# Intrinsically localized chaos in discrete nonlinear extended systems

## Abstract

The phenomenon of intrinsic localization in discrete nonlinear extended systems, i.e. the (generic) existence of discrete breathers, is shown to be not restricted to periodic solutions but it also extends to more complex (chaotic) dynamical behaviour. We illustrate this with two different forced and damped systems exhibiting this type of solutions: In an anisotropic Josephson junction ladder, we obtain intrinsically localized chaotic solutions by following periodic rotobreather solutions through a cascade of period-doubling bifurcations. In an array of forced and damped van der Pol oscillators, they are obtained by numerical continuation (path-following) methods from the uncoupled limit, where its existence is trivially ascertained, following the ideas of the anticontinuum limit.

Discrete homogeneous arrays of (hamiltonian and non-hamiltonian) nonlinear oscillators (or rotors) exhibit generic solutions which are time-periodic and (typically exponentially) localized in space. These solutions are called discrete breathers by analogy with non-topological localized solutions of certain PDE’s. In contrast with continuous ”bona fide” breathers, discrete breathers posses a remarkable structural stability, and thus genericity. This localization is often referred to as intrinsic to stress the fact that the system is homogeneous (no impurities or disorder are present). For an updated and comprehensive review on discrete breathers, see.

A general schematic way to describe a discrete breather in a one-dimensional lattice is the following: Let us consider the phase space $`\mathrm{\Gamma }_s`$ of a single oscillator (or rotor), so that the phase space $`\mathrm{\Gamma }`$ of the network is the cartesian product of the single site phase spaces. Let denote by $`A`$, $`B`$ periodic orbits in $`\mathrm{\Gamma }_s`$, eventually projections of trajectories of $`\mathrm{\Gamma }`$ onto $`\mathrm{\Gamma }_s`$. A discrete breather is a solution

$$\{\varphi _i(t)\}\{\mathrm{},B_2,B_1,A,B_1,B_2,\mathrm{}\}$$
(1)   
with $`lim_{|i|\mathrm{}}B_i=B_{\mathrm{}}`$, and $`B_{\mathrm{}}A`$. Archetypical examples are Klein-Gordon hamiltonian breathers, where $`A`$ is a periodic cycle of frequency $`\omega _b`$ in the $`(\varphi ,\dot{\varphi })`$ phase space, $`B_{\mathrm{}}`$ is the rest solution $`(0,0)`$, and $`B_i`$ are $`\omega _b`$-cycles with exponentially decreasing amplitude. In the case of forced and damped arrays, $`A`$ and $`B_{\mathrm{}}`$ are usually $`\omega _b`$-cycles of different amplitude. If $`A`$ is an $`\omega _b`$-cycle non-homotopic to zero (i. e. the central oscillator rotates), the term rotobreather is used.

In this letter we present numerical evidences as well as plausibility arguments strongly supporting the conclusion that the phenomenon of intrinsic localization in discrete nonlinear extended systems is not restricted to time-periodic solutions, but it extends to more complex (chaotic) behaviour in a generic way for damped and forced systems. More specifically, we show below examples of solutions of the type schematized in (1), where $`A`$ is a chaotic trajectory, $`B_{\mathrm{}}`$ is a ”regular” $`\omega _b`$-cycle, and $`B_i`$ are ”noisy” cycles, with ”noise intensity” exponentially decreasing to zero as $`|i|`$ grows. The first example concerns the operation of a Josephson junction device, the Josephson junction ladder, which has recently received some attention from both theoretical and experimental sides, in connection to the relevance of nonlinear dynamics of discrete systems in Condensed Matter Physics. The second example, though also experimentally realizable, serves us to illuminate possible pathways towards a rigorous characterization of the genericity of intrinsically localized chaos in discrete nonlinear extended systems, in the spirit of the ideas of the, so called, anticontinuum limit approach to intrinsic localization. We end with a short discussion on the implausibility of existence of this type of solutions as exact ones in hamiltonian arrays. Earlier numerical observations of localized chaotic solutions seems to have been reported in(coupled map lattices) and(domain walls in a parametrically excited lattice of oscillators). Our results establish a precise (and very general) link between situations of spatio-temporal complex behaviour in spatially extended discrete systems and the emergent new results and powerful methods of intrinsic localization.

