li

N O R ~ - H(KIAND

Heteroclinic Cycles in the

Three-Dimensional Postbifurcation Motion
of O(2)-Symmetric Fluid Conveying Tubes
A. Steindl and H. Troger
Technical University Vienna
A-lOgO Vienna, Austria

Transmitted by F. E. Udwadia

ABSTRACT

The occurrence of heteroclinic cycles is a phenomenon that has been detected in

the dynamics of symmetric systems only recently. For the physical problem of an
O(2)-symmetric fluid conveying tube the existence of a robust asymptotically stable
heteroclinic cycles is shown.

1. INTRODUCTION

Everybody knows from the basic course in mechanics what a heteroclinic

orbit is, for example, by looking at the phase plane diagram of the pendu-
lum. Here the heteroclinic orbits join the two saddles at 1r and - ~r. Those
who have some experience with dynamical systems especially with chaotic
dynamics also know what heteroclinic points are (see for example [12]) and
that their occurrence is an indication of the presence of chaotic behavior.
However, it is less well known what a heteroclinic cycle is. A heteroclinic
cycle is a closed cycle of orbits connecting different invariant sets. Let us
make this a bit more precise.

DEFINITION 1.1 [5]. Let us assume that ~1,-.., ~m are equilibria of the
vectorfield
f: Rn --) R n"

APPLIED MATHEMATICS AND COMPUTATION 78:269-277 (1996)

© Elsevier Science Inc., 1996 0096-3003/96/$15.00
655 Avenue of the Americas, New York, NY 10010 PII S0096-300:~(96)00014-7
270 A. STEINDL AND H. TROGER

If there exist trajectories

{Yl(t),-.., Ym(t)},
which have the property that yj(t) is backward asymptotic to ~:j and
forward asymptotic to ~:j+1, then the collection of trajectories

yj(t)}
is called a heteroclinic cycle, if in addition the convention that ~n+ 1 = ~=1 is
used.
Some of the equilibria may be replaced by more complicated invariant
sets, for example by periodic solutions.
One important requirement for the occurrence of a heteroclinic cycle is
that the system has certain symmetry properties [3, 7]. Heteroclinic cycles
were first mentioned in [6]. In [1] their robustness under symmetry-
preserving perturbations was proved. In the following years a number of
applied and mathematical papers appeared. We only mention [3, 7, 4]. In [5]
a nice introduction to the subject and a fairly complete overview on the
mathematical literature is given.
From an application-oriented point of view, however, one question still
remains important and this is whether for a physically properly modeled
system asymptotically stable, that is, experimentally observable, hetero-
clinic cycles can be found. We see below that in this case some special
conditions on the parameters concerning the stability properties of the
equilibria, which go beyond the conditions for the existence of the hetero-
clinic cycle, must be fulfilled.
Hence the main object of this article is to show that for the fairly
realistically modeled mechanical system of a fluid-conveying tube with
O(2)-symmetry with intermediate elastic support (Fig. 1) treated in [8-10]
all the stability conditions are fulfilled and hence a stable experimentally
observable heteroclinic cycle exists.
By an O(2)-symmetric system we understand a system with the symme-
try properties of the circle. That is, the system is invariant under arbitrary
rotations about a certain axis, which in our case is the x3-axis and under
reflections about any plane containing the x3-axis (Fig. 1) [11, 2].

2. REDUCED SYSTEM OF BIFURCATION EQUATIONS

The mechanical model and its symmetry properties have been presented
before in several articles by the authors of this article [8-10]. The calcula-
272 A. STEINDL AND H. TROGER

coordinates has the form ([9] eq. 35)

rl = (/~ + c , r 2 + c2r~ + c3 r ~ ) r 1 + r er32 ( c 4 c o s ~ h + d 4sin~b)

r2 = ( / z + c2rl2 + c l r ~ + c3r32 ) r e + r, r32 ( c 4cos ~ b - d4sin~b)

r3 = (~-~- c5(rl 2 -~- r2) ~- c6 r2 -~- C7rlr2 c°s ~/)r3

(re COS I~
(1)

rl
- c4r~ - - + r2 ] sin ¢ - 2 c7 rl r2 sin~h.
re rl /

Here the c i and d, are coefficients obtained from the reduction process. The
introduction of ~h = 4)1 - ~b2 - 2 ¢3 allowed reduction of the three differen-
tial equations for the phases 4)1, ~b2, 4)3 to one equation for 0-

3. STATIONARY BIFURCATED
SOLUTIONS AND THEIR SYMMETRY

System (1) possesses the following stationary solutions:

