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# Generic Hyperbolicity for the equilibria of the one-dimensional parabolic equation 𝑢_𝑡=(𝑎(𝑥)𝑢_𝑥)_𝑥+𝑓(𝑢).

## 1 Introduction

We consider here the scalar parabolic equation with Neumann boundary conditions:

$$\{\begin{array}{ccc}u_t=(a(x)u_x)_x+f(u),\hfill & 0<x<1& \\ u_x(0,t)=u_x(1,t)=\mathrm{\hspace{0.25em}0}\hfill & & \end{array}$$
(1)
where $`f:IRIR`$ is a $`𝒞^2`$ function and $`a:[0,1]IR^+=(0,\mathrm{})`$ is sufficiently smooth.

An equilibrium point $`u`$ of (1) is called hyperbolic if and only if 0 is not one of the eigenvalues of the linearized problem :

$$(aw_x)_x+f^{}(u)w=\lambda w,w_x(0)=w_x(1)=0.$$

For constant diffusion coefficient $`a`$, it has been proved by Brunovsky and Chow () that generically for $`f`$ in the Whitney topology, all equilibria of 1 are hyperbolic. The same result was obtained by Henry  under slightly more general hypotheses.

For nonconstant diffusion coefficient,  it has been shown by Rocha , that generically in the pair $`(a,f)`$, all equilibria are either hyperbolic or non-degenerate ( with an appropriate definition of the latter concept). He also proved that the equilibria satisfying an additional hypothesis can be made hyperbolic or non-degenerate, by perturbing only $`f`$. We have shown in  that generic hyperbolicity can be be obtained with respect to $`a`$  and also with respect to $`f`$ if additional properties are imposed on the equilibria. Our purpose here is to eliminate those additional requirements. To achieve this goal, we will need to impose some extra hypotheses in the diffusion coefficient.

We observe that, if explicit dependence of $`f`$ in $`x`$ is allowed such a result is much easier to obtain (see for example ). When the dependence on $`x`$ occurs only through $`u`$, the result is certainly expected to hold but to the extent of our knowledge a proof is not yet available.

We finally observe that, once hyperbolicity of equilibria has been obtained, the Morse-Smale property follows since transversality of the invariant manifolds is automatic as proved in  and .

## 2 Some technical lemmas

We state here some auxiliary results we will need in the proof.

###### Lemma 1

Suppose $`u:[a,b]IR`$ is a $`𝒞^2`$ function with nondegenerate critical points and $`\varphi :[a,b]IR`$ is continuous. . Let $`R_q=\{p[a,b]|u(p)=q,u^{}(p)0\}`$, $`C_q=\{p[a,b]|u(p)=q,u^{}(p)=0\}`$. If $`_a^bf(u)\varphi 𝑑x=0`$, for any continuous real function $`f`$. then we have

$$\underset{pR_q(a,b)}{}\frac{\varphi (p)}{|u^{}(p)|}=0.$$
(2)
and

$$\underset{pC_q(a,b)}{}\frac{\varphi (p)}{\sqrt{|u^{\prime \prime }(p)|}}+\frac{1}{2}\underset{pC_q\{a,b\}}{}\frac{\varphi (p)}{\sqrt{|u^{\prime \prime }(p)|}}=0.$$
(3)
Reciprocally, if (2) holds for any $`qR_q`$ then $`_a^bf(u)\varphi 𝑑x=0`$, for any continuous function real function $`f`$.

Proof.  Let $`p`$ be a point where $`u^{}(p)0`$ and $`q=u(p)`$. We can find a local inverse $`u^1:(q\epsilon ,q+\epsilon )(p\delta _1,p+\delta _2)`$, where $`\delta _1,\delta _2,\epsilon `$ are positive numbers. We suppose first that $`u`$ is increasing in $`(p\delta _1,p+\delta _2)`$ and, therefore, $`u(p\delta _1)=q\epsilon ,u(p=\delta _2)=q+\epsilon `$.

Let $`f_\epsilon :IRIR`$ be a $`𝒞^{\mathrm{}}`$ function satisfying

$$f(x)=\{\begin{array}{cc}\frac{1}{\epsilon }& \text{ if }|yq|\epsilon \\ \frac{1}{\epsilon }& \text{ if }\epsilon |yq|\epsilon +\epsilon ^2\\ 0& \text{ otherwise. }\end{array}$$

Then we have

$`{\displaystyle _{p\delta _1}^{p+\delta _2}}f_\epsilon (u(x))\varphi (x)𝑑x`$ $`=`$ $`{\displaystyle _{q\epsilon }^{q+\epsilon }}f_\epsilon (y)\varphi (u^1(y)){\displaystyle \frac{1}{u^{}(u^1(y))}}𝑑y`$
$`=`$ $`{\displaystyle _{q\frac{\epsilon }{2}}^{q+\frac{\epsilon }{2}}}{\displaystyle \frac{1}{\epsilon }}\varphi (u^1(y)){\displaystyle \frac{1}{u^{}(u^1(y))}}𝑑y`$
$`+`$ $`{\displaystyle _{q\frac{\epsilon }{2}\epsilon ^2}^{q\frac{\epsilon }{2}}}f_\epsilon (y)\varphi (u^1(y)){\displaystyle \frac{1}{u^{}(u^1(y))}}𝑑y`$
$`+`$ $`{\displaystyle _{q+\frac{\epsilon }{2}}}+q+{\displaystyle \frac{\epsilon }{2}}+\epsilon ^2f_\epsilon (y)\varphi (u^1(y)){\displaystyle \frac{1}{u^{}(u^1(y))}}dy`$
It easy to see that the last two integrals go to zero as $`\epsilon 0`$. For the first, we have

$`{\displaystyle _{q\frac{\epsilon }{2}}^{q+\frac{\epsilon }{2}}}{\displaystyle \frac{1}{\epsilon }}\varphi (u^1(y)){\displaystyle \frac{1}{u^{}(u^1(y))}}𝑑y`$ $`=`$ $`{\displaystyle \frac{1}{\epsilon }}\epsilon \varphi (u^1(\xi ))u^{}(u^1(\xi ))`$
where $`\xi [q\frac{\epsilon }{2},q+\frac{\epsilon }{2}].`$

As $`\epsilon 0`$ we then obtain

$`{\displaystyle _{p\delta _1}^{p+\delta _2}}f_\epsilon (u(x))\varphi (x)𝑑x`$ $``$ $`\varphi (u^1(q)){\displaystyle \frac{1}{u^{}(u^1(q))}}`$
$`=`$ $`{\displaystyle \frac{\varphi (p)}{u^{}(p)}}`$
$`=`$ $`{\displaystyle \frac{\varphi (p)}{|u^{}(p)|}}.`$
If $`u`$ is decreasing in $`(p\delta _1,p+\delta _2)`$ we obtain similarly that

$`{\displaystyle _{p\delta _1}^{p+\delta _2}}f_\epsilon (u(x))\varphi (x)𝑑x`$ $``$ $`\varphi (u^1(q)){\displaystyle \frac{1}{u^{}(u^1(q))}}`$
$`=`$ $`{\displaystyle \frac{\varphi (p)}{u^{}(p)}}`$
$`=`$ $`{\displaystyle \frac{\varphi (p)}{|u^{}(p)|}}.`$
Now, let $`q`$ be a regular value of $`u`$ and denote by $`I_q`$ the pre-image of $`q`$ by $`u`$, that is $`I_q=\left\{p[a,b]\right|u(p)=q\}`$.

Then, with $`f_\epsilon `$ as above, we obtain

$`0`$ $`=`$ $`{\displaystyle _a^1}f_\epsilon (u(x))\varphi (x)𝑑x`$
$`=`$ $`{\displaystyle \underset{pI_q}{}}{\displaystyle _{p\delta _1}^{p+\delta _2}}f_\epsilon (u(x))\varphi (x)𝑑x`$
$``$ $`{\displaystyle \underset{pI_q}{}}{\displaystyle \frac{\varphi (p)}{|u^{}(p)|}}.`$
(Of course the values of $`\epsilon `$ above depend on the $`p`$. We chose not to write this dependence explicitly to simplify the notation).

Suppose now that $`p(a,b)`$ is a critical point of $`u`$. We can write $`u`$ in a neighborhood of $`p`$ as

$`u(x)`$ $`=`$ $`u(p)+{\displaystyle \frac{u^{\prime \prime }(p)}{2}}(xp)^2+O(xp)^3.`$
Observe that $`u^{\prime \prime }(p)0`$ by hypothesis. Suppose $`u^{\prime \prime }(p)<0`$. The image of a (small) interval $`I`$ around $`p`$ is then an interval of the form $`[q\epsilon ,q]`$, where $`q=u(p).`$ We have, for $`xI`$, $`y[q\epsilon ,q]`$

Write $`\alpha =\frac{u^{\prime \prime }(p)}{2},w=(xp)^2,z=yq.`$ Then

$`u(x)=y`$ $``$ $`\alpha w+O(|w|^{3/2})=z`$
$``$ $`w={\displaystyle \frac{z}{\alpha +O(|w|^{1/2})}}`$
$`=`$ $`{\displaystyle \frac{z}{\alpha +O(|z|^{1/2})}}`$
$`=`$ $`{\displaystyle \frac{z}{\alpha }}{\displaystyle \frac{1}{1+O(|z|^{1/2})}}`$
$`=`$ $`{\displaystyle \frac{z}{\alpha }}\left(1+O(|z|^{1/2})\right)`$
$`=`$ $`{\displaystyle \frac{z}{\alpha }}+O(|z|^{3/2})`$
Therefore $`u`$ is one to one from each one of the intervals $`[p\delta _1,p]`$ and $`[p,p+\delta _2]`$ into $`[q\epsilon ,q]`$, with

$`(xp)`$ $`=`$ $`\pm \sqrt{{\displaystyle \frac{yq}{\alpha }}+O(|yq|^{3/2})}`$
$`=`$ $`\pm \sqrt{{\displaystyle \frac{yq}{\alpha }}}\sqrt{1+O(|yq|^{1/2})}`$
$`=`$ $`\pm \sqrt{{\displaystyle \frac{yq}{\alpha }}}\left(1+O(|yq|^{1/2})\right)`$
$`=`$ $`\pm \sqrt{{\displaystyle \frac{yq}{\alpha }}}\left(1+O(|yq|^{1/2})\right)`$
$`=`$ $`\pm \sqrt{{\displaystyle \frac{yq}{\alpha }}}++O(|yq|).`$
Let $`g_\epsilon :IRIR`$ be a $`𝒞^{\mathrm{}}`$ function satisfying

$$g_\epsilon (x)=\{\begin{array}{cc}\frac{1}{\sqrt{\epsilon }}& \text{ if }|yq|\epsilon \\ \frac{1}{\sqrt{\epsilon }}& \text{ if }\frac{\epsilon }{2}|yq|\frac{\epsilon +\epsilon ^2}{2}\\ 0& \text{ otherwise. }\end{array}$$

Denoting by $`x(y)`$ the inverse of $`u:[p\delta _1,p][q\epsilon ,q].`$, we obtain

$`{\displaystyle _{p\delta _1}^p}g_\epsilon (u(x))\varphi (x)𝑑x`$ $`=`$ $`{\displaystyle _{x(q\epsilon /2\epsilon ^2/2)}^{x(q\epsilon /2)}}g_\epsilon (u(x))\varphi (x)𝑑x+{\displaystyle _{x(q\epsilon /2)}^p}g_\epsilon (u(x))\varphi (x)𝑑x`$
For the first integral, we have

$`{\displaystyle _{x(q\epsilon /2\epsilon ^2/2)}^{x(q\epsilon /2)}}f_\epsilon (u(x))\varphi (x)𝑑x`$ $``$ $`{\displaystyle \frac{1}{\sqrt{\epsilon }}}\varphi _{\mathrm{}}\left(\sqrt{{\displaystyle \frac{\epsilon }{2\alpha }}}\sqrt{{\displaystyle \frac{\epsilon \epsilon ^2}{2\alpha }}}+O(\epsilon )\right)`$
$`=`$ $`{\displaystyle \frac{1}{\sqrt{\epsilon }}}O(\epsilon )`$
$`=`$ $`O(\sqrt{\epsilon })`$
For the second integral, we have

$`{\displaystyle _{x(q\epsilon /2)}^p}g_\epsilon (u(x))\varphi (x)𝑑x`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{\epsilon }}}(px(q\epsilon /2))\varphi (\overline{x})`$
$`=`$ $`{\displaystyle \frac{1}{\sqrt{\epsilon }}}(\sqrt{{\displaystyle \frac{\epsilon }{2\alpha }}})\varphi (\overline{x})`$
$`=`$ $`{\displaystyle \frac{\varphi (\overline{x})}{\sqrt{2\alpha }}}.`$
where $`\overline{x}[q\epsilon /2,q]`$.

