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D. Meinkohn (Ed.)

Dissipative Structures
in Transport Processes
and Combustion
Interdisciplinary Seminar, Bielefeld, July 17-21,1989

With 125 Figures

Springer-Verlag
Berlin Heidelberg New York London
Paris Tokyo Hong Kong Barcelona
Professor Dr. Dirk Meinkohn
Universitat Bielefeld, Fakultat fUr Physik, Postfach 8640, D-4800 Bielefeld 1, Fed. Rep. of Germany

Series Editor:
Professor Dr. Dr. h. c. Hermann Haken
Institut fUr Theoretische Physik und Synergetik der Universitat Stuttgart, Pfaffenwaldring 57!IY,
D-7000 Stuttgart 80, Fed. Rep. of Germany and
Center for Complex Systems, Florida Atlantic University, Boca Raton, FL 33431, USA

ISBN-13: 978-3-642-84232-0 e-ISBN-13: 978-3-642-84230-6

001: 10.1007/978-3-642-84230-6

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Preface

Any description of the workings of nature by means of measurements and ob-

servations is beset with the problem of how to cope with an immense amount of
information. In physics, it is an established approach to derive basic equations
which then serve as cornerstones of what is called a theory of the phenomena.
This derivation is based on certain characteristics of the phenomena, the refine-
ment of which results from a reduction of the amount of empirical information,
with the reduction leading to an enhancement of the very characteristics that are
sought for in the otherwise seemingly amorphous wealth of data.
If physics is mainly concerned with the derivation of equations, lately there
has emerged a conceptually different approach, which in a way is equivalent to
a reversal of the line of attack: here, the basic equations serve as the point of
departure and the aim is to demonstrate that the equations are capable of de-
scribing certain characteristics which are thought to represent the essence of the
phenomenon under investigation. By definition, this variant approach must tran-
scend the realm of pure physics and could possibly be termed "applied mathe-
matics" in a broader sense. The phenomena it strives to characterize arise from a
range of influences such that a combination of theoretical concepts from physics,
chemistry, engineering, biology, etc., is called for. This, in turn, requires a truly
interdisciplinary endeavor, which is reflected by the names coined to designate it:
synergetics (Raken), physicochemical hydrodynamics (Frank-Kamenetzki), aero-
thermodynamics (v. Karman).
In away, the investigation of combustion epitomizes such an interdisciplinary
approach. Starting from the well-established equations of hydrodynamics and
thermodynamics, in combination with chemical kinetics, the aim is to extract
the essential traits of combustion with the help of mathematical methods. Here,
"combustion" designates a particular pathway for an exothermic chemical reaction
which is essentially due to the influence of transport processes. Thus, combustion
may be generally characterized as having a beginning and an end (e.g., ignition and
extinction), by its capacity to propagate itself (e.g., the concept of flame speed),
and by the occurrence of thermal and catalytic feedback (e.g., self-acceleration,
thermal explosion). It is then the objective of combustion theory to define these
characteristics in mathematical terms and to show how they arise from the basic
equations.
In consideration of the interdisciplinary nature of the topic, the seminar on
Dissipative Structures in Transport Processes and Combustion was aptly held at the
ZIP (Center for Interdisciplinary Research) of Bielefeld University, which provided
an agreeable setting. The general aim was .to show that such an interdisciplinary

v
area of teaching and research has the potential to supplement the traditional areas
of existing university faculties and that it can - by its very interdisciplinary nature
- help to counteract the deplorable trend towards compartmentalization.
In order to demonstrate this, a range of eminent speakers provided an overview
of the current state of conceptualization, in addition to which some lively discus-
sions gave a firsthand impression of some problems that are as yet unsettled.
A total of 19 speakers delivered 26 presentations, which addressed four major
topics:
- turbulent flow driven by surface and volume forces, i.e., cold flow without in-
ternal energy release due to exothermic reactions, with particular emphasis on the
problem of transition to turbulence and on how to describe fully developed turbu-
lence;
- turbulent combustion;
- stability of singular surfaces (flame surfaces, interfaces between different phases);
- reaction-diffusion problems, with convective stability included.
It is hoped that the selection of presentations contained in the proceedings will
convey some of the spirit that made the seminar such a memorable occasion for
all involved.
I would like to take this opportunity to thank the Forschungsschwerpunkt
Mathematisierung of Bielefeld University for their help in the organization of
the seminar, a task which rested largely on Martina Diegelmann, to whom I am
particulary indebted.
Financial assistance from the Westfalisch-Lippische Universitatsgesellschaft is
also gratefully acknowledged and, finally, I am indebted to my home institu-
tion, the Deutsche Forschungsanstalt fiir Luft- und Raumfahrt and its Institut fiir
Chemische Antriebe, which contributed by granting me generous leave.

Bielefeld, Dirk MeinkOhn

February 1990

VI
Contents

Part I Fluid Flow: Thrbulence, Modelling

Thrbulence and Navier-Stokes Equations

By S. Grossmann (With 2 Figures) ........ ......... ......... 2
An Arbitrary-Dimensional Cellular-Automaton Fluid Model
with Simple Rules
By R. Nasilowski (With 4 Figures) .......................... 9

Part II Combustion Waves, Flames

The Complex Dynamics of Wrinkled Flames

By G. Joulin (With 1 Figure) .............................. 20
Cascade Model for Thrbulent Flame Propagation
By G.I. Sivashinsky (With 2 Figures) ....... .... .......... . .. 30
The Fractal Concept of Thrbulent Flames
By N. Peters and Ch. Franke (With 9 Figures) .................. 40
Diffusion Flame Stabilization by a Recirculating Flow - Flame Spread
Downstream of an Ignition Point
By M. Konczalla (With 3 Figures) .......................... 51
The Spectrum of Cellular Inertia Waves Under Unstable Forced
Combustion Conditions
By S.U. SchOffel (With 8 Figures) ............ .... .......... 60

PartID Thrbulent Combustion

Detailed Combustion Chemistry and Its Coupling with Thrbulent Flow
By J. Warnatz (With 14 Figures) ........................... 76
Chemical Reaction Rate Effects in Thrbulent Non-premixed Combustion
By H. Bockhom (With 6 Figures) ........................... 95

VII
Part IV Reaction-Diffusion Systems: Stability, Pattern Formation,
Autowaves, Chaos

Synergetics Applied to Pattern Formation in Large-Aspect-Ratio Systems

By M. Bestehorn and H. Haken (With 19 Figures) . . . . .. . . . . ... . . 110
Kinetic Description of Autowave Processes and Hydrodynamic Motion
By Yu.1. Klimontovich . ........ .. .. .. . .... . . . . ......... . 144
The Non-isothermal Autocatalator: Complex Oscillations and Chaos
By P. Gray and S.R. Kay (With 9 Figures) . . . . . . . . . . . . . . . . 155
. . . ..
Deterministic Chaos in Chemical Reactions
By F.W. Schneider and A.F. Miinster (With 7 Figures) 169
Isotropic Automata for Simulations of Excitable Media:
Periodicity, Chaos and Reorganization
By M. Markus and B. Hess (With 22 Figures) . .. . ... . . . .. . . .... 197
Comparison Between Morphological and Rayleigh-Marangoni Instabilities
By A. Nadarajah and R. Narayanan (With 9 Figures) . . . ........... 215
Catastrophe Theory Concepts for Ignition/Extinction Phenomena
By D. Meinkohn (With 10 Figures) . . . . .. . . .. . . ... . .. . . .. .. .. 229

Index of Contributors . . . . . . . . . . . . . . . . . . . . . . . . .. . . 243

.... . ..

VIII
 Part I

Fluid Flow:
Turbulence, Modelling
Turbulence and Navier-Stokes Equations
S. Grossmann
Fachbereich Physik der Philipps-Universitiit, Renthof 6,
D-3550 Marburg, Fed. Rep. of Gennany

Abstract. This contribution reports on recent progress to explain

fully developed, homogeneous, and isotropic turbulence of incom-
pressible, single species fluid flow from the hydrodynamic equa-
tions. Only the main ideas are touched, for details the reader is
referred to the original references. Various applications indicate
the usefulness of the methods. There is also progress in our
understanding of the onset of strong turbulence (pipe flow), the
possible mechanism being eigenvector defectiveness.

1. Introduction

Developed turbulence is believed to be a deterministic chaotic

solution of the Navier-Stokesequations. A strange attractor is
supposed to exist, whose dimension seems to be large but still many
orders of magnitude smaller than the number of molecular degrees of
freedom. An upper limit for the attractor dimension was estimated by
P.Constantin, C.Foias, R.Temam (1974), cf. [1], D.Ruelle (1982) [2],
E.Lieb (1984) [3], and other authors. It turns out that the upper
limit of the Lyapunov dimension is an extensive quantity, proportio-
nal to the flow volume, if the mean energy dissipation rate is kept
constant when increasing the volume. The attractor dimension per
volume is of the order of ~-3, where ~ =
(V 3 /C)1/4 is the internal
(Kolmogorov) scale. Concrete numbers are 0.5 cm- 3 for the mean
atmospheric turbulence or 19 000 cm- 3 for the porcupine.
The strange attractor determines the statistical properties of
the (Eulerian) velocity field u(x,t). The distribution function or
invariant density is still not known. The approach to be presented
here makes various assumptions on the properties of the invariant
density, the main assumption being the possibility to statistically
decouple the large scales from the small scales in a well defined
manner. This assumption implies a mean field type approximation.
Within this frame everything is derived from the Navier-Stokes
equations. Therefore no adjustable parameter is free. Various
experiments can be described succ.essfully. But no contribution to
the intermittency problem is obtained. For most applications, in
particular to combustion, intermittency anyhow will not be relevant.
A warning seems necessary. The strange attractor might well be of
transient nature in shear flow turbulence. This at least was found
for pipe flow with Re
[15] .
=
3 000, ref. [4], see also section 6, ref.

2. Variable scale decomposition

The quantity of main interest for the internal structure of the

turbulent velocity field is the structure function D(r) =
«Iu(x+r,t) - u(x,t) 12 ». The double brackets indicate the ensem-
ble average or, under the usual assumptions, the space or time

2 Springer Series in Synergetics, Vol. 48

Dissipative Structures in Transport Processes and Combustion
Editor: D. Meinkiihn © Springer-Verlag Berlin, Heidelberg 1990
(stationarity!) average. D is the trace of the structure tensor;
D, or D. are equivalent to D due to incompressibility.
The advantage to deal with the position space quantity D(r) is,
that per definition D(O) = 0 and for small r the regularity of the
U-field implies D(r) = (£/3v)r% without detailed theory. For larger
r one enters the nontrivial universal range D - rlt3. The spectrum
E(k), which is the sinkr/kr transform of D(r) has, instead, its
regular properties at k ~ m, while the k ~ 0 range is boundary de-
termined, non-universal.
The disadvantage of the position space analysis, at first glance,
seems to be that neither the flow field U(x,t) nor the Navier-
Stokes Equation (NS-E)
(1)

contains the eddy size r which is the argument of D(r). (Here, p is

the physical pressure divided by the mass density Qo. f is the non-
random external stirring which substitutes the boundary conditions.)
One of the main first steps is to introduce the "physical
question" into the theory, viz. the separation r between the two
positions whose velocity differ~nce we ask for in D(r). The basic
idea to do this is to define the r-scale field [5]

UI(r) (x,t) =
vr
J
UI (x+y,t) dV(y)/Vr . (2)

Vr denotes a sphere of radius r and center y = O. The r-scale field

varies with x on scales )r only. The missing information about the
smaller eddies is contained in the sub-r-scale field
lll(r) (x,t) = UI (x,t) - Ut(r) (x,t). (3)

The decomposition of the velocity field, u = u(r)+u(r) resembles

Reynolds' decomposition into an average field and the fluctuating
remainder. It is, in fact, quite different, since in eqs. (2), (3) r
is considered to be variable. Varying r from 0 to L (the external
scale) scans all eddies of various sizes r in the flow field. There
is an analogy between u(r) (x) and the wavelet analysis (cf. [6]). In
both cases the flow field is analyzed simultaneously with respect to
position x and scale r.
The relation between the r-scale field U(r) (x,t) and the struc-
ture function D(r) is [5]

Information about the energy contained in the r-scale field is

equivalent to information about the structure function, more preci-
sely, to the multiply r-averaged structure function, < ... >,(r)deno-
ting the Vr-average over the variable y.

3. Eddy viscosity Kubo formula

Deriving _the equation for the r-scale field from the NS-E, and
eliminating in the resulting Reynolds stress <u(r)au(r»(r) the sub-
scale field by Lagrangean time integration along the fluid ele-
ment's trajectory starting at the argument of u(r) leads to the
following typical 4-point correlation, which contains a pair of sub-
scale fields together with a pair of r-scale fields

Jd'«<u(r)u(r) ('()u(r) aau(r) ». (5)

3
The above mention'ed basic assumption of the statistical independence
of the r-scale pair from the sub-r-scale pair provides closure,
since both remaining 2-point averages can be related to the
structure function 0, appropriately r-averaged [5].
The effect of the sub-r-field is to act as an additional
viscosity (due to the nonlinearity of the NS-E) upon the r-scale
field. This turbulent eddy viscosity is, of course, scale dependent.
It can be wri·tten as a conventional Kubo formula, now well known for
all kinds of transport coefficients,

N(r) = Jd't «ill(r) (X;t}\ll(r) (!(t+'tlx,t), t+"t)>>. (6)

The contribution of the pressure in the NS-E results in a similar

expression, which is nonlocal, as the Lagrangean trajectory starts
at x + y, all y. The reason is the long range correlation due to the
pressure.
The magnitUde of t'he turbulent viscosity N( r ) is (up to the
rema~n~ng r-averages) given by «Ul(r)Ul(r»>, which is of the
order D(r). The second ingredient of (6) is the decorrelation time
of the 't-integral or its inverse, the decorrelation rate r(r). That,
too, can be evaluated from the NS-E, see [5] and [7], and expressed
in terms of D(r), cf. next section.
All this results in a closed equation for the structure function
0, which is a nonlinear integro-differential equation. "Nonlinear"
due to the u· grad u term in the NS-E, which makes the Reynolds
stress (5) contain products of D. "Integro" since the r-scale
averaging has to be performed, even several times. "Differential"
because of the grad and divgrad in the NS-E. This D-equation looks
somewhat complicated, if all subscripts, averages, etc. are expli-
citly indicated. We solved it (numerically) [5] and obtained D(r) vs
r for all scales, see figure 1.
To indicate the structure of the nonlinear integro-differential
equation I write down a simplified version,

& = (y + ~D/r (r» (3dD/ /2rdr) . (7)

4r-----,-----~------r-----,-----,

~} Van Atto et 01., 1970

• Antonia et aI., 1982
o Anselmet et aI., 1984
o a Mestoyer 1982

~pe2 19 (r/"l
2 3 4 5
Fig.l. The longitudinal part D. of the structure function versus
eddy size r, in comparison with the data, from reference [5].

4
~ 0.008 stems, of course, from the solution of the complete
equation. Equation (7), solved with D(O) = 0, gives D(r) = (c/3v)r 2
for small r, i.e. in the viscous subrange (VSR), where the eddy
contribution - ~ is negligible, as D(r • 0) • 0 and r(r)· r(O) =
O.llc/v ~ O. It switches to the eddy viscosity dominated inertial
subrange (ISR) at r 9~, =
if r(r) according to eq.(9) is used.
Within the universal ISR one has
D(r) = bc 2/3 r 2 / 3 , (8)

where b=(~/2)-1/3 = 6.3, about 25% below the experimental value 8.4.
Note that there is no free parameter, no ansatz, no cutoff, no
divergency. Everything is evaluated from the NS-E in the well-
defined mean field approximation in a position space analysis. There
holds, furthermore, random Galilean invariance.

4. Eddy correlation time scale

One of the most important achievements of the present theory is the

explicit calculation of the Lagrangean decorrelation rates from the
NS-E, see [5], [7]. I t reads (essentially)
r (r) = [2c - vtarD(r)]/D(r), (9)

and holds for all scales, viscous as well as inertial. If r is

small, the numerator is - rZ, since 2c = v(tarD(r)r=o). Hence r(O) =
O.llc/v. If r is in the inertial subrange, so D(r) • r Z/3 , the v-
term in the numerator is • r- 4/3 and therefore negligible compared
with 2c. The resulting decay rate, r(r) = 2c/D(r) introduces the
relevant c into the equation for D(r), eq.(7), and implies (8).
The result (9) for r(r) is found in lowest order continued frac-
tion approximation for the time correlation function. The numerator
is «(u(x+f) - u(x»L(u(x+f) - u(x»», where L is the Lagrangean
time derivative. Its pressure term does not contribute due to
isotropy, so one gets v«(u(x+f) - u(x»tax (u(x+f) - u(x»», which
can be rearranged to give (9). It is not quite that easy to evaluate
the same for Ii< r) (x), but this is the essence.
The energy balance equation, whose simplified version is eq. (7)
was obtained quite similarly in other approaches too. For the decay
rates Ans~tze were used, e.g. in the "large eddy simulation" (LES)
or in the "eddy damped quasi normal markovian approximation"
(EDQNMA). These are usually particularly constructed for the ISR.
The explicit expression (9) not only is free from fit constants, it
furthermore is valid for all scales and can therefore serve to
calculate also the various range borders. It finally is of appealing
simplicity.
I finally would like to point out the importance of the
Lagrangean type L, i.e. of the Galilean invariance of the theory.
The reader might wish to try with another rate r(r) in eq. (7). He
will fail to get the correct ISR behaviour.

5. Various applications
Once the usefulness of the mean field theory for the NS-E based on
the variable range decomposition in position space instead of k-
space has become apparent, one is eager to apply the same ideas to
other problems of fluid flow.
a) In ref. [8] the temperature structure function (in general:
passive scalar) was calculated for all ranges and all Prandtl
numbers Pr = v/x. In the inertial range the turbulent Prandtl number

5
Vturb/Xturb was found to be 0.40, not far from the experimental
value. Note again, there is no fit parameter free. A new range shows
up if Pr) 0.35, in which convection already dominates thermal con-
duction although it is still laminar. We predict the corresponding
range borders as 5.5 Pr- 1 / 4 , r/q , 15.6 Pr3/4. There are not yet
enough data available to verify that.
b) The mean field theory applied to turbulent diffusion explains
quantitatively the famous Richardson law (1926) for the eddy
diffusivity [9], including the prefactor, K =
2.4 c 1 / 3 r4/3; it also
is possible to determine the whole temporal development of a sprea-
ding dust cloud (Gifford's data) or the spreading of balloons in the
TWERLE experiment (Lundgren's data analysis~ see figure 2. The ISR-
range variance we obtain is Rt 2 = 13ct3 . The whole diffusion theory
is offered in refs. [10], [11].

5
Rt
km
Fig.2. The mean distance between
pairs of signal balloons as
a function of time t in days
103 (Tage). The value for the
energy dissipation we used
for the theoretical curve is
5 c = 0.015 cm2 s- 3 ; the l.nl.-
tial distance is Rt: 0 = 150
km. The data are found in
[12] . Note that there is no
t necessity to fit with an
Tage exponential curve as is
10 2 believed to be valid for 2-
0 2 t. 6 8 10 dimensional turbulence.

c) The variable range decomposition and the mean field description

turned out to be powerful also to deal with thermally driven high
Rayleigh number (Ra =
10 14 ) turbulence. This has large scale ani-
sotropy, therefore there is a cross-correlation between tempera-
ture and u%, which demands an appropriate extension of the isotro-
pic theory, see ref. [13] . A new, buoyancy dominated range was found,
. in which the velocity structure function scales - r6/S, the tempera-
ture structure function is - r2ts, and the cross-correlation behaves
- r4 / S •
All these successes give hope that proper extension of the
variable range decomposition should be able to cope with multispe-
cies flow also. This would open a parameter- free theory of
combustion and could serve to confirm various models that have been
introduced quite successfully. Let me therefore summarize the
essential steps of the present approach (cf. also ref. [14]): stay
in position space, deal with structure functions or correlations,
introduce the variable range decomposition, keep Galilean invariance
by considering fluid element trajectories and Lagrangean time
behaviour, decouple the r-scales from the sub-r-scales. Calculate
the relevant decay rates from the fluid equations directly: this
tells you which are the relevant quantities (like c) that govern
the physics of the flow.

6
 6. Onset of pipe flow turbulence

In this last section I shall sketch briefly recent progress in

explaining the onset of shear flow turbulence, realized in Hagen-
Poiseuille pipe flow. It was obtained by Brosa and Boberg [15] and
might solve the lon~-~tanding puzzle why there is pipe turbulence at
all, although the parabolic Hagen-Poiseuille profile never gets
unstable.
We are completely captured by the "axiom" that an instability
must precede the onset of turbulence. The presently most successful
theory of shear flow turbulence is denoted as "secondary instabi-
lity" (Orszag and Patera), although for 3-dim pipe flow there is no
clear primary one. Another convincing support of the instability
idea is the overwhelming recent success in weak (non-shear) turbu-
lence, which is entered by one of the new well-known scenarios:
period doubling, quasiperiodic, intermittent.
But, there seems to be another onset scenario of at least
transient but strong turbulence (with steeply increasing lifetimes
when Re grows). Its basis is the (possibly multiple) eigenvalue
defectiveness in pipe flow. Not only is there a typical eigenvalue
degeneracy, as was confirmed by several authors, but in addition, the
corresponding eigenflow fields are (nearly) parallel or coinciding,
which leads to an enhancement of disturbances perpendicular to the
eigenspace on a stretched time scale, longer than the decay time
defined by the real part of the eigenvalues. The enhancement of the
signal makes the nonlinear interaction effective, producing again
unwanted disturbances perpendicular to the eigenspace. This is the
beginning of a new cycle "enhancement-interact ion-perpendicular
disturbance". Since many modes are involved (order 10 2 and more) the
sequence of cycles is irregular, nonperiodic, i.e. the flow field is
chaotic.
Brosa and Boberg [15] were able to produce various flow field
properties in promising agreement with measurements. Examples are
profile, fluctuations, resistance and, above all, the experimentally
well established double threshold for the onset of pipe flow
turbulence: It not only needs a sufficiently large Reynolds number
Re (beyond about 1500), but also a sufficiently large initial
disturbance to make the interaction effective. The larger Rei the
smaller the initial disturbance has to be.
Of course, there are many questions still open; further confir-
mation of this theory is desirable and extension to other shear flows
also. For more details I refer to reference [15].
Again one may hope that the new insights into the onset of strong
turbulence may have impact on the physics of combustion. The purpose
of this introductory lecture was to provide information on the
recent progress in turbulence physics.

References
1. R.Temam, Infinite Dimensional Dynamical Systems in Mechanics
and Physics, Springer: Berlin etc., 1989

2. D.Ruelle, Comm.Math.Phys. 87,287(1982)

3. E.Lieb, Comm.Math.Phys. 92,473(1984)

4. U.Brosa, J.Stat.Phys., to appear 1989

5. H.Effinger, S.Grossmann, Z.Phys. B66,389(1987)

6. F.Argoul, A.Arneodo, G.Grasseau, Y.Gagne, E.J.Hopfinger,

U.Frisch, Nature 338,51(1989)
7
 7. S.Grossmann, S.Thomae, Z.Phys. B49,253(1982)

8. H.Effinger, S.Grossmann, Phys.Fluids A1,1021(1989)

9. L.F.Richardson, Proc.Roy.Soc.(London) A110,709(1926)

10. S.Grossmann, I.Procaccia, Phys.Rev . A29,1358(1984)

11. H.Effinger, S.Grossmann, Phys.Rev.Lett. 53,442(1984)

12. T.S.Lundgren, J.Fluid Mech. 111,27(1981)

13. I.Procaccia, R.Zeitag, Phys.Rev.Lett. 62,2128(1989)

14. S.Grossmann, Spatial Chaos and Selfsimilarity in Developed

Turbulence, in: Proc.Workshop on Noise and Chaos in Nonlinear
Dyn.Systems, Eds.F.Moss, L.A.Lugiato, W.Schleich, Cambridge
Univ.Press, Cambridge, 1989/90

15. U.Brosa, L.Boberg, Z.Naturforsch. 43a,697(1988)

8
An Arbitrary-Dimensional Cellular-Automaton
Fluid Model with Simple Rules
R. Nasilowski
Universitat Oldenburg, FB Physik, Postfach 2503,
D-2900 Oldenburg, Fed. Rep. of Germanv

Abstract
A novel cellular automaton model of fluid dynamics is considered, similar to
the "lattice gas automata" recently introduced by Frisch, Hasslacher and Pomeau,
and others. The new model combines in it many desirable technical features that
are absent or not satisfactory in the classical models: arbitrary space dimensionality,
simple orthogonal lattice structure, as well as deterministic, easily implementable
transition rules which involve no more than two cells at a time. Nevertheless, our
model, at least theoretically, should be able to simulate nontrivial fluid dynamical
behavior, since the nonlinear convection term takes the desired isotropic form in the
incompressible limit at a particular mean mass density.

1 Introduction
A cellular automaton (CA) is an array of cells, where each cell can assume only finitely
many possible states, with a discrete dynamics defined by an iteration rule that transforms
the automaton's state at time t into the state at time t + 1. CA's can serve as extremely
discretized models of many-particle dynamics; they are useful for studying statistical,
"macroscopic" phenomena (such as thermodynamic and hydrodynamic properties) by di-
rect computer simulation. It is even possible to define CA models to simulate highly
nontrivial fluid dynamics of the Navier-Stokes type. This has recently been demonstrated
by Frisch, Hasslacher, and Pomeau (FHP) who invented the "hexagonal lattice gas" model
[1]. The FHP model is a CA that simulates the motion of gas particles with mass and
momentum conservation. Despite its oversimplified, highly discretized microdynamics, the
macroscopic dynamics of the FHP model, under appropriate order-of-magnitude assump-
tions, obeys the usual two-dimensional incompressible Navier-Stokes equations [2,3,4,5].
This is very remarkable because CA' s do not have such symmetries as isotropy and Galilean
invarlance that would guarantee the desired form of the hydrodynamic equations for the
lattice gas [6,7].
In fact, the hexagonal model of FHP arose as a modification of a similar model in-
troduced earlier by Hardy, de Pazzis and Pomeau (HPP) [8]. The HPP model is simpler
and uses a square lattice, rather than a hexagonal one. The HPP lattice gas also behaves
fluid-like, but there are highly anisotropic effects that severely restrict its ability to simu-
late interesting fluid dynamical phenomena; in particular, the nonlinear convection effects
cannot be correctly modeled [6,7].

Springer Series in Synergctics, Vol. 48 9

Dissipative Structures in Transllort Processes and Combustion
Editor: D. Meinkohn © Springer·Verlag Berlin, Heidelberg 1990
 The hexagonal FHP model is confined to two dimensions, but similar CA fluid models
for three dimensions, with cubic lattices, have also been invented [9]; the best 3D model
currently available seems to be the "face-<:entered hypercubic" (FCHC) model introduced
by d'Humieres and Lallemand [9,10,11]. Unfortunately, the transition rules of that model
are quite complicated and require an unsatisfactorily large amount of programming and/or
computational effort [12,13].
Here I will introduce a novel CA fluid model which is based on a slightly different,
unconventional approach. The new model combines in it several desirable features: no re-
striction to two or three dimensions, simple orthogonal lattice geometry, and simple, easily
implementable, deterministic transition rules. The automaton's hydrodynamic equations,
which can be derived by a statistical mechanics analysis, are given in a nondissipative ap-
proximation, and it is found that convective effects become isotropic in the incompressible
limit at a particular density, so the model can correctly simulate various nontrivial fluid
dynamical phenomena.

2 Definition of the model

Like the "classical" CA fluids, such as the HPP, FHP, FCHC, and similar models, our CA
is a drastically discretized version of the dynamics of particles flying around and colliding
x v
with each other. Let t be the time, and let = (Xl, ••. , Xd) and = (VI, ••• , Vd) denote the
position and velocity of a particle; d is the space dimensionality, which can be arbitrary.
We restrict the particle motion by postulating that

Vi E {±1} (1)
and
if t E Ze
Xi E (2)
if t E Zo,

(j = 1, ... , d), where Ze and Zo are the set of even and odd integer numbers, respectively
(see Fig. 1).
Each of our particles carries a charge vector ii = (nI, ... , nd) with components

ni E {O,I}.

0 0 0 0 0

• • • •
0 0
"'-/0 0 0
/"...
• • • •
0 0 0 0 0

Figure 1: Lattice structure of our model (in 2 dimensions). Particle positions at even
and odd times are shown as white and black circles, respectively. The arrows indicate the
possible particle velocities.
10
Figure 2: Attempt to illustrate the cellular structure ofour model. The left picture shows all
the local cells (indicated by the squares) belonging to one of the lattice points (indicated by
the dot in the middle); the right picture shows one of the cells in more detail. Each circle
corresponds to a bit in the computer.

The mass of a particle is m := 1, and the momentum m= (ml, ... , md) of a particle is
defined by
(3)

where nj is the j-charge and Vj is the j-th velocity component of the particle. Our
definition of "momentum" by (3), rather than by the familiar formula "mass times velocity"
(mj = mVj), looks strange and "unphysical", but will later tum out to be advantageous.
Each of the discrete points in (x, V)-space resulting from (2) and (1) corresponds to
one of the cells in our automaton model. We impose the following exclusion principle:
No more than one particle may occupy a given cell (x, V) at a given time t. The state of
a cell can thus be represented by 1 + d Boolean variables, i.e. bits (see Fig. 2):

(J=O,I, ... ,d),

where
no(t, x, V) = n(t, x, V) E {O, 1}

specifies the number of particles in the cell, and

( nj(t, x, V): j = l...d) = ii(t, x, V)

is the charge vector of the particle in the cell when the cell is occupied, or zero when the
cell is empty. So we have the restriction

nJ(t, x, 0 :5. no(t, x, 0.

To save writing, we will always automatically assume

j,k, ... E {I, ... ,d}

J,K, ... E {O,I, ... ,d}

whenever these symbols occur as indices. Furthermore, we set

Vo := 1.

11
With these conventions, the cellular observables of interest, namely the mass met, X, 0 =:
x, x,
mo(t, 0 and momentum met, 0 of a cell, can be expressed in terms of the Boolean
cellular state variables as

mJCt, x, 0 = vJnJ(t, x, 0.
To specify the dynamics of our CA model, we assume that at time t = 0, 1,2, ... , when
the particles are located at the lattice points (2), collisions may occur, leading to a sudden
change of the cellular state variables:
nJ(t, x, 0 -T n~(t, x, 0, (4)
whereas in the meantime between the collisions, the particles move freely from one lattice
point to another, so
nJ(t + 1, x+ v, 0 = n~(t, x, 0. (5)
Our rule for the collision transformation (4) consists of d successive steps:
n J- l ~ nZ
- n J~ J~ ~ ndJ+l
~ ... ~ =n'J. (6)
At the k-th step (n~ -T n~+I), we let each cell interact with exactly one local "partner
cell" (see Fig. 3): Cell (x, 0 interacts with cell (x, R k0, where Rk is the vector operator
that reverses the sign of the k-th component:
(Rkv); := (_l)o;k vj
i.e.
R1v = (-Vl,+Vz, ... ,+Vd)
Rzv = (+VI, -Vz, ... , +Vd)

Rd V = (+vJ, +vz, ... , -Vd).

Our transformation rule for the k-th step in (6) is
(7)

k=l k=2

I~I/I
I/I~I
Figure 3: Local pairs of interacting cells in subsequent collision steps (each square repre-
sents a cell, their velocity vectors are indicated by the arrows).
12
where the fj are certain functions still to be specified, n. := (no, ... , nd), and Pk is the
"partner cell" operator, defined by
PknAt, X, V) = nAt, x, RkV).
In order to get the desired hydrodynamic behavior, we fix the transition functions fj by
the following requirements: The total mass (J = 0) and momentum (J = L.d) should be
conserved:

(8)

and the change of cellular states in a pair transfonnation should be as large as possible:

L In~+l - n~1 = max. (9)

J

Our pair transfonnations according to (7) can be described by a mapping

(n., n!) f-+ (J:(n., n!), f:(n!, n.»),

where n. and n! represent possible values of the state variables of the interaction partners;
thus (8) and (9) are equivalent to the requirements

and
L If;(n., n!) - nJI = max
J

(see also Fig. 4). The unique fj that satisfies these conditions is given by

if no = 0 and no = 1 and nZ = 0
f~(n., n!) = {~ if no =0 and no = 1 and nk =0
no otherwise
if no = no = 1 and nk = nt =0
f;(n., n!) = {~ if no = no = 1 and nk = nZ =1
no otherwise
no = 0 and no = 1 and nZ = 0
fj(n.,n!) = {n j if { no = 0 and no = 1 and nk = 0
no=no=l
nj otherwise
for j ::/ k.

The resulting collision rules are illustrated in Fig. 4.

13
Rule 1:

I~H~I
Rule 2:

I~H_I
Rule 3:

I~H~I
Rule 4:

I~H~I Conservation laws:

no + no = const
nk - n"j; = const
nj + nj = const
\V j 'I k)
Figure 4: Collision rules for a pair of interacting cells, (i, V) and (i, V'"), with V'" = Rkv,·
see text. When only one cell contains a particle and the other is empty, that particle can
sometimes IIspontaneously" change its velocity (jump to the partner cell) without changing
its momentum (rule 1). When both cells are occupied by particles, these particles necessarily
retain their velocities, but a transfer of momentum from one particle to the other is possible
(rules 2 through 4). The diagram at the bottom of the picture explains the meaning of the
various symbols, and beside it, the conservation laws are indicated. Here, the index k is the
number of the step and corresponds to the lIinteraction direction", and j('I k) represents
collectively all other space directions.

3 Statistical and hydrodynamic behavior

To investigate the macroscopic, statistical behavior of our CA model, we introduce local
macroscopic observables
(10)

where (.) denotes a local average over i, taken over a sufficiently large "volume element"
containing many lattice points. nJ and nJ are the bit values before and after the collision

14
(4). The quantity

qJ(t, X) := 2- d E vJP;;J(t, X) = 2- d E vJP~J(t, X) (11)

;; ;;

then represents the local spatial density of J-momentum. (Note that each of our lattice
points x according to (2) in fact "occupies" a spatial volume of 2d. Accidentally, 2d is
v
also the number of possible values with Vj = ±1 over which the sum in (11) extends.)
In particular,

q{t, X) = (qj(t, X): j = l...d)

is the momentum density, and

p(t, X) := qo(t, X)

is the mass density. The second equality in (11) holds because the local J-momentum is
exactly conserved in collisions:

E vJnJ(t, x, if) = E vJn;(t, x, if),

if ii

which in turn is a consequence of our built-in conservation law (8) for the pair interactions.
Furthermore,

(12)

because of (5).
For a spatially homogeneous macroscopic state, eqs. (11) and (12) yield p;;](t + 1) =
P~J(t) and qJ(t + 1) = qJ(t) = qJ = const; consequently, we expect

(13)

for the case of equilibrium, i.e. when the macroscopic state is homogeneous not only in
space but also in time. Here, q. = (qo, ... , qd) = (p, V, and the pfJ are certain well-defined
functions which characterize the equilibrium state in terms of the order parameters qJ. In
fact, one can derive the following explicit formulas for IqJ =: q ~ 1:

P!vu = P
+2 1 - p .......+2(I- p)(l-2p)( .... ;;'\2_ 2)+O( 3)
2_ p V q (2_p)2p V q, q q

It
~. 1 V'q'
= 2+ (2~;)p +O(q).
..3
(14)

The derivation of these formulas, which is analogous to the corresponding theory for the
classical CA fluid models [7], will be published elsewhere [14].
In order to discuss the hydrodynamic behavior of the model, we make the usual
assumption of local equilibrium characterized by macroscopic "equations of state" of the
form
P;;J = P;;J v q., nn
B(q., .c; v v q., ...)

P;;J
I = A ( q., i7
P;;J v q., n"q., ....)
v v (15)

15
Here, the functions P~J and P~J express the local bit probabilites PvJ and P~J before and
after the collisions, respectively, in terms of the local values of the order parameters qJ
and their spatial derivatives, where it is implicitly assumed that the qJ and thus also (15)
depend on x only weakly and in an approximately continuous and differentiable way. The
explicit form of (15) can be determined penurbatively by means of a Chapman-Enskog-
type expansion, in the same way as in the theory of the classical CA fluids [7]: We require
the nonequilibrium constitutive relations (15) to be consistent with (12) and (11), and to
reduce to (13) in the equilibrium case:
p~iq., "9 = 0) = P:J(q.,"9 = 0) = p~iq.).
Now, rescaled coordinates Xj := fXj are introduced, where f ~ 1; we substitute a/aXj =
f a/axj and make the multiple-time-scales ansatz a/at = f a/Otl + C- a/at2 + ... ; then,
everything is expanded as Taylor series in f, and equations for the coefficients are obtained.
In this way, asymptotic expressions for (15) are found, which in turn can be used to express
q.(t + 1, X) and thus also atq.(t, X) in terms of q.(t, X), "9 q.(t, X), ...• Proceeding like this,
one finds in a first approximation [14]
atqJ + EVkQ~k(q.) = O(V2)
k

(16)

where at := a/at, V k := a/aXk, and O(V2 ) symbolizes correction terms whose order of
magnitude is "9"9q., "9 q. "9 q., "9"9"9q., etc. The O(V2) terms in (16) are responsible for
dissipative effects, such as viscosity and mass diffusion; here we will consider only the
case where they are negligible. Inserting (14) into (16) gives

a t p+"9· gE = O(V2), atqj + EVkQ~ =O(V2)

k
1- P
gf:= Q~ = 3
2-2-qk + O(q )
-P
Q~
p
= ( 2-
2(1 - p)(l - 2p)
(2_p)2p
2) 4(1 - p)2
qj Ojk+(2_p)2pqjqk+O(q).
3 (17)

These are the hydrodynamic equations of our automaton model; gE and (Qf,.: j, k = L.d)
are the dissipationless approximations of the mass flux vector and the momentum flux
tensor.
An important observation to be made in (17) is that the automaton's hydrodynamics
is anisotropic, i.e. it is not invariant under transformations x ~ R.i, ij -+ Rij, with R
an orthogonal matrix. In fact, it is the term proportional to q;Ojk in Qf,. that causes the
anisotropy in the approximation we consider here. Note, however, that the coefficient
of this term vanishes when p =~. Let us, therefore, assume the following orders of
magnitude:
1
t = O(f- 3), x = O(f-2 ), p = 2 + O(c-), if= O(f),
where x and t denote characteristic length and time scales, and f ~ 1. In this particular
"inviscid incompressible limit", the hydrodynamic equations (17) become, up to negligible

16
tenns,

But this is equivalent to

(18)
with

So, our CA model can, at least theoretically, reproduce fluid dynamic behavior governed
by the Euler equations (18).
As a remark, it should be noticed that the hydrodynamic velocity u in (18) and (19)
has to be interpreted as the momentum convection velocity and must not be confused
with the mean particle velocity iii, which is
_ (Lv vno(t, X, V)} gE 2(1 - p) _
w= .... ~-~ q,
CLiinO(t, x, V)} p (2 - p)p

so, for p ~ t,
_ 4_ 3_
w ~ 3'Q == 2u .
The peculiar fact that u=I iii is typical of CA fluids [4,7]; it is a manifestation of the lack
of Galilean invariance in the model.

4 Conclusion
We have considered a novel CA model that can simulate fluid dynamics with the correct
nonlinear convection effects; this is at least what statistical mechanics theory predicts. The
model is similar to other CA fluid models that have been introduced earlier; the essential
difference to the classical models is our unconventional concept of "momentum". This
makes it possible to specify collision rules that are composed of very simple "elementary"
rules which involve only two cells at a time (pair interactions). Hence, implementation
of our model on computers is much easier than, for example, the classical FCHC model
for three dimensions. Moreover, our rules are deterministic; so there is no need for time-
consuming random number generation. Furthennore, the model also has a simple geometric
lattice structure which can even be defined in arbitrarily many dimensions (although d :5 3
should generally be sufficient).
On the other hand, it must be said that there are no built-in discrete symmetries in our
model that would guarantee isotropy (in an approximate sense) of dissipative effects like
viscosity, as is the case for the FHP and FCHC models [7]. Furthennore, it is also not
yet clear whether our automaton actually displays the behavior predicted by the statistical
mechanics theory with its notorious "ergodic hypotheses". So, further investigations are
necessary. They will certainly be worth the effort in view of the technical simplicity and
flexibility of the new model.
17
Acknowledgment
I thank Prof. Dr. A. Rauh for motivating and supporting my work.

References
[1] U. Frisch, B. Hasslacher, Y. Pomeau: Phys. Rev. Lett 56 (1986) 1505

[2] D. d'Humieres, P. Lallemand: Physica A 140 (1986) 326

[3] D. d'Humieres, P. Lallemand: Complex Sys. 1 (1987) 599

[4] F. Hayot: Complex Sys. 1 (1987) 753

[5] J.P. Dahlburg, D. Montgomery, G.D. Doolen: Phys. Rev. A 36 (1987) 2471

[6] S. Wolfram: J. Stat. Phys. 45 (1986) 471

[7] U. Frisch, D. d'Humieres, B. Hasslacher, P. Lallemand, Y. Pomeau, J.P. Rivet:

Complex Sys. 1 (1987) 659

[8] J. Hardy, Y. Pomeau, O. de Pazzis: J. Math. Phys. 14 (1973) 1746

[9] D. d'Humieres, P. Lallemand: Europhys. Lett. 2, noA (1986) 291

[10] J.P. Rivet: C.R. Acad. Sci. 305 II (1987) 751

[11] J.P. Rivet, M. Henon, U. Frisch, D. d'Humieres: Europhys. Lett. 7, no.3 (1988) 231

[12] M. Henon: Complex Sys. 1 (1987) 475

[13] S. Succi, P. Santangelo, R. Benzi: Phys. Rev. Lett. 60 (1988) 2783

[14] R. Nasilowski: "A quasi-isotropic cellular automaton fluid with simple rules and
arbitrary space dimensionality", in preparation

18
 Part II

Combustion Waves,
Flames
The Complex Dynamics of Wrinkled Flames
G.Joulin
U.A. 193 CNRS, ENSMA, Rue Guillaume VIT, F-86034 Poitiers, France

Abstract. We summarize recent analytical attempts to understand the dynamics of

hydrodynamically unstable, hence wrinkled, premixed flames. Exact solutions to
qualitatively correct, non-linear evolution equations are displayed, and used as
a basis to study the role of large scale geometry in the local flame dynamics.
The flame response to external hydrodynamic noise alSO is evoked.

1. I ntroduct i on

Any deductive theoretical study of premixed flame propagation in quiet or

fluctuating incoming fresh gases is unfortunately hampered by difficulties of
various origins. The instability mechanisms, which can spontaneously lead to the
appearance of front wrinkles, have to be included. Of course, such theories must
be nonlinear, and they turn out to be nonlocal as well. Fluid mechanics is
inevitable and, because a flame may often be described as a propagating surface,
one also has to cope with evolving geometries. Last, but not least, quite wide
spatio-temporal spectra often are involved when the fresh medium is turbulent~
The presentnlecture note reports on recent analytical attempts to handle these
difficulties in the framework of simple, but as complete as possible, theoretical
model problems. In each case, the flame dynamics can be studied via a
2-dimensional N-body problem for complex, movable singularities.

2. The physics involved

Premixed flames are subsonic combustion waves that propagate by conduction and
chemical reaction : when reacting, a layer of burning medium has time to preheat
some adjacent layer of unburned material, rendering it ready to react •.• and so
forth. Of course, molecular diffusion of reactant(s) also is involved.
A steady planar flame has a well-defined speed u and a typical thickness
d = D/u L (0 : heat diffusivity). Order-of-magnitube estimates /1/-/3/ deduced
from the energy balance yield u1 ~ I(D/t~) ~ a/(t /t b) (a = sound speed,
tc = collision time, tb = reaction time at Tinal tempefature Th). Alternatively,
one may say that uI!h (~istance travelled during reaction time) must have the
same magnitude as ruth)l 2 (range of diffusion) ; in any case, the magnitude of
uL/a follows from 0 ~ tca. As t c « th implies uL « a, the gas may be viewed as
dynamically incompressiole (pT = constant).
d is typically of a few tenths or hundredths of a millimeter, and the simplest
model of a flame is that of an hydrodynamic discontinuity equipped with a known
velocity u1 relative to the fresh gases and separating two constant - density
media (Larrdau - Darrieus model /4/ /5/). In such a framework one can study the
evolution of a very weakly corrugated front, the shape of which is chosen such
that z = - uLt + ~(t,~) represents the flame front (z = streamwise coordinate, ~
= transverse cartesian coordinates, t = time), with ~ = E exp(wt + ik.x) and E
+ O. The growth rate w is sought in terms of u , Ikl and the unburned-to burned
density ratio pu/P b > 1. Dimensional and symm~try arguments indicate that w (a
scalar) has the form /1/-/3/
(1)

20 Springer Series in Synergetics. Vol. 48

Dissipative Structures in Transport Processes and Combustion
Editor: D. Meinkohn © Springer-Verlag Berlin. Heidelberg 1990
and detailed analyses lead to fey) > 0 for any y > 0, and to fey) ; y/2 for
y « 1. Accordingly, any flame should be subject to this Landau-Darrieus
instability, the severity of which increases as P Ip and Ikl do. It is caused by
streamline deflection across the flame front (heNce~y Ph I Pu and the existence
of a non-zero u ) and the resulting change in fresh-flo~ geometry : the mixture
slows down (res~. speeds up) at the front troughs (resp. crests) thereby allowing
for an increase in the amplitude of ~, as the flame speed relative to the gas is
fixed to be u in this preliminary model. This mechanism of instability has
recently been ~ully confirmed by numerical simulations of flame propagation and
wrinkling 124/. Equation (1) may also be written as
~t = uLf(y)I(~,!) (2)
where H.,x) is defined as the multiplication by Ikl in Fourier space C.~)
conju9ate to physical one (!). When a single transverse variable (x) is retained,
I(.,x) has the explicit representation 161
wI(~,x) = l:m ~x(x"t)(x-xl)-ldXI (3)
where the integral has to be understood as a Cauchy principal part. The RHS of
(2) measures the change in flow z-velocity ahead of the front due to front
corrugations. Thus (3) shows that a folded flame modifies the incoming fluid in a
non-local, (hence messy), way.
Though unavoidable when Ikl is small enough, the growth rate deduced from (1)
is obviously incomplete : any flame would instantaneously get infinitely finely
corrugated. This is so because the flame speed un was taken to be uL whatever the
flame shape; that of course may be wrong, e.g. when Ikld ~ 1.
When the flame is curved, transverse diffusive fluxes of heat and scarce
reactant(s) are generated, thereby modifying the local chemical time t R, via
changes in local reaction temperature T U T), hence the flame speed. If
conduction is faster then diffusion, u i~ lowef (resp. higher) than u at the
r
troughs (resp. crests) ; cl early, thi tends to counteract the Landau-luarrieus
instability. One can also show that the streamline-deflection-induced transverse
convective effects and the incoming flow nonuniformity also contribute.
The overall result /71, obtained in the limit of weakly curved and-weakly
stretched flames.
un ;: uL(1 - L(Ri 1 + Ri 1 - .!2 • VU • .!2/u L ) + smaller terms) , (4)

turns out to be fairly accurate 18/. Here, (Ri 1 + Ri 1 ) is the local mean
curvature of the reaction sheet, n is a unit normal, VU is the upstream
rate-of-strain tensor ahead of the frame and L is the so-called Markstein length
19/. The Markstein number Ud is a function of all the dimensionless groupings
characterizing the planar flame structure (Lewis numbers, rate constant
ratios ••• ). Flame theory now is able to give a priori estimates of Ud and these
turn out to be quite consistent with the most recent available data 18/.
Interestingly enough, Ud does not vanish as y does and is positive for most
mixtures (lean hydrogen flames excepted). In the linear and small-y
approximations, the last term in (4) is smaller than, but proportional to, the
curvature contribution.
Once (4) is used in lieu of un = uL' (1) is replaced by
III = uLlkl f(y) - uL k2g(y,L) + •••• , g(O,L) = L (5)
in the 1 imit Ik Id « 1. Instabil ity now is confined to the finite range :
O<lkl<f/g, and the Landau-Darrieus paradox is cured. Of course (5) is a truncated
relation, but it happens to be enough when y « 1, as the marginal wavenumber is
then O(yIL) ; then (2) becomes
~t ; uL t H~,x) + uLL ll~ (6)

II = a2/ax2 + a2/ay2 being the transverse Laplacian.

21
 The last ingredient of a mlnlmUm, but viable, model is non-linearity,
unfortunately. A flame locally propagates normally to itself, not in the
z-direction ; in the (z,x)
-
- coordinate system, the definition of un is
un = (u - y . ~~ - ~t)/(1 + 1!~1)1/2 (7)
where v = (a/ax, a/ay) and the transverse flow velocity y is defined by ~ = (u,
y). Equation (7) simplifies to
(8)

when u ~ uL and the wrinkle amplitude function ~ is small. One notes that V • v~
= 0(~2k2y) if y « 1 and is then of the same type as, but smaller than, -lv~T2
(= 0(~2k2». If u was uL' and ~ was zero, Eq (8) would give an eikonal-like
evolution equationnfor~. The latter may be "synthetized" with (6) to give
(9)

which is the Michelson-Sivashinsky (MS) equation /10/-/12/. Obtained here in a

phenomenological way, (9) is a rigorous leading order result in the formal limit
y + 0 ; retaining the next order only introduces removable constant factors /13/.

3. A pair of lemmas
3.1. Lemma no 1 : We consider the one-dimensional equation

~T + Sh) x~x + ~ ~/ = 1.1 ~xx + f(T) I(~,x) (10)

in which - < x < co, f and S are arbitrary functions of "time" T, and 1.1 is a
Q)

positive constant. Equation (10) admits aperiodic pole-decompositions, i.e.

solutions such that
2N
~
x
=-21.1 a-I 1 1/(x-x(T».
a
( ll)

Equation (11) holds iff the complex poles x of ~ satisfy the ODE's
a X

The proof is by direct substitution into (10) differentiated once, and by use
of the identity /27/
1(1/(x - xa), x) = - i sign(lm xa) ~x ( d ) . (13)
a

The Fourier transform of 1 / (x - x) is indeed identically zero for k < 0 or

k > 0, depending upon the sign of ~he imaginary part (1m x ) of x ; therefore
Ik I has the same action as ± i(ik) on the Fourier transform aof the'Se functions.

3.2 Lemma no 2 : Consider the one-dimensional equation

~ + a 22(T) ~ 2 = a 2 (T)1.I ~ + b(T)J(~,o) (14)

T ° 00

in which a and b are arbitrary functions and J(.,o) is defined as

7T/K K( ')
7TJ(~,O) = f_7T/K~o(T'O') cot ( ro )do'. (15)

22
 Equation (14) admits a 27T/K-periodic pole-decomposition, i.e. solutions for
which
(16)

if the N pairs of poles of ~ in a 27T/K-period satisfy

a

aa = a h)
2 11K h
Bra
cot(-2K (a - a )) - ib{-r) sign{Im a )
B a a
{I 7)

To prove lemma no 2 we first recall the formula /25/

+m
cot{Z/2) = m+a> r 2/{Z - n7T)
lim -m (IS)

so that J(. ,a) merely is the form of I{. ,a) which is suited for 27T/K-periodic
functions; in this sense, I{.,.) and J{.,.) are equivalent. Also due to (IS), an
identity analogous to (13) exists for cot(K{o-o )/2). Equation (17) is then found
by direct substitution and use of the knowR trigonometric formula for the
cotangent of a difference. Alternatively (but with much care) one may employ the
change of variables
a = x aCT) , ~(T' xa(T)) = ~(T'X) (19)
in (14), then equation (18) in (11) (12).

4. The planar M.S. problem

Once appropri ate re-sca 1i ngs are employed, the one-dimens i ona 1 vers i on of the
M.S. equation (9) can be put in the form (10), with SeT) = 0, f(T) = 1 and
11 = Lid ) O. It is also of the type (14), with a = b = 1, as x = a in the present
case. As such, the M.S. equation admits pole-decomposed solutions, both aperiodic
and periodic /14/, /27/, by lemmas no 1 and no 2. The flame shape evolution is
then computable from (12) or (17).

Fig. 1 : Periodic flame shapes with two poles a = A ± iB

per cell, for KB = 2 (top), 0.5 (middle) and 0.05 (bottom).
The hatched region in top drawing locates the burned gases.
The crests correspond to a = A (modulo 27T/K).

Figure 1 may be used as a guide to help one imagine what the contribution of
each pair of poles to the flame shape is. Those readers who do not feel
confortable with the idea of understanding the behavior of a real flame in terms
of complex pole motions may find it entertaining to re-work lemma no 2 by purely
real methods ; Hints : use Fourier series for ~ , take advantage of the known
formu1 a /25/ -- a

(20)

and of the known sum of a geometric series /15/. Lemma no 1 follows by allowing
27T/K to tend to infinity.

23
 Though the poles undoubtedly are figments of one's imagination, they can be
useful as intermediate concepts to help one better "feel" the M.S. dynamics. As a
first example of what can be extracted from the 2N-body problems (12) (17), we
consider the non-periodic case with N = 1 and x = A ± iB. The flame slope
corresponding to this two-pole dynamics reads as a
~x = - 4U(x - A)/(x - A)2 + B2) (21)
where B may be assumed positive. A and B are given by (12), i.e.
AfT) = 0 (22)
8fT) = U/B - 1
Equation (21) represents a crest, located at x = A, that is pointing towards the
burned gases. The periodic case (2 poles per cell) is worked out similarly to
give
'I'x = - 2UK sin (K(x-A))/(cosh KB - cos(K(x-A))) (23)
where, now, A and B follow from
A= 0
8 = UK coth KB - 1 • (24)
Equation (23) represents a 2./K- periodic wrinkle with wide troughs that point
towards the fresh side, and nar.rower crests (see Fig.l). As T ... 00, the pattern
gets steady, leading to ~ = - VT + F(x). Here, v is the instability-induced
increase in flame velocity, which one can relate to the flame shape, upon
averaging the evolution equation over a period. This leads to
v = < ~X2 >/2 ; <.> = spatial average. (25)
Injecting B= 0 and (23) into (25) leads to the final pole location and, if
UK < 1, to v = 2UK{1 - UK) ; otherwise, 8{(0) = and v = 0 (stable wavelength).
00

We next consider the periodic situations when N > 1. Numerical integrations of

(17) indicate that the poles tend to align (or "condense") along a parallel to
the imaginary axis /27/ and that only a few of them tend to steady locations;
the other ones seem to escape towards ± ioo.
The mechani sm of al i gnment is qualitatively understood by cons i dering two
poles in the upper half complex p'lane, at a moment when they are close to each
other. Then (12) or (17) yields xa ~ - Xs ~ 2U/(x S - xa ), whereby: (x a - xa )2 =
- 8U KT + a complex constant. This shows that IRe(x a - xs) I tends to zero
(horizontal attraction) whereas IIm(x a - xs)1 tends to infinity (vertical
repulsion) : hence the mechanism /14/. As for the fate of aligned poles for T ...
00, one notes that, with xa = ± i Ba (B a > 0), equation (17) gives

8a = UK s~a (coth (~(8s- Ba»+Coth(~(8s+ Ba»)+UK coth{KBa) - 1 (26)

Considering the pole with the highest 8 (the Nth, say) and the inequal ity
coth (B > 0) > 1, one deduces that B > UK(2N - 1) - 1. In a steady situation,
one deduces 2N S (1 +l/UK) ; but N isNbn integer, and it must satisfy /14/

N < NmakUK) = Int (~ (1 + ~K»)' (27)

where Int(x) denotes the integer part of x. Using (16) into (25), one can then
show (two-star-exercise /16/) that
v = 2N ~K (1 - N UK) ; N = 0,1 ... , Nmax(UK) • (28)
24
Multiple solutions exist when 2~K < 1 and an infinite number of bifurcations is
exhibited as ~K decreases 115/. The fastest flames correspond to Nmax5~K) ; these
are presumably the most physically meaningful, since real isticTnitial shapes
undoubtedly are quite complicated when extended to the complex plane (many
available poles). As ~K + 0 the aligned poles tend to form a continuous
distribution, with N + m. The steady, continuous version of (26) can then be
solved for the pol~axdensity along the imaginary axis, to yield 1141

tx = ;i- £: cot (KXiiY) log coth ~ dy (29)

i.e. a scale-invariant front shape (~ disappeared) ; the corresponding value of v
is 1/2, as (29) assumes N ; N (~K) and ~K + O. It's also a good, but rather
delicate (yet unsolved, actuall§1~ exercise to show - upon direct substitution -
that (29) does solve the M.S. equation when ~K = O.

