Biparametric equilibria bifurcations of the Pierce diode:

a one-dimensional plasma-filled device

Maisa O. Terraa)
Instituto Tecnológico de Aeronáutica, Centro Técnico Aeroespacial,
Departamento de Matemática, (ITA,CTA,IEFM)
12228-900, São José dos Campos, SP, Brazil

(Dated: October 26, 2010)

The equilibria bifurcations of the biparametric version of the classical Pierce diode,
a one-dimensional plasma-filled device, are analyzed in detail. Our investigation
reveals that this spatio-temporal model is not structurally stable in relation to a
second control parameter, the ratio of the plasma ion density to the injected electron
beam density. For the first time, we relate the existence of one-fluid chaotic regions
with specific biparametric equilibria bifurcations, identifying the restricted regions in
the parametric plane where they occur. We show that the system presents several
biparametric scenarios involving codimension-two transcritical bifurcations. Finally,
we provide the spatial profile of the stable and unstable one-fluid equilibria in order
to describe their metamorphoses.

PACS numbers: 52.65.Cc, 47.20.Ky, 52.75.Fk

a)
Electronic mail: maisa@ita.br

1
I. INTRODUCTION

Despite being one of the simplest realistic theoretical models for a collisionless, bounded
plasma system, the Pierce diode1 can produce a large diversity of nonlinear spatio-temporal
behaviors. The dynamical diversity, typically found in electron beam transport through
plasma-filled devices, occurs due to the nonlinear interactions involved in the system and
finite boundary effects2–4 . Multistability and four distinct operational regimes5–7 can be
detected in particle-in-cell simulations. In addition to one-fluid chaotic oscillations8,9 , virtual
cathode formation and related burst oscillations10 are some of the nonlinear phenomena
obtained that, in themselves, deserve investigation, with relevance and application in other
kinds of systems11–13 .

This paper presents the biparametric dependence of the equilibria of the fluid description
of the Pierce diode. The Pierce diode consists of the monoenergetic electron beam transport
through a one-dimensional system constituted by two grounded, parallel, metallic plates,
separated by a fixed distance L. Between these plates, an initial neutral plasma composed
of immobile ions of density ρi and electrons with initial energy Ene− is responsible for
producing a suitable electrostatic potential to the beam transport. The cold beam electrons
are constantly injected at the left electrode (x = 0), with constant velocity v0 and density
ρ0 , and are absorbed when they hit either electrode.

In his original proposal1 , Pierce’s goal was to increase the perveance of vacuum devices by
neutralizing the negative charge of the electron beam. Considering a single control parame-
ter, α, Pierce’s non-dimensional analysis revealed that at αc = π, the homogeneous solution
becomes unstable. Investigating the linear dispersion relation for the homogeneous solution,
Cary and Lemons14 found a second instability for this equilibrium for decreasing values of
the control parameter, departing from the odd multiples of the αc value. Their analysis re-
vealed a sequence of leading linear modes, from Stable Non-oscillatory to Stable Oscillatory,
and, finally, to an Unstable Oscillatory mode. After performing a uniparametric stability
analysis of the uniform and nonuniform equilibria, Godfrey8 investigated the parametric
dependence of the time evolution of the system, observing a supercritical Hopf bifurcation
along the homogeneous solution branch (related to the aforementioned Stable Oscillatory to
Unstable Oscillatory transition), succeeded by a period-doubling chaotic route for the first
of Cary and Lemons’s oscillatory instability regions, i.e., for α near to, but smaller than 3π.

2
Barroso et al.9 extended this observation to the second chaotic window (α near and below
5π).
Following Godfrey8 , Chen and Lindsay5 generalized an elegant, alternative Eulerian
model description, comprised of a pair of coupled integral equations. Through the numerical
solution of this Eulerian approach, Chen et al.5,6 investigated the biparametric, one-fluid,
dynamical evolution of nonneutral short-circuited diodes. Then, they included a load in the
system, considering it in the analysis as a third parameter15 , in order to verify its effect in
chaos control in one-fluid regimes. For nonneutral short-circuited diodes, they reported the
steady-state bifurcations of their numerical experiments as a function of some chosen pa-
rameter values and intervals, sketching an overall diagram that relates the distinct nonlinear
regimes in the biparametric space. However, an analysis of the biparametric dependence of
the stable and unstable equilibria of this spatio-temporal system has yet to be carried out
and deserves attention.
The analysis of the stable and unstable equilibria leads to a better understanding of phys-
ical phenomena of the model, given that static solutions, along with the periodic solutions,
constitute the skeleton of any nonlinear dynamical system16 . Moreover, remarkable illus-
trations of the role played by the equilibria in the Pierce diode model phenomenology are
ubiquitous. A first example is the occurrence of the stable static solution bifurcation which
starts the aforementioned chaotic route by a period doubling sequence8,9 . Thus, unques-
tionably, to extend the analysis of this specific one-fluid chaotic route to the biparametric
plane or to search for new chaotic regions requires the extension of the equilibria investi-
gation to the biparametric plane. Godfrey8 and Lawson17 investigated the uniparametric
equilibria of the classical model for a short-circuited diode and for the diode with an external
circuit, respectively. As a second example, the collision of an attractive chaotic invariant
set with an unstable periodic orbit situated at the attractor basin boundary leads to the
destruction of the chaotic attractor. This dynamical process is called a boundary crisis.
Godfrey8 , Lawson18 , and Kocan et al.19 identified unstable equilibria in boundary crises in
the classical uniparametric Pierce diode. As a third and last example, we mention that the
unstable periodic solutions (in particular, unstable static solutions) play an important role
in the context of control and guiding of chaotic systems. After some pioneering works in
Pierce diode control investigations20–22 , Hramov et al.23 used unstable homogeneous equilib-
ria of the Pierce diode to test a controlling method for spatio-temporal chaos in distributed