As $`\epsilon 0`$ we obtain

$`{\displaystyle _{p\delta _1}^p}f_\epsilon (u(x))\varphi (x)𝑑x`$ $``$ $`{\displaystyle \frac{\varphi (p)}{\sqrt{2\alpha }}}.`$
Similarly, we obtain

$`{\displaystyle _p^{p+\delta _2}}g_\epsilon (u(x))\varphi (x)𝑑x`$ $``$ $`{\displaystyle \frac{\varphi (p)}{\sqrt{2\alpha }}}.`$
Therefore,

$`{\displaystyle _{p\delta _1}^{p+\delta _2}}g_\epsilon (u(x))\varphi (x)𝑑x`$ $``$ $`\sqrt{2}{\displaystyle \frac{\varphi (p)}{\sqrt{|\alpha |}}}.`$
as $`\epsilon 0`$, and the same is true if $`\alpha =\frac{u^{\prime \prime }(p)}{2}>0`$.

If $`p=a`$ or $`p=b`$, the same computations can be done in the intervals to the right or left respectively, giving the same result divided by $`2`$

Now, let $`q`$ be a critical value of $`u`$ and denote by $`I_q`$ the pre-image of $`q`$ by $`u`$, that is $`I_q=\left\{p[a,b]\right|u(p)=q\}`$.

$`C_q`$ the critical points in $`I_q`$ and $`R_q`$ the regular points in $`I_q`$, that is

$`C_q=\left\{p[a,b]\right|u(p)=q,u^{}(p)=0\}`$

and $`R_q=I_qC_q`$ the regular points in $`I_q`$,

Then, with $`g_\epsilon `$ as above we obtain

$`0`$ $`=`$ $`{\displaystyle _a^b}g_\epsilon (u(x))\varphi (x)𝑑x`$
$`=`$ $`{\displaystyle \underset{pI_q}{}}{\displaystyle _{p\delta _1}^{p+\delta _2}}g_\epsilon (u(x))\varphi (x)𝑑x`$
$`=`$ $`{\displaystyle \underset{pC_q}{}}{\displaystyle _{p\delta _1}^{p+\delta _2}}g_\epsilon (u(x))\varphi (x)𝑑x+{\displaystyle \underset{pR_q}{}}{\displaystyle _{p\delta _1}^{p+\delta _2}}g_\epsilon (u(x))\varphi (x)𝑑x`$
$`=`$ $`{\displaystyle \underset{pC_q}{}}{\displaystyle _{p\delta _1}^{p+\delta _2}}g_\epsilon (u(x))\varphi (x)𝑑x.`$
(Of course the values of $`\delta _1,\delta _2`$ above depend on $`p`$. If $`p=a`$ (resp. $`p=b`$), then $`\delta _1=0`$ resp. $`\delta _2=0`$ We chose not to write this dependence explicitly to simplify the notation).

As $`\epsilon 0`$ we obtain

$`{\displaystyle \underset{pC_q(a,b)}{}}\sqrt{2}{\displaystyle \frac{\varphi (p)}{\sqrt{|u^{\prime \prime }(p)|}}}+{\displaystyle \underset{pC_q\{a,b\}}{}}{\displaystyle \frac{\sqrt{2}}{2}}{\displaystyle \frac{\varphi (p)}{\sqrt{|u^{\prime \prime }(p)|}}}=0.`$
To prove the converse, we first denote by $`0=x_0<x_1<\mathrm{}<x_n=1`$ the critical points of $`u`$ in $`[0,1]`$, and by $`y_0<y_1<\mathrm{}<y_m`$ the critical values.

Let $`I_j=[y_{j1},y_j].`$For a fixed $`j`$ and any $`y`$ in the interior of $`I_j`$ let $`n_{i_j}`$ be the number of points in $`u^1(y)`$ (observe that $`u^1(I_j)`$ is then the disjoint union of $`n_{i_j}`$ intervals). By hypothesis, we have

$$\underset{i=1}{\overset{n_{i_j}}{}}\frac{\varphi (\xi _i(y))}{|u^{}(\xi _i(y))|}=\underset{i=1}{\overset{n_{i_j}}{}}\varphi (\xi _i(y))|\xi _i(y)|=0.$$

To simplify the notation, we write this sum as

$$\underset{i=1}{\overset{n}{}}\varphi (\xi _i(y))|\xi _i(y)|=0.$$

with the understanding that the summand is zero, if $`y`$ is not in the range of $`\xi `$.

If $`g`$ is a continuous function in $`I_j`$, we then have

$`0`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle _{I_j}}g(y)\varphi (\xi _i(y))|\xi _i(y)|𝑑y`$ (4)
$`=`$ $`{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle _{\xi (I_j)}}g(u(x))\varphi (x)𝑑x`$
Now, if $`I_i=[x_{i1},x_i],i=1,2,\mathrm{},n`$, we have $`I_i=\stackrel{}{}\xi (I_j)`$. Therefore,

$`0`$ $`=`$ $`{\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle _{\xi (I_j)}}g(u(x))\varphi (x)𝑑x`$ (5)
$`=`$ $`{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle _{(I_i)}}g(u(x))\varphi (x)𝑑x`$
$`=`$ $`{\displaystyle _0}g(u(x))\varphi (x)𝑑x.`$
If $`u`$ is a (fixed) function in $`[0,1]`$ and $`[a,b][0,1]`$ , we will say that $`\mathrm{\Phi }:[0,1]IR`$ is in the orbit of $`u`$ in $`[a,b]`$, and write $`\mathrm{\Phi }𝒪(u)\{a,b\}`$ if $`\mathrm{\Phi }(x)=g(u(x))`$, for some continuous function $`g:IRIR`$ for any $`x[a,b]`$. We will also say that $`\mathrm{\Phi }`$ belongs to the q-orbit of $`u`$ in $`[a,b]`$ if there exists a function $`g:IRIR`$ continuous, except maybe at the critical points of $`u`$ with $`\mathrm{\Phi }(x)=g(u(x))`$ for $`x`$ regular point of $`u`$. In this case, we write $`\mathrm{\Phi }q𝒪(u)\{a,b\}`$

###### Lemma 2

Suppose $`u`$ is analytic in the interval $`[a,b]`$, with nondegenerate critical points, $`u(a)=u(b),u^{}(a)=0`$ (or $`u^{}(b)=0`$) and, if $`p_1`$, $`p_2`$ are critical points of $`u`$ in $`(a,b)`$, then $`u(p_1)u(a)`$ (or $`u(p_1)u(b)`$) and $`u(p_1)u(p_2))`$. Suppose also that $`\mathrm{\Phi }`$ is analytic in the interval $`[a,b]`$ except maybe at the critical points of $`u`$. Then, with the notation of lemma (1), if $`_{pR_q(a,b)}\mathrm{\Phi }(p)\frac{u^{}(p)}{|u^{}(p)|}=0`$, $`\mathrm{\Phi }`$ belongs to the q-orbit of $`u`$ in $`[a,b]`$. In particular, if $`\mathrm{\Phi }`$ is analytic in the interval $`[a,b]`$ then $`\mathrm{\Phi }𝒪(u)\{a,b\}`$.

Proof.  Let $`a=x_0<x_1<x_2<\mathrm{}<x_n=b`$ be the critical points of $`u`$ in $`[a,b]`$, and $`\xi _i`$, $`i=1,2\mathrm{},n`$ be the inverse of $`u`$ in the interval $`[x_{i1},x_i]`$. If $`q`$ is a regular value of $`u`$ and $`\xi _{i_1},\xi _{i_2},\mathrm{},\xi _{i_n}`$ are its inverse images under $`u`$, we have, by hypotheses $`_{j=1}^{j=k}\mathrm{\Phi }(\xi _{i_j})\text{sign}u^{}(\xi _{i_j})=0`$. Since the critical points are nondegenerate they must be local minima and maxima in succession. Suppose, for definiteness, that $`x_0,x_2,\mathrm{},x_n`$ are local maxima and $`x_1,\mathrm{},x_{n1}`$ are local minima. Let $`i_1,i_2,\mathrm{},i_k`$ $`k=\frac{(n1)}{2}`$ be such that $`u(x_{i_1})<u(x_{i_2})<,\mathrm{},<x_{i_k}`$. Now, for $`u(x_{i_1})<q<u(x_{i_2})`$, we must have, by hypotheses, $`\mathrm{\Phi }\xi _{i_1}(q)+\mathrm{\Phi }\xi _{i_1+1}(q)=0`$, that is $`\mathrm{\Phi }\xi _{i_1}(q)=\mathrm{\Phi }\xi _{i_1+1}(q)`$. Since $`\mathrm{\Phi }\xi _{i_1}`$ and $`\mathrm{\Phi }\xi _{i_1+1}`$ are analytic functions in their common (open) interval of definition, we must have the equality in this whole interval. Proceeding upward, we next find that $`\mathrm{\Phi }\xi _{i_1}(q)+\mathrm{\Phi }\xi _{i_1+1}(q)\mathrm{\Phi }\xi _{i_2}(q)+\mathrm{\Phi }\xi _{i_2+1}(q)=0`$. Since we already know that $`\mathrm{\Phi }\xi _{i_1}(q)=\mathrm{\Phi }\xi _{i_1+1}(q)`$ this implies $`\mathrm{\Phi }\xi _{i_2}(q)=\mathrm{\Phi }\xi _{i_2+1}(q)`$. In this way we find successively that $`\mathrm{\Phi }\xi _{i_1}=\mathrm{\Phi }\xi _{i_1+1},\mathrm{\Phi }\xi _{i_2}=\mathrm{\Phi }\xi _{i_2+1},\mathrm{},\mathrm{\Phi }\xi _{i_{k1}}=\mathrm{\Phi }\xi _{i_{k1}+1}`$ or, returning to the old ordering $`\mathrm{\Phi }\xi _1=\mathrm{\Phi }\xi _2,\mathrm{\Phi }\xi _3=\mathrm{\Phi }\xi _4,\mathrm{},\mathrm{\Phi }\xi _{n1}=\mathrm{\Phi }\xi _n`$.

