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

A finite-difference method for solving the time-dependent Navier- Stokes equations for an incompressible fluid is introduced. This method uses the primitive variables, i.e. the velocities and the pressure, and is equally applicable to problems in two and three space dimensions. Test problems are solved, and an ap- plication to a three-dimensional convection problem is presented.

/pdf/numerical-solution-of-the-navier-stokes-equations-1d4r986mvf.pdf

Numerical solution of the Navier-Stokes equations

Bond-orientational order in molecular-dynamics simulations of supercooled liquids and in models of metallic glasses is studied. Quadratic and third-order invariants formed from bond spherical harmonics allow quantitative measures of cluster symmetries in these systems. A state with short-range translational order, but extended correlations in the orientations of particle clusters, starts to develop about 10% below the equilibrium melting temperature in a supercooled Lennard-Jones liquid. The order is predominantly icosahedral, although there is also a cubic component which we attribute to the periodic boundary conditions. Results are obtained for liquids cooled in an icosahedral pair potential as well. Only a modest amount of orientational order appears in a relaxed Finney dense-random-packing model. In contrast, we find essentially perfect icosahedral bond correlations in alternative "amorphon" cluster models of glass structure.

Bond-orientational order in liquids and glasses

Evolutionary games on graphs

This book is a tutorial written by researchers and developers behind the FEniCS Project and explores an advanced, expressive approach to the development of mathematical software. The presentation spans mathematical background, software design and the use of FEniCS in applications. Theoretical aspects are complemented with computer code which is available as free/open source software. The book begins with a special introductory tutorial for beginners. Followingare chapters in Part I addressing fundamental aspects of the approach to automating the creation of finite element solvers. Chapters in Part II address the design and implementation of the FEnicS software. Chapters in Part III present the application of FEniCS to a wide range of applications, including fluid flow, solid mechanics, electromagnetics and geophysics.

Automated Solution of Differential Equations by the Finite Element Method: The FEniCS Book

Thermal convection in a layer heated form below is an exemplary case for the study of non-linear fluid dynamics and the transition to turbulence. An outline is given of the present knowledge of the simplest realisation of convection in a layer of fluid satisfying the Oberbeck-Boussinesq approximation. Non-linear properties such as the dependence of the heat transport on Rayleigh and Prandtl numbers and the stability properties of convection rolls are emphasised in the discussion. Whenever possible, theoretical results are compared with experimental observations. A section on convection in rotating systems has been included, but the influence of other additional physical effects such as magnetic fields, side wall geometry, etc., has not been considered.

https://iopscience.iop.org/article/10.1088/0034-4885/41/12/003/pdf

Non-linear properties of thermal convection

Thermal instabilities of a contained fluid are investigated for a fairly general class of problems in which the dynamics are dominated by the effects of rotation. In systems of constant depth in the direction of the axis of rotation the instability develops when the buoyancy forces suffice to overcome the stabilizing effects of thermal conduction and of viscous dissipation in the Ekman boundary layers. Owing to the Taylor–Proudman theorem, a slight gradient in depth exerts a strongly stabilizing influence. The theory is applied to describe the instability of the ‘lower symmetric regime’ in the rotating annulus experiments at high rotation rates. An example of geophysical relevance is the instability of a self-gravitating, internally heated, rotating fluid sphere. The results of the perturbation theory for this problem agree reasonably well with the results of an extension of the analysis by Roberts (1968).

https://www.cambridge.org/core/services/aop-cambridge-core/content/view/S0022112070001921

Thermal instabilities in rapidly rotating systems

The static state of a horizontal layer of fluid heated from below may become unstable. If the layer is infinitely large in horizontal extent, the Boussinesq equations admit many different steady solutions. A systematic method is presented here which yields the finite-amplitude steady solutions by means of successive approximations. It turns out that not every solution of the linear problem is an approximation to the non-linear problem, yet there are still an infinite number of finite amplitude solutions. A similar procedure has been applied to the stability problem for these steady finite amplitude solutions with the result that three-dimensional solutions are unstable but there is a class of two-dimensional flows which are stable. The problem has been treated for both rigid and free boundaries.

On the stability of steady finite amplitude convection

The stability of cellular convection flow in a layer heated from below is discussed for Rayleigh number R close to the critical value Rc. It is shown that in this region the stable stationary solution is determined by a minimum of the integral
 \[
 \int_0^{H_0}R(H)\,dH,
 \]
 where R(H) is a functional of arbitrary convective velocity fields which satisfy the boundary conditions. For the stationary solutions R(H) is equal to the Rayleigh number. H0 is a given value of the convective heat transport. In a second part of the paper explicit results are derived for the convection problem with deviations from the Boussinesq approximation owing to the temperature dependence of the material properties.

https://www.cambridge.org/core/services/aop-cambridge-core/content/view/S0022112067001661

The stability of finite amplitude cellular convection and its relation to an extremum principle

Steady solutions in the form of two-dimensional rolls are obtained for convection in a horizontal layer of fluid heated from below as a function of the Rayleigh and Prandtl numbers. Rigid boundaries of infinite heat conductivity are assumed. The stability of the two-dimensional rolls with respect to three-dimensional disturbances is analysed. It is found that convection rolls are unstable for Prandtl numbers less than about 5 with respect to an oscillatory instability investigated earlier by Busse (1972) for the case of free boundaries. Since the instability is caused by the momentum advection terms in the equations of motion the Rayleigh number for the onset of instability increases strongly with Prandtl number. Good agreement with various experimental observations is found.

https://www.cambridge.org/core/services/aop-cambridge-core/content/view/S0022112074001571

Friedrich H. Busse

Papers

Non-linear properties of thermal convection

Thermal instabilities in rapidly rotating systems

On the stability of steady finite amplitude convection

The stability of finite amplitude cellular convection and its relation to an extremum principle

Transition to time-dependent convection