1. Introduction
Rayleigh–Bénard convection typically begins with a steady cellular pattern (for example, rolls, squares or hexagons), and the stability of these cellular patterns has been studied for decades (Busse Reference Busse1967, Reference Busse1983; Busse & Bolton Reference Busse and Bolton1984; Bolton & Busse Reference Bolton and Busse1985; Rucklidge & Matthews Reference Rucklidge and Matthews1996; Paul et al. Reference Paul, Verma, Wahi, Reddy and Kumar2012). In a two-dimensional periodic box, the cellular pattern takes the form of convection rolls which are invariant under reflections both in the vertical plane that separates them and in the horizontal mid-plane. The vertical mirror symmetry can be broken in a pitchfork bifurcation, generating a net zonal flow in which any motion in one direction at the top will be balanced by an equal and opposite motion at the bottom (Rucklidge & Matthews Reference Rucklidge and Matthews1996). The physical mechanism behind this instability is well understood (Thompson Reference Thompson1970; Busse Reference Busse1983; Howard & Krishnamurti Reference Howard and Krishnamurti1986). Suppose a pair of initially symmetric rolls tilts over, say to the right. The rising plume will now transport rightward momentum to the top of the layer, while the descending plume will transport leftward momentum to the bottom of the layer. The resulting horizontal streaming motion causes a net zonal flow across the layer, which may be enough to sustain the original tilt of the rolls. The vertical mirror symmetry may also be broken in a Hopf bifurcation, leading to oscillations in which the direction of the zonal flow alternates (Landsberg & Knobloch Reference Landsberg and Knobloch1991; Proctor & Weiss Reference Proctor and Weiss1993; Rucklidge & Matthews Reference Rucklidge and Matthews1996).
Large-scale zonal flow in buoyancy-driven convection has been found in the atmosphere of Jupiter (Heimpel, Aurnou & Wicht Reference Heimpel, Aurnou and Wicht2005; Kaspi et al. Reference Kaspi2018; Kong, Zhang & Schubert Reference Kong, Zhang and Schubert2018), the Earth's oceans (Maximenko, Bang & Sasaki Reference Maximenko, Bang and Sasaki2005; Nadiga Reference Nadiga2006; Richards et al. Reference Richards, Maximenko, Bryan and Sasaki2006), nuclear fusion devices (Diamond et al. Reference Diamond, Itoh, Itoh and Hahm2005; Fujisawa Reference Fujisawa2008) and laboratory experiments (Krishnamurti & Howard Reference Krishnamurti and Howard1981; Read et al. Reference Read2015; Zhang & van Gils Reference Zhang2020). The shearing instability which generates this net zonal flow has been studied both in the full Boussinesq equations (Rucklidge & Matthews Reference Rucklidge and Matthews1996; Paul et al. Reference Paul, Verma, Wahi, Reddy and Kumar2012) and in several modal truncations (Howard & Krishnamurti Reference Howard and Krishnamurti1986; Hermiz, Guzdar & Finn Reference Hermiz, Guzdar and Finn1995; Horton, Hu & Laval Reference Horton, Hu and Laval1996; Rucklidge & Matthews Reference Rucklidge and Matthews1996; Aoyagi, Yagi & Itoh Reference Aoyagi, Yagi and Itoh1997; Berning & Spatschek Reference Berning and Spatschek2000). More recently, prominent zonal flow has been found to greatly suppress convective heat transfer (Goluskin et al. Reference Goluskin, Johnston, Flierl and Spiegel2014) and to depend strongly on the geometry of the studied domain (Wang et al. Reference Wang, Chong, Stevens and Lohse2020; Fuentes & Cumming Reference Fuentes and Cumming2021).
Winchester, Dallas & Howell (Reference Winchester, Dallas and Howell2021) showed how zonal flow can emerge at Prandtl number
$Pr=30$ in two-dimensional Rayleigh–Bénard convection through a sequence of bifurcations as Rayleigh number
$Ra$ increases. First the system undergoes a Hopf bifurcation, resulting in an oscillating zonal flow, which then grows in amplitude until the system becomes attracted to one of the two symmetric metastable shearing states. At intermediate Rayleigh numbers, the system performs apparently random-in-time transitions between these states, resulting in abrupt zonal flow reversals. As
$Ra$ increases further, the system ultimately converges to one of the shearing states, resulting in a persistent zonal flow.
In this article, we study in further detail the initial emergence of zonal modes, with horizontal wavenumber equal to zero. We analyse the stability of steady two-dimensional convective rolls over 12 orders of magnitude in the Prandtl number
$(10^{-6} \leq Pr \leq 10^6)$ and 6 orders of magnitude in the Rayleigh number
$(8{\rm \pi} ^4 < Ra \leq 10^8)$. We focus on the case of free-slip boundary conditions on the horizontal boundaries and periodic boundary conditions on the vertical boundaries in a rectangular domain of width-to-height aspect ratio
$\varGamma =2$.
The equations governing Rayleigh–Bénard convection and our modal decomposition are outlined in § 2. In § 3, we describe the numerical scheme used to calculate steady states and their stability. We determine the stability boundary in the
$(Pr,Ra)$ plane and demonstrate how remarkably intricate features on the boundary correspond to qualitative changes in the solution. In § 4, the regime of small Prandtl number is examined in more detail, by using formal asymptotic analysis to construct a system of two amplitude equations in the limit
$Pr \to 0$. The complementary limit of
$Pr \to \infty$ is studied in § 5. Concluding remarks on the article's findings appear in § 6.
2. Problem formulation
We consider two-dimensional Rayleigh–Bénard convection governed by the dimensionless equations
where
$\psi (x,y,t)$ is the streamfunction and
$\theta (x,y,t)$ is the field of temperature fluctuations from the heat-conducting temperature profile
$T = 1 - y + \theta$. Here, subscripts denote partial derivatives, and
$\{f, g\} = f_x g_y - g_x f_y$ is the usual Poisson bracket. Equations (2.1) have been non-dimensionalised using
$d$,
$d^2/\kappa$ and
${\rm \Delta} T$ as the relevant scales for length, time and temperature, respectively, where
$d$ is the height of the fluid layer,
$\kappa$ is the thermal diffusivity and
${\rm \Delta} T$ is the temperature difference imposed across the layer. The two dimensionless parameters in the system (2.1) are the Prandtl and Rayleigh numbers:
where
$\nu$ is the kinematic viscosity,
$\alpha$ is the thermal expansion coefficient and
$g$ is the gravitational acceleration.
