THE CHEMICAL ENJGd;Mk;pG

ELSEVIER
The Chemical Engineering Journal 64 (19%) 45-61

Analysis of linear transport phenomena on fractals

Massimiliano William A. Schwalm b, Alessandra Adrover a, Mizuho K. Schwalm b Giona a~1,
sui Sistemi Disordinati e sui Frattali nelllngegneria Chimica, c/o Dipartimento di Ingegneria Chimica. Universitd di Roma La Sapienza Via Eudossiana 18, I-00184, Roma. Italy b Department of Physics, University of North Dakota, Grand Forks, ND 58202-7129, USA

aCentro hteruniversitario

Abstract
In this article we apply input/output (I/O) renormabzation to linear transport phenomena on fractals. We focus mainly on first-order reaction kinetics, on sorption dynamics and on renormalization of integral quantities in the case of finitely ramified structures. Moreover, care is taken to show how the theory can be extended to the study of infinitely ramified fractals and non-linear models and to the case of an unbounded number of input sites. Keyworuk Transport phenomena; Fractals; Renormalization

1. Introduction The discovery of fractal structures in nature [ 1] and the application of fractal geometry in physics [ 2-41, chemistry [5,6] and engineering [7,8] can be regarded together with the theory of chaotic dynamical systems as one of the main

scientific developments of the last 20 years [ 91. The geometry of structures possessing only dilation symmetries has immediate implications in the study of critical phenomena. Both geometric phase transitions (e.g. percolation) and thermal phase transitions (e.g. the Ising model) show cluster structures at criticality possessing infinite correlation length and dilation symmetries in the statistical sense. The structure and geometrical properties of these clusters at criticality can be described by means of fractal concepts. The structure of many catalysts, adsorbent materials and aerogels shows surface and/or bulk surface properties [ 10-121. During the first stage of the development of fractal theory in physics, fractals were regarded as synonymous with critical structures [ 13,141, inheriting from the theory of critical phenomena the entire conceptual and technical apparatus (scaling theory, thermodynamic formalism in multifractality, decimation and renormalization group methods to estimate the scaling exponents) to describe dynamic phenomena on fractal structures. In this framework the theory of dynamic phenomena on fractals was developed focusing almost exclusively on scal Permanent address: Dipartimento di Ingegneria Chimica, Universita di Cagliari, Piazza dArmi. I-09123 Cagliari, Italy.
0923-0467/96/$15.00 0 19% Elsevier Science S.A. All rights reserved PIlSO923-0467(96)03083-7

ing laws and universal properties. Universality [ 151 was the leading conceptual category used to discriminate between important results and marginal findings. This has stimulated the development of a fairly complete scaling theory of fractal structures [ 16,171 and identification of the fundamental scaling exponents (the fractal dimension dt, the walk dimension d,, the spectral or fraction dimension 4) governing the scaling of some characteristic quantities (mean square displacement in diffusion, density of states in vibration phenomena, etc.). On the other hand, a great many toy models were proposed precisely because all these models, although related to no reasonable physical phenomenology, gave new universal exponents. This enabled us to obtain very interesting (and sometimes formally elegant) results but exposed research on fractals to the risk of losing contact with physical reality and of isolating these studies inside a fantasy world made up of scaling laws and relationships between exponents. There is no doubt that many real physical (porous media, solid matrices, aggregates, turbulent eddies, catalysts, etc.) exhibit fractal properties and that in many situations fractal and disordered models represent a better description of real systems than the euclidean archetypes (lines, planes, cylinders and spheres) extensively analysed in monographs of classical mathematical physics. Therefore we should be aware of the fact that there will be no consistent application of fractal models until a mathematical apparatus/technique is developed, which is easy to apply and fairly general, to describe and solve the partial differential equations of mathematical physics on fractals with the same wealth of detail,

46

M. Ciona et al. /The Chemical Engineering Journal 64 (19%) 45-61

including constitutive equations, boundary conditions, etc., which forms the corpus of the theory in euclidean continua. The mathematical physics of dynamic phenomena (transport, hydrodynamics, electromagnetism, etc.) and especially the problems of engineering physics go far beyond the pure concept of universality and in the applications many features are intrinsically non-universal and depend on boundary conditions, constitutive equations and fine details. Let us take the example of transport phenomena, and diffusion in particular. Within the spirit of universality, all the theory of diffusion in euclidean continua is encompassed in the scaling of the mean square displacement R2( t) of brownian particles as a function of time t as R*(t) - Dt (1)

exact relations between the Green functions at iteration n + 1 and the Green functions at iteration n. Green functions of linear systems in the Laplace domain are synonymous with transfer functions. The family of transport equations that can be approached in this way is that of linear transport models, which corresponds in the continuous case to the fairly general equations

ww -=
at

-v.

Vc(t,x) -!-DV%(,X)

-kc(t,x)

-h(c(t,x)

I
0

a(t-T)C(T,X)

dr)

(6)

where D is the diffusion coefficient, and by the gaussian behaviour of the probability density function P( r,t) in radial symmetric structures. If the initial condition is a pulse centred at the origin r= 0 (r is the radial coordinate), then P(r,t) =-$ex

where c is the concentration of the transported (and reacting) species, x the position vector, v the convective velocity, D the diffusion coefficient, k the reaction rate constant (for first-

n=O

n=l
0

n=2

where A and B are constants and d is the euclidean dimension of the structure. The corresponding equations on fractals are R*(t) - t21d and asymptotically, mated by for long time, P(r,t) (3) can be approxi-

2d

P(rJ)

=$

exp[ -4i31

(4)

where d, is the spectral dimension, d, the walk exponent, which is related to ds and to the fractal dimension by the relation 2/dw=dsldf, and u=d,l(d,1) [ 171. However, the conceptual and physical richness of transport theory goes far beyond Eqs. ( 1) and (2)) as one would know from the first courses on heat, mass and momentum transfer, and this can be seen from the study of classical monographs [ 18-201. This article attempts a rigorous formulation and transport problems in fractal media. In the approach followed, a deterministic fractal structure is regarded as a family of graphs {.!S} parametrized with respect to the order of generation n (see e.g. Figs. 1 and 2). In general, to make a self-similar structure, g(+) is defined () by means of a specific number by connecting v copies of YY of additional bonds. In the case of deterministic fractal models the passage from generation II to generation n + 1 is governed by a simple deterministic rule g(n+l) =F$$ (5)

A
n=l

4
Fig. 1. Generation process of the elements of the S(p) family: (a) p= 2, one-dimensional line; (b) p = 3, two-dimensional Sierpinski gasket; (c) p =4, three-dimensional Sierpinski gasket.

n=O

Three basic tools are used to address and solve transport equations on fractals: (a) the discrete formulation of transport equations; (b) the Green function formalism to solve linear difference equations; (c) the renormalization to obtain

n=2
Fig. 2. Generation process for the p = 3 element of the ARC(p) family.

