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Physica A 157 (1989) 21-30 North-Holland, Amsterdam FRACTALS AND MULTIFRACTALS: APPLICATIONS IN PHYSICS A. CONIGLIO,! L. DE ARCANGELIS* and H.J. HERRMANN? "Dipartimento di Scienze Fisiche, Université di Napoli, Mostra d’Olwemare Pad. 19, 80125 Napoli, lialy °SPHT', CEN Sarclay, 91191 Gif sur Yvette, France Invited paper Critical fluctuations, growth or disorder can produce fractal structures which have unusual physical properties due to their scale invariance. Particularly interesting ate the so called multifractal measures that can exist on these fractals. We will introduce the concept of multifractals and the most common way to formalize them via the function f(a). We will present three situations in which multifractality appears: percolation, growth phenomena and fracture. 1. Introduction In the last ten years it has become clear, due to a large extent to the pedagogical effort by Mandelbrot [1], that fractals naturally appear in many physical situations. Fractals are intimately related to critical points due to their self-similar structure so that critical fluctuations like percolation clusters at the threshold are typically fractal. But fractals also appear more mysteriously in growth phenomena specially those that are produced by the interplay of a Laplacian field with disorder like DLA [2] or fracture. A fractal is characterized only by one number, namely the fractal dimension. Much more information is contained in what is called a multifractal measure [3] which if defined on a fractal can give insight about its structure or about the way it grows. Multifractality has been found in the current distribution of percolation clusters at the threshold, in the growth probability of DLA surfaces and in the distribution of local strain in a solid that is about to break. In this short review we will introduce the concept of multifractality at the three above mentioned examples. 2. Multifractality in percolation We now focus our attention on the percolation problem: we will present a new approach to the problem based on the ideas of multifractality that will lead ‘Laboratoire de l'Institut de Recherche Fondamentale du Commissariat 4 "Energie Atomique. 0378-4371/89/$03.50 © Elsevier Science Publishers B: (North-Holland Physics Publishing Division) 2 A, Coniglio et al. | Fractals and multifractals in physics to a deeper understanding of the structure of the percolating cluster and its properties [4, 5]. We first briefly define the bond percolation problem [6]. Lets us consider a lattice and say that a bond is present with probability p and missing with probability 1—p. The value of p at which a connected cluster of bonds spanning the whole system first appears in an infinite system is called p,, the percolation threshold. A typical example of system which exhibits a percolation transition is the random resistor network. To each bond is assigned a conduct- ance equal to one if the bond is present and zero if the bond is missing. By monitoring the conductance of the whole system, we see that this quantity is critical and goes to zero as p decreases toward p,. What is the structure of the incipient infinite cluster at the percolation threshold? To answer this question we consider a random resistor network at the percolation threshold, we apply a difference of potential AV=1 at the opposite edges of the lattice of size L and then we partition the bonds of the spanning cluster into three different sets: the bonds that do not carry any current, called dangling ends. The bonds which are simply connected, that is such that, once one of them is removed, the cluster becomes disconnected; they carry the whole current and they are called links or red bonds. Finally, the multiply connected bonds that carry a fraction of the total current and are called blue bonds or bonds in a blob. The part of the incipient infinite cluster which carries current consists in the links and the blobs and is called backbone. The dangling ends instead do not give any contribution to the transport properties since they dont carry any current. On the other hand, they constitute almost the total mass of the incipient infinite cluster, having its same fractal dimension d,=91/48 in two dimensions. The bonds in a blob can have also a very different role in the network, since they can carry a large fraction of the current or they can be embedded in a very large blob and be almost balanced. It is clear, then, that depending on which property of the percolating cluster we want to study, different sets of bonds play a dominant role. Moreover, this initial partition of the cluster in three sets is certainly not exhaustive due to the different roles played by the bonds in the blobs. In order to give a better characterization of the bonds in the backbone, we assign to each bond a weight equal to the voltage drop across it, V [4]. We can define the quantity n(V) as the number of bonds characterized by a voltage drop V and the moments of this voltage distribution M(q)= LnVyVi~ Lo. @ By performing the sum in (1) by steepest descent and by supposing that the A. Coniglio et al. | Fractals and mattifractals in physics 2 exponents 7(q) form an infinite set of independent exponents, we find that the scaling behaviour of the voltage distribution is given by n(V)~ Cla)Lh™ , (2) where a=-InVilnL, ie. V~L* @) Here the f(a) are the Legendre transforms of the critical exponents 7(q), that is fla) = ga ~7(q) 5 4 where a = dr(q)/dg. The f(a) represents the fractal dimension of the set of bonds characterized by the voltages V given by eq. (3) and a describes how this value of V goes to zero as the system size goes to infinity. If a(q) is a simple constant, the exponents 7(q) would have a linear dependence on q and f(a) would also be constant. This simple type of scaling is usually found in critical phenomena and it is called gap exponent