# Singularity theory study of overdetermination in models for L–H transitions

## The SH model:

This may be expressed as the dimensionless bifurcation equation

$$\begin{array}{ccc}\hfill g(u,q,d_a)& =& \left(qd_au^21\right)\left(q+um\left(u\right)\right),\hfill \\ \hfill m(u)& =& u^p(b+au^{1p}),\hfill \end{array}$$
(1)   
obtained by eliminating in the steady state the two other dynamical variables $`f`$ and $`k`$ in favor of $`u`$ the potential energy of the pressure gradient. The control parameter $`q`$ is the power input, $`d_a`$ is the reciprocal of the anomalous diffusivity, and $`m(u)`$ is the anomalous viscosity. In Sugama and Horton’s numerical work $`d_a`$ was set to 1, $`p`$ was given values of $`3/2`$ (case A) and $`1`$ (case B), and $`a`$ and $`b`$ were given as positive numerical factors. (Note: The dynamical equations also contain a parameter $`c`$ which cancels from Eq. (1).) Figure 1 shows the bifurcation diagrams for case A and case B. (In all diagrams stable solutions are indicated by solid lines, unstable solutions by dashed lines, and branches of limit cycles by dotted lines marking the maximum and minimum amplitude.) It was assumed that the transition from the lower stable solution branch (L-mode) to the upper stable branch (H-mode) must occur at the singular point $`A`$, where the steady-state shear flow kinetic energy $`f=\left(u^2d_aq\right)/cu`$ becomes unphysical. The transition is discontinuous for case A and continuous for case B. The H-mode branch becomes unstable at a Hopf bifurcation  to stable limit cycles, identified as ELMs. The SH model thus predicts hysteresis of the L–H transition and oscillating and quiescent H-modes, which accords with recent experimental observations . However, the derivative discontinuity at $`A`$ is problematic. For case A the transition was described as first-order, but it occurs at what appears to be a highly degenerate point. For case B the transition was described as second-order. It should also be noted that the singular point $`A`$ is persistent to variations in $`d_a`$, $`a`$, and $`b`$. For these reasons we suspect that there may not be enough independent parameters in the model. Solution of the recognition problem, step (2), indicates that the model may be overdetermined as a bifurcation problem.

Proposition 1.—Equation (1) with $`d_a=d_{a0}`$, $`p<1`$ is a germ that is strongly equivalent to the normal form

$$h(x,\lambda )=x^3+\lambda x.$$
(2)   
(The term “germ” is explained as follows: two functions $`g_1(x,\lambda )`$ and $`g_2(x,\lambda )`$ are equal as germs if they coincide on some neighborhood of a fixed point $`x_0,\lambda _0`$.) Proof.—We apply the following theorem, adapted from : Theorem.—A germ $`g(x,\lambda )`$ is strongly equivalent to the normal form $`h(x,\lambda )=\epsilon x^3+\delta \lambda x`$ if and only if, at the fixed point $`(x_0,\lambda _0)`$,

$`g=g_x`$ $`=`$ $`g_{xx}=g_\lambda =0,g_{xxx}0,g_{\lambda x}0`$ (3)   
where $`\epsilon =\text{sgn}g_{xxx}`$, $`\delta =\text{sgn}g_{\lambda x}`$. In Eq. (1) we identify the state variable $`ux`$ and the distinguished parameter $`q\lambda `$ and evaluate the defining and non-degeneracy conditions (3) at the point $`A=(u_0,q_0)`$. We find that $`g=g_u=g_q=0`$, $`g_{uu}=4a\left(1+p\right)4\left(1+p\right)/d_a=0`$ for $`d_a=d_{a0}=\left(1+p\right)/a\left(1+p\right)`$, and $`g_{uuu}=12\left(1+p\right)/u_0d_{a0}`$, $`g_{uq}=2/u_0`$. Equation (2) for the normal form is inferred. It is the prototypic pitchfork , a codimension 2 bifurcation which requires two auxiliary parameters for an unfolding that contains, to qualitative equivalence, all possible perturbations of $`g`$. We see that the defining conditions for the point $`A`$ yield a system of four algebraic equations in what is effectively only two variables — $`u`$ and $`q`$. To resolve the overdetermination we propose a universal unfolding of Eq. (1).

Proposition 2.—The bifurcation function

$$G(u,q,d_a,\alpha )=g(u,q,d_a)+\alpha $$
(4)   
is a universal unfolding of the germ (1) for $`p<1`$. It is equivalent to the prototypic universal unfolding of the pitchfork $`G(x,\lambda ,\alpha ,\beta )=x^3+\beta x^2+\lambda x+\alpha ,`$ where $`d_a=d_{a0}\pm \beta `$. The proof is not presented here; instead we focus on the qualitative consequences. (The physical interpretation of the unfolding parameter $`\alpha `$ is discussed below.) Specifically, Eq. (4) encapsulates the generic behavior of the SH system. The four qualitatively distinct bifurcation diagrams are shown in Fig. 2(a)–(d), of which (a) and (b) are physically relevant because $`\alpha <0`$ leads to dynamical violation of the condition $`f0`$. In (a) the L–H and H–L transitions occur at non-degenerate limit points. No marked transition to H-mode occurs at all in (b). Now it can be seen why the unperturbed bifurcation set, Fig. 2(e), and the partially perturbed bifurcation set, Fig. 1(a), cannot predict the results of experiments. The singularity that exists in these sets (point $`A`$) is not even present when $`\alpha `$ is nonzero. We also see that changes in the auxiliary parameters around the critical values can lead to incomparably different bifurcation behavior. 