Recent theoretical analyses of the dynamics of an anisotropic Josephson junction ladder (see figure 1) with injected ac currents  have shown the existence of discrete breathers as attracting solutions of the equations of motion describing the dynamics of the system in the framework of the resistively and capacitively shunted junction (RCSJ) approach . The existence of discrete breathers in Josephson junction arrays should indeed be regarded as generic, given the connection between the general description of these systems in terms of the superconducting Ginzburg-Landau order parameter $`\mathrm{\Psi }(\stackrel{}{x})=|\mathrm{\Psi }(\stackrel{}{x})|\mathrm{exp}(i\theta (\stackrel{}{x}))`$, where $`\stackrel{}{x}`$ denotes the superconducting island position, and the *discrete nonlinear Schrödinger equation*, for the case of ideal (perfect insulating) junctions . In fact, the quantum Hamiltonian of a single ideal Josephson junction corresponds to the problem of two coupled anharmonic quantum oscillators, for which the asymmetric classical breather solutions have been shown to persist in the quantum regime as very long lifetime states  (see also ). When the energy cost to add an extra Cooper pair on a neutral superconducting island (*charging energy* $`E_c`$) is much lower than the tunneling energy (*Josephson energy* $`E_J`$) the superconducting phase $`\theta (\stackrel{}{x})`$ becomes a good (very weakly fluctuating) variable to describing the island state, thus validating the RCSJ approach . This is the situation when the superconducting islands are of macroscopic size. The validity of the RCSJ approach in the regime $`E_c/E_J1`$ is a well established issue and its predictions fit very well with experiments.

$`\theta _i`$ and $`\theta _i^{}`$ will denote, respectively, the phases of upper and lower islands at site $`i`$ in the ladder; the currents $`I(t)=I_{ac}\mathrm{cos}(\omega t)`$ are injected into the islands in the upper row and extracted from those in the lower row; $`(J_x,ϵ_x)`$ are the junction characteristics for junctions in horizontal links and $`(J_y,ϵ_y)`$ for junctions in vertical links. With the change of variables $`\chi _i=\frac{1}{2}(\theta _i+\theta _i^{})`$, $`\varphi _i=\frac{1}{2}(\theta _i\theta _i^{})`$, the RCSJ equations  are

$`\ddot{\chi }_i=`$ $`J_x\left[\mathrm{sin}(\chi _{i+1}\chi _i)\mathrm{cos}(\varphi _{i+1}\varphi _i)+\mathrm{sin}(\chi _{i1}\chi _i)\mathrm{cos}(\varphi _{i1}\varphi _i)\right]`$ (2)   
$`+ϵ_x\left(\dot{\chi }_{i+1}+\dot{\chi }_{i1}2\dot{\chi }_i\right)`$   
$`\ddot{\varphi }_i=`$ $`J_x\left[\mathrm{cos}(\chi _{i+1}\chi _i)\mathrm{sin}(\varphi _{i+1}\varphi _i)+\mathrm{cos}(\chi _{i1}\chi _i)\mathrm{sin}(\varphi _{i1}\varphi _i)\right]`$ (3)   
$`+ϵ_x\left(\dot{\varphi }_{i+1}+\dot{\varphi }_{i1}2\dot{\varphi }_i\right)J_y\mathrm{sin}(2\varphi _i)2ϵ_y\dot{\varphi }_iI(t)`$   
With uniform initial conditions in the ”center of mass” coordinates and momenta: $`\chi _i`$ and $`\dot{\chi }_i`$ independent of $`i`$, equations (2) have the solution $`\chi _i(t)=\mathrm{\Omega }t+\alpha `$ for all $`i`$; this effectively decouples equations (3) for the $`\varphi _i`$ variables from equations (2) for the $`\chi _i`$ variables. Then, using efficient continuation methods  from the uncoupled (anticontinuum) limit ($`J_x=ϵ_x=0`$), one easily computes discrete breather solutions; these turn out to be attractors of the dynamics of the ladder in a wide range of parameter values.