The dimensionless spatial domain of our problem is
$(x, y) \in [0, \varGamma ] \times [0, 1]$, where
$\varGamma$ is the width-to-height aspect ratio. The aspect ratio in this study is fixed at
$\varGamma = 2$. At the lower (
$y = 0$) and upper (
$y = 1$) boundaries the temperature satisfies isothermal conditions while the velocity field satisfies no-penetration and stress-free boundary conditions, i.e.
and periodic boundary conditions are imposed in the
$x$ direction.
Given the above boundary conditions, it is convenient to decompose the streamfunction into basis functions with Fourier modes in the
$x$ direction and sine modes in the
$y$ direction:
\begin{align} \psi(x,y,t) &= \sum_{k_x\in\mathbb{Z}} \sum_{k_y\in\mathbb{Z}_{{>}0}} \hat{\psi}_{k_x,k_y}(t)\, \mathrm{e}^{2{\rm \pi} \,\mathrm{i} \,k_x x/\varGamma} \sin{({\rm \pi} k_y y)} \nonumber\\ &= \sum_{k_x,k_y}\hat{\psi}_{k_x,k_y}(t) \phi_{k_x,k_y}(x,y), \end{align}
where
$\hat { \psi }_{k_x,k_y}$ is the amplitude of the (
$k_x, k_y$) mode of
$\psi$, and we have the constraint
$\hat { \psi }_{k_x,k_y} = \hat { \psi }^*_{-k_x,k_y}$ (with the asterisk denoting complex conjugation). We decompose
$\theta$ in the same way.
Rayleigh (Reference Rayleigh1916) has shown that the static conduction state (
$\psi = \theta = 0$) bifurcates supercritically to a steady pattern of counter-rotating convection rolls vertically spanning the layer
$(k_y = 1)$ when
$Ra > Ra_c$ with
The minimum is taken over integer wavenumbers
$k_x$, and occurs at
$k_x = 1$ provided that
$\varGamma < 2^{4/3}\sqrt {1+2^{2/3}} \approx 4.05$. Consequently, for our set-up with
$\varGamma =2$, the modes
$\hat \psi _{1,1}$ and
$\hat \theta _{1,1}$ from (2.4) become excited through a supercritical pitchfork bifurcation at
$Ra_c = 8{\rm \pi} ^4$. In the remainder of the article, we refer to the resulting steady pattern as the steady convection roll state (SCRS). An instance of the SCRS with the parameters
$(Pr,Ra) = (1,10^5)$ is shown in figure 1. A further decomposition which will aid our analysis is to partition the modes into odd modes indicated by
$O$ with
$k_x + k_y \in 2\mathbb {Z} + 1$, and even modes indicated by
$E$ with
$k_x + k_y \in 2\mathbb {Z}$ similarly to previous studies (Chandra & Verma Reference Chandra and Verma2011; Verma, Ambhire & Pandey Reference Verma, Ambhire and Pandey2015). Consistent with this notion of odd and even modes, we decompose
$\psi$ as
and similarly for
$\theta ^O$ and
$\theta ^E$. Thus,
$\psi ^O$ and
$\theta ^O$ consist only of odd modes as defined above, while
$\psi ^E$ and
$\theta ^E$ consist only of even modes. Applying the decomposition (2.6) to (2.1), we find that
and
We observe that
$( \psi ^O, \theta ^O )$ satisfy the linear partial differential equations (2.7), with coefficients that depend on
$( \psi ^E, \theta ^E )$, while
$( \psi ^E, \theta ^E )$ satisfy the autonomous nonlinear partial differential equations (2.8), with forcing terms that depend on
$( \psi ^O, \theta ^O )$.
The SCRS calculated with the parameters
$(Pr,Ra) = (1,10^5)$ using the numerical scheme outlined in Appendix A.

At the onset of steady convection, the excited modes
$\hat \psi _{1,1}$ and
$\hat \theta _{1,1}$ are even modes, and indeed the SCRS has the property that
$\psi ^O \equiv \theta ^O \equiv 0$, which remains true as we increase
$Ra$. In this case, the system of (2.7) and (2.8) reduces to
where the even modes are decoupled from the odd modes. The SCRS has a reflection symmetry about the vertical line which separates the counter-rotating convection rolls. Without loss of generality, we choose this vertical line to be at
$x=0$. Thus, the steady-state solution
$(\psi ^E, \theta ^E)$ of the system (2.9) is invariant under the symmetry
Since the zonal modes
$\hat \psi _{0,k_y}$ are
$x$-independent, (2.10a,b) implies that
$\hat \psi ^E_{0,k_y}\equiv 0$. In other words, the SCRS has no zonal flow, and zonal modes can emerge only once the SCRS has become unstable.
3. Linear stability analysis
In this section, we present the linear stability analysis of the SCRS. For given values of
$Pr$ and
$Ra$, we first solve numerically the steady-state problem of (2.9), following the procedure described in Appendix A. We then exploit the partial decoupling of odd and even modes to consider odd and even perturbations separately. We analyse odd perturbations by setting
\begin{align} \psi(x,y,t) &= \psi^E(x,y) + \delta\mathrm{e}^{\sigma^o t} \psi^o(x,y) \nonumber\\ &= \psi^E(x,y) + \delta\mathrm{e}^{\sigma^o t}\sum_{k_x+k_y\in2\mathbb{Z}+1} \hat{\psi}^o_{k_x,k_y}\phi_{k_x,k_y}(x,y), \end{align}
\begin{align} \theta(x,y,t) &= \theta^E(x,y) + \delta\mathrm{e}^{\sigma^o t}\theta^o(x,y) \nonumber\\ &=\theta^E(x,y) + \delta\mathrm{e}^{\sigma^o t}\sum_{k_x+k_y\in2\mathbb{Z}+1} \hat{\theta}^o_{k_x,k_y}\phi_{k_x,k_y}(x,y), \end{align}
where
$(\psi ^E,\theta ^E)$ is the SCRS,
$\delta \ll 1$ and
$\psi ^o$,
$\theta ^o$ consist only of odd modes. By substituting (3.1) into (2.1) and linearising with respect to
$\delta$, we obtain an eigenvalue problem for the odd growth rates
$\sigma ^o$ (see Appendix B for details). Then, we solve this eigenvalue problem numerically and determine that the SCRS is unstable with respect to odd perturbations if
$\max {[\mathcal {R}(\sigma ^o)]} > 0$. An analogous approach is used to determine the corresponding even growth rates
$\sigma ^e$ and thus the stability of the SCRS with respect to even perturbations.
