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\AtBeginDocument{{\noindent\small
Variational and Topological Methods:
Theory, Applications, Numerical Simulations, and Open Problems (2012).
{\em Electronic Journal of Differential Equations},
Conference 21 (2014),  pp. 61--76.
ISSN: 1072-6691.  http://ejde.math.txstate.edu,
http://ejde.math.unt.edu \newline ftp ejde.math.txstate.edu}
\thanks{\copyright 2014 Texas State University - San Marcos.}
\vspace{9mm}}

\begin{document} \setcounter{page}{61}
\title[\hfilneg EJDE-2014/Conf/21 \hfil Symmetry analysis and numerical solutions]
{Symmetry analysis and numerical solutions for semilinear elliptic systems}

\author[C. Diggans, J. Neuberger, J. Swift \hfil EJDE-2014/Conf/21\hfilneg]
{C. Tyler Diggans, John M. Neuberger, James W. Swift}  % in alphabetical order

\address{C. Tyler Diggans \newline
Department of Mathematics, Northern Arizona University, 
86005, Flagstaff, AZ  86011, USA}
\email{Tyler.Diggans@nau.edu}

\address{John M. Neuberger \newline
Department of Mathematics, Northern Arizona
University, 86005, Flagstaff, AZ  86011, USA}
\email{John.Neuberger@nau.edu}

\address{Jim W. Swift \newline
Department of Mathematics, Northern Arizona
University, 86005, Flagstaff, Arizona, USA}
\email{Jim.Swift@nau.edu}

\thanks{Published February 10, 2014.}
\subjclass[2000]{35J15, 65N30}
\keywords{Nonlinear elliptic PDE; elliptic systems; Newton's method;
\hfill\break\indent GNGA;
bifurcation}

\begin{abstract}
 We study a two-parameter family of so-called Hamiltonian
 systems defined on a region $\Omega$ in $\mathbb{R}^d$ with
 the bifurcation parameters $\lambda$ and $\mu$ of the form:
 \begin{gather*}
 \Delta u + \frac{\partial}{\partial v}H_{\lambda,\mu}(u,v)=0
 \quad \text{in } \Omega,\\
 \Delta v + \frac{\partial}{\partial u}H_{\lambda,\mu}(u,v)=0,
 \quad \text{in } \Omega
 \end{gather*}
 taking $H_{\lambda,\mu}$ to be a function of two variables satisfying certain
 conditions. We use numerical methods adapted from \textit{Automated Bifurcation
 Analysis for Nonlinear Elliptic Partial Difference Equations on Graphs}
 (Inter. J. Bif. Chaos, 2009) to approximate solution pairs.
 After providing a symmetry analysis of the solution space of pairs of
 functions defined on the unit square, we numerically approximate bifurcation
 surfaces over the two dimensional parameter space. A cusp catastrophe
 is found on the diagonal in the parameter space where $\lambda=\mu$ and is
 explained in terms of symmetry breaking bifurcation. Finally, we suggest
 a more theoretical direction for our future work on this topic. 
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\allowdisplaybreaks


\section{Introduction} 

Partial Differential Equations (PDE) is an area of
mathematics with many applications to physical systems across disciplines.
Coupled systems of reaction diffusion equations in particular can be used to
model everything from pattern formation of animal coats to chemotaxis in
chemical reactions. Our work focuses on numerically approximating steady state
solutions of systems of reaction diffusion equations with nonlinear reaction
terms that meet certain criteria. In particular, we study two-parameter families
of coupled systems of Boundary Value Problems (BVP) with zero Dirichlet boundary
conditions of the form:
\begin{equation} \label{SYS}
\begin{gathered}
 \Delta u + \frac{\partial}{\partial v}H_{\lambda,\mu}(u,v)=0
 \quad \text{in } \Omega, \\
 \Delta v + \frac{\partial}{\partial u}H_{\lambda,\mu}(u,v)=0
 \quad \text{in } \Omega,\\
u=0,\quad v=0 \quad \text{on }\partial\Omega,
\end{gathered}
\end{equation}
 where $\Omega\subseteq \mathbb{R}^d$. Such systems were named Hamiltonian
systems in~\cite{Defig}. This is believed to be due to the similarities to
Hamilton's equations with two degrees of freedom using the nonconventional
representation of kinetic energy, $T=\nabla u\cdot \nabla v$. We take
$H_{\lambda,\mu}:\mathbb{R}^2\to \mathbb{R}$ to be a nonlinear function
with two real-valued bifurcation parameters $\lambda$ and $\mu$. To
apply the methods used in this paper, the function $H_{\lambda,\mu}$ must
satisfy three conditions:
(1) the point $(0,0)$ is a critical point,
(2) the bifurcation parameters $\lambda$ and $\mu$ control the slope of the
nonlinearities near the origin, and
(3) The quadratic terms of $H_{\lambda,\mu}$
are dependent on either $u$ only or $v$ only.  As an example, we will consider
the superlinear, subcritical, two-parameter family of systems defined by the
choice \begin{equation}
H_{\lambda,\mu}(u,v)=\mu\frac{u^2}{2}+\lambda\frac{v^2}{2}+\frac{u^4}{4}
+\frac{v^4}{4}.\label{Func}
\end{equation}
This means that we will be studying the particular nonlinear
family of BVP defined by
\begin{equation} \label{PDE}
\begin{gathered}
\Delta u + \lambda v + v^3 =0 \quad \text{in } \Omega, \\
\Delta v + \mu u + u^3 =0  \quad \text{in } \Omega, \\
 u=0,\quad v=0  \quad \text{on } \partial\Omega.
\end{gathered}
\end{equation}
From~\cite{Defig}, we know that solution pairs to this Hamiltonian
system will be critical points of a related action functional.
Letting $H$ represent the Sobelev subspace $H_0^{1,2}(\Omega)$ consisting
of $L_2(\Omega)$ functions with one generalized derivative and compact
support, we can define the action functional
$J_{\lambda,\mu}:H\times H\to \mathbb{R}$ as
\begin{equation}
\begin{aligned}
J_{\lambda,\mu}(u,v)
&=\int_{\Omega}\nabla u \cdot \nabla v -H_{\lambda,\mu} \,\mathrm{d}\Omega \\
&=\int_{\Omega}\nabla u \cdot \nabla v  -\mu\frac{u^2}{2}-\lambda\frac{v^2}{2}
-\frac{u^4}{4}-\frac{v^4}{4} \,\mathrm{d}\Omega.
\end{aligned}\label{Functional}
\end{equation}
We find approximations to solution pairs $U=(u,v)\in H\times H$
using a numerical variational approach similar to that of~\cite{NSS3}.
We chose our particular function $H_{\lambda,\mu}$ due to the body of
work in existence
that deals with related families (see  \cite{CCN,NS,NSS3}).
In Section~\ref{Prelims}, we discuss the modifications to the numerical methods
from~\cite{NSS3} that were needed to apply them to systems of BVP. The contour
plots in this paper were made using Mathematica and all other graphics were made
using MATLAB. In Section~\ref{Symm}, we present a condensed symmetry digraph
relating the possible symmetry types of pairs of functions defined on the unit
square $(0,1)^2$. Using the symmetry analysis, we explain the existence of a
cusp catastrophe occurring on the $\lambda=\mu$ diagonal in the parameter space
in Section~\ref{Surface} . We then show numerical solutions of various symmetry
types along with the corresponding portions of the bifurcation diagram in
Section~\ref{Results}.  Finally, in Section~\ref{Future}, we present a future
direction for our research involving an existence proof of a minimal energy
sign-changing exactly-once solution pair for the system.

