Chaotic Turing structures Ricard V. Sole Complex Systems Research Group, Departament de Fisica i Enginyeria Nuclear, Universitat Politecnica de Catalunya, Pau Gargallo 5, 08028 Barcelona. Spain and Jordi Bascompte Complex Systems Research Group, Departament d’Ecologia, Universitat de Barcelona, Diagonal 645, 08028 Barcelona, Spain Turing-like structures are obtained in a two-dimensional coupled map lattice model. Such structures have a well-defined stable pattern in space, but highly chaotic local fluctuations can also be observed. Two well-defined regions in phase space are separated, defining the domains of emergence of phase separation. Chaotic behavior is widely present in both situations and the Allen—Cahn theory of phase separation is applied. The transient behavior is also analysed and some implications for species competition in ecology are outlined. Starting from a small random initial perturbation around a spatially homogeneous chemical concetration, an ordered macroscopic spatial pattern can emerge from microscopic chaos. Such a surprising result was obtained by Alan Turing in 1952 [1] in relation with the chemical basis of morphogenesis. Further extensive studies [2—5] revealed a rich variety of ordered patterns when spatial degrees of freedom were introduced. Among other complex phenomena, pattern formation in systems far from equilibrium is certainly one of the most challenging problems of nonlinear science. In this context, bifurcations of spatial and temporal structures have been widely analysed in recent years [6] including the conditions for soft- and hard-mode instabilities and chemical turbulence. Spatio-temporal chaos has been studied by means of several mathematical and numerical tools. Coupled map lattices (CML) [7—91 (see also ref. [10] for a recent review and applications) have been used as the discrete alternative to partial differential equations (PDE) which are usually difficult to manage when numerical integration needs to be per- formed. The CML approach has been applied to several situations ranging from physical to biological problems [11—13] and is actually among the most popular objects of nonlinear dynamics. A CML model is defined by a set of coupled maps given by (1) Here 4(k) is the value at the time step n and at the lattice node k of the ith variable involved, with i, j= 1, N. Heref,, is assumed to be C(U) on a given open set U c P and {,u, y} are some fixed parameters. The space is defined as a discrete cl-dimensional lattice, i.e. A(L)={k= (k1, where k= 1, ..., lcd): keZ} (2) L andf is defined by two terms, in which F,, represents the original rn-dimensional map and C,, gives the specific kind of coupling. Recent studies on lattice ecosystems have shown that spatial order can coexist with highly chaotic local dynamics [14]. Usually, the chaotic temporal ..., evolution is associated with propagating structures, as chaotic spiral waves [151. As we will see, such a situation can also be observed in a system in which symmetry breaking leading to Turing-like patterns is observed. Stable patches are formed, and the boundaries between these structures are stable in time even in the chaotic domain of the parameters. In this Letter we consider a 2D CML model based on a two-dimensional map defined as x,÷1 =F(U(x, y)=#1x( 1 —x,, —/31y) , , (3a) (3b) which has been used as a model of competing populations [16,17]. Here x,, y,, are the population sizes at a given discrete time step n, and (jig, are the growth and competition rates, respectively. Four steady states are possible, i.e. P0 (0, 0), exclusion points, P1= (1— l/M 0), P2= (0, 1— l/z2) and the nontrivial coexistence point P, = (x*, y*) We will here consider the completely symmetric case, i.e. f3=fl and u=u for i= 1, 2. For this particular situationwe havex*=y*=(l_l/u)/(l+fl). For this model, it is easily shown that competitive exclusion may take place involving the extinction of one of the competitors. For /1=0 we have two logistic maps which show a period doubling route to chaos for increasing t-va1ues. Chaos is observed for The linear stability analysis leads to the stable domains defined by the sets S(P12)={(jt,fl)I /1>l;ue(l, 3)}andS(P)={(u, /1)1 fle(O, 1); ue(1, 3)}. In ecological theory /1<1 is related with the so-called “coexistence” of species; for/I> 1 coexistence is no longer possible and exclusion of one of the competitors takes place. In this sense, fl =fl and jz =122 implies that, depending on the initial conditions, one of the competitors will be eliminated. It can easily be shown that for such a symmetric case, the system undergoes a period-doubling scenario with identical bifurcation points as the single logistic map. Now we will see that when the spatial model is considered, competitors become separated in well-defined and stable patches even when strongly chaotic dynamics occurs. This result is in agreement with previous studies on CML models of