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

Evolutionary games on graphs

Our aim is to propose a theory which goes beyond the classical formulation of thermodynamics. This is achieved by enlarging the space of basic independent variables, through the introduction of non-equilibrium variables, such as the dissipative fluxes appearing in the balance equations. The next step is to find evolution equations for the dissipative fluxes. Whereas the evolution equations for the classical variables are given by the usual balance laws, no general criteria exist concerning the evolution equations of the dissipative fluxes, with the exception of the restrictions imposed on them by the second law of thermodynamics.

https://iopscience.iop.org/article/10.1088/0034-4885/51/8/002/pdf

Extended irreversible thermodynamics

▪ Abstract An overview of the phase-field method for modeling solidification is presented, together with several example results. Using a phase-field variable and a corresponding governing equation to describe the state (solid or liquid) in a material as a function of position and time, the diffusion equations for heat and solute can be solved without tracking the liquid-solid interface. The interfacial regions between liquid and solid involve smooth but highly localized variations of the phase-field variable. The method has been applied to a wide variety of problems including dendritic growth in pure materials; dendritic, eutectic, and peritectic growth in alloys; and solute trapping during rapid solidification.

Phase-Field Simulation of Solidification

The laminar flamelet concept covers a regime in turbulent combustion where chemistry (as compared to transport processes) is fast such that it occurs in asymptotically thin layers—called flamelets—embedded within the turbulent flow field. This situation occurs in most practical combustion systems including reciprocating engines and gas turbine combustors. The inner structure of the flamelets is one-dimensional and time dependent. This is shown by an asymptotic expansion for the Damkohler number of the rate determining reaction which is assumed to be large. Other non-dimensional chemical parameters such as the nondimensional activation energy or Zeldovich number may also be large and may be related to the Damkohler number by a distinguished asymptoiic limit. Examples of the flamelet structure are presented using onestep model kinetics or a reduced four-step quasi-global mechanism for methane flames. For non-premixed combustion a formal coordinate transformation using the mixture fraction Z as independent variable leads to a universal description. The instantaneous scalar dissipation rate χ of the conserved scalar Z is identified to represent the diffusion time scale that is compared with the chemical time scale in the definition of the Damkohler number. Flame stretch increases the scalar dissipation rate in a turbulent flow field. If it exceeds a critical value χ q the diffusion flamelet will extinguish. Considering the probability density distribution of χ , it is shown how local extinction reduces the number of burnable flamelets and thereby the mean reaction rate. Furthermore, local extinction events may interrupt the connection to burnable flamelets which are not yet reached by an ignition source and will therefore not be ignited. This phenomenon, described by percolation theory, is used to derive criteria for the stability of lifted flames. It is shown how values of ∋ q obtained from laminar experiments scale with turbulent residence times to describe lift-off of turbulent jet diffusion flames. For non-premixed combustion it is concluded that the outer mixing field—by imposing the scalar dissipation rate—dominates the flamelet behaviour because the flamelet is attached to the surface of stoichiometric mixture. The flamelet response may be two-fold: burning or non-burning quasi-stationary states. This is the reason why classical turbulence models readily can be used in the flamelet regime of non-premixed combustion. The extent to which burnable yet non-burning flamelets and unsteady transition events contribute to the overall statistics in turbulent non-premixed flames needs still to be explored further. For premixed combustion the interaction between flamelets and the outer flow is much stronger because the flame front can propagate normal to itself. The chemical time scale and the thermal diffusivity determine the flame thickness and the flame velocity. The flamelet concept is valid if the flame thickness is smaller than the smallest length scale in the turbulent flow, the Kolmogorov scale. Also, if the turbulence intensity v′ is larger than the laminar flame velocity, there is a local interaction between the flame front and the turbulent flow which corrugates the front. A new length scale L G =v F 3 /∈ , the Gibson scale, is introduced which describes the smaller size of the burnt gas pockets of the front. Here v F is the laminar flame velocity and ∈ the dissipation of turbulent kinetic energy in the oncoming flow. Eddies smaller than L G cannot corrugate the flame front due to their smaller circumferential velocity while larger eddies up to the macro length scale will only convect the front within the flow field. Flame stretch effects are the most efficient at the smallest scale L G . If stretch combined with differential diffusion of temperature and the deficient reactant, represented by a Lewis number different from unity, is imposed on the flamelet, its inner structure will respond leading to a change in flame velocity and in some cases to extinction. Transient effects of this response are much more important than for diffusion flamelets. A new mechanism of premixed flamelet extinction, based on the diffusion of radicals out of the reaction zone, is described by Rogg. Recent progress in the Bray-Moss-Libby formulation and the pdf-transport equation approach by Pope are presented. Finally, different approaches to predict the turbulent flame velocity including an argument based on the fractal dimension of the flame front are discussed.