\section{Preliminaries} \label{Prelims} 

We want to find critical points of $J_{\lambda,\mu}$, since they are 
the solution pairs to \eqref{PDE}.
Such points are pairs of functions in $H$, which has an infinite set of basis
functions. Each of these basis functions is a continuous function in two
variables. Thus, we need to discretize many quantities to represent solutions
numerically. This section begins by explaining the methods used to do this. For
the convenience of the reader, we then briefly review the
Gradient-Newton-Galerkin-Algorithm (GNGA) and its constrained variations
from \cite{NSS3}. We focus on the changes made to the algorithms rather than an
in-depth explanation of the algorithms themselves. Lastly, we give some simple
solutions to\eqref{PDE} by considering a related single BVP.

\subsection{Discretization and the Galerkin basis} 

We take the $M$ lowest energy
eigenfunctions of the associated elliptic operator as a basis for a finite
subspace of $H$. This type of truncated basis is referred to as a Galerkin
basis. The eigenfunctions of the negative Laplacian operator on the region
$(0,1)^2$ are the well known products of sine functions and their eigenvalues
are the doubly indexed set $\lambda_{m,n}=(m^2+n^2)\pi^2$. We will order these
eigenvalues as
$\lambda_1=2\pi^2\leq\lambda_2=5\pi^2\leq\lambda_3=5\pi^2\leq\lambda_4=8\pi^2\leq\cdots$
and use a single index for the remainder of this paper. Thus our Galerkin basis
for $B_M\subseteq H$ can be defined as 
\begin{equation*} 
B_M= \operatorname{span}\big\{\psi_{m,n}=2\sin(m\pi x)\sin(n\pi y):
m^2+n^2<(M^*)^2\big\}, 
\end{equation*} 
where $M^*$ is chosen to define the
number of modes $M$. This ensures that we use a complete set of eigenfunctions
of each energy level chosen. For all of the results shown here, unless otherwise
specified, we used $M^*=8$, which gives $M=41$ modes. Although this is not a
large number of modes, it proved to be sufficient for all the desired results
and allowed the speed of the algorithms to be easily performed on a laptop.

We divide the region $\Omega=(0,1)^2$ into $N^*$ equal subregions. We define
$N=\sqrt{N^*}$ to be the number of subregions in a single dimension, which gives
a mesh of $N^2$ evenly spaced grid points on $(0,1)^2$. Using the values of
functions at the cell centers, we can numerically represent a function as an
$N^2$ column vector. As in \cite{NS}, we choose $N$ large enough to make the
numerical integration exact for the products of sine functions required by our
algorithm. For all of the plots unless otherwise specified, we in fact use
$N=83$ in order to make the contour plots more detailed. We can then approximate
solution pairs $U=\left(u,v\right)$ in $H\times H$ as a column vector $\bm{U}\in
\mathbb{R}^{2N^2}$. Since our function subspace is now finite dimensional, we
can also represent function pairs $U$ as truncated Fourier Sine series.  We use
a column vector $\bm{c}\in \mathbb{R}^{2M}$, where the entries of $\bm{c}$ are
the projections of $\bm{u}$ onto the basis eigenvectors followed by the
projections of $\bm{v}$ onto the basis eigenvectors. In particular, we create an
$N^2\times M$ matrix $\Psi$ where the $k^{\text{th}}$ column of $\Psi$ is the
vector approximation $\bm{\psi_k}\in \mathbb{R}^{N^2}$ of the eigenfunction
$\psi_k$ corresponding to the eigenvalue $\lambda_k$. We then have the
relationship 
\[
\bm{U}=\begin{bmatrix} \bm{u}\\ \bm{v}
\end{bmatrix}=[\Psi| \Psi] \bm{c}. 
\]

\subsection{Derivatives of the action functional}

As known, we can find solutions to system~\eqref{PDE} by finding critical 
points of the related functional \eqref{Functional}. 
We consider a pair of functions $U$ to be a
critical point of $J_{\lambda,\mu}$ if the directional derivative of
$J_{\lambda,\mu}$ at that point is zero in all of the Galerkin basis directions.
Using the limit definition of the derivative, the directional derivative in a
general direction $(w,z)$ is given by 
\begin{align*}
J_{\lambda,\mu}'(u,v)(w,z)
&=\lim_{t\to 0}\frac{1}{t}\Big[\int_\Omega\nabla (u+tw) \cdot \nabla (v+tz) - \mu
\frac{(u+tw)^2}{2} -\lambda \frac{(v+tz)^2}{2}  \\ 
&\quad  -\frac{(u+tw)^4}{4} -\frac{(v+tz)^4}{4} \,\mathrm{d}\Omega\\
&\quad - \int_\Omega\nabla u \cdot \nabla v 
 - \mu \frac{u^2}{2} -\lambda \frac{v^2}{2} -\frac{u^4}{4}
-\frac{v^4}{4} \phantom{x} \mathrm{d}\Omega\Big] \\
&=\int_\Omega\nabla u \cdot \nabla z +\nabla w \cdot \nabla v 
 - \mu u w -\lambda v z -u^3w -v^3z
\, \mathrm{d}\Omega. 
\end{align*}

Since our Galerkin basis is orthonormal, it is sufficient to check that the
directional derivatives in the $(\psi_k,0)$ and $(0,\psi_k)$ directions are zero
for each $k\in\{1,2,\dots,M\}$. One can perform calculus such as this
for all of $J_{\lambda,\mu}$'s various partial derivatives for general
nonlinearities $H_{\lambda,\mu}$. For our choice of $H_{\lambda,\mu}$, the
derivative in the $(\psi_k,0)$ direction simplifies to 
\begin{equation}
J_{\lambda,\mu}'(u,v)(\psi_k,0)
=\int_\Omega{\nabla \psi_k \cdot \nabla v -\mu u
\psi_k - u^3 \psi_k \phantom{x} \,\mathrm{d}\Omega}.  \label{DirD}
\end{equation}
The derivative in the $(0,\psi_k)$ direction is defined similarly.

We will also need the second directional derivatives of $J_{\lambda,\mu}$ in
various basis directions in order to implement Newton's method on a vector
function of the first derivatives of $J_{\lambda,\mu}$. The general result in
the $((\psi_i,0),(\psi_j,0))$ direction is given by 
\[
J_{\lambda,\mu}''(u,v)(\psi_i,0)(\psi_j,0)
=\int_\Omega{-\mu\psi_i\psi_j-3 u^2
\psi_i \psi_j \mathrm{d}\Omega}. 
\]
Derivatives in the $((0,\psi_i),(0,\psi_j))$ directions are defined similarly. 
The mixed directional derivatives in the $((\psi_i,0),(0,\psi_j))$ 
direction or the $((0,\psi_i),(\psi_j,0))$ direction both simplify to 
\[
\int_\Omega \nabla \psi_i \cdot \nabla \psi_j \mathrm{d}\Omega
=\lambda_{i}\delta_{i,j},
\]
where $\delta_{i,j}$ is the Kronecker delta function. The next
subsection uses the derivatives defined above to describe the details of the
numerical variational approach adapted from \cite{NSS3} and used in this paper.