(1) r 1 = r 2 = r 3 = 0: TS, trivial state, i.e., vertically hanging tube
( 0 ( 2 ) X S 1)
(2) r 1 = r 2 = 0, r 3 ~: 0: SB, statically buckled (Z2(K) × S 1)
(3) r 1 = r 2 q: 0, r 3 = 0: PO, planar oscillation about TS (Z2(K) ¢ Z~)
( 4 ) r I ---- r 2 ~: 0, r 3 q: 0, sin ~b = 0: P O about SB. There are two distinct
solutions:
(i) ~ = 0: oscillation in the plane of buckling (Z2(K))
(ii) $ = qr: oscillation orthogonal to the plane of buckling (Z2(K, zr))
(5) r 1 q: 0, r 2 = r 3 = 0: RT, rotating tube (SO(2))
(6) r 1 q: 0, r 2 q: 0, r 3 = 0: MW, modulated wave (motion on a torus)
(Z~)
(7) r I ~: 0, r 2 = O ([rlr~[), r 3 ~: 0: SB with superposed R T (1).
In brackets for each solution u its s y m m e t r y is given by the corresponding
isotropy subgroup ] ~ [2], which is defined by
Heteroclinic Cycles in a Fluid 273

where G is the full group and Tg is a matrix representation of the element

g~G.
The downhanging equilibrium position (1) has the full spatial 0(2)-
symmetry and is in a trivial sense also invariant against arbitrary time
translations expressed by S 1. Hence it has the symmetry 0(2) × S 1. After
its loss of stability due to symmetry breaking [11] the bifurcated solutions
are less symmetric than the trivial equilibrium, which had the full symme-
try. The fullowing subgroups [2] appear in the listing above:
Sl: Arbitrary time shift.
Z2(K): Cyclic group {E, K} where E is the identity and K designates the
reflection in the ( Xl, x3)-plane (Fig. 1). The isotropy symmetry of planar
solutions' in planes rotated against the (xl, x3)-plane follows from proper
application of additional rotation operations. This symmetry is the spatial
symmetry of a planar configuration.
Z~ = Z2(Tr, lr): The first entry gives the transformation in space and the
second in time. Hence a solution having Z~ symmetry must be identical
under a symmetry rotation by 1r in space and a phase shift by 7r. This is
the symmetry of a planar oscillation about the origin.
SO(2): A rotation by an arbitrary angle ~b in space and a corresponding
time shift in opposite direction. This is the symmetry of a rotating tube
motion.
Z2(K~" , ~r): A rotation about ~r in space is followed by a reflection in space
and by a phase shift by It. This typically is the symmetry of an
out-of-plane oscillation about a planar buckled state [10].
Following [2] the different levels of symmetry breaking can be best under-
stood from an isotropy lattice as given in Fig. 2. It gives a clear picture of
how the symmetries of various solutions are related to each other. In
addition if one reads the diagram upward one can see how on different
symmetry levels the solutions gain symmetry.

4. HETEROCLINIC CYCLE

4.1. Identification of a Heteroclinic Cycle from the Isotropy Lattice

From the isotropy lattice in Fig. 2 a heteroclinic cycle can be identified
between the four solutions Z2(K) × S 1 --* Z2(K) --* Z2(K) • Z~ --*
Z2(K~r , It) --* Z2(KTr) × S 1, which is also shown in the configuration space
in Fig. 3, where corresponding to each solution also a top view of a section of
the tube is shown. The physical interpretation cf the various solutions is the
following: Z2(K) × S 1 is a statically buckled planar solution in the ( x 1, x 3)
plane. On the branch Z2(K) the tube starts to oscillate in the (Xl, x 3) plane
274 A. STEINDL AND H. T R O G E R

0(2) x S ~
Jl'---.
Z2(K) x S ~ Zz(r) $ Z~ ~'0(2)

Z2(K) Z2(Krr, rr) Z~

"---.lJ
1
FIG. 2. Lattice of isotropy subgroups of 0(2) × S 1 for one zero root and an imaginary pair
showing how the symmetries of the different solutions are related to each other [2].

w i t h i n c r e a s i n g a m p l i t u d e a n d a t t h e s a m e t i m e t h e a m p l i t u d e of t h e
s t a t i c a l l y b u c k l e d c o n f i g u r a t i o n decreases. T h i s , finally, l e a d s to t h e s t a t e
Z 2 ( K ) • Z~, w h i c h is a p l a n a r o s c i l l a t i o n in t h e ( x l , x 3) p l a n e a b o u t t h e
origin. A l o n g t h e b r a n c h Z2(KTr , ~r) t h i s o s c i l l a t i o n in t h e x 1 d i r e c t i o n
m o v e s a w a y f r o m t h e origin i n t o t h e x 2 d i r e c t i o n a b o u t a s t a t i c a l l y b u c k l e d

