Many novel cooperative phenomena found in a variety of systems studied by scientists can be treated using the uniting principles of synergetics. Examples are frustrated and random systems, polymers, spin glasses, neural networks, chemical and biological systems, and fluids. In this book attention is focused on two main problems. First, how local, topological constraints (frustrations) can cause macroscopic cooperative behavior: related ideas initially developed for spin glasses are shown to play key roles also for optimization and the modeling of neural networks. Second, the dynamical constraints that arise from the nonlinear dynamics of the systems: the discussion covers turbulence in fluids, pattern formation, and conventional 1/f noise. The volume will be of interest to anyone wishing to understand the current development of work on complex systems, which is presently one of the most challenging subjects in statistical and condensed matter physics.

The concept of this book was developed during the Winter Seminar held in the Austrian mountains at the Alpengasthof Zeinisjoch, Tirol-Vorarlberg, from February 27 to March 3, 1988. Leading experts and advanced students in math ematics, physics, chemistry and computer science met to present and discuss their most recent results in an informal seminar. These were the circumstances that led to the idea of compiling some of the essential contributions presented at this seminar together with others describing basic features of "optimal struc tures in heterogeneous reaction systems". The aim of this book is to present the scientific results of the intensive work carried out in each of the specific fields of research. Each contribution therefore presents the current state of the art together with a deeper treatment enabling a more comprehensive understanding of that particular field of work. The common ideas which unite all the different contributions are already ex pressed in the title of this book. The nature of heterogeneous reaction systems is quite varied. An example is provided by the chemical systems such as noble metal particles which may act as heterogeneous catalysts for gaseous chemical compounds. Under these circumstances the metal particles and/or their sur faces may undergo phase transitions during reaction. Imbihl and Plath report on special catalytic systems of this kind, which are of industrial importance.

Once upon a time, science was not divided into disciplines as we know it today. There was no distinction between so-called social and natural sciences, not to mention the fragmentation of the latter into physics, chemistry, biology, geology, etc. According to legend, the scientists those days would do their research in whatever environment they happened to find comfortable, which more often than not was in bathtubs or giant hot tubs - remember Archimedes! Then, somehow, these days we find ourselves compartmentalized into different departments in our universities, or divisions in our research institutes. (We suspect, for one thing, that is to ensure that we will get our paychecks delivered on time at the end of each month. ) Anyway, as anyone who has worked in the real world knows: when one is confronted with a completely new problem or phenomenon, it is usually impossible to neatly assign the problem to physics, chemistry, or, for that matter, computer science. One needs to recall and fuse together the knowledge one learned before and, if that alone is insufficient, to consult experts in other areas. This points to the shortcomings of the compartmentalization of knowledge in our educational systems. In recent years, something has changed. Under the banner of Complex Systems, some brave souls are not afraid to tackle problems that are considered intractable by others, and dare to venture out of their trained disciplines or departments to which they are attached.

WAVE TURBULENCE is a state of a system of many simultaneously excited and interacting waves characterized by an energy distribution which is not in any sense close to thermodynamic equilibrium. Such situations in a choppy sea, in a hot plasma, in dielectrics under arise, for example, a powerful laser beam, in magnets placed in a strong microwave field, etc. Among the great variety of physical situations in which wave turbulence arises, it is possible to select two large limiting groups which allow a detailed analysis. The first is fully developed wave turbulence arising when energy pumping and dissipation have essentially different space scales. In this case there is a wide power spectrum of turbulence. This type of turbulence is described in detail e. g. in Zakharov et al. 1 In the second limiting case the scales in which energy pumping and dissipation occur are the same. As a rule, in this case a narrow, almost singular spectrum of turbulence appears which is concentrated near surfaces, curves or even points in k-space. One of the most important, widely investigated and instructive examples of this kind of turbulence is parametric wave turbulence appearing as a result of the evolution of a parametric instability of waves in media under strong external periodic modulation (laser beam, microwave electromagnetic field, etc. ). The present book deals with parametric wave turbulence.

This book describes significant tractable models used in solid mechanics - classical models used in modern mechanics as well as new ones. The models are selected to illustrate the main ideas which allow scientists to describe complicated effects in a simple manner and to clarify basic notations of solid mechanics. A model is considered to be tractable if it is based on clear physical assumptions which allow the selection of significant effects and relatively simple mathematical formulations. The first part of the book briefly reviews classical tractable models for a simple description of complex effects developed from the 18th to the 20th century and widely used in modern mechanics. The second part describes systematically the new tractable models used today for the treatment of increasingly complex mechanical objects - from systems with two degrees of freedom to three-dimensional continuous objects.