Laminar Flamelet Concepts in Turbulent Combustion

An analytical theory is developed for the stability properties of planar fronts of premixed laminar flames freely propagating downwards in a uniform reacting mixture. The coupling between the hydrodynamics and the diffusion process is described for an arbitrary expansion of the gas across the flame. Viscous effects are included with an arbitrary Prandtl number. The flame structure is described for a large value of the reduced activation energy and for a Lewis number close to unity. The flame thickness is assumed to be small compared with the wavelength of the wrinkles of the front, this wavelength being also the characteristic lengthscale of the perturbations of the flow field outside the flame. A two-scale method is then used to solve the problem. The results show that the acceleration of gravity associated with the diffusion mechanisms inside the front can counterbalance the hydrodynamical instability when the laminar-flame velocity is low enough. The theory provides predictions concerning the instability threshold. In particular, the dimensions of the cells are predicted to be large compared with the flame thickness, and thus the basic assumption of the theory is verified. Furthermore, the quantitative predictions are in good agreement with the existing experimental data.The bifurcation is shown to be of a different nature than predicted by the purely diffusive–thermal model.The viscous diffusivities are supposed to be independent of the temperature, and then the viscosity is proved to have no effect at all on the dynamical properties of the flame front.

Influence of hydrodynamics and diffusion upon the stability limits of laminar premixed flames

The effects of a forced flow on dendritic growth rate are studied theoretically. By using a solvability condition one determines the eigenvalue C = p2V/Dd0 as a function of the velocity of the forced flow in the two-dimensional model. The results are compared critically with recent experiments.

Effect of a forced flow on dendritic growth

A complete analysis of the one-dimensional vibratory instability of planar flames of premixed gases propagating in tubes is provided. The driving mechanism results from unsteady coupling between flame structure and acoustic waves through temperature fluctuations. In certain conditions, the strength of such an instability will be proved to be sufficiently strong to produce large-amplitude fluctuations as soon as the flame has travelled a distance of the order of the acoustic wavelength. Stability limits and total amplification of an initial perturbation are computed in the framework of the simple flame mode of a one-step exothermic reaction governed by an Arrhenius law with an activation energy much larger than the thermal energy. Diffusive and thermal effects within the flame are included with a Lewis number different from unity. Damping mechanisms associated with viscous and thermal dissipation at the walls, as well as with loss of acoustic energy by sound radiation from the open end of the tube, are retained. In ordinary conditions, for a reactive mixture with an effective Lewis number close to unity, the predicted instability is weak. In the framework of the simplified flame model used here, islands of strong instabilities are predicted to occur at low Mach numbers for Lewis numbers larger than unity.

One-dimensional vibratory instability of planar flames propagating in tubes

In this paper, we study the vibratory instability of a cellular flame, propagating downwards in a tube, which results from the coupling between the longitudinal acoustic modes of the tube and the modification of the cellular flame structure by the acceleration of the acoustic field. We assume that the wrinkling of the flame is of small amplitude a0, which is the case when the flame burning velocity is just above the critical velocity characterizing the Darrieus–Landau instability threshold. We demonstrate that, in this case, the growth rate of the corresponding thermoacoustic instability, non-dimensionalized with the acoustic frequency, is proportional to (kca0)2, where kc is the critical wavenumber of the cellular instability. If one extends the result up to amplitudes of the same order as the wavelength, then one obtains a relative growth rate of order unity which is much larger than the one obtained from the study of the vibratory instability of the planar flame. As is observed in experiments, the theory predicts that the primary sound is generated when the amplitude of the cells is sufficiently large that the fundamental tone becomes unstable first and that the vibratory instability for the fundamental tone occurs in the lower half of the tube. This suggests that the coupling between cellular flame and acoustic field studied here is the mechanism for primary sound generation.

Vibratory instability of cellular flames propagating in tubes

We consider the effects of impurities on the velocity selection of a needle crystal, in the small thermal and solutal Peclet numbers. As in the case of the growth in a pure melt, steady solutions for needle crystals are found only if surface tension is anisotropic. When anisotropy is small, the variation of ${\ensuremath{\sigma}}^{\mathrm{*}}$ with impurity concentration is found, in agreement with results given by the heuristic model of Lipton et al. [Metall. Trans. A 18, 341 (1987)].

Pierre Pelcé

Papers

Influence of hydrodynamics and diffusion upon the stability limits of laminar premixed flames

Effect of a forced flow on dendritic growth

One-dimensional vibratory instability of planar flames propagating in tubes

Vibratory instability of cellular flames propagating in tubes

Impurity effect on dendritic growth.