Asymptotic Limit-cycle Analysis of Oscillating Chemical Reactions
Alain Brizard ( [email protected] ) Saint Michael's College https://orcid.org/0000-0002-0192-6273 Samuel Berry Saint Michael's College
Research Article
Keywords: limit-cycle analysis, mathematical models, oscillating chemical reactions
Posted Date: June 21st, 2021
DOI: https://doi.org/10.21203/rs.3.rs-513779/v1
License: This work is licensed under a Creative Commons Attribution 4.0 International License. Read Full License
Version of Record: A version of this preprint was published at Journal of Mathematical Chemistry on August 13th, 2021. See the published version at https://doi.org/10.1007/s10910-021-01276-w. Asymptotic Limit-cycle Analysis of Oscillating Chemical Reactions
Alain J. Brizard1 and Samuel M. Berry2 1Department of Physics and 2Department of Chemistry, Saint Michael’s College, Colchester, VT 05439, USA (Dated: May 3, 2021) The asymptotic limit-cycle analysis of mathematical models for oscillating chemical reactions is presented. In this work, after a brief presentation of mathematical preliminaries applied to the biased Van der Pol oscillator, we consider a two-dimensional model of the Chlorine dioxide Iodine Malonic- Acid (CIMA) reactions and the three-dimensional and two-dimensional Oregonator models of the Belousov-Zhabotinsky (BZ) reactions. Explicit analytical expressions are given for the relaxation- oscillation periods of these chemical reactions that are accurate within 5% of their numerical values. In the two-dimensional CIMA and Oregonator models, we also derive critical parameter values leading to canard explosions and implosions in their associated limit cycles.
I. INTRODUCTION pearance) of these large-amplitude relaxation oscillations from small amplitude periodic oscillations. Oscillating chemical reactions have attracted attention Next, in Sec. III, we apply these mathematical prelim- since their first announcement [1, 2]. Observed as early as inaries to the relaxation oscillations associated with the the 17th century, it was not until the early 20th century biased Van der Pol model, where we show that the period that they came into a modern framework with the “iron and canard behavior of these relaxation oscillations are nerve” and “mercury heart” reactions (see Refs. [2, 3] accurately predicted by the asymptotic formulas derived for historical surveys). The newly discovered oscillatory in Sec. II. reactions, however, posed a problem as they seemed to In the next two Sections, we focus our attention on defy the second law of thermodynamics. Thus, it was two well-known paradigm models for oscillatory chemi- not until the mid-1960s that the proposed mechanisms cal reactions: the Chlorine dioxide Iodine Malonic-Acid for oscillatory reactions would become accepted. (CIMA) reactions (Sec. IV) and the Oregonator model of In 1951, Belousov found one of the most famous exam- the Belousov-Zhabotinsky (BZ) reactions (Sec. V), pre- ples of an oscillatory system, the BZ reaction (see Ref. [2] sented first as a three-variable model (Oregonator-3) and and references therein) named after him and Zhabotin- then reduced to a two-variable model (Oregonator-2). sky who furthered Belousov’s research. Belousov’s results Once again, we show that our asymptotic formulas for were first published in 1959 and laid the groundwork for the period of relaxation oscillations as well as their ca- the future emergence of the field’s study. By 1972, in- nard appearance (explosion) and disappearance (implo- creased interest in chemical oscillators came from papers sion) can be accurately predicted. Much of the success of puiblished by Field et al. [4] and Winfree [5], among these formulas is credited to our ability of finding analyt- others, detailing a more complete mechanism of the BZ ical expressions for the roots of cubic polynomials with reaction