\subsection{Numerical methods} \label{Numerical} 

We will be performing a $2M$
dimensional Newton's method to find zeros of a vector function
$g_{\lambda,\mu}:\mathbb{R}^{2M}\to \mathbb{R}^{2M}$ that approximates
the directional derivatives of $J_{\lambda,\mu}$ in the Galerkin basis
directions. We use Green's second theorem and the orthogonality of the basis
functions to simplify the leading integration terms in \eqref{DirD} to
\[ 
\int_\Omega \nabla \psi_i \cdot \nabla v -\mu u \psi_i
\mathrm{d}\Omega = -\lambda_i c_{M+i} -\mu c_i. 
\]
We then use a Riemann sum to approximate the remaining term of the 
integral by
\[ 
\int_\Omega u^3 \psi_i \mathrm{d}\Omega \approx
\frac{\bm{\psi_i}^T \bm{u}^3}{N^2}, 
\]
 where $\bm{u}^3$ represents $\bm{u}$ cubed component-wise. 
Thus, we are finding critical points of an
approximated gradient vector function $g_{\lambda,\mu}$ of $J_{\lambda,\mu}$,
where the $i^{\textrm{th}}$ component of $g_{\lambda,\mu}$ is given by
\[ 
g_{\lambda,\mu}(\bm{c})_i =\begin{cases} 
-\lambda_i c_{i+M}-\mu c_i -\frac{\psi_i^T \bm{u}^3}{N^2} & \text{if }  i\leq M  \\
-\lambda_{i-M} c_{i-M}-\lambda c_i -\frac{\psi_{i-M}^T \bm{v}^3}{N^2} &
\text{if }   i>M. 
\end{cases}
\]
To implement Newton's method to find a zero of $g_{\lambda,\mu}$, 
we require the Jacobian of the vector function $g_{\lambda,\mu}$. 
For this we use the approximated Hessian matrix of
$J_{\lambda,\mu}$. Using numerical integration as above, the elements of
$h_{\lambda,\mu}$ are calculated as 
\[
h_{\lambda,\mu}(\bm{c})
=\left[\begin{array}{c|c} \\ 
\Big(-\mu \delta_{ij} - 3
\frac{(\bm{\psi}_i\cdot\bm{\psi}_j)^T \bm{u}^2}{N^2}\Big)_{ij} & \Lambda \\ \\
\hline \\ 
\Lambda & \Big(-\lambda \delta_{ij} -
3\frac{(\bm{\psi}_i\cdot\bm{\psi}_j)^T \bm{v}^2}{N^2}\Big)_{ij}\\ \\
\end{array}\right], 
\]
where $\Lambda$ is the diagonal matrix of the
ordered eigenvalues of the basis functions of $B_M$. Using $g_{\lambda,\mu}$ and
$h_{\lambda,\mu}$ as described above, the main algorithm for GNGA is the same as
in \cite{NSS3}. For the convenience of the reader we include it in
Algorithm \ref{GNGA}: 
\begin{algorithm} \caption{(GNGA) Gradient-Newton-Galerkin
Algorithm.} \label{GNGA} 
\begin{algorithmic}[1] \REQUIRE An initial guess
$\bm{c}_{\rm guess}$, tol
\ENSURE $\bm{c}$ such that $g_{\lambda,\mu}(\bm{c})=0$ 
\STATE Set $\bm{c}=\bm{c}_{\rm guess}$\\ \STATE
Compute $g:=g_{\lambda,\mu}(\bm{c})$\\ 
\WHILE{$|g|>\textrm{tol}$} 	
\STATE Compute $h:=h_{\lambda,\mu}(\bm{c})$\\ 	
\STATE  Solve $g=h\chi$ for search direction $\chi$ \\ 	
\STATE  Set $\bm{c}=\bm{c}-\chi$\\ 	
\STATE  Update $g:=g_{\lambda,\mu}(\bm{c})$\\ 
\ENDWHILE 
\end{algorithmic} 
\end{algorithm}

This algorithm only differs from the one used in \cite{NSS3} by the definitions
of $g_{\lambda,\mu}$ and $h_{\lambda,\mu}$. Since the methods in~\cite{NSS3}
were designed to follow bifurcation branches, we restrict our searches in the
two-dimensional parameter space to one-dimensional diagonal lines of the form
$\lambda=\mu+s$, with $s$ fixed in $\mathbb{R}$. In this way, we have only one
bifurcation parameter when following a particular branch. As in~\cite{NSS3}, we
use two different constrained GNGA methods to find and follow new branches for a
fixed $s$ value. The appended vector $\tilde{\bm{c}}=(\bm{c},\lambda)$ is
considered a solution if $g_{\lambda,\mu}(\bm{c})=0$ for the parameter value
$\lambda$. The constrained GNGA methods allow the bifurcation parameter
$\lambda$ to vary as an additional variable. This brings the need for an
additional equation in order to have a determined system. In each constrained
variation of GNGA we define a constraint equation
$\kappa\left(\tilde{\bm{c}}\right)=0$.

We define an appended gradient vector $\widetilde{g}_{\lambda,\mu}$ and Hessian
matrix $\widetilde{h}_{\lambda,\mu}$ for a given $\kappa$ as 
\[
\widetilde{g}_{\lambda,\mu}(\bm{c})
=\left[\begin{array}{c} 
g_{\lambda,\mu}(\bm{c})\\ \\ \hline 0 \end{array}\right] \quad \text{ and }\quad
\widetilde{h}_{\lambda,\mu}(\bm{c})
=\left[ \begin{array}{c|c} 
h_{\lambda,\mu}(\bm{c})&\frac{\partial g_{\lambda,\mu}}{\partial \lambda}\\
&\\ \hline 
(\nabla_{\bm{c}}\phantom{x} \kappa)^T&
\frac{\partial\kappa}{\partial \lambda}
\end{array}\right].
\]
Appending the zero to $g_{\lambda,\mu}$ ensures $\tilde{\bm{c}}$ satisfies the
constraint equation $\kappa(\tilde{\bm{c}})=0$. To implement the constrained
variations of GNGA, we use Algorithm~\ref{GNGA} with the substitution of
$\widetilde{g}_{\lambda,\mu}$ and $\widetilde{h}_{\lambda,\mu}$ for
$g_{\lambda,\mu}$ and $h_{\lambda,\mu}$ respectively.

We now describe the numerical approach in the order in which our code implements
each stage. We start by following the known branch of trivial solutions. When at
a bifurcation point, we find and follow new branches. The tangent-GNGA (tGNGA)
method is used to follow a symmetry invariant branch, given an old and a current
solution denoted $\tilde{\bm{c}}_{\textrm{old}}$ and
$\tilde{\bm{c}}_{\textrm{cur}}$. We begin by computing an approximated tangent
vector as 
\[
\bm{T}=(\tilde{\bm{c}}_{\textrm{cur}}-\tilde{\bm{c}}_{\textrm{old}})/
\|\tilde{\bm{c}}_{\textrm{cur}}-\tilde{\bm{c}}_{\textrm{old}}\|\in
\mathbb{R}^{2M+1}. 
\] 
We then choose an initial guess by setting
$\tilde{\bm{c}}_{\rm guess}=\tilde{\bm{c}}_{\textrm{cur}}+b \bm{T}$ where
$b$ is the branch-following speed. Here we used a less dynamic version of the
algorithm than the one given in~\cite{NSS3}, in which our step size $b$ is fixed
at $b=0.5$. When more detail is needed, we change the step size manually. We
define the tangent constraint to be
$\kappa_t(\tilde{\bm{c}}):=(\tilde{\bm{c}}-\tilde{\bm{c}}_{\rm guess})\cdot
\bm{T}$. Hence the result
$\tilde{\bm{c}}=\textbf{tGNGA}(\tilde{\bm{c}}_{guess},\bm{T})$ satisfying
$\kappa_t(\tilde{\bm{c}})=0$ lies in the hyperplane passing through our guess
and perpendicular to $\bm{T}$. See~\cite{NSS3} for more details on this method.