3
systems.
This paper presents a detailed analysis and characterization of the biparametric bifurca-
tions of the static solutions of the fluid description of the Pierce diode. In the next Section the
one-dimensional fluid model is presented and in Section III the biparametric static solutions
are calculated. In order to perform the linear analysis of all the system’s equilibria solutions,
Section IV starts with the presentation of the alternative Eulerian approach which deter-
mines the one-fluid time evolution of our biparametric mathematical model. Then, based
on this dynamical prescription, the theoretical framework required to the linear analyses is
developed. In Section V, the biparametric equilibria and their bifurcations are presented and
discussed in detail; the metamorphoses of the spatial dependence of equilibria are explored
at the end. Conclusions are presented in the last Section.

II. THE ONE-DIMENSIONAL FLUID MODEL

The fluid description for the one-dimensional plasma-filled system can be achieved by

∂ρe ∂(ρe ve )
+ =0, (1)
∂t ∂x
the continuity equation,

∂ve ∂ve e ∂φ
+ ve = , (2)
∂t ∂x me ∂x
the momentum equation, and

∂ 2φ ρe − ρi
= , (3)
∂x2 0
the Poisson’s equation; where φ, ρi , ρe , and ve represent, respectively, the electric potential,
the ionic charge density, the electronic charge density, and the electronic velocity. Further-
more, −e and me stand for the charge and the mass of the electron. The boundary conditions
are φ(0, t) = φ(L, t) = 0, ρe (0, t) = ρ0 , and ve (0, t) = v0 . The initial conditions are defined
by ve (x, 0) and ρe (x, 0), for x ∈ [0, L]. Two control parameters are considered in the model
we investigate. The first parameter is defined by α = Lωpi /v0 ; where ωpi stands for the
2
plasma frequency, given by ωpi = eρi /(me 0 ), in which 0 is the permittivity of vacuum.
Note that another possible and usual definition for α is Lωpe /v0 , where ωpe stands for the

4
 2
electron plasma frequency, given by ωpe = eρe /(me 0 ). The second parameter relates the
density of the plasma ions to the density of the injected electron beam, i.e., β = ρi /ρ0 . The
choice for ρi = ρ0 corresponds to the usual neutral plasma case.
In the next two Sections, all the necessary formalism to obtain the static solutions, their
stability properties, and bifurcations is developed.

III. BIPARAMETRIC STATIC SOLUTIONS

With new scaled variables defined by

x̂ = ωpi x/v0 , t̂ = ωpi t, v̂e = ve /v0 , (4)

ρ̂e = ρe /ρi , Ê = e/(me ωpi v0 ) E, and φ̂ = e/(me v02 ) φ, (5)

we can rewrite the Eulerian Eqs. (1-3) as

∂ ρ̂e ∂(ρ̂e v̂e )

+ =0 , (6)
∂ t̂ ∂ x̂

∂v̂e ∂v̂e
+ v̂e = −Ê , and (7)
∂ t̂ ∂ x̂

∂ 2 φ̂ ∂ φ̂
= ρ̂e − 1 , with Ê = − ; (8)
∂ x̂2 ∂ x̂
where x̂ ∈ [0, α], the boundary conditions are given by ρ̂e (0, t̂) = 1/β, v̂e (0, t̂) = 1,
φ̂(0, t̂) = φ̂(α, t̂) = 0, and the initial conditions are set by v̂e (x̂, 0) and ρ̂e (x̂, 0). The hat
symbols of the scaled variables are omitted from now on.
Imposing the static condition and taking the boundary conditions into account, we obtain
from Eq.(6) that
1
ρe = , β 6= 0, (9)
βve
and we obtain from Eqs.(7-8) that

∂ve
ve = −E, (10)
∂x
∂E 1
and =1− , β 6= 0. (11)
∂x βve

5
 Next, let t be a new variable defined as the particle flight time, i.e., the time taken for a
particle to go from x0 = 0 to x, and let t = T for x = α, with dx/dt = ve . From (10) and
(11), we obtain
dve
= −E, (12)
dt
dE 1
and = ve − . (13)
dt β
Derivating (13) in relation to t and using (12), we get

d2 E
+ E = 0, (14)
dt2

whose general solution can be expressed by

E(t) = Em cos (t + ξ0 ), (15)

where Em and ξ0 are real constants to be defined. Substituting (15) in (13), we have that

1
ve (t) = − Em sin (t + ξ0 ). (16)
β

Then, the boundary condition ve (0) = 1 for β 6= 1 leads to

1−β 1
Em = . (17)
β sin ξ0

If β = 1, then ξ0 = 0; therefore Em has no constraint for the time being.