5. Parabolic M.S. problem

When ~K« I, the long-time solutions to the M.S. equation have the form
- VT + F(x) with F consisting of wide, parabola-like arcs joined by cusp-like
crests. One may then write the unsteady solution to the M.S. equation in the form
- VT + F(x) + t~: A new equation is found for ~,. About the tips of its parabolic
archs, F '" sx'72, where s > O. Guided by ttre form the equation for tl then
acquires, we proposed to study the "PARABOLIC"-M.S. equation 1171 :
t T +sxt x +-214>2=~t
X xx +I{t,x) (30)

in which we dropped the subscript "1" of t. By lemma no I, (30) can be exactly

solved /171 (use f = I, SeT) = s). The only formal difference with the "PLANAR"
M.S. case is the appearapce of a new term sx in the RHS of each pole equation.
If alone, it would give x = sx which is not~ing but an analytical continuation
of the Lagrangian motionagener~ted by the geometry-induced "convective" effect
(see (30». The new term pushes the poles away from the origin and tends to make
the mutual distances increase, in both the real and imaginary directions. One
thus has causes of disturbance Stretch, Shift and Damping.
As an illustration, we again consider the non-periodic case with only two pole
A ± iB (B > 0) ; 4>x still is given by (21) but A and B now are governed by
A = sA
~ = ~/B - 1 + sB • (31)
If 4~s > I, BCm) = m : the disturbance is damped. If 4~s < I, B(O) larger
than (1 + (1 - 4 s~)1/2)/2s again leads to B(m) = m ; otherwise, B(m) is finite.
In other words, we encounter a phenomenon of meta-stability. As for A, A(m) = ± m
obtains, except in the particular case of A(O) = O. More generally, when N pairs
of poles are involved, one can sum all the pole equations (12) to obtain

aE xa = (Ea xa (O»e ST T+m

+ ± m • (32)

At 1east one pair of pol es must escape to x = ± m. "Onc~ thi sis done", and
because the poles undergo l/x-interactions, the small O(e- T) corrections added
to the RHS's of (12) cannot prevent the process from starting allover again with
the 2N-2 poles that "provisionally" remain at finite real distances from x = O.
Ultimately, the pole cluster is depleted and, generically, no tip-splitting of
the parabola is allowed; the same thing holds for the steady solutions to the
M.S. equation : a single crest per spatial period. It is true, however, that
s~ « 1 allows for pole clusters that first tend to condense, then to form a
peaked disturbance which may stay quite a while close to x = 0 ••• before being
ultimately expelled to Ixl = m.
25
 The large-scale flame background geometry, here a parabola, also markedly
affects the dynamics of spatially periodic ~ave trains. To sho~ this, we use the
changes of variable (19) viz : 0 = x e- T, 'I'IO,T) = 4>(oe T,T) ; then (30)
acquires the form (14) (with a = b = e- ST ). As such, it can again be solved by
pole-decompositions. To illustrate the resulting dynamics we again consider a
situation with two poles 0 = A±iB (B>O) per cell. WIT,OJ is then 2~/K-periodic in
0, so that the instantaneous "actual" wavenumber is Ke- T ; 'I' reads as

'I' = h(T) - 2~ log (I - cos(K(o-A».sech(KB») (33)

Here n = 0('1'2o e- 2ST ), A = 0, and B follows from (17), viz

(34)
by lemma no 2.
Depending upon ~, K, s and the initial location B(O), then B(m»O or B(m) = 0
obtains. Accordingly, there exists a critical value of the initial peak-to-peak
amplitude reO) (r ~ 4~ log coth (KB/2». If reO) < r* (resp. reO) > r*), then
rem) < m (resp. rem) = m) : combined with curvature effects, geometry-induced
stretch can "kill" the landau-Darrieus instability. When s « 1, the classical
result on the anomalous stability of curved flames, due to Zel'dovich et al 1181
(see also 119/) is recovered:

r* 'V ~ exp(- ~ (1 - ~JKI)) . (35)

It can also be obtained from the linearized form of (30), via a normal- mode
analYSis 1171 119/. r* reaches its smallest value r*. 'V ~ exp(- 1/(2 ~s» when
~IKI = 1. mln
Such a tiny value is easily exceeded by numerical round-off if ~s « 1 :
noise-induced, chaotic secondary patterns are triggered when the M.S. equation is
integrated over a too wide interval 1201. Though not easiTy seeable cTose to the
tip when reo) does not exceed r*. by a very large factor, they manifest
themselves as secondary wrinkles whft1tr seem to be "emitted" by the ti·p. The
non-linear dynamics of these can be studied from (34) or its 2N-pole
generalization. Interestingly enough, the ultimate dynamics of such side-wrinkles
does not seem to markedly depend on the noise ampl itude, insofar as it exceeds
r*: the ultimate behavior is indeed governed by the interaction of each pole with
is complex conjugate (as opposed to the interactions due to their images in
neighbouring cells).

6. Spherical M.S. problem

The natural disturbances (tesseral harmonics) of a spherically - expanding flame
have a speci a1 property : the di stance between two nodes ('V wavelength) grows
like t. According to (1) their amplitude should grow algebraically with time, due
to landau - Darri eus i nstabil ity. By the same token, the curvature effects
included in (5) (6) are bound to dominate at early times and to get weaker and
weaker as time elapses, except (possibly) locally. In the limit y ~ 0, the time -
and space - scales deduced from the planar M.S. equation (9) lead to look for a
corrugated expanding front shape in the form
r = ul tPu/Pb - d W(T,O,e) + ..• (36)
where r is the radial coordinate, 0 and e are scaled polar angles, and W
satisfies 1211
,I, + 1 (,,,2 + ".2) - ~ (,/. + ,I. ) + 1. l ( "',0, e) + 2~ . (37)
"T ~ "0 "e - ~ "00 "ee T" T
Here, l(. ,o,e) is defined as the multipl ication by_ 115.1 in the 2-D Fourier space
26
(K) conjugate to the angles 0,8. The last term in (37) is the influence of the
spherical flame curvature on the flame speed.
Equation (37) admits solutions in ~he form
(38)
Upon the assumption of angular periodicity with respect to 0 and e, the 'I'i's
satisfy the same one-dimensional equation
1
'I'T +",. '1'2 _ ~ 1 ( ) (39)
'T· 0 T 'I' 00 + -T J '1',0
- ::'2"

where J{.,o) is defined by (lS). In the linear domain, 'I' ~ reT) exp{iKo), K being
an angular harmonic number; the relative amplitude C = r/T reads as

CrT) = (~)IKI-1 exp{~K2{1 _ 1-» (40)

~ TO T TO
At early times the curvature-induced exponential makes C decrease, whereas the
Landau-Darrieus instability (which gives the algebraic factor in (40» makes it
ultimately grow limitlessly, if JKI > 1. The mode IKI = 2 has the shortest period
of decay h = 4~) and it "should' be the one which is seen first, at the onset of
the instability. When IKI » 1, the relative amplitude C starts to grow at a time
which is proportional to IKI, the corresponding spatial wave number k = KIT being
constant (k~ ;; 1) : this indicates the possibil1ty of endless cell-splitting as
the flame keeps on expanding.
The linear response to a weak noise of fixed spatial wavelength k can also
be studied from (39), by adding a term u exp{iw T + ik TO) in its RHS,ereplacing
J(.,.) by 1(.,.) and by dropping theequadraAc term. The resulting spatial
spectral density of the relative amplitude grows exponentially, as opposed to
algebraically 1211 ; it is proportional to
A = exp(Tke(K Log ~ - ~keK(l-K»)' K = k/ke (41)

when the spatial wavenumber k = KIT satisfies k T IT < k < k ; otherwise A

vanishes. The fastest growth is attained when k ~e=ol and k/k ~ 115 : the most
rapidly amplified wrinkle is thus predicted by ~he linear res~onse theory to be
about five time as large as the marginal one ; of course, nonlinearity could
alter this prediction.
By lemma no 2, (39) also admits periodic pole-decomposable, finite-amplitude
solutions. Equations (16) (I7), used with a = b = liT, respectively give the
flame shape and evolution. Upon the further assumption that 'I'l(T,.) = 'I'2{T,.) in
(38) (an argument of minimal tangential anisotropy) the flame speed changes are
found from (37) - (39), via an angular averaging:
-<'JI?=-;~+~<'I'~> (42)
A competiti on thus exi sts between the negati ve mean-curvature effect and the
flame area increase.
The now familiar situation involving two poles A ± iB per angular 2~/K - cell
gives an illustration of the pole-dynamics pertaining to expanding flames.
Equation (17) gives A = 0 (there is no preferred location on a sphere) and
a = §T coth(KB) - 1T • (43)
At early times B increases ; then it decays, consistently with (40). By
contrast to the PARABOLIC case, the geometry-induced disturbance- stretch now is
too weak to prevent B from ultimately decaying to zero in the long time limit :
B(T » 1) ~ KJlIT. A weakly divergent peak-to-peak amplitude (r ~ Log T) then

27
results the relative amplitude, however, always decays ultimately (C "-
(Log T)/T), by contrast to what the linear analysis predicted (see (40».
When many poles are involved, a tendancy to form alignments still exists;
though very effi ci ent at early times, it cannot 1ead to perfect "condensati ons",
since 1/T2 is an integrable function in the limit T + ~. Preliminary numerical
studies of (17) (with a = b = l/T) indicate that an initial random distribution
of poles often leads to a single crest if T is small, whereas a larger number of
wrinkles obtains if T is large enough. Theophenomenon of cell splitting, if any,
is thus likely to re~ult from late disturbances. At any rate, however, 2N poles
can ultimately give N ridges at most, so that no endless cell- splitting can be
obtained when N is fixed, for example due to initial conditions.

7. Shot-turbulence
Being an integer, N can only change stepwise. Let us assume that N increases by
one at T = T , the initial locations of the new pair of poles being A ± iB . The
flame shape Wndergoes a rapid distortion, which is equivalent to addiWg a D~rac-o
term in the RHS's of the evolution equations (17). Implanting poles at random
locations and times is a means /23/ of studying
~
T
+ (1/2)a 2$20 = a2~$ 00 + b J(~,o) + Ue(T,O) (44)
with a = b = 1, e- ST or l/T ••• and
Ue(T,O) = ffi OCT - Tm)(Wm(O) - <W m» (45)

1/!m(O) = - 4~ Re{Log sin ~(o - Am- iBm)} . (46)

As <u > = 0, pole-addition gives one a trick to investigate the influence of a

shot-turSulence upon the flame in the framework of our "PLANAR", "PARABOLIC" and
"SPHERICAL" models. At this stage, one may note the similarity of such a
rapid-distorsion-model with that recently presented in /26/ ; our suggestion,
however, also accounts for the Landau-Darrieus instability between the implants.
Playing with the times T , the phases A and "amplitudes" B could in principle
allow one to mimic a feW of the varioJlS s ectra evoked inmthe introduction ...
while still retaining the other ingredients including the Landau-Darrieus
instability). We are currently attempting to implement Monte-Carlo - like
simulations based upon (44)-(46). Needless to stress that theoretically or
numerically studying the overall properties of this 2-dimensional "gas" of poles
is a difficult, but quite challenging, task: a priori, even "phase-transitions"
cannot be excluded (randomness v.s. local condensations).
A last remark is in order. Besides their theoretically oriented interests
/22/, the stabil ity properti es - then the response to external forcing - of
markedly wrinkled curved flames are far from being academic topics only.
Evolving, curved, wrinkled flames often are encountered in practice, such as in
I.C. engines or during explosions. Understanding the coupled influences of
spontaneous instabilities and incoming turbulence may have practical implications
as well.
Of course, we do not claim that the dynamics of complex poles can explain
everything. At least, we hope that "Singularity is almost invariably a clue" /28/
•.. to a qualitative understanding of flame front evolutions.

8. References
1. F.A. WILLIAMS (1985), "Combustion theory", 2nd Edition, Benjamin-Cummings,
Menlo Park.
2. P. CLAVIN (1985), "Dynami c behavi or of premi xed fl ames in 1ami nar and
turbulent flow", Prog. En. Comb. Sci., g, 1-59.
28
3. Ya.B. ZEL'DOVITCH, G.I. BARENBLATT, V.B. LIBROVITCH, G.M. MARKHVILADZE
(1985), "The mathematical theory of combustion and explosions", Consultant
Bureau, New York.
4. L.D. LANDAU (1944), "On the theory of slow combustion", Acta Physicochim.
USSR, 19,77.
5. G. DARRIEUS (1938), "Propagation d'un front de flamme ; essai de theorie de
vitesses anormales de deflagration par developpement spontane de la
turbulence", unpublished work presented at "La Technique Moderne", Paris.
6. G.S.S. LUDFORD, J. BUCKMASTER (1982), "Theory of laminar flames", Cambridge
University Press, Cambridge.
7. P. CLAVIN, G. JOULIN (1983), "Premixed flames in high-intensity, large-scale
turbulent flows", J. de Physique-Lettres (France), 1, 1-12.
8. P. CAM BRAY , B. DESHAIES, G. JOULIN (1987), "Gaseous premixed flames in
nonuniform ·flows", AGARD PEP Conference n0422, 36.1-36.6.
9. G.H. MARKSTEIN (1965), "Non-steady flame propagation", Pergamon Press, New
York.
10. G.!. SIVASHINSKY (1977), "Nonlinear analysis of hydrodynamic instability in
laminar flames; Part I". Acta Astron., 4, 1177-1206.
11. D.M. MICHELSON, G.!. SIVASHINSKY (1977) ,-"Nonlinear analysis of hydrodynamic
instability in laminar flames; Part II". Acta Astron., 4, 1207-1221.
12. G.I. SIVASHINSKY (1983), "Instabilities, pattern formation and turbulence in
flames", Ann. Rev. Fluid. Mech., 15, 179-199.
13. G.!. SIVASHINSKY, P. CLAVIN (1987), "On the nonlinear theory of hydrodynamic
instability in flames", J. Physique (France), 48, 193-198.
14. O. THUAL, M. HENON, U. FRISCH (1985), "Appl ication of pole decomposition to
an equation governing the dynamics of wrinkled flames", J. Physique
(France), 46, 1485-1494.
15. M. RENARDY(1987), "A model equation in combustion theory exhibiting an
infinite number of secondary bifurcations", Physica D, 28, 155-167.
16. G. JOULIN (1987), "On the hydrodynamic stability ofT'lat-burner flames",
Comb. Sci. and Techn., 53, 315-338.
17. G. JOULIN (l989) , "Onthe hydrodynamic stability of curved flames", J.
Physique (France), 50, 1069-1082.
18. Va. B. ZEL'DOVITCH,D. I STRATOV , A.G. KIDIN, V.B. LIBROVITCH (1980), "Flame
propagation in tubes: hydrodynamics and stability", Comb. Sci. and Techn.,
24, 1-13.
19. P:" PELCE (1989), "Dynamics of curved fronts", Academic Press, New York.
20. D.M. MICHELSON, G.!. SIVASHINSKY (1983), "Thermal - expansion - induced
cell ul ar fl ames", Comb. and Fl ame, 48, 41-47.
21. G. JOULIN (1989), "On the nonl ineartheory of hydrodynamic instabil ities of
expanding flames", submitted.
22. A. PALM-LEIS, R.A. STREHLOW (1969), "On the propagati on of turbul ent
flames", Comb. and Flame, 13, 111-129.
23. G. JOULIN (1988), "On a model for the response of unstable flames to
turbulence", Comb. Sci. and Techn., 53, 1-6.
24. B. DENET (1988) "Simulation numerique d' instabil ites de front de flamme",
These, Universite de Marseille.
25. !.S. GRADSHTEYN, !.M. RYZHIK "Tables of integrals, series and products",
Academic Press, N.Y ••
26. H. CHATE (1989) "A minimal model for turbulent flame fronts", in
"Mathematical Modell ing in Combustion and related topics", NATO ASI Series,
El40, 441-448, Brauner & Schmidt-Laine Eds., M·. Nijhoff Pub., Dordrecht.
27. Y.C. LEE, H.H. CHEN (1982) "Non-linear dynamical models of plasma
turbulence", Phys. Scri., T.2, 41-47.
28. SHERLOCK HOLMES ; quoted -in : C.M. BENDER, S.A. ORSZAG (1984) "Advanced
mathematical methods for scientists and engineers", 61, McGraw Hill Intern.
Book Company, Auckland.

29
Cascade Model for Thrbulent Flame Propagation
G.l. Sivashinsky
The Levich Institute for Physico-Chemical Hydrodynamics,
The City College of New York, New York, NY 10031, USA and
School of Mathematical Sciences, Tel Aviv University, Ramat Aviv,
Tel Aviv 69978, Israel

Abstract. Turbulent flame propagation is modeled as a passive front moving

through a multiple-scale flow field, in which large-scale eddies convect small-scale
eddies without causing their distortion. For moderately high levels of turbulence
the effective flame speed predicted by the theory correlates reasonably well with
the experimental data available.

1. Introduction

Determination of the effective speed of the premixed flame propagating

through the turbulent flow is one of the most challenging problems of combustion
theory. As in many other turbulence related systems, the principal obstacle
here, is the wide sRectrum of spatio-temporal scales involved. The additional
difficulty of the flame-flow system is its essentially nonlinear nature,l preserved
even within the framework of the most simple passive front model (e.g. Kerstein
et al. [1]). In this model, which will be the main concern of our discussion here,
the turbulent flow is prescribed, while the flame is regarded as an interface
moving relative to the underlying flow field at a given constant speed UL.
As has been recently realized (Yakhot [2], Sivashinsky [3]), the flame-flow
system proves to be ideally suited for the so-called cascade renormalization mod-
eling, which after its remarkable success in statistical physics [4], finds more and
more applications in the problems of turbulent transport (e.g. [5],[6],[7],[8]).
The main idea of the cascade modeling is the replacement of the original
turbulent flow field, characterized by a continuous spectrum of scales, by a
discrete hierarchy of eddies with strongly separated scales. The cascade problem
is then solved by successive averaging over gradually increasing scales. It is
believed that the results obtained via such a procedure reflect correctly the
basic physics of the original system involving a continuous range of scales.
In this paper a revised account of the cascade renormalization theory of
turbulent flame speed is presented. The potential of the cascade modeling, as
well as its inherent limitations are discussed.

1 The related problem of turbulent diffusivity of a passive scalar is linear.

30 Springer Series in Synergctics, Vol. 48

Dissipative Structures in Transport Processes and Combustion
Editor: D. Meinklihn @ Springer-Verlag Berlin, Heidelberg 1990
2. Field Equation
For a passive front model the dynamics of the flame front evolution (Huy-
gens' propagation) may be described by a field equation for a scalar F(x, t) (e.g.
Kerstein et al. [1]).
Ft + W· 'VF = ULI'VFI
'V·w=O, (2.1)
where zero-level surface F = 0 represents the flame front configuration, and w
is the prescribed divergence-free flow field.
When the flame propagates through a motionless gas (w = 0), Eq. (2.1)
admits to the simple solution
(2.2)

corresponding to a planar front. n is the orientation vector of the plane (n· n =

1).
Now let w be a zero-mean, homogeneous and isotropic turbulent flow field
of the intensity W RM S

(w) = 0, (w· w) = W~MS , (2.3)

here (... ) means spatio-temporal average.
Similarly to (2.2) the solution of Eq. (2.1) corresponding to a "planar"
turbulent flame may be written as

F = UTt - n .X + G(x, t) , (2.4)

where G is the fluctuation, i.e. (G) = 0, and UT is the effective (turbulent)
flame speed.
Due to isotropy of the flow field, UT does not depend on the orientation
vector n.
Evaluation of UT in terms of w is the principal goal of the theory.

3. Multiple-Scale Flow Field

Replace the original turbulent flow field w by a cascade (superposition) of

N one-scale divergence-free, isotropic and statistically self-similar flows
wn = wn(knx, wnt) , (3.1)
characterized by typical scales k;;l, W;;l and intensities wkts.
Following Zeldovich [6], we introduce a constraint
(n)
(3k nWRMS,
Wn = (3.2)
where (3 is a constant of order unity independent of n. In the classical Kol-

31
mogorov turbulence, for example, this condition guarantees the absence of a
typical length-scale.
Let
ko > kl > ... > kN-l = K , (3.3)
where K-l may be regarded as an integral scale of the multiple-scale flow.
Following the basic assumptions of the Kolmogorov theory that large-scale
eddies convect small-scale eddies without causing their significant distortions,
we specify W as N-l
W = L
Wn [kn(x - vnt), wnt] , (3.4)
n=O
where
N-l
Vn = L Wm [km(x - vmt), wmt] ,
m=n+l

for n = 0,1, ... ,N - 2 and VN-l = O.

Modeling of the turbulent flow field as a cascade (3.4) may be quite useful
for a numerical solution of the problem. Yet, since the typical scales k;l, w;l,
formally speaking, are not strongly separated - the problem still remains in-
accessible for analytical treatment. To this end, it proves helpful to study an
auxiliary flow w (3.5) which contains (3.4) as a special limit.

N-l
W = L Wn [cnkn(x - vnt), cnwnt]
n=O
N-l
(3.5)
Vn = L Wm [cmkm(x - vmt),cmwmt] ,
m=n+l

for n = 0,1, ... ,N - 2 and VN-l = O.

Here c is a formal parameter introduced to facilitate the perturbation pro-
cedure. At c = 1 the flow field (3.5) is identical to the original one (3.4).
At small c (3.5) is a cascade of N one-scale flows Wn with widely separated
spatio-temporal scales (c n kn )-l and (c nwn )-l.
For the leading order in c, the field equation (2.1) considered for the flow(3.5)
yields the following recursive relation (Sivashinsky [3]),

(3.6)

ui-
where n ) is the effective flame speed generated by the n-scale flow field. S is
a certain function independent of n - due to the above mentioned similarity of
the flow fields W n •
32
 a b
1
_kL

. .·_--t--_. . 1
-----~----.

c d

u~

.....-----~----- ...
Figure 1. Diagrams illustrating successive averaging of the three-scale
flame-flow system

The recursive relation (3.6) admits to a simple geometrical interpretation.

Consider the flame propagating through, say, a three-scale flow at a laminar
speed UL (Figure l(a)).
After averaging over the smallest scale kal , the partially smoothed out

wrinkled flame will involve only two typical scales, kil and k;l. Its effective
speed, U~l), relative to the appropriately averaged two-scale flow will be per-
ceived as a renormalized laminar flame speed (Figure l(b)).
Figure l(c) shows the result of the subsequent averaging over the next
smallest scale, kil. U~2) is the corresponding renormalized speed.
Finally, Figure l(d) corresponds to the averaging over the largest scale,
k;l, which leads to the emergence of the effectively planar flame moving at the
effective speed U~3). U~3) may now be regarded as a total turbulent flame speed.
The very fact that each averaging leads to an effective speed U~n) which
remains constant along the appropriately smoothed out flame front, is far from
trivial. This property is conditioned by a special structure of the underlying flow
field where small-scale eddies are converted by large-scale eddies, as is defined
by the relation (3.5).
In closing this section, we would like to make one more comment. Due to
the nonlinear nature of the superposition (3.5) the incompressibility of one-scale
flows W n does not imply the incompressibility of the multiple-scale flow w. How-
33
ever, because of the strong separation of scales w is nevertheless incompressible
"locally", i.e. for any fixed scale (cnkn)-l. This appears to be quite sufficient
for the self-consistency of the overall theory [3].

4. The Clavin-Williams Relation

The function 8 (3.6) is fully determined by the solutio.n of the one-scale

problem (N = 1). Its quantitative features, therefore, are quite sensitive to
the choice of the one-scale flow field Wo and, in particular, to the parameter
f3 [3]. This clearly introduces an undesirable element of uncertainty into the
formalism. Yet, as has been shown by Clavin and Williams [9], at w~1s ~ UL
for three-dimensional isotropic turbulence the function 8 is quite universal and
is given by the following simple relation
(4.1)

As we shall see below this relation leads to quite reasonable results, consistent
with the general requirement that Q = w<;1s/u~n) should not be too large.

5. Partition of WRMS

To solve the recursive relation (3.6), apart from the knowledge of the func-
tion 8(Q), one should also define the distribution of w<;1s = WRMS(k n ) over
the cascade of eddies.
WRMS(k n ), the intensity of the one-scale flow field, is a purely mathematical
concept which cannot be measured even in principle. What can be measured
is the total intensity WRMS(k n ) of n-scale flow covering all scales from k;l to
-1
k n-l·

It is desirable to be able to express U~n) and thereby WRMS(k n ) in terms of

WRMS(k n ). This may be easily achieved if we stipulate that
(5.2)
or, according to (5.1),

The obtained recursive relation immediately yields

W~Ms(kn) = 2n-lw~MS(ko) for n = 1,2,3 ... , (5.4)

Hence, due to (5.2), also

W~Ms(kn) = 2n-1W~MS(ko) . (5.5)
34
The recursive relation (3.6), thus, may be rewritten as

(5.6)

6. Asymptotic Solution of the Recursive Problem

The recursive problem (5.5),(5.6) yields the following asymptotic solution

for large n,
(6.1)
where
(6.2)

Hence, due to the Clavin-Williams relation (4.1),

A = V3(V21 -1) ~ 0.897 . (6.3)

The highly corrugated flame front configurations generated by the multiple-

scale flow-field (Figure 1a) may be associated with Mandelbrot's fractals (d.
Gouldin [10]). As has been recently proposed by Peters [11], for the Kolmogorov
turbulence,

(6.4)

where Da is the fractal dimension (measure of the roughness of the front).

Comparing (6.4) with (6.1) one obtains
(6.5)
which also agrees with some other recent estimates (d. Kerstein [12]).

7. Differential Equation for UT (WRMS)

The recursive relation (5.6) may be associated with a differential equation,

which is certainly a much more convenient object to deal with.

35
 (7.1)

U(N) = U(N-l) s (WRMS(k N _ 1 ) )

T T U(N-l)·
T

Hence, after the successive substitution into the last line of (7.1), one obtains

or
(7.3)

We now take a leap, passing from the summation (7.3) to the integration over
in (WRMS(k)), where J{ < k < 00. As a result, we obtain

Factor 2 is put here to provide correspondence between (7.4) and the Clavin-
Williams relation (4.1) at lVRMS(J{) ~ UL [3].
The integral equation (7.4) may be recasted as the initial value problem for
the differential equation,
dUT = 2UT in
dWRMs WRMS
[s (WRMS)]
UT
(7.5)
UT = UL at W RMS =0 .
For S defined by the relation (4.1) the asymptotic solution of (7.5) yields
UT ~ A WRMS (WRMS ~ UL) , (7.6)
where
S(A-l) = Vi. (7.7)
Hence,
1
A = -/3(ye -1) ~ 0.717 . (7.8)

36
14
/
/
o 9.~2 % CH.-AIR /
12 /
x 8.~0 % CH4-AIR /
b. 7.00 % C~-AIR /
/
10 o ~.62 % CaHe-AIR /
/
/
8 / x o
/ 0
/
6 /
~
~
4
,0
#
2

Figure 2. Turbulent flame speed as a function of the flow field intensity

measured for different gaseous mixtures. Yakhot's [2] adaptation of Abdel-
Gayed et al. 's [13] experimental data. The continuous line corresponds to
the theoretical results based on Eq. (7.5). The dashed line corresponds to
the Schelkin-Clavin-Williams extrapolation UT = + 2WllMS [9]. vu1

The passage from the recursive relation (5.6) to the differential equation (7.5),
while not affecting the qualitative nature of the solution, induces some numerical
changes (e.g. V2 - t Ve in (7.7)).
In turbulence measurements it is often convenient to deal with the intensity
of the velocity fluctuations in a certain direction - W~M S. In the isotropic case,
therefore,
WlfMS = iW~MS . (7.9)
The relation (7.6), then becomes

UT = V3A W~MS ~ 1.242 W~MS . (7.10)

Figure 2 shows turbulent flame speed UT as a function of W~MS measured for
different gaseous mixtures (Abdel-Gayed et al. [13]), compared to the solution
of Eq. (7.5)*
* Asymptotics (7.10) is somewhat different from the relation UT ~
W~Ms[en(T.v~MSIUd]-1/2 proposed by Yakhot [2]. The source of this dis-
crepancy is explained in [3].
37
The Fractal Concept of Thrbulent Flames
N. Peters and Ch. Franke
Institut fUr Technische Mechanik, RWTH Aachen, Templergraben 64,
D-5100 Aachen, Fed. Rep. of Germany

Abstract.

The fractal properties of premixed turbulent flames are analysed. First, the
regimes of turbulent combustion are defined. Fractal analysis is found only to
be meaningful in the regime of corrugated flamelets. Experimental data of flame
contours measured with decreasing length scales are presented. A simple model
is derived to explain the dependence of the measured fractal dimension on the
ratio of the turbulence intensity to the laminar burning velocity. It is concluded
that the ratio of the actual flame surface to the cross-sectional area - a quantity
that should be proportional to the ratio of the turbulent to the laminar burning
velocity - is independent of the results of fractal analysis.

1. The Turbulent Burning Velocity: Experimental Data

One of the yet unresolved problems of turbulent flame propagation is the deter-
mination of the turbulent burning velocity. The turbulent burning velocity ST is
the propagation velocity of the flame into the unburnt mixture if the oncoming
flow is turbulent. This velocity is larger than the laminar burning velocity SL.
Damkohler [1] related this increase to the increase in flame surface area. By
equating the mass flux through the turbulent flame surface FT that occurs with
SL he finds that the ratio of the turbulent to the laminar burning velocity equals
that of the flame surface area ratio :
ST FT
(1)
SL =F
Using the analogy with a Bunsen flame, Damkohler expressed the area ratio as

FT SL+V'
(2)
F= SL

such that one finally obtains for the burning velocity ratio
ST v'
-=1+- (3)
SL SL

where v'is the turbulent velocity fluctuation or turbulence intensity. This ex-

38 Springer Series in Synergeties, Vol. 48

Dissipative Structures in Transport Processes and Combustion
Editor: D. Meinkohn © Springer-Verlag Berlin, Heidelberg -1990
 [6] Moffatt, M.K., J. Fluid Mech. 106,27 (1981).
[7] Zeldovich, Va. B., Soviet Physics, Doklady 27 (10), 797 (1982).
[8] Yakhot, V., and Orszag, S.A., J. Sci. Compo 1 (I), 3 (1986).
[9] Clavin, P., and Williams, F.A., J. Fluid Mech. 90, 589 (1979).
[10] Gouldin, F.C. Combust. Flame, 68, 249 (1987).
[11] Peters, N. 21st Symp. (Int.) on Combustion, The Combustion Institute,
1231 (1988).
[12] Kerstein, A. Combust. Sci. and Tech., 60, 441 (1988).
[13] Abdel-Gayed, R.G., Al-Khishali, K.J., and Bradley, D., Proc. Royal Soc.
London, A391, 393 (1984).
[14] Sokolik, A.S., Karpov, W.P., and Semenov, E.S. Combust. Exp. Shock
Waves, 3, 61 (1967).
[15] Chomiak, J., and Jarosinsh.-y, J. Combust. Flame, 48, 241 (1982).
[16] Abdel-Gayed, R.G., and Bradley, D. Combust. Flame, 62, 61 (1985).

39
The Fractal Concept of Thrbulent Flames
N. Peters and Ch. Franke
Institut fur Teclmische Mechanik, RWTH Aachen, Templergraben 64,
D-5100 Aachen, Fed. Rep. of Germany

Abstract.

The fractal properties of premixed turbulent flames are analysed. First, the
regimes of turbulent combustion are defined. Fractal analysis is found only to
be meaningful in the regime of corrugated flamelets. Experimental data of flame
contours measured with decreasing length scales are presented. A simple model
is derived to explain the dependence of the measured fractal dimension on the
ratio of the turbulence intensity to the laminar burning velocity. It is concluded
that the ratio of the actual flame surface to the cross-sectional area - a quantity
that should be proportional to the ratio of the turbulent to the laminar burning
velocity - is independent of the results of fractal analysis.

1. The Turbulent Burning Velocity: Experimental Data

One of the yet unresolved problems of turbulent flame propagation is the deter-
mination of the turbulent burning velocity. The turbulent burning velocity ST is
the propagation velocity of the flame into the unburnt mixture if the oncoming
flow is turbulent. This velocity is larger than the laminar burning velocity SL.
Damkohler [1 J related this increase to the increase in flame surface area. By
equating the mass flux through the turbulent flame surface FT that occurs with
SL he finds that the ratio of the turbulent to the laminar burning velocity equals
that of the flame surface area ratio :
ST FT
(1)
SL =P
Using the analogy with a Bunsen flame, Damkohler expressed the area ratio as

FT SL +v'
= (2)
F SL

such that one finally obtains for the burning velocity ratio
ST v'
-=1+- (3)
SL SL

where v'is the turbulent velocity fluctuation or turbulence intensity. This ex-
40 Springer Series in Synergetics, Vol. 48
Dissipative Structures in Transport Processes and Combnstion
Editor: D. Meinklihn © Springer-Verlag Berlin, Heidelberg ·1990
pression states a linear dependence of S L on v'. Such a dependence seems to
indicate that only the large eddies with the velocity v' are responsible for the
increase of the turbulent burning velocity and that the influence of the smaller
scales can be ignored. It will be shown here that with the assumption of a con-
stant laminar burning velocity such an interpretation remains meaningful with
respect to the burning velocity even though the flame surface is reduced by the
small scales.

2. Regimes in Premixed Turbulent Combustion

For the understanding of turbulent combustion it is useful to introduce a clas-

sification in terms of different regimes. This classification is based on length
and time scales and related dimensionless numbers [2]. The underlying model
of turbulence is that of a fully developed turbulence with a cascade of eddies,
first postulated by Richardson in 1926 [3]. This cascade is assumed to be local
and stationary. The model became famous and was extended by Kolmogorov
in 1941 [4]. The turbulence is characterized by the turbulence intensity and the
dissipation rate E. With v', E and the kinematic viscosity v given, two time and
length scales can be defined. These are the integral length and time scale It and
tt and the viscous cut-off scales Ik and tk :
v
,3
It = -=-
£
It
tt = -
v'
(4)

lk =
(v3)
-=- t tk = (~) 2
1

(5)
£

In premixed combustion, however, chemistry introduces additional length and

time scales. The asymptotic analysis of a premixed flame reveals that there
exist several layers the broadest of which (d. Fig.l) , the preheat zone, can be
regarded as a measure of the flame thickness IF.
Since a premixed flame has the ability to propagate normal to itself this
leads to a characteristic velocity scale - the laminar burning velocity SL. Reac-
tion itself provides a time scale, the chemical time te, which may be considered

I I
I ~ O.idalion l.yer -
O(c)
rl
T

Fig. 1 :
Structure of premixed flames [6]

41
to be a characteristic measure of the time required for all of the various elemen-
tary reactions to transform the reactants into the products within the reaction
zone. The velocity, length and time scales of a premixed flame may be defined
as [5]

, . IF = (>"/Cp)ref
PuSL

Here the flame time t F may be interpreted as the time needed by the flame to
advance one flame thickness. In addition, premixed flames may be subject to
extinction due to flame stretch. Flame stretch is a local fractional increase of
flame surface area per unit time. It may lead to local extinction of a premixed
flame. The characteristic time tq for a flame to extinguish, the quench time, has
the same order of magnitude as tF and will therefore be assumed to be equal to
the flame time and the chemical time.
If we assume a Prandtl nuinber of unity these scales may be used to define
three non-dimensional numbers, namely the turbulent Reynolds number, the
turbulent Damkohler number (the ratio of the integral time scale to the flame
time) and the turbulent Karlovitz number (the ratio of the flame time to the
Kolmogorov time describing the straining by the smallest eddies of Kolmogorov
size),

Ka = tF = (IF . (7)
tK SL
Here (is the inverse of the Kolmogorov time tk and describes the straining
by the eddies of the Kolmogorov size Ik which have a turn-over velocity Vk =
1
(1/£)4. We plot the logarithm of v' /SL against the logarithm of It/IF (see Fig.2)
[2].
10 6
v'
SL well-stirred
reactor Da> I,""> I
~
10

Da<1

10
2
""< I
Re=l
flamelet
regime
------Fig.2 : Regimes of premixed
wrinkled flamelets
turbulent combustion
2 ~
10 10

42
 In this diagram the lines Re = 1, Da = 1 and K a = 1 represent bound-
aries between the different regimes of premixed turbulent combustion. Another
boundary of interest is the line v' /VF = 1, which separates wrinkled from cor-
rugated flamelets.
The regime of the well-stirred reactor is characterized by a small Damkohler
number, indicating that the chemistry is slow compared to turbulence. There-
fore the chemistry is rate determining. This is an appropriate regime for the
measurement of chemical kinetics at moderate temperature.
The flamelet regime is subdivided into the regime of wrinkled flamelets and
corrugated flamelets. The boundary v' = S L can be viewed as the one between
single and multiple flame sheets. Clearly, if v' < S L and v'is interpreted as
the turn-over velocity of the large eddies even those eddies cannot convolute the
flame front enough to form a multiply connected reaction sheet. Flame propa-
gation is dominating and there is no strong interaction between turbulence and
combustion. In this regime asymptotic methods using large activation energy
have been a very powerful tool to describe the interaction between weak turbu-
lence and the flame front. Theoretical investigations of this regime have been
performed by Clavin and Williams [7,8].
The regime of corrugated flamelets is more difficult to analyse analytically
or numerically. With K a < 1 within this regime we have a laminar burning
velocity that lies between v' and Vk. Since the velocity of the largest eddies
is larger than the flame speed these eddies cause a substantial convolution of
the flame front. At the other end of the spectrum the smallest eddies have a
circumferential velocity Vn less than the flame speed and are not able to wrinkle
the flame front. We may construct a hierarchy of eddies as a discrete sequence
of decreasing scales as
(n = 1,2, ... ,m) (8)
The energy cascade arguments require that the turbulent dissipation e is inde-
pendent of n, such that e can be expressed as e = v!/ln where Vn is the turn-over
velocity of the eddy of size In. By setting the laminar burning velocity equal to
the velocity Vn we find a new length scale called the Gibson scale. This scale
determines the size of the smallest eddies that are able to interact with the flame
front (see Fig.3).

s'
L =.....!:.
G -E

Fig. 3 : Interaction of an eddy with a flame front [2]

43
 The Gibson scale is determined as
S3
LG= !c: (9)
U sing the first one of eqs.( 4) one may also write

LG = (SL)3 (10)
It V
I·

Smaller eddies are smoothed out by the flame propagation while larger eddies
convolute the flame. The spectrum of length and velocity scales in the corru-
gated flamelet regime can be illustrated in a logarithmic plot (Fig. 4).

1
log vn
v
,

SL

vk

lk
logln-

Fig. 4 : Length spectrum in the corrugated flamelet regime

This diagram also illustrates the limiting values of LG : if the flame velocity
is equal to v', LG is equal to the integral length scale. This case corresponds to
the border line between corrugated and wrinkled flamelets. On the other hand,
if S L equals the Kolmogorov velocity this corresponds to the line ]{ a = 1 (cf.
Fig. 2). Therefore LG may vary between lk and It in the corrugated flamelet
regime.
The last regime that has to be discussed is the regime of distributed reaction
zones. In this regime the Kolmogorov length is smaller than the flame thickness
and therefore the smallest eddies can enter into the flame structure and even
destroy it. The notion of a well-defined flame structure and therefore a burning
velocity as a relevant velocity scale has no meaning in this regime. Another
scale however, the chemical time scale, still remains meaningful since reactions
may occur independently of flame propagation. From a physical point of view
the quench time tq is the more relevant time scale. Since the inverse of the time
scale is the strain rate the smaller eddies have a larger stretch.
The related quench scale may be interpreted as the size of the largest eddy
within the inertial range that is still able to quench a thin reaction zone. Smaller
eddies will quench the thin reaction layers more readily and try to homogenize
the scalar field locally over a distance up to 8q (cf. Fig. 5). Therefore 8q

44
 2 _ 1/3
t =(1 IE)

t -----~-~--~--

Fig. 5 : Physical interpretation of Fig. 6 : Length spectrum in the

the quench length Dq distributed reaction zone regime

may be interpreted as the size of local well-stirred reactors. This justifies the
characterization of this regime as the distributed reaction zones regime. Again,
this situation is clarified in a logarithmic plot (Fig. 6).
The quench length Dq lies within the turbulent length spectrum. In terms
of the nondimensional parameters K a and Da the following length scale ratios
may be derived:
(11)

A final remark about this regime appears to be appropriate. Turbulence in real

systems is not homogeneous and 'l is not constant but has a distribution. A re-
finement of the Kolmogorov theory [9,10] has led to the notion of intermittency
or spottiness of the active region in a turbulent flow field. This has important
consequences on all physical appearances of the turbulence and the turbulent
flame at sufficiently high Reynolds numbers. One can imagine that the flame
front shows manifestations of distributed reaction zones with local quenching
as well as of regions where corrugated flamelets appear. Therefore the regions
discussed may well overlap each other in an experimentally observed turbulent
flame.

3. Fractal Analysis of the Flame Surface Area

Mandelbrot [11] suggested that constant property surfaces in isotropic, homo-

geneous turbulence exhibit fractal character and indeed there is some experi-
mental evidence to support this suggestion [12-13]. Gouldin [14] has presented
a model for the turbulent burning velocity which is based on the assumption
that, between an inner and an outer cut-off length, the flamelet geometry can
be represented by fractal surfaces
45
 Fig. 7 :
Experimental setup
for laser tomography

Cylindrical lens

Turbulence grid
Nozzle

(12)

Here, Fn is the flame surface measured with the length scale In and D2 is the
fractal dimension of the flame surface.

Measurements of Fn are typically performed by measuring the flame contour

with the use of the laser sheet technique. A sketch of a typical experimental
setup is shown in Fig.7 [2].
The beam of a high power continuous 20 W argon ion laser is widened to a
thin light sheet by two cylindrical lenses, the first of which expands the beam in
one direction and the second one (not shown here) focuses it into the measuring
area. A turbulent fuel-air mixture (CH 4 - air) is seeded with tiny oil droplets
which are illuminated by the light sheet, thereby visualizing a slice of the flow
field. Perpendicular to this oncoming flow a rod is placed in the combustible
mixture such that a flame may be stabilized on it. Since the oil droplets burn
immediately in the reaction zone, the flame front is exhibited by the interface
between the bright shining region of the unburnt gas and the dark region of the
burnt gas. The mean shape of these lines forms a V-shaped flame. By means
of high speed photography and digital image processing it is possible to extract
contours that can be analysed by fractal analysis.
The flame fronts are measured with decreasing scales and the result is plot-
ted logarithmically (Fig. 8). The plot reveals the fractal behaviour of the
investigated front by showing a distinct region of constant slope. At the large
scales the measured length L remains fairly constant while from a certain smaller
scale on the total length starts to increase. This transition is expected to occur
at the integral length scale It. A second transition to a constant length L occurs
more gradually around the Gibson scale LG. In Fig. 8 the slope of the line is
equal to Dl - 1 where Dl is the fractal dimension of the flame contour. The
fractal dimension D2 of the corresponding area should be D2 = Dl + 1 [11].
46
 28T----------------------------. Fig.8: Log-log plot of a measured
D =2.18
flame front and theoretically
predicted curve
27

2.6

La t 11
2.5 +-----~----,------~-----,r__--~
0.5 1.5 2.5
Iog[r]

The fractal properties of flame fronts have since been measured by many
authors, Mantzaras et al. [15] and Ziegler et al. [16] as well as Holtorf [17]
have measured flame contours and the fractal dimensions in SI-engines. Mu-
rayama and Takeno [18] and Strahle [19] and Chew [20] have used turbulent
bunsen flames and Gouldin et al. [12] and Franke and Peters [21] have con-
sidered rod-stabilized V-shaped flames. The data for the fractal dimension D2
scatter mostly between 2 and 2.4 and various hypotheses concerning the inner
cut-off are being presented. Here we want to propose a simple model to explain
the experimental data.

4. A Model for the Flame Surface Measured with Decreasing Length

Scales.
In a recent paper, Screenivasan et al. [22] start from Mandelbrot's suggestion
that a surface in a turbulent flow should be fractal and derive the fractal dimen-
sion D2 = 2.33 simply from classical turbulent scaling laws in the limit of large
Reynolds numbers. As an example, they consider the mass flux m = p Vk Fn(lK)
through such a surface at the inner cut-off. For turbulence without reaction,
VK is the Kolmogorov velocity and Fn(lk) is the surface evaluated at the Kol-
mogorov length scale. This leads with (12) to
m = pF(ve)1/4 (lK/lt)2-D 2
(13)

where the definition for lk has been used. In the limit of large Reynolds numbers
the mass flux should be independent of the laminar viscosity v. This leads
readily to
D2 = 7/3. (14)
An analogous argument can be derived for the fractal dimension in the limit of
large v' / S L. Here the mass flux at the inner cut-off is to be evaluated at the

47
Gibson length LG
m = pu sLFn(LG) = PuFSL (LG/I t )2- D2
(15)
= Pu FV' (v' /sL)(3D2- 7)

Here eq. (10) has been used. For very large values of v' / S L the fractal dimension
should be independent of SL, which leads again to D2 = 7/3.
In order to interpret the increase of the flame contour with decreasing length
scale such as in Fig. 8 one has to take into account the smoothing effect of
flame propagation normal to the surface. Since the laminar burning velocity is
independent of the length scale, this effect is larger for smaller scales and leads
to an apparently smoother surface. During the turnover time tn the original
length scale In is reduced to
(16)

Since tn = I!/3 /"l1/3, one obtains for the ratio of length scales using eq.(4)
1: = In (1 _s~ (~)1/3) . (17)
It It v In

Replacing In/It by the area ratio using eq.(12) one obtains a relation between
the measured length scale ratio and the area ratio

(18)

An apparent fractal dimensional D app may be derived by differentiating the

logarithm of I:/l t with respect to the logarithm of Fn/ F at Fn/ F = 1. This
leads with D2 = 7/3 finally to
1 1
- - - = 3 + -,.--
Dapp - 2 :L
-1
(19)

This interpretation of an apparent fractal dimension implies that the fractal

dimension is derived in a plot like the one shown in Fig.8 with the slope taken
at In = It. .
Eq.(19) has been evaluated and compared to some experimental data in
Fig.9. Although the scatter in the data is considerable they show the general
behavior predicted by eq.(19), especially in the limit v' / SL -+ 00. If one accepts
this simple model for the interpretation of the experimental data, one can also
deduce the measured ratio of FT/F. In the limit 1:/It -+ 0, eq.(18) yields with
D2 = 7/3 and Fn = FT
FT v'
p= SL . (20)

This again is equal to Damkohler's result (eq. (2)) in the limit of large v' /SL.
48
 2.4

2.3 II •

•
2.2 • • •
•
Dapp II
2.1 EI Mantzaras et al.

• • Franke

2.0 -
• Ziegler et al.
Theory

o 2 3 4 5 6
V' / sL
Fig. 9: Apparent fractal dimension as a function of the ratio of the turbu-
lence intensity to the laminar burning velocity

5. Conclusions

Fractal analysis of flame fronts is a useful exercise in order to investigate the

influence of turbulence and the smoothing effect of flame propagation. Here
the Gibson length scale appears as the lower cut-off. A simple model for the
interpretation of experimental data shows that the ratio of the turbulent flame
surface to the cross-sectional area is not affected by the smoothing effect of
flame propagation. Therefore the measured apparent fractal dimension of the
flame front does not appear to be a relevant quantity in the theory of turbulent
premixed combustion.

6. References

[1] Damkohler, G.: Der Einfiuft der Turbulenz auf die Flammengeschwindig-
keit in Gasgemischen, Z. f. Elektroch. 46,No. 11, 601-652 (1940).
[2] Peters, N.: Laminar Flamelet Concepts in Turbulent Combustion, 2pt Sym-
posium on Combustion, The Combustion Institute, Pittsburgh, 1231-1250
(1987).
[3] Richardson, L.F.: Atmospheric Diffusion Shown on a Distance-Neighbour
Graph, Proc. of the Royal Society, AIIO, 709-737 (1926).
[4] Kolmogorov, A.N.: The Local Structure of Turbulence in Incompressible
Viscous Fluid for Very Large Reynolds Numbers C.R.Acad.Sci.USSR 30,
301-305 (1941).
[5] Peters, N.: Length Scales in Laminar and Turbulent Flames, to be pub-
lished.
49
 [6] Peters, N.j Williams, F.A.: Asymptotic Structure of Methane Flames, Com-
plex Chemical Reaction Systems, Springer Series in Chemical Physics 47,
310-317 (1987).
[7] Clavin, P.: Dynamic Behavior of Premixed Flame Fronts in Laminar and
Turbulent Flows, Prog. Energy Combust. Sci. 11, 1-59 (1985).
[8] Williams, F.A.: Combustion TheoT1J, 2nd edition, The Benjamin/Cummings
Publishing Company, Menlo Park (1985).
[9] Oboukhov, A.M.: Some Specific Features of Atmospheric Turbulence, J.
Fluid Mech. 13, 77-81 (1962).
[10] Kolmogorov, N.A.: A Refinement of Previous Hypotheses Concerning the
Local Structure of Turbulence in a Viscous Incompressible Fluid at High
Reynolds Number, J. Fluid Mech. 13, 82-85 (1962).
[11] Mandelbrot, B.B.: On the GeometT1J of Homogeneous Turbulence, with
Stress on the Fractal Dimension of Iso-Surfaces of Scalars, J. Fluid Mech.
72, 401-416 (1975).
[12] Gouldin, F.C.j Hilton, S.M.j Lamb,T.: Experimental Evaluation of the Frac-
tal Geometry of Flamelets, 22 nd Symposium on Combustion, The Combus-
tion Institute, 541-550 (1988).
[13] Lovejoy, S.: Area-Perimeter Relation for Rain and Clouds Areas, Science
216, 185-187 (1982).
[14] Gouldin, F.C.: An Application of Fractals to Modeling Premixed Turbulent
Flames, Comb. and Flame 68, 249-266 (1987).
[15] Mantzaras, J.jFelton, P.G.j Bracco, F.V.: Three-Dimensional Visualization
of Premixed Charged Engine Flames : Islands of Reactants and Products;
Fractal Dimensions and Homogeneity, SAE-Paper 881635.
[16] Ziegler, G.F.W.j Zettlitz, A.j Meinhardt, P.j Herweg, R.j Maly, R. Pfister,
W.: Cycle-Resolved Two-Dimensional Flame- Visualization in a SI-Engine,
SAE-Paper 881634
[17] Holtorf, J.: B estimmung und Charakterisierung der Flammenfront in einem
Otto motor, Diplomarbeit at the Lehrstuhl fur Technische Thermodynamik,
RWTH Aachen (1988).
[18] Murayama, M.j Takeno, T.: Fractal-Like Character of Flamelets in Turbu-
lent Premixed Combustion, 22 nd Symposium on Combustion, The Combus-
tion Institute, 551-559 (1988).
[19] Strahle, W.C.: Fractal Geometry :Applications in Turbulent Combustion
Data Analysis, 22 nd Symposium on Combustion, The Combustion Insti-
tute, 561-568 (1988).
[20] Chew, T.C.: Aspects of Premixed Turbulent Combustion, Thesis at Cam-
bridge University (1988).
[21] Franke, Ch.j Peters,N.: Flammenoberfiiiche und Brenngeschwindigkeit von
turbulent en Vormischfiammen Kolloquium des SFB 224 "Motorische Ver-
brennung" , RWTH Aachen, F. Pischinger (Ed.), 126-147 (1988).
[22] Screenivasan, K.R.j Ramshankar,R.; Meneveau, C.: Mixing, Entrainment
and Fractal Dimension of Surfaces in Turbulent Flows, Proc. R. Soc. Lond.
A421, 79-108 (1989).

50
Diffusion Flame Stabilization by a Recirculating Flow -
Flame Spread Downstream of an Ignition Point
M. Konczalla
Universitiit Bielefeld, Fakultiit fUr Physik, Postfach 8640,
D-4800 Bielefeld 1, Fed. Rep. of Gennany

Abstract. The concept of well-stirred reactors is often employed to discuss

flame stabilization by a recirculating flow. Such a treatment is incapable of
predicting the properties of the free shear layer outside of the wake, which
are important in view of the combustion in the reattached shear layer. In the
present analysis an approximation for the flow outside of the wake is proposed
which allows one to compute the temperature and concentration fields in the
free shear layer. Using Linan's diffusion flame asymptotics, a parabolic free
boundary problem for the flame is derived. It is shown that physically relevant
solutions for this problem exist only up to a limited value of the entrance velocity
Uo. This velocity defines a blow-off velocity for the flame.

1. Introduction
In solid-fuel ram-jets flame stabilization is often achieved with the help of a
recirculating flow downstream of a backward-facing step. A special feature of
this device allows a wide range of stable operating conditions - a fraction of
the flame's hot waste gas is entrained into the wake, where it is transported
upstream of the flame by the reverse flow. Here the cold incoming gas is heated
up by the recirculating gas. In solid-fuel ram-jets the hot combustion gas in the
wake forces the fuel evaporation at the chamber walls. Thus a closed loop is
established, where the flame itself maintains the conditions for its existence.
In the special case under consideration the wake acts as a fuel and heat
reservoir for the incoming cold oxidator flow. Due to the strong turbulent mix-
ing an ignitible mixture is established downstream of the separation point. Igni-
tion occurs at a well-defined distance in the vicinity of the dividing streamline.
Downstream of the ignition point a flame is observed. A sketch of the situation
is given in Fig.!.
Ignition and flame propagation result from the interaction of a chemical
reaction and transport processes in the mixing layer outside of the wake. The
goal of the present analysis is to determine those (critical) values of the control
parameters like entrance velocity and temperature up to which a flame is stabi-
lized by the wake. In order to do this an asymptotic analysis is performed, which
uses the activation temperature Ta of an Arrhenius ansatz for the reaction rate
as a large parameter. In a previous paper [1] ignition points close to the dividing
streamline are determined. These ignition points serve as initial values for the
Springer Series in Synergetics. Vol. 48 51
Dissipative Structures in Transport Processes and Combustion
Editor: D. Meinkohn © Springer-Verlag Berlin. Heidelberg 1990
 Fig.1 Flame stabilization by a
recirculating flow

flame. It is shown that in the propagation regime the flame loses information
about the special ignition circumstances.

