https://www.youtube.com/watch?v=14SaROmQKCI&feature=emb_logo

How these systems can transit between different order states.

00:05 actually the first time i managed to set 00:07 up 00:07 everything in time but i started a half 00:11 half an hour earlier to set up the 00:13 webcam and everything 00:15 so we have a professional equipment here 00:16 so that's really a video conference 00:19 conferencing system and uh 00:22 but it has like 100 different cables 00:26 and a couple of devices only to be 00:28 connected in the right way 00:29 to make things work and but today i 00:33 managed 00:33 managed to set it up in time 00:36 okay so then let's start our lecture 00:40 today 00:41 and um so 00:44 before i go on i'd like to give you a 00:47 reminder 00:48 of actually uh what we did last time 00:52 uh because that's connected to what 00:54 we're doing today 00:56 let me just share the screen 01:08 so there we go ah

slide 1

01:12 works flawlessly perfect okay great 01:16 uh so just a little reminder of last uh 01:18 kind lecture 01:19 the last time we started thinking about 01:22 how order 01:23 emerges a non-equilibrium system 01:27 and the key insight from last in the 01:30 last lecture is that it's 01:32 many situation boils down to a balance 01:34 between 01:35 noise that create disorder 01:39 and the propagation of information about 01:43 interactions through the system 01:47 so in equilibrium conditions and the 01:49 thermal equilibrium this is formalized 01:52 by the entropy and the energy uh that 01:55 then give rise to the free energy that 01:57 we need to minimize 01:58 and then we minimize the free energy we 02:01 kind of 02:01 know what is happening yeah and when we 02:05 look at this equilibrium system mass 02:08 times are these pointers 02:09 also called xy model we saw that 02:13 actually in all dimensions smaller or 02:16 equal to two 02:18 fluctuations if we prepare the system in 02:21 a homogeneous 02:22 state where all pointers point of all 02:25 arrows point in the same direction 02:28 if we twist one arrow or if we perturb 02:31 the system 02:32 yeah then this destabilizes 02:36 the order on the large 02:39 scale yeah so we calculated how such 02:42 perturbations propagate through the 02:45 system that we saw that they build up 02:47 the the longer you go through the system 02:50 therefore this 02:51 distance r to infinity that we had last 02:53 time 02:54 this has formalized this idea that you 02:56 cannot build up a long range 02:58 order in uh equilibrium by the mermain 03:01 wagner theorem that basically says that 03:04 even if you had long range order it 03:06 doesn't cost 03:07 any energy to have a very slow 03:10 perturbation 03:11 of your spins and this very slow 03:14 perturbation 03:15 is called the gold stone mode you can 03:17 always get these gold stone modes 03:20 in equilibrium conditions if your 03:21 symmetry so if your 03:23 spin or your your microscopic degrees of 03:26 freedom 03:27 are continuous now then we went on to 03:31 equilibrium 03:32 conditions uh non-equilibrium systems 03:34 and we thought 03:35 you know so about what is now if these 03:38 arrows are moving 03:39 now they're not only pointing in a 03:41 direction but they're also moving in the 03:43 same direction 03:44 then information about 03:48 the alignment of uh 03:51 or the direction does not only spread 03:54 diffusively so very inefficiently 03:57 equilibrium system but it can spread 04:01 very quickly through flows convective 04:04 flows 04:05 through the entire system and thereby 04:08 give rise to long-range order 04:10 even four dimensions 04:13 smaller or equal to two now so 04:16 in non-equilibrium systems we have 04:18 possibilities to spread the information 04:21 about alignment or to suppress 04:24 fluctuation to suppress 04:25 noise that we don't have in equilibrium 04:28 conditions 04:29 and therefore we can get ordered states 04:32 and non-equilibrium systems 04:33 even if we cannot have them in very 04:36 similar 04:36 equilibrium systems

slide 2

04:40 so today i want to go 04:43 one step further further one step 04:46 further and one step back 04:47 actually um so before 04:50 let's let's take a step back before i 04:52 begin with today's lecture 04:54 uh just to see where we are in the 04:56 lecture so we just 04:57 now got the idea of how order 05:01 arises in non-equilibrium systems today 05:04 we'll 05:04 talk how these systems can
05:07 transit between different order states 05:10 so we'll be talking about bifurcations 05:13 and phase transitions 05:15 and this 05:18 lecture today in this lecture today we 05:20 will focus on 05:21 very large systems where this noise is 05:24 not 05:25 this noise term that we have it's psi is 05:28 not 05:28 important and in the next lectures 05:31 two or three or two lectures or so we 05:34 will 05:35 take into account what does noise do to 05:38 order states to do the transitions 05:40 between 05:40 faith and for this we will need methods 05:43 from renormalization group theory 05:45 that we will introduce here and then 05:49 we're done with most of the 05:52 theoretical physics aspects of this 05:54 lecture after that we'll 05:55 start taking a different approach and 05:58 ask how can we actually 05:59 see order in 06:03 big data sets somebody gives you a 06:05 terabyte of data how can you actually 06:07 identify these degrees of freedom 06:11 now if you have not only like a spin 06:13 system uh 06:14 one degree of freedom for each spin but 06:17 if you have 20 06:18 000 degrees of freedom how can you 06:19 actually see whether you have some kind 06:22 of collective 06:23 state in your system so that will so 06:26 we'll have two or three 06:27 lectures on what is actually data 06:29 science 06:30 and then at the end of the lecture at 06:32 the end of january we'll finish up by 06:34 putting it all together and see how we 06:36 can 06:36 switch between theory and data science 06:40 and back and how to actually generate 06:42 hypothesis 06:43 from the data sets that are currently 06:45 out there 06:47 okay so for the today's lecture i 06:50 uh want to now not ask can we have 06:54 order or can we not have order i want to 06:57 ask what kind of order do we have 07:00 and uh to this i 07:03 uh want to come back to this formalism 07:07 that allows us to characterize generally 07:11 larger systems that have spatial degrees 07:14 of freedom 07:15 now that are spatial results so we have 07:17 a field 07:19 or an order parameter it's called an 07:20 order parameter field phi 07:22 of x t now that gives us 07:26 uh so for each coordinate in space 07:29 this phi of x and t gives us 07:33 the value for example of some 07:35 concentration 07:37 or for example the number of infected 07:39 people 07:40 in dresden also yeah and then we 07:44 came up with something that is actually 07:46 standard in the literature 07:48 but it's just a very inconvenient way of 07:50 actually writing down 07:52 partial differential equations is uh 07:55 that we said okay we can get 07:58 basically a large class of systems of 08:00 dynamics 08:01 if we take some functional f that 08:04 depends on phi 08:06 and we take the derivative with respect 08:09 to y 08:10 now with this we can create here on the 08:12 left hand side 08:13 all kinds of terms that are functions of 08:17 fine 08:17 and of derivatives of sine 08:20 and then we have our noise terms 08:25 here and if we our old parameter for 08:28 something like a chemical reaction 08:30 our order parameter our concentrations 08:33 are not conserved 08:34 now so we can change we can actually 08:36 increase the total concentration of 08:38 something 08:39 then we have equations of the first kind 08:42 called 08:42 model a this classification scheme 08:46 and if we are just moving around 08:48 concentrations 08:50 which i was actually not 08:53 without actually not taking any 08:55 particles for example out of the system 08:59 then we have these conservative 09:02 these conservatives so-called 09:04 conservative systems 09:06 which are described by equations of this 09:08 kind and they're called 09:10 model e yeah and an example of this 09:14 functional f here is that we write this 09:17 as an 09:18 integral of some potential and 09:21 something that gives the diffusion term 09:24 once we take the derivative with respect 09:26 to the function of the derivative 09:28 with respect to phi now and this 09:31 potential here is also related then to a 09:35 local 09:35 force you know so that's like a formal 09:38 analogy 09:39 and of course this the writing of such 09:42 kind of 09:42 systems comes actually from equilibrium 09:45 statistical physics 09:46 where this f is actually some free 09:48 energy 09:50 functions from generalized free energy 09:52 for example the fight to the floor 09:53 theory ginsburg land over a theory 09:57 and then you have an equilibrium system 09:59 and you want to know 10:00 how this equilibrium system evolves and 10:03 then you just take the functional 10:04 derivatives with respect to your fields 10:07 and then you know how your equilibrium 10:09 system your free energy function 10:12 your free energy that describes your 10:14 theory gives rise 10:15 to dynamics of the field now that comes 10:19 from equilibrium but it's actually a 10:20 very inconvenient way for us to write 10:23 down 10:23 these kind of equations and uh 10:26 so i just wanted to tell you this 10:28 classification scheme 10:30 but in the following slides i write out 10:31 the equation directly 10:33 without going via dysfunctional 10:35 derivatives here 10:36 and as i said in this lecture we'll 10:39 first 10:40 look at transitions between 10:43 non-equilibrium states uh 10:46 in systems that where this noise this 10:49 psi is not important yeah so that's 10:52 noise for example is not important 10:54 if the temperature in the equilibrium 10:56 system the temperature 10:58 is zero or very small in a typical 11:01 biological system 11:03 noise typically is not important if you 11:06 have a very large 11:07 number of uh of uh 11:11 particles that contribute to a certain 11:13 process 11:14 yeah so we know first and the first step 11:17 we asked so 11:17 how can we go between different 11:20 non-equilibrium states 11:22 how can we switch to to say between 11:25 different kinds of order and 11:29 in the next step in the next lectures 11:30 we'll ask okay what does this noise do 11:33 and of course i wouldn't have a couple 11:36 of lectures 11:37 on this noise if it wouldn't do very 11:40 interesting things 11:42 but for now we ignore the noise you know 11:44 and uh what we'll do is also called 11:46 mean field theory just look at the 11:49 partial differential equations that are 11:52 drawn 11:53 that are driving these concentration 11:55 fields 11:56 phi of x t in the limit of a low 11:59 temperature or very high 12:01 particle numbers