Figure 2 displays the stability of the SCRS in the
$(Pr, Ra)$ plane, highlighting the stable (
$S$) regime in white and the unstable (
$US$) regime in blue. The pink region denotes
$Ra < Ra_c$ where the static conduction state is stable. Although the SCRS does become unstable to even perturbations within the region
$US$, we always observe that
$\max {[\mathcal {R}(\sigma ^o)]}>\max {[\mathcal {R}(\sigma ^e)]}$ and the dominant unstable perturbation therefore consists of odd modes. Moreover, for
$Pr\lesssim 7\times 10^5$ the most unstable eigenfunction has the property that
$\hat {\psi }^o_{k_x,k_y}$ and
$\mathrm {i}\hat {\theta }^o_{k_x,k_y}$ are purely real, so that
$\psi ^o$ and
$\theta ^o$ break the reflection symmetry (2.10a,b). Zonal modes
$\hat \psi _{0,k_y}$ with
$k_y\in 2\mathbb {Z}+1$ are present in the most unstable perturbation until we reach very large Prandtl numbers (see § 5). In particular, we find that the largest scale zonal mode
$\hat \psi _{0,1}$ is present in the most unstable eigenfunction at the stability boundary for
$Pr\lesssim 7\times 10^5$, and is the dominant mode for
$Pr\lesssim 4.79$ and
$8.58\lesssim Pr\lesssim 40$.
The
$(Pr, Ra)$ plane highlighting when the SCRS is linearly stable (white,
$S$) and unstable (blue,
$US$). Only the static conduction state is stable in the red shaded region below
$Ra = Ra_c$ (dashed line). When
$Pr \ll 1$, the SCRS becomes unstable at
$0< Ra-Ra_c \ll 1$. The highlighted points in red are at
$p_1 = (5.48 \times 10^{-2},1.16 \times 10^3)$,
$p_2 = (1.81 \times 10^{-2},4.12 \times 10^3)$,
$p_3 = (0.2175,2.59 \times 10^5)$,
$q_1 = (0.2,3.32 \times 10^5)$,
$q_2 = (4.97,3.949 \times 10^6)$,
$q_3 = (8.58,1.27 \times 10^6)$,
$p_4 = (6.16,5.43 \times 10^4)$,
$p_5 = (9.53, 3.24 \times 10^4)$ and
$q_4 = (7 \times 10^5,2.54 \times 10^7)$. Visualisations of the SCRS at all the points
$p_i$ and
$q_i$ are given as supplementary figures available at https://doi.org/10.1017/jfm.2022.185.

The points
$p_i$ annotated in figure 2 highlight turning points in the stability boundary. The behaviour of
$\sigma ^o$ near each such point is plotted in figure 3. Figure 3(c) shows that, close to
$Pr=0.2$ and with increasing Rayleigh number, a real eigenvalue crosses the origin twice, and the SCRS first loses and then regains stability. The steady state unexpectedly regains stability as the Rayleigh number increases at point
$p_1$ with
$Pr\approx 0.055$. Similar behaviour has been observed by Paul et al. (Reference Paul, Verma, Wahi, Reddy and Kumar2012), with
$Pr = 6.8$ and
$\varGamma = 2\sqrt {2}$. At point
$p_2$, the opposite occurs with the SRCS first regaining and then losing stability as
$Ra$ increases. At points
$p_4$ and
$p_5$ we instead find complex eigenvalues crossing the imaginary axis twice as
$Ra$ increases with fixed
$Pr$ or vice versa.
The largest odd growth rate
$\sigma ^o$, plotted with one dimensionless parameter varied and the other fixed. The plots show the behaviour close to each of the points
$p_i$ highlighted in figure 2. In (a–c)
$\sigma ^o$ is real, while in (d,e) the motion of
$\sigma ^o$ in the complex plane is tracked, with the arrows indicating the direction of increasing
$Ra$ or
$Pr$.

At each of the points labelled
$q_i$, the stability boundary is not smooth, and there is a qualitative change in the eigenfunction to which the SCRS becomes unstable. Figure 4(a) shows how, with
$Pr=0.2$, the SCRS regains stability with a real eigenvalue crossing zero at
$Ra \approx 3.32859 \times 10^5$. With further increase in
$Ra$, the eigenvalue splits into a complex conjugate pair, which then recrosses the imaginary axis as the SCRS loses stability in a Hopf bifurcation. The cusp at
$q_1$ occurs when these three events happen simultaneously. These observations have been confirmed with direct numerical simulation (DNS) of the system (2.7) and (2.8), using the pseudospectral scheme described by Winchester et al. (Reference Winchester, Dallas and Howell2021). Figure 5 shows numerical results for the largest scale odd mode
$\hat {\psi }_{0,1}$ obtained with the right-hand side of (2.8) set to
$0$, so that we have persistent exponential growth or decay in the odd modes. We observe that, with increasing
$Ra$, the odd perturbations regain stability, then become oscillatory and finally become unstable again.
The largest odd growth rate(s)
$\sigma ^o$, plotted with one dimensionless parameter varied and the other fixed. The plots show the behaviour close to each of the points
$q_i$ highlighted in figure 2. The motion of
$\sigma ^o$ in the complex plane is tracked, with the arrows indicating the direction of increasing
$Ra$ or
$Pr$.

Time series of the
$\hat \psi _{0,1}$ mode from the linearised DNS with the right-hand side of (2.8) set to zero. Here we fix
$Pr = 0.2$ (
$q_1$) and have
$Ra = 3.32 \times 10^5$ (a),
$Ra = 3.32859 \times 10^5$ (b),
$Ra = 3.33 \times 10^5$ (c) and
$Ra = 3.35 \times 10^5$ (d). The initial conditions are the SCRS with a small perturbation.

Figure 4(c) shows that, with
$Pr=8.58$, the SCRS regains stability through a Hopf bifurcation at
$Ra = 1.28 \times 10^6$ but loses stability shortly after at
$Ra = 1.29 \times 10^6$ with much larger oscillation frequency. The corner
$q_3$ occurs when these two pairs of eigenvalues cross the imaginary axis simultaneously. Again, this observation has been verified with DNS close to
$q_3$. In figure 6 we fix
$Pr = 8.57$ and see that the odd mode
$\hat \psi _{0,1}$ grows at
$Ra = 1.2 \times 10^6$, decays at
$Ra = 1.27 \times 10^6$ and grows again at
$Ra = 1.3 \times 10^6$, but now with a much greater oscillation frequency. As can been seen in figure 4(b), similar behaviour occurs at corner
$q_2$. The final corner point
$q_4$, which lies in the large-
$Pr$ region, is considered in more detail in § 5. How the dominant eigenfunction changes at each of the points
$q_i$ is shown in the supplementary material.
Time series of the
$\hat \psi _{0,1}$ mode close to
$q_3$ from the linearised DNS with the right-hand side of (2.8) set to zero. We fix
$Pr = 8.57$ and the initial conditions are the SCRS with a small perturbation. Longer time series clearly showing the exponential growth and decay are in the supplementary material.

