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A. Helal & M.A. Fardin
07/2/2010
Scaling with Fractional Calculus
Normal vs anomalous relaxation
Fractional relaxation processes and fractional rheological models for the description of a class ofviscoelastic materials, Ralf Metzler & Theo Nonnenmacher, International Journal of Plasticity, 2003
2
1 ( , )d
K tdt
x
21( , )
K k tt e k
1 2
0 ( , )td
K D x tdt
0 1
0
1 ( , )( ( , ))
( )
t
t
W tD W t dt
t t
xx
2( , )t E K k t k
0
( )
(1 )
n
n
zE z
z
2
2 exp(1 )
K k tE K k t
1
2 2 (1 )E K k t K k t
Maxwell-Debye relaxation Anomalous relaxation Fractional integration & derivation
1
0 0( ( , )) [ ( ( , ))]t td
D W t D W tdt
x x.( , ) ( , )it e t k xx k
Mittag-Leffler function
At short times,
At long times,
Inverse power-law / Nutting
Stretched exponential / KWW
Mittag-Leffler
Nutting
KWW
Scaling and fractional calculusA. Helal & M.A. Fardin
2
( )
1/ 2
0 ( )tC
D Ct
1/2 1/2
0 ( ) 0tD t
0 tD
0 tD
0 0 0 0 0 0( ( )) ( ( )) ( ( )) ( ( ))t t t t t tD f t D f t D D f t D D f t
Short Introduction to fractional calculus, Mauro Bologna
0 []tD
In general, NOT commutative
Explanation :
Let be the space of constant functions for the operator of order
Example :
Constant functions don’t belong to (1/ 2)
(1/ 2)1/ 2t belongs to
Practical rule
( )f tLet have a power series expansion
We have
if ( )f t doesn’t contain any function which is constant for the operators &
Scaling and fractional calculusA. Helal & M.A. Fardin
3
Commutativity of the operator
( )m e eG G G
0 0 0( ) ( ) ( ) ( ) ( )q q q q q q
t e m t e tt D t G G D t G D t
0 ,1 ,1( ) ( ( ) ) ( ) ( ( ) )q q
q e qG t G E t G t E t
.0
( )
( )
n
n
zE z
z
0 ( ) ( )( )(1 ) (1 )
q q
eG t G tG tq q
0 m eG G G
, (0,1)q
mG
eG
mG
q
Generalized Cole-Cole behavior and its rheological relevance, Chr. Friedrich and H. Braun. Rheo. Acta, 1992
Standard Zener model
Fractional Zener Model
Stress relaxation
Generalized Mittag-Lefflerfunction
Asymptotic behaviour
(Adapted from original article because of typos)
Scaling and fractional calculusA. Helal & M.A. Fardin
4
Fractional rheological models: Zener model
Generalized Cole-Cole behavior and its rheological relevance, Chr. Friedrich and H. Braun. Rheo. Acta, 1992
1 2
0
cos( ( ) / 2) cos( ( 2)( )
1 2 cos( / 2)
q q
e
q q
e
qG Gg
G G q
2 2
0
sin( ( ) / 2) sin( ( 2)( )
1 2 cos( / 2)
q q
q q
e
qGg
G G q
Oscillatory testing
Experimental fitting for Carbon filled natural rubber
Carbon filled naturalrubber (0, 30, 60 phrfrom bottom to top)
Scaling and fractional calculusA. Helal & M.A. Fardin
5
Experimental results & Cole-Cole plots
0
0
( )
( )
G s sds
G s ds
( ) ( ) ( )
t
t G t t t dt
0
0
( )
( )
G s sds
G s ds
0( )t
G t G e
0( )t
G t G
Scaling and fractional calculusA. Helal & M.A. Fardin
6
Time scales & Deborah number I
obs
DeT
Maxwell-Debye relaxation
Linear Viscoelasticity
Anomalous relaxation
?De
0( )t
G t G e
0( )t
G t G
1
logd G dt constant
1
log /d G dt t
Scaling and fractional calculusA. Helal & M.A. Fardin
7
Time scales & Deborah number II
1
log ( )( )
log
obsobs
obs
d G TDe T
d T
( )obsobs
De TT
( )obsobs
De TT
1( )obsDe T
Differential definition of the average relaxation time
1
logd G dt
Application
Dynamic Deborah number
Maxwell-Debye
KWW
Nutting
On physically similar systems; Illustrations of the use of dimensional equations, E. Buckingham, 1914
[ ] [ ] [ ] [ ]a b cK M L T
3
, ,K a b c
0 2 1
1[ ] [ ] [ ] [ ]K M L T 2 /m s
2 /m s
3
, ,K a b c
0 2[ ] [ ] [ ] [ ]K M L T
Scaling and fractional calculusA. Helal & M.A. Fardin
8
Scaling & Buckingham-Pi Theorem
Relevant parameters space
Normal situation
is a vector space over
Anomalous situation
is a vector space over
Example
Scaling and fractional calculusA. Helal & M.A. Fardin
What are the relevant parameters?
