Granulares

Physics of Dry Granular Media
NATO ASI Series

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Series E: Applied Sciences -Vol. 350

edited by
H. J. Herrmann
J.-P. Hovi
and
S. Luding
Institute for Computer Applications 1,
University of Stuttgart,
Stuttgart, Germany
SPRINGER-SCIENCE+BUSINESS MEDIA, B.V.

Proceedings of the NATO Advanced Study Institute on
Cargese, France
September 15-26, 1997
A C.I.P. Catalogue record for this book is available from the Library of Congress.
ISBN 978-90-481-5039-7 ISBN 978-94-017-2653-5 (eBook)

DOI 10.1007/978-94-017-2653-5
Printed on acid-free paper
All Rights Reserved

© 1998 Springer Science+Business Media Dordrecht
Originally published by Kluwer Academic Publishers in 1998
No part of the material protected by this copyright notice may be reproduced or
utilized in any form or by any means, electronic or mechanical, including photo-
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permission from the copyright owner.
TABLE OF CONTENTS
Preface IX
List of Participants xiii
1. Static Packings
1. Continuum Modeling of Granular Assemblies: Quasi-Static Dilatancy

and Yield
J.D. Goddard
2. Modeling and Granular Material Boundary Value Problems 25
S.B. Savage
3. Models of Stress Propagation in Granular Media 97
J.P. Bouchaud, P. Claudin, M.E. Cates, and J.P. Wittmer
4. Elastoplastic Arching in Two Dimensional Granular Heaps 123
F Cantelaube, A.K. Didwania, and J.D. Goddard
5. A Scalar Arching Model 129
P. Claudin and J.-P. Bouchaud
6. Stress Correlations and Weight Distributions in Granular Packs 137
Mario Nicodemi
7. Exact Determination of Force Networks in a Static Assembly
of Discs 143
Cadi Oron and Hans Herrmann
8. Experimental Study of the Force Distributions inside 2D
Granular Systems 149
0. Tsoungui, D. Vallet, and J.-C. Charmet
9. Statistical Analysis of Silo Wall Pressures 155
Ove Ditlevsen and K.Nikolaj Berntsen
2. Deformation of the Packing
1. Non-Associated Plasticity for Soils, Concrete and Rock 163

P.A. Vermeer
2. Static and Dynamic Arching Effect in Granular Materials 197
J. Duran
3. Collisions and Fluctuations for Granular Materials 217
B. Painter; S. Tennakoon, and R.P. Behringer
4. Texture-Dependent Rigid-Plastic Behavior 229
Stephane Raux and Farhang Radjai
Vl
5. Fluctuations and Flow for Granular Shearing: Results from

Experiment and Simulation 237
C. T. Veje, D. W: Howell, R.P. Behringer, S. SchOllmann,
S. Luding, and H.J. Herrmann
6. A Continuum Description of Arching Effects 243
Alain Louge
7. Pressure Fluctuations in a Granular Column 249
L. Vanel, E. Clement, J. Lanuza, and J. Duran
8. Friction. Dilation, and Plastic Flow Potential 255
Steen Krenk
9. Particle Kinematics in Sheared Rod Assemblies: Experimental
Observations 261
Anil Misra
3. Particle-Particle Interactions
1. Quasi-Static Contacts 267

Stephane Raux
2. Collisions & Contacts betweeen Two Particles 285
S. Luding
3. Multicontact Dynamics 305
Farhang Radjai
4. Lasting Contacts in Molecular Dynamics Simulations 313
L. Brendel and S. Dippel
4. Shape of the Granular Heap
1. On the Shape of a Sandpile 319

H.J. Herrmann
2. Formation of Sandpiles, Avalanches on an Inclined Plane 339
Stephane Douady and Adrian Daerr
3. A Minimal Model Approach for Morphodynamics of Dunes 347
Hiraku Nishimori and Masato Yamasaki
5. Theory of Rapid Flows
1. Kinetic Theory for Nearly Elastic Spheres 353

J. T. Jenkins
2. Kinetics and Dynamics of Rapid Granular Flows 371
Isaac Goldhirsch
3. Inelastic Collisions in Planetary Rings: Thickness and
Satellite-Induced Structures 401
Frank Spahn, Olaf Petzschmann, Kai-Uwe Thiessenhusen,
and liirgen Schmidt
Vll
4. A Microscopic Model of Energy Dissipation in Granular Collisions 407

T. Aspelmeier, F. Gerl, and A. Zippelius
5. DSMC - a. Stochastic Algorithm for Granular Matter 413
Matthias Miiller and Hans Herrmann
6. Avalanches and Inclined Chntes
I. Continuous Flows and Avalanches of Grains 421

J. Rajchenbach
2. Friction in Granular Media 441
D. Wolf
3. A Phenomenological Model for Avalanches and Surface Flows 465
J.P. Bouchaud and M.E. Cates
4. Avalanches in Piles of Rice 475
Kim Christensen
5. Dynamics of a Ball Roling Down a Rough Inclined Surface 481
D. Bideau, C. Henrique, I. Ippolito, L. Samsom, G. Batrouni,
A. Aguirre, and A. Calvo
6. Chaotic Behavior of a Ball Bouncing on a Rough Inclined Line 499
A. Valance and D. Bideau
7. Flow in Pipes and Hoppers
1., Granular Flow in Hoppers and Tubes: Gas Grain Interaction 509
K.J. MalrJy, T. Le Pennec, E.G. FlekkrJy, D. Bideau,
M. Ammi, J.C. Messager, X.L. Wu, and A. Hansen
2. 1/f Noise in Pipe Flow 533
Akio Nakahara
3. Particles in Liquids 539
Stefan Schwarzer
4. Similarities between Granular and Traffic Flow 547
Dirk Helbing
8. Vibration
I. Chicago Experiments on Convection, Compaction, and

Compression 553
Heinrich M. Jaeger
2. Granular Packing under Vibration 585
E. Clement
3. Granular Dynamics of Shaking 601
S.G.K. Tennakoon, E. van Doorn, and R.P. Behringer
Vlll
4. Pattern Formation in Vertically Vibrated Granular Layers:

Experiment and Simulation 613
M.D. Shattuck, C. Bizon, P.B. Umbanhowar, J.B. Swift
and Harry L. Swinney
5. Faraday Patterns in 20 Granular Layers 619
L. Labous and E. Clement
6. Is There a Critical Accelaration for the Onset of Convection? 625
Thorsten Poschel and Thomas Schwager
7. Frustrated Models for Compact Packings 633
Antonio Coniglio, Mario Nicodemi, Hans Herrmann,
Emanuele Gaglioti, and Vittorio Loreto
8. Rotation and Reptation 639'
A. Schinner, M. Scherer, I. Rehberg, and K. Kassner
9. Segregation
1. Particle Segregation in Collisional Flows of Inelastic Spheres 645

J. T. Jenkins
2. Depletion and Multiparticle Segregation 659
J. Duran
3. Spontaneous Self-Stratification without Shaking 671
H.A. Makse, P. Cizeau, S. Havlin, P.R. King, and
H.E. Stanley
4. Segregation due to Surface Flows of Granular Mixtures 681
T. Boutreux
5. Cellular Automata Models for Granular Media 687
A. Karolyi, J. Kertesz, H. Makse, H.E. Stanley, and S. Havlin
6. Particle Size Segregation. Granular Shocks and Stratification
Patterns 697
J.M.N. T. Gray and Y. C. Tai
7. Segregation of Granular Particles in a Nearly Packed Rotating
Cylinder: A New Insight for Axial Segregation 703
Masami Nakagawa, Jamie L. Moss, and Stephen A. Altobelli
Author Index 711

PREFACE
In the last ten years physicists have been interested again in the study
of dry granular materials. Many new ideas concerning this old subject have
emerged from this recent development. The renaissance of the subject has
been due to various reasons. On the one hand new concepts had been de-
veloped to describe collected phenomena in disordered media. They include
the self-organised criticality introduced by Bak and collaborators in 1987.
On the other hand modern computers have allowed to simulate many par-
ticle systems of sufficient size to be compared to experimental observations.
In addition, also new algorithms and novel stochastic modelisations have
been developed.
The rapid developments in the last years have often neglected the huge
amount of work, published mainly in the engineering literature, that has
been done in soil mechanics, chemical engineering and many other more ap-
plied sciences. These "classical theories" yield in many cases accurate quan-
titative predictions and are used in commercial codes in many places. The
present school was aimed at bringing together the two efforts. On one hand
we had lectures on classical theories like the non-associate Mohr-Coulomb
plasticity used in soil mechanics or the kinetic gas theory developed for
rapid granular flow. These lectures gave to starting scientists a solid ba-
sis on the existing approaches. On the other hand we had many seminars
in which young researchers presented their ideas which were often uncon-
ventional and their criticism by the experts in the field gave rise to many
discussions.
The school covered roughly all the aspects involved in the statics and
dynamics, slow and rapid, of dry granular media. Already the individual
contact between two grains was discussed in detail. Much emphasis was
given to the problem of force propagation through a static grain packing,
in particular under consideration of the texture. Some quite original ap-
proaches aimed at describing the layered structure of sand piles were very
controversial and gave rise to a lively panel discussion. Various discrete el-
ement and lattice models as well as stochastic methods for the fluctuations
IX
X
within the force network were presented. Slow deformations of granular

packings were also studied in detailed experiments and simulations, giving
information on local rotation and the internal structure of shear bands.
The inelastic nature of collisions is due to dissipation and friction. The
first step for many discrete models, or kinetic theories, is thus the two par-
ticle interaction. In fact, the dissipative character of granular collisions give
rise to numerous complications in the description of loose, agitated gran-
ular matter. These complications are apparent in velocity distributions,
where corrections to classical fluid (or gas) approaches emerge, but also in
numerical effects such as the inelastic collapse and the clustering instabil-
ities at low energies. We also learned about very different descriptions of
inelastic gases including stochastic models, cellular automata and DSMC
algorithms.
Novel modelisations by continuum equations for granular matter flowing
down on heap surfaces have given rise to expressions for the shape of the
heaps. Two regimes are found, that of continuous flow and that of discrete
avalanches. The avalanche dynamic gives rise to intermittent behaviour.
Various experiments on the shape of piles and the avalanche statistics were
confronted to the theoretical predictions. Particularly interesting is also the
dynamics of a single particle rolling down an inclined surface.
Vibrated granular media continue to astonish. We discussed in detail
convection, segregation, compaction and surface waves that appear in dif-
ferent regimes of amplitude and frequency. Various scaling laws and toy
model predictions were scrutinized. Segregation is a central effect in granu-
lar materials and was also discussed in shear cells, rotating cylinders or on
heaps (stratification). The latest developments of the kinematic gas theory
for segregation were presented.
The effects of interstitial fluids, air, cohesive forces or particles in fluids
(sedimentation) were only touched marginally. They naturally appear in
the formation of dunes, the hick-up of hour glasses or the moving clogs in
pipes.
All these subjects are discussed in the various contributions of the book.
They convey the scientific content of the NATO-Advanced Study Institute
Physics of Dry Granular Media in Cargese. What cannot be transmitted
through the proceedings are the numerous hands-on experiments, the spon-
taneous experiments on the beach and the multiple discussions in a relaxed
atmosphere. Despite the dense scientific program there was much time for
creative brain storming, but also for socialising and enjoying of the beautiful
setting of Cargese.
We gratefully acknowledge the NATO Scientific Affairs Division, and the
Formation Permanente of the Centre National de la Recherche Scientifique
for financial support that provided the impetus for this School.
List of Participants
Nato-ASI Summer School, Physics of Dry Granular Media
Cargese, Corsica, 15 - 26 Septembre, 1997
1. Birgir ARNARSON
120 Pleasant Grove Rd Apt. 3F
Ithaca, NY, 14850
USA
E-mail: birgir@tam.cornell.edu
2. Timo ASPELMEIER
Institut fUr Theoretische Physik
Universitiit Gi:ittingen
Bunsenstr. 9
D-37073 Gi:ittingen
GERMANY
E-mail: as pel @theorie. physik. uni-goettingen.de
3. Harold AURADOU
Groupe Matiere Condensee et Materiaux
Bat. llA
Universite de Rennes 1
Campus de Beaulieu
F -35042 Rennes Cedex
FRANCE
E-mail: auradou@hpmd2.uni v-rennesl.fr
4. Robert BEHRINGER
Permanent address:
Dept. of Physics
Box 90305
Duke University
Durham, NC 27708-0305
USA
E-mail: bob@phy.duke.edu
PMMH / ESPCI
10, rue Vauquelin
F-75231 Paris Cedex 05
FRANCE
Xlll
XlV
5. Nikolaj BERNTSEN
Department of Structural Engineering and Materials
Technical University of Denmark
Building 118
DK-2800 Lyngby
DENMARK
E-mail: knb@bkm.dtu.dk / berntsen@nbi.dk
6. Daniel BIDEAU
Bat. 11A
Campus de Beaulieu
Universite de Rennes I
FRANCE
E-mail: bideau@univ-rennesl.fr
7. Jean-Philippe BOUCHAUD
Service de Physique de l'Etat Condense
CEA
Orme des Merisiers
F-91191 Gif sur Yvette Cedex
FRANCE
E-mail: bouchau@spec.saclay.cea.fr
8. Thomas BOUTREUX
Laboratoire de la Matiere Condensee
College de France
11 Place Marcelin Berthelot
FRANCE
E-mail: boutreux@ens.fr
9. Lothar BRENDEL
HLRZ, FZ Jiilich
D-52425 Jiilich
GERMANY
E-mail: l.brendel@fz-juelich.de
XV
10. Adriana CALVO

Fac. de Ingenieria
Univ. de Buenos Aires
Paseo Colon 850
Buenos Aires 1063
ARGENTINE
E-mail: acalvo@aleph.fi. uba.ar
11. Florence CANTELAUBE

DAMES 0411
9500 Gilman Drive
University of California, San Diego
La Jolla, CA 92093-0411
USA
E-mail: fcantel@chandra. ucsd.edu
12. Michael E. CATES

Department of Physics and Astronomy
University of Edinburgh
JCMB King's Buildings
Mayfield Road
Edinburgh EH9 3JZ
UNITED KINGDOM
E-mail: mec@ph.ed.ac.uk
13. Kim CHRISTENSEN

Imperial College of Science, Technology and Medicine
Department of Mathematics
Huxley Building
180 Queen's Gate
London SW7 2BZ
UNITED KINGDOM
E-mail: k.christensen@ic.ak.uk
14. Philippe CLAUDIN

CEA-Saclay
Service de Physique de l'Etat Condense
CEA, Orme des Merisiers
F-91191 Gif sur Yvette Cedex
FRANCE
E-mail: claudin@spec.saclay.cea.fr
XV!
15. Eric CLEMENT

L.M.D.H.
Universite P. et M. Curie
Tour 13- case 86
4, Place Jussieu
FRANCE
E-mail: erc@ccr.jussieu.fr
16. Antonio CONIGLIO

Dipartimento di Fisica
Universita di Napoli
Mostra d'Oltremare Pad. 19
I-80125 Napoli
ITALY
E-mail: Antonio.Coniglio@na.infn.it
17. Federico CORBERI

Dipartimento di Fisica
I-80125 Napoli
ITALY
E-mail: Federico.Corberi@na.infn.it
18. Adrian DAERR

LPS/ENS
24 rue Lhomond
FRANCE
E-mail: daerr@ens.fr
19. Umberto D'ORTONA

Laboratoire des Sciences du Genie Chimique
EN SIC
1 rue Grandville, BP 451
F-54001 Nancy Cedex
FRANCE
E-mail: umberto@ensic.u-nancy.fr
xvii
20. Renaud DELANNAY

G.M.C.M.
Bat. llA, Campus de Beaulieu
Universite de Rennes I
F-35042 Rennes Cedex
FRANCE
E-mail: Renaud.Delannay@univ-rennesl.fr
21. Ove DITLEVSEN

Professor
Building 118
DK-2800 Lyngby
DENMARK
E-mail: od@bkm.dtu.dk
22. Peter DODDS

Department of Earth, Atmospheric and Planetary Sciences
MIT
Rm 54-627
77 Massachusetts Avenue
MA Cambridge 02139
USA
E-mail: dodds@math.mit.edu
23. Stephane DOUADY

LPS/ENS
24 rue Lhomond
FRANCE
E-mail: douady@physique.ens.fr
24. Jacques DURAN

L.M.D.H.
Universite P. et M. Curie
Tour 13 - case 86
4 Place J ussieu
FRANCE
E-mail: jd@ccr.jussieu.fr
XVlll
25. Leonard FINEGOLD

Department of Physics
Drexel University
Philadelphia PA 19104
USA
E-mail: lxf@coasmail.drexel.edu
26. Giancarlo FRANZESE

Dip. di Scienze Fisiche
Federico II, Mostra d'Oltremare Pad. 19
I-80125 Napoli
ITALY
E-mail: franzese@na.infn.it
27. Serge GALAM

Laboratoire des Milieux Desordonnes et Heterogenes, LMDH
Universite Paris 6
Case 86, T13
4 Place Jussieu
F -75252 Paris Cedex 05
FRANCE
E-mail: galam@ccr .jussieu.fr
28. Joe D. GODDARD

Dept. of Applied Mechanics and Engineering Sciences
9500 Gilman Drive
La Jolla, CA 92093-0411
USA
E-mail: jgoddard@ucsd.edu
29. Chay GOLDENBERG

Soreq NRC
Yavne, 81800
ISRAEL
and
XlX
Dept. of Fluid Mechanics

Faculty of Engineering
Tel-Aviv University
Tel-Aviv 69978
ISRAEL
E-mail: chay@ndc.soreq.gov.il I chayg@fractal.tau.ac.il
30. Isaac GOLDHIRSCH

Dept. of Fluid Mechanics
Tel-Aviv University
Tel Aviv 69978
ISRAEL
E-mail: isaac@newton.eng.tau.ac.il
31. Nico GRAY .

Institut fiir Mechanik (III)
Technische Universitat Darmstadt
D-64289 Darmstadt
GERMANY
E-mail: gray@mechanik. th-darmstadt .de
32. Dmitri GRINEV

Cavendish Laboratory
Polymers & Colloids Group
University of Cambridge
Cambridge CB3 OHE
UNITED KINGDOM
E-mail: dg218@phy.cam.ac.uk
33. Etienne GUYON

Ecole Normale Suerieure
45, rue d'Ulm
F-75230 Paris Cedex
FRANCE
E-mail: dugue@hippo.ens.fr I dugue@canoe.ens.fr
XX
34. Erwan HASCOET

PMMH/ESPCI
10 rue Vauquelin
F-75005 Paris
FRANCE
E-mail: erwan@pmmh.espci.fr
35. Dirk HELBING

II. Institute of Theoretical Physics
University of Stuttgart
Pfaffenwaldring 57 /III
D-70550 Stuttgart
GERMANY
E-mail: helbing@theo2.physik.uni-stuttgart.de
36. Hans HERRMANN

Institute for Computer Applications I
Pfaffenwaldring 27
D-70569 Stuttgart
GERMANY
E-mail: hans@ical.uni-stuttgart.de
37. Juha-Pekka HOVI

Pfaffenwaldring 27
D-70569 Stuttgart
GERMANY
E-mail: hovi@ical.uni-stuttgart.de
38. Irene IPPOLITO

Universite de Rennes 1 -Bat. 11 A
Campus de Beaulieu
FRANCE
E-mail: ippolito@univ-rennesl.fr
XXl
39. Heinrich JAEGER

University of Chicago
The James Franck Institute
5640 South Ellis Ave.
Chicago, IL 60637
USA
E-mail: jaeger@rainbow.uchicago.edu
40. James T. JENKINS

Cornell University
Dept. of Theor. and Appl. Mech.
212 Kimball Hall
Ithaca, NY 14853-1503
USA
E-mail: jtj2@cornell.edu
41. Antal KAROLY!

Technical University of Budapest
Department of Theoretical Physics
H-1111 Budapest
HUNGARY
E-mail: karolyi@rsl.comphys. uni-duisburg.de
42. Janos KERTESZ

Institute of Physics
Technical University of Budapest
Budafoki ut 8
H-1111 Budapest
HUNGARY
E-mail: kertesz@planck.phy.bme.hu
43. Vincent KOMIWES

Institut Fran<;ais du Petrole
CEDI Solaize
Boite Postale 3
F-69390 Vernaison
FRANCE
E-mail: vincent.komiwes@ifp.fr
xxn
44. Steen KRENK

Dept. of Structural
Engineering and Materials
Building 118
DK-2800 Lyngby
DENMARK
E-mail: sk@bkm.dtu.dk
45. Supriya KRISHNAMURTHY

PMMH/ESPCI
10 rue Vauquelin
FRANCE
E-mail: supriya@pmmh.espci.fr
46. Laurent LABOUS

L.M.D.H.
Universite Pierre & Marie Curie
(Tour 22 - Boite 86)
4, Place Jussieu
F -75252 Paris Cedex 05
FRANCE
E-mail: labous@newton.aomc.jussieu.fr
47. Alain LODGE

Centre de Recherche sur la Matiere Divisee
CNRS (UMR 6619)
1 bis rue de la Ferollerie
F-45071 ORLEANS Cedex 2
FRANCE
E-mail: louge@cnrs-orleans.fr
48. Stefan LUDING

Pfaffenwaldring 27
D-70569 Stuttgart
GERMANY
E-mail: lui@ical. uni-stuttgart.de
XXlll
49. Knut J. MAL0Y

Fysisk Institutt
Postboks 1048
Blindern
N-0316 Oslo
NORWAY
E-mail: k.j.inaloy@fys.uio.no
50. Anil MISRA

Civil Engineering Department
University of Missouri-Kansas City
5605 Troost Avenue
Kansas City, MO 64110
USA
E-mail: misra@cemilli.cuep. umkc.edu
51. Matthias MULLER

Institute for Computer Applications 1
Pfaffenwaldring 27
D-70569 Stuttgart
GERMANY
E-mail: matthias@ica1. uni-stuttgart.de
52. Masami NAKAGAWA

Division of Engineering
Colorado School of Mines
Golden, CO 80401
USA
E-mail: mnakagaw@mines.edu
53. Akio NAKAHARA

Laboratory of Physics
College of Science and Technology
Nihon University
7-24-1 Narashino-dai, Funabashi
Chiba 274
JAPAN
E-mail: nakahara@phys.ge.cst.nihon-u.ac.jp
XXIV
54. Mario NICODEMI

I-80125 Napoli
ITALY
E-mail: nicodemim@axpnal.na.infn.it
55. Hiraku NISHIMORI

Ibaraki University
Mito, 310
JAPAN
E-mail: westwood@mito.ipc.ibaraki.ac.jp
56. Godi ORON

PMMH/ESPCI
10 rue Vauquelin
F-75005 Paris
FRANCE
E-mail: oron@pmmh.espci.fr
57. Jose A. Garcia ORZA

Departamento de Fisica Aplicada I
Facultad de Ciencias Fisicas
Universidad Complutense
28040 Madrid
SPAIN
E-mail: jago@seneca.fis.ucm.es
58. Marina PICCIONI

I-80125 Napoli
ITALY
E-mail: piccioni@na.infn.it / piccioni@romal.infn.it
XXV
59. Thorsten POSCHEL

Humboldt-Universitat zu Berlin
Institut fiir Physik
Invalidenstr. 110
F-10115 Berlin
GERMANY
E-mail: thorsten@itp02.physik.hu-berlin.de
60. Franck RADJAI

Theoretische Physik, FB 10
Gerhard-Mercator-Universitiit
D-47048 Duisburg
GERMANY
E-mail: radjai@comphys.uni-duisburg.de
61. Jean RAJCHENBACH

Universite P. et M. Curie, Case Courrier 86
Lab. des Milieux desordonnes et Mterog€mes
4, Place Jussieu
F-75252 Paris Cedex
FRANCE
E-mail: jer@ccr .jussieu.fr
62. Alain DE RYCK

Ecole des Mines d'Albi-Carmaux
Route de Teillet
F-81013 Albi CT cedex 09
FRANCE
E-mail: deryck@enstimac .fr
63. Stephane ROUX After Oct. 1st, 1997:

PMMH, ESPCI S.V.I.
10, rue Vauquelin St-Gobain Recherche
F-75231 Paris Cedex 05 39 Quai L. Lefranc
FRANCE F-93303 Aubervilliers Cedex
E-mail: roux@pmmh.espci.fr FRANCE
E-mail: roux@pmmh.espci.fr (still valid)
xxvi
64. Stuart SAVAGE

McGill University
Civil Eng. and Appl. Mech.
817 Sherbrooke St. West
Montreal, Quebec H3A 2K6
CANADA
E-mail: savage@grain.civil.mcgill.ca
65. Tim SCHEFFLER

Theoretische Festkorperphysik, FB 10
Universitat Duisburg
Lotharstr. 1
D-47048 Duisburg
GERMANY
E-mail: Tim.Scheffler@Uni-Duisburg.de
66. Alexander SCHINNER

Otto-von-Guericke Universitat Magdeburg
Postfach 4120
D-39016 Magdeburg
GERMANY
E-mail: schinner@acm.org
67. Stefan SCHWARZER

Pfaffenwaldring 27
D-70569 Stuttgart
GERMANY
E-mail: sts@ical. uni-stuttgart.de
68. Mark SHATTUCK

Center for Nonlinear Dynamics
University of Texas at Austin
Austin, TX 78705
USA
E-mail: shattuck@chaos.ph.utexas.edu
XXVII
69. Frank SPAHN

Universitat Potsdam
Institut fiir Theoretische Physik und Astrophysik
Am Neuen Palais, Building 22
D-14415 Potsdam
GERMANY
E-mail: frank@agnld. uni-potsdam.de
70. David SPARKS

Lamont-Doherty Earth Observatory
Columbia University
Rt.9W
Palisades, NY 10964
USA
E-mail: sparks@lamont.Ideo.columbia.edu
71. Eugene STANLEY

Boston University
Boston, MA 02215
USA
E-mail: hes@miranda.bu.edu
72. Jesus SUBERO

Department of Chemical and Process Engineering
University of Surrey
Guildford, Surrey GU2 5XH
UNITED KINGDOM
E-mail: J .Subero@surrey.ac.uk
73. Pa1 TEGZES

ELTE
Department of Atomic Physics
Puskin u.5-7
H-1088 Budapest
HUNGARY
E-mail: tegzes@hercules.elte.hu
XX\'111
74. Janos TOROK

PMMH/ESPCI
10 rue Vauquelin
F-75005 Paris
FRANCE
E-mail: torok@pmmh.espci.fr
75. Olivier TSOUNGUI

Laboratoire Physique & Mecanique des Milieux Heterogenes
Unite de Recherche associe au CNRS URA 857
Ec. Sup. Physique & Chimie Ind. de la Ville de Paris
10, rue Vauquelin
FRANCE
E-mail: tsoungui@pmmh.espci.fr
76. Alexandre VALANCE

Universite de Rennes
Campus Beaulieu Bat. llA
FRANCE
E-mail: valance@hpmd2. univ-rennesl.fr
77. James W. VALLANCE

McGill University
Department of Civil Engineering and Applied Mechanics
Montreal
CANADA QC H3A 2K6
E-mail: james@fuego.civil.mcgill.ca
78. Twan P.C. VAN NOIJE

Instituut voor Theoretische Fysica
Universiteit Utrecht
Postbus 80006
NL-3508 TA Utrecht
THE NETHERLANDS
E-mail: noije@fys.ruu.nl
XXIX
79. Loic VANEL

L.M.D.H.
Universite Pierre & Marie Curie
(Tour 22 - Boite 86)
4, Place Jussieu
FRANCE
E-mail: loic@aomc.jussieu.fr
80. Christian VEJE

Niels Bohr Institute
Blegdamsvej 17
DK-DENMARK
E-mail: veje@nbi.dk
81. Pieter A. VERMEER

Institut fur Geotechnik
Pfaffenwaldring 35
D-70569 Stuttgart
GERMANY
E-mail: igs@po.uni-stuttgart.de
82. Tamas VICSEK

Department of Atomic Physics
Eotvos University
Puskin u.5-7
H-1088 Budapest
HUNGARY
E-mail: H845VIC@ELLA.HU
83. Dietrich WOLF

Theoretische Physik, FB 10
Gerhard-Mercator-Universitiit
D-47048 Duisburg
GERMANY
E-mail: d. wolf@uni-duisburg.de
XXX
84. Jonathan WYLIE

Dept. of Chern. Eng.
Cornell University
Ithaca, NY 14853
USA
E-mail: wylie@cheme.cornell.edu
85. Ken-ichi YOSHIE

Mitsubishi Chemical Corporation
1000 Kamoshida Aoba-ku
JAPAN
E-mail: yoshie@rc.m-kagaku.co.jp
Joe Goddard
CONTINUUM MODELING OF GRANULAR ASSEMBLIES
Quasi-Static Dilatancy and Yield
J.D.GODDARD
Department of Applied Mechanics and Engineering Sciences
La Jolla, CA g2093-0411, USA
Abstract. A review is given of a general method for continuum modeling

of granular media. A brief discussion is given of granular contact topology
and "fabric" and their relevance to various mean-field theories for mechan-
ics and transport properties. It is show how some of the ideas can be applied
to the estimation of quasi-static dilatancy and yield of frictional sphere as-
semblies. The appendices present a discussion of the microstructural origins
of Cauchy and multipolar stresses.
1. Introduction
Continuum models offer a plausible and economical way of describing the

collective behavior of large assemblies of discrete particles, particularly on
the length scales of many experiments and practical applications. The pur-
pose of this chapter is to review certain general methods for modeling dis-
crete particulate systems as continuous media. While the focus ultimately is
on the quasi-static mechanical behavior of granular assemblies, the methods
have wider applicability, as will be evident from the presentation.
After a survey of basic ideas in Section 1, we review in Section 2 a
recent application to the estimation of dilatancy and yield surfaces for as-
semblies of non-cohesive rigid frictional spheres. A discussion is given in the
appendices of the microstructural origins of the standard (Cauchy) stress,
appropriate to "simple" continuum theories [1 J, and of various multipolar
stresses and momenta associated with higher-order continua.
As for notation, we generally employ lower-case or uppercase Roman
boldface for vectors and second-rank tensors, respectively. Greek symbols
denote higher-order tensors as well as certain scalars, the distinction being
usually evident from the context. Particles are identified by Roman indices
H.J. Herrmann et al. (eds.), Physics ofDry Granular Media, 1-24.

© 1998 Kluwer Academic Publishers.
2 J.D.GODDARD
i,j, .. . , while tensor components are denoted by Greek indices a,{3, .. . ,

with expressions of the form 'ljJ = ['1/Ja,a ... ] indicating the tensor components
'1/Ja,a ... of 'ljJ relative to a given basis. The tensor product of 'ljJ = ['1/Ja,a .. .] and
¢ = [¢1.w ... ] is denoted by 'ljJ ® ¢ := ['I/Ja,a ... ¢1.w ... ] to be distinguished from
the contraction (matrix product) '1/J¢ := ['1/Ja,a ... fLcfJ~v ... J, where":=" denotes
definition. We further adopt certain notation of the modern continuum-
mechanics literature [1], in particular T for the stress tensor denoted by
the symbol g in the Editor's recommended notation.
2. Basic Ideas and Techniques
By" granular medium", we generally understand a collection of discrete ma-

terial particles whose interactions are localized at particle contacts. Thus,
the description of the associated network of interparticle contacts is essen-
tial, especially for the quasi-static mechanics and transport properties of
granular assemblies. After a brief discussion of network geometry, fabric
tensors and some elementary applications based on the mean-field approx-
imation, we present a formal derivation of continuum densities, fluxes and
balance equations from the underlying discrete system.
2.1. CONTACT NETWORKS AND FABRIC
We focus attention here on an assembly of N convex particles. With x

representing position vector relative to an arbitrary origin, Xi the mass
centroid of particle i and x5 =
x~ the the contact point between particles
i and j, for i, j = 1 ... , N, we can identify contact and centroid moment
arms
(1)
respectively, as depicted schematically in Fig. 1, where the unit contact
normal Dij = -Dij is also shown. The rij, sometimes called "branch" vec-
tors [2, 3], and the contact-moment arms r5 define bonds in the contact
networks illustrated in Fig. 2, where solid lines denote the rij and dotted
lines the r5 or, when they coincide, the rij as well.
One can identify unit vectors such as eij = rij/[rij[, which for sphere
assemblies are identical with the the Dij. These serve to define various
"fabric" tensors, through various weighted averages over bonds of tensor
products
(2)
where the w's denote scalar weights, and the vectors a, b, ... are inde-
pendently chosen from the set of unit vectors eij, Dij, ... associated with
CONTINUUM MODELING OF GRANULAR ASSEMBLIES 3
Figure 1. Contacts and branch vectors.
Figure 2. Contact networks.
contact ij, and where, as below,
N N N
L := L and I:I::=I:I: (3)
i=l i# j i=l j=l
#i
denote sums over particles and distinct pairs, respectively. Common exam-
ples of (2) are< e®e >, < e®n >, < n®n >, < e®e®e®e >, ... ,which
define geometric order parameters for the granular microstructure similar
to those occuring in various molecular theories.
4 J.D.GODDARD
2.2. CONTINUUM SMOOTHING AND BALANCES
2.2.1. Smoothing
Given a discrete particle assembly, or an abstract spatial network, to which
certain physical properties are assigned, we associate a continuous medium
having continuously distributed properties of the same type. Such spatial
"smoothing" (also referred to as "homogenization" or "coarse graining" in
other literature) can be accomplished formally by a method that goes back
at least as far as the works of Kirkwood and coworkers [4, 5]. In particular,
we "smear" out each particle centroid, or node i = 1, 2, ... , N, by means
of a scalar distribution or density Pi(z,x), where xis spatial position and
z a discrete set of state variables or phase-space coordinates which define
the configuration and which, in the case of mobile systems, z = z(t), may
include the set of particle velocities {vi} as well as positions {xi}. In general,
the Pi(z, x) are assumed to be continuous and differentiable in x, up to an
order dictated by the continuum being sought, and to satisfy
fv Pi(z, x)dV(x) = mi (4)
where V is the spatial region assigned to the network or to the associated

continuum, whichever is largest, and mi is particle mass or abstract weight
assigned to node i, with Li mi = m the total mass of the system. (In the
present context, mi is assumed independent of z, which imposes a further
integral condition on OzPi·)
We may define a normalized distribution or "number density"
(5)
Given then any extensive quantity A, defined by a space tensor A = [Aa(3, ... ]
of rank n, say, and having assigned nodal values Ai(z) with
(6)
for any subset of nodes S, we have an associated density of rank n :
(7)
whose t dependence arises solely through dependence on z. Of course, mass

itself is such a quantity, whose density we denote by the conventional p.
The abstract distributions ni take on a concrete significance in statistical
mechanics [4, 5], where they can be replaced formally by the Dirac delta
J(xi - x) to yield a density operator
(8)
Such operators, which describe a particular realization of the discrete sys-

tem, are to be applied to theN-particle or N-node distribution function in
phase space Z, say f(z, x, t), to define continuum densities as phase-space
averages:
PA(x, t) =< PA >:= { PAf(z,x, t)dV(z), (9)
JZ(x,t)
a technique employed below in Appendix II to characterize certain multi-
polar continua. For that purpose, we need recourse to other types of av-
erages which we summarize briefly here, for the special case of a uniform,
translation-invariant and configuration-independent smoothing:
(10)
where n( •) is independent of i and z the Dirac delta representing a singular

limit.
It should be emphasized that the above smoothing is a formal process
whose physical validity ultimately depends inter alia on the ratio of mi-
crostructural to macroscopic length scales. This is a crucial issue for the
mechanics of granular media, where the existence of long force chains or
the occurence of large displacement gradients, while not necessarily ruling
out continuum models, may call for multi-polar or even non-local models
(cf. [6, 7]). We do not address here the related problem of temporal scales,
fluctuations and smoothing.
2.2.2. Averages, Fluxes and Localization

With
~ 1 "'"""
A:=- L...Ai (11)
m.z
denoting global mass averages, we define nodal "fluctuations" by
(12)
and the associated spatial fluctuations in density by
(13)
6 J.D.GODDARD
The A~ represent a class of extensive quantities B having total weight B =

L:i Bi = 0, for which we are free to take
The averages (11) are meaningful only for statistically homogeneous assem-
blies, that is, on length scales for which certain macroscopic gradients can
be considered uniform.
For the special case of the uniform smoothing (10), we can construct a
(Maxwellian) "displacement" or "flux" VB(x) for any extensive quantity B
having total weight zero, such that the density
(15)
of rank n, say, is given by the divergence of VB, a tensor of rank n + 1, as:

(16)
where it is understood that V'· involves contraction with the right-most

tensor index on its operand. The relation (16) is satisfied by
rxo
VB = ~ Bi lxi n(y- x)dy (17)
z
where x 0 is an arbitrary point in V and the integral is understood to be

taken along an arbitrary path in V connecting the end points. As discussed
in [5], the definition (17) is unique only up to an additive solenoidal field
V, with '\7 · V = 0, which may be represented by a similar integral taken
around a closed path1 .
Now, the arbitrary point xo in (17) can be eliminated by means of (14)
to give
(18)
Furthermore, the density for an arbitrary A can be written
PA = '\7 ·VA+ A.p(x) (19)
where VA is defined by (17) or (18) with Bi = A~
1 No doubt aware of the arbritariness, Noll [8] adopts straight-line paths in integrals
like(17) or (18).
Expressions like (17-18), which represent a certain non-locality in the

overlying continuum, can be formally "localized" by means of the Taylor
series 2 associated with
l~j n(y- x)dy = (forij du eu·'V) n(xi - x)

(rij + forij du ® u · \1 + ... ) n(xi- x)
rijn(xi - x) + h.o.t. (20)
where rij is the branch vector defined in (1), and h.o.t. refers to terms of
order one and higher in rij ® \1. Thus, (18) becomes
VB = L L Bij ® rijn(xi - x) + h.o.t., (21)

i "I j
the leading term representing a "polarization" given by the dipole moment

of Bij. The "simple" continuum of [1] is one for which certain higher-
order spatial gradients represented by h.o.t. in (21) are negligible on micro-
scopic length scales. It is this approximation that gives rise in the linear-
momentum balance to the standard form for the Cauchy stress [5]. As dis-
cussed in Appendix II below, the preceding ideas and the following general
balance can be employed to describe multipolar continua as well.
2.2.3. Balances
Continuum smoothing via the density operator PA(x, t) in (8) and a phase-
space distribution f(z, x, t) provides a continuum balance for an arbitrary
extensive quantity A:
(22)
where the flux ¢A (rank n+1) and local production 'YA (rank n) must be
extracted from
apA apA
-=<-->. (23)
at at
By (8), (19) and a modest extension of the derivation in [5], the latter is
given by the balance
(24)
with flux and production operators <]?A and r A, respectively, defined by
<PA = L {Ai ® fxx; 8(y- x)dy + Ai ® vi8(xi- x)}

z
2 (20) has a simple Fourier representation, in which \l -t ~/'(, and (21) emerges as a
long-wavelength approximation.
8 J.D.GODDARD
= L {Ai ® (xi - x) + Ai ®Vi} o(xi - x) + h.o.t. (25)

i
and
r A= ( ~ Ai) o(x- x), where Ai = z. BzAi (26)
where the mass centroid is denoted by
1
x:=- L:xi (27)
m.
z
2.3. THE MEAN-FIELD APPROXIMATION
In the current context the mean-field approximation (MFA) amounts to

the assumption that transport along a given bond is determined by the
projection of the macroscopic potential gradient or driving force onto the
bond. In general, this Ansatz will fail to satisfy detailed nodal balances
(Kirchhoff's law, Newton's law, etc.). The application to scalar transport,
e.g. electrical conductivity, in granular media is presented in several places
[9, 10] and yields the scalar-conductivity tensor as
K = nc < kre ® e > (28)
where e = rij/lrijl is the director of bond ij, and where k and nc denote
bond conductance and global bond density, repectively. In a network with
uniform bonds ij all having the same value of kr, the conductivity is ob-
viously given by the fabric tensor < e ® e >. Zhuang et al.[lO, 11] have
explored the validity of a further approximation based on treating a gran-
ular network as a uniform network by assigning the same "pre-average" of
kr to each bond.
To illustrate the MFA for linear elastostatics, consider the simple special
case of a central-force network, in which the elastic strain of a bond is given
by
/j.r
-
r
= e · Ee = ea.Eaf3e(3 (29)
where E = [Ea(3] is the standard macrocscopic infinitesimal strain tensor 3.

For the case of a Hookean (linear-elastic) bond of stiffness k, this yields a
force
f = kr(e · Ee)e (30)
3 0ne can write down a more general MFA for finite strains, corresponding to the
"affine" strain assumption for polymer networks.
which, by means of (68), leads to the elastic modulus
The above argument goes back to the landr,nark work of Cauchy [12, 5], in
which k is given by an interaction potential. In the case of granular media,
(31) may be thought of as applying to incremental strains superimposed
on states of non-zero isotropic confining pressure, for systems of nearly
spherical particles with negligible tangential contact stiffness.
The relation (31), illustrates both the strength and the weakness of the
MFA, since it becomes exact for certain spatially periodic lattices but fails
for others. Similarly, it gives a good approximation for certainly highly dis-
ordered systems but not for all. In the first instance, it fails because, in com-
plex crystal lattices, the relation (31), which implies a maximum of fifteen
elastic constants (Cauchy's relations), is not generally valid, as definitively
shown by Born and Huang [13, 14). The failure is due to internal degrees of
freedom and non-affine deformations within unit cells, requiring one to re-
place E in (29) by a more general linear form, say L:[E] := [L:n/~ Ep.v]· This
leads to reduced symmetry in ;..t and, hence, to the possibility of attaining
the maximal number (twenty-one) of independent components allowed by
thermodynamics and rotational symmetry4 .
In the case of disordered systems, (29) can fail because of large fluctu-
ations near a percolation threshold in highly depleted networks. Thus, the
failure of the MFA in highly ordered systems is due to systematic effects and
in disordered sytems to extreme randomness. The latter is most relevant
for many granular media where certain types of contact percolation may
be involved, either in the small-strain elasticity [16] (but see [17]), or in the
large-strain plasticity near the "critical-state" of soil mechanics [18, 10).
In closing here, we recall that the elastostatic analysis can be extended
to cover non-central forces [19) and certain non-linear effects appropriate to
granular systems with tangential contact stiffness and/or non-linear con-
tacts [20). Also, others [21, 22) have employed the MFA to treat the small-
strain elastoplasticity of sphere assemblies, and the MFA is also useful in
numerical simulations, such as that of [10], in which a microscopic flux or
displacement is expressed as a mean-field contribution plus a fluctuation
which is to be computed numerically. This motivates a recent proposal
for an approximate statistical mechanics that treats such fluctuations as a
stochastic diffusion [23).
4 We note that Cowin [15] has proposed a phenomenological continuum relation giving
< e ® e >; but, as he
f.-! as an isotropic function of a second rank fabric tensor, such as
recognizes, this representation also cannot capture the most general elasticity.
10 J.D.GODDARD
3. Applications to the dilatancy and yield of sphere assemblies

An important challenge in the mechanics of particulate media is the pre-
diction of continuum plasticity from microstructure and micromechanics.
For non-cohesive granular media, the plasticity is strongly influenced, if not
almost entirely determined, by the phenomenon of dilatancy. First revealed
by 0. Reynolds [24] and later adopted as in the "stress-dilatancy" theory of
Rowe [25, 26], dilatancy has been reformulated [16] in terms of the modern
theory of internally constrained continua. Regarded as a strict kinematic
coupling between shape and volume, dilatancy is thus represented by a
five-dimensional surface of constraint on the deformation rate tensor D,
the dilatancy cone Cn, in the six-dimensional space of real symmetric ten-
sors S = R 6 .
In the Reynolds [24]1imit of rigid frictionless granules, the above formu-
lation suggests a yield surface Cr orthogonal to Cn, representing a purely
reactive (work-free) constraint. In Rowe's [25, 26] theory, the magnitude of
"active" frictional stress is given by dilatancy and particle friction, leading
once again to a conical yield surface of the type postulated elsewhere on
purely phenomenological grounds [18]. Because of its intrinsic theoretical
importance, a sustained effort recently has been made to derive improved
estimates, to compute the dilatancy and to explore the evolution of the
dilatancy and yield cones with plastic strain for idealized assemblies [27], a
summary of which is given below.
3.1. DILATANCY AND STRESS CONES
Reference [27] gives a complete characterization of dilatancy and yield cones

in space dimension d via a geometry based on the scalar product A· B :=
1
tr(AB) for real symmetric tensors A,B, with modulus IAI := {A·A}2.
Thus, the Cauchy stress T and the deformation rate
1 T
D = '2(L + L ), (32)
derived from the (d x d) velocity gradient
L = (V'vf (33)
have isotropic parts
1
p := -dtr{T} and Dv := tr{D} (34)
and deviators
1
1
T := T + pl 1
and D := D - dDv 1 (35)
with shear-stress and dilatancy angles defined, respectively, as
vs := tan- 1 {r/p} and vn := coC 1 b/Dv} (36)

where
r := 3]
1
and .:Y := Jd ID'I (37)
are scalars representing shear-stress and strain-rate magnitudes. As pointed

out in [27], the present dilatancy angle, a purely kinematic quantity repre-
senting the complement of the included polar angle of the dilatancy cone,
is quite distinct from that of Mehrabadi and Cowin [2] but can be related
to the kinematic angle VR, say, which they attribute to Roscoe, by
sinvR = tanvn (38)

Specializing to d = 3, the cones of interest can be specified by giving tanO,
where(} is the polar included angle, in terms of an azimuthal "Lode" angle
¢ (not to be confused with various angles more closely akin to(} and often
denoted by the somewhat overworked symbol ¢in the literature on soil me-
chanics and granular media). Different values of the Lode angle correspond
to various "cubical triaxial" tests of soil mechanics.
For an arbitrary symmetric tensor (or 3 x 3 matrix) A, the associated
cone CA has the polar representation in an "octahedral" plane P : A· 1 =
canst. [18, 27], given by
IA'I = r(¢A) and A'= rE (39)

where
E = U cos ¢A + P sin¢ A (40)
is a tensor with unit modulus lEI = 1. On the same principal axes,
2 1 1 1
U = -/3 diag{1, -2, - 2} and P = V2 diag{O, 1, -1} (41)
form an orthonormal basis in P, with
lUI= IPI = 1 and U · P = 0, (42)
representing uniaxial (axisymmetric) and planar "pure shear", respectively.

It is seen from (40)-( 42) that these states are repeated with period 21f /3 in
¢A, corresponding to the respective principal axes of A.
With stress-power phase angles defined by
'1/Jp := L:(T,D) and ¢P := L:(T',D'), (43)

12 J.D.GODDARD
it follows that
COS '1/Jp =cos ¢P cos liD sin liS- sin liD cos liS (44)
In [27] formal arguments are given as to why T' and D' are collinear inS,
so that ¢ p = 0 for the special case of "monotonic" deformation histories
imposed on initially isotropic states of a granular medium, that is, histories
in which the principal axes of D are always imbedded in the same material
lines. Therefore, for frictionless assemblies, where T · D = 0 and '1/Jp = 1r /2,
one has liS= liD·
3.2. THEORETICAL ESTIMATES FOR DILATANCY
3.2.1. The Reynolds Estimate

Motivated ostensibly by the response of a representative rigid-sphere clus-
ter to a globally applied strain [16], Reynolds takes [24] volumetric strain
rate equal to principal compressive strain rate for monodisperse sphere as-
semblies near a state of maximum density. This can be restated formally
as
=
3
tan liD 2-2 cos ¢D (45)
which is subject to two different interpretations[27]: "Reynolds-A", in which
the dilatancy is given for all loadings by
3
tan liD = T2 = 0.35355 ... , (46)
strictly appropriate only to uniaxial compression ¢D = 0, or "Reynolds-B",

in which the more general relation (45) is assumed to apply.
These are represented by conical cross sections given in the polar plot (in
10° increments) of tan liD vs. Lode angle ¢D in Fig. 3, which also represent
yield cones for frictionless particles. The cone for Reynolds-B is non-convex
(vide infra) suggesting mechanical instability [27].
3.2.2. A New Estimate

To formalize and extend the purely-kinematic estimate of Reynolds [27],
we assign to a granular assembly a nearest-neighbor graph consisting of a
network of sites or nodes connected by bonds. Particle centroids represent
the former and potential nearest-neighbor contacts the latter, with global
fraction fA of bonds presumed intact, corresponding to active contacts, and
fraction 1- fA broken or inactive. The bonds, both active and inactive, are
assumed to define the edges of elementary space-filling, volume elements or
simplexes, which in space dimension d represent the minimal cluster of par-
ticles for which ad-volume can be assigned and which appear to correspond
to those obtained byDelaunay triangulation over particle centroids [27, 28].
Figure 3. Cross-sections of dilatancy cones (after [27]). A and B: Reynolds estimates.

HCP and BCC: Present theoretical estimates. S: Simulated yield surfaces for random
monodisperse assembly with interparticle friction f-t = 0, initial density p = 0.63 and
plastic strain "( 1 = 0.001.
Each simplex consists of d + 1 particles or vertices connected pairwise by

m = d(d + 1)/2 edges, and the effective kinematic properties of a granu-
lar assembly can be calculated from the appropriate volume or ensemble
averages over simplexes.
For a given simplex S,the branch vectors rb, bE Bs = 1, 2, ... , m repre-
sent edges, with
rb
eb = ~' bE Bs (47)
denoting unit bond vectors, and with
(48)
denoting the associated bond dyad. The kinematics of a deforming simplex

can be specified by an effective velocity gradient:
.
® g = gl ® g + g2 ® g + ... + gd
L s = gi i. 1. 2 • d
®g (49)
where gi, i = 1, 2, ... , d, is a basis chosen from the set of rb, gi, i = 1, ... , d,
the reciprocal basis and gi the time rate of change of gi.
The condition bond incompressibility for the set of all active bonds, say
As~ Bs, in simplex S reads
(50)
which can be decomposed into isotropic and deviatoric parts to give
Dv,s ;::: Ks · Eb, Vb E As (51)

14 J.D.GODDARD
where
K .·= -dD , = -d (D - -
Dv
d1
) (52)
In the absence of detailed micromechanics, (51) requires several approx-

imations to be of use, the first of which we take to be the "over-expansion":
Dv s = max(Ks · Eb) (53)

' bEAs
representing a volume change sufficient (but not necessary) to offset the

maximal shear-induced bond compression [27].
The local forms (51) and (53) are next converted to global forms by
identifying global velocity gradient L and stretching D as
1
L =< L > s := - 2.::: VsLs (54)
v S'
where Vs is volume of Sand
(55)
With averages (54) equated to ensemble averages for a statistically homo-

geneous assembly, (53) becomes
Dv :=< Dv >s=< maxKs · Eb >s (56)

bE As
Then, the mean-field estimate
Ds ~< D >, (57)
which represents our second major approximation, yields
Dv =< maxK · Eb >s (58)

bE As
where K is given by (52), with Dv and D referring now to global averages.

Thus, Dv is amenable to direct evaluation from (58) and the underlying
simplex statistics, formally given by
S=Axrxn (59)
in terms of three distinct sets of parameters defining the active bond set A,
the simplex shape or geometry r and the spatial orientation st.
3.2.3. Random Isotropic Assemblies

On the assumption that random isotropic packing can be represented by
the independence of A, r and 0 [27], one obtains further simplification of
the (58), in which
< >s= !A<< >r>n (60)
in which the average over angular orientations 0 is represented by the
proper orthogonal group o+ (d).
For d = 2 it is possible to derive an exact analytical expression for (60)
for arbitrary K, which yields
(61)
where K1 is the major principal value of K, and fh, 82, 83 = 1r- 81 - 82

denote included angles of the representative Delaunay triangle defining r.
In a circular disk assembly, the "Law of Sines" gives
in terms of the sides of the representative triangle, R1 + R2, R2 + R3 and

R1 +R3 of three (nearly) touching disks of radius Ri· Hence, the average over
simplex geometry r can be expressed in terms of an appropriate average
over particle-size distribution for the assembly.
In the special case of dense monodisperse assemblies, the further as-
sumptions fA = 1 and R1 = R2 = R3, or 81 = fh = 83 = 1r /3, together
with the preceding equations, give immediately that
3
Dv 32
- = - = 0.827 ... , (63)
K1 2n
compared to the Reynolds-type estimate 1/2 [16].

With considerable labor [27], it is possible to work out analytically a
similar estimate for d = 3 in the special case of uniaxial compression U in
(42):
Dv
K 1 = 23n ( 1 + J13 ) = 0.753129 ... , (64)
roughly three times the value 1/4 implied by (46).

While the value (63) is much closer to certain numerical simulations
[27], it is doubtful that fully-connected (fA = 1) regular simplexes can pro-
vide statistically representative geometries for random dense packings, so
that the present estimates are susceptible to improvement based on better
16 J.D.GODDARD
simplex statistics for random sphere packings, e.g. of the type discussed in
[29, 30].
For arbitrary non-axisymmetric K, it does not appear feasible to per-
form the average (58) over <>n and, hence, over r by analytical means.
However, a Monte-Carlo calculation is readily implemented [27], in which
random Euler angles a E [0, 21r], ,B E [0, 1r], 'Y E [0, 21r], in the well-known
representation for R E o+ (3), are generated by by means of a standard ran-
dom number generator. An obvious extension would allow one to perform
subsequent averages over r by means of an appropriate statistical distribu-
tion of shapes. The computed values of tan VD vs. the Lode angle ¢D, both
for hexagonal close packing (HCP) and orthorhombic or body-center cubic
(BCC) packing, are shown as the outermost curves in the polar plot of Fig.
3 . The mechanics simulations of [27] provide the intermediate curve (S)
in Fig. 3 for random dense packing of frictionless spheres at small plastic
strain. These three curves are all non-convex, as is Reynolds-B, suggesting
a mechanical instability allowed not only for purely kinematic estimates but
also by the numerical simulation of [27]. As pointed out there, however, the
curve S eventually evolves into convex shape at large plastic strains.
The simulations of [27] further indicate that dilatancy depends on fric-
tion, contrary to a conjecture of Reynolds [24], and that for large friction f-l
the dilatancy may be closer to the present kinematic estimate, represented
by the outer cones in Fig. 3. However, more recent Monte-Carlo calculations
based on representative simplex statistics [23] bring the present estimate
much closer to the Reynolds-A estimate. This finding, together with the
calculations of [27], suggest that this revised estimate and the Reynolds-
B estimate may serve as useful approximate bounds on the dilatancy of
frictionless sphere assemblies in monotonic loading. At any rate, further
study is needed to elucidate the effect of friction and global kinematics
on dilatancy and its evolution with imposed deformation. With suitable
modification of Rowe's [25, 26] stress-dilatancy formulae, this could lead to
useful continuum models for history-dependent granular plasticity.
Acknowledgements. Partial support from the U.S. National Aero-
nautics and Space Administration (Grant NAG3-1888), the U.S. Air Force
Office of Scientific Research (Grant F49620-96-1-0246), and the National
Science Foundation (Grant CTS-9510121) is gratefully acknowledged.
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18 J.D.GODDARD
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Papers - S. Chandrasekhar, Vol.4, Part 3, University of Chicago Press.
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Rational Mech. Anal., 16 325-353 .
Appendix I. The Cauchy Stress
For a discrete system of particles or grains the Cauchy stress is given by
(65)
where
1 ~I
T K := - - I_
< pI ® vI > (66)
v .
L..J Pi® vi=
2
np
with
N
(67)
denoting number of particles per unit volume and
where nc denotes the number of distinct pairwise interactions per unit vol-
ume, rij the branch vector (1), and
(69)
the force exerted on i by j, with
(70)
being the total force exerted on i by all other particles. The relations (65)-
(69), particularly the expression for Tc, have been arrived at through var-
ious arguments by several investigators [8, 31, 32, 33, 34], some overlooked
in a survey by the present author [5], who traces the form for T c back to.
Cauchy [12]. Recently Babic [35] has offered a similar survey.
There are two distinguished limits for the forces fii in (69), the dense
quasi-static (Hertz-Coulomb) regime, where T K is by definition negligible,
and the rapid-flow (Bagnold "grain inertia") regime. In the former, the
duration of contacts (contact time) is much longer than the time between
collisions (collision time), whereas in the latter the collision time is compa-
rable to or much larger than contact time. In the quasi-static regime fij is
determined by frictional-elastic (Bertz-Mindlin) contacts which are gener-
ally hysteretic, depending on the entire history of relative particle motion.
In this case, the subscript C on T refers to a path in the full phase space of
particle positions and velocities. (with only the direction not the magnitude
of velocity being important for rate-independent friction).
In the Bagnold grain-inertia regime of granular flow TK becomes dom-
inant, with Tc being completely negligible only at low densities character-
istic of the kinetic-theory ideal-gas limit. Otherwise, the evaluation of Tc
requires special consideration, since it involves collisional impacts acting
over short contact times. Thus, in contrast to quasi-static granular flow
where fij depends only on position and T c involves only position-space
averages, the latter involves averages in the full phase space of position
and momentum, as in classical molecular-kinetic theories. While subject
to more careful analyses [36, 37], it is intuitively obvious [38] that in the
grain-inertia regime, with nearly rigid grains (the "hard particle" limit),
the term nc < fii ® r ij > in (68) must be replaced by a form represent-
ing an impulsive force acting over vanishingly small contact time, namely,
Vc < [[Pij]] ® rij >, where Vc is volumetric collision frequency and [[Pij]] the
20 J.D.GODDARD
collisional impulse, i.e. the discontinuity in Pij suffered in a collision. For

example, for spheres with negligible rotational inertia having coefficient of
translational-momentum restitution E
(71)
where Pij -Pji is (initial) barycentric relative momentum for pair ij.
Thus,
< [[Pij]] ® Iij >=- < (E + l)Pij ® Iij > (72)
which requires joint momentum/position averaging.
Appendix II. Multipolar Effects

MOMENTA AND FORCES
One may motivate the notion of multipolar effects and moment stresses in
continuous media via Newton's law for discrete, point-like particles
p=f (73)
which implies
~
p ® x = f ® x + p ® v, where v :=:X, (74)
i.e. the rate of change of the dyadic "momentum dipole" p ® x, is given by

a force dipole plus a "flux" p ® v. Indeed, the right-hand side of the first
member of (74) can be regarded as the progenitor of the Cauchy ("dipolar")
stress in (65), for reasons made clearer below. Also, the skew part of (74)
represents the balance of angular momentum in the absence of intrinsic
couples, that is, couples other than those derived from f.
The above scheme may be continued to yield higher-order multipoles :
PI = fi =
f, with PI
P2 = f2 = fl ® X + PI ® v
p, ==
f ® X + p ® v'
)
(75)
Pn = fn = fn-1 ®X+ Pn-1 ® V = f(®x)n-I + p~

for n = 2, 3, ... , where
Pn = P( ®xt- 1' (76)
of rank n, has symmetric and antisymmetric parts, say, P(n) = [p(o:/Jf' ... )]
and P[n] = lP[o:/Jf' ... ]J, respectively. The tensor P(n) represents the rate of
change of the mass moment
(77)
It is evident that the force-moment and flux at a given order in the hier-
archy (75) determine the generalized force or "source" at the next higher
order. We note that (76) represents a subset of a more general class of
"hypervirial" tensors [39, 40, 5].
By simply affixing subscript i as particle label to each term in (75), one
obtains a set of equations for a particle assembly, with sums over particles
defining total moments. However, one can readily establish that the the
hierarchy (75) also applies to the barycentric moments 5
1 :=Pi1( ®xil)n-1 ,
Pin (78)
,
and
fl
,
in=
fl
in-1
,
I
®xi- Pin-1
,
I
®vi
I
(79)
for n = 2, 3 ... , where the p; and f[ 1 = f[ are defined according to (12) and
satisfy (14), with '
while
I
xi:= Xi- -x, (81)
with centroid x given by (27), is associated with the fluctuation (12) in
moments of the type m1 in (77). These quantities provide a convenient
definition of intrinsic moments 6 :
P~ := L P:,n and f~ := L f[,n (82)
for the particle assembly, to be distinguished from the extrinsic moments

obtained by replacing x by x in (75), where p = L:i Pi and f = L:i fi.
DENSITIES AND BALANCES
On identifying the phase function A successively with mass m and the

moments Pn, n = 1, 2, ... and making use of the rates in (75), one obtains
a hierarchy of continuum balances of the form
Bpn
7ft + 'V · c/Jn = "'n (83)
where Pn is the spatial density for Pn· Including formally n = 0, with

Po = p, ¢o = pv, v =< v >, and 'Yo = 0, we obtain the mass balance
(continuity equation) without approximation, i.e. without h.o.t. in (21).
5 to
be distinguished generally from P~,i defined according to (12)
6 Note,
however, that the definition is somewhat arbitrary and differs here from that
based on moments of the type p;j(®r;j)n proposed in [5] for n > 1.
22 J.D.GODDARD
For the momentum balances, it is convenient to assume a decomposi-

tion of all forces fi into intrinsic or inter-particle forces f[ and extrinsic or
external body forces fiE as
(84)
Then, n = 1 represents the (Cauchy) balance of linear momentum, with

Pl =: pv =: <flo, with rf representing extrinsic body force per unit volume
and with ¢1 = pv ® v - T. Thus, T is given by a phase-space average
equivalent to (65)-(68), with the forces being intrinsic and terms h.o.t.
neglected in (25) [4, 5].
Higher-order balances for n = 2, 3, ... are more complex but can be
simplified by taking
I E
Pn = Pn + Pn (85)
corresponding to the intrinsic and extrinsic momenta defined in the pre-
ceding subsection. The extrinsic component
P~ := pf(®xt for n = 2, 3 ... (86)
is, therefore, subject to a balance of the form (83), obtained from the ten-
sor product of x and the corresponding balance (83) for p;f_ 1 . Hence, all
such balances are merely moments of the basic (Cauchy) linear-momentum
balance. The intrinsic contribution p~ is then taken to be the (Gallilean-
invariant) density of (82), which must also satisfy a balance of the form
(83) derived from (25) and involving multipolar stresses
(87)
representing densities of the intrinsic force moments in (82), where averages

< > are those in (9). Based on the force decomposition (84), these stresses
can be decomposed as
Thus, the balance (83) for p~ , n = 2, 3, ... involves a flux:

I TI
,~-.I
'f'n = Pn ® V - n+l (89)
and a production:
~~ = Tn + V' · T~+l (90)
that contains intrinsic as well as extrinsic forces.
The above balances may further be decomposed into balances for sym-
metric and antisymmetric parts P(n) and P[n]• respectively, with the balance
for P[2] = [Pa,B] = -[P,Ba] corresponding to a well-known angular momentum
balance [1] (vide infra), involving couple stress
T[2]+1 = ha,B].A] = - h,Ba].A] (91)
and the antisymmetric stress
(92)
Although the above discussion pertains to point masses, it can also be

extended to discrete particles containing internal degrees of freedom, such
that any dynamical property Ai can be written as the sum of an extrinsic
part associated with the particle centroid plus an intrinsic part due to the
internal degrees of freedom, in an exact parallel with the above decom-
position of momentum densities. This is particularly relevant to granular
media, often treated as discontinuous pieces of a simple continua endowed
with intrinsic properties such as internal energy, angular momentum, etc.,
which suggests various "micropolar" or Cosserat models . However, such
intrinsic variables are often given by a mean-field part, dominated by ex-
ternal forcing,e.g. macroscopic velocity gradient, plus a random "thermal"
fluctuation, which allows them to be subsumed approximately in simpler
multipolar-continuum models. 7 .
RELATION TO OTHER WORKS
Space does not permit a thorough comparison of the present treatment with
the vast body of literature on various multipolar or micropolar continua [7,
1, 41]. Suffice it to note that, in a purely phenomenological continuum-
mechanical setting, Green and Rivlin [42], identifying the multipolar stress
Tn+l = [Ta 1 , ... ,an+ 1 ] as the generalized force conjugate to the velocity gra-
dient Gn := ('V®)nv, with volumetric stress power Wv given by
W. V-- "w·n,
~
Wl'th w'n-- T n+l • G n ·-
.- T 2
a1,a2, ... ,an+l QO<l,0< ,... ,an+l ' (93)
n
show that the linear and angular momentum balances follow from the dy-
namic Euclidean invariance (material frame indifference) of the energy bal-
ance, but that these are the only such balances which emerge, at least
without further constitutive restictions on a nominal "heat flux".
7 This is part of the general physical principle, emphasized by Ludwig [14] for elastic
lattices, that certain degrees of freedom remain "hidden" unless individually coupled to
external fields
24 J.D.GODDARD
Hence, there is an open question as to the continuum-mechanical foun-

dation of higher-order balances in (75). In that regard, we note that Trues-
dell and Noll ([1), p.395, Eq. 98.25) discuss an elastic micropolar continuum
endowed with a density of the type P2, with P[ 2] satisfying an angular mo-
mentum balance ([1], p.396, Eq. 98.26) and with symmetric part P( 2 ) subject
to a balance involving micropolar variables. In view of [42], terms like P( 2 )
and higher-order counterparts may be viewed as representing coherent mi-
crostructural strain energy arising from internal degrees of freedom but dis-
tinguishable from incoherent "vibrations" associated with thermal energy.
If so, then this immediately suggests the interesting notion of elastic-strain
"transport".
MODELING AND GRANULAR MATERIAL BOUNDARY
VALUE PROBLEMS
S.B. SAVAGE
McGill University
Department of Civil Engineering & Applied Mechanics
Montreal, Quebec H3A 2K6
' .... read the older literature.' J.D. Eshelby, F.R.S., physicist, 'metalist',
and ASME Timoshenko Medalist.
Abstract. Some general aspects of modeling in the natural sciences are
discussed. Minimum requirements that should be satisfied by theories of
granular materials are proposed. Some recent work dealing with statics of
granular materials is critically reviewed. New calculations of the elusive
'stress dip' under a pile of granular material placed on a rough rigid base
are described.
1. Introduction
One of the central problems of research in granular materials is the devel-

opment of continuum constitutive equations that specify, for example, the
relationships between the stresses and the strains, strain-rates, etc. These
kinds of constitutive relations are needed to close the system of governing
conservation equations and enable one to solve boundary value problems.
While one can find exceptions, the conservation equations are, for the most
part, fairly standard and uncontroversial. In principle, if one were given the
appropriate constitutive equations, all of the problems, which are amenable
to continuum approaches and that have been discussed during the course of
this Study Institute, could be solved. These include predictions of stresses
in static and flowing granular materials, predictions of velocity and den-
sity fields in flowing materials, liquefaction, various segregation and mixing
problems, compaction, pattern formation, etc. The difficulty is that, for
many situations, we lack the necessary constitutive equations; those that
25
H.J. Herrmann et al. (eds.), Physics of Dry Granular Media, 25-96.
26 S.B. SAVAGE
do exist are sometimes limited or unreliable. On the other hand, over the
past half-century, the areas of Soil Mechanics and Soil Plasticity have re-
ceived intense study by a very large number of researchers. As a result,
sophisticated constitutive modeling is available for treating quasi-static sit-
uations. Unfortunately, the extent of this work appears to be unfamiliar
to many researchers embarking on studies granular materials and entering
from other disciplines. The literature in this area is both extensive and
difficult, but I think that it must be known and understood by anyone
expecting to make a serious and useful research contribution.
The present paper will deal with modeling. The first part begins with
some general thoughts and reflections about various kinds of models used
in science and some of the excesses that have occurred in other fields. This
is followed by a list of requirements that should be satisfied by theories
developed to describe the behavior of granular materials.
The second part will summarize some approaches, both analytical and
computational, for solving boundary value problems in granular materi-
als. The discussion then focuses on some recent attempts to predict static
stress distributions in ponderous masses of granular materials. The objec-
tives are to perform critical examinations of such proposals, to place them
in historical and scholarly perspective with previous work, and to ascer-
tain the logical consistency of the arguments used in their construction.
Comparisons will be made between continuum predictions of base stress
distributions and some results of previous experiments on granular piles.
Some new finite element and discrete element calculations, based on (i)
variable material stiffness, and (ii) anisotropic elastic material behavior,
will be described.
2. Models used in science

2.1. DEDUCTIVE, INDUCTIVE AND FLOATING MODELS
In a fascinating essay on the role of mathematics in science, Truesdell (1984)

has discussed the kinds of models that serve Natural Science. In that essay
he describes the systematic models distinguished by Post (1974). The two
traditional models are the Deductive and the Inductive Models. Post states
that the Deductive Model is, "in the strict logical sense, an articulation of
a particular theory." The Inductive Model, "has its origin in empirical ev-
idence and some conjectured generalization." Post continues to describe a
third type, the Floating Model that has come into use in recent times. The
Floating Model, "is neither deductive (either because there is no overriding
theory or because such theory is ignored) nor is it inductive, for scientists
find interesting mismatches between their model and observation." Trues-
dell describes a typical example of Floating Models:
MODELING & BOUNDARY PROBLEMS IN GRANULAR MATTER 27
I prefer to adduce as an example a disaster, already notorious, that

mathematicians - of all people, those who ought to know better- have
engendered. I refer to "Applied Catastrophe Theory". Some hitherto
pure mathematicians, seemingly without experience in classical physics
and without the discipline that experience has always commanded of its
votaries, have promulgated a "general morphology", which, they claim,
with no reference to any structured, organizing theory of physics or
chemistry or physiology or economics or society, explains why dogs get
angry, how the stock exchange operates, the growth of embryos of chick-
ens, riots in prisons, what happens to spiral nebulae, the stability of
ships, how wars get started, etc., etc.
John Horgan (1995) has recently discussed several other theories of almost
everything, that might be regarded as Floating Models. With reference to
Complexity Theory, Horgan (1995) quotes Naomi Oreskes,
Like a novel, a model may be convincing - it may ring true if it is
consistent with our experience of the natural world. But just as we may
wonder how m1:1ch the characters in a novel are drawn from real life and
how much is artifice, we might ask the same of a model: How much is
based on observation and measurement of accessible phenomena, how
much is based on informed judgment, and how much is convenience?
Horgan (1995) suggests that many of the Complexity Theory models and
computer simulations suffer from what has been called the 'reminiscence
syndrome'. Horgan attributes to Jack Cowan the comment,
They say, 'Look isn't this reminiscent of a biological or physical phe-
nomenon!' They jump in right away as if it's a decent model for the
phenomena, and usually of course it's just got some accidental features
that make it look like something.
History has shown that, regardless of their flaws, floating theories can gain
acceptance when accompanied by sufficient hype and promoted by sensa-
tional journalism.
2.2. SOME MODELS USED IN PHYSICS
Sir Rudolf Peierls (1980) has presented a more detailed and specific clas-
sification of models used in physics. He categorized these models into the
following types:
1. Hypothesis ('Could be true')
2. Phenomenological model ('Behaves as if ...... ')
3. Approximation (Something is very small, or very large)
4. Simplification (Omit some features for clarity)
28 S.B. SAVAGE
5. Instructive model (No quantitative justification, but gives insight)

6. Analogy (Only some features in common)
7. Gedanken experiments (mainly to disapprove a hypothesis or possibil-
ity)
The degree of simplification or exaggeration they involve covers a wide
spectrum. A few might even be regarded by some as Floating Models. Most
are appropriate for developing qualitative ideas at an early stage, when very
little is known about a particular topic. Of course, the same kinds of models
are used in many disciplines besides physics. But, in Applied Mechanics
or Engineering, these models might be regarded as only the first steps,
inadequate or insufficient by themselves. Here, there is usually a need for
more detailed, quantitative predictions as well as qualitative understanding.
3. Properties expected of theories for granular materials
We should expect theories developed for granular materials to satisfy cer-

tain minimum requirements 1 that I list as follows:
1. Clear physical or engineering purpose and importance. Today, all re-
searchers face increased competition for scarce resources, not only from
within the scientific community, but from other sectors of the general so-
ciety. Expenditures for scientific research are subject to increased scrutiny
from the public and the politicians. The philosophy espoused by Vannevar
Bush, in Science - The Endless Frontier, 2 is evidently insufficient for the
world of today. Many (myself included) bemoan this state of affairs which
is a paradigm shift from previous halcyon days. Some see it as an infringe-
ment on their well-deserved privileges, and a restraint on their creativity.
Nevertheless, it is unlikely to go away. 3 We are obliged to convince our
benefactors of the value and significance of our research in order to justify
continued financial support. The first step is to satisfy ourselves that the re-
search has some purpose and intrinsic value other than merely an addition
to a list of publications. In the worst case, one must ask, "Even if the imme-
diate problem seems inconsequential, will its solution contribute to better
understanding of more significant issues?" At best, our goal should be to
concentrate on acknowledged fundamental problems of lasting significance.
It would be useful to periodically conduct workshops involving people from
1 To some degree I have followed the recommendations of Saffman (1978) made in
connection with turbulence theory.

