Finite-size scaling for random walks on fractals

Models of infiltration into homogeneous and fractal porous media with localized sources

We study a random-walk infiltration (RWI) model, in homogeneous and in fractal media, with small localized sources at their boundaries. In this model, particles released at a source, maintained at a constant density value, execute unbiased random walks over a lattice; a model that represents solute infiltration by diffusion into a medium in contact with a reservoir of fixed concentration. A scaling approach shows that the infiltrated length, area, or volume evolves in time as the number of distinct sites visited by a single random walker in the same medium. This is consistent with numerical simulations of the lattice model and exact and numerical solutions of the corresponding diffusion equation. In a Sierpinski carpet, the infiltrated area is expected to evolve as t^{D_{F}/D_{W}} (Alexander-Orbach relation), where D_{F} is the fractal dimension of the medium and D_{W} is the random-walk dimension; the numerical integration of the diffusion equation supports this result with very good accuracy and improves results of lattice random-walk simulations. In a Menger sponge in which D_{F}>D_{W} (i.e., a fractal with a dimension close to 3), a linear time increase of the infiltrated volume is theoretically predicted and confirmed numerically. Thus, no evidence of fractality can be observed in measurements of infiltrated volumes or masses in media where random walks are not recurrent, although the tracer diffusion is anomalous. We compare our findings with results for a fluid infiltration model in which the pressure head is constant at the source and the front displacement is driven by the local gradient of that head. Exact solutions in two and three dimensions and numerical results in a carpet show that this type of fluid infiltration is in the same universality class of RWI, with an equivalence between the head and the particle concentration. These results set a relation between different infiltration processes with localized sources and the recurrence properties of random walks in the same media.

Scaling relations in the diffusive infiltration in fractals

In a recent work on fluid infiltration in a Hele-Shaw cell with the pore-block geometry of Sierpinski carpets (SCs), the area filled by the invading fluid was shown to scale as F∼t^{n}, with n<1/2, thus providing a macroscopic realization of anomalous diffusion [Filipovitch et al., Water Resour. Res. 52, 5167 (2016)WRERAQ0043-139710.1002/2016WR018667]. The results agree with simulations of a diffusion equation with constant pressure at one of the borders of those fractals, but the exponent n is very different from the anomalous exponent ν=1/D_{W} of single-particle diffusion in the same fractals (D_{W} is the random-walk dimension). Here we use a scaling approach to show that those exponents are related as n=ν(D_{F}-D_{B}), where D_{F} and D_{B} are the fractal dimensions of the bulk and the border from which diffusing particles come, respectively. This relation is supported by accurate numerical estimates in two SCs and in two generalized Menger sponges (MSs), in which we performed simulations of single-particle random walks (RWs) with a rigid impermeable border and of a diffusive infiltration model in which that border is permanently filled with diffusing particles. This study includes one MS whose external border is also fractal. The exponent relation is also consistent with the recent simulational and experimental results on fluid infiltration in SCs, and explains the approximate quadratic dependence of n on D_{F} in these fractals. We also show that the mean-square displacement of single-particle RWs has log-periodic oscillations, whose periods are similar for fractals with the same scaling factor in the generator (even with different embedding dimensions), which is consistent with the discrete scale invariance scenario. The roughness of a diffusion front defined in the infiltration problem also shows this type of oscillation, which is enhanced in fractals with narrow channels between large lacunas.

Self-organized stiffness in regular fractal polymer structures

We investigated membrane-like polymer structures of fractal connectivity such as Sierpinski gaskets and Sierpinski carpets applying the bond fluctuation model in three dimensions. Without excluded volume (phantom), both polymeric fractals obey Gaussian elasticity on larger scales determined by their spectral dimension. On the other hand, the swelling effect due to excluded volume is rather distinct between the two polymeric fractals: Self-avoiding Sierpinski gaskets can be described using a Flory-type mean-field argument. Sierpinski carpets having a spectral dimension closer to perfect membranes are significantly more strongly swollen than predicted. Based on our simulation results it cannot be excluded that Sierpinski carpets in athermal solvent show a flat phase on larger scales. We tested the self-consistency of Flory predictions using a virial expansion to higher orders. From this we conclude that the third virial coefficient contributes marginally to Sierpinski gaskets, but higher order virial coefficients are relevant for Sierpinski carpets.

Nonasymptotic properties of transport and mixing

We study relative dispersion of passive scalar in nonideal cases, i.e., in situations in which asymptotic techniques cannot be applied; typically when the characteristic length scale of the Eulerian velocity field is not much smaller than the domain size. Of course, in such a situation usual asymptotic quantities (the diffusion coefficients) do not give any relevant information about the transport mechanisms. On the other hand, we shall show that the Finite Size Lyapunov Exponent, originally introduced for the predictability problem, appears to be rather powerful in approaching the nonasymptotic transport properties. This technique is applied in a series of numerical experiments in simple flows with chaotic behaviors, in experimental data analysis of drifter and to study relative dispersion in fully developed turbulence. (c) 2000 American Institute of Physics.