This book contains the invited papers of the interdisciplinary workshop on "Stochastic Nonlinear Systems in Physics, Chemistry and Biology" held at the Center for Interdisciplinary Research (ZIF), University of Bielefeld, West Germany, October 5-11, 1980. The workshop brought some 25 physicists, chemists, and biologists - who deal with stochastic phenomena - and about an equal number of mathematicians - who are experts in the theory of stochastic processes - together. The Scientific Commitee consisted of L. Arnold (Bremen), A. Dress (Bielefeld), W. Horsthemke (Brussels), T. Kurtz (Madison), R. Lefever (Brussels), G. Nicolis (Brussels), and V. Wihstutz (Bremen). The main topics of the workshop were the transition from deterministic to stoch astic behavior, external noise and noise induced transitions, internal fluctuations, phase transitions, and irreversible thermodynamics, and on the mathematical side, approximation of stochastic processes, qualitative theory of stochastic systems, and space-time processes. The workshop was sponsored by ZIF, Bielefeld, and by the Universities of Bremen and Brussels. We would like to thank the staff of ZIF and H. Crauel and M. Ehrhardt (Bremen) for the perfect organization and their assistance. In addition, our thanks go to Professor H. Haken for having these Proceedings included in the Se ries in Synergetics. Bremen and Brussels L. Arnold and R. Lefever December 1980 v Contents Part I. Introduction: From Deterministic to Stochastic Behavior On the Foundations of Kinetic Theory By B. Misr~ and I. Prigogine (With 1 Figure) ............................. .

This book contains the invited papers of the interdisciplinary workshop on "Stochastic Nonlinear Systems in Physics, Chemistry and Biology" held at the Center for Interdisciplinary Research (ZIF), University of Bielefeld, West Germany, October 5-11, 1980. The workshop brought some 25 physicists, chemists, and biologists - who deal with stochastic phenomena - and about an equal number of mathematicians - who are experts in the theory of stochastic processes - together. The Scientific Commitee consisted of L. Arnold (Bremen), A. Dress (Bielefeld), W. Horsthemke (Brussels), T. Kurtz (Madison), R. Lefever (Brussels), G. Nicolis (Brussels), and V. Wihstutz (Bremen). The main topics of the workshop were the transition from deterministic to stoch astic behavior, external noise and noise induced transitions, internal fluctuations, phase transitions, and irreversible thermodynamics, and on the mathematical side, approximation of stochastic processes, qualitative theory of stochastic systems, and space-time processes. The workshop was sponsored by ZIF, Bielefeld, and by the Universities of Bremen and Brussels. We would like to thank the staff of ZIF and H. Crauel and M. Ehrhardt (Bremen) for the perfect organization and their assistance. In addition, our thanks go to Professor H. Haken for having these Proceedings included in the Se ries in Synergetics. Bremen and Brussels L. Arnold and R. Lefever December 1980 v Contents Part I. Introduction: From Deterministic to Stochastic Behavior On the Foundations of Kinetic Theory By B. Misr~ and I. Prigogine (With 1 Figure) ............................. .

This book contains all invited contributions of an interdisciplinary workshop of the UNESCO working group on systems analysis of the European and North American region entitled "Stochastic Phenomena and Chaotic Behaviour in Complex Systems". The meeting was held at Hotel Winterthalerhof in Flattnitz, Karnten, Austria from June 6-10, 1983. This workshop brought together some 20 mathematicians, physicists, chemists, biologists, psychologists and economists from different European and American coun tries who share a common interest in the dynamics of complex systems and their ana lysis by mathematical techniques. The workshop in Flattnitz continued a series of meetings of the UNESCO working group on systems analysis which started in 1977 in Bucharest and was continued in Cambridge, U.K., 1981 and in Lyon, 1982. The title of the meeting was chosen in order to focus on one of the current problems of the analysis of dynamical systems. A deeper understanding of the vari ous sources of stochasticity is of primary importance for the interpretation of experimental observations. Chaotic dynamics plays a central role since it intro duces a stochastic element into deterministic systems.

For rather a long time numerical results in chemical kinetics could only be obtained for very simple chemical reactions, most of which were of minor practi ca 1 importance. The avail abil ity of fast computers has provi ded new opportunities for developments in chemical kinetics. Chemical systems of practical interest are usually very complicated. They consi st of a great number of different el ementary chemi cal reacti ons, mostly with rate constants differi ng by many orders of magni tude, frequently with surface reacti on steps and often wi th transport processes. The deri vati on of a 'true' chemical mechani sm can be extremely cumbersome. Mostly this work is done by setting up 'reaction models' which are im proved step by step in comparison with precise experimental data. At this early stage mathematics is involved, which may al ready be rather complicated. Mathematical methods such as pertubation theory, graph theory, sensitivity analysis or numerical integration are necessary for the derivation and application of optimal chemical reaction models. Most theoretical work aimed at improving the mathematical methods was done on chemical reactions which mostly were of little practical im portance. Chemi cal engi neers, who evi dently k now well how important the chemical model s and their dynamics are for reactor desi gn, have al so to be convinced not only on the theoretical work but also on its practical applic abil ity.

This first volume of Statistical Physics is an introduction to the theories of equilibrium statistical mechanics, whereas the second volume (Springer Ser. Solid-State Sci., Vol. 31) is devoted to non equilibrium theories. Particular emphasis is placed on fundamental principles and basic con cepts and ideas. We start with physical examples of probability and kinetics, and then describe the general principles of statistical mechanics, with appli cations to quantum statistics, imperfect gases, electrolytes, and phase tran sitions, including critical phenomena. Finally, ergodic problems, the me chanical basis of statistical mechanics, are presented. The original text was written in Japanese as a volume of the Iwanami Series in Fundamental Physics, supervised by Professor H. Yukawa. The first edition was published in 1973 and the second in 1978. The English edition has been divided into two volumes at the request of the publisher, and the chapter on ergodic problems, which was at the end of the original book, is included here as Chapter 5. Chapters 1,2,3 and part of Chapter 4 were written by M. Toda, and Chapters 4 and 5 by N. Saito. More extensive references have been added for further reading, and some parts of the final chapters have been revised to bring the text up to date. It is a pleasure to express my gratitude to Professor P. Fulde for his detailed improvements in the manuscript, and to Dr. H. Lotsch of Springer Verlag for his continued cooperation.

In studying the radiation-matter interaction, one can take two different approaches. The first is typical of spectroscopy: one considers the interaction between radi ation and a single atom, i. e. , one studies those phenomena in which the presence of other atoms is irrelevant. The other attitude consists, in contrast, in studying those phenomena which arise just from the simultaneous presence of many atoms. In fact, all the atoms interact with the same electromagnetic field; under suitable conditions, this situation creates strong atom-atom correlations, which in turn give rise to a cooperative behavior of the system as a whole. Cooperative means that the overall behavior is quite different from the superposition of the effects arising from single atoms and is completely unpredictable if one neglects the coup ling between the atoms induced by their common electromagnetic field. This book contains five complete and up-to-date contributions on the theory and experiments of three coherence effects in radiation-matter interaction: resonance fluorescences, optical bistability, and superfluorescence. They have raised in creasing interest in recent years from both a fundamental and an applicative view point. Even if their phenomenology appears completely different, these effects be long in the same book because they are striking examples of open systems driven far from thermal equilibrium, as those considered in Haken's synergetics and in Prigogine's theory of dissipative structures. This aspect is discussed in the in troducting chapter, in which we outline the basic physics and the essential features which unify these three effects.