2 This famous report was published in 1945 and formed the basis of post-World War
II U.S. science policy that lasted for about 40 years. It is reprinted in The Politics of
Science, ed. W.R. Nelson, Oxford University Press, 1968, 26-55.
3 Ziman (1994) has recently discussed the limits to the growth of science and the
problems that this brings.
a wide range of disciplines, including industrial users, to establish critical

research needs and set priorities for granular materials research. This would
help those who are entering the field to constructively focus their efforts.
2. Logical and rigorous development. The theory should be developed in

a logical way involving rational arguments that are physically sound and
can be experimentally verified. A rigorous development also implies that
one can establish estimates of errors associated with approximations made
in the theory. Improved physical understanding should be achieved.
3. Predictive capability. The theory must have predictive ability. Ideally,

the theory should be compared with all the relevant experimental informa-
tion that is available to check that it can predict the results from more
than a just a limited set of experiments. Such thorough comparisons are
essential; they can prove or disprove the theory, or show its limitations and
lead to further extensions and developments. Feynman (1974) comments,
Details that could throw doubt on your interpretation must be given, if
you know them. You must do the best you can - if you know anything
at all wrong, or possibly wrong - to explain it. If you make a theory,
and advertise it, then you must also put down all the facts that disagree
with it, as well as those that agree with it.
It is understood that acceptable theories include those that are valid in one
regime where certain physical mechanisms are dominant, but may fail in
other regimes that are controlled by other phenomena. However, one should
know the regimes of applicability. Predictive capability also implies that a
theory can calculate results of experiments that are feasible, but unrealized.
4. Originality. Originality means that the theory or close relatives of it

have not been developed previously. To avoid duplication, it is essential that
the authors have some familiarity with the existing literature and the devel-
opment of the subject. Research in granular materials has been pursued for
many years in the areas of Applied Mechanics, Geotechnical Engineering,
Chemical Engineering, Materials Handling, Geophysics, and Agricultural
Engineering. Knowledge of the statics of granular materials has improved
enormously over the past 50 years as a result, in particular, of research in
Soil Mechanics, Geotechnical Engineering, Applied Mechanics, and Compu-
tational Mechanics. This work that deals with statics is probably the most
extensively developed branch of the subject. There are numerous textbooks,
monographs and conference proceedings dealing with this specialty. Many
papers in this field regularly appear in journals such as Geotechnique, Me-
chanics of Materials, Journal of Mechanics and Physics of Solids, ASCE
Journal of Geotechnical Engineering {Soils e:J Foundations}, Mechanics of
30 S.B. SAVAGE
Cohesive-Frictional Materials, ASME Journal of Applied Mechanics, Soils

f3 Foundations (Japanese Geotechnical Society), International Journal of
Solids and Structures, Computers and Geotechnics, and Rock Mechanics,
just to name a few. Yet, one can find recent papers that are evidently un-
aware of these developments and give the appearance of coming from an
earlier, more primitive time in terms of the genealogy of the subject. Erwin
Chargaff (1978) has written, "The sciences, like other professions, cannot
endure if their practitioners are unable to know more than an ever-smaller
portion of what they must know in order to function properly." While some
disciplines may be approaching such a state, I think that mechanics and
physics of granular materials is quite far from it. However, its practitioners
cannot function properly, if they do not even attempt to become familiar
with the pertinent literature.
In his book, Scientific Knowledge and its Social Dimension, Ravetz
(1971) has written about what he classified as 'immature and ineffective
fields of inquiry',
Watching the activity of a field over a period of years, one does not
witness the steady accumulation of new facts, perhaps some superceding
but never completely destroying the old. Instead, there is a succession
of leading schools, each with a manifesto which is more impressive than
its achievements, and each passing into obscurity when its turn on the
stage is over.
There is a danger that certain niches of granular materials research can
regress into such a state if the ideas and achievements of past researchers
remain unknown or are ignored.
4. Some approaches for solving boundary value problems

Below I give a short summary of some methods for solving boundary value
problems, with the main attention focused on applications to granular ma-
terials.
4.1. CLASSICAL CONTINUUM MECHANICS
Here, the basic assumptions are that we are dealing with length scales suf-
ficiently large that the discrete nature of matter can be neglected, and that
the material and its properties such as mass, momentum, energy, etc. can
be assumed to be continuously distributed. Continuum Mechanics is the
foundation of all branches of Applied Mechanics of both solids and flu-
ids, including Elasticity, Plasticity, Viscoelasticity, Thermoelasticity, Fluid
Mechanics, Gas Dynamics, Aerodynamics, etc. The classical conservation
equations of mass, momentum, energy, etc. are coupled with appropriate
constitutive equations to close the system of equations and permit one

to solve problems subject to specified boundary and/or initial conditions.
The constitutive equations are the essential ingredients that distinguish one
class of problem from another. They are adopted with some care and speci-
ficity; one must include sufficient physics to give an accurate representation
of the material. behavior. Commonly, they involve constitutive coefficients,
such as viscosity or modulus of elasticity. These constitutive coefficients are
supposed to have unique values or functional forms (for example, temper-
ature dependence, in the case of viscosity or modulus of elasticity) that do
not depend on the particular problem considered. The coefficients should
be established by standard, independent tests. If one chooses too simple a
constitutive equation, that misses some important physics, then the solu-
tion to the problem of interest is unrealistic. If it is too general, one merely
increases the complexity with no noticeable gain in accuracy.
In various Statistical Mechanical approaches, such as the Kinetic Theo-
ries of gases or granular materials, one considers smaller length scales and
treats in detail the individual particle interactions at the microscopic level.
The usual goal of this effort, however, is to determine the constitutive equa-
tions and their coefficients that can be used in the above kinds of continuum
equations.
Let us consider, as an example, the classical continuum Navier-Stokes
equations that govern the motion of a compressible fluid having a Newto-
nian viscosity in which the stresses are linearly related to the strain rates.
If we take this general model and consider certain limiting flow regimes,
we can obtain sets of simpler, approximate equations that can adequately
describe the flow in each regime. For example, we might approximate the
flow as inviscid (where the viscosity vanishes), or we might approximate it
as incompressible and of uniform density. The systems of governing partial
differential equations that describe each of these flow regimes are of differ-
ent types. The equations describing an inviscid, compressible flow are of
the Elliptic type if the flow is subsonic (less than speed of sound), or of the
Hyperbolic type if the flow is supersonic (greater than speed of sound). If
we consider an incompressible, viscous flow in the so-called boundary layer
approximation, in which the velocity gradients occur in thin (boundary)
layers, then the governing system of equations is of the Parabolic type.
Thus, the general Navier-Stokes equations can, in various limits, yield all
three types of systems: Elliptic, Hyperbolic, or Parabolic. Each system has
its own very special mathematical character.
An important point to note is that as long as we are in one flow regime,
the governing equations are not 'case specific', i.e. we can calculate the flow
around a cylinder with equations that are based on the same constitutive
assumptions as we use for a sphere.
32 S.B. SAVAGE
4.2. COMPUTATIONAL MECHANICS
Here I outline three common numerical approaches to solve boundary value

problems in granular materials.
4.2.1. Finite Element and Finite Difference Approaches

These are standard numerical techniques that are used to solve the kinds
of continuum equations described above. When the boundary conditions
and/or the constitutive relations are sufficiently complicated, the problems
cannot be solved analytically and one must resort to numerical techniques.
This is the case for most engineering problems and there exist several, very
general, commercial finite element packages, such as ADINA and ABAQUS,
that can be used to solve problems involving granular materials. For ex-
ample, ABAQUS (1994) contains a comprehensive Materials Library that
covers linear and nonlinear, isotropic and anisotropic material models. It
includes constitutive models for a wide range of behaviors: linear elastic, hy-
poelastic, hyperelastic, viscoelastic, elastic behavior for porous materials,
elastomeric foam behavior, jointed materials as one finds in sedimentary
rocks, and several plasticity models. The plasticity models appropriate for
soils and other materials that exhibit pressure dependent yielding include
the Extended Drucker-Prager Model, the modified Drucker-Prager/ Cap
Model, the Critical State Plasticity Model, and a Crushable Foam Plastic-
ity Model. ABAQUS incorporates rate-dependent yield and plasticity, and
anisotropic yield and creep. In the Modified Drucker-Prager/Cap Model, a
cap yield surface is added to the Drucker-Prager yield surface (cf. Chen,
1994). The cap provides an inelastic hardening mechanism to represent
plastic compaction. In addition, it controls dilatancy in shearing by provid-
ing a softening that depends on the volume increase generated when the
material yields on the Drucker-Prager surface.
One can independently implement other material models to be run with
ABAQUS. For example, D. Roddeman and M. Fiedler, of the University
of Innsbruck, have developed their own Mohr-Coulomb and Hypo-plastic
modules that can be used in ABAQUS for soil mechanics problems.
Two-dimensional, three-dimensional, and axisymmetric problems are
easily and conveniently handled. Often Geotechnical Engineering deals with
construction of earth structures in stages, as well as excavation problems
in which material is removed in stages. ABAQUS is designed to handle the
nonlinear interaction processes that can occur in such sequential loading
and unloading operations. It also contains an extensive module to handle
the contact interactions between deformable bodies for various geometric
and kinematic conditions. Small sliding, separation, and finite siding be-
tween surfaces can be computed. Tangential surface tractions, that involve
regions of sticking or slipping with Coulomb friction, are incorporated in

this module.
While the main use for such Finite Element packages (ABAQUS is just
one of many) is engineering design, they also can be important tools for
research in granular materials. To dismiss them, as some have suggested, is
both unwarranted and naive.
4.2.2. Discrete Element Method (DEM)

In the area of granular materials, these approaches (Walton, 1993; Her-
rmann, 1995) are patterned after the molecular dynamics methods origi-
nally devised to calculate the transport properties in fluids at the molecular
level. The main difference is the particle interaction laws, which for gran-
ular materials are typically short range and must account for the inelastic
and frictional contacts between individual particles. By performing statis-
tical averaging over sufficiently large length and/or time scales, one can
obtain mean values for stresses, velocities, bulk densities, etc. To achieve
realistic simulations one must model these particle interactions with suffi-
cient accuracy. Through the use of laboratory experiments and continuum
finite element or finite difference computations of the kind described above
for pairs of particles, one can devise simple particle interaction laws that
can be used in the Discrete Element computer codes (Foerster, et al. 1994;
Labous & Rosato, 1997). We can regard the empiricism, that in the con-
tinuum models is associated with the bulk constitutive behavior, as being
dropped down to a lower level and associated with the individual particle
interactions. These kinds of DEM computations are extremely intensive.
At the present time, they are usually limited to around 104 - 105 particles.
DEM is a very powerful approach that can be used: (i) for direct simula-
tions, and (ii) to establish constitutive equations for situations where they
are difficult to determine by direct experimental means. In the latter case,
the resulting constitutive equations can be used in the continuum-based fi-
nite element or finite difference approaches that are computationally more
efficient than the discrete element approach. In particular, DEM could be
used to provide constitutive information for dense, fast flow regimes where
particle inertia effects are important and data are meager.
4.2.3. Cellular Automata (CA)

In the Cellular Automata approach, which might be thought of as a kind
of poor man's molecular dynamics, the particles interact in very restricted
ways that are described by sets of simple rules. CA was originally con-
ceived in order to achieve enormous gains in computational efficiency. Of-
ten the physics or mechanics involved in the interaction rules is minimal or
even nonexistent. It is possible to show that in certain cases the interaction
34 S.B. SAVAGE
rules are consistent with standard continuum constitutive and conservation

equations. For example, some Lattice Gas, and Lattice Boltzmann Models
have been shown to be equivalent to the Navier-Stokes equations (Doolen,
1991). Often the effort needed to achieve full consistency with the standard
continuum equations increases the complexity, and the computational ben-
efits can be lost. Nevertheless, they occasionally have produced surprisingly
good qualitative, and sometimes even quantitative results for some physical
systems. Many of the interaction rules used for granular flow problems are
fairly rudimentary. Since the mechanics content is often lacking or obscure,
the simulations should be considered as yielding, at best, qualitative rather
than quantitative results at their present stage of development (Savage,
1993). One troubling aspect is that by minor fiddling with the interaction
rules, one can obtain almost any desired result. As the mechanics content in
the interaction rules is increased, the method will evolve into the Discrete
Element approach described above.
4.3. BOLD, SIMPLIFYING ASSUMPTION
Exhaustive treatments of Continuum Mechanics and the classical ways of

formulating constitutive equations are described in the authoritative trea-
tises of Truesdell & Toupin (1960) and Truesdell & Noll (1965). There are
also numerous textbooks that cover the material at a less advanced level.
Recent developments in Plasticity and Soil Plasticity have been reviewed,
for example, by Chen (1975, 1994), Chen & Baladi (1985), Bazant (1985)
and Vardoulakis & Sulem (1995). Much of this material employs terminol-
ogy and concepts that are perhaps unfamiliar to non-specialists. Acquiring
a command of it is an arduous task. Either because they were unaware of
its existence of this body of theory, because they have a distaste for its
sometimes formal, axiomatic approach, or because of a desire to avoid its
complexity, some have recently proposed what, for a lack of a better label, I
shall call 'Bold, Simplifying Assumptions'. In some cases these approaches
have been used to close the system of conservation equations by conjectures
that their authors have called 'constitutive relations'. Sometimes both the
usual kinds of conservation and constitutive equations have been replaced
by simpler equations, or sets of equations, that are thought to capture the
essence of the phenomenon of interest.
The approach proceeds as follows. On the basis of some experimental
results, simple governing equations and/or closure rules are proposed. As
described to this point, this general procedure is hardly any different from
what takes place in most of the natural sciences. What is different is the
extreme simplicity of some of the recent proposals for granular materials,
and the fact that they have sometimes been made apparently without full
knowledge or understanding of the past theoretical and/or experimental

work in the subject. Often the experimental basis.of the proposals is quite
limited. As a result, each particular geometry or set of boundary conditions
needs new equations. A unified approach is lacking, and there is question-
able predictive ability for new situations. The simple equations thus derived
have been used to make inferences and generalizations that have little or
no physical support.
It is difficult to categorize these approaches in terms of Peirels' classifi-
cations, but they might be thought of as being closest to Type 1. Hypothesis
('Could be true'), Type 5. Instructive model (No quantitative justification,
but gives insight), or Type 6. Analogy (Only some features in common).
Some, less generous, people might even regard them as Floating Models.
5. Stresses in static granular materials

The previous remarks were concerned with general aspects of granular ma-
terials research and various approaches to solve a variety of problems. In
the sections that follow I will deal specifically with some of the recent pro-
posals to predict stresses developed in static masses of granular materials.
A number of other related issues are discussed as they pertain to this more
focused review. The purpose is to provide a critical examination of some of
this work within the context of relevant previous studies, to determine the
logical consistency of these proposals, and to induce the reader to consider
the extent to which the requirements for theory set down in §3 are met.
5.1. INTRODUCTORY REMARKS
I begin with some introductory remarks prior to a more focused discussion

of some recent hypotheses for stress 'propagation' in cohesionless granular
materials.
5.1.1. Styles and Cultures of Different Disciplines

At the outset, readers should be reminded that different disciplines have
very different styles and cultures; what is acceptable in one may be re-
jected in another. Engineers understandably tend to be conservative; their
mistakes can put life and property at risk. In a veritable enactment of the
'survival of the fittest', Roman Engineers were expected to stand under the
arches they designed and constructed when the support structures were
removed. This practice obviously induced some degree of prudence and re-
straint in those whose own lives were endangered. Researchers in Mechanics
and Applied Mathematics have a well-deserved reputation for being par-
ticularly critical and contentious individuals, even though they are seldom
put in the position of the Roman Engineers. Physics evidently is at the
36 S.B. SAVAGE
other end of the spectrum, many of its practitioners being reluctant to take
a position out of the fear of inadvertently suppressing new ideas. Freeman
Dyson (1958) has written that most of the 'crackpot' (sic) papers that are
submitted to the Physical Review are rejected, not because they are in-
comprehensible, but because they can be understood. Those that can't be
understood are the ones that are accepted. This no doubt based on the phi-
losophy summarized in Neils Bohr's famous comment, given after a seminar
by Wolfgang Pauli, that while all in the audience agreed that Pauli's theory
was crazy, it couldn't possibly be correct because it wasn't crazy enough!
In a special 25th Anniversary Issue of the Journal of Fluid Mechanics,
George Batchelor (1981) has written eloquently and at length about his
experiences as its Editor, about scientific communications, the future of
journals and the importance of critical referees to the health of science. He
discusses the study of Zuckerman & Merton (1971) that compares jour-
nal acceptance ratios in different fields. Of the seven different fields they
compared, the field which grouped together History, Language, Literature,
Philosophy, and Political Science had the lowest acceptance ratio of 0.14.
The highest acceptance ratio of 0. 76 was in Physics. Zuckerman & Merton
( 1971) reported in their study that 60 to 70% of the papers submitted to
the Physical Review were considered by the editors without the help of ref-
erees and 90% of these were accepted. One doesn't know what the numbers
are today, but perhaps the above suggests some sense of prevailing atti-
tudes. Batchelor (1981) concluded that indiscriminate journal publication
policies have costs that outweigh the possible benefits alluded to above.
Science has not progressed through the indifferent acceptance of each and
every hypothesis posed; sooner or later a critical examination must occur
and a determination should be made as to what hypotheses or parts thereof
should be retained and what should be rejected.
5.1.2. Constitutive Relations

In the context of soil mechanics and continuum mechanics, the term 'con-
stitutive relation' is usually thought to refer to the general and complex
strain, strain-rate and history dependent modeling of constitutive behav-
ior at a material 'point'. One thinks of isotropic or anisotropic elasticity,
hyper- and hypo-elasticity and plasticity, endrochronic plasticity, viscoelas-
ticity and viscoplastic models, rigid plastic Mohr-Coulomb models, critical
state models, various so-called cap models, etc. Many of these models are
appropriate for granular materials. For example, while the critical state
models were originally developed for clays, over the past 30 years they have
been developed to treat sands and other granular materials (see Lade &
Prabucki, 1995 and references therein), foams, etc. In some cases, when
the constitutive model is simple, as for a rigid plastic, Mohr-Coulomb rna-
terial, or when one considers simple geometries and a pr-iori divides the
material into regions that behave respectively in a purely elastic, or purely
rigid plastic manner (for example, Samsioe, 1955; Cantelaube & Goddard,
1997), then analytical or elementary numerical solutions can be obtained.
For the more sophisticated constitutive models or for complex geometries,
one must resort to numerical approaches of the kind that are contained in
the commercial finite element packages referred to in §4.2.1.
The role of limit equilibrium, elastic and elastic-plastic solutions and
their historical background has been discussed by W.F. Chen (1975, 1994,
cf. also Chapter 5 of Bazant, 1985). Terzaghi (1943) discusses the role of
theory in his book Theoretical Soil Mechanics that is regarded today as
a classic. One exemplary quality of Terzaghi's writings is his persistent
striving to keep a balance between the theoretical mechanics aspects of
soil mechanics and the issues of importance to engineering practice. Such a
balanced perspective was no doubt derived from his wide experience as an
engineering consultant who restricted himselfto involvement in projects of
exceptional difficulty. The limitations and approximations connected with
various theoretical models such as rigid plastic, limit state equilibrium are
carefully pointed out. Given the inherent inhomogeneous composition of
soil in the field, the resulting difficulty in characterizing its properties, and
the limited computational tools of the time, Terzaghi emphasized the virtue
of simplicity, provided that it was 'not achieved at the price of ignoring the
influence of vital factors'. The solutions resulting from the various models
were to be regarded as approximations to reality that could provide infor-
mation for refining engineering judgment and perspective, but not things
that should be taken literally with mathematical certainty and precision.
Solutions such as the active and passive limit plasticity solutions can serve
as engineering bounds in situations that are physically plausible and exper-
imentally realizable. It is recognized that when the material is subjected to
different loads or boundary conditions than those requir-ed to develop the
limit states, intermediate elastic or elastic-plastic states can exist.
In the more than half century since the publication of Terzaghi's book,
soil mechanics and constitutive modeling have advanced significantly. We
have more sophisticated theoretical models, better experimental techniques,
and computational resources that were not dreamed of in Terzaghi's time.
However, it can hardly be said that all problems are solved. In an interest-
ing paper dealing with constitutive relations for soils, Gudehus (1985) has
commented, "The soil seems to defeat its investigators again and again."
5.1.3. Janssen's bin formula

About a century ago, Janssen (1895), Koenen (1896) and Kotter (1899)
formulated analyses to predict stresses developed by granular materials
38 S.B. SAVAGE
in silos. The simplest solution and the one that is perhaps best known
today is that of Janssen (1895). To achieve a very simple solution, Janssen
assumed that the vertical normal stress ax through any horizontal section
is constant. Since the horizontal normal stress ay must be constant (as can
be seen from the static equilibrium equations), this means that the ratio
of normal stresses, K = ayfax, is also assumed to be constant. Terzaghi
(1943, pp. 70) pointed out that this assumption is inconsistent with the
stresses that must exist on vertical sections, 'but not so important that
the assumption cannot be used as the basis for rough estimates'. Cowin
(1977) has carefully reexamined this work and found that the assumption
of constant vertical stress is not necessary to obtain the classical Janssen
formula. He showed that the coefficient K introduced by Janssen should be
reinterpreted as the ratio of the horizontal stress averaged over the lateral
boundary perimeter to the vertical stress averaged over the cross sectional
area of the bin. With these interpretations, the Janssen formula is found
to give a lower bound for the circumferentially averaged bin wall stresses.
Furthermore, the Janssen type formula is recovered without resorting to
any assumption that the material has yielded.
In a subsequent paper, Sundaram & Cowin (1979) reassessed experi-
mental studies related to the Janssen formula and determined values for
the wall friction coefficient and the stress ratio K. It is interesting that
they classified the history of the subject into three periods. The first, from
1884-1920, was one where the problems were clearly formulated, the exper-
imental work was precise for its time, and the results were clearly presented.
In the second period from 1920-1965, the clarity fades, and misinformation
and misconceptions pervade the literature. From 1965 to the time of their
writing, some reason returned. One might wonder about how they would
characterize the present period.
5.1.4. Difficulties in making stress measurements

Stresses developed by granular materials in contact with walls are almost
invariably measured indirectly by calibration of devices that are displaced
or deformed as a result of the imposed stress. I now mention some stress
gauge calibration experiments of Huang & Savage (1970) to emphasize the
extreme difficulty of reliably determining stresses in granular materials.
Huang & Savage performed measurements of wall stresses developed by
sand contained in a vertical 0.61 m diameter cylindrical concrete bin. A
29.4 by 25.4 mm rectangular faced stress gauge was mounted flush with
the inside cylinder wall and attached to a very stiff force transducer. It is
estimated that typically about 1000 particles were in contact with the gauge
face. This is large enough to average out the interparticle contact force fluc-
tuations that exist. Calibration tests were performed by placing the gauge
face flush with the bottom of a box having horizontal dimensions of 229 mm
by 178 mm. Layers of sand of varying thickness were placed on top of the
gauge and then covered with a thin flexible rubber sheet. Hydrostatic forces
of known values were used to calibrate the gauge response. The maximum
displacement of the gauge face during each of these tests was 10- 3 inches
(25 microns). The applied pressure was increased monotonically to a max-
imum and then decreased monotonically. With no sand layer present, the
gauge response was quite linear, very reproducible, and no differences be-
tween the loading and unloading phases were observed. When tests were
performed with layers of sand over the gauge, the gauge response was non-
linear, a significant hysteresis during the loading and unloading phases was
apparent, and gauge responses varied from test to test. Even with the tiny
deflections that occurred during calibration, the arching that occurred in
the neighborhood of the gauge was sufficient to affect the gauge response
and interpretation of the measurements. Because of arching, there was a
lag in the reduction of gauge output during the unloading phase. During
the unloading phase, the gauge output could equal that measured during
loading, even though the applied load was only half the corresponding value
applied during loading. The gauge was much like others commonly used in
such experiments. Recent extensive silo experiments of Benink (1989) used
a 53 mm diameter circular faced gauge that could measure both normal
and shear forces. It had a force-displacement response similar to the gauge
used by Huang & Savage (1970).
5.1.5. Material and Stress Inhomogeneities
One of the distinctive features of granular materials, even when viewed on

the macroscopic scale, is that they can be inhomogeneous and anisotropic.
Bulk density, elastic properties, yield parameters, etc. can vary from place
to place. These variations may be induced when the bulk is initially formed
or assembled. Alternatively, they can develop when the material deforms as
a result of changes in loading. Casagrande & Carillo (1944) discussed the
distinction between inherent inborn anisotropies and those subsequently in-
duced during inelastic deformations. An obvious example of the latter case
is the development of shear bands during standard triaxial or shear box
tests. The material properties in the thin band that has experienced signif-
icant shearing are different from those in the adjacent material outside of
the shear band. Much of the effort devoted to the development of constitu-
tive equations for granular materials has been concerned with characterizing
the stress-strain behavior during the yielding process. Less work has been
done on inhomogeneities generated during the formation of the bulk mate-
40 S.B. SAVAGE
rial (cf. Cowin, 1978). 4 Nevertheless, the presence of density variations and
induced anisotropies, evidenced as 'material fabric', can often be seen with
the naked eye when material is poured into transparent walled containers.
The inhomogeneities are more noticeable when the particles are angular
rather than rounded, and when there are significant variations in particle
sizes resulting in particle size segregation and banding. Density variations
can sometimes be seen in X-ray and ')'-ray images of the bulk. Such material
inhomogeneities can result in stress inhomogeneities in the bulk material.
These difficulties have long been known. Darwin (1883) writes of his
discussions with Clerk Maxwell concerning earth pressures on walls, " .. he
(Maxwell) supposed that the 'historical element' would enter largely into
the limiting equilibrium of sand. By this he meant that sand when put
together in different ways would exercise different thrusts, ... The historical
element is one which eludes mathematical treatment." Darwin discussed the
variations in bulk density, angle of repose and wall stress that can result
from different filling procedures. Gudehus (1997) has reviewed recent work
on constitutive modeling in this context.
Considerable effort has been devoted during the past few decades to
studies of granular material 'fabric' and 'fabric anisotropy', the charac-
ter of contact, contact force and void distributions, and the relationships
between the fabric and the stresses and constitutive behavior. There is a
sizable literature; a few representative references are: Arthur & Menzies
1972, Baker & Desai (1984), Cowin (1978, 1985, 1988, 1992), Emeriault
& Cambou (1996), Gudehus (1969-70), Jenkins (1991, 1997), Konishi &
Naruse (1988), Makino & Kuramitsu (1988), Mehrabadi, et al. (1988), Oda
(1972, 1993), Sidoroff, et al. (1993), and Tobita (1992).
Dependence of Bin Stresses on Filling Method. The problem of static ma-

terials in bins discussed in §5.1.3 and §5.1.4 is an example where significant
stress irregularities are sometimes observed. There can be significant vari-
ations in stresses, measured at the same point and for ostensibly the same
conditions, between successive loadings of the bin with granular material.
Stress gauges mounted around the circumference with their axes in the
same horizontal plane sometimes yield different values even when the up-
per free surface of the material is apparently axisymmetric. The gauge faces
are typically in contact with thousands of particles, so the length scales as-
sociated with the stress variations are many times larger than the particle
diameter. It also might be noted that during emptying of the bin, the mea-
sured stresses can be many times larger or smaller than the static filling
stresses, but this is a matter that will not be pursued further here. Some
4 \\Thile this is a major research topic in sedimentology and rock formation (Leeder,
1982), the issues are rather different from the present concerns.
experimenters have measured fairly consistent stress values with only small
variations between tests, whereas others have observed very large varia-
tions. Deutsch & Schmidt (1969) performed a very large number of tests
with sand in a model bin using accurate stress gauges. They found that the
maximum lateral static wall stresses at a given depth could be as much as
10 times the minimum values measured during static conditions.
Huang & Savage (1970) measured wall stresses developed by angular,
crushed sand contained in a 0.61 m diameter concrete bin; these experi-
ments were mentioned earlier in the discussion of stress gauges in §5.1.4.
The results are particularly interesting because the bin was filled by two
different methods. In the first method, which they called 'bucket-filling',
known weights of sand were dumped into the bin from a bucket. During
each emptying of the bucket, the sand formed a roughly conical free surface
inclined at the angle of repose of the sand. However, no particular care was
taken to ensure that the material was poured in at the same horizontal posi-
tion during successive bucket emptyings. Stresses were measured by gauges
mounted in the vertical concrete wall as material was poured in and the
level of material above the gauges increased. The position of the upper free
surface was measured several times during the filling process to establish
free surface levels above each of the stress gauges and to determine average
bulk densities of the sand. Stresses were measured during 53 distinct and
complete fillings of the bin by this method. The second approach was to use
what they called the 'shower-filling' method. The sand was sprayed from
the top of the bin and uniformly distributed over the cross-sectional area.
This filling technique was much more laborious and time consuming, and
only 2 complete tests were performed.
The average bulk density was found to be 1315 kgjm 3 when the 'bucket-
filling' method was used, and 1495 kgjm 3 for the case of 'shower-filling'.
Continual avalanching of the sand during loading by 'bucket-filling' evi-
dently generated a looser bulk than the more uniform raining down of the
material in the case of 'shower filling'. The wall stresses measured in the
tests in which 'bucket-filling' was used showed large variations between in-
dividual tests. While in a given test the stresses increased smoothly as the
level of sand in the bin increased, considerable scatter existed in the results
of different tests. The maximum measured lateral stresses was as much as
two times the minimum measured stress when the bin was filled to a level
2.5 m above the bin hopper junction. While only two tests were performed
with the 'shower filling' method, both of these tests yielded almost identical
stresses during filling and similar values during emptying of the bin.
Sundaram & Cowin (1979) reevaluated the data obtained in bin tests of
Huang & Savage (1970) as well as those of Jamieson (1903) and Caughey,
et al. (1950) and found that all three data sets were consistent with Cowin's
42 S.B. SAVAGE
(1977) revised Janssen formula. The data of Huang & Savage (1970) in the
case of 'shower filling' of the bin were found to be close to the lower bound
Janssen formula given by Cowin (1977). For the case of 'bucket-filling', the
stress profile obtained by taking the mean values of the 53 tests was higher
than the 'shower filling' data and the lower bound Janssen formula. The
'bucket-filling' technique places the sand in the bin in a much more irreg-
ular manner than does the 'shower-filling' method. The manner in which
the material is placed in the bin can affect its mean bulk density and ev-
idently can induce or inhibit the development of inhomogeneities in the
values of the bulk density, the material's 'fabric' and other material prop-
erties. These inhomogeneities and anisotropies in material properties can
lead to differences in mean stresses from what would occur if the materials
were homogeneous and isotropic. They can also lead to spatial fluctuations
in stresses in static situations, and both spatial and temporal stress fluctu-
ations during the emptying of the bin.
5.2. GRANULAR MATERIAL CLOSURE ASSUMPTIONS
I shall now focus on several recent papers (Bouchaud, et al., 1995; Wittmer,
et al., 1996; Wittmer, Cates, Claudin & Bouchaud, 1997; Wittmer, Claudin,
Cates, & Bouchaud, 1997; Cates, Wittmer, Bouchaud & Claudin, 1997)
that have proposed 'closures' to the static equilibrium equations in order
to determine stress distributions in masses of granular materials. While the
closures have been called 'constitutive relations' by their authors, they are
much more specific and restricted than what are usually regarded as con-
stitutive relations in the Continuum Mechanics literature. The choice of
these closures, when combined with the usual static equilibrium equations,
results in a system of partial differential equations of the hyperbolic type.
The hyperbolic character led these authors to make inferences and gen-
eralizations about the wave-like character of stress 'propagation' and the
importance, indeed even the necessity, of boundary conditions. One, and
perhaps the main, objective of the above closure proposals was to predict
the central dip in stress that is sometimes observed at the bottom of a
granular pile. Savage (1997) has reviewed the literature dealing with the
stress dip and a detailed review will not be repeated here.
5.2.1. Outline of BCC Closure Assumption

I3ouchaud, Cates & Claudin (1995) proposed a simple closure that assumes
the ratio of horizontal to vertical normal stress to be constant everywhere,
i.e. 0' y / O" x = k2. This conjecture was designated as BCC in their later pa-
pers. It was apparently based on the observation that (in two-dimensions)
this conjecture could; (i) close the static equilibrium equations involving
the two normal stresses and the shear stress rrxy, and, (ii) reduce these
static equilibrium equations to the same form as some simple partial dif-
ferential equations they deduced from consideration of contact forces in a
grain assembly. The conjecture is also similar to the assumption of Janssen
(1895, cf. §5.1.3) that was proposed as a rough approximation to obtain
simple solutions for the stresses in cylindrical bins. The system becomes
hyperbolic with this assumption for the normal stress ratio, and yields a
wave-like equation for the vector 'force field' F, whose components Fx(x, y)
and Fy(x, y) correspond respectively to the vertical and horizontal force
components acting on the upper hemisphere of a grain centered. at (x, y). A
localized line load imposed at the surface of a half-space will split into two
disturbances that 'propagate' along the lines dy Jdx = ±k2 112 . As an aside, I
note that this behavior is very different from that of the classical Boussinesq
(1885) solution for a line load on an elastic half-space and Harr's (1977)
probabilistic theory for particulate media. Harr's theory yields a diffusion
equation (i.e. a parabolic type equation) for the vertical normal stress, and
a Gaussian stress distribution for the line loading. The Boussinesq solu-
tion is based on the elliptic equations of linear elasticity and yields a stress
distribution of algebraic form, but one that is approximately Gaussian in
shape for the line loading. Bouchaud, Cates & Claudin (1995) discussed
the ad hoc addition of 'phenomenological' diffusive terms to their 'wave
equation'.
The BCC closure was applied by Bouchaud, Cates & Claudin (1995)
to calculate the stresses in a wedge-shaped pile of granular material. For
the wedge, BCC yields a vertical stress distribution that is flat-topped in
the middle section, decays linearly to zero at the outer edges, and shows
no dip. The outer portions of the pile are assumed to be in a plastic state
defined by the Mohr-Coulomb yield condition.
5.2.2. Outline of FPA Closure Assumption

Since the BCC assumption of constant rry/rrx did not give a dip in stress at
the base of the pile, other closures were proposed in Wittmer, et al. (1996);
Wittmer, Cates, Claudin & Bouchaud (1997); and Wittmer, Claudin, Cates
& Bouchaud (1997). All of these papers discuss the Fixed Principal Axes
(FPA) assumption. This refers to their simple conjecture that the direction
of the major principal stress is constant everywhere in the granular pile.
For the case of the conical pile, they needed a further hypothesis about the
circumferential stress to close the system of equations. FPA was supposed
to apply when the pile was formed by pouring granular material from a
point source (or line source in the case of a wedge) located above the apex
of the pile. They argued that as the pile builds up, the particles avalanche
dowJ). the free surface that is inclined at the angle of repose. The material
44 S.B. SAVAGE
is assumed to satisfy a Mohr-Coulomb yield criterion at the surface; this

determines the principal stress direction there. As more material flows from
the source and the pile grows in size, the particles that were deposited at the
surface at earlier times are buried. It was assumed that the principal stress
directions associated with an element of material remain 'frozen' after it is
buried. Hence, at the end of the pile construction, the orientation of the
principal stress direction is the same for all material elements of the pile (or
each half of the wedge-shaped pile). With this FPA assumption, the solution
of the static equilibrium equations yields a vertical stress distribution at
the base of the pile that has a stress dip that resembles qualitatively the
experiments of Smid & Novosad (1981).
Wittmer, Cates, Claudin & Bouchaud (1997) state that, although in the
case of Edwards & Oakeshott (1989) it might be argued that the stress dip
is put in by hand, in FPA the dip was not put in by hand. But, of course,
choosing the direction of the principal axes 'ljJ as they have done results in
'arching', increases the bottom normal stresses in the outer part of the pile
and creates a dip. The idea of 'perfect memory' in FPA might be regarded
merely as a rationalization for the choice of constant '1/J. Even Wittmer,
Cates & Claudin (1997) admit, "... we have no detailed mechanistic jus-
tification for the FPA model in terms of the fabric tensor or any similar
quantity: why should the orientation of the principal axes be remembered,
rather than something else?" As discussed in §5.1.5, it is well recognized
that material inhomogeneities and density stratification can develop dur-
ing the deposition process and may have important consequences. While
the concept that particle geometric arrangements may tend to persist upon
subsequent loading is plausible, it is much more difficult to accept that
the principal stress direction 'ljJ should remain 'frozen' as the overburden
increases and no particle rearrangement occurs. As a simple Gedanken ex-
periment, consider a biaxial test in which particles are placed in a box and
initially subjected to equal axial stresses. The stresses on the walls could
then be increased or decreased to generate stress states in which the major
principal axis directions in these two states differ by 1r /2. We consider bi-
axial stress differences below the values that cause interparticle slip or any
changes in particle arrangements aside from those associated with elastic
deformations. The connection between particle geometric arrangement and
stress state in this example seems tenuous at best.
The statement appearing in a number of recent papers that 'arching
explains the stress dip' is a tautology. The existence of a dip is what one
means by the term 'arching'; i.e., as in an arch, the main part of the load
is being carried by the outer extremities. The real issue is to determine the
physical mechanisms responsible for the arching.
Wittmer, et al. (1996, 1997) and Wittmer, Cates & Claudin (1997)
suggest that their FPA approach is a general one that may be applicable to
many other problems in mechanics of granular materials. Wittmer, et al.
(1997) give one example in which a triangular pile of material is initially
formed by pouring material from a line source, and subsequently part of
the material is removed carefully without disturbing the arrangement of
the remaining .particles. The original pile is assumed to have '1/J fixed in
each of the two halves of the pile generated by free surface avalanching
down the sides that are inclined at the angle of repose ¢. The right half of
the wedge is removed along with a wedge shaped portion on the left hand
side. This creates a new, smaller, triangular pile whose base is half that
of the original pile. Its left hand surface slope remains at ¢, whereas the
right hand free surface is inclined at an angle (3 to the horizontal. Based on
their FPA assumption, Wittmer, et al. (1997) determine that, for a material
having an angle of repose of ¢ = 30° on free surfaces formed by avalanching,
the right hand slope (3 of the new pile formed by removing material can
have a maximum value of only 19.1°. This is a rather surprising result,
and Wittmer, et al. (1997) state that it challenges the usual 'classical'
assumptions about angles of repose. It is based on the assumption that the
principal stress direction is unaffected, even when the loading is drastically
reduced to zero on the surface inclined at (3 that forms the right free surface
of the newly formed wedge.
Experiments of Allen. It is perhaps worth recalling some work of Allen

(1970a, 1970b, 1985) that is rather different, but may have some relevance
to the above kinds of problems. Allen performed experiments in which
he measured ¢r, the residual free surface inclination right after avalanch-
ing, and compared it with ¢i, the surface inclination required to initiate
a new avalanche event. Tests were performed with several kinds of sands,
glass beads, rice and chopped spaghetti. He found that ¢i was greater than
¢r, and that ¢i increased with increasing solids volume fraction. For glass
beads, the difference b.¢ = ( ¢i - ¢r) was as much as 10° and for sands the
maximum difference was around 20°. Somewhat earlier, Bagnold (1966)
discussed these angles in a related context. He termed b.¢ the dilation an-
gle, since he associated it with the expansion of the bulk material due to
shear. The point is that the slope angle required to initiate a new avalanche
is greater than that associated with the residual slope from the previous
avalanche. The material must dilate to accommodate the avalanche. Larger
bulk densities prior to the initiation of the avalanche require larger free
surface inclinations and larger dilations to induce flow.
Experiments of Grasselli €1 Herrmann. More directly relevant to the issue

of the angle of repose changes predicted by Wittmer, et al. (1997) are
46 S.B. SAVAGE
source
+of material
box
' ............... / " ' initial pile
"' ......................... .....
Figure 1. Schematic diagram of angle of repose experiments of Grasselli & Herrmann

(1997). Two granular piles formed by emptying material from slit in bottom; Oa > {)b >e.
some recent experiments of Grasselli & Herrmann (1997). They performed

experiments with two kinds of granular materials: (i) mixtures of sand and
glass 'splinters', and (ii) spherical glass beads. The material was poured
from a line source into a rectangular box having two vertical glass side walls.
The material avalanched down the free surface and formed a triangular
wedge shaped mass with an angle of repose (). A small slit in the bottom
was opened to permit some of the material to very slowly drain away and
form two wedge-shaped piles as shown schematically in Figure 1. The newly
formed angles of repose Oa and ()b always were found to be greater than
the original angle of repose (), and always ordered as Oa > ()b > 0. Their
experiments were consistent with the work of Allen discussed above, but
contrary to what Wittmer, et al. (1997) have predicted on the basis ofFPA.
5.3. STRAINS, 'INDETERMINACY', LIMIT STATES, ELLIPTIC AND

HYPERBOLIC SYSTEMS
5.3.1. Definitions of Strain in Granular Materials

It is argued in the formulation of the above closures that the particles are in
effect rigid and that consideration of strain is not necessary. Wittmer, Cates
& Claudin (1997) have stated that no strain variables can be defined. Cates,
et al. (1997) have further elaborated that even though individual particles
might deform and behave in an elastic or plastic manner, it is not even
possible to define strain for a bulk made up of individual grains because
an initial reference state cannot be defined. Many would disagree with this
interpretation. As the avalanching particles move down the pile they accu-
mulate or are 'captured' in a free surface layer. At this stage, the particles
sitting at the free surface are subjected to stresses only as a consequence
of their own weight. If the particle diameter d ---+ 0, the continuum limit
is attained and the traction stresses vanish. Thus, each surface layer is de-
posited in this 'zero stress state' and is subsequently buried and subjected
to the overburden load. The standard, classical definitions of strain in a
continuum can be employed in this case. There also exist other definitions
appropriate at the 'microscopic' particle level, that can be used both in
analytical studies and for reducing discrete particle contact forces and de-
formations to continuum stresses and strains in numerical simulations (for
example, Kruyt & Rothenburg, 1996; Jenkins, 1997, and references therein).
Burman (1971) has presented computed stress and strain distributions in
the form of contour plots for granular wedges constructed of the admit-
tedly simpler hexagonal arrangement of elastic, circular cylinders. He also
presented distributions of volumetric strains, dilation angles, angles of de-
viation between principal axes of stress and strain rates, Young's Modulus
E, Poisson's ratio v, shear modulus G, and anisotropy index 20(1 + v)j E,
over the whole wedge.
5.3.2. 'Elastic Indeterminacy'
It has been asserted (Bouchaud, et al., 1998; Cates, et al., 1997) that the
stress distribution in an elastic body in a gravity field and sitting on a per-
fectly rough, rigid surface cannot be calculated, and that the assumptions
of elastic or elastic-plastic material behavior for this problem of material
placed on a rough, rigid support admit infinite numbers of solutions. This
they call 'elastic indeterminacy'. These are puzzling assertions. Most text-
books on classical, linear elasticity discuss issues of uniqueness and the
theorem due to Kirchhoff (1859) that 'stresses and strains in an elastic
body can be determined uniquely (without ambiguity) if either the surface
displacements or surface tractions are specified'. In linear elasticity there
is a classical model for determining stresses in an elastic body in contact
with a rigid support. It is known as the Signorini problem and has been
used for more than half a century. The book Contact Mechanics by K.L.
Johnson (1985) is devoted to the determination of stresses in all kinds of
contact problems, those involving elastic bodies, plastic bodies, frictionless
and frictional contacts, sliding and non-sliding contacts, rolling contacts,
dynamic impacts, thermoelastic contacts, etc. The commercial finite ele-
ment packages such as ABAQUS and ADINA referred to in §4.2.1 have
extremely elaborate modules for the computation of very general, complex
contact problems; engineers regularly use these packages for design pur-
poses. The 'Example Problems Book' of ABAQUS contains several contact
problems including Hertzian contact, indentation of crushable foams, disk
brake analysis, and a number of metal forming problems such as deep draw-
ing in which the interaction between the blank and the die is an essential
issue, and extrusion coupled with heat generation both at the workpiece-die
interface and from plastic deformation in the bar.
48 S.B. SAVAGE
5.3.3. Limit Equilibrium Solutions and the Role of Strains

The simple, Limit Equilibrium, Mohr-Coulomb model is based on a con-
stitutive equation that relates the various components of the stress tensor.
The Mohr-Coulomb yield criterion assumes a rigid-plastic material behav-
ior and for a cohesionless material states that yielding will occur at a point
on a plane element when
(1)
where T and (}" are the shear and normal stress acting on the element and
¢ is material parameter called the internal friction angle. It turns out that
the governing partial differential equations constitute a hyperbolic system.
No strains are involved in the constitutive or governing equilibrium equa-
tions. This is not to say that strains are physically unimportant; it just
means that we are unable to calculate them by this approach. We imag-
ine that the loading or boundary conditions are such that the material is
everywhere on the verge of deforming in a plastic manner and the various
stress components are consistent with the yield criterion. A classical soil
mechanics textbook example (cf. Terzaghi, 1943, Chapter III) is the case of
the so-called Active and Passive stress states associated with a frictionless
vertical retaining wall. For example, one considers a (lower, right-hand)
quarter-space of cohesionless granular material, bounded by the vertical
retaining wall and the horizontal, upper free surface (cf. Figure 2).
The retaining wall is assumed to be frictionless, so the vertical normal
stress (}"x = "(X, where 'Y is the specific weight of the soil and x is the
vertical distance down from the free surface. Suppose we start at some
intermediate stress state in which the horizontal normal stress (}"Y is also
equal to "(X. This state corresponds to a point in the Mohr's Circle stress
space (normal stress (}", shear stress T). If we allow an upper portion of
the wall to move to the left and away from the quarter-space of granular
material, the force on the wall is reduced ((}"y < (}"x), and the Mohr's circle
corresponding to this new stress state grows in size. When the portion
of the wall is moved far enough to the left, (}"Y = (}"A, the Mohr circle
will touch the Mohr-Coulomb yield surface and the material will yield.
This lower limiting state in which the major principal stress is vertical is
called the Active Limit State. If instead we again start from a 'hydrostatic'
pressure state ((}"y = (}"x), but now push on the wall to the right, the force
on the wall will increase ((}"y > (}"x)· The Mohr circle again will increase in
size and eventually grow to touch the Mohr-Coulomb yield surface when
(}"Y = (}"p. Here the material is at a limiting state called the Passive Limit
State; the major principal stress direction is horizontal. The point is that
while we can calculate the stresses corresponding to the two limit states
from the rigid plastic Mohr-Coulomb analysis, and we do so without any
Retaining walls (frictionless)
Active Passive ax= yx
Figure 2. Active and passive limit states of plastic equilibrium produced by motion of
a vertical wall in an ideal, cohesionless granular material.
consideration of strains or deformations, we can say nothing specific about

the intermediate stress states. The simple, limit state results provide some
plausible bounds on the wall forces. In the intermediate states, the material
is behaving elastically. In order to calculate the stresses for these cases, we
must consider the deformations and we must use a constitutive equation
that can account for elastic or elastic-plastic strains. Numerous appropriate
constitutive equations have been proposed and applied to solve retaining
wall problems that are more realistic than this rather trivial and idealized
textbook example (for example, see Gudehus, 1985, for a discussion of such
approaches).
I now summarize some of the important points related to this simple ex-
ample. The governing equations for the Limit Equilibrium, Mohr-Coulomb
model form a hyperbolic system. Two different solutions, the active and
passive, can be found for this simple retaining wall example. An important
idealization and limitation is that the material is rigid. Hence, no considera-
tion of the effect of strains or deformations is possible. The hyperbolicity of
the system has, in effect, prevented the imposition of boundary conditions
on the vertical wall; we must accept what comes out of these solutions. We
are supposed to imagine that the wall displacements can be accommodated
by shearing deformations along the slip lines in the interior of the material,
while the limit equilibrium state is maintained. This is not usually what
50 S.B. SAVAGE
happens. We could perturb the wall by translations or rotations such that

the stress states deviate from the Limit Equilibrium Solutions. To prop-
erly treat such wall perturbations, we must use appropriate constitutive
equations that consider strains. This results in elliptic or, in some cases,
mixed elliptic-hyperbolic systems of governing equations. When the bound-
ary conditions are specified, and the usual specification for the present class
of problem is in the form of boundary displacements and a tractionless up-
per free surface, there is no 'elastic indeterminacy' that Cates, et al. (1997)
and Bouchaud, et al. (1998) refer to. The particular choice of the bound-
ary conditions is what makes the solutions unique. Solutions for elastic and
elastic-plastic wedges obtained by finite element methods are discussed in
§5.5.
5.3.4. Degenerate Particle Arrangements

As discussed above, several recent contributions to the so-called 'sand pile'
literature are based on the following ideas:
1. Particles can be regarded as rigid and strains neglected. It is the
introduction of elasticity that gives rise to indeterminacy.
2. Stresses in static piles of material can be described by hyperbolic
systems of equations in which one of the spatial coordinates takes on a
time-like character. Stresses 'propagate' in directions that have components
in the positive time-like direction of this coordinate.
3. Because of the hyperbolic nature of the governing equations, basal
boundary conditions cannot be imposed and are not important.
I believe that most engineers would regard some of these notions as fal-
lacious, and others to be, at best, approximations of limited applicability.
Engineers are introduced early on, in elementary solid mechanics courses,
to ideas of 'static indeterminacy'. For example, they learn that a vertically
loaded horizontal beam sitting on three supports is 'statically indetermi-
nate'. The three vertical support forces cannot be determined from the two
equations of static equilibrium (that the sums of forces and moments must
each equal zero). The problem is solved by making use of information about
the deflection of the beam and displacements of the supports. Thus, it is
the elasticity that makes the problem determinate, not the reverse.
In general, a pile of granular material is statically indeterminate. In
order to resolve the indeterminacy, one must consider the deformations at
the contacts to determine contact forces. In other words, in general, one
must consider elastic particles; with rigid particles the indeterminacy is
unresolved. Another important point is that, in principle, each particle has
an effect on every other particle; we have an elliptic system not a hyperbolic
one.
One might wonder how the three notions mentioned above have gained
acceptance. I can only guess that it is the result of several papers that
dealt with piles constructed by what I shall call 'degenerate particle ar-
rangements'.
Bagster (1978), Hong (1993), 5 and Liffman, et al. (1992) have consid-
ered forces developed in regular arrangements of monosized particles. The
circular disk-like particles were organized in horizontal rows with a gap be-
tween them; alternate rows were placed so that the particles in the upper
row fit into the 'troughs' in the underlying layer to form a diamond lattice.
The very important point is that all the particles have four or less contacts
with the neighboring particles (coordination number ~ 4). This means that
the system is statically determinate. 6 The particle contact forces can be de-
termined regardless of whether they are rigid or deformable. One can start
at the top and move downward, row by row, determining the forces at
each level without ambiguity. The stresses are insensitive to bottom dis-
placements, as long as the displacements are not so large as to significantly
disturb the particle arrangements.
This situation is consistent with all three notions listed at the beginning
of this section. But, it is a very special, artificial and degenerate case. In
a real pile made up of irregular, three-dimensional particles, or even other
regular arrangements of uniform sized particles, the number of individual
particle contacts is large enough to make the pile statically indeterminate
and the elasticity of the grains must be considered to determine the contact
force network. One result of the above mentioned diamond lattice case is
that while the vertical stresses vary with depth, they are uniform across
the width of the pile at every level. This is perhaps surprising to those who
have seen measured stress distributions under sand piles that gradually
decay to zero at the outer edges. The same uniform stress distribution
results when the particles are moved horizontally together to eliminate the
gap and form a 60° pile of hexagonally arranged circular disks (Liffman,
et al., 1992). Luding (1997) has performed a careful numerical study of
stresses developed in various shaped piles of frictionless, elastic circular
disks subject to numerous basal boundary conditions. His computations
for a 60° pile show that the horizontal particle contact forces are zero, the
force network is a diamond lattice and the vertical stress is again uniform
5 Hong's title is somewhat misleading in referring to 'hexagonally packed' particles.

6 1 also note that some time ago Jenkin (1931) avoided the problem of static inde-
terminacy in hexagonal arrangements of circular disks by introducing the idea of 'slack
contacts'. Imaginary gaps were created in order that some of the particle contact forces
vanished. Aside from the arbitrariness in the choice of which contacts to neglect, there
is the change in the mathematical character of the system that such an assumption in-
troduces. Following Jenkin (1931), Glastonbury & Bratel (1966) have also used 'slack
contacts' for a similar problem involving regular packings of disks.
52 S.B. SAVAGE
across the width. In virtually every other case he studied, the contact force
network is more complex, and the stresses gradually decay to zero at the
outer edges of the pile.
5.4. GRANULAR PILES; OTHER THEORIES AND EXPERIMENTS
5.4.1. Literature Review of Savage {1997}

Savage (1997) has reviewed the literature dealing with stresses in granular
piles. The purpose of that review was to make people aware of the broader
literature and to point out that the historical realities were rather different
from what a neophyte might infer from reading the recent literature on
'sand piles'. I will not repeat in detail what is contained there, but merely
summarize some of the main points of that review.
1. Rather than being a recent 'dramatic' revelation, the dip in stress
under granular piles has been known for some time. Laboratory experiments
showing stress dips and sensitivity to bed displacements go back as far as
the 1920's and 1930's (Hummel & Finnan, 1920-21; Booth, 1938; cf. van
R. Marais, 1969). Theories that predicted stress dips were developed in the
1930's (Brahtz, 1936). Large-scale field experiments that exhibited stress
dips were performed in the 1940's (Taylor, 1947; cf. Penman, 1986).
2. In the several different experiments carried out on wedges, there was
no evidence of a stress dip for granular material on horizontal, undeformed
beds, except for the tests of Hummel & Finnan (1920-21), using sand placed
on wooden planks, that showed a small dip of a few percent. Tests specifi-
cally designed to examine the effects of different pile construction methods,
including pouring from a source above the apex, showed no differences
(within experimental error) in measured stresses (Lee & Herington, 1971).
3. The field experiments of Taylor (1947) on an embankment dam having
a soft clay inner core and an outer zone composed of coarse and stiffer
sand, gravel and stones showed very significant arching. The base stress
distribution having a prominent dip was well predicted by a simple, two-
material elastic model.
4. Active, limit state solutions for a rigid-plastic Coulomb material
closely predict both the normal and shear stresses for wedges on uncle-
formed beds measured in laboratory tests. Predictions of bottom vertical
normal and shear stresses based on the assumption of elastic or elastic-
plastic constitutive equations are very close to the limit state solutions,
although the horizontal normal stress components differ.
5. When the bed was allowed to deflect under the weight of the pile, a dip
appeared in the stress measurements. By introducing stress discontinuities,
it is possible to obtain passive, limit state solutions that show a stress dip
and agree with the experiments of Trollope (1957) and Trollope & Burman
(1980) in the case of full arching generated by bed deflection.
6. Three sets of experiments on cones were reviewed. The cone data
of Hummel & Finnan (1920-21) are possibly suspect because of stress
gauges that suffered from hysteresis. The dips measured by Smid & Novosad
(1981) are narrow and are based essentially on the readings of one centrally
mounted stress gauge. The experiments of Jotaki & Moriyama (1979) are
for extremely small piles and show a wide variety of stress distributions.
Depending on the pile material, particle size and pile height, they observed
no dips, large dips, small dips, narrow dips or wide dips.
7. The lack of evidence of a dip for the wedges, the similarity of stress
distributions for wedge-shaped piles constructed in different ways, and the
significant variability of the results of the cone tests for different materi-
als, particle sizes, and pile heights raise very serious questions about the
universality and the applicability of the FPA assumption.
5.4.2. A Critique of Savage {1997)

Cates, et al. (1997) have criticized the review of Savage (1997) and alleged
that it contains ''four false claims" that I discuss below. Some of these and
related issues are also discussed briefly in Bouchaud, et al. (1998).
1. Wittmer, Cates & Claudin (1997) stated that the limit state, incipient
failure everywhere (IFE) solutions can be ruled out because they "fail to
account for the dip". While the active, Mohr-Coulomb, limit state solution
for a wedge-shaped sand pile shows no stress dip, there is a passive solution
that does (Savage, 1997). Cates, et al. presented a 'proof' that that such
a passive solution "does not exist" for cases when the pile slope equals
the internal friction angle ¢. Such solutions, in fact, were presented and
discussed in the Ph.D. theses of Booker (1969) and Burman (1971) that
were reviewed in Savage (1997). In §5.5 I present stress predictions from
both the active and passive solutions for pile slopes corresponding to the
angle of repose and compare them with several sets of experimental results.
Bouchaud, et al. (1998) subsequently acknowledged that there are such IFE
solutions that exhibit a dip, but state that their definitions for "active"
and "passive" are not the traditionally accepted ones. The 'proof' of Cates,
et al. (1997) was based on confusion about the nature of the active and
passive states, and the subsequent selection of an inappropriate root to the
quadratic equation corresponding to the Coulomb Yield Criterion. Almost
a century and a half ago, Rankine (1857) examined the limiting stress
states in a soil having an inclined free surface. The present terminology
of 'Rankine states in soil' is derived from his classic paper. In this paper,
Rankine showed that, in the limit in which the surface inclination angle
is equal to the angle of repose, the two distinct active and passive stress
54 S.B. SAVAGE
states coalesce and the principal stress direction has a single (unique) value.
The Rankine states and the particular issues of concern here are discussed
in depth in most elementary soil mechanics books (for example, Terzaghi,
1941, Chapter III; Scott, 1963, Chapter 9).
2. A second issue pertained to the statement about active and passive

limiting states in Savage (1997),
These two limiting rigid-plastic solutions are generally regarded as bounds
between which other states can exist, i.e., when the material is behav-
ing in an elastic or elastic-plastic manner. They are often found to give
reasonably accurate predictions of the stresses.
This quotation followed a sentence that mentioned the two solutions, ac-
tive and passive, that arise, " in problems dealing with stresses in bins and
hoppers, and against retaining walls, ... ". The statements were merely re-
porting on information that is commonly used to complement engineering
judgment for these particular kinds of problems. The word "generally" was
used in the colloquial sense of the Oxford Dictionary of Current English
that means, "in most respects or cases; usually". The comments were made
in the context of an earlier statement about beliefs that commonly recur
in the so-called 'sand pile literature', one of which was that, "The state of
critical equilibrium or incipient failure is an assumption that is not gen-
erally made clear in the engineering literature." The essential point made
in the first quotation is that the limit state solutions are universally re-
garded in the engineering community as approximations. Otherwise, there
would be no need to discuss elastic-plastic behavior. The limitations and
approximate nature of various constitutive assumptions are presented in
virtually every soil mechanics textbook; such considerations go back to the
classic text of Terzaghi (1943). I have already elaborated on these mat-
ters in §5.1.2 and §5.3.3. I further note, with regard to granular piles, that
the stresses measured by Trollope (1956, 1957) and Trollope & Burman
(1980) for different amounts of base deflections are discussed in §5.5.1. The
experimentally measured stresses corresponding to the intermediate states
are seen to be between those associated with the active and passive limit
states, and are consistent with the quotation above.
Cates, et al. (1997) have submitted what they regard as two counter
examples that they claim refute the first quotation above. While it is fre-
quently possible to construct solutions that satisfy the static equilibrium
equations, it is also important to determine whether they are physically
likely or even physically possible.
One example of Cates, et al. is a wedge, having free surface slopes of 15°
and composed of material having an internal friction angle, ¢ = 30°, and
constructed in a special way. For this wedge, the vertical normal stresses are
predicted by Cates, et al. to be slightly outside of the region between the

active and passive solutions for approximately 8% of the span of the bed.
Otherwise, the stresses are between the active and passive solutions. To
'obtain' this pile, one must first construct a wedge-shaped pile with surface
slopes equal to the internal friction angle. One must then accept the FPA
assumption and the stress distribution it yields. Then, we must imagine
that, grain by grain, the particles are removed without disturbing the pile,
so that eventually the free surface slope is reduced to 15°. The principal axis
direction in the interior is again supposed to remain fixed during the grain
removal operation, while the loading due to the overburden is relaxed. In
§5.2.2 I discussed the experiments of Grasselli & Herrmann (1997) in which
piles were constructed by pouring from a line source and then removing
some of the material. They did not behave as predicted by FPA.
The second example is based on the elastic-plastic analysis of Cante-
laube & Goddard (1997). Cates, et al. (1997) have considered an extreme
case of an elastic wedge-shaped inner core having a 7.37° half angle and an
outer Mohr-Coulomb, rigid-plastic region corresponding to a Rankine limit
state. This stress solution predicts significant departures from the active
and passive limit state solutions in the middle of the pile. The solution
for the inner elastic core is obtained in essence by the Airy stress func-
tion method in which one assumes that the stresses can be described in
terms of a single function <P(x, y). Den Hartog (1952, pp. 177) has written
in connection with this method, ".. the problem has been tackled by en-
tering the back door. ..... Some such solutions turn out to be practically
important; others are too artificial and hence useless." Also of concern are
stress solutions that do not satisfy compatibility or required conditions on
displacements and are therefore unacceptable. That is the situation for the
solution presented in Cates, et al. Solving for the corresponding displace-
ments along the centerline, one finds either a hole or that material from the
left and right hand sides of the vertical centerline occupy the same physical
space. This problem is discussed in detail in §5.4.4.
It should be pointed out that it is always possible to take a small section
of the bed and lower it, significantly decreasing the stresses on it and trans-
ferring the reaction to the pile's weight to the neighboring regions. If the
granular material is angular and well compacted, arching can develop such
that the portion of the bed can be completely removed and the resulting
traction stress is zero. Even for rounded cohesionless materials, a gap or
opening of a few particle diameters can be 'blocked' by arching such that
no flow occurs through the free opening (Brown & Richards, 1970). This
small section could be removed anywhere along the bed, and to carry things
to an extreme, one might regard the 'lower bound' on the base stresses to
be zero. This kind of reasoning, while perhaps valid in some strict sense,
56 S.B. SAVAGE
is not often pertinent or very useful in an engineering context where some

sense of proportion is expected.
3. A third issue is related to comments summarized in one of the con-

clusions of Savage (1997):
8. Trollope's clastic or discontinua model, that was rejected by Wittmer,
et al. on the grounds of being "unphysical", actually contains the FPA
solution. If one takes Trollope's arching factor k to be 1/2, the principal
stress angle is constant and the stresses predicted by Trollope's analysis
are exactly the same as the wedge FPA solutions presented by Wittmer,
et al.
Bouchaud, et al. (1997) and Cates, et al. (1997) again have rejected Trol-
lope's (1968) model for being "strongly unphysical". They dismiss Trol-
lope's clastic model as a kind of 'empirical curve fitting' because of his
introduction of an arching factor k. Their reasoning is that Trollope left
the arching factor k unspecified, whereas FPA corresponds to a unique
value of k = 1/2 and needs no "tuning".
Trollope's model is different 7 from the FPA conjecture particularly in
the sense that Trollope attempted to account for bottom boundary condi-
tions. He therefore incorporated into his model, simple as it was, an 'arching
factor', k. On one hand, the introduction of k resolved the problem of static
indeterminacy, and on the other, it accounted for the changes in the stress
distributions that accompany base deformations, even though there was no
explicit connection between deflection and k. Trollope stated that, in gen-
eral, one might consider k to be spatially dependent, i.e. k = k(x, y), but he
examined only cases in which k was a constant. One finds that fork= 1/2,
Trollope's model gives a solution for the stress field that is exactly the same
as that given by the FPA conjecture. When one puts k = 0 in Trollope's
model, the vertical stress at the centerline is zero and the base stress dis-
tribution corresponds to that predicted by Edwards & Mounfield (1996).
When one puts k = 1, the stress distribution is again a bilinear one with
a constant vertical stress in the central base portion. Trollope's predicted
stress distribution for k = 1 agrees reasonably well with experimental mea-
surements, with predictions of Mohr-Coulomb, limit equilibrium solutions,
and with finite element computations for elastic and elastic-plastic mate-
rials on rigid horizontal bases. The agreement with experiment is much
better than that associated with the predictions of FPA and also better
than the predictions of BCC which Cates, et al. (1997) now appear to be
suggesting as a possible alternative for wedge-shaped piles. In the case of
7 The fact that two approaches can give the same result does not mean that the two
approaches are the same, nor does it suggest that one is the reinvention of the other.
BCC, the maximum measured basal shear stresses are overpredicted by a

factor of about two.
Huang & Savage (1998) have done extensive discrete element computa-
tions, similar to those of Burman (1971, 1974) and Luding (1997), involv-
ing particle arrangements corresponding to Trollope's discontinua model.
For relatively stiff, frictionless particles corresponding to Trollope's model,
we find quite good agreement between the computer simulations and his
predicted stress distributions for (a) zero base deflection corresponding to
k = 1, and (b) for large base deflections corresponding to k = 0. For inter-
mediate base deflections, one cannot make a direct link between k and base
deflection to make the same kinds of comparisons, but the shapes of the
various components of stresses are quite similar to those predicted by Trol-
lope's model. One difference is that the sharp corners associated with the
Trollope's bilinear stress distributions are rounded off in the simulations,
perhaps because of finite particle size effects or because of the softness of
the springs used in the simulations.
The rejection of Trollope's model by Bouchaud, et al. (1998) and Cates,
et al. (1997) appears to be based primarily on their ideas about the hyper-
bolicity of the governing system, the wave-like nature of 'stress propagation'
and 'force transmission rules'. They do not consider Trollope's specification
of contact forces on a particle "to be a physically reasonable description of
dry assemblies of hard rough grains". It may be pertinent to point out that
Trollope, in general, did not intend his clastic models to represent rigid
particles. For example, Trollope (1968, pp. 284-285) writes, "One of the
most important features of this arching behavior is that the change from
no-arching to almost full-arching conditions occurs with, relatively, very
small deformations ...... The stiffer the material, the smaller is the overall
the deformation required to produce a given degree of arching." His 'ideal
linear clastic model' (Trollope, 1968, pp. 300) is shown as a cluster of units
connected by springs. His Ph.D. student, Burman (1971), performed numer-
ical clastic model simulations using hexagonal arrangements of rough and
smooth, elastic, circular cylinders. Furthermore, Trollope (1968) has shown
that his expressions for the stress components derived from the particle
contact forces satisfy the usual differential equations for static equilibrium.
Bouchaud, et al. (1998) and Cates, et al. (1997) write that what distin-
guishes Trollope's model and his force propagation rules and the reason they
consider them unphysical is that, " the vector sum of the incident forces on
a grain is not taken before applying a rule to determine the outgoing forces
from that grain. The outgoing forces instead depended separately on each
of the incident force contributions. " We can avoid relying on intuition and
opinions about the feasibility of 'propagation rules' if instead we directly
consider the requirements for static equilibrium of a frictionless particle
58 S.B. SAVAGE
\ /
·-Q·L M
+ WR-N
P-L Q-M
(a) (b)
Figure 3. Contact forces on a frictionless particle in static equilibrium (after Burman,

1971). Actual force system is decomposed into: (a) the 'transmission force' system, and
(b) the 'distribution force' system. Both vector force systems are in static equilibrium.
subjected to the six contact forces L, M, N, P, Q and Rand its self-weight

was shown in Figure 3. This figure, which is taken from the Ph.D. thesis of
Burman (1971, pp. 219), very clearly defines the arching factor k. Burman
first decomposes the six contact forces into what he calls (a) the transmis-
sion force system which involves only applied loads, and (b) the distribution
force system which involves the self weight w of the particle and the as-
sociated reactions. The transmission system (a), involving the frictionless
contacts that act through the center of the disk, clearly is in equilibrium.
The vector distribution force system (b) is also in static equilibrium. The
arching factor is defined ask= (P- L)j(Q- M). When portrayed in this
manner, it is rather more difficult to distinguish what might be 'unphysical'
about Trollope's 'transmission rules'. As I understand it, Trollope's model
is largely concerned with static equilibrium of a particle, whereas Cates, et
al. and Bouchaud, et al. are interested in ideas of stress 'propagation'.
When one performs the computer simulations, each particle is required
to satisfy conditions of static equilibrium, but no assumption about k is
made. An efficient way to perform these kinds of computations is to use
'dynamic relaxation'. One treats the problem as a dynamic one, starts from
some initial state, puts in artificial damping, and continues the calculations
until the velocities decay and equilibrium is achieved. Of course, in this
pseudo-dynamic situation, stress waves can occur, but the method is merely
a computational artifice used to 'home in' on the state of static equilibrium.
While it shouldn't be considered as the last word on the subject, Trol-
lope's model, which was formulated in the 1950's, is nevertheless a serious
attempt to identify some of the aspects of arching and relate them to bed
deflections.
4. The fourth issue deals with whether the stress dip can be explained by
traditional continuum mechanics approaches such as elastic, elastic-plastic,
rigid plastic, etc. In addition to the passive Mohr-Coulomb limit state so-
lution previously discussed, three different ways to obtain stress dips will
be presented in §5.5.2 and §5.6.
5.4.3. Discussion of Conical Pile Experiments

I am aware of four sets of experiments performed on conical piles, of which
three were mentioned before in §5.4.1. The conical piles of Hummel &
Finnan (1920-21) were 0.457 and 0.533 m high, whereas the piles of Smid
& Novosad (1981) ranged in size from 0.2 to 0.6 m in height. The other
two sets of experiments by Jotaki & Moriyama (1979) and by Brockbank,
et al. (1997) were performed on very small piles that are 'microscopic' on a
geotechnical scale. Both of these latter two sets of experiments tested sev-
eral different materials and pile heights, but neither set showed a uniform
nor an immediately obvious pattern for the measured stress distributions.
These four sets of experiments are summarized below:
(i) Hummel & Finnan (1920-21) performed experiments on wedge-shaped
and conical piles formed by pouring sand from a source positioned above
the apex. Vertical normal stresses were measured by pressure cells mounted
in the nominally horizontal base made of 25 mm thick wooden planks. The
cone experiments showed large stress dips, deeper and wider than those in
the experiments of Smid & Novosad (1981). It was found that the top 1/3
of the sand cone could be removed after the experiment without affecting
the stress reading. This was probably due to local arching in the region
around the cell as previously described in §5.1.4. Although Parry (1954)
has questioned the reliability of their experiments on these grounds, I find
that the results are consistent in the sense that the integral of the pressure
over the base is within a few percent of pile weight.
(ii) Smid & Novosad (1981) measured normal and shear stresses at the
base of conical piles of sand and granulated fertilizer using pressure cells
mounted in the horizontal steel base plate. Few details and no dimensions
of the plate or its supporting structure were provided, and it is not possible
from the information given to estimate the deflections that might result
from the weight of the pile. The existence of the stress dip is based on
the measurements of a single pressure cell located at the axis. The stress
dip is narrow and the vertical normal stress distributions have a somewhat
different shape than that predicted by Wittmer, et al. (1997) using the FPA
assumption. In addition, the shear stresses, which have been identified by
several investigators (cf. Lee & Herington, 1971) as sensitive indicators
60 S.B. SAVAGE
of the validity of theoretical solutions, are considerably below the values

predicted by FPA.
(iii) Jotaki & Moriyama (1979) performed small-scale experiments us-

ing very fine (44-88 p,, internal friction angle ¢ = 22.7°), and more coarse
(297-710 p,, ¢ = 22S) glass beads, sea sand (170-710 p,, ¢ = 33.6°), and
rape seed (1400 p,, ¢ = 24.9°). The stress distributions under conical piles
of material ranging in height from 35 mm to 66.5 mm were measured using
pressure cells 20 mm in diameter. The material was supported by a 20 mm
thick measuring table, so it is unlikely that base deflections were significant.
The pressure distribution measured in each experiment is a smooth curve
with numerous data points and no scatter. Almost all the curves show a
stress dip under the cone apex, but in some cases (such as the rape seed
experiments) it is barely perceptible. I have normalized the stress mea-
surements for each material to see whether data for various pile heights
would collapse. The resulting stress distributions all have different shapes,
depending on the composition and size of the particles, and on the pile
height. For the glass beads, the peak stress occurs at a radius of approxi-
mately 25% of the maximum pile base radius. The magnitudes of the stress
dips observed for the smaller (44-88 p,) glass beads are larger than those for
the larger (297-710 p,) beads. In both cases, the relative magnitude of the
stress dip increases with pile height. One might expect that the very fine
material would experience noticeable cohesive interparticle forces, but this
is not evident in the angles of repose, which are essentially the same for
both the fine and coarse glass beads. The sea sand shows a peak stress at
a radius of 50% of the maximum base radius. At small pile heights h, there
is no stress dip, but for larger h the stress dip is quite large. The larger,
rounder, and lower density particles of rape seed show pressure distribu-
tions that are quite flat at lower pile heights, but the distributions become
slightly more peaked with only a small stress dip for larger values of h.
(iv) Brockbank, et al. (1997) also dealt with very small piles ranging
from 39 mm in height for lead shot, 42 to 49 mm for glass beads, 63 and 64
mm for sand, and 108 mm in height for flour . These experiments showed
a great deal of scatter. There is a big dip for the data on sand, a smaller
one for small 180 p, diameter glass beads, a barely noticeable dip for the
larger 560 p, glass beads, no dip for the 2.62 mm lead shot, and a peak
(the reverse of a dip) for fine flour. A 1:1 mixture by volume of small and
large beads yielded a stress distribution similar to that measured for the
small beads. Roughening the surface of the glass beads slightly increased
the angle of repose, but the dip was not noticeable affected. All piles were
formed in the same manner by pouring from a point source above the cone
apex.
Possible Correlations in These Data. The shape of the stress distributions

measured in the latter two sets of conical pile data, (iii) and (iv), depended
on the particular material tested, the particle size, and the height of the
pile. Even allowing for the different internal friction angles of the different
materials, the variations in the stress distributions are inconsistent with
the FPA assumption. Prior to the consideration of alternatives, let us re-
call some potentially important aspects noted by several investigators, and
attempt to identify some common features of the experiments of Jotaki &
Moriyama (1979) and Brockbank, et al. (1997).
A number of papers listed in Savage (1997) have remarked on the need
to consistently pour the material from the same height above the pile apex.
Otherwise, noticeable differences in bulk density can occur from test to
test. The bin experiments of Huang & Savage (1971) that were mentioned
in §5.1.5 found variations in bulk density of as much as 14% depending on
the method of filling. One might envisage that different materials, composed
of particles having different angularities, frictional properties, stiffness or
dissipative properties, might have greater or lesser tendencies to develop
such density variations and possible inhomogeneities.
Some common features of the two sets of small-scale experiments are:
(i). The sand experiments of Brockbank, et al., and the sea sand ex-
periments of Jotaki & Moriyama (for the larger pile heights) both showed
significant stress dips. The sand used by Brockbank, et al. was angular, fine
(0.22 mm), and had a wide spread in its size distribution (standard devi-
ation of 0.12 mm). The sea sand used by Jotaki & Moriyama also had a
wide spread in the size distribution, but was larger in size (0.17-0.71 mm).
(ii). In both sets of experiments, the smaller glass beads showed a larger
dip than the larger glass beads. The dip in large glass bead experiments
of Jotaki & Moriyama was more noticeable than the dip in the large bead
experiments of Brockbank, et al., but their beads were more uniform in size
than those used by Jotaki & Moriyama.
(iii). Whereas the large glass beads tested by Brockbank, et al. showed
a small dip, increasing the dispersity by mixing them with small beads gave
a dip similar to that developed by the small beads.
(iv). For the softer, more dissipative and more spherical particles, i.e.
the lead-shot in Brockbank, et al. and the rape seed in Jotaki & Moriyama,
there was either no dip at all or only a barely perceptible one.
Some Possible Explanations for the Stress Variations. As mentioned be-

fore, base deflections readily give rise to stress dips; we focus now on other
possible causes for the dip and the variability in the experimental stress
distributions.
62 S.B. SAVAGE
First, we note that the experiments of Jotaki & Moriyama and Brock-
bank, et al. involved very small piles. It is possible that during the initial
phase of formation of these small piles, the grains form a very delicate
structure that is lightly loaded by its self-weight. As the pile increases in
size, it might collapse under the increased loading and relieve the stresses
in the central core region. This could explain the increase in the relative
amount of the dip with increased pile height that was observed in the ex-
periments of Jotaki & Moriyama. The field experiments of Taylor (1947)
involving two materials, a soft inner core and a stiffer outer region, showed
a significant stress dip and we might regard a variable material stiffness as
a simple crude model of this collapse process. This idea will be discussed
further in §5.6.
Now consider the notions of 'fabric' and material anisotropies developed

during the pile formation as discussed in §5.1.5. A detailed examination of
anisotropic material showing how increasing the degree of anisotropy (ae-
olotropy) increases the magnitude of the stress dip is presented in §5.6.
Here, we merely note that different materials will have different propensi-
ties to develop material fabric and anisotropic material properties. Angular
particles like crushed sand, will be more likely to form inhomogeneities
and anisotropic properties than spherical particles. Uniform size, spheri-
cal particles tend to form crystal-like regular structures, whereas polydis-
perse, angular particles permit a great variety of packing arrangements.
One would expect that greater polydispersity would increase the degree
of anisotropy. Polydisperse particles segregate during shear fl.ows such as
that developed during the pile formation process (Savage & Lun, 1988).
The formation of layers and stratification in piles of granular materials has
been known for many years in the materials handling community (for exam-
ple, see Williams, 1968/69; Carson, et al., 1986; 1996). Very small particles
with significant cohesive forces will be more likely to be deposited in an er-
ratic fashion than larger, less cohesive particles. More dissipative, inelastic
particles are likely to fl.ow in a sluggish, unagitated fashion, and, perhaps,
may be deposited in a more regular manner than nearly elastic particles
that fl.ow in a highly agitated way. Discrete element computations (Huang
& Savage, 1998) have shown that the magnitude of the stress dip arising
from base defl.ections is decreased when the stiffness of the particles is de-
creased. Softer particles usually tend to smooth out the stress distributions
calculated for stiff particles.
These ideas about the likelihood of the development of anisotropy and

its effect on stress distributions are consistent with the observed variations
in the magnitudes of the stress dips for different materials.
5.4.4. Solutions Based on Separate Elastic and Plastic Regions

Quite some time ago, Samsioe (1955) considered the problem of triangular
shaped embankments dams. He obtained several simple solutions, some of
which showed basal stress distributions with one or more 'dips'. The mate-
rial in the dam,was divided into separate regions which behaved in simple
ways, either as a rigid-plastic, Mohr-Coulomb material or as a linear elastic
material. By assuming radial stress fields, it is possible to find 'similarity
solutions' in which the stress distributions have the same 'shape' at all
radii. In some of the cases that Samsioe considered, all the stress com-
ponents were continuous across the surfaces separating the two regions. In
other cases, stress discontinuities (cf. Savage, et al., 1971; Parry, 1995) were
incorporated.
Recently, Cantelaube & Goddard (1997) performed similar studies in
which the wedge-shaped granular pile was divided into regions that also
were assumed to behave either as Mohr-Coulomb or linear elastic materials.
An infinity of solutions satisfying the stress equilibrium equations can be
found; some of the vertical normal stress distributions across the width of
the pile showed a dip, some showed a peak, and one was flat topped. One
of the stress solutions obtained by Cantelaube & Goddard (1997) is exactly
the same as the one that results from the FPA assumption.
These solutions satisfy the static equilibrium and the compatibility
equations. However, as was discussed in §5.4.2, we must also determine
which of these elastic stress solutions generate strains that are consistent
with the physical problem under consideration The solutions correspond
to semi-infinite wedges, since no boundary conditions have been imposed
on what would correspond to the bottom support. Let us consider how we
might apply these solutions to the real, physical case of a finite wedge sit-
ting on a support. For example, one might use a horizontal cutting plane,
remove the lower part to isolate an upper wedge of finite height. Obviously,
the stresses developed at the horizontal base support should correspond to
those in the interior of the semi-infinite wedge at the corresponding level.
The question is whether this solution is consistent with the idea of a pile
formed by pouring material from a point (line) source onto a rigid (un-
deformable) horizontal bed; or if not, what shape should the bed have to
generate a specific stress distribution.
First, recall the assumptions made about the elastic and plastic regions,
and the stress states that exist as the pile grows in size. The material is
deposited in thin surface layers during the continual feeding of material
from a source above the pile apex. The free surface thus remains inclined
at the angle of repose during the pile formation. The material deposited
there is essentially in a zero stress state at the time of deposition. The
outer wedge regions shown in Figure 4 are in a state of incipient yielding
64 S.B. SAVAGE
region
X
Figure 4. Symmetric, semi-infinite wedge with outer Mohr-Coulomb rigid plastic zones
and inner elastic zone, ( -8; < 8 < 8;). Free surfaces have inclinations corresponding to
the angle of repose, ¢, of granular material.
and the stress components satisfy the Mohr-Coulomb Yield Criterion; the
inner wedge region, ( -Oi < 0 < Oi), behaves elastically. The material that
was at the free surface at an earlier time is buried deeper as the pile grows
and is subjected to greater stresses by the increasing overburden. The sizes
of both the plastic and the elastic regions grow. Some material that was at a
limit state of yielding at an earlier time is now subjected to larger stresses;
but, the stress state is within the yield envelope and the material behaves
in an elastic manner. We want to calculate the displacement fields that
develop within the inner elastic core region. Based on the above arguments
concerning the development process, we can consider an initially unloaded
wedge-like region of elastic material and determine the displacements that
arise when we subject this material to stresses corresponding to the solu-
tions mentioned above. We will first determine the horizontal displacements
along the vertical centerline (which should be zero from symmetry consid-
erations), and then examine how the supporting base would have to deform
to be compatible with the elastic material displacements.
Samsioe (1955) and Cantelaube & Goddard (1997) obtained solutions
for the elastic regions using the Airy Stress Function approach in which the
stress components were assumed to have the following form:
axx = (al- 1)x + b1JYJ, (2)
ayy = (a2 -1)x, (3)
(4)
where axx and axx are the normal stresses (tensile stress taken as positive)
in the x and y directions, and axy is the shear stress. In Cantelaube &
Goddard (1997) the constants a1, a2, and b1 were determined by matching
all stress components· at the elastic-plastic interfaces, ±Oi.
The equations for elastic axial and shear strains are
Exx = ox =
au (1+v)
E [(1- v)a-xx- vayy] , (5)
Eyy = oy =
ov (1+v)
E [(1- v)ayy- l/axxl ' (6)
Exy =2
1 (au ov) (1 + v)
oy + ox = E a xy ' (7)
where u and v are the displacements in the x and y directions respectively,

v is Poisson's ratio and E is the elastic modulus. The stress components
given by (2), (3) and (4) can be substituted in (5), (6) and (7) to obtain the
'particle' displacements. Integrating (5) and (6) yields u(x, y) and v(x, y) in
terms of arbitrary functions f(y) and g(x), the forms of which are chosen
to be consistent with (7). The solutions also contain arbitrary functions
that correspond to translation and rigid body rotation; they are arbitrary
in the sense that such motions produce no strain. However, they can be
determined by prescribing boundary displacements.
Solving for the horizontal y-displacement yields
1+v
v(x, y) = 2E [-2 [1- a2 (1- v)- 2v + a1v] xy
-b1 ( (1 - v) x 2 + v y 2 )] (8)
At the vertical centerline y = 0, (8) reduces to
1- l/2 2
v(x,O) = -~btx , (9)
from which we see that b1 must equal zero. Otherwise a hole arises, or
alternatively, the right and left hand sides of the pile would overlap. Strain-
free rigid body rotations of the two halves of the pile cannot resolve the
difficulty. With b1 = 0, a xx is independent of y and the vertical stress
distribution is fiat-topped. In a similar way, we can solve for the vertical
displacements and find for the case of b1 = 0,
-(l+v)[ 2
u(x, y) = 2E (1- at(1- v) - 2v + a2v) x
+ (a2- 1- a1 (v- 2) + 2v- a2v) y 2] (10)

66 S.B. SAVAGE
The fact that u has a square dependence on y at a given horizontal level

(.7: = canst.) shows that the stress distribution is inconsistent with a pile
constructed on a rigid horizontal bed. Taking the limit of the modulus of
elasticity, E -+ oo, cannot resolve this difficulty because infinite stiffness
implies infinite sensitivity to base deflections. In order to produce the radial
stress solution as the pile is constructed, the base would have to continu-
ously deform during this pile construction process so that its deformation
is consistent with the displacements in the elastic region described above.
I note that one way to resolve the problem of non-zero horizontal elastic
displacements at the centerline is to introduce a central plastic region inside
the elastic one shown in Figure 4. Such a model (of a dam with 'upstream'
and 'downstream' parts) is described in Samsioe (1955) (cf. Figure 128,
pp. 211). Samsioe was evidently aware of these elastic region displacement
problems and has written with reference to his Figure 128, "The upstream
and downstream parts will therefore have to deform plastically so as to
accommodate themselves to the displaced boundaries of the middle part
deforming elastically." These kinds of solutions may be worth additional
study, but I will not discuss them further here.
5.5. LIMIT STATE, ELASTIC, AND ELASTIC-PLASTIC SOLUTIONS;

COMPARISONS WITH EXPERIMENTS
This section will make comparisons between various continuum constitu-

tive model predictions and some of the experimental measurements of basal
stresses in wedge-shaped piles. It will show that: (i) the limit state Mohr-
Coulomb, elastic, and elastic-plastic models produce nearly the same pre-
dictions for the vertical normal stress and shear stress distributions for gran-
ular wedges on rigid horizontal supports, (ii) these predictions agree well
with experimental measurements including those on piles constructed by
various methods, (iii) stress dips are predicted in the elastic-plastic models
when bed deflections are allowed, and (iv) the passive limit state, Mohr-
Coulomb solution predicts a stress dip that agrees with the experiments for
'large' base deflections.
5.5.1. Limit State, Rigid-Plastic, Mohr-Coulomb Solutions

In the limit state solutions, the granular material is assumed to be ev-
erywhere at a critical state of limiting equilibrium in accordance with the
Mohr-Coulomb yield criterion. These solutions, that can be traced back to
the work of Rankine (1857), were discussed previously in §5.3.3. The as-
sumption of a rigid-plastic material means that strains cannot be considered
explicitly. The limit state solutions are of pedagogical importance and are
almost universally discussed in elementary soil mechanics texts (cf. Terza-
ghi 1943, for an early example). The book of Sokolovski (1965) is devoted
0.8
Vertical stress 0·6

0.4
0.2
0 0.25 0.5 0.75 1.25 1.5 1.75

Horizontal distance
Figure 5. Nondimensional vertical stress O"xx/rh versus nondimensional horizontal dis-

tance y /h. Comparison of Active and Passive Limit State solutions for ¢ = 30°.
almost entirely to these methods. While they provide interesting results

for certain limiting cases, to a large degree they have been superseded by
more sophisticated and more general elastic-plastic modeling approaches
that are commonly incorporated into finite element codes as mentioned in
§4.2.1. I shall discuss both the active and passive limit state solutions for
the relatively simple problem of wedge-shaped piles.
Active Limit State Solutions. Sokolovski (1965), van R. Marais (1969) and
Booker (1969) have presented limit state, radial stress solutions for wedges.
The static equilibrium equations were expressed in a cylindrical (r, B) coor-
dinate system, and with the use of the Mohr-Coulomb yield condition and
the radial stress assumption, they obtained two ordinary differential equa-
tions for mean stress s and principal stress angle 1/J. They considered the
active case, in which 1jJ = 0 at the vertical centerline fJ = 0. When the free
surface was inclined at the angle repose ¢ (Sokolovski 1965, van R. Marais
1969), the equations for s(fJ) and 1jJ(fJ) were integrated numerically in the fJ
direction by choosing an appropriate initial value of s(O) to give zero mean
stress s at the free surface fJ = 1r /2 - ¢. For surface inclinations less than
¢, the numerical solutions were integrated in a similar way but matched
to an upper wedge region in which the stresses corresponded to the limit
solution for an infinite slope. Other approximate solutions to these same
equations for the active case were obtained previously by Booth (1938),
Samsioe (1955), and Nadai (1963). Most of this work has been discussed
and compared in van R. Marais (1969). All these solutions for the base
pressure are smooth curves with a maximum under the apex of the wedge
(i.e. no stress dip).
68 S.B. SAVAGE
0.8
0.6
Vertical stress
0.4
0.2
0 0.25 0.5 0.75 1.25 1.5

Horizontal distance
Figure 6. Nondimensional vertical normal stress Uxx/'"Yh versus nondimensional hori-

zontal distance yjh. Data points of Hummel & Finnan (1920-21) compared with Active,
Limit State solution, cp = 32.5°.
Passive Limit State Solutions. The passive counterpart of the active ra-
dial stress solution can be found by introducing a stress discontinuity (Sav-
age, et al. 1969, Parry 1995) along a radial line from the apex. While the
shear stress and the normal stress perpendicular to the discontinuity surface
must be continuous, a jump in normal stress tangent to this surface is pos-
sible. Approximate solutions following this approach have been obtained by
Samsioe (1955) and were mentioned earlier in §5.4.4. More exact numerical
solutions involving stress discontinuities were presented in Booker (1969),
discussed in Burman (1971), and reviewed by Savage (1997). Again, one
looks for radial stress solutions using the same ordinary differential equa-
tions for s(O) and 'lj;(O) as described above for the active solution. The
numerical integration can be started at the free surface using a series ex-
pansion solution of the differential equations. By trial and error, one can
choose an inclination angle for the radial discontinuity surface, apply the
jump conditions across the surface and continue to integrate in the negative
0 direction to the vertical centerline, 0 = 0. The correct inclination angle
for the discontinuity surface is found when the centerline principal stress
angle 'lj;(O) = 1r /2, corresponding to the passive case. Figure 5 compares
the vertical normal stress distributions predicted by the active and passive
solutions for the case of a wedge whose free surface inclination corresponds
to the internal friction angle ¢ = 30°. The passive solution exhibits a very
strong stress dip under the wedge apex.
Experiments of Hummel fj Finnan {1920-21). These experiments on wedge-

shaped and conical piles were mentioned earlier in §5.4.1. They were per-
0.8
0.6
Vertical stress
0.4
0.2
0 0.25 0.5 0.75 1.25 1.5