Figure 2 hints that the Rayleigh number at which the SCRS loses stability approaches
$Ra_c$ as
$Pr \to 0$. In figure 7 we plot
versus
$Pr$ and indeed see that the stability boundary follows a clear power law with
$\delta Ra \propto Pr^2$. When this boundary is crossed, at small
$Pr$ the SCRS becomes unstable through a pitchfork bifurcation as a new steady state containing both even and odd modes emerges.
The
$(Pr, \delta Ra)$ plane for small
$Pr$ highlighting when the SCRS is linearly stable (white,
$S$) and unstable (blue,
$US$). On the vertical axis we plot
$\delta Ra = Ra - Ra_c$, where
$Ra_c = 8{\rm \pi} ^4$. The red dashed line highlights the power law
$\delta Ra \propto Pr^2$, where the prefactor has been calculated by fitting.

This prediction has been verified with fully nonlinear DNS solving (2.1) using the pseudospectral scheme described in Winchester et al. (Reference Winchester, Dallas and Howell2021). In figure 8(a) we plot a bifurcation diagram showing the amplitudes of the even mode
$\hat \psi _{1,1}$ and the odd mode
$\hat \psi _{0,1}$ versus
$\delta Ra$ with
$Pr=0.01$. The SCRS emerges at
$\delta Ra = 0$ and becomes unstable at
$\delta Ra = \delta Ra_c \approx 6.135$ as the new steady state emerges. In figure 8(b) we plot the time series of
$\lvert \hat \psi _{1,1} \rvert$ and
$\lvert \hat \psi _{0,1} \rvert$ at
$Pr=0.01$ and
$\delta Ra = 10.7$. At this point the mixed steady state has become unstable and the mode
$\lvert \hat \psi _{1,1} \rvert$ undergoes nonlinear relaxation oscillations whilst
$\lvert \hat \psi _{0,1} \rvert$ exhibits bursts that quickly decay away. At
$\delta Ra = 2.22 \times 10^3$, the relaxation oscillations and the bursts persist, but are separated by a much slower buildup phase, as shown in figure 8(c).
(a) Bifurcation diagram plotting
$\lvert \hat \psi _{1,1} \rvert$ (blue) and
$\lvert \hat \psi _{0,1} \rvert$ (red) against
$\delta Ra$ with
$Pr = 10^{-2}$. Corresponding time series of
$\lvert \hat \psi _{1,1} \rvert$ and
$\lvert \hat \psi _{0,1} \rvert$ when (b)
$\delta Ra = 10.7$ and (c)
$\delta Ra = 2.2 \times 10^3$.

In summary, the dynamics at low Prandtl number with
$\delta Ra >\delta Ra _c$ can be partitioned into three phases, as follows.
(i) In the first phase we are close to the static conduction state with
$\lvert \hat \psi _{1,1} \rvert,\lvert \hat \psi _{0,1} \rvert \approx 0$. However, when
$\delta Ra > 0$, the static conduction state is unstable, so that
$\hat \psi _{1,1}$ and other even modes grow exponentially.(ii) The even modes grow until we are in the SCRS. Since
$\delta Ra > \delta Ra_c$, the SCRS is unstable to odd perturbations, so that
$\hat \psi _{0,1}$ and other odd modes grow exponentially.(iii) Once
$\hat \psi _{1,1}$ and
$\hat \psi _{0,1}$ are of comparable amplitude, the system quickly collapses back to the static conduction state and the cycle continues.
This dynamics differs markedly from the chaotic behaviour found close to
$Ra_c$ in small-
$Pr$ and zero-
$Pr$ convection in three dimensions (Thual Reference Thual1992; Pal et al. Reference Pal, Wahi, Paul, Verma, Kumar and Mishra2009). In the following section, we carry out a weakly nonlinear analysis to help us explain the observed power law (see figure 7) as well as the dynamics of the nonlinear relaxation oscillations and of the bursts (see figure 8).
4. Weakly nonlinear analysis at small Prandtl number
We perform a weakly nonlinear analysis with the Prandtl number being our small parameter,
$\epsilon = Pr \ll 1$. The analysis is carried out for arbitrary aspect ratio
$\varGamma <2^{4/3}\sqrt {1+2^{2/3}}$, and the other parameters and variables are scaled as follows:
We have introduced two time scales
$\tau _{_O}$ and
$\tau _{_E}$, due to the distinct time-scale separation between the odd and even modes, observed for example in figure 8(c). Equation (4.1a) is inspired by the power law
$\delta Ra \propto Pr^2$. The scalings of the dependent variables are constructed such that weak nonlinearity and coupling between even and odd modes enter at the same order, as we will see below.
First we examine the evolution of the even modes. At
${O}(\epsilon )$ and
${O}(\epsilon ^2)$ we find
and
which describe the asymptotic behaviour of the SCRS as
$\delta Ra \to 0$.
At
${O}(\epsilon ^3)$, we have
the solvability condition for which gives us
The right-hand side of (4.5) is the inner product of the nonlinear forcing term with the
$(1,1)$ basis function, and captures the net effect of the odd modes on the amplitude
$A$ of the dominant even mode. If this term is set to zero, then (4.5) reduces to the standard Landau equation governing the amplitude
$A$ of weakly nonlinear perturbations to the static conduction state (Fowler Reference Fowler1997).
To evaluate the right-hand side of (4.5), we now turn to the odd modes. At lowest order we obtain the problem
which can be reduced to
\begin{align} &\nabla^{2}\psi^O_{1\tau_{_O}} + \frac{{\rm \pi}(4+\varGamma^2)}{\varGamma}A\left\{ \sin\left(\frac{2{\rm \pi} x}{\varGamma}\right)\sin({\rm \pi} y), \nabla^2\psi_1^O+\frac{{\rm \pi}^2(4+\varGamma^2)}{\varGamma^2}\psi_1^O \right\} \nonumber\\ &\quad = \nabla^4 \psi^O_1 - Ra_c\nabla^{{-}2}\psi^O_{1xx}. \end{align}Using the Fourier decomposition (2.4), i.e.
we can express (4.7) as a linear dynamical system of the form
Here
$\boldsymbol{\mathsf{M}}$ and
$\boldsymbol{\mathsf{D}}$ are known constant matrices, calculated as described in Appendix C, and
$\boldsymbol {\psi }^O_1=(\hat {\psi }_{k_x,k_y})_{k_x+k_y\in 2\mathbb {Z}+1}$ is the vector of odd modes.
