A comprehensive review of spatiotemporal pattern formation in systems driven away from equilibrium is presented, with emphasis on comparisons between theory and quantitative experiments. Examples include patterns in hydrodynamic systems such as thermal convection in pure fluids and binary mixtures, Taylor-Couette flow, parametric-wave instabilities, as well as patterns in solidification fronts, nonlinear optics, oscillatory chemical reactions and excitable biological media. The theoretical starting point is usually a set of deterministic equations of motion, typically in the form of nonlinear partial differential equations. These are sometimes supplemented by stochastic terms representing thermal or instrumental noise, but for macroscopic systems and carefully designed experiments the stochastic forces are often negligible. An aim of theory is to describe solutions of the deterministic equations that are likely to be reached starting from typical initial conditions and to persist at long times. A unified description is developed, based on the linear instabilities of a homogeneous state, which leads naturally to a classification of patterns in terms of the characteristic wave vector q0 and frequency ω0 of the instability. Type Is systems (ω0=0, q0≠0) are stationary in time and periodic in space; type IIIo systems (ω0≠0, q0=0) are periodic in time and uniform in space; and type Io systems (ω0≠0, q0≠0) are periodic in both space and time. Near a continuous (or supercritical) instability, the dynamics may be accurately described via "amplitude equations," whose form is universal for each type of instability. The specifics of each system enter only through the nonuniversal coefficients. Far from the instability threshold a different universal description known as the "phase equation" may be derived, but it is restricted to slow distortions of an ideal pattern. For many systems appropriate starting equations are either not known or too complicated to analyze conveniently. It is thus useful to introduce phenomenological order-parameter models, which lead to the correct amplitude equations near threshold, and which may be solved analytically or numerically in the nonlinear regime away from the instability. The above theoretical methods are useful in analyzing "real pattern effects" such as the influence of external boundaries, or the formation and dynamics of defects in ideal structures. An important element in nonequilibrium systems is the appearance of deterministic chaos. A greal deal is known about systems with a small number of degrees of freedom displaying "temporal chaos," where the structure of the phase space can be analyzed in detail. For spatially extended systems with many degrees of freedom, on the other hand, one is dealing with spatiotemporal chaos and appropriate methods of analysis need to be developed. In addition to the general features of nonequilibrium pattern formation discussed above, detailed reviews of theoretical and experimental work on many specific systems are presented. These include Rayleigh-Benard convection in a pure fluid, convection in binary-fluid mixtures, electrohydrodynamic convection in nematic liquid crystals, Taylor-Couette flow between rotating cylinders, parametric surface waves, patterns in certain open flow systems, oscillatory chemical reactions, static and dynamic patterns in biological media, crystallization fronts, and patterns in nonlinear optics. A concluding section summarizes what has and has not been accomplished, and attempts to assess the prospects for the future.

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Pattern formation outside of equilibrium

Macroscopic thin liquid films are entities that are important in biophysics, physics, and engineering, as well as in natural settings. They can be composed of common liquids such as water or oil, rheologically complex materials such as polymers solutions or melts, or complex mixtures of phases or components. When the films are subjected to the action of various mechanical, thermal, or structural factors, they display interesting dynamic phenomena such as wave propagation, wave steepening, and development of chaotic responses. Such films can display rupture phenomena creating holes, spreading of fronts, and the development of fingers. In this review a unified mathematical theory is presented that takes advantage of the disparity of the length scales and is based on the asymptotic procedure of reduction of the full set of governing equations and boundary conditions to a simplified, highly nonlinear, evolution equation or to a set of equations. As a result of this long-wave theory, a mathematical system is obtained that does not have the mathematical complexity of the original free-boundary problem but does preserve many of the important features of its physics. The basics of the long-wave theory are explained. If, in addition, the Reynolds number of the flow is not too large, the analogy with Reynolds's theory of lubrication can be drawn. A general nonlinear evolution equation or equations are then derived and various particular cases are considered. Each case contains a discussion of the linear stability properties of the base-state solutions and of the nonlinear spatiotemporal evolution of the interface (and other scalar variables, such as temperature or solute concentration). The cases reducing to a single highly nonlinear evolution equation are first examined. These include: (a) films with constant interfacial shear stress and constant surface tension, (b) films with constant surface tension and gravity only, (c) films with van der Waals (long-range molecular) forces and constant surface tension only, (d) films with thermocapillarity, surface tension, and body force only, (e) films with temperature-dependent physical properties, (f) evaporating/condensing films, (g) films on a thick substrate, (h) films on a horizontal cylinder, and (i) films on a rotating disc. The dynamics of the films with a spatial dependence of the base-state solution are then studied. These include the examples of nonuniform temperature or heat flux at liquid-solid boundaries. Problems which reduce to a set of nonlinear evolution equations are considered next. Those include (a) the dynamics of free liquid films, (b) bounded films with interfacial viscosity, and (c) dynamics of soluble and insoluble surfactants in bounded and free films. The spreading of drops on a solid surface and moving contact lines, including effects of heat and mass transport and van der Waals attractions, are then addressed. Several related topics such as falling films and sheets and Hele-Shaw flows are also briefly discussed. The results discussed give motivation for the development of careful experiments which can be used to test the theories and exhibit new phenomena.

Long-scale evolution of thin liquid films

A criterion is given for the convergence of numerical solutions of the Navier-Stokes equations in two dimensions under steady conditions. The criterion applies to all cases, of steady viscous flow in two dimensions and shows that if the local ' mesh Reynolds number ', based on the size of the mesh used in the solution, exceeds a certain fixed value, the numerical solution will not converge.