Do they depend on rescaling (theory) /resampling (experiment) ?
Scaling and fractional calculusA. Helal & M.A. Fardin
What are the relevant parameters?
Do they depend on rescaling (theory) /resampling (experiment) ?
Examples:
Average size of a cluster?
Density?
Diffusion coefficient?
Distribution in X, Y...
t0
t0 x 5 t
0 x 10 t
0 x 50 t
0 x 100
Note:
Even for a “linear system” finite size and
time introduce non trivial coarse-
graining10
Scaling and fractional calculusA. Helal & M.A. Fardin
Avoiding the question: The tradition of “Linear” (and infinite) systems
Calculus (fr:Analyse): Taylor exp., approx. for “smooth” functions, solving equations...
Mechanics: Model systems, spring, dashpot...
Physics: Free systems, mode decomposition, superposition principle, input/output...
Statistics: LLN, Central limit theorem, independent probability, Ergodicity...
Philosophy: Traditional causality, traditional reductionism, Occam's razor...
Lingo: Linear [Forces] = Quadratic [Energies] = Gaussian [Partition f.]
Introduction to Nonlinear Physics, By Lui Lam (2003)
Why do we love linear systems?
11
Scaling and fractional calculusA. Helal & M.A. Fardin
Rescaling a Gaussian system: introduction to coarse-graining
Polymer in theta solvent / random walk...
Scaling concepts in polymer physics, PGG (1979)
a
(1) a' = a g1/2
® r'=rg-1/2
N'=N/g (g=10)
R~aN1/2
(1(
®
r(s)
The parameter a→ (monomer or mean free path) keeps its “bare” value →The coarse-grained and original statistics are the same
Integer fractal dimension – pseudo classical space
Hausdorff dimension: Lℤ
F'=F
12
( ) Dr r
Scaling and fractional calculusA. Helal & M.A. Fardin
Rescaling a non Gaussian system: non trivial coarse-graining
(more) realistic polymer chain / self avoiding random walk
Scaling concepts in polymer physics, PGG (1979)
a(1(
The parameter a→ and v are renormalized. They don't keep their bare value→The coarse-grained and original statistics are the same only if F is renormalized
Non-integer fractal dimension – pure fractal space
Hausdorff dimension: D= = 1.56...
...
...
(2v(
a
v'
Scaling and fractional calculusA. Helal & M.A. Fardin
Renormalization: a powerful method to find relevant parameters
Scaling concepts in polymer physics, PGG (1979)
Lectures on phase transitions and the renormalization group, N. Goldenfeld (1993)
Renormalization group theory: its basis and formulation in statistical physics, Rev. Mod. Phys. 70, 653 (1998)
→Quantities at fixed points have Levy stable distributions→Fixed-point=Self-similar, it maps to itself upon coarse-graining=”universality class” The difficulties are in computing the flow, i.e. finding how F is renormalized→(diagrams)→The method is well established only when F exists, i.e. at equilibrium (no T) →Extremely relevant in an empirical approach: measures involve coarse-graining
www.wolframalpha.com
Dependence on d
14
Scaling and fractional calculusA. Helal & M.A. Fardin
Geometrical interpretation of anomalous (spatial) dimensions
(...Geometric self-similarity and fractal (Chris—Fractal gels→→Link between fractal and fractional calculus (1 to 1 correspondence still debated)→Finite (incomplete) fractals and asymptotic fixed points (“phases”)→Some psychophysics roots too...