We recall that
$A$ evolves on the much slower time scale
$\tau _E=\epsilon ^2\tau _O$. As justified in Appendix C, to leading order in
$\epsilon$, it follows that
$\boldsymbol {\psi }^O_1$ is proportional to the most unstable eigenvector of the problem (4.9). We can therefore write
where
with
$\sigma (A)$ the eigenvalue of (4.11) with the largest real part, and
$\boldsymbol {v}$ normalised such that
$\|\boldsymbol {v}\|=1$. At leading order in
$\epsilon$, the net amplitude
$B$ of the odd modes thus evolves according to
With
$\psi ^O_1$ decomposed as in (4.10), we can express the right-hand side of (4.5) in the form
where
For a given value of
$\varGamma$, the functions
$\sigma (A)$ and
$\lambda (A)$ can both be computed once and for all from (4.11) and (4.14). Equations (4.5) and (4.12) then provide a closed two-dimensional autonomous system for the amplitudes
$A$ and
$B$ of the even and odd modes, respectively.
By using the scalings
\begin{equation} \left.\begin{array}{c@{}}
A = \left( \dfrac{4\varGamma^7}{(4+\varGamma^2)^4{\rm \pi}^7}
\right)^{1/3}\hat{A} = a\hat{A}, \quad B = a
\dfrac{(4+\varGamma^2)^2}{2\varGamma^3} {\rm \pi}^3 \hat{B} =
b\hat{B}, \\ r =\dfrac{\varGamma}{2{\rm \pi} a} \hat{r}, \quad
\tau_E = b \widehat{\tau_E}, \quad \lambda =
\dfrac{\hat{\lambda}}{b^2}, \quad \sigma =
\dfrac{\hat{\sigma}}{b}, \end{array}\right\}
\end{equation}
we normalise the system (4.5) and (4.12) and are left with the two ordinary differential equations (after dropping hats)
where the time derivative is taken with respect to the slow time scale
$\tau _E$. In figure 9 we show the functions
$\sigma (A)$ and
$\lambda (A)$ (normalised according to (4.15)) in the instance when
$\varGamma = 2$. The highlighted point
$A_*$ where
$\sigma (A_*) = 0$ takes the value
$A_* \approx 83.1$.
The functions (a)
$\sigma (A)$ and (b)
$\lambda (A)$ as they appear in (4.16) with
$\varGamma =2$. Highlighted is the point
$A_*$ at which
$\sigma (A_*) = 0$.

Since
$\sigma (A)$ is an even function and
$\lambda (A)$ is an odd function, we need only consider solutions of the phase plane problem (4.16) in the quadrant
$A,B\geq 0$. The critical points are the following.
(i) Point
$(A,B) = (0,0)$ corresponds to the pure conduction state, which loses stability through the primary pitchfork bifurcation as
$r$ increases through zero. This bifurcation excites the even modes in the system.(ii) Point
$(\sqrt {r},0)$ exists for
$r > 0$ and represents the SCRS, with no odd modes. This state loses stability through a secondary pitchfork bifurcation at
$r =r_c= A_*^{2} \approx 6.91 \times 10^3$ (when
$\varGamma =2$), at which point the SCRS becomes unstable to odd perturbations.(iii) Point
$(A_*, \sqrt {(rA_* - A_*^3)/\lambda (A_*)})$ exists for
$r>r_c$, when a mixed steady state including odd and even modes emerges. Finally, this steady state loses stability in a Hopf bifurcation at
$r = r_* = A_*^2 + (2A_*^2\lambda (A_*))/(\lambda (A_*)-A_*\lambda '(A_*))$. When
$\varGamma = 2$, we calculate
$r_* \approx 1.53\times 10^4$.
We can use the value of
$r_c$ from (ii) to infer the prefactor in the power law found in § 4 for the stability boundary at small
$Pr$. Rescaling back to our original variables using (4.15), we find that
$r_c=\delta Ra _c/Pr^2 \approx 6.35 \times 10^4$ which indeed gives excellent agreement with the fit obtained in figure 7.
To see the bifurcations itemised above in practice, we solve (4.16) numerically. Figure 10(a) is a bifurcation diagram showing how the non-trivial steady states identified in (ii) and (iii) above emerge at
$r = 0$ and
$r = r_c=A_*^2$, respectively. The Hopf bifurcation occurs at
$r=r_*$, beyond which point the system undergoes the nonlinear relaxation oscillations and bursts displayed in figures 10(b) and 10(c) for
$r = 2 \times 10^4$ and
$r = 3 \times 10^4$, respectively.
(a) Bifurcation diagram plotting
$A/A_*$ (blue) and
$\epsilon B$ (red) against
$r$ with
$\varGamma =2$ and
$\epsilon = 10^{-2}$. Annotated are
$r=r_c= A_*^2$, the point of the secondary pitchfork bifurcation, and
$r= r_*$, where the Hopf bifurcation occurs. Time series of
$A/A_*$ and
$\epsilon B$ when (b)
$r = 2 \times 10^4$ and (c)
$r = 3 \times 10^4$.

There is great qualitative agreement between the behaviours of our vastly simplified two-dimensional system and of the full system, displayed in figures 10 and 8, respectively. Although the system (4.16) was formally derived in the asymptotic limit as
$Pr\rightarrow 0$, similar relaxation oscillations are found in many parts of the
$(Pr, Ra)$ plane (Goluskin et al. Reference Goluskin, Johnston, Flierl and Spiegel2014). The resemblance of these oscillations to the behaviour of simple predator–prey population models and the Lotka–Volterra equations has often been studied (Leboeuf, Charlton & Carreras Reference Leboeuf, Charlton and Carreras1993; Malkov, Diamond & Rosenbluth Reference Malkov, Diamond and Rosenbluth2001; Garcia et al. Reference Garcia, Bian, Paulsen, Benkadda and Rypdal2003; Decristoforo, Theodorsen & Garcia Reference Decristoforo, Theodorsen and Garcia2020). In this analogy, the place of the predator population is taken by a quantity undergoing relaxation oscillations, and the place of the prey population is taken by a bursting quantity. In contrast, our model (4.16) has been derived systematically from the governing equations without the need for any ad hoc closure assumptions.
5. Stability at large Prandtl number
Figure 11 displays the
$(Pr, Ra)$ plane for
$10^5< Pr<10^6$, highlighting where the SCRS is stable (white,
$S$) or unstable (blue,
$US$). At
$q_4 = (7 \times 10^5,2.54 \times 10^7)$ there is a corner in the stability boundary and two complex conjugate pairs of eigenvalues cross the imaginary axis simultaneously, as was discussed in § 3.
The
$(Pr, Ra)$ parameter space for large
$Pr$ highlighting when the SCRS is linearly stable (white,
$S$) and unstable (blue,
$US$). The point
$q_4$ is where the stability boundaries corresponding to the symmetry breaking (red,
$E_{SB}$) and period doubling (green,
$E_{PD}$) eigenfunctions cross. The insets show the odd eigenfunctions,
$\psi ^O$, associated with
$E_{SB}$ and
$E_{PD}$ where red, green and blue indicate
$\psi ^O > 0$,
$\psi ^O \approx 0$ and
$\psi ^O < 0$, respectively. The parameters are
$(Ra,Pr) = (1.56 \times 10^7, 10^5)$ and
$(Ra,Pr) = (2.54 \times 10^7, 7 \times 10^5)$.

