Thermodynamic Theory of

STRUCTURE, STABILITY
AND FLUCTUATIONS
P. GLANSDORFF
and
I. PRIGOGINE

Universite Libre de Bruxelles, Brussels, Belgium,

and University of Texas, Austin, Texas

WILEY - INTERSCIENCE
a division of John Wiley & Sons, Ltd.
London - New" York - Sydney - Toronto

Contents
Introduction

XI

PART I GENERAL THEORY

CHAPTER I

CHAPTER II

CHAPTER III

CHAPTER IV

Conservation Laws and Balance Equations .

1. General form of a balance equation
.
2. Conservation of mass
.
.
.
.
3. Conservation of momentum and equation
of motion
.
.
.
.
.
.
4. Conservation of energy
.
.
.
.
The Second Law of Thermodynamics and the
Entropy Balance Equation .
.
.
.
1. The second law of thermodynamics
.
.
.
2. Local equilibrium
.
.
3. Entropy balance equation
.
4. Basic thermodynamic relations
5. Second order differential of entropy.
6. Use of complex variables
.
.
.
Linear Thermodynamics of Irreversible Processes
.
.
.
.
.
.
.
1. Flows and forces .
.
.
.
.
2. Onsager's reciprocity relations
.
.
3. Symmetry requirements on coupling of Irreversible processes
.
.
.
.
4. Non-equilibrium steady states and theorem
of minimum entropy production
.
.
5. Chemical reactions
.
.
.
.
6. Concluding remarks
.
.
.
.
Gibbs-Duhem Stability Theory of Thermodynamic Equilibrium
.
.
.
.
1. Introduction
.
.
.
.
.
2. Gibbs-Duhem stability criterion
.
.
3. Explicit form of the stability conditions .

1
1
4
6
8

12
12
14
16
19
23
27

30
30
32
33

34
38
41

44
44
44
46

VI

Contents
4. Phase separation in binary mixtures
5. Stability of chemical reactions
.
6. Limitation of the Gibbs-Duhem theory

CHAPTER V

CHAPTER VI

CHAPTER VII

.
.
.

General Stability Theory of Thermodynamic

Equilibrium
.
.
.
.
.
.
1. Thermodynamic stability and entropy
balance equation .
.
.
.
.
2. Thermodynamic stability conditions
.
3. Comparison with kinetic stability theory .
Thermodynamic and Hydrodynamic Stability
Conditions for Non-Equilibrium States .
.
1. Introduction
.
.
.
.
.
2. The definition of stabilityLiapounoff
functions
.
.
.
.
.
.
3. Stability of dissipative systems
.
.
4. Theorems of moderation and the Le Chatelier-Braun principle
.
.
.
.
5. Global stability conditions
.
.
.
6. Characteristic properties of d2s considered
as a Liapounoff function
.
.
7. Stability involving convective effects
.
8. Comparison with kinetic stability theory .
9. Separate thermodynamic and hydrodynamic stability conditions .
.
.
.
Explicit Form of the Stability Conditions for
Non-equilibrium States
.
.
.
.
1. Introduction
.
.
.
.
.
2. Thermal stability
3. Helmholtz's theorem on the motion of
viscous fluids
.
.
.
.
.
4. Chemical reactions
.
.
.
.
5. Excess balance equations
.
.
.
6. Excess entropy balance equation
.
.
7. Explicit stability criterion for dissipative
processes
.
.
.
.
.
.
8. Stability and linear thermodynamics
.
9. Stability and entropy production .
.
10. "Stability and equilibrium
.
.
.

47
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51

53
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58

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73
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89

Contents

vn

11. Comparison with the entropy balance

equation
.
.
.
.
.
.90
12. Hydro-thermodynamic stability
.
. 93
13. Explicit form of the separate thermodynamic and hydrodynamic stability
criteria.
.
.
.
.
.
.94
CHAPTER VIH Stability and Fluctuations .
.
1. Einstein's fluctuation formula
2. Chemical reactions
.
.
3. Fluctuations of temperature .
4. Regression of fluctuations
.
5. Causal description and fluctuations
CHAPTER IX

.
.
.
.
.
.