slide 3

12:05 so 12:09 for the very first part of this lecture 12:12 i would like to even go to 12:14 even to an even simpler 12:17 framework and that is we don't even 12:20 consider 12:21 space now we say the system is well 12:24 mixed 12:25 yeah and if the system is well mixed 12:28 then 12:29 we can uh neglect spatial derivatives 12:33 you know because the system is in 12:35 homogeneous state yeah and then 12:37 so this is considered like a chemical 12:39 and we're always stirring the 12:41 these chemical reactions so that every 12:43 particle 12:44 every molecule very rapidly travels 12:48 through the entire system you know so 12:50 then we basically 12:52 have a homogeneous system where 12:54 concentrations do not depend on space 12:58 and if the concentrations do not depend 13:00 on space 13:01 then uh spatial derivatives become zero 13:05 yeah and these are the kind of systems 13:07 that we are looking at 13:09 formally again in this notation of 13:12 uh functional derivatives uh we can then 13:15 neglect 13:16 the spatial derivatives uh in this 13:18 functional here 13:20 and what we then get is a 13:23 differential equation of phi of t that 13:26 now does not depend on 13:28 space anymore and that is this time 13:30 evolution of this quantity 13:32 is just described by some function f 13:35 yeah and of course i could have just 13:37 started with this equation here without 13:38 the 13:39 function of derivatives and so on yeah 13:41 we just of course what we'll 13:43 be looking at for for the first part of 13:45 this lecture 13:46 are non-linear differential equation or 13:48 nonlinear 13:50 dynamics and i'll give you a brief 13:53 overview because it gives you 13:55 an insight not only on the 13:57 renormalization part 13:58 that we will do before christmas but 14:00 also to the second 14:02 part of this lecture we will look on how 14:04 spatial different spatial structures 14:06 can emerge so 14:10 we have these not with these non-linear 14:12 differential equations here so on the 14:14 left hand side we have the time 14:16 evolution of the scalar 14:18 yeah and on the right hand side we have 14:19 some function it's a nonlinear function 14:21 that describes 14:22 this time evolution and uh 14:26 of course a typical example of a 14:28 non-linear system is always in biology 14:30 in biology everything is nonlinear and 14:36 very simple system you can look at is 14:39 for example 14:40 how the gene 14:44 uh interacts with itself a 14:48 self-activation 14:50 of a gene yeah and 14:54 if you have a gene i mentioned this 14:57 already now so you have a gene here 15:02 now that's part of the dna and at the 15:05 beginning 15:06 of this gene also the dna is very long 15:08 we're now looking at a very 15:10 short part of the total dna 15:13 that's the gene here at the beginning 15:17 of this team there's a promoter the 15:20 promoter 15:20 turns on or off this g and when this 15:24 promoter 15:25 turns on the gene then this gene 15:28 produces molecules 15:30 now actually via multiple steps 15:33 but in the end you have something that's 15:36 called a protein 15:40 now of course i did this of course for 15:43 the ball it just of course it's more 15:44 complicated than that yeah and this 15:47 protein what does this protein do 15:49 no it can degrade 15:52 but it can also do fancy things so for 15:55 this protein is produced and it swims 15:57 around in the cell 15:59 you know and we have these proteins now 16:01 here multiple copies of this because 16:02 this 16:03 gene keeps producing proteins and now we 16:06 can say that this protein 16:07 also decides whether this gene is on or 16:10 off 16:11 and what is a typical situation is that 16:13 this protein then binds 16:17 to this promoter to the start site of 16:20 this 16:21 and only if we have two of them together 16:25 we can start the gene 16:28 now we can start the gene and 16:31 so that means we need to find pairs 16:35 between these genes here but between 16:37 these proteins here 16:38 and if we have found a pair it can bind 16:41 and then 16:42 this starts producing proteins from the 16:44 gene again 16:45 which then again couple 16:49 back to itself so it's a feedback and 16:53 uh typically the kind of equation that 16:56 you get from this 16:57 is from the 17:01 for the concentration of the numbers 17:04 of these proteins in the cell 17:08 is that you have one process that 17:10 describes 17:11 the activation of the gene itself 17:14 and this activation is non-linear so you 17:17 have many 17:18 different contributions y squared 17:22 divided by 1 plus y squared 17:25 this function here 17:28 is the activation part 17:33 it describes that you have to find pairs 17:36 of these genes now so that you look at 17:39 this here 17:40 the more pairs you have the more pairs 17:42 that's the number of pairs that you can 17:44 you can build now the more pairs you can 17:47 build 17:49 the more likely you express this g here 17:52 you 17:52 turn it on but then we also have the 17:55 situation 17:56 that if we have too many of these 17:58 there's a crowding effect on the dna 18:00 they can't all bind 18:02 at the same time now so they have to 18:04 compete for binding 18:06 so they can't if you have like a million 18:09 or like infinitely many of these copies 18:12 here 18:12 they all cannot bind simultaneously to 18:15 this region here because this is 18:17 only a finite amount of space yeah 18:20 and that's why we have another part here 18:24 that saturates you know that means that 18:26 we 18:29 that we for very high values of this y 18:32 of this protein concentrations we cannot 18:34 get any better 18:36 and this is called the hill function and 18:38 the hill function typically 18:40 looks like something like this 18:49 now it's clearly non-linear and then we 18:51 have the second term 18:53 now it describes that describes 18:56 degradation also and how how many 18:59 proteins or how many copies of these 19:01 proteins 19:02 we use at a given amount of time and 19:05 this is very simple because the more you 19:07 have the more you lose now so that's 19:10 just 19:10 minus y and this is just as 19:14 we'll look into detail into this 19:17 equation 19:17 later um and this is just an example of 19:21 how 19:21 in biological systems these non-linear 19:24 differential equations automatically 19:26 emerge 19:27 almost all the time already on the basic 19:31 building block of many biological 19:34 systems namely the expression 19:36 of a gene so 19:39 what can we not do with these nonlinear 19:42 equations 19:45 and i didn't oh i had i had a transition 19:48 here i wouldn't have okay so uh 19:52 so i had a fancy transition i wouldn't 19:54 have needed to to write that