M. Giona et al. /The Chemical Engineering

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order reaction), h the mass transfer rate and cr (t) the convolution kernel accounting for mass transfer into another phase. Renormalization analysis is a formidable tool for the study of fractal models and critical phenomena and is aimed at obtaining a recursion relation expressing the value attained by a given physical quantity q(+l) at iterative n + 1 of the construction of the lattice in terms of the value qcn) attained at iteration n. For a review see Refs. [21-241. Renormalization methods have been applied widely to fractals and disordered systems to estimate scaling exponents and effective medium approximations for transport properties [ 25-281. However, it is possible to apply simple renormalization schemes to obtain the Green functions, the knowledge of which gives the concentration profiles, inside the structure. This way of applying Green function formalism and renormalization concepts can be called input/output (I/O) renormalization 2. I/O renormalization of transport schemes is discussed generally in Refs. [ 29-3 11. This approach represents the application and extension of straightforward renormalization concepts introduced by Alexander [ 321 and others [ 33-361 in the study of the Schrodinger equation and wave dynamics in fractal media. The application of I/O renormalization to transport phenomena requires inclusion of the boundary conditions accounting for the interaction of the system with the surroundings. In this work we present the general theory underlying I/O renormalization and some results obtained in the study of classical transport problems. Particular attention is paid to showing how this approach can apply to linear and non-linear transport phenomena on fractal and (non-fractal) lattice structures. This article is organized as follows. In Section 2 we analyse the renormalization of the Green functions for linear transport phenomena on lattice structures. In Section 3 we introduce the concept of boundary transformations related to the prescribed boundary conditions. Section 4 enumerates the results obtained in application to finitely ramified structures. In Section 5 we address the important topic of renormalization of integral quantities. To highlight the generality and potential broad applicability of this approach, Section 6 is a fairly detailed analysis of other classes of problems that can be addressed with I/O renormalization.

ations n = 0, 1,2 of some fractal structures considered in this article (for more details see Appendix A as well as Refs. [33,371). The graph family (Z@)} can be viewed as the schematic representation of the pore network structure of a porous particle. The topology of gCn) is completely described by its adjacency matrix H () [ 38,391, whose entry Hg) is the number of bonds connecting node i to nodej. Ho) is a symmetric matrix and the sums (7) where N,, is the total number of sites of g(), give the coordination number of node i at iteration n, i.e. the total number of bonds connecting node i with the nearest neighbouring sites (we use the terms site and node as synonymous). Let Ax,, indicate the spacing between nearest neighbouring sites and L the characteristic size of the structures (which does not change with iteration n) . With the increasing of the order of iteration, AxJL tends to zero, so that the study of transport equations on (ZCn)} can be regarded as the finite difference formulation of the corresponding lattice equations in the limit of lattice spacing tending to zero (i.e. approaching the continuous limit). Formal aspects of the Ax,, + 0 limit have been treated in detail by Kigami [ 401 and Kigami and Lapidus [ 4 1 ] . It is convenient to group the lattice sites into internal and external. External sites are those which may exchange the transported entity with the surroundings and internal sites are those which do not. External sites are further subdivided into input and output sites, meaning that the transported entity is fed into the system via input sites, while the output sites are either those sites from which the transported entity exits the system or are sites impermeable to transport (such as pore walls). Let i= 1, f.., b be the input/output sites and without loss of generality let us assume that there is only one input site i= 1. This division into internal and external sites is essential to the formulation of I/O renormalization, by means of which we obtain exact expressions for the concentration at the external sites. In order to apply I/O renormalization, the graph generation process (5) must satisfy some constraints. (1) The number b of input/output nodes is constant and does not change during the iteration process. ( 2) The transformation (5 ) to obtain @ + ) starting from 57(n) consists of connecting a given number v of copies of so) exclusively through the input/output nodes of each copy; see e.g. Fig. 3. Therefore the class of deterministic lattice models that can be addressed by the method defined in the current section is limited to finitely ramified fractals 3. All the structures rep3A finitely ramified fractal is a structure that it is possible to subdivide into two major subparts by severing a finite and constant number of bonds independently of the iteration n. Examples of finitely ramified structures are the one-dimensional line and the Sierpinski gasket. Examples of infinitely ramified structures (which can be defined as ail the structures not possessing this property ) are the two-dimensional plane and the Sierpinski carpet.

2. Green functions and renormalization transport phenomena

of linear

In this section we develop the renormalization of transport equations in discrete structures represented by means of a family of graphs {%()]. Figs. 1 and 2 show the first gener* This name comes from the fact that relevant Green functions, from which the physical quantities of interest can be obtained, are evaluated only at the input/output nodes of the structure; see Section 2.

M. Giona et al. /The Chemical Engineering Joumal64

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o-----o1 3 4 2

between the system and surroundings, k the rate coefficient for the first-order reaction and D the diffusion coefficient. Bearing in mind the fact that the coordination number of the input/output nodes is equal top - 1 while that of all the internal nodes is p, the mass balance equation becomes

1) )

if )
Fig. 3. Representationof the constructionprocess of a lattice to obtain the renormalization maps: (a) Sierpinskigasket; (b) one-dimensionalline. The broken lines indicate the bonds introducedby V().

= - (p+k)ci+
b +

~zz~c,+6&,
j-1

CS,Ch+Sit(l-h)Ct
h=2

(11)

resented in Figs. 1 and 2 and discussed in Appendix A are examples of finitely ramified graphs. In Section 6 we shall discuss how the analysis can be extended to infinitely ramified models. For simplicity let us assume that the coordination number of the internal nodes is constant and equal to p and that the coordination number of all the input/output sites isp - 1. The structures represented in Figs. 1 and 2 are examples of finitely ramified graphs satisfying this coordination property. The generation process (5) implies a relationship between the adjacency matrices at iterations n and )z+ 1 H(+l) =fi() + v(n) (8)

where 8= to/h+, ii- DlA2, h=hlfi, k=klc= c$~( AxIL)~ and cp2=kL2/D is the square Thiele modulus. The initial condition for Eq. (11) can be chosen as c;( e=o) =o. Analogously, if we consider the case of a batch reactiondiffusion kinetics in a closed system with no exchange with the surroundings, the corresponding balance equation takes the form

(12)
j-1 h=l

where V() is a sparse matrix representing the edges connecting the Y copies of 59 to form go+) and Z@ is the adjacency matrix for the v copies of P) before the connection. In particular, if we number the sites of each of the Y copies consecutively, H() can be expressed as a block diagonal matrix with v blocks each equal to H(). For example, in the case of the Sierpinski gasket I@) is given by

To maintain the analogy with Eq. ( 1l), let us assume an initial condition centred at i= 1, i.e. ci( f3=0) = c&i. Eqs. ( 11) and ( 12) can be rewritten in vectorial form as $= g= (M-kl+B+P)c+hc,e,, (M-G+B)c, c(0) =c,el c(0) =o (13) (14)

(9)

and the matrix V() is independent of n and has only six nonzero entries. Referring to the site numbering of Fig. 3 (a), v,,=v,,=v,,=v,,=vs,=v,,=1. In the discrete formalism the concentration field on a graph .Vis represented by means of an N-dimensional vectorc = ( c, , ***,Q,,)~ (the superscript T indicates transpose) and the discrete laplacian operator c can be expressed as

l&(H-pZ)

(10)

where Z is the identity matrix. To introduce I/O renormalization, let us consider the typical example of a reaction+liffusion kinetics in a fractal porous catalyst in the presence of a first-order reaction. Let us further assume that the reactant is fed from the input node i = 1 at concentration c, and let h be the rate of mass transfer

wheree,=(l,O;.-, O)T. According to Eq. ( lo), the matrix M = H - pZ is the dimensionless representation of the discrete laplacian operator, i.e. of the diffusional dynamics in the internal nodes. The matrices B and B, whose entries are B,=C~,&,G, and B, =x2= ,&$ IWpeCtiVdy, Zinc the matrices enforcing the zero-flux boundary conditions at the output nodes. In the case of the batch dynamics, Eq. ( 12), all input/output nodes are closed (i.e. also node i= 1). The matrix P, the entries of which are P,= ( 1 -h, C&S,,in Eq. ( 13) accounts for the other boundary conditions at the input node, through which the transfer occurs with a dimensionless transfer rate h: Owing to the linearity of Eqs. ( 13) and ( 14)) it is convenient to Laplace transform. We indicate the Laplace transform with a hat, i.e. &(s) = 9[ ci( t3 1. Since a uniform first-order reaction contributes in the balance equation as a diagonal term, - kl, let us first consider the case of no reaction, k= 0. In this case the solution of Eqs. ( 13) and ( 14) can be written as 8(s) =G*(s)e,( &i(s) =@(s)( 1 -h)&,(s), 1 --h)&,(s) (15)