Now, starting from the maximum value and going downward, we find similarly that $`\mathrm{\Phi }\xi _2=\mathrm{\Phi }\xi _3,\mathrm{\Phi }\xi _4=\mathrm{\Phi }\xi _5,\mathrm{},\mathrm{\Phi }\xi _{n2}=\mathrm{\Phi }\xi _{n1}`$ and also that $`\mathrm{\Phi }\xi _1=\mathrm{\Phi }\xi _n`$. From this, it follows that $`\mathrm{\Phi }\xi _i(q)=\mathrm{\Phi }\xi _j(q)`$ for any $`1i,jn`$ and any $`q`$ that belongs to the common interval of $`\mathrm{\Phi }\xi _i`$ and $`\mathrm{\Phi }\xi _j`$. In other words, we must have $`\mathrm{\Phi }(p_1)=\mathrm{\Phi }(p_2)`$ whenever $`u(p_1)=u(p_2)`$ and $`p_1,p_2`$ are not critical points, which proves the claim.

###### Lemma 3

Suppose $`a`$ and $`f`$ are analytic functions, $`u`$ is a non-constant solution of (23) and $`a,b`$ are points in $`[0,1]`$ such that $`u(a)=u(b),u^{}(a)=0`$ (or $`u^{}(b)=0`$) and, if $`p_1`$, $`p_2`$ are critical point of $`u`$ in $`(a,b)`$, then $`u(p_1)u(a)`$ (or $`u(p_1)u(b)`$) and $`u(p_1)u(p_2))`$ Suppose there exists a solution $`\eta `$ of the second order O.D.E. in (25), with $`_a^bg(u)\eta 𝑑x=0`$, for any continuous real function $`g`$. Then, the following functions belong to $`𝒪(u)\{a,b\}`$

$`a\eta _x`$ (6)
$`au_x\eta `$ (7)
$`a\eta ^2`$ (8)
$`au_{x}^{}{}_{}{}^{2}`$ (9)
$`a_x\eta `$ (10)
$`a_xu_x`$ (11)
$`au_{xx}`$ (12)
$`a_{xx}`$ (13)
$`a`$ (14)
$`\eta _x`$ (15)
$`\eta ^2`$ (16)
$`u_{x}^{}{}_{}{}^{2}`$ (17)
$`u_{xx}`$ (18)
Also the following functions belong to $`q𝒪(u)\{a,b\}`$

$`{\displaystyle \frac{\eta }{u_x}}`$ (19)
$`{\displaystyle \frac{\left(a_{xx}\eta +a_x\eta _x\right)}{u_x}}`$ (20)
$`a_{xx}+{\displaystyle \frac{a_x\eta _x}{\eta }}`$ (21)
$`{\displaystyle \frac{a_x}{u_x}}`$ (22)
Proof.  We suppose that $`u^{}(a)=0`$. The case $`u^{}(b)=0`$ is similar. First, observe that (19) follows immediately from lemmas 1 and 2.

Multiplying (25) by any $`𝒞^1`$ function $`g(u)𝒪(u)`$ and integrating by parts, we obtain

$`0`$ $`=`$ $`{\displaystyle _a^b}g(u)(a\eta _x)_xu_x𝑑x`$
$`=`$ $`g(u)a\eta _x|_a^1{\displaystyle _a^1}g^{}(u)a\eta _xu_x𝑑x`$
Since $`u(a)=u(b)`$, for an arbitrary continuous function $`h`$, we can find a $`(𝒞^1)`$ function $`g`$, with $`g(u(a))=g(u(b))=0`$, and $`g^{}=h`$.

Therefore, lemma 1 applies to $`a\eta _xu_x`$ in the place of $`\varphi `$ and the result follows from lemma (2).

Also, taking now $`g(u(a))0`$, we obtain $`a\eta _x(a)=a\eta _x(b)`$.

Multiplying (23) by any $`𝒞^1`$ function $`g(u)𝒪(u)`$ times $`\eta `$, with $`g(u(a))=0`$ and integrating by parts, we obtain

$`0`$ $`=`$ $`{\displaystyle _a^1}\left(au_x\right)_xg(u)\eta +f(u)g(u)\eta dx`$
$`=`$ $`{\displaystyle _a^1}g^{}(u)\left(au_x\right)u_x\eta +\left(a\eta _x\right)g(u)u_xdx`$
$`=`$ $`{\displaystyle _a^1}g^{}(u)\left(au_x\eta \right)u_x`$
where, to obtain the last equality, we used that $`a\eta _x𝒪(u)`$. Therefore (7) also follows from lemmas 1 and (2) that $`au_x\eta 𝒪(u)`$. To obtain (9), we multiply $`au_x\eta `$ by $`\frac{u_x}{\eta }`$, and (7) and (19) to obtain the result at the points where $`\eta 0`$, and then conclude $`u_x^2𝒪u`$ by continuity. Note that, in particular, we must have $`u_x(b)=0`$.

To obtain (10) we can proceed in various ways. We can, for instance, multiply (6) by $`g(u)\eta `$, integrate by parts and use (7) (8) to obtain $`\frac{a_x\eta ^2}{u_x}𝒪(u)`$ and then use (19).

Now (11) and (12), follow from (10), (19) and equation (23)

(20) can also be obtained in various ways. For example, from (10)

$`a_x\eta 𝒪(u)g(u)f^{}(u)a_x\eta 𝒪(u)g(u)a_x\left(a\eta _x\right)_x𝒪(u)`$ for any $`g(u)`$. Multiplying by $`\eta `$ we arrive after integrating by parts and using (10) at $`_0^1\left(g(u)a\eta _x\right)\left(a_{xx}\eta +a_x\eta _x\right)𝑑x=0`$.

Since $`g(u)a\eta _x`$ is arbitrary, except at the points where $`\eta _x=0`$ the conclusion of lemma 1 (with $`\left(a_{xx}\eta +a_x\eta _x\right)`$ in the place of $`\varphi `$) can still be obtained at least at these points. But, it must also hold at all points where $`u_x0`$ so (2) can be applied again to obtain the result.

Multiplying (20) by $`\frac{u_x}{\varphi }`$, we obtain (21).

Dividing (6) by (8) and then multiplying by (10) we obtain that $`\frac{a_x\eta _x}{\eta }q𝒪(u)\{a,b\}`$ and so (13) follows from (21).

Now multiplying $`a_{xx}`$ by $`g(u)u_x`$, it follows that

$`0`$ $`=`$ $`{\displaystyle _a^b}g(u)a_{xx}u_x𝑑x`$
$`=`$ $`{\displaystyle _a^b}g^{}(u)u_x^2a_x𝑑x{\displaystyle _a^b}g(u)u_{xx}a_x`$
$`=`$ $`{\displaystyle _a^b}g(u)u_{xx}a_x`$
Therefore $`\frac{a_xu_{xx}}{u_x}q𝒪(u)\{a,b\}`$. From this, and (12), we conclude that there is a function $`g(u)`$, with $`\frac{a_x}{a}=g(u)u_x`$, at least at the points where $`u_x0`$. Now, we claim that $`a_x=0`$ if $`u_x=0`$. In fact, from lemma 1, we know that $`n=0`$ at those points and, from (10), $`a_{xx}\eta +a_x\eta _x=0`$. If $`a_x0`$, it follows then that $`\eta (x)=\eta (x)=0`$ and $`\eta 0`$ a contradiction. Therefore the equality must hold everywhere. Integrating, we obtain $`\mathrm{ln}(a)=G(u)`$ where $`G`$ is a primitive of $`g`$, from which (14) and (22) follow immediately. (15), (16), (17) and (18) follow then from (14) and (6), (8), (9) and (12) respectively.

## 3 Hyperbolicity of the equilibria

Let $`f:IRIR`$ be a $`𝒞^2`$ function and $`a:[0,1]IR^+=(0,\mathrm{})`$ continuous.

We denote by $`E(a,f)`$ the set of equilibria of (1). Clearly, $`uE(a,f)`$ if and only if it is a solution of the boundary value problem

$$\{\begin{array}{cc}(a(x)u_x)_x+f(u)=0,\hfill & \hfill 0x1\\ u_x(0)=u_x(1)=0\hfill & \end{array}$$
(23)
The initial value problem associated to (23) is

$$\{\begin{array}{cc}(a(x)u_x)_x+f(u)=0,\hfill & \hfill 0x1\\ u_x(0)=0u(0)=u_0\hfill & \end{array}$$
(24)
and the linear variational equation corresponding to (23) around $`u`$ is

$$\{\begin{array}{cc}(a(x)\varphi _x)_x+f^{}(u)\varphi =0,\hfill & \hfill 0x1\\ \varphi _x(0)=\varphi _x(1)=\mathrm{\hspace{0.25em}0}\hfill & \end{array}$$
(25)
A solution of (23) is therefore hyperbolic if, and only if, (25) has only the trivial solution.

It is easy to show (see ) that, if the set of solutions of (23) is non-empty, then it contains a constant solution $`\xi `$. Also, since the change of variables $`u^{}=u\xi `$ does not affect the boundary conditions on (1) we can, and will, assume that $`f(0)=0`$.

In what follows we denote by $`𝒞_S^2(IR)`$ the space of $`𝒞^2`$ functions $`f:IRIR`$ satisfying $`f(0)=0`$ with the Whitney topology.

Let $`H_N^2[0,1]=\{uH^2[0,1]||u_x(0)=u_x(1)=0\}`$ and consider the map

$`\mathrm{\Psi }_f:H_N^2[0,1]`$ $``$ $`L^2[0,1]`$
$`u`$ $``$ $`(au_x)_x+f(u)`$
###### Lemma 4

An equilibrium of (1) is hyperbolic if, and only if, it is a regular point of $`\mathrm{\Psi }_f`$.

Proof.  $`u`$ is a regular point of $`\mathrm{\Psi }_f`$ if and only if, the derivative

$$D_u\mathrm{\Psi }_fH_N^2[0,1]L^2[0,1]:\varphi (a\varphi _x)_x+f^{}(u)\varphi $$

is surjective. Now $`D_u\mathrm{\Psi }_f`$ is Fredholm of index $`0`$ and, therefore, it is surjective if and only it is an isomorphism.

Let us consider the equilibria of (1) with norm less than or equal to $`N`$, for some natural $`N`$. Our plan is to prove that they are all hyperbolic for an open dense set of $`f`$ in the Whitney topology and then take intersection. Now, for these equilibria, we can use the $`𝒞^2`$ topology for $`f`$ since its values outside a compact set are irrelevant.

We first look at the constant equilibria.

###### Lemma 5

The constant equilibria $`u`$ of (1), with $`u_{H^2}N`$ are all hyperbolic for $`f`$ in a open dense set of $`𝒞^2`$.

Proof.  As usual, openness is not a problem here, so we just have to prove density. Now, a constant $`u_0`$ is a non hyperbolic equilibrium of (1) if and only $`f(u_0)=0`$ and $`f^{}(u_0)`$ is one of the eigenvalues of the operator

$$\varphi \left(a\varphi _x\right)_x.$$

in $`L^2[0,1]`$. We can first choose $`f`$ with only a finite number of zeroes in the ball of radius $`N`$ and center at the origin, so that the number of constant equilibria with $`u_{H^2}N`$ is finite. Now, since the eigenvalues of the above operator form a discrete set it is easily seen that $`f^{}`$ can be modified, without changing the zeroes of $`f`$, in such a way that $`f^{}(u_0)`$ will not be an eigenvalue whenever $`u_0`$ is a zero.

Let now $`Y_N`$ be the open dense dense set in $`𝒞^2`$, given by lemma (5), $`B_N=\{uH_N^2[0,1]|;u_{H_N^2}[0,1]N`$, and consider the map

$`\mathrm{\Psi }:B_N\times Y_N`$ $``$ $`L^2[0,1]`$ (26)
$`(u,f)`$ $``$ $`(au_x)_x+f(u)`$ (27)
###### Lemma 6

Suppose $`0`$ is a not a regular value of the $`\mathrm{\Psi }`$. Then there is an equilibrium $`u`$ of (1) and a nontrivial solution $`\varphi `$ of the corresponding linearized equation (25) such that $`_0^1\dot{f}(u)\varphi =0\text{ }\dot{f}𝒞^2(IR,IR)`$.