From the implicit function theorem,  we know that bifurcation points can only
occur when the Hessian matrix has a zero eigenvalue. Thus, while following a
symmetry invariant branch, we monitor the Morse index (MI) of the approximated
Hessian matrix $h_{\lambda,\mu}$.  When a change in Morse index is observed
between two consecutive solutions, say from a MI of $k$ at
$\tilde{\bm{c}}_{\textrm{old}}$ to a MI of $k+\delta$ at
$\tilde{\bm{c}}_{\textrm{cur}}$, we implement a vector secant method to find the
bifurcation point(s) between them. For the particular $k$ value we first define
a function $\beta:\mathbb{R}^{2M+1}\to\mathbb{R}$ that maps solution
vectors $\tilde{\bm{c}}$ to the $k^\textrm{th}$ eigenvalue of
$h_{\lambda,\mu}(\bm{c})$. Then given the two solutions $\tilde{\bm{c}}_0$ and
$\tilde{\bm{c}}_1$ where the MI changes and the fixed, approximate tangent
vector
$T=(\tilde{\bm{c}}_1-\tilde{\bm{c}}_0)/\|\tilde{\bm{c}}_1-\tilde{\bm{c}}_0\|$,
we iterate the following until $\beta(\tilde{\bm{c}}_i)$ is less than a given
tolerance:

\begin{itemize} 
\item Set $\tilde{\bm{c}}_{\rm guess}=\tilde{\bm{c}}_i
-\frac{(\tilde{\bm{c}}_i-\tilde{\bm{c}}_{i-1})
\beta(\tilde{\bm{c}}_i)}{(\beta(\tilde{\bm{c}}_i)
-\beta(\tilde{\bm{c}}_{i-1}))}$

\item Set $\tilde{\bm{c}}_{i+1}=\textrm{\textbf{tGNGA}}
(\tilde{\bm{c}}_{\rm guess},\bm{T})$

\item  Set $i=i+1$. 
\end{itemize} 
Once we find the bifurcation point $\tilde{\bm{c}}^*$ using the vector 
secant method, we then use the cylinder-GNGA (cGNGA) method adapted 
from \cite{NSS3} to find a solution with a nonzero
projection onto a subspace $E$ of the critical eigenspace of
$h_{\lambda,\mu}(\tilde{\bm{c}}^*)$. To do this we constrain our search to
solutions that lie on the cylinder 
$C=\{\tilde{\bm{c}} \in \mathbb{R}^{2M+1} :
\|P_E(\tilde{\bm{c}}-\tilde{\bm{c}}^*)\|=\epsilon\}$, where
$P_E$ is the orthogonal projection onto $E$ and $\epsilon$ is a small fixed
parameter. This requirement leads us to the constraint
$\kappa_c(\tilde{\bm{c}})=\frac{1}{2}(\|P_E(\tilde{\bm{c}}-\tilde{\bm{c}}^*)\|^2-\epsilon^2)=0$.
We use an initial guess of
$\tilde{\bm{c}}_{\rm guess}=\tilde{\bm{c}}^*+\epsilon\hat{e}$, where
$\hat{e}$ is a randomly chosen unit vector in the space $E$. We then use the
bifurcation point $\tilde{\bm{c}}^*$ and the result
$\tilde{\bm{c}}_\textrm{cur}=\textbf{cGNGA}(\tilde{\bm{c}}^*)$ to implement
$tGNGA$ to follow this new branch. In this way, we can theoretically find all
solutions connected to the trivial bifurcation surface.
The next subsection gives our initial solutions to Equation~\eqref{PDE} 
by considering a special case.

\subsection{A related single parameter family of PDE} 

Our first solutions to \eqref{PDE} come from the restriction of setting 
$\lambda=\mu$ and $u=v$. In this case, our system becomes two copies 
of a well known family of single BVP given by 
\begin{equation} \label{Single}
\begin{gathered}
\Delta u + \lambda u + u^3= 0  \quad\text{in } (0,1)^2  \\
u=0,\quad v=0 \quad  \text{on }\partial (0,1)^2  .
\end{gathered}
\end{equation}
This family was studied in \cite{NS} in detail. Thus, we know that the
trivial function $u\equiv 0$ is a
solution to \eqref{Single} for all values of $\lambda$, and that there are
primary branches bifurcating from the trivial branch when $\lambda$ equals the
eigenvalues of the elliptic operator (i.e.
$\lambda=\lambda_{m,n}=(m^2+n^2)\pi^2$ for $m,n\in\mathbb{Z}^+$). Note that
there are no bifurcations from the trivial branch for negative parameter values
in this restrictive case. We will find much richer bifurcation behavior in the
system including bifurcations for negative parameter values, but the solutions
given here give us an intuition of what types of solution pairs to expect in the
system.

\section{Symmetry of the solution space} \label{Symm}

 We present a symmetry analysis of the solution space consisting of pairs 
of functions defined on the unit square. The study of any dynamical system 
that can be represented as a coupled system of PDE defined on a pair of 
unit squares will benefit from the
symmetry analysis in this section. In symmetry breaking bifurcations, we
generally see solution branches of more symmetry bifurcating to solution
branches of less symmetry. Thus, knowing the full symmetry digraph of a solution
space will allow us to predict and understand the connections between parent and
child branches in the bifurcation diagram. In addition, we can assure whether
solutions of all possible symmetry types have been found for a given system.

The symmetry of a pair of functions defined on the unit square is isomorphic to
the group $D_4\times\mathbb{Z}_2\times \mathbb{Z}_2$. Figure \ref{SymmPic} shows
a pair of unit squares in gray along with the generators chosen to represent the
symmetry group of $D_4\times\mathbb{Z}_2$. Here $\rho$ is the $90\deg$ rotation
of both functions, $\tau$ is the reflection of both functions about a particular
diagonal, and $\sigma$ is the symmetry between the two functions. The second
copy of $\mathbb{Z}_2$ takes into account that a function may be positive or
negative at a given point. This is represented by the generator $\langle
-1\rangle$ 

\begin{figure}[ht]
\begin{center}
\includegraphics[width=0.4\textwidth]{fig1} % SymmPic
\end{center}
\caption{A pair of unit squares whose symmetry is isomorphic to
 $D_4\times\mathbb{Z}_2$ and
can be generated by $\langle \rho, \tau, \sigma\rangle$} \label{SymmPic}
\end{figure} 
From \cite{NSS3}, we know that $D_4$ symmetry is isomorphic to the
symmetry of the graph shown in Figure~\ref{Graph} (a). 
Thus when studying a pair
of functions on the unit square, the symmetry of the pair can be modeled by two
copies of this graph, where the two vertices of each corner of the squares are
identified. This graph can be represented in three dimensions as a polygon with
two octagonal faces, four hexagonal faces and eight triangles as shown in
Figure~\ref{Graph} (b). 