M. Giona et al. /The Chemical Engineering Journal 64 (19%) 45-61

49

t?(s) =G-(b) (s)e,c,,

pi

=&)c,

(16)

where C?,,(S)is the Laplace transform of the external inlet concentration and &* (s) and eCb)(s) are the corresponding Green functions (or transfer functions) d*(s) = (sl-M-B-P) = [(s+p)Z-H-B-P] &b)(s) = (sZ--M-B) -1 -i (17) -1 -

inate the Green functions associated with these new internal sites from Eq. (20) in order to obtain &+l) at the input/ output nodes as a function of & (i = 1, -.a, b) . Because of the bilinearity of Eq. (20) with respect to &n+l), the elimination procedure discussed above leads to a minimal system of rational transformations G~+)=h,({~$)),
i,j= 1;..,b (21)

= [ (s+p)Z-H-B]

The solution in the presence of reaction is readily obtained by changing the argument of the Green function from s to s+k: As can be seen, these Green functions are made up of two contributions: the adjacency matrix related to the internal diffusional dynamics, which does not depend on the specific boundary conditions (batch sorption, batch condition, etc.), and a matrix B +P or B accounting for the boundary condition at the input/output nodes. The adjacency matrix grows in size and changes with n according to Eq. (8), while the non-zero entries of the boundary condition matrices B, P and P are fixed and do not depend on the iteration. Therefore a general strategy for solving linear transport schemes can be decomposed into two substeps: (a) the renormalization step for the bare Green functions &s)=[(s+p)z-HI-1 (18)

Owing to symmetry, the number of independent Green functions entering Eq. (21) is usually less than b*. The minimal set of Green functions for which a recursion can be developed is the pivotal set and its entries are the pivotal Green functions. For all the family of structures considered see Appendix A), the number of pivotal Green functions reduces to two, i.e. G,, and e,,. Therefore Eq. (21) forms a mapping in a space of two complex coordinates which simplifies to ~I;=h,,(~l;,~l;), &+ ) = hZ1(&$;,&) Starting from the Green functions corresponding to the iteration n = 0 of the construction process of the structure, Eq. (22) gives exact recursion relations in the Laplace domain for the Green functions & and & for arbitrary n. For all the lattices considered (an exception is discussed in Section 6.3)) the symmetry properties of these lattices imply that &=&,, for all i=2;**,b
(23)

(22)

associated with the internal diffusional dynamics; (b) the boundary condition step to transform the bare Green functions into the corresponding Green function (e.g. d*(s) or eCb)(s) ) for the specific boundary condition problem under investigation. Both these steps can be approached by making use of a simple algebraic property. Given two square matrices Gi and G,, which can be expressed in terms of two other matrices A andBasG,=A-andG,=(A-B)-,thefollowingidentity holds true [ 421:
Gz = G, + G,BGz (19)

and, because the adjacency matrix is symmetric, e,=gji for all i,j= l;..,b (24)

When we apply this to the bare Green functions &+l)(s) = and G(S)=[(S+p)z()-@)I- [(S+p)Z(+)-@+) ] - at two consecutive iterations (I is the N,-dimensional identity matrix) and take into account the construction relation (8), we obtain &(+i)(s) =$(s) +G(s)VG+(s) (20)

As an example, let us consider the case of the one-dimensional line (which can be considered as a member of the S(p) family discussed in Appendix A for p = 2). The recursion step for the bare Green functions is schematized in Fig. 3 (b) . let us define coordinates x = &) and y = 6:; and let capital letters X and Ybe the corresponding Green functions at iteration n+ 1. Withg,= &+l) andg,= &+I) the application of Eq. (20) furnishes.
x=x+yg4, y=yg,, g3=y+xg4, g,=xg, (25)

from which, after the elimination of g, and g,, the renormalization recursions for the one-dimensional line are obtained:

v* x=x+=

_A!?
y-1-x2

(26)

where G(s) is a block diagonal matrix with Yblocks each of which equals C?(s) (as in the case of Z@ and H). Eq. (20) is the basic equation for the development of renormalization. It is a system of linear equations in ++ i) (s) . Since the entries Vii() of the sparse connection matrix Vcn) are non-zero only for i and j which correspond to those external sites of the copies of .9 (n) which become internal sites of @+I) in the construction process (see Fig. 3), we can elim-

These recursions are to be equipped with the initial conditions representing the structure at iteration n = 0. In the case of the one-dimensional line the initial configuration can be chosen as a single point with twofold coordination (see Fig. 1) and therefore x,,(s) =y,,(s) = ll(s+p) with p=2. The recursions for the other lattices considered are reported in Appendix A.

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M. Giona et al. /The Chemical Engineering Journal 44 (19%) 45-61

The renormalization analysis of linear transport phenomena in the presence of a convective velocity field is developed in Ref. [ 301.

:1

3. Boundary

transformations

The transfomration form the bare Green functions 6( s) to the Green functions of a specific transport problem can be performed by applying the same matrix identity ( 19) which led to Eq. (20). For the Green function d* associated with Eq. (13) we have +=&&(B+P@ and for the Green function (14), &b) =&+&l&b) (28) e(b) in batch experiments, (27) Eq.

I 1-h
i
1

a)

c)

Fig. 4. Graphical representation of boundary condition transformations: (a) sorption boundary conditions; (b) batch conditions; (c) boundary transformation generated by the matrix P (see Fq. (35) ).

The only non-zero entries of the boundary matrices B, P and B are at the input/output nodes. Therefore Eqs. (27) and (28) furnish a set of relations connectingn(s) =&j;(s) and y(s) = C?&;(s) to the corresponding Green functions x*(s) =@i(s) andy*(s) =@i(s) orx(b)(s) =6$;(s) and ycb (s) = 65: (s) after the application of the boundary conditions. In particular, in the case of 6 = 1, i.e. when the mass transfer rate coincides with the diffusional rate 6, the matrix P is identically zero and the corresponding Green functions can be called the sorption Greenfunctions &(d) = 6 +&B&d) (29)

Let us consider the case of the Sierpinski gasket. The application of Eq. (27) for P = 0 or the direct visual inspection of Fig. 4(a) furnishes a system of equations for the pivotal Green functions x(d) =x + 2yyCd, yd =y+ yielding X(d) zx+ 2Y2 1-(x+y) Cd)= y Y
l-(x+y)

(x+y)yd

(31)

(32)

Analogously, in the case of batch conditions all the input/ output nodes are closed, Fig. 4(b), and Eq. (28) gives the system of linear equations x(b) =x+nxb Y(b)=y+yx(b)+ + 2yy(b), (x+y)yb (33)

In this case, by considering a constant inlet concentration c,, the concentration at each site will reach c, for 19-, m. This implies for the Green functions @p(s) I&= 1, i= l;..,N (30)

The structure of the matrices B, P and B expressing the boundary conditions leads to a simple and convenient graphical representation. Let us consider first the matrices B and B, which express zero-flux conditions at all the output nodes and at all the input/output nodes respectively. The zero-flux condition at an external node h is expressed by a term 6,c,, in the balance equation. This term can be viewed as an additional site h, the concentration of which, c,,,( 1!7),is identically equal to c,,( 6) for all 8, and therefore the Green functions of which, after the application of the boundary conditions, are exactly equal to the Green functions associated with node h. Fig. 4 (a) and 4 (b) show the graphical representation of the boundary conditions in the case of the batch sorption experiment (with h= 1) and in the case of batch experiments respectively. Analogously, the application of the matrix P can be expressed as shown in Fig. 4 (c) , where the strength of the bond between site i= 1 and the additional fictitious site 1 = 1 is equal to 1-h:

to be solved for xcb) and y (b) . The corresponding boundary transformations for generic elements of the S(p) or ARC(p) family can be obtained in a similar way by applying Eqs. (27) and (28) or the corresponding graphical representation. The application of Eq. (30) for i= 1, 2 implies xcd) (0) =ycd (0) = 1. These relations, substituted into Eq. (32), lead to the condition for the bare Green functions of the Sierpinski gasket x(o)+2y(o)=l (34)

Eq. (34) implies that the line x + 2y = 1, which can be called the mass conservation line for the Sierpinski gasket, is an invariant line for the renormalization recursion of the bare pivotal Green functions. More precisely, if x and y lie on the mass conservation line, the X and Y given by the recursion (A 1) for p = 3 (see Appendix A) lie on the same line. Let us return to the definition of boundary transformations. In general we can define as a boundary transformation any relation of the form (28) where the matrix B admits at most non-zero entries only for i, j = 1, . . -, b, i.e. for sites belonging to the set of input/output nodes. This definition is fairly general, since in most of the applications only diagonal entries Bii with i= 1, ..., b are non-vanishing.