slide 4

19:56 uh okay so let's move on what can we now 19:58 do 19:59 with such equations here so the 20:01 solutions 20:02 of these non-linear equations that live 20:05 in some 20:06 space in some configuration space 20:10 and in the space we move around you know 20:14 as the system evolves 20:16 now uh typically the the space of 20:20 all possible trajectories of all 20:22 possible solutions 20:23 such as the system is called face 20:25 portrait 20:26 and that we start 20:30 at some initial conditions and we 20:32 involve along 20:34 this trajectory here if we manage to 20:36 solve this equation 20:38 now there's some points that are 20:40 particularly important 20:42 in this field namely these are fixed 20:44 points 20:46 and these fixed points are points where 20:49 the time derivative 20:50 is zero so once you are in these fixed 20:53 points 20:54 you cannot get out of that out again 20:56 because the time derivative 20:59 is zero now you stay there these are 21:02 called fixed points 21:03 and once we know the fixed points we 21:06 know already 21:08 a lot about the dynamics of a nonlinear 21:11 system 21:13 so now here i have the transition so on 21:15 the bottom 21:16 you can see how you can understand the 21:18 dynamics of nonlinear system 21:21 just by graphical analysis 21:24 so now on this diagram at the bottom 21:28 on the y on the x axis is just the 21:31 concentration 21:32 why not just any system we're not just 21:35 looking at any general system i'll use 21:37 the y's for simplicity 21:39 for simplicity uh we have on the excess 21:41 if we have the concentration 21:42 y and on the 21:46 y axis we have what is ever is on the 21:49 right hand side 21:51 of our differential equation the times 21:53 the derivative 21:55 of y and now 21:58 we can of course plot this function we 22:00 can ask how does the right 22:02 hand side of our differential equation 22:04 depend 22:05 on the concentration y now and then we 22:08 get some function for example the ones 22:10 that i 22:10 plotted here and this function 22:15 will cross the zero line 22:18 now this function will be zero at 22:20 certain points 22:22 and wherever this function is zero this 22:25 is 22:25 where we have a fixed point now this is 22:28 where the 22:29 time derivative is 0 22:32 and then we can ask are these fixed 22:34 points stable 22:35 or are they unstable so once we're in 22:37 there do we stay there forever 22:40 or is it enough if i give a little kick 22:42 to get out again 22:44 so how stable are these fixed points 22:46 once we're in there 22:47 and that's also something you can very 22:50 easily 22:52 see for example if you look at this next 22:53 point here 22:55 uh this fixed point here that y 22:58 dot or the time derivative is zero but 23:01 if you go a little bit to the right 23:03 then the time derivative becomes 23:05 negative 23:07 yeah so we go back into this point if we 23:10 go a little bit to the left 23:12 that the time derivative becomes 23:13 positive and we also get pushed back 23:17 into this point so 23:20 this point here is stable so that means 23:23 if we go to the right we get pushed back 23:25 in and if we go to the left we also get 23:28 pushed back 23:29 by the time derivative yeah and this is 23:33 just because 23:34 um the slope 23:38 here is negative so the 23:41 slope of this function of this time 23:44 derivative 23:45 now which is of course the same as 23:48 this here of this function the slope of 23:52 this function at the fixed point 23:54 tells us something about the stability 23:57 here is a so this is a stable fixed 23:59 point 23:59 now we always go back here this is an 24:02 unstable fixed point 24:03 so we go to the right and then the time 24:06 derivative 24:07 is positive so we get even further to 24:09 the right 24:10 we go to the left time derivative is 24:13 negative 24:14 and we get even further to the left 24:17 yeah so these fixed points are very 24:19 important and the stability of these 24:21 fixed points 24:22 tells us where our system will evolve 24:26 so just graphically you can see that if 24:28 i start here 24:30 with my system yeah you can you can just 24:33 graphically see 24:34 that my the dynamics will go into the 24:37 stable fixed point 24:38 and stay there now there are situations 24:42 so i said these fixed points are very 24:44 important that characterize 24:46 their stability the stability of these 24:49 fixed points characterizes 24:51 where our system will go carry towards 24:54 the dynamics of the system 24:56 and now what happens if we change 25:00 parameters now if these if we change 25:05 uh parameters then the number 25:08 or the kind of fixed point the stability 25:11 of this fixed point 25:12 can change and this is if this happens 25:16 uh that the number of this fixed point 25:18 or the stability 25:19 changes then are we talking about a 25:22 bifurcation 25:23 called a bifurcation and uh what is this 25:28 parameter 25:29 now so we call it r from now on so 25:31 there's some parameter 25:33 that makes the number of fixed point 25:37 uh also this ability change that's what 25:39 we call a control parameter and 25:42 typically 25:43 it's related in many physical systems 25:45 related to 25:46 how far you're actually out of thermal 25:48 equilibrium 25:50 so this r could be for example be 25:53 the val the difference in temperatures 25:56 between two boundaries 25:57 of the system 26:01 so these are bifurcations and 26:05 these bifurcations can be classified i 26:08 will now have a look at a few examples 26:10 of these 26:10 bifurcations so uh

slide 5

26:15 the simplest bifurcations or one of the 26:18 simplest bifurcations you can get 26:20 is if you consider nonlinear equations 26:23 of this kind here now so this is 26:26 for each bifurcation i show you the 26:29 simplest 26:31 differential equation that gives rise to 26:34 such a bifurcation 26:35 and the simplest equation is also often 26:38 called a normal form 26:41 so let's have a look at this equation 26:45 now suppose that r is smaller than zero 26:48 so this equation here 26:49 so we plot the same thing as as on the 26:51 previous slide so on the 26:53 right hand on the y-axis we have the 26:56 time derivative 26:57 now which is just equal to whatever is 26:59 on the right-hand side 27:01 and on the x-axis we have our 27:03 concentrations 27:05 now if this r is negative now then we 27:08 just have a simple 27:09 parabola that is shifted that is shifted 27:12 down 27:13 now and if you have that we can do the 27:15 same argument as 27:16 previously so we are at this fixed point 27:19 we go to the right 27:20 and then the time derivative gets 27:22 negative so you would really push back 27:25 now into this fixed point so this fixed 27:27 point is stable 27:29 and then on the right hand side we have 27:30 another fixed point which is 27:32 unstable in the middle 27:36 if r is exactly equal to zero 27:39 then we have a parabola well it's not 27:42 hard to see on this parabola we have a 27:45 weird fixed point here at the bottom 27:47 now we're not really sure whether it's 27:49 unstable or not 27:50 it's at the just at the boundary between 27:53 stable and unstable 27:55 so we go here it's stable from the right 27:57 hand side 27:58 and unstable from the left hand side the 28:01 typical notation is 28:02 that filled circles of this 28:06 are denotes stable fixed points and 28:08 these open 28:10 or white circles denote 28:13 unstable fixed points and then here the 28:15 idea is that this 28:16 fixed point is stable from the left and 28:18 unstable 28:19 to the right now and then we set r to 28:22 positive values 28:23 then we don't have any fixed point at 28:25 all and our system 28:27 will just go to infinity now the time 28:30 derivative 28:31 is always positive it will just go to 28:33 infinity and there are no fixed points 28:36 what we can now do is we can plot 28:40 the location of these fixed points that 28:44 i've given you now for three specific 28:46 values 28:47 of this r this parameter r 28:50 we can plot the location of these fixed 28:52 points 28:53 continuously as a function of r and 28:56 that's 28:57 depicted in the so-called bifurcation 28:59 diagram 29:00 now and i'm showing you here the 29:02 bifurcation diagram 29:04 of non-linear differential equation that 29:06 you see on top here 29:08 and in this case you can see 29:12 that the fixed points location of fixed 29:14 points were here 29:15 we have a stable fixed point negative 29:18 values 29:19 and then an unstable fixed point at 29:21 positive values 29:23 and then as we go increase our values of 29:26 r these two fixed points merge 29:29 and we end up on the right hand side 29:31 with a state 29:32 where we don't have any fixed point at 29:34 all and we just go 29:36 to a very high values of the 29:39 concentration 29:40 of y and so this is how to read these 29:43 bifurcation diagrams

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29:45 and just to give you an example just to 29:49 come back 29:50 to the self-activation of this gene now 29:53 this example 29:54 here we have the nonlinear differential 29:57 equation again 29:58 protein concentrations 30:01 activation term this non-linear term 30:05 that's actually something you can 30:06 calculate in a longer calculation 30:08 but it's already clear from the from 30:11 these pictures that there's something 30:12 non-linear 30:13 coming up and the degradation term 30:16 you know and then we plot both terms 30:19 separately 30:20 and we get something like this here this 30:22 is the activation term 30:24 this is the degradation term and uh 30:27 if we sum them up we get something 30:30 that looks like what we have here in the 30:32 middle 30:33 you know where we then is basically the 30:36 same plot i showed you in the last slide 30:38 we plot the right-hand side as a 30:40 function of y 30:41 and then we see that for small values 30:45 of r here we have just one fixed point 30:50 and as we increase r this 30:53 non-linear term will become more and 30:55 more important 30:57 now and we start 31:00 having intersections with the x-axis so 31:04 with zero 31:06 and if we have a very large and strong 31:08 activation 31:09 very strong feedback on itself we have 31:12 multiple fixed points here 31:15 the right-hand side is the bifurcation 31:17 diagram 31:18 this bifurcation diagram so here's the 31:22 fixed point and uh this bifurcation 31:25 diagram looks 31:26 as as follows yeah so as you go have 31:29 very 31:29 for very low values now it's just a 31:33 translation of these red 31:34 points here uh from from the previous 31:38 picture 31:38 for very low values you have a stable 31:40 fixed point here 31:42 at zero and then suddenly this 31:45 non-linearity or this 31:47 sigmoidal curve kicks in becomes 31:50 important 31:51 and you start intersecting with zero 31:54 yeah and that happens here at this 31:57 what's called a bifurcation point 31:59 and then this bifurcate and if you go 32:01 past this bifurcation point 32:03 you go to a state you have a stable 32:05 state here 32:07 and an unstable state here and a stable 32:10 state at the bottom 32:12 just remains there all the time at zero 32:17 so this is an example of a saddle node 32:19 bifurcation so it has this typical 32:21 signature here of the saddle node 32:23 bifurcation a little bit more 32:24 complicated 32:25 yeah but what you see here is what 32:28 happens 32:29 if you turn on the self activation if 32:32 you turn on the non-linear term 32:35 you go to a regime you go through this 32:37 bifurcation 32:38 here where your system has two stable 32:42 fixed points you know two stable fixed 32:45 points 32:46 are here and here and if you have two 32:50 stable fixed points that are separated 32:52 by an eight unstable one then you have a 32:54 switch 32:55 so this is just an example of how 32:59 biological systems in this type of gene 33:02 can make use of this nor these 33:04 non-linear effects 33:06 that they get for example here by having 33:09 clusters or little pairs you're 33:11 requiring to have pairs 33:12 of proteins to bind to the starting 33:14 region of the gene 33:15 how they can make use of this nonlinear 33:17 in fact 33:19 to in this case build a switch 33:22 and with this switch if you have a 33:24 switch you can it's like a bit 33:26 you can actually store memory in a 33:29 stable way 33:30 and uh this is one of the simplest ways 33:33 that 33:34 uh biological systems or that cell can 33:36 store 33:37 information okay so let's go on i'll