Horizontal distance
Figure 'l. Nondimensional vertical stress CT,,Jyh versus nondimensional horizontal dis-
tance yfh. Data points of Trollope (1956, 1957) (see also Trollope & Burman, 1980)
compared with Active, Limit State solution, ¢ = 32.5°. Flat bed, 8/h = 0
formed with sand that had an angle ofrepose of 32.5°. The sand was poured
from a source above the pile apex onto a base support of nominally 25 mm
thick wooden planks. For the wedge-shaped piles, Hummel & Finnan mea-
sured vertical and horizontal stresses acting on the base and a vertical wall
respectively. Figure 6 compares their experimental results with an active
limit equilibrium prediction for a 32.5° wedge of granular material having
an internal friction angle ¢ = 32.5°. The experiments show a slight dip of
a few percent in the vertical stress at the base. The stress gauges experi-
enced hysteresis problems and may have been unreliable as suggested by
Parry (1954) (cf. §5.4.1). The bed may also have deflected slightly under
the weight of the fairly large piles (the pile base width was approximately
1.37 m). The small dip might also have been due to the development of
material anisotropies as will be discussed in §5.6.
Experiments of Trollope, Parry and Lee. In the early and mid-1950's,

Thollope (1956, 1957) and his co-workers, Parry (1954) and Lee (1956),
carried out several sets of experiments to investigate the effects of base
deflections on the stress distributions in wedge shaped piles of sand. Thol-
lope (1956) initially used strain gauges fixed to a thin steel base plate to
measure stresses, but later employed pressure cells (Parry 1954) that were
found to be more accurate and reliable. Tests were performed with fine
sand (¢ = 32.5°), coarse sand, and 3/8 inch crushed aggregate (¢ = 40°).
When the bottom deflections were prevented, so that the bed was effec-
tively rigid, the stress distributions corresponded to the predictions of the
Active Limit State solution, and the cohesionless, elastic discontinua com-
70 S.B. SAVAGE
0.8
Vertical stress 0·6

0.4
0.2
0 0.25 0.5 0. 75 1.25 1.5

Horizontal distance
Figure 8. Nondimensional vertical normal stress O'xa)"fh versus nondimensional hori-

zontal distance yjh. Data points of Trollope (1956, 1957) (see also Trollope & Burman,
1980) for 8/h = 0.051 compared with Passive, Limit State solution, ¢ = 32.5°.
0
A
0
0.8 6 _6
6
A
6 0
Vertical stress 0.6 A ~
A 6
~
0 6
0.4
0
jz:,.
0.2
0 0.25 0.5 0.75 1.25 1.5

Horizontal distance
Figure 9. Nondimensional vertical stress Uxxf"fh versus nondimensional horizontal dis-

tance yjh. Experimental data of Trollope (1956, 1957) (see also Trollope & Burman,
1980), ¢ = 32.5°. Open triangular data points are for no bed deflection and active case
as in Figure 7; open diamond symbols are for large bed deflection, 8/h = 0.051, and
passive case as shown in Figure 8; and solid triangular symbols are for an intermediate
bed deflection, 8/h = 0.022.
putations of Trollope & Burman (1980). When the bottom was allowed to
deflect, a dip in normal stress occurred under the apex of the sand pile. As
the base deflection was permitted to increase, the dip in stress increased.
Figure 7 compares the measured nondimensional vertical normal stress,
Uxxf"fh, for the sand with the Active stress solution. These experiments for
a fiat, undeformed base show no evidence of a dip and are in agreement with
the predicted stresses for ¢ = 32.5°. Figure 8 shows the measured vertical
stress for the case of a large nondimensional base deflection (j I h = 0.051,

where 6 is the maximum base deflection under the wedge apex and his the
pile height. The Passive Limit State solution for ¢ = 32.5° is also shown and
is seen to agree reasonably well with the experimental data which shows a
significant stress dip. Figure 9 plots the same data as shown in Figures 7
and 8 along with data from a test involving an intermediate base deflection
6I h = 0.022 that corresponds to the development of intermediate elastic-
plastic states in the interior of the pile. The solid triangular data points for
6Ih = 0.022 are seen to fall between those corresponding to ()I h = 0 and
6I h = 0.051, and between the predicted Active and Passive Limit State
solutions.
Experiments of Lee f'j Herington. Experiments on wedge-shaped piles of

0.2-0.6 mm sand(¢= 30°) were also performed by Lee & Herington (1971).
In addition to normal stresses, Lee & Herington (1971) also measured shear
stress distributions across the base since they regarded these distributions
to be a more severe test of a theoretical solution. Initial tests were per-
formed using a bed made of several articulated strips instrumented with
strain gauges. Later tests made use of pressure cells, for which they claimed
an accuracy of ±2 to 3% for normal stresses, and ±2.5% or ±5% for shear
stresses during undeflected and deflected base conditions respectively. An-
other series of tests used a thin metal base plate, the underside of which
was subjected to air pressure different from ambient. By controlling the
air pressure they could vary the base deflection that would normally result
from the weight of the sand pile. They obtained stress distributions cor-
responding to horizontal (rigid) base plates, and base plates that were of
both concave (low air pressure) and convex (high air pressure) shapes. The
deflection of the base plate was found to have a strong effect on the stress
distributions. For the case of a rigid bottom, the stresses show no dip and
are found to be close to those predicted by the active, limit state Mohr-
Coulomb model and the cohesionless, elastic discontinua model of Trollope
& Burman (1980).
Lee & Herington also performed experiments to investigate effects of pile
construction on stresses. Three construction methods were used; all finally
ended up with a wedge-shaped pile whose free surface was inclined at the
angle of repose. In the first method, the sand was poured from a hopper
which moved back and forth along the wedge centerline avalanching down
the surface to build up the pile whose size grew, but whose free surface
was always at the angle of repose (i.e. in the same manner suggested so
as to generate FPA). The second method was to form the pile "in three
layers, each layer being formed by pouring over the plan area until the
appropriate thickness had been built up". The third method was to form
72 S.B. SAVAGE
0.8
0.6
Vertical stress
0.4
0.2
0 0.25 0.5 0.75 1.25 1.5 1.75

Horizontal distance
Figure 10. Nondimensional vertical normal stress CTxx/ih versus nondimensional hori-
zontal distance y/h. Data points of Lee & Herington (1971), for 5/h = 0, compared with
Active, Limit State solution, <jJ = 30°.
0.14
:.
0.12
0.1
Shear stress 0 ·08
0.06
0.04
0.02
0 0.25 0.5 0.75 1.25 1.5 1.75

Horizontal distance
Figure 11. Nondimensional shear stress CTxy//h versus nondimensional horizontal dis-
tance y/h. Data points of Lee & Herington (1971), for 5/h = 0, compared with Active,
Limit State solution, <P = 30°.
the pile in 'wedge sequences' such that the side slopes were increased in
increments until the final wedge corresponding to the angle of repose was
developed. Lee and Herington concluded, "The results for the three types of
loading sequence were, within experimental accuracy, identical." Burman
(1971) and Trollope & Burman (1980) have made detailed comparisons
of normal and shear stresses predicted by their numerical, cohesionless,
elastic, discontinua model with Lee & Herington's rigid base experiments for
truncated wedges and for wedges having slopes both equal to and less than
the angles of repose. Except for one anomalous shear stress measurement,
agreement is very good.
Figures 10 and 11 compare the measured normal and shear stress dis-
tributions for no bed deflection with the Active, Limit State solutions for
¢ = 30°. The predictions are in close agreement with these experiments
which are probably the most accurate of those discussed so far. The Limit
State solutions are in much better agreement with the experiments than
the predictions based on either the FPA or BCC assumptions discussed in
§5.2.1 and §5.2.2. The BCC analysis comes closer to the experiments than
does the FPA analysis, but BCC still overpredicts the maximum shear stress
by a factor of two.
5.5.2. Elastic and Elastic-Plastic Finite Element Computations

I have performed extensive elastic and elastic-plastic finite element compu-
tations for granular wedges and cones using three different finite element
packages; the programs in Smith & Griffiths (1988), PDEase2 (Macsyma
Inc.), and ABAQUS. Smith & Griffiths (1988) is a text aimed at teach-
ing the finite element method and contains a large number of FORTRAN
77 programs (the 3rd Edition contains FORTRAN 90 programs). It has
many useful geotechnical examples and routines. The user also has com-
plete access to the source code. PDEase2 is a package for solving partial
differential equations. One must write the necessary routines from scratch,
but it is extremely easy to program, has automatic grid generation and
grid refinement for error reduction, and has very powerful graphics capa-
bilities. ABAQUS is a professional engineering package with many modules
suitable for geotechnical and granular materials applications. The finite el-
ement approach allows one to consider much more general constitutive laws
and to investigate the effects of boundary conditions that would be difficult
to consider in analytical approaches.
Rigid, Rough Base Calculations For Wedges. One set of computations

involved wedges and used an elastic-plastic, Mohr-Coulomb model based
on the so-called 'visco-plastic strain' computational technique with an 8-
node quadrilateral element (Smith & Griffiths, 1988). Calculations were
performed for several values of the material properties which included in-
ternal friction angle ¢, dilatancy angle ¢d, Poisson's ratio f.L, cohesion c,
and elastic modulus, E. Typical field values of E for sand are around 105
KN Jm 2 , but for loose sand in very small laboratory experiments, E may be
as low as 103 - 10 4 KN/m2 (Girijavallabhan & Reese 1968). Calculations
shown here are for ¢ = 30°, ¢d = 0°, E = 5 x 103 KN jm2 , f.L = 0.3, and
c = 0. Results were relatively insensitive to all of these parameters except
¢. When the base was rigid and perfectly rough (i.e. x and y-displacements
are both zero at the base), the computed vertical normal stress was almost
indistinguishable from the Active, Limit State solution. The shear stress
74 S.B. SAVAGE
0.14 r--~~-~~-~--~---.---.,
0.12
0.1
0.08
Vertical stress
0.06
0.04
0.02
0 0.25 0.5 0.75 1.25 1.5 1.75

Horizontal distance
Figure 12. Nondimensional shear stress Uxy/[h versus nondimensional horizontal dis-
tance y/h for 1!/h = 0. Elastic-plastic, Mohr-Coulomb finite element computations (solid
line) compared with Active, Limit State solution (dashed line), ¢ = 30°.
distributions at the base from the elastic-plastic Mohr-Coulomb finite ele-

ment computations and the Active, Limit State solution are compared in
Figure 12; the slight differences are probably within the accuracy of the
finite element computations. The stress states were examined by plotting
the Mohr's circles of stress along the base. Figure 13 shows some results
for the elastic-plastic wedge. The smaller circles, that correspond to the
outer edges of the pile, touch the Mohr-Coulomb yield envelope shown as
the straight lines inclined at ±30°, and hence the material is at the limit
state. The larger circles corresponding to the central core of the pile are
inside the yield envelope, and the material is behaving elastically.
Similar computations were performed for a 30° wedge of purely elastic
material. The bottom vertical normal stresses were close to those predicted
for elastic-plastic behavior as shown in Figure 14. The bottom shear stresses
for the elastic case were about 15% less than the corresponding ones cal-
culated for the elastic-plastic, Mohr-Coulomb model. The Mohr's circles of
stress along the base are shown in Figure 15. Again, the stress state was
inside the yield envelope in the central core region (larger circles), but in
the outer regions (smaller circles) it was outside the yield envelope asso-
ciated with a Mohr-Coulomb material having a friction angle ¢ equal to
the free surface inclination. It is interesting that the vertical normal base
stresses are almost the same for the three cases: the Active Limit State
solution, elastic-plastic Mohr Coulomb, and purely elastic constitutive be-
havior. However, the horizontal normal stresses are different.
Results of computations for the elastic piles using the finite element
package PDEase2 (Macsyma, Inc.) were very similar to those just de-
scribed. Results from the sophisticated ABAQUS package, using more gen-
0 2.5 5 7.5 10 12.5 15

Normal stress
Figure 13. Mohr's circles for stress at base of 30° elastic-plastic (¢ = 30°) wedge. Smaller
circles, corresponding to outer edges of pile, touch Mohr-Coulomb yield envelope; larger
circles are inside yield envelope and represent elastic behavior.
0.8
0.6
Vertical stress 0.4
0.2
0 0.25 0.5 0.75 1.25 1.5 1. 75

Horizontal distance
Figure 14. Nondimensional vertical normal stress axx/rh versus nondimensional hor-
izontal distance y/h for 8/h = 0. Elastic-plastic, Mohr-Coulomb finite element compu-
tations (solid line) for ¢ = 30° compared with elastic, finite element solution (dashed
line).
eral Drucker-Prager and Drucker-Prager/Cap constitutive models for gran-

ular wedges on rigid, perfectly rough beds were not noticeably different from
the results described above.
76 S.B. SAVAGE
0 2.5 5 7.5 10 12.5 15

Normal stress
Figure 15. Mohr's circles for stress at base of 30° elastic wedge. Straight lines correspond
to yield envelope for a Mohr-Coulomb material with ¢ = 30°.
0.6
Vertical stress 0.4
0.2
0 0.25 0.5 0.75 1.25 1.5

Horizontal distance
Figure 16. Nondimensional vertical normal stress a.,.,f"fh versus nondimensional hor-
izontal distance yjh for different bed deflections. Finite element calculations for elas-
tic-plastic Mohr-Coulomb model(¢= 30°). Solid curve is for undeformed bed; increasing
stress dip for maximum nondimensional base deflections, 5/h = 0.0025, 0.0050, 0.0075,
0.0100.
Elastic-Plastic Wedge Calculations for Deformable Beds. Finite element

computations were also performed to examine the effects of bed deflection.
When the pile of height h was placed on a deformable bed supported at its
outer extremities, stress dips occurred. The magnitude of the dips increased
with increasing maximum base deflection. Figure 16 shows some results of
these calculations for nondimensional base deflections ojh = 0.0025, 0.0050,

0.0075, and 0.0100. With a maximum base deflection ojh = 0.01, and
an elastic-plastic, Mohr-Coulomb material withE= 5 x 103 KN/m2 , the
stress dip was about 35% of the peak base normal stress. If a value of
E that is 20 times larger had been used, the same stress dip would have
occurred with a maximum (centerline) base deflection 20 times smaller, i.e.
with ojh = 0.0005. For a cohesive, elastic-plastic, Mohr-Coulomb material,
the stress dip was also larger than that for a cohesionless material for a
given base deflection. For a purely elastic material (which also can sustain
tensile stresses), the stress dip for a given base deflection was sometimes
considerably larger than for the cohesionless material. For all cases, the
magnitude and shape of the stress dip were sensitive to the shape of the
base deflection profile.
Field measurements of Taylor. In the early 1940's, the U.S. Corps of En-
gineers developed pressure cells that were used to measure stresses during
the construction of four embankment dams. The measurements obtained
from a line of 20 of these cells placed along the base of the John Martin
Dam over a width of about 150m (Taylor 1947, Penman 1986) revealed pro-
nounced arching and a large reduction of the vertical stress over the middle
section of the dam. This dam was constructed by a common method in
which the zoned embankment is made up of a pervious outer zone of coarse
sand, gravel and rocks, and an inner impervious core of clay and fine silt.
The core is typically very soft compared to the outer rock fill, resulting in a
downward and inward displacement of the outer rock fill, and a significant
arching and stress dip in the central region. I have performed an elastic
finite element analysis of this embankment dam with PDEase2 using typi-
cal values for the elastic moduli. Figure 17 shows the cross-sectional shape
of the dam with the soft inner core (elastic modulus Es) and the harder
outer rock fill (elastic modulus Eh)· Figure 18 compares the corrected field
measurements of Taylor (1947) that are presented in Penman (1986) with
the predictions for two values of the ratio of elastic moduli, Eh/ E 8 = 9 and
6. The main features of the measured stress distribution are captured quite
well by this simple elastic analysis.
5.6. OTHER MATERIAL MODELS THAT PRODUCE A STRESS DIP
The previous sections discussed cases in which stress dips under granular
piles arose when the base was allowed to deflect or when the basal boundary
conditions were manipulated in other ways. This section will discuss stress
dips that can develop in non-homogeneous and anisotropic piles placed on
rough, rigid bases. I will describe simple exploratory calculations intended
78 S.B. SAVAGE
Figure 17. Cross-section and finite element grid for elastic, two-material model of the
embankment dam of Taylor (1947). Distances nondimensionalized by dam height h.
Vertical stress
-3 -2 -1 0 2 3
Horizontal distance
Figure 18. Nondimensional normal vertical stress axx/rh versus nondimensional hor-
izontal distance yfh for elastic, two-material model of the embankment dam of Taylor
(1947). Solid curve for Eh/E. = 9, dashed curve for Eh/E. = 6.
merely to show that stress dips readily arise in these analyses based on stan-
dard continuum elastic approaches and in straightforward discrete element
computations. More general elastic-plastic analyses and discrete element
results will be presented elsewhere.
1.5
y
Figure 19. Finite element grid for 30° triangular pile formed of soft and hard elastic
materials; small lower triangular wedge of soft material has elastic modulus Es, stiffer
main part has elastic modulus Eh; Es/Eh = 0.4. Distances nondimensionalized by pile
height h.
5.6.1. Effects of Spatially Dependent Elastic Stiffness

The field experiments of Taylor (1947), and the finite element analysis of
them described in the previous section, suggest a possible explanation for
the stress dips observed in some of the laboratory experiments. Suppose
that when the pile is formed by pouring from a point source above the
apex, the granular material is deposited in a very loose state forming a
skeleton that initially can sustain the load imposed by its self-weight. When
more material is added, increasing the load in the lower central core region
near the bed, the increasingly stressed skeleton might reach a critical load,
collapse and be compacted. Arching could then occur and the load would
be transferred to the outer edges of the pile. As the pile grows in size,
progressively more of the bottom region could collapse and arching might
continue to develop. The idea is that the behavior is analogous to the
'hardening-softening-reharde ning' models used in soil mechanics.
Two-material Elastic Model. To explore this idea further, first consider

a two-material elastic model having a soft core and a harder outer region.
This is virtually the same as was done to analyze the field experiments of
Taylor (1947) in §5.5.2. Figure 19 shows the finite element grid generated
80 S.B. SAVAGE
f,
!\
.0
_,/
~ 0
--~---
~~
~~ a"-
-0. ~
0.0 0.5 1.0 1.5
y
Figure 20. Nondimensional vertical normal stress u,,Jyh versus nondimensional hori-
zontal distance Y = y / h at base of 30° triangular pile composed of hard and soft elastic
materials; Es/Eh = 0.4.
by PDEase2 (Macsyma Inc.) for a 30° wedge-shaped pile 8 made up of a

small lower wedge of soft material having an elastic modulus of E 8 , and a
stiffer upper main part having an elastic modulus of Eh- Figure 20 shows
the resulting nondimensional vertical normal stress CY xx / 'Y h along the base
for the case of Es/ Eh = 0.4. A noticeable dip in stress has developed. There
is a spike in the vertical normal stress distribution at the interface between
the hard and soft materials.
Variable Elastic Stiffness Model. Instead of dividing the pile into distinct
hard and soft regions as in Figure 19, we could suppose that the stiffness
varies gradually from the center of the base and increases in the direction
toward the free surface. Figure 21 shows the nondimensional base stress
CYxx/rh versus nondimensional horizontal distance yjh for a case in which
the elastic modulus varied continuously over the right hand part of the
wedge as defined byE= 2Eo(0.5 + v'3xjh + yjh), where Eo is the elastic
modulus at the bottom center of the pile at (x = 0, y = 0). Contours of
constant E are parallel to the free surface. A stress dip occurs again, but
it is now smoother than that developed in the two-material pile. Increasing
the variation of stiffness over the pile increases the magnitude of the dip.
8 Note that the coordinate system here is different from that used previously, again y
is horizontal, but x is measured upward from the base.
0
v/---- --·r~
0
~""'
~ 0 .4
~
0 .2 ~"
0 ~
0.0 0.5 1.0 1.5
y
Figure 21. Nondimensional vertical normal stress u.,.,fih versus nondimensional hori-
zontal distance Y = yjh at base of 30° triangular pile; isotropic material having variable
elastic modulus.
5.6.2. Effects of Material Anisotropy

Here we perform some exploratory calculations to examine the effects of
anisotropy (sometimes called aeolotropy) that might arise during the con-
struction of the pile. Two approaches are presented. In the first, a solution
for an anisotropic elastic material is determined by a finite element analy-
sis. The second uses a discrete element numerical solution for rough, elastic,
hexagonally packed circular cylinders to model an anisotropic, cohesionless
granular material (Huang & Savage, 1998). Their purpose is merely to show
that the anisotropy readily gives rise to stress dips. Similar computations
could also be performed with the more sophisticated constitutive models
incorporated in finite element packages such as ABAQUS. We consider a
wedge-shaped pile and the simplest case of anisotropy in which the material
is transversely isotropic (Green & Zerna, 1960; Hearmon, 1961; Lekhnitskii,
1963; Love, 1927). As a result of the avalanching during the pile build-up,
the material properties might be isotropic in planes parallel to the free sur-
face, but the properties could be different in the direction perpendicular
to these planes. The analysis is reasonably straightforward, but I will only
outline the approach since the full algebraic details are lengthy.
Transformation Rules for Elastic Constants. The most general form of

Hooke's law is a linear relation between the stresses and the strains
82 S.B. SAVAGE
(11)
where the strain
Ekl =
1
2
(auk aul) '
8xl + 8xk
(12)
and ukis the 'particle' displacement in the Xk-direction. In a rotated Carte-

sian coordinate system the stresses and strains are expressed as
(13)
(14)
where, for example
lia' = - -
ax' a (15)
8xi
is the direction cosine between the x' a and the Xi axes. The inverse of (14)
can be written as
(16)
and hence Hooke's law in the rotated coordinate system is given as
In the rotated coordinate system we can also write
0" a' fl' = Ca' fl' 'Y' {/ E'Y' ii' . (18)

By comparing this with (17) it is seen that the elastic constants transform
as
(19)
and hence are components of a fourth rank tensor. We shall first express the
anisotropic stresses in a coordinate system that is parallel to the free surface
of the pile and then use (18) and (19) to transform them to a coordinate
system whose axes are parallel and perpendicular to the base. This is done
to facilitate the specification of boundary conditions for the finite element
computations and for ease of interpretation of results.
Transversely Isotropic Material. The values of the elastic coefficients are

often given for the non-tensorial form of the coefficients. Rather than the
tensor forms
aij = Cijkl Ekl and Eij = Dijkl akl , (20)

the non-tensorforms are used in which
and (i,j = 1, 2, ... , 6) (21)
where a1 = axx, az = ayy, a3 = azz, a4 = axz, a5 = ayz, a6 = axy, and

El = Exx, Ez = Eyy, E3 = Ezz, E4 = 'Yxz = Exz + Ezx, E5 = 'Yyz = Eyz + Ezy 1
E6 = 'Yxy = Exy + Eyx· The

material properties are specified by the 36
coefficients Cij or Dij. These coefficients are not all independent. For a
homogeneous, isotropic, elastic material it can be shown that the number
of independent elastic constants is reduced to only two.
The generalized Hooke's law for a transversely isotropic material can be
expressed in a coordinate system which has the z-coordinate axis perpen-
dicular to the plane of isotropy as follows (Lekhnitskii, 1963)
(22)
1 Vt
Eyy = E (ayy- Vaxx) - Et azz, (23)
Vt 1
Ezz = - Et (axx + ayy) + Et azz, (24)
1 1
'Yxz = Gt axz, 'Yyz = Gt ayz , (25)
1 2(1+v)
'Yxy = G axy = E axy, (26)
where E and Et are the moduli of elasticity with respect to the plane of
isotropy and perpendicular to it, v is Poisson's ratio defined as the trans-
verse reduction in the plane of isotropy for tension in this plane, Vt is
Poisson's ratio for transverse reduction in the plane of isotropy for tension
in the direction normal to it, and G and Gt are respectively the shear mod-
uli for planes parallel and normal to the plane of isotropy. These equations
involve six material constants, five of which are independent. If we now
consider the case of plane strain, such that Eyy = 0, then we can solve (22)
to (24) for the normal stress components axx and azz and (25) for the shear
stress axz
84 S.B. SAVAGE
(27)
(28)
(29)
where
Ou =
E [ (if- vl)]
---~----'-......_-~ (30)
(1 + v) [(1- v)fl- 2vf] '
EtVt
013 = -----------:;- (31)
[(1- v)!j}- 2vf] '
0 33- E[(1-v)
(32)
- E [(1 - v) if - 2v[) '
and
(33)
Note that for the case of an isotropic material, when Et = E and Vt = v,
we obtain the standard relations corresponding to the case of plane strain
E(1- v)
Ou = 033 = (1 +v)(1- 2v)' (34)
and
Ev
o13=...,..--...,...,..--...,... (35)
(1 + v)(1- 2v)
Finite Element Computations. If we consider the right half of a triangular

wedge-shaped pile sloped at an angle of repose ¢, then the x-axis in the
above notation is in the downward direction parallel to the free surface and
the z-axis is in the upward direction normal to the free surface. For the
finite element analysis it is most convenient to work in a coordinate system
that is parallel and perpendicular to the horizontal base of the pile. We
must transform the expressions for the stresses to a new coordinate system
that is rotated clockwise through an angle ¢ from the x - z system referred
to above. To do so we make use of the transformation rules (18) and (19).
While this is extremely tedious to do by hand, it can be done efficiently
with symbolic manipulation software packages such as Mathematica.
0.8
~--~---
'"~
0.6
{ ~
~ 0.4
~
0.2 ~
"
0.0 ~
0.0 0.5 1.0 1.5
y
Figure 22. Nondimensional vertical normal stress Uxx/'Yh versus nondimensional hori-
zontal distance Y = y / h at base of 30° triangular pile of anisotropic elastic material.
The transformed static equilibrium equations were solved using the fi-
nite element package PDEase2 (Macsyma, Inc.) The plane strain problem
requires values for the four material constants: On, 013, 033 and 044· Fig-
ure 22 shows the results of a computation for a 30° wedge on a rigid, rough,
horizontal base in which the elastic constants were related as follows
On_ 5
(36)
013- '
The first two ratios of the constants correspond to the elastic modulus Et
and Poisson's ratio Vt associated with the transverse direction being roughly
half of the respective values of E and v in the plane of isotropy, and v = 0.3.
A prominent stress dip is apparent; the stress dip occurs when Et -=f. E and
disappears when the material is isotropic.
Discrete Element Computations. Supplementary studies were performed

as part of an extensive investigation by Huang & Savage (1998) using dis-
crete element calculations for frictional, elastic, hexagonally packed circular
cylinders intended to model cohesionless granular materials. These compu-
tations are similar to those of Burman (1971, 1974) and Luding (1997),
but they consider more general particle contact models and different types
of basal boundary conditions. The effects of anisotropy were investigated
using the particle arrangements shown in Figure 23 for a 30° wedge. This
86 S.B. SAVAGE
Figure 23. Regular hexagonal lattice of frictional, uniform circular cylinders for
anisotropic stiffness calculations on a 30° wedge. Particle contacts occur in planes ori-
ented at ±30°, and 90° to the horizontal.
0.7 /
I ' '
0.6 I
I
I
0.5 I
Vertical stress 0.4 1
0.3 '
'
0.2 ''
' "l
0.1
OL.o_.~~~~~-~~~~-~~~~~-"" "
0 0.25 0.5 0.75 1.25 1.5 1.75
Horizontal distance
Figure 24. Nondimensional vertical normal stress axxf'yh versus nondimensional hor-
izontal distance yjh for regular hexagonal lattice of uniform circular cylinders. Solid
curve is for isotropic stiffness. Dashed curves show increasing stress dip with increasing
anisotropy, El/EA = 2 and El/EA = 4.
particular hexagonal arrangement was chosen so that the particle contacts

occur in planes that are oriented at ±30°, and 90° to the horizontal. Thus,
some of the contacts occur in planes that are parallel to the free surface of
the pile. These particle contacts were characterized by a stiffness E 1 ; the
contacts that are inclined at angles of ±60° to the planes parallel to the
free surface are characterized by a stiffness EA. Different values of the ratio
E1 IEA correspond to different degrees of anisotropy. Figure 24 shows the
nondimensional vertical normal stress a xx along the bed for E1 IEA = 1,
2 and 4. The solid line corresponds to the isotropic case El/ EA = 1 and
agrees well with the previous active, limit state calculations and finite el-
ement computations for an elastic-plastic, Mohr Coulomb material on a
rigid rough base. As El/ EA increasingly differs from unity, the anisotropy
increases and the magnitude of the stress dip increases. The behavior IS
much like that shown in the finite element calculations of Figure 22.
5.7. CONCLUSIONS
In the previous sections I have critically reviewed some recent proposals

that were devised to predict stress distributions in piles of granular ma-
terial. While the proposals were designed for very particular geometries,
their authors suggested that they embodied some essential physics and had
the capability of being applied to more general problems. The BCC pro-
posal assumes a constant ratio of normal stresses, as did Janssen in 1895 to
obtain rough engineering estimates of stresses developed by granular ma-
terials in cylindrical bins. Given the current state of the art, BCC has a
certain anachronistic quality. The FPA assumption was devised to predict a
dip in stress under wedge-shaped and conical piles, since the BCC assump-
tion could not do so. It might be regarded as a post hoc, ergo propter hoc
("after that, therefore because of that") rationalization. While it might be
reasonable to assume in FPA that the principal stress direction is fixed at
the free surface as material avalanches down during the pile formation, it is
much more difficult to accept that in general this direction remains fixed as
the material is buried and stresses increase when the pile grows in size. It
is always possible to close the static equilibrium equations by some simple
assumptions such as fixing the ratio of normal stresses or specifying the
principal axis directions. They might even give reasonable approximations
of the stresses for some special problem. But, one should also be able to
discern the specific mechanics or physical foundations of these particular
choices. One should examine the degree of success the proposed closures
have in predicting results for the intended problems, before going on to
investigate whether they can be applied to more general cases. One should
also consider what benefits or advantages any new proposals might offer
beyond those of existing approaches.
In addition to the BCC and FPA models, I have reviewed other relevant
experimental and theoretical work and supplemented this by some finite
element analyses and discrete element computations.
I have found no experiments on wedges that show a significant stress
dip for any case where the base was either horizontal or effectively rigid.
Within experimental error, no differences in stresses were measured for piles
constructed in very different ways.
The experiments on conical piles with different materials and different
pile heights show a variety of behaviors: big dips, little dips, wide dips
or narrow dips, sometimes no dips or even peaks instead of a dip, and
variations in the shape and relative magnitude of the dip as the pile grows
in size. Some experiments show a great deal of scatter.
With more careful examination of some of these data on very small
conical piles, there appear to be some identifiable patterns that may be
88 S.B. SAVAGE
associated with particle material composition, angularity, stiffness, dissipa-

tive properties, mean size and size distributions. The variations in the stress
distributions could be due to differences in density and/or anisotropies and
stratification developed during the formation of the pile as a result of these
various particle properties.
I have used three different finite element programs that are based on
linearly elastic, and several elastic-plastic soil mechanics constitutive mod-
els (including Drucker-Prager, Drucker-Prager cap model, critical state)
and assume that the material is isotropic. No stress dip was observed in
these computations for wedge-shaped piles placed on rigid, rough, horizon-
tal bases. The values for the different parameters used in these models were
varied over considerable ranges. The vertical normal stress at the base pre-
dicted by the Active, Limit State solution, and the finite element solutions
for elastic, elastic-plastic Mohr Coulomb, and the several constitutive mod-
els incorporated in ABAQUS, are almost the same and show no stress dip.
The basal shear stress distributions from the Active, Limit State solution
and the various elastic-plastic finite element solutions are also nearly the
same.
The predictions for basal vertical normal and shear stresses of all of
the above mentioned methods are in quite good agreement with the wedge
experiments. The agreement is considerably better than that associated
with the FPA and BCC models.
I have also performed a large number of computations using various con-
stitutive models employed in ABAQUS for conical piles sitting on rough,
horizontal bases. While there were slight differences between the differ-
ent constitutive models and with different parameter values, all the stress
distributions were smooth-humped with no dip. As with the wedge compu-
tations with all of the elastic plastic models, one finds an inner elastic core
and outer plastic regions.
We (Huang & Savage, 1998) have also done extensive computations
on regular hexagonal arrangements of frictional, elastic, circular cylinders.
A comprehensive exploration (nearly 200 different runs) of the effects of
different parameter values and boundary conditions was performed. We
have looked at the effects of particle stiffness, interparticle contact friction,
the effects of different size bed particles, effects of friction coefficient on
planar beds, restraints on the outer edges of the pile at the base, and bed
deflections of different shapes. It is difficult to find stress dips for rough beds
unless the bed is allowed to deflect. We do find stress dips, and all kinds of
stress distributions when the bottom boundary conditions are perturbed,
for example, by allowing different degrees of slip at the bed, or by applying
restraining forces at the extreme bottom edges of the pile.
Computations presented in the present paper have shown that stress
dips can develop by the following means:
1. By allowing bed deflection to occur.

2. By assuming a variable elastic modulus E, softer near the bottom
central region and harder near the outer free surface regions. This
might be thought of as a simple model of collapsing material in the
bottom center as the stresses increase during pile formation.
3. By assuming the material is anisotropic, stiffer in the direction parallel
to the free surface, as might result during the deposition process.
With any of these assumptions or boundary conditions, dips readily oc-

cur both in the finite element computations and in the discrete element
computations with hexagonal arrays of particles. The motivation for con-
sideration of the latter two assumptions involving non-uniform materials
was primarily exploratory. Currently, we may not know what the material
properties of the piles in previous experiments were, and we cannot make
any quantitative comparisons between predictions of the dips and the ex-
periments. But, since we find that things like non-homogeneous stiffness
and material anisotropy theoretically give rise to dips, then in future we
can attempt to look for and determine extent of the inhomogeneities and
anisotropies and study the effects of their presence.
The more general elastic-plastic constitutive models that include the
possible initial inhomogeneities in material properties and anisotropies are
capable of producing the observed stress distributions for piles on rough
rigid bases, the effects of varying the base boundary conditions (such as
basal deflection), and the variability of the stress distributions observed
in some measurements on conical piles with different materials. Because
of the way in which these models are formulated, they can be applied to
handle more general problems involving other geometries and other loading
conditions. They can be generalized to incorporate other effects such as the
presence of pore water, weak zones in stratified or layered materials, etc.
(some models already incorporate such effects).
Finally, it might be noted that, in the geotechnical context, the pre-
diction of stresses under granular piles on rigid bases formed by pouring
material from a point source is not usually regarded as a major current
problem. Wedge-shaped embankments are examples of the more usual ge-
ometry; aside from things like mine waste tips, conical piles are not very
common. Some concerns for embankment dams are issues of stability, prob-
lems arising from the presence of pore water pressure, subsidence leading
to arching and hydraulic fracture, erosion, piping, and leakage. The load-
ings are generally different than that associated with a symmetric pile of
dry material sitting on a rigid, perfectly rough foundation and subjected
to gravitational forces.
90 S.B. SAVAGE
In this geotechnical context, the 'stress dip under a sand pile' on rigid,
rough beds is perhaps, in essence, a curiosity. It is not clear to what extent
it occurs for larger piles of material. Its main interest may be primarily in
what it might reveal about the possible effects of material inhomogeneities
and anisotropies.
Acknowledgment. This work was supported by a Research Grant
from the Natural Sciences and Engineering Research Council (NSERC)
of Canada.
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96
Jean Philippe Bouchaud

MODELS OF STRESS PROPAGATION IN GRANULAR MEDIA
J.P. BOUCHAUD AND P. CLAUDIN
Service de Physique de l'Etat Condense,

CEA, Ormes des Merisiers,
91191 Gif-sur- Yvette, Cedex France.
AND
M. E. CATES AND J. P. WITTMER
Dept. of Physics and Astronomy, University of Edinburgh

JCMB King's Buildings, Mayfield Road,
Edinburgh EH9 3JZ, UK.
Abstract. Stress patterns in static granular media exhibit unusual features

when compared to either liquids or elastic solids. Qualitatively, we attribute
these features to the presence of 'stress paths', whose geometry depends on
the construction history and controls the propagation of stresses. Stress
paths can cause random focussing of stresses (large fluctuations) as well as
systematic deflections (arching). We describe simple physical models that
capture some of these effects. In these models, the 'stress paths' become
identified with the characteristic 'light rays' of wavelike (hyperbolic) equa-
tions for force propagation. Such models account for the 'pressure dip' below
conical sandpiles built by pouring from a point source, and explain qual-
itatively the large stress fluctuations observed experimentally in granular
matter. The differences between this approach and more conventional mod-
elling strategies (based on elastoplastic or rigid-plastic models) are high-
lighted, focusing on the role of boundary conditions. Our models provide a
continuum picture in which granular materials are viewed as fragile mat-
ter, able to support without rearranging only a subset of the static external
loadings admissible for a normal elastic solid.
97
@ 1998 Kluwer Academic Publishers.
98 J.P. BOUCHAUD ET AL.
1. Introduction
Stress patterns in granular media exhibit some rather unusual features when
compared to either liquids or elastic solids. For example, the vertical pres-
sure below conical sandpiles does not follow the height of material above a
particular point, but rather has a minimum underneath the apex of the pile
[1-3]. Furthermore, local stress fluctuations are large, sometimes on length
scales much larger than the grain size. For example, repeatedly pouring the
very same amount of powder in a silo results in fluctuations of the weight
supported by the bottom plate of 20% or more [4, 5]. Qualitatively, these
features are attributed to the presence of stress paths which can focus the
stress field into localized regions and also deflect it to cause "arching" (see
also [6, 7], and [8] for early qualitative experiments).
More quantitative experiments were recently performed by Liu et al. [9],
Brockbank et al. [2] and Mueth et al. [10], where the local fluctuations of
the normal stress deep inside a silo or at the base of a sandpile were mea-
sured. It was found that the stress probability distribution is rather broad,
decaying exponentially for large stresses. A simple 'scalar' (one component)
model for stress propagation was introduced and studied in detail [9, 11],
which predicts a stress probability distribution in good agreement with ex-
perimental (and numerical) data. However, this model only considers the
vertical normal component of the stress tensor, and discards all the other
components.
A fully 'tensorial' model for stress propagation in homogeneous granular
media was proposed in [3, 12, 13] to account for the pressure 'dip' described
above. The most striking feature of this model is that the stress propagation
equation is (at least in two dimensions) a wave equation, with the vertical
axis playing the role of time. In this model, 'stress paths' naturally appear
as the characteristics - or the 'light rays' -of the corresponding hyperbolic
equation. Note that the standard equations of elasticity are elliptic; the
fundamental difference between these two cases will be discussed later. Both
must also be contrasted with the scalar model, which corresponds to a
parabolic equation, and in which stresses travel almost vertically.
The aim of this paper is to review some of the recent theoretical work in
this field. We will start by summarizing the content of the scalar 'q-model',
which, although unsatisfactory in several respects, offers the advantage of
simplicity. Keeping the spirit of the 'q-model', we then show that the in-
troduction of the shear stress fundamentally modifies the structure of the
equations and leads to wave-like propagation. Several issues concerning the
solution of this wave equation are then discussed. We then consider some
variants of the wave equation, in particular to account for local inhomo-
geneities or for anisotropy, for example induced by the construction history.
MODELS OF STRESS PROPAGATION 99
(The importance of construction history in granular matter has been ac-

knowledged for at least a century [14].) Among a family of models, the
'Fixed Principal Axis' (FPA) limit plays a special role which we discuss in
relation with experimental data on conical sandpiles. We then consider in
more detail the differences between this approach and some more conven-
tional modelling strategies (based on elastoplastic or rigid-plastic models),
and try to shed some light on the controversy that the "hyperbolic" ap-
proach to sandpile modelling has raised recently [15-17]. This discussion
focuses in particular on the role of boundary conditions.
Much of our discussion will, for clarity, be limited to two dimensional
piles. However, most of the recent experimental results are in three di-
mensions; indeed it was in this context that the physical assumptions of
Refs.[3, 13] were made.
2. The Scalar Model

The main assumption of the scalar model is that only the vertical nor-
mal component of the stress tensor w = azz (the 'weight') needs to be
considered. Supposing for simplicity that the grains reside on the nodes
of a two-dimensional lattice (see figure 1), the simplest model for weight
propagation is:
w(i,j) = w9 +q+(i-1,j-1)w(i-1,j-1)+q-(i+1,j-1)w(i+1,j-1) (1)
where 'w 9 ' is the weight of a grain, and q± (i, j) are 'transmission' coefficients
giving the fraction of weight which the grain (i,j) transmits to its right
(resp. left) neighbour immediately below. Mass conservation imposes that
q+(i,j) + q_(i,j) = 1 for all i,j's. The case of an ordered pile of identical
grains would correspond to q± = ~· In this case, the equation (1) describes
the 'time'-evolution (along the j direction) of the probability density for
a random walker on a line. The authors of [9, 11] then propose to take
into account the local disorder in packing, grain sizes and shapes, etc.,
by choosing q+(i, j) to be independent random numbers (subject to the
above constraint), for example uniformly distributed between 0 and 1. This
case is interesting because it leads to an exact solution for the local weight
distribution P(w), in the limit j--+ oo:
w w
P(w) = W 2 exp- W (2)
where 2W = jw9 is the average weight. Liu et al. [9, 11] have argued that
the exponential tail for large w is generic; however, if the maximum value
of q is qM < 1, one can show that P(w) decays faster than an exponential:
(3 f3 = log 2
log P(w) CX:w---+oo -w (3)
log2qM
fll,i-1) I
(},
0
q+(i-l,j ~ 't
T
cr
~(i,j)
J
0
Figure 1. The 'q-model' model with two neighbours. q± 's are independent random
variables, satisfying the weight conservation constraint: q+(i, j) + q_ (i, j) = 1.
(Notice that (3 = 1 whenever qM = 1, and that (3 = oo in the ordered case

qM = 1/2). In this sense the exponential tail of P*(w) is not universal: it
requires the possibility that one of the q can be arbitrarily close to 1, i.e.
that there is a non zero probability that one grain is entirely bearing on
one of its downward neighbours (local arching).
In the continuum limit, the q-model is equivalent to a diffusion equation
with a random convection term (related to q+ -q_), for which several results
are known. However, on large scales, the random convection term merely
renormalises the diffusion constant; hence, in this model, the response to
a localised overload at the top of a pile spreads out diffusively as -v'J5Ji,
where H is the height of the pile and D is the diffusion constant, which
is of the order of the grain size a. In the limit H » a, the spreading is
negligible, which means that the weight essentially propagates vertically.
Hence, the q-model predicts a 'hump' in the pressure profile underneath a
sandpile, directly reflecting its shape.
A way to accomodate a "pressure dip" within this scalar picture was
suggested by Edwards (although in a slightly different language). Consider
for example a sandpile built from a point source: the history of the grains
will certainly inprint a certain oriented 'texture' to the contact network,
which can be modelled, within the present scalar model, as a nonzero mean
value of the 'convection term', the sign of which depends on which side
of the pile is chosen. Let us call Vo the average value of this term on the
x ~ 0 side of the pile, with - Vo on the other side. The differential equation
Figure 2. Three neighbour configuration. Each grain tranmits two force components to
its downward neighbours. A fraction p of the vertical component is transmitted through
the middle leg.
describing propagation now reads, in the absence of disorder:
BtW + Bx [Vo sign(x)w] = p + DoBxxW (4)
Solving this equation in a sandpile geometry leads to a weight minimum

around x = 0. Equation (4) gives a precise mathematical content to Ed-
wards' idea of arching in sandpiles [18], as the physical mechanism leading
to a 'dip' in the pressure distribution [1]: As discussed below (see also
[3, 13]), this can be taken much further within a tensorial framework. Let
us also note that (4) can in fact be obtained naturally within an extended
q-model model, with an extra rule accounting for the fact that a grain
can slide and lose contact with one of its two downward neighbours [19].
However, this extra sliding rule implicitly refers to the existence of shear
stresses, absent in the scalar model. It is more satisfactory to recognize from
the outset that stress has a tensorial, rather than scalar, nature. Models
which do this are decribed next.
3. A Tensorial Model
3.1. THE WAVE EQUATION
It is useful to start with a simple toy model for stress propagation, which
is the analogue of the model presented in figure 1. We now consider the
case of three downward neighbours (see figure 2), for a reason which will
become clear below. Each grain transmits to its downward neighbours not
one, but two force components: one along the vertical axis t and one along
x, which we call respectively Ft(i,j) and Fx(i,j). For simplicity, we assume
that each 'leg' emerging from a given grain can only transport the force
parallel to itself (but more general rules could be invented). Assuming that
the transmission rules are locally symmetric, and that a fraction p ::; 1 of
the vertical component travels through the middle leg, we find:
Fx(i,j) = ~ [Fx(i- 1,j- 1) + Fx(i + 1,j- 1)]

1
+2(1- p) tan 'ljJ [Ft(i- 1,j- 1)- Ft(i + 1,j- 1)] (5)
Ft(i,j) = w 0 + pFt(i,j -1) + ~(1- p) [Ft(i -1,j- 1) + Ft(i + 1,j -1)]

1
+ 'ljJ [Fx(i- 1,j- 1)- Fx(i + 1,j- 1)] (6)
2tan
where 'ljJ is the angle between grains, defined in figure 2. Taking the contin-
uum limit of the above equations leads to:
8tFt + 8xFx p (7)

8tFx + 8x [c5Ft] 0 (8)
where c5 = (1 - p) tan 2 '1/J. Eliminating (say) Fx between the above two

equations leads to a wave equation for Ft, where the vertical coordinate t
plays the role of time and c0 is the equivalent of the 'speed of light'. In
particular, the stress does not propagate vertically, as it does in the scalar
model, but rather along two rays, each at a non zero angle ±<p such that
co = tan <p. Note that <p =f. 'ljJ in general (unless p = 0); the angle at which
stress propagates has nothing to do with the underlying lattice structure
and can take any value depending on the local rules for force transmission.
We chose a three-leg model to illustrate this particular point.
The above derivation can be reformulated in terms of classical contin-
uum mechanics as follows. Considering all stress tensor components O'ij, the
equilibrium equation reads,
8tO'tt + 8xO'xt p (9)

8tO'tx + 8xO'xx 0 (10)
Identifying the local average of Ft with au and that of Fx with O'tx, we see
that the above equations (7, 8) are actually identical to (9, 10) provided
O'tx = O'xt (which corresponds to the absence of local torque) and
(11)
This relation between normal stresses was postulated in [12] as the sim-
plest "constitutive relation" among stress components, obeying the correct
symmetries, that one can possibly assume. The term "constitutive relation"
normally refers to a relation between stress and strain, but the model under
discussion has no strain variables defined; instead the particles are viewed
as completely rigid. (Equations (9, 10) are then indeterminate unless a fur-
ther hypothesis relating the stresses themselves is made.) This particular
choice can be interpreted as a local Janssen approximation [20]. We return
later to a more detailed discussion of closure equations of this type. In the
present case, the parameter c5 must encode relevant details of the local
geometry of the packing (friction, shape of grains, etc.) and may thereby
depend on the construction history of the grain assembly. Only for simple,
'homogeneous' histories (such as constructing a uniform sandbed using a
sieve) will c5 be everywhere constant on the mesoscopic scale. Even then,
unless an ordered packing is somehow created, local fluctuations of c6 will
always be present.
3.2. SOME SIMPLE SITUATIONS
The simplest situation is that of an infinitely wide layer of sand, of depth

H, with a localized (8-function) overload at the top. The weight at the
bottom then defines the response function of the wave equation, which, in
two dimensions, is the sum of two 8 peaks localised at x = ±coH.
Next, one can consider the sandpile geometry. For a pile at repose, the
position of the free surfaces are x = ±cz, where c =cot¢ with¢ the repose
angle. On these surfaces, all the stresses vanish. This boundary condition
is then (for given c0 and c) sufficient to solve for the stress field everywhere
in the pile. (See Section 8 below.) One then find that the vertical normal
component of the stress is piecewise linear as a function of x. In particular,
for -coH ~ x ~ coH, au is constant. Therefore, in two dimensions, this
model [12] predicts a flat-topped stress profile rather than a dip.
For a pile created by depositing grains from above (for example by
sieving sand onto a disc) it is natural to expect the free surface to be a
slip plane. (This is a plane across which the stress components saturate the
Mohr-Coulomb condition.) Interestingly, this provides a relation between
co and the friction angle ¢, which reads: c6 = 1/(1 + 2 tan 2 ¢) (note that
since c = 1/ tan¢, one has automatically c > co). Under these conditions
one finds that the 'plastic' region (where the Mohr-Coulomb condition is
saturated) extend inward from the surface to encompass the outer 'wings'
of the pile (i.e. coz ~ lxl ~ cz); see figure 3. This follows from the solution
of the model and is not an a priori assumption, of the kind commonly
made in elastoplastic modelling (e.g., [16]). In three dimensions, a second
closure relation is required [12], but in all cases the stress profile has a
broad maximum at the center ofthe pile. Now, however, the Mohr-Coulomb
condition is only saturated in the immediate vicinity of the free surface -
,-----.-----,-----.-----~1.0~v,~,,~
1
1.0
- - - BCC
-FPA
y 0.5
(/)
Q)
(/)
(/)
~ 0.0
"'
0.0 0.5 1.0
al 0.5 s
.!::!
""iii
E
0c
0.5 1.0
s
Figure 3. Reduced normal (upper) and shear stress (lower) curves against S = rtanrjJ/t
for the symmetric wave equation ("Bee") and the FPA model in two dimensions. Inset:
the yield function Y. The Mohr-Coulomb inequality is saturated when Y = 1
the 'plastic' region has zero volume in three dimensions [12, 13].
4. Symmetries and Constitutive Relations

Although above it was motivated in the context of a specific microscopic
model, the linear constitutive relation (11) can be viewed, independently of
any microscopic model, as the simplest closure equation compatible with the
symmetries of the problem. The latter include a local reflection symmetry in
which x -xo is changed to xo -x (with xo an arbitrary reflection plane) and
also a form of "dilational" symmetry known as RSF ("radial stress field")
scaling. RSF scaling depends on the absence of any characteristic stress
scale, which follows ifthe Young's modulus of the grains is sufficiently much
larger than any stresses arising in the granular assembly being studied. Such
scaling, which requires the stress distributions beneath piles of different
heights to have the same shape, is quite well confirmed in some (but not
all) experiments on conical sandpiles [1, 2, 15].
Even with these two symmetries, one can consider more complicated
(nonlinear) constitutive relations among stresses, which must be of the
form [12]:
(12)
Note that the Mohr-Coulomb condition itself can be written in this form.
Viewed as a constitutive equation, it defines a rigid-plastic model whose
physical content is to assume that, everywhere in the material, a plane can

be found across which slip failure is about to occur. (The name "incipient
failure everywhere", IFE, aptly describes this model [3, 12, 13].) All closures
of the form (12) lead to a hyperbolic equations for stresses, although in the
general case the characteristic directions of propagation (the 'light rays' of
the corresponding wave equation) depend on the loading and therefore vary
with position.
An interesting situation arises when local reflection symmetry is broken.
This is the case, for example, in sandpiles created by pouring from a point
source onto a rough surface- which is the usual mode of construction. In
such a pile, all grains arriving at the apex of the pile roll (in two dimen-
sions) either to the right or to the left. The two halves of the pile therefore
have different construction histories that are mirror images of each other.
This violates local reflection symmetry, and in general permits constitutive
equations such as:
2
0" XX = CoO"tt
g (sign(x)O"xt) (13 )
O"tt
The simplest case (found e.g. by expanding g to first order in the shear to
normal stress ratio) corresponds to a family of (quasi-) linear constitutive
relations [13]:
O"xx = c6a-u + J.l sign(xkxt (14)
The previous, symmetrical, case has J.l = 0. For nonzero J.l, (14) again leads
to a wave equation, although this time anisotropic, in the sense that the
two characteristic rays make asymmetric angles to the vertical axis. Note
that such a model can be obtained from rules such as those in figure 2 sim-
ply by having an asymmetric partitioning of forces between the supporting
grains (or indeed by tilting the entire packing). Note also that x = 0 is a
singular line across which the directions of propagation change discontinu-
ously. Microscopically, J.l f:. 0 also leads to an unequal sharing of the weight
of a grain between the two characteristic rays propagating downward from
it. For J.l < 0, most of the weight travel outwards; this provides, within a
fully tensorial model, a mathematical description of the tendency to form
arches, as developed by Edwards for the scalar case.
Solving these anisotropic wave equations for sandpiles in two dimensions
one again finds for O"tt a piecewise linear function, which now has a sharp
maximum at x = 0 when J.l > 0, but a minimum for J.l < 0, in accord with
the arching scenario mentioned above (see figure 3). If one furthermore
imposes, as above, that the free surfaces are slip planes, one finds a relation
between c6, J.l and ¢.
2 1
co= 1 + 2tan2 ¢ [1- j.ltan¢] (15)
One again finds the result that the material throughout the outer wings
of the pile (exterior to the triangle formed by the characteristics passing
through the apex) are at incipient (Mohr-Coulomb) failure.
4.1. THE FPA MODEL
Among possible forms of (14) there is a particular case, corresponding to

c6 =
1, which has some intriguing special properties:
axx =au- 2sign(x) tan(¢) Uxt (16)
(The resulting value of f-L is that appropriate to the boundary conditions

stated above.) Specifically in this case, the principal axis of the stress tensor
coincide with the 'light rays' and hence have a fixed direction throughout
the pile (up to a reflection symmetry across the line x = 0). This particular
case was called the FPA ("fixed principal axes") constitutive equation in
[3, 13]. It corresponds to an assumption that the anisotropic texture of the
medium imparts a local stress rule which requires that the orientation of
the stress tensor is fixed at the time of burial and, thereafter, cannot change
under further loading (The values of the stress components themselves can,
of course, change.). Since all material elements are buried near the free
surface of the pile, where the stress tensor orientation is known the fact that
the surface is itself a slip plane [3], this fixes the principal axes throughout
the pile. The resulting stresses are shown in figure 3.
At first sight, there is a problem with the FPA description on the sym-
metry axis of the pile (x = 0), where the stress ellipsoid is required si-
multaneously to have two conflicting orientations. However, since c6 = 1
the stress is isotropic at the centre, and there is no conflict. However, this
shows that the defining feature of the FPA model is very easily lost; as soon
as a slightly differentc6 is chosen, the principal axes are no longer of fixed
orientation but rotate smoothly as one passes from one side of the pile to
the other.
5. Experiments on Cones and Wedges
We do not have space here for an extended discussion of the experimental

data on cones and wedges; this can be found elsewhere [21]. Here we merely
summarize some of the most important points.
5.1. CONES
The extension of the FPA model to three dimensions, like the other mod-
els discussed above, requires a second constitutive relation among stresses
to close the problem. Several well-known candidates [22] exist for this sec-
ondary closure and give similar results; these results are in surprisingly
good agreement with the experimental data for the pressure dip in three
dimensional conical sandpiles built by pouring from a point source onto a
rough rigid support [2, 3, 13]; see figure 4.
1.0
• H=0.2 m
<1>=33° • H=0.3 m
0.8 • H=0.4m
A. H=0.5 m
U)
"'
U) ..,. H=0.55 m
~ 0.6
1ii
'0
.~
g 0.4
5
c:
0.2
0.0
0.0 0.2 0.4 0.6 0.8 1.0
s
Figure 4. Comparison of FPA model (using a uniaxial secondary closure [3, 12, 13)) with
scaled experimental data of Smid and Novosad and(*) that of Brockbank eta! (averaged
over three piles). Upper and lower curves denote normal and shear stresses. The data
is used to calculate the total weight of the pile which is then used as a scale factor for
stresses. The horizontal coordinate is scaled by the pile radius.
We believe that the experimental data strongly suggest an FPA-like

model (corresponding to c~ ~ 1, Eq.16), although they do not prove that
the principal axes of a material element are necessarily fixed. Of greater
physical significance is the idea that the characteristic rays of the wave
equation could be fixed at burial. (Below we will connect this with the idea
of stress paths.) This is the content of a more general interpretation (the
"oriented stress linearity" model of [13]) in which f.-L (or c5) is a parameter
characterising the local anisotropy of the granular packing. This is fixed by
construction history, in a manner as yet unspecified; but for a point-source
pile values close to the FPA limit are suggested by the data. In contrast, for
a pile constructed by sieving, we might expect the local reflection symme-
try to be unbroken (M = 0), leading instead to a smooth maximum in the
pressure, as predicted from Eq.ll. Experiments on the construction-history
dependence of the stress profile would therefore be welcome.
Note that the idea that some property of the medium, represented by
a constitutive equation among stresses, is "fixed at burial" is an important
simplifying assumption of our approach to sandpile modelling. This has

been called the "perfect memory" assumption [13].
5.2. WEDGES: SURFACE AVALANCHES OR DEEP YIELD?
Savage [15] has pointed out that some classical data on wedges, as opposed
to cones, are apparently at odds with these ideas. Such wedges are of tri-
angular cross-section but very long in the third direction, i.e., quasi-two
dimensional. According to classical reports [23, 24], the stress distribution
beneath such wedges shows little dependence on the construction history,
but a very strong dependence on whether the base supporting the wedge is
allowed to sag. Without basal sag, almost no pressure dip is reported [15].
At first sight, then, the pressure dip in conical piles might also be at-
tributable to basal sag. We strongly believe that this viewpoint is unten-
able, especially in the light of the data of Brockbank et al [2] (see figure
4) in which the measurement system leads to discernable localized indenta-
tion, rather than a slight curvature (sagging) of the base under regions of
high pressure. Moreover, the classical data on wedges is somewhat scant,
of dubious accuracy, and in most cases does not specify the construction
history of the wedge in any detail. We would therefore encourage renewed
experimental investigation of wedges of sand.
There is, in any case, an important difference in the physics of wedges
and cones. This concerns the geometry of the "plastic" region (that in which
the Mohr-Coulomb inequality is saturated) near the surface of the pile. All
our models, including the FPA limit [13], predict that this is infinitely narrow
in the three dimensional conical pile, but that for a wedge it extends through
a large outer zone (exterior to the two characteristic rays passing through
the apex). In the first case, the perfect memory assumption appears self-
consistent: the presence of a thin yield layer at the surface suggests that the
pile grows by surface avalanches which do not disturb its internal structure
too much. In contrast, the status of the perfect memory assumption is,
for a wedge, far less clear. Since a broad zone of marginal instability exists
beneath the surface, the surface flow could cause "deep yield" events [17, 25]
which would disrupt the internal structure of the pile [21]. This could lead
to a local isotropisation of the granular texture and cause values off-tin (14)
closer to those of the symmetric propagation model (Eq.ll) than the FPA
model (Eq.16). Much more detailed experimental data is certainly needed,
however, before these ideas can be put to the test.
6. The Role of Local Inhomogeneities

6.1. A STOCHASTIC WAVE EQUATION
Provided that local conservation laws (those arising from mechanical equi-
librium) are obeyed, many local rules for force transmission are a priori
compatible with the existence of contacts among rigid particles [26, 27].
Therefore, even if there is a definite mean relationship among stresses at
the meso-scale (as models like FPA assume), one can expect randomness in
the local transmission coefficients. The simplest model for this and other
sources of randomness is to introduce a randomly varying 'speed of light'
co. This could describe the fact that, for example, the parameter p in the
model of figure 2 can vary from grain to grain.
This suggests the following stochastic wave equation for stress propa-
gation in two dimensions:
(17)
where v(x, t) is a random noise. We have studied this equation in great

details [28] using perturbation theory, and find that for weak disorder, the
average response function now has two peaks of finite (diffusive) width
(rather than two o peaks in the zero disorder case), and that the 'speed
of light' is renormalized to a lower value CR. More interestingly, the un-
averaged response function takes negative (and rather large) values. This
may be of crucial importance since it suggests a fundamental instability
of granular matter to external perturbations. Suppose indeed that as a re-
sult of a distant perturbation, a certain grain receives a negative (upward)
force larger than the pre-existing downward vertical pressure. This grain
will then move and a local rearrangement of contacts will occur. If stability
is to be recovered, this rearrangement must induce a variation of co(x, t) so
as to reduce the cause of the instability. Thus, the stochastic wave equa-
tion implicitly demands rules similar to those introduced in [19] to describe
extreme sensitivity to external perturbations in silos. The present model,
which is purely static, does not say what happens when a local rearrange-
ment occurs, but certainly suggests that small perturbations will induce
such rearrangements. One can show that typically a perturbation of order
the weight of one grain is enough to oblige rearrangements somewhere else
in the pile [28]. This would cease to be true if large enough overload was
applied to ensure that that all grains are subject to a vertical compression
greatly in excess of their weight. But it is not clear that such an overload
is ever really possible: even at the bottom of a deep pile, a finite fraction
of grains may be effectively non-loadbearing [10].
We have also studied the weight-weight correlation function, in the ge-
ometry of a flat layer with a random overload at the top, neglecting gravity.
We find [28] that, as a function of (horizontal) distance, the correlation has

two peaks. The first one is of course at separation .6.x = 0, while the second
is at .6.x = 2cRH, which simply means that two points at the bottom of
the packing connected by 'light rays' to the same point on the top, share
information about the overload. This result is of importance since the shape
of this correlation function clearly differs from the corresponding one in the
scalar model, which is a single peak at .6.x = 0. It also differs from that
pertaining to a simple elastic medium, where the weight-weight correlation,
in this geometry, decays only very slowly: correlations extend to the scale of
the system size itself. Measuring carefully the averaged correlation function
of a granular system under an overload could then confirm (or disprove)
the presence of a ray-like propagation. A stress correlation function was
recently measured in [10] and found to be featureless, but measurements
extended only to very short lengthscales: .6.x :::; 5a, as compared to the
height of the pile H c:::: 100a. We thus expect the features of the correlation
function to show up on much larger scales ("' 2cRH) than those measured
so far.
6.2. STRESS HISTOGRAM
We have seen above that within a scalar approach, an exponential-like

distribution (possibly of the type exp -wf3, with j3 ~ 1) is expected [9,
11]. One can ask whether this exponential distribution survives within a
tensorial description. So far, we only have partial numerical results, based
on a direct simulation of the three-leg model introduced above, with a
random p chosen between 0 and PM· This scheme is thus very close in
spirit to the q-model. However, as emphasized above, the local vertical
forces are not everywhere positive; one should thus introduce an extra rule
to cope with this instability. Several possibilities come to mind, but we have
not yet explored them (see however [26, 27]). Nevertheless, the large force
region, which is presumably not sensitive to the presence of negative forces,
behaves much in the same way as in the scalar q-model. In particular, the
tail of the distribution decays as exp -wf3, with (3 c:::: 1 when PM = 1, and
with (3 > 1 when PM < 1. More work is needed to understand the physical
implications of the presence of negative forces and any relation this may
have to the static avalanche phenomenon [19]. However, the above results
show that the tail of the force distribution is only exponential in a 'strong
disorder' limit, where local 'arching' (i.e. one grain entirely bearing on a
single downward neighbour) has a nonzero probability.
7. Modelling Strategies for Static Granular Media

We now compare our approach (as outlined above) to the problem of sand-
pile modelling with previous ones, and address various criticisms of it that
have recently been made. Specifically we are interested in calculating the
stress distribution at the base of a pile constructed on a rough, rigid sup-
port. For clarity of the discussion, we again limit the mathematics to two
dimensions, although we emphasize again that our work, particularly that
on the FPA model, was developed in the context of three dimensional conical
piles.
7.1. LOCAL RULES FOR FORCE TRANSFER
Above we have described an approach to the modelling of stress propaga-

tion in granular media based on local rules for the transfer of forces between
grains. Broadly speaking, to leading order in a gradient expansion [21, 28]
the closure (14) exhausts the possibilities for local models in which the
forces passed from a grain to its neighbours in the layer below involve a
linear decomposition of the "incident force" (Fx, Ft), which is taken as the
vector sum of forces acting on the grain from those in the layer above.
Somewhat similar considerations underlie the so-called "clastic" theories of
"discontinua" introduced by Trollope [29]. Indeed, some authors have con-
fused the two models, and our approach has been criticized for "reinventing
theories ... that are well-known in another disciplinary area" [15].
However, Trollope's model, though linear, does not lead to Eq.14. Its
distinguishing feature is instead that the vector sum of the incident forces
on a grain is not taken before applying a rule to determine the outgo-
ing forces from that grain. The outgoing forces instead depend separately
on each of the incident force contributions. This feature is, in our view,
strongly unphysical: if a grain is subjected to two small extra forces, whose
vector sum is vertical, from its neighbours in the layer above, the force
increments exerted on the grains below should be equivalent to a small in-
crease in its weight. Within Trollope's rules, this is not the case [21, 30]. It is
therefore disingenuous to criticize our approach on the grounds that 'Trol-
lope's clastic or discontinua model, that was rejected by Wittmer et al. on
the grounds of being "unphysical", actually contains the FPA solution' [15].
For, although Trollope's model can be tuned to give the same stress pattern
as the FP A model in a symmetric two dimensional pile, these two models
have distinctly different physical content and give differing predictions in
other geometries.
7.2. HYPERBOLIC CONTINUUM MODELS
Although motivated in part by simple packing models (e.g. figure 2), our
approach does not require such a specific microscopic interpretation and
can instead by formulated in purely continuum mechanical terms [31]. This
is done by postulating a constitutive relations among stresses such as (14).
(The latter includes, for special values of p,, both (11) and (16) which de-
scribe respectively the case of symmetric stress propagation and the FPA
model.) We have noted already the existence of an alternative constitutive
equation among stresses, corresponding to the Mohr-Coulomb rigid-plastic
model (or IFE model) which is a widely studied continuum theory of gran-
ular media. In fact this reads (in two dimensions):
All these approaches lead to hyperbolic equations for stress propagation.

A reasonable question [15] is to ask why we are not satisfied with the
IFE closure (18). The main cause is that we can see no physical reason for
it to be true. Indeed, even supporters of this rigid-plastic model do not
usually propose it as an accurate description of sandpile behaviour; it is
more often viewed as a way of generating certain "limit-state" solutions.
In the simplest geometries these solutions correspond to taking the - or
+ sign in (18); these are often referred to as "active" and "passive" limit-
states, respectively [32]. It is easily established [13, 21] that for a sandpile
at its repose angle, only one solution of the resulting equations exists in
which the sign choice is everywhere the same. This is the active solution,
and it shows a hump, not a dip, in the vertical normal stress beneath the
apex. Savage, however, draws attention to a "passive" solution, having a
pronounced dip beneath the apex [15]. This solution actually contains a
pair of matching planes between an inner region where the positive root of
(18) is taken, and an outer region where the negative is chosen.
In principle this does not exhaust the repertoire of IFE solutions for the
sandpile: there should exist others, with larger numbers of matching planes
between segments of alternating sign [21 J. In any case, the predictive power
of the rigid-plastic approach largely depends on a belief that the limit-state
solutions can be "generally regarded as bounds between which other states
can exist, i.e., when the material is behaving in an elastic or elastoplas-
tic manner" [15]. Unfortunately, this belief is unfounded: counterexamples
exist (figure 5), even among elastoplastic models of the simplest kind [21].
Therefore the so-called limit-states should be regarded merely as "rule of
thumb" estimates; these may be useful for engineering purposes, but do not
shed much light on the physics of stress propagation in granular matter.
1.0
-BCC
- IFEActive
rJ) ---· IFE Passive
~
ID
t;
,
-o i
-~ 0.5 i
"iii i
E i
g i
,.
i
/
0.0 L-~~--~--''--~~-~~---"'
0.0 0.5
s
Figure 5. Vertical normal stress found from Eq.ll (the BCC model, [12]), for a pile at
angle of repose </> = 30 degrees, compared to the active and passive !FE solutions. (The
!FE solutions are obtained by shooting from the midplane for P = (CTtt + CT.,.,)/2 and
the polar angle B as functions of the direction of the principal axis w.) Note that active
and passive !FE solutions do not bound the stress, either in the model of Eq.ll or in the
elastoplastic model of [16], which, for a certain parameter choice, yields identical results
to Eq.ll (see [16]).
7.3. ELASTOPLASTIC MODELS
All the models considered above make no mention of strain variables. A

partial justification for this was given in Refs.[3, 13], namely that the ex-
perimental data obey radial stress-field (RSF) scaling, which implies that
there is no characteristic length-scale. Since elastic deformation under grav-
ity introduces such a length-scale (a "sagging length") the observation of
RSF scaling to experimental accuracy in most but not all the data [1, 2, 15]
suggests that elastic deformation is not significant.
This does not imply that an elastic or elastoplastic description of sand-
piles is impossible; but it shows that in any such description, the limit of
a large elastic modulus appears to be the relevant one. This limit yields
equations, in the bulk of the medium, for which strain variables cancel out;
and this fact is usually exploited in elastoplastic calculations (see, e.g., [16]).
Note that it is tempting, but entirely wrong, to assume that strain variables
on the boundary of the medium also cancel in this limit (see below).
In fact, as correctly noted by Savage [15] results similar to those of the
FPA model and the related models described above can, in two dimension
(only), be obtained within such an elastoplastic modelling approach. Typ-
ically, an inner, linear elastic region is matched, by hand, onto an outer
plastic one. An example of this procedure was described recently by Can-
telaube and Goddard [16] whose approach is similar to earlier work by

Samsioe [33]. This analysis can be made to give mathematically identical
results to those found with some, if not all, values of J.t in Eq.14.
As they stand, however, such elastoplastic analyses are devoid of phys-
ical meaning, for the following reason. Recall that the aim of the exercise
is to calculate the forces measured at the base of a pile of sand. Recall
also the well-known theorem that to find the equilibrium state of an elastic
body, one must specify either the surface force field or the displacement
field at all points on its boundary [34]. Accordingly, it is meaningless to
"calculate" the forces at the base of an elastoplastic pile without specifying
a boundary condition at the bottom surface of any elastic zones present.
To specify as boundary conditions the forces themselves there is mathe-
matically legitimate, but cannot really be described as a "solution" to the
sandpile problem. On the other hand, to specify the displacements is (by
this stage) formally impossible, since the relevant variables have already
been eliminated by taking the limit of a high elastic modulus.
The only way to circumvent this difficulty is to specify the displacement
field at the base first, and then take the limit of a high modulus afterwards.
To obtain finite forces, the displacements must be allowed to tend to zero
but, crucially, the results depend on how this limit is taken. This is illus-
trated in figure 6. The challenge to elastoplastic modellers is then to decide
what (infinitesimal) displacement field should be chosen at the base. For a
genuine elastoplastic body, which is placed on a rough rigid support, this
displacement field depends on the precise manner in which the body was
brought into its state of rest. For a sandpile constructed by (say) pouring
sand grainwise from a point source the problem seems much less well-posed
since (despite assertions to the contrary [15]) there is no obvious physical
definition of the displacement field in such a pile [35].
7.4. ELASTIC INDETERMINACY
The circumstances just described apply to any model of a sandpile in which

the elliptic equations of elasticity are invoked in all or part of the medium.
We have called this the problem of "elastic indeterminacy" [21]. Several
responses to this challenge are possible. One is to assume that the elasto-
plastic description is essentially sound, and seek some physical procedure
whereby the displacement field at the support, or some equivalent informa-
tion, is determined [36]. This is certainly worth pursuing, but we suspect
that any description which does not explicitly consider the construction
history of the pile is very unlikely to be successful.
A second response, which appears to be that of Evesque [17] is to con-
clude that the experimental results are and must be indeterminate. Put
X
~-~-
Figure 6. Consider the static equilibrium of an elastic body of finite modulus resting
on a completely rough surface. Starting from any initial configuration, another can be
generated by pulling and pushing parts of the body horizontally across the base (i.e.,
changing the displacements there); if this is rough, the new state will still be in static
equilibrium. This will generate a stress distribution, across the supporting surface and
within the pile, that differs from the original one. If the limit of a large modulus is now
taken (at fixed stress), this procedure allows one to generate arbitrary differences in the
stress distribution while generating neither finite distortions in the shape of the body,
nor any forces at its free surface. An exactly analagous "elastic indeterminacy" exists in
any simple elastoplastic theory of sandpiles, where an elastic zone, in contact with part
of the base, is attached at matching surfaces to a plastic zone.
differently, Evesque argues that the external forces acting on the base of
a pile can in fact be varied at will by the experimentalist. Certainly, if
sandpiles obey Hooke's law, he must be right: for an elastic body, the ex-
perimentalist is free to prod about at the base of a pile in such a way as to
change arbitrarily the forces acting there. (Moreover, in the large modulus
limit, only infinitesimal proddings are required.)
In contrast to this, experimental reports clearly suggest [1, 2] that the
forces on the base can be measured more or less reproducibly, and (though
subject to statistical fluctuations) do not vary too much from one pile to
another. Moreover, the experimental data for the forces show RSF scaling at
the base; this is confirmed by comparing data from piles of different heights.
Within an elastoplastic framework, this scaling should be violated by the
(arbitrary) boundary forces at the base and hence can only be expected in
the upper extremity of the pile [16, 21].
All this suggests a third response to the challenge of elastic indeter-
minacy. This is to argue that Hooke's law has very little relevance to the
mechanics of sandpiles and that models based on local force propagation
rules among grains are far closer to the real physics of the problem. The
models we have developed along these lines give hyperbolic equations for
stress propagation, and in doing so contradict Hooke's law in a fundamental
way. This applies even in their incremental response to small added loads.
Whether this is a drawback or an advantage depends on one's view of the
physics. Certainly, if one believes that any granular assembly must behave
elastically under sufficiently small incremental loads, then models such as
ours can only describe the behaviour beyond some finite threshold (36].
(We are as yet unconvinced of whether this threshold is finite; for exam-
ple it might vanish in the high modulus limit.) In any case, in calculating
the response to gravity itself we believe that any such threshold is easily
exceeded throughout the pile, and hence that our approach has far more
to offer than models invoking elastic deformations from some hypothetical
unstrained (i.e., zero gravity) state. On the other hand, the existence of a
threshold might make it somewhat harder to detect experimentally there-
sponse and correlation functions [12, 13, 28] which are, as described above,
strong signatures of hyperbolic stress propagation laws.
The varying perspectives laid out above are not necessarily completely
contradictory, in that the global ('coarse-grained') features of the stress
pattern could be governed by determinate equations but the details not.
As well as being subject to elastic indeterminacy, the latter could be affected
by randomness in the grain packings, which may be exquisitely sensitive to
temperature and other poorly-controlled parameters [19].
8. Boundary Conditions in Hyperbolic Models

\"!Ve now consider more carefully the role of boundary conditions in our
approach. In contrast to the elliptic equations of elasticity, the hyperbolic
equations arising from constitutive relations among stresses admit definite
solutions for the stresses at the base of a freestanding pile. By the same
token, if one tries to apply all the boundary conditions appropriate to an
elastic body (e.g. specifying the surface forces acting over the entire sur-
face), then in general no solution will exist of the hyperbolic equations that
pertain to any particular choice of constitutive relation. We discuss these
two aspects in turn.
8.1. DETERMINACY OF THE SANDPILE
The procedure for a sandpile is of course to specify zero-force boundary con-

ditions at the free (upper) surfaces. Within our description, the response
arising from a localized body force (a "source term" in the equations) prop-
agates downward along two characteristics passing through the source. In
models obeying (14) these characteristics are, in addition, straight lines.
The force on the base is found simply by summing the contributions from
all the body forces; this is a fully determinate procedure for any closed set
of hyperbolic equations [3, 12, 13]. Note that in principle, one could envis-
(a) (b)
~ o o o I I I I o o o o o o '\'~ o o I o o o o o o o o o o o o o o o o o o o o o •;10 o o o o o o o o 0 0 0 0 ': . ,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, '''''''''''''·
' :
' /
' /
/
' '.
'
/1'\
/
~I o o o o o o o o o I o o o o o o o o I I o o o o o o o o I I o o o o o o o o I I I o o o o o o o o o I o o o 0°
Figure 7. (a) The response to a localized force is found by resolving it along characteris-
tics through the point of application, propagating along those which do not cut a surface
on which the relevant force component is specified. For a pile under gravity, propagation
is only along the downward rays. (b) Admissible boundary conditions cannot specify sep-
arately the force component at both ends of the same characteristic. If these forces are
unbalanced (after allowing for body forces), static equilibrium is lost.
age propagation also along the "backward" characteristics (see figure 7(a)).
This is forbidden since these cut the free surface; any such propagation
can only arise in the presence of a nonzero surface force, in violation of
the boundary conditions. Therefore the fact that propagation occurs only
along downward characteristics is not related to the fact that gravity acts
downward; it arises because we know what forces act at the free surface (the
forces there are zero). Suppose we had instead an inverse problem: a pile
or bed with some unspecified overload at the upper surface, for which the
forces acting at the base had been measured. In this case, the information
from the known forces could be propagated along the upward characteristics
to find the unknown overload.
8.2. STRESS PATHS
Informally speaking, the hyperbolic problem is determined once half of the

boundary forces are specified. More precisely (figure 7(b)) one is required
to specify the surface force tangential to each characteristic ray, at one
end and one end only. The corresponding force acting at the other end
is obliged to balance it, allowing for any body forces acting tangentially
along the ray. If it does not do so, then within our modelling approach,
the material ceases to be in static equilibrium. This is no different from the
corresponding statement for a fluid or liquid crystal; if boundary conditions

are applied that violate the conditions for static equilibrium, some sort of
motion results. Unlike a fluid, however, for a granular medium we expect
such motion to be in the form of a finite rearrangement rather than a steady
flow. Such a rearrangement will change the microtexture of the material,
and thereby alter the constitutive relation among stresses. We expect it to
do so in such a way that the new constitutive relation is compatible with
the imposed forces.
Although simplified, we believe that this picture correctly captures some
of the essential physics of stress paths. Such paths are load-bearing struc-
tures within the contact network and, in the simplest approximation of
straight, unbranched paths, these must have the property described above
(the forces on two ends of a path must balance). Stress paths should there-
fore be identified (on the average) with the characteristics of our hyperbolic
equations. The mean orientation of the stress paths is then reflected in a
constitutive equation such as (11) or .(16).
The physics of our modelling approach is thus to assume that the mean
orientation of stress paths, in each element the material, is fixed at burial.
(This does not necessarily require that the individual paths are themselves
fixed.) This was called earlier the "perfect memory assumption". We think
it reasonable to assume that the stress paths will not change their average
orientations so long as they are able to support the applied load. But if a
load is applied which they cannot support, rearrangement is inevitable [17].
This causes some part of the pile, at least, to adopt a new microtexture and
thereby a new constitutive relation. In other words, loadings of this kind
cause the construction history of the pile to change.
9. Conclusion: Sandpiles as Fragile Matter
Within our modelling approach, a granular assembly is able to support

some, but not all, of the surface loads that would be supportable by an elas-
tic continuum. Such models may therefore provide an interesting paradigm
for the behaviour of "fragile matter", a concept which may be useful in
other systems where certain combinations of applied forces, even if small,
are enough to force irreversible reconstruction of the material. (Such sys-
tems could include a number of disordered soft solid materials such as defect
textures in liquid crystals.)
In the present context, fragility arises from the the requirement of tan-
gential force balance along stress paths. If this is violated at the boundary,
even infinitesimally, then internal rearrangement must occur, causing new
stress paths to form, so as to support the load [37]. Obviously, this might
be rather too simple a picture - for example, branching of stress paths is
ignored. Thus it remains possible that Hookean behaviour is recovered for

sufficiently small perturbing forces [17, 36]. However, for practical purposes
we believe our approach, by capturing at least some of the physics of stress
paths, may have rather more to offer than ideas based on the physics of
conventional (homogenous, isotropic) elastic, elastoplastic or rigid-plastic
media. Phenomena that seem to be addressable in such terms include that
of arching and, in its various aspects, the role of noise.
Clearly, there is much scope for developing these models further. In par-
ticular it would be very useful to have an understanding of the crossover,
if one indeed exists, between fragile and elastic regimes: the latter should
ultimately be restored in a sufficiently large pile (beyond the "sagging"
length). Equally important is to confront these and other modelling ap-
proaches with much more demanding experimental tests, of which several
were suggested above.
Acknowledgements. We are grateful to P. Evesque, J. Goddard, J.
Jenkins, S. Savage and F. Radjai for discussions, and to H. Herrmann for
facilitating some of these during the present School. MEC acknowledges the
hospitality of ITP Santa Barbara where some of these ideas were developed
during discussions with S. Edwards, D. Levine, S. Nagel, C. Thornton, T.
Witten and other participants of the "Jamming and Rheology" programme.
This research was funded in part by EPSRC (UK) Grants GR/K56223 and
GR/K76733.
References
1. J. Smid and J. Novosad, Proc. of 1981 Powtech Conference, Ind. Chern. Eng. Symp.
63, D3V 1-12 (1981).
2. R. Brockbank, J.M. Huntley, and R.C. Ball, J. Phys. II (France), 7, 1521-1532
(1997).
3. J.P. Wittmer, M.E. Cates, P. Claudin and J.-P. Bouchaud, Nature (London) 382,
336 (1996).
4. R.L. Brown and J.C. Richard, 'Principles of Powder Mechanics' (Pergamon, New
York, 1966).
5. L. Vane!, E. Clement, J. Lanuza and J. Duran, preprint submitted to Phys. Rev.
Lett.; and this volume.
6. F. Radjai, M. Jean, J.-J. Moreau and S. Roux, Phys. Rev. Lett. 77 274 (1996); F.
Radjai, D.E. ·wolf, M. Jean and J.-J. Moreau, Binomal character of stress trans-
mission in granular packings, preprint; and this volume.
7. G.W. Baxter, in Powders and Grains 97, Behringer and Jenkins eds., Balkema,
Rotterdam (1997).
8. see e.g. P. Dantu, Proc. of the fourth Int. Conf. On Soil Mech. and Found. Eng.
(London 1957), 1 144, Annates des Ponts et Chaussees, IV, 193 (1967), T. Travers
et al., J. Phys. France, 49 939 (1988).
9. C.-H. Liu, S.R. Nagel, D.A. Scheeter, S.N. Coppersmith, S. Majumdar, 0. Narayan
and T.A. Witten, Science 269, 513 (1995).
10. D.M. Mueth, H.M. Jaeger and S.R. Nagel, preprint
11. S.N. Coppersmith, C.-h. Liu, S. Majumdar, 0. Narayan and T.A. Witten, Phys.
Rev. E 53, 4673 (1996).
12. J.-P. Bouchaud, M.E. Cates and P. Claudin, J. Phys. I (France) 5, 639 (1995).
13. J.P. Wittmer, M.E. Cates and P. Claudin, J. Phys. I (France) 7, 39 (1997).
14. See, e.g., G. Gudehus in Powders and Grains 97, Behringer and Jenkins eds.,
Balkema, Rotterdam (1997), p. 169-183.
15. S.B. Savage in Powders and Grains 97, Behringer and Jenkins eds., Balkema, Rot-
terdam (1997), p. 185-194; see also New Scientist, 2083, p.28 (1997).
16. F. Cantelaube and J.D. Goddard, in Powders and Grains 97, Behringer and Jenkins
eds., Balkema, Rotterdam (1997), p231-234.
17. P. Evesque and S. Boufellouh, in Powders and Grains 97, Behringer and Jenkins
eds., Balkema, Rotterdam (1997) p.295-298; P. Evesque, J. Physique I, 7, 1305-1308
(1997); P. Evesque, private communication.
18. S.F. Edwards and R.B. Oakeshott, Physica D 38, 88-93 (1989); see also S.F. Ed-
wards and C.C. Mounfield, Physica A 226, 1,12,25 (1996).
19. P. Claudin and J.-P. Bouchaud, Phys. Rev. Lett. 78, 231 (1997); and this volume.
20. H.A. Janssen, Z. Vert. Dt. Ing. 39, 1045 (1895); see also R.M. Nedderman, Statics
and Kinematics of Granular Materials, Cambridge University Press (1992).
21. M.E. Cates, J.P. Wittmer, J.-P. Bouchaud and P. Claudin, manuscripts in prepa-
ration.
22. For a more general geometry (without axial symmetry) at least two further closure
relations are required. Possibilities include not only isotropic, wavelike propagation
(in 2+1 dimensions), but also propagation along three characteristic rays in the form
of a tripod. The latter is perhaps the most natural extension of the FPA hypothesis
to arbitrary geometries.
23. F.H. Hummel and E.J. Finnan, Proc. Inst, Civil Eng. 212, 369-392 (1920).
24. I.F. Lee and J.R. Herington, Proc. 1st Aust.-N.Z. Conf. Geomech., 1, 291-297 (1971).
25. P. Evesque, Phys. Rev. A 43, 2720 (1991); P. Evesque, D. Fargeix, P. Habib, M. P.
Luong and P. Porion, Phys, Rev. E 47, 2326-2332 (1993).
26. C. Eloy and E. Clement, to appear in J. Phys. I (France) (1997).
27. J. Socolar, preprint, cond-mat/9710089.
28. P. Claudin, .J.-P. Bouchaud, M.E. Cates and J. Wittmer, preprint, cond-
mat/9710100, submitted to Phys. Rev. E.
29. D.H. Trollope, in Rock Mechanics in Engineering Practice, pp. 275-320, K.G.
Stagg and O.C. Zienkiewicz, (Eds.), (Wiley, New York, 1968). D.H. Trollope and
B.C.Burman, Geotechnique 30, 137-157 (1980).
30. For nonzero values of his arching parameter k. For k = 0, the continuum limit of
Trollope's model coincides with 11. However, this is not the case discussed by Savage
(15].
31. It would be a mistake to suggest that our modelling strategy is fundamentally at
odds with continuum-mechanical principles (16] (or even with the laws of newtonian
mechanics themselves (17]). Such remarks seem to be based on the idea that Hooke's
law is implicit in any continuum (or even newtonian) description. This is untrue,
as the existence of successful continuum theories of fluids and liquid crystals shows.
We return below (Section 7.4) to the issue of whether Hooke's law can usefully be
applied to granular media under gravity.
32. Our definitions of "active" and "passive" are not quite the same as those used
elsewhere in the literature, in which the terms refer to global properties of the
solutions rather than the choice of a local constitutive equation. According to the
latter, Savage's identification of the ( + /-) solution containing a matching plane as
everywhere passive is correct, although in our terminology it a solution with an
active outer and passive inner region.
33. A.F. Samsioe, Geotechnique 5, 200-223 (1955).
34. See, e.g., L.D. Landau and E.M. Lifshitz, Theory of Elasticity, 3rd Edn., Pergamon,
Oxford 1986, or G. E. Mase, Continuum Mechanics, McGraw Hill, NY 1970.
35. Since a sandpile would not exist at all in the absence of gravity, it is not clear
whether one can as usual define displacements relative to a reference state in which
no body or surface forces act.