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51

If we consider the identity transformation, i.e. the transformation associated with a matrix B = 0, as a boundary transformation, the set of boundary transformations forms a group. This implies that the composition of two boundary transformations is a boundary transformation and every boundary transformation has an inverse. For example, the Green function &* defined in Eqs. ( 17) and (27) can be obtained either by applying B + P directly as in Eq. (27) or by applying B first in order to obtain eCd) and then applying P to dCd) as 6* =&Cd) + &Wp@ In the case of the Sierpinski Fig. 4(c) ) furnishes gasket, Eq. (35) (35) (see

-=c,-c*(e) df3

d(W)

(39)

where the inlet concentration c, is assumed to be constant. If we indicate by M,= NC, the total amount that will have entered the structure at infinite time, the sorption curve M,/M, [ 181 is given by (40) and its Laplace transform is therefore (41) Before developing the analysis of sorption properties, let us also address the case of first-order reaction in fractal catalysts. The balance equation is still expressed by Eq. ( 11)) but k # 0. The fundamental quantity which expresses globally the properties of reaction and diffusion at steady state is given by the effectiveness factor v. The effectiveness factor is defined in the limit of the ratio i-, m, where i is the ratio hL/D between the external mass transfer rate and the global diffusional rate. In this limit, 7 is the ratio of the volumeintegrated reaction rate divided by the rate that would obtain if the concentration were c, everywhere inside: (42) where V indicates the volume of the structure and C$ the steady state value of the concentration at site i. From global mass balan_ce we have k>;r= icilc,=h( 1 -G/c,,) = h[ 1 - i&(k) 1. By substituting this result into Eq. (42) and taking into account the boundary transformation (36) relating &, (s) to &.(f)(s), we obtain 17= lim~~1-~~~(~z(A~~L)2)l
A-c.2

x*=

XW)

Y* +d

1 - (1 - h)X(d)

+ ( 1 - ~)X_dyd l-(1-h)XCd

(36)

Moreover, in the composition of two boundary transformations the order of composition is irrelevant, i.e. the group of boundary transformations is commutative. Given o!e bou_ndq transformation generated by a matrix Va,-, i.e. GBC = G + GVBCGBC, the inverse boundary transformation is generated by the matrix V,-d given by v,_d= -v
BC

(37)

As a further example, let us consider the batch sorption Green functions sCd). eCd) can be obtained from the batch Green function 6 (b) by applying to it a boundary transformation generated by the matrix VBC, &d) =eCb) + &OVBC&W whose only non-zero entry is given by (V,,) , 1= -l. Therefore in the case of the Sierpinski gasket we have X(d) =X(b) 1 +X(b) y (b)r(b) Cd),yW _y_ 1 +.XCb (38)

The analysis of boundary transformations is extremely useful to express the relationship existing between the Green functions associated with different boundary conditions and to derive all the implications of the effect of boundary conditions on transport properties.

WJ*
c#J*(AxIL)*) c$(Ax/L)*) (43)

= 1 -@( #<

4. Results of finitely ramified fractals The application of I/O renormalization to transport phenomena furnishes an exact recursion for the pivotal Green functions at the input/output nodes. This result enables us to compute any physical quantity of interest (see Sections 5 and 6). In this section we focus on two typical case studies on finitely ramified fractals: the sorption properties and the effectiveness factor for first-order reactions. In the case of sorption kinetics, i#. in the case of Eq. ( 11) with h = 1 (implying P = 0) and k = 0, the total amount of solute M,( 13)= Zyci( 0) entering the structure up to time 19 is obtained by summing Eq. ( 11) over all the sites of the structure:

where we have used the definition k= +*(AxIL)*. Eq. (43) is the general expression for the effectiveness factor in finitely ramified structures with only one input node i = 1. If we compare Eq. (41) for the sorption curve M,/M, and Eq. (43) for the effectiveness factor, the behaviour of these two quantities depends on the function 1-6$?(s). In the case of the effectiveness factor, s is real and equals +*(AnlL). Giona et al. [ 301 have studied in detail the behaviour of this function. In the simplest case of a uniform diffusivity (hopping rate) between nearest neighbouring sites, the behaviour of 1 - 617) (s) for finitely ramified fractals can be subdivided into three different scaling regions as shown in Fig. 5:

M. Gionu et al. /The Chemical Engineering Journal 64 (19%) 45-61

Fig. 5. Comparison of 1 -Cl;(s) vs. s with the results of the cross-over analysis (the three straight lines in the log-log plot), Eq. (44). The lattice considered is the ARC@ = 3); see Appendix A. o<s<s: Ns, es6 sr < s < sz = DiOs>sz* i 1, (initial linear scaling) (intermediate power-law scaling) (saturation) (44)

1 -ere+,

Fig. 6. Log-Log plot of M,/M, vs. Bfor various fractal structums: (a) onedimensional line S(p=2) lattice for n= 10 (4/2=0.5); (b) ARC(p=3) lattice for n = 7 (d,/2 = 0.602); (c) Sierpinski gasket S(p = 3) for n = 8 (d,/2=0.683); (d) S(p=4) latticeforn=6 (d./2=0.774); (e) S(p=5) lattice for n=6 (d,/2=0.827). The symbols are the numerical results obtained by inverse Laplace transform and the lines are the scaling predictions of J3.q.(46) in the intermediate region.

where p= 1 -d,/2 (d, being the spectral dimension of the lattice) and D,, is a dimensionless constant which has the meaning of a local dimensionless diffusion coefficient characterizing the structural properties of the lattice. It has been shown numerically [ 301 that the value of D&p for the S(p) and ARC (p) families discussed in Appendix A can be practically assumed to be equal to unity. The values of the two cross-over points ST and SF are given by +D,J-i-p, +Dl(op-i)fa (45) Moreover, for values of s less than 0.1 sz. the value of &if) (s) is still close to unity. If we substitute these results into Eq. (4 1) and perform the inverse Laplace transform, we obtain the scaling behaviour of MJM, as a function of time 0 as e

Fig. 7. Effectiveness factor 7 vs. the normalized Thiele modulus 4 for various structures belonging to the S(p) family: (a) p = 2, one-dimensional chain; (b) p = 3, Sierpinski gasket; (c) p =4, three-dimensional Sierpinski gasket. Forp = 3 the results obtained at n = 8,12,16 are reported (symbols) in order to show the invariant behaviour of this curve with the length scale.

zi
1,

o<q=1ts,*

D:,- B

(initial linear scaling) fP2 fq<e<e:=11s: (intermediate power-law scaling)

f4(@ -z MCC

Nl-( 1 +d,12)

e>er
(saturation)