slide 7

33:40 just show you some other 33:42 bifurcations now so we have here 33:45 certainly different differential 33:46 equation now with 33:48 r times y plus y to the 33:52 power of 3 and then if you just look at 33:55 the right hand side and you just do this 33:57 graphical analysis 33:58 you will see that for small values of r 34:00 you have a single fixed point 34:02 single intersection and then if you look 34:05 at the slope 34:07 now you can see that this is actually 34:09 stable as you go to the right 34:11 and the derivative becomes negative so 34:13 you get 34:14 pushed back you go to the left and the 34:16 derivative becomes positive it always 34:18 pushes you in the opposite direction 34:20 so one stable fixed point so 34:23 if r is exactly equal to zero you're 34:26 still stable but you're in this real 34:28 state 34:29 where you have um a flat 34:33 as your function goes to tangential 34:37 to the zero axis to the y-axis 34:40 and um that oh sorry 34:45 i activate it and that reminds us a 34:48 little bit 34:49 to second order phase transitions you 34:52 know so that you get 34:53 tangentials because you're in a state 34:54 where you whether you don't really know 34:56 where they should go left or right 34:59 now so that this function is flat you 35:01 can go 35:02 you can go left and right but uh it's 35:05 not really punished 35:06 so you can you can you can go left here 35:09 but because this function is rather flat 35:11 now you can 35:12 stay there for a long time you go right 35:14 and the function is very flat 35:16 now it's tangential you can also stay 35:18 there 35:19 and that's probably what you know from 35:21 the potential 35:22 in the isaac mode for example second 35:25 order phase transitions 35:26 where also at the critical point the 35:29 potential becomes flat 35:30 and then fluctuations to the left and to 35:33 the right and spins 35:35 are not punished anymore and you get 35:36 these long range 35:38 correlations in in the fluctuations and 35:41 all these weird effects of criticality 35:44 now if you increase r further 35:48 then you get something like this here 35:50 you've got two fixed points 35:55 you get two fixed points two stable ones 35:57 and an unstable one 35:58 in the middle and the bifurcation 36:00 diagram looks like this here 36:02 uh so for low values of r you have 36:05 one stable fixed point at zero 36:09 and then as r increases beyond 36:12 uh critical value beyond r equals zero 36:16 you get this branching into two stable 36:19 states 36:20 that are separated by an unstable state 36:23 and if you now compare again to the 36:25 ising model 36:27 uh this is exactly how the magnetization 36:29 looks like 36:30 as a function of the temperature of the 36:33 inverse temperature 36:34 this looks like an icing mold where you 36:36 lower the temperature 36:42 so this was a so-called super critical 36:44 pitch for 36:45 bifurcation and uh there's a super 36:48 critical pitch book bifurcation that's 36:50 also a subcritical 36:52 pitchfork bifurcation now that looks um

slide 8

36:55 like this here and there is an error in 36:58 this 36:59 formula let me just check 37:06 um 37:08 here sorry 37:11 there's a minus sign 37:15 it should be minus here 37:19 now for this to make sense for these uh 37:21 cross made sense needs to be a minus 37:23 and now we have the same thing but with 37:25 a plus 37:27 yeah and if we have this plus then we 37:29 just turn around 37:30 the diagrams that we have the previous 37:33 slide 37:34 so for low values for negative values of 37:38 control parameter r uh we get three 37:40 fixed points 37:42 one stable fixed point in the middle and 37:44 two unstable fixed point 37:46 points at boundaries as we increase 37:49 r we have one unstable fixed point 37:53 at uh y equals zero and 37:56 uh this fixed point stays unstable 38:00 as we increase the value of r 38:04 so here's the bifurcation diagram 38:07 so we start with low values of r where 38:09 you have a stable 38:11 fixed point at the concentration zero 38:15 and two unstable fixed points 38:19 around that so because they're unstable 38:22 you have to go this way 38:24 as well and then as you increase 38:28 this value of r you go to a state 38:31 where your fixed points the stable fixed 38:34 point you've been in 38:35 suddenly becomes unstable yeah and 38:40 what you have here is now that if you go 38:43 here so here you stay at zero 38:45 you stay at zero all the time and then 38:48 you go to this state and then you don't 38:50 go to something small 38:51 but you immediately to go go to 38:53 something very large to infinity if 38:56 there's no other thing that 38:57 stops you from doing that and that's a 39:00 sub critical bifurcation 39:01 where it's because you have this uh this 39:04 uh 39:06 this discontinuity in the state of your 39:08 system so here it was zero 39:11 and suddenly it becomes very something 39:12 very large 39:14 if you compare that to a supercritical 39:16 bifurcation 39:18 our state was zero for small values of r 39:21 and then continuously increased so if 39:24 this was a 39:25 was resembling a second order phase 39:27 position 39:28 now this is resembling a first order 39:30 phase transition 39:31 right in the isaac model for example if 39:34 you change the 39:35 magnetic fields at low temperatures 39:39 so so what's so i'm making this 39:42 correspondence to 39:44 ising models and uh equilibrium systems 39:47 and phase transitions here 39:49 so what's the difference between a 39:50 bifurcation and a face 39:52 uh transition so biovocation 39:56 bifurcations actually resemble phase 39:58 transitions 39:59 in specific cases namely when 40:05 our when this here is actually a free 40:09 energy yeah and that's 40:10 that's that's the beautiful thing about 40:12 this writing uh these nonlinear 40:14 equations in this 40:15 specific form yeah so if this here is 40:18 actually a free energy 40:20 like the vinsmoke lambda or free energy 40:22 function for example that describes 40:23 things like the ising model 40:25 then the bifurcations correspond our 40:29 generalization of phase transitions 40:33 now you have many bifurcations 40:36 mainly possible bifurcations including 40:40 bifurcations that have 40:42 imaginary components so that give rise 40:45 to 40:45 imaginary components then that means 40:48 that you have 40:49 oscillations in time so that's that's 40:52 also something that 40:53 that you can have in these bifurcations 40:55 and but we'll not be dealing with that 40:57 i'll show you one more kind of 40:59 bifurcation and that's 41:01 a trans critical modification i'm 41:03 showing you that because it's relevant 41:04 for epidemics 41:06 and for the things that we'll be doing 41:07 before christmas 41:09 yeah and because we're now probably 41:11 going into lockdown 41:13 sooner sooner than later in jason and 41:15 also have 41:16 spent the last rest of the time for 41:18 christmas working on 41:20 epidemic models i'll explain to you 41:22 renormalization on 41:23 epidemic models yeah and this is an 41:26 example of an epidemic model i'll show 41:28 you in the next slide 41:29 why this is the case this is just again 41:31 now the simplest equation that gives you 41:34 this kind of behavior so r times y minus 41:37 y squared but now you do the usual 41:40 graphical analysis 41:42 and what you see is that you have this 41:44 inverted 41:45 parabola and if r is smaller than zero 41:49 you're gonna have something like this 41:50 here 41:51 and if you increase r yeah 41:54 then you move uh to a single fixed point 41:58 and then you go to a stable fixed point 42:01 at positive values of r 42:04 so and this is the bifurcation diagram 42:06 here at the bottom 42:08 i'll show you how to in the next slide 42:10 i'll give you an example 42:11 we have a stable branch for low values 42:14 of r 42:15 and then you go and an unstable branch 42:18 here for negative values of 42:19 y because stable at zero at negative 42:22 and unstable negative values and then 42:25 you flip 42:25 things around and the unstable branch 42:29 the zero point becomes unstable and 42:33 this diagonal line here this linear 42:36 state 42:36 becomes stable that's called a 42:38 trans-critical bifurcation and you just 42:41 flip things around basically 42:44 now let's have a little look at such an 42:47 example of a trans-critical 42:49 bifurcation now so suppose