36. Vve are grateful to Tom Witten and others for discussions on this point.
37. There is a sense in which this can be viewed as "incipient failure everywhere", except
that the failure in question is not Mohr-Coulomb, but instead connected with the
failure of stress paths under imbalanced tangential loads.
122
Eric Clement {left) , Stuart Savage, and Joe Goddard

ELASTOPLASTIC ARCHING IN TWO DIMENSIONAL
GRANULAR HEAPS
F. CANTELAUBE, A. K. DIDWANIA AND J. D. GODDARD

Department of Applied Mechanics and Engineering Sciences
University of California, San Diego, La Jolla, Ca 92093-0411,
USA
Abstract. This paper is a continuation of our previous work [1] on the

modeling of the stress distribution in deep two-dimensional granular heaps
or "wedges". We ?-mend the previous treatment of symmetric heaps and
consider asymmetric heaps or "berms", with one face at the angle of repose.
We find continuous families of solutions and asymmetric pressures under
symmetric heaps.
1. Introduction - Basic Equations
Several distinct models have been put forth to explain the dip in pres-
sure profile measured at the bottom of granular heaps [1-3]. In Ref. [1],
a standard elastoplastic model was employed to treat the symmetric two-
dimensional (2D) heap with both faces at the angle of repose. A continuous
one-parameter family of solutions was found, but we have since concluded
that only three are admissible.
In this paper we present briefly some further calculations based on the
same elastoplastic model [1]. After a brief description of the basic equations,
we discuss the admissible symmetric solutions for the symmetric heap and
consider general solutions for an asymmetric heap.
With cartesian axes x and y oriented, respectively, in the vertical and
horizontal directions, we consider a 2D heap or "wedge" defined by () =
tan - l (y j x) E [,6 1 , ,6] (see Fig. 1). With left face inclined at the angle of
repose and right face no more steeply, this interval is given by:
I
a. = 'f'P,
fJ
"' - -2
1f
< 0 ' and - a.
fJ
I
< a. < -2 '
- fJ -
1f
(1)
123
124 F. CANTELAUBE ET AL.
I
I
I
p• / E
I
t• 0 to
~ ~~
t == tan e -----+-
Figure 1. Plastic and elastic zones in the heap.
where ¢1J. is the is friction angle. With t = tan B, we let
t13 = tan/3, i13 =tan~, t 0 = tan/30 , t~ = tan/3', i~ =tan~'. (2)
We identify plastic zones P and P' located near the free surfaces, where
t~ :::; t :::; i~ and i;3 :::; t :::; t;3 , and the core, which consists of two elastic
zones E and E' separated by the line t =to (see Fig. 1).
As previously discussed in Ref. [1] , the basic equations are the equilib-
rium equations
axx,x + axy,y = -1 ,
(3)
axy,x + ayy,y = 0,
where subscripts preceded by commas denote partial derivatives. Identify-
ing a Coulomb yield function as
(4)
we have :F < 0 in the elastic zones, and :F = 0 in the plastic zones. In the
elastic zones we also have a compatibility restriction on stresses given in
Ref. [1] .
1.1. ELASTIC ZONES
An admissible set of elastic solutions in the region E is
(5)
ELASTOPLASTIC ARCHING IN 2D GRANULAR HEAPS 125
with constants a1,2 and b1,2· Similar solution holds also in E', involving
constants a~ ,2 and b~ ,2, say.
1.2. PLASTIC ZONES
We now discuss the solutions in the plastic zone P, the equations for P'
involving essentially the same forms. Since all the stress components must
vanish at the free surface, suitable linear form for the plastic solutions of
Eq. (3), corresponding to the "simple" solutions of [4] (denoted as "FPA"
by others [3]), are
rYxxfx = au(tftf3- 1),
o-yy/x = an(tftf3- 1), (6)
rYxy/x = a12(tjtf3- 1),
where the aij are constants which, by Eqs. (3), obey
-au+ a12t~ 1 = -1,
(7)
-a12 + a22t~ 1 = 0.
Eqs. (7) together with :F = 0 give
au 1 + sin2 ¢/-!±~-}sin(¢/-!-~+ {3) sin(¢/-!+~- {3)

(8)
a22 = cos 2 ¢/-!
which is valid for ~ - ¢/-! :; {3 :; ~ + ¢/-!, the lower limit representing -{31
[see Eq. (1)]. When we set {3 = -{31 , the radical in Eq. (8) vanishes and
Eqs. (7-8) yield the simple solution for a symmetric heap [1]
au=1+cos 2
an= s1n. 2 {3' ,
{3',} (9)
1 . 2{3' .
a12 = -2sm
1.3. STRESS MATCHING
Matching of all stresses at the boundary between zones P and E, t = if3,

yields
au(~(3/t(3- 1) = (a1- 1) + b1~ }
a22(t(3/t(3- 1) = (a2- 1) + b2tf3 (10)
a12(if3jtf3- 1) = -b2- a1if3
with similar matching between P' and E'. Matching the normal and shear
stresses at t = to gives
(a1- 1) + b1to = (ai- 1) + bito, }
(a2- 1) + b2to = (a2- 1) + b2to, (11)
-b2- a1to = -b2- aito.
126 F. CANTELAUBE ET AL.
Figure 2. Schematic representation of the three symmetric pressure profiles in a 2D

symmetric heap.
However, a discontinuity in the tensile stress parallel to t = to may occur.

In such a case the elastic compatibility is violated, and we must impose the
yield condition :F = 0. This point was overlooked in Ref. [1], leading to a
one-parameter family of solutions with elastic singularity on the axis of a
symmetric heap, a situation which we now rectify.
2. Symmetric Solutions for the Symmetric Heap

For the symmetric heap with both faces at the angle of repose, we have
(12)
with
7r
(3 = 2- ¢w (13)
In this case, Eqs. (12) and (13) simplify Eqs. (10) and (11), which yields
exactly three values of /J corresponding to three distinct stress distributions.
A schematic representation of the vertical pressure profiles is shown in
Fig. 2.
We denote by fJo, /J and /J those values of /3, for which the normal stress
a
distributions exhibit plateau, an arch (i.e. a pressure dip under the apex)
or peak (with maximum under the apex), respectively. The plateau is the
only one with a purely elastic core, the others possess a singularity at t = 0
and represent the extremal states discussed in [1]. We note here that, in
addition to these symmetric solutions, there exists asymmetric pressure
solutions for the symmetric heap which we do not discuss in this article.
3. Asymmetric Solutions
We can also calculate the stress distribution for asymmetric heaps, which
are decribed by (3 > -(31 in Eq. (1), but now we find continuous families
ELASTOPLASTIC ARCHING IN 2D GRANULAR HEAPS 127
1.0
-3 -2 -1 0 1 2 3 4 5 6 -2 -1 0 1 2 3 4 5 6
y y
Figure 3. Peaked (a) and arched (b) normal stress distributions at the bottom of a 2D
heap with /3' = -65° and /3 = 80°
of solutions. For example, we show in Fig. 3 two possible normal stress

distributions at the bottom of a 2D heap with angle f3 = 80°. The top half
of the figure displays the heap shape and the zones P', E', E, P, and the
bottom half shows the corresponding stress distribution. In Fig. 3 (a) the
angles are /J' = -49°, {30 = 12.3° and /J = 31°, while in Fig. 3 (b) we have
/J' = -19°, {30 = 24 °, /J = 40°. Figs. 3 (a, b) represent peaked and arched
distributions, respectively. In addition to these two types of solutions we
also find plateaus. A more detailed discussion of the problem will be given
in a later publication [5].
4. Conclusions
The standard elastoplastic model appears fully capable of describing arch-
ing in granular heaps, without hypotheses as to new mechanisms of the
"stress propagation" in granular media [3]. Although we could adopt a more
complex (e.g. anisotropic) elastoplastic model, the simple model considered
here already exhibits a multiplicity of solutions that cannot be resolved in
purely static models.
Acknowledgements. Partial support from the U.S. National Aero-
nautics and Space Administration (Grant NAG3-1888), the U.S. Air Force
Office of Scientific Research (Grant F49620-96-1-0246), and the National
Science Foundation (Grant CTS-9510121) is gratefully acknowledged.
References
1. Cantelaube F. and J. D. Goddard, 1997. In R. B. Behringer and J. T. Jenkins,
editors, Powders & Grains, (Balkema, Rotterdam, 1997).
2. Savage, S. 1997. In R. B. Behringer and J. T. Jenkins, editors, Powders & Grains,
(Balkema, Rotterdam, 1997)
3. Wittmer J., M. E. Cates and P. Claudin 1997. J. Physique I France, 7, 39-80.
4. Sokolovskii V. V. Statics of Soil Media, (Butterworths Scientific Publication, 1960).
5. Cantelaube F., J. D. Goddard and A. Didwania 1997. in preparation.
128
Loic Vanel (left), Thomas Boutreux, Philippe Claudin, and Michael Cates
A SCALAR ARCHING MODEL
P. CLAUDIN AND J.-P. BOUCHAUD

CEA, Orme des Merisiers,
91191 Gif-sur-Yvette, Cedex France.
Abstract. In this paper we propose an extension of the model of Liu,

Coppersmith et al. [1, 2], in order to allow for arch formation. This extended
model qualitatively captures interesting properties of granular materials
due to fluctuations of stress paths, such as stress fluctuations and stick-slip
motion.
1. Introduction
Granular media are materials where fluctuations are very large. When filling
a silo with grains, a part of the weight of the grains is supported by the
walls of the silo, meaning that the bottom plate of the silo only carries an
apparent weight W. This effect is well known and was studied by Janssen
at the end of the last century. When repeating this procedure with the
very same amount of grain, one observe large fluctuations of W, typically
of order 10 - 25%! On a given silo, W can also vary drastically because
of very small perturbations, such as variations of temperature or density
[3, 4].
These effects can be understood in terms of arching. As a matter of fact,
stress propagation in granular media is strongly inhomogeneous: clear stress
paths are present and carry an important part of the total weight of the
grains. Those paths, or arches, are completely different from a realisation to
another, leading (potentially) to very different values of W. Furthermore,
the geometry of these paths can easily rearrange under small perturbations,
inducing strong fluctuations in W.
Another phenomenon closely connected to the presence of these arches is
that of the stick-slip motion. Imagine trying to push some granular material
through a tube with a piston. Moments where the system jams (stick) and
129
130 P. CLAUDIN AND J.-P. BOUCHAUD
. ......... ........................
. ... ..................
......... .. . ..
...... .. ..................... ....
(a) . ......... ...... .............. ..... ... . (b)
.... . .... . .. . ...... .... ..
.... I
I
Figure 1. Figure (a) represents the system we study. An apparent weight W is measured
at the bottom plate of a silo. Figure (b) shows the underlying lattice with which we
modelize the granular medium. Indexes i and n are such that -L::; i ::; Land 0::; n::; H,
where 2L and H are respectively the width and the height of the silo. On the particular
configuration of figure (b), the force w1 is much larger than w2, meaning that the shear
force acting on the grain (i,n) is strong enough to remove the contacts between the grains
(i, n) and (i- 1, n + 1).
moments where the system slides (slip) will irregulary alternate. This is
explained by the fact that the stress paths network is sometimes able to
resist to the applied force, and sometimes is not, depending on its structure
(which fluctuates).
In this paper, we propose a very simple numerical model which qualita-
tively captures some features of the above effects. This model will be called
the Scalar Arching Model, or SAM in the following.
2. The SAM
The model we are going to present is an extension of that proposed by Liu,

Coppersmith et al. [1, 2], which allows for arch formation. This model only
deals with the vertical normal component of the stress tensor, CYzz = w, the
'weight'. In that sense, the model is scalar. This is obviously a simplifying
choice which may not be justified. Work is in progress for extending this
model to a fully tensorial description (see e.g. [5]). Again for simplicity,
we will keep to a two dimensional situation. Note that arching effects are
expected to be more pronounced than in three dimensions. The system
we would like to describe is shown in figure 1-(a). Following Liu et al.'s
approach, the granular packing is represented by a regular square lattice.
Each site is a 'grain' labelled by two integers (i, n) giving its horizontal and
A SCALAR ARCHING MODEL 131
vertical coordinate. All the randomness of the local packing, the friction,
the size and shape of the grains, is assumed to be encoded into random
transmission coefficients q±. The rule for the propagation of the weight is
the following:
w(i, n) = w9 +q+(i-1, n-1)w(i-1, n-1)+q- (i+1, n-1)w(i+1, n-1) (1)
where w 9 is the weight of a grain. This rule simply means that each grain
supports the force of its two upwards neighbours and share its own load
randomly between its two downwards neighbours. (The role of correlations
has been recently discussed in [6]). The mass conservation constraint im-
poses q+ (i, n) + q_ (i, n) = 1. At this stage, the model is the one considered
in [1, 2]. We now include a local slip condition: when the shear on a given
grain is too strong, the grain can slip and lose its contact with its neigh-
bours opposite to the direction of the shear. More precisely, one defines a
threshold Rc such that
q±(i, n) =.1- q'fC(i, n) = 0 if (2)
where W± = q±(i=F 1, n-1)w(i=F 1, n-1). These rules lead to an avalanche-

like process: suppose, as shown on figure 1- (b), that the link between the
grains (i, n) and (i -1, n+ 1) is removed because the force WI is much larger
than w2. The force from (i, n) to (i + 1, n + 1) is then very likely to be much
larger than the force from (i + 2, n) to (i + 1, n + 1), and the link between
the grains (i + 1, n + 1) and (i, n + 2) is very likely to be removed as well.
This process (that was called static avalanche in [7]) can be interpreted as
an arch formation.
A particular value of W is associated to a particular configuration of
the stress paths. At the walls, forces are absorbed with the following rule: if
i = ±L, the fraction q±(±L, n) ofthe load w(±L, n) is absorbed. Depending
on the configuration of the stress paths, a larger or smaller part of the
weight of the grains is then supported by the walls, leading to differents
values of W. We studied the probability distribution function (p.d.f.) of
the values of W from many different configurations of the stress paths (i.e.
from many different silos). The relative standard deviation from the mean
value is as large as 20%, as found experimentally. We also looked at the
p.d.f. of the local weight w(i, H) and found it to be a power-law, meaning
that extremely large values are expected.
The most striking feature of this model is that the stress paths network
generated by the SAM (as shown in figure 2) is very likely to rearrange
under small perturbations. Our control parameter for generating pertur-
bations is the threshold Rc. This coefficient does not actually represent a
specific physical quantity but can be seen as representing the temperature
Figure 2. This figure represents a particular configuration of the stress paths obtained
in a silo with the SAM. Lines are all the bolder as the stress is larger.
and/or the compacity. As a matter of fact, contacts between grains ar very

sensible to small changes of those two quantities. What we observed in the
SAM is that when Rc is changed by a very small amount, the stress paths
network sometimes rearranges and sometimes does not. When it does, W
changes by a relative amount b. which can be either small or large, mean-
ing that the actual value of b. is not correlated to the amount by which Rc
has been changed. Furthermore, b. is found to be power-law distributed:
P(b.) rv 1/ b., which means that large rearrangements of the stress paths
network are as probable as small ones. In that sense, the SAM captures the
feature that granular matter is extremely 'fragile', i.e., sensitive to small
perturbations. Actually, our model is close in spirit to the large class of
'SOC' (Self-Organized Critical) models [8], initially proposed to describe
true 'dynamical' avalanches in granular media.
3. Stick-slip motion
When the bottom plate of the silo is used as an upwards pushing piston
(see figure 3), an irregular stick-slip motion of the system is observed [9].
This behaviour can be understood by the fact that the stress paths network
rearranges, generating configurations where it can resist to F (sticking or
jamming situations) and configurations where it cannot (slipping or sliding
situations). In this section, we will explain how one can slightly modify the
original version of the SAM to describe this situation.
T/,
n = Hl------+----1
•qM-•
n=O
z.= -L z= L
Figure 3. The SAM can be slightly modified to describe the situation where an upwards
force F is applied on the bottom plate of the silo. Four parameters control the system:
the aspect ratio b, Rc the threshold of the SAM, the 'jamming ability' of the walls a and
p the rearrangement probability (see below in the text).
The idea is to look at the SAM picture 'upside down'. We neglect the
weight of the grains and focus on the transmission of F through the grains,
from the bottom of the cell to the walls and the free surface. All propagation
rules are kept the same. The only noticeable change from last section is what
happens at the walls. Because strong arching is expected at the walls when
F is applied, we introduce a new parameter a, the 'jamming ability' of the
walls. With probability 1- a absorbing rules of the last section apply. With
probability a however, the load w(±, L) is completely absorbed by the wall,
meaning that a local arch is strongly 'anchored' on the wall. Such situations
are essential to get the system jammed. In addition to the q±(i, n), we now
then have new random numbers a±(n) which, compared to a, determines
which absorbing rule applied at site (±L, n).
We then propose the following algorithm. For a given force F, and a
given set of random numbers q±(i, n) and a±(n),
• we calculate Fw and F8 , respectively the total forces on the walls and on
the top surface of the silo. Obviously, F = Fw + F8 •
• if Fs = 0, the grains do not move. It is a stick situation. \Ve then increase
the applied force F of !::,.F and the time t of !::,.t. In order to mimick the
mechanical noise, we also change all random numbers with probability p,
and go back to the first point.
• if Fs > 0, the static equilibrium conditions for the system are not satisfied,
100 400
u.. u..
-
CD
~ 50 2 200
-
>--
0 0
0 0
0 500 1000 0 500 1000
timet timet
Figure 4- These figures show typical curves of F(t) in the sliping stick-slip phase (a)
and the sticking stick-slip phase (b).
which means that grains are moving. It is a slip situation. We then decrease
the applied force F by t.::.F, change all random numbers (because the flow
motion completely rearranges the packing), and go back to the first point.
The simulation starts at t = 0 with F = 0 and let F(t) evolve. It is
important to note that our model is a pure static model: no dynamics is
included. Therefore, the motion of the grains during the slipping moment
is assumed to be infinitely quick. We then actually describe only sticking
situations, separated by slipping moments which have two effects: untighten
the spring governing the external force F, and reinitialize the structure of
the packing (i.e. the random numbers). Such an algorithm leads indeed to
an irregular stick-slip motion.
Depending on the values of the parameters controlling the system, two
different behaviours are observed. For small values of the aspect ratio b or
the 'jamming ability' a, situations where the system never jams for ever
arc typically observed, see figure 4- (a). We called these situations slipping
stick-slip phases. On the contrary, sticking stick-slip phases are seen for
large values of band a, see figure 4-(b). The critical curves ac(P) or ac(Rc)
can be plotted for a fixed b, which separate the two regimes. We caracterizcd
the first phase by the first return time T, i.e. the interval of time between
two consecutive times where F vanishes, and the second one by the slope
s = F(t)jt . .Just below the critical point, T is be power-law distributed
with an exponent 3/2, meaning that F simply behaves like a random walk.
When a -7 ac we find (T) ""'1/(ac- a) and (s) ""'a- ac for a> ac. More
details can be found in [10].
Acknowledgements. We are grateful to E. Kolb, T. Mazozi, .J. Du-
ran, E. Clement, .J. Rajchenbach, D. Loggia and P. Mills for many fruitful
discussions on this model.
References
1. C.-h. Liu et al., Science 269, 513 (1995).
2. S.N. Coppersmith et al., Phys. Rev. E 53, 4673 (1996).
3. L. Vane! et al., this volume.
4. D. Loggia and P. Mills, private communication.
5. J.-P. Bouchaud, M. Cates, P. Claudin and J. Wittmer, this volume.
6. M. Nicodemi, this volume.
7. P. Claudin and J.-P. Bouchaud, Phys. Rev. Lett. 78, 231 (1997).
8. P. Bak et a!., Phys. Rev. Lett. 59, 381 (1987), Phys. Rev. A 38, 364 (1988).
9. E. Kolb, T. Mazozi, J. Duran and E. Clement, private communication.
10. P. Claudin and J.-P. Bouchaud, manuscript in preparation.
136
STRESS CORRELATIONS AND WEIGHT DISTRIBUTIONS
IN GRANULAR PACKS
MARIO NICODEMI
Dipartimento di Fisica, Universitd di Napoli "Federico II"
INFM and INFN Sezione di Napoli
Mostra d'Oltremare, Pad. 19, 80125 Napoli, Italy
Abstract. Using a simple microscopic model of granular assemblies, we

study how the presence of spatial correlations in stress patterns affects the
distribution function of contact forces.
The statistics of the contact forces in granular assemblies has revealed

the presence of broad distributions typically characterized by an exponen-
tial decay at large force values [1-4). Such a characteristic properties result
from local strong inhomogeneities in stress patterns, which have been ob-
served for instance by photoelastic visualizations [1, 2, 5], and which are
responsible for many peculiar properties of granular matter [6-9).
Recently, a schematic "scalar force" model has been introduced to de-
scribe the statistics of the stress distribution [1, 10). Despite its simplicity,
this model gave, in a sort of mean field approximation, rich results in good
agreement with experimental observations. However, some experiments [2)
have questioned the full validity of these mean field predictions, and have
shown the necessity to go beyond the mean field approach. In this paper, we
study [11] the effects arising from the spatial correlations in the force trans-
mission network, using the scalar model of Refs. [1, 10). In this model the
grains are disposed on a regular lattice, but the disorder (typical of gran-
ular packs) is introduced supposing that the beads discharge their weights
in random fractions on their bottom neighbours. The disorder of the envi-
ronment, however, does not imply that force transmission between grains
is uncorrelated [12-14]. Although it is extremely difficult to describe the
full dynamical process which leads an assembly to a static configuration,
our model assumes that a certain fraction of sites, i.e. those which carry a
strong shear, slip away from their neighbours and discharge their stress in
137
138 MARIO NICODEMI
definite _spatial directions. This assumption induces strong correlations in

the force transmission network.
As in Ref. [10, 12], we consider a square lattice of grains (see Fig. 1).
The grain at height hand in column i supports a weight, w(i, h), which is
the sum of certain fractions of the weights acting on the top neighbours
w(i, h) = q+(i-1, h-1)w(i-1, h-1)+q- (i+1, h-1)w(i+1, h-1)+1. (1)
Here, q+ (q_) is the fraction of the weight which the top-left (top-right)
grain discharges on site (i, h), and the mass of a single grain is set to unity.
Conservation of the mass gives q+(i,h) +q-(i,h) = 1. In general, q+'s are
uniformly distributed in the interval [0, 1]. However, we also select randomly
a fraction 1 - J (J E [0, 1]) of grains (randomly displaced on the lattice),
which are subjected to the slip condition proposed in Ref. [12]:
q+(i, h) 1 if X> 0
q+(i, h) 0 if X< 0 (2)
with
x = [q+(i-1,h-1)w(i-1,h-1)-q-(i+1,h-1)w(i+1,h-1)]/w(i,h). (3)
Eq. (2) represents in the present model the case in which a grain, which
is heavily pressed from its (say) top right neighbour, discharges its weight
mainly on its own left lower neighbour. This slipping mechanism is the
origin of definite patterns in force transmission network (i.e. force chains)
in the present model. In particular, by varying the value of J, we may
tune the magnitude of the spatial correlations in this network. Completely
uncorrelated force transmission, studied in Ref. [10], corresponds to J = 1
and the strongly correlated case corresponds to J = 0 (where we recover
the model of Ref. [12]).
The simplicity of the model allows one to easily identify the basic mecha-
nisms underlying the relation between the correlations in force transmission
and the distribution of contact forces. We have supposed that the "slipping"
grains are randomly distributed on the lattice, thus the probability to have
a sequence of such grains of global length d, i.e. to have a chain of length
d, is approximately P(d) '""' (1 - J)d. This quantity is well characterized
by its first moment, the average chain length, ~v, which is experimentally
easier to measure: ~v ~ (1- J)jJ. Due to the slipping condition Eq. (2),
a sequence of "slipped grains" generates an arch which supports the full
weight of the lattice columns which intersect the sequence from above (see
Fig. 1). Thus, in the deep bulk of the system at depth L, the weight at the
base of a chain of length d is approximately W '""' Ld. We have previously
STRESS CORRELATIONS AND WEIGHT DISTRIBUTIONS 139
Figure 1. Two examples of the stress paths in our model, corresponding to two values
(v cev
of the vertical correlation length, ~ 2 in the left picture, andev ~ 20 on the
right). These pictures are obtained enlightening the grains which carry a weight above a
certain threshold.
evaluated the probability distribution P(d) for the chains lengths, thus, ex-
ploiting the relation between W and d, we know the distribution P( v) of
normalized weights, v = W / L, felt by grains at a given depth L , which is
a quantity of theoretical as well as experimental and practical importance:
P(v) ,. . ., exp( -vi¢). Here the exponential cut off ¢ = 1/ log[1 / (1 - 6)] is
related to the parameter, cl, of t he chain lengths distribution which is ex-
perimentally measured via the evaluation of the average chain length ~v
(¢,....., ~v , if ~v -too). Note that the above result states that we can predict
the magnitude of the weight fluctuations in the sample by simply measuring
~v. In what follows, exploiting numerical results, we discuss in more detail
the consequences of the picture given above.
To study the effects of spatial correlations introduced by the slip con-
dition of eq. (2), we numerically evaluated the space correlation function
of forces, Cv(r), along a main axis of our square lattice (see [11]) . We
define: Cv(r) = (w(i,j)w(i-r,.j-r))-wm(O)wm(r) where (i J.) are the generic
(w(z,J)2)-wm (0)2 ' '
coordinates of a grain at the bottom of the system and Wm ( r) is the aver-
age weight at a distance r from the bottom. We find that Cv(r) decreases
approximately as Cv(r) = Kvexp(-r/~v). The characteristic length ~v
(depicted in the inset of Fig. 2) measures the extension of the force inho-
mogeneities along the vertical direction, and can be approximately inter-
preted as the average vertical distance between crossing points along "stress
paths" in photoelastic experiments (see Fig. 1) . Photoelastic experiments,
moreover, show apparent "vertical" correlations in stress paths, but recent
experiments found a very weak horizontal correlation [4]. Interestingly, the
horizontal correlation function of our model, C H ( r), is very small in ampli-
tude and negative (see Ref. [11]), but the length ~H, corresponding to the
140 MARIO NICODEMI
102 •·... - - - - - .
5 ·~.:·~
2 b-0...
.J;, 1051
2
10° L......---,----....l.l·
5 10-l 2
8
10-7 L---~~~...----~"'o---4---,t-'-------f.;. ;--J 2
2 5 10- 2 5 10 2 5 10 2 5 10
v
Figure 2. The distribution P( v) of forces v = w / L normalized by the mean force L at the
bottom of our system, depicted for three values of the fraction of grains not undergoing
the "slip condition" of eq. (2), o = 0.1, 0.6, 1.0 (resp. squares, diamonds, circles). The
superimposed fits are from eq. (4). Inset: the characteristic length ev of the vertical force
correlation as a function of o. It diverges when o -t 0 approximately as ev,...., o-1.o. In
such a limit force correlations extend over the whole system and forces are power law
distributed (as shown by P. Claudin and J.-P. Bouchaud).
typical horizontal spacing of chains (see Fig. 1), grows with ~v as ~H ,...., ~iJ2.
Let's consider now how the presence of spatial correlations affects P( v)
(see Fig. 2). In Refs. [1, 10] it is proposed that P(v) behaves as
P(v) =Ava exp( -v/¢). (4)

Such a behaviour is approximately recovered in the present model where,
however, we find discrepancies at very low values offorces (not shown here).
In agreement with the above theoretical considerations and with results ob-
tained in very different contexts (see Refs. [1, 2, 10, 13, 17, 18]) the asymp-
totic exponential behaviour of P(v) is recovered for all values of > 0. o
However, a and ¢ strongly depend on the degree of correlation present in
forces transmission (see Fig. 3). The dependence of P( v) on spatial corre-
lations has been recently experimentally outlined in Refs. [2, 3]. Figure 3
shows that in the region of not too large values of ~v, small changes in ~v
may induce appreciable variations of a. Such variations seems to be found
also in the experimental observations of Ref. [2, 3]. We find ¢(~v) ,...., ~v,
thus if ~v --+ oo just the power law survives in eq. (4) [12].
Summarizing, we have analysed the important relations between two
measurable quantities in granular assemblies as spatial correlations of forces
and forces distribution, P(v). This study has been done in the context of
simple microscopic model, presented in Ref. [11], which allowed to describe
the effects of microscopic mechanisms enhancing correlations on macro-
STRESS CORRELATIONS AND WEIGHT DISTRIBUTIONS 141
1.0 rEI'\''l-~--~----~
2
0.8 .
0.6 q
0.4
0.2 5
(j 0.0 f----i""'l-·. .- - - - - - - - - 1 --e-
-0.2 0
-0.4 b.
-0.6
-0.8
°-o····oo
0
-!.~ 0'-;0;----z--5-1~0..,..1 -2--~5-1_,0 2
~v
Fig·ure 3. The parameters of Eq. (4), a and¢, as a function of the correlation length
~v. Right: the exponent ct passes from the value predicted by mean field theory, a = 1,
at small ~v (i.e., o = 1) to a~ ~1.1 when ~v --+ oo (i.e., at o = 0). The sensitivity
of a to changes of ~v remembers the observations from experiments by Miller et a!. [3].
Left: the parameter cj; diverges as a power law with ~v ( approx. cj; ~ ~v), showing that
if ~v --+ oo the exponential asymptotic decay of force distribution P( v) is lost, and huge
stress fluctuations are possible.
scopic mechanical quantities in granular packs. Our results are in good

agreement with known experimental facts, but further experimental and
theoretical investigation is required.
References
1. Liu C.-h., Nagel S.R., Schecter D.A., Coppersmith S.N., Majumdar S., ~arayan 0.,
Witten T.A., Science 269, 513 (1995).
2. Miller B., O'Hern C. and Behringer R.P., Phys. Rev. Lett. 77, 3110 (1996).
3. Veje C. and Behringer R.P., preprint (1997); and in these proceedings.
4. Mueth D., Jaeger H.M., Nagel S.R., preprint (1997).
5. Dantu P., in Prac. of the 4th Int. Conference on Soil Mechanics and Foundations
Engineering (Butterworths Scientific Publications, London, 1957). Drescher A. and
De Josselin DeJong G., J. Mech. Phys. Solids 20, 337 (1972). Travers T., Bideau D.,
Gervais A., and Messager J.C., J. Phys. A 19, L1033 (1986).
6. Jaeger H.M. and Nagel S.R., Science 255, 1523 (1992); Jaeger H.M., Nagel S.R. and
Behringer R.P., Rev. Mod. Phys. 68, 1259 (1996). Bideau D. and Hansen A., eds.
Disorder and Granular Media, (North-Holland, Amsterdam, 1993). Mehta A., ed.,
Granular Matter: an interdisciplinary approach, (Springer-Verlag, New York, 1994).
7. Liu C.-h. and Nagel S.R., Phys. Rev. Lett. 68, 2301 (1992).
8. Smid. J. and Novosad J., in Proc. of 1981 Powtech. Conj., Ind. Chern. Eng. Symp.
63, D3V 1 (1981).
9. Savage S.B. , Adv. Appl. Mech. 24, 289 (1984). Campbell C.S , Ann. Rev. Fluid
Mech. 22, 57 (1990).
10. Coppersmith S.N., Liu C.-h., Majumdar S., Narayan 0., Witten T.A., Phys. Rev.
E 53, 4676 (1996).
11. Nicodemi M., to appear in Phys. Rev. Lett. (1997).
12. Claudin P. and Bouchaud J.-P., Phys. Rev. Lett. 78, 231 (1997).
13. Nicodemi M., Coniglio A., Herrmann H.J., J. Phys. A 30, L379 (1997); Physica A
142 MARIO NICODEMI
240, 405 (1997).

14. Edwards S.F. and Oakeshott R.B., Physica D 38, 88 (1989). Edwards S.F. and
Mounfield C.C., Physica A 226, 1 (1996); ibid. 226, 12 (1996); ibid. 226, 25 (1996).
15. Mehta A., Physica A 186, 121 (1992).
16. Bouchaud J.-P., Cates M.E. and Claudin P., J. Physique 15, 639 (1995). Wittmer
J.P., Claudin P., Cates M.E., Bouchaud J.-P., Nature 382, 336 (1996).
17. Radjai F., Jean M., Moreau J.-J. and Roux S., Phys. Rev. Lett. 77, 274 (1996).
18. Bagi K., in Powders and Grains 93, edited by C. Thorton (Balkema, Rotterdam,
1993).
EXACT DETERMINATION OF FORCE NETWORKS IN A
STATIC ASSEMBLY OF DISCS
GADI ORON AND HANS HERRMANN

PMMH/ESPCI
10 rue Vauquelin
75231 Paris cedex 05
email: oron@pmmh. espci.fr
Abstract. We present calculations of forces in a static two dimensional

sandpile model. The model is very simple supposing spherical, identical,
rigid particles on a regular triangular lattice, without friction and with
unilateral spring-like contacts. We use a symbolic calculation software to get
exact results for several different orientations of the lattice and for different
types of supporting surfaces. Special attention is given to the stress tensor
and pressure on the bottom of the pile due to their importance in recent
works.
1. Introduction
Many numerical simulation techniques are used in the studies of granu-

lates and the extensive use of these techniques gives us many clues that
would have been difficult to obtain by other means. But these advantages
of numerical simulations are accompanied by many difficult issues. The
non linear interaction between two grains makes slow the convergence of
the usual algorithms; event driven simulations are unpractical in static situ-
ations and forces are hard to define in cases when the grains are considered
rigid. Granular systems are also very sensitive to small perturbations as a
result of which cumulative roundoff errors may give rise to changes of huge
amplitude, making the results unreliable.
The use of numerical techniques is generally imposed by the large num-
ber of constituents of the system and not by the complexity of the equations
for each grain. In such a case one can use the services of a computer in a
different way; using it with a symbolic calculation software as an analytical
143
H.J. Herrmann eta/. (eds.), Physics of Dry Granular Media, 143-148.
144 GADI ORON AND HANS HERRMANN
calculator capable of solving huge equation systems as if it were done by a

human, but in a much shorter time.
Since the calculation is done without any floating point approximation
and with no roundoff errors of any kind, the results obtained are completely
reliable. On the other hand, since the implementation is much more complex
than usual numerical techniques and since this kind of software is generally
unavailable on platforms like Cray, the sizes that can be calculated within
reasonable computer resources are much smaller.
2. What model?
We must use a model with some supplementary assumptions that will sim-
plify the equations to a point where the resolution is reduced to solving
a (big) linear equation system. To acheive that we place ourselves in the
following situation:
1. Discs are identical in all properties; they have the same weight w and
radius r. This is not a limitation of the algorithm but a choice made
to ease the interpretation.
2. Contacts between discs are elastic and unilateral i.e. when neighbor-
ing discs overlap they are repulsed with a force proportional to their
overlap. On the other hand when the discs do not overlap no forces are
exchanged (dry granular media).
3. The discs are supposed to be stiff; the softness r < < r jw so that
the overlapping of discs is always infinitesimal. In the following we are
going to take always the limit T --+ 0. However finite but small softness
may also be considered in which case the results would be first order
approximations.
Under these conditions the equation system is almost linearized, the
only non linear terms are the Heavisides' 8 functions that reflect the uni-
laterality of the contacts and cannot be linearized near zero.
Dealing with this non linearity is the hardest part of the resolution since
no straight forward resolution method for this type of system exists 1 . We
have elaborated a trial and error algorithm that looks iteratively for a so-
lution in which the contact network compatible with all of the e functions.
The flow chart of this algorithm is presented in figure 1. This algorithm pro-
vides us the contact network and the forces that are solution of the complete
equation system which allow us to calculate some interesting quantities like
the pressure profile under the pile (looking for the famous dip) or the stress
tensor.
1 0f course other than simply try all the possible combinations of active/inactive
contacts.
FORCE NETWORKS IN STATIC ASSEMBLY OF DISCS 145
Write the equation system

~-----~ considering only active
contacts
Apply Hook's law.

All equations are written
in terms of disc center
Update contact
network
Different
contact
network
Figure 1. The flow chart of the iterative trial and error algorithm.
(a) "Tilted" lattice (b) "Tilted" lattice (c) "U ntilted" lattice
pile on a bumpy floor. pile on a smooth sur- pile with 30° base an-
face. gle.
Figure 2. Some of the different configuration studied. The gray discs are discs which
centers are fixed to the lattice position (corner stones).
10
0::::c4 y~i2 1;:
(a) The resulting stress tensor. 11 layers pile. (b) Force profile on the
base for a 14 layers pile.
(c) The force network of a 14 layers pile; plain lines width is proportional to the
forces, dashed lines represent inactive contacts.
Figure 3. An example of results obtained in case (a). In sub-figure (b) the dashed line
is the normal force and the plain line is the shear force
3. Results
A summary of results obtained in the 3 different configurations shown in

figure 2 is found in figures 3,4 and 5. Even though the piles are very similar
the results are very different. Small changes like the orientation of the
lattice or change of the supporting surface have high impact on all physical
characteristics of the pile. While the pressure profile on the base shows a
weak dip at the pile's axis in case (c), the other two cases show a hump.
In the case (c) we were able to compare with results obtained by [1] using
molecular dynamics techniques, and we find a very good agreement. The
versatility of the algorithm has also permitted us to calculate the effect of
FORCE NETWORKS IN STATIC ASSEMBLY OF DISCS 147
1' '
1' t '
t/ I t\ t ' '
/ /
ftf
I
t tt--.....
~\~t+ + +t~f~
(a) The resulting stress tensor. (b) Pressure profile
on the base.
- active contact
---- inactive contact
--- osculatory discs
(c) The force network; plain lines width is proportional to the forces.
Figure 4. An example of results obtained in the (b) case with a pile of 10 layers.
applying external forces to the pile. We confirm, in case (c) the numerical
simulations by [1] that shows an accentuation of the dip when applying a
force on the corner stones. A discussion of these results can be found in [2].
4.5
f ~
3.5
f f + \ F/w
~ I I f +t i \ \ ' 3
~;('~++tft+t+t+tt+it~\~~
2.5
2
2 4 6 8 10 12 14
Position
(a) The resulting stress tensor. (b) Pressure profile on

the base.
(c) The force network; plain lines width is proportional to the forces, dashed lines
represent inactive contacts.
Figure 5. An example of results obtained in the case (b) with a pile of 10 layers.
References
1. S. Luding. Stress distribution in static two dimensional granular model media in the
absence of friction. Phys. Rev. E, 55(4):4720-4729, 1997.
2. G. Oron and H.J. Herrmann. Exact calculation of force networks in granular piles.
submitted to PRE.
3. S. B. Savage. Problems in the statics and dynamics of granular materials. In R. P.
Behringer and J. T. Jenkins, editors, Powders & Grains 91, pages 185-194. Balkema,
Rotterdam, 1997.
EXPERIMENTAL STUDY OF THE FORCE DISTRIBUTIONS
INSIDE 2D GRANULAR SYSTEMS
0. TSOUNGUI, D. VALLET AND J.-C. CHARMET

Laboratoire de Physique et Mecanique des Milieux Heterogenes,
Ecole Superieure de Physique et Chimie Industrielles de Paris,
France
Abstract. We have experimentally studied the distribution of contact

forces within 2D granular packings with binary size distribution, composed
of water-softener salt disks of uniform thickness, under an redometric com-
pression. We propose a simple experimental method based on the measure-
ment of contact area to determine the forces that act at the point of contact
between disks loaded in their plane. We confirm experimentally the results
of numerical simulations on contact force distributions within 2D packings
under an redometric compression.
1. Introduction
In the mechanics of soils and rocks the analyzed media are frequently con-
sidered as discontinuous, or granular. It is then possible to use physical
models made of spheres, or of disks loaded in their plane, to better under-
stand the distribution of forces between grains. Using photo-elastic visu-
alizations, these models provided a striking evidence of the heterogeneous
distribution of inter-particle forces in a granular system on a scale definitely
larger than the typical particle size [1]. These heterogeneities are generally
responsible for many unusual properties of granular media[2]. This is the
basic reason why the question of the force distributions inside packings is
still such an active subject of research.
Because of the analytical intractability, computer simulations are a
widely accepted method for theoretical study in mechanics. On the level of
the statistical distributions of contact forces, these simulations show that
normal and tangential forces lower than their respective mean values have a
power-law distribution, whereas the data for forces larger than their mean
149
H.J. Herrmann et al. ( eds.),Physics ofDry Granular Media, 149-154.
150 0. TSOUNGUI ET AL.
values are well fitted by an exponential decay[3, 4]. From an experimen-

tal point of view, numerous methods have been proposed to study these
inhomogeneities. Some are based on photo-elastic analysis of stress distri-
butions[5, 6] inside packings, and others on measurements of contact forces
between the particles and the cell walls[7, 8, 9].
In this paper, we propose a direct measurement of contact area traces
left on particles in contact. As a matter of fact when two particles are
submitted at a contact to a force F, the contact area oA can be measured
by using a tracer as detailed below. Only the determination of normal forces
as a function of contact area is possible using this method. In our work, we
analyze 2D granular packings with a binary size distribution and we have
chosen water-softener salt disks of uniform thickness e as particles. With
this material, an irreversible and easily measurable area trace is left on the
particles after a contact.
2. Experiments
We have constructed a uniaxial cell in which we can study 2D granular

packings. In this cell the packing is bounded by four rigid walls in only
2D. Before filling the cell, we numbered each disk and we also marked their
centers. These marks are used in computer image analysis to provide the
contact orientations between disks as shown in Fig. 1. Disks are then placed
in the cell where only a vertical displacement of the top wall is imposed
creating an external force Fext applied on the system. In our tests, the
ratio Fextfnwall, with nwall the mean number of disks along a wall, is much
larger than the gravitational force on an individual disk. Note that nwall ~
10 in our experiments. The packing is compressed until Fext ~ 5500 N.
Pictures are taken to locate easily the disk coordinates and the contacts.
In order to extract the contact area traces between disks, we spray a thin
red powder (crushed chalk) on each corner of the packing. The disks being
initially white, the contact zones remain white whereas the other parts
of packing take the powder red color. The packing is then disassembled
and the contact areas on each disk are recognized by white traces with
rectangular shapes. We measure these traces under an enlargement x 20
with an episcopic lighting device. For each couple of two disks in contact,
we check that their two contact areas are approximately equal.
To calibrate the relation between the contact force F and the con-
tact area oA, we have constructed a simple experimental device as shown
schematically in Fig. 2(a). We position diametrically one disk between two
half disks under an uniaxial force F. In order to measure the contact area
trace, we use a more easier technic. We place a thin sheet of carbon paper
between disks. The small thickness of this sheet has a negligible effect on
EXPERIMENTAL STUDY OF THE FORCE DISTRIBUTIONS 151
Figure 1. The left image is the network of contact branches in sample A. The right
image shows the restoration of the network of normal forces in sample B after a computer
image analysis. Forces are encoded as the widths of inter-center segments.
the measured data. For a range of forces F applied on the disk, we de-
termine the contact area oA which is easily measurable after enlargement
x20 under an episcopic lighting device (see Fig. 2(b)). Fig. 2(c) shows the
variation ofF as a function of ol (ol = oAje) which is the average width
of the two contact areas oAdown and oAup on the disk. The results of three
compression tests of disks under similar conditions of geometric contacts
are shown. The dispersion observed is a consequence of the fluctuating radii
defects. However, the measured values for each test show a linear relation
between the contact force F and ol. The mean evolution over these three
tests can be written, F =
(K)ol where the parameter (K) (mean prefac-
tor) is the average of the slopes of three tests. In fact, (K) depends on the
geometry of the two solids in contact . In the bidisperse packings, a large
(or small) disk can come in contact with a small disk, a large disk or a
rigid wall. We have determined (K) for each kind of contact as reported in
TABLE 1.
Otherwise, the linear relation between F and ol is a direct consequence
of the elasto-plastic behavior of the material under compression. As a
TABLE 1. The values of (K) according the kinds of contact.
Kinds of contact II large-wall large-large large-small I small-wall small-small
(K) (Nfmm) II 452 428 408 383 342

2000
..,.•
~
u.
§
1500
/
,.~~
.
, .• rf"''
, .........~7
llt.in .8 1000
carbon
il /
.
§
p:~:per
, ""'"
1
500 /
/
/
/
/ (c)
/
/
0
0 2
contact width ~I (mm)
(a) (b)
Figure 2. (a) Experiment device used to study contact force - area relationships. (b)
Episcopic lighting device scheme to enlarge contact area. (c) Variations ofF as a function
of 8l obtained to three tests in a same kind of contact.
matter of fact when we compress diametrically a water-softener salt disk,

a punching occurs near the contact zone; this leads to the irreversibility of
the contact area and F ex c5l according to the theoretical law [10]. In the
view of the elasto-plastic character of the material, our experimental device
does not allow the observation of the elastic Hertzian behavior (F ex Jl 2 in
the bi-dimensional case) which is only perceptible for small strains.
3 . Results and discussion

Experimental results will be presented here for two samples of 100 disks
of uniform thickness e = 13mm, referred to as samples A and B. In these
samples, the size ratio k of the largest and smallest disks is approximately
1.67 and the fluctuation of the disks'radius is less than 5% of their average
value ((¢small) = 15mm and (¢larg e ) = 25mm) . The volume fraction of
small disks is 50% and 65% in samples A and B respectively. The average
coordination number nc ~ 3.85 in the two samples.
From the particle coordinates and the magnitudes of contact forces be-
tween the disks, our analysis begins by restoring the network of normal
forces inside samples as shown in Fig. 1 for the sample B . One can observe
that the contact forces appear to be very heterogeneous, forming "chain-
s" along which the magnitudes are particularly intense. These chains are
generally oriented in the macroscopic force direction. This can be checked
using the distribution P(O) of contact force orientations in a polar diagram
as shown in Fig. 3 for the sample A. In a simpler micro-structural analysis,
this distribution is represented by a truncated Fourier series of the form,
1
P(O) = 27r (1- acos2(0- Oa) + bcos4(0- Ob) + · · ·) (1)
EXPERIMENTAL STUDY OF THE FORCE DISTRIBUTIONS 153
, ·· Measured distrlhution
l - 2"d order Fourier series
· · - 4th order Fourier series
c,
Figure 3. Polar diagram of distribution of normal contact forces in sample A.
where P(O) = P(O- 1r), and the terms a and b are called coefficients of
anisotropy and define frequencies of contact forces in directions of anisotropy
Ba and (}b with the vertical macroscopic force direction. The numerical de-
termination of these anisotropic parameters - e.g. for sample A, we find
a~ 0.11, b ~ 0.12, Ba ~ 4.5°, and (}b ~ 9.3° -emphasizes the anisotropy of
the force network. Its orientation is near to the direction of the macroscopic
force applied. We note a similar effect in the sample B.
We now consider the probability distribution P(F) of normal forces F
independently of contact orientations. Fig. 4 shows the distribution P(F)
for the samples A and B in a semi-log plot. The distributions of the largest
normal forces are obviously well fitted by an exponential decay,
P(F) <X e-aF for F > Fo (2)

where a ~ 0.0025 and Fo ~ 700 N in sample A, and a ~ 0.0023 and
Fo ~ 750 N in sample B. This exponential decay is similar to that observed
in several numerical simulations[3, 4] and experimental tests [5, 6, 7, 8, 9].
In fact, the parameter a in Eq. 2 is a function of the mean normal contact
force (F) in each sample and can be expressed as a = (3 /(F). In our tests,
we were unable to measure precisely forces less than Fcrit = 600 N because
of the small size of the contact areas- this represents approximately 19%
and 16% of contacts in samples A and B, respectively -. This failure is
the consequence of the cutoff at low force in the distributions. From the
proportion of contacts whose magnitude is less than Fcrit, we can estimate
the order of magnitude of (F) and (3: we estimate that (3 lies in the range
[1.6, 1.9] for (F) = 710 ± 60 N in the sample A and (F) = 745 ± 45 N
in the sample B. This order of magnitude of (3 is similar to the values
-0.5 ,---.~-~~~--~---.., -0.5 ,---.~-~~---~--,
-O.R -0.8
•• ........ • Sample A c~... c Sample B
-1.0
-1.2
\
.......
-1.0
-1.2 " "' ~"l.
"~
~ -1.5 Ill,',, ~ -1.5
"',
oi -1.8 oi -1.8
•'<" " ""l.
.,
3 -2.11 3 -2.0 'q
-2.2
\~-.. -2.2
a ',
"'g
-2.5 -2.5 '~,~[]
F(N)
"""
- 2.8 o~--=s=oo__.__,t=oo"""o-c,:-:::50::-o-2=oo=o--'---:":2s::::oo~3ooo - 2.8 oL__._--=s=oo__.__,too=o:---:t:-:::5o::-o-2=ooo::::---=-=2s'="=oo--:-:'Jooo
F(N)
Figure 4. Semilogarithmic plots of the probability distributions of normal contact forces

F for the samples A and B.
reported in others works: Mueth found recently (3 = 1.5 in experimental

tests[9] examining the contact forces between the particles and the cell
walls; Radjai finds (3 = 1.4 using the Contact Dynamics method[3], and we
find (3 = 1.43 using the Molecular Dynamics method[4].
Under redometric compression, the above results show that the direct
measurement of contact areas can be a powerful tool in the analysis of
granular assemblies. In the future, the interest of this method would be
to improve the measurements of weak contact areas in order to determine
more correctly the parameter (3 of the exponential decay.
We acknowledge helpful discussions with S. Roux and the experimental

assistance of Sebastien Pierrat. This work is partly supported by Groupe-
ment de Recherche Physique des Milieux Heterogimes Complexes of the
CNRS.
References
1. P. Dantu, Proceeding of the 4th International Conference on Soil Mechanical and
Foundations Engineering, 1, 133 (1957).
2. D. Bideau and A. Hansen, eds. Disorder and Granular Media, (North-Holland, Am-
sterdam) (1993).
3. F. Radjai, M. Jean, J.J. Moreau, and S. Roux, Phys. Rev. Lett., 77, 274 (1996).
4. 0. Tsoungui, D. Vallet and J.C. Charmet, preprint.
5. G. W. Baxter, in "Powders and Grains 97" edited by R. P. Behringer and J. T.
Jenkins eds., p. 345, (Balkema, Rotterdam, 1997).
6. B. Miller, C. O'Hern and R. P. Behringer, Phys. Rev. Lett., 77, 3110 (1996).
7. C.H. Liu, S. R. Nagel, D. A. Schecter, S. N. Coppersmith, S. Majumdar, 0. Narayan,
and T. A. Witten, Science 269, 513 (1995).
8. H. M. Jaeger, S. R. Nagel and R. P. Behringer, Physics Today, 49, 32 (1996).
9. D. M. Mueth, H. M. Jaeger, and S. R. Nagel, Phys. Rev. E, preprint (1997).
10. J. Salencon eds., "Calcul a Ja rupture et analyse limite", (Presses de !'ecole nationale
des ponts et chaussees, France, Paris, 1983).
STATISTICAL ANALYSIS OF SILO WALL PRESSURES
OVE DITLEVSEN AND K. NIKOLAJ BERNTSEN

Technical University of Denmark,
DK-2800 Lyngby, Denmark
Abstract. Previously published silo wall pressure measurements during

plug flow of barley in a large concrete silo are re-analysed under the hy-
pothesis that the wall pressures are gamma-distributed. The fits of the
gamma distribution type to the local pressure data from each measuring
cell are satisfactory. However, the estimated parameters of the gamma dis-
tributions turn out to be significantly inhomogeneous over the silo wall
surface. This inhomogeneity is attributed to the geometrical imperfections
of the silo wall. Motivated by the engineering importance of the problem a
mathematical model for constructing a stochastic gamma-type continuous
pressure field is given. The model obeys the necessary equilibrium condi-
tions of the wall pressure field and reflects the spatial correlation properties
as estimated from simultaneously measured pressures at different locations
along a horizontal perimeter.
1. Introduction
Measured silo pressures show large random variations in space and time. To
make a rational safety evaluation of the silo wall structure with respect to
cracking or collapse it is necessary to formulate a sufficiently representative
description of these random pressure variations. The stochastic silo load
modelling problem has been studied from this point of view in Refs. [1, 2].
The specific data considered herein are the same as in [2] but they are
here analysed on the basis of a quite different and probably more realis-
tic stochastic model. The data are from tests with barley in the Swedish
Karpalund silo, a 45 m high circular-cylindrical concrete silo with an in-
ternal diameter of 7 m. The silo is equipped with 41 circular pressure cells
of 0.15 m diameter. As in [2], focus is on the measurement results from
155
H.J. Herrmann etal. (eds.), Physics of Dry Granular Media, 155-162.
156 OVE DITLEVSEN AND K. NIKOLAJ BERNTSEN
~ 19 18 17
Figure 1. Time series for 12 pressure cells during one ping flow experiment.
12 cells at level 17.5 m above the bottom. Among the 12 cells, eight are
spaced 45° apart while at each side of two of these eight cells and as close
as in a distance of 0.25 m to each side, the remaining four pressure cells
are placed. These triplets are spaced 90° apart. Without need for detailed
analysis the measurements from the central cell of one of the triplets have
been excluded due to a gross local defect of the silo wall at the location of
the cell. The data from that cell are significantly outside the range of the
rest of the data. After a more detailed analysis reported in the following it
turns out that also the measurements from the two outer cells should most
likely be excluded.
The silo and the pressure cells are described in Refs. [3-5], which, as
well as [6], also contain different types of analyses of the data. Six similar
experiments were carried out using inclined inlet and eccentric outlet. From
each test of total discharge time of 16 hours the observations obtained after
2, 3, 4, and 5 hours from the start of discharge are used. By not considering
the measurements from the first 2 hours of discharge, it is ensured that an
outlet zone has developed and that a quasi-static plug flow is present at the
level considered. Due to the actual path of the inlet stream the effect of the
inclined inlet is quite small. Therefore, it is reasonable to assume that the
observations can be treated as values of a homogeneous random field. A time
interval of one hour between the considered time points is judged to allow
the assumption of mutual independence between the sets of observations
corresponding to the chosen time points. Thus the data for analysis consist
SILO PRESSURE ANALYSIS 157
k A
40 l
30 0.75
20
10
.. • •
0.5
0.25
. . . ,.
e e
7f 27f 7r 27f
mean std. dcv.
50
l~-_:~-;~
40 15 • •
10 • • I •
30 5 • ..
e e
7f 27f 7r 27f
Figure 2. Estimates of the parameters k, A [kPa- 1 ], the mean k/A, and the standard
deviation Vk/ A as functionsof the cell location (),
of m = 24 sets of observations of the pressures at n = 11 positions along

the perimeter. Fig. 1 shows the pressure observations during time for one
of the six experiments at the 12 positions. The discharge starts at 7.12 h.
The wall defect between pressure cells 17 and 18 is indicated. Based on
the classical .T anssen expression taken as an approximation to the mean
variation of the wall silo pressure with depth from the medium surface, the
measured pressures are multiplied by factors in the range from 1.09 to 1.21
in order to correspond to measurements at infinite depth below the medium
surface [1, 2]. The data sets are given in Ref. [2].
2. Statistical analysis
Let the measured data be denoted Xij, i = 1, ... , 24, j = 1, ... , 11 and
assume that the data sample for each fixed j is a sample from a gamma dis-
tribution with density function fj(x) = [>.J 1 lr(kj)]xk]- 1 cxp(->.jx). Then
each pair of parameters (kj, Aj) can be estimated by maximising the corre-
sponding likelihood function L(kj, Aj) = f1T! 1 fj(xi)·
The maximum likelihood estimates are plotted as functions of the an-
gular measuring position () in Fig. 2 which also shows the mean values and
standard deviations estimated as kj I Aj and Jkj I Aj, respectively. Fig. 3
shows the corresponding 11 gamma distribution functions together with
the sample distribution functions. For comparison each of these plots also
displays the gamma distribution function estimated from the total pooled
sample of 11 x 24 observations, to which the bottom right plot corresponds.
It is seen that the 11 fits to the gamma distributions are all reasonably good
and that the fit of the total sample is excellent.
However, it seems obvious that the measured pressure field is not homo-
'j_L-- 'JJ-=,
lT
50 lOOP 50 100
50 lOOP
'17 'If=
'IL
50 lOOP 50 lOOP
'If~ 50 lOOP so wrf'

Figure 3. Empirical distribution functions and corresponding gamma distribution func-
tions for the measured pressures from 11 cells at level 17.5 m above the silo bottom. The
bottom right diagram corresponds to the pooled sample of 11 x 24 cell pressure values.
The abscissa axis unit is kPa = 1000 N/m 2
80 100 l 100 p
Figure 4. Density estimates of measured data (left), and of simulated data (right).
geneous along the perimeter. This is convincingly tested by comparing the

set of 11 estimated density functions in Fig. 4 (left) and the correspond-
ing set of 11 simulated density functions (right). These simulated density
functions are all estimated from independent samples of size 24 generated
from the estimated gamma distribution of the total measured sample of
size 11 x 24. It is directly seen that the variation caused by the statisti-
cal uncertainty is significantly less than the variation among the measured
samples.
The wall defect between cell 17 (B = 175.9°) and 18 (B = 180°) seems
not just to have had an influence on the measurements of cell 18 pushing
these significantly out of the range of the rest of the data. The estimates of
k and A for the measurements from cell 17 and cell 19 (B = 184.1 °) seem
also to be outlying. Moreover these estimates are not close to each other
as it should be expected from the narrow spacing of the two pressure cells.
In fact, the three clustering estimates corresponding to the pressure cells
at the angles e = 265.9° (cell 21), e = 270° (cell 22), e = 274.1° (cell 23)
Figure 5. Empirical dis-

tribution function for total
sample of 7 x 24 measured
pressures together with the
corresponding estimated
·2 gamma distribution func-
tion plotted with normal
probability scale on the ordi-
-4
nate axis. The abscissa axis
unit is kPa = 1000 N/m 2 .
indicate high correlation between the measurements from closely spaced

cells. Excluding the measurements from cells 17 and 1g and, to avoid over-
representation of a single data point in the pooled sample, also the measure-
ments from the cells 21 and 23, we get a pooled sample of 7 x 24 pressures
corresponding to the cells at the positions 0°,45°, goo, 135°, 225°, 270°, 315°.
Then the density function for for the pooled values becomes approximated
as f(x) ex xk-le->-x, x > 0, where k = 6.33 and .X= 0.176 kPa- 1 . Fig. 5
shows this gamma distribution function together with the empirical distri-
bution function with an ordinate scale that makes the normal distribution
function into a straight line.
The sample correlation coefficients based on the measured pressures at
the seven cells at positions oo, 45°, goo, 135°, 225°, 270°, 315° indicate that
there is no significant correlation between pressures at positions separated
by oo, 45°, goo, 135° while a small positive correlation coefficient of about
0.13 is estimated for a separation of 180°. The correlation coefficients be-
tween the measured pressures at e = 265.go, 270°,274.1° are directly esti-
mated to be about 0.70 for the separation 4.1° (average of 0.63 and 0.78),
and 0.25 for the separation 8.2°. This narrow correlation variation is well
fitted by the Gaussian function ...;2irtp(O /'y), r = 0.086, with e in radians
(4.1° ;::::j 0.072).
The revealed substantial inhomogeneity of the gamma distribution pa-
rameters along the perimeter should most likely be attributed to invariant
imperfections of the silo wall relative to the perfect circular cylindrical silo
geometry with invariant friction properties over the wall surface. Noting
that the measurements from each cell are from 6 independent plug flows, it
is difficult to anticipate how inhomogeneity of the distribution parameters
can occur in a geometrically perfect silo. If, however, the wall surface has a
random two-dimensional wave character, the boundary layer over the tops
may be thin and create larger pressures than over the troughs where the
boundary layer may be thicker. Also the boundary friction and the slip
velocity may vary systematically over such geometric imperfections.

From an engineering point of view it is important to recognise the in-
homogeneity problem. Since the imperfections of a silo wall before built
are unknown, it is useful to formulate a so-called hierarchical stochastic
model. Such a model splits the random variability into random variability
among silos and random variability within silos. First a silo is imagined to
be drawn from a population of silos. Hereby the inhomogeneity structure
becomes fixed for all repeated fillings and discharges of the silo. Such a hi-
erarchical stochastic model is easily seen to give a larger reliability estimate
than a model where all the silo discharges are stochastically independent.
Thus neglection of the inhomogeneity and using the distributional informa-
tion from the pooled sample will be to the conservative side when consid-
ering that silo wall cracking or collapse can occur at any of several fillings
and discharges of the silo. For simplicity we will therefore first concentrate
on the construction of a homogeneous gamma-like stochastic pressure field
that contains a plausible model of the spatial correlation.
3. Construction of a gamma-like stochastic pressure field
Assume that the shear stresses between the medium and the silo wall act
vertically during the plug flow. A unit compression force imposed to act
through the thin boundary layer between the wall and the solid medium
plug at the point (z, e) can be assumed to be equilibrated by a less concen-
trated reactive normal stress field acting on the opposite wall (az = height
position with a= internal silo radius, e = angular position). Even though
this reactive pressure distribution is unknown, it may be sufficient for engi-
neering purposes to represent its value at the position (y, v) by the plausible
one-parameter family of rotationally symmetric functions [exp (01 2I 2) I 01 2]
cp[(y- z)l01] cp[(v - e- 1r)l01] where cp(x) is the standard normal den-
sity function exp( -x 2 12) I ...;27i. Each function in this family can easily be
shown to equilibrate the imposed unit force asymptotically for small values
of the parameter 01. Define X(z, e) = (2h 2 ) f~oo cp[((- z)I(TIJ2)]cp[(w-
e) I (I I J2)] G ((, w) d( dw where G (z, e) is a homogeneous delta-correlated
and gamma-distributed random field of finite mean E[G(z, e)] = J1, and
intensity I, and where 1' is a suitably small constant. The filtered gamma
field X(z, e) has mean J1, and covariance function (I h 2)cp[(z2-zl)h]cp[(e2-
el)h]. This field X(z,e) can be used as the stochasticity source to model
the random pressure field p(z, e) by superposition:
joo e
---;--- dy joo
a 2 /2
e
p(z, e) = X(z, e)+~ -oo cp (y-z) -oo X(y, v)cp (v- 01 -1r) dv
(1)
The mean is E[p(z, 0)] = J.L[1 + exp(a2/2)]. As an integrand factor the

covariance function for X(z, 0) can be replaced by the Dirac delta function
H(z2 - zl)o(0 2 - 01) if 'Y <<a. Then
Cov[p(z1, 01),p(z2, 02)] =I { ~<p[(z2- z1)h] cp[(02- 01)/'Y]

'Y
+ a22 exp (a2

2
) cp[(z2- z1)/a] cp[(02- 01- 1r)ja]
+ 2 ~ 2 exp(a2)cp[(z2- z1)/av'2] cp[(02- 01)/av'2]} (2)
For 'Y = 0.082 (close to the "(-value 0.086 reported in the previous section)
the correlation coefficient 0.13 (as estimated from the data for the angular
separation 02 - 01 = 1r) is obtained for a ~ 0.32 ~ 18.3°. The correlation
coefficients obtained from (2) for 02 -01 = 4.1° and 8.2° then become 0.70
and 0.23, respectively.
Based on the mechanical properties of the pressure cell, the averag-
ing weight function for the cell can with sufficient accuracy be taken as a
Gaussian bell with standard deviation= (cell diameter)/4a ~ 0.01 ~ 0.6°,
which is about 8 times smaller than the assessed value of 'Y· This implies
that the pressure averaging over the cell has no significant influence on the
covariance function (2).
The random field model (1) can be generalised to the inhomogeneous
situation by letting the mean and intensity of the stochasticity generating
delta-correlated and gamma-distributed random field G(z, 0) be functions
J.L(z, 0) and I(z, 0) of the position on the silo wall surface [7].
References
1. Ditlevsen, 0., and Munch-Andersen, J.: Empirical stochastic silo load model. 1:
Correlation theory. Journal of Engineering Mechanics, ASCE, 121(9), 1995, 973-
980.
2. Munch-Andersen, J., Ditlevsen, 0., Christensen, C., and Randrup-Thomsen, S.,
Hoffmeyer, P.: Empirical stochastic silo load model. II: Data Analysis. Journal of
Engineering Mechanics, ASCE, 121(9), 1995, 981-986.
3: Hartlan, J., Nielsen, J., Ljunggren, L., Martensson, G., and Wigram, S.: The wall
pressure in large grain silos. Swedish Council for Building Research, Stockholm
1984, Sweden, D2.
4. Askegaard, V., and Nielsen, J. : Instrumentation of reinforced concrete silos. Bulk
Solids Handling, 6(5), 1986, 893-897.
5. Munch-Andersen, J., and Nielsen, J.: Pressures in slender grain silos. Proc., Conf.
CHISA '90, Prague, Czechoslovakia, Aug. 26-31, 1990.
6. Ooi, J. Y .. Pham, L., and Rotter, J. M.: Systematic and random features of measured
pressures on full scale silo walls. Engrg. Struct.,12(2), 1990, 74-87.
7. Ditlevsen, 0., and Berntsen, K. N.: Empirical gamma-distributed stochastic wall
pressure field in silo. Department of Structural Engineering and Materials, Technical
University of Denmark, 1997, in preparation.
162
Pieter Vermeer
NON-ASSOCIATED PLASTICITY FOR SOILS, CONCRETE
AND ROCK
P. A. VERMEER
Universitiit Stuttgart
Institut fUr Geotechnik
Pfaffenwaldring 35, 70569 Stuttgart, Germany
Abstract. With reference to practical engineering problems it is shown

that considerable differences may be encountered between the results from
associated and tho.se from non-associated plasticity theories. Next, the need
for a non-associated plasticity theory is demonstrated by considering test
results for sand, concrete and rock. Elementary material parameters are
discussed such as Young's modulus E and Poisson's ratio v for the descrip-
tion of the elastic properties, and a cohesion angle 'if; and a friction angle
¢ for the determination of the strength. The salient difference from associ-
ated plasticity theory concerns the introduction of a dilatancy angle which
controls the inelastic (plastic) volume changes. This dilatancy angle is not
only a suitable parameter for the description of soils, but also appears to
be useful for concrete and rock.
1. Introduction
The theory of plasticity is now well established for metals. The hypotheses
which are assumed in metal plasticity are simple and supported by a large
amount of experimental evidence. Further, these hypotheses provide a firm
basis for an elegant mathematical theory in which a number of powerful
theorems are incorporated. Here, one may think of the uniqueness theorems
and the upper and lower bound theorems for the limit load in quasi-static
loading [1]. This theory will here be referred to as the theory of associated
plasticity.
Unfortunately, the fundamental hypothesis which forms the basis of as-
sociated plasticity, and consequently also of the successful application of
plasticity theory in the design of steel structures, does not hold for other
163
164 P. A. VERMEER
civil-engineering materials like soils and concrete. For these materials, ex-
periments have disproved the hypothesis of normality (postulate of material
stability) as formulated by Drucker [2, 3]. This implies that the design meth-
ods for soil and concrete structures, such as slip circle methods for slopes
and yield line analysis for concrete slabs, cannot rigorously be characterized
as upper bound approaches. A more severe consequence is that the suit-
ability of some constitutive models for use in finite element computations
becomes questionable. Indeed, some of such laws employ associated plastic-
ity. Examples thereof are the Drucker-Prager model [2] and the DiMaggio-
Sandler model [4]. Both models are treated in the book by Chen [5] on
concrete plasticity. We will show that such models are not generally useful
by considering results for several practical problems.
The shortcomings of the associated plasticity were first recognized for
soils and later also for rock and concrete. The literature thereof is dispersed
over journals and congress proceedings. Yet, in recent text books this sub-
ject has received little attention; outstanding exceptions are the books by
Salell(;:on [6] and Smith [7]. Many engineers and scientists have had little
exposure to the theory of non-associated plasticity; others are familiar with
fragments of the theory. It is for this reason that this paper presents the
well-established concepts of non-associated plasticity.
The paper starts with a brief explanation of the phenomenon of shear di-
latancy in loose granular material (such as sand) or in a cemented granular
material (e.g concrete, rock). Next it is shown that a plastically volume-
preserving material gives a different response upon loading than a material
which exhibits plastic dilation. Differences are found both with regard to
the load-deformation curve and with regard to the limit load. The fact that
even limit loads may depend on the dilatancy characteristics of the gran-
ular material is known, but has hardly been demonstrated by examples.
Davis [8] presented an example of compression between rough platens, and
this example was also used by Zienkiewicz et al. [9]. New examples are given
here. In Sec. 3 typical data as obtained in triaxial tests on sand, concrete
and rock are considered. It is shown that associated plasticity cannot de-
scribe such test results satisfactorily. The novel element in this section is
the evaluation of the so-called dilatancy angle from triaxial test data.
Section 4 contains well-established concepts. The elastic-perfectly plas-
tic model described here is the basis of the more sophisticated models con-
sidered later. It is also a useful model for solving practical problems. Indeed,
we have put the model into practice in many finite element calculations. In
some of such problems, we encountered some unexpected effects which ap-
peared to be consequences of non-associated plasticity. These consequences
are reviewed and discussed in Sec. 5.
PLASTICITY OF SOILS, CONCRETE AND ROCK 165
..,
c
!
"'
.. ,
~lc-r+--------,.c::-----'-----'.:.""-"'----+
Fignre 1. Bilinear idealisation of triaxial test results.
2. The significance of dilatancy

Shear dilatancy (or dilatancy for short) of a granular material was first
discussed by Reynolds [10]. Dilatancy may be described as the change in
volume that is associated with shear distortion of an element in the mate-
rial. Here, an element is assumed to be macroscopic and large enough to
contain many particles as micro-elements. Consider for instance a pack of
incompressible spheres arranged in a densest possible packing. If any shear
distortion is applied, the relative positions of the spheres must change,
and the total volume of the pack must increase. Similarly, if the pack has
originally been set up in a very loose state of packing, a shear distortion
will cause a reduction of the volume of the pack. These volume changes are
called dilatancy. It is observed in all granular materials, including cemented
materials like concrete and rock.
A suitable parameter for characterizing a dilatant material is the dila-
tancy angle 'if;. This angle was introduced by Bent Hansen [11] and repre-
sents the ratio of plastic volume change over plastic shear strain. Strictly
speaking, this definition is exact only in the case of simple shear (as will
be shown in Section 4.3). When testing a particular material, the dilatancy
angle is found to be constant near and at the peak strength. For soils the
dilatancy angle is known to be significantly smaller than the friction angle.
For concrete and rock the situation is very similar, as we will show in this
paper.
In order to assess the importance of the dilatancy angle, some problems
of practical interest will now be treated. For simplicity, the granular ma-
terial is idealized by assuming a bilinear stress-strain curve as plotted in
Fig. 1. This constitutive model involves five material parameters, namely
Young's modulus E, Poisson's ratio v, a cohesion c, an angle of internal
friction ¢, and the abovementioned angle of dilatancy 'if;. The mathemati-
166 P. A. VERMEER
assocl•ted ojl •"'
~
.t 10
oL-------~----~------~
0 0.05 0.10 0.15
Settlement (mil
Figure 2. Finite element results for plate indentation; the limit load does not depend
on the dilatancy angle 'lj;.
I.J "'
...
.g
....
IU
-a·
IU
0 c:O
-' 41=30"
V:0.3
0
0 5 10 15 20 25
Settlement factor
Figure 3. Finite element results for cone indentation; the limit load depends on the
dilatancy angle 'lj;.
cal details of this model will be given in Sec. 4. The first problem concerns
a rigid circular plate which is pushed into a granular material (see insert in
Fig. 2). A second problem concerns the penetration of a circular cone in a
sand bed as illustrated in the insert of Fig. 3.
The loading of a circular foundation plate is a classical problem in soil
mechanics. We performed a finite element analysis for the purpose of exam-
ining the influence of the dilatancy angle 7/J. The plate is taken to be per-
fectly smooth and the granular material is initially stress free. The weight
of this material is neglected. This problem was analysed for two different
dilatancy angles, one giving no dilatancy at all (that means a plastically

volume-preserving model), the other giving an extremely high degree of
dilatancy.
Obviously, the initial slopes of the load-displacement curves must coin-
cide as the material behaves in an entirely elastic manner at the onset of
loading. Because of stress concentrations, plastic zones will develop near the
edge of the plate under continued loading. As will be explained in greater
detail in subsequent sections, the behaviour and the spread of the plastic
zones will be influenced by dilatancy. Indeed, it can be observed from Fig. 2,
that the load-displacement curves deviate more and more as the load in-
creases. The response of the strongly dilatant material is simply much stiffer
than the response of the non-dilatant (plastically volume-preserving) ma-
terial. At some load level the plastic zones will have spread underneath the
plate and failure will occur. Despite the differences in load-deformation be-
haviour, it appears that both curves yield the same failure load as indicated
by the dashed line in Fig. 2. The computed limit load may safely be relied
upon as it closely agrees with a rigid-plastic, semi-analytical solution by
Cox et al. [12]. Cox solved the problem for the (strongly) dilatant material
and obtained p = 20.lc, where p is the average plate pressure at failure,
and c is the cohesion of the material. In contrast with Cox's solution, the
finite element calculation not only gives the limit load, but yields the entire
load-displacement curve.
The above plate loading problem is somewhat artificial as the plate
was considered to be perfectly smooth. In such a situation the material
can displace freely along the bottom of the plate. As a consequence, the
material underneath the plate is more or less free to move towards the
edge, giving an upheave of the adjacent surface. In the beginning of this
section, dilatancy was defined as the change in volume associated with
a shear distortion ..Clearly for a given shear distortion, a material having
more dilatancy will show a greater volume increase than a material showing
less dilatancy. So we will generally observe that a material with a greater
dilatancy angle will show a greater volume increase than a material with
a small dilatancy angle. If, as in the present example, the material is free
to flow away to a nearby free surface, we will only observe a somewhat
stiffer behaviour for the more dilatant material, but virtually no effects
upon the limit load. However, the situation is different when the material
cannot easily be conveyed to a nearby boundary. Here, we may envisage
situations such as deeply embedded anchors in soil or ribbed steel bars in
massive concrete structures. When such an anchor or metal bar is pulled
out of the granular material, the limit load will certainly be influenced by
the intensity of the dilatancy. For such so-called kinematically constrained
problems a more dilatant material will involve a higher failure load. This
168 P. A. VERMEER
associated, I!J= 
-non-associated
concrete tiJ =8.6°
HWP
concrete: c =6.7 MPa

= 33.6°
Deflection reinforcement: c =206.5 MPa
Figure 4. Finite element results for a dome structure; associated plasticity underesti-
mates the deflection.
phenomenon will be explained more fully in Sec. 4.