Proof.  Suppose there exists $`(u,f)F^1(0)`$ such that

$`D\mathrm{\Psi }(u,f):H_N^2[0,1]\times 𝒞^2(IR,IR)`$ $``$ $`L^2[0,1]`$
$`(\dot{u},\dot{f})`$ $``$ $`(a\dot{u}_x)_x+f^{}(u)\dot{u}+\dot{f}(u)`$
is not surjective.

By hypothesis, there exists a nontrivial $`\varphi L^2[0,1]`$ orthogonal to the range of $`DF(u,f)`$, that is

$$_0^1\varphi \{(a\dot{u}_x)_x+f^{}(u)\dot{u}+\dot{f}(u)\}=0\text{ }\dot{u}H_N^2[0,1]\text{ and }\dot{f}𝒞^2(IR,IR).$$

Taking $`\dot{f}=0`$, $`_0^1\varphi \{(a\dot{u}_x)_x+f^{}(u)\dot{u}\}=0\text{ }\dot{u}H_N^2(0,1)`$ and $`\varphi H_N^2(0,1)𝒞^2(0,1)`$ is a weak, therefore, strong solution of (25).

Taking now, $`\dot{u}=0`$ $`_0^1\dot{f}(u)\varphi =0\text{ }\dot{f}𝒞^2(IR,IR)`$, as claimed.

We are now in a position to prove our main result if additional properties on the equilibria are assumed. We first show how the results for constant coefficients can be obtained with our approach.

###### Theorem 1

Suppose the diffusion coefficient in (1) is constant. Then there exists a residual set $`F`$ in $`𝒞_S^2(IR)`$ such that, if $`fF`$, all equilibria of (1) are hyperbolic.

Proof.  We prove that, for an open dense set of $`f`$ the equilibria satisfying $`u_{H^2[0,1]}N`$ are all hyperbolic and then take intersection. Again, openness is no problem.

Let $`Y_N`$ be the open dense set given by (5).

We apply the Transversality Theorem for the map

$`\mathrm{\Psi }:B_N\times Y_N`$ $``$ $`L^2[0,1]`$ (28)
$`(u,f)`$ $``$ $`(au_x)_x+f(u)`$ (29)
If $`0`$ is not a regular value of $`\mathrm{\Psi }`$ it follows from lemma 6 that there is a solution $`u`$ of (23) and a nontrivial solution $`\varphi `$ of the corresponding linearized equation (25) such that $`_0^1\dot{f}(u)\varphi =0\text{ }\dot{f}𝒞^2(IR,IR)`$.

But then, it follows from lemma 1 that

$$\underset{pC_q(0,1)}{}\varphi (p)\sqrt{a(p)}+\frac{1}{2}\underset{pC_q\{0,1\}}{}\varphi (p)\sqrt{a(p)}=0.$$

Since $`u_x`$ and $`\varphi `$ are two linearly independent solutions of the second order linear differential equation in (25) their Wronskian must be a nonzero constant, that is,

$$u_x\varphi u_{xx}\varphi =k0.$$

At critical points $`p`$ of $`u`$, we then have $`u_{xx}(p)\varphi (p)=k`$ and also $`u_{xx}(p)=\frac{f(u(p))}{a}`$. and thus, $`\varphi (p)=\frac{ka}{f(u(p))}`$.

But then, for any critical value $`q`$ of $`u`$, the above sum gives $`\frac{ka^{\frac{3}{2}}}{f(q)}=0`$, a contradiction.

Therefore $`0`$ must be a regular point for $`\mathrm{\Psi }`$. By the transversality Theorem, it must be also a regular point for $`\mathrm{\Psi }(,f)`$ for f in a residual, therefore dense set of $`Y_N`$ and thus, also of $`𝒞_S^2`$.

###### Remark 1

The argument above can be pushed a little further to cover the case of monotonic $`(𝒞^1)`$ coefficients. In fact, suppose $`a^{}(x)0`$ and let $`q=f(0)`$. If $`p`$ is another critical point of $`u`$, with $`u(p)=q`$ then, as shown during the proof of lemma 9 $`\frac{1}{2}_0^pa_xu_x^2=0.`$ If $`u`$ is not constant, this implies $`a_x=0`$ in $`[0,p]`$. Therefore we can conclude, as above, that $`\varphi (p)=\varphi (0)`$ and obtain the same contradiction.

For general diffusion coefficients, our arguments encounter difficulties for solutions, which have many critical points for each critical value. We first define them precisely.

###### Definition 1

We say a nonconstant solution of (23) is an exceptional equilibrium if

1. $`u`$ is not hyperbolic.
2. For any critical point $`p`$, there exists another critical point $`\overline{p}`$ with the same value.
3. There are critical points $`p,q`$ with $`u(p)=u(0)`$, $`u(q)=u(1)`$, such that $`\varphi (p)\varphi (0)`$, $`\varphi (q)\varphi (1)`$, for some (and therefore for any) nontrivial solution of (25).

We will also call nonexceptional any equilibrium that is not exceptional.

For a given $`f`$ we denote by (23) $`E^{}=E^{}(a,f)`$ the set of exceptional solutions of (23).

We can prove that $`E^{}`$ is really ‘exceptional’ in the following sense:

###### Lemma 7

For any $`f𝒞_S^2(IR)`$ there exist at most a finite number of exceptional equilibrium points $`u`$ with $`un`$, where $`u`$ is the norm of $`u`$ in $`H^1([0,1])`$.

Proof.  We introduce the linear variational equation around a solution $`u`$ of (24)

$$\{\begin{array}{cc}(a(x)v_x)_x+f^{}(u)v=0,\hfill & \hfill 0x1\\ v_x(0)=0v(0)=1\hfill & \end{array}$$
(30)
Then $`\frac{u}{u_0}`$ the derivative of solutions of (23) with respect to the initial condition is the unique solution of (30).

Suppose $`u`$ is a solution of (23). and $`\varphi `$ a non-trivial solution of (25). Then $`\frac{u}{u_0}`$ of (30) around $`u`$ is a multiple of $`\varphi `$. Reciprocally, if $`\frac{u}{u_0}`$ satisfies $`\left(\frac{u}{u_0}\right)_x(1)=0`$ then $`\frac{u}{u_0}`$ is a non-trivial solution of (25).

Let $`u`$ be an exceptional solution of (23) and let $`\varphi 0`$ and $`\frac{u}{u_0}`$ the corresponding solutions of ( 25) and (30) respectively. As observed above, we have $`\frac{u}{u_0}=k\varphi `$, where $`k0`$ is a constant. If $`p[0,1]`$ is such that $`u(p)=u(0)`$, $`u^{}(p)=0`$, then we write $`\overline{u}_0=u(0)`$ and denote by $`u(u_0,)`$ the unique solution of ( 24) with initial value $`u_0`$. Then, by the implicit function theorem ($`u`$ is not constant!) there exists a unique point $`p(u_0)`$ for $`u_0`$ in a neighborhood of $`\overline{u}_0`$, such that $`u_x(u_0,p(u_0))=0`$. We then have

$`u(u_0,p(u_0))`$ $`=`$ $`u(\overline{u}_0,p)+\left({\displaystyle \frac{u}{u_0}}(\overline{u}_0,p)+u_x(\overline{u}_0,p)p^{}(u_0)\right)(u_0\overline{u}_0)`$
$`+`$ $`o(u_0\overline{u}_0)`$
$`=`$ $`\overline{u}_0+k\varphi (p)(u_0\overline{u}_0)+o(u_0\overline{u}_0)`$
On the other hand

$`u(u_0,0)`$ $`=`$ $`u(\overline{u}_0,0)+\left({\displaystyle \frac{u}{u_0}}(\overline{u}_0,0)\right)(u_0\overline{u}_0)+o(u_0\overline{u}_0)`$
$`=`$ $`\overline{u}_0+k\varphi (0)(u_0\overline{u}_0)+o(u_0\overline{u}_0)`$
Since, by hypothesis $`\varphi (p)\varphi (0)`$ we have, for any solution of (24) with initial condition $`u_0`$ close to $`\overline{u}_0`$ $`u(u_0,p(u_0))u(u_0,0)`$.

Of course, $`u(u_0,)`$ may be a solution of (23) but it will not be an exceptional solution. Thus, such solutions must be in a discrete set. Since the set of solutions of (23 ) with $`un`$ is also compact in $`H^1[0,1]`$., and the set of exceptional solutions is closed in $`H^2[0,1]`$ it must be finite as claimed.

Assuming analyticity we can show generic hyperbolicity for the nonexceptional equilibria.

###### Lemma 8

Suppose the diffusion coefficient $`a`$ and $`f`$ in (1) is analytic and it is not an even function about the point $`x=\frac{1}{2}`$ Then, there is a residual set $`F`$ in $`𝒞_S^2(IR)`$ such that, if $`fF`$, all nonexceptional equilibria of (1) are hyperbolic.

Proof.  We proceed as in theorem 1 but now restricting $`u`$ to the (open) subset of functions $`u`$ in $`B_N`$ which do not satisfy at least one of the conditions in definition (1) (that it is, excluding the potential nonexceptional equilibria). Suppose $`u`$ is a critical point of (26), and $`\varphi `$ is a solution of (25), with $`_0^1f(u)\varphi =0`$ for any continuous $`f`$. If $`u`$ fails to satisfy (3) of definition 1 then, it follows from lemma 1 that $`\varphi (0)=0`$, so $`\varphi 0`$, a contradiction. Suppose then that $`u`$ does not satisfy (1-2) and let $`p`$ be the required critical point of $`u`$, with no other critical point at the same level. As in the proof of lemma 2 we denote by $`0=x_0<x_1<x_2<\mathrm{}<x_n=1`$ the critical points of $`u`$ and by $`\xi _i`$, $`i=1,2\mathrm{},n`$ be the inverse of $`u`$ in the interval $`[x_{i1},x_i]`$. Suppose that $`p=x_l`$ is a local minimum (for local maximum, the argument is similar). If $`q`$ is a regular value of $`u`$ and $`\xi _{i_1},\xi _{i_2},\mathrm{},\xi _{i_n}`$ are its inverse images under $`u`$, and $`\mathrm{\Phi }=\frac{\varphi }{u_x}`$ we have, by lemma 1 $`S(q)=_{j=1}^n\mathrm{\Phi }(\xi _{i_j})(q)\text{sign}u^{}(\xi _{i_j})(q)=0`$.

When $`q`$ passes through $`u(p)`$, coming from below, the term $`\mathrm{\Phi }(\xi _l)(q)\text{sign}u^{}(\xi _l)(q)+\mathrm{\Phi }(\xi _{l+1})(q)\text{sign}u^{}(\xi _{l+1})(q)`$ is added to the above sum. Therefore, we must have $`\mathrm{\Phi }(\xi _l)(q)\text{sign}u^{}(\xi _l)(q)+\mathrm{\Phi }(\xi _{l+1})(q)\text{sign}u^{}(\xi _{l+1})(q)=0`$, for $`q`$ slightly above $`u(p)`$. By analyticity, this should also be true for $`u(p)<q<u(x_{l1})`$, if $`u(x_{l1})u(x_{l+1})`$ or $`u(p)<q<u(x_{l+1})`$ otherwise. Suppose wolog, we are in the first case. Let $`a=(x_{l1})`$, and $`b`$ the unique point in $`](x_{l1}),(x_{l+1})[`$ with $`u(a)=u(b)`$, From( the second part of) lemma 1, we have then $`_a^bf(u)\varphi =0`$ for any continuous $`f`$.