slide 10

42:53 you have a disease now let's not give it 42:56 a name 42:57 so last year last year i gave a lecture 43:00 and i introduced disease models a few 43:03 series of disease models 43:05 and it was february last year and 43:08 these disease models at this point i 43:11 called it the rouhan 43:13 virus because at this point of the wuhan 43:16 model because at this point 43:17 the pandemic was restricted to this one 43:19 city in china 43:21 but now it's a little bit more general 43:24 and that's now we call it i don't know 43:26 the world iris or whatever now so this 43:30 model looks very similar simple 43:32 now so you have two kinds of people and 43:34 also the the infected ones 43:36 and the susceptible ones not infected 43:39 ones 43:40 they carry the disease they carry the 43:41 virus and the susceptible ones 43:44 they are healthy but they can catch the 43:48 virus 43:50 it's the simplest disease model you can 43:52 think about it's called also called the 43:53 because you have these two uh two 43:56 letters called the s 43:57 i model or contact process now 44:01 we can write down some simple chemical 44:04 reactions 44:05 some pseudo chemical so if an 44:08 infected person meets a susceptible 44:10 person or a healthy person 44:12 then with a rate lambda the the 44:15 susceptible person 44:16 turns into another infected person 44:20 and we have two infected persons at the 44:23 end of this 44:24 reaction yeah and then 44:28 the second thing that can happen is that 44:29 an affected person at some point 44:31 recovers 44:32 you know and if you recover you turn an 44:35 infected person 44:37 back to a susceptible one now that's the 44:40 simplest thing you can imagine in terms 44:42 of disease spreading 44:43 and now we can have a simple look at uh 44:46 how we 44:47 understand the non-linear dynamics of 44:50 the system 44:54 so first we just write down differential 44:57 equations 44:58 what is the time derivative 45:02 of the concentration of these i people 45:06 now we can write down this time 45:07 derivative so this the number of 45:09 infected people 45:11 increases with the rate lambda 45:14 and this rate of increase is a 45:17 proportional to the probability that is 45:19 a susceptible person meets 45:22 gets in touch with an infected person 45:25 and the more affected and the more 45:27 susceptible people we have 45:29 the higher is the spreading rate so this 45:32 is 45:32 proportional to s times i 45:36 and then an infected person can 45:39 turn back into a susceptible one 45:43 so that means we have minus s i 45:47 minus mu i 45:50 we can write down a similar equation for 45:52 the susceptible people 45:54 d over dts and that's just the reverse 45:58 now so the the negative of this so 46:01 we lose so it's a infected people by 46:05 infections number times as i times 46:08 s times i and plus 46:12 whenever an infected people uh 46:15 recovers 46:19 we get another susceptible one 46:22 and uh what we also say is that's uh 46:25 such a simplification this is an 46:28 important simplification 46:29 is that the total number of people 46:33 stays constant like we say this is a 46:37 total concentration of both gas content 46:39 so this hectic turns into susceptible a 46:42 susceptible tends to affect it 46:43 but actually people don't die from the 46:46 disease 46:47 so the number of people that we have 46:50 remains constant 46:52 now we can plug this condition in 46:56 then we get d over dti 46:59 is equal to lambda i i minus 1 47:03 now we just plug this in minus 47:08 ui and then we can get the fixed points 47:12 by just setting this to zero 47:15 the fixed points are given by i 47:18 times lambda 1 minus i 47:23 minus mu is equal 47:27 to zero so this is not the imaginary i 47:29 of course that is just the infected 47:32 and uh so this is the condition if we 47:34 set the left-hand side of these 47:35 equations to zero 47:37 and then we get a condition for the 47:38 fixed point and then we can solve this 47:41 and say okay i one is zero 47:45 the first pixel fixed point is at zero 47:47 so we can solve this equation by setting 47:49 i to zero 47:50 we can solve this equation also by 47:53 setting 47:54 i to lambda minus 47:57 u over lambda now that's another 48:00 solution 48:02 which is equal to one minus mu over 48:06 lambda this tells us already that this 48:09 mu over lambda is something important 48:11 the ratio between the time scales the 48:13 rates of these processes 48:15 is something important because it pops 48:17 up here 48:18 in the fixed points as a ratio 48:22 and now now we say if you evaluate now 48:25 the right hand side 48:26 of this equation at the fixed point to 48:28 get the stability 48:30 yeah so the time derivative with of 48:33 this right-hand side that's called f 48:36 and that is just given by lambda 48:40 1 minus 2i minus 48:43 mu and 48:46 now we evaluate this time derivative 48:49 this derivative 48:50 at the fixed point so the first fixed 48:53 point 48:54 is zero 48:57 and at this fixed point we have lambda 49:01 minus mu where we plug that in and the 49:03 second fixed point is 49:05 f prime of 1 minus nu over lambda 49:09 and then we have that this is 49:13 u minus number 49:16 so this looks a little bit symmetrical 49:18 right and this reminds of 49:20 us of the this transcritical bifurcation 49:23 that we had 49:24 and uh if we plot things then we see 49:28 that that's actually what's happening 49:30 now we plot the fixed points 49:31 now this is ice sorry 49:35 i star as a function 49:39 of mu over lambda 49:42 all right so then we have the staple 49:44 fixed point 49:46 so we see here that there's that the 49:48 signs of this fixed point 49:51 whether they're stable or not that 49:53 depends 49:54 on whether this what is the whether mu 49:58 is larger than lambda or not 50:01 so something is happening here at one 50:04 and now we plot this fixed point so one 50:06 is at zero 50:07 and for low values if uh 50:11 if lambda is larger than mu yeah 50:14 then this fixed point here is unstable 50:19 that's the dashed line and the other 50:22 fixed point 50:23 just has the opposite stability it's 50:26 stable 50:27 goes like this and then 50:31 if at that lambda here at mu over lambda 50:35 equals to one we have this change where 50:38 now 50:40 this zero fixed point this one here 50:44 becomes stable and the other fixed point 50:49 becomes unstable so this simple disease 50:52 model shows a transcritical 50:54 bifurcation and if we now take into 50:58 account fluctuations that we will 51:00 do that before christmas we'll see that 51:02 this is actually 51:05 that this model is actually one of the 51:08 fundamental model 51:09 to understand criticality and 51:12 non-equilibrium systems so this 51:14 simple model describes the large class 51:16 of 51:18 critical behaviors in non-equilibrium 51:20 system and we'll see that in the 51:22 following lectures 51:24 so this was just uh briefly a discussion 51:27 of what can happen 51:29 if homogeneous states change if you 51:32 don't have states 51:34 and uh so that was something that they 51:37 basically the foundations of nonlinear 51:39 dynamics