Integrating (16) we get

t
x(t) = + Em [cos (t + ξ0 ) − cos (ξ0 )] . (18)
β

Imposing the boundary condition x = α for t = T and using (17), we have

[ ]
T 1−β cos T − 1
α= + − sin T + . (19)
β β tan ξ0

By imposing the fluid condition, ve > 0, in order to have ve (x) a single-valued function, from
(16) and (17), we find

sin (t + ξ0 )
(1 − β) < 1, for t ∈ [0, T ]. (20)
sin ξ0

Finally, considering the homogeneous boundary condition

∫ α ∫ T
0 0 dx
φ0,α = − E(x )dx = − E(t) dt = 0, (21)
0 0 dt

6
we obtain three mathematical solutions:

Em = 0, (22)

sin (T + ξ0 ) = sin ξ0 , (23)

1 Em
− [sin (T + ξ0 ) + sin ξ0 ] = 0. (24)
β 2
Solution (24) violates the fluid condition (20), so it does not have any physical interest
for us. Equations (22) and (23) give us three kinds of static solutions defined as:

• The Homogeneous or Uniform Solution:

Em = 0, for β = 1 (25)

• The Type-I Solution:

T = (2n − 1)π − 2ξ0 > 0, for n = 1, 2, . . . (26)

[ ]
cos (2ξ0 ) + 1
αβ = (2n − 1)π − 2ξ0 + (β − 1) sin (2ξ0 ) + , for β 6= 1 (27)
tan(ξ0 )
Or ξ0 = 0, for β = 1 (28)

• The Type-II Solution:

T = 2nπ, for n = 1, 2, . . . (29)

αβ = 2nπ, (30)

ξ0 free, with the exception of the fluid condition (20). (31)

The Homogeneous or Uniform solution, valid only for the unitary β value, is given by
E(t) = 0, ve (t) = 1/β = 1, x(t) = t/β = 1 (remembering that t is the particle flight time),
and total transit time T = α. The Type-I solution for β 6= 1 is obtained through the
numerical solution of the transcendental equation (27), and trivially by Eq. 28 for β = 1.
The Type-II solution corresponds to discretized values of the product αβ. Naturally, Type-I
and Type-II solutions have to satisfy the fluid condition (20). Given a valid ξ0 value, both
Type-I and Type-II solutions are defined by Eq. (17) in Eqs. (15), (16), and (18).
Let the function E0 (α, β), which can be evaluated by the expression Em cos (ξ0 ). The
plot of E0 (α, β) consists of a set of piece-wised curves, due to the existent bifurcations and
due to the loss of validity of the fluid condition. These equilibria and their bifurcations are
presented in Section V when linear stability analysis results are available.

7
IV. LINEAR STABILITY ANALYSIS OF BIPARAMETRIC EQUILIBRIA

A linear stability analysis is required to classify the obtained biparametric static solutions
in order to identify the coexistence of stable equilibria and to characterize the respective
bifurcations of the system. Thus, following Chen and Lindsay [5, Section II], we obtain a
pair of integral equations which represents the system dynamics. For our sets of variables
and parameters, these equations are given by

( ) ∫ t
τL 1
α = + 1− sin(τL ) − E0 (t0 ) sin (t − t0 )dt0 , (32)
β β t−τL

and
[ ]
1 τL2 1−β
α E0 (t) = 2
−α +
2
[1 − cos τL − τL sin τL ] +
2 β β2
∫ t−τL
1
+ (t − ti )E0 (ti ) sin (t − ti )dti , (33)
β t
where τL (t) and E0 (t) are unknown functions, representing the total transit time and the
electric field for the fixed null x, i.e., E0 (t) = E(x = 0, t), respectively.
Godfrey’s linear perturbative approach8 was not employed here because it was not effi-
cacious for the analysis of the β 6= 1 case of the biparametric nonuniform equilibria, despite
it was able to provide a general dispersion relation for the β = 1 case. So, the linearization
procedure employed by Lawson17 is followed.
Let E0 = E00 and τL = T0 be a static solution of (32) and (33), for some α and β. Then,
these two equations can be linearized.
For the equilibrium solution, Eq. (32) implies that
∫ t
T0 (β − 1)
α = + sin(T0 ) − E0 (t0 ) sin (t − t0 )dt0 . (34)
β β t−T0

Therefore, for τL = T0 + δτ and E0 = E00 + δE0 , we have the linearization

( ) ∫ t
1 + (β − 1) cos T0
− E0 sin T0 δτ =
0
δE0 (t0 ) sin (t − t0 )dt0 . (35)
β t−T0

Similarly, the equilibrium solution in (33) implies that

[ ]
1 T02 1−β
0
α E0 = 2
−α +
2
[1 − cos T0 − T0 sin T0 ] +
2 β β2
∫ t−T0
1
+ (t − ti ) E00 sin (t − ti )dti . (36)
β t

8
So the linearization around the equilibrium solution results in
T0
α δE0 (t) = [1 + (β − 1) cos T0 − β E00 sin T0 ] 2 δτ +
β
∫ t
1
− δE0 (ti ) (t − ti ) sin (t − ti ) dti . (37)
β t−T0
Expressing δτ through (35) and substituting it in (37), we get
∫ T0
α β δE0 (t) = (T0 − ti ) δE0 (t − ti ) sin ti dti . (38)
0