An example involving a kinematically (slightly) more constrained config-
uration is given in Fig. 3. It concerns a circular cone which is pushed into a
sand bed. Several such computations were performed by Zaadnoordijk [13].
Similarly to the plate problem, the response of the material is stiffer as the
dilatancy angle increases. Now the load-carrying capacity also increases. In
structural mechanics kinematically constrained situations are less common
than in soil mechanics. For concrete beams and slabs the dilatancy is so
easily conveyed to the nearby boundaries that the dilatancy angle does not
influence the failure loads. For such one- and two-dimensional structures a
limit analysis can be performed on the basis of strength parameters alone,
and the results of such analyses can still be used with confidence in most
cases, despite the fact that upper and lower bound theorems (see Ref. [1])
are strictly speaking no longer valid. For truly three-dimensional struc-
tures however, we may again expect that the dilatancy angle affects the
load-carrying capacity. This is exemplified by the dome structure of Fig. 4,
which was analysed using the DIANA computer program. The other sample
problems were solved using the PLAXIS finite element program [14].
3. Triaxial compression tests and elementary parameters

Uniaxial compression tests are probably the most widely used tests for
concrete. A simple extension of this type of test is the triaxial compression
test, which has found widespread application for soil testing. Ideally, a
triaxial test should permit independent control of all three principal stresses
[Fig. 5 (a)], so that general states of stress can be examined. Such tests,
however, require a rather sophisticated apparatus, which precludes their use
for other than research purposes. Therefore, cylindrical specimens are tested
cr,
Figure 5. Cuboidal specimen for true triaxial and cylindrical specimen for common
triaxial apparatus.
in the usual triaxial apparatus. These specimens are sealed in a rubber

watertight membrane and are enclosed in a cell in which the specimens can
be subjected to a fluid pressure. Next, the axial stress is increased, so that
it becomes the major compressive stress. The other stresses remain equal
to the cell pressure. Thus, a uniaxial test can be conceived as a triaxial test
without cell pressure.
Under compressive stress the test results for soils, rock and concrete
are essentially similar. A stress-strain curve typical of the behaviour in a
standard triaxial test is shown in Fig. 6 (a). The curve consists of three
parts. Region I is nearly linear, region II is of a monotonically decreasing
slope and the post-peak region III is characterized by a negative slope
of the curve. In terms of plasticity theory we speak of elastic behaviour,
hardening behaviour, and softening behaviour, respectively. For cracked
rock the stress-strain curve may initially be concave due to the closing of
micro-cracks in the beginning of loading (see Fig. 7).
In the following we will discuss the stress-strain curve in greater detail.
The novel element in our treatment is the introduction of an equation
[Eq. (2)] for the evaluation of the dilatancy angle '1/J from triaxial test data.
Using this equation we will show that we need non-associated plasticity
theory.
3.1. THE ELASTIC REGION
At the onset of loading, the behaviour of a specimen may be approxi-

mated as elastic, as all deformations are recovered upon unloading. Here,
a loading-unloading cycle produces so little hysteresis that energy dissipa-
tive processes are negligible. Hence there is little or no microcracking in a
concrete specimen and hardly any particle rearrangmeent in a soil speci-
170 P. A. VERMEER
Ill
1•1 lbl
~r·
~I
/
1<1
-El
Figure 6. Typical triaxial test results for a loose or a cemented granular material.
·SO
·40
-+------ in~act marble

porosity 0.45%
~
·30
"'b
·20
~
-granulated marble
~
porosity 4.6 "'o
~
• 10
·0.8 ·t2 -1.6 ·2.0
Axial Strain E1 {%)
Figure 7. Uniaxial compression test results for rock after Michelis (15].
men. Consequently, Hooke's law may be applied. If we assume isotropy, two

constants then suffice for the description of the material behaviour, namely
Young's modulus E and Poisson's ration v.
For concrete, the values for Young's modulus are in the range between
20 and 40 GPa, which is about a thousand times larger than the values
common for sand. Young's modulus ofrock may either approach the typical
values for sand or exceed values for concrete, depending on the porosity
of the material. Better agreement exists for Poisson's ratio. For concrete,
most reported values are in the range from 0.15 to 0.2. For soils, they are
in the somewhat wider range of 0.0 < v < 0.3. Poisson's ratio can only be
determined if both the axial strain and the lateral strain are measured. In
soil testing, the lateral strain is seldom measured directly. The volumetric
strain is measured instead.
velocity~
~lift
Cemenh.d granular material loose granular material
Figure 8. Sliding at microcracks and sliding between groups of particles; both cases give
dilation.
3.2. THE HARDENING REGIME
The initiation of the hardening behaviour is gradual and not clearly defined.
In this stage of the test the deformation becomes more and more inelastic
due to microcracking in concrete and rock and due to particle sliding in
soil specimen. Here, the use of non-linear elasticity would lead to an in-
consistent and inaccurate description, as such theories predict continuing
contraction of the specimen under continued loading in compression. Such
a prediction is disproved by experimental evidence [see Fig. 6 (b)), which
shows a dilatant volume increase at subsequent loading. This phenomenon
is caused by frictional sliding, either along particles or along micro-cracks
(see Fig. 8}.
Figs. 9 and 10 show that such a dilatant volume increase is character-
istic not only of sandy soils, but also of concrete and rocks. Anticipating a
more rigorous discussion on dilatany, we will now introduce some concepts
from plasticity theory which are relevant to the description of this phe-
nomenon. To this end, it is first necessary to introduce a basic assumption
from plasticity theory:
(1}
This equation states that the total strain rate is the sum of an elastic and a
plastic contribution. As in the sequel, the superscripts e and p denote elas-
tic and plastic quantities respectively, while bold symbols denote column
matrices. A dot above a symbol implies the material time derivative. For
readers not familiar with plasticity theory this dot may be somewhat con-
fusing, because in common plasticity theory time is not taken into account,
but merely serves as a parameter which controls the sequence of the loading
process. Consequently, viscous effects are not included in this formulation,
so that we are essentially dealing with an inviscid material model.
Near the end of the hardening regime the axial stress hardly increases
and this means that the elastic strain rate is almost zero, so that all further
172 P. A. VERMEER
"'~
90
L___"r.-~'-·=- .19.
0 b >•4 L -•8- - -•12- - -£1-;G

(1
Tests on gra11u1ated marble ruts on Intact marble
Figure 9. Triaxial test results for rocks after Michelis [15]; in contrast with Fig. 7 there
is no basic difference between intact and micro-cracked rock.
12
-----IJ3=-lKSI
·0.3 ·0.6 -09 -\2 ·\.5
Figure 10. Replot of triaxial test result for a high-strength concrete after Green and
Swanson [16].
strain increments are of a plastic nature. Then the fundamental observation

is that there exists a linear relation between the volume change and the
change of the axial strain [Fig. 6 (c)]; the so-called rate of dilation is found
to be a constant. We formulate this observation by means of the equations:
·p
sm . "''
'f-' = -2q + i~
Ev (2)
(3)
where 'ljJ is constant, which is commonly called the dilatancy angle. In soil
mechanics the dilatancy angle is usually defined for plane strain conditions,
using another equation. In Section 4.4, it will be shown that the above
equation holds for triaxial compression conditions as well as for plane strain
conditions.
3.3. THE SOFTENING REGIME
Stress-strain curves from conventional triaxial tests show peaks; these are
strongly marked for dense sands and also for rocks and concrete when tested
at low confining pressures, but are very smooth in the case of loose sands
and also for concrete and rock when tested at high confining pressures. The
marked peaks are partly caused by thin shear bands (or faults), which sep-
arate the specimen in two more or less rigid bodies. For such macroscopic
non-uniform deformations the strain measurements are no longer objec-
tive. The situation is comparable to the necking of a steel bar in tensile
test, where the length of the bar influences the measured strain. Similarly,
the faulting or bulging of specimens in triaxial compression tests leads to
marked peaks and non-objective strain measurements. As a consequence,
the final sections of the stress-strain curves in the Fig. 6 (a,b) cannot be
used to derive material constants. The axial strain-volumetric strain curve
of Fig. 6 (c) is much more useful. Indeed, the magnitude of the strain incre-
ments is incorrectly measured, but the strain rate ratio is not so strongly
affected by the localization into a shear band. Hence the dilatancy angle
can be measured with acceptable accuracy despite the non-uniformity of
the deformation.
Apparently, common triaxial compression tests are not reliable in the
softening regime due to the fact that it is virtually impossible to retain a
uniformly deformed specimen in this range. For this reason, special tests
with more objective strain measurements have been performed on a very
dense sand [17]. The stress-strain curves resulting from these tests show a
very smooth peak as shown in Fig. 11 (a). This strongly indicates that the
marked peaks for dense sand which are found in common triaxial tests are
indeed largely caused by shear bands and other non-uniform deformations.
For concrete the situation is more complicated, since tensile-type fractures
occur when the specimen is tested at low cell pressures. However, a higher
cell pressure concrete and soils again show similar characteristics.
In Fig. 11 (b), an axial strain-volumetric strain curve is given for a dense
sand. From this figure we obtain a slope of -0.7 for i~/if which may be
substituted into Eq. (2) to obtain 'ljJ = 15°. This value is typical of a very
dense sand, whereas loose sands have dilatancy angles of just a few degrees,
and normally consolidated clays show no dilatancy at all.
174 P. A. VERMEER
·300
1
0 ·2
-· ·6
Ia I
-a ·10 ·12 '11%1
•
·~
ti
~ 2
~
>
..............."" -4 ·6 -a ·10 ·12 El(%)

Axral Strain
lbl
Figure 11. Triaxial test results for a dense sand after Hettler and Vardoulakis [17].
For concrete and rocks we observe essentially the same trend, as can be
seen in Figs. 9 and 10, in which plots similar to the one in Fig. 11 (b) are
displayed for some rocks and concrete. Applying Eq. (2), we obtain values
for the dilatancy angle ranging from 12° to 20° for the rocks. Michelis [15]
also presents data for cell pressures of about 200 MPa showing dilatancy
angles of 6° to 9° at extremely large presures. The concrete data of Fig. 10
can be worked out to give 'ljJ = 11.5°. Like that of rock and soils, the
dilatancy of concrete vanishes at high confining pressures. This trend is
observed in data given by Traina [18] for a low-strength concrete. Hence, it
appears that all values for the dilatancy angle are approximately between
0° and 20° whether we are dealing with soils, concrete or rocks. Finally, it
is remarked that a material can of course not dilate infinitely. Indeed, after
intense shearing the dilatancy angle gradually vanishes' and any subsequent
shearing causes no more volume changes.
3.4. STRENGTH PARAMETERS
Having considered deformation parameters such as E, v and '1/J, we will now

consider strength parameters. From triaxial tests performed with different
cell pressures it is found that the peak strength increases as a function
of the cell pressssure. From an engineering point of view a linear strength
criterion a1 = a + ba3 is usually accurate enough. This criterion can be

rewritten as:
(4)
with c the cohesion of the material and ¢ the angle of internal friction.
For soils, most values for the angle of internal friction are between 15° and
45°, where values up to 30° are typical of clays and the larger values are
found for sands. For concrete, most reported values are in the range of
30° < ¢ < 35°. Because of this rather narrow range the cohesion is almost
entirely determined by the uniaxial compression strength
1- sin¢
c= - a 2 "' ~ - 0.3a. (5)
cos 'I'
Note that compressive stresses are treated as negative, so that the constant
a in the strength criterion, a 1 = a+ ba3 , is negative. The data of Fig. 11
are well fitted by the parameters a = 0 and b = 5.3. These values may be
used to calculate c = 0 and ¢ = 43°, being typical of a very dense sand.
It thus appears that the friction angle is generally much greater than the
dilatancy angle, whether we consider soils, concretes or rocks. This obser-
vation implies that a non-associated plasticity theory should be employed
for these materials.
4. The non-hardening model
For stability analyses a non-hardening model (Fig. 1) leads to results that

are often as good as those obtained by the use of more complicated mate-
rial models. Since factors such as simplicity and computer-run time must
be considered, an efficient computer program should incorporate a non-
hardening model as a first option. We will therefore first elaborate a model
which neglects the effect of hardening or softening of the material. In the
first parts of this Section we will confine ourselves to conditions of plane
strain. In soil mechanics, plane-strain situations (dams, sheets pilings, re-
taining walls) are as common as plane-stress situations are in structural
mechanics (beams, slabs, shells). The restriction to plane-strain conditions
is not essential, as it will be shown in Sec. 4.4 that the model can easily be
extended to general three-dimensional stress states.
This chapter is of somewhat elementary nature. It is included for readers
who are not very familiar with non-associated plasticity theory.
176 P. A. VERMEER
4.1. GENERAL EQUATIONS FOR PLANE STRAIN CONDITIONS
The definition of plane deformations is given by the following equation for
l l
the matrix of strain components.
tl'xz _
-
[ ;xx
z/'yx
~/'xy
E:yy
0
0 (6)
z/'yz
E:zz 0 0 0
These strain components refer to a rectangular Cartesian coordinate system

x, y, z. For such two-dimensional states of strain it is useful to introduce
the computer oriented notation
(7)
where the superscript T denotes a transpose. The general rule of plasticity

is that the strain rate i is resolved into an elastic contribution ie and a
l
plastic contribution gP [see Eq.(l)]. Hooke's law is used for the elastic strain
l
rate, giving
&xx
&yy
~xy
_
-
E
(1- 2v)(1 +v)
[1- v V
0
v
1-v
0
0
0
~-v
(8)
azz V v 0
or in abbreviated symbolic notation
(9)
Using Eq. (1) we obtain:
u = D(e- eP). (10)
Obviously, this equation is incomplete as it has to be complemented by an

expression for the plastic strain rate. This matter will be discussed in the
next sections.
4.2. THE YIELD FUNCTION
We will consider a macroscopically homogeneous element of granular media.

The element is in static equilibrium and uniformly stressed as is shown in
Fig. 12 (a). The shear component and the normal component of the traction
on an arbitrary surface element are denoted as Tn and an respectively. The
Figure 12. Coordinate system and stress circle for a material element in plane state of
strain.
Mohr-Coulomb strength criterion postulates, in analogy with the law of dry

friction between two sliding surfaces,
(11)
for any particular surface element. Tensile stress components are treated as
positive, as is usual in continuum mechanics. The Mohr-Coulomb criterion
can also be formulated in terms of stress tensor components. Here one
should realize that the criterion simply means that all possible stress circles
are bounded by the cone-type envelope in Fig. 12 (b). This can be expressed
by the equivalent criterion
r* -a* sin ¢>- c cos ¢> ::; 0, (12)
where a* is the centre of the stress circle,
(13)
and r* is the radius of the stress circle,
(14)
Note that r* is half the difference between a1 and a3, so that the Eqs. (4)
and (12) are identical. For¢>= 0° the Coulomb criterion reduces to the well-
known Tresca criterion for metals. Tresca proposed his criterion in 1864,
and his ideas were probably influenced by the earlier work of Coulomb.
In plasticity literature a so-called yield function (often denoted by the
symbol f) is commonly employed to distinguish plastic from elastic states.
If we define for the Mohr-Coulomb criterion
f = r* - a* sin ¢> - c cos¢>, (15)

178 P. A. VERMEER
we see that Eq. (12) can be abbreviated as:
f ~ 0. (16)
The function f is negative as long as the stress circle makes no contact with
the Coulomb envelope, while it vanishes when they touch. The material
cannot sustain a stress circle that intersects the envelope (this would imply
f > 0). Hence, a material element is said to be in an elastic state iff < 0,
and in a plastic state when f = 0. Obviously, an element may pass from
an elastic state to a plastic state and vice versa. For plastic yielding, the
element needs to be in a plastic state (! = 0), and to remain in a plastic
state (! = 0); otherwise the plastic strain rate vanishes. Hence
iP = 0 for f < 0 or (} < 0 and f = 0), (17)
otherwise there is yielding. Thus, the first condition refers to an element

in an elastic state, while the second condition refers to an element which
passes from a plastic state to an elastic state (unloading).
4.3. FLOW RULE AND PLASTIC POTENTIAL
In contrast with elasticity theory, where a one-to-one correspondence exists

between the total stresses and the total (elastic) strains, such a unique
relation does not exist between the plastic strains and the stresses. Instead,
the plastic strain rates are assumed to be derived from a scalar function g
of the stresses as follows:
· p - \ 8g
E -A 8a. (18)
Here, A is a non-negative multiplier if plastic loading occurs (! = 0 and

j = 0), whereas it vanishes under condition (17). It is emphasized that the
multiplier A has no physical meaning at all. It can for instance not be iden-
tified with a viscosity. How this multiplier is computed will be considered
in Section 4.5.
The function g is called the plastic potential function. For planar defor-
mations of granular material, whether cemented or not, a suitable definition
for g is [19]
. .!.
g = T * - CJ * sm 'f' +constant, (19)
where 7/J is the dilatancy angle as discussed in the preceding chapters. This
particular plastic potential closely resembles the (Mohr-Coulomb) yield
function f, the only difference being that the angle of internal friction ¢ in
f is replaced by the dilatancy angle 7/J. Differentiating g with respect to the
stresses, we obtain the flow rule
i~x ] [ ogjoaxx ] [ (axx- ayy)/2T* + sin1f1]

[ ~~y = ). ogjOayy = ~ - (axx- r:yy)j2T* + sin1f1 (20)
'"Yxy ogjoaxy 2 2axy/'T
i~z ogjoazz 0
In actual computations we thus need the flow rule rather than the plastic
potential function g itself.
In order to understand this flow rule, it is helpful to consider the equa-
tion
sin '1/f = i~ hP, (21)
which follows from the flow rule using
(22)
The definition of "fP compares with definition (14) of the shear stress and
"fP is referred to as the rate of plastic distortion. The above equations give
the meaning of the dilatancy angle. This angle sets the ratio of two plastic
strain rates, namely the rate of plastic volumetric strain and the rate of
plastic distortion. This definition is in agreement with definition (2),. as we
can also write:
,YP-c.P_,:.P
I - '-3 Cl•
Using the additional equation .S~ = 0, we can derive equation (2) from
Eq. (21).
The physical meaning of 1f1 can be even better understood by considering
a shear box test as indicated in Fig. 13. The material at the interface
between the two halves of the box forms a thin rupture zone. For most of
this shear zone there will be no parallel strain, that is
In the beginning of the shear-box test the parallel stress a xx may change
to cause some elastic strains, but finally axx will be constant so that both
the elastic contribution and the plastic contribution vanish:
i~x = 0, C:yy
·p ; '"'fxy
·p - - t an ·'·
'f'•
The latter equation is obtained by substituting the former to the Eqs. (21)
and (22). Let Uz be the vertical velocity and Ux the horizontal velocity of
a material point in a rupture zone. We then find
Uz/Ux = tan1f1.
180 P. A. VERMEER
·..;....·.....
,..... ~ . . ~ . . :..~ .... :. : ·v:~~::.,~:, ....... .
·1:'---.-.., . . . . . · · ·
,. I o • o • • •
~
X
·., '. I ~ : o : ' o : • • • • o o • o ,:
t I • " "' ' o ' '" I .• o • • I "
Figure 13. The model predicts an uplift ange 'ljJ for shear bands.
Thus, 't/J is the uplift angle in a shear band.
4.4. EXTENSION TO THREE-DIMENSIONAL STRESS STATES

Previous discussion concentrated on planar deformations. Especially for
the Mohr-Coulomb failure criterion, extension to three-dimensional stress
states is straightforward, although particular difficulties may occur at some
points of the yield surface. For this purpose, we first rewrite the yield func-
tion in terms of principal stresses. Noting that we have for the major (ai)
and minor (a3) principal stress respectively
a3 = -(a*- T*),
we can replace Eq. (15) by the equivalent formulation
f = ~(a3- a1) + ~(a3 + ai) sin¢- ccos ¢. (23)
Again, yielding now occurs if f = 0 and j = 0.

The yield condition f = 0 describes an angular yield surface in the
principal stress space as shown in Fig. 14. Many researchers have per-
formed true-triaxial tests for the purpose of establishing the yield surface
empirically. Unfortunately, the various test results give somewhat different
surfaces. It thus seems that the test results are influenced by the type of
triaxial apparatus. Some devices have stiff platens on all six sides of the
specimen, other have flexible fluid bags on the sides or a combination of
both. We consider those types of apparatus which have the same condi-
tions on all sides of the specimen to be most reliable. Test results for sand
Figure 14. Mohr-Coulomb yield surface in principal stress space.
·a;
·a;
Yltlctf surfacl! Plas.tic patentiial
Ia) {b)
Figure 15. Model versus true-triaxial test data for a dense sand.
which were obtained by such an apparatus, have amongst others been pub-
lished by Goldscheider [20). They are represented by the dots in Fig. 15 (a).
The experimental results hardly deviate from the Coulomb surface. Experi-
ments on concrete (see for instance Ref. [21]) show the same trend, although
more curvature is found [22]. For most engineering purposes, however, the
observed deviations from the Coulomb surface are not large enough to in-
troduce another, more complicated surface. Note that Figs. 14 and 15 are
such that a2 is not necessarily the intermediate principal stress.
It is seen from Eq. (23) that the intermediate principal stress (a 2 ) does
not influence the conditions for yielding. This property is a notable charac-
teristic of the Mohr-Coulomb failure criterion. Moreover, the flow rule for
182 P. A. VERMEER
the Mohr-Coulomb (and also for the derived Tresca) criterion predicts that
there is no plastic straining in the direction of the intermediate principal
stress. This can be deduced by writing the plastic potential (19) in terms
of principal stresses also. Similarly to Eq. (23), we obtain:
(24)
Differentiating this with respect to the principal stresses, we obtain for the
l
principal plastic strain rates
!(
[~ l 1 - sin 1/')
! (1 + sin 1/')
(25)
which proves the assertion.

The observation that the intermediate principle stress does not influ-
ence the Mohr-Coulomb yield criterion makes a generalization to three-
dimensional stress states fairly straightforward. For the three-dimensional
situation, the stress vector has the components
(26)
Similarly, the strain vector has the components
(27)
In a similar way, the elasticity matrix D can be adjusted to form a 6 x 6

matrix instead of a 4 x 4 matrix. For any given stress state u, we can
compute the principal stresses a1, a2, a3 and arrange them such that
(28)
Next, we can use a1 and a3 and substitute them into the yield function (23)
in order to check whether plasticity occurs. If this happens to be the case,
equation (25) can be used to compute the principal plastic strain rates.
In reality, we are not so much interested in the ·principal plastic strain
rates, but merely in the ordinary plastic strain rates, as we wish to keep
track of the direction in which plastic straining occurs in the Cartesian
x, y, z-space. To this end, we express the quantities a* and T* in the stress

invariants p, J 2 and B;
.,[I; cos ()'
yrr:.
2/2 sm()- p,
where the invariants p, h and() are defined as
1
P 3(a1+a2+a3) (29)
2
h 61 [(a1- a2) 2 + (a2- a3) 2 + (a3- a1)·],
-3v'3 (a1- p)(a2- p)(a3- p)
sin 3()
2 J2VJ2
Using these expressions for a* and 7*, the plastic potential now becomes:
9= .,[I; cos()- [ {0 sin()- p] sin 'ljJ +constant, (30)
from which the plastic strain rates can be derived by differentiation. Gold-
scheider [20] measured the direction of the plastic strain increment slightly
prior to peak strength. Using this data, we derived the dashed plastic po-
tential curve in Fig. 15 (b). It is fairly well fitted by the angular curve for
9 which is defined by Eq. (30).
A complication arises if two of the principal stresses are equal (either
a1 and a2 or a2 and a3). Suppose that we have a2 = a3, which happens
to be the case in common triaxial tests. Then we have two yield conditions
which vanish;
~(a3- a1) + ~(a3 + al) sin¢- ccos ¢ = 0, (31)

1 1
h 2(a2- a1) + 2(a2 + al) sin¢- ccos ¢ = 0.
At such a point, at which yielding occurs according to two yield conditions,
the total plastic strain rate can be conceived to be the sum of the individual
contributions of either of the two flow rules [1]. We thus have
.P _ A 091 +A 092 (32 )
c - 1 00' 2 00' '
so that we have to determine two multipliers A1 and A2· The plastic poten-
tial function 91 and 92 are defined in analgoy with f1 and ]2:
1 1 .
91 2(a3- a1) + 2(a3 + a1) sm'I/J +constant, (33)
1 . 1
92 2 (a2- a1) + 2 (a2 + al) sin 'ljJ +constant.
184 P. A. VERMEER
When using these functions, it follows from equation (32) that
(34)
and consequently
sin?f = C:~/(-2if + i~). (35)
How such corner points are to be treated in a computer program, is

beyond the scope of the present paper. It is merely noted that several ap-
proaches are possible. One of the classical approaches is due to Nayak and
Zienkiewicz [23] and consists in using only one yield function in combina-
tion with a rounding off procedure for points at which two planes of the
yield function meet (so-called corner points). The authors use a different
procedure in which equation (32) is incorporated exactly. For a detailed
treatment thereof, the reader is referred to Ref. [24].
4.5. THE INCREMENTAL STRESS-STRAIN RELATION

In order to express the constitutive model in a matrix equation, we substi-
tute equation (18) in condition (10) to obtain:
8g
iT= De- >.a, a=D-, (36)
8u
where we recall that >. equals zero for elastic states and for unloading. For
loading (J = 0) and (j = 0) the multiplier >. can be calculated from the
condition that an element remains in a plastic state when it yields. For a
non-hardening material this so-called consistency condition is written as
f. = -0of O"xx
. + -of O"yy
0
. + - of O"xy
0
. + -of O"zz
0
. = 0,
O"xx O"yy O"xy O"zz
or in matrix notation
(37)
The expression for >. is now obtained by substituting Eq. (36) into the
consistency condition. This gives that
(38)
where
br = (n 8u
&f)r = &fr D
8u '
(39)
aJr
d= au a. (40)
These equations do not seem to be very tractable. This is not true as for the
Mohr-Coulomb failure condition, for instance, we can easily deduce that
d = G (1 sin 't/J sin¢)
+ 1- 2v '
where G is the elastic shear modulus. The stress-strain law is finally ob-
tained by substituting the expression for .X in equation (36):
o- = [n -1abr] e (41)
In general, this equation cannot be integrated analytically to obtain the

resulting stresses for a given strain history, so that numerical procedures
are needed. Here, a considerable number of numerical schemes are available,
ranging from simple Euler forward-marching schemes to implicit schemes
which account for higher order derivatives. Especially for pressure-sensitive
materials the choice of such an integration scheme is very critical and may
significantly influence the results [25].
4.6. DISCUSSION OF THE PERFECTLY-PLASTIC MODEL
In order to avoid the angular form of the Coulomb yield surface, several
approximations have been proposed. Certainly, the right circular cone of
Drucker and Prager [2] is the simplest option. Unfortunately, the circular
cone approximates the Coulomb surface very poorly for higher friction an-
gles, say¢ :2: 30°, which are found for sand and concrete. For high friction
angles we almost have a triangular cone [see Fig. 15 (a)], and a triangle
certainly does not resemble a circle. The Drucker-Prager approximation
is useful for soft clays with low friction angles but not for sand, rock or
concrete. More accurate smooth surfaces have been proposed by Lade and
Duncan [26] and by Matsuoka and Nakai [27]. Lade [28] has also compared
his criterion for concrete data.
Obviously, the assumption of perfect plasticity is by far the most rigor-
ous. It has been adopted merely as a first approximation to the behaviour
of real granular materials, and this first approximation is useful mainly for
three purposes:
- the calculation of limit loads: more sophisticated models generally cost
more computer time, whilst the limit loads are not calculated much
more accurately.
- The estimate of displacements and stresses in non-homogeneous soil
and rock masses where we have relatively little data so that there is
no point in the application of more sophisticated models.
186 P. A. VERMEER
100 !i"xy lkPal
-~·IS
~
so ~· o"
~-·30
0
0 0.01 0.02 'txy
Figure 16. Computed response of sand in isochoric shear tests.
- It is a good introduction into the behaviour of granular materials.

Another important idealization has tacitly been assumed. When choosing
the Cartesian coordinate axes in the direction of the principal axes of stress,
the model yields "y~Y = 0 independently of the stress increments applied.
The model has the property that the plastic strain rate is coaxial with the
principal axes of stress.
5. Some consequences of non-associated plasticity
Numerical solutions of practical problems have already been shown in

Figs. 2, 3, and 4. All the load-deflection curves have a small linear elastic
portion and then a portion of decreasing slope. It depends on the particu-
lar problem whether or not a limit point is found where the load-deflection
curve has a slope equal to zero. Limit points are, for instance, found for
the indentation problems in Figs. 2 and 3, but not for the dome structure
in Fig. 4. The curves in Fig. 2 show a post-peak regime with some soft-
ening, but this is due to numerical inaccuracies. However, the use of the
present model may well lead to real softening, that is, a negative slope of
the load-deflection curve. We happened to find this behaviour when calcu-
lating load-displacement curves for simple-shear test (e.g. Fig. 19). These
tests are widely used for soil and currently also in some research projects
for concrete, for example by Sture [29] and by Christensen and Willam [30].
5.1. SOFTENING AND HARDENING IN ISOCHORIC SIMPLE-SHEAR

TESTS
The shear-box test as depicted in Fig. 6 has fallen from favour as an instru-
ment of fundamental research because it tends to give non-uniform stresses
in the rupture zone (see for instance Ref. [30]). In order to obtain uniform
stresses, a so-called simple-shear apparatus was developed [31]. A particu-
lar version of this device is shown in the insert to Fig. 16. Unfortunately,
uniformity of stresses and strains is not generally achieved [32], but we will
assume an ideal test with full uniformity.
The apparatus in Fig. 16 is such that all normal strains can be kept equal
to zero, so that we have a so-called isochoric test (no volume changes). We
consider such a test for a sand with
E = 45 MPa, v = 0.2, ¢ = 43°, c = 0 (42)
These particular data follow from the experiment curves in Fig. 11. For
the initial stress state in the specimen, we assume O'yy = -100 kPa, O'xx =
O'zz = -25 kPa and O'xy = 0. During the test all strain rates vanish, with
the exception of the shear-strain rate 'Yxy· So Eq. (41) simply gives
Uxy = ( Daa - ~aaba) 'Yxy· (43)
Numerical integration of this equation then results in the curves of Fig. 16.
The upper curve is obtained for a dilatancy angle of 15°. Despite the use
of a non-hardening model, this curve shows hardening. Indeed, the slope
of the curve gradually decreases to reach a constant, but positive value.
So elastic-perfectly plastic models do not necessarily involve limit loads.
Indeed, for the particular case of¢= '1/J, which is commonly referred to as
associated plasticity in contrast to non-associated plasticity (¢ f= '1/J), we
observe that there exists no limit load.
When using a negative dilatancy angle, we find the lower curve in
Fig. 16. This stress-strain curve gradually approaches a line with a neg-
ative slope. In other words, hardening is followed by softening and during
this unstable behaviour the shear resistance vanishes completely. Slightly
negative dilatancy angles are characteristic of extremeley loose sands as
are found along some coastal lines of the Netherlands. The present consti-
tutive model explains the sudden liquefaction phenomena as observed on
some of such coasts. The computed softening is somewhat surprising as the
model is based on perfect plasticity, but we will see that this is a merit of
non-associated plasticity.
In plasticity literature (for instance in Ref. [2]) softening behaviour is
referred to as unstable. In fact, the equilibrium is unstable under dead
load, and it would be more accurate to say "potentially unstable", but all
softening is conveniently referred to as unstable. In order to arrive at a
better understanding of the phenomenon, it is helpful to consider the stress
path for the isochoric shear test by plotting the major and minor principal
188 P. A. VERMEER
·u,
Figure 17. The negativeness of iTT, E:P, and irTE: explains the unstable lower curve in
Fig. 16.
stresses (o-1 and 173) in a stress plane. The stress path begins at the point
A in Fig. 17 with 171 = -100 kPa and 173 = -25 kPa. Then the stresses are
more or less controlled by the elastic volume change
1- 2v (.
·e
Ev = ~ 171
.
+ 172 . )
+ 173 = (1
+ V )(.171 . ) 1- 2v
+ 173 ~. (44)
The first identity follows from Hooke's law and the subsequent derivation is
obtained by substituting the plane-strain condition &2 = v(a1 + &3). In the
beginning of the test the strains are entirely elastic, so that the condition
of zero volume strain implies
(45)
This gives the elastic stress path A-B in Fig. 17.

The stress point B is on the yield locus for f = 0, and from this point
on plastic strains develop, including plastic volume change when 'ljJ is non-
zero. Then an elastic. volume change is needed to compensate for the plastic
volume change. For a negative dilatancy angle, plastic contraction must be
balanced by elastic expansion, or in formula
(46)
The elastic expansion gives rise to tensile stress increments, so that the
existing compressive stresses will vanish. This is visualised by the stress
path B-C in Fig. 17. Here, the stress-rate vector is tangent to the yield
locus (! = 0) and points in the direction of the origin (& 1 + &3 > 0). In
Fig. 5.2 we have also plotted the plastic strain rate as a vector. Then it
is seen that the plastic strain-rate vector forms an obtuse angle with the
stress-rate vector. As a consequence the inner product is negative, or in
formula
(47)
This is the usual definition of unstable material behaviour. The negativeness
of the above inner product is a necessary but not a sufficient condition for
softening behaviour. For softening we need to consider the inner product of
the stress rate and the total strain rate rather than the pastic strain rate.
In Fig. 17 the total strain rate is always parallel to the line AB, making an
obtuse angle to the stress-rate vector. Finally it is noted that softening is
not only possible for '1/J < 0 but more generally for '1/J < ¢ as demonstrated
in Fig. 19.
5.2. THEORETICAL BASIS FOR 'ljJ <¢

In the theory of associated plasticity, material stability is assured by Druck-
er's postulate, and unstable stress paths are exluded by assuming a plastic
strain rate that is normal to the yield locus. For granular material this can
be achieved by taking¢= '1/J, but this is not observed in triaxial testing and
neither in shear testing [33]. Furthermore, the idea is to be rejected from a
theoretical viewpoint. We pursue the theoretical argument by considering
the dissipated energy in a test, say a shear test on a material element of
unit volume
(48)
A theoretically sound model should be such that the dissipated energy is

non-negative for any possible stress cycle of loading and reloading; other-
wise the material would produce energy. For the model under consideration
this implies a non-negative integrand.
For a cohesionless material we can show that
(49)
Rather than proving these inequalities in detail, we will demonstrate that

there is no energy dissipation for ¢ = '1/J. The situation is visualised in
Fig. 18 where the plastic strain rate is plotted normal to the yield locus of a
cohesionless material. We then see that the plastic strain-rate vector is also
normal to the total stress vector. Hence, the inner product of these vectors
vanishes so that there is no energy dissipation (W = 0) when normality
holds. A plastic deformation without energy dissipation is inconceivable
and we are forced to abandon associated plasticity.
190 P. A. VERMEER
·u,
Figure 18. For cohesionless material the flow cannot be normal to the yield surface as
the plastic work would vanish.
n;
100
80 - · -~----------
A-------- ! Gj1 = ·100 kPo
~ 60 B
__. O"xr
.
tf
.t 40
VI
:::
~
.<= 20
VI
0 L-------~--------~--------~------~
0 4
Shear Strain y,1 ( %1
Figure 19. Computed response of sand in simple shear; the limit load depends on the
initial stresses.
5.3. NON-UNIQUENESS OF THE LIMIT LOAD
In the foregoing we have seen that a load-deflection curve may involve

a limit load. In associated plasticity a limit load is unique in that the
value does not depend on the initial stresses before loading nor on the
sequence in which different load components are applied. In non-associated
plasticity, however, the limit load may be influenced by initial stresses and
the sequence of loading. In order to demonstrate this influence we consider
the simple-shear test again, but this time we allow volume changes.
First consider a specimen in an initial state "B" with specifications
B: ayy = -100 kPa, Uxx = Uzz = -25 kPa, axy = 0.

This state of stress coincides with the initial stresses of the isochoric test
treated earlier in this chapter. The material constants are also assigned the
same values as in the isochoric shear test. In the standard (simple) shear
test considered now, the specimen is sheared at a constant vertical stress
of -100 kPa. On simulating this test in a computer run, we find the curve
B of Fig. 19. Curve A represents results of a computer run for a specimen
with the same constant vertical stress but a much higher initial horizontal
stress, i.e.
A: ayy = -100 kPa, Uxx = CYzz = -400 kPa, axy = 0.

These initial stresses give a marked peak in the load-deflection curve
with a high limit load (or peak strength). By carrying out a whole series
of computations for different initial horizontal stresses, different limit loads
are found. On the other hand, the residual strength is found to be the same.
The influence of the initial stresses is also relevant to practical engineer-
ing problems. An illustrative example is the anchor problem as schematized
in the insert to Fig. 20. Again, the non-hardening Coulomb model was used
to compute the load-carrying capacity of the anchor [34]. Similarly to the
standard shear test, different initial stresses show different limit loads, but
again a unique residual load is found. As the initial stresses are seldom
known precisely, such anchors should be designed for the residual load and
not for a peak strength that happens to be found for a particular assump-
tion as to the initial state of stress. Fig. 21 shows a measured load-deflection
curve for an anchor that involves a marked peak. It is a typical response of
an embedded structure. Many computer programs cannot simulate the un-
stable post-peak behaviour and then the computations are stopped slightly
prior to the limit load. The present examples show that there is a need
for computations beyond the limit load down to a possibly lower residual
load. For small-deformation problems in associated plasticity, softening is
precluded and the limit load simply coincides with the residual load. Then
there is less need for calculations in the fully plastic range.
5.4. GEOMETRIC DESTABILIZATION AND STABILIZATION
The measured data in Fig. 21 show continuing destabilization (or soften-

ing), whereas the computed curves in Fig. 20 have a constant residual load.
This is becaus geometry changes are neglected in the computations. When
an embedded anchor is pulled, the anchor depth diminishes so that the
load-carrying capacity decreases and it vanishes when the anchor reaches
192 P. A. VERMEER
r
· ·: ~·,:n5' : · sheaf. m:od •. G ·
.. ~ ."o . ·uOit .W'ig~t y.· ·.
.. .' c =· 0 . · sa'nd : ·
Uplift· G/yDHi
Figure 20. Finite element results for an anchor in sand; the limit load depends on
Poisson's ratio.
,--Material dC!stabilization
.
0
~
.s
~
~
a.
2 ;I
~
m
1L-----~--------~--------~--------~--------~
10 50 100 150 zoo 150
Uplift (mml
Figure 21. Experimental results for an anchor in sand.
the soil surface. This effect produces the linear softening in the measure-
ments of Fig. 21. It is referred to as a geometric destabilization as it is a
consequence of geometry changes. It is also possible that geometry changes
invoke a stabilization instead of a destabilization. An example of such a
problem is the foundation plate on soil. When a non-tilting plate is thrust
by punching into a soil bed, the measured load deflection-curve will not
show a limit load but continued hardening. The load-carrying capacity in-
creases with deformation due to the upheave of the adjacent soil surface
and the increasing embedment of the plate. The computational results in
Figs. 2 and 3 do not show this as geometry changes are neglected in the con-
ventional small-deformation analysis that is used for all the computations

in this paper.
6. Conclusions
We have considered both the behaviour of cohesive-frictional materials and

the performance of an elementary elastic-plastic model. Here the need for
non-associated plasticity has been demonstrated in full detail. The non-
hardening perfectly-plastic model under consideration might be referred
to as a "student's model" as it provides an excellent introduction to the
modelling of cohesive-frictional materials. No doubt corrections and pertur-
bations to this basic model are necessary in order to get away from linear
elasticity, isotropy and other crude simplifications being adopted so far.
Like Desai et al. [35] we advocate a hierarchical concept for the devel-
opment and use of constitutive models, which permits evolution of models
of progressively higher grades. Over and above the basic model represent-
ing perfect plasticity with non-associated behaviour we have the isotropic
hardening model and finally a most general model with an isotropic hard-
ening and softening including damage variables. In fact, many isotropic
hardening models have already been proposed, and they are now also being
increasingly used in practical geomechanical engineering. Hence isotropic
hardening models will soon be worthy of the name "engineer's models",
due to the fact that they are actually applied in practical geomechanical
engineering. It sould be emphasised that there exist several such models,
rather than a single isotropic hardening model. Indeed, on this second level
of modelling several mathematical approximations of reality strike a good
balance between accuracy and reasonable simplicity.
When extending the isotropic-hardening type model to include aniso-
tropic hardening and softening one arrives at the "scientist's model" which
is now being developed and tried out by researchers. It would seem quite
easy to include softening phenomena, but in recent years it has become clear
that such models suffer from instabilities on application in finite element
codes and other computer codes for the numerical solution of boundary
value problems. For application in engineering practise these models require
further research as discussed inter alia by Vardoulakis and Sulem [36].
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196
Jacques Duran
STATIC AND DYNAMIC ARCHING EFFECT IN GRANULAR
MATERIALS
J. DURAN
LMDH- Universite Pierre et Marie Curie
4 place Jussieu- Case 86
75252 Paris Cedex 05, France
Abstract. The arching effect has been recognized as a characteristic fea-

ture of granular materials. Recent studies have proved that, under peculiar
circumstances, granulates build up inner solid contact chains which greatly
influence the flow behavior and sometimes turn out to prevent any gravity-
induced motions, such as falls. Mostly based on experimental observations
of vertical chutes, this paper attempts to outline basic principles which
govern the stability and the behavior of both static and dynamic arches.
1. Introduction
An increasing number of papers have been recently devoted to the statics

and dynamics of dry granular materials. Here "dry" means that the parti-
cles are not interacting with surrounding gas or liquids as in suspensions,
muds, or pastes (for a comprehensive review, see e.g. [1-3]). This class of
materials displays a number of unusual phenomena such as surface fluidiza-
tion, surface instabilities, heaping, arching effects, size and shape segrega-
tion, as well as spontaneous and permanent plugging of pipes and ducts.
1hese phenomena are a stimulating challenge to fundamental investigation
and represent a great concern for industrial applications.
Among other open questions directly related to the understanding of
the decompaction modes of granular materials, the problems of vibrated
granulates and of guided flows in tubes, pipes, and chutes are of crucial
importance. The great majority of industrial processes [4] dealing with
the flow of granulates is influenced by several basic phenomena. Effects
like recurrent clogging [5] as a sort of 'traffic jam' problem [6], and den-
sity waves [7-10] are frequently observed during granulate processing. In
197
198 J. DURAN
particular, related to industrial challenges and to fundamental questions,

experimental efforts have been attempted aiming at clarifying the intrigu-
ing problem of the behavior of sand flowing along inclined chutes either in
3D situations [14] or in 2D model granular materials [15]. However, due to
the difficulty of dealing with particle-wall interactions, and also due to the
subsequent formation of stress chains in the granulate, the system is not
yet completely understood and undoubtedly requires further experimental,
theoretical, and simulational work.
Whatever the invoked processes (in numerous configurations), the com-
mon feature to these observations and descriptions is a strong local com-
paction of the piling in certain regions of spaces inside the container walls
which results in plugging up the flow temporarily or permanently. Depend-
ing on their specific characteristics, the models interpret the compaction
and plugging as a result of the formation of dynamic arches [16], a sort
of "traffic jam" [17] or an effect of dynamic friction which tends to slow
down largest parts of the flow [18]. Yet, all of these models use the sim-
plest description of dynamic friction interaction which states that the cor-
responding friction forces T, although possibly depending on velocity, are
single-valued and most generally given by a Amontons-Euler equation of
the form T = fdN, where fd is the dynamic friction coefficient and N
the normal pressing force. Contrary to the dynamic situation, and due to
the singularity (or the non-smooth character [19]) of the friction force at
zero velocity which can be fully or partially mobilized depending on prepa-
ration [20] and on the balance of other interacting forces (T :::; f N with
f > f d where f is the static friction coefficient), one may henceforth an-
ticipate peculiar plugging or clogging behavior different from those in the
dynamical situation. Industrial reports repeatedly describe evidences for
permanent plugging of huge hoppers containing sand, charcoal, food grains
etc. Also, they notice that this permanent plugging quite often occurs after
a prolonged period of rest. Then, the granular material seems to be frozen
in, refiises to flow when the lower aperture of the hopper is opened and re-
sists energetic perturbations (such as hammer strokes) before flowing out.
This effect might result from some unknown physico-chemical interaction
between the grains which could occur during the rest period. However, as
we show in the following through a series of laboratory experiments, there
is some evidence that permanent plugging occurs even in supposedly non-
reacting and dry materials as silica sand or granular chemical products.
These experiments show that permanent plugging depends on preparation.
Thus and even though permanent plugging can superficially be looked upon
as a limiting case of the dynamic situation, the singularity of the friction
laws at zero velocity certainly requires further precaution than the mere
extrapolation of the dynamic case down to v = 0.
ARCHING EFFECTS IN GRANULAR MATERIALS 199
The goal of the present paper is twofold. The first part (section 2)
is devoted to the description of fragmentation which occurs in a falling
2D sandpile both seen from the experimental viewpoint, from a simple
theoretical model and from computer simulated results. This approach can
be looked upon as a preliminary attempt to solve the more general problem
of the stability of arches and vaults in a dynamical regime [16, 18].
During the falling process, vaults or arches occur and have limited life-
times. They erratically build up and vanish during the falling. In section 3,
on the contrary, depending on preparation and under different experimental
conditions, they happen with infinite duration and can even resist various
moderate solicitations. It is therefore natural to consider them as more ro-
bust than in the dynamic case or, in other words, that there exist some
process which leads to vaults hardening. It is'th-e-major goal of the second
part of this paper to identify and estimate, at least semi-quantitatively,
the basic processes which may lead to such a phenomenon. Thus, it may
be looked upon as a first attempt to the yet unsolved and more general
problem of the stability of static granular contact chains.
2. Fragmentation and rotation self organization
In the spirit of current efforts [13, 21-23] dealing with model granular ma-
terials, we tackle the problem of a 2D pile made up of rather large beads,
in order to minimize the influence of the surrounding gas. Since 2D model
systems greatly reduce the geometrical complexity existing in commonly
used 3D granular materials, it is likely that some difference shows up when
model media results are compared to more general 3D problems. However,
the increasing amount of experimental data shows that most of the basic
features of the physics of granulates are maintained in model situations.
This is due to the common nature of microscopic granular interactions
(friction and dissipative collisions). In contrast to the more complex real
situation, the model systems have two main advantages: first, they allow a
direct observation of the individual and collective motion of the particles
and second, they permit tractable computer simulations which, in turn, can
be quantitatively compared to experimental observations on quantitative
grounds.
In view of our preliminary observation [24] that a vibrated 2D pile ex-
hibits a fragmentation process during its free flight, it is tempting to get a
better insight in the inner mechanism leading to what we called "discontin-
uous decompaction". It soon became apparent that the vibration experi-
ments which involve a rather complex relative motion of the cell (sinusoidal
motion) with respect to the granular assembly (parabolic motion) would
not yield a convenient approach to this problem. Therefore we designed a
200 J. DURAN
simpler experimental setup aiming at observing the vertical guided chute

of a 2D pile in a channel.
In the following, we study the fall of a 2D granular material inside
a rectangular container with frictional lateral walls. We report a series
of experiments, paralleled by a simple theoretical model, and computer
simulations based on an event-driven (ED) algorithm, including rough and
rotating particles.
2.1. EXPERIMENTAL DETAILS
For the experiments, we use a set of monodisperse oxidized aluminum beads

of diameter d = 1.5 mm, which we have already considered in our previ-
ous works as a convenient model granular material [12, 18, 22, 24]. These
metallic beads are initially prepared in an ordered triangular network in-
side a vertical 2D cell made up of two glass windows for visualization and
two lateral vertical walls of plexiglass. The width of the cell is typically
L = 3.6 em and the heights of the arrays range from h = 0.15 to 19 em.
The gap between the glass windows is marginally greater than the diameter
of the beads. This setup minimizes friction with the front and back win-
dows while maintaining a strong friction between the pile and the lateral
boundaries, and thus mimics a convenient 2D granular object.
The cell containing the pile is initially closed at its lower outlet by a
vertical and 1 mm thick alurninurn blade which can be moved downward
at an acceleration of approximately 3g, i.e. larger than the gravitational
acceleration g. This aluminum blade acts as a piston which is abruptly
pulled down using a strong vertical spring. The whole setup is carefully
aligned in order to make sure that the piston does not touch the cell when
moving. Since the downwards air drag, obtained when the piston is lowered,
might induce artificial effects at the beginning of the falling process, we
checked for this by confirming that a single bead or a single layer of beads
falls with the acceleration of gravity g, so that we will neglect the influence
of the surrounding air in the following.
The recording setup consists of a charge coupled device ( CCD) camera
interfaced to an image processing device. The definition of the origin of
time, i.e. the time when the fall starts, is defined with an additional setup
which uses a I-le-Ne laser, the beam of which is cut off when the blade starts
moving downwards.
In Fig. 1 we present snapshots of a set of typical experimental observa-
tions. As we observe, the development of the cracks starts in the lower part
of the pile and ascends progressively inside the bulk.
Figure 1. Direct observation of the fragmentation process of a 2D pile falling in a guided

chute. The snapshots have been taken every 0.02 seconds. A single bead detaches from
the lowest row of the pile and falls down according to gravitational acceleration.
2.2. CONTINUUM MODEL
In view of the experimental results obtained under different conditions, and

also in the spirit of our previous work on vibrational, progressive decom-
paction [18, 21], we introduce a model which allows to understand several
of the observed features. Furthermore, we suggest a further test to prove
the pertinence of the model which aims at describing the influence of the
lateral bead-wall friction, f-Lw, and of the aspect ratio, S = h/ L, of the 2D
pile.
We find [18] that the slice of material of height h is submitted to an
acceleration
h- ho) (1)
r(h) = exp ( - ( - ' hE [0, ho],
where ho is the total height of the initial pile and ( = L /2K f-Lw we called the
vault range (see Ref. [18]) . The reduced acceleration r is classically defined
as the effective acceleration divided by g, the coefficient of friction with
the walls is f-Lw , and the geometry coefficient K accounts for the transfer of
vertical to horizontal forces in the pile.
In order to test this prediction, several experiments were performed [18],
using different So = ho / L values, and measuring the position of the upper-
most layer of the pile, i.e. ho(t) as a function of time. These experimental
results compare well to the results of our theoretical model using a single
adjustable parameter, Kf-Lw· We found that a whole set of data obtained in
202 J. DURAN
the same container with different heights ho of the pile, can be fitted with a
single value Kp,w=0.12, according to Eq. (1). The agreement is satisfactory
at least during the time the pile has stayed compact during the fall. As
soon as a crack opens in the array, we observe, as expected, that the top
layer of the pile accelerates stronger according to the model which states
that the acceleration increases when the height of the pile decreases.
We observed that walls polished optically smooth, often do not lead
to cracks during the fall. In contrast, poorly polished lateral walls induce
almost always cracks starting from the bottom of the pile and ascendiQg in
the pile as the material is falling. The loss of optical quality of the surface
is connected to a surface roughness of at least 10- 6 m in magnitude. From
this result we infer that fluctuations on the surfaces of the lateral walls in-
duce the cracks. Uniform Coulomb friction alone seems to be insufficient to
cause fragmentation. Additional experiments with a short strip of sandpa-
per engraved in the lateral wall lead to cracks starting from this point and
thus prove that discontinuities at the wall are at the origin of the cracks.
After having considered the fact that a pile would normally remain
compact during the fall, we now assume that a crack occurs accidentally in
the pile during the downward motion, and we examine the question of the
stability of this opening during the fall. In any case, we realize that such a
crack splits the pile into two unconnected parts. Keeping within the limits of
our continuum model, we imagine that a horizontal crack occurs during the
fall at a vertical coordinate hd in the rectangular array. Assuming that this
accidental crack lasts long enough to allow the system to reset its internal
distribution of stress, we get from Eq. (1) the reduced accelerations of the
two resulting rectangular sub-piles A (for Above) and B (for Below):
ho- hd)
r A= exp ( - ( and (2)
which holds when hd lies in the interval [0, ho]. The condition for getting a
crack Which will increase in size during the fall is r B > r A, since otherwise
the crack would be unstable and would tend to shrink as the time passes.
This leads to the elementary condition: hd < ho/2, for the stability of
a crack occurring in the pile. Thus our model predicts that stable cracks
occur only in the lower half of the rectangular array.
This peculiar feature can be observed in experiments as well as in com-
puter simulations. The cracks start from the bottom of the pile and prop-
agate to larger heights only at later times. This concerns also the stability
of the cracks occurring in the upper part of the 2D pile during the fall
(see the second and the third snapshot in Fig. 1). As stated in our model,
some cracks dissapear as time passes when they accidentally appeared in
the upper part of the pile. Note also that the pictures are not symmet-
ric with respect to the vertical axis. Cracks opening in the lower part of
the pile do increase in size during the fall, thereby directly confirming our
friction-based model.
2.3. THE SIMULATIONS
Our computer simulation model [18, 25] which we only briefly mention here,
is based on the following considerations. Since a rough surface implies both
rotation and energy loss, it is important to allow rotation and to account for
the friction of the particles. In the simulations, we describe the roughness
of surfaces and the connected energy dissipation, using the coefficient of
friction, J.L, and the maximum tangential restitution {30 , as already described
in Refs. [26-28]. Other mechanisms of energy loss might be a permanent
deformation of a particle during contact, or the transfer of kinetic energy
to thermal energy. We account for these effects, introducing the coefficient
of normal restitution, E.
Besides allowing a step by step direct insight into the fragmentation
dynamics, the extensive use of the numerical results allows us to get a
better understanding of the processes involved. We report elsewhere [16, 18]
a more detailed study of some results which we mention below. For the sake
of illustration, we focus here on the numerical analysis of the concept of
"free fall arches" as introduced by Brown and Richards [29] a few years ago.
As we shall see, the opening of fractures results from, or is accompanied
by, a marked increase of the pressure at the lateral walls above the falling
lowest fragment of the pile. For computer simulation details, the reader is
referred to Refs. [25, 30, 31].
2.3.1. Pressure at the Lateral Walls

From simulations, we get the pressure on the side walls by summing the
normal component of the momentum change of those particles colliding
with a certain part of the wall within the time t - tlt and t. In Fig. 2 we
choose tlt = 0.01 s and plot the pressure as of function of height so that
each data point represents the pressure on a part of the wall about 6 layers
high. For t = 0.02 s (<>) we still have a rather small pressure, whereas for
t = 0.04 s (+) the pressure increases over almost one 'order of magnitude
in the lower part of the pile. As can be intuitively imagined, the increase
in pressure is strongly correlated to the occurrence of cracks.
During the fall of the array, arches, vaults or, in other words, contact
chains may build up corresponding, in our simulations, to a large number of
collisions per unit time and thus to a great amount of momentum change.
These arches hold the particles above, at least for a short time, and thus
allow a crack to open below. As can be seen on Fig.2, these arches happen
204 J. DURAN
0.25 ,..,.------,,...--,r---.,......---,.------,
t=0.02s-
t=Cl.04s .......
'US' 0 2
t::0.06s ..,. .. .
t::0.08s ...M.......
:~ .
~"'0.15
!
·I 0.1
~
0.05
Figure 2. Pressure at the walls as function of the height z obtained via ED numerical
simulations. The lower boundary of the pile is at z = 0 at time t = 0 s. The integration
time is 10 ms and every point in the diagram is obtained by summing over six rows of
beads. The resulting pressure at the walls undergoes a tenfold increase right above the
crack.
to disappear, after a short while, thereby allowing the pressure to relax and
the falling to proceed further. At timet = 0.06 s (D) we observe cracks also
in the upper part of the pile, again connected to strong pressure. For even
longer times, t = 0.08 s (x) the particles are already too dilute near the
walls, so that contact chains are not longer probable.
2.3.2. Spin self organization: Long range rotational order and momentum
waves
A detailed analysis of the simulation results shows that, connected to a
large number of collisions, the direction of the angular velocity, i.e. the spin
of the particles, may be locally arranged in an alternating order along lines
of large pressure. In order to proof that this is not only a random event, we
plot in Fig. 3 one snapshots from a typical simulation and indicate clockwise
and counterclockwise rotation with black and white circles respectively. We
observe, at least in some parts of the system where cracks open, that spins
of the same direction are arranged along lines. The spins of two neighboring
lines mostly have different directions. The elongation of the ordered regions
may be comparable to the size of the system rather than to the particles.
The detailed analysis of the momentum and rotation attached to a spe-
cific particle in the pile allows one to get a better insight into the process.
We find that when the momentum wave arrives at the left wall it is reflected
and moves mainly upwards. We relate this to the fact that the material be-
low the dynamic arch is falling faster than the dynamic arch, such that not
much momentum change takes place downwards. After several milliseconds
easy
gliding plane
impossible
Figure 3. At left, observation of the spin self organization of the particales above
the opening cracks. The black particles are rotating clockwise and the white ones
counter-clockwise with a rotation moment perpendicular to the plane of the figure. The
black arrows indicate the positions of cracks. At right, (a) shows the actual local orga-
nization of the rotations avoiding frustration of the rotation along the vault, whereas
(b) indicates a situation which is theoretically impossible and which is not seen in the
picture.
the momentum wave is no longer limited to some particles only, but has
spread and builds now an active region with great pressure, i.e. a sort of
dynamic arch.
3. Vaults hardening
3.1. EXPERIMENTS
One can easily imagine small scale laboratory or table-top experiments

able to reproduce the permanent plugging effect often encountered in large
industrial devices. Here, we describe briefly three representative, simple
experiments which exhibit long duration, or permanent, clogging of a gran-
ular flow which would not occur under usual preparative conditions. The
first two sets of experiments deal with model granular samples made up
of a limited number of particles either in reduced 2D (Sec. 3.1.1) or in 3D
(Sec. 3.1.2) geometry. The third experiment uses a commonly found granu-
lar material enclosed in a cylindrical container (Sec. 3.1.3). It allows to get
a deeper insight into the subtleties of the influence of the preparation mode
and, in particular, to distinguish between isotropic compaction and unidi-
206 J. DURAN
B
(a) (b) (c)
(1) (2) (3)
Figv.Te 4- A series of laboratory experiments exhibiting permanent clogging under spe-

cific preparation. Each number refers to the description in text .
rectional (vertical) stress preparation. A sketch of these three experiments

is reported in Fig. 4.
3.1.1. 2D experiments
We have repeatedly observed permanent plugging in the course of several
2D experiments performed in fiat glass made cells (typically 15 em high,
10 em wide, and 1.6 mm deep) filled with oxidized aluminum beads. Similar
devices of various shapes and sizes have been extensively used in our lab-
oratory in order to investigate both heaping [22], size segregation [21 J and
fragmentation [18] during vertical chute. In the course of the current exper-
iments, the 2D cell is kept vertically on a stable support and implemented
with a moving 2D piston (a thin 1 mm thick metallic blade) which leans
on a cantilever spring pushed vertically by a stepping motor. Although this
setup was not specifically designed in order to generate permanent clogging
but ra ther to analyze the statistics of vaults in a vertically pushed 2D pack-
ing (a forthcoming paper) , we observed in several instances that after a set
of experiments involving an upward pushing of the 2D pile, the piston could
be released downwards resulting in an unexpected f eature: The 2D pile did
not flow down as expected but would remain compact and suspended in
the cell leaning over its lowest row of beads as illustrated in Fig. 4 (1). A
careful examination of the situation showed that all the beads in the lowest
row were in contact and also in contact with both lateral walls thereby
illustrating a vault spanning the space between the two lateral walls. As
expected, a slight lateral knock at the front windows would disturb this
unstable situation and provoke the free chute of the packing.
3.1.2. 3D experiments
An apparently similar feature can also be directly [see Fig. 4 (2)] observed
in 3D geometry using a reduced number of beads. We filled a cylindrical
leucite tube (length 50 em, inner diameter D = 3 em, and thickness 5 mm)
with about 80 roughly spherical beads (diameter approximately 1 em). A
3 em diameter leucite piston is fitted to slide freely in the lowest part of the
cylinder and can be pushed upwards and released downwards. As expected
and due to the height of the packing and to bead-wall friction and Janssen
law [32], driving upwards the packing in the tube requires an energetic
push. Subsequently, as in the preceding 2D case, it is observed that driving
the piston downwards can lead to situations where the column splits into
sub-piles some of them being occasionally clogged up permanently. Again it
is seen that the underlying row of supporting beads is approximately lying
on a same horizontal plane. In certain instances, the center of supporting
beads follow a slightly upwards bent contact chain. Moreover and as in the
preceding case, a slight knock at the tube induces a free fall of the beads.
3.1.3. Experiments with sepiolite in a 3D cylindrical container

Sepiolite (hydrous magnesium silicate H4Mg2Si3010, an equivalent of meer-
schaum) is a commonly used granular material. Our sample is made of non
spherical millimetric grains, with sizes ranging between 0.2 mm and 6 mm.
A one meter long leucite cylindrical tube (inner and outer diameters re-
spectively 65 and 70 mm) is half full with this granulate. Both ends of the
container are equipped with inner soft rubber-foam caps which are not flush
with the tube but slightly recessed with respect to the tips. The sample is
initially prepared by pouring gently the granulate into the vertical tube. A
being initially the lower tip, we pour the granulate through tip B. As we
shall see, the preparation mode turns out to be crucial here so that we have
to follow carefully and step by step the process.
1. Subsequent to normal filling the height reached by the granulate in the
tube is h1 (say 50 em). The tube is kept vertical and A is the lowest
tip [Fig. 4 (3a)J.
2. If now we revert the tube upside down vertically or inclined at an
angle far above the repose angle, and, as expected, the granulate flows
down continuously along the walls of the tube without showing any
fragmentation as sketched in Fig. 4 (3c).
3. Keeping the tube vertical, we knock once the lowest tip (now tip B) of
the tube onto a hard floor. Due to compaction the height of the material
in the tube is now slightly decreased. Now, roughly, h3 = h1-l em. If
now we revert the tube upside down or inclined at an angle far above
the repose angle, we observe a completely different flow mode. Then the
flow occurs via a series of successive and ascending fragmentations as
208 J. DURAN
we have previously reported in 2D experiments [18] and as sketched in

Fig.4 (3b). Occasionally, the flow would stop definitely thereby showing
permanent clogging.
4. Starting from a situation as in step 3, i.e. after a knock at the lowest
tip, we now knock the upper tip (now tip A). The height is again
reduced (roughly h4 = h3 - 1 em). We revert the tube upside down:
the granulate flows down continuously as in 2 and does not exhibit any
fragmentation nor permanent clogging.
5. Starting from the initial situation (as in step 2, lowest tip A) we tap
repeatedly and energetically over the lateral sides of the tube thereby
inducing a strong compaction of the granulate whose height decreases
from h1 approximately down to hs = h1 - 5 em. If now we invert the
tube, the flow occurs continuously as in step 2.
Series of experiments show reproducible results. The flow mode depends

directly on the tapping sequence and on the tip (lower or upper) where the
tap is applied. In reverse, tapping laterally induces efficient compaction
but does not change the flow mode. This experiment works also with other
rough granular materials. However, harder materials (such as silica sand)
require a more energetic sequence of taps (possibly with a hammer) in order
to allow the observation of similar behaviors.
These experiments and some others (e.g. see the influence of the pouring
mode in filling containers [29]) do not only exhibit the crucial importance
of the preparation mode but also attract the attention on the prepara-
tion anisotropy in the equilibrium state of the granulate. In particular,
the sepiolite experiments indicate that, at least under these circumstances,
compaction [33] is not merely and directly correlated to subsequent flow
behavior and to clogging probability.
4. Friction hysteresis of spheres in contact in a granular packing
Now we turn to the problem of a dense bead packing made up of a large

number of spherical particles confined by the gravity field in a vertical
cylindrical container and we address the question of the forces which act
locally between adjacent beads.
A series of recent investigations aim at describing the distribution of
forces in a sand pile at rest, either in a conical pile without walls or in a
cylindrical container. These approaches take advantage of the replica, all
over the pile, of a triangular shaped pattern involving three beads, one lean-
ing over two adjacent ones situated below. The upper bead redistributes the
total amount of charges it receives from the upper layer over the two under-
2Q
.....• )
Figure 5. Balance of forces in the triangula7 basic pattern.
lying beads [34-37]. More recently a similar algorithm has been extended
to include friction forces [38].
Although starting from the same classical triangular basic pattern, the
present work tackles the problem from a different point of view. In order
to account for the experimental observations reported in subsection 3.1,
we consider a relationship between the geometry of the piling and the mo-
bilization of friction forces. We take into account the cycle of loading and
unloading of the contact chains of spheres in contact which, ultimately, may
leave the system in a different force pattern situation.
The basic pattern (Fig. 5) is made of beads A supported by beads B and
B'. Due to symmetry conditions and for sake of simplification, bead A is
supposed to move along a vertical line whereas beads Band B', remaining in
contact with bead A, are supposed to move along a horizontal line thereby
inducing an elongation (positive or negative) of symmetric lateral springs.
As we shall see below the stress-elongation characteristic may not be linear
as in the real situation. These springs are supposed to simulate the lateral
reaction to compression of a contact chain in the granulate leaning on the
lateral walls of the container. We call a the penetration angle which is
explicitly defined in Fig. 5. Bead A is undergoing a vertical and downward
(positive) force 2Q. Bead B undergoes a positive (i.e. from left to right)
and horizontal compressive force F. In the contact area, these forces result
in a normal N and tangential load T given by
N Q sino:+ F cos a, (3)

T = Q cos a - F sin a.
210 J. DURAN
We introduce the friction condition as in the preceding section. It reads
T =sf N, s E [-1, +1), (4)

which gives a relationship between F and Q
F = Q 1 -sf tan a
(5)
tana+sf
Here, f is the coefficient of friction. At a given a, and depending upon the
loading or unloading sequence, s ranges between [0, + 1J (loading sequence)
and [0, -1 J (unloading sequence). a is expected to remain constant when the
friction balances the applied force (i.e. when s -1- 0). The angle a relaxes
(increases or decreases) when the conditions= 0 is reached when we have
to solve the no-friction problem. Under this slip condition Eq. (5) reduces
to F = Q cot a. Another relationship between a and F has to be found
in order to determine the equilibrium state. This relationship depends on
the elasticity model for the granulate contact chains and for its interaction
with the container walls. Obviously and provided no global reorganization
of the relative positions of the particles occur under loading or unloading,
F is expected to be a monotonically decreasing function of a.
We do not know the detailed function F(a), which is largely dependent
on the microscopic details of the bead-bead and bead-wall interfaces and on
the elasticity model considered for the contact interactions. Being mono-
tonic, F(a) spans the range Fmin to Fmax when a decreases from 1r /3 down
to 0. This function is expected to scale differently according to the model
used for the description of the contact interaction. The scaling exponent is
3/2 for the classical Hertz model and 2 for a "soft crust" or rnulticontact
model [39).
Plugging such an expression for F into Eq. (5) provides the Q(a) de-
pendence
Q = [ ( 2/3 ~ 1) (2 13 Fmin- Fmax + 2/1 (Fmax- Fmin) COS/3 a)]

tan a+ sf
X 1- (6)
sf tan a '
with s E [-1, +1)

Going into the domain where 8aQ is negative corresponds to triggering
a sort of "snap-lock effect". In short, if the stress Q is increased above the
maximum in the curve of the Q(a) curve, the system reacts negatively, the
drawback force decreases and the pattern tends to flatten down to a = 0
instead of restituting the initial starting value for a. As we see in the follow-
ing, a combination of this snap-lock effect and the mobilization of friction
100
80
60
p
F 4o
20
0
S A
-30 -20 -10 0 10 20 30 40 50 60 70 80 90
Figure 6. Representation of the behavior of the system in the F(Q) space with f = 0.3
forces may explain several unusual behaviors such as vaults hardening as

observed in Sec. 3.1.
Now we turn back to the question of the mobilization of friction forces.
We look for the detailed trajectories of the system in the F( Q) space. The
graph of this function is given in Fig. 6.
Starting from a given position (S in the figure), i.e. from a given F
and Qat a definite penetration angle a, and increasing progressively Q, we
can calculate analytically the successive positions of the system. However,
rather than performing the complete calculation it turns out much more
convenient to make use of the diagrammatic representation as pictured in
Fig. 6. In the region where 8pQ is positive, the trajectory follows a series
of stick-slip events. This occurs until the point P is reached. At this point,
a slightly increasing force Q will break the friction force and trigger the
snap-lock effect. Then the spring drawback force cannot balance Q any
more and this results in an abrupt decrease of the penetration angle a
down to some point marked E in the figure. The complete determination
of this equilibrium state which depends on the time dependence of the Q
force, can be performed analytically solving the full mechanical problem.
However and in view of the crude approximations of the present model (and
in particular to the simplification that the dynamical friction coefficient is
zero), we restrict here to a semi-quantitative description and will not go
any further into the details of the model.
The crucial point that merits attention here deals with the stability
of the final state corresponding to point E in the diagram. Due to the
mobilization of friction forces, we observe that further motion of the system
212 J. DURAN
and return to initial equilibrium can only be obtained by reaching the

point marked U (for unloading) in the diagram. This situation corresponds
to a negative applied load Q. In other words, when releasing an applied
compressive external force which has gone beyond the apex of the curve in
Fig. 6, the system will not return to its original equilibrium state. Instead,
we need to exert a pulling force in order to overcome friction and return to
the initial situation.
The relationship of this model to the series of experiments reported in
Sec. 3.1 is straightforward. Starting from usual preparative conditions, the
granulates would flow normally when the container is reversed upside down.
After a static compression or a sequence of compressive shocks, several
contact chains in the granular material are left in a more tense situation
which can resist pulling forces provoked by a reversal of gravitational forces.
In reverse, uncompressing the granular material (Sec. 3.1.3, step 4) tends
to relax the tension of the vaults thereby allowing a free flow mode.
4.1. SPRING AND DRAWBACK FORCE: NUMERICAL ESTIMATE
In the preceding section, we have realized that a simple spring-rubbing mass

model is, in principle, able to render most of the basic features of vaults
hardening. This model establishes a relationship between the geometry of
the triangular pattern (through dependence on a) and the mobilization of
friction forces. It implies a significant relative motion of the beads in the
packing. A simple order of magnitude calculation allows to get convinced
that this may occur under usual experimental conditions. In the following,
we successively consider semi-quantitatively the deformation of a linear
chain of contacts and the consequence of the deformations of the container
walls within the context of the Hertz model.
4.1.1. Deformation of a linear chain of contacts

Consider a vertical cylindrical container (radius R, see Fig. 7) made up of
a material whose Young's modulus is E'. Its wall thickness is e « R. It
is filled with a large number of spherical beads (radius r « R, Young's
modulus E » E'). Suppose that a vertical fast motion (such as a shock)
is able to temporarily change the effective acceleration by a positive or
negative adimensional factor r.
Depending upon experimental conditions, If! ranges between 1 and 10.
We consider a typical contact chain of n "" Rjr particles which spans
the space between both lateral walls in the container. Be Fv the typical
vertical force due to gravity, supported by a bead in the packing. Janssen's
arguments [32] indicate that a bead situated in the bulk of the packing feels
a maximum vertical stress which is typically equivalent to the weight of 2n
e
R Fv
<----------················-----···················"!·-··-··;.··········
Figure 7. Definition of the parameters for calculating the overall deformation of the
linear chain of contacts.
beads. If pis the specific mass of the beads , we have Fv = nrpginr 3 . Again
using Janssen's arguments [29], we know that about a fraction K = 30% of
the vertical stress is converted into an horizontal one Fh directed towards
the lateral walls, so that we have Fh = nKr pginr·3 . One finds easily that
if oh is the penetration of two beads in contact, the retraction of a typical
contact chain due to internal pressure in a granulate is .6. = noh ex r3 R3
2 5
which does not depend on the particle size. Using typical numerical values
(i.e. p = 2000 kg/mm 2 , R = 0.1 m and E = 10 10 Njm 2 ) , one finds that
at r = 1 (which means under its own weight), noh is of order 5 microns
which can be increased up to about 25 microns under a shock at lOg. Using
softer materials for the beads such as leucite or, even more, sepiolite, allows
to cover a deformation range up to 100 microns which means a significant
fraction of a typical bead diameter.
However, in typical experimental or industrial situations, the container

walls are likely to undergo a deformation which may render the effect of
the spring retraction. The following simple calculation can be performed:
Suppose we consider a leucite tube whose Young's modulus E' is 4 times
smaller than the beads. The bead-wall penetration o~ is then approximately
twice the preceding oh value. Be b the diameter of the contact circle at the
bead-wall interface, nn the number of beads in the circular ring in contact
with the walls and Fh the compressive stress. The equivalent pressure is
of order p ex nnFh/bR and the tension in the ring is a = pR/e. The
local deformation o of the container wall is given by a classical equation
214 J. DURAN
15 = Ra-jE',
which means that the deformation of the container walls can be several tens
times larger than the deformation of the contact chains. In a typical indus-
trial situation, the wall deformation can be as large as several hundreds of
microns (which can mean of order of a few particle sizes) when submitted to
an energetic shock. Remark that in large industrial vessels such as hoppers
or tubes with thin walls, the wall deformation can significantly contribute
to vaults hardening as investigated in the present paper.
5. Discussion and conclusion

We first presented experiments, theory and simulations on a 2D granular
system falling inside a vertical and rectangular container. We observe that
the discontinuous decompaction results from cracks which break the array
into pieces from the bottom to the top. Both experiments and simulations
verify two basic predictions [18] deduced from a continuum theory based
on our dynamic extension of Janssen's vault model [24]. First, as long as
no cracks occur, the theory predicts the acceleration of the top of the pile
as a function of the aspect ratio: for increasing height, the acceleration of
the top decreases. Second, if some crack occurs, it is stable only in the
lower half of the pile and both blocks, hence detached, will fall with a
larger acceleration and will separate further. Experiments show that cracks
rarely show up whenever the lateral walls are polished with optical quality;
cracks always appear for a surface roughness larger than typically 10- 6
m. On the other hand, the ED algorithm requires the use of a non-zero
thermal agitation on order to provide dynamical interactions by collisions.
This eventually introduces fluctuations in the system that may cause cracks,
even when the coefficient of friction is constant and the wall is flat. In order
to test whether cracks are primarily induced by external fluctuations such as
heterogeneities at the lateral walls, we suggest a comparison with Molecular
Dynamics calculations, which do not explicitly require an internal noise.
Moreover, the simulations have shown another important feature: strong
pressure fluctuations are connected to the occurrence of arches and cracks
and thus are propagating upwards.
The features described here, i.e. rotational order, stick-slip behavior, and
momentum waves are not yet observed in 3D experiments, except perhaps
for the observation of the rotation of pieces of rocks occurring around huge
fractures in large scale geological events such as earthquakes [40]. Besides,
the phenomenon of stress fluctuations has been shown to be important for
both the behavior of static [34] and of quasistatic granular systems [41].
Furthermore, the behavior of cracks in polydisperse or three dimensional
systems is still an open problem.
The second part of present work shows that permanent plugging which
is frequently observed in industrial situations can be readily obtained in
small scale laboratory experiments using an adequate preparation of the
granular material which otherwise would flow continuously.
Our tentative model takes profit of a detailed analysis of the balance of
forces due to the mobilization of friction and due to the reaction on com-
pressive stresses in an elementary three beads model. It is seen that under
particular circumstances, the granular system can build up tense inner con-
tact chains which are able to resist moderate solicitations. In turn, these
hardened vaults can oppose further internal motion leading to permanent
plugging or to fragmentation.
Besides using the classical Amontons' static friction law this model is
based on the hypothesis that the granular system resists horizontal com-
pression by mobilizing an elastic restoring force whose intensity depends
monotonically on the compressive force. This is certainly a crude approxi-
mation in the case of plastic deformation which are likely to occur in many
chemical or food grains materials. There, the snap-lock effect may occur via
plasticity or via a creeping process. Note that under these circumstances
and at the apex of the curve in Fig 6, a slow creep is able to induce an
'abrupt relaxation of the grains positions leading to a consolidation of the
contact chains.
Quite generally, the simulation algorithms are implemented with a single
valued friction coefficient and a permanent relative motion of the particles is
required in order to solve dynamical equations. The question arises, whether
a full implementation of the static contact interaction (such as in [42]) is
able to render a correct description of the vaults hardening effect.
Acknowledgements. We thank Touria Mazozi, S. Luding, E. Clement,
Jean Rajchenbach, A. Blumen, P.-G. de Gennes and J.-C. Charmet for ei-
ther participating to part of this work (and) or for helpful discussions.
The "Jussieu Granular Group" where the experiments and simulations
have been performed is part of the French Groupement de Recherche de la
Matiere Heterogene et Complexe of the CNRS.
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COLLISIONS AND FLUCTUATIONS FOR GRANULAR
MATERIALS
B. PAINTER, S. TENNAKOON AND R. P. BEHRINGER

Department of Physics and Center for Nonlinear and Complex
Systems,
Duke University,
Durham NC, 27708-0305, USA
Abstract. We describe two sets of experiments, one to characterize energy

dissipation phenomena and one to characterize fluctuations in 3D slowly
sheared granular material. The first experiment consists of a collider in
which spheres roll down a slope and collide on a smooth flat surface. We
analyze high speed video from these experiments to obtain collision rates,
energies, etc. The second experiment consists of spheres confined in an
annular geometry which are subject to slow shearing. Data for the stress
show strong fluctuations in time. These fluctuations show a kind of rate
invariance, and have distributions which are approximately exponential for
large stresses.
1. Introduction
Granular systems have captured much recent interest because of their rich
phenomenology and important range of applications [1-3]. Understanding
the flow of granular materials at a fundamental level offers both significant
intellectual challeges and the potential of considerable economic and com-
mercial value. Although sand and other granular materials can flow in ways
which are heuristically similar to usual fluids and gases [1], there are no the-
oretical descriptions which have the status of the Navier-Stokes equations
for Newtonian fluids. In particular, the large separation of temporal and
spatial scales which occurs between microscopic and macroscopic dynamics
of regular fluids need not apply to the flow of granular materials.
Here, we pursue the collective properties of granular systems, including
the way in which these systems dissipate energy and the effect of fluctua-
217
218 B. PAINTER ET AL.
tions (s~e also the article by Christian Veje et al. in this proceedings).
For our purposes, a granular material consists of solid particles char-
acterized by inelastic interactions with the additional a-thermal condition:
mgd > > kBT. This last point simply states that thermal energies, kBT,
with kB Boltzmann's constant, are irrelevant compared to gravitational
energies, mgd, where g is the acceleration of gravity and d is a particle
diameter. The inelasticity of the collisions leads to dramatic collapse phe-
nomena [6-8] in which large collections of grains come rapidly to rest when
external energy sources are removed. Without continuous energy input,
granular flows rapidly collapse into quiescence. Due to this strong dissipa-
tion, it is possible to have simultaneously fluid-like and solid-like phases
separated by only a few particle diameters [10]. Only recently has there
been experimental information [8] on the way in which granular systems
dissipate energy.
Previous work [4, 5] suggests that fluctuations can play a significant role
for granular materials, but little is known quantitatively about fluctuations
and spatia-temporal correlations. Simple experiments [17-21] exploiting the
strain-induced birefringence (photo elasticity) of plastics or glass underscore
the issue of inhomogeneity. Photoelastic experiments (see Veje et al. this
proceedings) show that stresses are carried preferentially on a network of
long chains of grains. To our knowledge, no one has determined the length
scales over which fluctuations associated with these chains are important.
The issue is additionally complicated by the fact that small changes in
the spatial arrangements of the grains can lead to a dramatic long range
adjustment in the chains. If the grains are moving, the fluctuations will
have a strong temporal as well as spatial character.
Conventional continuum models [25] for granular flow assume a pri-
ori that the homogeneous limit pertains. These models consist of partial
differential equations which are statements of mass, momentum, and en-
ergy conservation, plus constitutive laws. Typical continuum constitutive
laws model these features via plasticity or elasto-plasticity, which is rate
independent. By contrast, in the experiments which we present below [27],
fluctuations are strong. Interestingly, there is rate independence, but this is
a statistical property of the fluctuations rather than of the mean stresses.
Recently, Coppersmith and her collaborators [20] have developed a new
model, the q-model, which characterizes the statistical properties of static
stress distributions. This model predicts under certain circumstances an
exponential falloff of forces on individual grains for large forces. Parallel
calculations by Radjai et al. [21] using contact dynamics have also pre-
dicted exponential behavior, and other scenarios [22-24] branching from
the q-model have predicted additional features. For typical probability dis-
tributions for q, this model predicts that the distribution of forces on in-
COLLISIONS AND FLUCTUATIONS FOR GRANULAR MATERIALS 219
transparent surface
Figure 1. Apparatus for collision experiments.
dividual grains in a static 3-D array subject to gravity should vary as

PI = J;; 1 (f I fo) 2 exp(- f I j 0 ). Within a given horizontal level, the forces
on individual grains are uncorrelated. This model is particularly interest-
ing because it provides new insight into the propagation and fluctuation of
stresses in granular materials. However, the experiments described here in-
volve dynamical vector forces rather than static ones, so the q-model should
be considered here as a useful guide.
2. Collisions of Rolling Spheres