(46) where r( 1 +ds/2) indicates the rfunction for a value of the argument equal to 1 + dJ2. The first linear scaling region is a consequence of the discretization of the balance equation on a lattice. Fig. 6 shows the behaviour of M&M, on some lattice structures obtained by inverse Laplace transformation of Eq. (41) . There is a good level of agreement between the theory and the numerical results. Analogously, by applying Rq. (44) to Eq. (43), the following scaling behaviour is observed for the effectiveness factor vs. the Thiele modulus:
(reaction-controlled regime) (diffusion-controlled regime) (discretization effects)

where the two cross-over values # (i = 1,2) are related to si* by b:= (LlAx)($)*and @=LlAx. The third region, in which q= l/N, is a consequence of the discretization associated with the lattice representation of the balance equation. Since &J + w for L/Ax -+ w (i.e. for increasing n) , discretization effects become less significant as the generation order increases. If ds)l, the cross-over point 4: between reaction- and diffusion-controlled regimes decreases with the increasing of the length scale ratio LlAx and this is a consequence of anomalous transport inside the fractal structure 4. In order to rescale this effect and obtain a curve of q vs. the Thiele modulus which is independent of the length scale, it is convenient to define the resealed Thiele modulus 4 = dJ@. In this way the cross-over between reaction- and diffusion-controlled regimes occurs at $= 1 independently of the length scale (i.e. of the interaction order n). Fig. 7 shows the results
4 It should be borne in mind that only finitely ramified structures are considered here.

(47)

M. Giona et al. /The Chemical Engineering Journal 64 (19%) 45-61

53

for the effectiveness factor vs. the normalized Thiele modulus for various fractal structures belonging to the S(p) family. All the above results apply to finitely ramified structures in the case of only one input site, i= 1, and show how I/O renormalization enables us to obtain exactly the fundamental quantities describing the dynamic properties of transport and reaction phenomena in fractal structures. The extension of the analysis to multiphase transfer and adsorption is developed in Ref. [31].

s(n+)=s(n)

( +F;v(;)4;+) ,
1 +(yy+)

(51)

For example, in the case of the one-dimensional line, Fig. 3(b), Eq. (51) furnishes sW+l) =S( 1 +&;:;+I, (52)

Since~~~~=Y+x~~~~~and~~~~~=x~~~~~ (where x = & and y = &I;are the bare Green functions for the nth iteration), we have
p+l) =S ( 1 +Y

5. Integral recursions

l-x

By applying I/O renormalization, it is a straightforward matter to obtain recursion for integral quantities, i.e. for those quantities that can be expressed as the summation of the concentration field over a given set of nodes. An alternative method for computing integral quantities involvescomputing a Green function generating function, similar to a partition function. This method has been used by Tremblay and Southem [43] and Benoit et al. [44] to compute mode densities for wave equations on fractals. Sivan et al. [37] used a method similar to the one presented here to compute the dynamic structure factor. Let us consider the case of a batch sorption experiment, Eq. (11) with h= 1, in which the transported entity is fed from the input node i = 1. The total amount of the transported entity C(t) =ZE ici(T) in the structure can be expressed in the Laplace domain as C(s) = Zz &i(s)&,( s) . For this reason it is interesting to obtain the recursions for the bare sum S(s) = ~e;p(~)
i=l

In a similar way, the application of Eq. (5 1) to the Sierpinski gasket S (p = 3) yields

S +I) =S()

(
1

2Y

1 - (x+y) 1

(54)

The initial conditions for these recursions are S(O)= 1/(s+p), corresponding to a single site with coordination number p. To obtain the Green function associated with the total amount of transported entity, the boundary condition for batch sorption dynamics should be applied (Fig. 4(a) ) , yielding Scd(s) =S(r)o +&) (one-dimensional line)

SCd(s) =9(s)

1+

5(s) 1- [x(s) +Y(s)l 1 (Sierpinski gasket) (55)

(48)

In order to perform this task, it is useful to rewrite Eq. (20) for each component as @+) = @ + ~c,$Q,~,)Q+)
h k

(49)

where Scd is the sum of all the Green functions ending at the input node after the application of the boundary transformation, i.e. the sum over all the sites of the sorption Green functions, Scd(s) = Zy: ,Qp (s) is SCd(s) Is_o=Nn (56)

By putting j = 1 in Eq. (49) and summing over all the sites, we have

NJl+1 +

c ~~,pvg)e:;+)
h k

(50)

which is a consequence of Eq. (30). An application of the recursion for Scd comes from the study of first-order reactions in fractal catalysts. After some algebraic manipulations, in the limit of negligible external mass transfer resistance, the effectiveness factor 77can be expressed in the form 1 Scd( @(Ax/L)) =;&;;(@(Ax/L)~) (57)

i=l

Let us consider a case in which symmetries exist amongst the input/output sites, i.e. the case of graph structures for which Z~~iG~~= ~~~;G! are two generic rk * where h+k input/output sites of copies of Z?() connected according to Eq. (5) toform~ by+) . This is the case of all the structures considered in Appendix A. Under this condition, Eq. (50) simplifies as

which is fully equivalent to Eq. (43). The development of recursions for integral quantities can be performed also when the summation is restricted to a subset of the entire structure. For example, let us consider the behaviour of the two quantities

M. Giona et al. /The Chemical Engineering Journal 64 (1996) 45-61

Fig. 8. Schematic representation of the two lateral subsets I,$ and L$) discussed in Section 5. I$ is the set of lateral sites lying on the same side of the input site i = 1, L$ the set of lateral sites in front of i = I.

A,;;(s)=

iGL.i)

c 6$)(s),

A$(s) =

c @(s)
iELs")

(58)

s Fig. 9. Log-log plot of.?@)(s) and $(s) vs. s for the Sierpinski gasket at n=16: (a) f(s); (h) ii(s); (c) As- (dJ2=0.683); (d) A
s-~~ (Ild,=O.430).

lo-0

100

where the summation is extended over the two lateral subsets Lin) and L: (Fig. 8). L$is the set of 2 side sites including the input site and Q is the set of side sites in front of the input site. After some algebra, the following recursions are obtained in the case of the Sierpinski gasket ( see Fig. 3 (a) ) : hl;,+)=hl;~+hl;~(~~rf+)+~;b;+) +h$;(G, ^(n+l)+(.g+l)) (59)

To sum up, I/O renormalization enables us to obtain readily the recursions for the integral quantities. This aspect is relevant for further development of the theory and for extension to non-linear transport problems.

6. Extension of the theory In this section we outline the directions of the further application of I/O renormalization to a manifold of different theoretical problems and structures. The aim is to indicate the future extension of the present analysis beyond the limit of the straightforward application of Green function analysis and renormalization. We have stated in the introduction that UOrenormalization can be applied to (a) linear transport problems, (b) finitely ramified structures and (c) transport phenomena in which the transported entity is fed into the system through the input/ output nodes. We discuss below how all these conditions can be removed and broader physical phenomenology can be tackled. 6.1. Extension to non-linear models A fundamental condition for the exact application of renormalization is the linearity of the balance equations. However, this condition can be removed with caution and perturbation schemes can be developed to address non-linear models. To clarify this point, let us first consider a linear example, namely first-order reactiondiffusion kinetics on a pore represented by a graph F?, Q. ( 13). The balance Eq. ( 13) is here rewritten as ~~=Mf+(8+P)C+Lsl-i2e~~~-~c where $= ~*(AxIL)*. field in powers of 4: Let us expand (62) the concentration

hl~,=2A~1~~!81++2h~~~~~;+

with the initial conditions A$] = Al:, = 11 (s +p) . The application of the boundary conditions in batch sorption dynamics yields