By proposing a solution in the form δE = eiωt and substituting it in (38), the following
dispersion relation is obtained:
[ ]
α β (1 − ω 2 )2 = T0 (1 − ω 2 ) + e−iωT0 −(ω 2 + 1) sin T0 + 2iω cos T0 − 2iω.
(39)

Introducing ω = r − is (r, s ∈ R), two coupled, nonlinear real equations are obtained to
be solved. Given α and β, the static solution, homogeneous or not, is defined by T0 . Note
that Eq. (39) does not depend on E00 , but only on T0 . So, given the α, β and T0 values, the
solutions for r and s are obtained. Since the solution is of the form

eiωt = eirt est , (40)

the dominant mode corresponds to the highest absolute value of s. If s > 0 for this mode, we
have an increasing linear solution with time; therefore the solution is unstable. If s < 0, we
have a decreasing linear solution with time, and consequently, the static solution is stable.
For the case s = 0, the linear analysis leads us to an undefined equilibrium and the stability
definition of this equilibrium requires non-linear terms neglected in the linearization. As
usual, this solution is called a degenerate equilibrium. On the other hand, for any s, the
value of r is related to a linear oscillation frequency. So, qualitatively, what is important is
whether r = 0 (non-oscillatory linear mode) or r 6= 0 (oscillatory mode). In the next section,
we present the static solutions and their linear stability properties based on the numerical
results of the transcendental Eq. (39).

V. BIPARAMETRIC BIFURCATIONS OF STATIC SOLUTIONS

The results obtained in the two previous sections enable us to analyze and discuss the
equilibrium solution properties and their respective bifurcations. We begin our biparametric

9
analysis keeping the β value fixed and varying α/π. Figure 1 presents the bifurcation
diagram of the system as a function of α/π for (a) β = 0.99, (b) β = 1.00, and (c) β =
1.01, respectively. In these three cases, the vertical dot-dashed lines represent the Type-II
solutions (Eqs.(29-31)), disposed in the diagrams from the left to the right for n = 1, 2, . . .,
respectively. The Homogeneous solution only occurs for β = 1, corresponding to the E0 = 0
horizontal straight line in Fig. 1(b). All the other branches in Fig. 1 represent the Type-I
solutions (Eqs.(26-28)), respectively, obtained for n = 1, 2, . . . and disposed in the diagrams
from the left to the right. The stability and oscillatory properties of the equilibria are
indicated.
A first analysis of these solutions reveals that this mathematical model is structurally
unstable26 in relation to β variation. With the linear analysis of both uniform and nonuniform
static solutions, one gets that codimension-2 transcritical bifurcations occur for β = 1 and
α/π = 2k − 1, k = 1, 2, . . ., at the crossing of the Homogeneous and Type-I solutions.
For β < 1, we have pairs of perfect or imperfect saddle-node bifurcations24 , also called
imperfect tangent or folding bifurcations, at respective returning points near α/π = 2k − 1,
k = 1, 2, . . ., with the only presence of corresponding Type-I solutions in the respective
bifurcating branches. Finally, for β > 1, each unitary-β transcritical bifurcation gives place
to disconnected branches. Figure 2 presents the critical lines of the saddle-node bifurcations
in the stability diagram α × β for k = 2. The number of associated fixed points in each
biparametric plane region as well as the point of the transcritical bifurcation are indicated.
Strogatz27 calls β an imperfection parameter and classifies this whole biparametric scenario
as an imperfect transcritical bifurcation.
Furthermore, for the classical β = 1 case (Fig. 1(b) and its detail shown in Fig. 3(a)),
the Homogeneous solution branches, specifically those situated just at the left of the odd
values of α/π, i.e., α/π = 2k − 1, (k = 2, 3, . . .), display the next important bifurcation
sequence, as α decreases14 : Stable Non-oscillatory (SNosc), Stable Oscillatory (SOsc), and
Unstable Oscillatory (UOsc). As already mentioned, Godfrey8 verified a supercritical Hopf
bifurcation, associated to the SOsc → U Osc equilibrium transition. With this bifurcation,
a route to chaos with a period-doubling cascade develops for β = 1.0. Therefore, the
SOsc → U Osc static solution bifurcation for β = 1 is related to the chaotic regime, with no
particle reflection8,9 .
Now, we focus on the β-dependence of the correspondent bifurcating branch at the left

10
of α/π = 3, as displayed in Fig. 3, and identified as the lower left branch of the Type-I
solution for β 6= 1.0 and n = 2. For β = 0.99 (Fig. 3(b)), the same bifurcation sequence
of the unitary β case takes place. For 0.96 ≤ β ≤ 0.98 (Fig. 3(c)), the SN osc does not
exist; and for β = 0.95 (Fig. 3(d)), just the U Osc solution can be found in this lower left
branch. For β > 1, the static solution SN osc of this sequence could not be detected, but the
transition SOsc → U Osc can be found for 1.0 ≤ β ≤ 1.36 for k = 2. For k = 3 solutions,
this transition’s total interval corresponds to 0.980 ≤ β ≤ 1.605.