On the Navier-Stokes equations

The potential for sea ice-albedo feedback to give rise to nonlinear climate change in the Arctic Ocean – defined as a nonlinear relationship between polar and global temperature change or, equivalently, a time-varying polar amplification – is explored in IPCC AR4 climate models. Five models supplying SRES A1B ensembles for the 21 st century are examined and very linear relationships are found between polar and global temperatures (indicating linear Arctic Ocean climate change), and between polar temperature and albedo (the potential source of nonlinearity). Two of the climate models have Arctic Ocean simulations that become annually sea ice-free under the stronger CO 2 increase to quadrupling forcing. Both of these runs show increases in polar amplification at polar temperatures above-5 o C and one exhibits heat budget changes that are consistent with the small ice cap instability of simple energy balance models. Both models show linear warming up to a polar temperature of-5 o C, well above the disappearance of their September ice covers at about-9 o C. Below-5 o C, surface albedo decreases smoothly as reductions move, progressively, to earlier parts of the sunlit period. Atmospheric heat transport exerts a strong cooling effect during the transition to annually ice-free conditions. Specialized experiments with atmosphere and coupled models show that the main damping mechanism for sea ice region surface temperature is reduced upward heat flux through the adjacent ice-free oceans resulting in reduced atmospheric heat transport into the region.

Geophysical fluid dynamics.

We have modelled the wall region of a turbulent boundary layer by expanding the instantaneous field in so-called empirical eigenfunctions, as permitted by the proper orthogonal decomposition theorem (Lumley 1967, 1981). We truncate the representation to obtain low-dimensional sets of ordinary differential equations, from the Navier–Stokes equations, via Galerkin projection. The experimentally determined eigenfunctions of Herzog (1986) are used; these are in the form of streamwise rolls. Our model equations represent the dynamical behaviour of these rolls. We show that these equations exhibit intermittency, which we analyse using the methods of dynamical systems theory, as well as a chaotic regime. We argue that this behaviour captures major aspects of the ejection and bursting events associated with streamwise vortex pairs which have been observed in experimental work (Kline et al. 1967). We show that although this bursting behaviour is produced autonomously in the wall region, and the structure and duration of the bursts is determined there, the pressure signal from the outer part of the boundary layer triggers the bursts, and determines their average frequency. The analysis and conclusions drawn in this paper appear to be among the first to provide a reasonably coherent link between low-dimensional chaotic dynamics and a realistic turbulent open flow system.

The dynamics of coherent structures in the wall region of a turbulent boundary layer.

The Kuramoto-Sivashinsky equation: a bridge between PDE's and dynamical systems

We consider the deflagration wave problem for a compressible reacting gas, with species involved in a single step chemical reaction. In the limit of small Mach numbers, the one-dimensional traveling wave problem reduces to a system of reaction-diffusion equations. Existence is proved by first considering the problem in a bounded domain, and taking an infinite domain limit. In the singular limit of high activation energy within the Arrhenius exponential reaction term, we prove strong convergence to a limiting free boundary problem; the latter is characterized by a jump of the derivatives, which we determine.

Traveling Wave Solutions to Combustion Models and Their Singular Limits

Order and complexity in the Kuramoto-Sivashinsky model of weakly turbulent interfaces

We prove existence on infinite time intervals of regular solutions to the 3D rotating Navier-Stokes equations in the limit of strong rotation (large Coriolis parameter Ω). This uniform existence is proven for periodic or stress-free boundary conditions for all domain aspect ratios, including the case of three wave resonances which yield nonlinear “ 21 2 - dimensional ” limit equations; smoothness assumptions are the same as for local existence theorems. The global existence is proven using techniques of the Littlewood-Paley dyadic decomposition. Infinite time regularity for solutions of the 3D rotating Navier-Stokes equations is obtained by bootstrapping from global regularity of the limit equations and convergence theorems.

Global Regularity of 3D Rotating Navier-Stokes Equations for Resonant Domains

We consider 3D Euler and Navier–Stokes equations describing dynamics of uniformly rotating fluids. Periodic (as well as zero vertical flux) boundary conditions are imposed, the ratios of domain periods are assumed to be generic (nonresonant). We show that solutions of 3D Euler/Navier–Stokes equations can be decomposed as U(t, x1, x2, x3) = Ũ(t, x1, x2) +V(t, x1, x2, x3) + r, where Ũ is a solution of the 2D Euler/Navier–Stokes system with vertically averaged initial data (axis of rotation is taken along the vertical e3). The vector field V(t, x1, x2, x3) is exactly solved in terms of the phases Ωt, τ1(t) and τ2(t). The phases τ1(t) and τ2(t) explicitly expressed in terms of vertically averaged vertical vorticity curl U(t) ·e3 and velocity U 3 (t). The remainder r is uniformly estimated from above by a majorant of order a3/Ω, a3 is the vertical aspect ratio (shallowness) and Ω is non-dimensional rotation parameter based on horizontal scales. The resolution of resonances and a non-standard small divisor problem for 3D rotating Euler are the basis for error estimates. Contribution of 3-wave resonances is estimated in terms of the measure of almost resonant aspect ratios. Global solvability of the limit equations and estimates of the error r are used to prove existence on a long time interval T ∗ of regular solutions to 3D Euler equations (T ∗ → +∞, as 1/Ω → 0); and existence on infinite time interval of regular solutions to 3D Navier–Stokes equations with smooth arbitrary initial data in the case of small 1/Ω.

Basil Nicolaenko

Papers

The Kuramoto-Sivashinsky equation: a bridge between PDE's and dynamical systems

Traveling Wave Solutions to Combustion Models and Their Singular Limits

Order and complexity in the Kuramoto-Sivashinsky model of weakly turbulent interfaces

Global Regularity of 3D Rotating Navier-Stokes Equations for Resonant Domains

Regularity and integrability of 3D Euler and Navier–Stokes equations for rotating fluids