2. Model
In [1] the underlying model for flame stabilization by a recirculating flow has
been presented. Special emphasis is given to the presence of a recirculating flow.
The main assumption is to subdivide the flow field into a nearly stagnant wake
and the surrounding flow. The common boundary of those regions is given by the
dividing streamline, which connects the separation point with the reattachment
point. Experiments suggest [2] that this streamline is approximately determined
by a quarter ellipse; the step height h and the reattachment length 1R determine
the semiaxes of the ellipse. Specifically, lRfh is not affected by changes of the
entrance velocity Uo •
The wake is treated as a region with constant values of the fuel mass frac-
tion and temperature. Experiments show [3] that flame temperature and wake
temperature do not differ substantially. Specifically, it is assumed that the ox-
idator mass fraction vanishes inside the wake. This states that complete oxidator
consumption takes place in the free shear layer. This agrees with experiments
[4], where the main flame is observed outside of the wake.
The most important processes which result in a stabilized flame occur in
a thermal-diffusive boundary layer close to the dividing streamline. In order to
describe convective effects in this region a special flow is chosen - this flow is
approximated by a potential flow surrounding a quarter ellipse with semiaxes
lR and h. The crosswise extension of this layer is of order O(Pe- 1 / 2 ), where
Pe is a (turbulent) Peclet number. A conservation equation for a dimensionless
temperature T is derived. T is just the ratio of the local temperature T' and the
wake temperature T H. This equation and supplementary boundary conditions
read as follows:

(8y8- 8rp82) T = Xr f(y)(Sp - T)(Sox - T)exp( -TafT),

2 (1)

52
 aT (2.1)
aTJ IT/=o = x(T - l)IT/=o,
T(y = 0, TJ) = lim T(y, TJ) = 1 - o. (2.2)
T/-+OO

The 1.h.s. of eq.(l) represents convection - diffusion effects, whereas the r.h.s. de-
scribes the heat release due to the chemical reaction, which is modeled as a one-
step irreversible reaction converting oxidator and fuel into products and heat.
The reactant mass fractions are given in terms of the Shvab-Seldowitsch coupling
functions SF, SOx and T. SF and Sox obey linear transient heat equations with
initial and boundary conditions similar to those given in eqs.(2.1),(2.2). These
conditions prescribe an entrance temperature TE = 1 - 0 and define the heat
exchange rate across the dividing streamline.
For convenience y and TJ-coordinates are introduced. TJ ranges from 0 (di-
viding streamline) up to infinity (outer flow). y specifies a strearnwise distance
measured from the entry plane y=O. Further f(y)

f(y) = 1 - (\- h2t(~)y2 (3)

-y
is proportional to the local residence time of a fluid element at position y on the
dividing streamline. This expression for f(y) results from our special choice for
the mean velocity in the surrounding flow. Especially the deceleration of the flow
approaching the stagnation point at y=l is displayed. It is important to note
that the conservation equation (1) is valid only outside of a small region close
to the stagnation point, because inside of this region convection and strearnwise
diffusion, which is negligible otherwise, contribute comparably.
The exchange of heat and mass across the dividing streamline is important
prior to ignition. Experiments show [2] that this exchange rate is proportional to
the entrance velocity Uo • As a result the dimensionless exchange rate parameter
X is given by
X = StPe(1/2) , (4)
where St is a Stanton number and Pe a Peclet number, which is based on an
effective thermal conductivity a. For turbulent flows St is a slowly varying
function of the Reynolds number Re, whereas Pe, which can be deduced from
measurements of the Nusselt number [5], depends on Re. In a first approxi-
mation it is assumed that Pe is a linear function of Uo , which allows one to
eliminate Uo in favour of x. Thus the Darnk6hler number D

D = pCpT~ ZlR (5)

mFQ Uo
is written as
D=~. (6)
X2
In view of the asymptotic analysis for large Ta r is written as

53
 r = 'Yexp(Ta), (7)

where 'Y is of algebraic order with respect to Ta. This choice of'Y states that
reactive effects become important for temperatures close to the normalized wake
temperature.
In eq.(5) p and cp are the density and heat capacity of the mixture, mF
refers to the molecular weight of the fuel and Q is the fuel-mass specific heat
of combustion, whereas Z is the preexponential factor of the Arrhenius reaction
rate.
Eqs.(l) and (2.1) show that an increase of Uo or X improves the exchange
rate but reduces the local heat release rate. Thus a stabilized flame results from
the competition of transport processes and a chemical reaction.
For large values of the activation temperature Ta a singular perturbation
approach shows that the ignition distance Yig is a nonmonotonic function of
Uo or X - up to a special value of Uo Yig decreases with increasing Uo [1]. In
experiments the same behaviour is observed [6] - the point where a luminous
reaction first appears travels upstream with increasing entrance velocity.
In order to obtain this result large values of X
(8)
are required. If this condition is fulfilled the incoming flow is heated up to a
temperature T,l - T = O(ljTa) during its contact with the wake. For these
temperatures close to the flame temperature itself a chemical reaction is first
expected.
It is important to note that ignition does not occur under stoichiometric
conditions - the ignition layer of extension O(ljTa) with respect to the 1]-scale
is fuel-rich.
3. Stationary Flames in the Mixing Layer Downstream of an Ignition
Point
Downstream of Yig the flame leaves the dividing streamline and penetrates the
mixing layer over the wake. If the local oxidator jfuel ratio is nonstoichiometric
the lean reactant is completely consumed in the flame, because here a typical
chemical time is much smaller than a characteristic fluid dynamic time. Down-
stream of the flame the oxidator concentration vanishes. This assumption is
used to describe the flame in terms of Linan's premixed flame analysis. The
asymptotic analysis for large values of Ta yields an additional boundary con-
dition at the flame, which results in an equation for the flame 1]F(Y) itself. A
curved flame is expected, because the mixture composition and the flow velocity
change along the flame.
1]F separates two regions with different expansions for the temperature

(9)

54
For TJ < TJF chemical equilibrium with vanishing oxidator mass fraction is ob-
served, whereas for TJ > TJF or upstream of the flame the reaction is frozen. An
expression for So~ is easily derived, whereas a solution Tf of the transient heat
equation upstream of the flame is unknown. Here a new coordinate x
x = TJ - TJF, Y ~ Yig, TJ ~ TJF (10)
is introduced, in terms of which T f is a solution of
a . a a2 • dTJF
(ay - TJFax - ax2 )Tf = 0, TJF = dy , (11)
x
y = Yig : T f = 1 - 8er 1(-2- ) , (12)
-.fiii9
x = 0: Tf = s~~ = 1 + Yo~,E(I- c) (erl(2~) + O(I/Ta») , (13)

x ~ 00 : Tf = 1 - O. (14)
In eq.(13) the parameter c
c = O/YO~,E (15)
is introduced, where YO~,E is a nondimensional oxidator mass fraction [1] at the
entrance cross section. c is a measure of the reaction's capability to produce
temperatures higher (c < 1) or lower (c > 1) than the wake temperature. This
is seen from an expression for the stoichiometric flame temperature Tst which is
given by
Tst = 1 + (1 - c) YF,RYO~,E , (16)
YF,R+ YO~,E
where YF,R is the nondimensional fuel mass fraction in the wake.
The initial and boundary conditions (12),(13) ensure that the leading terms
of the different expansions for the temperature are identical. To complete match-
ing, a stretched coordinate ~

~ = ~ = 'T} - TJF, nl = 0(1), nl > 0, (17)

Enl Enl

is introduced. Similar to Linan [7] the following inner expansion for T is used:

T = S~~ - E(19 + nv~) + O(E). (18)

Defining nl and nv in eqs.(17), (18) as

Fv
2
exp( _"!l.E.)
nv = Yo~ ,E(1 - c) y nl (19)

a: )-1
7rY

c) Fv
exp(-"!l.E.)
2 aT
nl = ( Yo~,E(1 - Y - 1+0 (20)

55
results in an equation for {) with normalized boundary conditions :
d2 {)
de = Ap{)exp( -{) + nv~) (21)

lim d{) =
e--oo d~
° (22)

1. d{)
(23)
de = l.
e-oo
11ll
<"
In eq.(21) Ap is introduced as

Ap = :i nr (S~x) f(y)(Y~
4 - Y8x)exp (Ta Y ox,E(l- c)erf(2~))' (24)

where Y~ and Y8x are the leading terms in expansions of the reactionless fuel
and oxidator mass fractions. As is seen from eq.(24), the influence of Newtonian
boundary conditions disappears for TJF = 0(1), because Y~, Y8x and S~x are
derived from the limiting values of SF, SOx for X = 00. Thus the details of the
exchange process which are important for the ignition layer in the vicinity of
7J = 0 do not affect the propagation regime. Especially the influence of Uo is
represented by the Damkohler number D introduced in eq.(5).
Solutions of the boundary value problem do not exist for any pair (Ap, nv)
[7]. Eq.(24) shows, that Ap=O(l) requires small values of (I-c), (l-c)=O(l/Ta).
This implies nv = O(l/Ta). Linan [7] investigated the behaviour of Ap = Ap(nv).
He showed that
1
Ap = 2 + O(l/Ta) (25)

if nv = O(l/Ta). Combining eqs.(24), (25) yields an equation for nl:

1 aTf
-=--1+0=
nl ax
~~ -\f(Y)(Y~ - Y8x)exp(TaY o x,E(1- c)erf(27J~)),
a Xl yY
(26)
which is correct up to terms of order O(l/Ta). The asymptotic analysis yields
an additional boundary condition at 7JF, which is used to construct two solutions
for Tf. For Ty) the temperature itself is prescribed by eq.(13), whereas for Ty)
the derivative is given by eq.(26). Boundary and initial conditions at y = Yig and
x - 00 remain unchanged for T?,2). Using Green's functions [8], Tj2) (x = O,y)

1
is written as (2)

TY)(x = O,y) = (1- 8) + 83. arctg( ~) - ~

7r VY - Yig Y 7r
y

Yig
dy' JfF;;
~I
Y - y'

+
1
r:;; l y
d'
Y
100 d'x exp( :e'2)
-~.7J F ~.
f
r;:;--;:;;
aT(2)
(27)
Y 7r Yig 0 YY- Y uX

56
As a first approximation for T?) in the last integral of eq.(27)
T(2)
,
=1- Ser I( -=--)
2..fY
(28)

is used. This choice seems to be appropriate because it fulfills the correct ini-
tial and boundary conditions eqs.(12)-(14). The approach is similar to that of
Buckmaster [9], who introduced an educated guess for the outer solutions in
solving the free boundary value problem for the flame. As a result the following
approximate equation for 'r]F is obtained:

2
0= -arctg(
7r
[1!ii;i) -
9
y - Yig
1,-
1
[;;f:
y7ru
l Y

Yig
dy'
(2)
aT, 1+0 -
...;y:::-yr!l
Y - y' uX
'r]F
r:;:;;;'
y7rY
(29)

where terms of order (I-c) or € have been neglected.

This asymptotic result is valid for 'r]F = 0(1). Of special interest is the
behaviour of the solution close to Yig' Appropriate scaling
(30)
shows that the leading terms in an expansion of eq.(29) are of order 0(€1/2).
For N F the following expression is obtained:

NF = ~vo ( ~'g(Y'g) (YJ}y,g))' -1) = koVO· (31)

Here Aig(Yig) is the critical eigenvalue which determines the ignition point on
the dividing streamline, whereas Y6x is the O(l/Ta )-term in an expansion of
the oxidator mass fraction at the ignition point [1]. As is seen from Fig.2, ko
introduced in eq.(31) is positive up to a limited value of Xl or Uo. For larger
values of Uo the flame does not penetrate the mixing layer. This observation

3.0r----;:I1----------------.

4
llTa =0.5
2.0
llTa4 =1.0
71T/ =1.5

0.0
- 0.5 L..-.......L.._-'--_L..-.-J.._--'-_.l....---L_-.l..._.l...---..J
o 0.2 0.4 0.6 0.8 1.0
X,
Fig.2 Flame spread at Yig according to eq.(31). c=0.9, YF,R=YOx ,E=0.5,
lR/h=2.0
57
t5~-----------------------------------,
entrance
plane

0.5

0.0 -+-__
1.-.______....-______. -______- , -______ ....1

o 0.5 1.0 1.5 2.0

Fig.3 Computed flames 7JFin the layer above the wake. c=1.0, YF,R=YOx,E=O.5,
lR/h=2.0. Length measured in units of h.

yields a blow-off condition for the flame outside the wake, whereas a combustion
process inside the wake is still possible. This agrees with experiments, where
extinction in the shear layer is observed before complete extinction takes place.
A detailed description is beyond the scope of the present modeL
Comparison with the analysis of the ignition regime shows that ko=O ex-
actly coincides with vanishing critical solutions for the ignition regime in the
limiting case c = 1. Thus if c = 1 the different expansions for the ignition and
propagation regime yield identical results. If c < 1 ignition points are deter-
mined for unlimited values of Uo • This statement is weakened by the present
result, which shows that flame propagation into the mixing layer is only possible
up to a limited value of Uo • Finally, Fig.3 shows some computed flames over
the wake. Here a coordinate system is chosen whose abscissa specifies a stream-
wise distance measured from the entry plane whereas the ordinate defines the
distance from the lower combustion chamber wall.
It is important to note that solutions of the type given in eq.(31) are known
in free boundary theory [8]. Especially, investigation of melting processes which
take into consideration the volume changes are described by an equation com-
pletely similar to eq.{ll). For such an equation root-type solutions are known.

4. Conclusions

The asymptotic analysis of a conservation equation describing flame stabiliza-

tion by a recirculating flow shows that blow-off occurs if the entrance velocity
Uo exceeds a special value. This result is obtained by analyzing the thermal-
diffusive boundary layer in the vicinity of the dividing streamline. In contrast to
well-stirred reactor theory this approach allows the prediction of flame surfaces
and temperature fields, which yields additional information for the combustion
in the reattached shear layer.
58
Acknowledgement

The author acknowledges helpful discussions with Prof. Meinkohn, who also
suggested this investigation.

5. References

[1] Konczalla, M., DFVLR-Forschungsbericht FB 89-02 1989

[2] Winterfeld, G., 10th Symposium (Intern.) on Combustion, Combustion
Institute, 1965, p. 1265
[3] Williams, F.A., Combustion Theory, Second Edition, Benjamin/Cummings
Publishing, Menlo Park, 1985
[4] Krametz, E., Schulte, G., Proceedings of the Fourth International Sym-
posium on Applications of Laser Anemometry to Fluid Mechanics, 1988,
in preparation
[5] Kottke, V., Chem.-Ing.-Tech. 54:86-94 (1982)
[6] Kawamura, T., Combust. Flame 22: 283-288 (1974)
[7] Linan, A., Acta Astronautica 1:1007-1039 (1974)
[8] Carslaw, H.S., Jaeger, J.C., Conduction of Heat in Solids, Second Edition,
Oxford University Press, Oxford, 1959
[9] Buckmaster, J.D., Acta Astronautica 6: 741-764 (1979)

59
The Spectrum of Cellular Inertia Waves Under Unstable
Forced Combustion Conditions*
S.U. Schaffel
Mechanische Verfahrenstechnik und Stromungsmechanik,
Fachbereich Maschinenwesen, Universitat Kaiserslautem,
Erwin-SchrOdinger-Str., 0-6750 Kaiserslautem, Fed. Rep. of Germany

*Dedicated to Prof. Dr. H.G. Hahn, Institute of Technical Mechanics at

Universitat Kaiserslautem on the occasion of his 60th birthday

l. Survey
Hydrogen as an alternative fuel in propulsion systems is gaining in importance compared
with the usual fossile sources of energy. Under unstable operating conditions com-
bustion instabilities in forced thrust chambers of jet airplanes or shuttle aircraft can give
rise to high-amplitude pressure waves.
The physico-chemical processes occurring e.g. in rocket thrust chambers are highly
transient and stable Oow conditions are difficult to ..sustain and control. Unstable be-
havior is affected by both environmental (geometric) conditions of the combustion sys-
tem and the sensitivity of the physico-chemical properties of the propellants with respect
to thermodynamic and reaction-kinetics data. Unstable operating conditions in forced
combustion chambers are widely discussed in connection with fundamental analyses
concerning the structure and development of gaseous detonation waves.
Pertaining to safety questions, one would wish to have a precise knowledge and quanti-
tative theory of detonability limits for e.g. hydrogen-air mixtures or any other explosive
gaseous mixture. In connection with the safety of pressurized light-water reactor con-
tainments large-scale free-field experiments concerning the hydrogen problem have been
initiated worldwide starting in April 1979 with the oriOamme of the Three-Mile Island
incident at Harrisburg (U.S.A.) ( see M. BERMAN in [1] ).
Soot tracks on coal-dust-imprinted channel walls show that detonation waves have the
biblical property of 'writing on the walls'. As for example outlined in R.A.
STREHLOW's book ([2], chap. 9 ) self-sustained gaseous detonation waves leave a
mixture-characteristic, fish-scale-like or diamond-shaped soot pattern at the walls.
One defines cell size as the transverse spacing or characteristie wavelength of the pattern.
As outlined by.LH. LEE in an overview paper ([3], 1984), the cell size is generally
persumed to be solely determined by the mixture composition. This means mathemat-
ically that this most important (so-called) dynamic detonation parameter may be deter-
mined by a one-to-one relationship with a characteristic chemo-kinetic length scale
(typically the induction-delay thickness for a steady, scJf-sustained wave propagating
with (so - called) CJ vcJocity according to the classical Chapman - Jouguet ( CJ ) theory
devcJoped at the end of the 19th century.
As mentioned in [1] particularly the large-scale experiments performed e.g. at the
SANDIA Nat. Labs., Albuquerque, N.M. (U.S.A.) and also at ICT, Pfinztal
(Berghausen, F.R.G.) or BATTELLE, Frankfurt/M. (F.R.G.) strongly indicate that
detonation limits are geometry dependent and not just determined by chemical mixture
composition. They may, however, be scaled by the spacing or wavcJength of the perio-
dic soot-track pattern, the detonation cell size A .

The main concern of this paper is to unravel the yet unknown spectrum of transverse
wave structure. Detonative combustion may be considered as a highly complex, three-

60 Springer Series in Synergetics, Vol. 48

DiSSipative Structures in Transporll'rocesses and Combustion
Editor: D. Meinktihn © Springer-Verlag l3erlin, Heidelberg 1990
dimensional, unsteady flow phenomenon. A numerical approach is pursued to solve the
underlying nonlinear, time-dependent aerothermochemical balance equations in simple
channel geometry.
Both experimental observations and the analysis of idealized systems indicate a distinct
relationship between forced rocket thrust chamber instabilities and the detonation
process which is associated with an intimate coupling between exothermic chemical re-
action and strong pressure waves. The relationship between these two classes of prob-
lems and studies of the basic combustion instability process or its mechanism are
outlined in publications by OPPENHEIM et al. ([4J, [5J) in the 60s.
It is known that the singular event of helical motion of one wave head spinning along
the wall of a circular tube with given diameter fixes detonation limits. I-I ere the author
studies the challenging problem to find quantitative limit criteria by numerical analysis
of the dynamic behavior and nonlinear stability of a stationary, planar wave structure
corresponding to the well-known ZND model discussed in the following passage.

2. The ZND Model of Steady-State, Planar Wave Structure

A model of detonation wave structure which takes into account finite rate reaction
chemistry by introducing 'a reaction-delay zone for the ignition process (radical forma-
tion or pyrolysis) followed by an exothermic reaction zone was figured out independently
by Ya. B. Zel'dovich, J. v.Neumann and W. Doring in the early 40s. In technical liter-
ature it is briefly named the ZND model and is generally considered to form the starting
point for the modern theory of detonation (see the discussion in the books of
PRANDTL et al. ([6J, 1984) and particularly BARTLMA in [7J ).
The ZND model may be considered as the simplest and yet still realistic extension of the
classical CJ theory mentioned above. I t explains the propagation mechanism of the
wave by considering finite rate chemistry and the wave's stability by employing the
J ouguet stability criterion, which states that the shock reaction front complex moves
steadily at the minimum.. speed compatible with the algebraic reaction-front balance
equations (see BARTLMA in [7] concerning details). Jouguet's criterion also states that
the flow of the burnt gas is sonic with respect to the precursor shock wave. In the sonic
(so-called Chapman-Jouguet) plane the Laval state of the reacted gas corresponds to
thermochemical equilibrium conditions.
Mathematically the ZND structure may be determined as a steady, one-dimensional
solution of the nonlinear balance equations of aerothermochemistry in a frame of refe-
rence moving with CJ velocity relative to the laboratory system.

3. Onset of Unstationary Cellular Inertia Waves

The planar, stationary wave structure according to the ZND model may be considered
as an overall average of the highly nonlinear, self-excited limit-cycle oscillations associ-
ated with the cellular wave structure observable by the soot-track method. In this paper
the onset of these cellular instabilities is studied starting with initial data given by the
planar ZND structure determined numerically for global two-step reaction kinetics. The
evaluation of the cell size as the periodic spacing in the soot imprints and of the corre-
sponding transverse vibration frequency constitutes a difficult nonlinear eigenvalue
problem. As outlined in the introductory survey, cell size is considered to be geometry
independent and quantitatively given by a constant ratio to a chemical reaction-kinetics
length scale (typically the induction-delay thickness) of a steady ZND wave structure.
The paper in hand addresses the explanation of factor 2 to 2.5 jumps in this ratio ob-
tained by SHEPHERD in [8J (1985) when comparing soot-track data with detailed
reaction-kinetics investigations based on the ZND model. As outlined by SHEPHERD

61
in [8] such jumps happen near the (safety-relevant) lower or upper concentration limits
of detonative combustion.

It is noted parenthetically that the theoretical analysis of cellular, convective instabilities

having a long tradition that may be traced back to fundamental works of BJERKNES
et al. [9] is regaining considerable importance due to the availability of numerical sol-
ution methods for nonlinear wave equations of mixed hyperbolic - parabolic type.
Concerning the high-frequency phenomena associated with cellular combustion insta-
bilities a simple order-of-magnitude estimate states that the time scales of the molecular
transport processes such as viscous friction, heat conduction and species diffusion
greatly exceed the time scales of nonlinear wave propagation.
The estimate is based on a simple comparison with measured cell-size data given by
STREHLOW et al. in [10] (1972) and the length scales for post-shock (Rayleigh)
boundary-layer flow development given by SCHLICHTING in [II] (1982). Details of
the quantitative comparison are given by the author in [12] and [16] (1988).

4. Mathematical Model

The conservation laws of thermo - fluid dynamics with neglect of molecular, dissipative
transport processes, extended with a global two-step reaction-kinetics model discussed
by KOROBEINIKOV et al. in [23] (1972) form the underlying mathematical model.
Cast in conservation (divergence) form the equation of continuity and the balance
equations for momentum and energy read in dimensionless form
8p
Sro at (I)

1) = 0 , (2)

8(p e) T
Sro -at + V • [r (pe + p)] = 0 (3)

5. Global Reaction Kinetics

The reaction event behind the main shock front is divided into two successive processes.
An induction parameter I is defined to indicate reaction progress in the induction zone
a - a , which is shown in figure 1 as a constant-state region behind the front of a sta-
tionary ZND wave structure. According to equation (5) below, the adiabatic induction
reaction reaction is _considered to be completed when the determinate induction integral
is given by ft dt 17:] (p, 7) = let) - 1(0): = 1 ,
where usually 0 1(0) is set to zero for convenience.
The end of the induction process is indicated by let) ~ 1 ,where the exothermic reaction
is triggered. The heat release progress parameter y appearing in equations (6) - (8) below
is a measure of the reacted portion of the gaseous mixture according to a simple two-
substance model.

a) Induction law (non-exothermic, delay to form radicals):

8(pl)
Sro ---at +
T
V • (p.!!. I) = p wI' (4)

where the temporal change of the lumped parameter 1 (the induction reaction rate) is
given as a Lagrangian derivative

62
p a-a Induction - reaction zone
~ b-b F~othermic reaction zone

2 ~CJ CJ 2"
I ----------------
I
I
bl
x

1 -r---I~-~---
I I
I I
~ I
_I ____ ~--~---

Fig. I Sketch of ZND wave structure showing negative displacement effect due to
Rayleigh boundary layer.

(5)

with an exponent IX fulfilling -I < IX < 0 .

(Note: the reaction rate WI is equal to the inverse induction time 'f1 .)
b) Exothermic reaction law (overall heat release):
o(py) T
Sro ---at + V • (pg y) = p Wy (6)

with a pressure-dependent reaction rate for chemical kinetics assumed reversible:

Wy = DyfDt = k2 P
2
[y
2
exp( - Ar2
TCJ
T) - (I - y)
2
exp(
- Ar2 TCJ
T
+ )] . (7)

Nomenclature and reference data:

In equation (2) J denotes the Kronecker dyadic, and superscript T stands for vector
transposition.
The transport variables density p, velocity g, pressure p, total energy e, the length scale
and physical time t are put in dimensionless form by the ambient density of the un-
shocked, premixed gas Pre' = po, the reference velocity v,., = Ji with q = - II H as the
global (net) heat release (standard formation enthalpy) of the exothermic reaction, the
reference pressure p,., = po ca = Kpo with ca = (opfop). = K(OP/OP)r as the am-
bient sound velocity, the reference energy e,., = q, the induction-delay thickness [1 as the
reference length /"" and the inverse of the vortex sheet shedding frequency Vo given as
reference time [,., .

63
The ratio of specific heat release q and special gas constant R,p = Bfl Mm is the refe -
rence value for temperature T,., = q/R,p , where Bf denotes the universal gas constant
and Mm the mixture's molecular weight.
Polytropic, ideal gas behavior is assumed, where the specific total energy is given by
2
Co 2
e = (IC _ 1) pIp +~ /2 - y (8)

with the isentropic coefficient IC = [a In pIa In p], = Cp I c. , whereby s, Cp and c. de-

note specific values of entropy and heat capacities at constant pressure and constant
volume conditions.
The Mach number Mao appearing in equation (2) is given by
(9)

6. Discussion of Computational Results

Equations (l - 4, 6) of quasilinear hyperbolic type coupled with the caloric equation of
state (8) are solved numerically by an explicit TVD two-step version of the Lax -
Wendroff scheme applying time-splitting into the three space coordinates for
reactangular channel geometry. Details concerning the method, the treatment of the
source terms appearing in equations (4) and (6) and the setting of the boundary condi-
tions are given in [12] , [13] and [14] (1988). A stoichiometric oxy-hydrogen mixture
diluted with 70 % argon is studied with chemo-kinetic data given by KOROBEINIKOV
et al. in [23] (1972). As initial condition a steady wave structure corresponding to the
ZND model is numerically determined by adaptive Romberg integration.
In figure 2 temporally consecutive wall isopycnics (lines of constant density) for an
underlying laboratory reference system are shown as numerical outcomes for a
dimensionless channel width of W = WIll = 8 . Qualitatively all experimentally ob-
served phenomena like colliding and separating triple points are resolved. Figure 3 shows
a corresponding axial soot imprint taken from STREHLOW's book [2] (1979).

Analyzing STREHLOW et al.'s experimental data in [10] (1972) concerning mixture

composition, initial temperature To , mean (CJ) wave velocity DC! , induction lengths II
can be calculated and may.be compared for given widths Wand transverse mode num-
bers n/2 with the numerical findings. Figure 4 shows for an argon-diluted mixture a
one-to-one correspondence of computations with analyzed data taken from [10] .
In figs. 5 and 6 graphics of the wall pressure distribution for a mode- five propagation
[or channel width W = 24 are displayed, proceeding with step size 5 according to the
Courant - Friedrichs - Lewy (CFL) stability criterion.
In a plane orthogonal to the channel walls two counter-rotating spin heads may be re-
cognized in figure 7. In a shock-fixed (Galilci- transformed) frame of reference a fully
three-dimensional numerical analysis has been performed which supplements
axisymmetric studies by WANG, FUJIWARA et al. using supercomputers ([17], 1988)
and is treated in more detail in the author's paper [15] (1989).

The Spectrum of Transverse Wave Phenomena

The ratio A between cell size A and induction-delay thickness II obtained from eq. (14)
appearing in the definition (10) of the Strouhal number Sro changes considerably if one
departs from the limits, and actually the 2- to - 2.5 jumps mentioned by SHEPHERD
in [8] (1985) may be clearly discerned. The ratio A = AlII referred \0 the limit value Ao
is plotted in figure 8 as a function of dimensionless channel width W = WIll . One can

64
 Fig. 2 Fig. 3

Fig. 2 Temporally consecutive isopycnics with associated triple-point tracks (Channel

width WII/ = 8)
Fig. 3 Axial soot imprint for mode-3 propagation in H2 - O2 - Ar mixture taken from
STREHLOW's book ([2], chap. 9)

discern periodic behavior with unique cell spacing interrupted by quasi-periodic behav-
ior, where the ratio A changes between two competing values.
For channel widths less than a critical value of about Wllm = 2.6 induction lengths fr, it
could be shown by means of successive interval halving that the planar ZND wave
structure proves to be stable below this critical upper limit. This limit could be reas-
sessed by an octave jump of cell size A at a channel width of W = 5.2 1/. On continually
increasing the channel width from 2.6 over 3 up to 5 1/, computational results show a
directly proportional increase in cell size. After the diminution by a factor of two due to
the mentioned octave jump follows a quint jog to smaller cell sizes at W = 7.8 II, again
succeeded at somewhat larger dimension by a quint jog to larger transverse dimension
up to the interval of the major sixth ( with reference to the fundamental mode 1 for the
limit width W.im = 2.6 1/). On further increasing the channel width the numerical re-

65
 x, experiment of Strehl"" et al. (1972)
argon-diluted oxy- hydrogen
5 0--
*, experiment of Strehl"" et al. (1972)
for helium-diluted miXture; .

.,
4.5
o, calculations perfoIl'!led by Scheffel;
4 canputational resul ts
Taki and Fujiwara (1982).
1!
~'3.s I ..
-<) ....

1<=

fu 3
i.....~-.
.c
E I
~ 2.5 0-9~i
Cl.I
"C
~ 2 o-o-o--o-i~

1,5

0.5

2 10 14 18 22 26 30 34 38 1,.2
Channel-width 'vi fir
Fig. 4 Comparison of computational outcome~ with experimental soot-track data
given by STREHLOW et al. in [lOJ (1972)

suIts again reveal growth of cell size from the major sext up to the octave, followed by
a quart jog to smaller transverse spacing and afterwards an increase by a third back to
the fundamental ratio of the major sixth. An additional rise in transverse channel di-
mension brings the results back by the cuckoo tone (minor third) to the major sixth,
subsequently followed by a 6 / 7 - jog to the minor sixth with ratio 5 / 8, and subse-
quently in case of further increase of W the quint interval is recovered.
The cellular waves under forced combustion conditions studied here periodically shed
shear layers due to the process of Mach reflexion (triple - point interaction).
Fluid-dynamics phenomena associated with these cellular instabilities are discussed by
the author in [l2J and [16J (1988). The shedding frequency Vo: = t;;} in a detonation-
front fixed system is given by the ratio of the sound velocity of the burnt gas CCJ to the
cell length ao of a self-sustained wave measured under ncar-limit conditions.
According to the above proposed reference values the Strouha1 number appearing in
equations (1 - 4, 6) is defined as

Sro: = I[v/Jli =
I[ Ao
--
A £lo
-
CCJ
Jli
= flo 1
r 11 (10),

where r = Ao/ao is a constant geome~ factor (fixed by cell kinematics) with value
0.6 ± 0.1. The factor 11 = DCJ/.Jq = MaalMao = 0(1) in equation (10) is of unit
order of magnitude.

Derived from the reaction-front balance equations the smallest possible (Cl)
Mach number reads
q Yeq ) 0.5 ( 1e2 - 1 q Yeq )0.5 DCJ
RspTo + 21e RspTo = --co-' (11)
 2D

.....,
I
......
>- 10

2 6 0 )0 12 14 )1>

x {-} M l nlm~m ~ 0 . 474£-00 J

. t, .. ~ I Maximum-0 . 222£001
'- '-'-""""'-.7.i\i
,,) (~')j}
~~,
.. - -..------ '.~~
)5 . -••

";' . .

:)0 ~"~.'!~
.:~;:~
s

. ..
' .1_ _ ·1I~

'
---
... ,
c=.,-,. ,,~~
.....--- .... ~.,

7 ~ 6 8 )0 )2 I~ It;

x [-} Mln lm um w O.475£- 001

MiJ>.. /lIJum~O. 6.1.1£001

20

15
.....,
I
......
>- 10

2 ~ 6 e )D )2 )~ 16

x {-} Mlnlm~m·O . 476£-001

Fig. 5 Cellular pressure relief for channel width WIll = 24 for time steps 295, 300 and
305 according to the Courant-Friedrichs-Lewy (CFL) stability criterion.

67
 ,mum-D . 468£DDJ

20

15
.....
1
'-
>- 10

o 2 ~ G (I 10 \2 I. 16

x {-} Hlnlfllum-D . 476£- DDJ

Inlum-D . ?99£DDJ

20

..... 15

1
'-
>- 10

2 6 (I 10 12 I. 16

x {-} Minimum-D. 477£-DO J

20

15
.....
1
.....
>- 10

2 ~ G (I 10 12 I~ 16

x {-} Hinlmufll~O . 473£- DOJ

Fig. 6 Cellular pressure relief after 310, 315 and 320 CFL time steps.

68
 TIHC" 19' 79~
KDlD- 9~1
H~~/mum-O 270COOJ
H~r/~UM·O . 426COOI

H/~/mum-O.500C-OOI H'~'mum-O . soor-OOI

J ,
l .'

.
>·s
' .S

~ ....
0
2 •

0
...... ...... LS
.. S
N
N
I.' I.'

.. ..
.5

Y (-) Y (-J
TII'fC- 197 . 0'12 TIHe- I!I~ . 972
KCNO- 92" leOlD .. 9;'';
H~r'~um·O . J22rOOJ it•., ""um·O . 208COOI

H/~ Imum·O . soor-ool H/~/mum·O . SOJC-OOI

J .' ",.----,----,--ntrn-nTn-,----,.-----.. ). ~

2.'
'"" 2 . 0
o
..., 1.'
0
'- L5 ...... I.'
N N
I.. I. •

.. ..
.S .S

Y {-} Yr-}
Fig. 7 Display of double-helical wave motion in a rectangular channel with aspect ratio
2 : 1 (successive time steps 918, 922, 928 and 932 according to eFL criterion).

69
 5/2

2
5/3
3/2
~
•
""i
1/2

0
0 2 3 4 5 6 7 8 9 10 11 12 W/Wmin
AlAo
2

112

o i , • i I I I i i i i i i
U a ~ 6 ~ n ~ w w ~ n nW~n

Fig. 8 Ratio A = A/II referred to limit condition Ao = Alimn obtained from numerical
analysis

where
Yeq = [exp(7CJ) - 1] / (J exp(7CJ) - I) (12)
indicates equilibrium composition at the end of the exothermic zone with vanishing
reaction rate according to equation (7) with a burnt gas temperature given by

+ " MaCJ + " 2- I

2 2 2 )
TCJ = To ( I 2 (MaCJ - I) . (13)
(" + 1) MaCJ
Owing to equation (11) the wave velocity DC} is approximately given by

DC} ~ J2(1(.2 - I)q Y.. •

We obtain with 'I'f = DC}/.fi:::::1.2 and for an average of [':::::0.6 that the Strouhal number
defined in (10) may be approximated by the term Sro = O.72/Ao .
The parameter Ao = Ao/II as the ratio of limit cell size Allm = ..to and the chemo - kinetic
length scale II of a stationary ZND structure is called the Shchelkin ratio in technical
literature and is generally assumed to be constant and geometry-independent.

The pre-constants (frequency factors) in the reaction laws (5) and (7) are de-
dimensionalized by kin, = Pro, tro, and k2r., =-: Pro, if., t..,.
The Arrhenius numbers in (5) and (7) are given as dimensionless activation energies
Arl = E.dPll T. and Ar2 = E.2/Ut T,
with E.I and E.2 as activation energies and T. as the temperature behind the shock of a
CJ wave.

70
The induction thickness II may be easily obtained from

II = f\DCJ - us) dt = (DCJ - us) 'rI' (14)

o
'rl is given as the inverse reaction rate WI according to equation (5), and the post-shock
fluid velocity u, in the laboratory systcn is assumed to be constant during the induction
phase in compliance with figure 1 of the ZND structure. It is written as

Us = DC;! (1 - (I<:! 1) (1 - 11 Ma~J») . (15)

According to J. KEPLER's 'Mysterium Cosmographicum' [18] the fractions 1/2, 2/3,

3/5 and 5/8, also often connected with the name of Leonardo di Pisa or Fibonacci, be-
long to the seven harmonic tone intervals, which may be considered as the most distin-
guished ones. In the theory of harmony they are called the octave, the fifth, the major
and minor sixth. The remaining three principal harmonics are the ratios 3/4, 4/5 and
5/6, corresponding to the fourth, the major and minor third.
Apart from the principal harmonics both the author's numerical outcomes and a careful
glance at soot tracks obtained in experiments conducted by STREHLOW et al. under
transient, highly unstable conditions (see [10] , 1972) suggest the existence of transverse
wave frequency ratios which are equal to subsequently alternating fractions of the
Kepler series discussed e.g. by KAISER in [19J .
The results reveal as well that quasi-periodic or conditionally periodic motion for chan-
nel widths exceeding the mode-9 value with 4.5 cells occurs only if subsequent cell sizes
obey
A/f)-lim = g2 = gIl (16)
where
g2 = gIl = ($ + 1)/2 (17)

For channel widths larger than the average mode 13 with 6.5 cells three-mode oscil-
lations and corresponding beats are only possible iff
A/IAlim = lim (fn+I/;;J and A1+d).o =J3lh (18)
with the f-series formation law

In+1 = In + In-I (19)

with incipient values !o = I and j; = 1.

As first outlined by HELMHOLTZ the nonlinearity in an acoustic oscillator is respon-

sible for three-mode motions, beats or combination tones (see [22], 1954 and also
MACH in [21J , 1866).

Since cell size is an eigenvalue which fulfils as a selection principle the standing-wave
condition
W = n)./2 , (20)
connecting channel width W, number of transverse waves n and cell size A , an uncer-
tainty relation may be derived from (20) by making use of the claim that II n = ± I for
jumps between adjacent modes.

71
One obtains
fd/A = AIW = II (n + I) ::; lIn, (21)

where 6 A = Al+l - Aj with Al+l and Aj according to equations (18). Combining equation
(21) with (18) one finds an inequality for the critical mode number
n + 1 ~ 13.7 or n ~ 12.7 . (22)

The latter relation renders a characteristic value of 6.5 cell lengths a for the
hydrodynamic or effective thickness of a cellular detonation front. It thus explains as
discussed e.g. by LEE in [3] (1984) the heuristic and yet universal 13 A criterion. This
criterion states that a gaseous detonation wave running in a round tube requires a
(mixture-independent) critical minimum diameter de of 13 cell sizes in order to be reini-
tiated and successfuIJy transmitted after diffraction into the unconfined surroundings.
In [3] (1984) LEE pointed out the lack of any quantitative theory to explain the purely
empirical and yet universal correlations between the two fundamental dynamic parame-
ters, the critical tube diameter de and the cell size A •

7. Summary and Conclusion

Transverse, cellular oscillations occurring in the case of detonative combustion have

been studied numericaIJy starting from an unstable, planar wave structure according to
the steady-state Zel'dovich-Doring-v.Neumann (ZND) model. The determination of the
cell-size spectrum may be considered as a nonlinear eigenvalue problem, which is tackled
numerically by solving the three-dimensional gasdynamic Eulcr equations coupled with
global two-step reaction kinetics.

As envisaged by BlRKHOFF in [20] (1983) numerical fluid dynamics may be considered

as a tool to figure out new, purely analytical advances along the front of complex non-
linear problems. In fact computational results discussed here show that frequency jumps
of adjacent modes and transition from periodic to conditionally or quasi-periodic motion
occur, if the frequency or cell-size ratios are given by certain noble numbers connected
with the Kepler series .

The rapid convergence of the spectrum of transverse wave structure for multiple-head
propagation to a constant value it"", which stands in a fixed ratio to the limit value Alim
corresponding to single-head spin motion,is why detonation cell size has been previously
considered to be solely determined by a reaction-kinetics length scale fixed by gaseous
mixture composition. This ratio is the positive root of the quadratic equation

(23)

From a practical point of view it is important to have a quantitative, weIJ-defined crite-

rion for the detonability limits. Such limits are given e.g. in the book of BERTHOLD
& LOFFLER ([25], 1981) as fixed, scale-independent data, although it is an expe-
rimentally well-known fact discussed e.g. by BERMAN in [1] that the detonability limits
are geometry-dependent and not pure mixture properties.

However, it should be mentioned that the mathematical model presented above is not
appropriate to determine accurately propagation (concentration) limits, where energy
and momentum losses at the walls play a predominant role as already outlined by
PUSCH & WAGNER in [24] (1962). It remains interesting from a heuristic point of
view that although the propagation limits are exclusively caused by losses due to con-

72
finement, the limits are properly quantitatively determined by simple scaling with a cell
size measured under essentially unconfined conditions.

Acknowledgement:
The Deutsche Forschungsgemeinschaft is acknowledged for sponsorship in the frame-
work of its Priority Research Program 'Finite Approximations in Fluid Mechanics'.
Calculations were performed at RHRK Kaiserslautern on a FUJITSU VP 100 vector
processor.

Bibliography:

[I] BERMAN, M.: A Critical Review on Recent Large-Scale Experiments on Hy-

drogen - Air Detonations, ANS Proc. of the 23rd ASME / AICHe/ ANS Nat.
Heat Transfer Conference, Denver, Col., Aug. 4 - 7 (1985)
[2] STREHLOW, R.A.: Fundamentals of Combustion, Huntington, N.Y. (1979)
[3] LEE, J.H.: Dynamic Parameters of Gaseous Detonations, Ann. Rev. Fluid Mech.
16,311 - 336 (1984)
[4] OPPENHEIM, A.K. & LADERMAN, AJ.: Role of Detonation in Combustion
Instability, Proc. of the 1st. ICRPG Combustion Instability Conference, vol. I,
App!. Phys. Lab. (1965), pp. 275 - 297
[5] OPPENHEIM, A.K., MANSON, N. & WAGNER, H. Gg.: Recent Progress in
Detonation Research, AIAA J. 1, 2243 - 2252 '( 1963)
[6] PRANDTL, L., OSWA TITSCH, K. & WIEGHARDT, K.: Fuhrer durch die
Stromungslehre, 8. Auflage, Vieweg - Verlag (1984), Kap. 3.15: Verbrennung,
Detonation, S. 155 - 157 (in Kap. 3: Stromungen mit erheblichen
Dichteanderungen (Gasdynamik»
[7] BARTLMA, F.: Gasdynamik der Verbrennung, Springer-Verlag (1975)
[8] SHEPHERD, J.E.: Chemical Kinetics of Hydrogen - Air Diluent Detonations, in:
Dynamics of Explosions, vol. 106 of: Progress in Astronautics and Aeronautics
Series (1986), ed.: BOWEN, J.R., LEYER, J.-c. & SOLOUKHIN, R.I.
[9] BJERKNES, V., BJERKNES, J., SOLBERG, H. & BERGERON, T.:
Physikalische Hydrodynamik, Berlin (1933)
[10] STREHLOW, R.A., ADAMCZYK, A.A. & STILES, RJ.: Transient Studies of
Detonation Waves, Astron. Acta 11,509 - 527 (1972)
[II] SCHLICHTING, I-I.: Grenzschichttheorie, Verlag G. Braun, Karlsruhe (1982)
[12] SCHOFFEL, S.: Berechnung der Dynamik zellularer Detonationsstrukturen
ausgehend vom Zel'dovich - Doring - v.Neumann - Modell, Dissertation,
Universitat Kaiserslautern (1987), Fortschritts - Berichte VOl, Reihe 7, Nr. 142,
VOl-Verlag, 212 S. (1988)
[13] SCHOFFEL, S., EBERT, F.: A Numerical Investigation of the Reestablishment
of a Quenched Gaseous Detonation in a Galilei- Transformed System, in: Proc. of
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(1987), ed.: H. GRONIG, VCH Verlagsgesellschaft, Weinheim (1988), pp. 779
- 786
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[14] SCHaFFEL, S.: Nonlinear Resonance Phenomena Jor the Euler - Equations
Coupled with Chemical Reaction Kinetics, Proceedings of the 2nd. Intern. Confer.
on Nonlinear Hyperbolic Problems, Aachen, FRG, March 14 - 18 (1988), Notes
on Numerical Fluid Mechanics, vol. 24 (Vieweg, Braunschweig 1989), eds.: J.
BALLMANN, R. JELTSCH
[15] SCHaFFEL, S.: Tracking oj Double-Helical Wave Motion in Supersonic Reac-
ting Channel Flow, Finite Approximations in Fluid Mechanics II, DFG Priority
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[16] SCHaFFEL, S., EBERT, F.: Numerical Analyses Concerning the Spatial Dy-
namics oj an Initially Plane Gaseous ZDN Detonation, Proc. of Intern. Colloq.
on the Dynamics of Explosions and Reactive Systems, Warsaw, Poland, Aug. 3
- 7 (1987), AIAA Progress in Astronautics and Aeronautics, vol. 114, chapt. I:
Gaseous Detonations, pp. 3 - 31, cd.: A.L. KUHL, J.R. BOWEN, J.-c. LEYER
& A. BORISOV (1988)
[17] WANG, Y.-Y., FUJIWARA, T., AOKI, T., ARAKAWA, I-I. & ISHIGURO,
T.: Three-Dimensional Standing Oblique Detonation Wave in a Hypersonic Flow,
AIAA - paper 88 - 0478, AIAA 26th Aerospace Sciences Meeting, Jan. I I - 14,
Reno, Nevada (1988)
[18] KEPLER, J.: Weltharmanik, Ubers. M. Caspar, Oldenbourg - Verlag, MUnchen
(1982)
[19] KAISER, W.: Uber die Verhiiltniszahl des Goldenen Schnilles und die Reihe der
mit ihr zusammenhangenden ganzen Zahlen und eine aus dieser abgeleitete Reihe,
Verlag Teubner (1929)
[20] BIRKHOFF, G.A.: Numerical Fluid Dynamics, SIAM Rev. 25, 1 - 34 (1983)
[21] MACH, E.: EinJilhrung in die HELMHOLTZ'sehe Musiktheorie, SANDIG -
Reprint Verlag (1985)
[22] HELMHOLTZ, H.: Die Lehre von den Tonempjindullgen als physialogische
Grundlagefilr die Theorie der Musik, Braunschweig (1863), reprinted in English:
On the Sensations of Tone, Dover Publications (1954)
[23] KOROBEINIKOV, V.P., LEVIN, V.A., MARKOV, V.V. & CHERNYI, G.G.:
Propagation oj Blast Wave in a Combustible Gas, Astronaut. Acta TI, 529 - 537
(1972)
[24] PUSCH, W. & WAGNER, H.Gg.: Investigation oj the Dependence of the Limits
oj Detanatability on Tube Diameter, Combustion & Flame, &, 157 - 162 (1962)
[25] BERTHOLD, W. & LaFFLER, U.: Lexikon sicherheitstechnischer BegrifJe in
der Chemie, Verlag Chemic, Weinheim (1981)

74
 Part III

Turbulent Combustion
Detailed Combustion Chemistry and Its Coupling
with Turbulent Flow
J. Warnatz
Institut fUr Teclmische Verbrennung, Universitiit Stuttgart,
Pfaffenwaldring 12, D-7000 Stuttgart 80, Fed. Rep. of Gennany

Abstract

The detailed numerical prediction of turbulent flames requires both turbulent flow
field and detailed chemistry to be taken into account, which is an essential short-
coming of many of the models of turbulent combustion currently available. In the
present paper a conserved scalar approach employing a stretched laminar flamelet
model and a direct closure approach with closure of the chemical production terms
by a pdf method are examined with special regard to linking complex chemistry to
models for turbulent flow field predictions.

Both models need an understanding of combustion chemisty and flame front

structure. Consequently, the chemistry of hydrocarbon oxidation, the structure of
premixed and non-premixed flame fronts, and the influence of strain on flame fronts
is studied before the turbulent problem is conSidered.

In particular, an enclosed turbulent jet CO/air diffusion flame is numerically

Simulated, including detailed chemiStry. It is shown that for the flame conSidered
both approaches yield quantitatively comparable results that agree reasonably well
with experimental data available in the literature.

1. Introduction

In the vast majority of industrial devices the characteristic dimenSions and flow
velOCities are suffiCiently large for the flow to be turbulent. Furthermore, for safety
reasons most devices are operated such that combustion takes place in a diffusion
flame. Therefore, turbulent diffusion flames are of central concern in practical
equipment for combustion. Confident numerical predictions of such flames are
desirable for design of eqUipment, diagnosis of malfunction problems, and develop-
ment of modifications for improvement of performance.

As a consequence, models of turbulent reacting flows are needed that are able not
only to predict the flow field and global flame properties like the flame length or the

76 Springer Series in Synergetics, Vol. 48

Dissipative Structures in Transport Processes and Combustion
Editor: D. Meinkohn © Springer-Verlag Berlin, Heidelberg 1990
overall heat release. but that allow equally well an accurate and confident prediction
of the temperature and the species concentrations throughout the flame. The detailed
numerical prediction of the latter quantities requires detailed chemistry to be taken
into account. which is an essential shortcoming of many of the models of turbulent
combustion currently available.

Two approaches to linking complex chemistry to models of turbulent flow field

predictions are applied here to an enclosed turbulent jet diffusion flame. One is a
conserved scalar approach employing a stretched laminar flamelet model, the other
involves a direct closure of the chemical production terms by a pdf method. The
governing equations are solved in their full. elliptic form; In both approaches detailed
chemistry is taken into account for a CO/air system (72 elementary reactions of 15
chemical species). The computational results of both approaches are compared with
each other as well as with experimental data available in the literature.

Stretched laminar flamelet models of non-premixed turbulent combustion are based

on a concept suggested by Williams [1] based on older work e. g. of Damk6hler [2]
where a turbulent diffusion flame is conceived as an ensemble of thin laminar
stretched diffusion flames. the so-called laminar diffusion flamelets.

In contrast to the conserved scalar approaches of laminar flamelet models. direct

closure approaches imply the solution of the governing equations for the mean
concentrations of the chemical species which entails the necessity of directly closing
the chemical production terms by either a moment method or a pdf method. Direct
closure approaches with simplified chemistry have been pursued e. g. by Borghi and
Pourbais [3] or SommerandAdams [4]. An extension to inclusion of detailed chemistry
in terms of a set of elementary reactions is deSCribed in [5].

2. Chemistry of Combustion

2.1 Solution of the Conservation Equations

If one is particularly interested in a detailed knowledge of the reactions in such a

complex system it is advisable to choose simple flow conditions and a simple flame
geometry. Therefore. the calculation of a laminar flat flame. which allows one-
dimensional treatment. will be conSidered (see Fig. 1). Calculated temperature and
concentration profiles can then be compared directly with profiles determined expe-
rimentally in a flat flame. Moreover. flame velocities are obtained which can be
directly compared with experiJnental values.

77
 BumtGas Fig. 1: Flat flame burner

Flame Front

Sinter Plate

Fuel
+ Oxidizer

For a quantitative treatment of the measurements. the corresponding conservation

equations for a premixed laminar flat flame (i. e. for a ID system) must be solved.
Conservation of enthalpy and mass of species i leads to the time-dependent equations
(see e. g. [6-8])

aT
Pat =
aT
-pv-
dZ
- aT
jq dZ + 1 d
c p dZ
(A aT)
dZ
-
Lrjhj
cp
(1)

dwi dwj djj

Pat" = -pv--
dZ dZ
+ ri (2)

rremporal Change) (Flow) (DiJIusjon) (Heat Conduction) (Reaction)

The pressure in such a flame is constant and equal to the pressure of the surround-
ings; the velocity is given by the fact that the mass fluxpv is constant. which is a result
of the integration of the total mass conservation. The diffusion fluxes jl and the mean
diffusion flux j q are given by

jq =
Lcp.di M dwj T 1 aT
-..:..::...~ Ji = -Di P--Di - - (3)
cp dZ TdZ

with cp = specific heat capacity. Drr = thermal diffusion coefficient. h = specific

enthalpy. r =mass scale chemical rate of formation. t =time. T =temperature. v =flow
velocity. w = mass fraction. Z = cartesian space coordinate. A = mixture heat
conductivity. p = density.

A simplified empirical transport model based mainly on binary approaches [7.8]

(4)

(Du =binary diffusion coefficients, x =mole fraction, AI =species heat conductivity)

is used because comparison with multicomponent transport models results in rela-
tively small errors.

78
 - - - -- - ----'I
,, ...... I

,, ,
I

,
I

, I

,,
I

.., ...,.,
I
I
_ ..'
~ """'IIi
I
!

~~'
~..
l c;)
'1,.'

" , \~
c;) .,
~.
q

0.0 0. 2 o.~ 0.6 0.8 1:0 1.'2 c;).

r/ em
Fig. 2: Development of solutions of the time-dependent conservation equations (see text)

Due to the stiffness of the system of differential equations (1) and (2), an implicit fmite
difference method is chosen for solution (see [6-8]). This method starts with arbitrary
profIles of temperature T and mass fractions w, at time zero. With the aid of an
adaptive (grid pointdensity proportional to temperature gradient) non-uniform grid
point system (see Fig. 2) the derivatives are replaced by fmite difference expressions
assuming a parabolic approach between three neighbouring grid pOints in each case .

This procedure reduces the given problem to the solution of a tridiagonal linear
equation system, if at the edges of the grid point system the values of temperature
T and mass fractions w, are specified by means of proper boundary conditions (see
[6-9]).

2.2 High Temperature Reaction Mechanism of Hydrocarbon Oxidation

The reaction mechanism used in this paper is based on a critical review of 400
elementary reactions which may occur in hydrocarbon combustion (see [7,10-12).
Unimportant reactions are eliminated by comparison of the rates of reaction in the
flames considered here. Details are explained elsewhere [7,13].

The extensive literature on the hydrogen-oxygen- (see Table 1) and the hydrogen-
oxygen-carbon monoxide reaction system (see [14]) will not be discussed here in
detail, since there are comprehensive reviews on the elementary reaction and rate
coefficients in this system [10-12].

The mechanism of the oxidation of C}- and C2 -hydrocarbons is shown in Fig. 3,

demonstrating the pathways open at different conditions. Detailed information on
stOichiometric and rich methane-air flames is given elsewhere [7,15,16].