Thus, this biparametric extension of the equilibria linear analysis predicts that the su-
percritical Hopf bifurcation, which is followed by a period-doubling route of the first chaotic
window, can be found for 0.96 ≤ β ≤ 1.36, but not for β ≤ 0.95 or β ≥ 1.37, in qualitative
accordance with the numerical dynamical evolution results reported by Chen and Lindsay5 .
Figure 4 shows the critical lines in the biparametric plane α/π×β of the static solution bifur-
cation SOsc → U Osc, both for k = 2 and k = 3. Chen and Lindsay5 reported four regimes
in a biparametric stationary solution analyses, containing only the first chaotic window.
The four regimes presented in [5, Fig.10] are a stable static solution region, an oscillatory
solution regime, a chaotic regime, and an unstable regime. Refs. 6 and 15 also exhibit these
results. The excellent qualitative accordance of the k = 2 line of Fig. 4 with the boundary
of the stable region and oscillatory region, delineated in the biparametric diagram of sta-
tionary solutions by Chen and Lindsay28 , justify the association between this static solution
bifurcation and the supercritical Hopf bifurcation in the biparametric plane. Furthermore,
we emphasize that their remarks are consistent both with this equilibria analysis and the
multistable stationary investigation presented here and in Ref. 25, respectively. For instance,
besides the stable equilibrium-oscillatory-chaotic-unstable state sequential transition, Chen
and Lindsay report stable solutions for β > 1.3, detecting the same non-oscillatory stable
static solution branch as our analysis, as it will depicted in Figs. 6, 7, and 8; and an unstable
regime for β < 1.0, which is a multistable solution coexisting with the non-oscillatory stable
equilibrium. Our PIC-simulations25 were only able to detect this stable equilibrium, for
β < 1.0, for much more energetic initial conditions for the uniform plasma electrons than
for the injected beam electrons. This observability requirement is associated with the basin
of attraction of this attracting equilibrium. Figure 4 also shows the k = 3 curve, including
the results associated with the second chaotic window, investigated for β = 1 by Barroso et
al.9 Observe that the β upper bound for the existence of this bifurcation is higher for k = 3

11
than for k = 2.
Therefore, we can assert that the well known β = 1, one-fluid chaotic classical intervals
are extended to the full biparametric plane, restricted to the occurrence of the indicated
SOsc → U Osc biparametric equilibrium bifurcations reported here.
Type-II solutions correspond to degenerate solutions. Despite their stability properties
are not defined by the linear analysis, it is possible to observe that the intersections of
the Type-II solution branches and the Type-I solution branches at imperfect transcritical
bifurcations are related to the exchange of oscillatory properties of the Type-I unstable
branches, as can be observed in Figs. 1, and 5 to 8.
Other SOsc → U Osc bifurcations are found in Type-I solution branches, as illustrated
by Figs. 1, especially the inset of Fig. 1(a). The Type-I solution branches of the cases
β = 0.99 and n = 3, 4; and β = 1.01 and n = 2, which correspond to the right lower
branch of transcritical bifurcations for β = 1, present particularly stable solutions, followed
by unstable equilibria with very low linear growth rates (order of magnitude of s values is
about −3 or −4, while in the usual cases, it varies from 0 to −1) and again weakly stable
solutions. For values of β farther from the unity, these branches do not present any stable
solution (Fig. 5).
For decreasing values of β, the equilibrium solution branches get more and more spaced,
as can be seen in Fig. 5(a) for β = 0.75. For β > 1, the main stable solution, obtained for
n = 1, corresponds to a continuous branch. Figure 5(b) illustrates the case β = 1.9, for
which just the n = 1 remains stable.
For fixed values of α, a saddle-node bifurcation (SNB) involving a pair of Type-I solu-
tions can be observed as a function of β, as illustrated by Fig. 6 for α/π = 1.5 and by
Fig. 7 for α/π = 2.5. For α = 1.5π, the SNB parameter is βcr1 = 0.9131503, while for
α = 2.5π, the critical value is 0.674080. The lower SNB branch corresponds to the main
stable solution of the system, which is non-oscillatory, and the upper SNB branch corre-
sponds to an unstable solution. This unstable solution branch ends at βcr3 with the loss of
validity of the fluid condition given by Eq. (20). Therefore, βcr3 is no longer a bifurcation
parameter, but a critical value at which the mathematical solution loses physical interest.
The unstable solution branch has its linear oscillatory property changed at the imperfect
transcritical bifurcation, which takes place at the intersection of Type-I unstable branches
and the degenerate Type-II branches (vertical line), at βcr2 . For α/π = 1.5, these critical