The stability boundaries for the two most unstable eigenfunctions therefore cross at
$q_4$, as indicated by the dashed curves in the inset in figure 11. As noted in § 3, the symmetry breaking eigenfunction (labelled
$E_{SB}$) that is excited as we cross the red dashed curve has the property that
$\hat \psi ^o_{k_x,k_y}$ and
$\mathrm {i}\hat \theta ^o_{k_x,k_y}$ are purely real and therefore breaks the reflection symmetry between counter-rotating convection rolls in the SCRS. It follows that the horizontal velocity is an even function of
$x$ which allows for instantaneous zonal flow in the solution.
The period doubling eigenfunction (labelled
$E_{PD}$) corresponding to the green dashed curve has the complementary symmetry that
$\hat \psi ^o_{k_x,k_y}$ and
$\mathrm {i}\hat \theta ^o_{k_x,k_y}$ are purely imaginary, and the zonal modes are therefore all zero:
$\hat \psi ^o_{0,k_y}=0$ for all
$k_y$. The horizontal velocity is now an odd function of
$x$ and, although the
$E_{PD}$ eigenfunction introduces odd modes to the solution, it does not break the reflection symmetry (2.10a,b) in the SCRS, but instead causes a period doubling in
$x$. Consequently, zonal modes at the instability switch off as we pass the point
$q_4$. The qualitative change in the structure of the dominant eigenfunction is demonstrated by the insets in figure 11, and how these eigenfunctions evolve in time is shown in the supplementary material. To measure the proportion of energy held in zonal modes in the eigenfunction
$E_{SB}$, we define
\begin{equation} R_{{zonal}} = \frac{\displaystyle \sum_{k_x} |K_{k_x,0} \hat \psi_{k_x,0}|^2}{\displaystyle \sum_{k_x,k_y} |K_{k_x,k_y} \hat \psi_{k_x,k_y}|^2}, \end{equation}
where
$K_{k_x,k_y} = \sqrt {({2{\rm \pi} k_x}/{\varGamma })^2 + ({\rm \pi} k_{y})^2}$ is the non-dimensional wavenumber. As shown in figure 12,
$R_{{zonal}}$ decreases as we increase
$Pr$ along the stability boundary. Nevertheless,
$E_{SB}$ still has a small but non-zero zonal component at the point
$q_4$ where the eigenfunction
$E_{PD}$ takes over and zonal modes disappear completely. The instance of
$E_{SB}$ in figure 11 is at the large Prandtl number
$Pr = 10^5$, and hence the zonal modes do not carry much energy. Supplementary movie 6 shows
$E_{SB}$ with
$Pr = 100$, in which case the presence of zonal modes is clear.
The proportion of energy held in zonal modes,
$R_{{zonal}}$ defined in (5.1), in the eigenfunction
$E_{SB}$ at the stability threshold plotted versus
$Pr$. The red dashed line highlights the point
$q_4$ beyond which the eigenfunction
$E_{PD}$, with no zonal modes, becomes the most unstable.

As we increase the Prandtl number past
$q_4$, the green dashed line in figure 11 appears to approach a limiting value
$Ra = 2.54 \times 10^7$, at which the SCRS is unstable for all
$Pr$. To examine this statement, we consider the
$Pr \to \infty$ limit in which the governing equations (2.1) reduce to
We analyse the linear stability of the SCRS for the reduced system (5.2) as in § 3, and we find that it becomes unstable at
$Ra = 2.54 \times 10^7$, consistent with the results presented in figure 11. It is clear from (5.2a) that
$\hat \psi _{0,k_y} = 0$ in the
$Pr \to \infty$ limit, again in agreement with the period doubling eigenfunction identified above. We conclude that
$Pr > 7 \times 10^5$ is a large enough Prandtl number such that the system exhibits the asymptotic behaviour of identically zero zonal modes, at least linearly at the SCRS instability.
We note that the disparity between the thermal and viscous time scales makes it very difficult to reproduce the behaviour close to
$q_4$ using DNS. The linear stability analysis predicts that
$E_{PD}$ oscillates with a frequency of order 10 with respect to the thermal time scale, and it is therefore necessary to integrate the underlying equations over at least
$Pr/10\approx 7\times 10^4$ viscous time units to observe just one complete oscillation. At the required spatial resolution, it proved unfeasible to compute enough cycles to reliably observe the exponential growth or decay associated with the Hopf bifurcation.
6. Conclusions
This article concerns two-dimensional Rayleigh–Bénard convection with free-slip boundaries and horizontal periodicity. The horizontal periodicity permits so-called zonal flow, with horizontal wavenumber equal to zero. When present, the zonal flow can dominate the flow, significantly suppress convective heat transfer (Goluskin et al. Reference Goluskin, Johnston, Flierl and Spiegel2014) and undergo random-in-time reversals (Winchester et al. Reference Winchester, Dallas and Howell2021). The onset of zonal flow is therefore of great importance.
With aspect ratio
$\varGamma =2$ and increasing Rayleigh number, the first state to be excited as the pure conducting state loses stability consists of steady convection rolls, referred to in the text as the SCRS. The SCRS consists of only so-called even modes and becomes unstable to odd modes as the Rayleigh number is increased. We determine the stability boundary in the
$(Pr,Ra)$ plane and identify corners and cusps in the boundary where qualitative changes occur to the most unstable eigenfunction. We observe three regions where the SCRS loses and subsequently regains stability as the Rayleigh number is increased. Such behaviour seems to defy our intuition that increasing the importance of buoyancy relative to viscous and thermal dissipation should make the system less stable, although we note that reorganisation with increasing
$Ra$ has been observed experimentally by Fauve et al. (Reference Fauve, Laroche, Libchaber and Perrin1984) in convective flow of mercury at small Prandtl number.
The excitation of odd modes is necessary, but not sufficient, for net zonal flow to exist. The possible qualitative behaviours in our system are delineated by the points
$q_1$ and
$q_4$ identified in the parameter space shown in figure 2. Below and to the left of point
$q_1$, the SCRS loses stability through a pitchfork bifurcation, and the resulting steady shear flow then itself becomes unstable and undergoes nonlinear oscillations and bursts. In either case the system produces a net zonal flow. On the other hand, to the right of point
$q_4$, the dominant unstable odd eigenfunction preserves the reflection symmetry in the SCRS, and the zonal flow is identically zero.