and chemical reaction-diffusion systems, respec- coefficients that are functions of model parameters (the tively. Further research by Clarke [6] paved the way for general method is presented in App. A). steady-state stability analysis. In addition to the BZ reaction, numerous other chemi- cal oscillators have been found, such as the chemical clock II. MATHEMATICAL PRELIMINARIES reaction used in chemistry demonstrations. Various other types of oscillating systems outside of chemical reactions In the present paper, we transform two-variable chem- have also been found (see Ref [1] for an overview of the ical kinetic equations into dimensionless nonlinear first- various systems as well as a mathematical overview of the order ordinary differential equations, which are generi- subject matter). The purpose of the present paper is to cally expressed as perform a unified asymptotic analysis of two well-known oscillating chemical reactions: The Chlorine dioxide Io- x˙ = F (x,y; a) , (1) dine Malonic-Acid (CIMA) reaction and the Oregonator y˙ = ǫG(x,y; a) model of the Belousov-Zhabotinsky (BZ) reactions. The remainder of the paper is organized as follows. In where x and y denote dimensionless chemical concentra- Sec. II, we present the mathematical preliminaries associ- tions, and each dimensionless time derivative is repre- ated with the type of coupled first-order differential equa- sented with a dot (e.g.,x ˙ = dx/dt). On the right side of tions considered in our work. In particular, we present Eq. (1), the dimensionless parameter ǫ plays an impor- the asymptotic analysis leading to an explicit integral ex- tant role in the qualitative solutions of Eq. (1), while the pression for the period of large-amplitude relaxation os- functions F (x,y; a) and G(x,y; a) (which may depend cillations. We also present the canard-behavior analysis on a dimensionless parameter a) are used to define the that predicts the sudden appearance (and possible disap- nullcline equations: F (x,y; a)=0= G(x,y; a), which 2 yield separate curves y = f(x; a) and y = g(x; a) onto Periodic solutions of Eq. (1) exist when a Hopf bifur- the (x,y)-plane. A simplifying assumption used in the cation [7] replaces an unstable fixed point with a stable models investigated in this paper is that the functions limit cycle, which forms a closed curve in the (x,y)-plane. F and G are at most separately linear in y and a, with Here, a limit cycle appears when the x-nullcline func- ∂2F/∂y∂a =0= ∂2G/∂y∂a. tion f(x; a) has non-degenerate minimum and maximum By rescaling the dimensionless time τ ǫt, Eq. (1) points and it is stable whenever the trace τ(a) > 0 is ≡ is transformed into a new set of first-order differential positive in the range as ′ ǫx = F (x,y; a) B. Asymptotic limit-cycle period ′ , (2) y = G(x,y; a) We shall see that, in the asymptotic limit ǫ 1, where a prime now denotes a derivative with respect to the limit-cycle curve is composed of segments that≪ are τ. Since ǫ 1 in our analysis, the variables x and y are ≪ close to the x-nullcline. In this limit, the asymptotic known as the fast and slow variables, respectively. Be- period can be calculated as follows. First, we begin cause ǫ appears on the left side of Eq. (2), these equations with the x-nullcline y = f(x; a) on which we obtain are known as singularly perturbed equations. dy/dt = f ′(x; a) dx/dt. Next, we use the y-equation We note that the slope function m(x,y; a) y/˙ x˙ = ′ ′ ≡ dy/dt = ǫG(x,y; a), into which we substitute the x- y /x = ǫG(x,y; a)/F (x,y; a) is a useful qualitative tool nullcline equation: dy/dt = ǫG(x, f(x; a); a). as we follow an orbit in the y(t)-versus-x(t) phase space. By combining these equations, we obtain In particular, we see that the orbit crosses the y-nullcline the infinitesimal asymptotic-period equation horizontally (m = 0) and it crosses the x-nullcline verti- ǫdt = f ′(x; a) dx/G (x,f(x; a); a), which yields the cally (m = ). Hence, in the limit ǫ 1, the slope asymptotic limit-cycle period function is near±∞ zero (i.e., the orbit is horizontal)≪ unless the orbit is near the x-nullcline, where F (x,y; a) 0. As xB (a) f ′(x; a) dx the slope m(x,y; a) depends on the model parameter≃ a, ǫT (a) = ABCDA G(x,f(x; a); a) the shape of the orbit solution will also change with a. ZxA(a) xD (a) f ′(x; a) dx + . (4) xC (a) G(x,f(x; a); a) A. Linear stability analysis Z Here, the asymptotic limit cycle ABCDA combines the If these nullcline curves intersect at (x ,y ), where slow x-nullcline orbits xA xB and xC xD and 0 0 → → x = x (a) and y (a) = f(x ) = g(x ), the point the fast horizontal transitions xB xC and xD xA, 0 0 0 0 0 → → (x0,y0) is called a fixed point of Eq. (1). The stabil- which are ignored in Eq. (4). Generically, the values ity of this fixed point is investigated through a standard xD(a) < xB(a) are the minimum and maximum of the ′ normal-mode analysis [7], where x = x0 +δx exp(λt) and x-nullcline y = f(x; a), respectively, where f (x; a) van- y = y0 + δy exp(λt) are inserted into Eq. (1) to obtain ishes. The points xC (a) < xA(a), on the other hand, the linearized matrix equation are the minimum and maximum of the asymptotic limit cycle. λ Fx Fy δx − 0 − 0 = 0, (3) ǫGx0 λ ǫGy0 · δy − − C. Canard transition to relaxation oscillations where the constant eigenvector components (δx,δy) are non-vanishing only if the determinant of the linearized Whenever the fixed point x0(a) comes close to a crit- matrix vanishes. Here, (Fx0,Fy0) and (Gx0,Gy0) are par- ical point of the x-nullcline, either xB(a) or xD(a), a tial derivatives evaluated at the fixed point (x0,y0) and transition involving a bifurcation to a large-amplitude 1 1 the eigenvalues λ± = τ √τ 2 4 ∆ are roots of relaxation oscillation becomes possible. This transition, 2 ± 2 − the quadratic characteristic equation λ2 τλ + ∆ = 0, which occurs suddenly as the model parameter a crosses − where τ(a,ǫ) Fx + ǫGy = λ + λ− and ∆(a,ǫ) = a critical value ac(ǫ), is referred to as a canard explosion ≡ 0 0 + ǫ (Fx0 Gy0 Fy0 Gx0)= λ+ λ− are the trace and deter- or implosion, depending on whether the large-amplitude minant of the− Jacobian matrix,· respectively. relaxation oscillation appears or disappears. For a brief The fixed point is a stable point (τ < 0 and ∆ > 0) review of the early literature on canard explosions, see that is either a node (τ 2 > 4 ∆), when the eigenvalues are Refs. [8, 9] and references therein. For a mathematical 2 real and negative: λ− < λ+ < 0, or a focus (τ < 4 ∆), treatment, on the other hand, see Refs. [10, 11]. ∗ when the eigenvalues are complex-valued ( λ− = λ+) We now present a perturbative calculation of the criti- with a negative real part. Otherwise, the fixed point is cal canard parameter ac(ǫ) as an asymptotic expansion in either an unstable point (τ > 0 and ∆ > 0) or a saddle terms of the small parameter ǫ. For this purpose, we use point (∆ < 0). the invariant-manifold solution y = Φ(x,ǫ) of geometric 3 singular perturbation theory [11, 12], which yields the 2. Second-order perturbation analysis generic canard perturbation equation At the second order in ǫ, we find from Eq. (5): ∂Φ(x,ǫ) y˙ = ǫG x, Φ(x,ǫ); a = x˙ ∂x ′ Gy0 Φ1 + Ga0 a1 = Φ0 Fy0 Φ2 + Fa0 a2 ∂Φ(x,ǫ) = F x, Φ(x,ǫ); a , (5) ′ ∂x +Φ1 Fy0 Φ1 + Fa0 a1 ∞ k ∞ k ′ where Φ(x,ǫ) = ǫ Φk(x) and ac(ǫ) = ǫ ak. k=0 k=0 = Φ0Fy0 Φ2 + ha2 At the lowest order (ǫ = 0), we find P P ′ ′ + Fy K h a K , (14) 0 1 − 1 1 0 = F x, Φ0(x); a0 , (6) where Gy0 = (∂G/∂y)0 and Ga0 = (∂G/∂a)0 are evalu- which yields the lowest-order x-nullcline ated at (x, Φ0; a0), and we have used the first-order so- lution (12). By rearranging terms in Eq. (14), we obtain Φ (x) f(x; a ). (7) the second-order equation 0 ≡ 0 ′ S (x) a R (x) =Φ (x) Fy Φ (x) + Fa a , 1 1 − 2 0 0 