From lemma 3, it follows that $`a=g(u)`$ for some analytic function $`u`$ in the interval $`[a,b]`$ and, in particular $`a_x=0`$ at the critical point $`p`$. (this can also be obtained from $`a_xu_x𝒪(u)`$ or $`a_x\varphi 𝒪(u)`$).

Write $`\xi _1:[u(p),u(a)][a,p]`$ $`\xi _2:[u(p),u(b)][p,b]`$ for the inverse of $`u`$ in each interval. From (17) of lemma 2, it follows also that $`u_x(\xi _1(y))=u_x(\xi _2(y))`$ for any $`y[u(p),u(a)]`$, hence $`\xi _1^{}(y))=\xi _2^{}(y)`$ for any $`y[u(p),u(a)]`$. If $`\xi _1(y)=x_1`$, $`x_2(y)=x_2`$, then $`x_1p=\xi _1(y)\xi _1(u(p))=_{u(p)}^y\xi _1^{}(y)𝑑y=_{u(p)}^y\xi _2^{}(y)𝑑y=(x_2p)`$. Thus $`p\xi _1(y)=\xi _2(y)p`$ for any $`y[u(p),u(0)]`$. Therefore, $`a`$ is an even function about the point $`p`$ in the interval $`[a,b]`$. But, being analytic, $`a`$ must be an even function about $`p`$ in the whole interval $`[0,1]`$. In particular $`p=\frac{1}{2}`$, contradicting the hypothesis.

This result is not completely satisfactory, since it imposes conditions on the (unknown) solutions of the problem. The natural question is then if one could rule out beforehand the existence of nonexceptional solutions. It turns out that this is possible, if $`a`$ has few oscillations.

We say that a $`𝒞^\mathcal{1}`$ function $`a:[0,1]IR`$ has $`n`$ intervals of monotonicity if there exists a partition $`0=x_0<x_1<\mathrm{}<x_n=1`$, such that $`a^{}(x)`$ is strictly positive or negative in each subinterval, $`[x_{i1},x_i]`$.

###### Lemma 9

Suppose $`a`$ has at most two intervals of monotonicity in $`[0,1]`$. Then there are no exceptional solutions of (23).

Proof.  If $`p,\overline{p}[0,1]`$ are two critical points with the same value, then multiplying (23) by $`u_x`$ and integrating, we get

$`0`$ $`=`$ $`{\displaystyle _p^{\overline{p}}}\{(au_x)_x\}u_x+f(u)u_xdx`$ (31)
$`=`$ $`(au_{x}^{}{}_{}{}^{2}(\overline{p})(au_{x}^{}{}_{}{}^{2}(p){\displaystyle \frac{1}{2}}{\displaystyle _p^{\overline{p}}}a{\displaystyle \frac{d}{dx}}(u_x)^2dx`$
$`=`$ $`{\displaystyle \frac{1}{2}}(au_x)^2(\overline{p})+{\displaystyle \frac{1}{2}}(au_x)^2(p)+{\displaystyle \frac{1}{2}}{\displaystyle _p^{\overline{p}}}a_x(u_x)^2𝑑x`$
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _p^{\overline{p}_2}}a_x(u_x)^2𝑑x`$
By hypothesis we cannot have a critical point $`p`$ of $`u`$ in $`\{0,1\}`$ with $`C_{u(p)}=\{p\}`$ (that is, such that no other critical point with the same value exists).

Suppose there are three critical points $`p_1<p_2<p_3`$, with the same value $`q`$, Then, if $`p_2c`$ $`a_x`$ has constant sign in $`[p_1,p_2]`$ so $`_{p_1}^{p_2}a_x(u_x)^2𝑑x0`$, contradicting (31). By a similar argument, we also cannot have $`p_2c`$, so there are at most and therefore, exactly two points in $`u^1(q)`$. In particular, the number of critical points must be even

If $`u(0)u(1)`$, we must have two critical points $`p_0`$ and $`p_1`$ in $`(0,1)`$ with $`u(p_0)=u(0)`$, $`u(p_1)=u(1)`$. If $`p_0<c`$ or $`p_1>c`$ then, since $`a_x`$ has constant sign in at least one of the intervals $`[0,p_0],[p_1,1]`$ then $`_0^{p_0}a_x(u_x)^2𝑑x0`$ or $`_{p_1}^1a_x(u_x)^2𝑑x0`$, in contradiction with (31).

If $`p_0>c>p_1`$ then, again by (31) $`0=_0^{p_0}a_x(u_x)^2𝑑x=_0^{p_1}a_x(u_x)^2𝑑x+_{p_1}^{p_0}a_x(u_x)^2𝑑x`$, and $`0=_{p_1}^1a_x(u_x)^2𝑑x=_{p_1}^{p_0}a_x(u_x)^2𝑑x+_{p_0}^1a_x(u_x)^2𝑑x`$. Subtracting, we obtain $`0=_{p_0}^1a_x(u_x)^2𝑑x_0^{p_1}a_x(u_x)^2𝑑x=0`$. But this is not possible, since $`a_x`$ has different signs in the intervals $`[0,p_1]`$, and $`[p_0,1]`$.

If $`u(0)=u(1)`$, since the zeroes of $`u`$ are nondegenerate, we must have an odd number of critical points, contradicting the conclusion above. This proves the result.

As an immediate consequence, we have

###### Corollary 1

Suppose the diffusion coefficient $`a`$ and $`f`$ in (1) is analytic, and has only two intervals of monotonicity in $`[0,1]`$, and is not even about the point $`x=\frac{1}{2}`$. Then there exists a residual set $`F`$ in $`𝒞_S^2(IR)`$ such that, if $`fF`$, all equilibria of (1) are hyperbolic.

Acknowledgment:  Part of this work was carried out while the author was visiting the Instituto Superior Técnico de Lisboa, Portugal. He wishes to acknowledge the support and warm hospitality of the Institution. He also wishes to thank Prof. Carlos Rocha and M. C. Pereira for many discussions and suggestions.


text:
# The Copernican Principle in Compact Spacetimes

## I Introduction

Copernicus asserted that the Sun rather than the Earth is at the centre of the solar system. Cosmologists have generalised this Copernican Principle into a form of Cosmological Principle: that our place in the universe is not special within the set of habitable locations . A homogeneous and isotropic Friedmann universe with simply-connected topology is generally consistent with this cosmological expression of the Copernican Principle since no spatial locations are preferred. However, a topologically finite universe introduces a new ingredient to the issue of special locations. A compact manifold will possess a geometric centre*** The origin can be defined as the maximum of the injectivity radius . The only exceptions to this are the homogeneous compact spaces such as the sphere $`S^3`$, the Projective Plane, and the hypertorus $`T^3`$. As a result of invariance under translations, any point in the manifold could equally well be the origin.. But the geometric centre is not in any sense the location of the big bang. The big bang happened everywhere simultaneously. The geometric centre is only the most symmetrically located point in a compact space; for further discussion see the reviews on topology and cosmology in refs. .

In addition to a geometric centre, there is also a preferred frame. To see this, it is helpful to first consider the situation in topologically identified flat space. In a finite, flat spacetime, a variant of the twin paradox arises which exposes the existence of a preferred frame . One twin stays on Earth. The other travels at constant velocity out into space. They both believe the other’s time dilates so which one is actually younger when the space-travelling twin returns home and they meet again? The twin paradox in an infinite Minkowski spacetime is resolved by recognising the asymmetry that arises because the space traveller must stop and turn around and therefore experience accelerated motion. In a finite spacetime this resolution no longer exists. The space-travelling twin can remain inertial and still return home by travelling on a periodic geodesic. If they are both inertial, which one is younger when the travelling twin passes by the stay-at-home twin? The space travelling twin is again younger. The paradox is resolved by the existence of a preferred frame which is introduced by the finite topology. It is the frame in which the universe is seen to be smallest. In this preferred coordinate system, space is finite and clocks can be synchronized. For any observer moving at constant velocity relative to this topologically preferred frame, the finite space will appear distorted, spacetime points will be identified with other spacetime points, and there is no way to synchronize clocks consistently .

Instead of flat spacetime, consider an expanding homogeneous and isotropic Friedmann-Robertson-Walker (FRW) universe. These spacetimes select a different preferred frame, namely the coordinate system in which observers comove with the cosmological expansion. Only the comoving observers are inertial since any initial peculiar velocity or rotational velocity perturbation in the cosmological fluid will die away as the universe expands so long as the pressure $`p`$ and density $`\rho `$ of the fluid satisfy $`p<\rho /3`$ . This suggests that the only inertial observers are comoving observers and so, if the space is both expanding and topologically compact, the preferred topological frame must be the comoving frame. This we will show in what follows.

## II Compact Space and a Preferred Frame

To demonstrate the existence of a preferred frame, we consider again the compactification of a flat Minkowski spacetime. Let our coordinate system be $`x=(\tau ,\stackrel{}{x})`$. In a flat, static spacetime,

$$ds^2=d\tau ^2+d\stackrel{}{x}^2=d\tau ^2+d\stackrel{}{x}^2,$$
(1)
where we have also introduced $`x^{}=(\tau ^{},\stackrel{}{x}^{})`$, the coordinate system of an observer travelling at constant velocity relative to $`x,`$ so that

$$x^{}=\mathrm{\Lambda }x$$
(2)
with the Lorenz transformation

$$\mathrm{\Lambda }=\left(\begin{array}{cc}\mathrm{cosh}b& \mathrm{sinh}b\\ \mathrm{sinh}b& \mathrm{cosh}b\end{array}\right)$$
(3)
where $`b`$ is a boost related to the relative velocity by $`v=\mathrm{tanh}b`$. The Lorenz transformation is a rotation in Minkowski spacetime.

Let space be topologically identified into a simple hypertorus in frame $`x`$. For an observer in this frame, the topology only affects the spatial coordinates and leaves the time coordinate unchanged. We represent the topological boundary conditions by

$$x\gamma x$$
(4)
where $`\gamma `$ is an element of the discrete subgroup of the full group of isometries, $`\gamma \mathrm{\Gamma }`$. The compact manifold is $`^U/\mathrm{\Gamma }`$ where $`^U`$ is the simply-connected universal cover – in this case, flat spacetime. An observer with worldline $`x`$ will interpret the finite space as a simple tiling of the universal cover as in figure 1.

Suppose we are in relative motion with respect to the primed frame. The topological identification appears to us as the condition

$$x^{}\mathrm{\Lambda }\gamma x.$$
(5)
Suppressing all but one of the spatial dimensions for simplicity, we reduce the hypertorus to a circle of circumference $`L`$. The identification is effected by the simple translation $`x\gamma x`$ which is equivalent to the condition that $`(\tau ,x)(\tau ,x+L)`$ and eqn. (5) becomesWe could have written $`\gamma `$ as an explicit matrix by embedding our $`(1+1)`$-dimensional spacetime in a $`(2+1)`$-dimensional spacetime with the additional spatial coordinate fixed . For this simple flat spacetime it isn’t necessary, although it is extremely useful when working in curved spacetimes.

$$\left(\begin{array}{c}\tau ^{}\\ x^{}\end{array}\right)\left(\begin{array}{c}\tau ^{}+L\mathrm{sinh}b\\ x^{}+L\mathrm{cosh}b\end{array}\right).$$
(6)
One point in space or time is identified with another point in space and time.