(60)
and r=&. As for SCd(s), Eq. (56), the where x = # consistency condition for Al;](s) and A$ (s) is A{;{(s) I,=,=A#(s) Is=O=N:)=2 (61)

where N!, is the number of side sites at iteration n in each of the three lateral sides of the Sierpinski gasket. It is instructive to analyse the differences between the global and lateral sorption properties of the Sierpinski gasket by considering the global mass uptake and the sorption in the lateral sites, i.e. in Li. Fig. 9 shows the normalized functions jCd(s) =SCd(s)IN,, and ijd)(s) =A{$(s)IN() as a functionofsatn=16 (N =3i6 N (I) = 2i6). As can be seen from this figure, these tko funct;ons exhibit different scaling behaviours at intermediate scales, i.e. between sr and s$. According to Eqs. (41) and (44), jCd(s) =s(&IM,) = swds*. On the other hand, we observe At:;(s) = s-dslWr) =s1dw. The latter result is purely heuristic and is not supported by any theoretical argument. The different scaling behaviours observed for these two quantities have interesting consequences in the study of volume-to-surfaceeffects in the dynamics of fractal structures and are discussed in Section 6.3.

c =c( e,C$> = 2 $c( e) h=O

(63)

M. Giona et al. /The Chemical Engineering Journal 64 (19%) 45-61

55

By substituting of equations de(O) -=Mc(O)+ de

Eq. (63) into Eq. (62)) we obtain the set

(B+P)cO)+hc,e,

(64)

d@ ~=MCh+(B+Z)~(h)-~(h-) Therefore $0) = &Z&(s) ?;A) = _ &$6-(r,

j=l

(h=1,2;..)

(65)

= (-

l)~(~*h+l)i,&(S)

(66)

The quantities like CjN ,Gz (0) (G;) 2( 0) entering into the expression of the expansion coefficients c:: can be renormalized exactly. Moreover, the non-steady-state dynamics can also be approached starting from Eq. (69) by applying non-linear techniques (Volterra expansion and multidimensional Laplace transformation) [ 461. In the development of similar perturbation expansions, all the diagrammatic methods (e.g. Feynman diagrams) developed in field theory and condensed matter theory [47,48] can be usefully applied. The point is that all sums necessary for each order of perturbation theory satisfy exact renormalization recursions. 6.2. Extension to infinitely ramifledfractals I/O renormalization applies in a straightforward way to finitely ramified structures for which the generation rule (5) connects copies of sCn) solely through the input/output nodes. The theory can be extended to infinitely ramified structures obtained as the Cartesian product of two lattice structures [ 331. Only a special case is developed here. The most general formal extension is treated in Ref. [ 331. Infinitely ramified Sierpinski carpets have been studied in some detail by Benoit et al. [44]. Let %r be a graph with N, sites and with adjacency matrix Hi and let be .Y2 another graph with N2 sites and with adjacency matrix &. The product graph .YCp=5?, @.Y2 is a graph with N, X N2 sites labelled as (i,h) (i = 1, ..., N,; h = 1, ..., N2) whose adjacency matrix Z@i)o.k) is given by H? (r,h)(i,k)
= ff;%k

where ((?*+I) ;r are the entries of the (h + 1) th power of the Green function matrix:

(6*2)i, = &f?,Tq,
j=l (67)
j=l k=l

These entries for i= 1, ..a, b, i.e. for i corresponding to an input/output node, can be renormalized in an elegant way by applying Eq. (49) and the symmetries in pure diffusion, Eq. (24) r451. In a similar way, non-linear reaction-diffusion kinetics can be approached by means of perturbation methods. For example, in the case of second-order kinetics (the rate of reaction is P-~(C) = - k2ci2) the balance equation attains the form dci de= N ,&M,c,+
,=l

&B,+Pg)cj+hSi,c,-k,c;
j=l

(68)

where k;= k2Ax2/D, and the concentration field can be expanded as ci( 8, k,) = 2;= o&i(h) ( 0). By applying the same expansion as discussed above, it follows that c(O) ( t9) satisfies Eq. (64) and the other terms are the solution of the linear equation

(71)

The Cartesian producf of a graph 5Y(possessing N sites and adjacency matrix H,) with itself, indicated by g(T), isdefined as 5?? mr) = g@,9 + Y@g?, where 9 is the N-site identity graph whose adjacency matrix is Hv = Sip According to Eq. (7 1 ), the adjacency matrix ZZCW) of YY(@is given by H(r,h)fj.k) P)
=fftjahk+ 6iphk

(72)

(6%
The steady state solution &) in the case of a constant inlet concentration c, can be expressed in terms of integral quantities involving non-linear combinations of the Green functions evaluated at s = 0. From Eqs. (64) and (6) we have cIO) I,S = 6; (0) hc, ci,f= - ;e$(o)(c;;)c;;)
j=l

-j~cf(o,cG,?)2(W:

(70)

c!2)=... I.S

This definition of the Cartesian product of two lattices is consistent with the usual definition of the Cartesian product of two sets: the Cartesian product of two one-dimensional lines yields the two-dimensional square (Fig. lO( a) ) and the Cartesian product of two Sierpinski gaskets generates a very complex structure with a spectral dimension greater than two (Fig. 10(b)). The spectral dimension of 5?(w) is twice the spectral dimension of g [ 331. The extension of renormalization analysis to infinitely ramified fractals is based on the spectral representation of the Green function matrix G(s) = (sZ--H) -. Let (h,)f& L be the set of eigenvalues of H and C# the entries of the corresponding eigenyector +*, Hc$ = A,+. The entries GC(s) of the bare Green function matrix can be expressed as [ 331

56

M. Giona et al. /The Chemical Engineering Journal 64 (19%) 45-61

where i is the imaginary unit, Im denotes the imaginary part and Eq. (76) is understood within the theory of distributions. By substituting Eq. (76) into Eq. (75)) it follows that @h)(j,k)(S) =

= -i

&s--x) I -Cc

Im[&,(x+)]

d.x

(77)

where we have indicated by C&(x) the limit &(x+) = lim &(x+~E)

p-0

(78)

Fig. 10. (a) Schematic representation of the cartesian product of the onedimensional chain with itself yielding a square: (b) Representation of the Cartesian product of the Sierpinski gasket with itself at n = 2.

which is defined in terms of the theory of distributions. Eq. (78) is the final result of the extension to the Cartesian product and enables us to express the Green function on c@) as a convolution integral of Green functions defined on 8. In the application of Eq. (78) to transport problems we must also consider the corresponding boundary transformation expressing the specific boundary condition in ,Wd. 6.3. On volume-to-&ace
effects: extension to an unbounded number of inputs

(73)

Let us indicate by &A1,,,,,, the Green function matrix associatedwithZZ),&(s) =(sZ--H)-.Owingtothe definition of ZZ(), Eq. (72)) if c$ and da are two eigenvectors of H associated with eigenvalues A, and A,, then the (a+@)= @#+ N X N eigenvector (b(+P) whose entries are QCij, is an eigenvector of ZZCQ) corresponding to the eigenvalue A, + A,. Therefore the spectral expansion of CYn)(s) (analogous to Eq. (73)) reads as

Eq. (74) can be rearranged in a more convenient form as

(75) where 6(x) is Diracs 6 function. To express &,,,,(s) as a convolution integral involving solely the Green functions related to H, it is advisable to make use of the following representation of Diracs 6 function:

In the formulation of I/O renormalization, one of the requirements stated in Section 2 was the feeding of the transported entity into the system only through the input site. This assumption makes the analysis formally easier. On the other hand, it is important to extent the analysis to an arbitrary number of inputs distributed along the external perimeter of the structure. It has been shown in Section 5, by considering the example of the Sierpinski gasket, that the sorption properties referred to the entire structure are different from the sorption properties associated with a subset of sites. Fig. 9 shows the different scaling behaviours of these two quantities. From this result it can be argued that different sorption scaling laws will be observed when the set of input sites has the dimension zero (as in the case considered in Section 5, for which only one input site i= 1 is present) or admits higher dimensionality (as in the case of input sites distributed along one of the external lateral sides). In this subsection we show how to extend the analysis to infinitely many input5 sites by means of a slight modification of the generation rule of the structure and by developing the renormalization recursions for the quantities of interest. For definiteness we consider the example of the Siepinski gasket. 5
The structure has infinitely many input sites in the limit of n --) m. For every finite n the number of input sites is obviously bounded.