79
Table 1: Hydrogen-oxygen mechanism
********** ••• ** ••••• ***.***.** •••• *** •• A(cm,mol.s) b E(kJ/mol) No.
1. ~-02 Chain Reactions
°2 + H = OH + ° 2.00'10 14 0.00 70.3 ( I, 2)
~ + ° = OH + H 5.06'1004 2.67 26.3 ( 3, 4)
H2 + OH = H2O + H 1.00'1008 1.60 13.8 ( 5, 6)
OH + OH = H2O + ° 1.50'1009 1.14 0.4 ( 7, 8)
2. Recombination Reactions
H + H + M* = H2 + M* 9.70'10 16 -0.60 0.0 ( 9, 10)
H + OH + M* = H2O+ M* 2.20'1022 -2.00 0.0 (11, 12)
° + ° + M* = °2 + M* 2.90'10 17 -1.00 0.0 (13, 14)
3. H0 2 Formation/Consumption
H + °2 + M* = H02 + M* 2.30'10 18 -0.80 0.0 (15, 16)
H0 2 + H = OH + OH 1.70'1014 0.00 3.7 (17, 18)
H02 + H = ~ + °2 4.30'10 13 0.00 5.9 (19,20)
H0 2 + H = H2O + ° 3.00'1013 0.00 7.2 (21, 22)
H02 + ° = OH + °2 3.20'1013 0.00 0.0 (23,24)
H02 + OH = H2O + °2 6.00'10 13 0.00 0.0 (25.26)
4.H20 2 Formation/Consumption
H0 2 + H0 2 -t
~02 + °2 1.00'1012 0.00 0.0 (27
OH + OH + M* = H20 2 + M* 3.25'1022 -2.00 0.0 (28,29)
H20 2 + H = H2 + H02 1.70'1012 0.00 15.7 (30,31)
~02+ H = H2O + OH 1.00'1013 0.00 15.0 (32,33)
~02+ ° = OH + H02 6.80'10 11 0.00 16.6 (34,35)
H20 2 + OH = H2O + H02 1.80'10 12 0.00 1.4 (36,37)
----------------------------------------------------------------------------------------------------
k = AT"'exp(-E/Rf)
(M*] = (H2] + 6.5 (~O] + 0.35 (02] + 0.40 (N2]

In the same way, combustion of C3- and C4-hydrocarbons can be described by

detailed reaction schemes consisting of elementary steps (see Fig. 4). In lean and
moderately rich flames, the hydrocarbon is attacked by 0, H, and OH, in the first step.
These radicals are produced by the chain-branching steps of the oxyhydrogen
reaction. The alkyl radicals formed in this way decompose to smaller alkyl radicals
by fast thermal elimination of alkenes. Only the relatively slow thermal decomposi-
tion of the smallest alkyl radicals (CH3 and C2HJ competes with recombination and
with oxidation reaction with ° atoms and ° 2, which are important processes in ig-
nition. This part of the mechanism (Fig. 3) is rate-controlling in the combustion of
alkanes and alkenes, and is therefore the reason for the similarity of all alkane and
alkene flames.
80
 CHI, CzH6 alkane
+H~ 1*",O.OH
-HO"H,O,OH l·",o"H" 011,",0
-- CH) • CzHs
fa ~ +HU+M.O,
+CHo •

a tk y1 --:-tio;-. alkene
-
+01

-CHzO CzH"-:.2- CH 3 • CHO. CO

!+H.OH -H 1.0..".
CZH)~ CHzO. CHO

+Hll+t\H
- smaller alkyl
"01
----~
-HO~
alkene-

..:Q.. co
I
I
I

etc.*
!
Fig. 3: Mechanism of C.J- and C..-hydrocar- Fig. 4: Mechanism of oxidation of higher al-
bons (see [7.16[ lor more aetails) kanes (see [7) for more details)

2.3 Results on Stationarily Propagating Flame Fronts

This mechanism for the oxidation ofC I - to Ca-hydrocarbons presented here should
predict experimental results in lean and moderately rich flames of alkanes, alkenes,
and alkynes. In fact, within the limits of experimental errors, there is agreement
between experiments and calculations for free flame velocities of these fuels up to
octane. Examples of flame velocities are given in Fig. 5 (details given in [13,15]), and
of concentration and temperature profiles in burner-stabilized lean hydrocarbon-air
(or -02) flames in Fig. 6 (details given in [IS, 17]).

v. /cm-s-'

60

1,0

20

~ ____________L -__________ ~~ _________ % fuel

5 10
Fig. 5: Flame velocities in alkane-air mixtures (P = 1 bar, Tu = 298 KJ. Points: measurements of
different workers (for references see e. g. [6,7)); lines: calculations

81
 100 x Fig. 6: Experimental (points) and calculated (lines) mole

- ---...
fraction and temperature profiles in a propane-
50 oxygen-argon low pressure name (Cor references

.....
f'CQ,-O-<)-O-o-c....o-~-o--o--().----.o---- see (l8D
..~ ......... _-------.---
20 .
,t. H.O

10
~~===-----.-----
5

2
---+-----..-

1:'10%

0.2

0.1
OL-----~5--~'0------1~5-----2~0---z/mm

3. Strained Premixed Flames

3.1 Background
Premixed laminar strained flames play an important role in concepts of turbulent
combustion [19-21]: For the flame thickness being small compared to the turbulent
length scale, these concepts of turbulent combustion involve laminar flamelets
which are wrinkled and tom by the turbulent flow field. The properties of the
turbulent flame are then calculated from an ensemble of laminar flamelets. This
requires the calculation of a library of strained laminar flames containing scalar
quantities as a function of equ,ivalence ratio, pressure, temperature, and strain rate.
Here, extinction limits for strained methane-air flames are calculated using two
chemical reaction mechanisms.

3.2 Conservation Equations

The geometry of the system investigated here is shown in Fig. 7. The governing
equations can be treated in terms of a single coordinate, if, according to Williams [22].
the boundary layer approximations are applied to the reacting flow considered.

82
 z Fig. 7: Illustration of the a.xlsymmetrlc twin flame configuration
for strained flames

~----------~~----------~ r

This reduction to one single coordinate is very convenient for the numerical imple-
mentation. particularly if. as done here. detailed chemistry is taken into account.

(5 )

av
_T = af' = vr (6 )
dr r

2paf'+ d(pVz ) = 0 (7 )
dZ

(8 )

(9 )

.!. dji,Z _ roi Mi + v dwi = 0 (10)

p dZ pcp Z dZ

PM (ll)
p-- = 0
RT

ji.Z = -pDP wi dxi _

xi dZ
DrT CITdZ (12)

The boundary conditions for twin flames (Fig. 7) at the stagnation plane are given by

df' CIT dwi

Vz = --
dZ
= --
dZ
= dZ
= 0 . (13)

83
At the cold edge (index "Ii') the boundary conditions are here given by the expressions

f =1 ; T =Tu ; WI =w lU (a is introduced as an input parameter).

The tangential pressure gradient divided by the coordinate r. (l/r)'(ClP /Clr) , which is
constant throughout the flow field. and the divergence of the flow field at the unburnt
edge of the boundary layer (Cl(vr)/Clr)u are expressed in this fonnulation by a single
parameter usually called strain rate a.

3.3 Results and Discussion

Fig. 8 shows a detailed study of the influence of the chemical reaction mechanism
adopted on results of calculations of extinction limits for strained methane-air
flames. Also the experimental data of Law et at [23] are marked. The numerical
results originate from Kee et al. [24] and from the procedure described here. All of
them are obtained using the traditional boundary layer approximation for strained
flames. as described here. The results apply to the twin flame configuration depicted
schematically in Fig. 7.

With regard to lean conditions first the mechanism consisting of C J species

exclusively predicts extinction limits even lower than the experimental values. The
position of the maximum. however. is not met at all by the CJ mechanism. leading
to wrong results on the rich side.

3000 -r---------:::=--------,

2000

...•
.....

)1,1

•
1000
•
•
• •
0
0.6 0.8 1.0 1.2 1.4 •
Fig. 8: Extinction limits ofstrained premixed methane-air flames as a function ofthe equivalence ratio
<1>; comparison of results: black line Ca chemistry (this work). gray line C2 chemistry (241. light
line C 1 chemistry (this work); K=2a for axisymmetric configuration

84
The results for the mechanisms using up to C:z and up to C3 species are in good
agreement on the lean side. but differ significantly for stoichiometric and rich
conditions. indicating that C3 species play an increasingly important role with
increasing methane concentration. It should be mentioned that the results for the
C3 mechanism and the C:z mechanism are from two different groups. The coincidence
of the values on the lean side indicates that both mechanisms are very similar
concerning C 1 and C:z species.

The results for both mechanisms using species with more than one C atom lie well
above the experimental values. This might also be due to errors in the modelling of
the chemiStry. especially on the rich side. but it seems likely that the one-parameter
description of the problem is partly responsible for the discrepancy between
simulation and experiment. As already mentioned. a more realistic. still ID model-
ling of strained flames experiments needs more information about the flow field.

4. Strained Non-Premixed Flames

4.1 Background

The laminar flamelet concept for turbulent diffusion flames [1.25.26] depends on
the understanding of laminar diffusion flames at various conditions. and on the
availability of data libraries based on these laminar flames. In turbulent diffusion
flames quenching and re-ignition of some areas lead to an appearance of partially
premixed reaction zones. Thus. for a CO-air flame the flamelet library was extended
by partially premixed flamelets. This library has proven a very valuable tool for an
achievement of a better agreem~nt between experimental data and numerical results
[27].

The laminar flamelet computations presented here are based on a counterflow

geometry deSCribed first by TStYi and Yamaoka [28]. The location of the flame zone
is within the boundary layer but outside the free stagnation line.

Partially premixed counterflow diffusion flames allow the examination of gas

mixtures with equivalence ratios near and beyond the limit of flammability [29]. In
this study. CH4 -air and C3Hs-air mixtures doped with 2400 ppm HCN are blown out
of the cylinder against air.

4.2 Mathematical Formulation

For a quantitative treatment of the flame structure the governing 2D Navier-Stokes

equations are usually simplified by applying the boundary-layer assumptions and

85
by assuming an outer potential flow. As an outcome of this procedure the problem
is reduced to one spatial dimension, and the strain field to which the flame is exposed
can be specified by the potential flow velocity gradient a (see Sect. 3). The pressure
gradient within the boundary layer is assumed to be constant and taken from the
outer potential flow [30,31]. The resulting equations are:

Enthalpy:
dT
Pat =
dT
-pv- -
az
.dT
Jq az + 1 a
c p az
(A dT)
az
- Lrlh l
cp
(14)

Species mass: aw
p_1 = awl ajl (15)
-pv- + rl
at az az
aG aG
Momentum: Pat = -pv- +~(~ aG) - pG 2 -H (16)
az az az

with P = density, t = time, v = flow velocity in y-direction, y = cartesian space

coordinate, p =pressure, ~ =dynamic viscosity, cp =constant pressure specific heat
capacity, T = temperature, A = heat conductivity, r = mass scale chemical rate of
formation, w = mass fraction, jl = diffuSive mass flux (see Sect. 3) and
z
pv = (pv}w - JpGdz . (17)
o
The system is closed by the ideal gas law. The detailed derivation of the fmal
governing equations, and an extended discussion of different boundary conditions
can be found in [31,32].

4.3 ChemistIy

The reaction mechanism consists of 270 elementary steps (including reverse

reactions) and 38 chemical species for the CH4 -air flames, and of 325 elementary
steps (including reverse reactions) and 47 chemical species for the C3HS-air flames.The
major components of this mechanism include the 1\-02 reaction system, CO
oxidation, degradation of methane to CO, alkyl recombination to ethane, propane,
and butane, and consumption reactions of these higher hydrocarbons. The N-
containing components in this reaction scheme are NH, NI\, NH3 , N, NO, HCN,
HNCO, NCO, and N2 H.

Kinetic data are taken from [7] with revisions due to new experimental results, and
due to the outcome of a new evaluation of available data [11]. The rates for the reverse
reactions are calculated with the help of equilibrium constants derived from thermo-
dynamic data.

86
4.4 Results

Fig. 9 shows some resulting mole fraction for a non-premixed CH4 -air flame. NO is
formed only after nearly complete fuel consumption. This is due to the fact that the
main NO forming reaction is N + OH. As long as fuel is present it consumes OH.

The Situation becomes different for partially premixed flames. Fig. 10 shows the
resulting mole fraction for a CH4 -air flame with a stoichiometry of <l> = 1.5. Two
separated sub-flames can be identified. one at the shoulder of the OH proflle and a
second one at the peak. of OH concentration. The exhaust gases of the premixed sub-
flame contain hydrocarbon radicals. which are able to attack molecular nitrogen.

mole fracUon

1.0
CI"

0.6

0.6

0.4

HCN (IOOx)

0.2

Fig. 9:
NO (500x)
0.0 .--,--- YJmmJ Mole fractions for a CH4-air flame
0 2 3 4 5 6 doped with 2400 ppm HCN and <l> = 00

mole fracUon
1.0

0.8

0.6

0.4

HCN (lOOx)

0.2 Oz

C~
Fig. 10:
0.0 y(mmJ Mole fractions for a CH4-air flame do-
0 2 3 4 5 6 ped with 0.24% HCN and <l> = 1.5

87
newly forming HCN. This is the fIrst of two sources of the additional NO formed. The
second source is represented by the high activation energy reaction of the unimole-
cular decay ofHNO. which becomes accessible with the higher temperature present
in diffusion flames with partial premixing.

These two effects can be identifled more clearly in Fig. 11. The mole fractions shown
there are given for a C3 Hs -air flame with partial premixing. The stOichiometry of the
fuel! air mixture again is <l> = 1.5. Here the two flame fronts can be clearly identifIed
by the two peaks of the OH profile. Again the burnt gases of the premixed sub-flame
contain large amounts of hydrocarbon radicals like CH and CHa. These radicals
increase the level of HCN by attacking molecular nitrogen.

mole fraction
1.0

0.8

0.6

0.4

0.2

Fig. 11:
0.0 y [mml Mole fractions in a C3H.-alr flame
0 2 4 6 8 10 doped with 0.24% HCN and Cl> = 1.5

For both methane and propane the tranSition from a pure diffusion flame to a par-
tially premixed one as well as a temperature increase of the initial fuel-air mixture
ejected from the cylinder leads to a change of the amount of NO formed within the
flame. The complex interaction between these two parameters requires extended
numerical studies at different conditions. Additionally. the response of the nitrogen
oxide formation to a variation of stretch to which the flame is exposed has to be
studied.

From this fmding it is obvious that realistic modelling of NO formation within

turbulent diffusion flames using the flamelet model demands the inclusion of par-
tially premixed flamelets. Otherwise the NO formation may be underestimated by an
order of magnitude.

88
5. Turbulent Combustion Includin~ Detailed Chemistty

Here. a conserved scalar approach employing a stretched laminar flamelet model and
a direct closure approach with closure of the chemical production terms by a pdf
method are described with special regard to linking complex chemistry to models for
turbulent flow field predictions.

In particular. an enclosed turbulent jet CO/air diffusion flame is numerically

simulated. the reaction mechanism of this system comprising 72 elementaIy
reactions of 15 species. It is shown that for the flame considered both approaches
yield quantitatively comparable results that agree reasonably well with experimental
data available in the literature [33].

5.1 Conservation Equations and Models

In the present paper. the turbulent mixing of a fuel jet with air is described by the
conservation equations for a Swirl-free. axisymmetric flow where. because the main
focus of interest is the chemical source term closure. a conventional eddy viscosity
gradient model of turbulent transport and a k-£ turbulence model are adopted. With
use of an elliptic turbulent transport operator L.

L(ci» == o(puci» + 1 o(rpvcl» _ ~(..&.. aci» _ !i.(r..&.. oci» (18)

ax r or ax <rclJ ax r or <rclJ or
for any dependent variable ci>. these equations may be written in the follOwing form:
L(I) = 0 (19)
L(u) = - + o(
-oj) ou) +--
- Ilt-
ax ax
lO( *)
ax ror rllt-
2- -
ax -3ax
o[Ilt (ou
- +10(rV») _]
- - - +pk
ax r CJr
(20)

L(v) = -oj)
- + o( au)
- Ilt-
or ax or
+--
rar
*)
lCJ(rllt-
ar
-2CJ[
- - Ilt (ou
30r
- + lO(rV») - ] Ilv
ax r- -or- +pk -2~
r2
(21)
L(k) = Gk-P£ (22)
L(£) = i (CEl Gk - Ce2P£) (23)

where in (22) and (23) Gk is the rate of production oflurbulence kinetic energy.
In deriving (19) to (23). the Favre averagmgprocedure has been used; tildes identify
Favre averages. overbars time averages; x and r denote the longitudinal and radial
coordinates. respectively. u and v. the respective mean flow velocity components;
P is the mean denSity. Ilt the turbulent diffusivity. k is the Favre turbulence kinetic
energy. £ the Favre turbulence dissipation. j) the mean pressure. and the <r.'s and
Cd'S are model constants with the numerical values <ru =cry =<rk = 1.0. <re =1.3. Col =
89
1.40, C a = 1.85 [34,35]:

Gk [ (0-)2 +2(eN)2
= Ilt 2 ; '
(-)2 (0- eN)2]
or +2'; + O~+dx
(24)
3[2 (0- eN
-- pk+llt ~+-+~
dxorr
-)J(O-~+-+~
eN -)
dxorr
.

For modelling details, the relevant literature on this topic (e. g. [26,27,34,36,37]
should be consulted.

5.2 Detailed Chemistry

The same detailed reaction mechanism of the CO /~/ air system consisting of 72
°
elementary reactions of 15 species, viz. N2, CO, CO2, 2, ~, ~O, H, 0, OH, H02, ~02'
CHO, CH20, N, and NO was employed in both approaches; details can be found
elsewhere [II].

In the turbulent flame computations based on the conserved scalar approach, the
profiles of burning laminar flamelets were drawn from a flamelet library containing
15 differently stretched flames. Extinguished flamelets were simulated by a cold,
non-reactive mixing process with constant temperature, and carbon monoxide,
hydrogen, oxygen, and nitrogen varying linearly with the conserved scalar.

Fig. 12 shows profiles of temperature and CO2 mass fractions as functions of the
conserved scalar forvanous values of the scalar dissipation rate in a laminar flamelet.
It may be gathered from Fig. 12 that temperature decreases with increasing stretch

T/K

Fig. 12: Temperature Oeft hand side) and CO2 mass fraction (right-hand side) as function of the
conserved scalar for a laminar CO-air counterflow diffusion flame with various strain rates

90
and. accordingly. carbon dioxide mass fractions decrease. For a detailed discussion
of these laminar flamelet computations. the literature [38] should be consulted.

5.3 Numerical Results and Comparison with Experiments

In Fig. 13 axial proflies of the Favre averaged conserved scalar. 1. e .. the mixture
fraction. and the mean temperature are compared with experimental data reported
by Razdan and Stevens [33]. It is seen that the agreement between measured and
computed mixture fraction proflies generally is quite good.

One source of the observed disagreement between the computed and measured
temperatures are the boundary conditions that are not unambiguously defmed by
Razdan and Stevens [33] for the experimental system. Furthermore. temperatures
were measured by unshielded thermocouples and. therefore. some of the discrepan-
cies may be due to inconsistencies in calculating radiation-corrected values for the
measured temperature data.

Shown in Fig. 14 are the Favre averaged mass fractions of carbon monoxide. carbon
dioxide and oxygen on the centreline of the turbulent flame. As for the mixture
fraction. with both methods reasonable agreement between measured and predicted

U 1.0

t. O.

[\ ~
0.1 \ 0.1 ~

--
D.'

-
0.' '-.,

OJ
'--.,.. OJ ~
, 4
. 4 :---06
D 0
I
00 TI K 1SOO
0
.,,- ~

r 1
1000 000

~ ~
---....::
SOD

V
00
V ~ r-..
0

10 u u

00 soo

D 0
10 .0 IOD 10 to 100
x/D
Fig. 13: Mixture fraction and temperature on the centreline of a turbulent carbon monoxide-air
diffusion flame. Symbols: experimental data taken from (33): solid lines: numerical results
obtained from flamelet model (left-hand side) and pdf method (right-hand side)

91
 D~--~--~----~--~

., I--lr-+---~.-::::=--t---i ., 1---+lor---lI''--::;;-'''''I-----t

·z I---:-+----t~--+----t

·):":zo----J,L...
o ---..I...o----::.'=-o--~,oo '0 .0 .0 \00
./0 ./0

Fig. 14: Mass fractions of carbon monoxide. carbon dioxide and oxygen on the centreline of a
turbulent carbon monoxide-air diffusion flame. Symbols and lines as in Fig. 13

profiles is obtained, and the differences between the models are moderate. Therefore,
it seems to be worthwhile to apply these models to more complex combustion systems
and to study systematically phenomena like pollutant formation (NOx ' soot) in
turbulent flames.

Finally, it should be noted that for the weakly turbulent CO / air diffusion flame
investigated herein we found effects of stretch on the laminar flamelets to be
negligibly small. For the turbulent flame conSidered herein this fmding a posteriori
justifies the one-variable approaches utilized in the numerical simulations by Raz-
dan and Stevens [33] and Gore et al. [39].

6. Acknowled~ement

The author is grateful to the BW1d.esministeriumjiir Forschung und Technologie (Tec-

Flam-Projekt), CommissiDnojthe European Communities (JOULE project), Fonds der
Chemischen Industrie, and Max-Buchner-Stljtung for finanCial support of this work
and thanks Dr. F. Behrendt, Dr. H. Bockhom, Dr. Maas, and Dr. B. Rogg for valuable
help.

7. References

[ 1] F. A. Williams: in S. N. B. Murphy (ed.), Turbulent Mixing in Nonreactive and

Reactive Flows, p. 189. Plenum Press. New York (1975)
[2] G. Damk6hler. Z. Elektrochem. 46, 601 (1940)

92
(3) R. Borghi, E. Pourbais: Physicochemical Hydrodynamics 2,65 (1981)
[ 4) H. T. Sommer, W. Adams: Combust. Flame 49, 1 (1983)
(5) F. Behrendt, H. Bockhom. B. Rogg, J. Wamatz: in J. Warnatz, W. Jiiger (eds.),
Complex Chemical Reaction Systems: Mathematical Modelling and Simula-
tion, p. 376. Springer, Heidelberg (1987)
(6) J. Wamatz: Ber. Bunsenges. Phys. Chern. 82, 193 (1978)
(7) J. Wamatz: 18th Symposium (International) on Combustion, p. 369. The Com-
bustion Institute, Pittsburgh (1981)
[ 8) J. Wamatz: in N. Peters, J. Warnatz (eds.), Numerical Methods in Laminar Flame
Propagation. Vieweg, Wiesbaden (1982)
(9) J. Wamatz: Ber. Bunsenges. Phys. Chern. 82, 834 (1978)
[10] D. L. Baulch, D. D. Drysdale, D. G. Home, A. C. Lloyd: Evaluated Kinetic Data for
High Temperature Reactions, Vol. 1. Butterworths, London (1972)
[ll) J. Wamatz: in W. C. Gardiner, Jr. (ed.), Combustion ChemistIy. p. 197.
Springer, New York (1984)
(12) D. L. Baulch, T. Just, J. A. Kerr, M. Pilling, J. Troe, R. W. Walker, J. Wamatz: J.
Phys. Chern. Ref. Data (1990), publication in preparation
(13) J. Wamatz: inR. Glowinski, B. Larroutorou, R Temam (eds.), Numerical Simu-
lation of Combustion Phenomena. Springer, Heidelberg (1985)
[14) G. Dixon-Lewis, D. J. Williams: in C. H. Bamford, C. F. H. Tipper (eds.),
Comprehensive Chemical Kinetics, Vol. 17. Elsevier, Oxford (1977)
(15) J. Wamatz: Ber. Bunsenges. Phys. Chern. 87, 1008 (1983)
(16) J. Wamatz: Brennstoff-Warme-Kraft 37, 11 (1985)
(17) J. Wamatz, H. Bockhom. A. Moser, H. W. Wenz: 19th Symposium (International)
on Combustion, p. 197. The Combustion Institute, Pittsburgh (1983)
(18) H. Bockhom. W. Weyrauch, J. Wamatz: publication in preparation (1990)
(19) K. N. C. Bray, P. A. Libby, J. B. Moss: Comb. Sci. and Tech. 41, 143 (1984)
(20) N. Peters: 21st Symposium (International) on Combustion, p. 123l. The Com-
bustion Institute, Pittsburgh (1986)
(21) R. S. Cant, K. N. C. Bray: 22nd Symposium (International) on Combustion. The
Combustion Institute, Pittsburgh (1988)
(22) F. A. Williams: Combustion TheOl.y, 2nd edition. The Benjamin/Cummings
Publishing Company, Inc., Menlo Park, California (1985)
(23) C. K. Law, D. L. Zhu, G. Yu: 21st Symposium (International) on Combustion. The
Combustion Institute, Pittsburgh (1986)
(24) R. J. Kee, J. A. Miller, G. I;I. Evans, G. Dixon-Lewis: 22nd Symposium (Interna-
tional) on Combustion. The Combustion Institute, Pittsburgh (1988)
(25) N. Peters: Combust. Sci. Technol. 30, 1 (1983)
(26) N. Peters: Prog. Energy Combust. Sci. 10,319 (1984)

93
[27] F. Behrendt, B. Rogg, J. Wamatz: 21st Symposium (International) on Combu-
stion, p. 1533. The Combustion Institute, Pittsburgh (1986)
[28] H. Tsr.gi. I. Yamaoka: 11th Symposium (International) on Combustion, p. 979.
The Combustion Institute, Pittsburgh (1967)
[29] H. Tsr.gi. I. Yamaoka: 12th Symposium (International) on Combustion, p. 997.
The Combustion Institute, Pittsburgh (1969)
[30] H. Tsr.gi. I. Yamaoka: 13th Symposium (International) on Combustion, p. 723,
The Combustion Institute, Pittsburgh (1971)
[31] G. Dixon-Lewis, T. David, P. H. Gaskell, S. Fukutani, H. Jinno, J. A. MUler, R. J.
Kee, M. D. Smooke, N. Peters, E. Elfelsberg, J. Wamatz, F. Behrendt 20th
Symposium (International) on Combustion, p. 1893. The Combustion Institu-
te, Pittsburgh (1984)
[32] T. W. Chapman., G. L. Bauer. Appl. Sci. Res. 31, 223 (1975)
[33] M. K Razdan., J. G. Stevens: Combust. Flame 59, 289 (1985)
[34] S. K Liew, K N. C. Bray, J. B. Moss: Combust. Flame 56,199 (1984)
[35] J. H. Kent, R. W. BUger.16th Symposium (International) on Combustion, p. 1643.
The Combustion Institute, Pittsburgh (1976)
[36] N. Peters: 20th Symposium (International) on Combustion, p. 353. The Combu-
stion Institute, Pittsburgh (1984)
[37] F. Behrendt, B. Rogg, J. Wamatz: Ber. Bunsenges. Phys. Chem. 90, 1005 (1986)
[38] F. Behrendt, J. Wamatz: manuscript in preparation (1990)
[39] J. P. Gore, S.-M. Jeng, G. M. Faeth; AIM Paper No. aQ-0294 (1986)

94
Chemical Reaction Rate Effects in
Turbulent Non-premixed Combustion
H.Bockhorn
Institut fUr Chemische Technologie, Technische Hochschule Darmstadt,
Petersenstr. 20, D-61oo Dannstadt, Fed. Rep. of Germany

Abstract. A turbulent combustion model without simplifying assumptions

about the chemical reactions is evaluated by means of a sensitivity analysis.
The turbulence model is conventional and based on gradient transport
assumptions and an eddy viscosity concept. In addition to the equations of
the turbulent flow field the species conservation equations are solved. The
chemical reactions are described by a detailed, elementary kinetics reaction
mechanism. The source terms in the species conservation equations are
treated by means of a presumed-shape pdf-closure relaxing the assumption of
statistically independent variables. The sensitivity analysis for the turbulent
combustion model is performed in terms of the local first order sensitivity
coefficients. The sensitivity analysis demonstrates the limitations of the
turbulence model and the relative importance of single elementary steps of
the reaction mechanism. From this, some arguments for the simplification
of the closure for the mean chemical reaction rates are derived.

1. Introduction

In turbulent diffusion flames, time scales of chemical conversion are often

small compared with time scales of turbulent mixing. Thus, chemical re-
actions in turbulent diffusion flames may be treated by means of "fast
chemistry" assumptions. One extreme formulation of this assumption is
to suppose that the chemical reactions are so fast that the system instan-
taneously approaches chemical equilibrium. The scalar quantities of the
complex chemical mixture, e.g. the temperature and the species mass frac-
tions, are then unique functions of a conserved scalar [1] , e.g. the normalized
mass fraction of one chemical element. The chemical equilibrium assumption
is relaxed in laminar-flamelet models of turbulent combustion [2,3,4]. In this
model the turbulent flame is thought to consist of an ensemble of laminar
flamelets. Under the condition of" fast chemistry "the complex structure of
the laminar flamelets is resolved into a two-dimensional structure containing
a conserved scalar and the scalar dissipation rate as independent variables
[5] . The local values of scalar quantities in the turbulent flame are then
obtained from these two-dimensional structures in which complex chemical
reaction mechanisms are inherent.
Springer Series in Synergetics, Vol. 48 95
Dissipative Structures in Transport Processes and Combustion
Editor: D. Meinkiihn © Springer-Verlag Berlin, Heidelberg 1990
 The combustion model employed in this work relaxes" fast chemistry"
assumptions. It is a non-flamelet model based on the solution of the modeled
transport equations for the chemical species. Closure of these equations is
obtained by a direct closure approach with pdf-closure (pdf: probability
density function) for the mean chemical reaction rates which are formulated
on the basis of detailed reaction mechanisms. This combustion model is eval-
uated by means of a sensitivity analysis which demonstrates the relative
importance of single elementary reactions in the systems under considera-
tion. The combustion model and sensitivity analysis are exemplified for a
low Damkohler - number system (oxidation of carbon monoxide in a turbu-
lent flow) and a high Damkohler - number turbulent hydrogen-air diffusion
flame.

2. Governing Equations

The turbulent mixing of a round fuel jet with oxidizer is described by the
transport equations for steady, swirl-free, axisymmetric flow. The turbulent
quantities are characterized by their Favre mean values. Reynolds stresses
and Reynolds fluxes in the averaged transport equations are directly modeled
by means of gradient approaches utilizing the conventional eddy - viscosity
concept. The governing equations can be written in the form
(1)

where L(¢) is a steady, axisymmetric, elliptic turbulent transport operator

defined by
L(¢) == o(pu¢) + 1o(rpv¢) _ !.... (~o¢) _ ~~ (r~ o¢) . (2)
ox r or ox (J'tP eJJ ox r or (J'tP eJJ or

The eddy viscosity concept obtains the turbulent viscosity JlI from the
turbulence energy k and their dissipation rate €,

k2
JlI = C,..p-=-.
€
(3)

In equation (3) C,.., C,.. = 0.09, is a model parameter.

The turbulent transport coefficients of scalar quantities are derived from
the turbulent viscosity by means of turbulent Schmidt or Prandtl numbers
(J'tP eJ J. In equation (1) the StP are the source terms in the respective transport
equations.
The turbulent flow field is described by equations for the mean velocities
in the x- and r- directions, ¢ = u and ¢ = v, with (J'ueJ j, (J'veJ J = 1, for the
mean turbulence energy ¢ = k, with (J'keJ J = 1, and the dissipation rate of
turbulence energy ¢ = e, with (J'(eJ J = 1.3. For details of these equations and
96
of the corresponding source terms see e.g. [1,6,7]. This system of equations is
complemented by an equation for calculating the mean pressure p according
to [8,9].
The solution of the equations for the turbulent flow field requires the
mean density p which is calculated from the averaged thermal equation of
state
M
- P2:::
_N
i (4)
P = R..:::1 (IT..• + Y."T")
•

Equation (4) introduces the unknown mean mass fractions of the chemical
species y;, the mean temperatures t, and the second moments YtT". The
calculation procedure of these unknowns is sketched here very briefly. More
details are given in [10,11,12].
The mean mass fractions of the chemical species are obtained from the
solution of the transport equations
L(Y;) = wi,i = 1, ... ,N -1, oy. elf = 0.7, (5)

where Wi is the mean chemical reaction rate of species i. The latter follows
from the instantaneous reaction rate
R R N y;
Wi = 2::: Wij = 2::: Mi( II:} - lI:j )kj II(~~ )":i (6)
j=1 j=1 i=1 •

by weighting with a multidimensional probability density function

Wi = ~
R

;=1
J... J Wij(P, T, Ymj , ... , Yoj)6(p - p)P(T, Ymj ,···, Yoj;X)

dpdTdYmj ... dYoj . (7)

In equation (6) Mi is the molar mass of the chemical species i, and the kj are the
temperature dependent rate coefficients of the elementary reaction j where
the species i is involved in. In equation (7) 6 is the Dirac delta function, which
restricts the model to systems with small density fluctuations. The subscripts
mj, ... ,oj in equation (7) apply for those chemical species which are involved
in the jth elementary reaction, i.e. the stoichiometric coefficients lI:j of which
are different from o. In general, up to three chemical species are involved in
elementary reactions. The probability density function peT, Ymj, ... ,Yoj ; x)
is therefore a joint probability density function of temperature and up to
three mass fractions which is specified by a multidimensional clipped normal
distribution. The shape of this multidimensional normal distribution is
defined by the first and second moments (means, variances and covariances)
of temperature and mass fractions.

97
 The mean reaction rate Wi of the species i can be expressed by
R N _-
Wi = "L....JMi (/I
Vi; - , )A; T- cr Jexp
Vij ' - - - I1(PY;
(Ea;) M. )V';jF1 F2 F3···, (8)
;=1 RT i=1 •

where the F1 , F2, F3 , ••• are correction factors reflecting the weighting pro-
cedure and the effect of turbulent fluctuations of temperature and mass
fractions and their correlations on the mean chemical reaction rate. They
are dependent on the turbulence intensities of temperature and mass frac-
tions and the correlation coefficients of temperature and the respective mass
fractions, for details See [10,12].
From the averaging procedure outlined briefly above the mean chemical
reaction rates are obtained from the mean values of temperature and mass
fractions and some correction factors, compare equation (8). This procedure
brings about a number of additional closure problems, viz. the variances
and covariances of temparature and mass fractions. The solution of these
closure problems is outlined together with the remaining closure problems
of the chemical part of the combustion model - mean temperatures T and
second moments Y;/IT/I - in brief: The mean temperature is derived from
the caloric equation of state for a multicomponent mixture. This in turn
necessitates the calculation of the mean specific enthalpy h of the mixture.
Applying the caloric equation of state the variances of temperature T,,2 and
the covariances of temperature and mass fractions Y;"T" are obtained in a
similar way from the enthalpy variances and the covariances of enthalpy and
mass fractions. Finally, the second moments of the mass fractions of the
chemical species follow from the solution of a set of transport equations (1).
The chemical part of the combustion model besides the thermal equation
of state for the density, equation (4), and the caloric equation of state
for the mean temperatures and their variances as well as the covariances
of temperature and mass fractions comprises a set of transport equations
(1) with ~ = h, <TheIl = 0.7, ~ = t, <TY;efj = 0.7, ~ = h,,2, <Th"2eII = 0.7,
~ = Y;"h", <TY"h"eII
•
= 0.7 and ~ = Y;"Y;!', <TY"Y!'eII
• J
= 0.7. Again for details of
the equations and the corresponding source terms see [10,11,12].
Because the main aspect of this.work is the sensitivity analysis of the
model with respect to single chemical reactions of the detailed mechanism
we can put up with some weaknesses of the turbulent combustion model,
e.g. the first order closure for the Reynolds stresses and Reynolds fluxes and
the presumed-shape pdf-closure for the mean chemical reaction rates.

3. Numerical Method, Sensitivity Analysis

The system of transport equations outlined in the previous section can be

rewritten in discrete form as

98
 F(if,) =O. (9)

In equation (9) if, is the vector of the discrete variables at the single grid nodes.
The system of equations F(if,) contains the discrete transport equations at
the L· M grid nodes. A modified up-wind difference scheme has been used
[13]. The system of nonlinear equations, because of the large number of
equations, is solved by an ADI technique [13,14]. Numerical stability and
convergence is achieved by applying linear relaxation and linearization of
the source terms by,S", = Su", + Sp", ¢. A nonuniform grid is used with a
higher concentration of grid lines in the region of steep gradients of the
variables. It has been checked that the computed results are independent
of the grid used. The boundary conditions are given as usual for elliptic
problems, compare [13,14]. The additional algebraic equations (thermal and
caloric equations of state) to obtain the mean density, mean temperature,
variances of temperature and covariances of temperature and mass fractions
are solved simultaneously.
It is obvious from the transport equations (1) that the system of equations
(9) depends explicitly and, by the various couplings, implicitly on numerous
model parameters, e.g. eM turbulent Schmidt or Prandtl numbers, model
parameters contained in the source terms S", and, finally, the rate coefficients
of the chemical reactions. Equation (9) can therefore be written as
(10)
where ~ is the vector of model parameters. The sensitivity of the model is
given in terms of the local first order sensitivity coefficients 8if,/8{3i which,
in general, depend on the local values of the variables. The local first order
sensitivity coefficients are computed from equation (10) by

i= 1, ... ,B. (11)

Again, the system of linear equations (11), because of the large number of
equations, has to be solved by an iterative ADI technique.
In the following examples the sensitivities of the model are given as rela-
tive sensitivity coefficients Sr"'{3i = (8¢/¢)/(8{3d (3i) or semi -relative sensitivity
coefficients Sa"'{3i = 8¢/(8{3d{3i)'

4. Results
The two examples investigated are the oxidation of carbon monoxide by air
at moderate Damkohler numbers and a high Damkohler - number hydrogen
- air diffusion flame.
The reaction mechanism of the combustion of hydrogen is constituted by
the reactions between the eleven chemical species H2,H20, H, OH,02,O,H202,
H02, N2,N, NO, reactions (1) to (36) and (67) to (72) in Table 1. Table 1

99
Table 1: Reaction mechanism for the COjH2I02lN2 system [17].
H2-02 reactions Aj (Xj Eaj j
02 +H +=t OH +0 2.0 .10 14 0.0 70.3 (1,2)
H2 +0 +=t OH +H 5.06.104 2.67 26.3 (3,4)
H2 +OH +=t H2 O +H 1.0 .10 8 1.6 13.8 (5,6)
OH +OH +=t H2O +0 1.5 .10 9 1.14 0.42 (7,8)
H +H +M +=t H2 +M 1.8 .10 18 -1.0 0.0 (9,10)
H +OH +M +=t H2 O +M 2.2 .10 22 -2·0 0.0 (11,12)
0 +0 +M +=t 02 +M 2.9 .10 17 -1.0 0.0 (13,14)
H + 02 + M' +=t H02 + M' 2.3 .10 18 -0.8 0.0 (15,16)
H02 +H +=t OH + OH 1.5 .10 14 0.0 4.2 (17,18)
H02 +H +=t H2 + O2 2.5 .10 13 0.0 2.9 (19,20)
H02 +0 +=t OH + 02 1.8 .10 13 0.0 -1.7 (21,22)

-
H02 +OH +=t H2 O + O2 6.0 .10 13 0.0 0.0 (23,24)
H02 + H02 H202 + O2 2.5 .10 11 0.0 -5.2 (25)
OH + OH + M' +=t H202 + M' 3.25.10 22 -2.0 0.0 (27,28)
H20 2 + H +=t H2 + H0 2 1.7 .10 12 0.0 15.7 (29,30)
H202 + H +=t H2 O + OH 1.0 .10 13 0.0 15.0 (31,32)
H202 + 0 +=t OH + H02 2.8 .10 13 0.0 26.8 (33,34)
H202 + OH +=t H2 O + H02 5.4 .10 12 0.0 4.2 (35,36)
CO-C02 reactions
CO + OH +=t CO2 +H 4.4 .10 6 1.5 -3.1 (37,38)
CO + H0 2 +=t CO 2 + OH 1.5 .10 14 0.0 98.7 (39,40)
CO +0 + M' +=t CO2 + M' 7.1 .10 13 0.0 -19.0 (41,42)
CO + 02 +=t CO2 +0 2.5 .10 12 0.0 200.0 (43,44)
CHO +H +=t CO + H2 2.0 .10 14 0.0 0.0 (45,46)
CHO +0 +=t CO + OH 3.0 .10 13 0.0 0.0 (47,48)
CHO +0 ~ CO2 +H 3.0 .10 13 0.0 0.0 (49,5"0)
CHO +OH +=t CO + H2O 1.0 .10 14 0.0 0.0 (51,52)
CHO + 02 +=t CO + H0 2 3.0 .10 12 0.0 0.0 (53,54)
CHO + M' +=t CO +H +M' 7.1 .10 14 0.0 70.3 (55,56)
CH 20 + H +=t CHO + H2 2.5 .10 13 0.0 16.7 (57,58)
CH 20 + 0 +=t CHO + OH 3.5 .10 13 0.0 14.6 (59,60)
CH20 + OH ~ CHO + H2 O 3.0 .10 13 0.0 5.0 (61,62)
CH20 + H02 +=t CHO + H20 2 1.0 .10 12 0.0 33.5 (63,64)
CH20 + M' +=t CHO +H +M' 1.4 .10 17 0.0 320.0 (65,66)
NO reactions
N + OH +=t NO +H 3.0 .10 13 0.0 0.0 (67,68)
N + 02 +=t NO +0 6.4 .10 9 1.0 26.1 (69,70)
N2 +0 ~ NO +N 1.8 .10 14 0.0 319.0 (71,72)
M = [H2] + 0.4 [02] + 0.4 [N2] + 6.5 [H2O]
M' = [H2] + [02] + [N2] + [H2O]
The units for Aj are cm3 mo/- 1 s- 1 or cm 6 mo/- 2 s- 1 depending on the molecu-
larity of the reactions. Eaj is given in units of kJmo/- l •
100
contains the rate coefficients for the forward reactions in the form kj =
AjTajexp( -Eaj/RT).
The Hd02/N2 system is driven by the strongly temperature dependent
shuffle reactions (1) to (8) and attains equilibrium by the comparatively slow
three-body recombination reactions (9), (ll) and (13). The formation of
nitrogen oxide is assumed to occur via the extended Zeldovich mechanism,
reactions (67) through (72).
For the CO/H2 /0 2 /N2 system four additional chemical species have to
be considered. The oxidation of carbon monoxide mainly occurs through
the reaction CO + OH -> CO 2 + H (37) . The direct oxidation by oxygen
CO + O2 -> CO 2 + 0 (43) is strongly temperature dependent and,
therefore, is meaningless under the prevailing conditions. The oxidation
by oxygen atoms CO + 0 + M' -> CO 2 + M' (41), the reaction rate
of which decreases with increasing temperature, is the other main channel
for the formation of carbon dioxide. The OH radicals which are necessary
for the oxidation of carbon monoxide according to reaction (37) are formed
in the chain branching and propagating reactions of the Hd02/N2 system,
reactions (1) to (8).
The first example discussed in the following is the oxidation of carbon
monoxide by hot air. The concept of the experiment underlying the validation
of the model is simple: Carbon monoxide diluted by nitrogen is injected
through a nozzle of lOmm diameter into hot coflowing air which is produced
by an air-rich natural gas flame. In the region downstream from the fuel
nozzle mean velocities in the axial direction, mean temperatures and the
mean composition of the chemically reacting mixture have been measured.
Details of the experimental setup and results of the experiments which have
been performed in a combustor of 5m length and O.5m diameter are given in
[15,16].
Figure 1 contains a comparison of the radial profiles of measured and
calculated mean temperatures and mean mole fractions of carbon monoxide
for one cross section of the combustor. The experimental conditions are
given in the caption of the figure. The figure exhibits very good agreement
between measurements and predictions.
The most important reaction for the oxidation of carbon monoxide is
the reaction CO + OH -+ CO 2 + H (37) . Figure 2 gives radial profiles ofthe
local first order sensitivity coefficients of the carbon monoxide mole fraction
with respect to the preexponential factor of this reaction in comparison
with the sensitivity with respect to the model parameters of the turbulence
model. The profiles are computed for an axial distance of 0.075 m where
the rate of consumption of carbon monoxide on the axis has a maximum. In
the central region of the jet the sensitivity coefficients 8Xco/(8A37/A37) are
negative. This is obvious, because an acceleration of reaction (37) lowers the
carbon monoxide mole fraction. Near the jet boundary, where the reaction

101
 - 1
x; 0.16 m
10 5
~
0
n

/
u
n T
I x n
.....
c II-
• D
0
-3
--"-..~
'":::> 3
.oj
u 10 L

u.
ro
L .oj '. ....
ro
L x..
~
'"E ~
\x
Cl.

\r
0
L
'"
I-
10- 5 X CO

0
0 0.1 0.2
Radius r/ m
Figure 1: Radial profiles of mean temperature and carbon monoxide mole
fraction at a distance x = 0.16m from the fuel nozzle. Symbols refer to
measurements. Lines give results of calculations. Experimental condi-
tions: Xco 0 = 0.0909; To Pu = 830K; Repu = 6770; X020 0., = 0.122; To 0,; =
nOOK; Reo,; = 3920.

0
0 1.0 Sa

co.
..,/' xcocacp'P
Sa
0
u X CO c~
x
ro
(/)
0
.oj
c
'"u
"- Sa
"-
'"0 X CO C £1 cp 'P
u -1.0 x; 0.075 m
>-
.oJ

>
r.n
c
'"
(/)
-2.0

0 0.1 0.2
Radius r / m
Figure 2: Radial profiles of sensitivity coefficients of carbon monoxide mole
fraction with respect to CIJ) C".pY,) C'2.pY, and A 37• For the experimental
conditions see figure 1.
102
rate for the consumption of carbon monoxide tends to very small values,
the sensitivity of the carbon monoxide mole fraction with respect to that
reaction vanishes.
The rate coefficient of the reaction GO + OH - G0 2 + H (37) influ-
ences the carbon mon9xide mole fraction by the same order of magnitude
as the parameters of the turbulence model GIJ , GC'H or G C2H • The latter two
parameters are used to model the production and dissipation of turbulent
fluctuations of scalar quantities. Again, the sensitivity of the carbon monox-
ide mole fraction with respect to these parameters vanishes in the region of
the jet boundary. This is a consequence of the low reaction rates near the
jet boundary and of the applied gradient transport concept, which predicts
production of turbulent fluctuations only in the region with large gradients
of the mean variables. In this way, the second moments, the production
and dissipation of which are modeled via the parameters Gc,.+ and GC2 .+,
influence only weakly the reaction rates for carbon monoxide near the jet
boundary. Near the center of the jet where the reaction rates are high and
the production and dissipation of turbulent fluctuations due to higher gra-
dients of the mean values of the variables are large, the influence of the
model parameters for modeling the second moments under the prevailing
conditions is comparable to the influence of the rate coefficient of the main
carbon monoxide consuming reaction.
The carbon monoxide mole fraction is essentially affected only by the
fuel-specific reactions (37),(38) and the non-fuel-specific reactions (1) and
(2), respectively. This can be seen from figure 3 where the sensitivity of
the carbon monoxide mole fraction with respect to the rate coefficients

49
47
45
x = 0.075 m
43
41
r=0m
c 39
0
.....u 36
ro 37
C1>

....a:
0
1\
9
'-
C1>
D 7

•""
E 5
~
Z J
2

-0.3 -0.2 -0.1 0.0 0.1 0.2

Relative Sensitivity Coefficient Sr

x co A J

Figure 3: Sensitivity coefficients of carbon monoxide mole fraction with

respect to the preexponential factors of the rate coefficients from Table 1 at
x = O.075m. For the experimental conditions see figure 1.

103
of some reactions from Table 1 is given. The sensitivity coefficients are
displayed for the axial position with the maximum rate of consumption
of carbon monoxide, x = 0.075m downstream from the fuel nozzle. Similar
sensitivities can be found in laminar flames [18], and the fact that non-fuel-
specific reactions affect the mole fraction of the fuel is known as well from
other fuels. The sensitivity analysis stresses the importance of OH radicals
for the oxidation of carbon-containing fuels.
The second example discussed in this work is a turbulent hydrogen-air
diffusion flame. Again, the concept of the experiment is simple: Hydrogen
flowing through a nozzle of 3.2 rom diameter is mixed with cold coflowing
air. The diffusion flame which is stabilized few millimeters above the burner
rim is enclosed in a burning chamber with rectangular cross section. The
experiments concerning this flame as well as some modeling approaches are
given in detail in [19,20].
Figure 4 gives a comparison of predicted radial profiles of mean temper-
ature and mean mass fractions of hydrogen, oxygen and water at x/ D = 50.
The predictions are in reasonable agreement with the measurements and
also demonstrate a break-through of oxygen onto the axis of the jet, this
effect being measured as well.
The sensitivity of the mean hydrogen mole fraction XH 2 with respect
to the preexponential factors of the rate coefficients from Table 1, given in
terms of the relative sensitivity coefficients Srx H2 Pi = (OXH 2 /XH 2 )/(0{3t!{3i)

60
x /0 = 50

~ -
...
0

....... 40
X
H2

II-

0
0

20
Ix

o ----~----~

o 5 10 15 20
Radius r /0
Figure 4: Mean temperatures and mean mass fractions of hydrogen, oxygen
and water for the turbulent hydrogen - air diffusion flame from [19,20].
Symbols refer to measurements. Lines give results of calculations.
104
 - 0,4
"'"N x = 0.032 m
:c r = 0.005 m
x 0,2

-. -
<-
tJ)

....c
I
0,0
~
~
.....
.....
U
'"
0 -0,2
Z;
....
Z
-0,4
(/)
c
'"
tJ)

'"
a: -0,6
A A A A A A A A A A A A A A A A A A A A A C
135791113151719212325272931333537394111

Parameter Pi

Figure 5: Relative local sensitivity coefficients of mean hydrogen mole frac-

tion in the ignition region of the turbulent hydrogen - air diffusion flame
from [19,20].
- 0,2
"'"N
:c
x
-0,0
I• •
<- I-
tJ)

....c
-0,2
~
'"
.....
.....
U
'"
0
-0,4 X = 0.32 m
Z; r = 0.0 m
....Z -0,6
in
c
'"
tJ)

'"
a: -0,8
A A A A A A A A A A A A A A A A A A A A A C
I 3 5 7 9 11131517192123252729313335373941 11

Parameter PI
Figure 6: Relative local sensitivity coefficients of mean hydrogen mole frac-
tion in the main reaction zone of the turbulent hydrogen - air diffusion flame
from [19,20].

is displayed in figures 5 and 6. The main information from these figures can
be summarized as follows: The calculated mole fractions of hydrogen in the
turbulent hydrogen air diffusion flame are sensitive to only a few reactions
of the mechanism given in Table 1. These reactions are reactions (3) and
(5) and, much less important, reactions (7),(9) and (11). A variation of
the rate coefficients of all other reactions would have minor effect on the
calculated mole fractions of hydrogen. In the ignition region of the turbu-
105
lent flame, see figure 5, the predicted hydrogen mole fractions are sensitive
to the rate coefficients of the chain branching reaction (3) and the prop-
agating reaction (5). The sensitivity coefficient of the hydrogen mole fraction
with respect to the rate coefficient of reaction (5) is larger than the sensi-
tivity coefficient with respect to the parameter CIl of the turbulence model.
In the main reaction zone of the flame, see figure 6, above all the chain
propagating reaction (5) affects the calculated mole fractions of hydrogen.
Furthermore, the sensitivity of the hydrogen mole fractions with respect to
the model parameter of the turbulence model is higher than the sensitivity
with respect to the chemical reactions. This indicates the increased impor-
tance of turbulent transport compared with the chemical reaction rate in
the main reaction zone of the flame.
Despite the local variation of the sensitivity coefficients the high sensi-
tivity of the hydrogen mole fractions with respect to the rate coefficients of
the two reactions (3) and (5) can be found throughout the reaction zone.
The sensitivity analysis identifies the reactions whose rate coefficients
affect the properties of the turbulent reacting system. For the computation
of the carbon monoxide mole fraction the most jmportant reactions are
the reactions CO + OH;:::::::: CO2 + H (37,38) and O2 + H;:::::::: OH +
o (1,2) . For the prediction of the hydrogen mole fraction the most im-
portant reactions are the reactions H2 + 0;:::::::: OH2 + H (3,4) and
H2 + OH;:::::::: H 20 + H (5,6) . For the prediction of these answers of the
turbulent combustion model the mean reaction rates of these reactions have
to be determined exactly. Hence, the influence of turbulent fluctuations on
the rate of these reactions must be modeled in a proper way. The reaction
rates of the other reactions do not affect the calculated answers very much.
Hence, the rate coefficients or" effective "rate coefficients of these reactions
need not to be calculated exactly, i.e. the correction factors F/ in the rate
expression (8) for these reactions may be set to 1 without affecting the
computed mole fractions of carbon monoxide noticeably.

5. References

1. Bilger, R.W.: Turbulent Flows with Nonpremixed Reactants.In: Tur-

bulent Reacting Flows, P.A. Libby and F.A. Williams (eds.), p.65.
Springer-Verlag, Berlin, Heidelberg 1980.
2. Williams, F.A.: Recent Advances in Theoretical Descriptions of Tur-
bulent Diffusion Flames. In: Turbulent Mixing in Nonreactive and
Reactive Flows, (S.N.B. Murthy, Ed.), p. 189, Plenum Press, New
York ,1975.
3. Peters, N.: Local Quenching due to Flame Stretch and Non-Premixed
Combustion. Combust. Sci. Tech. 30, 1 (1983).
106
 4. Liew, S.K., Bray, K.N .C. and Moss J .B.: A Stretched Laminar Flamelet
Model of Turbulent Nonpremixed Combustion. Combust. Flame 56,
199 (1984).
5. Peters, N.: Laminar Diffusion Flamelet Models in Nonpremixed Com-
bustion. Prog. Energy Combust. Sci. 10,319 (1984).
6. Libby, P.A. and Williams, F.A.: Fundamental Aspects. In: Turbulent
Reacting Flows, P.A. Libby and F.A. Williams (eds.), p.l. Springer-
Verlag, Berlin, Heidelberg 1980.
7. Behrendt, F., Bockhorn, H., Rogg, B. and Warnatz, J.: Modeling
of Turbulent CO/Air Diffusion Flames with Detailed Chemistry. In:
Complex Chemical Reaction Systems, Mathematical Modelling and
Simulation, J.Warnatz and W. Jager (eds:), p. 376. Springer-Verlag,
Berlin, Heidelberg 1987.
8. Spalding, D.B.:_ Basic Equations of Fluid Mechanics and Heat and
Mass Transfer. Imperial College London, Mechanical Engineering De-
partment, Report HTS /76/6, London 1976.
9. Patankar, S.V.: Nonlinear Partial Differential Equations in Engineer-
ing. Academic Press, New York, London 1965.
10. Bockhorn, H.: Modeling of Turbulent Diffusion Flames with Detailed
Chemistry. In: Mathematical Modeling in Combustion and Related
Topics, C.-M. Brauner and C. Schmidt-Laine (eds.), pAll. Martinus
Nijhoff Publishers, Dordrecht 1988.
11. Bockhorn, H.: Local Equilibrium and Finite Chemical Reaction Rate
Effects in Turbulent H2 - Air Diffusion Flames. Twenty-Second Sympo-
sium (International) on Combustion, p. 665, The Combustion Institute,
Pittsburgh, Pa., 1988.
12. Bockhorn, H.: Zur Struktur Turbulenter Flammen. Habilitations-
schrift, T.H. Darmstadt, Darmstadt 1989.
13. Gosman, A.D., Pun, W.M., Runchal, A.K., Spalding, D.B. and Wolf-
shtein, M.: Heat and Mass Transfer in Recirculating Flows. Academic
Press, London 1969.
14. Srivatsa, S.K.: CORA2 - A Computer Code for Axi-symmetrical Com-
bustion Chambers. CHAM, Technical Report, TR 201 /1, London 1977.
15. Bockhorn, H. and Lutz, G.: The Application of Turbulent Reac-
tion Models to the Oxidation of CO in a Turbulent Flow. Twentieth
Symposium (International) on Combustion, p. 377. The Combustion
Institute, Pittsburgh, Pa. 1984.
16. Bockhorn, H. and Lutz, G.: Reaction Models for Simulation of the
Oxidation of Carbon Monoxide in Turbulent Diffusion Flames. Chem.
Eng. Technol. 10,43 (1987).
17. Warnatz, J.: Rate Coefficients in the C/H/O System. In: Combustion
Chemistry, W.C. Gardiner, Jr. (ed.), p. 196. Springer - Verlag, New
York 1984.

107
18. Maas, U. and Warnatz, J.: Mathematische Modellierung von Selbst-
ziindung und Ziindgrenzen im H2 - O2 - CO - System. VDI Berichte
Nr. 645, p. 509. VDI - Verlag, Diisseldorf 1987.
19. Drake, M.C., Bilger, R.W. and Starner, S.H.: Raman Measurements
and Conserved Scalar Modeling in Turbulent Diffusion Flames. Nine-
teenth Symposium (International) on Combustion, p. 459. The Com-
bustion Institute, Pittsburgh, Pa. 1982.
20. Drake, M.C.: Stretched Laminar Flamelet Analysis of Turbulent H2
and CO /H 2 /N 2 Diffusion Flames. Twenty - First Symposium (Interna-
tional) on Combustion, p. 1579. The Combustion Institute, Pittsburgh,
Pa. 1988.