Notice that in the $`x`$-frame, the spatial size of the universe is $`L`$ while in the $`x^{}`$-frame, the spatial size of the universe is $`L\mathrm{cosh}b>L`$. Of course the spacetime interval is invariant. However the universe appears smallest to the observer at rest with respect to the topological identification. The topology thereby selects this preferred frame. It is also the frame in which clocks can be properly synchronized.

The spacetime diagram is drawn in figure 2. Suppose a baby is born at spacetime point $`(\tau _0^{},x_0^{})`$. The baby must also be born at $`(\tau _0^{}+L\mathrm{sinh}b,x_0^{}+L\mathrm{cosh}b)`$. That is, the baby also appears to be born at another time and place - in fact, at an infinite number of other times and places. Of course, the baby can only be born once, and all observers must agree that the baby is only born once. For instance, as shown in figure 2, if the mother of the child travelled near light speed from A with the intention of arriving at B to relive the birth, she would inevitably arrive late. The time it would take her to intercept the baby’s worldline is $`\mathrm{\Delta }x/\mathrm{tanh}b=L\mathrm{cosh}b/\mathrm{tanh}b>L\mathrm{sinh}b`$ and superluminal motion would be required to arrive in time. Still, she is simultaneously at spacetime points A and B in figure 2. What time does she think it is? She might decide it is time $`\tau _0^{}`$ or she might decide it is time $`\tau _0^{}+L\mathrm{sinh}b`$. Regardless, she would find that it was impossible to synchronize her clocks . Despite the identification of one time with another, we will never experience a unique event twice. For null and timelike observers, there is no way to travel back in time.

## III Compact Space and the Comoving Frame

Topology is of cosmological interest. We may very well live in a universe that is finite. In a finite space there is definite meaning to the question, Where are we in space? We can search the cosmic background radiation (CMB) for evidence of the size, shape, and our location in space. In fact, preliminary results from WMAP (Wilkinson Microwave Anisotropy Probe) do give hints of a finite extent to the universe .

For the purposes of searching for topology in CMB maps, the topological size of the universe would have to be smaller than or just comparable to the particle horizon to have observable consequences. Since the universe appears to be homogeneous and isotropic within the observable horizon, research is often restricted to finite spaces which support a FRW metric over the entire space. There exists a frame in which observers at rest with respect to that frame see topological identifications of spatial sections only. Observers in motion relative to this frame will see a mixture of spatial and temporal identifications.

Notice also that if $`x^{}`$, which is not the preferred topological frame, were also the comoving frame in an expanding universe, observers would see no patterns and no circles  in cosmic microwave background (CMB) maps. All directions in the sky would give a unique point on a CMB map, as illustrated in figure 3.

However, if the universe is expanding, then $`x`$ and not $`x^{}`$ must be the comoving frame. For if $`x^{}`$ were the comoving frame it would follow that

$$ds^2=a(\tau ^{})^2\left(d\tau ^{}_{}{}^{}2+d\stackrel{}{x}^{}_{}{}^{}2\right),$$
(7)
with $`a(\tau ^{})`$ the homogeneous and isotropic FRW scale factor. The scale factor would have to match the boundary condition

$$a(\tau ^{})=a(\tau ^{}+L\mathrm{sinh}b),$$
(8)
which is impossible if $`a(\tau ^{})`$ evolves monotonically. By contrast, if $`x`$ is the comoving frame then there are no additional constraints on $`a(\tau )`$ since compactification occurs on a purely spacelike hypersurface. In other words, unless the comoving frame is coincident with the preferred topological frame, the local Einstein equations will not be satisfied. Still, no galaxy is truly at rest with respect to the cosmic expansion. One might wonder if any peculiar motion with respect to the comoving frame would degrade a detection of topology through patterns and circles.

This suggests that however the universe may have begun, if there is initially a preferred topological frame the expansion must settle down to become the comoving frame. The topology of the 3-large spatial dimensions, along with the topology of any extra small dimensions, is fixed in the very early universe presumably by quantum gravitational processes. Initially the cosmos may have been very inhomogeneous and anisotropic, even chaotic. Some physical process drives the universe to the homogeneous and isotropic state we observe. (Interestingly, we know that the most general homogeneous anisotropic spaces which provide the modes which render the negatively curved FRW models unstable are excluded by finite topological identifications .)These considerations suggest that finite topology can play some role in providing a basis for Mach’s Principle . Baring inflation§§§If the universe inflates, then the topological size of the large dimensions would naturally be well beyond the observable horizon. In which case, the universe is not homogeneous and isotropic across the entire manifold., if the universe really is smooth across the entire space, then one can argue heuristically that a physical smoothing mechanism should align the preferred topological frame with the comoving frame. Any smoothing that requires causal communication across the entire manifold will be restricted to communicate via modes on that manifold which are consistent with the boundary conditions. Only in the preferred topological frame will modes settle into a statistically homogeneous and isotropic form, without shearing. That frame will therefore naturally settle down to be the comoving frame.

## IV Compact Time

In the simplest global FRW model of the universe it is not possible to make time compact since that would require $`a(\tau )=a(\tau +nT)`$ which is inconsistent with the Einstein equations except for the recollapsing positively-curved FRW metrics. Even then the condition $`a(\tau )=a(\tau +nT)`$ is only satisfied at one catastrophic time, namely at the singularity, so identifying time there is overkill. More generally, Geroch  has shown that if spacetime is globally hyperbolic, so that initial data on a spacelike slice determine the entire global structure of spacetime uniquely and completely, then the global topology of spacetime must be $`\mathrm{\Sigma }\times R`$, where $`\mathrm{\Sigma }`$ is the topology of any Cauchy hypersurface. If one departs from exact FRW models then the complexities of entropy production, gravitational clustering and black hole formation will inevitably make any final singularity different in structure than the initial oneIn the non-general relativistic context we are familiar with the time recurrence ’paradox’ of Poincaré, but Tipler  has shown that this recurrence does not occur in general relativity when gravity is attractive ($`\rho +3p>0`$). Two states of a generic positively curved universe cannot be identical or even arbitrarily close. For a shorter proof see also . The initial and final singularity could be interpreted as the recurrent state but we do not expect them to be identical. Therefore, when looking for topology in CMB maps, there is no obviously natural way to include compact time or Lorenz transformations.

If we suspend the restriction to expanding FRW models, we can consider compact time in a hypothetical universe. Since space and time might be on an equal footing, we could wonder if time is topologically identified at the big bang or its quantum analogue. While it is conceivable that topological conditions are set across very small spatial sections initially, it is harder to imagine how topological conditions could be fixed across large time intervals. The topology of the universe will presumably be set by quantum gravity across a Planck scale and similarly across a Planck timespan because of the fundamental ambiguities in the definition and distinction of space and time in the quantum gravity era. A quantum initial state is then blown up by the expansion of the cosmos, so that three space dimensions become very large (although further space dimensions may have remained quite small). There is no known reason why only one time dimension exists (or is perceived) and string theories only pick out special dimensions of spacetime, never of space and time separately, but there are persuasive anthropic reasons why $`(3+1)`$-dimensional spacetimes are needed for observers to exist . Would a topological cyclic time always expand so that any temporal periodicity would exceed cosmological timescales? If entropy always increases, one might ask how the entire universe in the future could approach a lower entropy state identical to the universe in the past?

While it is not obvious how to generate a large compact time direction from a big bang, we can for the sake of argument assume a universe that has a compact time direction ab initio. The full isometry group of a $`(3+1)`$-dimensional Minkowski spacetime includes Lorenz boosts as well as translations and rotations. There are two distinct ways in which to involve time in the compactification. First, we could identify time under a simple translation so that $`\tau =\tau +nT,`$ where $`n`$ is an integer. This is a simple closing of time into a circle. Another possibility would be to identify spacetime points under boosts so that

$$x\mathrm{\Lambda }x,$$
(9)
which leads to

$$\left(\begin{array}{c}\tau \\ x\end{array}\right)\left(\begin{array}{c}\tau \mathrm{cosh}nb+x\mathrm{sinh}nb\\ x\mathrm{sinh}nb+\tau \mathrm{cosh}nb\end{array}\right)\left(\begin{array}{c}\tau ^{}\\ x^{}\end{array}\right),$$
(10)
where $`n`$ is an integer. Twins would now encounter genuine factual conflicts since $`(\tau ,x)`$ is identified with $`(\tau ^{},x^{}).`$ They must be the same age but they have no uniquely definable ages. The result is the Misner spacetime which featured prominently in discussions of the Chronology Projection Conjecture . Both the circular time universe and the Misner spacetime support closed timelike loops.

With circular time, if the spatial sections are infinite so that spacetime is topologically like a cylinder, then only observers at rest in the preferred frame will see closed timelike loops. Any observer $`x^{}`$ moving at relative velocity $`v`$ with respect to $`x`$ will never be able to execute a closed timelike circuit in spacetime. However, if space is identified under a translation, as with the hypertorus, then an observer could follow a closed timelike curve by executing a rational number of windings around space relative to his windings in time. Technically, this would be a set of measure zero amongst all relative windings but the winding ratio may be necessarily rational because of the physical requirements of finite physical resolution.

One could argue that there could be no kill-your-grandmother paradox since topologically identified events are identical. If an event happened once, it would happen in exactly the same way each time the spacetime point was revisited. No free will would be possible. We couldn’t choose to commit the murderous act. We couldn’t age. We couldn’t permanently change anything. We couldn’t reorganize things that started in a disordered state. We could transfer no information. And for all intents and purposes time would stand still.

## Acknowledgements

JL is supported by a PPARC Advanced Fellowship and an award from NESTA.


text:
# REFERENCES

On the stability of the critical state with inhomogeneous temperature in composite superconductors N.A. Taylanov
Theoretical Physics Department,
Scientific Research Institute for Applied Physics,
National University of Uzbekistan,
Tashkent, 700174, Uzbekistan
E-mail: taylanov@iaph.tkt.uz

Abstract

The problem of the thermal and magnetic destruction of the critical state in composite superconductors is investigated. The initial distributions of temperature and electromagnetic field are assumed to be essentially inhomogeneous. The limit of the thermomagnetic instability in quasi-stationary approximation is determined. The obtained integral criterion, unlike the analogous criterion for a homogeneous temperature profile, is shown to take into account the influence of any part of the superconductor on the threshold for critical-state instability.

PACS: 74.60.Ge, 74.20.De, 74.25 Ha.
Key words: Critical state, flux flow, flux jump, instability.

While dealing with instabilities of the critical state in hard superconductors, the character of the temperature distribution $`T(x,t)`$ and that of the electromagnetic field $`\stackrel{}{E}(x,t)`$ are of substantial practical interest . This derives from the fact that thermal and magnetic distractions of the critical state caused by Joule self-heating are defined by the initial temperature and electromagnetic field distributions. Hence, the form of the temperature profile may noticeably influence the criteria of critical-state stability with respect to jumps in the magnetic flux in a superconductor. Earlier (cf., e.g., ), in dealing with this problem, it was usually assumed that the spatial distribution of temperature and field were either homogeneous or slightly inhomogeneous. However, in reality, physical parameters of superconductors may be inhomogeneous along the sample as well as in its cross-sectional plane. Such inhomogeneities can appear due to different physical reasons. First, the vortex structure pinning can be inhomogeneous due to the existence of weak bonds in the superconductor. Second, inhomogenety of the properties may be caused by their dependence on the magnetic field $`H`$. Indeed, the field $`H`$ influences many physical quantities, such as the critical current density $`j_c`$, the differential conductivity $`\sigma _d`$, and the heat conductivity $`k`$.

In the present paper, the temperature distribution in the critical state of composite superconductors is investigated in the quasi-stationary approximation. It is shown that the temperature profile can be essentially inhomogeneous, which affects the conditions of initiation of magnetic flux jumps.