\begin{figure}[ht]
\begin{center}
\begin{tabular}{@{}c@{}c@{}}
\includegraphics[width=0.3\textwidth]{fig2a} \quad % D4Graph 
&\includegraphics[width=0.35\textwidth]{fig2b} % perspectivegraph
\\ (a) & (b)
\end{tabular}
\end{center}
\caption{(a) A graph with the same symmetry as $D_4$. (b) A
graph with the same symmetry as $D_4 \times \mathbb{Z}_2$} \label{Graph}
\end{figure} 

The group $D_4\times \mathbb{Z}_2\times \mathbb{Z}_2=\langle \rho,
\tau, \sigma, -1\rangle$ has $92$ different symmetry types. We use the GAP
program to condense these to a more manageable $20$ condensation classes of
symmetry types. See~\cite{GAP} for more information on this program. To
illustrate the need for this condensation, the output symmetry digraphs from the
GAP program are included in Figure~\ref{Digraphs}.

\begin{figure}[ht]
\begin{center}
\begin{tabular}{@{}c@{}c@{}}
\includegraphics[width=0.45\textwidth]{fig3a} % digraph92 
&\includegraphics[width=0.45\textwidth]{fig3b} % digraph20 
\\ (a) & (b)
\end{tabular}
\end{center}
\caption{The two output digraphs from the GAP program \cite{GAP}. The full
symmetry digraph of $D_4\times \mathbb{Z}_2\times \mathbb{Z}_2$ is given in (a),
while the condensed symmetry digraph of $D_4\times \mathbb{Z}_2\times
\mathbb{Z}_2$ is given in (b)} \label{Digraphs} 
\end{figure}

 GAP identifies two symmetry types $A$ and $B$ as related, if there is 
an automorphism of $D_4 \times \mathbb{Z}_2\times \mathbb{Z}_2$ mapping a 
representative of $A$ to a representative of $B$. The automorphisms of our 
group can be described as a $45$
degree rotation of the graph in Figure~\ref{Graph}(b), and replacing any
generator of a subgroup with its negation. All symmetry types that are related
by one of these automorphisms make up what is referred to as a condensation
class. The symmetry digraph of condensation classes is shown with more detail in
Figure~\ref{CONDDIGRAPH}. We will use the equivalence class notation 
$[\langle \rho, \tau, \sigma\rangle]$ to represent the condensation class 
for which $\langle \rho,\tau, \sigma\rangle$ is a member. For easy 
reference we will let $\mathcal{C}_i$ denote the $i^{\textrm{th}}$ 
condensation class. For example the condensation class 
$\mathcal{C}_1=[\langle \rho, \tau, \sigma\rangle]$ consists
of the eight symmetry types of the form
 $\langle \pm\rho, \pm\tau, \pm\sigma\rangle$.

%\begin{landscape} 
{\tiny %\small 
\begin{figure}[ht] \xymatrixrowsep{.01in} %\xymatrixrowsep{.02in}
\xymatrixcolsep{.01in} 
\centerline{ \xymatrix{ &&&&&&\mathcal{C}_0&&&&&&&\\
&&&&&&[\langle\rho,\tau,\sigma,-1\rangle]\ar@{->}[ddddlll] 
 \ar@{->}[ddddddddddrrrrr]^{D_4}&&&&&&&\\
&&&&&&&&&&&&&\\ &&&&&&&&&&&&&\\ &&&&&&&&&&&&&\\ &&&\mathcal{C}_1&&&&&&&&&&\\
&&&[\langle\rho,\tau,\sigma,\rangle]\ar@{->}[dddddll]\ar@{->}[dddddl]
 \ar@{->}[ddddd]\ar@{->}[dddddr]\ar@{->}[dddddddddddrrrrr]^(.65){D_4}&&&&&&&&&&\\
&&&&&&&&&&&&&\\ &&&&&&&&&&&&&\\ &&&&&&&&&&&&&\\ &&&&&&&&&&&&&\\
&\mathcal{C}_2&\mathcal{C}_6&\mathcal{C}_5&\mathcal{C}_4&&&&&&&\mathcal{C}_3&&\\
&[\langle\rho,\sigma\rangle]\ar@{->}[dddddl]\ar@{->}[ddddd]
 \ar@{->}[dddddddddddr]^(.27){\mathbb{Z}_4}&[\langle\rho^2,\rho\tau,
 \sigma\rangle]\ar@{->}[ddddd]\ar@{->}[dddddll]\ar@{->}[dddddrrrrrr]
 \ar@{->}[dddddr]&[\langle\rho,\tau\rangle]\ar@{->}[dddddll]
 \ar@{->}[ddddd]\ar@{->}[dddddl]\ar@{->}[dddddddddddrr]^(.52){D_4}&[\langle\rho^2,
 \rho\tau,\rho\sigma\rangle]\ar@{->}[dddddlll]\ar@{->}[dddddll]
 \ar@{->}[dddddl]\ar@{->}[dddddddddddr]^{D_4}
 \ar@{->}[dddddddddddrrrr]^(.53){D_4}&&&&&&&[\langle-\rho^2,\tau,\sigma
 \rangle]\ar@{->}[dddddlll]\ar@{->}[dddddl]\ar@{->}[ddddd]\ar@{->}[dddddr]&&\\
&&&&&&&&&&&&&\\ &&&&&&&&&&&&&\\ &&&&&&&&&&&&&\\ &&&&&&&&&&&&&\\
\mathcal{C}_{12}&\mathcal{C}_{13}&\mathcal{C}_9&\mathcal{C}_{11}&&&&&
\mathcal{C}_{14}&&\mathcal{C}_7&\mathcal{C}_{10}&\mathcal{C}_8&\\
[\langle\rho^2,\sigma\rangle]\ar@{->}[dddddr]\ar@{->}[dddddrr]&[\langle\rho
\rangle]\ar@{->}[ddddd]\ar@{->}[ddddddddddrrrrr]^(.55){\mathbb{Z}_4}&[\langle
 \rho^2,\rho\tau\rangle]\ar@{->}[ddddd]\ar@{->}[dddddrrr]&[\langle\rho^2,
 \rho\tau\sigma\rangle]\ar@{->}[dddddll]\ar@{->}[dddddrr]\ar@{->}[dddddrrrrr]&&&&&[
 \langle\rho\tau,\sigma\rangle]\ar@{->}[ddddd]\ar@{->}[dddddlll]
 \ar@{->}[dddddllllll]&&[\langle-\rho^2,\sigma\rangle]\ar@{->}[ddddd]
 \ar@{->}[dddddllllllll]&[\langle-\rho^2,\tau\rangle]\ar@{->}[dddddllllll]
 \ar@{->}[dddddl]&[\langle-\rho^2,\rho\tau\sigma\rangle]\ar@{->}[dddddllll]
 \ar@{->}[dddddll]&\\
&&&&&&&&&&&&&\\ &&&&&&&&&&&&&\\ &&&&&&&&&&&&&\\ &&&&&&&&&&&&&\\
&\mathcal{C}_{18}&\mathcal{C}_{16}&&&\mathcal{C}_{19}&&&\mathcal{C}_{17}&&
 \mathcal{C}_{15}&&&\\
&[\langle\rho^2\rangle]\ar@{->}[ddddrrrrr]&[\langle\sigma\rangle]
 \ar@{->}[ddddrrrr]&&&[\langle\rho\tau\rangle]\ar@{->}[ddddr]&&&[
 \langle\rho\tau\sigma\rangle]\ar@{->}[ddddll]&&[\langle-\rho^2\rangle]
 \ar@{->}[ddddllll]&&&\\
&&&&&&&&&&&&&\\ &&&&&&&&&&&&&\\ &&&&&&&&&&&&&\\ &&&&&&\mathcal{C}_{20}&&&&&&&\\
&&&&&&[\langle 1\rangle]&&&&&&&\\ } } 
\caption{The Hasse diagram of condensation
classes of symmetry types of the solution space of Equation~\eqref{PDE}. We use
the usual class notation $[\langle \rho, \tau, \sigma\rangle]$ to denote the set
of all symmetry types that are related to $\langle \rho, \tau, \sigma\rangle$
through an automorphism of the group. All directed edges represent a loss of
$\mathbb{Z}_2$ symmetry unless otherwise specified} 
\label{CONDDIGRAPH} %fig4
\end{figure}} 
%\end{landscape}


