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.

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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

Convection in a rapidly rotating, differentially heated annulus with sloping top and bottom lids is investigated using a semianalytical model. A relatively simple two-dimensional structure is preserved in the experimentally observed flow under rapid rotation, with temporal complexity increasing with the Rayleigh number. The model is, therefore, two-dimensional and exibits a sequence of bifurcations from steadily drifting, azimuthally periodic convection columns (thermal Rossby waves) through vacillation and a period-doubling cascade, to aperiodic weakly turbulent solutions. The results obtained here agree to within a few percent with an earlier limited-resolution two-dimensional model.

Transition to two-dimensional turbulent convection in a rapidly-rotating annulus

High Prandtl number convection

A horizontal fluid layer heated from below in the presence of a vertical magnetic field is considered. A simple asymptotic analysis is presented which demonstrates that a convection mode attached to the side walls of the layer sets in at Rayleigh numbers much below those required for the onset of convection in the bulk of the layer. The analysis complements an earlier analysis by Houchens et al. [J. Fluid Mech. 469, 189 (2002)] which derived expressions for the critical Rayleigh number for the onset of convection in a vertical cylinder with an axial magnetic field in the cases of two aspect ratios.

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Asymptotic theory of wall-attached convection in a horizontal fluid layer with a vertical magnetic field

Thermal convection in a horizontal fluid layer heated from below and rotating about an arbitrary axis is studied analytically with the attention focused on mean flows and drifts generated by the convection velocity field. Mean flows occur in both horizontal directions when the angle between the rotation vector and the vertical is finite but less than 90°. In the case of a hexagonal convection pattern, a wavelike drift is found in the presence of a horizontal component of rotation. Applications to solar convection are discussed. Considering the simplicity of the model the agreement with observations is surprisingly good.

Convection in the Presence of an Inclined Axis of Rotation with Applications to the Sun

Numerical solutions for two-dimensional convection rolls in a fluid layer of infinite Prandtl number are obtained by the Galerkin method. Stress-free, isothermal boundaries are assumed at the horizontal boundaries of the fluid layer. The stability of the steady solutions with respect to three-dimensional disturbances is analyzed in the Rayleigh number-wave number space. It is found that even for Rayleigh numbers as high as several millions there appears to exist a region of the wavenumber α where the convection rolls are stable. This result contrasts with the well known transition to three-dimensional bimodal convection in the presence of no-slip boundaries, but it agrees with simple arguments about the stability of the thermal boundary layers.

Friedrich H. Busse

Papers

Transition to two-dimensional turbulent convection in a rapidly-rotating annulus

High Prandtl number convection

Asymptotic theory of wall-attached convection in a horizontal fluid layer with a vertical magnetic field

Convection in the Presence of an Inclined Axis of Rotation with Applications to the Sun

On the stability of two-dimensional convection rolls in an infinite Prandtl number fluid with stress-free boundaries