108
 Part IV

Reaction-Diffusion Systems:
Stability, Pattern Formation,
Autowaves, Chaos
Synergetics Applied to Pattern Formation in
Large-Aspect-Ratio Systems
M. Bestehorn and H. Haken
Institut fUr Theoretische Physik und Synergetik, Universitat Stuttgart,
Pfaffenwaldring 57/4, D-7000 Stuttgart 80, Fed. Rep. of Gennany

Abstract. Several systems far from thermal equilibrium are discussed

with respect to their ability to form spatial and temporal patterns. Their
unifying character is the existence of well-defined critical points, bifurcations
and phase transitions. Applying the methods of synergetics to these systems
we derive concise order-parameter equations which describe the qualitative and
the quantitative behaviour in the vicinity of a phase transition. Numerical
solutions of the order-parameter equations of reaction-diffusion systems as well
as of the convection instability for pure and binary fluids are presented.

1 Introduction
In analogy to systems in thermal equilibrium, phase transitions and bi-
furcations can be encountered also in a great variety of open systems
far from thermal equilibrium. These systems are quite often composed
of many subsystems and possess the ability to selforganize on a macro-
scopic scale, which may lead to the evolution of patterns with a high
degree of order in space and/or in time. Since the time as well as the
length scales of these ordered states are much larger than those which
are characteristic of the subsystems, we may say that a huge number of
subsystems collaborate in order to produce the resulting ordered states.
On the other hand, the spatio-temporal behaviour of a system in the
vicinity of a phase transition can very often be described >by a few state
variables, which in analogy to Ginzburg-Landau theory of equilibrium
thermodynamics are called "order parameters". The large number of
state variables assigned to the dynamics of the subsystems can be ex-
pressed by the order parameters in a unique way; the order parameters
enslave the many degrees of freedom of the subsystems. The mathemat-
ical concept of synergetics allows a drastic reduction of the complexity
of the systems under consideration by the elimination of the enslaved
modes. It thereby turns out as a striking fact that the resulting equa-
tions for the spatial and temporal behaviour of the order-parameters
have a form similar to the phenomenologically derived Ginzburg-Landau
equations for phase transitions in thermal equilibrium for the case of su-
perconductivity or for the description of the ferromagnetic solid state.
110 Springer Series in Synergetics, Vol. 48
Dissipative Structures in Transport Processes and Combustion
Editor: D.Meinktihn © Springer-Verlag Berlin, Heidelberg 1990
Beyond that, these generalized Ginzburg-Landau equations (GGLE) for
phase transitions in open systems can be derived from basic physical
laws, such as the Navier-Stokes equations or the Maxwell equations for
hydrodynamic problems and for laser instabilities, respectively [1,2,3].
Quite different systems are the subject of the methods of synergetics.
As outstanding examples we mention the laser instability [4], the forma-
tion of convection patterns in fluids or in the atmosphere [5], flame in-
stabilities [6], and pattern formation in a plasma. Their common feature
is the occurrence of instabilities with respect to the change of externally
fixed conditions, which may be expressed by a set of control parameters.
As control parameters we may consider for example the intensity of the
pump light of a laser or the external heating or acceleration of a fluid.
The condition of a bifurcation from one state of order to another defines
a set of certain critical parameter values. Near these critical values the
concept of slaving is valid and enables us to derive suitable equations for
the few remaining variables which characterize the system in this region.
When the system enters the next bifurcation point the same procedure
may be applied again.
Not only physical systems show the behaviour outlined above. Spon-
taneous self-organization and transitions between different ordered states
can be encountered in an interdisciplinary field. We just mention the for-
mation of spatial and temporal structures in certain chemical reactions,
such as the famous Belousov-Zhabotinsky reaction [7] or the Briggs-
Rauscher reaction [8]. As starting equations in chemistry we may con-
sider models such as the Brusselator or the Oregonator [9,10]. Syner-
getics has also been successfully applied to biological problems and to
sociological models [11]. Quite recently developed concepts are applied
to pattern recognition and the realization of an associative memory. For
a detailed treatment we refer the reader to [1,2,3] and references therein.
The present article is organized as follows. First we discuss a gen-
eral system characterized by its state equations. We derive the GGLE
for different cases of instabilities if the system has a large spatial ex-
tension compared to the typical length of the patterns which emerge at
instability. In the third part we apply these concepts to the Brussela-
tor for a steady instability as well as an oscillatory one. Subsequently,
an extended model describing the formation and evolution of travel-
ing waves typically known from the Belousov-Zhabotinsky reaction in
an inhomogeneous medium is briefly introduced. The last part is con-
cerned with pattern formation in fluids heated from below, the Benard
problem. Here we also distinguish between steady bifurcations, where
the emerging structure normally relaxes to a time-independent solution,
and oscillatory or Hopf bifurcations, where a rich spatio-temporal be-
haviour can be expected just at onset. The first case is encountered in

111
the Benard problem of a pure fluid for sufficiently large Prandtl number,
the latter in a composition of at least two miscible fluids. Here we wish
to discuss new theoretical approaches which are in good agreement with
very recent experimental findings [12,13,14].

2 Instability in a Large-Aspect-Ratio System

2.1 Generalized Ginzburg-Landau Equations (GGLE)
In this section we wish to give a brief overview of the derivation of
the GGLE for a general system which is described by a set of N state
variables qi, i = 1. .. N. The temporal behaviour of the state variables
which may also depend on spatial coordinates x is assumed to be known
by basic laws or appropriate models and given by their equations of
motion:
it = F(q, \7q,a) + f(t) . (1)
F denotes a nonlinear functional of q and may also depend on spatial
derivatives of q, indicated by \7. a accounts for one or a set of control
parameters which can be fixed from the outside. f(t) represents fluctua-
tions on a microscopic level. In view of the applications in the next two
parts we shall restrict the following treatment to deterministic systems,
i.e. we put f(tJ = O. We now investigate the stability of a homogeneous
steady state q using linear stability analysis:
q(x) = qO + u(x) exp At • (2)
Linearization with respect to u(x) yields a linear system of partial dif-
ferential equations having the form
AU(X) = £(\7, a)u(x) (3)
together with appropriate boundary conditions. The matrix £ represents
the linear part of F according to
8F:
Lii = -'
8qi
. (4)

If the spatial behaviour of the state variables is ruled by diffusion

processes, the linear part £ depends not on \7 but on!:l. If the extension
of the system is assumed to be infinite or if periodic boundary conditions
can be applied, (3) can be best examined in Fourier space:
A(k, a)w(k) = £(k, a) ,w(k) (5)
where w(k) is the Fourier transform of u(x). The critical point of in-
stability of the old solution qO is now given by the condition that the
112
largest eigenvalue A crosses the real axis:
ReA(kc,cx c) = 0 . (6)
Consequently, the critical value for the control parameter( s) can be found
from (6) and the pattern sets in with a wavelength determined by kc as
A = 271"/ kc • If the system under consideration remains isotropic in space
beyond the transition, the condition of criticality (6) as well as the linear
matrix £ depend only on P. We wish to assume this for the following.
A typical example of A(P) and cx(P) is presented in fig.!. The minimum
in the marginal line cx c (k 2 ) denotes the selection of a spatially periodic
pattern above threshold. We may additionally distinguish between the
two principal bifurcations, the steady bifurcation, where A( k~, cxc) = 0
and the Hopf bifurcation, where A has a nonvanishing imaginary part at
threshold. The next step is to find equations which describe the temporal
and spatial development of the bifurcating solutions above the critical
point CXc. We first transform (1) with the help of (2) to the new variables
u(x) and obtain
1 N 82F(V', cxc)
iI(x,t) = £(Ll,cx)u(x,t) +-2
i.j=l
L 8.8. Ui(X,t)Uj(x,t)
q, q,
1 N 83 F(V', cxc)
+6" L 8.8 .8 Ui(X, t)Uj(x, t)Uk(X, t) + ... , (7)
i.j.k=l q, q, qk
where V'in F indicates spatial derivatives acting separately on Ui and Uj.
The derivatives with respect to qi are taken at q = qO. In the following
we restrict our treatment to the third order in qi, i.e. we neglect the
nonlinearities indicated by " ... " in (7). This restriction is self-consistent
with a GGLE of cubic order which will be a sufficient approximation if
the coefficients of the third order term have a stabilizing sign. It will
turn out that this condition is fulfilled in general for the hydrodynamic
instabilities as well as for large parameter regions of the Brusselator

O:'c

p
Figure 1: Marginal line (left) and a typical spectrum of eigenvalues for a spa-
tially periodic instability slightly above threshold (right). The largest eigenvalue
crosses the real axis. A band of critical modes is linearly unstable.
113
model discussed later on. However, if the bifurcation is backward, higher
order terms in (7) as well as in the following truncations have to be taken
into account.
Let us now introduce the new fields i),(x, t) whose meaning will be-
come clear in a moment. For u we make the decomposition
N
u(x, t) = I: w,(V)i),(x, t) (8)
'=1
where w,(V) are the eigenmodes found in (5) with k substituted by
iV. Inserting (8) in (7) and multiplying from the left side with the
adjoint vectors w+ we finally arrive at a coupled system of N partial
differential equations for i),. Now we make the essential step: the slaving
principle allows a drastic reduction of the number of equations in (7).
The eigenvalues A, and the assigned fields i),(x, t) can be split into two
groups:

Av ::::: 0, ==> i)v(x, t), u=unstable, order parameter

A. ~ 0, ==> i).(x, t), s=stable, enslaved modes

We are now in a position to express the large number of enslaved

fields i). in terms of the few remaining order parameters i)v. One way
to do this is to follow the adiabatic elimination, that is, to put the time
derivatives of i), for 1 = s equal to zero. In lowest (quadratic) order in
i)v the relations between the order parameters and i). read

vv'
The coefficients C,mn(V) are given by the scalar products

The elimination of i). with (9) finally leads to the GGLE up to third
order terms in i)v:

v'v"
+ I: Dvv'v"v",(V)i)v'(x, t)i)v"(x, t) i)v'" (x, t) . (11)
v'v"v'"
114
DUU'UIlUIl{\7) is an abbreviation for

•
1( 8 3 F(V' a )
"6 wt(V'), L
N )
8.8.8 c Wiu,(V')Wjull(V')Wku"'(V') .
i,j,k=l q. q, qk (12)
Again the spatial derivatives in the coefficients C and D of (11) act on
the different ~u in a different and separate fashion. To evaluate (11), the
exact form of C and D has to be calculated from the basic equations for
each system under consideration separately. Note that the inversion of
the differential operator >'. in (12) yields in general a nonlocal expression
for the cubic term. This integral expression may be approximated by
appropriate spatial derivatives. To get more insight into the mechanism,
we shall calculate the coefficients explicitly for the Brusselator in part 3
of this article. But first we want to dwell on some effects of the spatial
derivatives in the cubic term of (11).

2.2 Mode Selection Rules

For symmetry reasons, the square term in (11) often vanishes in real
systems. The properties of the remaining cubic term can be examined
best by the concept of amplitude equations. Therefore we introduce
e
a spatially slowly varying amplitude of a plane wave with the wave
number kc defined by the largest linear growth rate. In the following
we shall treat a two-dimensional problem, i.e. k and x are both two-
dimensional vectors. We may substitute
(13)

where the sum is understood to run over all possible directions of kc and
has to be replaced by an integral if the horizontal extension is infinite.
For the time being we assume>. to be real valued at onset. If the 2:-
dependence of the amplitudes is taken into acount only in the linear
part, i.e. the cubic term is treated locally, (11) now reads

(14)

and A( <p) < o. <p is introduced as the angle between kc and k~. The
angular dependence of the coefficient A is reflected by the form of D(V')
in configuration space. A( <p) is decisive for the selection mechanism
and the form of the final patterns described by (11) and (14). (14) can
be derived from a potential if A( <p) = A( -<p ). For this case, which
115
we shall assume for the following, the temporal behaviour of (14) is
purely relaxational. If A(O) > A(cp),cp =J 0, only one amplitude of (13)
will survive the competition expressed by (14) and the finally selected
perfect pattern will consist of parallel rolls. If A( cp) has its maximum at
cp = 7r /2, ~wo perpendicular orientated modes can be stabilized an~ the
texture wIll have the form of squares. If A( cp) has a constant maXImal
value for a certain range of cp, every superposition of plane waves with
a relative angle within this region can be stabilized and the form of the
finally obtained pattern will strongly reflect the initial conditions.
We wish to examine the latter case in more detail. To this end we
assume
A( ) = { -2 if - CPd ~ cp ~ CPd
cp -1 elsewhere

and periodic boundary conditions on x. Only modes with the largest

growth-rate were included. Moreover .\ is assumed to be constant, which
is a good approximation if the periodic length in x is large compared to
the wavelength of the plane waves in (13). We also neglect the weak spa-
e
tial dependence of and obtain after discretization of cp and appropriate
scaling a set of coupled ordinary differential equations:
ei(t) = ei(t) + I:A(cpi - CPi)lei(t)1 2 6(t) . (15)
i
To demonstrate the great variety of possible stable patterns we computed
the time development according to (15) for an initial condition where all
modes had the same amplitudes which fulfill the condition = O. To ei
start the instability, we added small fluctuations. The temporal evolu-
tion and the final steady values of the amplitudes are shown in fig.2 for
several values of CPd. The final two-dimensional patterns in configuration
space are presented in fig.3. A pattern based not on sharply selected
modes but on a broad band of excited modes (see fig.2e) is shown in
fig.3e. This situation is achieved by a value of CPd = 7r/4. The pattern
now consists of only a few localized wave trains. We note that the inclu-
sion of an imaginary part in (15) would cause traveling or standing wave
trains, contrary to the static patterns shown for example in fig.3e. The
selection mechanism for traveling against standing waves becomes an im-
portant feature of the GGLE for binary mixtures and will be examined
in more detail in the last section.
The inclusion of a quadratic term in (11) leads to an expression of
the form
Bek~ek:t

in (15), where the vectors k'c,k"c, and kc have to form an equilateral

116
 b

l~ : l~ l~ : I~ ~ : ~

,
c d
1~ l~ 1 It
\~ f"A ~Jf. ~'::2 ~h ll\'=)j

e f

~ ~ ./\.~ r.-:7.
25 50 75 100 125

Figure 2: Time development (thin lines) of amplitudes of plane waves with

different orientations cpo The bold line shows the final steady state. Different
nonlinear couplings were used (see text). Values for CPd: a,b: 7r /33, c,d: 7r /9, e,f:
7r /4. The series on the left were produced by a system containing a quadratic
term.

triangle. The square term causes a stabilization of groups of three plane

waves with relative angles of 60 0 • If only one such group is excited, the
pattern consists of regular hexagons. The case of two groups (6 plane
waves) is shown in fig.3d. This selection is achieved for CPd = 7r /9.
How are these selection rules for the stabilization or suppression
of certain relative directions of plane waves expressed in the GGLE ?
Again we consider the case of a vanishing square part and assume for
the remaining cubic part of (11) the simplified (local) form
,8~! + ,~uA(\7~u)2 (16)
if the bifurcation is of the steady type.
The superposition of two plane waves with relative angle cP yields for
the model (16) the following coupling:

A( cp) = 6,8 - 3,8 ( 8",,0 + 8",,'Ir) + 4,k! cos cp2 • (17)

Even for this simple model it is possible to influence the selection mech-
anism by choosing appropriate values for ,8 and ,. FigA shows a numer-
117
a

Figure 3: Patterns in configuration space built up by the modes shown in fig.2

118
 Figure 4: Steady state solution of the GGLE
for the nonlinear coupling (16). Squares have
the largest amplitude and are formed in the
bulk of the layer. e = 0.5,,8 = -1" = -15.

ically found steady solution of the GGLE with a nonlinearity according

to (16) for f3 = -1 and a rather large value of I = -15. The tendency
to form squares (the maximum of A(rp) is reached for rp = 7r/2) can be
seen in the bulk of the layer, while the pattern near the sidewall is far
from being regular in configuration space.

3 Applications: Reaction-Diffusion Systems

3.1 Spatially Inhomogeneous Patterns - the Brusselator
As a first example we wish to apply the concepts of synergetics out-
lined briefly in the previous section to reaction-diffusion systems. These
models have been motivated by the study of chemical reactions under
nonequilibrium conditions. Certain reactions show the ability to form
temporally or spatially ordered structures well-known from the famous
Belousov-Zhabotinsky reaction [7]. Reaction-diffusion models always in-
clude a diagonal diffusion matrix accounting for the mass diffusion of the
reactants as well as a nonlinear part in the concentration fields which
stems from the chemical reaction scheme. As a simple model Prigogine
and Levever [9] suggested the following 4-step scheme:

A --+ X (a)
B+ X --+ Y + D (b)
2X + Y --+ 3X (c)
X --+ E (d)

A, X, Y, B, D, and E represent molecules of different kinds. The

molecules A and B are fixed by external conditions, their concentrations
119
a and b can be considered as control parameters. The concentrations of
X and Yare assumed to be variable in time and in (two-dimensional)
space and are denoted in the following by nl and n2, respectively.
The steps (a), (b), and (d) are linear in ni and responsible for the
production and the annihilation of X and Y. The nonlinearity consists
of the autocatalytic step (c), which involves a trimolecular reaction and
which is necessary to obtain an unstable situation. If we allow for spatial
inhomogeneities in the concentrations ni, we have to introduce diffusion
terms into the rate equations. The complete reaction-diffusion system
for ni finally reads
nl a - (b + l)nl + n~n2 + DID.nl (18)
n2 - bnl - n~n2 + D2D.n2
with the diffusion constants Di and the two-dimensional Laplacian D..
The equations (18) have the stationary homogeneous solution
o b
n 2 =- (19)
a
3.1.1 Linear Instabilities
Linear stability analysis of (18) with respect to (19) yields the following
results: A real eigenvalue changing its sign is achieved if the condition
b _ DID2k4 + (Dla 2 + D 2)k 2 + a 2 (20)
8t - D2k2
is fulfilled. The absolute value of the critical wave vector which minimizes
the control parameter b is thereby given as

k; = vn;n;
/oJ . (21)

It turns out that also an oscillatory instability can occur. >. crosses the
real axis if
(22)
Clearly, the mode which becomes unstable first if b is increased above
threshold belongs to kc = 0, i.e. the oscillatory instability is still spatially
homogeneous or varying on a slow scale, depending on the boundary-
conditions (see fig.5). Which of the two kinds of instabilities, oscillatory
or steady, sets in first can be controlled by the parameter a. The case
where both modes become unstable simultaneously is often called the
codimension two point. It is reached for a certain value of a:
...jD1 D2
actp = 2D D· (23)
2 - 1
120
b b

5.0

2.5

0.5 1.0 1.5 2.0 2.5 0.25 0.50 0.75 1.00

k a
Figure 5: Left: Critical value for the control parameter b as a function of the
wave vector of the linearly growing mode. If b crosses the dashed line, the
instability is oscillatory. a was fixed slightly above the co dimension two point,
so that the first instability is steady.
Right: Instability regions in the control-parameter plane. In the shaded area
a Hopf bifurcation occurs; below the solid line the state homogeneous in space
and time is stable.

3.1.2 GGLE of the Brusselator

The parameter regions calculated by the linear stability analysis are
depicted in fig.5. Applying the methods introduced in section 2, we are
now able to derive the GGLE for the oscillatory state as well as for the
steady instability. They read
. 1
R(x, t) = eR(x, t) - "2(k! + .6.)2 R(x, t) + dR(x, t)2 + eR(x, t? (24)
q
for the steady bifurcation. e is the reduced control parameter e '" b- b. t ;
all coefficients in (24) are real valued. A detailed calculation of the
nonlinearities d, e will follow in the next subsection. The link between
the order parameter R and the concentration fields n = (nll n2) in lowest
order of e is now given as

(25)
where Ul$t) is the eigenfunction which belongs to the largest eigenvalue.
The same procedure can be applied for the oscillatory branch and leads
to a GGLE for a complex order parameter having the form

<.i?(x, t) = (e + iwc)<p(x, t) + co.6. <P (x, t) + cll<p(x, t)12<p(X, t) . (26)

In general, the coefficients Ci are complex. The connection to the system
variables now reads
121
 (27)
The case where both modes are unstable at the same parameters has
to be treated separately. The procedure results in two order-parameter
equations for a real and a complex mode which are coupled in their
nonlinearities. They have the form

R(x,t) = gR(x, t) - 12 (k; + ~y R(x, t) + fllR(x, t? + fd <1> (x, t)12

q
+ gllR(x, t)3 + gd<1>(x, t)12 R(x, t) ,
(28)
ii>(x, t) - (g + iWc)<1>(x, t) + Co b.<1> (x, t) + f21R(x, t)<1>(x, t)
+ g221<1>(x, tW<1>(x, t) + g21R(x, t)2<1>(X, t) .
3.1.3 Calculation of the Coefficients of the GGLE
The coefficients d, e of (24) will now be derived from the basic model
equations. For the fully nonlinear problem (18) we make the ansatz
(29)
qi(b.) are the two eigenvectors of the linearized problem and read

qi(b.) = ( >'i(~)-~l-Dl~ ) •

Inserting the ansatz into the basic model and multiplying by the adjoint
vectors qj, we obtain equations for <1> i up to the third order:

ii>l(X, t) - >'l(b.)~l(X, t)
+ri1<1>1(X, t? + ri 2<1>1(X, t)<1>2(X, t) + ri<1>l(X, t?
<hex, t) >'2(b.)<1>2(X, t) + ri1<1>1(X, t)2 . (30)
It turns out that the coefficients r depend also on spatial derivatives via
the eigenfunctions qi = (qib Qi2)' They read explicitly

(31)

Finally, the adiabatic elimination procedure for the enslaved field <1>2
yields for the coefficients d, e of (24) (if <1>1 is identified with the order
parameter R(x, t))
122
e A

Figure 6: Fourier transforms of the cubic part e(k 2 ) of the GGLE for the
Brusselator (scaled to one). The dependence of the absolute value of the wave
vector of the enslaved modes is shown for the parameters (from bottom to top)
a = 4-10. The weak dependence on k 2 may be approximated by a polynomial.

d - ri 1 ,

e _ r 1 _ r 12
1 r2
ll
(32)
1 >'2

The calculation of d, e shows that they depend on the value of the wave-
number of the enslaved modes. This dependence is presented in fig.6. It
is obvious that the cubic term of (24) may be best approximated by a
Taylor series with respect to k2 which reads in con,figuration space

where ei depends on the control parameter a and the diffusion constants

D i • We mention that for certain values of the control parameters the
bifurcation may become backwards for smaller values of the coupling
angle, i.e. for rolls. In this parameter region, rolls are sub critical and
higher order terms become important to stabilize the temporal behaviour
of the order parameter.

3.2 Model for Traveling-Wave Solutions

The motivation behind the Brusselator model was the attempt to de-
scribe the temporal oscillations known from chemical reactions, such as
that discovered first by Belousov and published in 1959 [15]. In Be-
lousov's experiment, cerium ions catalyzed the oxidation of an organic
fuel by bromate in water. It turned out that this reaction had no stable
123
equilibrium state but changed with accurate periodicity in concentration
and colour. Twelve years later, Zhabotinsky [16] observed in a modified
experimental setup a spatially inhomogeneous concentration field which
shows the tendency to form circular rings and spirals propagating from
certain centers. If two of these spirals collide they do not penetrate each
other but are involved in a complicated interaction which leads to an
erasure of the collision front.
In the last section, we saw that the Brusselator can show periodic
behaviour either in space or in time, depending on the range of control
parameters. To describe patterns consisting of wave fronts, rings or
spirals which are traveling or spreading, both mechanisms have to be
combined. To devise a model which shows the desired dynamics we add
to the GGLE for the steady bifurcation (24) a second variable S in a
suitable way:
1
R(x, t) = cR(x, t) - 2(k~ + Ll)2 R(x, t) -
q
wS(x, t) + dR(x, t)2 + eR(x, t? ,
sex, t) wR(x, t) . (34)
Now the solutions may consist of spatial structures with a typical wave-
length which additionally oscillate in time with the frequency w. As a
result, traveling waves of the form R = R(kx ± wt) may be obtained.
w can also depend on the modulus of the wave-number k and can be
approximated near threshold by
w ~ We - wl(k~ + Ll) . (35)
The propagation of a spiral or a wave front is based on two different
effects which can be discussed more easily in the frame of amplitude
equations. The linear part of this equation for a slowly varying amplitude
A(x, t) of a one-dimensional traveling wave front reads
. c
A(x, t) = [2 + vod:z; + Dd;]A(x, t) (36)
with the group velocity Vo = 2Wlke and a complex "diffusion" constant

It was proved by Aronson and Weinberger [17] that a real diffusion equa-
tion with a cubic nonlinearity allows for a unique traveling wave front
solution with the propagation speed VD = J2cD. This work was carried
further and generalized to complex amplitude equations by Ben-Jacob
et al. [18]. As a result, the total speed of propagation of a wave front
124
for our model (34) reads 2k
vwf = _c
q
ve
+ 2Wlkc . (37)

We just mention, that the interaction between two fronts colliding at

a certain angle can be influenced by nonlinearities added to (34) in the
sense of section 2.2. In a special form of (34) which was the subject of our
=
numerical calculations, we chose d = 0 and e const. It can be shown
that for these nonlinearities the larger of two colliding wave trains can
survive and erases the other one. To demonstrate this, we numerically
solved (34) for two small centers of nonvanishing randomly distributed
concentrations in a horizontal plane (see fig.7). The centers spread out

T = 0.6 T = 7.4 T = 18.0

T = 23.0 T = 24.5 T = 27.5

T = 33.2 T = 36.5 T = 47.1

Figure 7: Temporal evolution of a pattern consisting of two small regions with
randomly chosen concentration field according to (34), d = 0, e = -1. The
regions diffuse into the plane where the order parameter is initially set to zero
in the form of circular rings or spirals. Where two regions collide they do not
simply overlap but interact via the nonlinearity in the model equation. This
interaction enables the creation of a front which is slowly changing compared
to the phase and the group velocity of the traveling waves.
125
with a velocity approximately given by (37). If they collide, they do not
penetrate but rather stabilize a front between them. This is not exactly
the mechanism known from the Belousov-Zhabotinsky reaction, where
the two fronts simply vanish after collision [19].
Whether the spreading regions have the form of spirals or of concen-
tric rings depends on the initial conditions. In fig.7 both versions can be
seen.

4 Applications: The Convection Instability

Pattern formation in the field of hydrodynamic instabilities has attracted
great experimental and theoretical interest for quite a long time. The ex-
perimental work of H.Benard [20] on thermal convection in fluids at the
beginning of the century still motivates current research. (For reviews see
e.g. [12,21,22,23] and references therein.) The Benard instability in its
simplest form (see fig.8) is concerned with a homogeneous fluid layer con-
tained between two horIzontal plates and a uniform vertical temperature
gradient across the layer. The external heating, which drives the system
away from thermal equilibrium, induces an unstable density distribution
of the fluid. At a certain critical temperature gradient, convection sets
in in various forms of ordered regular patterns, which depend e.g. on
the material properties of the fluid as well as the thermal properties of
the boundaries. Under certain circumstances regular patterns of rolls
emerge. For poorly heat conducting boundaries a pattern of quadratic
convective cells is observed. Hexagonal cells are obtained if fluids with
so-called non-Boussinesqian material properties, for instance fluids with
strongly temperature dependent viscosities, are used. Hexagonal con-
vective patterns are also formed if the instability is dominated not by
buoyancy but by the temperature dependence of the surface tension of
the fluid at a free boundary. This so-called Marangoni effect dominates
the instability in thin fluid layers or in microgravity experiments.
The instability of the purely heat conductive state in the Benard
experiment and the Benard-Marangoni instability have a nonoscillatory

Figure 8: The Benard problem. A fluid in a rectangular container is heated

from below. The heat conducting state (left) becomes unstable at a certain
temperature gradient and a regular pattern of fluid motion emerges.
126
character: a slight displacement of a fluid particle simply tends to in-
crease in the course of time. A convective instability with an oscillatory
character can be observed in the case of a fluid consisting of two miscible
components like, for instance, a water-ethanol mixture. An oscillatory
behaviour of the instability is expected to occur if instead of a sim-
ple increase of an initial displacement a temporal oscillation around the
initial position of the fluid particle sets in. In a binary fluid mixture
this may happen due to the Soret effect. Due to- this effect a change
of the local concentration of the fluid is induced by a local temperature
gradient. Therefore, a displacement of a fluid particle into surroundings
with a different temperature is connected with a change of concentration
and, subsequently, with a change of density. Under certain conditions
this may lead to a reversal of the flow of the particle and the slight
displacement of the fluid element is rendered into an oscillatory motion
around its initial position. Experiments on the onset of convection in
binary fluid mixtures reveal an astonishingly complex spatio-temporal
behaviour of the flow already close to onset. The fluid motion consists
of convection rolls which move in horizontal direction forming traveling
waves. Usually there exist several wave trains which interact and behave
chaotically in time and simultaneously exhibit irregular spatial patterns.

4.1 The Basic Equations of Convection Instability

A homogeneous fluid with density p, viscosity 1], and thermal conduc-
tivity K, is described by the velocity field v(r, t), the temperature field
T(r, t), the pressure p(r, t) and a state equation for the density. The
system is determined by the conservation laws of mass, energy, and mo-
mentum. They read for an incompressible fluid under the influence of
externally applied forces F(r, t)
p(r, t)[Otv(r, t) + v(r, t) • Vv(r, t)] - p(r, t)F(r, t) -
Vp(r, t) + 1]~v(r, t) ,
V.v(r,t) o, (38)
OtT(r, t) + v(r, t) • VT(r, t) - K,~T(r, t) .
Most characteristic features of convective instabilities can be analyzed
in the framework of the Boussinesq approximation [24,25,26]. In this
approximation the variation of the density p is neglected except for the
external force term, where it results in bouyancy effects. In this term a
linear variation of density with the temperature is assumed
p(T) = po[l - a(T(r, t) - To)] , (39)
where the thermal expansion coefficient is denoted by a. If the fluid does
127
not consist of just a single component but is a mixture of two miscible
fluids the relative concentration C(r, t) of both components has to be
taken into account as an additional state variable. Density variations due
to inhomogeneous concentrations can be regarded as a second mechanism
for instability. Consequently, the Boussinesq approximation has to be
extended to the form
p(T,C) = Po[l- a(T(r,t) - To) - a(C(r,t) - Co)] . (40)

4.2 Benard Convection in a Pure Fluid

The mathematical treatment starts from the basic hydrodynamic equa-
tions (38). The temperature profile of the heat conductive state is easily
established by a solution of the equation of heat conduction using ap-
propriate boundary conditions. Introducing the variation E>(r, t) of the
temperature from the basic linear temperature profile and eliminating
the pressure by forming twice the curl of the Navier-Stokes equations,
one arrives at the following set of evolution equations:

.6. 2 vz(r, t) + R(8;z + 8~y)E>(r,t) 0,

(.6. - 8t )E>(r, t) + vz(r, t) - v(r, t) • V'E>(r, t) - O. (41)

Here and in the following we restrict our treatment to fluids with a large
Prandtl number, i.e. the ratio between viscosity and thermal conductiv-
ity is much larger then unity. Time and length are scaled by the vertical
diffusion time K,/ a:- and the layer depth d, respectively, and all quanti-
ties are dimensionless. The control parameter R, the Rayleigh number,
is given by
R = _9 a {3d 4 ;
K,V

R is proportional to the temperature gradient (3. The boundary condi-

tions for the temperature field can be expressed in the form
8z 8(r, t) = ±BiE>(r, t) for z = 0,1
where Bi is another dimensionless parameter, the so-called Biot number.
A perfectly conducting boundary corresponds to Bi -+ 00, a poorly heat
conducting boundary to Bi -+ O. If surface tension effects (Marangoni
effect) are included, a fourth dimensionless number, the Marangoni
number, occurs (see e.g. [25,26]):
,ad2
M=-
PVK,

The coefficient , describes the linear dependence of the surface tension

on the temperature along the surface.
128
 Following the methods outlined in section 2.1 the disturbances of
the temperature profile of the motionless state may be expressed as a
superposition of eigenvectors E>; solving the linearized problem (41):

E>(r,t) =,2;,/ d2k e;(k,t)E>;(z,k2) expikx, (42)

:J

where we assumed an infinite extension in the horizontal plane. This

allows us to separate the dependence of the horizontal coordinates, de-
noted here and in the following by x. Similar expressions can be found
for the velocity field. The linear problem shows that the modes with
j = 1 belong to the unstable group and enslave all other modes with
j> 1.

4.2.1 Perfect Convective Patterns

A perfect convective pattern is formed by unstable modes with the same
absolute value of the wave number kc, which is, close to threshold, iden-
tified as that of the most unstable modes. According to section 2
the behaviour of these patterns is described by order parameter equa-
tions, which essentially incorporate the nonlinear interactions among the
modes. One unstable mode with a single k vector forms a convective roll
structure. A superposition of three modes with wave vectors forming a
regular triangle leads to a hexagonal structure. A pattern formed by
two modes with perpendicular wave vectors exhibits convection in the
form of a square lattice which is stabilized by poorly heat conducting
horizontal boundaries [27]. In experiments with a free upper surface, a
roll or a hexagonal pattern is selected, depending on the Biot number
and the Marangoni number [28]. We want to discuss the latter situation
in more detail.
The three coupled amplitude equations for a perfect pattern with
wave-number kc read
(43)
;
where the index i denotes the three different orientations in the k-plane.
In the second term on the right hand side i+1,i+2 is understood modulo
3 and Ei kCi = o. e is the reduced Rayleigh number e ex: (R-Rc)j Rc. The
coefficients Sand Ci; can be calculated directly from the hydrodynamic
equations and depend therefore on the Marangoni and Biot numbers.
There exist two different types of steady solutions of (43):
6 = eR(Bi,M,e), e2 = e3 = 0
and

129
WMo
1.25

1.00

Hexagons
q.75

0.50 No
convection

0.25

0.25 0.50 0.75 1.00 0/ Ro

Figure 9: Stability diagram for Benard-Marangoni convection (Bi = 2). For
a fixed liquid depth, the system moves on the "physical line" OX if the tem-
perature gradient is changed. The distance to threshold corresponds to c =
(X - Xc)/Xc

where the first solution corresponds to a perfect roll pattern, the second
one to that of a regular hexagonal structure. The stability of these
solutions can be determined explicitly from (43) [29]; the results are
summarized in fig.9 (Bi = 2). Three regions can be distinguished in
the unstable part of the stability diagram. Near the R-axis, only rolls
are stable. This region corresponds to a situation where surface tension
effects act only as small pertubations of the simple Benard instability. In
a second region, both hexagons and rolls can be stable. In experiments
hexagons and rolls can coexist there, at least in the transient stage,
yielding complicated patterns which of course cannot be discussed in the
framework of the present theory (see the discussion below). In this case
the spatial dependence of the mode amplitudes as well as the boundary
conditions and the geometry of the sidewalls play an important role. In
the third region the hexagons are completely stable. This happens due
to the fact that surface tension effects dominate. We mention that the
theoretically obtained results, especially the phase diagram fig.9 , are in
good agreement with experiments performed by Cerisier et al. [28].

4.2.2 GGLE of a Pure Fluid

In this part we wish to apply the methods described in section 2 and
derive the GGLE for imperfect patterns including spatial dislocations
and deformations. These patterns do not consist of modes with a single
wave-number but of a band of excited modes.
130
 As has been discussed in section 2.1 the instability of a spatially
homogeneous state in a large aspect ratio system is governed by an
evolution equation for a suitably defined order parameter field ~(x, t)
of the general form of (11). This field can be directly related to the
temperature field in a horizontal plane. The detailed analysis [30] yields
the following results: The generalized Ginzburg-Landau equation for the
convection instability of a pure fluid takes the form

~(x, t) = + al ~(x, t? + a2(V~(x, t))2

.x(~)~(x, t)
+Ul~(X, t)~.(x, t) + U2(V~(X, t)). (V~.(x, t)) ,
(44)
<J?(x,t) = Sl<J?(X,t)2+S2(V<J?(X,t)?+S3~(V<J?(X,t)?,
where the coefficients ai, Ui, Si depend on the boundary conditions and
especially on the Biot and Marangoni numbers. According to the concept
of finite bandwidth [31], the linear part of (44) may be approximated by
.x(~) ~ e - (k! + ~)2 . (45)
The condition of vanishing velocity at the vertical boundaries immedi-
ately implies the boundary conditions

8n <J? (x, t) = <J?(x, t) = 0 . (46)

The vector n is perpendicular to the vertical boundary. In summary, we
mention that the form of (44) with (46) is derived explicitly from the
exact hydrodynamic basic equations describing the spatio-temporal be-
haviour of the order-parameter field and therefore of the hydrodynamic
variables in lowest order of e in the vicinity of the critical point.
Let us briefly discuss some special cases included in (44). Neglecting
all spatial derivatives in the nonlinearities, i.e. a2 = U2 = S2 = S3 = 0,
the Swift-Hohenberg model equation (al = 0) [32] is obtained; numer-
ical solutions have been found by Greenside et al. [33]. An equation
including additionally a quadratic term in the order parameter (al I- 0)
reflecting non-Boussinesqian effects was derived by Haken [2] and nu-
merically investigated in [34]. Another special case included in (44) is
the Kuramoto-Sivashinsky equation [35], which is obtained for e = k! if
all nonlinear coefficients are put to zero except for a2 = 1.
The reduction of the cubic term to its simplest form <J?3 does not
allow for a selection of a square convective pattern. Greenside and
Cross [36] included expressions of the form (V<J?)2<J? and <J?2~~. For
the case of poorly conducting horizontal boundaries, terms of the form
V[(V<J?)2]V<J?, (U2,S2,S31- 0) have been included. In this case the gen-
eralized Ginzburg-Landau equation is the two-dimensional generaliza-
131
tion of an order-parameter equation first suggested by Gertsberg and
Sivashinsky [37].

4.2.3 Numerical Solutions: Rolls and Squares

The GGLE (44) has been solved numerically. As the initial condition
(t = 0) we used a completely randomly generated pattern. The first
run was performed for a rather small Biot number of Bi = 1. The
pattern shown in fig.10 is stable after 1500 time units for c = 0.1. The
same initial condition for a larger value of Bi clearly in the roll domain
yields, after the same evolution time, the pattern shown in fig.11. Here,
Bi = 100 and the result resembles the patterns obtained numerically
from the Swift-Hohenberg equation. In both stable states, the influence
of the sidewalls which forces the rolls in a radial direction and which is
well known from experimental investigations [38] is clearly visible.

Figure 10: Temporal evolution of a fluid pattern in a circular container for

poorly heat conducting surfaces. The initial random dot pattern changes to a
stable square structure. Snapshots at t = 0,50,1500

Figure 11: Temporal evolution for good heat conductors as the horizontal
boundaries. The selected final pattern consists now of parallel rolls in the
bulk of the container. t = 50,300,1500

132
4.2.4 Numerical Solutions: Hexagons
Due to the asymmetric boundary conditions of the Benard-Marangoni
instability, the quadratic terms of the GGLE do not vanish, which may
result in the selection of hexagonal convective patterns. Two runs, for
the Marangoni numbers M = 0 and M = 25, are exhibited in figs.12,13.
According to the stability analysis, the first parameter set lies in the
region where rolls are stable, and the second one yields stable hexagons
for Rayleigh numbers near the critical line (cf. fig.9). Increasing the
Marangoni number beginning with a small value shows that, at a certain
value of M, the stability of rolls is exchanged and hexagons are observed.
This transition is a phase transition of first order and exhibits hysteresis
effects. The same kind of behaviour is observed by considering non-
Boussinesqian effects of the fluid instead of surface'tension effects.

Figure 12: Temporal evolution for asymmetric boundary conditions. The bot-
tom of the fluid vessel is a rigid perfect thermal conductor, the top of the fluid
is in contact with the atmosphere. Constant surface tension is assumed for the
free surface (M = 0). t = 1,40,1800

Figure 13: Temporal evolution for asymmetric boundary conditions. The sur-
face tension is now a linear function of the temperature (M = 25). t =
1,40,2000

133
4.3 Benard Convection in a Binary Mixture
If the fluid in the vessel consists of a mixture of two components, a Hopf
bifurcation occurs at onset for a certain concentration ratio (e.g. [26,39]).
This oscillatory instability is currently a very active field of research (for
recent experiments see e.g. [12]). One has to distinguish between effec-
tively one-dimensional patterns emerging in geometries largely extended
in one direction, for instance convection in long and narrow rectangular
containers, and two-dimensional patterns emerging in circular geometries
or rectangular geometries with two large length sides.
In the following we shall give an overview of the recent theoretical
approach based on the order parameter concept [1,2,40,41]. This theory
treats convection in binary mixtures in the case of idealized boundary
conditions for the state variables, which allows an analytic treatment.
We mention that in experimental situations, for realistic boundary con-
ditions, a difference arises insofar as the transition from heat conduction
to convection is supercritical. However, the main characteristics of the
spatio-temporal patterns are quite similar, so that one gains considerable
insight into the fundamental processes without confronting problems of
a more technical nature.

4.3.1 GGLE of a Binary Mixture

The basic hydrodynamic equations have to be completed by an equation
for the relative concentration G of the mixture. If we consider the so-
called Soret effect, where a temperature gradient induces a concentration
gradient, they read

~2vz(r, t) + R(8;z + 8~)(0(r, t) ....;·'IJIG(r, t)) - o ,

(~ - 8t )0(r, t) + vz(r, t) - vCr, t) • V0(r, t) - o,
(L~ - 8t )G(r, t) - vz(t, t) + L~0(r, t) - vCr, t) • VG(r, t) - o .
(47)
L is the Lewis number and describes the ratio between the mass diffu-
sion and thermal diffusion. The separation ratio 'IJI measures the ratio
between the two destabilizing effects of buoyancy forces due to temper-
ature gradient and concentration gradient. It vanishes for the simple
Benard problem. 'IJI can be considered as a second control parameter
since it could be changed easily from the outside by varying the mean
concentrations of the mixture (see [42]). Linear stability shows that an
oscillatory instability occurs for negative 'IJI if L is small. We want to
restrict our following treatment to this parameter region.
The order-parameter equation for the oscillatory instability is the
complex generalization of (11). The nonlocal nonlinear term (due to
134
the symmetry of the boundary conditions only cubic order terms are
involved) describing the interaction between waves traveling in different
directions renders a direct numerical simulation of the equation rather
time consuming, even in the one-dimensional case. However, the fol-
lowing approximation of the nonlinear terms has been shown to be a
sufficiently good approximation [41]:

<i>(x, t) = [e: - (k~ + ~)2 + i(wc - wl(k~ + ~))]<p(x, t)

+a<p(x, t)I<p(x, t)12 + t3<P(x, t)I"V<p(x, t)12 . (48)

The order parameter equation (48) describes the spatio-temporal evo-

lution of a complex scalar field which is again directly related to the
hydrodynamic variables. Therefore the same boundary conditions as for
the real valued problem (46) can be applied.

4.3.2 Numerical Solutions: One-Dimensional Wave Patterns

The numerical integration of the GGLE shows a variety of spatio-tem-
poral patterns. We shall discuss some results obtained for a box with
r
aspect ratio = 30 and separation ratio 'IT = -0.5. In contrast to the
theory based on periodic boundary conditions assuming one traveling
wave pattern close to onset, the instability of the purely heat conduc-
tive state for rigid boundary conditions results in a topologically different
pattern: There are two symmetric wave trains traveling towards the side-
walls of the container (see fig.14). A slightly larger value for g changes
the symmetric state to an asymmetric one where the convection is con-
fined to one part of the layer. A quasi-periodic flow emerges at a higher
Rayleigh number, which was observed experimentally and termed the
Blinking State since the intensities of the two wave trains alternate peri-
odically in time. Because of the close agreement with recent experiments

15.10. 0 · 1 1 _ 1 1
:
5.

501.00 502.00 503.00 504.00 505.00 t

Figure 14: Convection in binary fluid mixtures - symmetric state: Lines of
constant temperature as a function of time. The flow consists of two wave
trains traveling towards the sidewalls.
135
X
20.

10.
5.

200. 300. 400. 500. 600· t

X
20.
15.
10.
5.
0
Figure 15: Envelope functions of the left (top) a.nd right (bottom) traveling
wave trains as a function of time: Left a.nd right traveling waves alternate
aperiodically in time.

we shall discuss this behaviour in more detail in the next section. More
complex time dependent behaviour can be observed for higher Rayleigh
numbers [40]. Temporal variations of the blinking state lead to higher
dimensional quasi-periodic motions and finally to chaotic behaviour. A
typical chaotic time series is exhibited in fig.15. The flow pattern con-
sists for some period of a left traveling wave and then suddenly changes
to one consisting of a right traveling wave. Thereby, the length of the
periods appears to be a stochastic quantity. Such behaviour has also
been obtained from a numerical simulation of the two-dimensional hy-
drodynamic equations. Experiments of Steinberg et al. [12] indicate
that such states do in fact exist.

4.3.3 The Blinking State

Starting from the symmetric periodic state shown in fig.14 an increase of
the temperature gradient causes a quasi-periodic time behaviour where
both the wave trains on the sidewalls oscillate with a second independent
frequency. A numerical solution based on the one-dimensional form of
(48) is presented in fig.16. This state has been observed experimentally
by Fineberg et al. [13] and in the meantime by Kolodner and Surko [14].
By varying control parameters the blinking state may again become
time periodic, forming a so-called Confined State, a state for which the
cellular waves are observed only in a localized region. The blinking state
as well as the confined state can be generated by two suitably defined
136
IO@l@OOOOOOOOOOOO®@@~OO@1 T: 1431.4

I, 00000 0 0 0 00 0 OOG@@~OOQ@ I T: 1437.8

I 000 0000000 OOOO@@©JOOO@I T: 1444.1

•
IO@@@08000000000@@@)~OOij T: 1450.4

I@OO~®@00000000008@@~O~1
~ . T: 1456.7

I@OO~~@®OOO 0000 0 ooo@@~ol T: 1463.0

L: . .:1@O~Q", -,@o: . . .: ®: . . c0=- 0

o-,,---0_0_0_0_'_ __ _0 --=--
0 0
..=:.......J@IT:1469.3

L. ; . .;1@O~O~Q): :. . .:~: :. . .;@:; . . .8=- ·0_0_0_ _ _ _ _ _D_0-.. JI T: 1475.6

~OO~@0 0 0 °
°
• 0 1 T: 1481.9
~.~~========~~
I~QO~@ 00 0 ' 0 0 O@(@ol

°
T: 1488.2

lo@~@o 0 0 0 G@~0001 T: 1494.5

• •
I@®)@OOO , 0 Ooo@®aOOq T: 1500 .8

°0®@~OOO~1
0

lo@ooOO I 0 00 T: 1507.1

I' 00 0 o 0 0 0 o®~~OOaol T: 1513.4

I 0 0 o0 0 00@~QlOOOII T: 1519 .7
•
Figure 16: Blinking state of a cellular structure obtained from a numerical
integration of the generalized Ginzburg-Landau equation (cf. text). The fluid
container is seen from the side.

nonlinearly interacting oscillatory modes with slightly different eigenfre-

quencies [43]. Starting from the GGLE (48) we wish to derive these
modes and establish the corresponding amplitude equations. For suit-
ably chosen control parameters they exhibit a quasi-periodic behaviour
corresponding to the blinking state. For a different set of control pa-
rameters frequency locking between the two modes occurs, forming a
spatially confined state. Usually the behaviour of the system is analyzed
assuming periodic boundary conditions. This introduces an artificial
O(2)-symmetry into the system. In this case the instability leads to a
137
left traveling wave or a right traveling wave or, depending on the details
of the system under consideration, to standing waves. This description,
however, is a rather crude one, for the following reasons: For realistic
boundary conditions the modes of the linear eigenvalue problem are topo-
logically different from the plane wave solutions obtained for the case of
periodic boundary conditions and, consequently, the critical set of con-
trol parameters, the growth rate of the linear modes and the frequency
will differ from the ones obtained for idealized boundary conditions.
A realistic approach is based upon the normal modes of the linear
eigenvalue problem using realistic boundary conditions. We have numer-
ically solved the linear eigenvalue problem

with the boundary conditions

x = o,r.
The modes can be classified with respect to their transformation property
under inflection x -+ -x. There are modes with even and odd parity:

Additionally, the modes differ in the number n of nodes, i.e. in the num-
ber of cells or rolls. There are specific values of the aspect ratio where
modes with n cells ( even parity) and n + 1 cells (odd parity) become
unstable simultaneously. For the investigated set of parameters the spa-
tial patterns described by the modes of the linear eigenvalue problem
consist of two wave trains traveling with a certain frequency towards
the boundaries (see fig.14). Note that the modes for periodic boundary
conditions are either a plane wave traveling to the right or a plane wave
traveling to the left. The modes in the case of realistic boundary condi-
tions are topologically different because they consist of a superposition
of spatially modulated left and right traveling waves. In order to deal
with the blinking state we represent the order parameter field ~(x, t) as
a superposition of the modes of the linear eigenvalue problem (49). If
we restrict ourselves to the close vicinity of a point in parameter space
[r,~] where two modes with cell numbers nand n + 1 become unsta-
ble simultaneously, all other modes are enslaved and can be eliminated.
The dynamics of the amplitudes of the unstable modes is governed by
the following set of order parameters:
A = AAA+alIAI2A+a2IBI2A+a3B2A*,
B = ABB + b1 lBI2 B + b21AI2 B + b3A2 B* , (50)
where A is the amplitude of ~o, and B that of ~e. The coefficients ai, bi
138
can be determined from the evolution eq. (48) and, in turn, from the
governing equations of the considered system.
We shall not attempt to investigate the amplitude equations (50)
in complete generality, rather we shall focus our attention on the basic
mechanism which may generate the blinking state. To this end we con-
sider the simplified case with real coefficients Di, bi • Decomposing A, B
according to

one obtains the following set of equations:

rA - ReAArA-r~ -a2rAr1-a3rAr1cos2W,
rB - ReABrB - r1- b2rBr~ - b3rBr! cos2w ,
4' - .Dow + (a3r1 +b3 r!)sin2WL, (51)
W _ WA-WB, .Dow=ImAA-ImAB .
For ReAA > 0, ReAB < 0 there exists a stable solution A =F 0, B -
O. This solution corresponds to two wave trains traveling towards the
boundaries. A secondary instability occurs where r A, rB =F 0 if the con-
dition
ReAB - b2ReAA > 0
is fulfilled. This will be assumed for the following. The equations (51)
allow for two different kinds of solutions. A phase-locked solution with
W=const, r A=const, rB=const exists if the condition
.Dow = -( a3r1 + b3r~) sin 2wL
can be fulfilled. In the opposite case a quasi-periodic behaviour occurs.
If we assume that the relative phase W is slowly varying it is justified
to adiabatically eliminate the amplitudes r A, rB. We obtain an equation
for the phase W:
(52)
As a result we see that a temporal variation of the phase W occurs if the
beat frequency .Dow is large compared to g, which is proportional to the
square of the absolute values of the amplitudes A and B. .
We see that two kinds of temporal behaviour are possible. In one case
the ratio of the two amplitudes A and B is a periodic function of time
with frequency close to the difference of the eigenfrequencies of the two
modes, corresponding to the temporal behaviour of the blinking state.
Second, a frequency-locked solution may exist where the ratio of the two
amplitudes is constant. The spatial structures of two modes with n and
n + 1 cells as well as a pattern corresponding to the frequency locked
solution are exhibited in fig.17.
139
~ 5.0 10.0 15.0 20.0 25.0

~ 5.0 10.0 15.0 20.0 25.0

E~ 5.0 10.0 15.0 20.0 25.0

x
Figure 17: Top and middle: Two modes of the linear eigenvalue problem (49)
with different parity. A phase-locked superposition of these modes generates
the confined state shown in the diagram at the bottom.

4.3.4 Numerical SolQtions: Two-Dimensional Wave Patterns

The numerical integration of the GGLE (48) for the case of idealized
boundary conditions and a separation ratio of 'l1 = -0.5 explicitly
demonstrates that the spatial patterns have the tendency to become
irregular already close to the onset of convection. Let us discuss some
results obtained for a rectangular container with aspect ratios 36 : 18 : 1.
Close to onset the pattern consists of rolls aligned perpendicular to the
larger side of the container. Mainly two wave trains traveling towards
the smaller sidewalls of the container are observed, just as the primary
flow found for the case of a narrow container. However, a transverse
instability of the rolls renders the flow apparently chaotic. This trans-
verse instability is clearly exhibited in fig.18 (e.g. at t = 28.85). It
has been termed the Zipper State and is well known from experiments
[44]. Defects of the perfect cellular structure spontaneously occur (see
for instance fig.18 at t = 33.85) and disappear.
For higher values of the Rayleigh number convection occurs also in
the form of traveling waves but now the heat transport is confined to
localized regions. There exists a considerable portion of the container
which is nearly free from convection and these regions strongly change
their shape irregularly in time (see fig.19). The tendency of the patterns
to generate the confined state can be clearly seen in these numerical
simulations.
140
Figure 18: Two-dimensional traveling wave patterns in a rectangular geometry:
Situation close to threshold. As in the one-dimensional case, waves in the left
half of the box move to the left sidewall, those in the right half to the right
boundary.

Figure 19: Two-dimensional traveling wave patterns in a rectangular geometry:

Situation well above threshold. Confined states are clearly visible in excellent
agreement with experiments.

We note that it is also possible to extend the treatment of the previ-

ous section to two horizontal dimensions. If the relative phase 'l1 of the
basic modes depends not only on time but also on a spatial coordinate
y, spatial derivatives with respect to that coordinate have to be included
in the phase equation (52). We therefore arrive at a generalization of
the Kuramoto-Sivashinsky equation [35] of the form

'l1(y,t)
•
=!:::..w - Oyy'l1(y,t)
2
- Oyyyy'l1(y,t)
4
+ gsm2'l1
- [Oy'l1(y,t)] 2 ·
y,t .
()

(53)
Numerical investigation of (53) shows that chaotic solutions with an
inhomogeneous spatial structure exist for certain values of !:::..w and g.
A detailed analysis is currently in preparation and will be published
elsewhere.
141
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(1986)

143
Kinetic Description of Autowave Processes
and Hydrodynamic Motion
Yu.I. Klimontovich
Departtnent of Physics, Moscow State University, 117234 Moscow, USSR

The main aim of my report is to demonstrate the possibility of a

kinetic description of auto wave processes in any active medium and of the
hydrodynamic motion in liquids. Three examples of active media from mac-
roscopic elements will be presented: the medium from bistable elements,
the media of Van der Pol oscillators, the media with chemical reactions.
In the last case the size of the macroscopic elements is defined by the
physically infinitesimal volume.
Part of these results was published in the works [1-3].