slide 11

51:40 many of you will already have heard of 51:41 that and 51:43 of course non-equilibrium systems 51:46 have this capacity that they're able to 51:49 produce 51:50 very complex uh structures so if you 51:52 think you're just in space i first think 51:54 for example 51:54 about biological system think about a 51:57 cell and all of this stuff that is 51:58 highly organized in the cell 52:01 yeah so in this second part of this 52:04 lecture we will now want to understand 52:06 if we not only have transitions between 52:08 homogeneous states 52:09 but can we also have transitions between 52:11 homogeneous states 52:13 yeah so where that have no spatial 52:15 structure where all for example 52:17 all arrows or all spins point in the 52:20 same direction 52:21 and states where we actually have um 52:24 a spatial pattern or a spatial structure 52:28 and a nice example so one of my favorite 52:31 examples 52:32 is actually you can see here on the 52:33 surface of jupiter 52:35 and you can see 52:38 now a satellite image of jupiter here 52:41 and what you see is that you have here 52:45 these stripes 52:47 on the surface of jupiter now you have 52:49 stripes 52:50 of different color of different kinds 52:53 and what's actually happening here is 52:55 that you have 52:56 a balance between uh convective 53:00 processes so 53:02 so gas that is that comes from a jupiter 53:05 from the 53:06 core of jupiter and that rises to the 53:07 surface and then goes back 53:10 and you have shear flow also where these 53:13 actually if you look at jupiter as a 53:14 movie 53:15 after that you will see that some of 53:18 these drives travel in the left 53:19 direction 53:20 and others travel in the right direction 53:22 it's very it's very very cool actually 53:24 and the reason for this is that it is a 53:27 non-equilibrium system 53:29 and once that one that fits very well 53:32 into our definition that we had in the 53:34 first lecture 53:35 namely the system is coupled to 53:37 different bars 53:38 and so this jupiter is hot inside 53:43 and cold outside so on the outside and 53:46 we have space 53:47 space and that's very cold and inside 53:49 jupiter is very hot 53:50 yeah and if you do that you have 53:52 something hot and something cold 53:55 now you know that frog maybe from your 53:56 room then you get conductive flow so the 53:59 air goes up 54:00 cools down goes up cools down 54:04 gets heated up cools down and so on you 54:07 get these convective flows 54:08 and that generates these patterns on 54:12 jupiter 54:13 and the origin of these patterns of this 54:15 conductive flow 54:16 is that you have this incompatible bath 54:19 the cold bath 54:20 or the cold boundary or the hot boundary 54:23 at the bottom 54:24 and the code boundary at the top and 54:26 that gives rise to 54:28 spatial and dynamical structures that 54:30 look very interesting

slide 12

54:35 so now we go back to our little 54:38 uh a little general functional 54:41 definition of spatial 54:43 uh launch voice system again we look uh 54:46 we ignore the noise again 54:48 and again also if you if you're not 54:50 familiar if you're not very happy with 54:52 these functional 54:54 derivatives uh i always write down the 54:56 specific 54:57 equations that we're actually studying 54:59 at the following but this was the 55:00 general framework that we studied and 55:03 that we introduced 55:04 that incorporates both the conservative 55:06 and the non-conservative models the 55:08 model a 55:08 and b and we suppose that there's some 55:11 parameter 55:13 r here 55:16 that describes how our system goes out 55:20 of equilibrium 55:21 also that typically describes 55:24 a transition a control parameter that 55:27 was previously bifurcation 55:29 but that now describes a state where we 55:31 go from 55:32 a spatial homogeneous spatially 55:34 homogeneous 55:35 solution spatially homogeneous system to 55:38 a system 55:39 that is spatially structured now and 55:42 that's also what's here on the right 55:43 hand side 55:44 yeah and you have this parameter r and 55:47 if you increase 55:49 this parameter r and you ask 55:52 whether or not you have a spatial 55:55 pattern 55:56 then you want to understand this 55:58 transition between 56:00 the stage where you don't have any 56:02 pattern no the homogeneous day the 56:04 boring state 56:05 and the stage where your system is 56:07 structured and it has a characteristic 56:10 wavelength 56:11 and so on and this parameter we call 56:14 r again and 56:18 an example of such a system now as you 56:21 can see here so if we 56:22 plug in some values for this function 56:25 here 56:25 we get and partial differential 56:27 equations where we have a time 56:29 derivative 56:30 here again on the on the left hand side 56:33 and we have some non-linear terms 56:35 here on the left hand side but we also 56:39 have and this 56:40 actually looks like something that we've 56:41 seen i probably was the supercritical 56:45 bifurcation but we also have 56:48 spatial derivatives of any order so here 56:51 we have 56:52 the second spatial derivative like 56:54 diffusion 56:55 term and we have a fourth order 56:58 spatial derivatives of the fourth 57:00 spatial derivative 57:02 with respect to space now so this is an 57:05 example of the kind of systems 57:08 that describe spatially extended 57:11 systems if we neglect noise 57:18 so how do we now study this kind of 57:20 systems 57:21 yeah so how do we study that the idea 57:24 is that like in many 57:28 cases in physics that we look very 57:31 closely 57:32 at these points here we look very 57:35 closely at the point 57:37 when we see a pattern emerge for the 57:40 very first time 57:42 now we go to the threshold value to this 57:44 bifurcation point 57:46 and the idea is that we 57:49 linearize around that suppose now you 57:52 have a system yeah so 57:54 think back about uh our original our 57:57 lecture from last time there we had 57:59 rotational 58:00 invariance now so we have rotation and 58:03 variance so we're pointing in different 58:05 directions 58:06 and then we ask how can we break 58:08 rotational 58:09 variance how can we make the system 58:13 globally point into one direction 58:16 and now we ask a similar question so we 58:18 start with a system that is 58:21 translationally invariant so that it's 58:24 homogeneous in space so we move it 58:26 around

slide 13

58:27 now from here to there and it doesn't 58:29 change and that means it's a homogeneous 58:32 in space now there's no structure in it 58:36 now how can we now break translational 58:39 invariance that's a similar question to 58:42 what we had about the 58:44 rotational invariance so how 58:47 and under which condition is a 58:49 translational invariant is broken 58:50 and the idea is that we start 58:54 with a homogeneous solution yeah 58:58 let's go back here we start with a 59:00 solution 59:01 where we have no pattern i like this 59:04 branch here 59:05 and the y-axis is something like that 59:07 quantifies a pattern 59:09 now so we have here we have this 59:10 homogeneous state 59:12 and then we look at small perturbations 59:14 around that and if we say 59:16 we hope that if we understand small 59:19 perturbations around this homogeneous 59:21 state 59:22 then we can actually learn something 59:24 about the real 59:25 macroscopic states that evolve 59:29 and that works 59:33 this idea works if we have something 59:36 like here 59:37 you know if we have something like here 59:39 this picture 59:40 where a pattern continuously emerge 59:43 emerges so we exchange some control 59:46 parameter 59:48 and then if we change this for control 59:50 parameter we first get a very weak 59:52 pattern 59:53 we get a stronger pattern and even 59:55 stronger pattern and so on 59:57 so this this bifurcation of how we get a 60:00 pattern is continuous 60:01 and one example here is the 60:03 supercritical 60:05 pitchfork bifurcation that is depicted 60:07 here 60:08 or that is resembled in a homogeneous 60:11 system by this kind of bifurcation 60:13 so how does this work also what we do is 60:16 we say 60:17 that our state that has a spatial 60:20 dependence and a time dependence 60:23 if gear is given by some homogeneous 60:25 state now we say the system is stable 60:28 in some boring homogeneous state 60:32 and then we have a little perturbation 60:34 around it 60:36 and now we ask whether this perturbation 60:38 will grow 60:39 or not and we're not asking just about 60:43 any percolation we make a specific 60:47 answer for these perturbations you know 60:51 to make it answers 60:55 oh sorry wrong color 61:00 bring ons us 61:03 for the growth 61:08 of periodic perturbations 61:15 let me see if i have that oh i don't 61:18 have two answers already here 61:19 okay so okay great so here we see 61:22 i don't have to write that down so we 61:25 make it answers for 61:26 periodic perturbations yeah and this 61:29 answers 61:31 looks as following that we say that our 61:33 little perturbation here 61:35 that we with a linear order because our 61:38 little perturbation has two components 61:41 one component describes 61:45 the time evolution of our perturbation 61:49 now and depending that has some rate 61:51 here some pre-factor sigma q 61:53 and whether the sigma q is positive or 61:56 negative 61:57 tells us whether this perturbation will 61:59 grow or shrink 62:02 and then we ask here then we have here 62:04 this 62:05 imaginary part now this can also be an 62:07 imaginary 62:08 this is this this complex part 62:11 where we have essentially a periodic 62:14 pattern 62:15 now that's the complex representation of 62:17 a periodic 62:18 pattern and here we have a pattern that 62:21 has 62:22 a wave vector q 62:26 and now we ask if we make this answer 62:28 for some 62:29 values of q 62:32 now for some values of q we have this 62:34 periodic perturbation 62:36 around this homogeneous state does it 62:38 grow 62:39 or does it not grow and we ask this 62:41 question 62:42 for every value of this wavelength 62:46 with which we perturb the homogeneous 62:48 states