12
values are given by βcr2 = 1.3333 and βcr3 = 1.8262. The grey lines depict the mathematical
solutions which do not satisfy the one-fluid condition. For α/π = 2.5, a new, one-fluid,
unstable branch and a new degenerate branch can be found in relation to the α/π = 1.5
case. The main SNB was studied here for the interval 0.1 < α/π < 5.0. In this interval, the
βcr1 value decreases with the decreasing of the α/π value.
Our analysis of multistability of this system through Particle-In-Cell simulations25 corrob-
orates the theoretical results depicted by Figs. 6 and 7, for both α/π = 1.5 and α/π = 2.5.
In these numerical experiments, only virtual cathode oscillations were observable for β < β ∗ ,
where β ∗ / βcr1 , while for β > β ∗ , multistable steady-states were found, including the the-
oretical SNB stable equilibrium branch. Indeed, the observed β ∗ was slightly smaller than
βcr1 , due to the so-called ghost phenomenon associated to the SNB27 .
For increasing α/π values, bifurcations in the biparametric plane involving the unstable
solutions can be observed. A new imperfect transcritical bifurcation scenario can be de-
scribed: For α/π = 2.86058, there are two disconnected unstable branches, one oscillatory
and one non-oscillatory, as can be seen in Fig. 8(a) and its inset. Figure 8(b) presents the
bifurcation diagram for α/π = 2.87, illustrating the pair of imperfect saddle-node bifurca-
tions which take place for α/π ≥ 2.860594. Thus, for 2.860592 < α/π < 2.860594 a codim-2
imperfect transcritical bifurcation occurs. The lines of critical values of parameters at which
the pair of saddle-node bifurcations and this codim-2 imperfect transcritical bifurcation are
presented by Fig. 9. When the fixed α/π value increases, other Type-I solution branches can
be involved in the occurrence of a similar biparametric imperfect transcritical bifurcation
followed by pairs of imperfect SNB.
Furthermore, in Fig. 8(b), the right lower branch of the imperfect SNB presents the
bifurcation sequence SN osc → SOsc → U Osc, as β increases, and in the end of the branch,
a SOsc solution. The two SOsc → U Osc equilibrium bifurcations observed here are the
bifurcations situated in the biparametric plane prescribed by Fig. 4 for k = 2 and α/π = 2.87.
Figure 8(b) also shows the Homogeneous solution, located at the intersection of the vertical
and horizontal dotted lines, been unstable in this case and stable for 2.896 < α/π < 3.0.
For α/π ' 2.896, the SOsc → U Osc bifurcation of the β = 1 Homogeneous equilibrium
solution and associated supercritical Hopf bifurcation take place.
In Fig. 10, the classical β = 1 case of the spatial profile of the electric field, the electronic
charge density, and the electronic velocity of the static solutions are presented as a function

13
of x/α, while x/α is shown as a function of the Lagrangian flight time t/π, for α/π =
2.5. Reexamining Fig. 1(b), for α/π = 1.5, two static solutions are found, specifically, the
unstable Homogeneous solution and the stable Type-I solution (with E0 < 0), corresponding
to n = 1 in Eqs. (26-28). For the case α/π = 2.5, a new unstable solution, with E0 > 0,
corresponding to n = 2, is found. We call attention to the difference between the profiles of
the unstable and stable Type-I non-homogeneous solutions in this case. While the respective
stable curves are very smooth, the unstable ones present charge accumulation where electron
density grows abruptly and particle velocity goes to zero. Figure 10 presents two regions of
charge accumulation for α/π = 2.5. This profile is characteristic of time evolutions which
lead to virtual cathode formation on the system, as discussed by Terra et al.10
In Fig. 11, we follow the transformations of the equilibria of Fig. 6, showing the spatial
dependence of static solutions for α/π = 1.5 and four values of β. In Fig. 11(a), we have the
solutions for β = 0.915, that is a value greater, but near βcr1 . In this case, both solutions
appear together in βcr1 ; i.e., they are identical for βcr1 ; and are modified and move away
from each other as β increases. Figure 11(b) presents the classical β = 1 case, at which the
unstable solution is the Homogeneous solution. Figure 11(c) corresponds to β = 1.15, that
is, a value greater than the classical unitary value. In this case, the unstable equilibrium
corresponds to a non-homogeneous solution with E0 > 0, but with a profile still similar to
that of the Homogeneous solution. Finally, Fig. 11(d) refers to β = 1.82, a value near, but
lower than βcr3 . In this case, it is evident that the upper solution branch of Fig. 6 evolves to
a typical configuration of virtual cathode formation; that is, of an accumulation of localized
charges, which in this case occurs in the center of the system. For the four cases of Fig. 11,
the lower branch of Type-I solutions with E0 < 0 of the diagram of Fig. 6 conspicuously
corresponds to smooth stable spatial profiles.
Similarly, for α/π = 2.5, four β values are considered in Fig. 12 for the equilibria snap-
shot analysis. They are 0.95, 1.25, 1.33, and 1.86, which were chosen in order to explore
distinct interest regions of the bifurcation diagram in Fig. 7. Three solutions, shown in
Fig. 12(a), coexist for β = 0.95: (1) an unstable solution with E0 > 0, presenting two
charge accumulation regions located near the system’s edges (dot-dashed lines); (2) an un-
stable solution, similar to the Homogeneous solution, but with positive E0 (dashed lines);
and (3) a stable solution with E0 < 0 and smooth spatial profiles (solid lines). We can
verify that the β = 0.95 case presents profiles analogous to the β = 1.0 case, except for two

14
small differences: (i) a more accentuated charge accumulation is observed in the β = 0.95
unstable solution than in the respective classical β = 1.0 case, because the lower one-fluid
validity critical parameter of this unstable equilibria is very near to β = 0.95; (ii) the charge
accumulations for the β = 0.95 case are located nearer to the system’s edges than those
for the β = 1.0 case. For β = 1.25 (Fig. 12(b)) and 1.33 (Fig. 12(c)), we can observe
the characteristic change of these profiles. The charge accumulation region of solution (1)
becomes more attenuated (observe the scale change among the plots), while solution (2),
which belongs to the unstable branch that passes through the Homogeneous case, presents a
unique charge accumulation formation in the central region of the system, as well observed
in the α/π = 1.5 case. This configuration becomes more emphasized for the β = 1.33 case,
a value near the critical value at which the second solution loses physical meaning. For the
case β = 1.86, shown by Fig. 12(d), with only two one-fluid physical solutions, we have the
evolution of solution (1) to a state near to the correspondent critical state, with two charge
accumulation regions, situated in more central regions of the diode than those two regions
in Figs. 12(a)-(c). Stable solution (3) does not present any qualitative change of behavior.