.96
. 96
. 97
.102
.103
.104

T h e General E v o l u t i o n Criterion .
.
.106
1. Introduction
.
.
.
.
.106
2. Evolution criterion for dissipative processes 110
3. Evolution criterion and theorem of minimum entropy production
.
.
.112
4. Evolution criterion and steady-state conditions .
.
.
.
.
.
.113
5. Rotation around steady statesKinetic
potential
.
.
. . .
.
.116
6. Behaviour of normal modes around a
steady state in dissipative systems .
.118
7. Convective processes
. -- .
.
.121
8. Time-dependent convection processes
. 124

PART II: VARIATIONAL TECHNIQUES AND HYDRODYNAMIC

APPLICATIONS
CHAPTER X

The Local Potential

126
1. Conservation equations and variational
calculus
.
.
.
.
.
.
126
2. Local potential for the heat conduction
problem
.
.
.
.
.
. 127
3. Time-dependent heat conduction problem 133
4. Relation with the Galerkin method
. 134
5. Convergence of the self-consistent method 136
6. The time-dependent problem .
.
. 141
7. The iteration method
.
.
.
.141

Vlll

Contents
8. General formulation of the local potential
for a steady state
.
.
.
.142
9. General formulation of the local potential
for the time-dependent processes .
. 146
10. The excess local potential
.
.
. 147
11. Local potentials in kinetic theory .
.149
12. Comparison with other variational techniques .
.
.
.
.
.
.
152

CHAPTER XI

CHAPTER XII

Stability Problems in Fluids at Rest

.
.154
1. Introduction
.
.
.
.
.154
2. Perturbation equations .
.
.
.154
3. Stability conditions for a fluid layer
. 157
4. Benard instability and entropy production 160
5. Thermodynamic interpretation and dissipative structure .
.
.
.
.163
6. Neutral stability condition
.
.
. 165
7. The principle of exchange of stabilities and
the evolution criterion .
.
.
.166
8. A variational free minimum principle for
the critical Rayleigh number .
.
. 168
9. Normal mode approach to the Benard
problem
172
10. Approximate determination of the critical
Rayleigh number by the free minimum
method
.
.-- .
.
.
.175
11. Onset of instability in the two-component
Benard problem .
.
.
.
.178
12. Stability of a vertical column of fluid
. 182
Application of the Local Potential to Stability
Problems of Laminar Flow
.
.
.
. 186
1. Introduction
.
.
.
.
. 186
2. The eigenvalue problem for hydrodynamic
stability
.
.
.
.
.
. 188
3. The excess local potential for hydrodyna190
mic stability
.
.
.
.
The excess local potential for stability of
flow with a transverse temperature gradient 191
The critical Reynolds number for the plane
Poiseuille flow
.
.
.
.
.195

Contents

ix

6. The critical Rayleigh number for t h e Benard problem .

.
.
.
.
.
199
7. The Benard problem for laminar flow
. 200
8. Influence of a transverse temperature gradient on turbulence
.
.
.
.
204
CHAPTER X m Stability of Finite Amplitude Waves
.
. 206
1. Introduction
206
2. Sound waves
206
3. Compression and rarefaction waves. Riemann invariants .
.
.
.
.
207
4. Small disturbances of travelling waves
. 214
5. Instability of the simple compression wave 216
6. Stability of the simple rarefaction wave . 217
7. Reduction of P[Z]
.
.
.
.219
PART I E : CHEMICAL PROCESSES
CHAPTER XIV Time Order in Chemical Reactions
.
. 222
1. I n t r o d u c t i o n
222
2. Thermodynamic threshold for chemical
oscillations .
.
.
.
.
.
.
223
3. Sustained oscillations of t h e Lotka-Volterra
type
228
4. Chemical instabilities
.
.
.
.
232
5. Time behaviour beyond t h e instability
. 238
6. Limit cycle
240
7. Comparison between t h e L o t k a - V o l t e r r a
model a n d limit cycle behaviour
.
.241
8. Fluctuations
243
9. E x a m p l e of oscillating systemsThe
Zhabotinski reaction
.
.
.
.
244
CHAPTER XV

Space Order and Dissipation in Chemical

Reactions
.
.
.
.
.
.
1. Introduction
.
.
.
.
.
2. Symmetry breaking instabilities
.
.
3. Thermodynamic interpretation of symmetry breaking instabilities .
.
.
4. Thermodynamic threshold for symmetry
breaking instabilities
.
.
.

247
247
248
252
254

Contents
5. Dissipative space structures .
.
. 255
6. Examples of a dissipative space structure
The Zhabotinski reaction
.
.
. 261
7. Limit cycles and dissipative structures in
multi-enzymatic reactions
.
.
. 263

CHAPTER XVI Multiple Steady States

.
.
.
.272
1. Introduction
.
.
.
.
.
272
2. Single independent variable .
.
. 273
3. Model with multiple steady states .
. 274
4. Membrane excitabilitythe model
. 278
5. Membrane excitabilitysteady-state equations
283
CHAPTER XVII Unity of Physical Laws and Levels of Description
.
.
.
.
.
.
.287
1. Introduction
.
.
.
.
. 287
2. Biological structures
.
.
.
.288
3. Hierarchy of structures

REFERENCES
GLOSSARY O F P R I N C I P A L S Y M B O L S
INDEX

. 290
293

.299
303