h4. Giona et al. /The Chemical Engineering Journal 64 (19%) 45-61

51

3 (nb A L,

through the sites lying on L I. In this case the sorption Green function satisfies the equation &Cd)= 6 +&&d) (79)

1 a)
*3 \\ \
\

, I.
I

where the boundary condition matrix B is the same as that entering Eq. ( 14). When all the nodes lying on Li are connected with a reservoir at concentration c,, and for vanishing initial conditions, the Laplace transform of the concentration is given

.I_____:,,

cl

by &i(s) = c C?$@(,)f(S) (80)

jEL\)

!,
b)
Fig. 11. (a) Graphical representation of the lattice structure ?7?+). The transported entity is fed from the sites belonging to the lateral side I!,{. (b) Generation of the first iterative &I). (c) Representation of the construction process to generate Zr_ (+I). two copies of @ (indicated with a lateral arrow) and one copy of the classical Sierpinski gasket .V() are connected together. The connections associated with the non-zero elements of V () are indicated by broken lines.

where s is the Laplace variable conjugated to the dimensionless time 6J= 6. Owing to the asymmetries existing between nodes i= 1 and 3 and node i= 2, there are four pivotal Green functions: x(s) =6,,(s), y(s) =&i(s), U(S) =6;,,(s), w(s) = G&S). When c,(t) = c,=const., the Laplace transform sorption curve fit/Ma is therefore given by 1 c N. n
f.JELi)

of the

Our goal is to obtain a renormalizable model of a diffusional dynamics on a Sierpinski gasket, which will be indicated by {@)), in which the transported entity is fed into the system through all the nodes lying on the one-dimensional lateral side Li). The graph structure corresponding to this model is depicted schematically in Fig. 11 (a), where the lateral arrow indicates the external feed at concentration c,. The generation of a similar structure implies the composition of two basic units, as discussed below. Let us indicate by g (n) the family of graphs representing the classical threefold coordinated Sierpinski gasket. At iteration n = 1 the construction of gii is as shown in Fig. 11 (b), in which each site has a coordination number p = 4 and site i = 2 is closed with a zero-flux boundary condition. The reason for a fourfold coordination is to permit lateral connections for the inlet concentration. The graph g(+) at generation n+ 1 can be obtained recursively aciording to the construction process depicted in Fig. 11 (c) , in which two copies of ?Yp and one copy of go) (in which each site has a coordination number p = 3) are connected together. After the connection the unsaturated sites are site i = 2, which is threefold coordinated and has one unsaturated bond, sites i = 1 and i = 3, which are fourfold coordinated and have two unsaturated bonds, and all the sites lying on Li+ ), except i = 1 and i = 3, which are fourfold coordinated and each of which has only one unsaturated bond. Therefore, in order to have the proper input conditions alongL,+, the structure should be transformed with a boundary transformation of the batch kind, i.e. analogous to that shown in Fig. 3 (b) , which closes one bond at nodes i = 1,2,3. Let us indicate by G(s) the bare Green function matrix related to the adjacency matrix of .9? and by bCd) (s) the sorption Green function in the presence of an external feed

e(d) V ..)

(81)

where N,? is the number of sites belonging to L{), NL = 2. The fundamental quantity associated with the mass uptake si therefore A@) (s) = C.r,JEL&ij(~). The recursion for A()(s) can be obtained as for the quantities A{;, analysed in Section 5. We omit for brevity the lengthy renormalization recursions for X, y, u and w. The generation process of @+I) involves the composition of two different structures, namely gp and the usual threefold Sierpinski gasket. To avoid confusion, we indicate by x, y, u and w the Green functions of .Q and by x, = &r, and ys = e2, the bare Green functions for the classical Sierpinski gasket @). Referring to Fig. 11 (c), if we define AI;; =CiELiR) &, ,$I =&LI,,,@) and A;+) =C. rELl+)&;!.+I), the v recursion for A() is given by n(n+1)=2A(~)+2h~;~h:++2h~~~h:+ where h~;:=A~c;~(l+~1;++~~+) %+l)+&;+l)) + A$;;(% A(+I)=2h()e(+I)+2A12~~~~+1) (2) (1) 52 The auxiliary equations
@+I)=

(82)

(83) satisfy the

quantities

A$+) and A:+

A!)[1- w(xs+YS) I+ A:;;u(.G +Y,)

b (84)

58

M. Giona et al. /The Chemical Engineering Journal 64 (19%) 45-61

where A = 1 -x[u+w( 1 --x)1 (xs+ys). The Green functions Q + ) are expressed simply in terms of the previous x, y, u, u, xs and ys. By imposing the boundary transformation governed by the matrix B that closes one connection at the external nodes i = 1, 2, 3, the following relation is obtained for Acd)( s) :

of finitely ramified fractals. In the case of a single-site feed, ddf = 0 and ( df - de) Id, = d&d, = dJ2. In the case of a feed through Li, dfi= 1 and the result shown in Fig. 12 is recovered.

(85)
where A${ = A# ( 1 +x (d) +yd) + A;#(d) A# = 2Ai;{~~ + A$; ( 1 +w(~)) (86)

6.4. On the solution of elliptic equations The application of recursion for integral quantities and the inclusion of a forcing term localized in each node of the structure serve to solve linear elliptic equations on fractals. Elliptic equations are widely applied to estimate transport coefficients and scaling laws in conduction and diffusion on fractals and disordered media. let us look at the case of the exit time equation, which in continuum takes the form D V%-+ 1 = 0, TI external boundary =0 (88)

where xcd), ycd), ~4~~) and wed) are the corresponding sorption Green functions obtained by applying the boundary transformation (79). the behaviour of the quantity Fig. 12 shows cp(s) = 1 - Acd) (s) /N! for n = 16 compared with the scaling of 1 - &if(s) when the feed occurs solely through the input node i = 1, as developed in Section 4. The quantity cp(s) in the intermediate region between sr and $ behaves as q(s) %.rPL, where & = 1 - (dr- 1) ld,. Correspondingly, A4 )ldw. This result is in agreement with the scalt lM mm 19~~~~ ing analysis of sorption discussed in Ref. [ 301. The most relevant aspect is that the same structure subjected to different input configurations (feed from a single site or from a onedimensional chain of sites) shows sorption properties characterized by different scaling exponents. This is a further confirmation of the significance of boundary conditions in the study of transport properties. The scaling properties found for M,IM, can be unified in a single relation MIIM,=
@dirdroVdw

In this equation, T= T(x) is the average first time instant for a diffusing particle to reach the external boundary starting from position x (and is usually called the exit time). This equation is discussed in Refs. [ 49-5 11. Let us examine the corresponding equations on a lattice structure on the assumption that the external boundary sites are the input/output sites i= 1, *.., b. Under these conditions the discrete representation of Eq. (88) on a graph @n) takes the form
pT! = j;HgT; +; (89)

where T() = (Ti, ..., TX))= is the lattice representation the exit time distribution. The solution of Eq. (89) is

of

(87)

where dfi is the dimension of the transfer surface exposed to the external concentration c,. Eq. (87) encompasses the volume-to-surface effects characterizing the sorption properties

where 6 (0) are the bare Green functions evaluated at s = 0. The average exit time is therefore given by

1 - E\:(S) q(S) loa0

M(=

2
i,j= I

&(())

(91)

I
s

IO_'0

100

In this case there is no need for a boundary transformation, since the bare Green functions automatically correspond to zero-concentration conditions at the input/output nodes. The renormalization of the integral quantity MC) can be readily obtained by applying Eq. (49). The final result for the onedimensional line is 2(P)* l-x (92)