VI. CONCLUSIONS

The bifurcations of equilibria of the biparametric version of the fluid model of the classical
Pierce diode were investigated in detail, revealing that this system is structurally unstable
in relation to the second control parameter of the system, the ratio of the plasma ion density
to the injected electron beam density. Codimension one and two bifurcations were identi-
fied and characterized. Specifically for β 6= 1, as a symmetry of the system is broken, the
uniparametric transcritical bifurcations of the classical case correspond to imperfect tran-
scritical bifurcations in the biparametric model. In excellent qualitative accordance with
steady-states observed in numerical experiments, we were able to identify, based on our the-
oretical analysis, the regions in the biparametric plane at where one-fluid chaotic solutions
generated by a period-doubling cascade can occur. Finally, the analysis of the metamor-
phoses of the equilibria profiles presents transitions from smooth profiles (near saddle-node
bifurcations) to singular profiles which resemble virtual cathode formation dynamical so-
lutions observed in particle-in-cell simulations. Both the biparametric dependence of the
equilibria and of their spatial profiles are investigated and corroborated by Particle-In-Cell

15
simulations reported by Terra25 .
Our theoretical analysis is valuable in the study of the electron beam transport in the
presence of plasmas. In particular, plasma-filled microwave devices have been receiving
renewed interest, since it has been proved that the presence plasmas may enhance the maxi-
mum transported current of electron beams through devices, enhance operation frequency of
microwave tubes, and potentially reduce or eliminate guiding magnetic fields in microwave
source devices29,30 . In this context, the comprehension of the essential dynamical structures
and features of plasma-filled systems is essential to explore their potential applications.

ACKNOWLEDGMENTS

This work was partially supported by Fapesp.

REFERENCES

1
J. R. Pierce, J. Appl. Phys. 15, 721 (1944).
2
S. Kuhn, Contrib. Plasma Phys. 34, 495 (1994), and references therein.
3
C. K. Birdsall and A. B. Langdom, Plasma physics via computer simulation, Taylor &
Francis, 2004.
4
C. K. Birdsall and W. B. Bridges, Electron dynamics of diode regions, Academic Press,
1966.
5
X. Chen and P. A. Lindsay, IEEE Trans. Plasma Sci. 24, 1005 (1996).
6
X. Chen, P. A. Lindsay, and J. Zhang, Phys. Plasmas 7, 3976 (2000).
7
S. J. Hahn and K. H. Pae, Phys. Plasmas 10, 314 (2003).
8
B. B. Godfrey, Phys. Fluids 30, 1553 (1987).
9
J. J. Barroso, M. O. Terra, and E. E. N. Macau, Int. J. Bifurcation and Chaos 11, 2579
(2001).
10
M. O. Terra, J. J. Barroso, and E. E. N. Macau, Physica A 283, 119 (2000).
11
S. A. Kurkin, A. A. Koronovskii, and A. E. Hramov, Technical Physics 54, 1520 (2009).
12
N. F. Rulkov, Phys. Rev.Lett. 86, 183 (2001).
13
E. M. Izhikevich, Int. J. Bifurcation and Chaos 10, 1171 (2000).
14
J. R. Cary and D. S. Lemons, J. Appl. Phys. 53, 3303 (1982).

16
15
X. Chen and P. A. Lindsay, IEEE Trans. Plasma Sci. 28, 462 (2000).
16
K.T. Alligood, T.D. Sauer, and J.A. Yorke, Chaos: An Introduction to Dynamical Systems,
Springer-Verlag, 1996, New York.
17
W. S. Lawson, Phys. Fluids 1, 1483 (1989).
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W. S. Lawson, Phys. Fluids 1, 1493 (1989).
19
M. Kocan, S. Kuhn, and D. Tskhakaya, Contrib. Plasma Phys. 46, 322 (2006).
20
H. Friedel, R. Grauer, and K. H. Spatschek, Phys. Plasmas 5, 3187 (1998).
21
N. Krahnstover, T. Klinger, F. Greiner, and A. Piel, Phys. Lett. A 239, 103 (1998).
22
T. Klinger, C. Schroder, D. Block, F. Greiner, A. Piel, G. Bonhomme, and V. Naulin,
Phys. Plasmas 8, 1961 (2001).
23
A. E. Hramov, A. A. Koronovskii, and I. S. Rempen, Chaos 16, 013123 (2006) .
24
The term imperfect, as usual, can be applied with two distinct meanings in this paper.
Firstly, when it characterizes a isolated bifurcation, as it occurs in this point of the text, it
means that the bifurcation involves equilibria branches with stabilities different from those
of the classical case. For instance, a saddle-node bifurcation which involves only unstable
solution branches. In the second case, following Strogatz27 , the term imperfect refers to
a biparametric bifurcation scenario at where a codimension-2 bifurcation occurs. Such a
imperfect biparametric scenarios are shown by Figs. 2 and 9.
25
M. O. Terra, Biparametric Dynamical Analysis of The Electron Beam Transport in Two
Electrostatic Systems, to be published.
26
S. Wiggins, Introduction to Applied Nonlinear Dynamical Systems and Chaos, Springer,
2nd edition, 2003.
27
S. H. Strogatz, Nonlinear Dynamics and Chaos: With Applications To Physics, Biology,
Chemistry, And Engineering, Perseus Books, Cambridge, 1994.
28
Note that in Fig. 10 of Ref. 5, the system parameters are not defined as the same form as
in the present contribution, given that the abscissa parameter of Chen and Lindsay can
√
be expressed as a function of our parameters as (α/π)/ β.
29
D. M. Goebel, Y. Carmel, and G. S. Nusinovich, Phys. Plasmas 6, 2225 (1999).
30
G. S. Nusinovich, Y. Carmel, T. M. Antonsen, D. M. Goebel, and J. Santoru, IEEE Trans.
on Plasma Sci. 26, 628 (1998).