Quantum trajectory theory is largely employed in theoretical quantum optics and quantum open system theory and is closely related to the conceptual formalism of quantum mechanics (quantum measurement theory). However, even research articles show that not all the features of the theory are well known or completely exploited. We wrote this monograph mainly for researchers in theoretical quantum optics and related ?elds with the aim of giving a self-contained and solid p- sentation of a part of quantum trajectory theory (the diffusive case) together with some signi?cant applications (mainly with purposes of illustration of the theory, but which in part have been recently developed). Another aim of the monograph is to introduce to this subject post-graduate or PhD students. To help them, in the most mathematical and conceptual chapters, summaries are given to ?x ideas. Moreover, as stochastic calculus is usually not in the background of the studies in physics, we added Appendix A to introduce these concepts. The book is written also for ma- ematicians with interests in quantum theories. Quantum trajectory theory is a piece of modern theoretical physics which needs an interplay of various mathematical subjects, such as functional analysis and probability theory (stochastic calculus), and offers to mathematicians a beautiful ?eld for applications, giving suggestions for new mathematical developments.

New ideas on the mathematical foundations of quantum mechanics, related to the theory of quantum measurement, as well as the emergence of quantum optics, quantum electronics and optical communications have shown that the statistical structure of quantum mechanics deserves special investigation. In the meantime it has become a mature subject. In this book, the author, himself a leading researcher in this field, surveys the basic principles and results of the theory, concentrating on mathematically precise formulations. Special attention is given to the measurement dynamics. The presentation is pragmatic, concentrating on the ideas and their motivation. For detailed proofs, the readers, researchers and graduate students, are referred to the extensively documented literature.

A material continuum moving axially at high speed can be met in numerous different technical applications. These comprise band saws, web papers during manufacturing, processing and printing processes, textile bands during manufacturing and processing, pipes transporting fluids, transmission belts as well as flat objects moving at high speeds in space. In all these so varied technical applications, the maximum transport speed or the transportation speed is aimed at in order to increase efficiency and optimize investment and performance costs of sometimes very expensive and complex machines and installations. The dynamic behavior of axially moving systems very often hinders from reaching these aims.

The book is devoted to dynamics of axially moving material objects of low flexural stiffness that are referred to as webs. Webs are moving at high speed, for example, in paper production the paper webs are transported with longitudinal speeds of up to 3000 m/min. Above the critical speed one can expect various dynamical instabilities mainly of divergent and flutter type.

The up-to-date state of investigations conducted in the field of the axially moving system dynamics is presented in the beginning of the book. Special attention is paid on nonlinear dynamic investigations of translating systems. In the next chapters various mathematical models that can be employed in dynamic investigations of such objects and the results of analysis of the dynamic behavior of the axially moving orthotropic material web are presented. To make tracing the dynamic considerations easier, a paper web is the main object of investigations in the book.

About half a century ago Landau formulated the central principles of the phe nomenological second-order phase transition theory which is based on the idea of spontaneous symmetry breaking at phase transition. By means of this ap proach it has been possible to treat phase transitions of different nature in altogether distinct systems from a unified viewpoint, to embrace the aforemen tioned transitions by a unified body of mathematics and to show that, in a certain sense, physical systems in the vicinity of second-order phase transitions exhibit universal behavior. For several decades the Landau method has been extensively used to an alyze specific phase transitions in systems and has been providing a basis for interpreting experimental data on the behavior of physical characteristics near the phase transition, including the behavior of these characteristics in systems subject to various external effects such as pressure, electric and magnetic fields, deformation, etc. The symmetry aspects of Landau's theory are perhaps most effective in analyzing phase transitions in crystals because the relevant body of mathemat ics for this symmetry, namely, the crystal space group representation, has been worked out in great detail. Since particular phase transitions in crystals often call for a subtle symmetry analysis, the Landau method has been continually refined and developed over the past ten or fifteen years."

In recent years, due primarily to the proliferation of computers, dynamical systems has again returned to its roots in applications. It is the aim of this book to provide undergraduate and beginning graduate students in mathematics or science and engineering with a modest foundation of knowledge. Equations in dimensions one and two constitute the majority of the text, and in particular it is demonstrated that the basic notion of stability and bifurcations of vector fields are easily explained for scalar autonomous equations. Further, the authors investigate the dynamics of planar autonomous equations where new dynamical behavior, such as periodic and homoclinic orbits appears.