\section{Bifurcation surfaces and the cusp catastrophe} \label{Surface}

To create bifurcation surfaces over the two dimensional parameter space, we
begin by observing that the trivial pair $U=(\bm{0},\bm{0})$ is a solution to
Equation~\eqref{PDE} for all choices of the parameters $\lambda$ and $\mu$.
Hence, the trivial plane is our first bifurcation surface. As discussed in
Section~\ref{Prelims}, we know that bifurcations (and turning points) are found
when the approximated Hessian matrix $h_{\lambda,\mu}$ is not invertible. For
any set values of $\lambda$ and $\mu$ in the trivial plane, the integration
terms in $h_{\lambda,\mu}$ vanish and the Hessian becomes the block diagonal
matrix 
\[
 h_{\lambda,\mu}(\bm{0})=\left[ \begin{array}{c|c} 
\text{diag}(-\mu) & \lambda\\ \\ \hline \\ \lambda & \text{diag}(-\lambda)\\
\end{array} \right]. 
\]
This matrix is non invertible exactly when the
following $2\times 2$ matrix has a determinant of zero, for some
$k\in\left\{1,2,\dots,M\right\}$: 
\[
\begin{bmatrix} 
-\mu &\lambda_k \\ 
\lambda_k& -\lambda
\end{bmatrix} 
\]
This occurs when $\lambda\mu=\lambda_k^2$. Thus, for each $k$, we get two such
hyperbolas in the trivial plane: one in which both $\lambda$ and $\mu$ are
positive and one in which both are negative. These critical hyperbolas are the
primary bifurcation curves. Note that bifurcation curves in the two parameter
case are analogous to bifurcation points in the one parameter case. In theory,
we will have infinitely many positive and negative primary bifurcation surfaces.
Numerically, we find $2M$ primary bifurcation surfaces, half of which bifurcate
in the positive parameter space and half in the negative parameter space. Figure
$5$ shows the critical hyperbolas of the form $\lambda\mu=\lambda_k^2$ for
$k\leq 8$. 

\begin{figure}[ht]
\begin{center}
\includegraphics[width=0.6\textwidth]{fig5} %Prim
\end{center}
\caption{The 10 critical hyperbolas of the form $\lambda\mu=\lambda_k^2$ for
$k\leq8$. These are the first five bifurcation curves in the positive and
negative parameter spaces. From these curves, $16$ primary bifurcation surfaces
originate}  \label{Primary} 
\end{figure} 

Note that the other two quadrants of the parameter space do not have any 
bifurcation since the product $\lambda\mu<0$ and $\lambda_k^2>0$.
 We know that for $\lambda=\mu>0$, we have
the primary branches consisting of identical pairs of solutions to the single
PDE~\eqref{Single}. In the negative parameter space, the restriction of setting
$u=-v$ gives the system 
\begin{gather*} 
\Delta u -\mu u - u^3 =0\\
-\Delta u +\mu u + u^3 =0, 
\end{gather*} 
which is also two copies of a single PDE. Note
that here $\mu<0$, allowing the linear term to dominate the concavity of the
solution for small  $u$. Thus, $u$ can be positive and concave down satisfying
the zero Dirichlet boundary conditions. In the more general case when
$\lambda\neq\mu$ we find that $u$ and $v$ are not as simply related. On the line
$\lambda=\mu+s$, we find that the primary bifurcation points are found when
$\lambda(\lambda-s)=\lambda_k^2$. The quadratic formula gives the
$k^{\text{th}}$ pair of bifurcation points occurring when 
\[
\lambda=\frac{s\pm \sqrt{s^2+4 \lambda_k^2}}{2}. 
\]
It is important to notice that the full richness of symmetry in our system 
will only be found on the $\lambda=\mu$ diagonal since no other solution 
pairs will be invariant under $\langle\pm\sigma\rangle$. Thus, when $s\neq 0$ 
the symmetry breaking bifurcations will not follow the digraph given in
 Figure~\ref{CONDDIGRAPH}. The
symmetry behavior of these types of solutions will follow that given
in~\cite{NS}, with the difference of two unrelated functions on the unit square
instead of the single function discussed therein. This fundamental difference in
symmetry was first encountered when attempting to create the primary bifurcation
surfaces.


\begin{figure}[ht]
\begin{center}
\includegraphics[width=0.7\textwidth]{fig6} %Cusp_60deg
\end{center}
\caption{The first positive primary
bifurcation surface using only diagonals where $s\neq0$ and beginning at the
critical hyperbola for $\lambda_1=2\pi^2$. We show the norm of the solution
vector $\bm{U}$ plotted against the $\lambda$, $\mu$ plane. For reference, the
first primary bifurcation curve and the first secondary bifurcation curve on the
$\lambda=\mu$ diagonal are included as dotted and dashed-dotted lines
respectively. Note the cusp catastrophe that occurs on the $\lambda=\mu$
diagonal. The surface was made using $S=187.5$ and increments of $15$ in order
to avoid including the $s=0$ diagonal. Note that this primary surface follows
the secondary bifurcation on the $\lambda=\mu$ line, but does not bifurcate for
other diagonals} \label{Surf}
\end{figure} 

To approximate a bifurcation surface, we create polygons using linear
interpolation of solutions from diagonal lines for varying values of $s$ ranging
from some $-S$ to $S$. Figure~\ref{Surf} shows the primary bifurcation surface
created for the first positive critical hyperbola. The primary bifurcation curve
for the $s=0$ diagonal is included as a dotted line and the first secondary
bifurcation curve for $s=0$ is shown as a dashed-dotted line for reference.
Notice that the surface appears to follow just above the first secondary
bifurcation curve on the $\lambda=\mu$ diagonal. This first secondary
bifurcation on the $s=0$ line corresponds to a loss of invariance under the
transformation $\langle \sigma\rangle$, thus any other diagonal such that
$s\neq0$ will not have this bifurcation since its primary branch will not be
invariant under that transformation either. 


