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

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).

In this paper we define the Painleve property for partial differential equations and show how it determines, in a remarkably simple manner, the integrability, the Backlund transforms, the linearizing transforms, and the Lax pairs of three well‐known partial differential equations (Burgers’ equation, KdV equation, and the modified KdV equation). This indicates that the Painleve property may provide a unified description of integrable behavior in dynamical systems (ordinary and partial differential equations), while, at the same time, providing an efficient method for determining the integrability of particular systems.

The Painlevé property for partial differential equations

This book describes the remarkable connections that exist between the classical differential geometry of surfaces and modern soliton theory. The authors also explore the extensive body of literature from the nineteenth and early twentieth centuries by such eminent geometers as Bianchi, Darboux, Backlund, and Eisenhart on transformations of privileged classes of surfaces which leave key geometric properties unchanged. Prominent amongst these are Backlund-Darboux transformations with their remarkable associated nonlinear superposition principles and importance in soliton theory. It is with these transformations and the links they afford between the classical differential geometry of surfaces and the nonlinear equations of soliton theory that the present text is concerned. In this geometric context, solitonic equations arise out of the Gaus-Mainardi-Codazzi equations for various types of surfaces that admit invariance under Backlund-Darboux transformations. This text is appropriate for use at a higher undergraduate or graduate level for applied mathematicians or mathematical physics.

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Bäcklund and Darboux transformations : geometry and modern applications in soliton theory

SOME NOTATIONS AND REMARKS PARABOLIC EQUATIONS WITH ONE SPACE VARIABLE Equations with Power-Law Nonlinearities Equations with Exponential Nonlinearities Equations with Hyperbolic Nonlinearities Equations with Logarithmic Nonlinearities Equations with Trigonometric Nonlinearities Equations Involving Arbitrary Functions Nonlinear Schrodinger Equations and Related Equations PARABOLIC EQUATIONS WITH TWO OR MORE SPACE VARIABLES Equations with Two Space Variables Involving Power-Law Nonlinearities Equations with Two Space Variables Involving Exponential Nonlinearities Other Equations with Two Space Variables Involving Arbitrary Parameters Equations Involving Arbitrary Functions Equations with Three or More Space Variables Nonlinear Schrodinger Equations HYPERBOLIC EQUATIONS WITH ONE SPACE VARIABLE Equations with Power-Law Nonlinearities Equations with Exponential Nonlinearities Other Equations Involving Arbitrary Parameters Equations Involving Arbitrary Functions Equations of the Form wxy=F(x,y,w, wx, wy ) HYPERBOLIC EQUATIONS WITH TWO OR THREE SPACE VARIABLES Equations with Two Space Variables Involving Power-Law Nonlinearities Equations with Two Space Variables Involving Exponential Nonlinearities Nonlinear Telegraph Equations with Two Space Variables Equations with Two Space Variables Involving Arbitrary Functions Equations with Three Space Variables Involving Arbitrary Parameters Equations with Three Space Variables Involving Arbitrary Functions ELLIPTIC EQUATIONS WITH TWO SPACE VARIABLES Equations with Power-Law Nonlinearities Equations with Exponential Nonlinearities Equations Involving Other Nonlinearities Equations Involving Arbitrary Functions ELLIPTIC EQUATIONS WITH THREE OR MORE SPACE VARIABLES Equations with Three Space Variables Involving Power-Law Nonlinearities Equations with Three Space Variables Involving Exponential Nonlinearities Three-Dimensional Equations Involving Arbitrary Functions Equations with n Independent Variables EQUATIONS INVOLVING MIXED DERIVATIVES AND SOME OTHER EQUATIONS Equations Linear in the Mixed Derivative Equations Quadratic in the Highest Derivatives Bellman Type Equations and Related Equations SECOND-ORDER EQUATIONS OF GENERAL FORM Equations Involving the First Derivative in t Equations Involving Two or More Second Derivatives THIRD-ORDER EQUATIONS Equations Involving the First Derivative in t Equations Involving the Second Derivative in t Hydrodynamic Boundary Layer Equations Equations of Motion of Ideal Fluid (Euler Equations) Other Third-Order Nonlinear Equations FOURTH-ORDER EQUATIONS Equations Involving the First Derivative in t Equations Involving the Second Derivative in t Equations Involving Mixed Derivatives EQUATIONS OF HIGHER ORDERS Equations Involving the First Derivative in t and Linear in the Highest Derivative General Form Equations Involving the First Derivative in t Equations Involving the Second Derivative in t Other Equations SUPPLEMENTS: EXACT METHODS FOR SOLVING NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS Classification of Second-Order Semilinear Partial Differential Equations in Two Independent Variables Transformations of Equations of Mathematical Physics Traveling-Wave Solutions and Self-Similar Solutions. Similarity Methods Method of Generalized Separation of Variables Method of Functional Separation of Variables Generalized Similarity Reductions of Nonlinear Equations Group Analysis Methods Differential Constraints Method Painleve Test for Nonlinear Equations of Mathematical Physics Inverse Scattering Method Conservation Laws Hyperbolic Systems of Quasilinear Equations REFERENCES INDEX