2 0 2 1. First-order perturbation analysis h i(15) where we introduced the definitions At the first order in ǫ, we now find from Eq. (5): ′ R (x) = K (x) Fy K (x) Gy , (16) 2 1 0 1 − 0 ′ ′ G(x, Φ0; a0) =Φ0(x) Fy0 Φ1(x) + Fa0 a1 , (8) S (x) = Ga hGy h(x)+ Fy h (xi) K (x), (17) 1 0 − 0 0 1 h i which are both finite at xc(a0). where Fy0 = (∂F/∂y)0 and Fa0 = (∂F/∂a)0 are evalu- ′ Once again, since the right side of this equation van- ated at (x, Φ0; a0), and Φ0(x) can be factored as ishes at the critical point x = xc(a0), the left side must ′ also vanish, and we obtain the first-order correction Φ (x) (x xc)Ψ (x), (9) 0 ≡ − 0 a1 = R2(xc)/S1(xc). (18) where Ψ0(x) is assumed to be finite at the critical point x = xc(a0) (i.e., a minimum or a maximum of the x- By factoring the left side of Eq. (15), nullcline). Since the right side of Eq. (8) vanishes at the critical point xc(a0), we find G(xc, Φ0c; a0) = 0, which S1(x) a1 R2(x) =(x xc) H2(x), (19) implies the identity − − we now obtain the second-order solution x (a ) xc(a ). (10) 0 0 ≡ 0 Φ (x) K (x) h(x) a , (20) 2 ≡ 2 − 2 Hence, the fixed point x0 has merged with the criti- where K2(x) H2(x)/[Ψ0(x)Fy0(x)] and h(x) is defined cal point xc of the x-nullcline at a unique value a0, in Eq. (13). ≡ i.e., the fixed point x0(a0) is either at the maximum x0(a0)= xB(a0), which yields a0 = aB0, or at the mini- mum x0(a0)= xD(a0), which yields a0 = aD0. 3. Higher-order perturbation analysis With this choice of a0, we can write the factorization By continuing the perturbation analysis at higher order G(x, Φ ; a ) (x xc) H (x), (11) 0 0 ≡ − 1 (n 3), Eq. (5) yields the nth-order equation ≥ where H1(x) is finite at x = xc(a0). Hence, from Eq. (8), ′ S1(x) an−1 Rn(x)=Φ0(x) Fy0 [Φn(x)+ h(x) an] , we obtain the first-order solution − (21) where S1(x) is defined in Eq. (17) and Φ1(x) K1(x) h(x) a1, (12) ≡ − ′ Rn(x) = K (x) Fy K − (x) Gy Kn− (x) 1 0 n 1 − 0 1 where we introduced the definitions n−2 ′ ′ + Fy0 [K (x) h (x) ak] Kn−k(x).(22) K1(x) H1(x)/[Ψ0(x) Fy0(x)] k − ≡ , (13) k=1 X h(x) Fa (x)/Fy (x) ≡ 0 0 Hence, the left side of Eq. (21) vanishes at xc if which are both finite at x = xc(a0). an−1 = Rn(xc)/S1(xc), (23) 4 x-axis y-axis 2 1.0 where ω is the natural frequency of the linearized har- 0.5 1 monic oscillator and ν is the negative dissipative rate, x-axis -2 -1 1 2 while the bias parameter a represents an equilibrium t-axis 10 20 30 40 50 60 -0.5 value of the dimensionless oscillator displacement x. -1 -1.0 From Eq. (28), we obtain the coupled dimensionless -2 -1.5 x-axis equations 2 A A C y-axis B 3 1 0.6 x˙ = x x /3 y B 0.4 , (29) 0.2 − − t-axis x-axis y˙ = ǫ (x a) 1000 2000 3000 4000 -2 -1 -0.2 1 2 − D -0.4 -1 D -0.6 A where the dimensionless time is normalized to ν−1 and C -2 ǫ ω2/ν2 [13]. Here, the x-nullcline is y(x)= x x3/3 ϕ(≡x) (which has a minimum at x = 1 and a maximum− ≡ FIG. 1: Van der Pol solutions x(t) versus time τ (left column) at x = 1) while the y-nullcline is a− vertical line at x = and phase space plot y(t) versus x(t) (right column), for a = a. The fixed-point is (x ,y )=(a,a a3/3) and the 0.5, with the initial condition x(0) = 1 and y(0) = 0, and 0 0 trace and determinant are τ = 1 a2 −and ∆ = ǫ > 0, ǫ = 0.2 (top row) or ǫ = 0.001 (bottom row). We note that, − in the limit ǫ 1, the phase-space orbit has slow segments respectively. A B and C≪ D on the x-nullcline (shown as a dashed It is clear that the fixed-point is stable (τ < 0) in the 2 curve)→ and fast transitions→ B C and D A. range a > 1, while a stable limit cycle exists in the → → range 1 0 for a canard explosion, TVdP( a)= TVdP(a). ≃ 0 1 1 − while a1 < 0 for a canard implosion. The numerical periods ǫTnum(a), which are shown in Fig. 2 as dots, are within 4% higher than the asymptotic Van der Pol period (30). These numerical results show III. VAN DER POL MODEL that the asymptotic limit ǫ 1 enable