This phenomena is known as a cusp catastrophe. The pitchfork bifurcation 
present on the $\lambda=\mu$ diagonal
becomes a disconnected cusp bifurcation for all other diagonal lines in the
parameter space. Figure~\ref{Cusp}(a) shows the usual pitchfork bifurcation
found when $s=0$. A contour plot of the solution pair corresponding to the black
diamond in (a) is given in Figure~\ref{Cusp}(b). Figure~\ref{Cusp}(c) shows the
cusp bifurcation for the diagonal when $s=5$. Note that the two pieces of the
diagram are disconnected. We were able to find the curve bifurcating from
infinity by using the $s=0$ solution pair as an initial guess in the GNGA method
with $\lambda=\mu+5$. Figure~\ref{Cusp}(d) is a contour plot of the solution
pair corresponding to the black diamond in (c). 

\begin{figure}[ht]
\begin{center}
\begin{tabular}{@{}c@{}c@{}c@{}c@{}}
\includegraphics[width=0.32\textwidth]{fig7a} % Cusp1.png
&\includegraphics[width=0.12\textwidth]{fig7b} % Cusp_Soln_1.png
&\includegraphics[width=0.32\textwidth]{fig7c} % Cusp5.png
&\includegraphics[width=0.12\textwidth]{fig7d} % Cusp_Soln_5.png
\\ 
 (a) &(b) &(c) &(d)
\end{tabular}
\end{center}
\caption{(a) The bifurcation diagram of the first
primary curve on the $\lambda=\mu$ diagonal including the secondary bifurcation
corresponding to a loss of $\langle \sigma\rangle$ symmetry. Here and in
subsequent figures, open circles will be used to denote bifurcation points. 
(b) The contour plot of the solution pair corresponding to the diamond in (a).
(c) The bifurcation diagram of the first primary curve on the $\lambda=\mu+5$
diagonal lacking the secondary bifurcation seen in (a), together with the
disconnected portion that bifurcates from infinity. (d) The contour plot of the
solution pair corresponding to the diamond in (c)} \label{Cusp} 
\end{figure} 
In Figure~\ref{CUSPERS}, we also include an alternative plotting
scheme for the vertical axis to display the cusp bifurcation more clearly.
Contour plots of the solution pairs marked by the black diamonds from top to
bottom are also included.
 
\begin{figure}[ht] 
\begin{center}
\begin{tabular}{@{}c@{}c@{}c@{}c@{}}
\includegraphics[width=0.42\textwidth]{fig8a} % CUSPERS.png
&\includegraphics[width=0.15\textwidth]{fig8b} % CuspSoln1.png
&\includegraphics[width=0.15\textwidth]{fig8c} % CuspSoln2.png
&\includegraphics[width=0.15\textwidth]{fig8d} % CuspSoln3.png
\\ 
(a) & (b) & (c) & (d)
\end{tabular}
\end{center}
\caption{(a) A plot of $c_5-c_{M+5}$ versus the
bifurcation parameter $\lambda$. This shows the cusp bifurcation behavior more
clearly. The contours in (b), (c), and (d) show the solutions marked by the
black diamonds in (a) from top to bottom} \label{CUSPERS} 
\end{figure} 
We now connect our numerical results for the diagonal where
$\lambda=\mu$ with the symmetry analysis in Section~\ref{Symm}.

\section{Symmetry results for the diagonal where $\lambda=\mu$}\label{Results} 

The trivial solution pair is invariant under all possible
symmetry transformations including $\langle -1 \rangle$. Thus, it represents the
very top vertex of the symmetry digraph in Figure~\ref{CONDDIGRAPH}, labeled as
$\mathcal{C}_0$. Non degenerate bifurcations from the trivial branch lead to
solution pairs that are invariant under symmetry types found in the condensation
classes $\mathcal{C}_1$ and $\mathcal{C}_3$ only. We also have found some
degenerate bifurcations from the trivial branch, such as when
$\lambda=\mu=10\pi^2$ that lead to solution pairs invariant under symmetry types
found in $\mathcal{C}_6$. It is important to note that on this diagonal, all
primary branches are invariant under either $\langle\sigma\rangle$ or
$\langle-\sigma\rangle$. Figures \ref{Prims} and \ref{NegPrim} show bifurcation
diagrams and the accompanying contour plots and symmetry types of solution pairs
for the first four primary bifurcation branches where $\lambda=\mu$ for positive
parameter values and negative parameter values, respectively.

\begin{figure}[ht]
\begin{center}
\begin{tabular}{@{}c@{}c@{}c@{}c@{}c@{}}
\includegraphics[width=0.37\textwidth]{fig9a} % Prims.png
&\includegraphics[width=0.14\textwidth]{fig9b} % Prim_1_1.png
&\includegraphics[width=0.14\textwidth]{fig9c} % Prim_1_2_2.png
&\includegraphics[width=0.14\textwidth]{fig9d} % Prim_1_2_1.png
&\includegraphics[width=0.14\textwidth]{fig9e} % Prim_2_2.png
\\ 
&  $\langle \rho,\tau,\sigma\rangle$  
& $\langle -\rho^2,\tau,\sigma\rangle$  
& $\langle -\rho^2,-\rho\tau,\sigma\rangle$ 
& $\langle -\rho,\tau,\sigma\rangle$
\\ 
 (a) & (b) & (c) & (d) & (e)
\end{tabular}
\end{center}
\caption{(a) A plot of the norm of the solution vector $\bm{U}$
versus $\lambda$ for the first four positive primary curves on the $\lambda=\mu$
diagonal. (b), (c), (d), and (e) give the contour plots of the solution pairs
marked by the black diamonds in (a) from bottom to top.} \label{Prims}
\end{figure} 

\begin{figure}[ht]
\begin{center}
\begin{tabular}{@{}c@{}c@{}c@{}c@{}c@{}}
\includegraphics[width=0.37\textwidth]{fig10a} % NPrims.png
&\includegraphics[width=0.14\textwidth]{fig10b} % Prim_n1_n1.png
&\includegraphics[width=0.14\textwidth]{fig10c} % Prim_n1_n2_2.png
&\includegraphics[width=0.14\textwidth]{fig10d} % Prim_n1_n2_1.png
&\includegraphics[width=0.14\textwidth]{fig10e} % Prim_n2_n2.png
\\ 
&  $\langle \rho,\tau,-\sigma\rangle$ 
& $\langle -\rho^2,-\tau,-\sigma\rangle$ 
& $\langle -\rho^2,\rho\tau,-\sigma\rangle$ 
& $\langle -\rho,\tau,-\sigma\rangle$
\\
 (a) & (b)& (c) & (d) & (e)
\end{tabular}
\end{center}
\caption{(a) A plot of the norm of the solution vector $\bm{U}$
versus $\lambda$ for the first four negative primary curves on the 
$\lambda=\mu$
diagonal. (b), (c), (d), and (e) give the contour plots of the solution pairs
marked by the black diamonds in (a) in the order (d), (e), (c), and (b) from top
to bottom} \label{NegPrim} 
\end{figure} 

Notice that the solution pairs along
the branches bifurcating from the first and third bifurcation points are 
members of $\mathcal{C}_1$ whereas those bifurcating from the second are
 members of $\mathcal{C}_3$. Solution pairs on the fifth and sixth curves 
bifurcating from the fourth hyperbola are members of $\mathcal{C}_6$ or 
$\mathcal{C}_1$. All other primary branches are similar to these examples. 
We can then follow these bifurcation curves and as they bifurcate to daughter 
branches with less symmetry, we can follow the path on the condensed 
symmetry digraph in an expected way. 
We know on what generation of bifurcation branches to find
symmetry types in the digraph by how many edges away from the trivial symmetry
type they are found. Figure~\ref{Strings}(a) shows a portion of the bifurcation
diagram connecting the trivial branch through four bifurcations to a branch
whose solution pairs are invariant under no symmetry transformations. The
portion of (a) enclosed in the rectangle is enlarged in (b) for clarity, along
with black diamonds marking the solutions whose contours are given in
Figure~\ref{String} from right to left.