In this section we consider recent results for collisions of relatively large
numbers of spheres rolling on a smooth flat surface. Here, the idea is to
provide a setting in which to investigate collapse phenomena and the dissi-
pation of energy. For 2D earth-bound experiments, particles must be con-
fined to a plane, and the dynamics may consequently be different than for
the ideal theoretical models discussed above. In order to allow reasonable
motion of particles in such an experiment, the particles must either be free
to roll, or they must be levitated, for instance by air flow. Each technique
has advantages and disadvantages. Here, we consider particles rolling on a
smooth flat surface.
The apparatus used for the present experiments is sketched in Fig. 1.
The particles roll across a level flat Plexiglas surface after rolling down a
hill. In this case, the hill has a bowl shape and is formed by a sheet of
rubber. The height of the hill is adjustable- hence the reason for making it
Figure 2. Trajectories for 100 particles.
out of rubber. Before the start of an experiment, the particles are held at
the top of the hill by a ring. The experiment begins by lifting the ring; the
particles roll down the hill and collide in the center. By illuminating from
below we obtain clear images of the particles with a high speed video camera
mounted above. We obtain images at video rates of 250 framesjs, and then
use particle tracking software to follow every particle visible in the images.
The software also tracks individual particles from frame to frame, so that
we can obtain good statistics on velocity and energy distributions. Finally,
the software also determines when collisions have occured, so that we also
have good statistics on that quantity. We show in Fig. 2 an example of the
trajectories for a modest number of particles. To date, we have considered
only up to 155 particles at one time, although in future work we expect to
extend that by about an order of magnitude. Nevertheless, in the central
collision region, we obtain particle densities (i.e. number per area) which
are comparable to those in the work of Kudroli and Gollub [8].
The results which we present here are only preliminary, although they
do show some interesting features. Fig. 3 shows the time since the last
collision for all particles vs. time. The primary collision of all the particles
takes place a bit before 0.5 s. A more quantitative measure is then the total
number of collisions per particle vs. time, as in Fig. 4. This quantity climbs
rapidly but over a finite time range, and does not depend too strongly on
total particle number, at least for the numbers of particles we have studied
to date. We consider the energy and variance of the energy vs. time, as
1.0 ,----------,--~-----.-----......
1l" 0.8
.. . .
$ :•
c
0
g
8 0.6
0
gj '·
-~
c. 0.4 .·
·.. ·· ..
~
c:
·u; .· ·. ..·
Q) . 0.
:~··
'.
•0.
··.··· •• ' ..
~ 0.2 "o/0 ,o o I
0.5 1.0 1.5

time (sec)
Figure 3. Time since last collision vs. time for 150 particles.
10.0
//~~
8.0
. ·Y/,L _.... --·

'j //'
Q)
u ~---··
t
<n"'c:
c.
6.0
1?··------ _..--~.
0
~
0
()
4.0 I
I
- - 75 particles
100 particles
125 particles
' - - 150 particles
2.0 ' 155 particles
('/
0.0
0.0 0.5 1.0 1.5 2.0
time (sec)
Figure 4. Collisions per particle vs. time.
shown in Fig. 5. An interesting point is that the standard deviation of the

energy for the ensemble shows a peak which broadens as the total number
of particles increases. An obvious question is whether particles show chain-
4.0 - <E>
............ crE
time (sec)
Figure 5. Energy and variance of energy vs. time for 150 particles.
like structures as suggested by models which show collapse. In fact, video

images do suggest that this occurs, but it is too early to say how important
this might be.
Clearly, particles rolling on a surface have different properties than ideal
particles in a 2D model. The existence of the substrate means that the
Galilean invariance of the models does not apply for the experiment. In
particular, pair-wise collisions of particles which all appear identical in
the center-of-mass frame of a model may differ depending on the parti-
cle speeds relative to the substrate of an experiment. Of course, there are
other complications, such as whether a particle is rolling or slipping. Even
at a relatively simple level of just one particle rolling on a surface there are
open questions. In this case, a particle comes to rest, and the model for
this process is rolling friction. That is, there is a constant frictional force
given by J..trFN, where J..tr is the rolling friction coefficient, and FN is the
normal force. In fact, initial experiments indicate that the damping force
is velocity dependent.
Another aspect of particles rolling on surfaces which has not been ad-
dressed to our knowledge is what happens to mixtures of particles which
differ in their rolling friction. To address this point, we have carried out ini-
tial experiments in which we have shaken collections of steel spheres which
are identical except for their surface preparation. In these experiments, the
spheres are confined to a plane which is oscillated horizontally. We use a
Figure 6. Clumps of smooth spheres in a horizontally shaken system.
U) 0.8
0
.a
.r::
0>
·a;
z 0.6
ti
e>
z'"
(])
0 0.4
c
·u
0
~
LL 0.2
20.0 40.0 60.0

Time (min)
Figure 7. Nearest neighbors vs. time for smooth (squares) and rough (circles) spheres.
Filled points correspond to experiments with initially segregated particles, unfilled points
to experiments with initially randomly mixed particles.
roughly 50-50 binary mixture of bright chrome-plated spheres and other-

wise identical spheres which have been roughened by etching them in acid.
After extended shaking, the spheres show an interesting segregation phe-
nomena: Spheres of a given surface roughness form clumps or strands, as
in Fig. 6. If the particles were truly identical except for color, we would ex-
pect that they would have nearest neighbors which were evenly distributed
between species. However, this is not the case, as seen in Fig. 7. In this
figure, we show the nearest neighbors vs. time for smooth and for rough
spheres. Here, we consider two different initial states, one in which the
nearest neighbor distribution was adjusted by hand to be random, and one

in which the particles were totally segregated. Clearly demixing occurs in
one case, whereas at best only partial mixing with persistent clumping by
species occurs in the other. Although these are preliminary results, the key
point is that this process of limited segregation is driven by the distance
which each species of particle is likely to roll during an interation of the
back and forth shaking process.
3. 3D Stress Fluctuation Experiments
The stress experiments described below are designed to probe the temporal
and spatial character of force fluctuations associated with stress chains [27]
in the slow flow regime by considering temporal fluctuations for continu-
ously sheared ensembles of spherical particles. Another set of experiments
presented by Veje et al. (this proceedings) considers the 2D case.
The experiment consists of precise, high-speed stress measurements. By
varying the grain size relative to the detector area, and the height of the
layer, we can test for spatial averaging of the fluctuations. By measuring
time series at relatively high sampling rates, we can look for the dynamics
of the fluctuations.
The apparatus consists of an annular gap that contains the granular
material, in this case approximately monodisperse glass spheres. We use
different samples that have diameters 1.0 mm :S d :S 5 mm. A rotating
upper ring of width w = 2.5 em and mean diameter D = 35.6 em provides
continuous shearing at an angular rate iJ via a DC motor and drive. The
shearing ring rotates on a shaft and precision bearing which allows free
vertical displacement of the ring. We vary the height of the layer between
1.0 em :S h :S 4.1 em. We glue a layer of particles to the shearing ring in
order to ensure that the granular material is acutally sheared. The curved
sidewalls and flat base of the annulus are smooth and remain at rest.
We determine the absolute normal stress at the bottom of the layer with
a capacitive pressure stress transducer, similar to that used by Baxter et
al. [5]. We carry out a similar procedure for all runs. We first determine the
AC bridge setting corresponding to an empty cell without the shear ring or
spheres in place. We fill the cell with an approximately monodisperse sample
of glass spheres, which we level. (Polydisperse samples rapidly segregate by
size, so we have avoided these.) We then place the shearing ring on top of
the sample and measure the resulting stress, a no, which provides a typical
value about which stress variations occur during the shearing process.
These data show very large fluctuations for all d and h which we studied.
We give an example in Fig. 8, which shows data for a(t)/anc. Specifically,
a(t) can have fluctuation events which are an order of magnitude greater
30,-------------.-------------~-----.
4mm Beads : 2cm Fill Height

20mHz Rotation Rate
20
10
Seconds
Figure 8. Typical time series for the normal stress as a function of time, ford= 4 mm
and B/(21r) = 20 mHz. The data are normalized by the DC stress, uvc, which we measure
in the absence of shearing. The horizontal line indicates the mean.
than O'DC and are far larger than the mean for the fluctuations, which is
indicated by the horizontal line.
The power spectra, P(w), obtained from O'(t) are also interesting. Fig. 9
shows a typical case obtained from O'(t). For a given iJ, the spectra vary
as 1/w2 at larger w. But at smaller w, the spectra become flatter, with a
typical variation P(w) ex w-a with a ~ 0.6. The time series and spectra
are somewhat similar to molecular dynamics calculations by Savage (29].
We next consider the dependence of the spectra on the shearing rate,
iJ. If the shearing occurs slowly compared to the collective relaxation rate
of the system, we would expect, at least statistically, rate independence if
time is scaled by iJ. For rate-independence, a simple calculation shows that
iJP(w) should depend only on wjiJ. Fig. 10 shows two examples of data
for 1.5mm and 4mm particles in scaled form, which indicates very clear
rate scaling of the spectra over nearly five decades in scaled frequency and
for about two decades in iJ. This rate independence is a striking feature,
because it applies to the fluctuating component of the stress rather than
to the mean properties which are modeled by continuum theories. Also
interesting is that fact that the scaled spectra do not depend strongly on
particle size.
We can also view the time-varying force at the transducer as a sampling
for an ensemble of different arrangements of the grains which are contin-
Power Spectra
2.0
1
"'- 0.0
Ci
.3 ·2.0
· 4 -~ 1 L.o--~---o...L.o,------~--...,1.L.o_ _ _~--..,.2.'-::-o-_j
Log(Hz)
Figure 9. Power spectra from O'(t) ford= 2 mm. The rotation rates, iJ (normalized by
21r) of the shearing ring are noted in the upper corner. At high w, the spectra vary as
w- 2 , and more weakly with w at low w.
2.0 ,--------,-----,----.......,----..,--------,-----,
1.5MM and 4MM Beads 15'-IM 69mHz
15MM ISml-1<
1/2 Full 1SMM24mHl
15MM ~2mHz
15MM6Dmlil:
ISMM 7BmHz
ISMM 120mftz
-4MM2SmHz
0.0 -4MM54mH!
-4MM 14mHz
-4MM21mHz
-4MM31mHz
-4MM51mHz
-4MM70mKz
]:
a.
a' ·2.0
Ci
.3
-4.0
-6.0 L_~_ __:"-::_~----::.L_~_--,-L:--~--:"-:--~---=",----~-c::"

0.0 1.0 2.0 3.0 4.0 5.0 6.0
Log(m/ro,)
Figure 10. Power in scaled form, BP(w/B), vs. scaled frequency, wjiJ, ford= 1.5 mm
and 4 mm, demonstrating rate independence. The scaled spectra for different grain sizes
are similar over the parameter ranges considered here, except perhaps at low w.
1MM: 1/4 Full : 42mHz 2MM: 3/4 Full : 42mHz
-2.0
-3.0
0.30 0.40 0.30 0.40

cr(Nicm 2)
-1.0, -1.0
3MM: Full: 2DmHz

f
-2.0
~
]'
-3.0 -3.0
0.20 0.30 0.40 0.30 0.40

cr(N/cm 2)
Figure 11. Representative distributions for the stress, CJ, without regard to time, nor-
malized by the mean stress< CJ >,for different grain sizes but comparable rotation rates.
A small positive quantity has been added to the p's in order to keep the logarithm finite.
The circles indicate least squares fits to the form p = A(CJ- CTof fset) 2 exp( -CJ /CJo), as
suggested by the analysis of Liu et a!. and Coppersmith et a!. The data for d = 4 mm
and 5 mm did not fit well to the model because the relatively sharp rise for small CJ.
uously being stirred by the shearing process. For long enough observation
times, the ensemble should be well sampled, and a statistical approach jus-
tified. We might expect that Prn a distribution of the stresses from the
present experiments, without regard to time, might resemble the predic-
tions of the q-model [20]. This is at least approximately the case, as seen
in Fig. 11, which gives representative examples of Pa vs. a. Typically, p is
reasonably well described by p(a) =A( a- aoffset) 2 exp[-(a- aoffset)/aoJ,
where aoffset may account for small shifts in the zero of stress. However,
the distributions for the largest particles, d = 4 mm and 5 mm are qualita-
tively least like the q-model, although we might expect these to be the most
similar. Nevertheless, they do fall off at large a more or less exponentially.
The two sets of experiments described above provide steps towards un-
derstanding collapse phenomena and force fluctuations in granular mate-
rials. The long term goal of such experiments should be a deeper under-
standing of how these phenomena affect the macroscopic properties of these
materials.
Acknowledgements. This work was was supported by the National
Science Foundation under Grant DMR-9321791, and DMS-9504577, and by
NASA under Grant NAG3-1917.
References
1. For a broad review see H. M. Jaeger and S. R. Nagel and R. P. Behringer, Physics
Today, 49, 32 (1996); Rev. Mod. Phys. to appear, and references therein; Physics
of Granular Media, D. Bideau and J. Dodds, eds. Les Houches Series, Nova (1991);
Granular Matter: An Interdisciplinary Approach, A. Mehta, Ed. Springer, NY (1994);
R. P. Behringer, Nonlinear Science Today, 3, 1 (1993).
2. Understanding these effects is extremely important considering the large volume and
value of bulk solids processed annually. See B. J. Ennis, J. Green, and R. Davies,
Particle Technology 90, 32 (1994).
3. E. W. Merrow, Rand Corp. Report R-3216-DOE/PSSP (1986).
4. C-h. Liu and S. R. Nagel, Phys. Rev. Lett. 68, 2301 (1992).
5. G.W. Baxter, R. Leone and R. P. Behringer, Europhys. Lett. 21, 569 (1993).
6. S. McNamara and W. R. Young, Phys. Rev. E 50, 28 (1994); 53 5089 (1995).
7. I. Goldhirsch and G. Zanetti, Phys. Rev. lett. 70, 1619 (1993).
8. A. Kudroli, M. Wolpert, and J. P. Gollub, Phys. Rev. Lett. 78, 1383 (1997).
9. R. M. Nedderman, Statics and Kinematics of Granular Materials, Cambridge Uni-
versity Press, 1992.
10. T. G. Drake J. Geophys. Res. 95, 8681 (1990).
11. G. W. Baxter and R. P. Behringer, Physica D 51, 465 (1991); Phys. Rev. A 42,
1017 (1990).
12. G. W. Baxter, R. P. Behringer, T. Faggert and G. A. Johnson, Phys. Rev. Lett. 62,
2825 (1989).
13. P. Evesque and J. Rajchenbach. Phys. Rev. Lett. 62 44 (1989).
14. E. Clement, J. Duran, and J. Rajchenbach, Phys. Rev. Lett. 69, 1189 (1992).
15. H. K. Pak and R. P. Behringer, Phys. Rev. Lett. 71, 1832 (1993); Nature (London)
371, 231 (1994); H. K. Pak E. van Doorn, and R. P. Behringer, Phys. Rev. Lett. 74,
4643 (1995).
16. E. van Doorn and R. P. Behringer, to be published.
17. A. Drescher and G. De Josselin DeJong, J. Mech. Phys. Solids 20, 337 (1972).
18. T. Travers et al. Europhys. Lett. 4, 329 (1987).
19. R. P. Behringer, Nonlinear Science Today, 3, 1 (1993).
20. C.-h.Liu, S. R. Nagel, D. A. Schecter, S. N. Coppersmith, S. Majumdar, 0. Narayan
and T. A. Witten, Science 269, 513 (1995); Phys. Rev. E 53, 4673 (1996).
21. F. Radjai, M. Jean, J.-J. Moreau and S. Roux, Phys. Rev. Lett. 77, 274 (1996).
22. M. Nicodemi, preprint (1997)
23. P. Claudin and J.-P. Bouchaud, Phys. Rev. Lett. 78, 231 (1997).
24. J. Socolar, preprint (1997)
25. For a review of continuum models of dense granular materials, see R. Jackson, in
Theory of Dispersed Multiphase Flow, p. 291, R. E. Meyer, ed. Academic Press, New
York, 1983.
26. 0. Reynolds, Phil Mag. 20, 469 (1885).
27. B. J. Miller, C. O'Hern, and R. P. Behringer, Phys. Rev. Lett. 77, 3110 (1996).
28. D. G. Schaeffer, J. Differ Eq. 66, 19 (1987); E. B. Pitman and D. G. Schaeffer,
Comm. Pure Appl. Math 40, 421 (1987).
29. S. B. Savage, in Physics of Granular Media, ed. Daniel Bidear and John Dodds,
Nova, Commack, NY (1991).
TEXTURE-DEPENDENT RIGID-PLASTIC BEHAVIOR
STEPHANE ROUX
Physique et Mecanique des Milieux Heterogenes,
Ecole Superieure de Physique et Chimie Industrielles,
10 rue Vauquelin, 15231 Paris cedex 05, France. t
AND
FARHANG RADJAI
Theoretische Physik, FE 10, Gerhard-Mercator Universitiit,
D-41048 Duisburg, Germany.
Abstract. A simple starting point for the introduction of the texture (in
the form of a fabric tensor) in a continuum rigid-plastic description of
the mechanical behavior of granular media is proposed. We focus on the
evolution of the fabric and suggest to introduce steric hindrance effects
directly on this geometrical quantity. This implicitly defines a flow rule,
and is at variance with the standard approach where a flow rule is chosen
a priori.
1. Introduction
In a number of papers in this volume focusing on continuum description of

the quasistatic mechanical behavior of granular media, the standard elasto-
plastic framework has been presented [1-4]. The purpose of this short con-
tribution is to show how the texture of granular media can be incorporated
in this description. The importance of texture has been evidenced in nu-
merous experiments (in particular in two dimensions) dating back to the
40's [5-7]. In these proceedings, the texture is advocated to be responsible
for the stress distribution under a sand heap [8, 9]. We simply present here
the outline of an approach which deviates in some respect from the stan-
dard framework of elastoplasticity while keeping its main ingredients. In
tpermanent address after Oct. 1st 1997: Surface du Verre et Interface, UMR St-
Gobain/CNRS, 39 quai Lucien Lefranc, 93303 Aubervilliers Cedex, France.
229
230 STEPHANE ROUX AND FARHANG RADJAI
order to highlight the important notions, we will focus on two-dimensional

systems.
2. General framework
We deal with the simple case of perfectly rigid particles interacting through
a Coulomb friction law. This "hard-particle approximation" [2, 10-13] is
commonly used to model granular systems at low confining pressures and
for stiff particles. One important consequence of this choice is the lack of
a characteristic stress scale. Therefore, the yield stress has to be defined
through a dimensionless ratio of stress components. In other words, the
yield surface in the stress space is necessarily a cone. (Note that this is
not consistent with the Cam Clay model presented in these proceedings by
Savage [1] or Vermeer [3].)
On the other hand, since the Coulomb law of friction can be regarded as
a non-associated plastic law, one cannot expect the macroscopic behavior
to be associated. Therefore, one has to specify the direction of the plastic
strain rate independently from the yield stress.
Finally, we also have to specify internal variables which are supposed to
capture the state of the medium. In view of our basic description, we pro-
pose the state of the medium to be characterized by geometrical observable
internal variables. A complete rheological description requires the evolution
of these variables for an infinitesimal strain increment.
3. No internal variable
As the most elementary description, which is treated here for the purpose of
clarification, let us ignore all internal variables. First, the yield surface is a
cone in the principal stress space and the stress components a1 and a2 play
the same role. Hence, only the maximum value of the ratio al/ a2 is to be
specified. We refer to Ref. [1] for the classical Mohr-Coulomb construction
to introduce the internal friction angle ¢ satisfying
max { :~} = tan2 ( ~ + ~) . (1)
The second property to be established is the direction of plastic strain

rate E:. Again, Mohr's construction in the strain-rate space is useful to show
that a single angle, the dilation angle '1/J, has to be introduced. However, in
order to be able to describe a shear test with an arbitrarily large plastic
strain, the only possible value of the dilation angle is 'ljJ = 0. In other words,
the plastic strain is a simple shear with no volume change.
This description is hardly satisfactory, unless only when very large
strains are considered. We note, however, that albeit crude, this simplis-
RIGID-PLASTIC BEHAVIOR 231
tic approach already describes some important properties of granular media

such as the existence of a steady state (or "critical state", in the sense of the
Cambridge school of soil mechanics [14]), which here is trivially reached at
the onset of plastic flow, or the noncoaxiality of the principal axes of stress
and strain rate[15], which form an angle of ¢/2.
4. One internal variable: compacity

One of the basic observations in tests on materials like sand is that the
behavior crucially depends on the initial preparation of the material. A
dense sand has a very different response than a loose one for the same
granulometry [14]. In order to account for this observation, at least one
internal variable is to be introduced. The compacity c - ratio between
the volume of solid phase and the total volume - seems a reasonable
choice. Other equivalent denominations are introduced in the soil mechanics
literature, such as the specific volume v 8 , i.e. the total volume per unit
volume of the solid phase so that v 8 = 1/c, or the void ratio, e defined as
the ratio of the pore volume to the total volume so that e = (1- c)jc =
(v 8 - 1)/v 8 •
In this case, the isotropy of the packing is not broken and thus the
two angles ¢ and 'lj; are to be introduced as functions of the compacity. To
account for the possibility of a steady shear strain with no limitation on its
extent, the dilation angle should tend asymptotically to zero at a specific
value of the density Cc· This will be identified as the critical state.
Finally, one does not need to introduce any further hardening rule since
the volumetric strain in a plastic flow (given by the dilation angle) does
impose the change in solid fraction
c= -c Tr(e). (2)
Let us consider the case of a simple shear. The deviatoric part of the plastic
strain is called 'Y· From the definition of the dilation angle, the rate of
volume change is given by Tr( e) = i' tan( 'lj;). Let us linearise the dilation
angle variation in the vicinity of the critical density cc, 'lj; = a(c - cc)·
Assuming (c- cc) « Cc, the integration of the above equation for large
shear 'Y gives
(3)
hence the identification of Cc as the critical-state compacity. A is a prefactor
depending on the initial state. The final approach to this compacity is
exponential with a characteristic shear scale
'YO= _1
ace
= (cc d'lj;l
dccc
)-1 (4)
Thus, this first order model allows to account for the different behaviors of
loose and dense granular media, through the sign of the difference (c - cc).
Let us note that we have assumed implicitly that the strain is homo-
geneous throughout the sample. In the case of a dense sample, the above
evolution is, however, unstable, and localization is expected to take place
(see Vermeer [3, 16]), where the strain is concentrated in a shear band.
5. Three internal variables: Fabric
Let us now try to enrich our description by introducing more internal vari-
ables. In contrast with the standard plasticity theories where the internal
variables have not necessarily a direct physical interpretation [17], we rely
on physical internal variables characterizing the texture of the medium at
every stage of evolution. In this perspective, a natural candidate for such a
better description is the distribution of contact directions. Let e be the po-
lar angle of the contact normals n, and p(B)dB the probability of a particle
to have a contact in the interval [B, e +dB]. We note that, in contrast to a
common usage, we normalize p per particle rather than per contact, hence
f 07r p(B)dB = z/2 (half the coordination number z), and not unity. Instead
of considering this whole distribution as an internal variable, which would
not be reasonable at this stage, one may include its most salient features
just by expanding it in Fourier series and retaining the two first terms:
z
p(B) = 27r +wcos[2(B-BJ)] +h.o.t., (5)
where w is the amplitude of anisotropy, and ef the mean direction of contact

normals [18]. At a lower level of description, one might consider only z as the
internal variable. But, apart from cosmetic changes, this would be strictly
equivalent to the previous section assuming a simple relation between the
coordination number z and compacity c.
The above expansion involves three scalar parameters: z, w, BJ. Equiv-
alently, one can consider the the second order tensor F = ( n 0 n/, which is
usually called "fabric tensor" (see Goddard [2, 19]). Since tr(F) = 0, there
are only two independent invariants of F. It can easily be checked that Bf
is the major principal direction of F and w = 2(!1 - h), where h and
h = 1 - h the eigenvalues of F. In this way, the description of the tex-
ture in terms of the above expression or the fabric tensor are completely
equivalent.
The introduction of an anisotropic texture into the problem breaks the
rotational invariance, so that the Mohr-Coulomb analysis is no more suited
to the prescription of the yield surface. The effective friction angle will now
depend on the orientation of the potential slip plane. This also holds for
the determination of the direction of plastic strain rate.
Let us consider the hardening rule, i.e. the evolution of z, w and () f for
a specified plastic strain rate £. To reach this evolution law, we first resort
to the original distribution p. A contact in the direction () can be gained,
moved to a different direction, or lost (opened). The evolution of p can thus
be expressed as a conservation equation
ap~, t) + div(J) = G- L, (6)
where G (L) stands for the gain (loss) rate of contacts in the direction e. J
is a "current" of contacts, and the divergence operator in two dimensions is
a pedantic way of writing 8/ 8(), but provides a useful guide in three dimen-
sions. We should now express L, G and J in terms of the components of
the strain-rate tensor. To this aim, we have to fulfill the Galilean invariance
and a few basic requirements such as the fact that the time appearing in
Eq. (6) is a dummy parameter, so that J, G and L should be homogeneous
of degree one in gradients of the macroscopic velocity field. The expression
of the current J is naturally written J(()) = p(())u(()) where u is a tan-
gential velocity (along()+ n/2) of a unit vector parallel to the intercenter
direction. Similarly, L(B) can be written p(B)v(e), where v is the normal
velocity for a branch vector of unit length. G assumes a similar expression,
with the difference that the facing particles which will create a contact in
the direction () are not yet in contact. Thus, we cannot use p to character-
ize their density. Since we did not introduce enough information to be able
to extract a finer description of the neighborhood of a particle, we simply
assume that particle centers are uniformly distributed in space when not in
contact. A better choice would be a hard-core radial distribution function
(as in the gas kinetic theory; see Jenkins [12]). However, in all cases this
choice is somewhat arbitrary, since the information is simply lacking at our
coarse level of description.
We resort to a simple mean-field assumption (see [2]) in order to express
the velocities v and u in terms of the components of the strain-rate tensor.
However, we do an additional projection to avoid violation of Signorini's
condition [10]. Therefore
u(B) = t(B) € n(B) + w,

{ (7)
v(B) = [n(B) € n(B)]+,
where t is a unit vector of polar angle (} + n /2 and w is the rigid- body

rotation associated with the velocity field (half the curl of the macroscopic
velocity field). The notation[ ... ]+ stands for the positive part of the braket.
The above equations provide the expressions of J and L. The gain rate
G is given by the assumption that the velocity field prior to contact is
simply the uniform far-field strain rate. Using the compacity c and taking
into account the number of contacts gained in a prescribed direction, we
get
G(e) = 4 c[-n(e) €: n(e)]+· (8)
1f
This completes our evolution equation for p( ()). In order to reach the evo-
lution law of the variables z, wand ()f, we simply should form the product
of Eq. (6) by 1, sin(2()) and cos(2()), and then integrate over [0, n]. Ignor-
ing all higher order harmonics, we arrive at the three required equations.
Explicit analytical expressions do not comply to a simple form because of
the positive part function and thus we skip their writing here, although no
difficulty is involved in this exercise.
We note that when integrating the equations of evolution of the texture
a number of improvements can be considered in order to escape from the
simple mean-field estimates of the velocities. In particular, consistency re-
lations can be introduced to compute €; directly from u and v from particles
at contact. These consistency relations could be enforced at the expense of
having a more refined description. We also remark that getting to higher
order Fourier components (e.g. introducing the fourth order fabric tensor)
is straighforward as far as hardening rules are concerned. However, it does
not appear obvious to us that additional internal variables are worth being
introduced.
The main source of difficulty in modelling granular media is to incor-
porate the hard-core repulsion (steric hindrance effects) between particles.
This is generally assumed to be hidden in the plastic potential through the
dependence of the dilation angle 'ljJ and the internal friction angle ¢ on the
compacity c.
We would like to suggest an alternative route through the distribution
p, which appears nicely suited to incorporate such effects. Indeed, steric
hindrance imposes for all values of () the following inequality:
~
·0+1!"/3
p(()')d()'::; 1, (9)
0-1!"/3
where n /3 is the excluded angle in two dimensions when two particles of

the same size are in contact along the direction(). If one were to introduce
a plastic potential for defining the direction of €:, there seems to be little
chance for not violating the above constraint.
It is thus tempting to reverse the traditional order. Instead of prescrib-
ing the direction of €: from a flow rule, and then computing the increments
of the internal variable, one can consider the set of all possible strain-rate
directions compatible with the boundary conditions and the corresponding
evolution of the internal variables. Generally, only a subset of €; will not
violate the constraints Eq. (9). We suggest to select among the latters the
strain rate which minimise the dilation. This procedure has the obvious
advantage of incorporating some aspects of steric hard-core repulsion, from
direct microscopic considerations. In this sense, it avoids part of the phe-
nomenology involved in prescribing a flow rule. It relates the hardening rule
to the flow rule, a property that we have already mentioned in a previous
section. Finally, it is worth mentioning that this approach leads to problem
for uniaxial compression. Indeed, in this case, the saturation of contacts
along the compression axis prevent all further compression. However, there
is a way to circumvent this difficulty by introducing opposite rotations in
subdomains within the medium. This suggets that a pure unixial compres-
sion may not be a stable mode of strain and that it naturally splits in
subdomains with rotations, the detail of which being ruled by boundary
conditions, and eventually short scale additional ingredient such as those
exposed in multipolar theories [2] suitably adapted to perfect plasticity.
Needless to emphasize that this last section is very preliminary and
highly speculative.
Acknowledgements. This work has been partly supported by the
Groupement de Recherche "Physique des Milieux HeterogEmes Complex-
es" of the CNRS.
References
1. Savage S., these proceedings.
2. Goddard J ., these proceedings.
3. Vermeer, these proceedings.
4. Krenk S., these proceedings.
5. Casagrande A. and Carillo N., in Fmc. Boston Soc. Civ. Eng. 31, 74 (1944).
6. Biarez J. and Wiendieck K., C. R. Acad. Sci. 256, 1217 (1963).
7. Oda M., Soils and Foundations 12, No. 2, 2 (1972).
8. Cates M., these proceedings.
9. Bouchaud J.-P., these proceedings.
10. Roux S., these prodeedings.
11. Radjai F., these proceedings.
12. Jenkins J., these proceedings.
13. Goldhirsh I., these proceedings.
14. Schofield A. N. and Wroth C. P., Critical state of soil mechanics, Me Graw Hill,
London ( 1968).
15. Drescher A. and de Josselin de Jong G., J. Mech. Phys. Solids 20, 337-351 (1972).
16. Desrues J., in Proceedings of the joint US-France workshop in recent advances in
geomechanics, geotechnical and geo-environmental engineering, edited par F. Darve,
Y. Meimon, J. Benoit and R. H. Borden, Technip, Paris, 47-58 (1993).
17. Roux S., in Statistical models for the fracture of disordered media edit€ by H. J. Her-
rmann and S. Roux, Elsevier Science Publishers B. V., North-Holland (1990).
18. Rothenburg L. and Bathurst R. J., Geotechnique 39, No 4, 601 (1989).
19. Satake M., in Continuum-mechanical and statistical approaches in the mechanics
of granular materials edited by S. C. Cowin and M. Satake, Gakujutsu Bunken
Fukyu-kai, Tokyo (1978).
236
Christian Veje
FLUCTUATIONS AND FLOW FOR GRANULAR SHEARING
Results from experiment and simulation
C.T. VEJE
CATS, The Niels Bohr Institute. ESPCI-HMP, Paris
D.W. HOWELL AND R.P. BEHRINGER
Center for Nonlinear and Complex Systems, Duke University
AND
S. SCHOLLMANN, S. LUDING AND H.J. HERRMANN
Institute for Computer Applications 1, University of Stuttgart
Abstract. We present results from both simulation and experiment on a

2D granular shear-cell. The experiments determine the position of disks
and their orientations over time, as well as the force on individual disks.
We use computerized particle tracking techniques to achieve the former
and photoelasticity to achieve the latter. The simulations use MD force
laws and efficient algorithms to simulate as closely as possible the experi-
mental system. We measure the radial dependence of velocities and their
distributions. In particular we find that the azimuthal velocity decays ex-
ponentially to some background level within a distance of about 7 disk
diameters from the shearing wheel. Experimentally the distribution of az-
imuthal velocities is found to have a complex, roughly bimodal distribution
close the the shearing wheel which is indicative of a complex combination of
slip, no-slip, and rolling processes at the boundary, and a more exponential
distribution away from the shearing surface. The distribution of stresses
shows a falloff which is approximately exponential at large forces, although
it is probably not possible to determine which among competing models for
force distributions best fits these results. The model can capture most but
not all of the features seen in the experiment. The mean velocity profile,
the qualitative nature of force chains and the distribution of velocities far
from the shearing surface are well captured in the simulations. The veloc-
ity distribution near the shearing surface and the force distributions differ
considerably between theory and experiment.
237
H.J. Herrmann et al. (eels.), Physics ofDry Granular Media, 237-242.
238 C.T. VEJE ET AL.
(B) Video camera
Crossed
polarizers \\111111111 II
Unifonn light source
Figure 1. (A) top and (B) side view of the 2D Couette shear-cell.
1. Introduction
Granular systems have captured much recent interest because of their rich
phenomenology and important range of applications. Many examples are
given in this book and for other reviews see e.g. ref. [1]. One particular
problem concerns the statistics and fluctuations in slowly evolving systems.
Such systems, which may be considered as quasi-static, can exhibit strong
spatio-temporal fluctuations in local force and velocities.
Here we consider results from simulations and experiments in a 2D
granular system consisting of disks subject to steady shearing in a flat
Couette geometry[2, 3]. We measure the shear-induced velocity profiles,
the velocity distributions, and the local forces on grains.
In the following we briefly present the system and the simulational and
experimental methods. In the presentation of the results we focus on the
comparison of simulation and experiment. Thus, several aspects of there-
sults, such as changing the packing fraction and the shear-rate, will not
be discussed here. An extensive description of methods and results may be
found elsewhere[4, 5].
2. The 2D Couette system
The system, sketched in Fig. 1, consists of an inner shearing wheel of

diameter D, rotating with angular frequency n, and a fixed outer ring. Flat
disks are confined between these rings and two smooth horizontal Plexiglas
sheets. The side of the wheel and the inner surface of the ring are coated
with plastic 'teeth' spaced 0. 7 em apart and 0.2 em deep.
We use a bimodal distribution of disks, with roughly 400 larger disks
of diameter 0.9 em, and roughly 2500 smaller disks of diameter 0.74 em. A
bimodal distribution is useful, since it limits the formation of hexagonally
ordered packings over large regions. We use the diameter d of the smaller
FLUCTUATIONS AND FLOW FOR GRANULAR SHEARING 239
disks as a convenient lengthscale and a polar coordinate system with origin

in the center of the shearing wheel.
3. Experimental and simulational technique

In the experiment the individual disks were marked so that their position
and orientation could be tracked from frame to frame using a video/frame-
grabber system and some image analysis. The disks were made of a photo-
elastic polymer which under stress changes the polarization of light coming
from below [see Fig. 1(B)]. By using crossed polarizers under and above
the shear-cell we get information about the stress level of each disk. An
unstrained photo-elastic sample is dark when viewed between crossed po-
larizers, but becomes light if the stress is large enough. Further strain can
actually cause the sample to become dark again. Here, we exploit this fact
to obtain a reasonably quantitative measure of the forces. We do so by
digitizing the intensity I of the image obtained through crossed polarizers,
and by then computing G = I'VIl 2 . G grows monotonically with stress, and
a calibration shows a reproducible linear dependence[5].
We simulate the 2D shear-cell using a molecular dynamics (MD) al-
gorithm [6, 7], see also the contribution of L. Brendel in this book. The
number of disks, their sizes and material parameters and the geometry of
the shear cell are exactly the same as in the experiment. The rough surface
of the boundaries is modeled by sticking small semi-circles of radius 1 mm
on the cylindrical walls. We also explored different force laws for the friction
between the disks. We had to account for a small friction between the disks
and the bottom plate to get agreement with the experiment[4).
4. Kinematic results
First we present the results of the mean azimuthal velocities as function
of their distance to the shearing-wheel. Since there is no net flow in the
radial direction, the radial velocity profile will fluctuate with zero mean.
In Fig. 2(A) we show an example of the azimuthal velocity Vo for both
simulations and experiments. We use the normalized values, Vo/fl, since in
the very slow quasi-static limit, this quantity should be independent of 0[8].
Thus, Vo/fl = 1 indicates that the disks are being dragged by the wheel,
moving together like a solid body. We find a roughly exponential decay of
Vo to about r / d = 7 where the profile saturates at some background level.
The mean profiles for the spinS (angular velocity of individual disks) are
shown in Fig. 2(B). S has been normalized by flD/d which is the gear-
ratio for rotation of a disk on the inner wheel. Thus, S / (OD /d) = 1 means
that disks are rolling perfectly on the shear-wheel. The disks nearest to the
inner wheel rotate, on average, backwards, i.e., in the direction opposite to
0.3 ~~~~~~~~~~~---.----.
(A) Simulation --+------- (B) Simulation ---+--
Experiment ----x---· 0.2
Experiment -----)(-----
0.1
v
0.1
0.01
0 it 1\
'i
>
0.001
.o.Jixi
0.0001
\ I
v
·0.2
le-05 -0.3
le~l6 .....__._~~~~~~~~~~--' -0.4 '--""-~~~~~~~~~~--'---'
0 I 2 3 4 5 6 7 R 9 10 II 12 13 14 15 16 0 I 2 3 4 5 6 7 R 9 10 II 12 13 14 15 16
rid r/d
Figure 2. Mean normalized Ve and S vs. distance to the shearing wheel.
100 r--~-~--r-:::-:-::-:-~-~---.
(A) Simulation -+-- (B) Simulation -+--
l.R Experiment ----X---- Experiment -----)(----
1.6
10
1.4
1.2
~ O.R
0.6
0.1
0.4
0.2
0.01 '---~-~-~-~-~---'
-0.2 () 0.2 0.4 0.6 0.8 1.2 1.4 -0.15 -0.1 -0.05 () 0.05 0.1 0.15
v,tn v,tn
Figure 3. Distribution of Ve for: (A) 0 < r/d < 1, (B) 9 < r/d < 10.
the wheel. However, the next layer rotates in the reverse direction. These
oscillations damp very quickly with the distance from the wheel.
The simulation reproduces the experimental results very well in the
case of the azimuthal velocity profile. For the spins the general trend is
reproduced but the overall amplitudes are too high in the simulation. This
is, in part, due to the fact that the friction between disks and bottom
plate does not affect the rotation of the disks but only their translational
movement.
The probability density distributions P(Vo/0) for both simulation and
experiment are shown in Fig. 3 for two different ranges of r /d. For the
innermost layer of grains [Fig. 3(A)J there is a significant difference be-
tween simulation-A! and experimental distributions. For the simulation, P
shows a unimodal Gaussian-like distribution with a clearly defined mean
and width. For the experiment, P shows several bumps and peaks corre-
sponding to details of grain motion. Note that there is some motion in the
negative direction, which occurs because grains slip backwards as a chain
fails. For the same reason there is some motion faster than the shear-wheel
FLUCTUATIONS AND FLOW FOR GRANULAR SHEARING 241
Figure 4. Pictures of the force-chains . (left) is an experiment showing the transparent

light intensity. (right) is a simulation showing the potential energy stored in all contacts
of one particle.
for Ve/0 > 1. There is a well defined peak at Ve/0 = 0 that results from
grains which slip relative to the inner wheel or roll without slipping against
the wheel. The slipping grains remain at rest because of the weak friction
with the bottom plate and a pinning effect from their larger-r neighbors.
The next peak is at Ve /0 ""' 0.5 corresponding to complex stick-slip-spin
motion.
The distribution for Ve narrow rapidly with distance away from the
wheel for both simulation and experiment. This can be seen in Fig. 3(B)
where the correspondence between the simulation and experiment is closer.
Note that the distribution at this distance has a Gaussian-like peak but
becomes rather exponential in the tails.
5. Force measurements
We show in Fig. 4, images of the force-chains obtained from experiment

(left) and simulation (right). The force-chains are clearly visible in both
images and the simulation seemingly captures some of the essential features
of the experiment . In the simulation, we plot each disk as a unicolored dot
which reduces the degree of detail.
We show an experimental stress distribution in Fig. 5(A). The stress f is
an average of G over an area corresponding to d2 and have been normalized
to the mean stress. The distribution fall-off at f ""' 10 occurs because these
forces are outside the useful range of the gradient technique, as we will
explain elsewhere[5]. These data are consistent with the exponential fall-
off predicted in the q-model and in the Contact Dynamics calculations of
Radjai et al.[lO]. However, the distribution at low forces appears to be
,,
10 10
+
....
(A)
+
+
0.1 0.1
G sa.
" ll.OI 0.01
-
0.001 0.001
0.0001 0.0001
0.1 10 0.1 10
Figure 5. Distribution of forces found in (A) experiment and (B) simulation.
consistent with a variation of the q-model[9] suggested by M. Nicodemi[ll]

in which horizontal correlations are built in due to slip between grains.
In Fig. 5(B) we show the force distributions from the simulation. Here
considerable differences between experiment and simulation are seen.
The photoelastic experiments described above are the only experiments
of which we are aware in which the forces are determined with the sample, as
opposed to at the boundary. Consequently, it is very important to determine
the limits of the photoelastic technique. Ongoing work will further explore
the limits of validity for this technique.
Acknowledgements. CTV and RPB are indebted to the E.S.P.C.I.-
H.M.P. where much of this work was carried out. The work of DWH and
RPB was supported by the NSF, Grant DMR-9321791, DMS-9504577, and
by NASA, Grant NAG3-1917.
References
1. For a broad review see H. M. Jaeger and S. R. Nagel and R. P. Behringer, Physics
Today, 49, 32 (1996); Rev. Mod. Phys. 68 (1996) (and references therein); Physics
of Granular Media, D. Bideau and J. Dodds, eds. Les Houches Series, Nova (1991);
Granular Matter: An Interdisciplinary Approach, A. Mehta, Ed. Springer, NY (1994);
R. P. Behringer, Nonlinear Science Today, 3, 1 (1993).
2. Giinter Li:iffelmann, Thesis, Universiat Fridericiana Karlsruhe, (1989)
3. J. F. Carr and D. M. Walker, Powder Technol., 1, 369 (1967)
4. S. Schi:illmann and S. Luding and H.J. Herrmann, in preparation
5. C. Veje, D. Howell, R. Behringer, S. Schi:illmann, S. Luding and H. Herrmann, to be
published
6. J. Schafer, S. Dippel and D. E. Wolf, J.Phys. I France, 6, 5-20 (1996)
7. S. Luding, Phys. Rev. E, 55 4720 (1997)
8. B. Miller,C. O'Hern and R.P. Behringer, Phys. Rev. Lett., 77 3110 (1996)
9. S. Coppersmith, C.h. Liu, S. Majumdar, 0. Narayan, and T. Witten, Phys. Rev. E
53, 4673 (1996)
10. F. Radjai, M. Jean, J.-J. Marean and S. Raux, Phys. Rev. Lett 77, 274 (1996)
11. M. Nicodemi, Preprint, (submitted to PRL) (1997), (See also contribution in this
book)
A CONTINUUM DESCRIPTION OF ARCHING EFFECTS
ALAIN LODGE
Centre de Recherche sur la Matiere Divisee - CNRS
1 b, rue de la Femllerie, 45071 Orleans cedex 2, France
e-mail: louge@cnrs-orleans.fr
Abstract. We propose a two-phase continuum model for describing the

slow flow of saturated granular media. This model includes overall viscous
dissipation, filtration of the fluid phase and a shear dilatancy effect which,
in our view, accounts for steric constraints in the granular phase. We have
performed finite element simulations for this model, in which an arch can
be seen to form in a die.
1. Introduction
One of the most common features in the flow of granular media is their
ability to form arches because of their particulate nature and the steric
constraints which arise whenever the grains come close to one another. In
this paper, we are interested in the slow flow of saturated granular media,
which exhibit this arching effect quite often. Although the presence of the
fluid phase may of course make the overall behavior different from what is
observed in dry granular media, the steric constraints remain very similar
and lead to similar effects. This is why, in our view, the continuum model
shown below may contribute to a better description of all granular media by
providing an example of a rather simple mathematical frame for describing
such features.
2. Main phenomena in saturated granular flow
In order to simplify the model, we will make some important assumptions

about the type of continuum which we want to describe. We are interested
in saturated granular media, such as pastes, or more generally any mixture
between a fluid and a powder or a collection of grains, but always in the
243
244 ALAIN LODGE
case where the granular phase is very close to dense packing. Thus we
do not attempt to describe suspensions, where long-range hydrodynamic
interactions can play an important part. We are not interested in static
equilibrium, but rather in slow flows, which means that we will not consider
yield stresses or more generally plastic behaviors with hardening rules. This
means that we do not either try to describe soils. The kind of medium
we are interested in lies precisely between these two limits: concentrated
suspensions and soils.
Now the main phenomena that our model has to account for are:
- viscous dissipation. Since the granular medium is saturated with a vis-
cous fluid, the contact zones between grains is lubricated, and therefore
the overall dissipation exhibits little plastic effects, especially during
steady-state flows. Elasticity effects, such as those arising from surface
tension between entrapped bubbles and the fluid phase, or viscoelas-
ticity in the fluid, will also be disregarded.
- filtration. Due to the high solid volume fraction, the fluid phase can
only fill in the pores between the grains, which are almost in contact
and therefore do not merely follow the mean fluid velocity, as would oc-
cur in suspensions. This is why the two phases may flow with different
velocities.
- dilatancy. We have performed X-ray tomography experiments on satu-
rated granular media during extrusion processes [1]. We have observed
shear-induced swelling of the granular phase in zones undergoing high
shear strain rates. This phenomenon is very analogous to the forma-
tion of shear bands in soils or sands [2], and also to the formation of a
thin particle depleted layer along the walls in Poiseuille flows of con-
centrated suspensions [3]. All of these phenomena obviously stem from
steric constraints between particles.
3. The two-phase continuum model

In this section, we derive a model for describing the two phases, fluid and
granular, represented as two superimposed continua. A distinction is made
between "apparent" variables (weighted by the volume fraction of the phase
under consideration, and denoted by an upper index: p8 ) and "true" vari-
ables (not weighted by the volume fraction, thus equal to the mean micro-
scopic quantity, and denoted by a lower index: u 8 ) [4].
The basic assumption is the presence of two phases on the macroscopic
scale: a "solid" phase, which stands for the granular material lubricated by
the fluid, and a fluid phase; they are respectively denoted by indexes s and
f. The possible presence of a third phase (air or vacuum) is not taken into
account, and so the following identity always holds for the volume fractions:
A CONTINUUM DESCRIPTION OF ARCHING EFFECTS 245
and henceforth <ps will be kept as the main variable.

The constituents on the microscopic scale are assumed to be incom-
pressible; therefore the true specific masses, Ps and PJ, are constants. Mass
conservation can then be written for each phase simply as:
a<ps + d"lV (<p sUs ) =

fit 0, (2,3)
and it can be seen that on the macroscopic scale the two phases are com-
pressible since their volume fractions can vary; U 8 and u f are the velocities
of the phases.
Balance of momentum can be written for each phase:
divas+ R = 0, diva!- R = 0, (4,5)

R being the reaction of the fluid phase onto the solid phase, and as, af
the partial stress tensors of each phase. Accelerations are neglected. The
behavior of the solid phase is:
8 8'1j;(<p 8 ,D(us))
T = 8D(u 8 ) '
(6, 7)
where PJ is the true fluid pressure and 'lj; is a viscous dissipation poten-
tial; D(u 8 ) = ~(Y'us + tV'us) is the strain rate tensor of the solid phase.
An equivalent to Terzaghi's hypothesis for saturated soils is assumed: the
granular phase is submitted to the fluid hydrostatic pressure in proportion
to its volume fraction. Owing to the high particle volume fraction, which
only leaves pores for the fluid, a macroscopic fluid strain rate mainly cor-
responds to a relative displacement of pores on the microscopic scale; this
is why the fluid phase is assumed to be non-dissipative under strain rates:
(8)
A constitutive equation must be specified for the interaction force:
R= ~ (uf- Us)+ P!grad<ps, (9)

K
which is the sum of a Darcy-like term and a reaction due to gradients
of volume fraction, the latter being standard in soil Mechanics. Thus the
dissipation of the fluid constituent on the microscopic scale is accounted
246 ALAIN LODGE
for through two macroscopic terms: the viscous behavior of the lubricated
granular phase and Darcy's law.
4. Constitutive equation for the granular phase

The two-phase model accounts for filtration effects through the permeabil-
ity coefficient K; shear dilatancy effects, according to our initial analysis,
are to be included in the behavior of the granular phase. For that purpose,
we define the following viscous dissipation potential:
= 11d6 (J5)m + 1 (10)

'1/J m +1 do '
the scalar term D being a measure of strain rates:
(11)
where D is the strain rate tensor of the granular phase: D = D(u 8 ), and
. tl:re secon d rnvanant
D eq rs . . of D , I.e. 2 - 2 Dd · Dd
. D eq - 3 · ·
The scalar do is a reference strain rate, and is used for the sake of
homogeneity. The material constants of the model read:
- IJ, a scalar viscosity factor, homogeneous to a viscosity;
m, a nondimensional number, the nonlinearity index, constrained to
0 < m :S 1;
M, a nondimensional, positive number, the volume-deviator coupling
index.
Those quantities must of course vary along with the volume fraction; in
particular, 11 should go to infinity as ([! 8 tends to close packing.
The viscous constitutive equation can be derived as:
T = l:}1jJ =
an
1Jdo
/(TrD)2+M2D~q
(J5)
do
[-J5JI + ~3 M Dd] '
m (12)
and therefore the continuum is always under compression (Tr T < 0).
The viscous, compressible continuum described by this law exhibits a
shear dilatancy effect, as can be seen from this relationship: under any
nonzero strain rate (except pure dilatation), the following equation holds:
3'1/;
aTrn < o,
and therefore, for a given shear strain rate, the dissipated energy is smaller
if Tr D is greater, i.e. if less contraction or more expansion occurs. Thus
A CONTINUUM DESCRIPTION OF ARCHING EFFECTS 247
the continuum tends to expand in zones undergoing high shear strain rates
in order to minimize the whole instantaneous dissipation. This feature is
controlled by the value of M: the smaller M is, the greater dilatancy effects
will be.
5. Numerical simulations
We have performed numerical simulations for the model detailed above. The
instantaneous problem [Eqs. (4-9)] is solved using a finite element method
with quadratic elements. The evolution problem [(Eq.(2)] is integrated by
a finite volume technique and an explicit Euler scheme. The figures pre-
sented show transient flows in a die. The mixture is forced in at constant
velocity at the top of the die; perfect slip at the walls is assumed in the
die and the granular phase sticks to the walls in the capillary; all stresses
vanish at the foot of the capillary. All simulations use the same boundary
conditions and the same material coefficients except for the dilatancy effect
(the coupling index M). The initial condition is a uniform volume fraction
over the domain (0.63) and this same value is forced at the inlet all the
time. A darker gray means a higher granular volume fraction.
Figures 1 and 2 show the steady state that is reached with M = 0.2
after about two minutes of flow, with two different kinds of dies. Note the
"dead zones" in the case of a square entry and the thin particle depleted
layer along the walls in both cases.
Figures 3 and 4 show two different moments in the same simulation.
Here we have M = 2.0 and an arch is formed after some time, preventing
the granular phase to flow any more. In this case the normal stress at the
inlet goes to infinity, which means that the real process would stop.
6. Conclusion
We have shown that it is possible to describe one of the most specific

features of granular flows, namely dilatancy, and the subsequent arching
phenomena, by using a rather simple continuum model with purely viscous
behavior. It is now our goal to take more features into account, especially
plasticity, and to simulate gravity-driven flows.
References
1. Louge, A. (1996), Etude theorique et experimentale du comportement et de Ia
segregation de milieux pateux lors de !'extrusion. These de doctorat, Universite de
Ia Mediteranee.
2. Desrues, J., Mokni, M. and Mazerolle, F. (1991) Tomodensitometry and localization
in sands, xth European Conference on Soil Mechanics and Foundation Engineering, in
248 ALAIN LOUGE
Figure 1. M = 0.2, steady state
Figure 2. M = 2.0, arch beginning
Deformation of Soils and Displacements of Structures. Ed. Associazione Geotecnica

Italiana. A.A. Balkema Pub. Rotterdam, pp. 61-64.
3. Acrivos , A. (1995) Shear-induced particle diffusion in concentrated suspensions of
noncolloidal particles, J. Rheol. 39, pp. 813-826.
4. Gilbert, F. (1987) Description thermo-mecanique de milieux a plusieurs constitu-
ants et application aux milieux poreux satures. These de Doctorat d 'Etat, Universite
Paris VI.
PRESSURE FLUCTUATIONS IN A GRANULAR COLUMN
L. VANEL, E. CLEMENT, J. LANUZA, AND J. DURAN

Laboratoire des Milieux Desordonnes et Heterogenes
Universite Pierre et Marie Curie- Boite 86, 15252 Paris France
Abstract. We report measurements on the static pressure at the bottom

of a granular column. Large pressure variations express an extreme and
non-monotonous sensitivity to small compaction differences.
1. Introduction
The static mechanical properties of an assembly of non cohesive grains

is a long standing difficult problem [1 J. Experimental works have focused
on force fluctuations in granular systems under different loading condi-
tions [2-4]. The question is still to fully understand the emergence of those
fluctuations at a macroscopic level and in particular, the effects of long
range force chains. Recent works have extracted sets of equations describ-
ing transport of contact forces between grains [5-7] with new closures in
contrast with traditional approaches [8-9]. The case of a column filled with
grains is fundamental since the presence of boundaries is a natural initiator
of a pressure screening effect directly linked to the presence of vaults. In
a pioneering contribution, Janssen [10] suggested an heuristic picture to
account for the pressure saturation observed in grain silos at large depths.
Numerous theoretical refinements were proposed since then [9]. Recently, a
stochastic toy model was proposed to account directly for the observed gi-
ant fluctuations [11]. However, experiments are apparently non repeatable
even for the same filling procedures [8]. This is a reason why so far, no clear
experimental result is in a position to decide conclusively between all theo-
retical approaches. In this work (see also [12]), we propose an experimental
set-up designed to measure precisely and reproducibly the mean pressure
and its fluctuations at the bottom of a column of grains, and we investigate
the influence of small density variations.
249
250 L. VANEL, E. CLEMENT, J. LANUZA, AND J. DURAN
Vertical displacement: Az
Figure 1. Sketch of the experimental display and of the two filling procedures.
2. Experimental devices and procedures
A sketch of the experimental set-up is shown on Fig. 1. Glass beads are

poured into a vertical cylinder of radius R = 20 mm and sustained below
by a piston which transmits the pressure to an electronic scale. The system
"scale+piston" can be moved vertically. To obtain repeatable results, we
adopted the following procedure. First, the cylinder is filled from the top
with a mass of grains M . Two filling methods are used (see Fig.l): either
pouring from a hopper situated on the top of the column (method n°l)
or pouring inside an inner column which was slowly removed from the
main column (method n°2). This last operation allows for lower density
fillings and the first one for higher density fillings. Then, a succession of
small and as slow as possible downwards displacements of the piston are
performed (series of 0.125 mm steps on a total distance of 20 mm) . After
each displacement, the mass indicated by the balance is recorded . It is an
" apparent" mass (noted Ma) which reflects the average pressure on the
piston. This procedure tends to "prepare" the system such that the friction
forces would b e polarized in the upward direction, which is crucial for all
theoretical comparisons. Data for different heights of filling H (i.e. different
M) correspond to independent experiments. In addition, the global density
p is measured by monitoring the total height of the grains column with a
precision of 0.5 mm. The volume fraction is then v = pj Pbead·
PRESSURE FLUCTUATIONS IN A GRANULAR COLUMN 251
--~ ~- ,_- -------.-------.62 Cbl ,----~-·---------, o.6'

1
FILLING no 1
80' FILLING no2~
70/
80
0.61 ·-- ~' 10.61
060
v
M.(g) \v
~0 60
60 60
····~~ i'"
I
I
so I 059
50 ·....._/'·..·
I ·-··
40 l-~~~~=-------c~---c;;c--'0.58 40 '---;:-----,-5---;1~0---o15 20 °58
0 5 10 15 20
displacement (mm) displacement (mm)
Figure 2. Apparent mass Ma (solid line) and packing fraction v (dashed line) of the
granular column as a function of the vertical downward displacement t.Z: (a) filling
method 1 with two independent experiments for Ma; (b) filling method 2.
3. Results
Typical records of the apparent masses and the volume fractions as a

function of the vertical displacement, are reported on Fig.2 for M = 300g
(H ~ 8R). Results with both methods of filling are considered. In method
n°l, the initial piling is rather compact (v :::: 0.63) and the relaxation
procedure induces a global decompaction of the column. On the other hand,
method n°2 gives an initially decompacted structure (v :::: 0.58) and the
relaxation procedure leads to a global compaction. The reproducibility of
the method can seen on picture 2a where the apparent masses Ma are
superposed for two independent experiments in the same conditions. In
both cases, a systematic mass increase is observed with a relative variation
up to 50%. Around this global mass increase, fluctuations one order of
magnitude smaller can be evidenced (about 5%). Note that these large
mass changes correspond to a minor density variation of less than 5%. The
apparent mass reaches a plateau and in a first approximation, we analyze
these results in the frame-work of a simple Janssen's theory.
Last century, Janssen proposed a simple heuristic argument to account
for pressure distribution P(z) in a silo[lO]. The core of the model assumes
that the vertical pressure is transferred into horizontal pressure via a consti-
tutive Janssen's coefficient K and that the friction forces are fully mobilized
in the upward direction with a grain-wall coefficient of friction p, (p, :::: 0.4 in
our experiments). This leads to an exponential saturation of the pressure
with depth z: P(z) = pg>.(l- exp( -z/ >.)) where pis the granular density
and ).. = R/2p,K is a characteristic length which accounts for a pressure
80
:§ 60
::2:
If)
If) 40
(I!
E
'E
~ 20
(I!
c.
c.
<(
100 200 300 400

Filling mass : M (g)
Figure 3. Test of Janssen's model. Data are taken for several independent experi-
ments with filling method 1 after a relaxation i;;.Z ~ 15 mm. The compaction range is
0.60 :::; v :::; 0.605. The dashed line is the hydrostatic curve, the thin solid line is equ.(2)
with Moo = 75g, and the thick solid line is equ.(3) with Mo = 38g and Moo = 75g.
screening effect due to the boundaries. In the following, K will be an ad-

justable parameter obtained from the measurement of the saturation mass,
Moo = p1r R 2 A. Then, Janssen's result reads :
Ma = M 00 (1- exp(-M/M00 )) (1)

On Fig.3, the apparent mass Ma on the plateau is reported a as function
of M for filling method n°1 and three bead sizes. Indeed, a saturation of
the apparent mass is obtained. The dashed line represents an hydrostatic
pressure and the thin solid line is equation (1) with Moo = 75g in the
case d = 2 mm. In the transition region from an hydrostatic to a saturated
regime, all data are systematically above this theoretical estimation. For
small masses, data follow almost exactly the hydrostatic curve up to a large
value of the added mass M ~ 30g. Remarkably, a better agreement is
obtained if one considers a generalization of Janssen's model assuming an
effective value of the wall-bead friction Jloef f = 0 for small depths, z < ho
and for z > ho, JloeJ f = Jlo· This assumption would correspond, physically,
to a lack of directional (upwards) mobilization of friction forces or a lack of
lateral pressure redistribution close to the surface. If we consider the offset
mass Mo = p1r R 2 ho, the ansatz gives an apparent mass value:
- ForM< Mo: Ma = M
-ForM> Mo:
Ma =Moo [1- (1- Mo/Moo) exp ( -(M- Mo)/Moo)] (2)
PRESSURE FLUCTUATIONS IN A GRANULAR COLUMN 253
;r,·
90
80
·('~
~ 70
.... .. •
C)
-;; 60
:;; 50
40
.r:.
..... 0.56 0.58 0.60 0.62 0.64
C) v
r:: 2
~
C)
r:: (1)
r::
Q)
~
•• I
·v.·
u 1
(f)
0.56 0.58 0.60 0.62 0.64
Packing fraction : v
Figure 4- Collapse plot of the screening length >. as a function of compaction v for
all experiments of the type reported in Fig. 2 and for two filling procedures. The filling
masses are M = 60g(•), M = 75g(•), M = 90g(&), M = 140g("f), M = 200g(+),
M = 300g(+) and M = 370g(X). In the inset, the apparent mass is displayed as a
function of the packing fraction for M = 75g, M = 90g, M = 200g and M = 370g. The
arrows indicate the evolution during the piston relaxation.
The theoretical prediction of equation (2) is displayed on Fig. 3 for a

value Mo = 38g and Moo = 75g. In the following, we test the generality of
relation like (2) for many different filling conditions. During the downward
relaxation, we extract for each triplet (Ma, M, v) the screening length .A,
using for all data the same offset mass value Mo = 38g. On the inset of Fig.
4, the raw measurements of Ma are displayed for different M as a function
of v. For large M, the variations of Ma with v are huge, which corresponds
to an extreme sensitivity of .A with v: typically, a 5% variation of v yields
a 50% variation of Ma. On Fig. 4, .A is plotted as a function of v for both
filling procedures. A remarkable collapse of the 370 data points is evidenced
on two distinct branches spanning around the value !10 = 0.595 (solid lines
1 and 2 are just guides to the eyes). The value of this length spans be-
tween 1 to 2.5 times the column radius, i.e. a Janssen's constant between
K c:::: 0.5 and K c:::: 1.25. The arrows indicate the directions of the variation
during the relaxation process. For v > v0 , .A decreases (K increases) when
v increases, and for v < v0 , .A increases (K decreases) when v increases. A
maximal value of the screening length .A c:::: 2.5R (K c:::: 0.5) is obtained for
v = v 0 • The behavior reported on Fig. 4 is reminiscent of the" critical state"
theory often put forward in soil mechanics [14] where a coupling between
stress fields and packing fraction is empirically introduced to account for
experimental results. It is well known from Reynolds early remark (i.e. the
dilatancy principle [13]) and from many biaxial tests in soils mechanics,
that shearing a granular assembly produces density variations, either de-
compaction for dense packings or compaction for loose packings. Moreover,
bidimensional experiments on Schneebelli media [15], show that decreasing
the height of the piston in the same configuration as ours, produces localized
shearing deformations inside the packing with shearing bands about 5-10
beads wide. The density at which shearing can be performed without den-
sity changes is called the "critical" density and corresponds to 1/0 = 0.595
in our experiment.
4. Conclusion
Our results indicate that large and irreproducible fluctuations, usually ob-
served when measuring pressure at the bottom of a granular column, can
be attributed to two different effects i.e. nominal fluctuations which should
be damped at large container sizes and large variations due to the ex-
tr·eme sensitivity of the screening length with the packing fraction. In these
experiments, density variations are caused by shearing effects during the
relaxation procedure and a state is reached where the screening length
is maximal. An important issue is the understanding of the exact role of
compaction., i.e. does it take a part in a yet unraveled set of constitutive
relations and how can that be understood in a framework where shearing
influences the stress paths?
References
1. Jaeger, H.M., Nagel, S.R. and Behringer, R.P. (1996) Rev. Mod. Phys. 68, pp. 1259.
2. Dantu, P. (1957) Proceedings of 4th Int.Conf. Soil Mechanics and Foundation En-
gineering, Butterworth Scientific Publications, London.
3. Liu, C.H., et a!. (1995) Science 269, pp. 513.
4. Miller, B., O'Hcrn, C. and Behringer, R.P. (1996) Phys. Rev. Lett 77, pp. 3110.
5. Bouchaud, J.P., Cates, M.E. and Claudin, P. (1995) J. Phys. I (Fmnce) 5, pp. 6389.
6. Wittmer, J., Claudin, P., Cates, M. and Bouchaud, J.P. (1996) Nature 382, pp. 336.
7. Edwards, S.F. and Mounfield, C.C. (1996) Physica A 226, pp. 1.
8. Brown, R.L. and Richard, J.C. (1970) Principle of Powder Mechanics, Pergamon,
New York.
9. Nedderman, R.M. (1992) Statics and Kinematics of Granular Materials, Cambridge
University Press.
10. Janssen, H.A. (1895) Zeits Vereins Deutsch Ing. 39, pp. 1045.
11. Claudin, P. and Bouchaud, J.P. (1997) Phys. Rev. Lett. 78, pp. 231.
12. Vane!, L., Clement, E., Lanuza, J. and Duran, J. (1997) preprint
13. Reynolds, 0. (1885) Phil. Mag. 20, pp. 469.
14. Schoefield, A. and Wroth, P. (1968) Critical State Soil mechanics, McGraw Hill.
15. Pouliquen, 0. and Gutfraind, R. (1996) Phys. Rev. E 53, pp. 552.
FRICTION, DILATION, AND PLASTIC FLOW POTENTIAL
STEEN KRENK
Technical University of Denmark,
DK-2800 Lyngby, Denmark
1. Introduction
In recent years there has been extensive work on modelling of granular ma-
terials as collections of large numbers of particles. However, in spite of this
effort continuum theories still form the basis of most engineering applica-
tions. In plasticity theory the deformation of the material is considered as
the sum of an elastic part, here associated with recoverable deformation of
the grain skeleton, and a plastic part, due to sliding and possibly rotation
of the grains.
In this paper a theory is proposed for the plastic potential describing
the direction of the plastic strain increment at a given stress state. The pro-
posed theory, forming part of a full plasticity theory for granular materials,
consists of two parts: a two-dimensional model for dilatant friction flow,
and a method for an approximate extension of this result to triaxial stress
states. The theory is a generalization of Coulomb's condition of friction
failure [1] accounting for gradual sliding along surfaces with granular tex-
ture. The result is different from that of Rowe [2] and de Jong [3] and does
not lead to a characteristic ratio between plastic work input and output. A
more detailed account of the theory is given in [4].
2. Generalized Coulomb theory with dilation
Figure la shows a two-dimensional body in a state of stress (a1, a3). A

sliding mechanism is assumed to develop along the section defined by the
angle a. The material on the two sides of the section is made up of grains,
and the orientation of the contact surfaces on the individual grains may
not be aligned with the section. Thus the material on the two sides of
the section can have a relative motion in a direction defined by an angle of
255
256 STEEN KRENK
~ u3
-- -
U
1
',
L?J'
"
ex "
U
1
tu3
Figure 1. Dilatant sliding with material friction angle <p and dilation angle 'ljJ.
dilation ?p depending on the state of the material and shown in Fig. 1b. The
angle of dilation defines the current direction of sliding and thereby also
the current orientation of the critical grain contact areas. The interaction
across the section is assumed to be in the form of Coulomb friction on the
critical grain contact areas with friction coefficient p, = tan 'P· This gives
the contact force an inclination 'P* = 'P + 'lj; with the section as shown in
Fig. 1c.
The situation is fundamentally different from the classical friction failure
problem of Coulomb, in which the material remains intact until reaching
the failure criterion. In the present theory deformation can in principle
develop at any stress state, if the friction condition with the effective angle
of friction 'P* is satisfied. At a given stress state (u1, u3) this determines the
current value of the dilation angle ?j;, and thus the dilation angle becomes
a function of the stress state.
The angle a determines the most critical section and, essentially follow-
ing the analysis of Coulomb with 'P replaced by 'P*' this gives a= ~'P*· i1r+
The ratio of normal and shear stress (un, Ut) on the critical section deter-
mined by this angle can be used to express the ratio between the mean
stress u and maximum shear stress T e.g. using Mohr's circle. The relations
are
O"t ~ ( 0"3 - 0"1) T
tan1p* = - or (1)
O"n ~(u3 + ul)
and thus for any stress state the effective angle of friction 'P* can be eval-
uated from the ratio T / u.
If the single shear mechanism shown in Fig. 1 is distributed continu-
ously over the body, the similar relations between the normal and shear
strain increments (dEn, dEt) on the critical section and the volumetric and
maximum angular strain increments
(2)
FRICTION, DILATION, AND PLASTIC FLOW 257
are expressed in terms of the dilation angle as

tan 'lj; = - den or sin 'lj; = - del + de3 de
(3)
2det d'Y
de1 - de3
The occurrence of the angle of dilation in these relations clearly indicates
that for a single shear mechanism the principal directions of the strain
increments are different from those of the principal stresses.
The angle between the principal direction of the strain increments and
the critical section is
1f 'lj; <p
(3=-+-=a-- (4)
4 2 2
indicating that the principal directions of the strain increments are rotated
by the angle -~<p relative to the principal direction of the stresses, when
only a single shear mechanism is activated.
If the deformation mechanisms are hardening, the stains will spread ho-
mogeneously over equally stressed regions and consist equally of the two
symmetric deformation mechanisms. In this case the observable strain in-
crements will have principal directions coinciding with the principal stress
directions and the resulting principal strain increment difference is
d'Y* = deu - de33 = d'Y cos <p (5)
Equal activation of the two symmetric sliding mechanisms aligns the prin-
cipal directions, reducing the observable strain increment difference d'Y*·
3. Plastic flow potential

A plastic flow potential is a function with the property that the current
strain increment is in the direction of the gradient with respect to the
stresses, and thus for symmetric deformation mechanisms
[ de ] [ 8g(a,T)/8a] (6)
d'Y* ex 8g(a, T)j8T
The stress increments (da, dT) along a curve of constant value of the po-
tential are related by
(7)
For the symmetric two-mechanism deformation the direction of the con-
stant potential curves can be found from combining (6) and (7), and then
evaluating the strain increment ratio by use of (3) and (5),
dT de .
- = -- = Sln<p* - J-t COS<p* (8)
da d'Y*
258 STEEN KRENK
0.8
0.6
0.4
cr /cro
~--~--~--~----~-=~-
0.2 0.4 0.6 0.8 1
Figure 2. Flow potential for cp = 15°,30°,45°,60°.
When the shear stress in the constant potential curve is considered as a

function of the mean stress, it follows from differentiation of the relation
T(a) = a sin <p* (a) that (8) reduces to the differential equation
(9)
Integration of this relation gives the constant potential curves
T
-;; .
= sm ( ao)
f.-l 1n --;;- e -1r 12J-L < a I ao < 1 (10)
where a 0 is the intersection with the a-axis, i.e. the size of the contour.
Normalized flow potential curves for plane shear are shown in Fig. 2 for
<p = 15°, 30°, 45°, 60°. Alternatively, each curve can be characterized by the
ratio (Tia)c corresponding to the maximum point on the curve. This is the
so-called characteristic point where deformation changes from compaction
to dilation. At this point the volumetric strain increment de: vanishes. This
corresponds to '1/J = 0, and by (1b)
sin<p (11)
This is the slope of the 'characteristic line' in a shear test, corresponding

to material friction f.-L = tan <p without kinematic contribution.
The line a = T corresponds to the condition a1 = 0, and thus stress
states beyond this line contain tension stresses. The constant potential
curves (10) end at this line. It follows from (1) that at this line <p* = ~11',
and it then follows from (8) that dT Ida = 1. Thus the constant potential
curves continue smoothly into the line a = T.
FRICTION, DILATION, AND PLASTIC FLOW 259
aI cri
Figure 3. Surface in principal stress space.
4. Extension to triaxial stress states
Most tests are carried out in a triaxial cell giving a state of triaxial com-
pression, a3 > a2 = a1, or triaxial tension, a3 > a2 = a1. It is difficult
to obtain theoretical results for the plastic potential in this state directly,
although attempts have been made e.g. [2] and [3]. Here we shall propose
an extension of the flow potential curve for shear to a surface in the general
triaxial stress space by using a simple mathematical format for the surface
developed in [5] and [6].
The general shape of a potential surface in principal stress space is il-
lustrated in Fig. 3a. It is limited to the first octant, corresponding to com-
pressive states of stress. The surface is expressed in invariant form by using
the mean stress a= iaii, and the deviatoric stresses Sij = a i j - aOij· Fig-
ure 3b shows the intersection of the surface with a deviatoric stress plane.
This intersection contour is defined by a symmetric cubic in the principal
stresses a1, a2, a3. The contour can be described by a circumscribing trian-
gle and a parameter ry defining the relative size inside this triangle. Here the
circumscribing triangle is taken to be the intersection with the coordinate
planes, i.e. planes with one principal stress component equal to zero. The
surface format then is [6],
(12)
with the second and third deviatoric stress invariants h = - ( 8283 + 8381 +
s152) and h = 518253, respectively.
The surface family (12) is defined by the single function ry(a). This
function can be determined by considering a state of shear, where the in-
termediate principal stress is a2 = ~(a1 + a3). In this stress state h = 0
and h = -5153 = t(a3- a1) 2. The function ry(a) then follows from (12)
260 STEEN KRENK
as
(13)
This is precisely the constant flow potential contour function determined
for shear in (10),
1 for 0 < D"/D"o < e-1f/ 2 JL