The evolution of thermal ($`T`$) and electromagnetic ($`\stackrel{}{E},\stackrel{}{H}`$) perturbations in superconductors is described by a nonlinear heat conduction equation ,

$$\nu \frac{dT}{dt}=[\kappa T]+\stackrel{}{j}\stackrel{}{E},$$
(1)
a system of Maxwell’s equations,

$$rot\stackrel{}{E}=\frac{1}{c}\frac{d\stackrel{}{H}}{dt},$$
(2)
$$rot\stackrel{}{H}=\frac{4\pi }{c}\stackrel{}{j}$$
(3)
and a critical-state equation

$$\stackrel{}{j}=\stackrel{}{j}_c(T,\stackrel{}{H})+\stackrel{}{j}_r(\stackrel{}{E}).$$
(4)
Here $`\nu =\nu (T)`$ is the specific heat, $`\kappa =\kappa (T)`$ is the thermal conductivity respectively; $`\stackrel{}{j}_c`$ is the critical current density and $`\stackrel{}{j}_r`$ is the active current density.

We use the Bean-London critical state model to describe the $`j_c(T,H)`$ dependence, according to which $`j_c(T)=j_0a(TT_0)`$ , where the parameter $`a`$ characterizes thermally activated weakening of Abrikosov vortex pinning on crystal lattice defects, $`j_0`$ is the equilibrium current density, and $`T_0`$ is the temperature of the superconductor.

The dependence $`j_r(E)`$ in the region of sufficiently strong electric fields ($`EE_f`$; where $`E_f`$ is the limit of the linear region of the current-voltage characteristic of the sample ) can be approximated by a piecewise-linear function $`j_r\sigma _fE`$, where $`\sigma _f={\displaystyle \frac{\eta c^2}{H\mathrm{\Phi }_0}}{\displaystyle \frac{\sigma _nH_{c_2}}{H}}`$ is the effective conductivity in the flux flow regime and $`\eta `$ is the viscous coefficient, $`\mathrm{\Phi }_0={\displaystyle \frac{\pi hc}{2e}}`$ is the magnetic flux quantum, $`\sigma _n`$ is the conductivity in the normal state, $`H_{c_2}`$ is the upper critical magnetic field. In the region of the weak fields $`(EE_f)`$, the function $`j_r(E)`$ is nonlinear. This nonlinearity is associated with thermally activated creep of the magnetic flux .

Let us consider a superconducting sample placed into an external magnetic field $`\stackrel{}{H}=(0,0,H_e)`$ increasing at a constant rate $`{\displaystyle \frac{d\stackrel{}{H}}{dt}}=\dot{H}`$=const. According to the Maxwell equation (2), a vortex electric field $`\stackrel{}{E}=(0,E_e,0)`$ is present. Here $`H_e`$ is the magnitude of the external magnetic field and $`E_e`$ is the magnitude of the back-ground electric field. In accordance with the concept of the critical state, the current density and the electric field must be parallel: $`\stackrel{}{E}\stackrel{}{j}`$; where $`H_e`$ is the amplitude of the external magnetic field and $`E_e`$ is the amplitude of the external electric field.

The thermal and electromagnetic boundary conditions for the Eqs. (1)-(4) have the form

$$\begin{array}{cc}\kappa \frac{dT}{dx}|_{x=0}+w_0[T(0)T_0]=0,\hfill & T(L)=T_0,\hfill \\ & \\ \frac{dE}{dx}|_{x=0}=0,\hfill & E(L)=0,\hfill \end{array}$$
(5)
For the plane geometry (Fig.1.) and for the boundary conditions $`H(0)=H_e,H(L)=0`$, the magnetic field distribution is $`H(x)=H_e(Lx)`$, where $`L={\displaystyle \frac{cH_e}{4\pi j_c}}`$ is the depth of magnetic flux penetration into the sample and $`w_0`$ is the coefficient of heat transfer to the cooler at the equilibrium temperature $`T_0`$.

The condition of applicability of Eqs. (1)-(4) to the description of the dynamics of evolution of thermomagnetic perturbations are discussed at length in .

In the quasi-stationary approximation, terms with time derivatives can be neglected in Eqs. (1)-(4). This means that the heat transfer from the sample surface compensates the energy dissipation arising in the viscous flow of magnetic flux in the medium with an effective conductivity $`\sigma _f`$. In this approximation, the solution to Eq. (2) has the form

$$E=\frac{\dot{H}}{c}(Lx).$$
(6)
Upon substituting this expression into Eq. (1) we get an inhomogeneous equation for the temperature distribution $`T(x,t)`$,

$$\frac{d^2\mathrm{\Theta }}{d\rho ^2}\rho \mathrm{\Theta }=f(\rho ).$$
(7)
Here we introduced the following dimensionless variables

$$f(\rho )=[1+r\omega \rho ]\frac{j_0}{aT_0},\mathrm{\Theta }=\frac{TT_0}{T_0},\rho =\frac{Lx}{r},$$

and the dimensionless parameters $`\omega ={\displaystyle \frac{\sigma _f\dot{H}}{cj_0}}`$, and, $`r=\left({\displaystyle \frac{c\kappa }{a\dot{H}L^2}}\right)^{1/3}`$, where $`r`$ characterizes the spatial scale of the temperature profile inhomogeneity in the sample. Solutions to Eq. (7) are Airy functions, which can be expressed through Bessel functions of the order 1/3

$$\mathrm{\Theta }(\rho )=C_1\rho ^{1/2}K_{1/3}\left(\frac{2}{3}\rho ^{3/2}\right)+C_2\rho ^{1/2}I_{1/3}\left(\frac{2}{3}\rho ^{3/2}\right)+\mathrm{\Theta }_0(\rho ),$$
(8)
$$\mathrm{\Theta }_0(\rho )=\rho ^{1/2}K_{1/3}\left(\frac{2}{3}\rho ^{3/2}\right)_0^\rho [1+r\omega \rho _1]\rho _1^{3/2}I_{1/3}\left(\frac{2}{3}\rho _1^{3/2}\right)𝑑\rho _1$$

$$\rho ^{1/2}I_{1/3}\left(\frac{2}{3}\rho ^{3/2}\right)_0^\rho [1+r\omega \rho _1]\rho _1^{3/2}K_{1/3}\left(\frac{2}{3}\rho _1^{3/2}\right)𝑑\rho _1,$$

where $`C_1`$ and $`C_2`$ are integration constants, which are determined by the boundary conditions to be

$$C_1=0,C_2=\frac{w_0L\mathrm{\Theta }(0)+\kappa {\displaystyle \frac{d\mathrm{\Theta }}{d\rho }}|_{\rho ={\displaystyle \frac{L}{r}}}}{\left[w_0\left({\displaystyle \frac{L}{r}}\right)^{1/2}I_{1/3}\left({\displaystyle \frac{2}{3}}\rho ^{3/2}\right)2{\displaystyle \frac{d}{d\rho }}\left(\rho ^{1/2}I_{1/3}\left({\displaystyle \frac{2}{3}}\rho ^{3/2}\right)\right)\right]|_{\rho ={\displaystyle \frac{L}{r}}}}$$

From the Maxwell equation (2), the temperature inhomogeneity parameter can be expressed in the form

$$\alpha =\frac{r}{L}=\left[\frac{4\pi \nu j_0}{aH_e^2}\frac{H_e}{\dot{H}t_\kappa }\right]^{1/3}$$
(9)
It is evident that $`\alpha 1`$ near the threshold for a flux jump, when $`{\displaystyle \frac{aH_e^2}{4\pi \nu j_0}}1`$, even under the quasi-stationary heating condition $`{\displaystyle \frac{\dot{H}t_\kappa }{H_e}}<<1`$; where $`t_\kappa ={\displaystyle \frac{\nu L^2}{\kappa }}`$ is the characteristic time of the heat conduction problem.

Let us estimate the maximum heating temperature $`\mathrm{\Theta }_m`$ in the isothermal case $`w={\displaystyle \frac{\kappa }{L}}1`$. The solution to Eq. (7) can be represented in the form

$$\mathrm{\Theta }(x)=\mathrm{\Theta }_m\rho _0\frac{(xx_m)^2}{2},$$
(10)
near the point at which the temperature is a maximum, $`x=x_m`$ (Fig.1).

With solution (10) being approximated near the point $`x_m={\displaystyle \frac{L}{2}}`$ with the help of the thermal boundary conditions, the coefficient $`\rho _0`$ can be easily determined to be $`\left({\displaystyle \frac{8}{L^2}}\right)\mathrm{\Theta }_m`$ and the temperature can be written as

$$\mathrm{\Theta }(x)=\mathrm{\Theta }_m\left[1\frac{4}{L^2}\left(x\frac{L}{2}\right)^2\right],$$
(11)
Substituting this solution into Eq.(7), the superconductor maximum heating temperature due to magnetic flux jumps can be estimated as

$$\mathrm{\Theta }_m=\frac{\left[j_0+{\displaystyle \frac{\sigma _f\dot{H}}{c}}(Lx_m)\right]{\displaystyle \frac{\dot{H}}{c\kappa T_0}}(Lx_m)}{{\displaystyle \frac{\gamma }{L^2}}+{\displaystyle \frac{a\dot{H}}{c\kappa }}(Lx_m)}.$$
(12)
For a typical situation, when $`{\displaystyle \frac{\gamma }{L^2}}<<{\displaystyle \frac{a\dot{H}}{c\kappa }}(Lx_m)`$ the estimation for $`\mathrm{\Theta }_m`$ is

$$\mathrm{\Theta }_m\left[j_0+\frac{\sigma _f\dot{H}}{c}(Lx_m)\right]\frac{\dot{H}L^2}{c\kappa T_0}(Lx_m).$$
(13)
Here, the parameter $`\gamma 1`$ (for a parabolic temperature profile $`\gamma 8`$). It is easy to verify that for typical values of $`j_0=10^6A/cm^2`$, $`\dot{H}=10^4`$ $`G/s`$, and $`L=0,01`$ cm the heating is sufficiently low: $`\mathrm{\Theta }_m<<1`$. In the case of poor sample cooling, $`w=1÷10erg/(cm^2sK)`$, the $`\mathrm{\Theta }_m`$ is

$$\mathrm{\Theta }_m=\frac{\dot{H}j_0L^2}{cw_0T_0}0,5;$$

i.e., the heating temperature can be as high as $`\delta T_m=T_0\mathrm{\Theta }_m2K`$. One can see that in the case of poor sample cooling, the heating can be rather noticeable and influences the conditions of the thermomagnetic instability of the critical state in the superconductor.