Between points
$q_1$ and
$q_4$, the initial instability occurs through a Hopf bifurcation leading to oscillations in which the direction of the shear flow alternates (Rucklidge & Matthews Reference Rucklidge and Matthews1996). In this case, although the solution exhibits zonal flow instantaneously, the net (time-averaged) zonal flow is zero. This range includes the case
$Pr=30$ for which Winchester et al. (Reference Winchester, Dallas and Howell2021) showed that the initial Hopf bifurcation is the first stage of a process that ultimately results in either persistent or intermittent zonal flow in the turbulent regime. We find that zonal modes become less prominent in the most unstable odd eigenfunction as the Prandtl number increases, but are still present up to
$Pr=7\times 10^5$, when they abruptly switch off at point
$q_4$.
As
$Pr \to 0$, the SCRS becomes unstable almost immediately as a new steady state, consisting of both even and odd modes, emerges in a pitchfork bifurcation. We observe a power law
$\delta Ra \propto Pr^2$ along the stability boundary. With a weakly nonlinear analysis, we derive a two-dimensional approximate model that successfully predicts the power law in the stability boundary, including its prefactor, as well as the nonlinear relaxation oscillations and bursts observed in DNS at low
$Pr$.
At large Prandtl numbers, we observe a corner in the stability boundary at
$q_4 = (7 \times 10^5,2.54 \times 10^7)$ where the zonal modes in the most unstable eigenfunction switch off. As the Prandtl number increases beyond
$q_4$, the stability boundary converges to the asymptotic value
$Ra = 2.54 \times 10^7$. This observation is consistent with formally taking the
$Pr \to \infty$ limit, which completely removes zonal modes. Our conclusion is that no zonal modes are excited at the SCRS instability boundary for Prandtl numbers greater than
$7 \times 10^5$. Instead, an unsteady state is produced consisting of both even and odd modes. It remains open to determine when this state in turn becomes susceptible to growing zonal perturbations.
We focus here on the case of aspect ratio
$\varGamma =2$. Further analysis of the weakly nonlinear model (4.16) suggests that the type and sequence of bifurcations that occur in the small-
$Pr$ limit may be completely different for different values of
$\varGamma$. At large
$Pr$, both the asymptotic value of the Rayleigh number and the Prandtl number at which zonal modes switch off at onset can depend on the geometry and the boundary conditions.
For general Prandtl number, we can anticipate that the structure of the stability boundary and the properties of the excited solutions also depend significantly on the value of
$\varGamma$. In particular, if
$\varGamma \geq 2^{4/3}\sqrt {1+2^{2/3}}$ then both odd and even modes become excited as
$Ra$ increases past
$Ra_c$, and it is no longer clear that the odd/even mode decomposition which proves so convenient in our set-up is still able to give some insight.
Supplementary material and movies
Supplementary material and movies are available at https://doi.org/10.1017/jfm.2022.185.
Acknowledgements
We are grateful for the feedback from three anonymous referees, whose helpful suggestions significantly improved this paper. P.W. gratefully acknowledges funding from the Engineering and Physical Sciences Research Council and from the Society of Swedish Engineers in Great Britain.
Declaration of interest
The authors report no conflict of interest.
Appendix A. Computation of the SCRS
We wish to find a solution (
$\psi ^E$,
$\theta ^E$) of the steady ‘even’ problem (2.9). We expand both
$\psi ^E$ and
$\theta ^E$ as in (2.4), i.e. in modes of the form
and define the inner product
Acting with this inner product on (2.9) we find, for each
$(k_x,k_y)$,
\begin{align} &\frac{\mathrm{i}}{2} \mathop{\sum_{k_{x_1} + k_{x_1} = k_x}}_{{\mid} k_{y_1} \pm k_{y_2} \mid{=} k_y} \hat \psi_{k_{x_1}, k_{y_1}}\hat \psi_{k_{x_2}, k_{y_2}} K^2_{k_{x_2},k_{y_2}}G(k_{x_1},k_{x_2},k_{y_1},k_{y_2})\nonumber\\ &\quad +\mathrm{i}k_x{Ra}Pr\hat \theta_{k_x, k_y} + Pr K_{k_x,k_y}^4 \hat \psi_{k_x, k_y}=0,\end{align}
\begin{align} &\frac{\mathrm{i}}{2} \mathop{\sum_{k_{x_1} + k_{x_1} = k_x}}_{{\mid} k_{y_1} \pm k_{y_2} \mid{=} k_y} \hat \psi_{k_{x_1}, k_{y_1}}\hat \theta_{k_{x_2}, k_{y_2}} G(k_{x_1},k_{x_2},k_{y_1},k_{y_2})\nonumber\\ &\quad -\mathrm{i}k_x\hat \psi_{k_x, k_y} +K_{k_x,k_y}^2 \hat \theta_{k_x, k_y}=0, \end{align}where we have introduced the wavenumber and the functions
$$\begin{gather} K_{k_x,k_y} = \sqrt{\left(\frac{2{\rm \pi}}{\varGamma}k_{x} \right)^2 + ({\rm \pi} k_y)^2}, \end{gather}$$
$$\begin{gather}h(x,y,z) = \begin{cases} -1 & \text{if } x=y+z, \\ 1 & \text{otherwise.} \\ \end{cases} \end{gather}$$The quadratic system of algebraic equations (A3) is solved using Newton's method repeated as
where
$\boldsymbol{v}_n$ is a vector of the
$\psi$ and
$\theta$ modes,
$\boldsymbol{f}(\boldsymbol{v}_n)$ and
$\boldsymbol{\mathsf{J}}(\boldsymbol{v}_n)$ are the left-hand side of (A3) and its Jacobian evaluated at
$\boldsymbol{v}_n$, respectively, and
$\boldsymbol{v}_{n+1}$ is a vector containing the subsequent values of the modes following one iteration. We utilise the reflection symmetry (2.10a,b) of the SCRS to reduce the number of unknowns.
For all computations in this study, we use an equal number
$N$ of Fourier modes in both
$x$ and
$y$. So that our results are consistent with those from the DNS, we employ the two-thirds dealiasing rule, meaning that the largest retained wavenumbers in
$x$ and
$y$ are
$N/3$ and
$2N/3$, respectively. The values of
$N$ used for different values of
$Ra$ are listed in table 1.
Resolution (
$N$) used in all computations in the DNS, Newton's method to find the SCRS and the linear stability analysis, for
$Ra \in (8 {\rm \pi}^4, 10^8]$.

To validate our computations of the SCRS, in the supplementary material we list the Nusselt number obtained for parameter values in the range
$(Pr,Ra)\in [10^{-6}, 10^6]\times (8{\rm \pi} ^4, 10^8]$, demonstrating excellent agreement with results presented previously (Wen et al. Reference Wen, Goluskin, LeDuc, Chini and Doering2020).