slide 14

62:51 yeah and then several things can happen 62:54 that's another 62:55 transition uh now several uh things can 62:58 happen 62:58 so if the real part of the sigma that is 63:02 a function of q 63:03 in the end is negative 63:06 yeah then this homogeneous state is 63:10 stable 63:10 we say it's linearly stable and 63:13 and because this homogeneous state is 63:15 stable we don't expect to see any 63:17 spatial structure 63:19 to emerge now is this phi 63:24 if this real part of 63:27 sigma q is positive yeah 63:31 then this term here grows and grows and 63:33 grows 63:35 now then if for some value of q this is 63:38 positive 63:39 then we get a pattern because our 63:42 periodic activation 63:43 grows and constantly becomes bigger and 63:45 bigger 63:47 now if you look at this here we can have 63:49 this suppose we get this 63:51 sigma of q we get the rate of growth for 63:54 each vector for each wave vector q 63:56 here then we can plot this as a function 64:00 of our control parameter 64:03 and what you sometimes see is that this 64:06 function 64:07 has some function and it's always 64:09 negative 64:10 here and then at some value of r 64:14 of this control parameter we start 64:17 intersecting 64:18 with this zero point 64:22 and one wave vector 64:25 begins growing while the others are 64:27 still suppressed 64:28 and then if you increase r further 64:32 then uh you have a broader 64:35 number of a broader range of wave 64:38 vectors 64:39 that that start growing 64:42 and this wave vector qc of this 64:45 wavelength the corresponding wavelength 64:49 of our perturbation that for the first 64:51 time 64:53 becomes positive yeah in this 64:55 bifurcation 64:56 when we start seeing a pattern this we 64:59 say 65:00 gives us the wavelength of the final 65:02 pattern that gives us the length 65:04 of the final pattern and of course there 65:08 for this to work so we need to be very 65:10 optimistic are we 65:12 linear a lot we linearize you know we 65:15 say okay so this is something like this 65:17 and then we make this answer 65:22 we make an answers that uh and then 65:25 we say okay so this unlocks although 65:27 it's very small it describes whatever is 65:29 happening 65:30 on very large scales on on 65:33 even if we waited for a very long time 65:36 no 65:36 and this works very often but a 65:38 situation where it doesn't work 65:40 as you can see from here is where this 65:43 bifurcation is actually not continuous 65:45 but discrete 65:46 now for example like in super critical 65:49 in subcritical 65:50 bifurcations where you suddenly jump to 65:52 a pattern forming state 65:53 then this linear stability or 65:55 instability analysis 65:56 does not work 66:00 so yeah yes 66:03 is it in the chat at all okay 66:09 let's see how we can see the chat here 66:18 ah no you know for some reason 66:22 for some reason i can't see the chat can 66:25 you tell me the questions 66:34 awesome so what kind of perturbation you 66:36 also said you hope 66:37 i i saw i hope so i have most cancelling 66:40 headphones so i hope i have uh 66:44 the question correctly so there's a 66:46 question of what kind of perturbation do 66:47 you put into this 66:48 state so that so you hope that it 66:52 doesn't matter 66:53 now but the simplest answers you can 66:55 make 66:57 is just what i've shown here yeah could 67:00 have shown you 67:01 of course you can make different 67:02 perturbations now that are more 67:04 complicated but then the mathematics 67:06 gets too complicated and of course 67:08 what's happened here is i'll show you 67:10 now a 67:10 full calculation of this i'll show you 67:12 an example of course what happens here 67:14 is 67:15 what you could do is you just go to what 67:18 you're doing here is to go to various 67:19 space 67:20 yeah this perturbation that wrote down 67:22 and down here is something like the 67:23 fourier transform 67:25 of your perturbation yeah and then you 67:28 say that 67:28 one wave vector is the important one so 67:31 that these wave vectors don't really mix 67:34 so that's that's the idea behind that 67:36 now but the 67:37 idea is in linear stability and 67:38 stability analysis and that's why 67:40 they're 67:41 you always have to check it with other 67:43 methods uh 67:44 is that uh of course the kind of 67:48 perturbation if the kind of 67:49 perturbations that you make 67:51 here would be important for the end 67:53 result then this whole thing wouldn't 67:55 work 67:56 and it only works of course because you 67:58 are allowed to linearize 68:00 and uh because you assume that these 68:02 different 68:03 q values don't interact with each other 68:07 in some some some complex way 68:10 i don't know if this was the question is 68:12 basically you put in some 68:13 some very weak uh periodic perturbation 68:18 you know so you can have this unzots 68:21 which is essentially like a sine or 68:22 cosine 68:24 and see if this answer grows 68:27 or shrinks and that then tells you 68:31 how your what in the linear regime the 68:34 linear approximation 68:36 uh how your system reacts to 68:38 perturbations 68:40 and then you assume that if you wait 68:43 long enough you look macroscopically at 68:45 your pattern 68:46 like a jupiter that the wavelength that 68:49 grows strongest 68:52 once you go through this bifurcation 68:53 here this wavelength that grows 68:55 strongest is the one that will actually 68:58 then dominate 68:59 also in the long term 69:02 yeah so that's what you think it works 69:04 it works very well yeah so 69:06 but only under constraints under certain 69:08 conditions 69:11 um before i show you a specific example 69:14 there of course is there's a whole 69:16 classification 69:17 of these instabilities of how you can 69:20 generate a pattern 69:21 and that also depends it all depends on 69:25 how our sigma of q this function sigma 69:28 of q 69:31 looks like as you increase this r 69:34 parameter 69:35 that drives us from the homogeneous 69:37 state to a pattern state 69:39 now for example if you have there's a 69:41 type one instability that i just showed 69:43 you 69:44 and uh this is so in this type 1 69:47 instability 69:48 you have this parabola like shaped where 69:51 you have a maximum 69:53 at a finite wavelength or wave factor to 69:56 finite wave vector 69:57 and there's one specific wave vector 70:01 that will start growing uh 70:06 in a very well defined way now so so 70:08 here you have one specific 70:10 finite wave vector that will 70:14 dominate this process and that's called 70:16 type 1 and stability 70:18 there's a type 2 instability as well and 70:20 that's a little bit complicated so let's 70:22 let's 70:23 let's maybe first start with the type 70:24 well this is a type 3 instability 70:27 and there also you have a wave vector 70:30 that has the dominant 70:32 growth well that has the 70:35 the maximum of this function sigma of q 70:39 uh in this case is at q equals zero 70:44 also wave vector zero and wave x zero 70:48 means that you have a very long 70:49 wavelength 70:50 and that means your whole system is 70:52 essentially homogeneous 70:53 so instabilities of types type three 70:59 gives you situations where actually we 71:01 go from homogeneous state 71:03 to another homogeneous state the reason 71:06 why these 71:06 instabilities are important is that you 71:09 can also have situations 71:11 where the sigma of q has uh 71:14 an imaginary part and if the sigma of q 71:18 has an 71:18 imaginary part then this first part here 71:22 also 71:22 describes an oscillation yeah then you 71:25 have an oscillation not only in space 71:27 but also in time so you can have also 71:31 instabilities where you actually go from 71:33 a homogeneous state 71:35 to an oscillating state that can have a 71:37 pattern now that can have 71:38 a wavelength or it can be homogeneous 71:40 but it can be oscillating 71:43 and that's one of the prime examples of 71:44 the type three instabilities 71:46 now the type two instability in the 71:48 middle is a little bit 71:49 uh subtle because here you have 71:52 the the value factor q so the 71:56 homogeneous state 71:57 is always marginally marginal uh 72:00 marginally unstable the others has this 72:03 sigma of q 72:05 uh of of zero so it doesn't really know 72:08 whether to grow or shrink 72:10 and then as you increase your control 72:12 parameter 72:13 another wavelength becomes important 72:16 and ultimately dominates the system 72:20 if your value of r is large enough so 72:23 here you can have both so it's not 72:24 really clear what you get 72:25 you can have a uniform pattern or you 72:28 can have something that is just a very 72:30 large pattern with a very large long 72:32 wavelength 72:34 so and what you see here these three 72:36 kinds of qualitative instabilities that 72:38 you get 72:39 of how you can get from a homogeneous 72:41 state 72:42 to a pattern state that is described by 72:45 the wavelength or by a wavelet away 72:47 vector 72:48 resembles some kind of universality 72:52 and why did we get here in rosalita why 72:54 is there why are there only these three 72:56 types where 72:57 can we understand a large class of 73:00 dynamical systems 73:02 by just three classes the reason is that 73:05 we restricted ourselves to situations 73:07 that look like this here where we 73:10 linearize 73:12 where we can linearize around this 73:15 homogeneous state 73:16 and then suddenly when we linearize all 73:19 other complexities 73:21 become unimportant yeah 73:25 so this type of instability that you get 73:27 tells you a lot about what kind of 73:29 pattern 73:30 you have