1. The Active Medium from Small Macroscopic Elements with Nondissipative

Nonlinearity

We will first of all consider the active medium when each small mac-
roscopiC element is a bistable {or multistable} element with nondissipative
nonlinearity.
Let us suppose that a potential energy is defined by the expression

x2 x4
U{x} = oc-+ ~- {U}
2 4.

and the time interval t - to is much bigger than the time relaxation 1/y. Then
the Langevin equation can be represented ill. the form

H.2}

where
a=-oc/y, b= ~/y {l.3}

and the moments of the Langevin sOUrce are defined by the expressions

(y{tl> = 0, (y(t)y(t'» = 2DS(t-t') with D= _~T {1.4}

my

The corresponding equation for the distribution fUnction f{x,t> is the

well-known Einstein-Smol uchowsky equation

{l.S}

144 Springer Series in Synergetics. Vol. 48

Dissipative Structures in Transport Processes and Combustion
Editor: D.Meinkohn © Springer-Verlag Berlin, Heidelberg 1990
In equation (5) the coefficient a can change its sign and b>O. In the equilib-
rium state the distribution reads

f (x) = Cexp (- (cxl2}x2

_________+ (A/4-}x4-
I!! ___ ) (1.6)
o xT

The equation (1.5) describes the diffusion in space of the internal variable x.
To take into account not only the internal fluctuations, but also D the
diffusion in the space R, we shall use the Fokker- Planck equation for the
distribution function f(x,R,t)

f fdxsi~ = 1. (1.7)

If the coefficient of the internal diffusion D= 0, then the equation (7) has
the partial solution

f(x,R,t) = Mx- x (R,t», <x> =x(R,t) (1.8)

and for the "field" fUnction x(R,t) = <x> follows the Kolmogorov-Petrov-
ski- Piscunov (KPP) equation

(1. 9)

It is possible to show the role of internal diffusion D by a simple

example.
If the space diffusion is one-dimensional in the direction C, then there exists
the sol ution
fa (1.10 )
x(C= ~ co) = ~ Y b'

The width of the transition region is determined by the expression

~~ _ f;Db cut)
x{co) - Y -~2 •

We see that this result does not make sense in the region near the bifurca-
tion point a = O.
I t is possible to obtain a more general result with the help of the
kinetic equation for the distribution f(x,R,t). In a self-consistent approxi-
mation for the second moments it is possible to obtain for the mean
value <x(R,t» the following expression

(1.12)

the new parameter is defined by expression

(1.13)

145
In the state of the developed oscillation the small parameter Db/a 2
exists. In the zero approximation a* = a and the solution (12) coincides
with the solution (10) of the KPP equation. In the other limiting case,
when a= 0, the parameters are

and ~~) = 2/2 /D/D (1.14)

We see that a bistable solution exists and at the bifurcation point a= 0

and is defined by the ratio of the two diffusion coefficients D, D.
The Lyapunov functional.
If the fUnction fo is a stationary solution of the kinetic equation (7),
then the Lyapunov functional is defined by the expressions

A = D f1 n--[,
f(x '7-'--
R.t) d x--
dR ~ 0 dA
dt ~ O. (1.15)
o~x) V'

From (15) follows that the st ationary state is stable.

2. The Active Medium of Van del' Pol Oscillators

We shall use the mathematical model of the Van der Pol oscillator with
symm etrical nonlinearity

-adxt + 2-
1(- a + bE ) x = v
'
-at
dv 1 2
+ 2{- a + bE)v + Wo x = O.
(2.1)

Here a = ar - "(, where "( is the coefficient of linear friction, af is the

feedback coefficient and b is the nonlinear friction coefficient. Wo is the ei-
gen frequency, E is the energy of oscillations.
In order to take into account the internal noise with the intensity D and the
space diffusion with the coefficient D, it is necessary to use a distribu-
tion function f(x,v,R,t), or the simpler distlibution f(E,R,t) of the
energy of oscillators in space and time and to use the corresponding
equations of Fokker-Planck [2,3]. Vve shall use here only the simpler
equation for the distribution f(E,R,t)

If the intensity of the internal Langevin source D is zero, then there exists
the partial solution

f(x,v,R,t) = S{x-x(R,t»b{v-v{R,t» (2.3)

The fUnctions x(,R,t), v(,R,t) coincide with the first moments of the di-
stribution fUnction (3) and are governed by the KPP equations [2-4]. The
solution for the kinetic equation (2) has the follOWing form

146
 f(E,R,t) = ME-E(R,t», (E> = E(R,t) (2.4 )

and the corresponding equation for the "field" fUnction is

gJ;JR,t) = (a-bEeR t»E(R t) + D2:J;JR,t) (2.5)

Clt "ClR2

Thus, there exist two levels of description of the Brownian motion in the active
medium from the Van der Pol oscillators: 1. On the basis of the equations
for the "field" fUnctions x(R,t), v{R,t); E{R,t) when only the diffusion in
space is taken into account; 2.0n the basis of the kinetic distributions for
the fUnctions f{x,v,R,t), f{E,R,t) when not only the space diffusion with the
coefficient D , but also the internal diffusion with the coefficient D is
taken onto account. Naturally the second method of description can
give more information about the processes in the acthe medium of
the Van der Pol oscillators.
The Lyapunov functionals. For the active medium of Van der Pol os-
cillators in the works[1-3] two of Lyapunov's functionals AF , As were intro-
duced which were defined via nonequilibriulll free energy and via entropy,
respectively, renormalized to the given value of the effective Hamiltonian.
The associative memory of active medium. Pattern recognition. Since the
well- known paper of J.Hopfield [5] the problem of pattern recognition and
associative memory plays an important role in statistical physics.
Most of the models are based on the discrete nets of neurons each of
which possesses discrete stores. H.Haken [6,7] proposed considering
pattern recognition as a process dual to the pattern formation in synergetic
systems.
In [6,7] the dynamics of the system is determined by a potential energy which
depends on the stored pattern. The time evolution for given initial conditions,
defined by the test patterns, leads to a stationary state which coincides with
a stored pattern. It is possible to say, therefore, that such a system has
the associative memory, because from the test pattern with the incomplete in-
formation we can restore the pattern with the full information - the pattern is
stored in the potential energy of system. Vve want to show that the active me-
dium from Van der Pol oscillators can have an assoc iative memory.
To illustrate this possibility we can use the following system of equations

dx. 1 L
dt+; j {-aj + bjEj)Xj= vi'

-ere
dv. 1~ 2
+ 2 ~(-aj + bjEjlvj + Wi Xi =0" (2.6)
J
E1 = 1 (v? + wi2 x i2 ) .
2 1

The interaction between osci IIators is defined here by the common feed-
back. The dissipative term in (6) is defined as the sum of ones for each 05-

147
cillator. As a result the corresponding "dissipative potential" is defined by
the expression
b.( E· - -a·1) 2
u·J = 1 J b • j = 1.2 •...• N. (2.7)
j

This potential depends on the 2N parameters a, b i Following H.Haken.

we can use this dependence for the storage of patterns and for pattern
recognition.
Indeed. the stationary solution of the equations (6) has the form

x·:
1
/;-bai !
j Wj
cos(w·t+
1
'Po·)'
1
v·=
1
- /~~b-ij sin(w·t+
1
'P 01.) •
(2.8)

\Ve see that there exists a dependence of the N on parameters a /b 1 .

Thus. it is possible to use the dependence of the potential (7) on these pa-
rameters to store the pattern. The test pattern with. in general. not full in-
formation about the pattern can be introduced via the initial energies E oi
for any values 'Poi. Then in the process of evolution by equations (6) to the
stationary solution (8) restoration of the test pattern for any incomplete
initial information will take place.
Interesting that for the restoration it is enough to have here the minimal informa-
tion about the test pattern. Indeed. it is enough to know the val ue of energy Eoi
only for one oscillator - for anyone point of the test pattern.
If we want to reconstruct M>l pictures, then instead (6) it is necessary to use
a set of systems of equations like (6).
For real systems it is necessary to develop the corresponding kinetic theory
taking into account internal noise in each macroscopic oscillator. and diffusion
in space. In other words. it is useful to develop the kinetic theory for
active systems of Van der Pol oscillators with the interaction via a common
feedback.

3. Part ially Ionized Plasma as an Active Reaction Diffusion System

For the kinetic theory of a partially ionized plasma on the reaction

diffusion level of description it is necessary to introduce the distribu-
tion fUnction
(3.1)

of the number density of electrons ( nat = n-ne is the number density of

atoms. n is the number density of atoms in a fully ionized plasma) R is the
position of a small macroscopic element of the plasma at time t. The volu-
me of the small macroscopic element is of the order of the physical1y infinite-
simal volume Vph. For the definition of Vph cf. [8].

148
The kinetic equation for the distribution (1) is [2,3]

(3.2)

This kinetic equation is also characterized by two diffusion coefficients:

1. The coefficient D defines the diffusion of a small macroscopic element
in the space R; 2. The coefficient D(ne ) characterizes the internal noise in
a small macroscopic element with t.he volume of the order of Vph' The func-
tion D(n e) is defined by the expression [9,8]

D{n ) =-'! n (n-n

e 2V ph e e
+ ~n2)
IX e
(3.3)

The coefficients of ionization IX and recombination ~ are related by the equation

(3.4·)

In the Gaussian approximation, where the deviations line = ne - <ne> are small,
it is possible to use the simpler kinetic equation

s1{Uine ,R,t) =D~~~~ + %sne(iSnef) +D~fI2' (3.5)

The diffusion coefficient D and the dissipative coefficient are now defined
by the expressions

(3.6)

Here the first relation here corresponds to Einstein's fonnula. In the expres-
sion for the dissipative coefficient the value n TTlBX is defined by the relation
of Saha

( 3.7)

and the dispersion is defined by the expression

<&n 2
e
>= ne n-n",
- ----
V 2n-n
....-
e n
I (3.8)
max

For a partially ionized plasma it is also possible to introduce two Lyapu-

nov functionals.
If the intensity of the internal noise D is zero, then the equations (2,5) have
the partial solutions

(3.9)

For the "field" function ne(R,t) a KPP like equation

149
 one (R,t) = (Xn (n- n - ~ n 2 ) + D .9!ne . (3.10)
at e e tt e oR2

follows from (2) and from (5) a corresponding equation for the fUnction line(R,t)
follows. We have considered here, as an example, the ionization-recombination
procefses in the partially ionized plasma. These results can, of course, be used
for different systems with "chemical reactions", for example, for the Voltera
system.

4. Kinetic description of hydrodynamic motion

Let us suppose that u is the velOCity of a. macroscopic element of the liquid
and the volume of the small element is of the order of the physically infinite-
simal volume Vph' The concrete definition of such volume see in [8]. For the
kinetic description of the hydrodynamic motion we sh 0.11 use the distribution
fUnction
f(u,R,t), Snu' R,t)du.9~ =1 (4.1)

The kinetic equation for this distribution function also consists of two "dif-
fusion" coefficients: 1. The coefficient D of the spacial diffusion of any small
macroscopic element with the velocity distribution (1); 2.The coeffici-
ent D of the internal noise in any small macroscopic element with the
volume of the order Vph' The corresponding process is nonlinear, therefore
the coefficient D is a functional of the distribution f. In a simple Fokker- Planck
model
D= yJ(u-<u»2f{u,R.tldu, <u)= J ufdu.

Here <u> is the average velocity, y is the dissipative coefficient, which is

determined by the diffusion time in the volume "Y ph ' Thus,
12
ph
y=~ , t ph-
- --
D .
ph

As a result the kinetic equation

Of u --
-- +
at
Of + -F --
of _ 02 f
aR 111 au - D ---
2IR2 + Uu 'R ,t) , Sf(u,R,tldu.9{} = 1. (4.3)

follows. Here F is an external force and the "collision" integral is defined

by the expression

02f + --
I = D(f)--- 0 ( y(u-(u) lf) . (4.4)
ou2 au

The diffusion coefficient depends on the distribution f, therefore the ki-

netic equation (3) is nonlinear.

150
Properties of the Collision Integral.
The local Maxwell distribution

nff,u,R,t) = (~~-Zt~~2»3/2 exp( - ;~~~)2> ), bU = U- <u> (4.S)

is the solution of the equation 1=0.

The integral

HR,t} = f rp(u)Hu,R,t)du~ = 0 for rp = 1, U, u2, (4.6)

and
HR,t) ~ 0 for rp = - xlnf and for rp = -xln} . (4.7 )
o
Entropy, Entropy Production, H-Theorem, Lyapunov Functional.
The entropy of the system

Set} = - xNflnf{u,R,t)f{u,R,t}du~, ~ = oCt} ~ 0 (4.8)

The production entropy is defined by the expression

oCt) - xN Df.! (S)f)2 du 2.R + (4.9)

- f oR V

+ xN f D{f) (s)f + !l_-_~1;!~ f)2 dusl..R ~ 0 (4.10)

ou ({Su}2> V

Now we can formulate the H-theorem

(4.11)

and the Lyapunov functional

As = So - S(t) = xNf Int .fdu.9~ ~, (4.12)

o
dA d(So - S(t))
Cit s = -af------- ~ o.
From (12) it follows that the equilibrium state is stable. In the state of
local equilibrium the second term of the right side of the expression for
the production entropy is zero.
The kinetic equation (3) depends on two relaxation times: the space diffusion
time 1: D ' and the diffusion time in the velocity space 1: n

1:D '"
L2
7j , 1: n
'" ~gLtU~>
D
'" 1. '" ~~h
rD' (4.13)

Here we used the expressions (2).

In the kinetic theory of rarefied gas it is possible to introduce Knudsen's
parameter K=l/L. If this parameter is small

151
 K = L1 « 1,

then it is possible to describe the processes in a gas on the basis of the gas-
dynamic equation.
In a rarefied gas the number of particles in the volume order nl3 » 1. In
liquids the situation is different : nl3 '" 1, and it is impossible to use the Knud-
sen number as the small parameter. The corresponding parameter is defined in
a liquid by the ratio

K
ph - ,
1
=_D ~~h
2 '"
1
Nph « 1. (4.15)
D L

Thus, the ratio of times is small. The slow time 'D defines the hydrodynamical
relaxation process and the small time 'D defines the relaxation process to
the local equilibrium with the distribution (9).
\Ve see that the conditions of validity of the gas-dynamic equations differs
from the ones for the hydrodynamic equations.
The Equations of Hydrodynamic s for Incompressible liqUids.
In the zerot.h approximation in the small parameter (15) the local eqUilibri-
um with the distribution function (5) exists. If the mean value of the particle
number density n(R,t) is a constant and the second moment <(su.2» is small
enough, the distribution function (5) can be replaced by the expres-
sion
f(u,R,t) = S(u - u{R,t» . (4.16)

The equations for the velocity field follow from the kinetic equation
(3) and have the form of the Navier-Stokes equations for incompressible
liqUids
au
-at + (ugrad)u _.9P "'" v.6u + F
dR In'
(4.17)
au. au·
divu = 0, .6p =- p 5R.J a~.. 1

To obtain more general equations we can follow Grad's method and

use the expansion of the ,distribution function f(u.R,t) in terms of Hermite
polyinomials, but this expansion now differs from the corresponding expan-
sion of Grad.
Indeed, in Grad's theory the small Knudsen parameter K {see (14» plays
an important role. Now the small elementary elements of system are not
atoms, but small macroscopic elements with the volume of the order of Vph'
In liqUids the small Knudsen parameter is absent, therefore now it is impos-
sible to use the thirteen-moment approximation in sense of Grad.
But there exists the other small paramer Kph (see (1S» and therefore we can
use another expansion of the distribution function in terms of Hermite poly-

152
nomials. This expansion is an expansion with small velocity fluctuation in the
macroscopic element with volume of the order of V ph'
The distribution (16) corresponds to the one-moment approximation for the di-
stribution function and leads to the Navier-Stokes equations (17). The next ap-
proximation for the incompressible liquid is the four-momemt approximation.
In this case the distribution fUnction has the form

(4.l8)

and instead of (17) we have a closed system for four functions <u>. «/iu) 2>.
M.ore effective is, of course, the nine -moment approximation which leads to a
closed system for the nine functions

<u·u·)
1 J
= <u·u·)
J 1
for i,j = 1,2,3. (4.19)

It is interesting to compare these equations with the ones obtained by Rey-

nold's method. It is possible to suppose that in bifUrcation regions the
solution of the kinetic equation can give more detaile d information about
hydrodynamic motion. To confirm such supposition it is necessary to find
a simple enough example.
A special chapter of the kinetic theory of hydrodynamic motion is
the theory of kinetic fluctuations. To take into account the kinetic fluctua-
tions it is necessary to introduce the Langevin source in the equation (3).

This work was prepared during my stay in the Institute of Theoretical

Physics and Synergetics of Stuttgart University. I thank Prof. H.Haken for
help and discussions.

REFERENCES

1. Klimontovich Y.L. Problems of Statistical Theo:ry of Open Systems.

Criteria of the Relative Degree of Ordering of States in Processes
of Self-Organization {in Russian}. Usp.Fiz.Nauk. 1989,V,158.P.59.
2. Klimontovich Y.L. Foundation of the Statistical Theory of Open Systems.
Turbulent Motion. The Structure of Chaos. Moscow. Nauka Un Russian}j
Kluwer Academic Publishers Un press).
3. Klimontovich Y.L. Kinetic Approach to Theory of Autowave Processes in
Active Medium. 1989. Z.Phys.B.
4. Vasiliev V.A.,Romanovski Y.M.,Jahno V.G. Autowave Processes Un Russian}.
Moscow. Nauka.1987.
5. Hopfield J. Neural Networks and Physical Systems with Emergent Collec-
tive Computational Abilities. Proc. of Nat. Acad.Sc.USA.1982.V.79.P.2554.

153
6. Haken H. Information and Self-Organization, Springer, Berlin Heidelberg
New York. 1988.
7. Haken H. Nonequilibrium Phase Transition in Pattern Recognition and Asso-
ciative Memory. Z.Phys. B. 1988 V,70.P.121.
8. Klimontovich Y.L. Statistical Physics. Moscow, Nauka, 1982; Harwood
Academic Publishers. New York. 1986.
9. Belyi V.V., Klimontovjch Y.L. Kinetic Fluctuations in Partially Ionized
Plasma. Th.Eksp.Theor.Fiz. 1978.V.74.P.1660.

154
The Non-isothermal Autocatalator: Complex Oscillations and Chaos
P. Gray 1 and S.R. Kay2
IGonville and Caius College, Cambridge CB21TA, UK
2School of Mathematics, University of East Anglia, Norwich NR4 7TJ, UK

Abstract. Most work on chemical chaos has studied periodic forcing of

known oscillatory systems. We examine here the exothermic autocatala-
tor, with autocatalysis augmented by thermal feedback. Two concentra-
tions and a temperature provide a simple, unforced, 3-variable chemical
oscillator. It shows a diverse range of complex behaviour. When the
reaction exothermicity is small, the response to temperature changes
is made linear and this extreme is in fact shown to be the correct
archetypal model for the more general situation. The local steady-
state behaviour of the two-variable, isothermal autocatalator is
qualitatively unaffected, allowing clear comparisons to be made with
the extended, non-isothermal system. The global behaviour is however
enriched by a delightful variety of complex oscillations, including
period-doubling sequences and chaotic behaviour.

1. Introduction

In 1983 it was pointed out that, in an open system (the continuous-

flow well-stirred CSTR) the isothermal, autocatalytic scheme

A + 2B -+ 3B, rate (1 )

B -+ C, rate (2 )

in which there was a reactant A and an autocatalytic product B of

finite lifetime, showed a remarkably varied pattern of behaviour
[1, 2]. With only two variables - the concentrations a and b - and
with only two parameters - one measuring the inflow concentration of
B and one the relative rate of the two reactions - it is the simplest
of chemically acceptable, isothermal, model oscillatory schemes. Its
main features are modified in a transparent way by the influences of
such chemically important circumstances [3, 4] as reversibility,
artificial seeding with catalyst, participation of the uncatalysed
reaction, and so on. Its relationship [5, 6] to three-variable models
with only second-order steps can also be made plain.
The success of the foregoing model in an open, flow-through system
is mirrored by its analogue in a closed, well-stirred system. The
same constituent reactions form the heart [7, 8] of an augmented
scheme:

P -+ A ..... B -+ C. (3 )

A precursor P is now the source of A; there is neither inflow nor

outflow. Mass is conserved, so that the concentrations of the pre-
cursor and all intermediate species (p, a and b) ultimately tend to
zero and the sum p+a+b+c is constant throughout. The conversion of
A to B need not be restricted to the autocatalytic channel; simulta-
nous, uncatalysed conversion can occur and may even be the dominant
path. The course of events in general shows [7, 8, 9] a pre-

Springer Series in Synergelics, Vol. 48 155

Dissipative Structures in Transport Processes and Combustion
Editor: D. Meinkilhn © Springer-Verlag Berlin, Heidelberg 1990
oscillatory incubation, an oscillatory phase and lastly a monotonic
decay to the final state. During the oscillatory phase, whilst the
concentrations of A and B rise and fall periodically, the evolution
of C ascends a staircase. In isothermal circumstances the concentra-
tion of precursor falls smoothly all the time, revealing no feature
to suggest the interesting behaviour of the intermediates that it is
generating.
We return here to the study of oscillations of the autocatalator
in a closed system, but with one very important modification: the
effects of self-heating and thermal feedback are now considered. This
augments the dynamical system from a two to a three-variable, autono-
mous system. Although these influences are added in the simplest way,
they result in the most complex, new behaviour. The restriction of a
two variable system to steady states and simple oscillations (limit
cycles in a plane) is gone and we now readily find bifurcations of the
periodic solutions through period-doubling sequences to chaos, and
complex oscillatory trains consisting of small and large amplitude ex-
cursions.

2. Background: the two-variable, pool-chemical, isothermal auto-

catalator

The chemical scheme we are interested in is given by the set of re-

actions:
p .... A precursor decay, rate=kop (4.1)

A .... B uncatalysed reaction, rate=kua (4.2)

A + 2B .... 3B catalytic reaction, rate=k 1ab 2 (4.3 )

B .... C catalyst decay. rate=k 2 b. (4.4)

As stated in the last section, these equations have a simple, long-term

evolution in a closed system. However much of the reactant A is
initially present, all it can do is to form the intermediate B, which
then breaks down to the final product C and that is it. A simple
steady-state analysis confirms this but gives no global information.
The practical interest is in what happens along the way and this can be
determined by using the 'pool-chemical approximation'. The derivation
of the governing equations, along with the rigorous definition of the
pool-chemical approximation is given by Merkin et al. [8] and we shall
not repeat this here. In the next section, when we include temperature
effects, the appropriate derivation will be given.

2.1 Governing equations of mass balance

The dimensionless, governing equations for the above system (2) have
been presented previously. They are:

dCt/dT jl - ltCt - CtB 2 , (5.1)

dB/dT (5.2)

The dimensionless concentrations of A and Bare Ct and B respectively.

The constant rate of production of A is denoted by jl which is of order
unity, and the relative rate of the uncatalysed step (4.2) to the
termination step (4.4) is H. We shall see that when H<1/8, oscilla-
tory behaviour can be found.

156
2.2 Steady states and local stability

Equations (5) have a unique, steady state [7, 8] given by

].1/ (X+l/) (6 •1)

(6.2)
I3 s ].1
for given parameter values ].1 and x. This simple dependence on the bi-
furcation parameter ].1 is shown in figure 1 for a typical reaction-rate
ratio x.
The local stability of this state is determined in the usual way
from the eigenvalues of the linearised equations. It is easily shown
that, for a given value of the reduced reaction-rate x, there are
three ranges of ].1 to consider. For O<].1<].1j' the steady state is locally
stable; for ].11<].1<].12' ~he steady state i~ locally unstable; fo: ].12<].1,
the state is once agaln stable. The pOlnts ].11' ].12 are Hopf b 7-
furcations and are determined by the solutions of the quadratlc equa-
tions for ].12,

o • (7 )

1
[(1-2x)±(1-8x)2]/2. (8 )

The range of instability therefore exists for all x<1/8. A full

analysis of each of the Hopf bifurcation poiflts [10] shows that a
unique branch of periodic solutions bifurcates into the unstable
region. By numerical integration these branches of limit cycles are
found to connect, so that the full pattern of possible evolutions is
as follows.
a) Given a value of x>1/8, any starting state settles to the unique,
stable solution (6) for any value of ].1.

b) With x<1/8, there are two possible evolutions: when ].1<].1j or

].1>].12' ull starting states again settle to the unique, stable
steady state (6); for ].1,<].1<].12' the system shows simple, stable
oscillations.

As mentioned above, the oscillation that is born at the upper Hopf bi-
furcation point evolves smoothly as ].1 is decreased, first growing in
amplitude and then diminishing again, eventually disappearing at the
lower bifurcation point. It will be seen that some knowledge of the

4 b
f3ss
3 a 3

ass
2

O+---~-- __--~--~
o 0.5 to 1.5 Il 2.0 3 Il 4
Figure 1. Dependence of stationary states on precursor decay-rate in
two-variable model with K = 0.05. (a) ass VS].1 (b) ass vs ].1.

157
 a 12 b

1.2 (Jss

f3ss 8
0.8

4
0.4

0
0.4 Jl 0.8 0 0.4 Jl 0.8
Figure 2. Amplitude of oscillatory catalyst concentrations as e
function of precursor decay-rate ~ (a) two-variable model with K
0.05 (b) two-variable model with K = 0.005.

way in which this oscillation evolves will become invaluable later.

We therefore make the following observations.

a) For values of K close to K=~/8, the maximum amplitude of the os-

cillation varies slowly between the two bifurcation points. A
typical case is shown in figure 2a.

b) As the uncatalysed reaction-step becomes a less important channel,

the envelope of oscillations begins to show a more dramatic increase
in amplitude, with almost a sharp jump from small to large oscilla-
tions at some value of ~ close to the upper bifurcation point. A
typical case is shown in figure 2b.

This information completes the catalogue of behaviour for the two-

variable system. The oscillations are controlled by the constant
decay rate ~ of the precursor species P. For small relative reaction-
rates K, the size of the oscillatory excursions is critically deter-
mined by the value of~. In the next sections we investigate an import-
ant physical effect which can disturb this constant decay rate, with
some startling results.

3. The non-isothermal autocatalator

The system of chemical reactions (4) is now augmented in the following,

simple way.

reaction description rate

P -+ A precursor decay (9.1)

A -+ B uncatalysed reaction (9.2)

A + 2B -+ 3B catalytic reaction (9.3)

B -+ C + heat exothermic catalyst (9.4)

decay
The rate of the precursor decay now allows for a non-zero activation
energy, and the termination step B-+C is made exothermic. This is
chemically reasonable [11] and is of interest mathematically for the
following reasons. We have now introduced an extra feedback cycle into
the dynamical system. We know from the previous section that oscilla-
tions may occur in the concentration of B. Equation (9.4) will now

158
produce heat at the same oscillating rate and the previously constant
rate of decay of the precursor (9.1) will therefore be modulated.
This simple idea will prove to have a tremendous effect on the beha-
viour of the system.

3.1 Equations of mass and energy balance

The full set of equations of mass and energy balance are

dp/dt -koexp(-E/RT)p ( 10. 1 )

da/dt koexp(-E/RT)p - k a - k 1ab 2 ( 10.2)

u
db/dt kua + k 1ab 2 - k 2 b ( 10.3)

dT/dt (Q/crC)k 2 b - (hS/crCV) (T-T a ) ( ~ 0.4 )

where the symbols are defined in the notation.

3.2 Dimensionless forms

We shall assume that the initial concentration of the precursor is

p and non-dimensionalise (10) using n=p/p , a=a/a , S~b/a ,
8~(T-T )/(RT 2/ E ), T=k 2 t. The reference c8ncentration a ~ill be
chosenalater~ 7he governing equations may now be rewritten as

dn/dT -e:nexp[8/( 1+v8)] ( 11. 1 )

da/dT jJnexp[8/(1+ v8)] - lta - aS 2 (11.2)
dS/dT Ka + aS 2 - S ( 11. 3)
d8/dT oS - X8 (11.4)

where

a r =/(k 2 /k 1 ), V=RTa/E, K=k u /k 2 ,

jJ=k o p o/k 2 a 1 , X=hS/crCVk 2 · ( 12)

These symbols have the following interpretations:

e: the relative rate of precursor decay

v the reduced ambient temperature
K the relative state of the uncatalysed reaction A~B

jJ the constant, dimensionless rate of production of A from the

precursor P at ambient temperature Ta
o a Zeldovich number measuring the thermal feedback from the
termination steps (~C) to preculsor decay (P~A)
X the relative rate of heat-loss to the surroundings.

3.3 Tactics

We now study the important case where

a) the pool-chemical approximation [8] jJ=O(1), v=o is valid;
b) the uncatalysed reaction is not an important channel, so that x«1;
c) the termination step is only mildly exothermic, so that 0«1.

159
The first assumption is vital if we wish to study the model at all.
It removes the transient nature of the oscillations occurring in a
closed system by temporarily suspending the restriction that the pre-
cursor ultimately runs out. There is however another important step
we can take to help us with the analysis. Assumption (c) will mean
that the temperature excess 8 will remai~ &mall. As we shall see
later, temperature variations in 8 of the order of one or two tenths
are typical, and are sufficient to produce striking oscillatory compli-
cations. With such a small variation in the temperature, we may
replace the non-linear Arrhenius relation-rate exp[8/(1+8)] by the
linear reaction (1+8). The less drastic exponential approximation,
which takes the form exp(8) when either the activation energy is
large, or the temperature excess 8 is small, is the route followed by
Scott & Tomlin [11], but this more general approximation is still un-
necessarily complex. As we shall see, it is not the additional non-
linearity that leads to complex behaviour so much as the feedback
caused by the mere existence of a third variable. By using a linear
approximation we have found an archetypal mathematical model. It is
much more tractable yet it has all the relevant features found in more
complex models. The system of equations (11) now simplifies to

det/dT ~(1+8) - Ket - eti3 2 ( 13.1 )

di3/dT Ket + eti3 2 - 13 (13.2)
d8/dT 013 - X8 (13.3)
Note that the pool-chemical approximation has allowed us to replace
the precursor concentration TI by its initial value of unity.
At this point the non-isothermal system (13) can be usefully com-
pared with the original isothermal autocatalator (5). It is clear
that the isothermal equations have been modified in a very simple
way. The rate of change of A now depends on the temperature through
the linear term ~8 in equati0n (13.1), while the temperature itself
is determined (13.3). By setting 0=0 no heat is generated and con-
sequently no variation in the temperature will occur. Conditions
giving rise to oscillations of the isothermal system (5) will apply
here. If we now assume that 0 is small but non-zero we would expect
oscillatory behaviour to be found close to the same parameter values.
We turn to this problem next, first re-scaling the temperature by
setting (8/0)=z.

4. Steady states and local bifurcations in the non-isothermal auto-

catalator
4.1 Steady states
The steady states of (13) are given by setting the right-hand-sides
of the differential equations to zero. There is a unique steady
state located at:
z o~/(x-o~) (14.1)
X~/(X-o~) (14.2)
BS/(K+B/) (14.3)

This state exists for all parameter values with X>o~. It may be noted
that there is no chemically allowable steady state when o~>X, but in
fact this is not too surprising. We have an exothermic reaction whose
rate increases without limit as the temperature increases. Clearly if
the rate at which heat is removed from the system is not sufficiently
fast (X<o~), then thermal runaway will occur. Typical loci for the

160
3.0. a 2.0. b
{Jss
ass 1.6
2.0.
1.2

0..8
1.0.
Q4

0. 0.
0. 0.4 Jl 0..8 0. 0..4 Jl 0..8
Figure 3. Three-variable model with K 0..0.5, 15 - 0..10. and "A = 0..5.
(a) dependence of a on ].I (b) dE:pendence of flss on ].I.
ss

steady states are shown in figure 3 and should be compared with figure
1, the corresponding isothermal curves.

4. 2 Stabili ty

Once again the local stability of the unique steady state is determined
by the eigenvalues of the Jacobian matrix J associated with (13). This
is given by

J = [-::::: ( 15 )

and the eigenvalues are given by the solutions of the characteristic

equation

( 16)

The coefficients p, q, r are given by the following functions of

the parameters ].I, K, 15 and x.

p x + Ss 2 + K - (B 2_ K )/iB 2+ K )
s s
( 17 • 1 )

q (1+x)(B 2+ K ) - x(B 2_ K )/{B 2+ K ) (17.2)

s s !;,

r = -det J = (x-C].I) (x+B 2) (17.3)

s

where det J is the determinant of the Jacobian matrix and B is given

by (14.2). The term r is clearly positive for all values or the
system parameters in which we are interested (X>C].I), which means that
there is always at least one real, negative eigenvalue associated
with the steady state (14). Further, since r cannot be zero, the only
way in which the local stability of the steady state may change is
through a Hopf bifurcation. The local behaviour therefore mirrors
that found in the isothermal model of section 2. The conditions for a
Hopf bifurcation in a three variable system are, in terms of equation
( 16) ,

161
 q > O. (18.1)
pq - r o. (18.2)

The full analytic expression (18.2) is again far too long to be useful
and is therefore also omitted from this text. Fagure 2 shows the
typical location of Hopf bifurcation points on the steady state locus
of equation (14.2). There are two points of Hopf bifurcation occurring
at U 1 , U 2 provided that the values of x and 6 are sufficiently small.
As K decreases, the lower Hopf bifurcation at U1 decreases, while the
upper Hopf bifurcation point U2 increases, though remaining below
unity. As x increases" the two points U1 , U, move together and coal-
esce and the unstable region of the steady seate is lost. In the ab-
sence of thermal feedback, (when 0=0) this occurs at the point x=1/8.
When there is thermal feedback (for 0>0), the value of x at which th~
Hopf points coalesce is decreased, but not rapidly. For example by
0=0.1 it has only decreased to x=0.118.
The local analysis above demonstrates that the behaviour of the non-
isothermal autocatalator has a great many similarities to the iso-
thermal system of section 3. For chemically acceptable values of the
uncatalyzed reaction rate x, the Newtonian cooling-timescale X and the
exothermicity of the termination reaction 0, we can find a range of
rates of precursor decay U1 <U<U 2 between which oscillatory behaviour
sets in. In the next sectlon we examine these oscillations more fully,
searching in particular for global bifurcations to more complex oscilla-
tory states.

5. Global bifurcations, period-doubling 'and chaos

5.1 Limit cycles, simple and complex

The non-isothermal autocatalator described above has a unique steady

state which is known analytically for all parameter values of
interest. We have also shown that for some ranges of the precursor
decay rate U, this state is locally stable. Over the range U1<U<U 2
however, this state is unstable and no other steady states eXlst.
The presence of a Hopf bifurcation at each of the points U1 , U, sug-
gest that a simple periodic solution may be found for U close eo these
values. Numerical integration of the governing equations (13) con-
firm this fact and a typical result is shown in figure 4. The para-
meter values for this solution are

x = 0.5, x = 0.005, 0 = 0.1, U = 0.740 ( 19)

and the evolution is shown after transients have died away. Compare
this case with figure 5. Whilst the parameter values have been
changed only slightly, to

x = 0.5, x = 0.005,0 = 0.1, U 0.720 (20)

now the solution never settles to a regular, periodic evolution.

Clearly something critical has happened to the simple oscillatory
behaviour and this is investigated next.

5.2 Characterisation of a limit cycle: Poincare sections and 'next

maxima'

The limit cycle of figure 4 is a l-dimensional, closed trajectory in

3-dimensional phase-space and, as such, is not particularly easy to
visualise. A convenient way to represent it is to choose a single
point on it. We consider the point at which the value of the con-
centration of A is at a maximum. This clearly depends on the system

162
 Figure 5

(J
6

2.0 5

1.Q

4
O+O--~--~10~--~C---~~--7.25~.--"~~~~~--c.40
Time

Figure 4. Simple oscillatory behaviour in three variable model with

~ = 0.005, 6 = 0.1, X = 0.5. ~ = 0.74.

Figure 5. Chaotic oscillatory behaviour in three-variable model.

Parameters as for Figure 4 save that ~ = 0.72.

parameters ~, K, 6 ard x.
The location of any such maximum may be
plotted against the corresponding value at the next such maximum.
For a simple oscillation, such as in figure 4, this gives a unique
point. If however, the maxima are not all equal, this will result in
a number of different points, being clearly related to the number of
maxima occurring before the oscillation repeats. Using this repre-
sentation, we can see the way in which the oscillation evolves from
the very simple repeating cycle of figure 4, to the complex state of
figure 5.

5.3 Period-doubling
We shall keep the three unfolding parameters fixed: K = 0.005, 6 = 0.1,
X = 0.5 and gradually decrease the value of ~ from ~ = 0.74 to
~ = 0.72. The oscillations associated with each chosen value are shown
in figure 5 and in each case the location of any maximum against the
next for the concentration of A can be plotted though such plots
are hard to see. It can be seen that the simple oscillation, repre-
sented by a single point, first becomes a 'double' oscillation.
There are two different peaks to the repeating unit and the period of
oscillation has doubled over that of the original oscillation. As ~
is decreased further, each new peak again 'doubles', giving four
distinct maxima to each repeating unit of the oscillation. This
behaviour is repeated more and more frequently until no obvious cycle
remains. The evolution has become chaotic. The points relating the
maxima trace out a simple curve by the time the chaotic solution has
been reached. (They do not, in fact, fill the curve entirely, but
form a Cantor set of fractal dimension.) The sequence shown here is
known as a period-doubling sequence for obvious reasons, and is a well-
established route to chaotic dynamics.

5.4 Other forms of complex oscillation

We now turn to a new set of parameter values, namely

K = 0.001, 6 = 0.005, X = 0.05. (21 )

Again a simple oscillation may be readily found by choosing the di-

mensionless decay rate ~ = 0.75 and this is shown in figure 6.
Figure 6 also shows the sequence of steady oscillations that are

163
ro a 20 b
{J
{J
16
16

12 12

8 8

4 4

0 \ 0
20 40 60 80 100 120 140 160 180 200 0 120 140 160 180 200
lime lime

20 C 20
d
{J P
16 16

12 12

40 80 100 120 140 160 180 200 140 160 180 200
lime lime

e
{J

16

12

Figure 6. Complex oscillations

8 in catalyst concentration (B) in
the three-variable system. For
4
all cases X = 0.05, K ~ 0.001,
o = 0.05; successive values for
~ are: (a) G.75; (b) 0.80;
0
0 (c) 0.805; (d) 0.810; (e) 0.814.
lime

found as the decay rate ~ is increased from 0.75 to 0.85 (ish).

Looking only at the first two pictures in the sequence, we can see
that something akin to period-doubling has taken place, with the simple
periodic solution being replaced by a repeating cycle of one large
and one small amplitude excursion. The pattern is not continued,
however, and successive changes in the value of ~ simply increase the
number of small amplitude cycles by one. Ultimately only the small
oscillations remain.

164
6. Where do the complex oscillations come from?
The fact that the three-dimensional limit cycle has undergone a period
doubling bifurcation can be checked by calculating the Floquet multi-
pliers associated with the limit cycle as it changes. This allows us
to label the bifurcation correctly, but for this model we can do
better. An insight into the dynamics behind the oscillations that we
have called period-2, period-4, and so on, as well as into the trains
of mixed oscillations, can be found in the two-dimensional isothermal
system (5), to which we keep referring. It is perhaps best seen by
introducing a new variable. If we consider equation (13.1) we can see
that the once constant rate of production ~ of the intermediate A has
been replaced by the combination ~(l+e). This can be considered to
be the 'effective' value of the precursor decay rate and written
m=~(l+e). The system of equations (13) may then be recast in these
terms as
d(l/dT m - }t(l - (lB' (22.1)

dfl/dT }t(l + (lS' - a (:22.2)

um/dT (22.3)

Under conditions which lead to oscillations, it is now clear that the

effective decay rate m will rise and fall with a minimum value of at
least~. Its rate (and direction) of change is governed by two in-
fluences. When it is far from its minimum m=v, the term x(m-~) will
tend to decrease exponentially, this being modulated in some way by
the oscillatory term 6~fl. On the other hand when x(m-~) is small,
the term 6~fl will lead to an increase in m. Of course, since 6
and ~ are constar.t, the rate and degree by which ~ is increas~d are
determined by the oscillating term B. This is of course a rather
hand-waving description of what is going on, but it can now be used
to afford some insight into the two types of complex oscillation
that we have described in the previous section.

6.1 Oscillations of period-2 n

The parameter values given previously, which lead to period doubling
over a range of values of ~, are }t = D.De5, 6 = 0.1 and X = 0.5. In
section 1 it was noted that, for small values of }t such as this, the
underlying two-variable system has a rather remarkable variation in
the amplitude of its limit cycles as ~ is varied between the two Hopf
bifurcation points. Figure 7 shows this variation in the concentra-
tion 8 of the autocatalyst B. By choosing a value of V just below the
point at which the sharp increase occurs, it is clear that any small
increase will lead to a dramatic change in the form of the limit cycle.
This is just what happens to m, the 'effective' value of ~ in the
three-variable system. With m close to ~, 8 sets off on a large-
amplitude excursion. Consequently m responds by itself increasing
and crossing the threshold of large-amplitude oscillations in the two-
variable system. When 8 sets off on its next excursion, it tries to
follow a small-amplitude limit-cycle. This gives m a chance to decay
back towards its base value of ~, and the whole cycle repeats itself.
Whilst it is impossible to determine from such a non-rigorous argument
whether the cycle will be repeated precisely after one large and one
small oscillation, or after more than one, it is guessable that the
excursions will come in pairs. By a more standard route we can deter-
mine that the sequence we see is a period-doubling sequence.

165
 a m b
a p
~
•
a a

8 8

4 4

0 0
0 ~ W 0 m m ~ ~ ~ W ~
Time TI~

Figure 7. Understanding the complex

oscillations of the 3-variable
02 scheme.
(a) species A, (b) species B,
e (c) "effective" value of decay rate.
O+---~---r--~----.---~--~---r- Parameter values as for Figure 6.
o ~ ~
Time

6.2 Mixed or complex oscillations

The second sequence described in the previous section consists of
typically a constant number of small oscillations of similar ampli-
tude, separated by a single large oscillation. A similar argument
to that above may be used to see why.
The parameter values taken for this example were K = 0.001,
o = C.005 and X = O.OS. (There are in fact many combinations of the
parameters which will yield these oscillatory trains, but the above
numbers illustrate the point well.) As before,K is small and the two-
variable, isothermal model has the corresponding sharp amplitude dia-
gram shown in figure 8. Now, however, both terms governing the rate
of change of the effective precursor decay, m, are multiplied by very
small numbers (see equation (22.3», with 0 being an order of magni-
tude smaller than x. The minimum value of m is given by ~ and may be
taken to be close to the point of rapid change in the amplitude of
figure 8. Consider now an initial value of m which is significantly
above~. The oscillations in the concentrations of A and B will be of
small amplitude, reflecting those of the corresponding two variable
system. The equation (22.3) for m will therefore be well approximated
by neglecting the very small term in 0, so that approximately
(23)
which may be solved immediately to give
 m = ~ + (constant)exp{-XT). (24)

The exponential rate of decay of m is slow, because the time constant

X is small, and m will take a long time to fall towards~. Whilst it
does so, the concentration variables a and B will follow several small-
amplitude excursions. Suddenly, at some point, a tiny fall in the ef-
fective value m will have a dramatic effect on the size of the limit
cycle of the underlying, two-variable system. On its next trip there
will be a large spike in the concentration of the autocatalyst Band
the approximation (24) will not hold. The term o~B of equation (22.3)
will lead to a large injection to m, the effective value of ~, causing
it to jump back, above the point of rapid change in the amplitude of
the limit cycles. The cycle of events will then be repeated.

Figure 8 Figure 9
O:::a:::25 0::: a :::25
O:::{.1:::25 O:::{.1 :::25
0.8:::Pe:::Q92 0.6::: Pe::: 0.92

Figure 8. Three-dimensional (limit-cycle) representation of complex

oscillatory behaviour. Parameter values as for Figure 6.

Figure 9. Underlying structure of Figure 8. Two-dimensional limit-

cycles at ~ = 0.918, 0.S12, 0.906, 0.900, 0.894 and 0.841.

Acknowledgments

We thank the S.E.R.C. and the Royal Society for support, and we are
also most grateful to Drs Scott and Tomlin of Leeds for valuable dis-
cussions.

References

1. Gray, P. and Scott, S. K. (1983) Chern. Engng. Sci. ~, 29.

2. Gray, P. and Scott, S. K. (1984) Chern. Engng, Sci. 11, 1087.

3. Scott, S. K. (1983 ) Chern. Engng. Sci. ~, 1701.

4 .. Kay, S. R. , Scott, S. K. and Lignola, P.-G. ( 1987) Proc. Roy. Soc.
Lond. A 409, 433.

5. Aris, R., Gray, P. and Scott, S. K. (1988) Chern. Engng. Sci. 43,
207.

6. Cook, G. B., Gray, P., Knapp, D. G. and Scott, S. K. (1989) J. Phys.

Chern. ~, 2749.

167
7. Gray, P. and Scott, S. K. (1986) Ber. BunsenGes. Phys. Chern. 90,
985. --

8. Merkin, J. H., Needham, J. and Scott, S. K. (1986) Proc. Roy. Soc.

Lond. A 406, 299; (1987) SIAM J. Appl. Math. il, 1040.
9. Gray, P. (1988) Proc. Roy. Soc. Lond. A 425, 1.
10. Hasard, B. D., Kazarinoff, N. D. and Wan, Y.-H. (1981) Theory and
Applications of Hopf Bifurcation, C.U.P., Cambridge.
11. Scott, S. K. and Tomlin, A. (1990) Phil. Trans. Roy. Soc. Lond. A
(in press); Peng, B. 0., Scott, S. K. and Showalter, K. (1990)
J. Phys. Chern. (in press).

168
Deterministic Chaos in Chemical Reactions
F.W. Schneider and A.F. Munster
Institute of Physical Chemistry, University of Wiirzburg, Marcusstr. 9-11,
D-87oo Wiirzburg, Fed. Rep. of Gennany

Abstract
We verify the existence of chaos in a chemical reaction, for
which we chose the Belousov-Zhabotinsky reaction at long residence
times above 30 min in an efficiently stirred reactor by the use of a
number of measures: Fourier spectra, autocorrelation functions,
attractor construction, Poincare sections, one-dimensional maps,
maximum Lyapunov exponents and correlation dimensions. Period
doubling and "period three" oscillations provide indications of
deterministic chaos in this system. On the other hand we show that
the reported chaotic oscillations at short residence times (less
than 10 min) are due to amplified sta.tistical fluctuations in a region
where F arey ordered periodic states exist. The excitability of a
steady state (focus) close to a bifurcation is demonstrated experi-
mentally by superimposing Gaussian distributed variations on the
flow rate. Numerical simulations using the modified Oregonator
model are in agreement with our fluctuation experiments at high
flow rates. Thus chemical chaos exists in the BZ reaction at low
flow rates only.

I. Introduction

Deterministic chaos has been observed and characterized in a

number of conservative and dissipative systems. In chemistry chaos
has also been reported in a number of chemical reactions [1-19]
including single enzyme systems [20], glycolysis [21,22], in hetero-
geneous catalysis [23-25] and in an electrochemical reaction
[65]. The Belousov-Zhabotinsky (sZ) reaction [26] with its periodic
and aperiodic oscillations is probably the most thoroughly studied
nonlinear chemical oscillator. It has been investigated in the free
running mode in an open reactor at constant flow rates [1-19] and

Springer Series in Synergetics, Vol. 48 169

Dissipative Structures in Transport Processes and Combustion
Editor: D. Meinkohn © Springer-Verlag Berlin, Heidelberg 1990
in the periodically driven mode where various forms of entrainment
and aperiodic responses have been described [27-33J. Our con-
tributions to the field of aperiodicity are mainly concerned with the
BZ reaction. which will be discussed in the following.
Chaos is defined to be deterministic [34,35J since it may arise
from a deterministic differential equation that contains more than 2
variables. Chaos is very sensitive towards initial conditions and the
smallest change in initial conditions will produce a different chaotic
time series. Small external fluctuations produce new chaotic
trajectories. This is the reason why long time predictions are not
possible for chaotic systems. On the other hand noise is statistical,
i.e. non-deterministic in nature. A nOisy system shows no sensitivity
towards initial conditions.
Concerning deterministic chaos a difficult question arises: Is the
observed aperiodicity due to statistical fluctuations which are
amplified by the system or is it intrinsic, to the chemical mechanism,
i.e. real deterministic chaos? We shall show for the special case
of the BZ reaction at short residence times that the reported
chaotic chemical time series may be interpreted as amplified
statistical noise instead. On the other hand, a good account of
deterministic chaos exists in the BZ reaction at long residence
times as shown by Swinney and coworkers [5,6,9,10 ,18J and
verified by us.
Synergetic systems are open dissipative and dynamically non-
linear systems. They may exhibit the following types of solutions
together with their topological descriptions: steady states represen-
ted by nodes (exponential decay) or a focus (damped oscillatory
decay), periodic or quasiperiodic motion represented by a limit
cycle or a torus, respectively, and aperiodic motion which may be
described either by a strange attractor if it represents deterministic
chaos or by a "noisy" limit cycle if it represents stochastic motion.
These solutions are connected via bifurcations which may be
viewed as "kinetic phase transitions". For example, a Hopf bifur-
cation represents the transition from a limit cycle to a focus and
it may be either supercritical or subcritical; a period doubling bi-

170
fur-cation marks a transition to half of its frequency and a system
of bistability displays hysteresis behavior, where critical slowing
down occurs at the two turning points.
A number of qualitative and quantitative measures are available
that characterize deterministic chaos [5,6J. They include the routes
to chaos by period doubling or the quasiperiodic route (wrinkling of
a torus) [3J or intermittency. The experimental observation of any
of these routes provides solid evidence of the pre.~ence of determinis-
tic chaos even if other measures lead to ambiguous results. The
Fourier spectra of chaotic systems are generally broad and the
autocorrelation functions decline in their amplitude with time.
There are a number of methods to construct an attractor (termed
as "strange" for chaotic motion) from a time series such as the
Takens method of delay times [36J , the derivative method [37J
which works for low dimensional chaos only and the method of the
singular value decomposition (SVD) [38] which eliminates the
effect of the purely instrumental noise. A reconstructed attractor
may be analyzed by its Poincare section which is obtained from the
intersections Xi of the trajectories in the attractor with a n-1
dimensional surface. which leads to a continuous curve of pOints.
A one-dimensional map may be constructed from the Poincare
section by plotting successive trajectory values (X n versus X n + 1 )
as they pass through the Poincare section. Deterministic chaos is
indicated if the 1-dimensional map is a continuous curve with at
least one extremum. Here Xn+1 is uniquely determined by its
previous value Xn according to X n + 1=f(X n }, Regarding quantitative
measures of deterministic chaos one generally uses the maximum
Lyapunov exponent which must be positive for chaotic motion
indicating the exponential divergence of the trajectories comprising
the attractor [39,40J. Furthermore, for chaotic motion the correla-
tion dimension of the strange attractor must assume a "fractal"
(nonintegrat) value above 2.0. The fractality indicates the self-
similarity of sets of chaotic trajectories [41 ,42J.
The sequences of oscillation peaks in the time series may change
according to the Farey arithmetic when a bifurcation parameter is

171
changed, as shown in models [43] and in experiments [4,30,63].
Such Farey sequences do not represent any route to chaos. If the
experimental flow rate is adjusted between two resolvable Farey
patterns, the noise in the system will produce an aperiodic time
series by randomly switching between these Farey patterns. This
is why an explanation of the periodic-aperiodic sequences in terms
of deterministic chaos is incorrect in this case.
Unfortunately, large amplified fluctuations in a periodic system
often resemble deterministic chaos and a distinction between the
two becomes very difficult. For nOisy periodic motion the Fourier
spectrum is also broad, the autocorrelation function declines to
zero, the Poincare map and the one-dimensional map represent
clouds of points, Amax becomes positive and D corr becomes
larger than 2.0 and may assume fractal values. Obviously, the
routes to chaos will not be observed for noisy periodic motion.
Since fluctuations are ever present it may be impossible to observe
the routes to chaos even in truly chaotic systems. If the level of
noise is relatively weak, one may observe a break point in the log-
log plot [44] for the determination of D corr for periodic motion,
where the s lope of the upper portion determines D corr of the
attractor, whereas the lower portion represents Dcorr of the
amplified noise. Chaotic motion has not shown any break points in
a number of model calculations. In this particular case of weak
fluctuations a distinction between deterministic chaos and amplified
noise is possible.
In order to realistically compare experiment with its theoretical
model it is necessary to impose fluctuations on the model parameters
(i.e. flow rate) or on the variables. The distribution of the fluctua-
tions may be either Gaussian, Poisson or uniform in the numerical
simulations. In a type of chemistry which may be termed "fluctua-
tion chemistry" we superimpose any desired distribution of fluctua-
tions on the experimental flow rate by computer and by the use of
a very precise syringe pump which is driven and regulated by a
stepping motor. In this manner we have studied the amplification
of large fluctuations in the BZ and other reactions.

172
 Model mechanisms are available for a number of chemical
oscillators [66J. For the BZ reaction the modified Oregonator [45J
reproduces the Farey ordered oscillations at high flow rates. For
low flow rates, however, the Oregonator model is in need of
modification, since it does not reproduce the experimentally found
chaos. In fact, the organic reactions involving malonic acid and a
number of radicals are represented only by a single step.

II. Chemical Reactors

For the study of periodic and aperiodic phenomena in nonlinear

chemical reactions one may use an open reactor, the continuous
flow stirred tank reactor (CSTR), which is a device well known to
chemical engineers [46-49J. In the mid-seventies it was rediscovered
for use in chemical oscillations [50-52J and in nonlinear enzymatic
nucleic acid synthesis [53J. We have shoym by the use of CARS
"tomography" [54J that a CSTR represents a "noise generator".
There are relatively large concentration gradients at the port of
entry of the reactant solutions. The macromixing process of the
liquids may be viewed as a stretch and fold process [55J which
leads to the formation of liquid filaments of various lengths and
diameters. These liquid filaments represent the macroscopic
fluctuations (or noise) occurring in a CSTR which persist even if
the flow rate is low and high stirring rates are employed.

III. Quantitative Measures for Chaos

A number of methods have been developed to distinguish between

periodic and chaotic motion. Powerful tools are the socalled
"invariant quantities", among which are the maximum Lyapunov
exponent O"rnax) and the correlation dimension of an attractor.

The Maximum Lyapunov Exponent

This quantity describes the exponential divergence from or con-

vergence to an attractor in its various dimensions. Chaotic attractors
are characterized by an exponential divergence of trajectories in

173
at least one dimension of the flow. Thus, their maximum Lyapunov
exponent is positive. On the other hand, periodic and quasiperiodic
attractors exhibit a spectrum of Lyapunov exponents whose maxi-
mum value may not rise above zero.
The number of different Lyapunov exponents is equal to the
dimension of the system. In a three-variable system a periodic
attractor gives rise to three exponents with signs (0,-.-), a
quasiperiodic attractor corresponds to exponents with the signs
(0,0,-) and a chaotic attractor is characterized by exponents of
the signs (+,0,-).
As seen from the above example, the maximum value in the A
spectrum allows a distinction between a chaotic (strange) or periodic
attractor. In order to determine the maximum' Lyapunov exponent
from an experimental time series, we first reconstructed the
attractor by the SVD-method and then applied the Wolf-Swift-
Swinney-Vastano (WSSV)[67J method to approximate Amax'
The WSSV method determines the maximum Lyapunov exponent
according to
. 1 L(tk )
Amax= 11m
n~= tn-to
! In ---'-'--
L(t)
k-1

Here Uti) is the length of a vector between two points located

on different but closely lying trajectories at time t i . The length of
this vector is evolved from t k - 1 until a chosen cut-off distance is
reached. Then a new starting vector is chosen whose length is
minimal and whose direction is closest to the former one. The long
time average yields the maximum Lyapunov exponent, which is a
measure of the maximum global divergence of the attractor.

The Correlation Dimension

A purely geometric measure to characterize an attractor is its

dimensionality. Limit cycles represent closed curves in phase space
and therefore exhibit the dimension 1.0. Quasiperiodic motion fills
the surface of a torus. Thus, the dimension of a quasiperiodic
attractor is eqal to 2.0. Strange attractors give rise to fractal,
i.e. non-integer values of their dimension. As a consequence of
the Kaplan-Yorke conjecture [68] the dimension of deterministic
chaotic attractors must be greater than 2.0.

