Noise-Induced Transitions Theory and Applications in Physics, Ch

This classic text, an often-requested reprint, develops and explains the foundations of noise-induced processes. At its core is a self-contained, textbook-style presentation of the elements of probability theory, of the theory of Markovian diffusion proce

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rgetics Series Editor Hermann Haken ¨r Theoretische Physik Institut fu und Synergetik der Universit¨at Stuttgart 70550 Stuttgart, Germany and Center for Complex Systems Florida Atlantic University Boca Raton, FL 33431, USA

Members of the Editorial Board Åke Andersson, Stockholm, Sweden Gerhard Ertl, Berlin, Germany Bernold Fiedler, Berlin, Germany Yoshiki Kuramoto, Sapporo, Japan J¨ urgen Kurths, Potsdam, Germany Luigi Lugiato, Milan, Italy J¨ urgen Parisi, Oldenburg, Germany Peter Schuster, Wien, Austria Frank Schweitzer, Z¨ urich, Switzerland Didier Sornette, Zürich, Switzerland, and Nice, France Manuel G. Velarde, Madrid, Spain SSSyn – An Interdisciplinary Series on Complex Systems The success of the Springer Series in Synergetics has been made possible by the contributions of outstanding authors who presented their quite often pioneering results to the science community well beyond the borders of a special discipline. Indeed, interdisciplinarity is one of the main features of this series. But interdisciplinarity is not enough: The main goal is the search for common features of self-organizing systems in a great variety of seemingly quite different systems, or, still more precisely speaking, the search for general principles underlying the spontaneous formation of spatial, temporal or functional structures. The topics treated may be as diverse as lasers and fluids in physics, pattern formation in chemistry, morphogenesis in biology, brain functions in neurology or self-organization in a city. As is witnessed by several volumes, great attention is being paid to the pivotal interplay between deterministic and stochastic processes, as well as to the dialogue between theoreticians and experimentalists. All this has contributed to a remarkable cross-fertilization between disciplines and to a deeper understanding of complex systems. The timeliness and potential of such an approach are also mirrored – among other indicators – by numerous interdisciplinary workshops and conferences all over the world.

W. Horsthemke R. Lefever

Noise-Induced Transitions Theory and Applications in Physics, Chemistry, and Biology

With 56 Figures

123

Dr. Werner Horsthemke Southern Methodist University Dallas, USA

Professor René Lefever Université Libre de Bruxelles Brussels, Belgium

Library of Congress Cataloging in Publication Data. Horsthemke W. (Werner), 1950- Noise-induced transitions. (Springer series in synergetics ; v. 15) Bibliography: p. Includes index. 1. Phase transformations (Statistical physics) 2. Noise. 3. Stochastic processes. I. Lefever, R., 1943- . II. Title. III. Series. QC175.16.P5H67 1983 530.1’36 83-10307

2nd printing 2006 ISSN 0172-7389 ISBN-10 3-540-11359-2 Springer-Verlag Berlin Heidelberg New York ISBN-13 978-3-540-11359-1 Springer-Verlag Berlin Heidelberg New York This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in