interacting populations [10,121 where coexistence of temporal chaos and spatial order was shown to exist. Such results have also been proved in other /11) 326 similar discrete models of population dynamics [181. The CML counterpart of eqs. (3a), (3b) is, for a two-dimensional lattice A (L) a set of 2L2 equations, x1(r)=ux(r)[1 —x(r)—fly(r)] +D1V2x(r) (4a) , y41(r)=uy(r) [1 —y(r) —/Ix(r) +D2V2y(r), (4b) with r= (i, j) and where the coupling is defined as V2x(r)= x(j)—qx(r) (5) Here q is the number of nearest neighbors (here we take the Moore neighborhood). An additional rule is used in order to prevent negative populations (and numerical instabilities), i.e. x(r) =0 if x(r) <0 but it only need to be applied for strongly chaotic states. In this context, the continuous model has been recently analysed and the appearance of spatial heterogeneities was reported [191. It is important to mention that this kind of formalism is able to describe several physical and chemical problems of interest. It is closely related with particle—antiparticle annihilation in diffusive motion [20] and, in this context, with cosmological problems as the fate of singularities in the early universe [211. However, for the continuous counterpart only steady state patterns are obtained. In our approach, because of the discrete nature of the formalism, more complex patterns are expected to appear. The stability of low-dimensional periodic orbits can be analysed following previous studies [8,22]. In our case, denoting by (k) the transform of x(k’), the corresponding Fourier transform of the linearized equations will be defined by &(k, t)=L(k,P*)&(k, t) . (6) The calculation of bifurcations leading to stable spatial patterns is performed by means of the characteristic equation [221 P()= ILp(oiF U) (P*))+ [De(k)—A)]oI (7) (‘ (P)) being the Jacobi matrix. The spatial dependence is introduced through the wavevector LMP(ÔIF 8(k) [(Jt(k+iv 1)) cos (7t(N k_l)’ k=(k,1). (8) Following a previous analysis [22], we can find the stability boundaries for our CML. Using fixed Dvalues, the domains in the phase space F={(#,fl)I pE(O,4);/3>O} are obtained from the critical condition A= ± 1. The eigenvalues corresponding to the first two critical points are given by A1(k)=2—p+De(k) (9a) , 22(k)=u(l—fi)+fl+D8(k). (9b) And for the coexistence point we similarly obtain 21(k)=2—p+D8(k) and22(k)=fl[1—(1—1/U)/ (2 + 41?)] + D6’(k), but here we restrict out attention to the first two. Using the first couple of eigenvalues and the marginal stability conditions given by )4f(k) = ± 1 we find the critical boundaries (lOa) (lOb) [JL—l+D8(k)], (lOc) [u+l+D(k)]. (lOd) For k= (0, 0) (i.e. spatially uniform states) and for k= (iN, N) (i.e. checkerboard patterns), we have (k) =0 and —8 respectively. Using these extremes, the boundaries for symmetry-breaking bifurcations leading to stable heterogeneous states are obtained from 4=1, 4=3, 4/2=4 — 8D, where and 2 are the values g, /i) for the wavevectors k= (0, 0) and k= (iN, iN), respectively. As expected, the introduction of diffusion terms generate a shift in the appearance of instabilities. For D=O.05, the phase space of our model is shown in fig. I. This picture has been partially obtained from the previous stability analysis and also from numerical studies, based on the computation of the largest Lyapunov exponent [231. In all the studied (ii, fi)-combinations Turing patterns were observed. Some examples of our numerical simulations are shown in fig. 2 for a 256x256 lattice. Forfi< 1, no macroscopic spatial structures are observed (here only the checkerboard pattern is stable as in the logistic CML). For /3> 1, and after some transients, patches emerge and spatial symmetry breaking takes place. Patches can be defined as connected clusters of sites on which the difference x—y has a definite sign. The boundaries of these patches are stationary even if the motion inside is chaotic. A careful study shows that the distribution of x—y I inside any given patch is very similar to the distribution of x for a logistic CML with identical parameter ji [81. In fig. 3 we also show the local dynamics of both populations for chaotic parameter combinations in a 20x20 lattice. Here /3=1.2, D=O.02 and u=3.6 2.0 (lla) 4/2=4 — 8D, (I lb) and fl=l, fl=(p+l)/(#—l), ON/2 p+ 00 —p+— /JI2fl_ (llc) 8D /1—1 8D (ile) /2 Fig. 1. Phase space of models (4a) and (4b) for parameters involving the emergence of Turing patterns. Dotted domains indicate period-two oscillations (2P) and black regions corresponds to period-four oscillations (4P), indicated by arrows. The vertical dashed line corresponds with the critical line ,t2 from eq. (1 lb) and the left curve fiN/2 with eq. (lie). 