One service mathematics has rc: ndered the 'Et moi, "', si j'avait su comment CD revenir, je n'y serais point alle. ' human race. It has put common SCIIJC back Jules Verne where it belongs. on the topmost shelf next to tbe dusty canister 1abdled 'discarded non- The series is divergent; tberefore we may be sense'. able to do sometbing witb it Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics . . . '; 'One service logic has rendered com puter science . . . '; 'One service category theory has rendered mathematics . . . '. All arguably true_ And all statements obtainable this way form part of the raison d'etre of this series_ This series, Mathematics and Its ApplicatiOns, started in 1977. Now that over one hundred volumes have appeared it seems opportune to reexamine its scope_ At the time I wrote "Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the 'tree' of knowledge of mathematics and related fields does not grow only by putting forth new branches."

One of the ultimate goals of materials research is to develop a fun damental and predictive understanding of the physical and metallurgical properties of metals and alloys. Such an understanding can then be used in the design of materials having novel properties or combinations of proper ties designed to meet specific engineering applications. The development of new and useful alloy systems and the elucidation of their properties are the domain of metallurgy. Traditionally, the search for new alloy systems has been conducted largely on a trial and error basis, guided by the skill and intuition of the metallurgist, large volumes of experimental data, the principles of 19th century thermodynamics and ad hoc semi-phenomenological models. Recently, the situation has begun to change. For the first time, it is possible to understand the underlying mechanisms that control the formation of alloys and determine their properties. Today theory can begin to offer guidance in predicting the properties of alloys and in developing new alloy systems. Historically, attempts directed toward understanding phase stability and phase transitions have proceeded along distinct and seemingly diverse lines. Roughly, we can divide these approaches into the following broad categories. 1. Experimental determination of phase diagrams and related properties, 2. Thermodynamic/statistical mechanical approaches based on semi phenomenological models, and 3. Ab initio quantum mechanical methods. Metallurgists have traditionally concentrated their efforts in cate gories 1 and 2, while theoretical physicists have been preoccupied with 2 and 3."

This book introduces 'functional networks', a novel neural-based paradigm, and shows that functional network architectures can be efficiently applied to solve many interesting practical problems. Included is an introduction to neural networks, a description of functional networks, examples of applications, and computer programs in Mathematica and Java languages implementing the various algorithms and methodologies. Special emphasis is given to applications in several areas such as: * Box-Jenkins AR(p), MA(q), ARMA(p, q), and ARIMA (p, d, q) models with application to real-life economic problems such as the consumer price index, electric power consumption and international airlines' passenger data. Random time series and chaotic series are considered in relation to the Henon, Lozi, Holmes and Burger maps, as well as the problems of noise reduction and information masking. * Learning differential equations from data and deriving the corresponding equivalent difference and functional equations. Examples of a mass supported by two springs and a viscous damper or dashpot, and a loaded beam, are used to illustrate the concepts.* The problem of obtaining the most general family of implicit, explicit and parametric surfaces as used in Computer Aided Design (CAD). * Applications of functional networks to obtain general nonlinear regression models are given and compared with standard techniques. Functional Networks with Applications: A Neural-Based Paradigm will be of interest to individuals who work in computer science, physics, engineering, applied mathematics, statistics, economics, and other neural networks and data analysis related fiel

The idea for this book was conceived by the authors some time in 1988, and a first outline of the manuscript was drawn up during a summer school on mathematical physics held in Ravello in September 1988, where all three of us were present as lecturers or organizers. The project was in some sense inherited from our friend Marvin Shinbrot, who had planned a book about recent progress for the Boltzmann equation, but, due to his untimely death in 1987, never got to do it. When we drew up the first outline, we could not anticipate how long the actual writing would stretch out. Our ambitions were high: We wanted to cover the modern mathematical theory of the Boltzmann equation, with rigorous proofs, in a complete and readable volume. As the years progressed, we withdrew to some degree from this first ambition- there was just too much material, too scattered, sometimes incomplete, sometimes not rigor ous enough. However, in the writing process itself, the need for the book became ever more apparent. The last twenty years have seen an amazing number of significant results in the field, many of them published in incom plete form, sometimes in obscure places, and sometimes without technical details. We made it our objective to collect these results, classify them, and present them as best we could. The choice of topics remains, of course, subjective.