174
 Among the various fractal dimensions defined by mathematicians
(Hausdorff dimension D, information dimension 0, correlation
dimension D corr'. where D ~ 0 ~ D corr ) we used the correlation
dimension determined by the method of Grassberger and Procaccia
[42J to characterize the geometry of our experimental attractors.
Dcorr is defined as
log C(r)
Dcorr = lim
N -?-oo
lim
r-?-O log r

with C(r) as the correlation integral

1 1 Nref N
C(r> = -N- -}: }: '&(r-IX. -
N i=1 j=1 I
XI)
J
ref I'f'j

C(r) measures the number of correlated points, i.e. pOints that

lie within a sphere of radius r around a reference point X .. In the
I
above equation the Heavyside function .& is equal to one if its
argument is positive. For negative arguments .& is zero. N is the
number of data points, N ref is the number of randomly chosen
reference pOints. I n order to determine the value of D corr' the
correlation integral C(r) is plotted versus the sphere size r. In the
absence of noise this log-log plot shows a single scaling region;
the slope gives the correlation dimension. For noisy periodic or
quasiperiodic motion a break-point is observed in the log-log plot,
whereas chaos gives rise to a single scaling region [44,69J. The
embedding dimension for the attractor is increased until D corr
reaches a constant value.
It is important to note that Amax may assume positive and Dcorr
may assume fractal values even for periodic and quasiperiodic
motion, if multiplicative noise is superimposed on the system. There-
fore, fluctuations must be taken into consideration in the inter-
pretation of Amax and Dcorr values for any experimental system.

IV. The BZ Reaction in the CSTR

The BZ reaction produces non-sinusoidal oscillations (relaxation

oscillations) which may be monitored by a Br- electrode, Pt elec-
trode or by spectrophotometric detection of Ce+ 4 at 350 nm in a

175
 0.15

W
0.10
....
HB E
c:
II>
P, In
t3
iCII
iCII

0.05

+---------r--------,--------~--------_+ 0
-z -1 o
log flllM-r~te I "in-1
Fig. 1)
Experimental bifurcation diagram (28.0°C) for concentrations given
in section I V for region A. The maxima and minima of the optical
density of Ce(l V) at 350 nm are plotted vs. the logarithm of the
flow rate. In region A period doubling (P2' P 4)and chaos (C, C ' ) is
observed, whereas the oscillation patterns in region B represent
periodic Farey sequences. The steady state in reg i on C is a focus
which shows excitability [66J in the neighborhood of the Hopf
bifurcation (HB, at k f =
0.38 min- 1 >. The lower HB,o occurs at
"'1.5 x 10- 2 min- 1 ; the excitability of the steady states below HB lo
is less than that in region C.

CSTR. We use a small compact reactor of 1.42 ml volume which is

a square shaped shortened spectrophotometric cell. The reactor is
fed by three identical 10 ml gas tight Hamilton syringes with Teflon
coated barrels. The syringe barrels are moved simultaneously by a
very precise syringe pump which is activated by a stepping motor.
The flow rate through the reactor is practically constant. The
reactor concentrations for low flow rates (Region A in Fig.1,
28.0 0 C) are 0.25 M malonic acid, 8x10- 4 M Ce3(S04)2' 0.1 M
KBr0 3 and 0.2 M H 2 S0 4 , We chose the latter temperature and
concentrations for comparison with literature data on chaos in
the BZ reaction [18J. For sim i lar reasons we chose the following
conditions for our measurements at high flow rates (Region B at

176
25.0 0 C): 0.3 malonic acid. 0.001 M Ce(N0 3 )3' 0.088 M KBr0 3
and 0.37 M H 2 S0 4 , An unsymmetric magnetic stirrer efficiently
mixes the reactor contents and the stirring rate was adjusted to
1200 rpm. The spectrophotometric data are taken every 0.5 s in
digitized form and analyzed on a V AX computer.

Numerical Simulations

We use the modified Oregonator [45J as a model for high flow

rates only. since it reproduces the experimentally found Farey
patterns. However. it does not reproduce the chaotic time series
found at low flow rates in Region A.

y > k1 = 2.0
A + < X + P k2 = 200
k2
k;3 >
X + Y < k4 2 P k3 = 3*10 6
k4 = 2*10- 5
kS
A + X < k6 > 2W kS = 42
k6 = 4.2*10 7
kZ k7 = 8*10 4
C + W < > X +
k8 k8 = 8.9*10 3
kg
> p k9 = 3*10 3
2 X < klO A + k10= 1* 10- 8

kj j
Z· > g Y + c k11 = 0.2

where A = Br03-' Z' = Ce+ 4 , C = Ce+ 3 , P = HOBr, W = Br02'

X = HBr02' and Y = Br-.
In order to simulate the boundary conditions of the CSTR the
appropriate flow terms are added to the differential equations. The
above rate constants are those of Field and Forsterling [56] except
for k 2 =200 which was chosen to fit the experimental data at high
flow rates. The k f value of the upper Hopf bifurcation shows only
qualitative agreement with experiment.
The experimental bifurcation diagram is shown in Fig. 1 for the
concentrations typical of Region A at 28.0 o C, where the maximum
and minimum Ce+ 4 concentrations are plotted versus k f . Further-
more 1/kf =t res ' where tres is the residence time.

177
Region A: Deterministic Chaos at· Low Flow Rates

Low flow rates correspond to residence times above 30 minutes.

We observed chaotic oscillations and period doubling in this region
in general agreement with the measurements of Swinney and co-
workers [5,6,9,10J. Chaos was found only if the commercially
available malonic acid was recrystallized (3 times) from H 2 S0 4 /
acetone mixtures as pointed out by Noszticzius et a\. [18J.
When the flow rate was decreased from 3.1x10- 2 min- 1 (residence
time 32 min) (Fig.1) we observed a region of period one (P 1) which
was followed by period doubling (P 2 and P 4) and an aperiodic
region C. Subsequently a region P 3 was measured followed by P 6
and by another aperiodic region C'. At the lowest flow rate a
region of P 1 (containing small amplitude oscillations only) is
obtained which is followed by a Hopf bifurcation (HB) which occurs
at "'66 min. ("'1.5x10- 2 min- 1 ). On the other hand, Noszticzius et al.
[18J found the following sequence for a corresponding decrease
in flow rate: P 1 , P 2 , C, P 6 , P 3 , P 6 , C, P 4 and P 2 (see Fig.2 in

1.2

0.8

x 0.6

~
~ 0.4 -

0.2

o
o 0.2 0.4 0.6 0.8 1.2 1.4 1.6 1.8 2

Fig.2a) TIME [see.] X lcm

Time series of the period-two oscillations marked as P 2 in region A

of Fig. 1. Optical density of Ce(IV) at 350 nm versus time.

178
 0.030,------------------------,

0.025

.-.. 0.020
<J)

.......
~

S 0.015

-eCO
---
l::S 0.010

i
~
0.005

~GA ( rod/sec.)
Fig.2b)
Fourier spectrum of the time series of Fig. 2a. The frequency at
0.034 rad/sec corresponds to the distance between two large peaks
(Fig.2a); the frequency at 0.067 rad/sec represents the distance
between a small and a large oscillation. The overtones also describe
the steepness of the peaks.

1.0

0.5

-0.5

-I. 0 o!----::-sO=-=O:----:-:10~00::---7.1S;!;.O:::-O----;::2;;;00:::-0----;::2::'::50:::-0----;::3;;;00:::-0-~3500
lRU
Fig.2c)
Autocorrelation function of the P 2 time series of Fig .2a. The
envelope eventually reaches a constant level indicating periodic
motion.

179
 z

Fig .2d)
The "noisy" attractor of periodic P 2 oscillations reconstructed
according to the SVD-method . The plane indicates the Poincare
section . The first three SVD-dimensions are plotted (X,Y,Z-axes).
I. 0 r-------------, O. s r - - - - - - - - - - - - - - ,
e
.. (..

0. 5 o .~ .
..., ..
o -0.5
.:.,. .

-0 . 5 -1.0
--.
.=><
-1.5
-1.0 -0.5 0 0.5 -1.5 -1.0 -o.S 0 0.5
x X In)

Fig.2e)
Poincare section obtained from the intersection with the attractor
shown in Fig . 2d. The clouds of closely lying pOints indicate the
presence of P 2 oscillations with substantial noise.
Fig.2f)
One-dimensional map constructed from the Poincare section shown
in Fig .2e. A cloud of pOints appears on e ither side of the diagonal
for P 2 '
180
 5.-----------------------------------------,

-5

-10

U
N
en
o
-15~------~------~--------~------~------~
-10 -8 -6 -4 -2 0
1092 (eps)

Fig.2g)
Log-log plot for the determination of the correlation dimension of
the P 2 attractor of Fig. 2d. Note the appearence of a break point
indicating the presence of noise. Above break point: Dcarr I':::l 1.4
(attractod; below: Dcarr I':::l 2.8 (noise).

ref.18). No Hopf bifurcation is cited. It is seen that the sequence

of period doubling is inverted in their experiments. Furthermore, we
observed P 6 only on the. lower flow rate side of P 3. As examples we
show the time series, Fourier spectra, autocorrelation functions,
attractors, Poincare sections, one-dimensional maps and the log-
log plots for the determination of D carr for the periodic P 2 (Fig .2a-g)
and aperiodic motion C (Fig.3a-g),respectively. It is obvious that
P2 represents a noisy limit cycle. A break point is observed in the
log-log plot for D carr (Fig .2g) which also indicates noisy periodic
motion. The aperiodic time series C is characterized by a relatively
broad Fourier spectrum and a "strange" attractor for the dimensions
1, 2 and 3 (x, y, z-axes, respectively, Fig.3d). The Poincare
section and the one-dimensional map of C show relatively continuous
curves which may be indicative of chaos. Interestingly, a break
point is also observed in the log-log plot (Fig .3g) for C which
indicates the presence of a mixture of chaotic and periodic motions
in this case. The calculated Dcarr (= 1.95) is probably an average

181
 l.2

0.6

0.6
o
......
x
~ 0.4
~
o
lI"I

'"

go.: - \IV IIVVVV II Vv

V V V' II V, II VV~
o 0.2 0.4 0.6 0.6 1.2 1.4 1.6 1.6 2
Fig.3a) TIME [sec.] X 1000

Time series of the aperiodic oscillations marked as C in Fig. 1.

Optical density of Ce(lV) at 350 nm versus time.

0.025,-------------------------,

0.020

l::l 0.010
~
......
~0.005

O"1EGA (rod/sec.)
Fig.3b)
Fourier spectrum for the aperiodic time series of Fig .3a. Note the
relatively sharp peaks that appear on a relatively high background
level.

182
 1.0

o.~

-0 . 5

- I. 0 O~--::Z~~O:---:~~OO=----,7~5-=-O-I~OO:-:O"---:
I Z':-:;O"'---'I;='=o-=-o- - 01~'S:::-0
--=zc!oO=-=-O---C2:-:!Z:-:SO:---:::'ZSDO
lRU
Fig.3d
Autocorrelation function for the C series. The autocorrelation
declines more rapidly than for P 2 (Fig .2C).
Z

y x

Fig .3d )
"Strange" attractor reconstructed from the aperiodic time series
of Fig.3a. The first - three dimensions obtained from the SYD-
algorithm are plotted.

183
 1. 0 , - - - - - - - - - - - - - , 1. 25
e
1. 00
0.5
0.75 .....

o 0.50

.. \.: ..... 0.25 .. :.

-0.5 ..
.
'

. ~.
.~. -- 0

- 1. 0 L---''-----'_---'.,-----'_--L_---l
-=x -0.25
o 0.5 1.0 0 0.5 1.0
x X (n)
Fig.3e)
Poincare section constructed from the attractor of Fig. 3d. The
points of intersection lie on a relatively continuous curve.
Fig.3f)
One-dimensional map obtained from the Poincare section of Fig.3e.
The pOints show great scatter indicating the presence of noise
partially obscuring the deterministic str.ucture of the attractor. For
pure chaos a continuous curve with at least one extremum is
expected.

5,-------------------,

-5

-10
U
N
OJ
o
-~10~.70----~7~.5~---~5.~0----2~.75---~O---~2.5
1092 (eps)

Fig.3g)
Log-log plot calculated from the attractor of Fig. 3d. The appearance
of a break point is probably due to noise driving the oscillatory
system back and forth between a periodic and a strange attractor.
Pure chaos would not show any break point even in the presence
of noise as observed in several models. Above break point:
DcorrR:l 1.95 (attractor); below: Dcorr = 3.0 (noise).

184
 =
between periodic (D corr 1.0) and chaotic motion (D corr >2.0). It
has to be assumed that the k f range for chaos C is too narrow to
be resolved in pure form. Instead, the natural fluctuations present
in the CSTR shuttle the system statistically between the periodic
and chaotic regions. The additional observation of period doubling
(Fig.1) is a strong indication for deterministic chaos in the BZ
reaction at low flow rates.
At a somewhat higher KBr0 3 concentration (0.14 M) Swinney
and Roux [SJ reported a sequence of periodic and chaotic states
when their residence time was increased from 0.5 h up to 2.5 h.
In their Fig.6a in ref.S P 1 (relaxation oscillations) was followed by
a chaotic region C 1 . When the residence time was further increased,
these authors observed the periodic states P 2 , P 3 , P 4 and P s
each separated by regions of chaotic oscillations. Our measurements
under identical concentration and temperature conditions generally
support their interpretation of the observed states in terms of a
universal sequence. However, we differ in some details: Period
doubling occurred without the appearance of a chaotic regime
between P 1 and P 2 as expected. Furthermore, the kf-range of any
chaotic state was much narrower than the ranges of the periodic
states. Among the periodic states of the U-sequence we observed
P 4 (2 small, two large oscillations per period), P s (made up of one
large, one small, another large and two small oscillations), P 3
(2 small, one large oscillation), PS' (4 small, one large oscillation),
P s (5 small, one large oscillation) and finally P 12 (one large, 11
small oscillations). At residence times above ",70 min we exclusively
observed small amplitude oscillations. A Hopf bifurcation occurs at
",75 min for 0.14 M KBr0 3 and 28.0 o C.
A chemically reasonable theoretical model describing the sequence
of the above states is not available so far. It is certain that it will
have to include elementary steps involving organic radicals as inter-
mediates.

Region B: Farey Patterns at High Flow Rates

Previous authors have postulated the presence of chaos in this

tres region between 4 and 9 minutes [1, 19J. The following experi-

185
ments show that the observed aperiodicities may be interpreted as
amplified statistical noise. In Region II a number of multimode
oscillations are observed whose patterns are arranged according
to the Farey arithmetic for a continuous change of k f . A Farey
pattern L 5 consists of large (U and small (5) amplitude oscillations
which may also be represented by the firing number F = (5/(L +5)),
The sum of two firing numbers F 1+F 2 is constructed in analogy to
the Farey sum as (51+52)/(51+52+L1+L2). A plot of the firing
numbers versus kf is called the devil's stair case. We have
measured the Farey sequence in the k f range from 0.156 to
0.206 min- 1 as 21, 2 12 2 , 2 2 , 2 2 2 3 and 2 3 whose firing numbers
are 1/3, 3/7, 2/4, 5/9 and 3/5, respectively. The time series and
Fourier spectrum of the 21 pattern is shown in Fig.4 as an example.
There are two commensurate frequencies together with their
overtones. A plot of the calculated Amax values versus kf is
instructive (Fig.5)' It shows that the .Amax values of the Farey

0.4

0.3

0.2

I I I I I I I I I I I II I
600 800 1000 1200 1400 1600 1800 2000

Fig.4a) TIME (sec)

Time series of the 21 oscillation in the Farey region. The pattern

consists of two large and one small peaks; its firing number is 1/3;
k f = 0.156 min- 1.

186
 0.0175

,.-... 0.0150
en
......
.j-J

C
:::J 0.0125

.0
I.- 0.0100
ro
'-"

w
Q 0.0075
=>
.....
I-
-l 0.0050
a..
:E
<l:
0.0025

00 0.(0

OMEGA (rod/sec.)
Fig.4b}
Fourier spectrum of the 21 pattern of Fig. 4a. Two commensurate
frequencies are present together with some overtones. The second
frequency (= 0.11 rad/sed is identicai with the first overtone of the
first frequency (= 0.055 rad/sec).

patterns are slightly positive and they increase sligthly with in-
creasing kc On the other hand the A lTlax values of the patterns
in-between are strongly positive. The latter show relatively aperio-
dic time series since the fluctuations in the CSTR are sufficiently
large to drive the bifurcation parameter from one Farey pattern
into another in a statistical fashion. Therefore the aperiodic time
sequences are statistical and not chaotic in nature. This is supported
by their Fourier spectra, Poincare sections and one-dimensional
maps (not shown).
When the A lTlax values for the modified Oregonator model with
3% superimposed noise are plotted in a similar fashion, an analogous
picture is obtained. We therefore consider the modified Oregonator
as a good model for high flow rates. Since the Oregonator is known
not to produce any chaos, the theoretical aperiodic time series at
high flow rates are due to a statistical mixture of neighboring

187
 0.0200.--------------------------,

0.0160

0.0120
I-
z:
W
z:
c
a..
x
w
0.0080
>
0
z:
:::>
a..
~
>-
...J

x
0.0040
~
:E:

0.0000 L-.-'-_..l.----l_-L.._-'-____L~::.L.:'___'_____L_ _'__ _'___I._~_'__--'

0.1500 0.1580 0.1660 0.1740 0.1820 0.1900 0.1980 0.2060

flowrate (min-I)
Fig.S}
The maximum Lyapunov exponent {calculated according to the WSSY-
method} in the Farey region is plotted vs. the flow-rate. The low
Arnaxvalues correspond to Farey-ordered periodic states as shown,
whereas the high values for Arnax are due to statistical mixtures
of neighboring patterns.

periodic time patterns. Thus the experimental aperiodic patterns

may be confidently interpreted as amplified statistical noise in the
Farey region and not as deterministic chaos.

Region C: The Steady State (Focus) and FluctLiations

Fluctuations have dramatic effects on steady states, if the latter

are located close to a bifurcation pOint. The steady state is termed
as excitable, when the natural fluctuations cause irregular sequences
of low amplitude damped oscillations. Here the'chosen steady state
is located 3% above the Hopf bifurcation (critical flow rate) at
kf c = 0.38 min -1. In order to superimpose experimental fluctuations
on the steady state we changed the flow rate after each constant
time interval according to a Gaussian distribution. Amplification of
the fluctuations occurs since the average amplitude of the response
at the steady state is substantially larger than the average amplitude
188
 30

N
25
<:

'"
"0
~

~ 20
g
co

'"<:
V>
0
15
c.
V>

'"
....
2;;
10
~
V>
>.
"0
co
2;;
V> 5

perturbation amplitude in %
Fig.6)
Amplification of fluctuations. At a flow rate of 1.03 k~ (region C
in Fig. 1) an excitable steady state is observed. The standard
deviation of the steady state signal is plotted vs. the amplitude of
superimposed fluctuations (Gaussian distribution). If no fluctuations
were imposed, the standard deviation of the steady state was 2.4%
due to the natural noise in the reactor. With superimposed
fluctuations, however, the response amplitude was higher than the
disturbing amplitude as seen from the slope of the plot; thus
fluctuations are amplified in the vicinity of a bifurcation.

of the superimposed fluctuations (Fig.6)' The maximum effect of

the noise is observed at the resonance frequency of the focus
whose period is about "'24 s in this region. When the standard
deviation of the superimposed fluctuations is increased to ± 10%
occasional bursts occur whose amplitudes are comparable with
those of the Farey patterns (Fig.?). The bursts are consistent with
the experimental fact that the bifurcation parameter k f is statistically
moved across the Hopf bifurcation into the OSCillatory region by the
superimposed fluctuations. Simulations with the modified Oregonator
with superimposed Gaussian distributed fluctuations are in very

189
 0.4

0.3

Ec
0.2
0
U'\
~
Q
0

0.1

200 400 600 800 1000 1200 1400 1600 1800 2000

TIME (sec)
Fig.?)
Region C: Experimental time series at 1.03 k fc with 10% s'-:!per-
imposed Gaussian distributed fluctuations. Irregular small amplitude
oscillations together with occasional bursts are observed.

good agreement with these experiments. The excitability is observed

over a relatively wide kf-pulse duration range since the resonance
peak of the focus becomes wider if Gaussian distributed noise is
used instead of a sinusoidal perturbation.
Thus it is obvious that the present aperiodic time; series (Fig. 7)
at the steady state including bursts represent statistical aperio!=licity
which should not be confused with deterministic chaos.

Stirring Effects

In general, stirring rate changes in a CSTR may have profound

effects on the oscillation patterns of nonlinear oscillators. Stirring
effects were reported in experimental systems by a number of
workers [57-62,4J. We have found no experimental evidence that
an increased stirring rate might shift the BZ reaction from a
periodic to a chaotic state as one report [4J maintains. On the
other hand, a reduction of the stirring rate below ""500 rpm (in

190
our reactor) will always lead to the appearance of strongly aperiodic
time series which clearly originate from the presence of large
fluctuations due to imperfect mixing and not from the intrinsic
chemistry of the reaction. We conclude that a small compact reactor
such as the one used in this work is a relatively efficient mixing
device at stirring rates above '" 1000 rpm. However, fluctuations
will always be present even above 1000 rpm whose magnitude and
average frequency will obviously depend on the rate of stirring.
Furthermore, at very high stirring rates above 1800 rpm we observed
a decrease in stirring efficiency in our reactor. Stirring effects
are expected to be particularly large if the attractor is relatively
nonuniform [64], i.e. if the differential equations are relatively
stiff.

V. Conclusions

The first account of chaos in a chemical reaction was reported

in the BZ reaction at high flow rates (residence times of 4-8 min)
[1,19]. As shown in this work, the oscillation patterns follow the
Farey arithmetic in this region of high flow rates .The oscillations
occurring between two resolvable Farey patterns are very sensitive
to fluctuations in agreement with computer simulations of the
modified Oregonator with superimposed fluctuations. Thus we
conclude on the basis of our analysis that the aperiodicity measured
in the BZ reaction for high flow rates represents amplified statistical
noise rather than deterministic chaos. The excitability of the
steady states (focus) in the neighborhood of the Hopf bifurcation
can be demonstrated by superimposing Gaussian distributed noise
on the flow rate. If the standard deviation of the response signal is
larger than the amplitude of the superimposed fluctuations, then
the steady state acts as an amplifier of statistical fluctuations.
Amplification occurs only close to a bifurcation point.
At low flow rates deterministic chaos in the BZ reaction has
been characterized earlier by Swinney and coworkers with residence
times between "'48 and ",71 min [18]. A similar scenario has been
verified by us. We found the pure chaotic regions to be narrow in

191
the BZ reaction at 0.1 M KBr0 3 . The first chaotic region is reached
from the periodic state P 1 by period doubling where periods higher
than 4 could not be experimentally resolved on account of the
"disturbing" fluctuations which are present in any reactor. The
system leaves the first chaotic region via period three. By period
doubling to period 6 the system passes into another chaotic region
C' of narrow width from which it eventually evolves into period
one. A Hopf bifurcation from period one to a steady state (focus)
marks the oscillatory lower limit of the system under the conditions
of the given concentrations and temperature (28.0 o Cl. The upper
Hopf bifurcation occurs at k f = 0.385 min- 1. On the other hand, at
higher KBr0 3 concentrations the U-sequence regions and the
chaotic regions seem to be somewhat wider. The deterministic chaos
found in the BZ reaction at low flow rates is of low dimensionality.
In the course of our investigations on deterministic chaos we
implemented a number of statistical methods for chemical reactions
such as the singular value decomposition [38J and the determination
of the experimental correlation dimension [42J. We found the
method of the singular value decomposition to be the most flexible
and precise method to construct the experimental attractors
because it allows the elimination of instrumental noise. Any distinc-
tion between chaos and statistical noise is possible only if the
fluctuations in the reactor are relatively small, i.e. if stirring is
efficient and if the reactor is compact. Otherwise the existing noise
will obscure the deterministic structure of the attractor whether it
is periodic or chaotic. Large fluctuations at low stirring rates tend
to produce aperiodic time series in any reactor. Therefore it is
useful to extrapolate Amax and D corr to high stirring rates in
order to approach the case of low amplitude fluctuations [70,71].
Aperiodic motions observed in any chemical oscillator should be
carefully analyzed with the use of all available statistical methods
in order to distinguish between real deterministic chaos and ampli-
fied statistical noise as shown by the example of the BZ reaction.
If all measures including the routes to chaos are pos itive, the
presence of deterministic chaos is indicated.

192
Acknowledgement

We gratefully acknowledge helpful discussions with F .Buchholtz,

A.Freund and Th.M.Kruel. We thank R.J.Field for preprints of his
work. We also thank the Volkswagenstiftung and the Fonds der
Chemischen Industrie for partial financial support.

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196
Isotropic Automata for Simulations of Excitable Media:
Periodicity, Chaos and Reorganization
M. Markus and B. Hess
Max-Planck-Institut fUr Ernahrungsphysiologie, Rheinlanddamm 201,
D-4600 Dortmund 1, Fed. Rep. of Gennany

Abstract. Cellular automata have been used for the simulation of excitable media
as an efficient alternative to partial differential equations. However, the
automata proposed so far are anisotropic since the shapes of the propagating
waves are related to the shapes of the cells (e.g. squares or hexagons). This
problem is solved in the present work by automata based on a random distribution
of excitable elements. Using a (minimal) model with only three parameters, the
following results are obtained, in good agreement with experiments: periodic
patterns in two dimensions (target patterns and spirals) and three dimensions
(scroll waves), eikonal relationships (normal velocities as functions of the
curvature of the wavefront), spatiotemporal chaos for spatially periodic inhomo-
geneities, reorganization after suppression of these inhomogeneities. An exten-
sion of the model including two more parameters yields a dispersion rel ation
comparable to that obtained from measurements and from an analysiS of the rele-
vant partial differential equations.

1. I nt roduct ion
This work presents a novel theoretical approach to the simulation of excitable
media with cellular automata. Using spatially randomized elements, this approach
solves the long-lasting problem of anisotropic wave propagation.
In this introduction, some features and examples of excitable media shall be
briefly reviewed (for details see: [1-3]). The main features of these media are
determi ned by the processes shown schemat i ca lly in Fi g. 1, and they can be
described as follows. Each element (e.g. a 1 iving cell) of an excitable medium
is capable of undergoing a fast transition into an "excited" state if it is
triggered by a threshold-transgressing perturbation. After this transition the
element becomes "refractory" (or "exhausted") slowly recovering its excitabil ity
until it becomes "receptive" and can be excited again. Excited elements can
tri gger spat i ally neighbouri ng el ements through transport processes. In thi s
way, waves may be formed which have the following properties: they suffer no at-
tenuation, high frequency waves annihilate low frequency waves, waves with equal
frequency annihilate each other at the points of collision, and they are not re-

r---;~::;:;;;:-I------"'-----~
EXCITED
REFRACTORY
STATE
STATE
--------, ~
I
trigger long
"'t""
by time
transport I

TI
S~:!C--I----t-
~ RECEPTIVE
STATE
Fig. 1: States and transitions in
excitable media

Springer Series in Synergetics, Vol. 48 197

Dissipative Structures in Transport Processes and Combustion
Editor: D. Meinkohn © Springer-Verlag Berlin, Heidelberg 1990
flected at the boundaries of the medium. This type of wave has been observed in
a number of biological tissues, animal populations, chemical reagents, and phy-
sical systems. Examples are:
i) El ectri ca 1 act i vi ty propagating along the membrane of a nerve axon [4].
The excited state is characterized by a depolarizing membrane with high conduc-
tivity, the refractory state by a depolarized membrane, and the receptive state
by a polarized membrane with low conductivity.
ii) Cortical waves of contraction on the surface of fertilized eggs [5].
iii) Spreading depression of the retina [6] and on the cerebral cortex around
electrically stimulated areas, epileptic foci [7] and obstacles ("holes") caused
by suppression of neural activity [8].
iv) Neuromuscular waves in heart tissue [9-13] with states defined as in i).
v) Aggregating populations of the sl ime mould Dictyostel ium discoideum [14-
19].
vi) Infectious diseases travelling through biological populations, such ·as
rabies among foxes [20-22]. Here, the different states are defined in a simple
way: the receptive state corresponds to health, the excited state to illness,
and the refractory state to immunity.
vii) Catalysis of CO-oxidation by palladium crystallites [23].
viii) The Belousov-Zhabotinskii (BZ) reagent [24-29] and other chemical reac-
tion systems [30-34]. In contrast to the examples i) to vii), which refer to me-
dia composed of distinct cells, these systems are continuous. However, they be-
have analogously to discrete systems and they can be described by artificially
discretizing the reacting solution into elements that behave as functional units
[35]. Because of its easy experimental implementation and its analogy to other
excitable media, the BZ-reaction has been widely used as a model excitable sy-
stem. .
ix) Shock-driven waves of star formation in the interstellar gas and dust of
spiral galaxies [35-37].
Typical phase planes for excitable systems are shown in Fig. 2. u is the so-
called propagator (or trigger) variable and v the recovery (or controller) va-
riable. f(u,v), resp. g(u,v), is that part of du/dt, resp. dv/dt, which does not
contain transport terms. In particular, a reaction-diffusion system is described
by the equations
au
- = 01 v 2u + f(u,v) (la)
at
(a) (b)
v v

U
Fig. 2: Typical phase plane plots for excitable media. 1: Receptive state;
around 2: exci ted state; around 3: refractory state. Continuous 1i nes:
nullclines. Dashed lines: trajectories starting from the receptive state. Dotted
1i nes: trajectori es starting from the refractory states. (u: propagator
variable; v: recovery variable)

198
 av
-- = D2 ~2V + g(u,v) (lb)
at
The solid lines in Fig. 2 show the nullclines of a system that is assumed to be
time-dependent only, e.g. through homogenization of a chemical system. The
dashed lines are trajectories parametrized in time, starting from the receptive
state. The dotted lines exemplify the possibility of trajectories starting from
the refractory states. The latter trajectories are relevant to model II
(described in section 3) and to section 4.5.
As an example of a phenomenon corresponding to Fig. 2a, we discuss here the
BZ-reagent. In this system, 4 corresponds to bromous acid (HBr0 2). The reaction
is catalyzed by a compound which can switch between a reduced form (ferroin) and
an oxidized form (ferriin). The latter corresponds to the variable v. The
receptive state (indicated by the number 1 in Fig. 2) is characterized by low
HBrO and reduced catalyst. Diffusion of small amounts of HBr0 2 from
neig~bouring regions, being large enough to cross the "bump" around the minimum
of the curve f(u,v)=O triggers an autocatalytic increase of HBr0 2• This process
goes along with an oxidation of the catalyst, leading to the excited state
(around number 2 in the figure). A reaction which consumes ferriin, malonic acid
and bromomal oni c acid produces Br- . Br- reacts wi th HBr0 2 1eadi ng to the
refractory state (around number 3 in the figure) and finally to the receptive
state (number 1 in the figure).
As an example of a phenomenon corresponding to Fig. 2b, we discuss the aggre-
gating field of the slime mould. We correlate the biochemistry of the system with
the states described above, invoking the model by Martiel and Goldbeter [38]. In
Fig. 2b, u corresponds to (cAMP)e ([cAMP] outside the ,cells) and v to the frac-
tion of the membrane receptor which is sensitive to (cAMP) • (cAMP) increases
autocatalytically (as it binds to a membrane receptor in eits sensifive state)
after a small perturbation due to transport of small amounts of (cAMP)e' This
perturbation has to exceed the width of the bump around the maximum of the
nullcline f(u,v)=O at the upper left part of the figure. The large concen-
tration of (cAMP) resulting from the autocatalytic process desensitizes the
membrane receptor e(v decreases) at the excited state (around number 2 in the
figure). After thi s, (cAMP) decreases as it is consumed by the enzyme phospho-
diesterase. The receptor fecovers its sensitivity (v increases) during the
refractory state (around number 3 in the figure). Finally, the system ends up in
the receptive state again (number 1 in the figure).

2. Cellular Automata and the Problem of Anisotropy

As an efficient alternative to partial differential equations, simulations have
been performed using cellular automata [23,35,39-42]. However, the automata pre-
sented so far suffer from the drawback that the shape of the cells (e.g. squares
or hexagons in two dimensions) propagates into the macroscopic scales, thus lea-
ding to waves of the same (or related) shape. In other words, the wave propaga-
tion is anisotropic.
As an example of cell shape propagation, Figs. 3a and 3b illustrate a two-di-
mensi ona 1 cell ul ar automaton with square cell s. It is assumed that all ei ght
neighbours of an excited cell can be excited ("Moore neighbourhood"). Fig. 3a
shows the propagation of a target pattern starting from a single excited (black)
cell. In can cl early be seen in thi s figure how ani sotropy ari ses due to the
propagation of the square shape of the cells: the velocity in the direction of
the cell diagonals is V2 times larger than in the direction of the cell edges.
Fig. 3b shows the anisotropic development of a spiral wave in the same automa-
ton. As a further example, Figs. 3c and 3d show how hexagonal cells lead to he-
xagonal waves and thus also to anisotropy.
In an attempt to attain isotropy, we tested the effect of an aperiodic Pen-
rose-lattice [43] on wave propagation. We assumed that all neighbours sharing at
least one corner with an excited cell are also excited. The result is shown in

199
 t-4

(0) • • • •

(b) • • • •

(C) • • • • •

(d) • • • • •
Fig. 3: Cellular automata with periodic grids revealing the propagation of the
cell shape into the wave shape. (a,b): square cells; (c,d): hexagonal cells.
Black: excited. Dashed: refractory. White: receptive. (a,c): development of a
target pattern. (b,d): development of a spiral wave

Fig. 4: Target patterns developing

in an automaton with an (aperiodic)
Penrose lattice consisting of "ki-
tes" and "darts" [43]. The excited
wavefront is shown at t=I, 6 and
II. Instead of a circular wave, a
decagon is obtained.

Fig. 4 for a target pattern. One sees that the wave is irregular for small times
and pi ecewi se 1 i near wi thi n angl es equal t.o 36° (i. e. decagonal) for 1arge times.
Thus, the aperiodicity of this lattice is not sufficient for isotropic propaga-
tion, but leads to a tenfold symmetry, as is also obser.ved in difffraction pat-
terns measured with some aperiodic alloys [44].
The problem of anisotropic cellular automata is also encountered in fluid dy-
namics. In fact, the Hardy-Pomeau-dePazzis model [45], which uses square cells,

200
is highly anisotropic. The Frisch-Hasslacher-Pomeau model t46], which uses an
hexagonal lattice, is isotropic but is confined to two dimensions. The so-called
"face-centered hypercubic" model [47] is isotropic in three dimensions, but it
operates in a four-dimensional space, thus requiring unsatisfactory large
computational effort. An arbitrary-dimensional approach to the modelling of
fluid dynamics with cellular automata is presented in this volume [48].
In order to perform realistic automata simulations of excitable media, the
anisotropy problem has to be solved. As an example to illustrate how important
it is to have an isotropic model, one may consider the collision of two waves,
as descri bed by Foerster et a1 [49]. At the regi on of colli s i on, an ei kona 1
equation relating the velocity and the curvature of the wavefront should hold.
This equation is one of the essential ingredients of any theory describing wave
propagation [27J. However, in automata leading to square or hexagonal waves the
curvature at the collision region is either undefined or zero. Only circular
target patterns, as obtained from an i sotropi c system, wi 11 show the right
collision behaviour.

3. Model and Graphical Display

In order to solve the anisotropy problem we suggest to randomize the geometry of
the model. Our ansatz is shown in Fig. 5. The two-dimensional (resp. three-
dimensional) medium is divided into square (resp. cubic) cells with side length
d. One point is placed randomly in each cell. Although randomness is introduced
here primarily to attain isotropy, it is also justified by being more similar to
natural cell distributions than spatial periodicity.
Anisotropy can be quantified by the measure
(2)

where v , resp. v. , are the maximum, resp. mlnlmum, velocity with respect to
the di~Ction of p~6pagation [50]. The "quasi-homogeneity" constraint of one
point per cell was imposed here to reduce computational effort, while ensuring
isotropy. In fact, calculations showed that without this constraint, the number
of points had to be multiplied by a factor 10 2-10 3 to yield comparable values of
a because of the arising stochastic inhomogeneities.
Each point of the automaton (see Fig. 5) may assume N+2 states S: S=O (recep-
tive state), S=1,2, ... ,n (refractory states) and S=n+1 (excited state). The
states S(t+1) are determined iteratively (t: time) at each pOint from the states
S(t) as follows. First, a circle (or sphere, in the three-dimensional case) C
with radius R is drawn around the point under consideration (in analogy with
Huygen's principle) and the number v of excited cells within C is counted. In an
approximation in which excitabil ity of the refractory states (as indicated by
the dotted lines in Figs. 2a and 2b) is neglected, the following rules are

..
aplied (model I):

• • • • •
• •
y
"-
• t
•
•
•
• •
• • I~• ~
• ·I-R r--. •
• ,\• .J
.•
• •
• • • Fig. 5: Geometrical setup for the
cellular automata used in the
• •
/
~ ......
• - ,../
• • present work. Each point is ran-
domly distributed within each
• • • • • cell. Excitation occurs within
• • • the radius R.

201
a) If S(t)=O and v~m, then a(t)=n+l (m is a given threshold)
b) If S(t)=O and v<m, then a(t)=O
c) If S(t}=1,2, ... ,n,n+l, then a(t}=S(t}-1
d} If a(t)=1 or n+l, then S(t+l}=a(t}
e) If a(t)=2,3, ... ,n, then S(t+l}=[<a(t»], where the brackets <> indicate the
average over all pOints within C, and the GauBian brackets [] indicate taking
the next integer.
Altogether, model I contains only three control parameters: r=Rjd, nand m. A
large number of parameters is needed to include excitability of the refractory
states (see dotted lines in Figs 2a and 2b) leading to dispersion (dependence
of the velocity of planar waves on the period [27]). In that case, we make the
ansatz
m = mo + p Set) (3)

where S(t}=O,I,l, ... ,S • Here, it is considered that for increasing S the di-
stance from the thres~~l d also increases (see Fi g. 2) and thus i ncreas i ngly
large perturbations are needed to trigger the system into the excited state. The
states S +1, ... ,n,n+l are assumed to be non-excitable. The rules now have to be
rewritteW'xas follows (model II):
a) If S(t)=0,1,2"",Smax and v~ mo + p (S(t), then aCt): n+l
b) If S(t)=O and v< mo + p Set), then a(t)=O
c) If S(t)=1,2, ... ,Smax and v< mo + p S(t), then a(t)=S(t)-l
d) If S(t)=S~x+l, ... ,n,n+l, then a(t)=S(t)-1
e) If a(t)=1 or n+l, then S(t+l)=a(t)
f) If a(t)=2,3, ... ,n, then S(t+l)=[<a(t»J.
Model II contains five control parameters: r,n,m, p and S •
For the graphical representation of the resu9ts in two ~fmensions, one pixel
(picture element) is assigned to each square and is given a grey value according
to the state of the point within that square. The darkness of the grey shading
increases with decreasing S (S=n+l, n, ... ,I,O). In three dimensions, only the
state S=n+l (excited front) is shown in the back half of the medium and the dar-
kness of the grey shading increases as cells lay deeper in the direction perpen-
dicular to the plane of the figure.
4. Results and Discussion
4.1. Two-dimensional Circular Waves and Spirals
Typical examples of simulations of waves in two dimensions using model I are
shown in Fig. 6. The isotropy of the model can be visualized in this figure by
the "round" shape of the waves (Fig. 6b), in contrast to the polygonal (or

Fig. 6: Simulation of two-dimensional waves; (a) configuration at t=O; (b): con-

figuration at t=68
202
nearly polygonal) shapes shown in Figs. 3 and 4 or reported elsewhere [23,35,39-
42].
The medium in Fig. 6 has 750x600 cells. r=10, n=4, m=l. The different states
are shown usi ng grey shadi ngs with i ntens it i es monotonously decreasing (from
light to dark) with decreasing S (S=n+l,n, ... , 1,0). The initial conditions are
given in Fig. 6a. A single spiral (upper left of Fig. 6) is initiated by a
rectangular array of excited cells (width R) buffered on one side by rectangular
arrays of the same width and decreasing S. This is a general ization of the
concept of "buffering" described by Madore and Freedman [35]. The single spiral
develops at the free ends of the rectangular arrays, analogously as in
experiments where spi ra 1s form at the free ends of di srupted chemi ca 1 waves
[28]. A double spiral (upper part of Fig. 6, left of the center) is initiated by
two excited rectangular arrays meeting at a common cross section but buffered on
opposite sides, and the three-armed spiral (upper right of Fig. 6) by three
buffered rectangular arrays meeting at a common cross section .
Measurements of two- and three-armed spirals have been performed by Agladze
and Krinsky [24] and are comparable to the simulations shown in Fig. 6. A parti-
cular result, both in the present simulations and in experiments, is the occur-
rence of oscillations of the distance between the arm-tips of two- and three-
armed spirals. Setting n=6, r=6, m=l, the dynamic behaviour shown in Fig. 7 is
obtained with model 1. The distance between the arm-tips as a function of time
is given in Fig. 8, which yields an oscillation period equal to 9 iterations and
an amplitude equal to 0.18 x pitch. (The pitch is defined as the spiral wave-
length far from the center). The period and amplitude of these oscillations has
not been determined quantitatively in experiments as yet.
The target patterns emerging from the lower left part of Fig. 6 are initia-
ted by a single, periodically excited pacemaker point, which operates analo-

t =0 t=40 t =42

t=44 t =45 t =46 t=48

Fig. 7: Simulation of the dynamics of a two-armed spiral

:I:

-
~ 0.6
a::
w
~ 0.5
~
5!2
o Fig. 8: Oscillations of the distance
40 50 60 n between the arm-tips in Fig. 7

203
gously to the sinus node of the heart. The period of the pacemaker is set here
to 10 iterations. In the rectangular domain (indicated by white borders), n is
temporarily set to 16 for 33~t~46, while at other times and elsewhere, n=4. This
trans i ent inhomogeneity of n s imul ates here an inhomogeneity of the myocard,
which appears at some stages of infarction and has been descrtbed as the cause
of the sudden increase of heart rate during paroxysmal tachycardia (see e.g.
[51]). The mechanism of the tachycardia can be understood with the help of Fig.
9, which shows the temporal development of the lower left of Fig. 6a. The
inhomogeneity, which appears at t=10, is first passed by a circular wave at t=35
and has not recovered its excitability when the next circular wave passes
through it (t=46). Thus, the second wave is broken. When the rectangle recovers
its excitability (t>46), the free ends of the broken second wave curl into spi-
rals. These spirals have a hJgher frequency (smaller wavelength and same velo-
city) than the target patterns. Therefore, the spirals annihilate the waves
emerging from the pacemaker (t=52 through t=92) and thus an overall pulsation at
a higher frequency takes over.
Because the spirals responsible for heart arrhythmia, as simulated here, are
sustained without a pacemaker one speaks of a "self-maintained heart trouble".
It is noteworthy that the spiral frequency is unique for a given medium, while
the pul sat i on due to the pacemaker may (i n general) have a broadband spectrum
(not shown in Fig. 9). Thus, the spirals may account for the observed narrowing
t :0 t=32 t =35 t =46

t =49 t=52 t=56 t =68

t =94 t: 106 t : 131

Fig. 9: Simulation of a heart arrhythmia, corresponding to the lower left of

~igs. 6a and 6b, and of a therapeutical procedure. The upper left picture shows
the pacemaker (point at the bottom) and the zone where the system is transito-
rily inhomogeneous at later times (rectangle). Concentric waves emerging from
the pacemaker break at the inhomogeneity (t=46) and spirals are formed. These
spi ra 1s anni hi 1ate the concentri c waves (t=52 through 92). As a therapy, a
defibrillating electric shock (between t=92 and t=93) causes vanishing of the
spirals (t=94) and the circular waves reappear (t=106, 131)
204
of the ECG spectrum obtained during ventricular fibrillation. It ha~ been poi~­
ted out [52] that this narrowing contradicts the widely supposed notlon that fl-
brillation is related to chaos: actually one observes a so-called "pathological
periodicity" instead of a "chaotic disease". A well known medical procedure f?r
stopping arrhythmias are depolarizing electric shocks, using a so-.called defl-
brillator. In this work, we simulate this procedure by slmultaneously
depolarizing, i.e. setting S=n+1, all receptive cells (S=O) between the itera-
tion steps t=92 and t=93. This stops the propagation of the spirals (t=94) and
the pacemaker is able to reassume its function, as exemplified in the figure for
t=106 and t=131.

4.2. Rotation Around Obstacles and the Spiral Core

Fig. 10 shows a simulated wave rotating around a non-excitable round obstacle
("hole") at five consecutive time steps separated by L>t=10 iterations. Model I
was used with r=6, n=6, m=l. The white arrow indicates the direction of rota-
tion. This result is comparable to measurements of increased extracellular [K+)
(with suppressed neural activity) rotating around an obstacle caused by thermo-
coagulation in the rat cortex [8].

Fig. 10: Simulation of a wave Fig. 11: Simulation of a spiral wave

rotating around a hole and rotating around its core (white
shown every ten iterations circle)

Waves rotating around an obstacl e were actually the fi rst waves in an exci-
table medium simulated with a cellular automaton [39]. These historical simula-
tions were intended to mimic rotating waves during heart arrhythmias. Later on,
however, it was found that the presence of a hole is not a necessary condition
for thi s type of waves. It was shown that waves may rotate around a regi on of
low and constant excitation, which develops autonomously: the spiral core. Fig.
11 shows the core (white circle) calculated with the present automaton (model
I). The visualization of the core is possible here due to the high resolution of
the simulation (n=12, r=12, m=l). The tip of the spiral - defined by the point
of the excited front where the curvature changes its sign - rotates around the
white circle. Within this circle, S is relatively low and almost constant, as
shown in Fig. 12a. In this figure, S is displayed as a function of the cell ab-
szissa-index for all iterations during one rotation of the spiral. The ordinate-
index passes through the center of the core and is set constant. The core is de-
termined by the region where never S=n+1 (=13 in this case). This region is
given in Fig. 12a by the interval 184~x~203.
The numerical determination of the spiral core is a remarkable outcome since
alternative calculations [27] have required the introduction of the core radius
as an empirical parameter, instead of renderring its value as a result of
calculations.
205
 (a)
13 r-
I
12 ~ ,-
S 11
~
10
\\\ J. J_
~ I I

"
9
8 \\\\ I I
7 \ \'~ I I
6 \ \ \\\\\\ 11/
5
4
\ \ w:tJ.!\ I I J
3 \ 111 \ \\ I
2
\
1
o
160 180 200 220 X (mm) X

Fig. 12: (a): Simulation of consecutive profiles of the state S along a cross
section through the spiral core of Fig. 11. (b) Profiles measured in the BZ
reagent by Zs. Nagy-Ungvarai, S.C. MUller and B. Hess, submitted for
publication

405

-
~
330

-
w
~ 255
Q.

180

Fig. 13: Overlay of eight suc-

105 cessive 1ines of equal scattered
1ight intensity, measured during
30+---~--'---~---r--~--~
spiral rotation of aggregating
30 105 180 255 330 405 480
cells of the slime mould D.
discoideum. This overlay reveals
X (PIXEL) the spiral core (from [19])

The simulations shown in Fig. 12a are comparable to measurements with the BZ
reagent given in Fig. 12b. The latter diagram shows profiles of the intensity of
light (given in grey levels) passing through a thin layer of the reagent at
equidistant times during one spiral rotation [28].
Figure 13 shows isointensity lines extracted from observations of aggregating
social amoeba D. discoideum, revealing the core of a spiral wave [19]. In this
core, the cells remain at a stable stationary state. Its radius is ",300 Jlm,
corresponding to ",1100 cells. For comparison, the number of model cells in the
core obtained in the case of Fig. 11 and 12a is 280. Thus, about 4 amoeba are
simulated by one cell of the model.

4.3. Isotropy
The isotropy of the present model, which is made qualitatively visible in the
simulations illustrated here, can be quantified by the measure 0, as defined by
Eq. (1). In order to perform this quantification, target patterns were generated
in two- and in three dimensions starting with a single excited cell. Examples of
these target patterns are given in Fig. 14 for two different automaton resolu-

206
 ANGLE ANGLE
Fig. 14: Demonstration of the isotropy of the model used in this work. Upper:
simulated circular waves. Lower: percentual deviation from the mean distance
travell ed by the exci ted wavefront (averaged over the four quadrants) as a
function of the angle. m=l, n=3 . (a): r=6 (b): r=12

tions.These patterns were obtained at t=ls.The left one (r=6) yields lX=O.17 and
the right one (r=12) lX=O.083. The lower part of Fig. 14 shows the percentual
deviation of the mean distance, measured from the center of the initially
excited cell to the edge of the wavefront, as a function of the angle. Taking
into consideration that the automaton is symmetric with respect to the x- and y-
axi s, the averages over the four quadrants were plotted on the figure. The
isotropy is visualized here by the fact that the plotted percentual deviations
are independent of the abszissa, except for small fluctuations, which are due to
the random distribution of the points within the cells.
In general, we found that lX~ 0 (isotropy) in the limit of infinite automa-
ton resolution (r=R/d ~CX>, meaning e.g. the limit of infinitely small cells at
constant R). In contrast, the automata used so far for the simul at ions of
excitable media [23,35,39-42] retain their anisotropy in the limit of infinitely
small cells at fixed neighbouring rules.

4.4. The Eikonal Equation

The eikonal equation in two dimensions is defined as the dependence of the nor-
mal velocity N on the curvature K of the wavefront [27]. Curvature effects are
taken into account in our automaton by the parameter m. Nand K were determined
from the simulated waves as it was done in experiments [49,53]. Fig. 15 and
Fig. 16 show N as a function of K for K>O and K<O, for two values of m
(model I, n=12, r=12). For m=ls4 our model clearly yields a linear relationship

N= c - DK (4)

or, explicitly:

ay/at
(5)
( 1 + (ay/ax)2) 1/2

Such a linear relationship has been obtained in a different theoretical ap-

proach [27] and in experiments with ·the BZ-reagent [49,53]. c is the velocity of
pl anar waves. D corresponds to the di ffus i on coeffi ci ent of the autocata lyt i c
species of the system.

207
,.."
c 5
0
:;;;
c
'-
CD 4
~
!II
.c
.oJ
3
C\
C
CD
2
Q)
u
""'
z K (cell length-1 )
0
0 0.02 0.04 0.06 0.08 0.1 0.12 \1 K
Kcrit
Fig. 15: Simulated dependence of the normal velocity N on the (positive)
curvature K of a convex wavefront

K<O
,.."
6
c
0
:;;;
c 5
'-
CD
.oJ

"- 4

-
!II
.c
C\
c 3
.!!
Q) 2
u
""'
Z
(cell length -1)
O;-----r---~----_.
Fig. 16: Simulated dependence of the normal
velocity N on the (negative) curvature K of
o 0.02 0.04 -K a concave wavefront

We would like to include here a note on nomenclature. In references [27],

[49] and [53], K>O is used for convex, and K<O for concave wavefronts. In
references [2], [54] and [55], the signs of K are defined oppositely. We adopt
here the former nomenclature.
In t~e simulations for m=154, c=3 cell lenthsjiteration and 0=22 (cell
lengths) jiteration. For m=1l3 the relationship between Nand K is nonl inear,
and for K>O there is a discontinuous transition to N=O. Similar nonlinearities
and discountinuities have been obtained in an analysis applicable e.g. to nerve
membranes [54,55]. In general, the curvature at which N=O is called the critical
curvature Kc 't=R it (see Fig. 15). R it is the radius below which no propagation
is possible:' cr cr
For the BZ reagent, measurements yielded 0=2xlO- 5 cm 2jsec, R "t=23 ~m
[49,53]. In heart tissue, the following values were estimated [2r': 0=0.6
cm 2jsec, Rc it=200 ~m. A circle with radius R "t contains about 50 myocardial
cells. Thus'", ectopic foci in heart tissue muri have at least this number of
cells in order to trigger a spreading wave of contraction. For the spread of
rabies among foxes the following values are estimated: 0=200 km2jyear and R "t=4
km, a circle of radius Rcrit containing the home ranges of about 50 foxes cr('see
[2]).
208
 4.5. Dispersion Relation
Usi ng the extended model whi ch i ncl udes excitabil ity of the refractor~ states,
i.e. model II, one obtains a dispersion relation analogous to theoretlcal pre-
dictions from partial differential equations [27] and to experiments (D. discoi-
deum [18]; BZ reagent: unpublished results by A.T. Winfree displayed in [27]),
namely a monotonously increasing, saturating dependence of the velocity c of the
planar waves on the period T. In fact, simulating planar waves by periodically
exciting the cells along an edge of the medium one obtains (for r=9, n=9, mo=l,
p=5 and S =6) Fig. 17, which has the expected shape. For T<6 iterations, the
waves bec~l\fe unstable, behaving in an unpredictable, possibly chaotic manner,
which deserves future attention.

......... 9 0 0 0 0
I:
0
:;:;
...
0 8 0

.....III
"'-
.....
.I: 7 0

0'1 0
I:
0 0
III 6
Q)
.......,
0
5
Fig. 17: Simulated dispersion re-
o T (iterations) 1at i on (dependence of the velo-
4 city c of planar waves on the pe-
2 4 6 8 10 12 riod T)

4.6. Spatiotemporal Chaos

Transitions from order to chaos and back to order, as measured in the BZ-reac-
tion [29] are shown in Figs. 18a through 18d. In particular, Fig. 18a shows a
typical spiral wave. Coupl ing of this wave with convection causes the chaotic
behaviour shown in Figs. 18b and 18c. Suppression of convection leads to self-
organization into spiral waves (Fig. l8d). In our calculations, we simulate the
convection rolls by a spatially periodic refractory time n. Results of
simulations are shown in Figs. 18e through 18h. Here, model I was used with a
gri d of 200 x 200 cell s, r=6 and m=l. In Fig. 18e (t=l), n=6 everywhere .. Duri ng
the time interval 2~t~341, which includes Fig. 18f (t=73) and Fig. 18g (t=340),
n is varied spatially in the direction of the ordinate between m=4 and m=20 in a
piecewise linear manner with period 20d and equal absolute values of the slopes
of all linear segments. This yields aperiodic waves. Reorganization into spirals
(Fig. 18h, t=389) comparable to the measured spirals shown in Fig. 18d takes
place after setting again n=6 everywhere for t>341.
In order to show that the aperiodicities illustrated in Figs. 18f and 18g ac-
tually correspond to deterministic chaos, the maximum lyapunov exponent A was
calculated using the method by Wolf et al. [56]. Phase spaces were const~~cted
by considering 9 points p. (i=1,2, ... ,9) placed at a fixed distance from each
other and from the edges bf the two-dimensional medium. The phase variables v.
were defined as the average of S within circles of radius 9d and centered at th~
p.. Fig. 19a shows A as determined in phase spaces with dimensions DE=1,2, ... 9,
e~ch space bei ng def~xned by the phase vari abl es v., j=l, ... ,DE' The liars in the
figure indicate the range within which A oscillated after convergence in time.
An example of this convergence is shownmafn Fig. 19b for DE=8. Within the error
given by the bar length, A was independent of the parameter EVOlV (see [56])
for 13~EVOlV~19 iterations.~he fact that Amax resulting from our calculations is

209
Fig. 18: (a-d): Experiments with the BZ reagent [29], (a): spiral wave, (b,c):
spatiotemporal chaos after the onset of convection, (d): reorganization after
suppression of convection. (e-h): Simulations with the present model, (e): spi-
ral wave obtained for an homogeneous refractory time n, (f,g): spatiotemporal
chaos due to spatially periodic n, (h): reorganization into spirals after sup-
pression of the periodicity of n

(a) (b)
0.08
0.15
........ ........
I
..
c: I
'j
..
:8 0.1 ~ 0.06
o o
'- '-
~ ~
.
.....,
o
......
o"
E E
-< -< 0.04
0.05

,-
t (iterations)

1 2 345 678 9 200 400 600 800 1000 1200 1400

Fig. 19: Maximum Lyapunov exponent A for the simulations illustrated in Figs.
18f and 18g, as a function of the em~~dding dimension DE (a) and as a function
of time (b)

approximately independent of D[ for 45,0[5,9 and si gni fi cantly greater than zero
shows that these spatiotemporal aperiodicities are indeed chaotic.
Analogously to the experiments shown in Figs. 18b and 18c and the simulations
shown in Figs. 18f and 18g, it is to be expected that other excitable media,
e.g. those consisting of living cells, may well display chaotic behaviour if the
control parameters are spatially inhomogeneous.