/'(0") = { (14)
sin[p ln(D"o/D")] for e-1r 12M < D" / D"o < 1
The material coefficient of friction p determines the shape of the flow po-
tential surface, while the parameter D"o determines the current size such
that the surface passes through the current stress state.
5. Conclusions
A simple theory of dilatant plastic flow of granular friction materials has

been developed. The theory consists of a mechanism of two-dimensional
frictional flow in which friction is assumed to act on planes with an incli-
nation to the critical section depending on stress state, and a procedure
for extrapolation of the two-dimensional result into the full stress space.
The flow potential consists of a family of self-similar surfaces with shape
determined by the material coefficient of friction alone. Further details and
comparisons with experimental data are given in [4].
References
1. C.A. Coulomb, Essai sur nne application des regles de maximis et minimis a quelques
problemes de statique, relatifs a !'architecture, Memoires de Mathematique et de
Physique, presentes a l'Academie Royale des Sciences par divers Savans, 7, pp. 343-
82, Paris, 1776. Reprinted in J. Heyman, Coulomb's Memoir on Statics. Cambridge
University Press, 1972.
2. P.W. Rowe, The stress-dilatancy relation for static equilibrium of an assembly of
particles in contact. Proceedings of the Royal Society, London, A269, pp. 500-527,
1962.
3. G. de Josselin de Jong, Rowe's stress-dilatancy relation based on friction, Geotech-
nique, 26, pp. 527-534, 1976.
4. S. Krenk, Plastic flow potential for dilatant friction materials, Department of Struc-
tural Engineering and Materials, Technical University of Denmark, 1998. (to be
published)
5. S. Krenk, A characteristic state plasticity model for granular materials, in IUTAM
Symposium on Mechanics of Granular and Porous Materials, eds. N.A. Fleck and
A.C.F. Cocks, pp. 83-94, Kluwer, Dordrecht, 1997.
6. S. Krenk, A family of invariant stress surfaces, Journal of Engineering Mechanics,
122, pp. 201-208, 1996.
PARTICLE KINEMATICS IN SHEARED ROD ASSEMBLIES
Experimental Observations
ANIL MISRA
Civil Engineering Department
University of Missouri
5605 Troost Avenue
Kansas City, MO 64110, U.S.A.
Abstract. Experimentally measured kinematic fields can provide useful

insight into the micromechanical behavior of granular materials. This pa-
per presents findings from mixed-boundary biaxial tests on rod assemblies
with a focus upon the patterns exhibited by the particle displacement and
rotation fields.
1. Introduction
The particle-level, micromechanical phenomena have a significant influence

on the mechanical behavior of dense, confined granular materials undergo-
ing quasi-static deformations. Efforts have been made to understand the
influence of these particle-level phenomena using both the experimental
and the theoretical methods. Experimental behavior of granular materials
from micro-mechanical viewpoints have been studied using: (1) rod assem-
blies [1, 2, and references therein] and (2) limited studies on spheres in vis-
cous binders [3]. These experiments have provided results that are useful
for qualitative understanding of deformation mechanisms and force chains
in granular media. However, the characteristics of the particle kinematic
fields, namely, particle displacement and rotation fields, especially under
mixed boundary conditions, have not been widely investigated.
Along the theoretical methods, two approaches have been followed,
namely: (1) the computer simulation method (see Refs. [4, 5] among others),
and (2) the micromechanical modeling method [6, 7]. The computer sim-
ulation methods have provided tools useful for exploring micromechanical
behavior of 2 and 3 dimensional grain assemblies otherwise inaccessible to
physical experiments. The micromechanical modeling methods have aimed
261
262 ANIL MISRA
at relating particle-level quantities to particle assembly-level quantities via

approximate constructs with a view of obtaining continuum descriptions of
the mechanical behavior.
In the present paper, we briefly describe findings from mixed-boundary-
biaxial tests on rod assemblies with stress-controlled lateral boundaries and
displacement controlled axial boundaries. The focus is specifically on the na-
ture of heterogeneity of particle kinematic fields, i.e., the particle displace-
ment and rotation fields, especially under these boundary conditions [2].
It is well understood from theoretical investigations that the particle kine-
matic fields in random assemblies of grains are inherently heterogeneous
in nature [6]. Furthermore, the effects of heterogeneity become more pro-
nounced as the deviatoric or shear stresses are increased. The results of
numerical simulations, reported in Ref. [8], show that the particle displace-
ment field becomes increasingly heterogeneous as deviatoric stress increases
during biaxial shear. Consequently, the uniform strain theories, and even
higher order strain theories, have had difficulties in describing the complete
stress-strain-failure behavior of granular materials. The experimental work,
reported here, is motivated by these theoretical observations with the aim
of: (1) confirming the theoretical findings, and (2) providing insight into
the particle-level mechanisms at the onset of heterogeneity.
2. Biaxial Experiments on Rod Assemblies
2.1. BACKGROUND
Schneebli [9] pioneered the experimental studies of granular materials us-

ing rod assemblies. Several researchers have since performed experiments
on rod assemblies to study the mechanical behavior of granular materials
(see [2] for a review). These experiments have been useful for verifying rela-
tionship between the stress tensor and contact normal distributions. These
experiments have also produced a variety of results on assembly bulk be-
havior, such as, the stress-strain behavior and the evolution behavior of
contact normal distributions under various loading paths. Further, the re-
lationship between bulk mechanical properties and packing structure under
small strain conditions have been measured for a variety of loading paths
using a directional shear cell device [8, 10]. More recently, Calvetti et al. [11]
have reported results on relation between structure evolution and loading
path for rod assemblies using a kinematic shearing apparatus. Notably,
these above mentioned experiments on rod assemblies utilize loading appa-
ratus made with rigid boundaries and seldom report measured kinematic
fields.
PARTICLE KINEMATICS IN ROD ASSEMBLIES 263
2.2. PARTICLE DISPLACEMENT AND ROTATION FIELDS
Recently, Misra and Jiang [2] have presented results from mixed boundary
apparatus, wherein the lateral boundaries are purely stress controlled and
the axial boundaries are purely displacement controlled. More importantly,
they have measured the particle displacement as well as rotation fields for
random as well as regular packing structures. In these tests, biaxial shear is
performed in quasi-static conditions by displacement controlled incremen-
tal compression along the axial direction whilst a constant confinement is
maintained in the stress-controlled lateral direction. The particle displace-
ment and rotation fields are measured with respect to a reference state,
which is, typically, taken to be the initial isotropically confined stress state.
Inspections of the particle displacement fields indicate that the displace-
ments in the axial direction tends to be compatible with an overall linear
displacement field up to stress ratios close to shear failure ratio. Near failure,
shear localization tends to develop, consequently, distinct characteristics of
particle axial displacements are observed in different regions of the assem-
bly. In contrast, the lateral displacement field tends to deviate from an
overall linear field at even small stress ratios or deviatoric stresses. Similar
behavior are observed for particle displacement fields for both random as
well as regular structures.
The linearity of the particle displacement field may be investigated by
examining the particle displacement deviation, uf- Ui, from a linear least
square fit of particle displacement field, Ui, obtained as
(1)
where Ui is the ith component of particle displacement, Xj is the parti-

cle location, ai denotes the rigid body displacement and least square fit
coefficients bij represent the overall displacement gradient. An example of
the deviation of the particle displacement field from its linear fit is shown
in Fig. 1 (a) and Fig. 2 for a tri-4ispersed random rod assembly. In these
figures, the particle displacements are obtained by considering the particle
locations at the failure state in reference to the particle locations at an ini-
tial isotropic stress state. As noted previously, the deviation from a linear
field is more pronounced in the lateral direction than in the axial direction.
The maximum deviation in the lateral direction is "'55% at failure load. If
only the near-failure and at-failure load increment is considered then the
maximum deviation in lateral direction is ""80%. In contrast, the maximum
deviation in the axial direction is ""20% for all load increments.
In contrast to the displacement fields, the particle rotation fields show
somewhat different behavior for random and regular packing structures.
For random structures, substantial particle rotations tend to develop at
264 ANIL MISRA
(a) (b)
Figure 1. Examples of: (a) deviation particle displacement field and (b) particle rotation
field.
low stress ratios. In comparison, for regular structures, large and sudden
particle rotations occur along failure planes near failure stress ratio. Such
a behavior is not completely unexpected as the micro-structural symmetry
of the near-neighbors in regular structures have a tendency to inhibit parti-
cle rotations. We expect that the particle rotations occur in such packings
at shear localization by virtue of non-symmetries introduced by defects at
boundaries and particle surfaces. In random structures, the local symme-
try is completely absent and particle rotations are induced even at low
deviatoric stresses.
An example of the measured particle rotation fields, for the correspond-
ing instance of the tri-dispersed assembly, is shown in Fig. 1 (b). The
particle rotations are plotted as circle-sectors. The filled sectors represent
clockwise rotation from the horizontal, while the shaded sectors represent
counterclockwise rotations from the horizontal. Inspection of the rotation
fields in Fig. 1 (b) shows that the number of clockwise and counterclockwise
PARTICLE KINEMATICS IN ROD ASSEMBLIES 265
lr
i'
L I I I
I j l II I
i 1 j j L I i
' I I,
t i ' I!
1
I
i 1i ' ! Il
L '
l ) 1 I I
~. -- 1j j
I
I I I
I I
t
I
;I 1
I
jj jl j I i I
' l j I I
L j 1 ' I I
L L
1 L I '
~ --·
L '
I I
(a) (b)
Figure 2. (a) Lateral, and (b) axial deviation particle displacement field.
particle rotations are almost equal, implying that on average the particle
rotations are zero and the overall moment balance for the rod assembly is
satisfied. Interestingly, however, a large amount of particle rotation occurs
even for these circular particles. Close inspection of Fig. 1 (b) also reveals
planes along which the particles rotate in opposite directions. We expect
that these planes are aligned along the shear localization direction.
Further, it is noted that the deviation and rotation fields show a cluster-
ing pattern which is best observed from Fig. 2, which shows the lateral and
axial components of particle displacement deviation field. Such a pattern
suggests two modes of deformation in granular assemblies, one compatible
with the overall assembly deformation and a second, localized to particle
clusters. The localized deformation mode results in a seemingly relative
motion between particle clusters. It is also noteworthy that the clusters are
non-rigid, i.e., the particles within a cluster move relative to each other,
albeit, in conformity with a different displacement field. It is also observed
that two modes of particle rotations are possible, namely, particle rolling
266 ANIL MISRA
and particle relative rotations. Particle rolling, wherein two particles in

contact rotate in opposite directions, primarily occurs at cluster interfaces.
On the other hand, relative rotation predominantly occurs within particle
clusters wherein particles in contact rotate in the same direction, albeit
with unequal amounts. For this rod assembly it is observed that a particle
cluster spans 4 to 6 particles. Similar cluster sizes as well as deviations from
linear fields were observed for other assemblies studied in this work.
3. Concluding Remarks
Biaxial experiments on rod assemblies can provide useful insight into the
behavior of granular materials. With that motivation, this paper focuses
upon the micromechanical results obtained using a biaxial loading appa-
ratus with mixed boundary conditions. A series of experiments were per-
formed with various random and regular rod assemblies, rod materials and
confining stresses. Particle kinematic fields were measured to obtain insight
into micro-mechanisms of granular material deformations. The kinematic
fields are characterized by their heterogeneous nature. Interestingly, this
heterogeneity tends to be organized into clusters spanning 4 to 6 particles
for most packings.
References
1. Drescher, A. and DeJosselin DeJong, G. (1972) Photoelastic Verification of a Me-
chanical Model for the Flow of a Granular Material, Journal of Mechanics and
Physics of Solids, 20, pp. 337-351.
2. Misra, A. and Jiang, H. (1997) Measured Kinematic Fields in the Biaxial Shear of
Granular Materials, Computers and Geotechnics, 20, pp. 267-285.
3. Lee, X. (1995) Microstructures and Microstructural Parameters of Granular Materi-
als, Mechanics of Materials with Discontinuities and Heterogeneities, Ed. A. Misra
and C.S. Chang, ASME, New York, pp. 91-104.
4. Cundall, P.A. and Strack, O.D.L. (1979) A Discrete Numerical Model for Granular
Assemblies, Geotechnique, 29, pp. 47-65
5. Chang, C.S. and Misra, A. (1989) Computer Simulation and Modelling of Mechan-
ical Properties of Particulates, Computers and Geotechnics, 7, pp. 262-287.
6. Misra, A. and Chang, C.S. (1993) Effective Elastic Moduli of Heterogeneous Gran-
ular Solids, International Journal of Solids and Structures, 30, pp. 2547-2566.
7. Koenders, M.A. (1994) Least Squares Methods for the Mechanics of Nonhomoge-
neous Granular Assemblies, Acta Mechanica, 106, pp. 23-40.
8. Chang, C.S. and Misra, A. (1989) Theoretical and Experimental Study of Regular
Packings of Granulates, Journal of Engineering Mechanics, 115, pp. 704-720.
9. Schneebeli, G. (1956) Une Analogie Mecanique par les Terres sans Cohesion,
Compterendu R. hebd. Seanc. a l'Academie des Sciences, 243, 125.
10. Chang, C.S., Misra, A. and Xue, J.H. (1989) Incremental Stress-Strain Relationships
for Regular Packings Made of Multi-Sized Particles, International Journal of Solids
and Structures, 25, pp. 665-681.
11. Calvetti, F., Combe, G. and Lanier, J. (1997) Experimental Micromechanical Anal-
ysis of a 2D Granular Material: Relation Between Structure Evolution and Loading
Path, Mechanics of Cohesive-Frictional Materials, 2, pp. 121-163.
QUASI-STATIC CONTACTS
STEPHANE ROUX
Physique et Mecanique des Milieux Heterogenes,
Ecole Superieure de Physique et Chimie Industrielles,
10 rue Vauquelin, F-75231 Paris Cedex 05, France.t
Abstract. We recall briefly the Hertz theory of elastic contact. Diverse ex-
tensions including adhesion, or solid friction at the contact zone are briefly
discussed. Other behavior laws than elasticity (plasticity, damage, fracture,
visco-elasticity) are examined to analyse the limitation of the hertzian de-
scription. We also briefly mention some other phenomena which interfere
with this simple picture (large deformation, elasto-hydrodynamic effects,
roughness). All this material is presented at a very elementary level, only
resorting to scaling in order to underline the most salient features of this
vast phenomenology.
1. Introduction
The aim of this brief introduction is to present in a simple way some basic
features of quasistatic contacts. The latter, together with the mechanical
description of the particle are the two constitutive bricks of granular matter.
We will insist on the case of elastic contact since this is the most common
description. We will also list a few limitations of this description when more
realistic features are included. The essential message of this introduction
is to underline the fact that a very rich variety of different behaviors ap-
pears, and in order to progress in the description of granular matter, many
of subtle effects have to be neglected. The underlying hope being that in
spite of these simplification, the collective behavior can be described with
sufficient accuracy. This fact is partly confirmed either experimentally or
numerically. However, in spite of this weak dependence on (some) micro-
tpermanent address after Oct. 1st 1997: Surface du Verre et Interface, UMR St-
Gobain/CNRS, 39 quai Lucien Lefranc, 93303 Aubervilliers Cedex, France.
267
268 STEPHANE ROUX
Figure 1. Geometry of the contact between a sphere and a rigid plane. The initial
sphere just at contact is shown as a continuous curve. The undeformed geometry after a
translation 6 is indicated as a dotted curve while the deformed one is the bold curve. a
is the radius of the contact area.
scopic details, it is important to be aware of the intrinsic limitations of the

description.
Finally, we stress the fact that we will focus on quasistatic contacts,
while some aspects of the dynamics will be covered by S. Luding [1] in
these proceedings.
2. Elastic contacts
We start with an ideal situation which already shows some of the complexity
of contact problems.
2.1. HERTZ CONTACT
Let us consider a frictionless elastic sphere resting on a rigid plane as shown

in Fig. 1. The contact point is located at the origin, and the contact normal
is chosen along the z direction. We denote R its radius, N is the normal
force, and -o is the vertical displacement of the sphere center along the z
direction. The Young modulus and Poisson ratio of the sphere are denoted
o
Y and v respectively. The problem is to relate and N, and obtain the
local displacement and stress field. Hertz [2] solved this problem exctly
more than a century ago. The detailed solution of this problem requires
a rather involved analytical work which cannot be avoided. We refer the
reader to classic textbooks [3] to get a flavor of this interesting solution. In
this section, we will simply present a scaling argument which captures the
essential dimensional dependencies of this problem. For this reason, we will
ignore all numerical constants which are out of reach of this approach.
QUASI-STATIC CONTACTS 269
The difficulty of this problem comes from the variable area of contact
which has to be determined consistently with the applied load or penetra-
tion. The larger the normal force, the larger the area of contact and hence
the stiffer the contact. Let us denote by a the radius of the contact area.
For small strains, the reference sphere geometry provides the relation
(1)
We restrict ourself to a« R hence 8 «a (small load). Only a small volume
of extension a around the contact point is affected by a significant elastic
strain. Along the contact plane, this argument is obvious. Along the vertical
direction, the same scale comes into play because of the elliptic nature of
the equations of elasticity. Thus the "typical strain" E is of order 8/ a. The
elastic energy of the sphere, E, is thus proportional to an elastic constant,
to the squared strain and the volume over which this strain is felt thus
(2)
The normal force is simply given by N = 8Ej88, from which we deduce
the classic result
(3)
The non-linear variation between N and 8 is the key result which we now
proceed to extend to more general cases.
• First, if the surface of the elastic body is not spherical but still smooth,
it can be approximated by a paraboloid tangent to the (x, y) plane. The
effective radius, R in Eq. (3), is related to the two principal radius of cur-
vature of the paraboloid through elliptic integrals.
• If two smooth elastic solids are facing each other, the only important ge-
ometrical description is the "aperture", i.e. the initial distance between the
two undeformed surfaces. This aperture has to be fitted by a paraboloid
to provide the relevant radii of curvature. In the case of two axisymmetric
solids whose radii of curvature are respectively R1 and R2, the effective Retr
to be used in the above formula Eq. (3) is 1/ Retr = 1/ R1 + 1/ R2.
• The detailed solution to this problem shows that the relevant elastic con-
stant is Y1 = Y/(1- v 2 ) where E is the Young modulus and v the Poisson
ratio. In the case of two contacting elastic solids with different modulii,
the effective elastic constant to be inserted in the above formula is simply
the sum (1/Y1 + 1/Y2 )- 1 , while 8 is now to be interpreted as the relative
penetration of the two bodies.
• Up to now we considered the general three dimensional case. From the
above argument, two non parallel cylinders will also be amenable to a
similar treatment, since the aperture close to the contact point will be a
paraboloid with non-zero principal curvatures. Two parallel cylinders will
270 STEPHANE ROUX
however give rise to a different behavior. A similar argument as the one

sketched above suggests that the normal force and the penetration will sim-
ply be proportional to each other. In fact a more detailed analysis reveals
that a logarithm correction term should be introduced (which obviously
cannot be caught by the dimensional analysis).
We also note that the above derivation is valid when no friction exists
in the contact area. A subsequent subsection will detail the modifications
due to Coulomb friction at the interface.
The precise form of the normal stress distribution can be expressed in
the general case [3]. The important features of this distribution are to be
found already in the simplest case of a single sphere contacting a rigid
plane. For the latter case, the normal pressure, an(d), as a function of the
distance to the contact axis d is simply
(4)
We do not detail the elasto-dynamic case where a number of interesting phe-

nomena may take place, such as the excitation of vibration eigen-modes,
or sound radiation which contribute (albeit weakly) to an effective conver-
sion of kinetic energy of the particle to internal modes which will finally
be dissipated in a short time. These effects (together with other dissipative
mechanism detailed below) may be responsible for energy losses which are
generally accounted for globally by an effective coefficient of restitution.
This subject is the heart of S. Luding's contribution in these proceedings.
To summarize, an ideal friction-less contact between elastic bodies leads
to a non-linear elastic behavior (not rate nor history dependent) at a macro-
scopic level.
2.2. ADHESIVE CONTACT
A number of phenomena can give rise to surface interaction forces, such

as Van der Waals forces. This will give rise to an additional contribution
to be included in the description of the contact. The solution of the prob-
lem requires the definition of the interaction potential, i.e. how the surface
force depends on the separation between the surfaces. In general, this in-
troduces an additional length scale into problem (the range over which the
interaction decays) and according to the latter different results can be ob-
tained [4-6]. A complete analysis of this problem can be found in Ref. [7].
We will only consider here the particular case where the range of interaction
decay tends to zero. In this limit, we can characterize the interaction by a
single surface energy, 'Y· We reproduce here an argument due to Johnson et
al. [4].
We will make use of the linearity of the elastic problem (with fixed
boundaries) to add two solutions. The first contribution is the Hertz's con-
tact we have seen above. The second will describe the adhesion properties
of the contact. To treat the latter problem, we consider the area of contact
to be fixed. The elastic energy can be written
(5)
while the interfacial energy gain can be written
(6)
Balancing these two terms gives the equilibrium value of a through
(7)
The corresponding normal force transmitted through the contact is thus

equal to N 8 :
(8)
A mere superposition of both the adhesion and the plain elastic contact
gives the total force as
(9)
or
(10)
Fig. 2 (right) shows the evolution of the force N as a function of the
contact radius a. It is worth noting that there is a continuous solution which
exists at low attraction force, (shown as a dotted line in Fig. 2 (right) which
is however unstable, dNjda < 0).
It is also worth emphasizing a striking difference as compared to the
previous case in terms of the locp.l geometry at the edge of the contact
area. In Hertz's problem, the two facing surfaces are exactly tangent (the
elastic strain just balances the difference of slopes which would occur in
the reference geometry). As a result, increasing the contact surface from
Hertz's solution does not cost any elastic energy but is favorable because
of the surface contribution. Thus the contact area will increase as soon as
adhesive forces appear. Not surprisingly, in the vicinity of the edge of the
contact area, the situation can be compared to a crack like geometry (this
is the basis of the above computation of the additional adhesive force).
In this case, the normal stress will develop a singular behavior scaling as
a power-law of the distance r to the edge of the contact, CYzz ex Kjfo.
The amplitude of the singularity K, is actually a stress-intensity factor,
272 STEPHANE ROUX
·····
F?:gure 2. (left) Detail of the contact area with adhesive forces showing the "crack-like"
geometry (bold curve) as compared to the plain case. Note the right angle ofthe deformed
surface at the edge of the contact zone. (right) Evolution of the normal force versus
contact radius (arbitrary units).
which- using standard argument from linear fracture mechanics - can

be related to the surface energy K ex y!YY. Past the contact area, the
displacement field has a yr behavior and thus the deformed surface is
expected to be perpendicular to the tangent in the contact zone. This is
shown schematically in Fig. 2 (left).
Finally, it is also worth noting that apart from direct surface forces,
ahesion can be provided by the presence of a meniscus of fluid at the contact.
This problem has been studied in details (at a microscopic scale) using a
surface force probing device by Crassous et al. [8], and Barthel et al. [9]. A
theoretical analysis of this problem has been proposed by Maugis [6]. Let
us suppose that a known volume of fluid V is present at the contact. Let
us also call e the wetting angle of the fluid on the contacting body and ry
the fluid surface tension. For simplicity, we assume two identical spheres of
radius R.
The edge of the meniscus is at a distance x from the contact point.
Assuming that all distances are small compared to the sphere radius R,
geometry dictates the relation between x and V
(11)
The height of the meniscus 6 amounts to 6 = x 2 / R. Let p be the radius of
curvature of the meniscus, and a the half opening angle of the meniscus as
shown in Figure 3, then psin(a) = o, and a+ e ~ n/2. Thus
1
P = cos(B)
(v)
R
1/2
(12)
Figure 3. Schematic geometry of the meniscus at the contact showing the notations.
The pressure drop in the meniscus is obtained from Laplace's law, P = 'Y / p.
The attraction force due to the fluid consists of two parts which can now
readily be obtained. The first one is the integral of the pressure over the
cross-section of the contact, i.e.
(13)
i.e. a force which is independent of the fluid volume. The second part is due
to the surface tension of the interface fluid/ air
(14)
Since x « R this second term is essentially negligible unless the contact

angle is close to 1r /2, case where the capillary effect disappears.
Ignoring the effect of the elastic strain on the meniscus geometry, we
simply have to compensate for the attraction force F1 by a Hertzian repul-
sion force, if no exterior loading is provided.
2.3. FRICTIONAL SURFACE
Let us now consider an elastic contact subjected to a normal force, N, and

let us try to analyse the effect of an additional shear force. In a similar
spirit as for the adhesive case the tangent problem of elasticity is posed in
a semi-infinite space with a free-surface outside the area of contact and
274 STEPHANE ROUX
2.0
1.5
(j 1.0
0.5
no-slip
0.0
0.0 0.2 0.4 0.6 0.8 1.0
d
Figure 4. On the graph are shown the distributions of the stresses as a function of the
distance d to the contact point. The thin plain curve is the normal stress from Hertz
theory, the dashed curve is the limit shear stress as given by Coulomb law of friction, the
dotted curve is the elastic shear stress assuming no displacement discontinuity, finally the
bold curve is the final shear stress. The dotted-dashed line shows the separation between
the no-slip disk, and the annulus where slip occurs.
no . priori displacement discontinuity at the contact. This again leads to

a singular (crack-like) behavior at the edge of the contact area (involving
now mode II and III stress intensity factors).
For adhesive contacts, these singular stresses may simply move the in-
terface so that the critical combination of stress intensity factor is reached.
This process may however lead to a complete opening of the contact in a
way similar to a crack propagation, if the tangential force applied on the
contact is large enough. This may lead to a stick slip motion depending on
the precise way the load is applied to the system. We will come back on
another mechanism of macroscopic slip in a following subsection devoted to
Schallamach waves, but for now on we will assume that no adhesive force
is transmitted through the contact.
We have seen above that for the standard Hertz's contact, with no
adhesion, the normal stress a zz reaches zero at the edge of the contact.
Therefore, the divergence of the shear stress will generally be impossible to
maintain. To progress further, we need to specify an additional constitutive

equation for the interface. The simplest is to choose the Coulomb's law
of friction. This choice was the one proposed by Mindlin[10] to account
for such a case. Following his analysis, we see that the contact can be
decomposed in two zones as sketched in Figure 4: an inner disk of radius
c where the shear stress remains lower than the coefficient of friction f.L
times the normal stress, and an external annulus where the solid friction
will be fully mobilized. This partial slip will give rise to a small tangential
displacement for the center of mass for low forces. However, as T increases,
the inner disk shrinks and finally disappears forT= J.LN. The radius c can
be worked out to be simply related to T when the latter force is increased
from 0 with a constant normal force:
~
a
= (1- ~)1/3
J.LN
(15)
At this stage, a steady motion can be sustained at a constant force. The

evolution of the tangential displacement x as a function of T for different
loading histories is illustrated in Figure 5, and is proportional to
x ex 1 - ( 1 - f.L:) 213
(16)
We note that upon decreasing the tangential force after having applied a
large value gives rise to a non-zero x displacement for T = 0, leaving a self-
balanced shear stress in the contact area. Thus a "plastic-like" behavior
results at the macroscopic level.
3. Limits due to non-elastic behavior

In the previous section, we have seen the simplest theories of elastic contact
including either no or solid friction. Due to the narrow extent of the contact
zone, one should always be cautious that the local stresses still allow for an
elastic behavior in the bulk of the contacting solids. From Hertz's law, the
maximum normal stress encountered in the contact area is located at the
initial point of contact. Its magnitude is a;zex N / a 2 ex Y R- 112 8112 .
3.1. PLASTICITY
Let us assume that one of the contact bodies behaves plastically for a yield
stress ay (such as the equivalent von Mises yield stress). The maximum
stress underneath the contact area will scale as a;z.
Thus the maximum
penetration Oy scales as
(17)
276 STEPHANE ROUX
1.25
1.00
0.75
0.50
0.25
T/j..tN 0.00
-0.25
-0.50
-0.75
-1.00
-1.25
-2.0 -1.0 0.0 1.0 2.0
X
Figure 5. Schematic diagram of the shear force T as a function of the (remote) tangent
displacement x under a constant normal load N.
In the case where the yield criterion is based on the norm of the deviatoric
part of the stress tensor, a detailed analysis shows that the first point to
reach the yield limit is not located at the surface, but strictly below the sur-
face. The precise location depends on the elastic properties of the solid, but
the typical depth is about two third of contact radius. This feature leads to
surprising consequences. For instance, the repeated contact between wheel
and rail gives rise to cyclic plastification of a subsurfacic zone, which cannot
be observed by visual inspection. However, under these repeated passage,
fatigue damage takes place in these plastified region leading to a commonly
observed failure mode where a crack propagates parallel to the free surface
at a small distance underneath the surface.
As the load is increased past the onset of plastic flow, the yield limit
is reached on a longer and longer boundary which finally extends to the
free surface outside the contact area. A rather accurate determination of
the maximum sustainable load can be obtained from the famous Prandtl
construction used in limit analysis. The yield force at this stage has the
same scaling as the onset of plasticity. As the load increses, the relation
between the normal force and the penetration is given by a simple balance
(18)
leading to a simple proportionality between the force and the displacement.

Obviously, one should not be mislead by the apparent simplicity of this re-
sult. In this regime, irreversible plastic strains accumulate and thus the
unloading is no longer linear. Noting that the yield stress has the dimen-
sion of an energy density, for large plastic flows, the above relation shows
that the total plastic work can be written Wp ex ayRo 2 = aya 2 o or the over-
lap volume in the reference geometry times the volume density of energy
dissipation ay.
3.2. DAMAGE AND FRACTURE
When micro-cracks can be generated in a solid without leading to an unsta-

ble fracture, the mechanical behavior is generally described as damageable,
i.e. its elastic properties are reduced as compared to its initial state -
without irreversible strain - by stable micro-cracks, whose density is a
function of the maximum state of stress known by a representative element
of volume.
Damage can affect the contact zone in a way comparable to plasticity.
Namely, the very neighborhood of the contact point can get heavily dam-
aged, with a significant associated dissipation. However, there is no generic
form of the damage which allows to state effective contact laws with a rea-
sonnable degree of generality. We thus do not comment much further on
this point. We simply note that if damage occurs significantly, repeated
contacts or collision will induce an attrition and wear which may lead to a
solid lubrication between particles.
3.2.1. Brazilian test

In two dimensions, the diametral compression of a cylinder between e.g.
two rigid plates leads to a uniform traction a xx along the diameter. For
a material which breaks under tensile stress, we expect that a crack may
develop along the compression plane. This simple feature of plane elasticity
for a cylinder geometry is used in practice to induce tensile fracture in
brittle materials. This is due to the simplicity of the test and to the fact that
no sensitive or costly grip has to be designed. This test is known under the
name of "Brazilian test" in fracture mechanics to initiate a tensile fracture
without traction load.
Although this test has the specific geometry of two facing compres-
sive forces, which is seldomly encountered in practice. Nevertheless, Saint-
Venant principle allows to extent its domain of validity in the neighborhood
278 STEPHANE ROUX
of one single contact and hence a brittle material is susceptible to break

along the direction of the compression force at the contact point. This case
is encountered in indentation tests.
No such simple solution for diametral compression is known in three
dimensions. Nevertheless, a naive extension of these concepts can be pro-
posed. If the limit tensile stress of the material is uc, the normal contact
force leading to the crack initiation for distances far from the contact point
is
(19)
Taking into account the stress distribution close to the contact, the scaling
of Nc is slightly different:
(20)
showing that the vicinity of contact is much more likely to initiate the fail-
ure than remote points (since uc/Y can be seen as the strain at failure,
generally much smaller than 1 for brittle or quasi-brittle materials). Ex-
perimental data do not however seem to comply to such a simple picture,
and breaking forces have been measured to vary as the 3/2 power of the
particle diameter [11] rather than the power 2 of both above expressions.
This unexplained feature is of drastic importance for fragmentation appli-
cations. We also note that fracture may be controlled by the statistics of
defects, either at the surface or in the bulk. Through the classical size effects
encountered in usual homogeneous loading (with now an effective volume
scaling as NR/Y), and eventual alterations due to the inhomogeneity of
the stress distribution[12], one would expect power-law dependencies of the
ultimate load as a function of the sphere diameter. A simple application of
the Weibull statistics with a modulus m gives the following size effect,
(21)
with
2m-3
(3=m+3. (22)
When m goes to infinity, we recover the above scaling (3 = 2, whereas for

typical values of m in the range 6 - 15, (3 varies from 1 to 1.5, what may
provide a reasonnable explanation for the above mentioned experimental
result.
Another point to be noted comes from frictional contacts. In this case,
a small region of conical shape will be fretted (i.e. it will undergo no or
little strain) and thus will not be susceptible to initiate a large crack in
the diametral plane. On the other hand, close but outside the contact area,
the skin stress is a pure tensile stress. This may turn out to be sufficient
to initiate a mode I crack propagating inward from the edge of contact,

ultimately forming a wedge (2D) or cone (3D) comparable tofretting effects
in uniaxial compression. Ultimately this crack will further develop breaking
the sample diametrically.
3.2.2. Spliures
In materials like glass, a particular kind of crack is observed after inden-
tation called "spliure". In the compression phase, no crack nor damage is
observed in the vicinity of the contact area. Nevertheless, as the load is
released, semi-spherical cracks appear. The generally proposed explanation
is that a visco-elastic strain is produced in the loading phase with large
enough compression forces to prevent crack opening. Thus the strain con-
centrates on slip surfaces similar to those encountered in perfect plasticity.
Upon unloading, the residual stresses are strong and with a high devia-
toric component as compared to the spherical part (pressure) of the stress.
Traction at the surface may initiate a crack along the "slip surface".
3.3. VISCO-ELASTICITY
We have already mentioned in the preceeding subsection an effect where

visco-elasticity is believed to play a dominant (though indirect) role. We
will not describe in detail visco-elasticity since it plays a significant role
primarily for collisions (see Luding's contribution [1]). Indeed the viscosity
can be estimated from the complex elastic constant corresponding to the
harmonic response at frequencies of order 1/T where Tis the contact time.
A more refined treatment of this problem can be found in these proceedings
by Poschel [13].
Let us also mention that an apparent visco-elasticity may result for
other reason that simply the bulk visco-elasticity. Examples can be found
in adhesive contacts where the propagation of the "crack" at the edge of the
contact area may produce an additional rate-dependent dissipative mecha-
nism as analysed by Barquins et al[14].
3.4. LUBRICATION
Another example of apparent visco-elasticity is due to the motion of a fluid

trapped in a meniscus. Here again, two contributions have to be distingued.
One is due to the viscous effect in the fluid, whose motion is geometrically
coupled to that of the contacting particle. The other may come from pinning
of the triple contact line. At very small scales and for quasistatic motion,
the latter may turn out to be the dominant contribution [8].
The viscous force can be studied in the so-called lubrication approxi-
mation[15]. This consists in treating the flow as locally a combination of
280 STEPHANE ROUX
Couette and Poiseuille flow (Reynolds approximation), to accomodate for

the tangent and normal relative velocities of the facing solid surfaces. We
do not elaborate on this formalism, but simply mention that it provides
a very important contribution to rolling friction. We also point out that
under a constant compressive force, the expulsion of a thin viscous film
between two rigid smooth surfaces requires a diverging pressure as the gap
goes to zero, and thus an infinite time is needed to reach a contact between
the facing solid surfaces if a constant force is applied. In practice, other
effects will come into play: for example, surface roughness allows to reach a
partial contact with a remanent permeability underneath the contact area
which may be sufficient to drain the liquid.
3.5. ELASTO-HYDRODYNAMICS
Another limitation of the simple lubrication analysis mentioned above may

come from the elastic strain in the solid surfaces. The high pressure in
the fluid film has lead to consider coupled problems where both the elastic
deformation of the body and the fluid hydrodynamic have to be considered.
This is a difficult field which has been thoroughly studied in recent years
in tribology.
Let us simply mention qualitatively one result which illustrates a par-
ticular feature which may appear as counter-intuitive at first sight. It is
observed experimentally that as two (smooth) elastic bodies are brought
together at a constant speed, a "lense" of fluid is entrapped at the contact.
The size of this lense depends on the relative velocity of approach.
It is important to realize that this phenomenon will produce contacts
with a very low solid friction as compared to the dry case. For this problem,
let us mention that the role of roughness is particularly important since we
can encounter "composite" contact with a real solid contact on asperities
and a permeable interface in between where fluid can still flow. Thus rough-
ness will provide a natural and practical limitation to this approach where
new tools should be developed.
4. Limits due to large deformations

The previous example paves the way to another mechanism of friction re-
duction which occurs in adhesive contacts with elastic materials, e.g. rubber
on glass. We mention here again one single example which is illustrative,
namely "Schallamach waves" [16, 17].
We consider an adhesive contact subjected to a (large) tangential force.
The surface ahead of the contact area is in traction, while the rear end
is in compression. This compression can lead to large strain (for materials
which can sustain a large enough elastic strain e.g. elastomers). Then the
rear end will contact the facing substrate, creating a new contact area
disconnected from the main one. In between these two contact zones, there
is a large displacement discontinuity and we can see the contact as a single
one containing a localized "macro-dislocation" whose axis lies in the channel
between the two contact areas and with a Burgers vector along the traction
direction. The latter created at the rear of the contact propagates in the
same direction of the moving solid, allowing a decrease of the stored elastic
energy in the contacting bodies. This propagation takes place up to the
stage where the primary contact zone has been eaten up by the secondary
one. At this stage the situation is similar to the initial stage, and thus a
new dislocation can form, etc. This alternative mode of friction reduces the
"effective" or apparent friction force drastically. We have already seen that
for an adhesive contact, the edge of the contact area was similar to a crack
tip. This evidently remains true for both contact area. Thus the dislocation
motion is limited by the same factor as crack propagation. Elastomers where
such schallamach waves can be observed, are generally visco-elastic bodies,
and viscous dissipation is the limiting phenomenon.
As the initiation of the dislocation is due to large strains, a threshold
tangential force is needed. Past this threshold, for a large enough force,
a new Schallamach can be initiated before the first one has propagated
through the contact. For still higher tangential forces, more and more such
waves can be seen simultaneously in the contact region. The macroscopic
"friction" coefficient - although not quite relevant for adhesive contacts
- appears as velocity weakening.
5. Limits due to surface roughness
Through the above rapid sketch of quasistatic contacts, we have seen that
the problem is far from being simple, and a number of physical phenomena
may conspire to produce a rather complex picture of contact physics. The
list is however far from being exhaustive, and we would like to mention the
additional feature of surface roughness which generally comes in addition to
all the previous phenomena, but, paradoxically, may also lead to a drastic
simplification of the macroscopic description.
Going down to a microscopic level, Coulomb's law of friction is not
intrinsic but rather an effective or apparent law. The same holds for the
other fundamental law of solid friction, Amontons' law which states that
the friction force does not depend on the apparent contact area. Two com-
plementary explanations are prevailing today. The first, due to Bowden and
Tabor [18], assumes that due to surface roughness, the real area of contact
is much weaker than the apparent one, and hence, plastic deformation of
asperities occurs so that the real area of contact is simply the normal load
282 STEPHANE ROUX
divided.by the yield stress cry. A tangential load will be supported by those
asperities and assuming again a perfect plasticity law at the asperity level,
the maximum tangential force will also be proportional to the normal load.
The other explanation due to Greenwood and Williamson [19] is based on
a simple elastic description of local contact, plus an assumption on the sur-
face topography. The latter is described as a collection of bumps with a
well defined radius of curvature, p, and a sharp height distribution, say an
exponential law with a characteristic decay height "7· Provided that "7 « p,
the force supported by a typical asperity is of order N ex Y p 112 ry 312 , while
the contact area of one asperity is a 2 =pry. We thus see that formally both
model become equivalent if one compares the yield stress cry in Bowden
and Tabor model to Y(ryj p) 112 in Greenwood and Williamson approach.
The ratio of these two quantities gives a dimensionless "plasticity index"
which quantifies the respective role of elastic to plastic deformation at the
asperity scale. Thus, either elastic or perfectly plastic, both of these ap-
proaches trace back the explanation of Coulomb's friction and Amontons'
law to the roughness of the surface topography.
We now consider that the above roughness comes in addition to a global
spherical shape of radius R for one contacting solid. Two regimes can be
distinguished depending on the amplitude of the penetration 8. For small
8 « ry, the overall shape cannot be distinguished from the roughness, and
thus provided the number of asperities concerned by the contact is large
enough, Amontons' and Coulomb's laws are valid, and thus the contact can
be characterized by a friction coefficient independent of its shape. Moreover,
in such a case, the penetration is much smaller than the roughness of the
solid, and hence, up to redifinition of the macroscopic shape, we can treat
the contact as if the contacting solid is rigid. At higher level of penetration,
8 » "7 the curvature of the contacting solid becomes sensitive. Thus at a
large scale, the previously described Mindlin's theory holds. Interestingly
enough, for a relative tangent displacement of large enough amplitude, the
description of the contact can be seen as a following an effective Coulom-
b's law, since the tangential force saturates at a value equal to the normal
force times the coefficient of friction. The difference lies in the small tan-
gential displacement range, where the behavior is described in Fig. 5. The
tangential displacement for reaching the saturation value is
x = T (R8)- 112 (23)

y
and hence decreases when the penetration increases. This apparently para-
doxical result can be understood that the tangential stiffness is proportional
to the normal one obtained from Hertz' law dN/d8 ex Y(R6) 112 , hence the
above result. Thus, we see that the complicated non-linear hysteretic tran-
sient behavior from Mindlin's theory is restricted to smaller and smaller
displacements. This points again to the simple Coulomb's law of friction

as a reasonable description of the macroscopic contact, and again ignoring
the normal penetration - let us recall that a « R so that o « a « R -
it may be legitimate to describe the contacting solid as rigid.
6. Conclusion
We have recalled the basic elastic theory of the contact between solids,
and the role played by the geometry of the bodies close to the contact
point which is at the heart of the non-linear behavior. We have seen that a
number of phenomenon can complicate the simple non-linear elastic Hertz
theory, and lead to an history dependent behavior. The role of surface
interaction giving rise to adhesion has been presented. Non-linearities due
to the rheological behavior of the solids, or to large deformations have been
mentioned through a few illustration cases.
It is important to have in mind these difficulties when addressing the
behavior of granular media, the focus of this institute. This however does
not imply that an accurate description of the contacts is a necessary ingre-
dient to achieve a good understanding of granular matter. On the contrary,
we have argued in the last section that a macroscopic description involving
rigid bodies and a Coulomb's law of friction might be finally sufficient to de-
scribe a situation as complex as that locally described by Mindlin's theory, a
somewhat provocative statement after having underlined the complications
uncovered by contacts between solid bodies!
Acknowledgements. It is a pleasure to acknowledge the organizers
and the participants for a very interesting and fruitful meeting. This work
has been partly supported by the Groupement de Recherche "Physique des
Milieux Heterog?mes Complexes" of the CNRS.
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284 STEPHANE ROUX
14. Barquins M. and Charmet J. C., J. Adhesion 57, 5, (1996)

15. Cameron A., "Basic Lubrication theory", Wiley, (New-York, 1976)
16. Schallamach A., Wear 17, 301, (1971)
17. Barquins M., Wear 158, 87, {1992)
18. Bowden F.P. and Tabor D., "Friction and lubrication of solids", Clarendon Press,
(Oxford, 1964)
19. Greenwood J. A. and Williamson J. B. P., Proc. Roy. Soc. London 295, 300, (1966)
COLLISIONS & CONTACTS BETWEEN TWO PARTICLES
S. LUDING
Institute for Computer Applications 1
Pfaffenwaldring 27, 70569 Stuttgart, GERMANY
e-mail: lui@ica1. uni-stuttgart. de
Abstract. The alternative to a continuum model of granular media (see

other chapters in this book) is to view the material as a collection of discrete
particles. In order to simplify the description, we assume the particles to
be spheres in the following. For the characterization of a system with many
particles we specify only two-particle interactions, assuming many-body
interactions to result from the sum of the two-particle forces. The scope
of this chapter is to give a summary of frequently used approaches and to
compare them.
The applicability of any two-particle interaction model will depend on
the properties of the system that are to be described. In static, rather dense,
systems frictional interactions are most important, whereas in dynamic, di-
lute, systems collisional properties dominate. Furthermore, the existence of
only binary contacts vs. the possibility of multi-particle contacts influences
the response of the system and also the choice of the interaction model.
1. Collisions
First we assume only two particles collide and neglect other particles and
external forces like gravity as well.
One possibility for studying a collision is to examine the values of the
particles' velocities just before and just after the collision. The collision itself
is not necessarily of interest and may be assumed to be instantaneous. These
assumptions require the specification of a collision matrix that connects the
velocities before with the velocities after the collision, and are used for the
event-driven (ED) simulation method [1-3).
Another possibility is to follow the trajectories of the particles also
during the collision by solving Newton's equations of motion. Therefore, one
285
286 S. LUDING
has to specify the forces acting during the contact. As a consequence, the
contact takes a finite time, i.e. is not instantaneous. The numerical method
that uses this collision model will be referred to as molecular dynamics
(MD).
In the following, models for two particle interactions will be described.
As far as possible, analytical solutions for the movement of the colliding
particles will be given and problems connected to the models will be pointed
out.
2. The instantaneous collision model

Despite extensive studies of the interaction of two particles [4-11 J there
exist no conclusive general results. For a detailed theoretical description
of two-particle collisions see [12-15] and for a simplified model see [1]. Re-
cent experiments could prove the validity of this simplified model in the
range of parameters experimentally accessible [11, 16] and it is used in ED
simulations of various systems [1, 3, 17-21].
Given the velocities of the particles just before the contact, three pa-
rameters are sufficient to fit the experimental data. These parameters are
the restitution coefficient en, the coefficient of friction p, and the coefficient
of maximum tangential restitution eta.
2.1. THE RESTITUTION COEFFICIENT en

In the normal direction fi, i.e. parallel to the line connecting the centers
of two spherical particles at contact, en describes the change in relative
momentum (or velocity) in the center of mass reference frame.
l(n) l(n) v~(n)
= vl - v2 = ~
(1)
(n) (n) -N.
vl - v2 vi
The particle i = 1, 2 has the mass mi and the velocity vin) and v~(n) just
before and after the collision respectively. The superscript (n) denotes the
component of the velocity parallel to the line connecting the centers of the
two particles. The possible values of the restitution coefficient are 0 ::; en ::;
1, where en = 1 corresponds to an elastic, and en = 0 to a completely
inelastic collision. The total momentum lm1v1 +m2v2l = lm1v~ +m2v~l =
0, is conserved while energy may be lost. As a consequence, Eq. (1) can
be verified by using vin) = -(m2/m1)v~n). Instead of a collision of two
particles, the same definition is valid also for the collision of one particle
with a flat boundary and infinite mass.
As an example we discuss the case of a ball hitting the horizontal bottom
in a gravitational field g. From the initial height hi and the height of the
COLLISIONS & CONTACTS BETWEEN TWO PARTICLES 287
t
Figure 1. Schematic picture of the height of a jumping particle as a function of time.
tbis the time when the particle has zero velocity.
next bounce h f, one can calculate the velocity before, v = V2iJl,i, and
after, v' = -flijhj, the contact. The center of mass is the bottom which
is assumed to be immobile. From Eq. (1) we have the restitution coefficient
(2)
Note that the restitution coefficient, in general, depends not only on the
material but also on the velocity of impact [1, 7, 22-24].
A schematic picture of the particle that carries out several collisions
with the bottom is presented in Fig. 1. The velocity after the k-th collision
is v~ = -envk, so that the velocity before the collision k + 1 is
(3)
After 80 collisions, a particle with en = 0.6 has a velocity of vso ~ 1.8 x

10- 18 v0 . The time between two successive collisions k and k + 1 is tk+l =
2vk+lfg, and the time tb until theparticle looses all its velocity is the sum
over all times between collisions
(4)
With vo = 6.3m/s and en= 0.9 one gets tb ~ 11.6s.

Up to now, each collision was assumed to happen instantaneously. How-
ever, an aluminum bead of diameter d = 1mm has a typical contact du-
ration of tc ~ 1p,s (22]. Therefore, the above calculation makes no sense
if tk+ 1 ::; tc, i.e. the particle is in steady contact with the bottom after
kmax ~ log[gtcf(2vo)]/ log( en) collisions.
288 S. LUDING
From this simple example, the limitations of the instantaneous collision

model become evident. It can not accurately describe steady, long lasting
contacts of particles.
2.2. THE COEFFICIENT OF FRICTION 11
In the tangential direction the coefficient of friction fl. determines the active
tangential force which is proportional to the normal force but independent
of the contact surface. This model is based on experiments by Coulomb [25].
In Fig. 2 the force due to gravity JN, the friction force fR, and a pulling
force f acting on a block on a flat surface are schematically shown.
Figure 2. Forces acting on a block on a flat surface.
In general one has to distinguish between static friction with fk ~ fl.s!N,

dynamic friction with f~ = fi.df N, and rolling friction with JR. ~ fi.r f N. In
all of these cases one usually assumes the friction force to be independent
of the surface of the contact. Usually one has fi.s > fi.d > > fi.n so that
fl.= fi.d = fi.s and fi.r = 0 seem to be reasonable approximations. Note that
the Coulomb friction is just an approximation, however it is valid over a
large range of parameters, but it is not accurate under all circumstances.
As an overview on friction and the connected open problems, see ref. [26].
2.3. THE TANGENTIAL RESTITUTION et
In analogy to the normal restitution, one can define the tangential restitu-
tion et which is in general not a constant. The tangential velocity after the
collision is v~ = -etVf. Energy conservation requires -1 ~ et ~ 1, with the
two elastic extremes et = -1 and et = 1. The former corresponds to no ve-
locity change in tangential direction, and the latter to a complete reversal.
Since the tangential forces during the contact are limited by the normal
force, the friction coefficient et depends on the impact parameter, i.e. the
obliqueness of the impact.
3. Momentum conservation
In the following we will discuss the collision of two particles (i = 1, 2)
with diameter di, mass mi and velocities vf = v em + Vi in the laboratory
(a) (b)
Figure 3. Schematic picture of the velocities before (a) and after (b) the collision.
reference frame. The velocity of the center of mass of these particles is
(5)
The unit vector in normal direction [see Fig. 3] is
(6)
with the position ri of the center of particle i. The relative velocity of the
contact-point of the particles before the collision is
(7)
with the linear and angular velocities vi and Wi respectively.

Note that the velocities v 1 and v 2 are parallel in the center of mass ref-
erence frame, which can be proven by simply calculating the vector product
v1 x v2. Furthermore, the change of angular momentum has the same di-
rection for both particles.
Vc has the normal component v~n) = ft(vc·ft) and the tangential compo-
nent v~t) = v c -v~n). The vector v~t) defines thus the tangential unit-vector
t = v~t) /\v~t) j. [Note that this definition oft is somewhat different from
the usual definition, i.e. rotating ft by 90 degrees in a given sense]. The
collision angle 1 is defined as the angle between ft and v c, and lies in the
range 7f /2 < 1 ::::; 7f.
The conservation equations will be expressed in terms of the change of
momentum .6.p of particle i = 1. With a given force f(t) as a function of
the timet, the change of momentum .6.p is JJc f(t)dt. For vanishing contact
290 S. LUDING
duration, tc ---7 0, or for constant forces, f(t) = canst, the nomenclature

using changes of momentum L:lp is equivalent to that using forces f(t)dt.
Conservation of linear momentum requires
(8)
with the unknown velocity v~ after the collision. The normal component of
the change of momentum L:lp(n) is decoupled from the motion in the tangen-
tial direction. However, the tangential component L:lp(t) depends on L:lp(n)
and causes a change of angular velocity if the surfaces are not perfectly
smooth. Since L:lp(t) is active at the point of contact, one can calculate the
change of angular momentum as the vector product between the distance
vector from the center, -(dl/2)fi., and the change of momentum L:lp:
(9)
In Eq. (9), Ii = qim(di/2) 2 is the moment of inertia of the particle, given a

rotation about its center of mass, and wi is the unknown angular velocity
after the collision. The prefactor in the moment of inertia is qi = 2/5 for
spheres and qi = 1/2 for disks.
Given L:lp, Eqs. (8) and (9) allow the calculation of all unknown veloc-
ities after the collision:
v~ = v1 + L:lp/m1, (10)
I dl
w1 = w1- ( 2h) n X up,
A A
(11)
v~ = v2 - L:lp/m2, and (12)

I d2 A
(13)
w2 = w2 - (2h) n X up.
A
The fact that the change of angular momentum is the same for both
particles results in a change of the collision angle from 'Y to 'Y'. A measure
for the obliqueness of an impact is the impact parameter
(14)
In the simple case of identical particles, the point of contact is identical to

the center of mass, so that the total angular momentum Ltot is conserved
and has components due to the spin and to the obliqueness of the impact:
m · mqd2 m
Ltot = I(w1 +w2) + 2blv1 -v2l = - 4 -(wl +w2) + 2(r1 -r2) X (vl -v2)·
(15)
Since the particles were assumed to be identical, we used d = d 1 = d2,

m = m1 = m2 and I= qm(d/2) 2.
4. The change of momentum b.p
In order to calculate the velocities after a collision from Eqs.(10-13), only
the change of momentum b.p has to be known. The normal component
is calculated using the definition of the restitution coefficient in Eq. (1).
Inserting Eqs. (10) and (12) The normal component of the difference in
the change of velocities is b.v(n) = v(n) - v~n) = b.p(n) /m 1 + b.p(n) /m 2.
Inserting Eqs. (10) and (12) into b.v(n) gives the momentum change in the
normal direction
b.p(n) = -m12(1 + en)v~n), (16)
with the reduced mass m12 = m1m2/(m1 + m2).
4.1. COULOMB FRICTION AND TANGENTIAL ELASTICITY
Coulomb's law connects the normal and the tangential force at a contact.
An alternative interpretation connects the components of the change of
momentum in the corresponding directions: lb.p(t) I :::; Mlb.p(n) I, with f.t 2: 0.
Since friction is active in the direction opposite to the relative velocity
v~t), the change of momentum b.p(t) is parallel to -i. Thus we have the
inequality
(17)
Using v~n) = lv~n) I = -vc cos(r) [since cos(r) :::; 0 for all possible 1] and
t = v~t) / (Vc sin 1), we have the tangential component of the change of
momentum for a contact that follows Coulomb's law:
(18)
In the limit 1 ---7 1r one has cot('Y) ---7 -oo, and 1 = 1r corresponds to a
central collision. In this case of extremely small tangential velocities, b.p(t)
in Eq. (18) may get very large. A large change of momentum may result in a
gain of energy and thus has to be avoided. The validity of the above equation
is the range of sliding contacts. As soon as the tangential velocity gets
too small, other assumptions are needed in order to calculate the change
of momentum in the tangential direction. In order to avoid the gain of
energy, Walton and Braun proposed a cut-off, i.e. a coefficient of maximum
tangential restitution ew [1]. Limiting this coefficient to -1 :::; ew :::; 1 allows
the calculation of b.p for all possible values of I· The change of momentum
292 S. LUDING
(b)
'I'z
1
----------~----:
-tan Yo
0-+:---t---'--'-7"-------?-
'
-1 ---,'' _________________ ' ___ _
"'")
'
'
Figure 4. (a) et as a function of I· (b) \f!2 = v~(t) /v~n) as function of \f!1 = v~t) jv~n)
of particle i = 1 is thus
.6-p = -m12(1 + en)v~n)- m12 (1 !) q,

(1 + et)v~t), (19)
with the normal and tangential restitution en and et appearing in a similar

form. The factor q/(1 + q) stems from the change of angular momentum.
The tangential restitution in Eq. (19) is et = min [ew, etl]· For small /,
i.e. grazing collisions, one has et = etl, whereas for large /, i.e. central
collisions, one has et = ew. Note that inserting the tangential restitution
etl = -1- J-L(1 +en) cot(r) ( 1 + ~) (20)
into Eq. (19), leads back to Eq. (18). In Fig. 4(a) the tangential restitution
et is shown as a function of the angle of the collision r·
4.2. MEASUREMENT AND CLASSIFICATION OF COLLISIONS
For a quantitative classification of collisions, different authors [3, 11, 23]

used the ratio of tangential and normal velocity, introduced first by Mindlin
[12], Mindlin and Deresiewicz [13] and Maw, Barber, and Fawcett [14, 15].
Before the collision one has W1 = v~t) jv~n) =-tan/, and after the collision
one has W2 = v~(t) fvin) =en tan r'· Here, r' is the angle between v~ and fi..
From Eq. (19) one gets
for 1 < ro
(21)
for 1 2': /O·
In Fig. 4(b) the behavior of W2 as function of W1 is plotted schematically.

The dotted line corresponds to perfectly smooth particles, i.e. J..L = 0, and
the solid line represents Eq. (21). Experiments [11, 16] show that, within
fluctuations, every collision can be fitted by Eq. (21) reasonably well. Note
that the measurements lead typically to positive values of ew, corresponding
to an inversionofthe tangential velocity for central collisions. This inversion
is caused by the elasticity of the material which is important in the case of
sticking contacts rather than the case of sliding contacts [see the chapter
by S. Roux in this book].
5. The integration of a two-particle contact

Replacing .6.p by f(t)Llt, and assuming Llt = dt to be infinitesimally small,
one gets differential equations for the change of the velocities of the particles
dv = v' - v and dw = w' - w. In the following, we solve the differential
equations for some simple cases. In contrast to the above discussion, the
particles are assumed to be deformable.
Therefore we define, as a measure for the deformation, the overlap
o= ~(d1 + d2)- (r1- r2)ft, (22)
and the relative tangential velocity of the particles' surfaces

d A
dt f)= Vet, (23)
with the tangential displacement fJ. Note that fto = 8 = -veft is positive
before and negative after the collision, whereas J =vet is always positive,
due to the definition of i.
d2 d (n) (n)
Smce o = lfi'Io = -&ven one gets o = -11 /m1 + h /m2, where
. " A ..
1i(n) = mii\ft is the force acting in normal direction on particle i. Newton's

third law of motion leads to 1Jn) = - 1}n), and thus the change of normal
velocity
.. d 1 (n)
0 = --ven = --11 . (24)
A
dt m12
This differential equation in o can be solved for simple forces 1}nl(o,8,t)
[22], and thus allows the analytical description of the particle trajectory in
the normal direction.
In the tangential direction one can calculate a similar differential equa-
tion from Eqs. (10-13) and (23):
" d
fJ = -d Vet = -
A 1 (1 + -1) 11
(t)
. (25)
t m12 q
294 S. LUDING
For spheres the moment of inertia is Ii = qimi(di/2) 2 with qi = 2/5. The

double cross product [ii x rit)] x ii, that occurs during the calculation of
Eq. (25), can be reduced to tit). Also Eq. (25) can be solved for simple
forces tit) as we will show in the following.
The knowledge ofthe forces tin) and tit) is the condition for the solution
of the equations of motion. For the forces in the normal direction, older
experiments exist [7], but exact measurements of the force in tangential
direction are rare. Usually one measures just the velocities before and after
the collision and calculates the corresponding change in momentum to be
inserted in the Eqs. (10-13). As we will recognize in the following, the
knowledge of .6.p does not necessarily allow a unique choice of the force,
since different forces may lead to the same .6.p. The following calculations
will clarify how far the choice of the force laws has an influence on the
contact duration and the restitution coefficients and thus on the dynamics
of the collision.
6. Models for the repulsive potential

In order to model 'hard' particles that interact on contact, a repulsive
potential is required. The repulsive force is of short range and depends e.g.
on the Young modulus and the Poisson ratio of the material, and on the
shape of the particle as well. These quantities determine also the duration
of a contact tc. The simplest linear approach consists of a spring with
stiffness k, a more advanced approach is connected to the Hertz theory of
elastic spheres [27] and involves a displacement dependent spring constant
k ex: 5112 , and thus a nonlinear force t(n) ex: 5312 .
6.1. THE LINEAR SPRING-DASHPOT MODEL (LSD)
In the simplest approximation, the force acting on particle i = 1 is a linear

spring with spring constant k, so that the repulsive normal force is
t el(n) = k5 ' (26)

active only when the overlap is positive (5 2 0). In order to introduce
dissipation into the system, one assumes a viscous damping, i.e. velocity
dependent, directed opposite to v~n), so that
(27)
Inserting Eqs. (26) and (27) into Eq. (24) one gets the well-known differ-
ential equation of the damped harmonic oscillator
(28)
In Eq. (28) we have defined the oscillation frequency of an elastic oscillator

wo = ylkjm12, and the effective viscosity 7] = vn/(2m1 2). The solution of
Eq. (28) is
6(t) = (vo/w) exp( -ryt) sin(wt) (29)
with the velocity
J(t) = (vo/w) exp( -TJt) [-ry sin(wt) + w cos(wt) ]. (30)
In Eqs. (29) and (30) we use the initial relative velocity v 0 = J(O) and the
oscillation frequency of the damped oscillator w = V
Wff - ry 2 . As long as
7] < wo the duration of a contact is
tc = njw, (31)
i.e. the half period of oscillation, since the contact is assumed to end as
soon as 6 gets negative 6(t) < 0. From Eq. (1) we calculate the coefficient
of restitution
en= exp(-nryjw), (32)
and the maximum overlap bmax at time tmax from the condition J(tmax) = 0,
i.e. wtmax = arctan(w/'TJ) = arcsin(w/wo). Thus we get
(va/w) exp( -rytmax) sin(wtmax) (33)

(vo/wo) exp [( -TJ/w) arcsin(w/wo)]. (34)
As we will proceed to show, the rule 6(tc) = 0 is not appropriate to

decide when the contact of non-cohesive particles ends. Already for weak
dissipation, the force at time tc is attractive !
In Fig. 5(a) we present the normal component of the force acting on one
particle during a collision. We observe that the force has a finite value at
the beginning of the contact t = 0 due to the viscous damping term. With
increasing viscosity the force becomes negative for times shorter than tc.
The convenient rule to decide when the contact ends should thus be the
condition fin) (t[) = 0, with the duration of the contact t[, defined through
that force rule. Inserting Eqs. (29) and (30) into this rule, we have
0 = (:) exp( -rytt) [(k- 2m12TJ 2) sin(wt!) + 2m12'f)W cos(wtt} J ,

(35)
with the solution
tf = -1 ( 1r - arctan 2ryw ) = -1 ( 1r - 2 arctan -'fJ ) . (36)

c w w2 - ry 2 w w
296 8. LUDING
0.3 v
"0 0.75 \ ·~.

.......
;,i
0.2
0.5 ,,
'~·. ..
~
...._, '<~·-... f
0
0.25
(b) e~ <:::~~:: : _:~::
0
0 0.2 0.4 0.6 0.8 1.2 0 0.5
t/tc Tj/00
Figure 5. (a) Normal force in arbitrary units as a function of time (scaled by tc) for
different 7J/W given as insert. (b) The ratio TJ = tt/tc and the restitution coefficients
en and e~ as a functions of the strengh of inelasticity 7J/W. The lines correspond to the
analytical expressions and the data points correspond to the numerical solution in (a).
The last transformation is an addition-theorem for (rJ/w) 2 < 1 and the

solution is thus valid in the interval -1f /2 < wt[ < 31f /2. Only in the
elastic limit, where rJ = 0 and w = wo, is the contact duration following
from both definitions equivalent. For w > rJ > 0 we have the ratio TJ = tt/tc
different from unity. Since t[ is always smaller than tc we have TJ < 1,
however, for weak to intermediate dissipation strength the value of TJ is
close to unity, i.e. the difference between the definitions is rather small.
For stronger dissipation, the second definition has to be chosen, since it
explicitly excludes attractive forces. In Fig. 5(b) we present the ratio TJ
and the restitution coefficients en = exp( -rytc) and e~ = exp( -ryt[) as
functions of ryjw.
6.2. A GENERAL, NONLINEAR SPRING-DASHPOT MODEL
Instead of a linear spring, see Eq. (26), we propose a more general nonlinear
force
(37)
with the effective particle diameter d = (2d1d2)/(d1 + d2), the effective,

geometry dependent stiffness y- 1 = 23 ( 1~0"2 1 0"2 )
1 1 + ~2 2 , and thus the spring
constant k(o) = Yd(ojd)a.. Here O"i is the Poisson ratio and Ei is the Young
modulus of the material that particle i consists of. In the case a = 0 we
obtain Eq. (26) again, and in the case a = 1/2 we have the Hertz contact
[22, 27, 28].
Modelling dissipation for a more general repulsive force may require also
a more general dissipative force
f(n) = dJ (~) ( o ( j_. ) (1 (38)

(o,(1 'fJ d 8o
with an effective viscosity rJ and a typical velocity scale Jo.

The exact calculation of the contact duration tc is possible in the limit
of vanishing dissipation only, i.e. rJ = 0. A more elaborate calculation is
performed in ref. [24]. The maximum overlap 8max is achieved with the
condition J = 0 from the energy conservation equation Ek(t) + Ep(t) =
Ek(O), with the kinetic energy Ek and the potential energy due to the
repulsive interaction Ep. The initial values are Ek = m12v6/2 and Ep =
0. The kinetic energy is completely transferred to potential energy Ep =
Yd 1 -a8~t~/(2 +a), so that
8max -
_(1 + 2a) l/(2+a) ( m12 ) l/(2+a) 2/(2+a)
y dl-a Vo · (39)
The separation of variables 8 and t in the energy conservation equation

leads to the half contact duration tc/2 as integral from 8 = 0 to 8 = 8max,
so that
tc = J(a) ::x
8
=
(
J(a) 1 + ~
) l/(2+a) (
y~{~a
) 1/(2+a)
v;;-af(2+a). (40)
The function
( ) y'7ir(~)
(41)
J a = (1 + g:)r( 4+a )
2 4+2a
contains the Gamma function r(x), so that J(O) = 1r and J(1/2) = 2.94
are the prefactors in Eq. (40). Note that the contact duration for a f:. 0
depends on the initial relative velocity, i.e. tc ex: v;;-a/( 2+a). With increasing
relative velocity the contact duration decreases.
An estimate for the restitution coefficient in the limit of weak dissi-
pation requires the simplifying assumption that the dissipated energy is
proportional to the dissipative force f~(n~
o,.,1 and proportional to the distance
8max on which the force was active. T e dissipated energy is thus
(42)
what leads to the velocity dependence of the restitution coefficient

2((oHJ )-a(1-(1)
1 - en ex: v 0 Z+a (43)
298 S. LUDING
fhys
I
I
Figure 6. Schematic drawing of the hysteretic repulsive force law in Eq. (45). During
the first loading, fhys follows the path 0 --+ Omax, and during unloading it follows the
path Omax --+ Oo. A reloading before the overlap dropped to zero may take plase e.g. at
01 ' from where fhys follows the dashed line up the the path of initial loading.
For a = 1/2, (o = 1/2, and (1 = 0 one gets 1 -en e< v61 5 [22, 24, 29, 30].
Inserting into Eq. (37) the identity Jo = vo, the nonlinear terms with the
exponent (1 dissappear and one gets
2(o-<>
1 - en C< Vo Z+oc • (44)
In order to get a velocity independent restitution coefficient the condition

2( (o +(I) +a( (I -1) = 0 has to be fulfilled. For Hertz contacts with a = 1/2
this leads to the rule 4(0 + 5(1 = 1 [30].
6.3. A HYSTERETIC SPRING MODEL
Instead of viscous dissipation, one observes also permanent, plastic de-

formation during a typical collision. Therefore, an alternative to the simple
linear model in subsection 6.1, and to the more complicated nonlinear model
in subsection 6.2, is a hysteretic force-overlap relation accounting for per-
manent deformations. Instead of more realistic, but much more complicated
nonlinear-hysteretic force laws [1, 31, 32], we present here only the linear-
hysteretic model [1]. For loading a weaker spring is used as for unloading,
so that the repulsive force can be written as
for loading, and

(45)
for unloading,
with k1 < k2. This repulsive force is shown in Fig. 6.

During the initial loading the force increases linearly with the overlap
8 and the spring constant k1 until the maximum overlap Omax is reached.
During unloading the force drops to zero at overlap Oo that can be calcu-
lated from the continuity of the force k1 Ornax = k2 (Omax - Oo). The contact
duration
t - ~ + ~- ~ ( f§i + . fi_!!f_il (46)
c - 2w1 2w2 - 2 V-k; V k;)
follows from Eq. (31) as sum of the half contact duration of particles with
either stiffness k1 and k2. The dissipated energy may be identified as the
surface within the path 0 --+ 8max --+ 8o --+ 0, and leads to the restitution
coefficient
(47)
The contact ends as soon as the force vanishes at overlap 80 , however, the
overlap vanishes later at time tc+8o/v(tc), since the particles separate with
velocity v(tc) = envo. After a complete separation, the plastic deformation
is neglected, one assumes that the particle does not collide again at exactly
the same point and thus the new contact point should be not yet deformed.
If a new contact happens before the particles could separate, the loading
follows the steep path k2 (8 - 8') until the path of initial loading is reached.
Given en and tc the two spring constants can be calculated easily, i.e. k1 =
m12n 2(1 + e;)/(4t~) and k2 = kl/en.
The advantage of this model is that no arbitrary viscosity has to be
included and that the parameters en and tc can be predicted analytically.
However, neither this model nor one of the models above represent the full
experimental reality.
7. Modeling tangential forces

In the following we will use the linear spring-dashpot model in normal
direction, i.e. a = (0 = ( 1 = 0, and try three simple tangential force laws.
We will apply the laws one by one, however, a combination is possible.
7.1. VISCOUS TANGENTIAL FORCE

The by far simplest tangential force is a viscous friction
~~t) = -V(0, (48)
with a tane;ential viscosity Vt· The tangential component of the relative
velocity is{}. Inserting Eq. (48) into Eq. (25) and integrating from t = 0 to
t = tc leads to the tangential velocity at the end of the contact
(49)
with rJt = (1 i)
+ vtf(2m12) in analogy to the viscosity '17· Inserting v~(t)
into the definition of \f!2 leads to
(50)
300 S. LUDING
Thus the viscous tangential force leads to a reduction of the relative tan-
gential velocity of the points of contact. This corresponds to the range of
tangential restitution -1 ::; et ::; 0. The application of a viscous tangential
force makes sense only for collision angles 'Y ~'Yo [see Eq. (21)], but cannot
lead to a positive et.
7.2. COULOMB FRICTION FORCE
During the contact, the tangential force is coupled to the normal force via
(51)
and it is directed opposite to the tangential velocity. The calculation of

the tangential velocity during the contact thus requires the knowledge of
the normal force at each time during the contact. The integration of the
changes in velocity lead to
(52)
After division of v~(t) by v~n) we obtain W2('Y < 'Yo) as in Eq. (21). Note that
during the integration of the force law in Eq. (51) the velocity may drop to
zero. In that case the direction t is ill-defined and the velocity stays zero.
The discrete numerical integration instead may lead to spurious oscillations
around v~t) = 0.
7.3. ELASTIC TANGENTIAL SPRING
For negative eta the combination of the above presented force laws allows
a reasonable modeling of the contact in the tangential direction. However,
since most materials have a positive eta [11], one has to come up with
a tangential force that allows the inversion of the tangential velocity. A
possible inversion is connected to the elasticity of the material, i.e. parts of
the contact area store elastic energy and release it before the contact ends.
In order to account for material elasticity a tangential spring was proposed
[1, 14, 15] similar to the spring in normal direction.
In analogy to the linear spring in normal direction we define
j(t) = -kt'{)' (53)
insert it into Eq. (25) and get for an infinitesimal change of velocity
.
d{) = - -1 (1 +-1)
ffi12 q
kt{)(t)dt. (54)
VISCOUS
'l'z
. / / / / / ....... Coulomb
/ .. ~~~~·""------ ~
tang. spring
Figure 7. Schematic picture of the velocity. ratio W2 versus W1 for the different force
laws in Eq. (48) (dashed line), Eq. (51) (thick grey line), and Eq. (53) (thin solid line).
The dotted lines denote the limits p, = 0 (top, slope 1) and p, = oo, ew = 1 (bottom,
with slope -1).
Using the Ansatz '!?(t) = (v~t) /wt) sin(wtt), substituting w[ = (kt/mtz)(1 +

1/q), and integrating over the contact duration we arrive at
(55)
Dividingv~(t) byv~n) we get again w2 (1';:::: 'Yo) fromEq. (21). Now, a positive
tangential restitution with eta = - cos(1rwt/w) is possible. Given a certain
value of eta [typically eta : : : : 0.5 is found from experiments [11]], we have a
rule for the choice of the tangential spring:
Wt=
q) =-arccos(-eta)
1 +-
- kt ( - 1 (56)
m12 q tc
and thus the ratio of tangential and normal spring-stiffness
kt = _q_ (arccos(-eta)) 2 {57)

k 1+q 7r
7.4. A CLASSIFICATION OF THE TANGENTIAL FORCE LAWS

In Fig. 7 we plot schematically the results obtained with the different force
laws. Note that the negative slope of Wz, i.e. the physical behavior, can be
found only for the tangential spring force law in Eq. (53).
The combination of the tangential spring (for 'Y < 'Yo) and the Coulomb
friction (for 'Y ;:::: 'Yo) leads now to the desired \[! 2 as also found in experi-
ments. In order to learn how this combination is practically carried out in
302 S. LUDING
numerical simulations see ref. [23] or the contribution by L. Brendel to this

book.
8. Summary and Conclusion
In this chapter we discussed two-particle contacts and introduced the three

parameters: restitution coefficient, friction coefficient, and maximum tan-
gential restitution. The first accounts for the normal direction, whereas the
latter two account for the tangential direction. These three parameters suf-
fice to classify those collisions which have been measured experimentally.
Despite the fact that this three-parameter model includes simplifications,
such as the exclusive occurence of either sliding or sticking contacts, it is a
reasonable and simple model.
In the normal direction we performed the more elaborate integration
of the equations of motion, using linear, non-linear, and hysteretic interac-
tions. Dissipative effects like viscosity or plastic deformations are described
by the coefficient of restitution en that e.g. depends on the velocity of im-
pact [22-24]. Since this dependence is usually very weak, a constant en is
often a good approximation.
In the tangential direction one has to distinguish between sliding and
sticking contacts, the first type follows Coulomb's friction law with the
coefficient of friction J.t, whereas the latter can be modeled by a tangential
spring and may lead to a positive et. In the three parameter model, a
contact is either sliding or sticking, even when a real contact is much more
complicated [see the chapter by S. Roux in this book].
Two possibilities to model a collision of two particles were described.
In the "hard" particle model only the three parameters are used and the
contact is assumed to happen instantaneously. In the "soft" particle model
the equations of motion are solved for the two particles, however, the choice
of normal and tangential forces is required. Note that different forces may
lead to the same result, i.e. the same three parameters. In the case of two-
particle contacts the choice of the force law and even the choice of the
collision model is not important. Thus one has almost free choice for dilute
systems where almost all collisions are binary [33]. In the case of a denser
system, where contacts may be permanent and one particle has often more
than one contact partner, the choice of the interaction model influences the
behavior of the system [22, 34, 35].
As a rule, one should compare the interaction model used with exper-
imental data, and one should try to get as close as possible to the ex-
perimental results. However, measurements exist only for a small range in
parameter space, and - to my knowledge - no systematic experiments exist
for multi-particle contacts (pool billard is an adequate laboratory for this
purpose). Thus we propose to choose the simplest model, which still fits
the existing experimental data reasonably well.
Acknowledgements. Thanks to S. Weinketz and B. Wachmann for
proofreading, and S. McNamara and T. Shinbrot for helpful comments.
The DFG, SFB 382 is acknowledged for financial support.
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ward Arnold, London, 1964.
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11. S. F. Foerster, M. Y. Louge, H. Chang, and K. Allia. Measurements of the collision
properties of small spheres. Phys. Fluids, 6(3):1108-1115, 1994.
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Symposium Proceedings.
MULTICONTACT DYNAMICS
FARHANG RADJAI
Theoretische Physik, FB 10, Gerhard-Mercator Universitiit,
D-41048 Duisburg, Germany.
Abstract. The interplay between contact laws and equations of dynamics

in dense granular systems is discussed. Numerical results showing basic and
interesting correlations between texture and forces are presented.
1. Introduction
The microscopic phenomena underlying the dynamics of a granular system

in the "multicontact" regime are rich and often poorly characterized [1, 2].
By multicontact we mean those states of a granular system that involve a
network of interparticle contacts. The typical case is a granular assembly in
quasi-static flow or simply in static equilibrium. The kinematic constraints
resulting from the unilaterality of contacts and the Coulomb friction law
give rise to strong force inhomogeneities, arching, anisotropy of the texture,
frustration of particle rotations, discontinuities of the veolocity field, and
other nonlinear and nonlocal phenomena that are responsible for the specific
properties of granular materials on the coarse-grained scale.
The aim of this short contribution is to highlight microscopic features
of the multicontact state. We discuss in some detail the interplay between
contact laws and dynamics in the hard-particle limit. Then, we present a
few results which show unexpected correlations between texture and forces
in simulated granular systems.
2. Hard-particle model
The deformation of a granular system in the multicontact state is discontin-

uous at the particle level, in the sense that contacts are lost or gained due to
relative motions of particles. In the absence of this discontinuous evolution
of the texture, the global mechanical response of a granular system would
305
306 FARHANG RADJAI
(a) N (b) T
-----iJ.lN
0 0
- J.LN t----
Figure 1. Contact laws in the hard-particle model: (a) Signorini's graph, (b) Coulomb's
graph.
not be very different from that of individual particles [3]. For this reason,
for many materials we may simply assume that particles are infinitely stiff.
This amounts to neglect the deformation Ae of particles at their contact
points compared to sizes and relative displacements of particles. This ap-
proximation is commonly known as the "hard-particle model". Although
this term refers clearly to the elasticity of contacts, we note that a contact
involves other length and time scales which should be neglected as well if a
consistent view of particle interactions in this limit is to be depicted [4]. For
example, friction involves a creep mechanism with a typical length scale .>.. f
of the order of 1 J.Lm, or the transfer time Tc of momenta in chocs is small
compared to the average time between successive collisions [5]. We refer as
hard-particle model to a system where all time and length scales relevant
to the contacts are neglected compared to those related to the particles and
their motions.
3. Contact laws
The hard-particle model implies two "contact laws" [4, 6]:
1. U nilaterality condition: If the separation velocity vn of two particles is

positive, then the normal force N is zero. If, on the other hand, vn is
zero, i.e. the two particles stay in contact, then N can have a positive
indefinitely large value so as to prevent interpenetration. This is shown
as a graph, Signorini's graph, in Fig. 1 (a).
2. Coulomb's friction law: If the sliding velocity vt is nonzero, then the
friction force T resists sliding and its value is given by the coefficient
of friction f..L times the normal force N. If, on the other hand, vt is
zero (nonsliding contact), then T can take any value in the interval
[- J.LN, J.LN]. This is shown in Fig. 1 (b) as a graph.
MULTICONTACT DYNAMICS 307
Figure 2. Two particles i and j in contact inside a multicontact system.
Both Signorini's condition and Coulomb's law are "nonsmooth" in the sense
that the two conj11:gate variables {vn, N} or {vt, T} belong to a continuous
set of possible values which can not be represented as a mathematical func-
tion. In other words, the contact laws are degenerate. We will see below
how dynamics removes locally this degeneracy.
4. Transfer equations
Consider two particles i and j inside a granular assembly forming a contact

(ij); see Fig. 2. Particle i is in contact with other particles k, and particle
j is in contact with particles l. The equations of motion for the center of
mass of particle i in the sense of measures and for a unit time increment
t::.t are
{ ~i(vt- v!) : mi'!l.~i-= I:k (Nik~ik + Tiktik), (l)

I~(wi - wi ) - I~t::.w~-- I:k r~T~k,
where we have omitted external forces in order to avoid a too heavy writing.
Here, mi, ri, and Ii are the mass, the radius, and the moment of inertia
of particle i, respectively. Nik and Tik are the normal and the tangential
forces transmitted from particle k to particle i. nik and tik are normal
and tangential unit vectors at the contact ik. v:; and w:;
are linear and
angular velocities before the unit time increment. We want to calculate
the forces Nij and Tij and linear and angular velocities and vi afterwt
the time increment when particles have slightly moved and new contacts
are probably formed. Following Moreau[8], let us now define two formal
308 FARHANG RADJAI
velocities vi = (vi+ + PnVi-) I (1 + Pn) and vf = ( vt + PtVr) I (1 + Pt),

where Pn and Pt are the normal and tangential coefficients of restitution.
Similar equations can be written for particle j by replacing i by j and
k by l in the above equations. Now, substracting Eqs. (1) from the corre-
sponding equations for particle j, we get
N ~J mij(1 + Pn)vij + Aij,

(2)
m~j(l + Pt)vfj + A~J'
where vij = vj -vi is the separation velocity and vfj = v] -vf- hwi+rjWj)
is the sliding velocity, and
1
mT.t.
'J
1
mt
'·J
(3)
Eq. (2) relates the forces Nij and Tij at the contact between particles
i and j to the other forces acting on the two particles. So, we will refer to
Eqs. (2) as "transfer equations". We may plot the straight lines representing
the transfer equations, as well as Signorini's graph and Coulomb's graph,
for the variables {vij,Nij} and {v~j,Tij}, respectively; see Fig. (3). Since
the masses are positive, the transfer equations intersect the two graphs at
a single point. In other words, dynamics removes the degeneracy of contact
laws and thus allows for a unique solution for forces and velocities.
5. Contact dynamics
The solution for all forces and velocities in a granular system by this method
implies the intersection of transfer equations with the corresponding graphs
simultaneously at all contacts. Since the forces at each contact depend on
other forces acting on the particles, its numerical implementation requires
(a)
(b)
Figure 3. (a) Signorini's graph and (b) Coulomb's graph, and the lines representing the
transfer equations.
an iteration scheme, which can be formed with the pairs {Nij, Aij} and
{Tij, AL} since Aij and A~j do not depend on Nij and Tij, respectively.
The contact laws interplay with the equations of motion over the whole
system to organize both the texture and the transmission of forces (7].
This method, known as "contact dynamics" (CD), appeared ten years
ago and can be considered as the proper method of simulation in the hard-
particle limit (6, 8-10]. Its mathematical justification is based on a theoret-
ical background of Convex Analysis. The motions of particles in multicon-
tact or collisional states are formulated assuming that particle velocities
are functions of time with "locally bounded variation" (8]. This allows to
treat the velocity jumps due to chocs on the same footing as their variation
due to a smooth motion. The CD method is naturally reduced to the event-
driven algorithm in the collisional regime. We note that the two coefficients
of restitution in the CD method model the inelasticity of contacts, but in
the multicontact state their physical meaning is different from that in bi-
nary collisions. In fact, due to the propagation of momenta in the contact
network, the dissipation is not given locally by the coefficient of restitution,
and even when Pn = 1, two colliding particles inside the network may stay
in contact after the collision, or a contact may open following a momentum
transfer.
6. Internal variables
We may distinguish three sets of variables which characterize the mul-

ticontact state: (1) geometrical variables such as. the contact normals n,
(2) kinematic variables such as the sliding and angular velocities, and (3)
dynamic variables such as contact forces. Correlations and statistical dis-
tributions of these variables, as well as their evolution, in a granular system
with well-defined boundary conditions, is one of the basic tasks of a micro-
scopic approach. Specialists of mechanics have been mainly interested in the
anisotropy of the texture, which can be identified with the deviatoric com-
310 FARHANG RADJAI
0.1
<f.u 0.0
' C(D
-0.1 '--~--'---~----'
-0.1 0.0 0.1
-0.1
0 1 2 3 4 5 6
Figure 4- Amplitude of anisotropy Ac for the €-network as a function of € in a biaxially

compressed assembly; see text. The inset shows the polar diagram of the distribution of
contact directions for forces lower and larger than the average force.
ponent of the "fabric tensor" defined as ¢afJ = (nanfJ), where the average is
taken over all contacts in a specified part of a system[ll-14]. Recently, the
heterogeneous distribution of forces has attracted a lot of interest among
physicists [15-22].
7. Texture and forces

The point which we would like to underline here, is that the two mentioned
aspects, texture and forces, are intimately correlated. A simple way to see
this is to consider the subset of contacts which carry a force lower than a
e.
given cutoff We shall refer to this subset as the "e-network". The variation
of a quantity such as the anisotropy evaluated for the "e-network" as is e
varied from 0 to the maximal force in the system, allows then to estimate
its correlation with the contact force.
Fig. (4) e.g. shows the amplitude of anisotropy as a function of in e
a biaxially compressed system. Surprisingly, the direction of anisotropy is
orthogonal to the axis of compression (negative values) as long as is below e
the average force (F) [23, 24]. Moreover, we found that the shear stress Q for
e < (F) is negligibly small compared to the total deviatoriC load sustained
by the system. Those forces only contribute 28% of the average pressure
in the medium. This means that the network of contacts carrying a force
below the average force behaves essentially like an intersticial liquid. As
far as the statistical distribution Pp of forces is concerned, we found that
Pp is a power law with a weak negative exponent for forces below the
average force, and an exponentially decreasing function for forces larger

than the average [20]. The exponent of the power law is almost zero in
static equilibrium, as confirmed by recent experiments [19], and increases in
absolute value when the degree of agitation is increased or the coordination
number is reduced.
A model of force transmission not taking into account the texture can
not provide a prediction of these behaviors and will have naturally prob-
lems in producing the right distribution of forces. The most basic relations
between the texture and the forces are the transfer equations (2) which we
propose as the starting point for a realistic modeling of force transmission.
Acknowledgements. I gratefully thank M. Jean and J. J. Moreau for
introducing me to the contact dynamics method and for stimulating discus-
sions. I owe the ideas and results presented in this paper to a longstanding
collaboration with S. Roux and D. Wolf who are sincerely acknowledged.
References
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312
Thorsten Poschel (left) and Steen Krenk

LASTING CONTACTS IN MOLECULAR DYNAMICS
SIMULATIONS
L. BRENDEL AND S. DIPPEL

H achstleistungsrechenzentrum, Forschungszentrum .Julich,
52425 Julich, Germany
and
FB 10, Theoretische Physik, G.-M.-Universitat Duisburg,
47048 Duisburg, Germany
Abstract. In this text we discuss problems arising from a naive imple-

mentation of the so called Cundall-Strack tangential spring as a scheme for
static friction in simulations of granular materials. Vve show how to use it
safely and present extensions in the form of a static coefficient of friction
and a damping of the spring.
1. Models for friction
An important property of granular materials is the frictional coupling be-

tween its constituents. Thus, in computer simulations using e.g. the method
of Molecular Dynamics (MD), this friction force has to be taken into ac-
count. The well-known law of Coulomb can be written as follows:
Vt #0 (1)
Vt = 0
Here, Ft and Fn denote the tangential and normal component of the contact
force, respectively, while /-Ld and fJ·s are the dynamic and static coefficients
of friction (the former being lower), and Vt is the relative tangential velocity
at the contact. The repulsive normal force Fn is counted as positive.
The problem with this law is easy to see in a graphical representation
( cf. Fig. 1): It is not a single valued function, since for Vt = 0 the tangential
force is not known (only its bounds are known). Of course, its actual value
is not arbitrary but it is precisely the one which assures that Vt remains
313
314 L. BRENDEL AND S. DIPPEL
F,
-------1 ---- /ld Fn

v,
Pigure 1. The graph of Coulomb's law of friction representing allowed pairs of (vt, Ft).
zero. A method which actually uses this fact is the Contact Dynamics (CD)
technique [1, 2], but this method will not be discussed here.
For MD simulations, however, a local force law is required, i.e. the con-
tact force has to be expressed as a function of local quantities, such as the
components of the relative velocity and their integrals (i.e. deformations).
Thus the graph in Fig. 1 has to be regularized. Normally the first simplifi-
cation in this approach is to ignore the difference between the coefficients
for the static and sliding friction, i.e. setting f.td = f.ts = p,.
Concerning regularization, the easiest way is to neglect the vertical part
inFig.1 andalwaystousethefirstlineofEq. (1) withsgn(O)=O, (cf. [3,4]).
This can be seen as the limiting case of a continuous function Ft(vt), where
a viscous term is introduced for small velocities ( c.f. [5~ 7]):
(2)
The parameter 'Y is auxiliary, and should be set large enough to ensure that
the viscous part does not come too much into play for typical collisions.
There are two problems with force law (2): First, it does not allow the
reversal of Vt [8] although this is observed in experiments [9]. Second, it
yields Ft(Vt = 0) = 0, which means that such a contact is not able to bear
any load in rest, and hence (e.g.) a pile under gravity would collapse.
This drawback became clear to Cundall and Strack already in 1979 [10],
when they introduced
(3)
which is currently known as the Cundall-Strack spring. Here ~t is the elon-

gation of an imaginary tangential spring, kt is the stiffness of that spring,
LASTING CONTACTS IN MD SIMULATIONS 315
and to is the time of the contact's formation. Of course, the stiffness should
be large enough to ensure that J.LFn/kt is small compared to the particle
size. This force scheme was widely used in the literature (e.g. [11-13]) an<:I.
was shown to produce quite realistic results for collisions [8].
At this point our warning comes in: If the tangential spring is imple-
mented exactly .as given in Eq. (3), it gives rise to an unphysical behaviour
in a dense granular system.
The reason is that Eq. (3) allows for an arbitrarily large elongation
of the spring during the sliding phase. For most collisions, this is not a
problem, since after some time of sliding (if the spring "broke" at all), the
contact will cease and thus the spring's elongation ~t is effectively set back
to zero. But in a dense system with lasting contacts it can happen that the
"environment" (i.e. all the other forces acting on the two particles in con-
tact) changes during the contact's history. Therefore, after some duration
of sliding, the relative velocity Vt may change sign again, and this allows for
a relaxation of the spring. However, the possibly tremendous elongation ~t
in Eq. (3) needs a very long time to relax, during which the contact exerts
a constant "ghost force" of J.LFn.
The solution is very simple: Instead of cutting the force, we argue that
one should freeze the spring at the threshold, i.e.
-kt~t
(4)
~t {tVt · 8(J.LFnfkt -l~tl) dt',
ito
where 8(x) is the Heaviside function.
2. Example
A simple example to demonstrate the difference between Eqs. (3) and (4) is
the sinusoidally agitated block. A block (mass m, coefficient of friction with
a basal plane J.L) at position x (t) is moved by a force F = K · (a sin( wt) - x)
due to a vibrated (frequency w, amplitude a) spring of stiffness K. In the
following we use the natural units [m] = m, [x] = gm/K and [t] = Jm/K,
where g is the gravitational acceleration.
Fig. 2 shows the results of a simulation of this system with parameters
J.L = 0.4, w = 1/20, a= 1 and a value kt = 100 for the tangential spring. The
dashed line shows the result for the friction strictly according to Eq. (3),
while the solid line represents the corrected version as given by Eq. (4).
In Fig. 2 (a) it can be seen how for early times (wt < 0.75) the friction
force Ft develops in the same way for both friction laws. Thereafter, there
are small deviations as Vt becomes negative for a few moments. A drastic
difference occurs for wt > 1r /2, after the external spring reverses its velocity.
0.5
0.3 - - - force law (3)

- force law (4)
0.1
u: -0.1
-0.3
-0.5
0.8
-- ext. spring
0.6
0.4
,,,
\
>< b)
0.2 ' -, \
0.0 ',~',v,~\lJ\.'1
'\, \,
-0.2
0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5
rot
Figure 2. The sinusoidally agitated block, simulated with force scheme (3) (dashed line)
and (4) (solid line). Parameters are 1-1 = 0.4, w = 1/20, a= 1 and kt = 100 (in natural
units).
The tangential spring of Eq. (4) relaxes to compensate the pushing force,
and allows for the "stick" of the stick-slip motion. Friction force Eq. (3),
however, remains fully mobilized and gives rise to an oscillating motion
which follows the external spring, as can bee seen in Fig. 2 (b). Another
artifact arises when the imaginary spring finally relaxes around wt ~ 2. 75
and causes large fluctuations in Ft. The situation does not improve for
wt > n: The trajectory shows essentially the same deviations as for the
first half-period of the external excitation, however the error is bounded
since the block follows the same global motion of the spring K.
3. Extensions
Since one already takes care of the contact's status (sliding or not) in the
force law (4), it is only a small step to implement two different coefficients
fts > /-ld· When starting from a contact with Vt = 0, we set initially ft = fts·
When the threshold of ~tsFn is exceeded for the first time, the force (and
the elongation) is reduced by setting 1-l = /-ld· A possible criterion to set it
back to ft = Its is a change of sign in ~t (i.e. when the contact experienced
a complete relaxation).
Another property which force scheme (4) inherited from law (3), and
which may be inconvenient in some situations, is the absence of any damp-
ing. Hence, if a block on a basal plane would be kicked, it would not exactly
come to rest but would persist to vibrate with a small amplitude. These
tiny oscillations can also be seen in Fig. 2 (a) where they are superimposed
LASTING CONTACTS IN MD SIMULATIONS 317
0.5
0.3 - - - force law (6)

- force law (6) + ~.>~.
0.1
u:
-0.1
-0.3
-0.5
0.8
0.6
\
\
0.4
><
0.2 I
I
0.0
-0.2
0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5
mt
Figure 3. The use of force scheme (6) (dashed line) and an extension of it (f-Ls > f-Ld, solid
line). Parameters are as in Fig. 2 with "(t = 2~ = 20, /-Ld = f-L = 0.4 and f-Ls = 0.5.
on the loading and unloading of the spring. They appear particularly when
different coefficients !Ls > /Ld are implemented. An obvious solution to over-
come these oscillations is to add a viscous damping to Eq. (4). Such an
extension to force law (3) was already used in [14] (with a different aim
though).
Unfortunately, this extended scheme, including damping, cannot be
written in a simple form like (4) anymore. We introduce a test force
(5)
and compare its absolute value to the threshold fLFn:
Ft = sgn(F*) fLFn , ~t = -sgn(F*) fLFn/kt for [F*f > fLFn

Ft = F* , ~t = ~t(tl) + lt t!
Vt dt' for [F* \ ~ fLFn
(6)
Here t1 is the time when Vt changed its sign for the first time after F*
exceeded the threshold (or t1 =to with ~t(to) = 0 in the beginning).
The combination of this force law with the distinction between fLs and
/J>d is straightforward to implement, but still quite complicated to write
down in a closed form. The application to the same system as in Fig. 2
is shown in Fig. 3, where the extended scheme is compared to the case
p, 8 = P,d = p,. As can be seen, by means of a critical damping ('Yt = 2~)
the tiny force oscillations ( cf. Fig. 2) vanish.
4. Conclusion
We showed that the naive implementation of the Cundall-Strack spring (3)
leads to unphysical behaviour. Conversations showed that some authors
were well aware of this fact and took care in its implementation, but still
they used the improper formulation (3) in publications. Our aim was to
remove this inaccuracy, especially in the context of a summer school.
Important effects due to an exact implementation of Eq. (3) are not ex-
pected in collisional dominated systems, but e.g. in dense sheared systems,
especially if one is interested in quantities like force distributions in the
quasi-static case ( cf. [15]).
Moreover, we proposed a straightforward way to extend the safe version
of the force law to the capability of handling different coefficients of friction
for the static and dynamic case (including damping of the spring); finally
the application of this idea was shown for a simple test system.
References
1. J. J. Moreau. Numerical investigation of shear zones in granular materials. In
D. E. Wolf and P. Grassberger, editors, Jilriction, Arching and Contact Dynamics,
2. F. Radjai, L. Brendel, and S. Roux. Nonsmoothness, indeterminacy, and friction in
two- dimensional arrays of rigid particle. Phys. Rev. E, 54(1):861, 1996.
3. P. K. Haff and B. T. Werner. Computer simulation of the mechanical sorting of
grains. Powder Technol., 48:239-245, 1986.
4. J. Schafer and D. E. Wolf. Bistability in granular flow along corrugated walls. Phys.
Rev. E, 51:6154, 1995.
5. G. H. Ristow. Simulating granular flow with molecular dynamics. J. Phys. I,
2(6):649, 1992.
6. T. Poschel and H. J. Herrmann. Size segregation and convection. Europhys. Lett.,
29:123, 1995.
7. F. Radjai, J. Schafer, S. Dippel, and D. Wolf. Collective friction of an array of
particles: A crucial test for numerical algorithms. preprint, 1996.
8. J. Schafer, S. Dippel, and D. E. Wolf. Force schemes in simulations of granular
materials. J.Phys. I Jilrance, 6:5-20, 1996.
10. P. A. Cundall and 0. D. L. Strack. A discrete numerical model for granular assem-
blies. Geotechnique, 29(1):47, 1979.
11. O.R. Walton. Particle-dynamics calculations of shear flow. In J.T. Jenkins and
M. Satake, editors, Mechanics of Granular Media. Elsevier, Amsterdam, 1983.
12. Y. Tsuji, T. Tanaka, and T. Ishida. Lagrangian numerical simulation of plug flow
of cohesionless particles in a horizontal pipe. Powder Technol., 71:239-250, 1992.
13. J. Lee. Density waves in the flows of granular media. Phys. Rev. E, 49(1):281, 1994.
14. G. Baumann. Madelle und Computersimulationen granularer Materie. PhD thesis,
Gerhard-Mercator-Universitat-GH Duisburg, Duisburg, Germany, 1997.
15. F. Radjai, D. E. Wolf, S. Roux, M. Jean, and J. J. Moreau. Force networks in dense
granular media. In R. P. Behringer and J. T. Jenkins, editors, Powders B Grains
97, pages 211-214. Balkema, Rotterdam, 1997.
ONTHESHAPEOFASANDPaE
H.J. HERRMANN
Abstract. We discuss various aspects of the shape of the granular piles.