us to evaluate the limit-cycle period according≪ to Eq. (4) with excel- The paradigm model used in our asymptotic analysis lent accuracy, on both qualitative and quantitative basis. is represented by the biased Van der Pol equation [8] Lastly, we note that the numerical periods are systemati- cally higher than the asymptotic period (30) because this x¨ ν 1 x2 x˙ + ω2 x = ω2 a, (28) integral omits the fast transitions B C and D A. − − → → 5 3.0 2 2.8 2.6 1 2.4 200 400 600 800 1000 2.2 2.0 -1 1.8 -2 0.2 0.4 0.6 0.8 1.0 2 FIG. 2: Plot of the asymptotic Van der Pol period ǫTVdP(a) versus the bias parameter a, in the limit ǫ = 0.001 1. ≪ 1 The numerical periods ǫTnum(a), shown as dots, are approx- imately 4% higher than the asymptotic Van der Pol period (30). 200 400 600 800 1000 -1 2 -2 1 FIG. 4: Canard implosion in the Van der Pol limit cycle as the bias parameter a a+(ǫ) < 1 approaches the fixed-point 200 400 600 800 1000 stability range. Periodic→ Van der Pol solutions x(t) (solid) -1 and y(t) (dashed) for ǫ = 0.01 and a = 0.998739 (top) and a =0.998740 (bottom). -2 Pol equations is 2 ∂Φ(x,ǫ) ǫ x a(ǫ) = Φ (x) Φ(x,ǫ) , (31) 1 − ∂x 0 − h i h i where Φ (x)= x x3/3 the partial derivatives evaluated 200 400 600 800 1000 0 at ǫ = 0 are − -1 (Fy , Fa ) = ( 1, 0) 0 0 − -2 . (32) (Gy , Ga ) = (0, 1) 0 0 − FIG. 3: Canard explosion in the Van der Pol limit cycle as the Here, the lowest-order solution Φ0(x) has critical points ′ 2 bias parameter a crosses the critical value a−(ǫ) > 1 toward at xc = 1, where Φ (x) = 1 x vanishes. Hence, − ± 0 − the stable limit-cycle regime ( 1 be computed up to arbitrary order [14] but they are not 14 needed in what follows. 12 10 IV. CHLORINE DIOXIDE IODINE 8 MALONIC-ACID (CIMA) REACTION 6 P Our first example of oscillating chemical reactions is 4 provided by the Chlorine dioxide Iodine Malonic-Acid 2 (CIMA) reactions. Lengyel et al. [15–17] proposed the following reduced chemical reactions involving chlorine 0 2 4 6 8 10 dioxide, iodine, and malonic acid (MA): FIG. 5: Nullclines of the CIMA equations (38)-(39) in the − + MA+I2 IMA+I + H , (33) range 0 < x a = 10. (solid) x-nullcline: y(x)=(a → x)(1 + x2)/(4x≤) and (dashed) y-nullcline: y(x)=1+ x2. The− − − 1 ClO2 +I ClO2 + I2, (34) nullclines intersect at a single fixed point (x0,y0)=(a/5, 1+ → 2 a2/25) and the x-nullcline has a positive local minimum and − − − ClO +4I + 4 H+ Cl +2I + 2 H O, (35) a positive local maximum for a> √27. 2 → 2 2 By assuming that the concentrations [I2], [MA], and [ClO2] are constant in time [16], the coupled equations A. CIMA Nullclines and Linear Stability − − for the concentrations X = [I ] and Y = [ClO2 ] satisfy the coupled chemical rate equations The nullclines of the CIMA equations (38)-(39) are: dX 4 k3 XY 2 = r1 k2 X , (36) x nullcline : f(x)=(a x)(1 + x )/(4x) dt − − u + X2 − − , (40) dY k XY 2 = k X 3 , (37) y nullcline : g(x)=1+ x dt 2 − u + X2 − which intersect at a single fixed point (x0,y0)=(a/5, 1+ where (r1,k2,k3,u) are positive constants. a2/25). Figure 5 shows that the x-nullcline has a posi- We now introduce the normalizations x = αX, y = tive local minimum and a positive local maximum, which − βY , and the dimensionless time is normalized to ω 1. exist for a> √27. First, we multiply Eq. (36) with α/ω to obtain The Jacobian matrix at the fixed point (x0,y0): 2 2 αr1 k2 k3α 4 xy 3 x 5 4 x x˙ = x . 1 0 0 2 2 J − − ω − ω − ωβ uα + x (a,b) = 2 (41) 1+ x0 2 bx2 bx 0 − 0 Next, by setting α = 1/√u, ω = k2, β = k3/(uk2), and a = r1/(k2 √u), we obtain the dimensionless equation has a determinant ∆ and a trace τ given as 4 xy ∆(a,b) = 5 bx /(1 + x2) > 0 x˙ = a x . (38) 0 0 − − 1+ x2 . (42) 2 2 τ(a,b) = (3 x0 bx0 5)/(1 + x0) We multiply Eq. (37) with β/ω to obtain − − 2 Hence, the fixed point (x0,y0 =1+ x0) is unstable (i.e., β k3α xy the fixed point is repelling) if τ > 0: y˙ = x 2 , α − k2 1+ x b