We will concentrate on the *rotobreather* type of solutions, in which the phase half-difference $`\varphi _j^{}`$ through a vertical junction rotates, while the rest $`\varphi _i`$ ($`ij^{}`$) oscillate, and the ”center of mass” variables $`\chi _i`$ remain uniformly at rest ($`\mathrm{\Omega }=\alpha =0`$; note that any other values for these parameters, fixed by the uniform initial conditions, would show the same behavior). The period of the rotobreather solution is $`T_b=2\pi /\omega _b=4\pi /\omega `$, where $`\omega `$ is the frequency of the external currents.

By performing the Floquet analysis of rotobreather solutions, one can determine the regions of linear stability in parameter space, whose borders correspond to different types of bifurcations. One of them (which occurs typically when varying the external frequency $`\omega `$) is a period-doubling bifurcation: The (destabilizing) eigenvector of the Floquet matrix, which is associated to the eigenvalue exiting the unit circle (in complex plane) at $`1`$, is (exponentially) localized at the center of the rotobreather and then, a new (linearly stable) rotobreather with frequency $`\omega _b/2`$ exists past the bifurcation. This new rotobreather can be easy and safely obtained by slightly perturbing the unstable rotobreather along the direction of the destabilizing eigenvector. In other words, although one cannot continue the localized solution in a bifurcation, local bifurcation analysis helps to throw a bridge over the bifurcation, so arriving safely to the new localized solution at the other side.

Continuously varying the external frequency $`\omega `$, further period doubling bifurcations are often found leading to a chaotic solution. In order to characterize unambiguosly this solution as chaotic, we have computed its Lyapunov spectrum $`\{\lambda _i\}`$, which is shown in figure 2.

There is only one positive Lyapunov exponent, $`\lambda _1=0.049`$bits/s. As we are dealing here with a continuous time dynamical system, a null exponent is also present. The rest of the spectrum is negative. Thus, there is only one expanding direction (degree of freedom) in phase space. The estimated Lyapunov dimension, $`D_L`$, defined as

$$D_L=j+\frac{1}{|\lambda _{j+1}|}\underset{i=1}{\overset{j}{}}\lambda _i$$
(4)   
with $`j`$ such that $`_{i=1}^j\lambda _i>0`$ and $`_{i=1}^{j+1}\lambda _i<0`$ (exponents are ordered in decreasing order), is $`D_L=4.7`$.

A look at the profile (at different times) of the Lyapunov vector associated with the positive Lyapunov exponent reveals that it is strongly localized in space. As the period doubling bifurcations leading to the chaotic solution are driven by exponentially localized eigenvectors of the Floquet matrix, it is not surprising that this chaotic solution is exponentially localized. In figure 3 we show the Poincaré (stroboscopic, with period $`2T_b`$) section of the central rotor trajectory $`\varphi _0(t)(mod2\pi )`$ of the intrinsically localized chaotic solution for parameter values $`J_x=0.05`$, $`J_y=0.5`$, $`ϵ_x=0.03`$, $`ϵ_y=0.01`$, $`\omega =1.623`$ and $`I_{ac}=0.72`$. As shown also in figure 3, the trajectories $`\varphi _i(t)`$ for $`|i|>0`$ are noisy (or chaotically perturbed) oscillations. As a rough measure of ”noise intensity”, we adopt the radius $`r_i`$ of the smallest circle containing the Poincaré section of the $`i`$th oscillator. This quantity decreases exponentially $`r_iC\mathrm{exp}(|i|/\xi )`$ $`(\xi 1.13)`$, as evidenced in figure 3.