327 b d Fig. 2. Snapshotsofourmodelfora256x256latticeforfl=1.2 and (a) D=O.O1,p=2.5, (b)D=O.O1,=3.6, (c) D=O.05,#=3.6 and (d) D=O.05, jt=2.5. Here black points indicate x(i,j) >y(i,j). (a), (d) are stable patterns and (b), (c) are chaotic Turing structures. (a) and 4.0 (b) after 100 transients were discarded. Local extinction occurs from time to time in both populations, including the dominant one. In fig. 3b it can be observed how one of the species replaces the other one: this situation is linked with the final steps of local phase separation. At n 115, the dominance is yet established and the boundary is now stable. The sharpness of the boundaries depends on the specific value of fi. As /3 increases beyond /3 = 1, the smooth boundaries are replaced by a more and more sharp separation between the patches. In this context, the transient time associated with the creation of boundaries between the patches will strongly decrease with higher /3 values. The way in which the two “phases” compete can be analysed by studying how they shrink or grow in time. Following the Allen—Cahn theory [241 we can describe the dynamics of phase separation in systems with no conserved order parameters. Using this approach, we can compare the late-stage behavior in ordered and chaotic situations. One of the conse328 quences of this theory is that the domain size R(t) scales as 1 Following Kapral [22] we consider here the order parameter ‘• w(r)=x(r)—y(r) (12) , and the Allen—Cahn theory is applied by considering the evolution of the following dynamic structure factor, If Sw(On)çL2 kEA(L) wn(r)),). (13) Here S,(O, n) is a particular case (when k= 0) of the more general expression S(k, R2(n)(kR(n)), with the Fourier transform of the order parameter. Here S(O, n) is expected to scale as S(O, n) x n. In fig. 4 we show some of our calculations for a 40 x 40 lattice. For fi= 1.2 and D=0.05, we observe that for#< 2.8 the scaling islinear in n (as predicted) for n> 50. For periodic and weakly chaotic states, when te (2.8, 3.6), the aver- L=20x20 mu=3.6 beta=1.2 D=O.02 L=20x20 mu=4.O beta=1.2 D=O.02 a 0.2 time b Fig. 3. Local dynamics of our CML model for both populations at r= (7, 7) after t= 100 transients were discarded. Parameter values are indicated at the top in both figures. The arrow in (a) indicates an extinction event for both species. In (b) we can see how, at then 110th step the dominant competitor is replaced by the second one. This situation is linked with the formation of a stable boundary in that particular point. D=0.05 D=O.05 beto=1.2 mu”3.6 beto=1.2 0.125 1.8[—003 a b 1.5E—003 0.100 1.3E—003 ‘0.075 1.0E—003 C C 0.050 U) 7.5E—004 5.OE—004 0.025 2.5E—a04 0.000 6 time 0.OE+000 time Fig. 4. Time evolution of the dynamic structure factor S(0, n) defined by eq. (13) for a 40X40 lattice with D=0.05 and fl= 1.2 using several #-values. For t <2.8, linear growth is observed after n 50—60 time steps and this also applies for periodic and weakly chaotic states, as for z= 3.2. For strongly chaotic motion, the linear scaling breaks down (b). age behavior of the previous quantity also tends to show linear scaling, even when an oscillation is observed (as for example in =3.2). For higher jtvalues (say for example u=3.6). in spite of the fact that we certainly observe Turing patterns, the scaling breaks down probably because of the existence of strong local fluctuations. Finally, the transient length T(L) has also been 329 state seems to be a key ingredient in order to support high levels of species diversity in ecosystems. In our model competition is strongly reduced when chaos is present and coexistence is possible for a long time in such a nonequilibrium state. Further studies will be necessary in order to analyse the general validity of these results. 480 - 440 ooona L=ixi L=5x5 AAà 400- 36O- NREP=100 D =002 fi = 1:20 320- w : - — 280- 240- a D 200E-1160120AO 2.00 2.50 3.00 I”,” 3.50 4.00 Fig. 5. Transient behavior of global exclusion for two small lattices. Here NREP = 100 initial conditions are used (see text). Parameters are indicated. A maximum is obtained atp 3.84. analysed for small lattices. We start with initial conditions x0(r), y0(r) =P+ with random e(—0.l, 0.1) and define T(L) as the time until all sites belong to one single patch. For L = 3, 5 we have estimated numerically the value of T(L) for fl= 1.2 and D = 0.02 averaging over 100 different initial conditions. In fig. 5 we show how the transient length increases as we move inside the chaotic domain, with a maximum at 3.84. As we already said, the classical prediction of ecological theory [251 leads to the so-called competitive exclusion principle: for fi> 1 two competing species are unstable and unable to coexist when they are similar. In our case, similarity (i.e. equal sets of parameters) leads to strongly stable spatially heterogeneous configurations. Here spatial degrees of freedom give a rich set of dynamical behavior together with a stable coexistence. The underlying temporal dynamics is not restricted to stable points; periodic and chaotic attractors are also possible. 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