210
4.7. Three-dimensional Waves
Experimental detection of spiral waves developing in three dimensions (the so-
called scroll waves) was first reported by Winfree [57]. An example of a scroll
wave computed with model I, namely a toroidal vortex, is shown in Fig. 20. The
initial condition (t=O) of this wave is a closed ribbon, i.e. a cylinder
segment, of thickness R buffered inside by closed refractory ribbons with the
same thickness and with S decreasing (S=n,n-1, ... ,1) towards the cylinder axis
z. The figure shows the configuration resulting at t=16 from one of the cylinder
edges. The gri d here is 140 x 140 x 140. n=3, r=3, m=l. The back half of the
medium obtained by cutting with a plane parallel to the x-z-plane is displayed.
Scroll waves similar to that shown in Fig. 20 have been observed in thick heart
muscle using the technique of multielectrode mapping [51] and in the BZ reaction
[25].
More complex three-dimensional spiral waves are the so-called twisted scroll
waves. This type of waves has been constructed geometrically (without dynamical
simulations) [26] and by anisotropic automata (cubic cells) [40,42], but has not

Fig. 20: Simulated toroidal vortex (t=16)

Fig. 21: Simulated oscillations of a twisted scroll wave (seen from the front)
at t=20, 21, 22, 23, 24 and 25

211
Fig. 22: Simulated twisted scroll wave at at t=24 (see Fig. 21) seen from the
side (a) and from above (b)

yet been observed experimentally. A simulation of a wave of this type was star-
ted here by ri bbons such as those used to obtai n Fig. 20 with the di fference
that they were gi ven a 360 0 twi st before thei r ends were closed into a ri ng.
Model I was used with a grid consisting of 200 x 200 x 200 cells, setting n=3,
r=3, m=l. Fig. 21 shows the result for all iterations during one oscillation
period, namely between t=20 and t=25. As in Fig. 20, the back half of the medium
resulting from a cut with a plane parallel to the x-z-plane is displayed.
Oi fferent vi ews of the result at t=24 are shown in Fi g. 22. Here, the back
halves obtained by cutting the medium with planes parallel to the y-z-plane (a)
and to the x-y-plane (b) are displayed.

5. Outlook
The s impl i city of the present s imul ati ons suggests that whil e the underlyi ng
biological, chemical or physical properties of a system may be very complex, the
macroscopic manifestations are describable by a few rules and are common to a
large variety of systems. Work remains to be done to optimize parameters in or-
der to match quantitatively these simulations with experimental observations in
different excitable media.
Cellular automata have two advantages over other methods. First, they are in-
tuit i vely appeal i ng, bei ng eas ily descri bed and comprehended. Second, they are
easily implemented on a computer and run relatively fast. In fact, using a com-
puter with a single processing unit, the simulations performed here are in
general faster than those for the integration of the relevant partial
differential equations. A further acceleration of the simulations would be
possible by using highly parallel computers [58], which are indeed perfect
analogs of the networks of cells described here.

Acknowledgements
We thank the Commission of the European Communities for financial support. Also,
we thank Manfred Krafczyk for computational assistance.

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214
Comparison Between Morphological
and Rayleigh-Marangoni Instabilities
A.Nadarajah 1 andR.Narayanan 2
lCenter for Microgravity and Materials Research, University of Alabama,
Huntsville, AL35899, USA
2Department of Chemical Engineering, University of Florida,
Gainesville, FL3261l, USA

Abstract. Pattern formation at a solid-liquid interface in crystal growth is a

result of a morphological instability that owes its origin to competing heat and
mass transfer effects. Pattern formation at a liquid-gas or liquid-liquid
interface is often related to the onset of thermal convection. Thermal
convection or instability is a result of the competition between the effects of
forces due to gravity or surface tension gradients and effects due to thermal
diffusivity and kinematic viscosity. The latter pattern phenomenon is called
Rayleigh-Marangoni convection and is seen as a prototype for a number of
instability problems. In this article, we compare these interfacial instabilities
on a physical and mathematical basis and inspect the effect of various
parameters. We have chosen to compare these two phenomena because they
both occur in liquid encapsulated Bridgman crystal growth.

1. Introduction

Morphological instability (Problem 1) is the phenomenon of the onset of

undulations at an interface during a solidification process. Typically, a binary
alloy, which is formed in the solid phase from a liquid on account of an imposed
thermal gradient, can ideally have a planar solid-liquid interface. However, as
we shall see, if the operating conditions are not favorable then the planarity is
destroyed and a wavy interface will result. The compositional inhomogeneity
of the solid-liquid interface follows as a result of the loss in planarity. The
instability is typically a result of competing mass and heat transfer gradients at
the interface (the analogy to flame instability mechanisms given by Professor
G.!. Sivashinsky in his lecture is to be noted here).

Springer Series in Synergetics. Vol. 48 215

Dissipative' Structures in Transport "rocesses and Combustion
Editor: D.Meinktihn © Springer-Verlag Berlin. Heidelberg 1990
 Rayleigh-Marangoni instability (Problem 2) is the phenomenon of the onset
of motion from an erstwhile quiescent state, on account of an imposed thermal
gradient which is normal to the interface. The interface may be a liquid-gas
or a liquid-liquid one. The onset of convection does not have to manifest itself
by an undulation of the interface. We shall examine some cases where it does
and where the interfacial waves indicate oscillations. We shall now compare
both of the "interfacial" instabilities, first on a physical and then on a
mathematical basis.

2. Physical Comparison

Figure I is a schematic of a perturbed solid-liquid interface. The concave

portion at point "x" transfers more heat into the solid than the convex region
(near point "y"). As a result a melt back in the region near "x" and larger
freezing rate near "y" takes place and makes the interface more wavy or
undulated (i.e., the amplitude of the interfacial perturbation increases). This
interface is "morphologically" unstable since disturbances grow. The retarding
mechanism here is the interfacial surface tension. What we have said here is
good for a single component material.
If we have more than one component and one of the species is rejected at the
interface (i.e., if the distribution coefficient is not unity) we will have a sharp

Liquid Solid

Figure 1 - A schematic of a perturbed solid-liquid interface

216
 Temperature or Figure 2a - Instability mechanism during
Concentration solidification

Liquid Solid
Ts
C£ Cs

0 z

Tp Temperature or
Concentration

Liquid Solid
Ts
Cp Cs

o z
Figure 2b - Instability mechanism during fusion

"concentration-boundary layer" in the liquid phase. Figure 2a depicts the

concentration and thermal gradients in the liquid and solid phases by means of
heavy labelled lines. The concentration boundary layer becomes sharper as the
mean solidification speed increases since an accumulation of rejected solute at
the interface occurs. The thermostatic or equilibrium thermal gradient that
corresponds to the solute gradient is depicted by means of the "dashed" curve
called T M • It is obtained from the equilibrium relation between temperature and
concentration (phase diagram's liquidus line) and the actual concentration field
in the liquid. One observes a degree of undercooling in front of the interface
and this is called constitutional super-cooling. The temperature in the liquid
near the interface is therefore lower than the equilibrium temperature. This is
an unstable situation in the sense that perturbations begin to grow, more solute
is rejected and this further destabilizes the situation. The only stabilizing
mechanism is the interfacial surface tension. In fact, in an unstable situation of
this kind, there is no counteracting mechanism involving state variables which
operate in such a way that the original perturbation is reversed. So a "convex"
region remains as such and does not melt back and become concave -- thus
oscillations are not envisaged. All of this is based on loose unrigorous physical
arguments. No mathematical proof is yet available to verify this conjecture.
217
Numerical experiments on the other hand have provided evidence that it is
correct. We like to note here that interfacial tension provides a dissipative
mechanism for removal of the perturbations, not by changing forces but by
altering the melting point. This in turn alters the thermal gradient in a
favorable way, so that undercooling is reduced. Figure 2b is a schematic for the
melting or fusion problem.
Let us turn to the physical basis for Rayleigh - Marangoni convection.
Consider Figure 3. We have here a liquid in contact with a passive gas. Let us
for the moment ignore the presence of gravity. In the first case, the surface at
z=O is a rigid hot one while the liquid-gas interface is cold. A perturbation of
the interface causes the temperature at 'x' to be lowered because the heat
transferred to the gas is maximum here. Interfacial tension is raised at this
point and the interface temperature is not held fixed. So fluid moves towards
'x' along the surface, downwards at the crest and upwards at the trough. There
is no apparent reason to suspect oscillations. In the second case (shown
schematically in Figure 4), the gas-liquid surface is hotter than the rigid
surface, and we envisage a very different situation. Now 'y' will be the cooler
point along the surface. Thus the liquid will move towards 'y' from 'x' with
upflow from the crest. This might restabilize the situation at hand and return
the system to a flat interface. However, depending on the time constants of heat
and momentum transfer, we could see an overshoot -- this means that cold
liquid could rush to 'x' and make it the cold point of the surface and reverse the
flow. 'x' now becomes a trough and oscillations begin. A calculation by
Velarde et. at. [1] proves this point. Thus a surface deflection will either vanish
or turn into sustained oscillations. If the interfacial tension is large, then

cold Z = 0 hot Z - 0
x gas
x
gas

liquid liquid
y y

hot cold
Figure 3 - Schematic of liquid-gas Figure 4 - Schematic of liquid-gas
system, cold top surface system, hot top surface
218
deflections will vanish, yet a steady convective regime may persist in the case
of a hot rigid lower surface, depicted in Figure 3, while eventually the
perturbations must die out in the second case of a cool rigid lower surface,
depicted in Figure 4. In other words, a large interfacial tension does not
prevent an instability in one of the cases, but does in the other. In fact in the
second case a finite interfacial tension can cause oscillation along with
deflections but no steady flow can persist. We can also consider a liquid-liquid
system. Here it is clear from similar thought experiments that a number of
situations are possible, viz: a) a steady convective, non-deflecting interface, b)
a steady convective deflecting interface and c) an oscillatory convective and
deflecting interface. Which one is realized will depend on ratios of thermal
diffusivities, kinematic viscosities and depth ratios. We should note that the
addition of gravity effects will change the physics. However, we shall
concentrate for the most part on zero gravity.
Comparing both instability phenomena, we can say:
(i) Both phenomena arise on account of destabilizing conditions at the
interface. In the case of morphological instability, it is because of competing
heat and mass transfer gradients there along with a finite interfacial tension. In
the case of Marangoni convection, it is because the interfacial tension is a
function of temperature while its absolute value is irrelevant with the exception
of the case of hot passive gas in contact with a cooler liquid.
(ii) Manifestation of the instability is an interfacial undulation in the
morphological case, but in the convective case, it is the generation of a non-
zero velocity field. Let us give a mathematical comparison.

3. Mathematical comparison

3.1 Governing equations for morphological problem or problem 1.

We refer to Figure 5 for an example of a physical growth set-up. The

dimensionless equations are

V2TL =0 temperature field equation in the liquid

OCL OCL 2
~ + V ~ = VC L concentration field equation in the liquid

219
 Thermocouple Thermocouple Figure 5 - Schematic of physical
T, T2 growth
Z=O z= S
z =-1. I

I
0 0 0 0 '0 I 0 0 0 0 0 0

IIIIAIIIII
- - - -
Melt --.v
- - - -- Crystal

- - - -
VIIIIIIIIII J Shield
000000'00<),.000

" " Heating Coil

V2TS = 0 temperature field equation in the solid

a::: s a::: s 2
at + V iJz = TJV C s concentration field equation in the solid

Here TJ == Ds/DL (ratio of mass diffusivities in solid and liquid) and V, the
solidification velocity, is scaled with respect to DL/l. T L' CL, T s ' Cs are
dimensionless temperature and concentration fields in the liquid and solid (with
appropriate subscripts Sand L). I is the characteristic length scale or liquid
depth. In the above, we have neglected DL/a, the Lewis number.
The boundary conditions are:
at z = -1 (end of the liquid)

TL = Tl
CL = C1

at z = s (end of the solid)

Ts = T2
at z = r (the interface)
TL = Ts = -SeC L - 2AH

V'TL·n - f3 V'Ts·n =L ( v + ~)

220
Here p is the ratio of thermal conductivities (ks/kL)' n is the unit outward
normal vector and 2H is the surface mean curvature. Se, A, and L are the
Sekerka, Capillary and Latent Heat numbers. Where
riiG
Se == G e
T

TmA
A == 2
LhGTI
_ LhDL
L = kLG~
Here k is the distribution coefficient. mis the slope of the liquidus line, G e , G T
are modified concentration and thermal gradients (incorporating both phases).
T m' A, Lh are melting point, surf~ce tension and latent heat of the pure 'flat'
substance and kL is the liquid thermal conductivity.

3.2 Governing equations for the Marangoni problem or problem 2 (for the 2
fluid phase case).

In the + phase we have

V·y+ =0 continuity

p-l D~~+ = r- 1 (-Vp+ + SV2 y+) + aRo+k momentum

~ = nV2o+ temperature

In the - phase we likewise have

V·y- =0

We will dispense with the conditions along the top and bottom rigid surfaces.
221
 Along the interface, we have the kinematic condition and condition of no
mass transfer. We also have the two components of the momentum balance, as
well as continuity of heat flux and temperature.
-p+ + 2sS+·0·0 = -p- + 2S-·0·0 + (M{t - C- 1 )·2H

and

rf=([

Here D+ and D- are material derivatives written for each phase. S is the extra
stress, or rate of deformation tensor, p is the pressure field, e and v are the
temperature and velocity fields, and r, a, s, m, and n, are the ratios of densities,
expansion coefficients, dynamic viscosities, thermal conductivities, and thermal
diffusivities respectively. P, M, R, and C are the Prandtl, Marangoni, Rayleigh,
and Capillary numbers. The Prandtl number is the ratio of kinematic viscosity
to thermal diffusivity and

~ is a surface divergence. 0'0' Q -, IF, /\'-, JL-, v- are surface tension, absolute
expansion coefficient, temperature gradient, thermal diffusivity, dynamic
viscosity, and kinematic viscosity of the - phase respectively. d is the liquid
depth of the - phase and 0'1 is the surface tension gradient with respect to
temperature evaluated at a reference temperature. Thus M represents the ratio
of surface tension gradient effects to thermal diffusive effects.
Observe that the driving mechanism is amplified by Se for problem (1) and
M for problem (2). The suppressing term is A for problem (1). The larger A
is, the more stable the interface becomes. The term associated with curvature
for problem (2) is 11C (C is the Capillary number). This term serves to
222
modulate the deflections. If C becomes very small then deflections will vanish
but the instability does not, since convection from an erstwhile quiescent state
can still occur. Here the analogy between A and I/C breaks down since if A or
l/C become very large, then morphological instability is suppressed in the
former case while convective instability is not in the latter case (even though the
fluid-fluid interphase is morphologically "flat").
Let us now take a look at some dimensionless surface properties that are not
really control parameters and which are not associated directly with surface
curvature. We conclude the following:
(a) the ratio of thermal conductivities "m" between + and - phases has a
significant effect on the stability limit. If the + phase is bounded by a rigid, hot
plate and the - phase by a cold plate, then a very small m indicates stability to
Marangoni convection. The parameter "13" which is the ratio of solid to liquid
conductivities plays a very different role than does "m" for the Marangoni
problem. If {3 is small then the solidifying problem becomes more- unstable
whereas if {3 is large then fusion takes place under the same conditions and this
situation is also unstable. Thus there is no strict analogy between "m" and "{3".
(b) The parameter "k" or solutal distribution has a significant effect on
the stability of the solid-liquid interface. This is all evident from Figure 2a.
As k approaches unity the interface becomes morphologically stable and so (1-
k) is the analog to the reciprocal of the Biot number (Biot number = hd/k-,
where h is a heat transfer coefficient and k- is the thermal conductivity of the -
phase). Steady state equations are generated from the linearization around the
planar state for Problem (1) and the quiescent state for Problem (2). A Fourier
transform in the horizontal directions is taken and a wave number 'a' results.
Hurle [2] says that k is the analog to Biot number because the critical wave
number goes to zero as k or Bi approach zero in each of these problems. This
fact has been used by Sivashinsky [3] and later by Garcia-Ybarra et al. [4] in
order to re-examine the Marangoni problem in the long wave length limit.
The purpose of the linearization is to obtain sufficient conditions for
instability of the planar and quiescent states respectively. We refer to the work
of Nadarajah and Narayanan [5] and Ferm and Wollkind [6] for details of the
derivation. The form of the equations are

223
 Ll (Qo,v,a) = 0
subject to

Q is the vector of dependent variables and it may be expanded about the base
planar state as

where f is a measure of deviation from planarity. Likewise,

The dimensionless groups L, A, I' , etc. appear in the boundary terms but are
muted here. Ll is a linear operator on Qo while a and v occur in coefficients of
the differential operator L 1. Likewise Bll and B12 are linear boundary
differential operators on Qo'
For problem (2) we obtain similarly

subject to

L2• B21 • and B22 are linear differential operators on Qo' M is expanded in a
manner similar to Se. Likewise the group C is muted. In principle another
dimensionless group called Bond number occurs. It arises because the pressures
on either side of the interface are referred to the flat undulated surface.
From the above equations we can certainly arrive at the following statements:
(a) When all parameters are fixed except Seo' we get a unique value for
Seo in order for a non-trivial solution to exist. When all parameters are fixed
except Mo we are at a unique value for Mo such that non-trivial solutions are
possible. We minimize Seo with respect to a and the critical value is amin0
(b) When all parameters are fixed except v. we could get an infinite
number of v that generate a non-trivial solution. Only the lowest is of physical
significance. If all parameters are fixed in the Rayleigh - Marangoni problem
224
except R then we get an infinite number of R that generate a non-trivial
solution. Only the lowest is of physical significance here, as well.
(c) Both problems are non-self adjoint in the usual inner product L(2).
This makes it difficult to prove exchange of stability for the associated unsteady
problem. Likewise, it is difficult to obtain enclosure or comparison theorems
for both problems.
(d) Completeness properties for the eigenspace of the second problem
have been proven by Nadarajah and Narayanan [7]. This helps in the
construction of solutions to the non-linear problem in the manner done by
Rosenblat et al. [8]. A similar proof for the first problem has not been shown.
The behavior of branches in the vicinity of the bifurcation points is obtained
by considering Sel' Ml' Se2, M2 etc .. This gives the slope and curvature of the
branches. Figures 6-8 are typical examples of bifurcation curves. For the
Rayleigh-Marangoni problem we replace Se on the abscissa with M. We make
the following statements based on some of our .earlier work and refer to

Se, o

Se

Figure 6 - Supercritical solutions

Se, = 0

Se

Figure 7 - Sub critical solutions

Se, .. 0

Se

Figure 8 - Subcritical antisymetric solutions

225
Nadarajah and Narayanan [5] as well as Cloot and Lebon [9]. We know in such
problems and similar instability problems involving infinite dimensions any
number of planforms are possible at the very onset of the instability, i.e., at Se
= Seo. The linear theory does not distinguish between these. A weak non-linear
theory is needed to follow an assumed planform at the critical a or amin and
check its instability to disturbances of the same wave form or other waveforms.
In fact, it turns out Se2 :/: 0 and the sign depends on v, this means that the
bifurcation diagram will look like either Figure 6 or Figure 7. Whereas when
Ml = 0 and M2 > 0 the curve looks like Figure 6. Fig'Ure 9 shows the change of
Se 2 from positive to negative as v is changed for a Pb-Sn system. If Se2 > 0 we
have supercritical solutions and if Se 2 < 0 we have subcritical solutions. If
square cells and 2-D rolls are studied Se 1 and Ml are both zero. If a hexagonal
cell pattern is studied we find Se 1 and Ml are both non-zero. So a bifurcation
diagram like Figure 8 results and we always have subcritical solutions. We wish

8000

6000

2000

Chart For Pb·Sn System

With 2·0 Rolls
And Ds/DI .. 10' 5

o 20 40 60 80 100 120 140

VELOCITY ()1ms .1)
~

Figure 9 - Morphological Instability curve for Pb-Sn system

226
to point· out that Se l ,M l and Se2, M2 are obtained by applying a solvability
condition to terms of 0(£2) and 0(£3). When 2-D rolls or square rolls are
assumed, the integrals involved in the solvability condition are similar for both
problems and lead to qualitatively similar results.

4. Concluding remarks

We have attempted to compare the effects of parameters on Morphological and

Rayleigh-Marangoni instabilities and also draw comparative inferences on the
line;;trized problems. Much of what we have said holds for domains of bounded
or infinite lateral dimension. We would like to note some major differences in
laterally unbounded geometries. The morphological problem basically remains
the same provided the solid and liquid densities are identical. Otherwise in the
presence of vertical rigid walls we will have a weak closed streamline flow.
This will disturb the isotherms so that the interface .can never be flat. Thus an
imperfection is set up on the account of side walls and the interesting question
then is the study of the length scale typical of Morphological instability which
is of the order of microns. The presence of sidewalls for the Marangoni
problem does not alter the basic instability mechanism which remains intact and
does not get destroyed. We assume that the liquid wall contact angle is zero.
However, the linearized problem is quite difficult to solve. We do not get a
unique value for Mo and in fact obtain an infinite number of values that give
non-trivial solutions to the independent eigenvector. Only the least is of
physical significance. The calculation methodology is clearly spelt out in the
reference by Vrentas et at. [10].

Acknowledgemen t:

A. Nadarajah acknowledges support from the Departments of Mathematics and

Chemical Engineering at the University of Florida.

R. Narayanan acknowledges support from the A. v. Humboldt Foundation,

NASA grant NAG-I-609 and NASA's Center for Commercial Development of
Space.
227
References:

1) Velarde, M.G., Garcia-Ybarra,P.L., and Castillo, J.L. - "Interfacial

Oscillations in Benard-Marangoni Layers". Physical Chemical Hydrodynamics,
9, N. 1/2, pp. 387-392 (1987).
2) Hurle, D.T.J. - "On similarities between the theories of Morphological
Instability of a Growing Binary Alloy Crystal and Rayleigh-Benard Convective
Instability". J Crystal Growth, 72, pp. 738-742 (1985).
3) Sivashinsky, G.I. - "Large Cells in Nonlinear Marangoni Convection".
Physica, 4D, pp. 227-235 (1982).

4) Garcia-Ybarra, P.L., Castillo, J.L., and Velarde, M.G. - "Benard-Marangoni

convection with a deformable interface and poorly conducting boundaries".
Phys Fluids, 30, N-9, pp. 2655-2661 (1987).
5) Nadarajah, A. and Narayanan, R. - "Morphological Instability in Dilute
Binary Systems: A Uniform Approach". PhysicoChemical Hydrodynamics, 11,
Nl pp. 81-102 (1989).

6) Ferm, E.N. and WolIkind, D.J. - "Onset of Rayleigh-Benard-Marangoni

Instability: Comparison between theory and experiment". J Non-Equilibrium
Thermodynamics, 7, pp. 169-190 (1982).

7) Nadarajah, A. and Narayanan, R. - "On the completeness of the Rayleigh-

Marangoni and Graetz Eigenspaces and the simplicity of their Eigenvalues". Q
Appl Math, XLV, NI pp. 81-92 (1987)

8) Rosenblat, S., Homsy, G.M. and Davis, S.H. - "Nonlinear Marangoni

convection in bounded layers Part 2 - Rectangular cylindrical containers". J
Fluid Mech, 120, pp. 123-138 (1982).

9) Cloot, A. and Lebon, G. - "A Nonlinear Stability Analysis of the Benard-

Marangoni Problem" .. J Fluid Mech, 145, pp. 447-469 (1984).
10) Vrentas, J., Narayanan, R. and Agrawal, S.S. - "Free Surface Convection
in a Bounded Geometry". Int J Heat and Mass Transfer, 24, pp. 1513-1529
(1981).

228
Catastrophe Theory Concepts for Ignition/Extinction Phenomena
D.Meinkohn
Fakultat fUr Physik, Universitat Bielefeld, Postfach 8640,
D-4800 Bielefeld 1, Fed. Rep. of Gennany

Abstract. This investigation centers on a class of semi-linear elliptic boundary

value problems which are to model the physical behaviour of certain stationary re-
action-diffusion systems for which ignition and extinction is known to occur. It
is shown that the solutions may be represented by the points of a state surface
in an appropriate finite-dimensional state space and hence may be classified
according to the concepts of Catastrophe Theory via an investigation of the pro-
jection image of the state surface in a subspace spanned by the control parameters
which form a subset of the state variables. Due to the existence of a distinguished
control parameter (which is designated by A and is known as the "Frank-Kamenetzki-
parameter"), the state surface is given by an explicit expression for A in terms
of the other state variables. With the help of the maximum principle for elliptic
differential equations another surface is shown to exist which - in terms of A -
bounds the state surface from below. For this bounding surface, the projection
image in the subspace of the control parameters furnis~es a bifurcation set which
provides lower bounds for the associated critical singularities of the exact prob-
lem.

1. Introduction
The general aim of Catastrophe Theory is to classify the qualitative behaviour of
solutions of equations and to determine how the qualitative behaviour depends on
the parameters which occur in the equations. Today, this objective has been
achieved to some degree for ordinary differential equations but, by contrast, has
not yet generally been accomplished for partial differential equations due to the
difficulties arising from the inherent infinite dimensionality [1,2J.
An interesting candidate class for the application of Catastrophe Theory concepts
is provided by those nonlinear differential equations which represent Fredholm oper-
ator equations, i.e., for which the bifurcating solutions may be investigated in an
appropriate finite-dimensional space which can be shown to exist due to Fredholm's
alternative theorem [3,4J.
In what follows, a particular class of semi-linear elliptic differential equat-
ions is investigated which arise from a physical model of reaction-diffusion systems
characterized in that their homogeneous states (i.e., states without spatial struc-
ture) are unreservedly nonsingular. Consequently, no trivial singular solutions
exist from which nontrivial solutions may bifurcate. Classification of qualitative
behaviour at pOints of bifurcation thus has to be preceded by an approximate de-
scription of where to expect the necessarily nontrivial bifurcation pOints which
result as solutions of the strongly nonlinear differential equation. In principle,
the solutions could be derived numerically and from a subsequent investigation of
the associated branching equations, their type could be determined with the help
of the classification scheme of Catastrophe Theory. However, appropriate numerical
methods, particularly for partial differential equations, are not yet available
(cf. e.g. [5J). Consequently, in the spirit of the general aims of Catastrophe
Theory, there is an interest in alternative methods which allow for qualitative
conclusions and which apply to ordinary and partial differential equations alike.
This paper is intended to present an outline of such a fully qualitative
description providing the approximate location and the type of certain singular
solutions which are of physical interest.
Springer Series in Synergetics, Vol. 48 229
Dissipative Structures in Transport Processes and Combustion
Editor: D.Meinkohn © Springer-Verlag Berlin, Heidelberg 1990
2. The General Problem
A typical example from the class of reaction-diffusion systems is provided by a
porous catalyst pellet in an ambient atmosphere of gaseous reactants. Assuming the
reactants to be converted via a single irreversible reaction step and assuming
Le=l with Le designating the Lewis number, the following boundary value problem
may be derived for the stationary temperature distribution y [6] :

by + A w(y; 1;) = 0 in D y = 0 on aD . (1)

Eq. (1) represents the boundary va 1ue problem of a semi - 1i nea r ell i liti c di fferent i a1
equation, with b designating a uniformly elliptic operator (e.g., the Laplace oper-
ator), D the region occupied by the catalyst pellet, aD its outer surface, and A,
I; the control parameters (for a definition of semi-linearity and uniform elliptici-
ty, cf. e.g. [7]).
The function w(y;l;) designates the combined effects of heat release and reactant
consumption. Due to the stipulation of Dirichlet boundary conditions, Eq.(l) is in
the form of an ordinary or partial differential equation, depending on the geometri-
cal symmetries of D . An inspection of Eq.(l) reveals the special role of A (the so-
called "Frank-Kamenetzki-parameter"): in contrast to the other control parameters
which are - for the sake of brevity - to be represented by 1;, the parameter A does
not influence the shape of the nonlinear heat release function w(y;I;). Here, "shape"
is meant to designate the convexity of w with respect to y .
For the exothermic reactions under investigation, the heat release serves to
drive the physical system into stationary states far away from thermodynamic equi-
librium. Consequently, the parameter A controls the intensity of the heat release,
with thermodynamic equilibrium attained for A=O .. for which choice of A the unique
solution y=O is obtained for Eq.(l).
There has been a persisting interest in the general class of boundary value
problems defined by Eq.(l), as witnessed by, e.g., [8,9,10]. The properties of the
solutions of Eq.(l) are strongly influenced by the zeros of w(y;l;) and by its shape
in the sense given above. This stresses the importance of the shape-determining
control parameters represented by I; . A wide class of processes accompanied by
heat release lead to the following expression for w(y;l;) :

w(y;I;,8,n) (1 - I;y)n exp(y/(l + BY» • (2)

Here, 1;, B, n designate the shape-determining control parameters which have the
following ranges:

B ~ 0 n ~ 0 I; ~ 0 . (3)

In the case of the porous catalyst pellet, n designates the reaction order, B an
activation energy parameter, I; a Lewis number (cf. [6] for the complete expressions).
For strictly exothermic processes, it is required that
A~O , w>o (4)

Eq.(2) is characterized by an exponential contribution which arises from an

Arrhenius-type temperature dependence of the reaction rate which indicates that
the heat release is by way of an activated process. This can be due to an exother-
mic chemical conversion brought about by the action of the porous catalyst pellet,
but the class of reactions defined by w according to Eqs.(2,3,4) encompasses also
the combustion of a porous fuel pellet, conduction-dominated gaseous combustion,
electric conduction with Ohmic losses, or various processes accompanied by viscous
friction [11].
Fig.l sketches a variety of shapes for the function w defined by Eqs.(2,4). Due
to the requirement of w > 0 (Eq.(4», y=O for A=O remains the only trivial solu-
tion of Eq.(l).

230
 w(y)
a nf> 0

f<O
y y
Fi g. la Examples of shapes of w(y;~,S,n) for n~ > 0 •
Fig. Ib Shapes of w(y;~,s,n) for n~ < 0 •

3. Quasi-Stationary Processes
Physically, a change in the control parameters gives rise to what is termed a pro-
cess, i.e., an evolution of the state of the system. In many cases, a continuous
change in the control parameters may be related to a continuous change within the
set of stationary states described in terms of the solutions y of Eq.(I). Conse-
quently, in analogy to the quasi-static processes of equilibrium thermodynamics,
the concept of a quasi-stationary process may be introduced whereby the change in
the control parameters is effected at such a slow rate that the system will not
depart from stationary behaviour unless it has to, i.e., unless a situation is
reached where it is impossible to associate a continuous change of the stationary
state with the given continuous change in the control parameters. Because of the
strong nonlinearity of w with respect to y neither existence nor uniqueness of a
solution y of Eq.(I) is assured for a given set of values for A, ~, S, n • Conse-
quently, with the help of quasi-stationary processes, sheets of continuously
connected regular stationary states may be determined, with these sheets bounded
by limit states which are singular solutions of Eq.(I). Mathematically, a quasi-
stationary process is equivalent to a process of analytic continuation with re-
spect to the control parameters [5J, which is always feasible from a regular solu-
tion of Eq.(I) due to the implicit-function theorem which may be derived for
Eq.(I) with the help of Fredholm's alternative theorem [3J. Continuation "into"
a singular solution and a smooth passage through it, i.e., from a sheet of regular
solutions into an adjacent one which is smoothly adjoining, is achieved by means ~f
methods discussed in [12J.
A physically attainable stationary state must of necessity be stable. Regular
solutions of Eq.(I) may be stable or unstable whereby in order to be physical, a
quasistationary process is equivalent to an analytic continuation of a stable re-
gular solution of Eq.(I). A change-over from stable to unstable regular solutions
is by way of a passage through a singular state. Consequently, those limit states
which bound the sheets of stable regular solutions are of particular significance
and they are given the special designation of "critical states".
In the theory of thermal ignition and extinction, the critical stationary states
supply the ignition/extinction conditions [13J. An investigation of the set of
solutions of Eq.(I) thus furnishes ignition/extinction criteria but does not pro-
vide a description of the ignition/extinction process itself which is unstationary
of necessity. Eventually, such an unstationary evolution may leave the system to
end up in another stable stationary state (which for ignition is at higher tempe-
ratures, whereas for extinction,at lower temperatures). With the help of the con-
cept of a "lower solution" [14J applied to Eq.(l) under the condition of Eq.(4),
it can be shown that for any critical state which gives rise to an extinction con-

231
dition there exists a stationary state at lower temperatures which will finally
be reached by the extinction process. By contrast, for an ignition process, such
a final stationary state does not exist under all circumstances (cf. e.g. Figs.(2,3))
so that the system is sometimes bound to remain unstationary after ignition has
been achieved for certain combinations of control parameter values.

4. The General Approach

The sole trivial solution (A=O,y=O) of Eqs.(l,4) turns out to be unreservedly
stable. Consequently, for an investigation of the branching of solutions of Eq.(l)
its singular solutions have to be determined which result as nontrivial solutions
of a strongly nonlinear boundary value problem. In order to apply the concepts
of Catastrophe Theory, the set of solutions of Eq.(l) has to be represented by a
state surface in an appropriately defined finite-dimensional state space. By defi-
nition, Eq.(l) is in the form of an elliptic boundary value problem. As has been
shown in [12], [15], the regular solutions as well as the critical ones may be
analytically continued with respect to a supplementary parameter E with the help
of an i ntegrabil i ty condi ti on. E may be chosen to represent the norm Ilyll of the
solution y :

E = IIYII (5)

Due to the imposition of the integrability condition, A of Eq.(l) becomes dependent

on E , so that the solution of Eq.(l) is obtained in the following parametric re-
presentation

{y(X;E) , A(E) } (6)

Because the other control parameters ~, S, n of Eq.(l),(2) remain in the role of

independent parameters, A(E) is meant to be understood as :

(7)

Fig.2 provides an example of A(E) which consists of two branches: a branch 1 re-
presenting the stable regular solutions of Eq.(l) obtained from analytic continu-
ation of (A=O,y=O). Thus, branch 1 is termed the "thermodynamic branch" according
to the concepts introduced in [16]. Separated from the thermodynamic branch by the
point (E*,A*) associated with a critical solution, a second branch 2 of unstable
regular solutions of Eq.(l) is displayed. It appears from Fig.2, that for an initi~
al solution on branch 1 a continuous change of the parameter A beyond A* is neces-
sarily associated with a discontinuous change in the solution y of Eq.(l) which
for this example is equivalent to an ignition phenomenon.

Fig. 2 : Example of A(E) consisting of two branches

marked 1 and 2 • The particular point (E*,A*)
provides an ignition condition.
e

232
5. Catastrophe Theory Concepts for Fredholm Operator Equations
With t designating a norm of y (cf. Eq.(5)). A(t;t.B.n) may be conceived of as a
state surface in a finite dimensional state space spanned by t=lly~ • A. t. B. n •
Here. t is in the role of a state variable. For a selection of constant values of
t. B. n • a cross section A(t) of the state surface is obtained. According to the
concepts introduced in Catastrophe Theory [17]. this cross section represents the
"bifurcation diagram" whereas the projection of the state surface (along the direc-
tion of the t-axis) into the subspace of the control parameters A. t. B. n fur-
nishes "visible" contours which define the "bifurcation set". The visibility con-
dition is
aA/at = O. (8)

Consequently. the bifurcation set is composed of those control parameter combina-

tions for which singular solutions of Eq.(l) result. In the vein of Catastrophe
Theory. the singular solutions of Eq.(l) may be classified with the help of a geo-
metrical concept which is the order of tangency for the projection of the state
surface. A singular solution (cf. Eq.(8)) of Eq.(l) is thus said to be of order 1
if :
(9)

For 1=1. a "fold" singularity is obtained. for 1=2 a "cusp". for 1=3 a "swallow
tail". etc.

6. The Approximate Geometry of the State Surface

A particularly interesting case arises if the maximum y of y is adopted as norm
of y : m
t = IIYII = Ym = max(y(x)) for x from D t aD (10)

Due to the assignment given by Eq.(lO). a parametric expression as given by Eq.(6)-

for the solution of Eq.(l) is obtained by imposing Ym as an independent parameter.
Therefore. approximations of w(y) can be investigated which are restricted to the
interval 0 s y S Ym • The results of these approximations will thus vary with Ym.
As has been demonstrated in [18.19]. linear approximations based on majorants of
w(y) for 0 ~ y ~ Ym furnish lower bounds AM(Ym) of A(Ym) (cf. Eq.(7)).
In the example of a constant majorant M(Y;Ym) for functions w(y) which are increas-
ing in y (cf. Fig.1). the lower bounds give rise to a surface AM(Ym;t,B,n) in the
state space bounding the state surface A(Ym;t,B.n) from below:
(11)
The lower bounds as given by Eq.(l1) are obtained along with so-called "upper solu-
tions" [14] of Eq. (1). which may be used as initial data for a construction of a nume-
rical solution of Eq.(l) by monotonously decreasing iteration. As v=O represents a
universal lower solution of Eq.(l). the iteration scheme is always bound to converge
because upper solutions obtained with the help of majorants of w(y) are always
strictly positive [14].
The numerical investigation of Eq.(l) with the help of lower bounds according
to Eq.(ll) is particularly straightforward. if there only exists a single unique
maximum Ym of Y at a fixed location. For Eq.(l). this is the case if the region D
is entirely convex (stellate) and possesses a center of symmetry (i.e., possesses
3 non-coplanar symmetry planes) [20]. Under these conditions :
Ym = y(x o ) • (12)
Here. Xo designates the location of the center of symmetry in D •

233
 In the case of constant majorants M{y;Ym}, the following expression may be de-
ri ved [18] [21]
AM{Ym;E;,/3,n} = w{;:} G {13}

Here, G designates a constant which depends on the geometry of D, so that the

shape of the surface AM of lower bounds of the state surface A {cf. Eq.{II}} is
universal, i.e., independent of the geometry of D .
For E;=/3=O, the function w as defined by Eq. {2} results as :
w = exp{y} {14 }
For w as given by Eq.{14} and for a spherical domain D, Eq.{I} has been investigated
by Gelfand [8] . The resulting bifurcation diagram, with inclusion of the lower
bounds AM{Ym} derived with the help of Eq.{13}, is sketched in Fig.3 {cf. [22]}.

Y~ Ym
Fi g. 3 Bifurcation diagram A{Ym} for a spherical domain D and with w = exp{y}
as derived by Gelfand [~], in comparison to the curve AM{Ym} of lower
bounds.

It has been shown in [15],[23], that for the example displayed in Fig.3, only the
thermodynamic branch, i.e., the branch for the interval 0 ~ Ym < y~ corresponds to
stable regular solutions of Eq.{I}, with y~ designating the only critical solution.
All the other branches of A{ym} which appear for Ym > y~ correspond to unstable
solutions of Eq.{I}. Consequently, the branching points for Eqs. {1,14} for Ym > y~
represent singular solutions which do not qualify as critical ones,-in that they
separate branches of unstable regular solutions only.
For the thermodynamic branch of Eq.{I} to be limited by a critical solution re-
quires A{Ym} to possess an increasing branch issuing from the origin {Ym=O,}..=O}
which eventually terminates at a stationary point of A{ym} , i.e., at a location
Ym where A{Ym} possesses a horizontal tangent. It has been shown in [15] that the
function w{y} is required to be increasing and strongly convex with respect to Y
for such a critical solution to terminate the thermodynamic branch.
For the existence of a separate additional stable branch beyond the thermodynamic
branch, the function w{y} is required to bend back such that it becomes concave
after its initial convex run [9J. An inspection of Fig.l reveals that the class of
functions defined by Eqs.{2,3,4} encompasses functions which are of such a convex-
concave kind.
According to Eq.{II}, AM{Ym} represents a lower bound of A{Ym} for any value of
Ym . It can be shown [15J,[21] that the critical point {Y~'A*} limiting the thermo~
dynamic branch of A{Ym} and certain additional critical points of A{Ym) (i.e., its
absolute maximum, its absolute minimum, the minimum (y~*,A**) from which a final
branch of regular stable solutions emanates}correspond to associated extrema of
234
X'~
~------~~------------~----------~~~m
__01--- unstable ----..-j--stable - - -

Fi g. 4 Example of a bifurcation diagram displaying additional stable solutions

(so-called "dissipative structures" [16J) beyond the thermodynamic
branch.

AM(Ym) in such a way that lower bounds are provided in the following sense (cf. the
example displayed in Fig.4):
(15)

In the example of Fig.3, stable solutions of Eq.(l) are restricted to the thermo-
dynamic branch. Therefore, only AM < A* can be deduced.

7. The Contours of the Bounding Surface AM(Ym;~,S,n)

According to Eq.(ll), AM(Ym) constitutes a curve of lower bounds of A(Ym) for any
combination of values of the remaining independent control parameters ~, B, n .
According to Eq.(15), there is an additional relationship for the curves AM(Ym) and
A(Yrri) which is of physical interest, namely between some of their structural ele-
ments: from the stationary points of AM(Ym), lower bounds (in the sense of neces-
sary conditions) can be obtained for the associated stationary points of A(Ym)
which designate critical singularities of Eq.(l). If ~, S, n are varied in the
ranges given by Eq.(3), AM(Ym;(,B,n) as given by Eq.(13) defines a surface in the
state space of the system. The extrema of the cross sections AM(Ym) furnish the
contours of AM(Ym;~,S,n) which become "visible" if this surface is projected along
the Ym-axis into the subspace of control parameters spanned by A, ~, S, n . Due to
Eqs.(9,15), higher order Singularities (cusp, swallow-tails, etc.) in the contours
of AM(Ym;~,B,n) , i.e., its bifurcation set, provide lower bounds in terms of A for
associated critical Singularities in the bifurcation set of A(Ym;(,B,n). This will
now be illustrated by deriving the various singularities in the bifurcation set of
AM(Ym;~,S,n) with the help of Eqs.(2,13) and comparing them with numerically ob-
tained exact results.
(1) fold singularities
According to Eq.(9), fold singularities of AM(Ym;~,S,n) result for ~=1, i.e.:

(16)

For AM as given by Eq.(13), Eq.(16) is found to be equivalent to

235
 P3(Ym) (n-l)~62y~ + (6 2 + ~ + 2(n-l)6~)Y~ +

+ ((n-l)~ + 26 - l)Ym + 1 = 0 (17)

P3 (Ym) represents a polynomial of third order in Ym. with coefficients depending
llnearly on ~ . Thus. Eq.(17) may be resolved for ( as follows:

(18)

For any given combination of values for 6. n (cf. Eq.(3». the b'ifurcation set
associated with AM(Ym;~.6.n) thus r~sults in parametric representation. with Ym in
the role of the representation parameter :
(19)

Here. AM(Ym) is given by Eq.(13). ~(y ) is given by Eq.(18). For 6=0.252 and n=2 •
the graph of ~(Ym) resulting from Eq.f18) is displayed in Fig.5a. whereas Fig.5b
displays the associated bifurcation set in parametric representation according to
Eq.(19). which is in the shape of a self-intersecting curve with two cusps. For
five different values ~i • i=l •...• 5 • which are marked in Figs.5a.5b. the asso-
ciated bifurcation diagrams are displayed in Fig.5c.

(2) cusp singularities

According to Eq.(9). cusp singularities of AM(Ym;,~.6.n) result for R.=2. i.e.:
dAM/aYm = 0 • a2AM/dY~ = 0 (20)
Eqs.(20) are found to be equivalent to

(21)

~1

~4 ----

~s ----
~5 ~4 ~3 ~2

Fi g. 5a Graph of ~(Ym) according to Eq.(18) for 6 = 0.252 and n = 2

Fi g. 5b Bifurcation set of AM(Ym;~.6.n) for 6 = 0.252 and n = 2 •
236
 ~
Fig. 5c The set of bifurcation diagrams obtained for five values of the control
parameter ~ which are selected as shown in Figs. 5a,5b .

As P3(Ym) is in the form of a polynomial in Ym' Eqs.(21) are equivalent to the

vanishing of the discriminant of P3(Ym). This condition furnishes:
H = (e 2 + ~)2(4e + 4~ - 1) +
+ 2(n-1)~(-6e4 + 10e 3 - 6e3~ - 2e 2 + 1ge2~ - 2e~ + 10e~2 + ~2) +

+ (n-1)2~2(12e3 + 12e2~ + 8e 2 + 8e~ _ ~2) -

- 4e(n-1)3~3(e +~) = 0 (22)
Eq.(22) is equivalent to an implicitly given curve ~ = ~(e;n) . For various values
of the parameter n, the curves resulting from Eq.(22) are displayed in Fig.6.
For n>l and for n<O, the curves ~ = ~(e;n) displayed in Fig.6 show a cusp sin9ula-
rity which gives the location of the swallow-tail sigularities of AM(Ym;~,e,n), i.e.
those locations on this surface in state space where the projection into the sub-
space of control parameters is along a direction which is tangent of third order.

(3) swallow-tail singularities

According to Eq.(9), swallow-tail singularities of AM(Ym;~,e,n) result for i=3, i.e.:
dAM/aYm = d2AM/dY~ = a3AM/ay~ =0 --+

o . (23)
237
 Fig. 6 : The location of the cusps in the bifurcation
0.25 n: 0 set of AM(Ym;~,B,n) represented by curves ~ = ~(B;n)
for various values of the parameter n •
0.2
n=-O.01

0.1

o (3 0.45

-01 \
\
\
\
\
\
-0.2 \
\
\
\
\
\
I ,
-0.3 \
constant \
majorant I
method
inapplicable

Thus, the swallow-tail singularities of AM(Ym;~,B,n) correspond to the treble

roots of the polynomial P3(Ym) • Consequently, the location of the swallow-tails
is given by a curve { B+(n),~+(n) } in the projection of the bifurcation set of
AM(Ym;~,B,n) into the (B,~)-plane. This curve is also displayed in Fig.6.
For the case of n=2, cross sections (for various values of B ) of the bifurcation
set of the surface AM(Ym;~,B,n) are displayed in Fig.7 .
In Fig.7, the swallow tail singularity is at the point P~ from which issue a pair
of cusps. For B<0.31 , the location of the cusps is indicated by a pair of broken
lines in Fig.7, which may be called "critical lines" according to the concepts pro-
mulgated by Landau [24J,[25J.

8. A Comparison with Numerical Results

In the class of functions w defined by Eqs.(2,3,4), for any fold singularity A~
or AM* of AM(Ym;~,B,n) , there exists a critical fold singularity A* or A**with:
AM* < A** (24)
An illustration of this result is given by the Gelfand example displayed in Fig.4
For a cusp singularity A~ , there exists a critical cusp singularity AC of
A(Ym;~,B,n) such that:

A~ < AC (25)
Fig.8 illustrates the result of Eqs.(24,25) for D in the shape of a finite circular
cylinder of radius R and length L . Here, in the case of ~=O , i.e., for

238
 1.4

Fi g. 7 Cross sections of the bifurcation set of AM~Ym;~,a,n) for n 2 and

values of a varied between a = 0.36 and a - u.21 •

7
it
6

------&-------
4 --

3
1=4
}
2 Fig. 8 : Bifurcation set of A(Ym;a)
for w = exp(y/(1+ay) as derived numeri-
cally by [26] in comparison to lower
bounds (broken lines) for a finite
circular cylinder of aspect ratio
y = 1 and y = 4 •
(J 0.2
239
w = exp(y/(1+8Y)) , the numerical results provided by [26] are represented by solid
lines for two values of the aspect ratio y = L/R • The broken lines represent the
lower bounds derived f~om the fold singularities and the cusp singularities of the
corresponding surface AM(Ym;8) of lower bounds in state space.

For the case of a pair of critical cusps which issue from a swallow-tail sin~ulari­
ty, the comparison between Ae~act (giving the location of the critical folds) and
the corresponding AM is made 1n Fig.9 for an infinite slab of thickness 0=1 and
n=2 , 8=0.252 .

t2

11

-0.09 001 ~ 0.03

08

Fig. 9 Cross section of the bifurcation set for 8 = 0.252 and n = 2 for an in-
finite slab of thickness d = 1 in comparison to lower bounds designated
by AM .

Upon varying 8 while keeping the value of n at n=2 • a pair of critical lines is
found to appear for 8<0.36 , issuing from a pOint P+. The critical lines have been
marked Aex t lab in Fig.7 • Inspection of Fig.7 reveals that the value A~ for P~
(which is ~fie ~ocation of the swallow-tail singularity of AM(Ym;(,8,n) ) represents
a lower bound of the A-value for p+ which is the location of tne swallow-tail sin-
gularity of A(Ym;(,8,n)

9. Stability Properties

According to the results displayed in Fig.7, a swallow-tail singularity of

A(Ym;(,8,n) exists at p+ for 8=8+ . For a 8-value slightly below 8+ , a continuous
change in the parameter (leads to a succession of deformations of the bifurcation
diagram which is analogous to what is displayed in Fig.5c for AM(Ym)' With the
help of the concept of upper and lower solution it can be shown that there is one
branch of stable regular solutions in Fig.IOa, whereas there are two such branches
240
Figs. lOa,b,c Deformation of the bifurcation diagram caused by a continuous
change in the control parameter ~ at a fixed value of S with S < S+.

in Fig.lOb • By continuously lowering the value of ~ , Fig.lOc is obtained from

Fig.lOb via a continuous deformation. Consequently, the bifurcation diagram dis-
played in Fig.lOc still contains two branches of stable regular solutions, but
there has been a change in the character of the critical solutions. For Fig.lOa ,
there is one ignition point designated by P* , whereas in Fig.lOb , there are two
ignition pOints p! and P~ and one extinction pOint P~ • Under the deformation which
lead from Fig.lOb to Fig.lOc , p! remained an ignition point, P~ remained an ex-
tinction point, but pi changed from ignition to extinction point. Consequently,
the critical points P2 ' P3 in Fig.lOc mark the boundaries of a branch of stable
regular solutions of Eq.(l) which cannot be reached by an ignition process from an
initial state on the thermodynamic branch [21].

10. Conclusions
As Eq.(l) represents a Fredholm operator equation, a state surface according to
Eq.(7) may be introduced in a finite-dimensional state space which allows for the
application of Catastrophe Theory concepts. This, in turn, allows for an investiga-
tion of the topology of the state surface in terms of its contours which appear
upon projecting it into the subspace of control parameters. The contours represent
singular solutions of Eq.(l) which limit sheets of continuously connected regular
solutions. Upon introducing the concept of a stable regular solution of Eq.(l),
those parts of the contours are found to be of particular (i.e., physical) interest
which limit sheets of regular as well as stable solutions. These limit points are
distinguished in that they provide ignition and extinction conditions and for this
reason are given the special designation of critical (singular) states. As Eq.(l)
represents a uniformly elliptic differential equation, a surface may be derived
with the help of the maximum principle, which bounds the state surface from below.
The concepts of upper and lower solution of Eq.(l) may also be introduced [14]. If
upper and lower solutions are used as initial data for a procedure of monotonous

241
iteration, then, in case of convergence, stable solutions of Eq.(l) are exclusively
obtained [14]. With the help of upper and lower solutions of Eq.(l), relations be-
tween the contours of the bounding surface and those of the state surface can be
derived such that branches of stable solutions can be approximately described which
represent "dissipative structures" according to [16] in that they are separated from
the thermodynamic branch by a critical singularity (cf. Figs.10b,c). These critical
Singularities can also be approximately described by lower bounds (cf. Figs.7,8,9).
It has been observed that the stable branch of Fig.10c which is limited by the
two extinction pOints P2, P3 cannot be reached by an ignition process from the limit
state of the thermodynamic oranch. This observation is valid only for fixed values
of the control parameters ~, 8, n • As Fig.10c can be obtained by a special quasi-
stationary process from Fig.10a (e.g., a change in ~ - cf. Figs.5a,b,c), quasistatio-
nary processes exist for the example shown in Figs.10a,b,c which smoothly connect
a given state of the thermodynamic branch with any other stable state displayed,
i.e., without an intermediate ignition or extinction jump. Consequently, the criti-
cal solutions appearing in Figs.10a,b,c bear a close resemblance to phase transi-
tions of second order for equilibrium systems, an observation which is discussed
in [25] •

11. References

[1] R.Gilmore, Nucl.Phys.B (Proc.Suppl.) 2, 191(1987)

[2] W.GUttinger, p.23 in "Structural StabTlity in PhysiCS", W.GUttinger and
H.Eikemeier (Eds.), Springer Ser.Synergetics Vol.4 (1979)
[3J M.M.Vajnberg, W.A.Trenogin, "Theory of Branching Solutions of Non-Linear
Equations", Noordhoff, Leyden (1974)
[4] R.Magnus, T.Poston, p.63 in "Structural Stability in Physics", W.GUttinger
and H.Eikemeier (Eds.), Springer Ser. Synergetics Vol.4 (1979)
[5] R.Seydel, V.Hlavacek, Chem.Eng.Sci. 42, 1281(1987)
[6] R.Aris, "The Mathematical Theory of Diffusion and Reaction", Clarendon Press,
Oxford (1975)
[7] A.Friedman, "Partial Differential Equations of Parabolic Type", Prentice Hall,
Englewood Cliffs (1964)
[8] I.M.Gelfand, Am.Math.Soc.Translations, Ser.2, 29, 295(1963)
[9] P.L.Lions, SIAM-Rev. 24, 441(1982) --
[10] W.-M.Ni, L.A.Peletier~J.Serrin (Eds.), "Nonlinear Diffusion Equations and
their Equilibrium States", Springer, Berlin (1988)
[11] D.D.Joseph, E.M.Sparrow, Quart.J.Appl.Math. 28,329(1970)
[12] H.B.Keller, p.359 in "Applications of Bifurcation Theory", P.H.Rabinowitz (Ed.),
Academic Press, London (1977)
[13] D.A.Frank-Kamenetzkii,"Diffusion and Heat Transfer in Chemical Kinetics",
Plenum Press, New York (1969)
[14] D.H.Sattinger,"Topics in Stability and Bifurcation Theory", Lecture Notes in
Mathematics No.309, Springer, Berlin (1973)
[15] D.Meinkohn, J.Chem.Phys. 74, 3603(1981)
[16] G.Nicolis, I.Prigogine,"SeTf-Organization in Nonequilibrium Systems", Wiley,
New York (1977)
[17] L.F.Razon, R.A.Schmitz, Chem.Eng.Sci. 42, 1005(1987)
[18] D.Meinkohn, SIAM-J.Appl.Math. 48, 536(1988)
[19] D.Meinkohn, SIAM-J.Appl.Math. 48, 792(1988)
[20] B.Gidas, W.-M.Ni, L.Nirenberg,-Comm.Math.Phys. 68, 209(1979)
[21] D.Meinkohn, Chem.Eng.Sci., in press --
[22] D.MeinkOhn, Int.J.Heat Mass Transfer 23, 833(1980)
[23] W.Borsch-Supan, J.Appl.Math.Phys. 35,~32(1984)
[24] L.D.Landau, E.M.Lifshits, "Statistical Physics", Pergamon, Oxford (1980)
[25] D.Meinkohn, in:"Nonlinear Wave Processes in Excitable Media", A.V.Holden,
M.Markus,H.G.Othmer (Eds.), Plenum Press, in preparation
[26] K.H.Winters, K.A.Cliffe, Comb. Flame 62, 13(1985)

242
Index of Contributors

Bestehorn, M. 110 Joulin, G. 20 Nadarajah, A. 215

Bockhom, H. 95 Narayanan, R. 215
Nasilowski, R. 9
Franke, Ch. 40 Kay, S.R. 155
Klimontovich, Yu.L 144 Peters, N. 40
Konczalla, M. 51
Gray, P. 155 Schneider, F.W. 169
Grossmann, S. 2 SchOffeI, S.U. 60
Markus, M. 198 Sivashinsky, G.I. 30
Haken, H. 110 Meinkohn, D. 229
Hess, B. 198 Munster, A.F. 169 Wamatz, J. 76

243