Springer Series in Synergetics Editor: Hermann Haken Synergetics, an interdisciplinary field of research, is concerned with the cooper ation of individual parts of a system that produces macroscopic spatial, temporal or functional structures. It deals with deterministic as well as stochastic processes. 1 Synergetics An Introduction 3rd Edition 17 Evolution of Order and Chaos in Physics, ByH. Haken Chemistry, and Biology Editor H. Haken 2 Synergetics A Workshop 18 The Fokker-Planck Eqnation Editor: H. Haken ByH. Risken 3 Synergetics Far from Equilibrium 19 Chemical Osdliations, Waves, and Tnrbnlence Editors: A. Pacault, C. Vidal By Y. Kuramoto 20 Advanced Synergetics 4 Structural Stability in Physics ByH. Haken Editors: W. Giittinger, H. Eikemeier 21 Stochastic Phenomena and Chaotic Behavionr 5 Pattern Formation by Dynamic Systems and in Complex Systems Pattern Recognition Editor: P. Schuster Editor: H. Haken 22 Synergetics - From Microscopic to Macroscopic 6 Dynamics of Synergetic Systems Order Editor: E. Frehland Editor: H. Haken 23 Synergetics of the Brain 7 Problems of Biological Physics Editors: E. Ba§ar, H. Flohr, H. Haken, By L. A. Blumenfeld A. J. Mandell 8 Stochastic Nonlinear Systems 24 Chaos and Statistical Methods in Physics, Chemistry, and Biology Editor: Y. Kuramoto Editors: L. Arnold, R. Lefever 25 Dynamics of Hierarchical Systems 9 Numerical Methods in the Stndy of Critical An Evolutionary Approach By J. S. Nicolis Phenomena 26 Self-Organization and Management of Editors: J. Della Dora, J. Demongeot, Social Systems B. Lacolle Editors: H. Ulrich, G.J.B. Probst 10 The Kinetic Theory of Electromagnetic 27 Non-Equilibrium Dynamics in Chemical Processes By Yu. L. Klimontovich Systems Editors: C. Vidal, A. Pacault 28 Self-Organization. Autowaves and Structures 11 Chaos and Order in Natnre Far from Equilibrium Editor: H. Haken Editor: V.!. Krinsky 12 Nonlinear Phenomena in Chemical Dynamics 29 Temporal Order Editors: C. Vidal, A. Pacault Editors: L. Rensing, N. 1. Jaeger 13 Handbook of Stochastic Methods 30 Dynamical Problems in Soliton Systenis for Physics, Chemistry, and the Natural Sciences Editor: S. Takeno 2nd Edition By C. W. Gardiner 31 Complex Systems - Operational Approaches 14 Concepts and Models of a Quantitative in Neurobiology, Physics, and Computers Sociology The'Dynamics of Interacting Editor: H. Haken Populations By W. Weidlich, G. Haag 32 Dimensions and Entropies in Chaotic Systems 15 Noise-Induced Transitions Theory and Quantification of Complex Behavior Applications in Physics, Chemistry, and Biology Editor: G. Mayer-Kress By W. Horsthemke, R. Lefever 33 Selfo rganization by Nonlinear Irreversible 16 Physics of Bioenergetic Processes Processes By L. A. Blumenfeld Editors: W. Ebeling, H. Ulbricht Selforganization by Nonlinear Irreversible Processes Proceedings of the Third International Conference Kiihlungsbom, GDR, March 18-22, 1985 Editors: W. Ebeling and H. Ulbricht With 78 Figures Springer-Verlag Berlin Heidelberg New York London Paris Tokyo Professor Dr. Werner Ebeling Sektion Physik, Humboldt-Universitat Berlin, InvalidenstraBe 42, DDR-I040 Berlin, GDR Professor Dr. Heinz Ulbricht Sektion Physik, Wilhelm-Pieck-Universitat, Universitatsplatz 3, DDR-2500 Rostock, GDR Series Editor: Professor Dr. Dr. h. c. Hermann Haken Institut fUr Theoretische Physik der Universitat Stuttgart, Pfaffenwaldring 57 !IV , D-7000 Stuttgart 80, Fed. Rep. of Germany ISBN-13: 978-3-642-71006-3 e-ISBN-13: 978-3-642-71004-9 DOl: 10.1007/978-3-642-71004-9 Library of Congress Cataloging-in-Publication Data. Selforganization by nonlinear irreversible processes. (Springer series in synergetics ; 33) Includes index. 1. Self-organizing systems--Congresses. 2. Irreversible process-Congresses. 3. Nonequilibrium thermodynamics-Congresses. 4. Chaotic behavior in systems-Congresses. 5. Stochastic proces ses-Congresses. I. Ebeling, Werner, 1936-. II. Ulbricht, H. (Heinz) III. International Conference on Irreversible Processes and Dissipative Structures (3rd : 1985 : Ostseebad Kithlungsborn, Germany) IV. Series: Springer series in synergetics ; v. 33. Q325.S47 1986 001.53'3 86-20384 This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically those of translation, reprinting, reuse of illustrations, Broadcasting, reproduction by photocopying machine or similar means, and storage in data banks. Under § 54 of the German Copyright Law where copies are made for other than private use, a fee is payable to "Verwertungsgesellschaft Wort", Munich. © Springer-Verlag Berlin Heidelberg 1986 Softcover reprint of the hardcover I st edition 1986 The use of registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Offset printing: Druckbaus Beltz, Hemsbach, Bookbinding: J. Schaffer OHG, Griinstadt 2153/3150-543210 Preface These Proceedings contain invited lectures presented at the third Interna tional Conference on "Irreversible Processes and Dissipative Structures" in Kiihlungsborn (German Democratic Republic) in March, 1985. These con ferences, the first of which was held in Rostock in 1977 and the second in Berlin in 1982, are devoted to the study of irreversible processes far from thermal equilibrium and to the phenomena of selforganization. The meet ing in Kiihlungsborn brought together some 160 mathematicians, physicists, chemists and biologists from 10 countries, who are all interested in the inter disciplinary field of synergetics. The main topics of the conference were basic concepts of selforganization and evolution, such as entropy, instabilities, nucleation, dissipative struc tures, chaos and turbulence. The contributions cover methods from ther modynamics, the theory of dynamic systems, stochastic and statistic theory, the method of Green's functions, the fluctuation-dissipation theorem, etc. Several problems are studied in more detail, e.g., the kinetics of nucleation especially in finite systems, the dynamics of interfaces, reaction-diffusion sys tems, chemical and biochemical pattern formation and information process ing. Further, several contributions are devoted to the development of the concepts of chaos and turbulence. The editors hope that the contributions collected in this volume will pro vide some new information about the field of selforganization, which is in full development now. In the name of the participants, we express sincere thanks to the spon soring organizations and especially to the Physical Society of the German Democratic Republic and to the Wilhelm-Pieck-University at Rostock for their support of the conference. Our special thanks go to R. Mahnke, H. Engel-Herbert, F. Schweitzer and A. Budde for their help in the preparation of the manuscripts. Last but not least, we thank H. Bahlo, who typed the whole manuscript in a perfect way, and express our sincere thanks to Pro fessor H. Hakenfor inviting us to include these Proceedings in the Springer Series in Synergetics. Berlin, Rostock, GDR w. Ebeling H. Ulbricht July 1986 v Contents Part I Basic Concepts Thermodynamic Aspects of Selforganization By W. Ebeling, H. Engel-Herbert, and H. Herzel (With 6 Figures) 2 Entropy in Time Averaging. By Yu.L. Klimontovich 17 Nucleation Theory and Dynamics of First-Order Phase Transitions in Finite System By H. Ulbricht, F. Schweitzer, and R. Mahnke (With 11 Figures) 23 Dynamic Chaos in Ensembles of Structures and Spatial Development of Turbulence in Unbounded Systems By A.V. Gaponov-Grekhov and M.1. Rabinovich (With 5 Figures) 37 Part II Stochastic and Statistic Theory Nonlinear Chemical Reactions in Diluted Solutions. By R. Feistel .... 48 Stochastic Thermodynamics. By C. Van den Broeck ................... 57 Stochastic M~asures as Critical Quantities in NonequiIibrium Phase Transitions. By F. Schlogl ................................................ 62 On the Kinetics of Nucleation in Isochoric Gases By L. Schimansky-Geier, F. Schweitzer, W. Ebeling, and H. Ulbricht (With 2 Figures) .......................................................... 67 On the Properties of the Nonequilibrium Potential Near Bifurcation Points. By A.V. Tolstopjatenko and L. Schimansky-Geier ............. 76 Nonlinear Fluctuation-Dissipation Models of Charge Transfer Nonequilibrium Electrical Noise and I/f-Noise. By G.N. Bochkov 85 Application of Path Integrals to Stochastic Reaction-Diffusion Equations. By A. Forster and A.S. Michailov .......................... 89 The Method of Green's Functions in Nonequilibrium Statistical Mechanics. By D. Kremp, M. Schlanges, and Th. Bornath ............ 95 VII Transport Phenomena in Many-Particle Systems and the Quantum Statistical Approach to Nonequilibrium Thermodynamics By G. Ropke (With 3 Figures) ........................................... 99 Part III Dissipative Structures Dynamics of Interfaces in Random Media By A. Engel, W. Ebeling, R. Feistel, and L. Schimansky-Geier (With 4 Figures) .......................................................... 110 Autosolitons in Active Systems with Diffusion By B.S. Kerner and V.V. Osipov (With 4 Figures) ..................... 118 Repressing of Chemical Waves by Photochemical Inhibitor Releasing By 1. Kuhnert, 1. Pohlmann, H.-J. Krug, and G. Wessler (With 3 Figures) .......................................................... 