\begin{figure}[ht]
\begin{center}
\begin{tabular}{@{}c@{}c@{}}
\includegraphics[width=0.45\textwidth]{fig11a} % Stringsall.png
&\includegraphics[width=0.45\textwidth]{fig11b} % StringsClose.png
\\ (a) & (b) 
\end{tabular}
\end{center}
\caption{(a) is a part of the bifurcation diagram connecting the trivial branch
to a branch whose solutions have no symmetry. The portion enclosed in the
rectangle is enlarged in (b) for clarity. The black diamonds mark the nontrivial
solutions whose contours are given in Figure~\ref{String} from right to left}
\label{Strings} 
\end{figure}
\begin{figure}[ht]
\begin{center}
\begin{tabular}{@{}c@{}c@{}c@{}c@{}c@{}c@{}c@{}c@{}c@{}}
\includegraphics[width=0.14\textwidth]{fig12a} % String0.png
&\raisebox{10mm}[0mm][0mm]{$\overset{\longrightarrow}{D_4}$}
&\includegraphics[width=0.14\textwidth]{fig12b} % String1.png
&\raisebox{10mm}[0mm][0mm]{$\overset{\longrightarrow}{Z_2}$}
&\includegraphics[width=0.14\textwidth]{fig12c} % String2.png
&\raisebox{10mm}[0mm][0mm]{$\overset{\longrightarrow}{Z_2}$}
&\includegraphics[width=0.14\textwidth]{fig12d} % String3.png
&\raisebox{10mm}[0mm][0mm]{$\overset{\longrightarrow}{Z_2}$}
&\includegraphics[width=0.14\textwidth]{fig12e} % String4.png
\\
  $\langle \rho,\tau,\sigma,-1\rangle$ 
&&$\langle -\rho^2,\tau,\sigma\rangle$ 
&&$\langle -\rho^2,\tau\rangle$
&&$\langle -\rho^2\rangle$ 
&&$\langle 1\rangle$  
\\
$\in\mathcal{C}_{0}$ 
&&$\in\mathcal{C}_{3}$ 
&&$\in\mathcal{C}_{10}$ 
&&$\in\mathcal{C}_{15}$ 
&&$\in\mathcal{C}_{20}$
\end{tabular}
\end{center}
\caption{The contour plots of
solution pairs that correspond to the black diamonds in Figure~\ref{Strings}(b),
from right to left, given along with their symmetry types and condensation
classes.} \label{String} 
\end{figure}



\begin{figure}[ht] 
\begin{center}
\begin{tabular}{@{}c@{}c@{}c@{}c@{}c@{}}
\includegraphics[width=0.37\textwidth]{fig13a} % JValCCN.png
&\includegraphics[width=0.14\textwidth]{fig13b} % C3_S78.png
&\includegraphics[width=0.14\textwidth]{fig13c} % C3_S60.png
&\includegraphics[width=0.14\textwidth]{fig13d} % C3_S66.png
&\includegraphics[width=0.14\textwidth]{fig13e} % C3_S77.png
\\
 (a) & (b) & (c) & (d) & (e)
\end{tabular}
\end{center} 
\caption{A plot of the value of $J_{\lambda,\mu}(\bm{U})$ for the four 
primary branches whose solutions change
sign exactly once is given in (a). Figures (b) and (c) are the two solution
pairs from (a) for parameter values of $\lambda=20$ from bottom to top. Figures
(d) and (e) are the two remaining solution pairs for $\lambda=-60$ from bottom
to top. The solution pairs shown in (b) and (d) appear to be the lowest energy
among sign changing solutions, hence their existence might be proven borrowing
techniques from~\cite{CCN}} 
\label{CCN} 
\end{figure}



\section{Future direction} \label{Future}

A proof of the existence of a minimal energy sign-changing exactly-once 
solution for this system is of interest. Due to the infinite number of 
negative eigenvalues when dealing with
the full basis of $H\times H$, the concept of Morse index is not defined,
meaning an alternate to the mountain pass theorem must be used. To motivate
future effort in this direction, Figure~\ref{CCN} shows the value of
$J_{\lambda,\mu}$ for the different bifurcation branches of the possible
candidates for such a solution pair and the corresponding contour plots of the
solutions on these branches. We find that the solution type of the lowest energy
at $\lambda=20$ seems related to the one proven to exist in~\cite{CCN} for the
single PDE case. We propose representing the Galerkin basis by a rotation of the
chosen basis vectors that lends itself to the types of solutions present in the
positive and negative parameter spaces, respectively. If we define
$X=\textrm{span}\{(\psi_i,\psi_i)\}$ and $Y=\textrm{span}\{(\psi_i,-\psi_i)\}$.
Then $H\times H=X\oplus Y$ and the Hessian of $J_{0,0}(\bm{0})$ will be negative
definite on $X$ and positive definite on $Y$. In this way, we might be able to
treat the two sets separately, each with a different sense of Morse index.



\subsection*{Conclusions} We have presented a numerical method for studying
Hamiltonian systems of BVP. These are most likely to arise as steady states of
coupled systems of reaction diffusion equations with nonlinear reaction terms.
In addition, we gave an analysis of the symmetry of the space of pairs of
functions defined on the unit square, along with a representative example to
illustrate the main results. Finally, we have proposed a future direction for
this work to take a more theoretical approach in proving the existence of a
minimal energy sign-changing exactly-once solution to the system where Morse
index is not well defined due to infinitely many negative eigenvalues.

\begin{thebibliography}{99} 

\bibitem{CCN} Alfonso Castro, Jorge Cossio, John~M. Neuberger;
 \newblock A sign-changing solution for a superlinear
{D}irichlet problem. 
\newblock {\em Rocky Mountain J. Math.}, 27(4):1041--1053,1997.

\bibitem{Defig} Djairo~G. de~Figueiredo; 
\newblock  {\em Semilinear elliptic  systems: existence, multiplicity, symmetry
  of solutions}.
\newblock Handb. Differ. Equ. Elsevier/North-Holland, Amsterdam, 2008.

\bibitem{GAP} The GAP~Group;
 \newblock {\em {GAP -- Groups, Algorithms, and  Programming, Version 4.4.9}},
  2006.

\bibitem{NSS3} John~M. Neuberger, N{\'a}ndor Sieben,  James~W. Swift;
\newblock Automated bifurcation analysis for nonlinear elliptic partial
  difference equations on graphs.
\newblock {\em Internat. J. Bifur. Chaos Appl. Sci. Engrg.}, 19(8):2531--2556,
  2009.

\bibitem{NS} John~M. Neuberger, James~W. Swift.
 \newblock Newton's method and  {M}orse index for semilinear elliptic {PDE}s.
 \newblock {\em Internat. J.   Bifur. Chaos Appl. Sci. Engrg.}, 11(3):801--820,
  2001.


\end{thebibliography} 
\end{document}