What of case B? Proposition 3.—Equation (1) with $`p=1`$ is a germ that is strongly equivalent to the normal form $`h(x,\lambda )=x^2+\lambda ^2,`$ a codimension 1 bifurcation known as the transcritical bifurcation.  Proof.—We apply the following theorem from : Theorem 2.—A germ $`g(x,\lambda )`$ is strongly equivalent to the normal form $`h(x,\lambda )=\epsilon \left(x^2\lambda ^2\right)`$ if and only if, at the fixed point $`(x_0,\lambda _0)`$,

$$g=g_x=g_\lambda =0,g_{xx}0,\mathrm{d}et\left(\begin{array}{cc}g_{xx}& g_{\lambda x}\\ g_{\lambda x}& g_{\lambda \lambda }\end{array}\right)<0$$
(5)   
where $`\epsilon =\mathrm{s}gng_{xx}`$. These conditions in Eq. (1) yield $`g=g_u=g_q=0`$, $`g_{uu}=8a`$, $`detd^2g=4\left(ad_a1\right)^2/u^2`$. Equation (4) in this special, fragile case is a one-parameter universal unfolding, indifferent to the value of $`d_a`$. It yields two qualitatively distinct bifurcation diagrams, shown in Fig. 3. Note that the bifurcation structure here excludes the possibility of hysteresis.

## The LDGC model:

The steady states are summarized in the bifurcation diagram of Fig. 4, where the control parameter $`\varphi `$ is the particle flux and $`p`$ is the pressure gradient. The lower stable branch is identified as L-mode. At $`A`$ the transition to the intermediate stable branch $`AB`$, identified as H-mode, is described by Lebedev et al as analogous to a second-order phase transition. At $`B`$ the system moves onto the $`p=1`$ branch in another continuous transition, but is said to remain in H-mode. The first Hopf bifurcation initiates a branch of unstable limit cycles and the second terminates a branch of stable limit cycles, identified as ELMs. The point $`C`$ is the intersection of the $`p=1`$ branch and the unstable $`AC`$ branch. Near $`B`$ and $`C`$ the bifurcation equations may be written, respectively, as

$`g_B(p,\varphi )`$ $`=`$ $`\gamma \left(\varphi \stackrel{~}{d}\mu p\right)\left(p1\right)/p\left(\stackrel{~}{d}\stackrel{~}{d}_m\right),\text{and}`$ (6)   
$`g_C(p,\varphi )`$ $`=`$ $`\gamma \left(p^2\stackrel{~}{d}\varphi \right)\left(p1\right)/p\stackrel{~}{d}_m.`$ (7)   
As before, we use the singularity theory analysis to focus on qualitative structure. Using theorem 2 we find that at points $`B`$ and $`C`$ there is a transcritical bifurcation, which requires the single auxiliary parameter $`\alpha ^{}`$ for a universal unfolding. The two qualitatively distinct bifurcation diagrams are shown in Fig. 5. In (a) a branch of stable limit cycles connects the two stable stationary branches. In (b) the branches of stable stationary solutions are unconnected. The structure of the limit cycle branch implies that (on a phase plane) a stable orbit is surrounded by an unstable orbit. The point $`A`$ in Fig. 4 clearly is not unfolded by the one-parameter perturbation. Somewhat surprisingly, it is the limit point of the branch of the branch $`CAB`$, which actually coincides along $`AB`$ with the continuous branch $`0AB`$. (This result is detailed elsewhere.) A limit point is its own universal unfolding, i.e., persistent to small perturbations.

## In summary:

(1) The SH model in general is a codimension 2 bifurcation problem, containing a pitchfork, that requires two unfolding parameters for a universal unfolding and hence complete determination. The critical values of the unfolding parameters $`\alpha `$ and $`d_a`$ are respectively $`0`$ and $`\left(1+p\right)/a\left(1+p\right)`$, $`p<1`$. (2) The LDGC model is a codimension 1 bifurcation problem, containing two transcritical bifurcations. A universal unfolding is provided by a single auxiliary parameter $`\alpha ^{}`$. The two models are therefore structurally dissimilar in general form. However, the fact that they describe the same phenomena suggests that the LDGC model may be a partially collapsed codimension 2 system, and in a forthcoming work we show that this is indeed the case. A fortiori we can also say that second-order phase transitions in these systems, if they exist, could only be observed on variation of at least two parameters simultaneously. In many bifurcation problems pitchforks occur in the presence of $`𝐙_2`$ equivariance in the governing equations for the system, that manifests as a physically invariant property. (A function $`\varphi (x)`$ has $`𝐙_2`$ symmetry if $`\varphi (x)=\varphi (x)`$.) A symmetry arises in the dynamical equations for the SH model because the shear of the poloidal flow $`v^{}`$ is invariant under the transformation $`v^{}v^{}`$. The unfolding parameter $`\alpha `$ can therefore be interpreted as a symmetry-breaking term, representing an intrinsic energy (or angular momentum) generation rate that occurs even in a pressure gradient of zero. The $`𝐙_2`$ invariance of the flow shear is not evident in the bifurcation structure of the LDCG model, and $`\alpha ^{}`$ represents a perturbation of the MHD turbulence level.

Other models for L–H transitions that have multiple solutions include those where the flow shear is due to ion-orbit losses on the plasma edge  or magnetic field ripple induced particle flux in the core . We feel that singularity theory could play an important role in developing and unifying these models and elucidating the physics of L–H transitions. There is a reasonable expectation that different models, if they appeal to the same general physics, should belong to the same qualitative universality class even though they may differ quantitatively. A wider question is whether the dynamics of infinite-dimensional systems can be approximated by low-dimensional systems such as these. The practical advantages are obvious, and developments in inertial manifold theory  have shown that the long-time-scale behavior of infinite-dimensional dissipative systems can occur in a defined finite-dimensional subspace.

Acknowledgment: we are grateful to Professor Jeffrey Harris for helpful discussions about this work.