scaling. For the voltage distribution the scaling exponents of the moments are a more complicated function of g and the fractal dimensions f(a) have a non-trivial dependence on a. ‘All these results have been verified by computer simulation of a tandom resistor network at p, in two dimensions [4]. The numerical results show that the voltage distribution n(V) as function of InV is well peaked at its most probable value and it has a long tail in the low voltage region. As function of V, instead, the n(V) is not well behaving since it collapses near the origin. Starting from the knowledge of the voltage distribution, it is possible to determine the critical exponents of its moments and their Legendre transfrom fla). Fig. 1 shows the function f(«), representing the fractal dimensions. It is a bell shaped curve whose maximum is the fractal dimension of the backbone (= 1.6in d=2), and which recovers the known value for the fractal dimension of the links [7], (=3/4 in d=2), in the limit g>®, where the moments are dominated by the largest voltage drop that occurs on the links. The anomalous behaviour of the voltage distribution is responsible for the infinite sets of critical exponents 7(q). It turns out in fact that, in order to perform the sum to determine the moments in eq. (1), it is much more convenient to integrate over In V instead that V. The leading contribution to the integral will then arise from different typical voltages, depending on the different qth moment considered. Therefore the infinite hierarchy of exponents 24 A. Coniglio et al. 1 Fractals and multifractals in. physics 16 T oT Ox) 1k 1a VOR sree co oe cone sesaey | 08 7 Fig, 1. The fractal dimensions jla)= 6(a(a)) plotied 8 function of x =In VIIa Veg. = 4/An.e1 where V,.,, is the maximum voltage drop which occurs on the links, 7(q) reflects the richness of the structure of the percolating backbone, which ‘we can consider partitioned into subsets of bonds characterized by a value of a, each set with its own fractal dimension f(a) and each set playing a dominant role in the determination of different physical properties. The anomalous behaviour of the voltage distribution can be verified by exact calculations on a hierarchical model introduced for the percolating backbone [4]. The model is shown in fig. 2: to each bond we substitute the unit cell made of two links and a blob of two bonds. The main advantage of this model, » » » NeQ 9 Nel N=2 Fig. 2. Few levels of iteration of the hierarchical model for the backbone of the incipient infinite luster. A. Coniglio et al. } Fractals and mutifractals in physics 2% together with its simplicity, is that it presents the self-similar structure of links and blobs, typical of the real percolating backbone. Exact calculations on this model also show that infinitely many subsets of bonds can be individuated in the backbone, cach with a different fractal dimension f(e), expression of the multifractal structure of the percolating cluster. 3. Multifractality in growth phenomena We will see now how the same multifractal concepts can be extended to growth phenomena. A simple growth model is the Diffusion Limited Aggrega- tion model introduced by Witten and Sander [2]. In this model one starts with a seed in the center and at each time step a diffusive particle is released from a circle far away and it wanders around until it reaches the aggregate and sticks on it: The resulting aggregate is characterized by dendritic fractal structure due to the screening of the outer particles of the aggregate. Numerically the fractal dimension, which relates the number of sites to the linear dimension L of the aggregate, is found to be d, = 1.70. The same value is also found for the fractal dimension of the perimeter sites, which are the sites not yet part of the aggregate but with at least one nearest neighbour on the aggregate. From the point of view of growth, not all the sites play the same role. For example the sites well inside the fjords are rarely reached from an outside incoming particle and therefore there is a very small chance that growth occurs at these sites. On the contrary, there is a high probability that growth occurs at the sites on the tips of the aggregate. Like in percolation where each bond is characterized by a voltage drop V, here given a large DLA cluster we associate to each perimeter site the probability p to become part of the aggregate to the next time step. In principle one could compute such probabilities by computer simulations using the following procedure: 1) send a large number N of random walkers from an outer surface, 2) remove the random walker each time it has reached a perimeter site, 3) associate a counter to cach site to record the number of walkers arrived, If a perimeter site has been reached 7 times, the probability p for that site to be part of the aggregate is then p = n/N. In order to partition the total ensemble of sites in fractal sets we use the same procedure as it was done in percolation. We introduce the Growth Probability Distribution (GPD) n(p), ic. the number of perimeter sites characterized by the same probability p, and we evaluate the moments M(q)=Zn(pyp?