... "What do you call work?" "Why ain't that work?" Tom resumed his whitewashing, and answered carelessly: "Well. lI1a), he it is, and maybe it aill't. All I know, is, it suits Tom Sawvc/: " "Oil CO/lll , IIOW, Will do not mean to let 011 that you like it?" The brush continued to move. "Likc it? Well, I do not see wlzy I oughtn't to like it. Does a hoy get a chance to whitewash a fence every day?" That put the thing ill a Ilew light. Ben stopped nibhling the apple .... (From Mark Twain's Adventures of Tom Sawyer, Chapter II.) Mathematics can put quantitative phenomena in a new light; in turn applications may provide a vivid support for mathematical concepts. This volume illustrates some aspects of the mathematical treatment of phase transitions, namely, the classical Stefan problem and its generalizations. The in tended reader is a researcher in application-oriented mathematics. An effort has been made to make a part of the book accessible to beginners, as well as physicists and engineers with a mathematical background. Some room has also been devoted to illustrate analytical tools. This volume deals with research I initiated when I was affiliated with the Istituto di Analisi Numerica del C.N.R. in Pavia, and then continued at the Dipartimento di Matematica dell'Universita di Trento. It was typeset by the author in plain TEX."

We present here a selection of the seminars given at the Second International Workshop on Instabilities and Nonequilibrium Structures in Valparaiso, Chile, in December 1987. The Workshop was organized by Facultad de Ciencias Fisicas y Matematicas of Universidad de Chile and by Universidad Tecnica Federico Santa Maria where it took place. This periodic meeting takes place every two years in Chile and aims to contribute to the efforts of Latin America towards the development of scientific research. This development is certainly a necessary condition for progress in our countries and we thank our lecturers for their warm collaboration to fulfill this need. We are also very much indebted to the Chilean Academy of Sciences for sponsoring officially this Workshop. We thank also our sponsors and supporters for their valuable help, and most especially the Scientific Cooperation Program of France, UNESCO, Ministerio de Educaci6n of Chile and Fundaci6n Andes. We are grateful to Professor Michiel Hazewinkel for including this book in his series and to Dr. David Larner of Kluwer for his continuous interest and support to this project.

This book contains the lectures and a selection of the seminars gi ven in the Fifth International Workshop on Instabilities and Nonequilibrium Structures which took place in Santiago, Chile, in December 1993. The Workshop was organized by Facultad de Ciencias Fisicas y Matematicas, Universidad de Chile, Instituto de Fisica of Universidad Cat6lica de Valparaiso and Centro de Fisica No Lineal y Sistemas Complejos de Santiago. This volume is the first of a new series of Kluwer on Nonlinear Phenomena and Complex Systems which will be edited by the Centro de Fisica No Lineal y Sistemas Complejos de Santiago. We thank Dr. David Lamer of Kluwer for his encouragements and support for this project. ix LIST OF SPONSORS OF THE WORKSHOP * Academia Chilena de Ciencias * Facultad de Ciencias Fisicas y Mathematicas de la Univ. de Chile * Instituto de Fisica de la Univ. Cat6lica de Valparaiso * Centro de FIsica No Lineal y Sistemas Complejos de Santiago (CFNL) * CONICYT (Chile) * Ministere Francais des Affaires Etrangeres * International Centre for Theoretical Physics (Trieste) * UNESCO * Fundaci6n Andes (Chile) * Departamento Tecnico de Investigaci6n y de Relaciones Internationa- cion ales de la Universidad de Chile * IDIEM (Fac. Cs. FIs. y Mat., Univ. de Chile) * CHILGENER S.A.

In the decades the of the formation of structures past subject spontaneous in far from has into a branch of - systems equilibrium major physics grown search with ties to It has become evident that strong neighboring disciplines. a diverse of can be understood within a common mat- phenomena range matical framework which has been called nonlinear of continuous dynamics This name the close to the field of nonlinear systems. emphasizes relationship of with few of freedom which has evolved into a dynamics systems degrees mature in the recent features mathematically subject past. Many dynamical of continuous be described reduction few can a to a systems actually through of freedom and of the latter of continue to degrees properties type systems of continuous the inspire study systems. The of this book is to demonstrate the numerous goal through examples that exist for the of nonlinear the opportunities study phenomena through tools of mathematical and use of common analyses dynamical interpretations. Instead of overview of the a providing comprehensive rapidly evolving field, the contributors to this book are to communicate to a wide scientific trying audience the of what have learnt about the formation of essence they spon- neous structures in continuous and about the dissipative systems competition between order and chaos that characterizes these It is that systems. hoped the book will be even to those scientists whose not helpful are disciplines the authors.