Lℤ | Lℝ | LℤFu-Yao Ren et al., Phys. Lett. A 219 (1996), 59-68.R.R. Nigmatullin, Theoret. and Math. Phys. 90, No 3 (1992), 242-251.
R.S. Rutman, Theoret. and Math. Phys. 105, No 3 (1995), 1509-1519. 15
+ + + =
Time correlation → Tℝ
Scaling and fractional calculusA. Helal & M.A. Fardin
How to interpret fractional time?
(...Some out-of-equilibrium renormalization (surface growth process→→Anomalous diffusion (Jason—diffusion on fractal network, trap models...) →Fractal representation of fractional elements →Link with temporal correlations
M.Marsili, Rev. Mod. Phys. 68 (1996), 963.
C. Friedrich et al. in Advances in the Flow and Rheology of Non-Newtonian Fluids (1999)
+ + +...
=
No time correlation
→ Tℤ
Tℤ on Lℝ → Tℝ
...
Levy stable
16
Scaling and fractional calculusA. Helal & M.A. Fardin
Non Newtonian time measure
Geometric and physical interpretation of fractional integration and fractional differentiation, Igor Podlubny (2002)
M. Balland et al. PRE (2006) 021911 ,74
Indeed, how do we measure time intervals? Only by observing some processes, which we consider
as regularly repeated. G. Clemence wrote:
“The measurement of time is essentially a process of counting. Any recurring phenomenon
whatever, the occurrences of which can be counted, is in fact a measure of time.”
CG
CG regular continuum Tℤ
fractional continuum Tℝ
17
Scaling and fractional calculusA. Helal & M.A. Fardin
Non Newtonian time measure: another insight to experiments
Geometric and physical interpretation of fractional integration and fractional differentiation, Igor Podlubny (2002)
M. Balland et al. PRE (2006) 021911 ,74 18
Scaling and fractional calculusA. Helal & M.A. Fardin
Fundamental question of Non Newtonian/Riemannian time measure
uniform
measure
non uniform
measure
uniform measure Riemann measure Kolmogorov extension
Gelfand-Naimark-Segal
construction
non uniform
measure
Lebesgue measure
Hausdorff measure
Frame transformations?? (Arezoo)
There is a very famous example of frame transformation with non uniform measure...19
Scaling and fractional calculusA. Helal & M.A. Fardin
20
Back to the Deborah number
1
log ( )( )
log
obsobs
obs
d G TDe T
d T
( )obsobs
De TT
( )obsobs
De TT
1( )obsDe T
Differential/local definition of the average relaxation time
1
logd G dt
Dynamic Deborah number
Maxwell-Debye
KWW
Nutting
Local definition of the Deborah number, measures the stretching of time
Scaling and fractional calculusA. Helal & M.A. Fardin
Keep the balance between empiricism and rationalism
Superposition principle
Ergodicity
Reductionism
theta solvent
random walk
relevant parameters
anomalous diffusion
Anomalous dimension
→Don't get lost in lingo
→Watch for sloppiness
J.P. Sethna et al. , Sloppy-Model, PRL (2006) 150601 97
http://www.lassp.cornell.edu/sethna/Sloppy/WhatAreSloppyModels.html
In a variety of contexts, physicists study complex, nonlinear models
with many unknown or tunable parameters to explain experimental
data. We explain why such systems so often are sloppy: the system
behavior depends only on a few ‘‘stiff’’ combinations of the
parameters and is unchanged as other ‘‘sloppy’’ parameter
combinations vary by orders of magnitude.
21