Fig. 12. Comparison between the scaling of (D(S) = 1 - Acd)(,) /A,() in the case of a feed distributed along the sites of Li and I- Gip( s) when the exchange with the surroundings occurs solely through node i = 1; the structure is the Sierpinski gasket S(p= 3): (a) q(s); (b) 1 -G!:(s); (c) theoretical scaling behaviour cp(S) = As" with pL = 1 - ( dr- 1) ld, = 0.748, A = 1.2; (d) theoretical scaling of 1 - G$f (s) = sB in the intermediate scaling region with p= 1 -d,/2=0.317.

where S is defined in Section 5, satisfies the recursion (53) and is evaluated at s = 0. In a similar way, for the Sierpinski gasket we have

M. Giona et al. /The Chemical Engineering Journal 64 (1996) 45-61

59

10-T

10-e

,I

10-s

.I

10-A

.i

10-3

10-Z

10-l

ji

100

AX/L

Fig. 13. Average dimensionless exit time (0 vs. Ax/L: (a) one-dimensional line S(p = 2) ; (b) Sierpinski gasket S(p = 3). The full lines are respectively the theoretical results on the one-dimensional line in the continuous limit (0 = l! 12 and the scaling behaviour in the case of the. Sierpinski gasket (fi = (Ax/L)*-. d,=2.32.
@+1'=3M'"'+ 6(S'"')'

tions are obtained analytically and some particular orbits of the recursion relations can be obtained in closed form. The orbits that can be obtained analytically, of which there are uncountably many, correspond to solutions that are more meaningful in the context of wave propagation than in the context of transport. For a discussion on this topic see Refs. [ 35,361. A variety of different problems associated with the same internal dynamics can be solved by changing the boundary conditions, i.e. by performing different boundary transformations. The role of the boundary conditions and the influence of volume-to-surface effects clearly show that many relevant features in practical transport problems (e.g. sorption behaviour) are non-universal, as discussed in Section 6.3 (see Eq. (87)). We have presented some results obtained by applying I/O renormalization to specific transport problems (sorption dynamics, effectiveness factor for first-order reactions) on finitely ramified fractals. We have also discussed how this theory can be extended to many other problems, including non-linear kinetics, infinitely ramified structures, elliptic equations, etc. Finally, one should realize that although we have discussed only regular, deterministic fractal models here, one can just as well develop a numerical technique based on Eq. (20) which will yield results of arbitrary accuracy for finitely ramified random fractal structures. The developments of these topics are some of one of the most promising approaches to the mathematical physics of transport and dynamic phenomena in fractal media. We believe that the systematic development of all the implications of this method will constitute the skeleton for a comprehensive analysis of the dynamic properties of fractal structures.

1-

(x+y)

(93)

where SC) satisfies Eq. (54). Fig. 13 shows the behaviour of the dimensionless quantity (f)=(T)DIL2 vs. Ax/L obtained by applying Eqs. (92) and (93). In the case of the one-dimensional line, after a few iterations the renormalization solution converges towards the analytical solution in the continuous limit (!?) = 1/ 12. In the case of the Sierpinski gasket, (0 = ( AxIL)*-~, as expected from the scaling theory of diffusion on fractals [ 171. In a similar way a broader class of elliptic equations can be solved on fractal structures. The details will be discussed elsewhere.

7. Conclusions In this article we have presented the apparatus underlying I/O renormalization to solve exactly (or with arbitrary limits of precision) transport problems on arbitrarily large lattice structures. I/O renormalization of a specific transport problem develops in two steps: (a) the renormalization recursion from the internal dynamics, which gives an exact recursive transformation relating the bare Green functions @+) (i, j= 1, . . . . b) to the corresponding Green functions at iteration n &); (b) the boundary transformation expressing the sbcific condition at the input/output nodes through which the structure exchanges the transported entity with the surroundings. This way of approaching transport schemes, by decomposing the problem into the solution of the internal dynamics and then imposing the boundary conditions, has some analogies with the classical mathematical physical analysis of partial differential schemes in regular euclidean continua. It is useful to stress that no scaling approximations have been applied in the development of the balance equation on lattice structures. The recursions for the pivotal Green func-

Appendix

In this appendix we briefly report the properties and renormalization recursions for the fractal structures considered: the S(p) family and the ARC(p) family. The S(p) family was first considered by Dhar [ 52,531 and includes the one-dimensional line and the two- and threedimensional Sierpinski gaskets. Each element of this family is characterized by a constant coordination number p = 2, 3, 1.. (Fig. 1). The recursion step to generate .P+ ) consists of connecting p copies of Z+) in the following way. Each _V() has p - 1 inner comer sites, each of which connects to a site on one other copy. Fig. 1 shows the construction process p = 2 (one-dimensional line), p = 3 (Sierpinski gasket) and p = 4 (three-dimensional Sierpinski gasket). Thefractaldimension of the elements of the S(p) family is d,= log p/log 2. The walk dimension d, can be evaluated from the renormalization of the resistance in the usual way [ 171. This gives

60

M. Giona et al. /The Chemical Engineering Journal 64 (19%) 45-61

d, = log@ + 2) /log 2, so that the spectral dimension is given by ds = 2df/dw = 2 log p/log@ + 2). The spectral dimension is a monotonically increasing function of p: d,(p = 2) = 1,
d,(p=w) =2. The renormalization maps of the elements of this family

x0(s) =

g*(s)
1-(Pl)*g*w

(P - lk?W y=

1 -(p-

l)*g*(s)

(A41

are found by applying Eq. (20)) taking the symmetry properties (23) and (24) into account. Let us indicate for simplicity x= &), y= @), x=&$;)andY=($ 8 ). By applying Eq. (20), we obtain the recursion for the bare Green functions

where g(s) = 1 / (s +p) . Correspondingly, the number of points N,(p) of a generic element of the ARC(p) family satisfies the relation
N,+,(P) = (p+lW,(p) +2 (A5)

starting from N,(p) = 2. A,AZ X=X+ (P- l)Y2 -(P-l)Y A1 (Al)

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where A,=l-x+y-(p-1)y and A,=l+y-(x-y)[x - y + (p - 1) y ] . The starting point for the renormalization maps (associated with the zeroth generation in the construction process) corresponds to a single site with p-fold coordination number, i.e.
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=s+P

The number of sites of an S(p) lattice at generation n is therefore N,(p) =p. The ARC(p) family [ 541 was studied by de Arcangelis et al. [ 551 in connection with the nodes-links-and-blobs model of the percolation-backbone cluster. The construction process for p = 3 is shown in Fig. 2. For p = 2 the graph reduces to a one-dimensional chain. Generation n + 1 is made by taking the parallel connection ofp - 1 copies of S() and connecting () by means of two extra sites. For it to two other copies of ZZ these lattices the fractal dimension is df=log(p+ l)/log 3, the walk dimension d,=log[(p+1)(2p-l)l(p-l)]/ log 3 and the spectral dimension d, = 2 log(p + 1) /
log[(p+ 1)(2Pl)l(P113.

In order to write the renormalization recursions in compact form, it is convenient to introduce the generic quantities x=&/(s+p), y=&/(s+p), X=e~;+l)/(s+p) and Y=&+/(s+p).Thefactor ll(s+p) inthesedefinitions comes from the presence of the two extra single sites introduced into the construction process of these graphs. The renormalization maps for the ARC(p) family read as
x,x+Y2r 1 -x(P-

11x1

AA y=
(PA,& l)Y3

(A3)

where AI=l-x-(p-l)x+(p-1)y and A2=l-x(p - 1)x - (p - 1)~. The starting element X?(O) can be chosen as a two-point graph whose two sites sharep - 1 connections (see e.g. Fig. 2 for R = 0) for which

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