue, we measured the field-cooled (MFC) and the thermoremanent (TRM) magnetizations as functions of $`H=\mathrm{\Delta }H`$ for five different spin-glass samples. In addition to the single crystal Cu:Mn 1.5 at %, described previously, we used a single crystal Cu:Mn 0.6 at %, with the glass temperature of about $`6.0K`$. Both samples have been prepared in Kammerlingh Onnes Laboratory (Leiden). Similar single crystals have been used for newtron-scattering experiments. lam95  The other three of our samples are polycrystalline. The polycrystal Cu:Mn 6.0 at % has been extensively studied before. ken91  Its glass temperature is near $`31.0K`$. The thiospinel $`CdCr_{1.7}In_{0.3}S_4`$ is an insulating short-range spin glass with $`T_g=16.7K`$. It has also been studied in detail. vin87  The second thiospinel sample, used in our analysis, has been obtained from the part of the first sample by sifting it through a $`100nm`$ mesh. This was done to probe the finite-size effects. swa00  The sifted thiospinel has a slightly lower glass temperature $`T_g16.5K`$.

Fig. 7 displays the thermoremanent magnetizations versus the field $`H`$ for these five samples. All data points are taken at the same short observation time of $`90s`$ after the field is cut to zero. The waiting time between the end of the cooling process and the field change is $`30min`$. The reduced measurement temperatures, $`Tr=T/T_g`$, for different samples are not exactly the same, but it is not very important considering the results of Sec. III.A. It is evident from Fig. 7 that different samples have very different characteristic field scales. The effect of the same magnetic field is strongest in the case of the thiospinel, and it is much less pronounced for the single crystal Cu:Mn 1.5 at %. The characteristic field scales for these two samples differ by one order of magnitude.

One can see from Fig. 7 that each $`TRM(H)`$ curve has a maximum. According to Fig. 4, the position of this maximum, $`H_M(T)`$, is proportional to the corresponding AT field, $`H_{AT}(T)`$. In this subsection, we will characterize each sample by its value of $`H_M`$, and consider $`H/H_M`$ scaling instead of the $`H/H_{AT}`$ scaling.

Fig. 8 exhibits experimental $`MFC(H)`$ curves, plotted versus $`h=H/H_M`$ and normalized by their values at $`h=1`$. All five curves seem to scale well together. This suggests that, apart from the differences in the field scales, the physical mechanism behind the observed field dependence is the same for all these very different samples. Fig. 8 suggests that the functional form of $`q_{min}(H)`$ is essentially independent of sample.

The experimental $`TRM(H)`$ curves from Fig. 7, plotted versus the reduced field $`h=H/H_M`$, are presented in Fig. 9. The overall scaling is surprisingly good, taking into account the diversity in properties of the five samples. We conclude that the observed nonlinearity in spin-glass response has the same physical origin for all samples.

The major deviations from perfect scaling seem to result from finite-size effects. They are not clearly visible in Fig. 9, but can be seen in Fig. 10. This figure exhibits the normalized $`TRM`$ curves, divided by $`h=H/H_M`$, for the two thiospinel samples. The full thiospinel sample with $`T_g16.7K`$ has a broad distribution of particle sizes. The sifted thiospinel sample with $`T_g16.5K`$ consists of particles smaller than $`100nm`$ in diameter. The measurement temperatures were $`14.4K`$ and $`14.2K`$, respectively, so that the reduced temperature $`Tr=T/T_g`$ has the same value of 0.86 for both samples.

Two conclusions can be derived from the data in Fig. 10. First, the characteristic field for the sifted sample is about 10% higher than for the full sample. This is consistent with the mean-field-theory predictions. The differences in free energies per site for different equilibrium states are of the order of $`1/N`$, where $`N`$ is the total number of spins. For smaller $`N`$, a stronger perturbation is needed to redistribute these energy differences and thus reshuffle the weights of different pure states.rit94  Therefore, nonlinearity in response appears at higher field changes for smaller particles. The second conclusion is that the differences in behavior between the full sample and the sifted sample are more pronounced in the low-field region. This is also in agreement with results of the mean-field theory. The magnetic correlation length, $`\xi _H`$, drops sharply as the change in field increases.rit94  If the field change makes two spins uncorrelated, existence of a grain wall between them becomes irrelevant. Thus, finite-size effects on spin-glass dynamics are more pronounced at lower field changes. Of course, there may be other reasons for the differences between the two thiospinel samples.

Apart from the finite-size effects, the overall scaling in Fig. 9 is impressive, and demonstrates the validity of the theoretical analysis in Section II. Our results suggest that both the master curve $`\stackrel{~}{\chi }(C)`$ and the function $`q_{min}(H/H_{AT})`$ are essentially independent of the nature of a particular spin-glass sample. This is a strong evidence in support of mean-field theory.

## IV Conclusion

The mean-field theory of aging phenomena establishes a relation between the susceptibility $`\chi `$ and the correlation $`C`$ in both the equilibrium and aging regimes of spin-glass relaxation. It suggests that $`\chi (C)`$ is a universal function in the aging regime, and that the remanent susceptibility $`\chi _{FC}\chi _{ZFC}`$ is related to the difference $`q_{EA}q_{min}`$ in the values of the correlation. We have shown in this paper that two additional assumptions, the linearity of $`\chi (C)`$ in the aging regime and the homogeneity of $`q_{min}(H)`$ in a wide range of fields, lead to a prediction of $`H/H_{AT}(T)`$ scaling of the remanent susceptibility curves. Our experiments on the single crystal Cu:Mn 1.5 at % demonstrate the existence of such scaling in the temperature interval $`T/Tg=0.7\mathrm{}0.85`$. Moreover, the thermoremanent magnetization curves for different spin-glass samples also scale quite well together if plotted vs. $`H/H_{AT}`$. These results indicate that there is universality for the magnetic properties of different spin glass systems at different temperatures. They also suggest that the magnetic field effects on spin-glass dynamics in the linear response regime are correctly described by the mean-field theory of aging phenomena.

We appreciate the courtesy of Professor J. A. Mydosh from Kammerlingh Onnes Laboratory (The Netherlands) who kindly provided us with the Cu:Mn single crystal samples. We are also eternally grateful to Dr. J. Hammann and Dr. E. Vincent from CEA Saclay (France) for giving us one half of their thiospinel sample. We thank Dr. G. G. Kenning for his constant interest and support.