Appendix B. Linear stability analysis
Here, we provide further details of the linear stability analysis discussed in § 3. For given
$Ra$ and
$Pr$, we construct a steady solution (
$\psi ^E$,
$\theta ^E$) to the even system (2.9) as described in Appendix A. Odd perturbations to this steady state satisfy the ‘odd’ part of the Boussinesq equations, namely the linear, time-autonomous system of partial differential equations (2.7). We make the ansatz (3.1) and act on (2.7) with the inner product (A2) to obtain an eigenvalue problem for the odd growth rate
$\sigma ^o$, namely
\begin{align} &\frac{\mathrm{i}}{2} \mathop{\sum_{k_{x_o} + k_{x_E} = k_x}}_{{\mid} k_{y_o} \pm k_{y_E} \mid{=} k_y} \hat \psi^o_{k_{x_o},k_{y_o}}\hat\psi^E_{k_{x_E},k_{y_E}} G(k_{x_E},k_{y_E},k_{x_o},k_{y_o},k_y)[K^2_{k_{x_o},k_{y_o}} - K^2_{k_{x_E},k_{y_E}}]\nonumber\\ &\quad -\mathrm{i}k_x{Ra}Pr\hat\theta^o_{k_x,k_y} - Pr K_{k_x,k_y}^4\hat\psi^o_{k_x,k_y} =\sigma^o K_{k_x,k_y}^2 \hat \psi^o_{k_x,k_y}, \end{align}
\begin{align} &\frac{\mathrm{i}}{2} \mathop{\sum_{k_{x_o} + k_{x_E} = k_x}}_{{\mid} k_{y_o} \pm k_{y_E} \mid{=} k_y} [\hat\theta^o_{k_{x_o},k_{y_o}}\hat\psi^E_{k_{x_E},k_{y_E}} - \hat\psi^o_{k_{x_o},k_{y_o}}\hat\theta^E_{k_{x_E},k_{y_E}}] G(k_{x_E},k_{y_E},k_{x_o},k_{y_o},k_y)\nonumber\\ &\quad + \mathrm{i}k_x \hat\psi^o_{k_x,k_y} - K_{k_x,k_y}^2\hat\theta^o_{k_x,k_y} =\sigma^o \hat \theta^o_{k_x,k_y}. \end{align}
where
$K^2$,
$G$ and
$h$ are as in (A4).
Similarly, for even perturbations, we let
$\psi = \psi ^E + \delta \psi ^e \, \textrm {e}^{\sigma ^e t}$ and
$\theta = \theta ^E + \delta \theta ^e \, \textrm {e}^{\sigma ^e t}$, and linearise (2.8) with respect to
$\delta$ to obtain the same system as in (B1), but with
$o \mapsto e$.
Appendix C. Weakly nonlinear analysis
In this appendix, we provide some details of the construction of the eigenvalue problem (4.9) and the derivation of the amplitude equation (4.12) for the odd modes.
First, substitution of the decomposition (4.8) into the first-order odd equation (4.7) results in the linear system
\begin{align} \frac{\mathrm{d}\hat{\psi}_{k_x,k_y}}{\mathrm{d}\tau_O} &=A(\tau_E)\sum_{(n,m)\in S} \frac{{\rm \pi}\varGamma}{2} \left(K^2_{n,m} - \frac{K^4_{1,1}}{K_{n,m}^2}\right) (nh(n,k_x,1)-mh(m,k_y,1))\hat{\psi}_{n,m}\nonumber\\ &\quad +\frac{\varGamma}{2}\left( \frac{4{\rm \pi}^2Ra_c k_x^2}{\varGamma^2~K^{4}_{k_x,k_y}}-K^{2}_{k_x,k_y} \right)\hat{\psi}_{k_x,k_y}, \end{align}
where
$S$ denotes the set
and
$K^2_{k_x,k_y}$ and
$h$ are as in (A4). The first and second terms on the right-hand side of (C1) respectively define the elements of the matrix
$\boldsymbol{\mathsf{M}}$ and of the diagonal matrix
$\boldsymbol{\mathsf{D}}$ in (4.9), which takes the form
on the slow time scale
$\tau _E$.
We seek the solution for
$\boldsymbol {\psi }^O_1$ as a Wentzel–Kramers–Brillouin (WKB) asymptotic expansion of the form
following which (C3) becomes
To leading order in
$\epsilon$, we find that
$\dot {\varphi }=\sigma (A)$ and
$\boldsymbol {C}_0=b(\tau _E)\boldsymbol {v}(A)$, where
$\sigma$ and
$\boldsymbol {v}$ satisfy the eigenvalue problem
For a modal truncation such that our system is of size
$N$ we (in general) have
$N$ eigenvalues
$\sigma _{j}(A)$, ordered such that
$\mathcal {R}(\sigma _{j}(A)) \geq \mathcal {R}(\sigma _{j+1}(A))$, and corresponding eigenvectors
$\boldsymbol {v}_j(A)$, assumed to be normalised such that
$\|\boldsymbol {v}_j(A)\|_{l^2} = 1$. The general leading-order solution for
$\boldsymbol {\psi }^O_1$ is then
\begin{equation} \boldsymbol{\psi}^O_1(\tau_E) \sim \sum_{j=1}^N b_j(\tau_E)\, \mathrm{e}^{\varphi_j(\tau_E)/\epsilon^2}\boldsymbol{v}_j(A(\tau_E)), \end{equation}
with
$\dot {\varphi }_j(\tau _E) = \sigma _j(A(\tau _E))$.
Since
$\mathcal {R}(\sigma _{j})\geq \mathcal {R}(\sigma _{j+1})$, the solution (C7) is dominated by the first term in the sum. In fact, we observe that the dominant eigenvalue
$\sigma _1$ is real and that
$\mathcal {R}(\sigma _{2}) < 0$, meaning that all terms except the first are exponentially small after a short transient. We thus have
where the leading-order amplitude is given by
$B(\tau _E) = b_1(\tau _E) \, \textrm {e}^{\varphi _1(\tau _E)/\epsilon ^2}$. Taking derivatives with respect to
$\tau _E$ leaves us with
which is equivalent to (4.12). An equation for
$b_1$ can be obtained in principle from the solvability condition for
$\boldsymbol {C}_1$ in (C5), but does not affect the leading-order evolution of
$B$.
















































































































