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

In this review the theory and application of Smoothed particle hydrodynamics (SPH) since its inception in 1977 are discussed. Emphasis is placed on the strengths and weaknesses, the analogy with particle dynamics and the numerous areas where SPH has been successfully applied.

https://iopscience.iop.org/article/10.1088/0034-4885/68/8/R01/pdf

Smoothed particle hydrodynamics

We derive a new completely integrable dispersive shallow water equation that is bi-Hamiltonian and thus possesses an infinite number of conservation laws in involution. The equation is obtained by using an asymptotic expansion directly in the Hamiltonian for Euler's equations in the shallow water regime. The soliton solution for this equation has a limiting form that has a discontinuity in the first derivative at its peak.

An integrable shallow water equation with peaked solitons

to be done in this area. Face recognition is a problem that scarcely clamoured for attention before the computer age but, having surfaced, has involved a wide range of techniques and has attracted the attention of some fine minds (David Mumford was a Fields Medallist in 1974). This singular application of mathematical modelling to a messy applied problem of obvious utility and importance but with no unique solution is a pretty one to share with students: perhaps, returning to the source of our opening quotation, we may invert Duncan's earlier observation, 'There is an art to find the mind's construction in the face!'.

Linear and nonlinear waves, by G. B. Whitham. Pp.636. £50. 1999. ISBN 0 471 35942 4 (Wiley).

The Hamiltonian H specifies the energy levels and time evolution of a quantum theory. A standard axiom of quantum mechanics requires that H be Hermitian because Hermiticity guarantees that the energy spectrum is real and that time evolution is unitary (probability-preserving). This paper describes an alternative formulation of quantum mechanics in which the mathematical axiom of Hermiticity (transpose +complex conjugate) is replaced by the physically transparent condition of space?time reflection ( ) symmetry. If H has an unbroken symmetry, then the spectrum is real. Examples of -symmetric non-Hermitian quantum-mechanical Hamiltonians are and . Amazingly, the energy levels of these Hamiltonians are all real and positive!Does a -symmetric Hamiltonian H specify a physical quantum theory in which the norms of states are positive and time evolution is unitary? The answer is that if H has an unbroken symmetry, then it has another symmetry represented by a linear operator . In terms of , one can construct a time-independent inner product with a positive-definite norm. Thus, -symmetric Hamiltonians describe a new class of complex quantum theories having positive probabilities and unitary time evolution.The Lee model provides an excellent example of a -symmetric Hamiltonian. The renormalized Lee-model Hamiltonian has a negative-norm 'ghost' state because renormalization causes the Hamiltonian to become non-Hermitian. For the past 50 years there have been many attempts to find a physical interpretation for the ghost, but all such attempts failed. The correct interpretation of the ghost is simply that the non-Hermitian Lee-model Hamiltonian is -symmetric. The operator for the Lee model is calculated exactly and in closed form and the ghost is shown to be a physical state having a positive norm. The ideas of symmetry are illustrated by using many quantum-mechanical and quantum-field-theoretic models.

https://iopscience.iop.org/article/10.1088/0034-4885/70/6/R03/pdf

Making sense of non-Hermitian Hamiltonians

http://authors.library.caltech.edu/19410/1/HoMaRa1998b.pdf

The Euler–Poincaré Equations and Semidirect Products with Applications to Continuum Theories

Publisher Summary This chapter discusses about a new integrable shallow water equation. Completely integrable nonlinear partial differential equations arise at various levels of approximation in shallow water theory. Such equations possess soliton solutions-coherent (spatially localized) structures that interact nonlinearly among themselves and then re-emerge, retaining their identity and showing particle-like scattering behavior. This chapter discusses a newly discovered, completely integrable dispersive shallow-water equation found by Camassa and Holm in 1993. This equation is obtained by using a small-wave-amplitude asymptotic expansion directly in the Hamiltonian for the vertically averaged incompressible Euler's equations, after substituting a solution ansatz of columnar fluid motion and restricting to an invariant manifold for unidirectional motion of waves at the free surface under the influence of gravity. Section II of the chapter derives the one-dimensional Green–Naghdi equations. Section III uses Hamiltonian methods to newly discovered equation for unidirectional waves. Section IV analyzes the behavior of the solutions of the equation and shows that certain initial conditions develop a vertical slope in finite time. It is also shown that there exist stable multisoliton solutions. Section V demonstrates the existence of an infinite number of conservation laws for the equation that follow from its bi-Hamiltonian property.

A New Integrable Shallow Water Equation

Nonlinear stability of fluid and plasma equilibria

We consider a new partial differential equation, of a similar form to the Camassa-Holm shallow water wave equation, which was recently obtained by Degasperis and Procesi using the method of asymptotic integrability. We prove the exact integrability of the new equation by constructing its Lax pair, and we explain its connection with a negative flow in the Kaup-Kupershmidt hierarchy via a reciprocal transformation. The infinite sequence of conserved quantities is derived together with a proposed bi-Hamiltonian structure. The equation admits exact solutions in the form of a superposition of multi-peakons, and we describe the integrable finite-dimensional peakon dynamics and compare it with the analogous results for Camassa-Holm peakons.

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Darryl D. Holm

Papers

An integrable shallow water equation with peaked solitons

The Euler–Poincaré Equations and Semidirect Products with Applications to Continuum Theories

A New Integrable Shallow Water Equation

Nonlinear stability of fluid and plasma equilibria

A new integrable equation with peakon solutions