...... ..... x l

++
FIG. 3. Heteroclinic cycle taken from Fig. 2. Starting from the planar buckled state
Z2(K) • S 1 in the (xl, x3) plane the tube moves, as it is explained in the text, to the planar
buckled state Z2(Kzr) • S 1 in the (x2, x3) plane, which due to the rotational symmetry is the
same as the one in the (x], z 3) plane. The top views of the corresponding tube motion are
depicted beside each symmetry notification. Arrows indicate oscillations in the corresponding
directions.
Heteroclinic Cycles in a Fluid 275

state in the ( x2, x 3) plane. The more the amplitude of the statically buckled
state in the x 2 direction increases, the more the oscillation amplitude out of
the buckling plane decreases. Finally, only the planar statically buckled
state Z2(Kcr) × S 1 in the (x2, x a) plane remains, which, however, due to
the symmetry properties of the system is conjugate to the initial state.

4.2. Existence and Stability of the Heteroclinic Cycle

The existence of the heteroclinic cycle given in Figs. 2 and 3 depend on
proper eigenvalue conditions at the invariant solutions guaranteeing that
the in- and outgoing trajectories have the correct directions, as drawn in
Fig. 3. The existence of the global connections follows from the symmetry
and the requirement that the flow off the coordinate axes must not have any
equilibrium. Concerning the stability of the cycle, however, additional
conditions on the eigenvalues must be fulfilled [5]:

THEOREM 4.1 [5]. Let --~'j, --Cj, ej, and tj denote the m a x i m u m real
part of the linearized vectorfield at the equilibrium ~j in radial, contracting,
expanding, and transversal direction, respectively.
If ~j > 0 for all j and

p = pj > 1, (2)
j=l
where

cj •i
pj= mm --,1---
tj
,
) (3)
ej ej

the heteroclinic cycle is asymptotically stable.

For the problem under investigation, we obtain Table 1 displaying the
proper expressions, their signs, and their magnitudes. The quantities r I and

TABLE 1
REAL PARTS OF EIGENVALUES AND REQUIRED SIGNS FOR THE EXISTENCE
OF A HETEROCLINIC CYCLE

Re (EV) Z2(K) × S I Z2(K) • Z~

Equation u + c6 r2 = 0 Ix + (c 1 + c2)r 2 = 0
Rad. 2c6r 2 - 2(el + c o t 2
Z2(K) /x + (c 3 -4- c4)r23 + v + (2c 5 4- c7)r21
Z2(KTr, 7r) /x + (c 3 - c4)r ~ - v + (2 c~ - cT)r~ +
Transv. 0 (Symm.) 2( e1 - c2) rl2
276 A. STEINDL AND H. TROGER

rZ denote the stationary values of r1 = r, and r, at the primary solutions.

It is easy to identify the radial, contracting, and expanding eigenvalues.
Due to the rotational symmetry the plane of buckling is arbitrary, which
leads to a zero eigenvalue. The stability of the primary standing wave
solution with respect to the rotating tube motion is given by the transversal
eigenvalue.
In Fig. 4 the domain in the parameter space p, s is given where both the
existence and the stability of heteroclinic cycles are shown. Here p gives a
mass ratio between the mass of the tube and the mass of the fluid and 8 is
the location of the elastic support as shown in Fig. 1. The stability
conditions (2) and (3) are

where

Ip + (c, + +:I
e, =
P++(%-+32’

e,=min Iv+(2%- +-,“I l-

2(Cl- 4~12
V + (2c, + cr)$ ’ v+ (2c, + c,)$ i ’
i

0.2 I I I I 1 I I I I

stable l -
unstable

0.12
= 0.1
0.08

0.06
0.04
i

0.44 0.45 0.46 0.47 0.48 0.i! 9 0.5 0.51 0.52 0.53 0.54

FIG. 4. Domain of existence (small dots) and stability (big dots) of heteroclinic cycles.
Heteroclinic Cycles in a Fluid 277

It follows from Fig. 4 t h a t the domain of stability is smaller t h a n the domain

of existence.

This research project has been supported by the Austrian Science Foun-
dation (FWF), under the project PIO705-MA T.

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