Let us investigate the stability of the critical state with respect to small thermal $`\delta T`$ and electromagnetic $`\delta E`$ fluctuations in the quasi-stationary approximation. We represent solutions to Eqs. (1)-(4) in the form

$$\begin{array}{c}T(x,t)=T(x)+\mathrm{exp}\left\{\frac{\lambda t}{t_\kappa }\right\}\delta T\left(\frac{x}{L}\right),\hfill \\ \\ E(x,t)=E(x)+\mathrm{exp}\left\{\frac{\lambda t}{t_\kappa }\right\}\delta E\left(\frac{x}{L}\right),\hfill \end{array}$$
(14)
where $`T(x)`$ and $`E(x)`$ are solutions to the unperturbed equations obtained in the quasi-stationary approximation describing the background distributions of temperature and electric field in the sample and $`\lambda `$ is a parameter to be determined. The instability region is determined by the condition that $`Re\lambda 0`$. From solution (14), one can see that the characteristic time of thermal and electromagnetic perturbations $`t_j`$ is of the order of $`t_\kappa /\lambda `$. Linearizing Eqs. (1)-(4) for small perturbations $`\left({\displaystyle \frac{\delta T}{T(x)}},{\displaystyle \frac{\delta E}{E(x)}}<<1\right)`$ we obtain the following equations in the quasi-stationary approximation:

$$\begin{array}{c}\nu \frac{\lambda }{t_\kappa }\delta T=\frac{\kappa }{L^2}\frac{d^2\delta T}{dx^2}+\left[j(x)+\sigma _fE(x)\right]\delta EaE(x)\delta T,\hfill \\ \\ \frac{1}{L^2}\frac{d^2\delta E}{dx^2}=\frac{4\pi \lambda }{c^2t_\kappa }\left[\sigma _f\delta Ea\delta T\right].\hfill \end{array}$$
(15)
Eliminating the variable $`\delta T`$ between Eqs. (15), we obtain a fourth- order differential equation with variable coefficients for the electromagnetic field $`\delta E`$:

$$\frac{d^4\delta E}{dz^4}\left[\lambda (1+\tau )+\frac{E(z)}{E_\kappa }\right]\frac{d^2\delta E}{dz^2}+\lambda \left[\lambda \tau B(z)\right]\delta E=0.$$
(16)
Here, we introduced the following dimensionless variables: $`z={\displaystyle \frac{x}{L}},B(z)={\displaystyle \frac{4\pi aL^2}{c^2\nu }}j(z),j(z)=\sigma _fE(z)[j_0a(T(z)T_0)],E(z)={\displaystyle \frac{\dot{H}L}{c}}(1z),\tau ={\displaystyle \frac{4\pi \sigma _f\kappa }{c^2\nu }},E_\kappa ={\displaystyle \frac{\kappa }{aL^2}}.\nu =\nu _0\left({\displaystyle \frac{T}{T_0}}\right)^3,\kappa =\kappa _0\left({\displaystyle \frac{T}{T_0}}\right)`$.

One should keep in mind that the variable $`T(z)`$ and $`E(z)`$ are given by Eq. (8), in which $`\rho ={\displaystyle \frac{L}{r}}(1z)`$. Using the relation between $`\delta T`$ and $`\delta E`$ given by Eqs. (15), we write the boundary conditions to Eq. (16) in the form:

$$\begin{array}{c}\frac{d^2\delta E}{dz^2}|_{z=1}=0,\frac{d^3\delta E}{dz^3}|_{z=0}=W\left[\frac{d^2\delta E}{dz^2}\lambda \tau \delta E\right]|_{z=0},\hfill \\ \\ \delta E|_{z=1}=0,\frac{d\delta E}{dz}|_{z=0}=0.\hfill \end{array}$$
(17)
where $`W={\displaystyle \frac{w_0L}{\kappa }}`$ is the dimensionless thermal impedance.

The condition for the existence of a nontrivial solution to Eq. (16) subject to boundary conditions (17) allows one to determine the boundary of the critical-state thermomagnetic instability in a superconducting sample. This problem is complicated, and its analytical solution cannot be found in a closed form. We will consider the development of thermomagnetic instability in the dynamical approximation, which is valid for composite superconductors with high value of $`\sigma _fE`$.

The dynamical character of the instability development leads to the predominance of heat diffusion over magnetic flux diffusion in the sample: $`\tau ={\displaystyle \frac{D_t}{D_m}}>>1`$ , where $`D_t={\displaystyle \frac{\kappa }{\nu }}`$ and $`D_m={\displaystyle \frac{c^2}{4\pi \sigma _f}}`$ are the coefficients of the thermal and magnetic diffusion, respectively.

In this case, as seen from Eq. (14), the characteristic times $`t_j`$ of temperature and electromagnetic field perturbations have to satisfy the inequalities $`t_j>>t_\kappa `$ $`(\lambda <<1)`$ and $`t_j<<t_m`$ ($`\lambda \tau >>1`$), where $`t_\kappa ={\displaystyle \frac{L^2}{D_t}}`$ and $`t_m={\displaystyle \frac{L^2}{D_m}}`$ are the characteristic times of the thermal and magnetic diffusion, respectively.

As well known that , the effective magnitude of conductivity $`\sigma _f`$ is greater in composite superconductors than the one in hard superconductors. We can assume that induced normal current $`\sigma _fE`$ compensates the decreasing of critical current $`j_c(T)`$, caused by increasing of temperature and obviously prevents magnetic flux penetration into the sample. In this case we can neglect the moving of magnetic flux. In the other word, thermomgnetic instability developes slowly as compared with the heat diffusion with characteristic time of increasing $`t_j{\displaystyle \frac{t_\kappa }{\lambda }}>>t_\kappa `$ ($`\lambda <<1)`$ or $`t_m>>{\displaystyle \frac{t_m}{\lambda \tau }}={\displaystyle \frac{t_\kappa }{\lambda }}=t_j`$ $`(\lambda \tau >>1`$).

In the approximation ($`\tau >>1`$, $`\lambda \tau >>1`$, $`\lambda <<1`$) Eq. (16) is reduced to a lower order differential equation

$$\frac{d^2\delta E}{dz^2}+\left[\lambda \frac{B(z)}{\tau }\right]\delta E=0.$$
(18)
In the case of $`\tau >>1`$, the instability threshold depends on the electrodynamic boundary conditions at the surface of the sample only slightly. Therefore, the electrodynamic boundary conditions at the boundaries of the current-carrying layer $`(z=0,z=1)`$ can be neglected and one can keep only the thermal boundary conditions to Eq. (18).

Multiplying Eq. (18) by $`\delta E`$ and integrating the result with respect to $`z`$ over the interval $`0<z<1`$, we obtain

$$\lambda =\frac{{\displaystyle \frac{1}{\tau }}{\displaystyle \underset{0}{\overset{1}{}}}B(z)\delta E^2𝑑z{\displaystyle \underset{0}{\overset{1}{}}}\left({\displaystyle \frac{d\delta E}{dz}}\right)^2𝑑z}{{\displaystyle \underset{0}{\overset{1}{}}}\delta E^2𝑑z}$$
(19)
where we use the equality

$$\underset{0}{\overset{1}{}}\frac{d^2\delta E}{dz^2}\delta E𝑑z=\delta E(z)\left(\frac{d\delta E}{dz}\right)\underset{0}{\overset{1}{}}\left(\frac{\delta E}{dz}\right)^2𝑑z=\underset{0}{\overset{1}{}}\left(\frac{\delta E}{dz}\right)^2𝑑z$$

and the boundary conditions. The right-hand side of Eq. (19) has a minimum at $`\lambda =\lambda _c`$:

$$\lambda _c=\frac{{\displaystyle \frac{1}{\tau }}{\displaystyle \underset{0}{\overset{1}{}}}B(z)\delta E^2𝑑z}{{\displaystyle \underset{0}{\overset{1}{}}}\delta E^2𝑑z},$$
(20)
then

$$\frac{1}{\tau }\underset{0}{\overset{1}{}}B(z)n_E^2𝑑z=\frac{{\displaystyle \underset{0}{\overset{1}{}}}\left({\displaystyle \frac{d\delta E}{dz}}\right)^2𝑑z}{{\displaystyle \underset{0}{\overset{1}{}}}\delta E^2𝑑z}.$$
(21)
Here we introduced the following unit vector

$$n_E^2=\frac{\delta E^2}{{\displaystyle \underset{0}{\overset{1}{}}}\delta E^2𝑑z},\underset{0}{\overset{1}{}}n_E^2𝑑z=1.$$

Since we do not know the function $`\delta E(z)`$, we try, following , to obtain an integral estimation of the instability growth increment and the low boundary of its occurrence. The behavior of the integrand in Eq. (21) is basically determined by the factor $`E={\displaystyle \frac{\dot{H}L}{c}}(1z)`$, which is equal to zero at $`z=1`$ (the other factors change more smoothly). Hence, the integrand reaches its maximum at $`z=0`$ and the upper estimate for $`\lambda _c`$ is

$$\lambda _c\frac{B(0)}{\tau }.$$
(22)
It is evident that $`\lambda _c<<1`$ and $`\lambda _c\tau >>1`$ at $`\tau >>1`$. Numerical evaluation gives $`\lambda _c0.1÷10^2`$ at $`\tau =10^3`$.

Equations (21) and (22) enable one to write the instability occurrence criterion in the form

$$\frac{1}{\tau }\underset{0}{\overset{1}{}}B(z)n_E^2𝑑z>\frac{{\displaystyle \underset{0}{\overset{1}{}}}\left({\displaystyle \frac{d\delta E}{dz}}\right)^2}{{\displaystyle \underset{0}{\overset{1}{}}}\delta E^2𝑑z}.$$
(23)
This criterion essentially depends on the boundary conditions and the functions $`j(z)`$, $`E(z)`$, $`T(z)`$. Figure 2 presents graph of the function $`T(z)`$. Inequality (23) can be strengthened by means of an evaluation,

$$\underset{0}{\overset{1}{}}\left(\frac{d\delta E}{dz}\right)^2𝑑z>\frac{\pi ^2}{4}\underset{0}{\overset{1}{}}\delta E^2𝑑z$$
(24)
which can be easily verified by expanding the function $`\delta E(z)`$ in a Fourier series:

$$\delta E(z)=A_mcos\frac{\pi z(2m+1)}{2}.$$

Let us now try to strengthen inequality (23) further. For this purpose, we consider the integral

$$\underset{0}{\overset{1}{}}g(z)(n_E^21)𝑑z=\underset{0}{\overset{z_1}{}}g(z)(n_E^21)𝑑z+\underset{z_1}{\overset{0}{}}g(z)(n_E^21)𝑑z.$$

The last term can be represented in the form

$$\underset{0}{\overset{1}{}}g(z)(n_E^21)𝑑z=(g_+g_{})\underset{0}{\overset{1}{}}g(z)(n_E^21)𝑑z,$$

taking intermediate values of the $`g_{}`$ in the range $`z<z_1`$ and $`g>g_{}`$ in the range $`z_1<z<1`$ outside the integral. It is evident (Fig.3) that

$$\underset{0}{\overset{1}{}}g(z)(n_E^21)𝑑z0$$

or

$$\underset{0}{\overset{1}{}}g(z)n_E^2𝑑z\underset{0}{\overset{1}{}}g(z)𝑑z.$$
(25)
With inequality (25), the instability occurrence criterion can be represented in the form

$$\underset{0}{\overset{1}{}}B(z)𝑑z\frac{\pi ^2}{4}\tau .$$
(26)
Inequality (26), unlike the analogous criterion for a homogeneous temperature profile, has an integral character and takes into account the influence of each part of the superconductor on the threshold for the superconducting-state instability. If condition (26) is satisfied, then small fluctuations of temperature $`\delta T`$ and electric field $`\delta E`$ in the superconductor will exponentially increase with time. The most probable result of the development of such an instability would be a transition from a critical state to a resistive one.

We should emphasis that this result was obtained for an arbitrary temperature dependence of thermophysical parameters $`\nu `$ and $`\kappa `$ of superconducting material and for an arbitrary function $`j(H)`$. Moreover, since the system of equations (1)-(4) is invariant with respect to an arbitrary translation, the wave propagation condition can be found for an arbitrary critical current density dependence on T and H.

Reference

FIGURE

Fig.1. The distrubation of the temperature profile $`\mathrm{\Theta }(x)`$.

Fig.2. Plots of the function $`T(z)`$.

Fig.3. Plots of the function $`g(z)`$.

NIZAM A.TAYLANOV, Golibjon R. Berdiyorov

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| National University of Uzbekistan, |
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