Handbook of Nonlinear Partial Differential Equations

In this paper we investigate the Painleve property for partial differential equations. By application to several well‐known partial differential equations (Burgers, KdV, MKdV, Bousinesq, higher‐order KdV and KP equations) it is shown that consideration of the ‘‘singular manifold’’ leads to a formulation of these equations in terms of the ‘‘Schwarzian derivative.’’ This formulation is invariant under the Moebius group (acting on dependent variables) and is shown to obtain the appropriate Lax pair (linearization) for the underlying nonlinear pde.

The painleve property for partial differential equations. ii. backlund transformation, lax pairs, and the schwarzian derivative

The Caudrey–Dodd–Gibbon equation is found to possess the Painleve property. Investigation of the Backlund transformations for this equation obtains the Kuperschmidt equation. A certain transformation between the Kuperschmidt and Caudrey–Dodd–Gibbon equation is obtained. This transformation is employed to define a class of p.d.e.’s that identically possesses the Painleve property. For equations within this class Backlund transformations and rational solutions are investigated. In particular, the sequences of higher order KdV, Caudrey–Dobb–Gibbon, and Kuperschmidt equations are shown to possess the Painleve property.

On classes of integrable systems and the Painlevé property

The solutions of the Henon–Heiles Hamiltonian are investigated in the complex time plane. The use of the ’’Painleve property,’’ i.e., the property that the only movable singularities exhibited by the solution are poles, enables successful prediction of the values of the nonlinear coupling parameter for which the system is integrable. Special attention is paid to the structure of the natural boundaries that are found in some of the nonintegrable regimes. These boundaries have a remarkable self‐similar structure whose form changes as a function of the nonlinear coupling.

Analytic structure of the Henon–Heiles Hamiltonian in integrable and nonintegrable regimes

The sine–Gordon equation in one space‐one time dimension is known to possess the Painleve property and to be completely integrable. It is shown how the method of ‘‘singular manifold’’ analysis obtains the Backlund transform and the Lax pair for this equation. A connection with the sequence of higher‐order KdV equations is found. The ‘‘modified’’ sine–Gordon equations are defined in terms of the singular manifold. These equations are shown to be identically Painleve. Also, certain ‘‘rational’’ solutions are constructed iteratively. The double sine–Gordon equation is shown not to possess the Painleve property. However, if the singular manifold defines an ‘‘affine minimal surface,’’ then the equation has integrable solutions. This restriction is termed ‘‘partial integrability.’’ The sine–Gordon equation in (N+1) variables (N space, 1 time) where N is greater than one is shown not to possess the Painleve property. The condition of partial integrability requires the singular manifold to be an ‘‘Einstein space with null scalar curvature.’’ The known integrable solutions satisfy this constraint in a trivial manner. Finally, the coupled KdV, or Hirota–Satsuma, equations possess the Painleve property. The associated ‘‘modified’’ equations are derived and from these the Lax pair is found.

John Weiss

Papers

The Painlevé property for partial differential equations

The painleve property for partial differential equations. ii. backlund transformation, lax pairs, and the schwarzian derivative

On classes of integrable systems and the Painlevé property

Analytic structure of the Henon–Heiles Hamiltonian in integrable and nonintegrable regimes

The sine‐Gordon equations: Complete and partial integrability