17
 Figure Captions

Fig. 1 The bifurcation diagram of static solutions of the one-dimensional fluid model as a
function of α/π for (a) β = 0.99, (b) β = 1.0, and (c) β = 1.01. The stability properties of
the distinct branches are depicted by the different lines, while the oscillation properties of
the branches are indicated by Osc (oscillatory mode) and Nosc (non-oscillatory mode). The
specific solutions are denoted by: (1) n = 1 Type-II solution; (2) n = 2 Type-II solution;
(3) n = 1 Type-I solution; (4) n = 2 Type-I solution; (5) n = 3 Type-I solution; (6) n = 4
Type-I solution; and (7) the Homogeneous solution. The inset of (a) presents details of the
bifurcations and the critical parameters of the right side branches of the value α/π = 3.

Fig. 2 The stability diagram α/π × β for k = 2, presenting a codimension-2 transcritical

bifurcation, a pair of critical lines of the saddle-node bifurcations (SNB), and the number
of corresponding fixed points in each biparametric plane region.

Fig. 3 Details of the bifurcation diagrams of static solutions of the one-dimensional fluid
model as a function of α/π, for n = 2 and (a) β = 1.0, (b) β = 0.99, (c) β = 0.97, and
(d) β = 0.95. Perfect saddle-node bifurcations occur for 0.96 ≤ β ≤ 1.0 and imperfect
bifurcations occur for β ≤ 0.95.

Fig. 4 The stability diagram displaying the critical lines of the static solution bifurcations
SOsc → U Osc (as α decreases) in the parameter plane for k = 2 (first chaotic window
region) and k = 3 (second chaotic window region). These critical lines are associated to
supercritical Hopf bifurcations.

Fig. 5 The bifurcation diagram of static solutions of the one-dimensional fluid model as a
function of α/π for (a) β = 0.75 and (b) β = 1.9.

Fig. 6 The bifurcation diagram of equilibria of the one-dimensional fluid model as a function
of β for α/π = 1.5. A saddle-node bifurcation, an imperfect transcritical bifurcation, and
the one-fluid condition violation occur at βcr1 = 0.9131503, βcr2 = 1.3333, and βcr3 = 1.8262,
respectively. The grey lines correspond to mathematical solutions which do not satisfy the
one-fluid condition.

18
Fig. 7 The bifurcation diagram of equilibria of the one-dimensional fluid model as a function
of β for α/π = 2.5. In this case, the saddle-node bifurcation occurs at βcr1 = 0.674080.

Fig. 8 The bifurcation diagram of equilibria of the one-dimensional fluid model as a function
of β for (a) α/π = 2.86058 and (b) α/π = 2.87. No bifurcation takes place in the inset detail.
In (b), the unstable β = 1.0 Homogeneous solution is depicted by the crossing of the dotted
lines.

Fig. 9 The stability diagram α/π×β presenting the the codimension-2 imperfect transcritical
bifurcation, the pair of critical lines of saddle-node bifurcations, as observed in Fig.8(b), and
the number of corresponding fixed points in each biparametric plane region.

Fig. 10 The spatial profile of static solutions for α/π =2.5 and β = 1. Respectively, E, ρe , ve
are presented as a function of x/α, and x/α as a function of the Lagrangian time t/π. Three
solutions are observed: the unstable Homogeneous solution (dashed lines), the stable Type-I
solution for n = 1 (solid lines), and the unstable Type-I solution (dot-dashed lines) for n = 2.

Fig. 11 Snapshots of static solutions for α/π = 1.5 and (a) β = 0.915, (b) β = 1.0, (c)
β = 1.15, and (d) β = 1.82. The dashed lines represent the unstable solution, while the
solid lines represent the stable equilibrium. Except for the β = 1.0 case, both are Type-I
solutions.

Fig. 12 Snapshots of the static solutions for α/π = 2.5 and (a) β = 0.95, (b) β = 1.25, (c)
β = 1.33, and (d) β = 1.86. The lines are the same as Fig. 10.

19