128 Dynamic Patterns in Interacting Chemical Cells and Effects of External Periodic Forcing By M. Marek, M. Dolnik, and I. Schreiber (With 1 Figure) ............ 133 Pattern in Marangoni-Instability Varied by Shear Stress Between Interface and Bulk. By W. Waldhelm and H. Linde (With 7 Figures) 137 Ostwald Ripening in Viscoelastic Media By J. Schmelzer and I. Gutzow (With 8 Figures) ....................... 144 Thermodynamic Parameters and Structural Criteria for Phase Transformations in Amorphous Covalent Bound Materials By W. Pompe and A. Richter (With 3 Figures) ........................ 149 Part IV Evolution Processes Turing Structures in Cytokinesis, Mitosis and Early Embryogenesis By A. Hunding (With 5 Figures) ........................................ 158 Qualitative Properties of Chains as Models of Growth and Binary Coding. By M. Peschel and W. Mende (With 4 Figures) .............. 164 A Study Program of Chaotic Dynamics Applied to Information Processing. By J.S. Nicolis (With 2 Figures) ........................... 174 The Evolutionary Triad. By M.V. Volkenstein .......................... 188 Part V Chaotic Processes Fully Developed Chaos in One-Dimensional Discrete Processes By G. Gyorgyi and P. Szepfalusy (With 3 Figures) ................... 196 VIII Auto-Oscillatory Regimes in the Chain of Coupled Generators By V.S. Anishchenko (With 3 Figures) ....................... ........ ... 198 Universal Scaling Properties of Nonlinear Dissipative Systems By R.W. Leven and B. Pompe (With 3 Figures) ............. ... ... .... 203 New Aspects of Instabilities and Chaos in Laser Systems By G. Wallis...... ......... ............................ .......... ... ...... 207 Complexity of Patterns Generated by One-Dimensional Cellular Automata By R. Mahnke and A. Budde (With 1 Figure) .......................... 213 Index of Contributors. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221 IX Part I Basic Concepts Thermodynamic Aspects of Selforganization w. Ebeling, H. Engel-Herbert, .and H. Herzel Humboldt-Universitat Berlin, Sektion Physik, Invalidenstra6e 42, DDR-1040 Berlin, GDR 1. Introduction Thermodynamics is a rather old discipline of physics, however, it is not oldfashioned. On the contrary. such modern topics as the hot big bang model, the theory of black holes, as well as the theory of biological systems /1,2/, show that thermodynamics goes through a renaissance. Thermodynamics is also intimately related to informa tion theory, a key discipline for the study of selforganization and evolution /3,4/. The very origin of this discipline is closely con nected with thermodynamical reasoning, as shown in the fundamental papers of SZILARD (1929), SHANNON (1948) and BRILLOUIN (1956). Thus S"TRAToNoVICH, one of the pioneers of several branches of modern in formation theory, writes that thermodynamics and statistical phy sics are the cement which hold together the disciplines forming modern information theory /5/. Besides the informational aspects also the direct consideration of thermodynamic functions and of the entropy production is of much interest for the study of selforgani zation processes /6,7/. The structures created in the process of selforgdnization are often called "dissipative structures" /6-8/. Besides this term, which underlines the aspect of dissipation, we shall also use the term "autostructures", which underlines the as pect autonomy /9/. The term autostructure is a generalization of well-known terms as "autooscillations" and "autowaves" /10/. 2. The Concept of Entropy One of the central concepts of thermodynamics is entropy. There is a close correspondence between entr6py and order /11-14/. Let us discuss now several entropy concepts. (i) Phenomenological thermodynamic entropy (Clausius entropy) As well known, a system in thermodynamic equilibrium is characteri zed by a unique state function Seq(E,X) depending on energy and the other extensive parameters of the system. The thermodynamic entropy may also be defined for a certain class of nonequilibrium states /6/. For example, the notion of nonequilibrium thermodynamic en tropy has a clear meaning in the field of hydrodynamics, however, the equilibrium parameters change throughout space-time according to the solutions of the hydrodynamic equations. According to BOLTZMANN the equilibrium entropy is maximal Seq(E,X) = sup S(E,X) . (2.1) Therefore the lowering of entropy with respect to the equilibrium value taken at the same energy and the other extensive parameters may be taken as a measure of order /12,14/. Let us describe now measuring procedures which would allow us to determine experimen- 2