New developments in laser technology and theoretical modeling has allowed physicists to control chemical reactions using lasers and to attain an understanding of the underlying photochemical reaction mechanism. The book gives an up-to-date presentation of this research area, covering time-resolved spectroscopy and the dynamical behavior of electronically excited states.

In recent years there has been a growth in interest in studying the heart from the perspective of the physical sciences: mechanics, fluid flow, electromechanics. This volume is the result of a workshop held in July 1989 at the Institute for Nonlinear Sciences at the University of California at San Diego that brought together scientists and clinicians with graduate students and postdoctoral fellows who shared an interest in the heart. The chapters were prepared by the invited speakers as didactic reviews of their subjects but also include the structure, mechanical properties, and function of the heart and the myocardium, electrical activity of the heart and myocardium, and mathematical models of heart function.

The essays in this topical volume inquire into one of the most fundamental issues of philosophy and of the cognitive and natural sciences: the riddle of time. The central feature is the tension between the experience and the conceptualization of time, reflecting an apparently unavoidable antinomy of subjective first-person accounts and objective traditional science. Is time based in the physics of inanimate matter, or does it originate in the operation of our minds? Is it essential for the constitution of reality, or is it just an illusion? Issues of time, temporality, and nowness are paradigms for interdisciplinary work in many contemporary fields of research. The authors of this volume discuss profoundly the mutual relationships and inspiring perspectives. They address a general audience.

Statistical mechanics deals with systems in which chaos and randomness reign supreme. The current theory is therefore firmly based on the equations of classical mechanics and the postulates of probability theory. This volume seeks to present a unified account of classical mechanical statistics, rather than a collection of unconnected reviews on recent results. To help achieve this, one element is emphasised which integrates various parts of the prevailing theory into a coherent whole. This is the hierarchy of the BBGKY equations, which enables a relationship to be established between the Gibbs theory, the liquid theory, and the theory of nonequilibrium phenomena. As the main focus is on the complex theoretical subject matter, attention to applications is kept to a minimum. The book is divided into three parts. The first part describes the fundamentals of the theory, embracing chaos in dynamic systems and distribution functions of dynamic systems. Thermodynamic equilibrium, dealing with Gibbs statistical mechanics and the statistical mechanics of liquids, forms the second part. Lastly, the third part concentrates on kinetics, and the theory of nonequilibrium gases and liquids in particular. Audience: This book will be of interest to graduate students and researchers whose work involves thermophysics, theory of surface phenomena, theory of chemical reactions, physical chemistry and biophysics.

The volume that you have before you is the result of a growing realization that fluctuations in nonequilibrium systems playa much more important role than was 1 first believed. It has become clear that in nonequilibrium systems noise plays an active, one might even say a creative, role in processes involving self-organization, pattern formation, and coherence, as well as in biological information processing, energy transduction, and functionality. Now is not the time for a comprehensive summary of these new ideas, and I am certainly not the person to attempt such a thing. Rather, this short introductory essay (and the book as a whole) is an attempt to describe where we are at present and how the viewpoint that has evolved in the last decade or so differs from those of past decades. Fluctuations arise either because of the coupling of a particular system to an ex ternal unknown or "unknowable" system or because the particular description we are using is only a coarse-grained description which on some level is an approxima tion. We describe the unpredictable and random deviations from our deterministic equations of motion as noise or fluctuations. A nonequilibrium system is one in which there is a net flow of energy. There are, as I see it, four basic levels of sophistication, or paradigms, con cerning fluctuations in nature. At the lowest level of sophistication, there is an implicit assumption that noise is negligible: the deterministic paradigm."

"Granular Gases" are diluted many-particle systems in which the mean free path of the particles is much larger than the typical particle size, and where particle collisions occur dissipatively. The dissipation of kinetic energy can lead to effects such as the formation of clusters, anomalous diffusion and characteristic shock waves to name but a few. The book is organized as follows: Part I comprises the rigorous theoretical results for the dilute limit. The detailed properties of binary collisions are described in Part II. Part III contains experimental investigations of granular gases. Large-scale behaviour as found in astrophysical systems is discussed in Part IV. Part V, finally, deals with possible generalizations for dense granular systems.