Vaguely speaking, one could say that the uniformly oscillating solution is robust enough to exponentially damp out the penetration of the chaotic perturbation produced by the central rotor; equivalently, one could say that the uniformly oscillating solution posses finite coherence length $`\xi `$, so that an oscillator does not feel the effect of any sustained local perturbation located at distances much greater than $`\xi `$ (lattice units) from it. On intuitive basis, it is clear that finite coherence length is required for intrinsic localization to occur.

Now we turn to the question on genericity, i. e. should one expect that these intrinsically localized chaotic solutions exist generically in discrete arrays of coupled nonlinear oscillators? Though arguably there is little doubt that finite coherence length is ubiquitous in discrete nonlinear extended systems, at least some degree of robustness of the chaotic trajectory in the central oscillator (not to speak of the mere possibility of a chaotic behaviour) is also needed. In an attempt to pave the way towards rigorous answers to the question, we have considered the perspective on intrinsic localization opened by the ”anticontinuum limit”  approach, as explained below.

Let us consider a chain of forced and damped identical uncoupled oscillators, and assume that there is coexistence of a chaotic attractor and an attracting cycle in the single oscillator phase space. Now, consider the cartesian product of a (central site) chaotic attractor and attracting regular cycles in the rest of lattices sites. This set is an attractor in the phase space of the uncoupled chain, which could plausibly be continued when coupling is turned on.

In order to check this idea, we have chosen a chain of harmonically coupled, forced van der Pol oscillators:

$$\ddot{\varphi }_i=\mu (\varphi _i^21)\dot{\varphi _i}\varphi _i+b\mathrm{cos}(\omega t)+C(\varphi _{i+1}2\varphi _i+\varphi _{i1})$$
(5)   
For $`\mu =4.033`$, $`b=9.0`$ and $`\omega =\pi `$, the single forced van der Pol oscillator phase space shows coexistence of two strange attractors and a periodic cycle of frequency $`\omega /3`$ (see ). We have numerically continued the solution of the uncoupled chain in which the central oscillator follows a chaotic trajectory in one of the strange attractors, while the rest of the oscillators follow the periodic cycle, for non-zero values of the coupling constant $`C`$, up to values of the order of $`0.5\times 10^3`$, which are small but significantly different from zero.

The continuation from the uncoupled limit provides a systematic way of obtaining intrinsically localized chaotic solutions, provided the coexistence of strange and periodic attractors for a single oscillator. It may also serve, like in the simpler case of periodic discrete breathers, as a basis for the construction of a proof of existence which we see as a difficult problem. Indeed, Mackay  already mentioned this approach for the case of the Plykin attractor, where continuation is ensured due to uniform hyperbolicity; unfortunately, as usual in chaos theory, strong conditions which simplify mathematical proofs do not seem to fit easily into realistic physical models.

The examples we have shown here concern systems of forced and damped oscillators, and one may wonder about hamiltonian arrays of oscillators. Though we do not have a definite answer on the existence of intrinsic localized chaos in discrete nonlinear Hamiltonian extended systems, it seems plausible that the typical ”broad band” structure of the power spectrum of chaotic trajectories would imply a violation of the condition of non-resonance with the phonons . In the extent that this condition plays an essential role in the proof of existence of hamiltonian discrete breathers, we think that the answer is negative. However, chaotic breathers in discrete Hamiltonian arrays easily appear as long-lived transient solutions. An observation of erratically moving transient chaotic breathers in hamiltonian Fermi-Pasta-Ulam chains has been recently reported. After completion of this work, we became aware of the numerical observation of chaotic rotobreathers by Bonart and Page in a 1d driven damped lattice of dipoles.

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We acknowledge to S. Aubry, C. Baesens, R.S. Mackay and J.L. Marín for many useful discussions, P. Grassberger for his illuminating criticisms and J. Page for sending us a draft of his work, prior to publication. This work has been financially supported by DGES through project PB95-0797. One of us (JJM) acknowledges a Fulbright-MEC fellowship.