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73:33 now let's have a look at a simple 73:35 example 73:37 yeah so i already mentioned briefly the 73:40 swift hohenberg equation 73:42 now that's this one here 73:46 we have the second order derivatives and 73:48 the fourth order 73:50 derivatives and then we have a linear 73:53 term 73:54 in phi and a non-linear sorry 73:59 that's fine 74:03 and the normally determined file and now 74:06 we make this ansas 74:08 that phi is equal to the homogeneous 74:10 state 74:12 plus some perturbation around this 74:16 and uh what we now do 74:21 what we now do is we linear-wise we say 74:24 that 74:25 we just look at very small perturbations 74:27 around this how much in the state 74:29 and we make our answers 74:37 we make our own dots at delta phi 74:41 is equal to some constant a either we 74:44 don't know 74:45 e to the power of sigma q times t 74:49 e to the i q x 74:53 and now we substitute this unless 75:00 into this swift homework equation 75:09 and what we get is now a relation 75:12 between sigma q and q 75:16 ah so what we get is what is called 75:19 dispersion relation we got a relation 75:22 sigma q 75:25 r minus q squared minus 1 75:28 squared now that's our dispersion 75:32 relation 75:33 and what you have in this dispersion 75:36 relation here 75:38 you can see on the left hand side that's 75:40 that's what you get if you plot it 75:42 now so for small values of r you have 75:45 this blue shape 75:46 and as you increase r you get 75:50 larger this this function moves up 75:53 that's just a constitute moves up 75:56 and then at some point you pierce 75:57 through this point 76:00 at a certain value of qc 76:04 yeah so 76:07 at this value of qc 76:11 dominant wavelength 76:14 or wave vector 76:22 is just equal to 1. 76:26 now we ask what is the growth rate 76:31 at the maximum so the growth rate 76:39 at the maximum at the maximum 76:43 of the real part of qc 76:47 well and this is just of cube or sigma 76:50 sorry 76:50 sigma q 76:54 just plug that n we get r 77:00 yeah so this maximum moves linearly up 77:03 and of course you could have already 77:04 guessed that just from the 77:05 shape of this here 77:09 yeah so what this means is that we get 77:14 pattern formation 77:19 for r 77:23 larger than zero no for r larger than 77:27 zero 77:27 we have a dominant wavelength we have a 77:29 perturbation 77:31 and this perturbation in this linear 77:34 approximation 77:35 grows if r 77:39 is larger than zero yeah then we have a 77:42 periodic perturbation and also that of 77:45 some wavelength 77:46 we put a different kinds of parotid 77:48 deviations of perturbations with 77:50 different wavelengths like short 77:51 wavelength 77:52 long rate law wavelength and then we see 77:55 which 77:56 of these perturbations survives and 77:58 which has the fastest growth rate 78:00 and that's what we say gives us the 78:02 pattern on the long 78:03 time and on the large scale now so here

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78:07 is a computer simulation of this 78:09 equation now 78:11 equation and this is the kind of pattern 78:14 that you get 78:15 and get to see in these equations and 78:18 of course i didn't tell you anything 78:21 about 78:22 how this pattern looks like what i the 78:25 only thing 78:26 that this linear stability analysis 78:27 gives you 78:29 is that you get the wavelength now so 78:32 you got here 78:33 the uh typical length scale 78:36 of such a pattern and you get the 78:39 conditions 78:40 under which such a pattern can emerge 78:43 now and in our case as the toneberg 78:45 equation we get these kind of patterns 78:48 once r is larger than zero 78:51 and of course the systems are more 78:52 complicated there's always a dynamic 78:54 belief that's only for example you have 78:56 to make sure that you understand 78:58 what's going on at the boundaries you 79:01 know so these boundaries can be very 79:03 very 79:03 important in selecting between 79:06 different kinds of patterns 79:11 okay so to conclude let me see okay 79:14 to conclude let me just have a look at 79:16 the time

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79:20 oh okay so we're we're talking quite a 79:22 while 79:23 okay so to conclude just give let's give 79:26 me 79:26 let me give you another example here 79:28 without going to mathematical details 79:30 but it's a very important example and 79:32 this example is called a reaction 79:34 diffusion equation 79:36 and it's called the reaction diffusion 79:37 equation because it consists 79:39 describes systems that consist 79:42 of reactions and diffusion now so for 79:46 example 79:46 here the time evolution of our field 79:49 phi of x t is described 79:52 by some local function or some local 79:55 reactions 79:56 they are for example susceptible to 79:59 infected 79:59 also some local reactions 80:03 plus a diffusion term plus diffusion so 80:05 random motion 80:07 and so so if i told you that the 80:09 susceptible 80:10 this successful and affected people 80:13 were running around randomly in space 80:16 then 80:17 this dynamics would be described by a 80:20 direction 80:21 diffusion equation so these are the two 80:23 components of a reaction diffusion 80:24 equation 80:26 and these equations have a famous 80:29 result that is named after alan turing 80:33 and what he showed is that you need an 80:34 erection diffusion system 80:36 you can get patterns so that at this 80:38 point people 80:40 were did not believe that you have 80:42 diffusion 80:43 now you have diffusion something that 80:45 smooths down everything 80:47 and you can get a pattern and alan 80:51 turing 80:52 studied the conditions under which you 80:54 can get patterns 80:55 in such reaction diffusion systems and 80:58 what he basically said is that you need 80:59 at least two components there will be 81:01 two chemicals 81:03 and then he wrote down equations of this 81:07 form 81:09 and then he did exactly what we did now 81:12 for this general equation what we did in 81:13 the previous 81:14 minutes namely it conducted a linear 81:18 instability analysis so you linearize 81:21 these equations and if you linearize a 81:23 general equation 81:24 you get here derivatives or some 81:27 jacobians 81:28 now of these functions and you get the 81:31 conditions that relate 81:33 the jacobian so the the linear behavior 81:36 of these functions 81:37 with the diffusion constant yeah and 81:39 what he then said 81:41 is okay if you want to have a pattern in 81:44 the erection diffusion 81:45 system with two components then one 81:48 species needs to be an activator 81:51 so it needs to be positively regulating 81:53 itself 81:54 and the other species needs to be an 81:57 inhibitor so it's negatively regulating 81:59 itself 82:00 and the other activator 82:03 and the second condition is that this 82:06 activator diffuses very 82:08 fuses very slowly and this inhibitor 82:11 diffuses fastly 82:15 so how can you get a pattern with that i 82:17 don't go through the calculation here 82:19 but the way you get a pattern here is 82:21 that you have a homogeneous 82:24 system and you have a little 82:26 perturbation 82:27 on the wavelength like we did in the 82:28 mathematical enzymes 82:30 then this activator activates itself 82:34 yeah it will grow but it 82:37 this activation but it will not smear 82:39 out you know the diffusion of this 82:41 activator 82:42 here is low while the inhibitor 82:46 also gets activated but it diffuses away 82:50 so locally the activator can build up 82:53 the concentration peak while the 82:55 inhibitor 82:57 spreads out and that's how you get a 82:59 pattern 83:00 in such a touring system and the 83:04 applicability of such turing systems is 83:06 of course 83:07 limited by this conditions here 83:10 now you need to have a diffusion cons 83:12 you have two components you need to have 83:13 a diffusion 83:14 difference of the diffusion constant of 83:17 a factor of 10 or so or 40 83:20 to see these effects and this is very 83:22 difficult 83:23 to achieve in biological systems 83:26 yeah one example where this seems to be 83:29 implemented 83:30 is lymph development i think that's 83:31 chicken here 83:33 where you see i think that's at the wing 83:34 of a chicken 83:36 how this evolves in 83:39 early development you know or in 83:41 development 83:42 of a chicken on the embryo and you can 83:45 see 83:46 here that you have these red regions 83:49 are regions where certain genes are 83:51 expressed now that are important for 83:53 development of bones or something like 83:55 this 83:56 and you can see how here this pattern 84:00 this touring pattern is established but 84:03 again like in the previous cases you 84:05 have a specific wavelength 84:08 yeah you see you know that gives you 84:12 a specific size of your body parts 84:15 of these fingers and 84:19 how does it work here despite having 84:23 this strong assumption on this 84:26 difference and diffusion constant 84:28 so this difference in diffusion 84:29 constants you only need if you have 84:31 really two components now if you have 84:33 four or ten components 84:35 then of course you can get an 84:37 instability 84:38 that gives rise to a pattern in a 84:41 touring system 84:42 even for um much weaker differences 84:46 in these diffusion content and in 84:47 biologically relevant contexts 84:51 okay so with this at uh i'd like to 84:53 finish so next week we'll start 84:56 digging more into epidemics or using 84:58 epidemics as an excuse 85:01 to do some non-equilibrium physics and 85:04 i'll hang around a little bit if your 85:06 case is there 85:07 there are any questions otherwise see 85:09 you next week bye 85:28 <br> [Music 85:36 oh there's a lot of things going on in 85:37 the chat 85:40 um

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