~ LO, 6) 6 A. Conigtio et al. 1 Fractals and multifractals in physies where 7(q) are the critical exponents which are expected [8,9] to be all independent in analogy with the results obtained for the percolation problem From eq. (5) one finds that the scaling behaviour of the »(p) is given by np) ~ Clay Ll, (6) where @ = —In p/in L and f(a) is the Legendre transform of 7(q) as in eq. (4) We have therefore partitioned all the perimeter sites in fractal sets, each characterized by a value of a and with its fractal dimension f(a). However to calculate the entire set of exponents 7(q) and then f(a) is a very difficult task by computer simulations, since it is very difficult to probe the sites deep inside the fjords and therefore to compute a very small probability. An approach based on the Green’s functions formalism was instead used to calculate the r(g) and the fla) [9] and the results have confirmed the prediction of an infinite set of exponents. More recently an accurate calculation of 7(q) was done by numerically solving the Laplace equation [10]. ‘The GPD is an useful quantity to characterize pattern formation or degree of order mostly due to the presence of anisotropy. A calculation of the GPD [11] was done on the square lattice using the noise reduction algorithm to enhance the anisotropy of the lattice. The interesting result is that the GPD develops well pronounced peaks which correspond to the fractal sets of the stable tips. The appearence of these peaks is indicative of pattern formation or order due to the anisotropy, even when such order is not fully visible on the aggregate. This is reminiscent of the peaks in the pair correlation function of a fluid system, which are related to the crystal order of the solid phase. The interest in the DLA model is that the equations governing the growth of DLA under particular conditions are the same which govern other physical systems such as viscous fingers [12, 13], crystal growth [14] and others. In principle by measuring the velocity of the interface, which is the analogue of the growth probability in DLA, one can compute the 7(q) or f(a) and compare with the corresponding ones in DLA. One would expect that systems in the same universality class would yield the same z(q) and f(a). By measuring then these exponents one could test whether such a complex system, such as viscous fingers or growing crystals, may be or not described by a simple model like DLA. ‘The first attempt to measure 7(q) and f(a) was done for viscous fingers with zero surface tension between the two fluids [12] and for viscous fingers in porous media [13]. More recently the exponents 7(q) were measured very accurately for erystal growth of ammonium chloride in acqueous solutions [14]. Without discussing in details these experimental results, we stress in general that, whereas the part of the f(a) for small values of a, corresponding to large A. Conighio et al. J Fractals and muttifractals in physics 7 growth probability p, is consistent in all the experiments with the DLA predictions, for large values of a, and therefore small probabilities p, there is some discrepancy among the values of f(@) found in different experiments. ‘This is due to the intrinsic difficulty in measuring or calculating small values of p both experimentally and theoretically. We finally mention that in the crystal growth experiment a peak was observed in the growth site probability distribution, probably reminiscent of the anisotropy of the crystal. 4, Multifractality in fracture When a disordered solid is submitted to a sufficiently large external strain it will fracture. Technologically it is important to know the detailed process of fracture: First some microcracks will form randomly then these cracks will grow changing considerably the distribution of local strains and finally one crack will become unstable tearing the system completely apart. We will model the above process in the following way [15]: Place on each bond of a finite square lattice a fuse, i.e. a resistance which has a linear characteristics up to a threshold current i, and which becomes irreversibly an insulator once this threshold has been reached. The values of i, are randomly distributed either through a power law distribution, P(/,)=(1—x)ic", or through a Weibull distribution, P(i,) = (nlig)i? te", with iE (0,1), where x and m are parameters of the distributions, m empirically running between 2 and 10. Imposing an external voltage drop to the system and increasing it slowly one can watch fuse after fuse burning until the system falls apart. In this electrical model the local strain is given by the local voltage drops. So it seems natural to characterize the distribution of local strains by the moments of the distribution of voltage drops as alteady introduced for percolation in eq. (1) and to define normalized moments m, as m, = (M(q)/M(O))"". TE all m, scale with the system size with the same exponent one has gap scaling, otherwise one has multifractality. ‘We have performed a numerical simulation [16] of the model and calculated via a conjugated gradient method the local voltage drops. In fig. 3 we show in a log-log plot the moments against system size L for the case of a Weibull distribution with m= 10 at two different stages of the breaking process. In fig, 3a we are at the point at which the largest external current flows through the system, a situation that except in the limit of infinite disorder occurs well before the system falls apart. In fig. 3b we are at the point at which only one fuse has to be burned in order to break the system in two parts. We see a very 28 A. Coniglio et al. {Fractals and multifractals irs physics fa) (wy Fig. 3. log-log plot versus L of the renormalized moments of the current distribution a, = [M(q)éM(0)]""* with = 1(* ), 204), 3¢+ ), 6G), 9(V), and the zero-th moment (0), (©) for the Weibull distribution with m = 10. (a) When the maximal curtent flows through the system and (b) just before the system falls apart altogether. striking difference between the two situations: in the first case the m, lie on parallel lines for different values of g while in the second case we have clearly multifractality and for each q the moments m1, scale with a different exponent. ‘The result of our numerical simulation is consequently that the distribution of the local voltage drops becomes multifractal only just before the system fully breaks apart. The exponents found for the moments mr, do not seem to depend within our numerical accuracy on the distribution of thresholds i, since we investigated power law distributions for —1

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