First we present the experiments ofYan Grasselli measuring angles ofrepose
under various conditions. Then we introduce a model for the angle of repose
based on the restitution coefficient and an energy barrier which can be
solved. After that we make some remarks on segregation and stratification.
Finally we discuss the logarithmic tail of a heap on a table and in a silo. We
present experimental results and a theoretical derivation using translational
1nvanance.
1. Introduction
One often sees the rugged surface of sand on a beach and may wonder how
to determine the shape of the surface. Indeed all slopes below some critical
value seem to be stable. The surface is, however, elegantly rounded and
rather smooth except for some lines or points that form local maxima. It is
the purpose of the present course to give some insight into the mechanisms
leading to these shapes.
The easiest case is the pile on a base. In Fig. 1 we see two cases, the
circular base and the square base. The piles are formed by dropping either
particle by particle or a small stream of particles on the center of the base.
Once the cone and the pyramid shown in Figs. 1 (a,b) are formed, the
shape does not change anymore and all additional grains just flow along the
surface to the rim of the base where they fall off. The cone and the pyramid
in Fig. 1 are just the maximal volumes one can generate with a given angle ()
which is called the angle of repose and which is a characteristic property of
the granular materials. While for spherical particles () is typically 10° - 20°,
dry sand exhibits () ::::J 30° - 40° and the addition of humidity can make it
319
H.J. Herrmann et al. (eds.), Physics ofDry Granular Media, 319--338.
320 H.J. HERRMANN
------------,
(u) (b)
Figure 1. Schematic view of the shape of a pile on (a) circular, (b) square base.
rise much more. First scientific discussions about this subject seem to come
from Darwin [1]. In a seminal work Bagnold [2] showed that more precisely
there exist two angles, ed, the dynamic angle, and es, the static angle or
angle of maximal stability. Bagnold determined b.() = es - ed ;: : :; 1o - 2°.
\iVhen the particles are put on the top in a gentle way, only small avalanches
are observed on the surface transporting in small quanta material down
without having it fall from the rim. The angle of the cone increases until
reaching es. At this angle the pile becomes unstable and a large avalanche
moves an entire wedge of material down to the rim. In Chicago [3] these
avalanches were measured and found to occur at periodic intervals when
the influx is held constant. After the big avalanche the angle of the cone is
ed so that the volume of the avalanche consisted of a wedge of angle b.().
We will discuss these angles in more detail later.
In the above considerations the piles must not be too small. When the
base in less than roughly 30 grain diameters, the opening of the wedge of
angle /).() is less than one grain diameter and the big avalanche cannot be
formed. In that case one observes avalanches with a power-law distribution
in size and life time [4] and strongly varying effective angles that are difficult
to measure because of the roughness of the surface [5]. In this regime the
behaviour is an example of self-organized criticality [6] which, however, is
not valid asymptotically for large sizes.
Since Bagnold's observation many studies on angles of repose have been
published in the engineering literature. Allen [7] measured the dependency
on the density of the pile which may be changed for instance through vi-
brations. He found that
tan e ex: p - Pmax + constant (1)

It was also observed that small deviations existed between angles of a static
heap from those obtained if the table or box were tilted or submitted to
very slow rotation as it is the case in the rotating drum. In fact Brown
and Richards [8] classified four different types of angles depending on the
procedure how they were obtained. We will discuss this subject in the next
section and present our own classification.
ON THE SHAPE OF A SANDPILE 321
o a= SO 1-1m
~ a=1801Jm
o a= 250 IJm
01234567
d(mm}
0.1
10 20 30 40 50 60 70 80
dla
Figure 2. The dependence of the dynamic angle of repose on the distance d between
the walls of the Hele-Shaw cell, and on grain diameter a (see text for details).
2. Experiments of Yan Grasselli
Recently in Stuttgart Yan Grasselli did some systematic studies on angles

of repose in a vertical Hele-Shaw cell [9] on which I want to report next. The
cell consisted of a box of two parallel glass plates that could be separated
by spacers at different distances ranging from 1 mm to 1 em. The cell could
be tilted by precisely measurable angles. At one side of the box the grains
could be injected in a controlled way through a pipe, and on the bottom of
the cell there was an outlet of adjustable aperture. The granular materials
investigated were monodisperse glass beads and various powders ranging
in size from 90 fLm to 400 fLm.
One question addressed is the transition of the essentially two-dimensional
cell to a three-dimensional heap or wedge. This corresponds to asking for
the influence of the walls of the cell. To address this issue the distance d
of the walls was changed and the resulting dynamic angle () of repose was
measured. In Fig. 2 this angle is plotted against d/ a for different grain
diameters a of quartz sand. In fact we plot (()- ()oo)/() 00 where () 00 is an
asymptotic value which we also obtain independently in a larger box (~ 10
em wide). With () 00 chosen in that way we observe in the semi-logarithmic
plot of Fig. 2 straight lines which are described by
(2)
The inset shows that ~ seems independent on the grain diameter a. This
is a surprising result. One possible explanation due to John Hinch might
be cohesion forces between the grains due to humidity. A systematic study
322 ILJ. HERRMANN
40 8
t
0 No modification No modification
o~
(i) o ~ mm deep mod if. ·-II) 1mm deep modif.
e
Q) 1::!.
0
1em deep modif.
3cm deep modi f.
~ ~ 7
1cm deep modif.
3cm deep modif.
"tn
Cl >a>
f
~ 39 "C"C
.:::~
!/) Q) II) 6
Q) Q)
I1
Q)
c, ;:-
I
_tn
""'
¥
Ill"
.c "' 5
Cl>.!:!
·~ 38 o-
">"'
""'
e!'0
"C
Ill 4
Cl !!=<::
i5"'
37 3
0 2 3 4 5 6 0 2 3 4 5
Successive tiltings Successive tiltings
Figure 3. Bd (left) and !J.B (right) as a function of the number of successive tiltings of
the Hele-Shaw cell. Markers show the data for several ploughing depths. Both Bd and !J.B
seem to approach a constant after several tiltings.
of ~ as function of humidity has yet to be performed. In fact all angles are

strongly dependent on humidity so that a study like that of Fig. 2 has to
be conducted at a fixed humidity and the absolute values of the angles are
less interesting than their relative behaviour.
Another study concerns the difference between the static and dynamic
angles as obtained under tilting of the cell. The cell was tilted until a big
avalanche occurred and the angle 08 before and ()d after the avalanche were
measured. The same experiment was also performed after "treating" the
surface by gently ploughing through it once from bottom to top with a
small stick at fixed depth o without modifying the angle. In Fig. 3 we see
()d and /:::,.() = 08 - ()d at successive big avalanches obtained under tilting
for different penetration depths o. The first dynamic angle is the starting
configuration which is obtained in the (careful) filling process; it is larger
than all the following ones. The second dynamic angle was obtained after
the first avalanche and it is the smallest angle. After that, subsequent tilt-
ings give always the same dynamic angle. Notice that the ploughing had
no influence on these data since for all penetration depths including no
ploughing (o = 0) they fall on top of each other. It seems that dynamical
angles produced by a big avalanche are smaller than those produced by the
gentle flow of grains pouring down from the top: Since the first angle was
highest, also the first avalanche was biggest and so it seems that the bigger
the avalanche, the lower the dynamical angle found afterwards.
From the right-hand picture of Fig. 3 we see that the difference /:::,.() be-
tween static and dynamic angles is initially highest the deeper the plough-
ing, and decays only over several avalanches. Our interpretation is that the
ploughing restructures the grains locally increasing the density and thus the
Figure 4- Schematic view of the final state of the pile, which was observed after an
outlet at the bottom the cell was opened. In addition toe, there are two further angles
Ba,b at the vicinity of the outlet.
48,-----------------------------.
48 ,-------------,
46 46 "I
44 I
44 II)
~
42
40
A~g
42 g> 38 ··.B
·. :Tip- __ _
"C 36
34
32
30 +-~--,-~---1
o d(mm) 5 10!
36 ·.. ~---------------------- -
34 .. . .. . . .
32
30+---,---,--,---,---,---,--.-~
10 20 30 40 50 60 70 80
d(mm)
Figure 5. Experimental results for() (o), Ba (D) and ()b (6) as a function of d using
powders.
static angle () 8 • The deeper the ploughing the more avalanches one needs
to erase the restructuring effects.
To further understand the effects of the local grain structure, the pile
produced by pouring in the grains from one side of the cell was partially
removed by opening the outlet (roughly under its center of mass). The out-
flow of grains was kept very slow in order to avoid avalanches or vibrations.
The final shape is shown in Fig. 4 in which the three angles (),()a and ()b
are defined. These angles were measured as function of the cell width d as
shown in Fig. 5 for the case of powders. Systematically () < ()b < ()a· While
()was formed by downflowing grains the angles ()a. and ()b are obtained after
a very slow decomposition of the material that was on top. The slopes with
angles ()a and ()b are in fact the boundaries of the stagnation zones of a
slowly emptying type of silo and the velocity profile of the moving part is
324 H.J. HERRMANN
zero on that boundary.

The internal part of the heap has in fact some texture due to the filling
procedure as it is also discussed in the contribution of Cates in this book.
Contacts between grains seem stronger or more frequent in a direction par-
allel to the surface than perpendicular to it which gives a layered structure.
This could be the explanation why Ba > eb: It is easier to decompose layer
by layer as in the case of eb than against the orientation of the layers as in
case Ba. Although Wittmer et al. [10] also obtained Ba > eb theoretically,
their quantitative prediction for the difference is much higher than that
obtained from Fig. 5.
The layered structure that appears due to the filling from a single source
is visible with the naked eye when particles of different size or roughness
are mixed. If the larger grains are more kinky than the small ones (e.g.
coarse sand and small glass spheres) the layering is spectacularly visualized
through the segregation in strata as discussed in the contribution by H.E.
Stanley in this book. A mechanism explaining the formation of the layers is
the motion of kinks along the surface from bottom to top. Each kink forms
one layer. While during stratification these kinks are big and clearly visible,
we believe that also in the case of no segregation the picture of up-moving
kinks rather well describes the formation of the internal layering structure.
Summarizing, I like to distinguish five types of angles (instead of two
proposed by Bagnolds) according to how the slope was produced. Let us
call Bs the static angle obtained by careful tilting, Bo the angle obtained
from slow outflow, BH the angle of a heap obtained by slow pouring from
a single source, 8D the angle in a slowly rotating drum and 8A the angle
after a big avalanche. Then one generally has:
(3)
All these angles depend on density and humidity and decrease under the
influence of vibrations and the increase of the velocities or fluxes. 88 , Ba and
8A depend on the texture of the initial configuration, like in the case of
the outflow angles Ba and eb of Fig. 4. BH produces its own texture due to
the kink mechanism and in the drum there seems to be neither texture nor
kinks. The drum angle BD can in fact be explained by dilatancy arguments
as put forward by J. Rajchenbach [11] and is also discussed by him in this
book. Avalanche angles eA seem to be dominated by inertia since they
strongly depend on the mass of the avalanche.
3. A model to calculate the angle of a heap

There exists to my knowledge no model capable of calculating the angle of
repose of a given set of grains from the properties of these grains, as their
size, shape, surface roughness or material properties, like their coefficient of

restitution or elastic moduli. Using the image of the kinks observed during
heap for a motion from a point source we want to discuss in the following
a simple model to calculate the heap angle (}H [12].
Let us consider particles of diameter one jumping down a stair. Particle
i is characterized by an energy ei. When it falls down one step of height
i).h of the stair, its energy becomes
e~ = (ei + f).h)r (4)
where r is the restitution coefficient, i.e. a material property. In reality,

however, a surface has many local minima due to the grain shape and
which are more pronounced the larger the grain. We describe these local
minima by the energy barrier U that a grain needs to get out of it. So, if
e~ < U, the particle does not jump but aggregates to the pile by increasing
the height of the stair by unity. If e~ ?: U, the particle can move ahead. The
two microscopic parameters characterizing size, shape, surface roughness
and material properties of a grain are thus r and U.
It is easy to implement this model numerically and it has been studied
intensively [13]. For a single species of particles, i.e. all particles having
the same value for r and U, one observes that the pile becomes a perfect
triangle with a well defined slope 'Y =tan e. Let us in the following consider
this case of a single species in more detail.
'Y is independent on the initial energy ei of the particles as long as all
particles have the same value for ei· If, however, the initial energies ei are
chosen randomly from a distribution of width W, the value of 'Y increases
with W. This numerical observation can be explained by structures forming
on the top of the heap [13].
The value of 'Y increases with r and U in a complicated way as seen in
Fig. 6. This devil's staircase behaviour is due to the fact that we are es-
sentially constructing the pile on a square lattice on which some slopes are
easier to implement than others. An experimental heap would not have
that problem and therefore in reality the curve should be smooth and
monotonous. We must thus see the devil's staircase as an artifact of the
model but believe that the general trend of the curves, i.e. for instance
the upper or lower envelopes, reproduces qualitatively the experimental
observations.
It has been possible to derive the devil's staircase seen in Fig. 6 analyt-
ically [12] and in the following we will sketch the argument. Let us consider
first the case 0 < 'Y < 1. The numerical simulation has shown that a given
slope 'Y was made of periodic units of length L and height N such that
'Y = !:J;. Each unit consists of N individual steps of height one and length
326 H.J. HERRMANN
1.0
''
''
''
0.8 ~
•'
'
~ ,....; ~
: J ./
f3!
'
~·
.
0.6
y .._,_l...•l i
0.4 : r ;,.:i
! ,i
:f-EY~
·.J ••
0.2 .it
·~
0.5 1.0
U(1-r)/r
Figure 6. Numerically measured angle of repose 1(r, U) as a function of U(l- r)/r for
r = 0.3 (•), 0.5 (o), 0.7 (+),and r = 0.9 (o). The lines display the 1(r,U) as calculated
from the iteration of Eqs. (6-9) (see the text for details).
lj such that
(5)
j=l
Since the slope does not change with time, we are in a steady state and at
a given place of the stair, all particles moving down have the same energy
ei. The values of these energies are such that the steps neither shrink nor
grow. This implies for the energy ej of the last site of step j that it must
fulfil
U ::; ej+l = (ej
u
+ l)r l1 < -:;: (6)
The periodicity of the unit implies
(7)
From Eq. (6) we have for lj the following limits
In ( u )
e;+I - 1 < l <
In (__y_)
€j+l (8)
In r 1 - ln r
so that
l· = [ln (~) l (9)
1 ln r J
where the brackets [.. ] mean the integer part. In order to calculate ry one
must know N and L and that is done by solving the system of 2N + 2
equations of the variables N, L, lj and ej, j = 1, ... , N given by the N

equations of (6) and (9) and the equations (5) and (7). The result perfectly
agrees with the numerical result of Fig. 6.
To deal with ry > 1, it is useful to consider first the special case in which
the stair is made of equal steps of length one and height n. Then the steady
state condition gives
(ej + n)r < U and ei 2': U (10)
This yields (U + n)r < U and therefore

____'!!!__ < U < (n+1)r (11)
1-r 1-r
Finally, one has to deal with the general case but we refer for that to
reference [12].
It can be seen that the above model for a single species is equivalent to
a specific one-dimensional Ising model with long range interactions in the
limit of zero temperature on a chain of length L and periodic boundary
conditions. The Hamiltonian of that Ising model is
1i = L. U Si
1
+-
2 ..
LJ (li- jl) (si + 1) (si + 1) (12)
~ ~,}
where si = ±1 and the interaction is given by
(13)
If N is the number of sites with .Si = +1, then the ry of our model corre-
sponds to the magnetization N / L. The sites with Si = + 1 correspond to
steps of the stair and ei to the interaction energy of spin Si. The ground state
of that Ising model has been obtained some time ago analytically by Bak
and Bruinsma and (of course) they also found a devil's staircase [14, 15].
4. Some remarks on segregation
As mentioned already in section 2, the mixture of two different types of

grains can lead to segregation effects and in particular to stratification if
the smaller grains have smoother surfaces than the big ones. Since Gene
Stanley wrote an entire contribution on this subject in this book, I would
like to restrain myself to a few remarks.
The model introduced in section 3 can also be studied for the case of two
different species one having r 1 and U1 , the other r 2 and U2 . Several patterns
are found: If rl is close to r2 and ul close to u2' the segregation is continuous
328 H.J. HERRMANN
a) (b)
Figure 7. Two segregation patterns from a computer simulation using two granu-
lar species (here, colored light and dark) with different physical parameters (see the
text for details). In (a) Or = 0.2 ,'!f;r = 0.3, 0u = 0.3 ,'!f;u = 0.3, while (b) has
Or = -0 .1, '!f;r = 0.3 , Ou = -0 .3, '!f;u = 0.6.
(no sharp transition line). For strong differences in r one observes a sharp
line separating one species in the lower section and another in the upper
section of the pile similar to the pattern shown in Fig. 7b. Intermediate cases
give striped patterns with some resemblance to statification. Also other
patterns are found like some with vertical stripes that are yet unknown in
nature. A full phase diagramme of the different pattern morphologies has
been obtained [13].
A more refined model, in some sense a variant of the above one, has
been studied by Hernan Makse recently [16]. Instead of attaching values of
r and U to a particular particle, they describe the collisions between two
particles (one moving and one at rest). In the case of two different species
1 and 2, one therefore defines four restitution coefficients ru, r12, r21 and
r22 if one has a collision between particles of type 1 and 1, 1 and 2, 2 and
1 or 2 and 2. Similarly one defines four values Uu, U12, U21 and U22· These
eight parameters can now be reduced to four by assuming [17]
'lj;u : : : : Uu- U21

(14)
defining
: : : : ru- rn (15)
and fixing U21 = 0.3 and r12 = 0.1. Fig. 7 shows two examples of the re-
sulting segregation patterns. Both morphologies very much resemble the
experimentally observed patterns. In [17] also a phase diagramme was pre-
sented and the wavelength of the strata measured as a function of the flux .
500
'E
a
:z 400
0
'2
:"' 300
Cl
e
:::J
0 200
-~
en
100
0 0
0~--,---,---,---.-------.-~
0 100 200 300 400 500 600 700
Size of smooth particles (I.Jm)
Figure 8. Experimentally observed patterns for a mixture of dark sand (rough particles)
and glass spheres (smooth particles). The axes show the sizes of the granulates.
16
•
0
W=0.32 g/s
W = 0.76 gls
14
6 W= 1.20 gls
v W= 2.50 gls
12
'E 10
l\i'i!
.§.
...: 8 i'i!
7-
1:\~ ".
l!IJI""I:!iPO
0.00 0.02 0.04 0.06 0.08 0.10
WId (gs'1cm' 1)
Figure g, The wavelength >.. (i.e. the distance between two adjacent stripes of same color
in the stratification patterns of Fig. 8) vs. W /d. The data collapses onto a single curve.
The experimental cell described in section 2 has also been used recently
by Yan Grasselli to study segregation [18]. Glass spheres and dark sand
were mixed in equal amounts as good as possible and then injected the
cell at one side. The sizes of both species could be varied between 70J.Lm
and 450J.Lm in five different steps, i.e. he used five different sizes of spheres
and five different sizes of sand. The results are shown in Fig. 8. In this
morphological phase diagramme the horizontal axis shows the size of the
spheres and the vertical one that of the sand grains. Three different types
330 H.J. HERRMANN
(a)
Figure 10. The profile of a pile of (a) sugar, (b) lead spheres. In particular, t he profiles
are clearly rounded at the bottom of t he pile.
of patterns are observed, stratification, continuous segregation and sharp

segregation. It is difficult to determine if between these phases one has a
phase transition or a smooth crossover.
Using image analysing, the wavelength A of the stratification pattern
was measured for different grain sizes, cell widths d and mass fluxes W .
The latter one was controlled by t he size of t he injection nozzle. Fixing the
ratio of the two sizes, A seems to increase linearly with the absolute sizes
but depends very little on the ratio if the absolute sizes are fixed. Plotting
A against WId gives a single curve on which all data collapse as shown
in Fig. 9. This means that A only depends on t he ratio WI d. This can be
explained using mass conservation [18].
5. Tails
A pile constructed by pouring granular material on a table, like the ones

shown in Fig. 10, clearly shows deviations from the straight line which is
implied by a constant angle of repose. In particular, on the bottom of the
pile there is a tail that seems to avoid a discont inuity of t he slope with
Figure 11. Schematic picture of the structure of the heap, which grows layerwise, and
where there is a kink on the top of each layer.
respect to the table. The upper pictures in Fig. 10 are superposed pictures
of a growing pile of sugar in a vertical Hele-Shaw cell at different times made
by J. J. Alonso [19]. Each grey scale corresponds to the shape of the pile at
another stage of its growth. One recognizes a translational invariance of the
shape of the tail, i·.e. that the left sides of the contours can be superposed
just by horizontally shifting them on top of each other.
The lower picture in Fig. 10 shows the case of lead spheres. One rec-
ognizes the shape of the tail with much better resolution than in the case
of sugar. It is interesting to note the existence of kinks on the surface
(marked by arrows in Fig. 10). In the following we will use the observed
translational invariance and the kink picture to derive a formula for the
shape of the tail [19].
Let us restrict ourselves to two dimensions and describe a pile by a center
part of triangular shape given by the angle of repose and an ensemble of
layers of equal thickness 8 parallel to the surface as shown in Fig. 11. All
lengths be measured in units of grain diameters. The layers become shorter
the farther they are out giving the envelope a monotonous, concave shape.
At the end of each layer one has a kink. The position of the kinks therefore
describes the surface of the pile that we want to calculate. The closer the
kinks are, the smaller is the slope of the surface. Let us define by ~(h) the
density of kinks at height h, i.e. how many kinks there are per unit length
at height h. Let us call x(h) the horizontal position of the surface putting
the origin in the center of the pile as shown in Fig. 11. Then one can express
the local slope as
dh
(16)
dx
where J = 8/ sin() and 'Y = tan ().
Let J(h) be the flux of grains at height h. It is largest on the top of the
pile and zero at the end of the tail. The decrease of J(h) along the surface
332 H.J. HERRMANN
is due to the fact that grains aggregate on the surface which corresponds
to the growth of the pile. Typically grains aggregate at the kinks, a fact
already mentioned in section 2 and clearly visible during stratification. This
makes the kinks move up and the corresponding layer grows. Assuming that
every particle has the same probability of having been aggregated at a given
kink, one can define a constant aggregation rate r and describe the change
of flux by
dJ
dh = rJ~ (17)
The observed translational invariance implies that during growth the sur-
face moves horizontally at all heights h by the same amount. Since the
velocity of the surface, i.e. the rate of aggregation of grains is proportional
to the reduction of the flux J, one has
dJ = B (18)
dh
where b is a constant. Integrating Eq. (18) and considering the boundary
condition J(O) = 0 gives J = Bh. Inserting this in Eq. (17), one obtains
~ = (rh)- 1 , and inserting this in Eq. (16) gives the differential equation
dx 1 l
- =- +- (19)
dh 'Y h
where l = Jjr. If hm is the height of the apex of the pile, the boundary
condition is x(hm) = 0 and the solution of Eq. (19) is
_ hm-h ll hm (20)
X-
tan ()+ nh
The first term on the right hand side of Eq. (20) just represents the straight
line given by the angle of repose 0. The second term represents the tail on
top of that straight part and is due to the kinks. This logarithmic tail
extends to infinity but once it is thinner than one grain diameter it cannot
be expected to be found in an experiment. So, for practical purposes it has
to be cut off at that point.
The predicted shape of Eq. (20) has been checked experimentally [19].
Since the angle of repose () is known rather precisely, the only fit parameter
is l. Such fits are shown as full lines in the upper picture of Fig. 10. A
more systematic comparison between the theoretical prediction and the
experiment is shown for the case of polenta heaps in Fig. 12. The straight
line given by () has been substracted from the surface so that only the
second term of Eq. (20), called 6.x, is shown in Fig. 12. The agreement is
very good. A surprising finding is that for all granular media investigated
10
6
E'
E 4
x<l
2
-2
0 20 40 60
h(mm)
Figure 12. The deviation of the profile of a polenta heap (markers) from the straight
line. The solid line shows the fit to the latter term of Eq. (20), which gives the logarithmic
correction to the pile.
L'.X 4
40 80 120
X
Figu-re 13. The non-linear part of the profile of a heap from lattice-gas simulation. The
solid line shows the fit to the latter term of Eq. (20).
up to now the fit parameter l is close to 3. This corresponds to saying that

on average one third of the grains aggregates at a kink having the height o
of one grain diameter. We have no physical explanation for that number.
The logarithmic shape of the tail of a pile from Eq. (20) can also be
confirmed by a numerical simulation of a lattice gas model on a triangular
lattice that has successfully described density fluctuations in pipe flow [20].
The model resembles the classical FHP lattice gas for fluids but also in-
cludes dissipative collisions which give to it the essential physical ingredient
of a granular medium. In Fig. 13 we see the tail obtained from this numerical
334 H.J. HERRMANN
4.---~~----------------.
- Zh=2cm
- - Zh=4cm
Zh = 6 em
Zh=Bcm
3
"E
~2
.c
o~-.--.--.--T--.~.-~--1
0 2 3 4 5 6 7 6
x(cm)
Figure 14- Experimental profiles of granular heaps in a 2D Hele-Shaw cell for various
injection heights Zh. The inset shows a fit to the profile using the data for Zh = 2 em
and Eq. (21).
simulation [19] compared to the prediction ofEq. (20). Again the agreement
is very good and one happens to find again l = 3.
Another case where one finds deviations from the straight line given
through an angle of repose is in a silo which is filled at one side. Systematic
experimental studies have been conducted for a two-dimensional silo by
Yan Grasselli [21] using the vertical Hele-Shaw cell discussed in section 2.
The wall of the silo was introduced by putting a vertical bar into the cell
at a distance L from the side at which the granular medium (glass beads
of 240 t-tm) was injected. The energy of injected grains was also varied by
controlling the height Z between the top of the heap and the nozzle of the
injection device. Therefore, the later had to be moved up with the same
velocity as that of the growing filling level. In Fig. 14 we see the obtained
shapes for different injection energies (measured by Z in em) at a fixed
L = 7cm. Clearly there are strong deviations of the straight line on top
and bottom. The rounding of the top comes from the impact with the
falling grains and is more pronounced for larger Z. I am not aware of any
prediction for its shape. The rounding on the bottom is similar to the tail
of the heap on a table discussed before. It also gets more pronounced with
increasing Z.
Boutreux and de Gennes [22] have used a continuum description of flux
and aggregation similar to that proposed in Ref. [23] to calculate the shape
of the tail in the two dimensional silo. They predict a logarithmic behaviour.
In fact, the same law can be derived also with the arguments used before
to obtain the tail of a heap on a table. This time one has a translational
Figure 15. The fitting parameter l (normalized with the grain size d) of Eq. (21) vs the
injection height zh for two different sizes of spheres.
invariance in vertical direction which is experimentally very well verified by

superposing the contours obtained at different times. Therefore one essen-
tially just has to interchange h and x in Eqs. (16-19) and obtains:
h- hmax- (L- x)tanO + l ln(Ljx) (21)
The inset in Fig. 14 shows a fit using Eq. (21) to the shape obtained for Z =
2. Except for the vertical increase at the bottom end seen in the predicted
shape (fall dots), the agreement is quite good. The only fit parameter is
l and its dependence on the injection energy is shown in Fig. 15. The
parameter l is measured in units of grain diameters d. The data for two
different diameters fall on a single curve. l seems to increase roughly linearly
with Z and gives about two if this linear behaviour is extrapolated to
vanishing injection energy which is not very different to the value obtained
for the logarithmic tail of the heap on a table.
Interesting is also to study the shape obtained under the action of a
centrifugal force [24) for which a simple criterium of incipient plastic yield
does not give full agreement [25).
6. Conclusion
We have inquired in this talk into some issues concerning the shape of piles
and made some remarks on segregation. Our considerations were essen-
tially two-dimensional and the experiments were performed in a vertical
Hele-Shaw cell. The crossover to a three-dimensional wedge was studied
experimentally and showed an exponential decay from the two-dimensional
336 H.J. HERRMANN
angle of repose to the three-dimensional one. The models for the shape of
the bottom tail can also easily be generalized to three-dimensional wedges
and cones and the tails are always logarithmical. It would be interesting
to experimentally determine the factor l for a three-dimensional conical
heap on a table were due to the widening of the radius while going down a
different value is expected than for the wedge.
Geometrical effects also play a more important role in other three di-
mensional cases. The inverse cone formed in a silo by opening a circular
outlet necessarily gives a steeper angle than the angle of repose of a conical
pile which would imply in Fig. 5 that the angles Oa and ()b are larger than
() in three dimensions already for geometrical reasons.
Other interesting observable shapes of heaps are produced by wind or
the motion of other surrounding fluids. To calculate them is much more
difficult in particular when the wind is turbulent as it is the case for ripples
and dunes as discussed in this book by H. Nishimori. The calculation of
the shape of classical dunes like the Barkhans still remains an unsolved
problem.
Wet granular materials show an even larger variety of shapes than dry
ones because their angles can be as high as 90°, i.e. form vertical walls. So,
complex and quite resistant sand castles can be built on beaches as verified
in beautiful experiments by several participants at this school. Recently
some systematic measurements of the angle of repose as a function of hu-
midity have been performed [26] but otherwise research in this direction
has been very sparse yet. Many interesting issues remain to be explored
like the drying and falling apart of a sand castle.
References
1. G.H. Darwin. On the horizontal thrust of a mass of sand. In Proc. Inst. Civ. Eng.,
volume 71, pages 350-378, 1883.
2. R.A. Bagnold. Experiments on a gravity-free dispersion of large solid spheres in a
Newtonian fluid under shear. Proc.Royal Soc. London, A225:49-63, 1954.
3. H.M. Jaeger, C. Liu, and S.R. Nagel. Relaxation at the angle of repose. Phys. Rev.
Lett., 62( 40), 1989.
4. G.A. Held, D.H. Solina, D.T. Keane, W.J. Haag, P. Horn, and G.G. Grinstein.
Experimental study of critical-mass fluctuations in an evolving sandpile. Phys. Rev.
Lett., 65(1120), 1990.
5. J. Lee and H.J. Herrmann. Angle of repose and angle of marginal stability: Molecular
dynamics of granular particles. J. Phys. A, 26(373), 1993.
6. P. Bak, C. Tang, and K. Wiesenfeld. Self-organized criticality: An explanation of
1/ f noise. Phys. Rev. Lett., 59(381), 1987.
7. J.R. Allen. The avalanching of granular solids on dune and similar slopes. J. Geol.,
78(326), 1970.
8. R.L. Brown and J.C. Richards. Principles of Powder Mechanics. Pergamon Press,
Oxford, 1970.
9. Y. Grasselli and H. Herrmann. On the angles of dry granular heaps. Physica A,
1997.
10. J.P. Wittmer, M.E. Cates, and P. Claudin. Stress propagation and arching in static
sandpiles. J. Physique I, 7(39), 1997.
11. J. Rajchenbach. Flow in powders: From discrete avalanches to continuous regime.
Phys. Rev. Lett., 65(2221), 1990.
12. J.J. Alonso, J.-P. Hovi, and H.J. Herrmann. Model for the calculation of the angle
of repose from the microscopic grain properties. Phys. Rev. E, 1997. submitted.
13. M. Rimmele. Modellierung von Boschungswinkeln und Stratifikation von
Schiittgiitern. Master's thesis, Stuttgart University, 1997.
14. P. Bak and R. Bruinsma. Phys. Rev. Lett., 49(249), 1982.
15. R. Bruinsma and P. Bak. Phys. Rev. B, 27(5824), 1983.
16. H.A. Makse and H.J. Herrmann. Microscopic model for granular stratification and
segregation. Preprint.
17. H.A. Makse, P. Cizeau, and H.E. Stanley. Phys. Rev. Lett., 78(3298), 1997.
18. Y. Grasselli and H.J. Herrmann. Experimental study of granular stratification.
Granular Matter, 1, 1998.
19. J.J. Alonso and H.J. Herrmann. On the shape of the tail of a sandpile. Phys. Rev.
Lett., 76( 4911), 1996.
20. G. Peng and H.J. Herrmann. Density waves of granular flow in a pipe. Phys. Rev.
E, 49(R1796), 1994.
21. Y. Grasselli and H.J. Herrmann. Etude sur la forme d'un tas de billes dans un silo
bidimmensionel. Comptes Rendus a l' Acad.des Sci., Paris, t.325, Serie lib, 1998. to
appear.
22. T. Boutreux and P.G. de Gennes. Surface flows of granular mixtures: I. general
principles and minimal model. J. Physique I, 6(1295), 1996.
23. J.P. Bouchaud, M. Cates, R. Pranash, and S.F. Edwards. Hysteresis and metasta-
bility in a continuum sandpile model. Phys. Rev. Lett., 74(1982), 1995.
24. A. Medina, E. Luna, and R. Alvarado. Axisymmetrical rotation of a sand heap.
Phys. Rev. E, 51(4621), 1995.
25. M.E. Vavrek and G.W. Baxter. Surface shape of a spinning bucket of sand. Phys.
Rev. E, 50(3353), 1994.
26. D.J. Hornbaker, R. Albert, I. Albert, A.-L. Barabasi, and P. Schiffer. What keeps
sandcastles standing? Nature, 387(765), 1997.
338
The future of gmnular rnedia

FORMATION OF SANDPILES,
AVALANCHES ON AN INCLINED PLANE
STEPHANE DOUADY AND ADRIAN DAERR

LPS/ENS
24 rue Lhomond, F-75231 Paris Cedex 05
Abstract. We present two simple experiments on granular flow. Though

the notion of pile angle is common, it appears that there can be many dif-
ferent angles depending on the experiment [1, 2]. Our first experiment also
shows, in a conical. geometry, that the dynamics of the flow leading to these
angles depends strongly on the density of the pile and presumably on its
internal structure, in contrast (surprisingly) to the final profile. Our second
experiment studies the hysteresis between the static and dynamical angle
in the case of a thin layer of beads on a rough inclined plane. Between these
two angles, an avalanche is amplified while going down, and we observe that
it grows lateraly leaving a triangular track, whose opening angle increases
as the plane inclination approaches the static angle. Before reaching this
limit, the avalanche starts to propagate upwards.
1. Transients leading to the formation of a pile

The experimental setup consists of a hollow cylinder resting on a disc of
slightly greater diameter. The whole is placed on top of a balance. We fill
the cylinder with sand or glass beads (250-425 p,m) in different ways. After
having carefully removed the excess sand above the cylinder, we abruptly
pull the cylinder up vertically and look at the flow with a CCD-camera.
The main feature of this flow is its strong dependence on the initial com-
pactness. We use two simple methods to obtain a low or a high compactness
in the initial state. The first one consists in pouring sand quickly from a
small height at the center of the disc. Although this is a very crude method
(probably not homogeneous), it provides very low densities (v ~ 0.58).
The second technique uses two sieves which are some 15 em apart and onto
which we pour the sand from an upper funnel. The grain bounces result
339
340 STEPHANE DOUADY AND ADRIAN DAERR
in a homogeneous downfall of the grains with a high velocity and a small

rate. This 'rainfall method' yields high densities of v ~ 0.65, the random
dense packing limit for monodisperse spheres. Tuning the various distances
between the funnel, the grids and the sand layer varies the density contin-
uously [3].
1.1. LOOSE CASE
..
180
lfl()
t z [pi]
140l I
120 "I~
100 "-
80 j~
no--
40
20
100 200 300 400 5{)() X [p1] (,()()
Figure 1. Series of profiles showing the formation of a pile for loosely packed glass beads,
v = 0.58. The initial height is 47mm, the diameter of the support (horizontal line) is
142 mm. The time lapse between consecutive profiles is 0.02 seconds. The flow starts with
a fracture which takes the 'corners' down, but right from the beginning the tip is very
rounded. Some profiles close to the end of the flow have been omitted to show that the
final profile is foot-curved while the intermediate states have a well defined slope.
100 200 300 400 500 X [pl] fi[l()
Figure 2. Formation of a pile, with the same setup as in Fig. 1, except for v = 0.65
initially and a time lapse of 0.04 s between profiles. There is a clear fracture at an angle
corresponding to an active Coulomb-yielding of the material. A little later we observe
a sudden change in the slope which looks like a second fracture. The profile is then
characterized by the existence of two distinct regions: the upper steep region slowly
moving inwards, and a left lower region at the angle of the final pile. As opposed to the
loose case, the center region does not move before being reached by the steep front.
FORMATION OF SANDPILES- AVALANCHES ON A PLANE 341
For a low initial compactness, we observe a flow as depicted in Fig. 1. Upon

removal of the outer wall, part of the material falls off the disc almost freely.
A tenth of a second later (roughly the time for a free fall over the height of
the pile) we are left with a cone whose angle simply shows an exponential
relaxation towards a constant value. The summit is rounded from the very
beginning showing that the flow instantly extends to the center region. This
and the rapid decrease in height are strong indications of a great depth of
the flow in this loose case. Fig. 1 shows that the last part of the flow is the
formation of rounded feet from the nice converged slope. Fig. 1 shows that
rounded feet appear in the last part of the flow, well after the slope has
converged.
1.2. DENSE CASE
For a high initial density we observe a very different flow (see Fig. 2).
There is a rapid fall of the 'corners' as in the loose case, but it can now be
more precisely interpreted as an active Coulomb-yielding of the material.
In addition, there appears to be a second fracture a few moments later, the
cause of which is unclear. But the main difference to the 'loose' case lies in
the flow regime after the second fracture: While the center region remains
perfectly still, the flow occurs only through an erosion at a great angle. As
this slope moves inwards, it leaves behind a cone with a much shallower
slope, close to the final one (see Fig. 4).
Using coloured sand, it can be seen that the flow in the two regions
is very different. The grains at the surface in the upper high-angle part
II 'IP•I tt a) I70
localslopt!(
&
0 ]
160 '~
160
i 1<10t
I I ~0
t
1 A
120 50
::l
100
I so i 40
30 ~
I 20
20
x[p1]
0 ~~--~--~----~--~~~
100 200 400
Figure 3. (a) An intermediate profile in the dense case showing the two distinct regions.
(b) The local slope as a function of the height. Triangles represent the values for the left
side of the profile, circles for the right side. After a decrease of the slope corresponding to
the free fall off the base, we observe a first plateau, a transient and then a second plateau
at a higher angle. These plateaus show the simultaneous presence of the two regions of
different slope. (c) The deviations from the two linear fits derived from (b) as a function
of height. The kink near the transition (z ;:::j 100) is a hydraulic jump from a thin high
velocity (accelerated) layer of flowing grains on the large eroding slope to a thick small
velocity flow rubbing on the final remaining cone.
,~,r :~
45l "
'"jl .f J,~O!>~~~~o'.
35 ) '"t~r\~~~~...... -
~~
t-----
30·
25 ¢0!o@~i.J----------
. , ,rtf
20 ·----+----~~iotfl
t[I/l(X) ~]
J:
0 50 100 150 2(1()
Figure 4. Evolution of the slopes for dense packings. The upper set of points corresponds
to the steep region, and the lower ones to the shallow outer region. Triangles and circles
describe the right and left sides, respectively. The first fracture leads to angles of the
order of 52°, and is followed closely by a second fracture at t ;::; 0.35 s at an angle of
43°. Note that for the large upper slope there is a nearly constant angle difference (2-3°)
between right and left, which may originate from a slightly asymmetrical preparation,
while the second slope leading to the final profile is perfectly symmetric.
accelerate on their way down, in contrast to the lower region where they
flow at a strongly reduced, nearly constant velocity. The abrupt change in
the flow regime induces the formation of a 'hydraulic jump' (see Fig. 3).
This difference tells us about the physics of the two regions. In the upper
region, the flow seems to be limited by erosion or the ability of the beads to
unlock from their tight packing. The flowing grains seem to hardly interact
with the underneath grains once they are in motion (nearly free fall). In
the lower part, the flow occurs at a smaller angle and on the motionless
particles of the final pile, with a lot of friction.
The evolution of the angles in the two distinct regions is shown in Fig. 4.
Contrary to the loose case, the dynamics of the flowing angle only shows a
small continuous decrease. Due to geometrical constraints, the full dynamics
was not observed here (too large ratio height/diameter). But from other
experiments it seems that there is a sharp final decrease of the angle to the
final one (like an inversed bifurcation). As in the loose case, the final angle
is reached very quickly, much before the flow has completely stopped.
A remarkable observation in the dense case is the constant, though
small, asymmetry in the profiles between the right and the left sides (see
Fig. 4). This indicates a strong sensitivity of the flowing regime to the intial
preparation of the pile: in this particular experiment, the rainfall method
had led to a final height slightly larger on the right than on the left. Initially
to check our method of preparation, another experiment was made with a
compact sample obtained through vibration. The vibration was so strong
that it led to convection. We found an even more pronounced asymmetry
of the transient, with a constant angle difference of more than 10° (data
not shown). Following the model proposed in ref. [4], this effect could be
ascribed both to a density higher at the foot of the convective cone than
under its tip, and/ or to a structuration inside the convecting heap with
internal slip cones going down to the center of the heap.
1.3. DISCUSSION
We presented only the two extremes, but varying the initial density of the
pile gives a continuous transition from the dense to the loose regime. The
flowing transients show a strong dependence on density. The asymmetry of
the transient profiles also reveal a strong sensitivity on internal structure
(or fabric tensor). It is then very surprising to obtain always prefectly sym-
metrical final profiles and that they differ little between the dense and the
loose case. A starting point to interpret this phenomenon is to recall that
the slope is always better defined during the flow than in the final state. In
the loose case, the flow occurs deep in the pile, and the final evolution of the
profile can be seen as a freezing ofthe deep flow. However, the freezing layer
is not supported at the limit of the disc. It will therefore continue flowing,
and erode up to a larger angle where it is locally stable (see Fig. 1) [5]. By
its motion, the freezed layer has forgotten the structure of the pile, so that
it is natural for the final profile to be perfectly symmetrical.
In the dense case, the flowing layer is much thinner in the eroding part,
but enlarges on the final cone. There is thus probably the same boundary
effect in the feet, and the same structure wash-out in the final freezed layer.
However, even if we assume that the thickness of the freezed layer is neg-
ligible, especially compared to the strong asymmetry observed, there can
be another mechanism: when the high velocity/angle flow hits the under-
neath and hereafter fixed grains of the final cone, there is probably a local
destruction of the original pile structure. The final cone has thus a surface
which can be a mixing of a freezed flow and a reorganized layer.
2. AVALANCHES ON AN INCLINED PLANE
Thin layers of particles can remain perfectly stable on a rough, inclined

plane at angles well above the classical angle of repose () of a pile [6].
According to Ref. [6] the rough surface prevents the material from dilating,
increasing (), and this effect extends over some grain diameters inside the
sand layer. This can be expressed as a height-dependence of both the repose
angle () 8 and the dynamical angle ()d (at which moving material settles). It
is clearer however to think in terms of angle-dependent heights (see Fig. 5):
for a given plane angle <p, there is a maximum thickness h 8 ( <p) for a static
layer to remain immobile, and a second, slightly smaller height hd (<p) at
which a flowing layer freezes. The aim of this experiment is to study the
hysteretic behaviour in the gap between the two static/dynamic values.
;' · .
".......... "·-- '"""-:--r-lr-r-.-...::• ~
..
Figure 5. This diagram sketches the principle of our experiment. The two curves indicate
the maximum height of a layer which is dynamically or statically stable at a given plane
angle cp. We pour glass beads on the inclined plane and obtain a layer of uniform height
(P ---+ Q). We then increase the tilt angle of the plane and enter the metastable zone
between Q and R. If we trigger off an avalanche (a to e), the layer thickness behind the
avalanche is decreased by an increasing amount.
Figure 6. Image difference before and after the passage of four avalanches (a to d) at
regularly increased plane angle (fl.cp = 0.25°, cpo = 30°). The tracks are clearly getting
deeper and deeper as can be seen from their darker aspect (white beads on black velvet).
The remarkable point is the lateral propagation of the avalanches along well defined
angles. The opening angles are increasing continuously from a to d. The avalanche e
(from figure 5, not shown in this figure) propagates uphill , which can be interpreted as
an opening angle larger than 180°.
The plane is covered with velvet cloth which is rough and shock absorb-
ing. We tilt the plane to an angle <po and pour glass beads abundantly at the
top. The moving beads leave behind a layer of thickness ho = hd (<po) . If we
put a small extra amount of grains on this layer, the perturbation will move
downwards without gaining mass, leaving the layer height unaffected [7] . If
we increase the tilting angle to <fJx however, we enter the hysteretic zone.
Any perturbation going down will now be mass-amplified, because the layer
thickness will decrease to the new dynamically stable height hd (<f?x).

The interesting point is the lateral propagation of these avalanches. An
avalanche triggered off in the hysteretic region does not only increase in
mass, but it also grows laterally (see Fig. 6). The trail is triangular shaped.
Such triangular tracks are observed in nature: they are known as 'loose
snow'-avalanches [8]. In our experiment, the opening angle is close to zero
for r.p :::::: rpo and increases as hd (r.p) departs from h 0 . As the opening angle
increases, the frontier of the trail becomes more and more irregular and
sensitive to small variations of the layer thickness. The avalanche can then
start to move up and down irregularly. At a given value of rp, the front starts
to move upwards in average with a small velocity. This can be interpreted as
an opening angle which exceeds 180°. The sticking point is that this uphill
motion appears at a tilt angle which is still smaller than the critical static
angle for this starting height, I.Pl· The uphill velocity increases as r.p -+ rp 1.
At I.Pl, any avalanche front is hardly ever observed: the whole layer starts
to flow suddenly for a perturbation as tiny as a local grain rearrangement.
In our opinion, this lateral propagation reveals how a surface grain is
supported by its surroundings. At the dynamical height h 0 , it is supported
only by the grains beneath it and closer to the plane. When approaching
the static angle rp 1 it is more and more supported by its surface neighbours.
When looking carefully we see that the lateral (upward) propagation of the
avalanche flow is due to the lateral (upward) grains being no longer sup-
ported, and then starting to fall. This mechanism seems a priori different
from the explanation of the uphill motion proposed in Ref. [9] based on the
competition between the downward motion and an isotropic diffusion.
References
1. Y. Grasselli and H. J. Herrmann, Physica A246, 301 (1997), and this book.
2. K. Wieghardt, in "Annual Review of Fluid Mechanics" 7, Van Dyke, Vincenti, We-
hansen eds., pp. 89~114, (Annual Reviews Inc., Palo Alto CA, 1975)
3. J.-C. Dupla, These de l'Ecole Nationale des Pants et Chaussees (1995).
4. C. Laroche, S. Douady, and S. Fauve, J. Phys. France 50, 699 (1989).
5. The rounded feet can thus be regarded as a boundary effect similar to capillarity.
This interpretation should be checked with larger piles: the size of the angle transition
should be independent of the pile size.
6. 0. Pouliquen and N. Renaut, .J. Phys. II France 6, 923 (1996).
7. The speed of this perturbation is larger than that of the grains themselves which
are gradually left behind and eventually get trapped. There is a permanent mass
exchange between the layer and the moving part, so that one should speak of a mixed
mass/impulse propagation.
8. D. McClung, "Avalanche Handbook", Swttle: Mou:ntnineeTs (1993).
9. .J. P. Bouchaud, M. Cates, .J. R. Prakash, and S. F. Edwards, J. Phys. I France 4,
1383 (1994).
346
Jim Jenkins
A MINIMAL MODEL APPROACH FOR THE
MORPHODYNAMICS OF DUNES
HIRAKU NISHIMORI AND MASATO YAMASAKI

Department of Physics, Ibaraki University
Mito, 310,Japan
Abstract. A simple model which simulates various aspects of the dynamics

of dunes is proposed. Using the model, we reproduce the initiation and the
evolution processes of barchan dunes, seif dunes, and other types of dunes.
This model is considered as one of the minimal models which extracts the
essential morphodynamics of dunes.
1. Introduction
In spite of the accumulation of field observational data and the development

of the satellite camera utilization, the comprehensive understanding of the
evolution process of large scale sand dunes has not been satisfactorily at-
tained [1-5]. One of the main difficulties for the theoretical understanding
of dune dynamics seems to arise from the highly nonlinear nature of the
system. Therefore, computational approaches provide a promising method
to facilitate quantitative understanding of the entire process of dune forma-
tion [6-8]. Here, paying attention to the fact that the large scale morphology
of dunes observed in various deserts has some common features which are
independent of the details of the systems, we constitute a computation-
ally efficient model which can describe the large scale morphodynamics of
dunes [9, 10].
2. Model
The model consists of horizontally extended 2-dimensionallattice. Each cell
of the lattice corresponds to the area of the ground sufficiently larger than
individual sand grains. At each cell (i, j), at each coarse-grained time step n,
a continuous field variable hn (i, j) is allocated to denote the average height
347
348 HIRAKU NISHIMORI AND MASATO YAMASAKI
of the sand surface within the cell. Therefore, the evolution of hn (i, j) at
one time step does not express the movement of individual sand grains. It
rather describes the resulting surface height change after collective motion
of many grains during a unit of time, which is sufficiently shorter than the
characteristic time of dune formation, but much larger than the time scale
of the dynamics of individual sand grains.
According to Bagnold [1], the elementary dynamics of individual sand
grains consists of creep and saltation. Creep is the process where sand grains
move along the dune surface sliding or rolling. Saltation is the process
in which sand grains make short jumps typically in the order of 10 em.
However, in the real process of dune formation the distinction between
creep and saltation is not clear [11]. For example, the ripple formation
model by Anderson et al. [11], stresses the important role of very small
jumps of grains, called reptation, which has intermediate space-time scale
between saltation and creep. In addition, suspension plays an important
role for sub-aqueous dunes, but is not a decisive factor for the desert dunes
due to the large difference in the mass density between air and sand.
Here, we construct a phenomenological model at the space-time scale
much larger than these elementary processes. We divide the dynamical
process into two:
1. The inertial or advection process; This describes the accumulated
transport effect by saltation over the unit time scale and the unit
space scale of our coarse grained model.
2. The frictional (or diffusion) process; There must be fluctuation
effects around the average motion due to erratic wind directions,
irregularities of the dune surface, etc. This erratic 'Brownian' mo-
tion is modified by the local slope of the dune, similarly to the
chemical potential in the microscopic Brownian motion.
The actual dynamics of our model is as follows. In the frictional process, we
may assume a local conservation law of the amount of sand in the coarse
grained space mesh. Therefore, the conservation equation
·NNN(·t
Jn ·I
~ 'J :
·
~, J")]
(i',j')ENN (i',j')ENNN
(I)
holds. Here, NN are nearest cells of (i,j) and NNN are 2nd nearest cells
of (i,j), the quantity j:N(i 1 ,j1 : i,j) or j:NN(i 1 , / : i,j) is the net flux
of sand from (i',/) to (i,j). This flux is the horizontal component of the
flow which is assumed to be proportional to the gravitational force along
the surface. Hence, if the local slope is sufficiently small, the relations
·NN(·I ·I · ")
Jn ~ ,] : ~,J = a(hn(i',j')- hn(i,j)) + Mj',j(i > n
MODEL OF DUNE MORPHODYNAMICS 349
a(hn(i 1 ,j1 ) - hn(i,j))- Mj',j(i 1 > i) (2)

·NNN( ·I
Jn
·I · ')
~,J :~,J ~(hn(i 1 ,j 1 )- hn(i,j)) (3)
hold, where a and bare positive constants, 8 is the Kronecker's delta func-
tion, and the terms proportional to b describe the constant drift in the wind
direction. However, the latter terms are ineffective in this model because of
the conservation relation Eq. (1).
The advection process is modeled as
hn+l(i,j) = hn(i,j) +L qn(i 1 ,j)(c5i'+Ln(i',j),i- 8i ,i),

1 (4)
(i' ,j)
where Ln(i,j) is the average transport length (note that this is not the
saltation length) of sand grains which take off from (i,j), and qn(i,j)
is the 'height transfer' associated with the grain moving from (i,j) to
(i + Ln (i, j), j) by the inertial process. The terms in the sum express the in-
coming advection flux to (i,j) and the outgoing one from (i, j), respectively.
The transport length Ln(i,j) depends on many factors which are mutually
coupled in a complicated manner. For example, the flow field of the wind
directly affects the saltation length of individual sand grains, whose ac-
cumulation influences the transport length. On the other hand, the flow
field sensitively depends on the profile of the sand surface, but at the same
time the profile varies with time due to the transport of sand grains. In the
same way, expressing the amount of the height transfer, qn(i,j), in terms
of possible relevant factors is not an easy task.
Here, to make a minimal model for the large scale dynamics of dunes,
we ignore the details of actual systems and assume a set of rather simple
rules for the transport length Ln(i,j) and the height transfer qn(i,j)
Ln(i,j) = o:(tanh(\7ih(i,j)) + 1), (5)
qn(i,j) = ,6(-tanh(\?ih(i,j)) + 1 +E). (6)

Here, \7ihn(i,j) = hn(i + 1,j)- hn(i,j), i.e., the local slope in i (wind)
direction, and a, ,6, E are positive constants. The above rules reflect the
following observations [12]:
1. In the windward side of a sand hill, the wind velocity is higher
than the fiat area.
2. Particularly around the crest of the real sand hill, a sharp peak
of the surface wind velocity is observed.
3. At the lee side of the hill a drastic decrease of the wind velocity
is observed.
Apart from the above dynamical rules, as mentioned in the Introduction,

seasonal change of wind directions and other geological conditions play very
important roles in dunes evolution. Thus, we introduce two parameters
controlling these factors; (i) the amount of available sand in a desert area,
(ii) the directional variability of wind in the desert area. To incorporate
the factor (i) we set the surface of the unerodible hard ground at a certain
depth H below the average height of sand surface. To realize the factor
(ii), we set the control parameter V, the number of possible wind directions
perpendicular to one another among which the temporal (e.g., the seasonal)
wind direction is chosen.
3. Simulations
In the simulation, we concentrate on the morphodynamics of dunes. As

explained in the previous section, there are two control parameters, H and
V. Depending on V, we call the wind regime mono- (V = 1), bi- (V = 2), or
tri-directional (V = 3). We start simulations with an initial condition that
the sand surface is flat except for small fluctuations. As the time proceeds,
various types of dunes spontaneously emerge, depending on the values of
the control parameters.
First, we simulate the dune formation in the mono-directional wind
regime. When the amount of available sand is sufficient, that is, if the layer
of sand is so deep that the hard ground surface is never exposed to the at-
mosphere, transverse dunes whose crests align almost perpendicular to the
wind direction are spontaneously formed [see Fig. 1 (a)]. On the other hand,
when the amount of sand is small, i.e. the hard ground is easily exposed to
the atmosphere, isolated barchan dunes are formed. These barchan dunes
almost maintain their shapes and sizes in the migration process. However,
if a small barchan dune catches up with a larger, and, consequently, slower
one, several types of collisions take place. As a typical case the perfect
absorption of the smaller dune by the larger occurs. Eventually, network
which consist of large amount of small barchans are formed [see Fig. 1 (b)].
Second, dune formation in the bi-directional wind regime is simulated,
where the wind direction alternates randomly between two preselected di-
rections perpendicular to each other. Similarly to the mono-directional wind
regime, two types of dunes patterns are formed depending on the amount
of available sand. If sand is sufficiently supplied in the system, transverse
dunes are formed. In this case, the crests of these dunes extend in the di-
rection perpendicular to the average wind directions. In contrast, if there
is little sand, linear dunes (or seif dunes) are formed. The direction of their
extension is, mainly, the intermediate angle between the wind directions.
As shown in Fig. 1 (c), the crests of these linear dunes extend from the area
MODEL OF DUNE MORPHODYNAMICS 351
(b)
Figure 1. Various shapes of the simulated dunes; (a) transverse dunes, (b) network of
small barchans, (c) seif dunes, and, (d) star dunes.
*
~:; 100
0..
(1)
-t:f ;star
'"0 _ ;transverse
.....
::r
<(/
*
;seif
.....,
0
en
I»
10 D ;barchan
:I
0.
iii'
'<
....,
(1)
tri
3
di
2
mon o
1 v
Figure 2. Types of dunes formed at several points in the control parameters space. The
control parameter V is the wind directional variability and H is the average depth of sand
layer.
with the shape of barchan dunes to the leeward. That seems to correspond
to the linear dune formation scenario proposed by previous researchers [1] .
Finally, the simulations of the tri-directional wind regime are performed.
In this wind regime, when the available sand is sufficient, sand hills similar
to star dunes are formed as shown in Fig. 1(d).
The above mentioned results are summarized in Fig. 2. The horizontal
axis and the vertical axis denote the control parameters; the directional vari-
ability V and the average depth of sand layer (i.e.the amount of available
sand per unit area) H, respectively. In the diagram, the types of dunes spon-
taneously formed at several points in the parameter space are described.
Except that we failed to obtain realistically-shaped star dunes, because of
the anisotropy of our lattice, the diagram has a nice correspondence to the
empirical facts [13]. Further simulations to refine the phase diagram are
currently in progress.
4. Conclusion
The most remarkable feature of our simulations is that they do not incor-
porate the detailed dynamics of the air flow field. Specifically, we do not
determine the sand transport rate explicitly as a function of wind force
along the sand bed, but as a function of the local bed slope. By means of
this manipulation, the serious difficulty to treat the feedback loop between
the dynamics of the air flow and the evolution of the sand bed profile is
avoided. However, the correspondence between the morphology obtained
in the simulations and that of real systems seems fairly good. This implies
that the mechanism of the dune formation is, at least at the large scale of
dunes, not seriously affected by the details of the complex wind profile (in
contrast to the previous discussions [14]). We consider the present model
as an effective step towards the comprehensive understanding of large scale
and long time evolution of dunes.
Acknowledgements The authors appreciate Nishina Memorial Foun-
dation, Inamori Foundation, Kurata Foundation, Nissan Foundation, and
Japan Ministry of Culture, Sports and Educations for their financial sup-
port of this study. We thank for Y. Oono for useful suggestions for making
the detailed version [10] of this manuscript.
References
1. R.A.Bagnold, The Physics of Blown Sand and Desert Dunes (Mathuen, 1941).
2. O.E.Bardorff-Nielsen, J.T.Moller, K.Romer Rasmussen and B.B.Willetts (eds.),
Proceedings of International Workshop on the physics of blown sand, Aarhus, 1985,
(Dept. of Theoretical Statistic, lnst. of Math., Univ. of Aarhus, 1985).
3. R.U.Cooke, A. Warren and A.S.Goudie, Desert Geomorphology, (UCL Press, 1993).
4. K.Pye and H.Tsoar, Aeolian Sand and Sand Dunes (Unwin Hyman , 1990).
5. N.Lancaster, Geomorphology of Desert Dunes (Routledge, 1995).
6. A.D.Howard and J.L.Walmsley, Proc.of the international workshop on the physics
of wind blown sand, (Univ. of Aarhus, 1985), p. 377.
7. F.K.Wippermann and G.Gross, Boundary-layer Meteorology 36, 319 (1986)
8. S.E.Fishier and P.Galdies, Computers and Geoscience 14, 229 (1988).
9. Recently, numerical approaches from such viewpoints have began. For exam-
ple, B.T.Werner, Geology, 23, 1107 (1995); N.B.Ouchi, Doctorate Thesis, Tokyo
Univ.(1996); H.Nishimori, J.Mineralogical Soc.Jpn., 24(1995) (in Japanese except
some parts); H.Nishimori, Y.Yamasaki preprint (1995). These two are brief reports
of the present models.
10. H,Nishimori, Y.Yamaskai and K.H.Andersen to appear in lnt.J.Mod.Phys.B, This
is the detailed version of this manuscript.
11. R.S.Anderson, Sedimentology 34 ,943 (1987).
12. K.Rassmussen, Proc of Symposium 'coastal sand dunes', Royal Society Edinburgh,
B96, 129 (1989).
13. R.J.Wasson and R.Hyde, Nature, 304, 337 (1938).
14. For example, see Ref.3, 283-284.
KINETIC THEORY FOR NEARLY ELASTIC SPHERES
J. T. JENKINS
Department of Theoretical and Applied Mechanics
Cornell University, Ithaca, NY 14853
Abstract. The development of kinetic theory is outlined for collisional

flows of identical, frictionless, nearly elastic spheres. This leads to balance
laws for mass, momentum, and energy, and to constitutive relations for the
stress, energy flux, and rate of energy dissipation. Also, the derivation of
boundary conditions for the slip velocity and energy flux is sketched for
bumpy, frictionless boundaries. Finally, the solution of a boundary-value
problem is provided for a dense, steady, collisional shearing flow maintained
by the relative motion of parallel, bumpy boundaries.
1. Introduction
When a granular material is sheared at a sufficiently high shear rate, the

shear stress and the normal stress required to maintain its motion are ob-
served to vary with the square of the shear rate [1-5]. The interpretation of
these observations is that at high shear rates, the dominant mechanism of
momentum transfer is collisions between grains, with the interstitial liquid
or gas playing a relatively minor role.
There is an obvious analogy between the colliding macroscopic grains
of a sheared granular material and the agitated molecules of a dense gas.
However, there are at least two important differences: collisions between
grains are invariably inelastic, and typical granular flows involve spatial
variations over far fewer grains than their molecular counterparts. The ad-
ditional mechanism of dissipation makes steady granular shearing flows
possible in situations where they do not exist for elastic molecules, and the
limited extent of the flow over which the spatial gradients occur means that
the influence of boundaries is far more pervasive.
Exploiting the analogy, methods from the kinetic theory of dense gases
have been adopted and extended to derive balance laws, constitutive re-
353
354 J. T. JENKINS
lations, and boundary conditions for systems of macroscopic, dissipative,

grains. Here we outline the derivation of the theory for the simplest such
theory, that for identical, smooth, nearly elastic, spheres [6, 7]. It involves
balance laws for the means of the mass density, velocity, and the kinetic en-
ergy of the velocity fluctuations. To the order of the approximations used
in determining the velocity distribution function, the expressions for the
stress tensor and the flux of fluctuation energy are identical to those for
a dense gas of perfectly elastic spheres. The only nonclassical term is the
collisional rate of dissipation per unit volume that is present in the energy
balance.
Because differences in the boundaries that drive the shearing flows are
almost certainly responsible for the quantitative differences in the shear
flow experiments, we also outline a derivation of boundary conditions [8,
9]. These boundary conditions highlight the exceptional nature of steady,
homogeneous, simple shearing.
In order to make contact between the predictions of the kinetic theory
and the quadratic dependence of the shear and normal stress on the shear
rate observed in the experiments, an analysis of a steady, simple shearing
flow is first provided. Next, a steady, inhomogeneous shearing flow between
identical bumpy boundaries is considered in which the working of the slip
velocity through the shear stress at the boundary is not balanced by the
rate of collisional dissipation. Here it is indicated how the thickness of the
shearing flow, the relative velocity of the boundaries, and the shear and
normal stress must be related in order for the steady flow to be possible.
Two different types of steady solutions are found to occur, depending upon
whether the boundaries provide or remove fluctuation energy to or from
the flow. Finally, contact is made with experiments on chute flows of grains
over a bumpy base [10] by assuming that the relatively deep, quiet, fast
flows are supported on a basal shear layer that may be considered to be a
steady shearing flow between identical bumpy boundaries.
2. Balance Laws and Constitutive Relations

We consider smooth spheres with a diameter (J' and a mass m. The dy-
namics of a collision between two such spheres is determined in terms of
e and the geometry of the collision. Then, for any property 'It that is a
function of the particle velocity c, its collisional change .6.. 'It, defined by
with the primes indicating quantities immediately after the collision, may
easily be calculated. Dots shall indicate that appropriate indexing is un-
derstood according to the possible scalar, vectorial, or tensorial character
KINETIC THEORY FOR NEARLY ELASTIC SPHERES 355
of W. For example, with W = mc2/2, where c2 = c · c, the total change of

kinetic energy in a collision is
~ 1 2) = - 1 m ( 1- e 2) (g. k) 2,
( 2mc 4
=
where g ci - c2 is the relative velocity prior to the collision and k is the
unit vector from the center of particle 1 to that of particle 2 at collision.
The distribution of velocities is given by a function j(I) of c, position
x, and time t, defined so that the number n of particles per unit volume at
xand tis
n (x, t) = j
f(I) (c, x, t) de,
where the integration is over the entire volume of velocity space. The mean
(w) of a particle property is defined in terms of n and the velocity distri-
bution function j(I) by
(w) = _!_
n
j wJCI) (c) de '
where the dependence on x and t is understood. For example, the mean
mass density p is mn, the mean velocity u is (c), the fluctuation velocity
C is c - u, and the granular temperature T is ( 0 2) /3.
2.1. BALANCE LAWS
Balance laws for the mean fields p, u, T, and higher moments of the velocity
distribution function may be obtained using Chapman's transport equation
(e.g. [11], pp. 525-527). This equation is simply the expression of the fact
that the time rate of change of the average of any function of the particle
velocity in an infinitesimal volume fixed in space is the sum of its rate of
change due to an external force, its net flux through the surface of the
volume, and collisions between particles.
The frequency of collisions is given in terms of the complete pair distri-
bution function JC 2) (ci,XI,c 2,x 2,t) governing the likelihood that at time
t, spheres with velocities near ci and c2 will be located near XI and x2,
respectively. For particles that are in contact, x2 = XI + o-k. When col-
lisions involving particles whose centers are both within the volume are
distinguished from collisions that involve a particle with its center inside
the volume and a particle with its center outside the volume, and when
the spatial gradient of the complete pair distribution function for pairs of
colliding particles is small, the transport equation may be written as
356 J. T. JENKINS
where F is the external force acting on a particle; 8(w) is the collisional

flux of w:
8i(\l!..) ::::: _!aJJJ

2 g·k2:0
dfldc1dc2 X
[(\II~ .. - \l!1..)kd( 2 ) ( c1, x, c2, x + ak, t) a 2(g · k)],
with dfl
the element of solid angle centered at k; and ci>(w) is the rate of
collisional production of w :
ci>(\l!..) = !jjj ,6. \l!_.f( 2) (c1, x- ak, c2, x, t) a 2(g · k)dfldc1dc2.

2 g·k2:0
The collisional flux is not present in the kinetic theory of dilute gases, and
the third term on the right-hand side of the transport equation must be
included when the particle property is a function of C rather than c.
The balance laws for p, u,and T that result from the transport equation
when w is taken to be m, me, and mC 2 /2, respectively, have the familiar
forms:
p + pui,i = 0,
where the dot denotes a time derivative calculated with respect to the mean
velocity;
pui = tik,k + nFi, (1)
where tis the symmetric stress tensor; and
3 .
-pT
2 = -q·~,~· + t·kD·k
~ ~ -"'I l (2)
where q is the flux of fluctuation energy, D is the symmetric part of the

velocity gradients, and 'Y is the collisional rate of dissipation of fluctuation
energy per unit volume.
The stress and the flux of fluctuation energy are due both to trans-
port between collisions and transfer in collisions. The transport parts are
-p (CC) and p (CC 2 ) /2, respectively. The collisional transfers, expected
to dominate at relatively high number densities, depend upon the exchange
of momentum and energy in a collision and the frequency of collisions.
2.2. DISTRIBUTION FUNCTIONS
For dense systems, Enskog supposes that the j( 2 ) for a colliding pair is the
product of the j(l) of each sphere, evaluated at its center, and a factor go
that incorporates the influence of the volume occupied by the spheres on
their collision frequency. This factor is the equilibrium radial distribution
function, evaluated at the point of contact. It is given as a function of solid

volume fraction v = nna 3 j6 by Carnahan & Starling [12) as
(2 - v)
go (v) = 2 ( 1 - v) 3 .
In dilute systems, go is unity, the positions of the centers of the spheres

are not distinguished, and the presumed absence of correlation in position
and velocity is called the assumption of molecular chaos. In distinguish-
ing between the positions of the centers of a pair of colliding spheres, the
possibility of collisional transfers is incorporated into the dense theory for
even the simplest of velocity distribution functions. For whatever such dis-
tribution function, go determines the density dependence of the resulting
theory.
For elastic spheres in thermal equilibrium, the velocity distribution func-
tion is Maxwellian:
JJl) = (2n;)3/2 exp (- ~;) .

For smooth but inelastic spheres, there is no such equilibrium state. When
the collisions are inelastic, the simplest state possible is that of steady,
homogeneous shearing. However, if not too much energy is dissipated in
collisions, it is plausible to assume that j(l) does not differ much from JJ 1l.
Consequently, for nearly elastic spheres, jCll is taken to be a perturbation
of the Maxwellian:
f (l) = [l + AikCiCk
2T2
biCi (5-
1QT2
C 2 /T) ]+(1)
JO '
(3)
where the coefficient A is the deviatoric part of the second moment (CC)
of j( 1) and b is the contraction ( CC2 ) of its third moment. They are deter-
mined as functions of the mean fields p, u, and T and their spatial gradients
as approximate solutions of the balance laws governing their evolution.
Let L and U be, respectively, a characteristic length and velocity of
a typical flow. Then, when it is assumed that A/T, b/T312 , a/ L, and
=
(1- e) 1 / 2 are all small and that U/T 112 and G vg 0 are near one, these
balance laws are satisfied identically at lowest order provided that
Aik
r = - 6 l+SG
Vif( 51) Tl/2Dik,
a A
where the hat denotes the deviatoric part; and

358 .J. T. JENKINS
Up to an error proportional to the square of quantities assumed to be small,

these expressions are identical to those for perfectly elastic spheres as given,
for example, in Sec. 16.34 of Chapman & Cowling [13]. Consequently, so
also are the expressions for the pressure tensor and the energy flux vector
calculated by employing the velocity distribution function (3) and Enskog's
extension of the assumption of molecular chaos.
2.3. CONSTITUTIVE RELATIONS
The stress tensor is ([13], Sec. 16.41)
tij = ( -p + rvDkk)bij + 2TJDij, (4)

where the pressure p and the bulk viscosity rv are
p = pT ( 1 + 4G) ,
and
while the shear viscosity T} is
T)= ,fir pa-T 112 [~_!_+l+i (1 + 12 )

6 16 G 5 n
a] 0 (5)
The energy flux vector is ([13], Sec. 16.42)
(6)
where
15ft
'""=--paT 5 1
1/2 [ --+1+- 6 ( 1 +32)
- G] . (7)
0
16 24 G 5 9n
The only non-classical quantity is the rate of dissipation 1, whose form,
at lowest order, is independent of the perturbations A and b :
24 pT 3 12
1 = - (1- e) --G. (8)
,fir a
It is the presence of 1 in the energy equation (2) that permits it to have
steady solutions for inelastic spheres in situations where none are possible
in the classical kinetic theory.
3. Boundary Conditions
Assuming that the velocity distribution function (3) applies in the neigh-
borhood of a boundary, boundary conditions on the stress tensor and the
energy flux vector may be derived by considering the mean rate of transfer
of momentum and energy in collisions between the flowing spheres and the
boundary.
At a point on a rigid boundary translating with velocity U, the mean
flow velocity u will, in general, differ from U, and slip will occur. The slip
velocity v is U - u. Because the boundary is impenetrable, at a point with
inward unit normal N, v · N = 0.
Over a unit area of the boundary, the rate M at which momentum
is supplied by the boundary must be balanced by the rate at which it is
removed by the flow; so
(9)
The corresponding rate at which energy is supplied by the boundary is
M · U - D, where D is the rate of dissipation in collisions. This must
balance the rate at which energy is removed by the flow; so
or with (9) and the definition of the slip velocity,
(10)
Note that the energy flux at the boundary may be positive or negative,
depending upon the relative magnitudes of the slip working and the rate of
dissipation.
Consider, for example, a boundary consisting of a fiat plate with smooth
hemispheres of diameter d fixed to it. The centers of the hemispheres are
assumed to be positioned randomly in such a way that the average distance
between their edges is s. In this case, a natural measure of the roughness
of the boundary is sin&= (d + s) / (d +a). Neither a nor d is assumed
to differ much from their average, 0' = (d + a) /2. Also, the coefficient of
restitution E for a collision between a sphere of the flow and a hemisphere
of the wall is, like e, assumed to be near one. The value of B for given
values of a, d, and s may be calculated by determining the average depth of
penetration of flow spheres around a typical wall hemisphere. For example,
for a random close packing of wall hemispheres with the same diameter as
the flow spheres, e ~ 7f /6.
If now the velocity distribution function (3) is used to calculate the rate
at which collisions over a unit area of the wall supply momentum to the
flow, the result is [9]
(11)
360 J. T. JENKINS
where
2
H := 3[2 csc 2 0 (1- cos 0) -cos OJ, (12)
Iijk H Nj8ik+~ [ ( 5 sin 2 0- 4) NiNjNk - sin 2 0 (Ni8jk + Nj8ik + Nk8ij)]

X [1+-1f ~(~~ +1)] '
12vf20' 8 G
and x is a factor, roughly corresponding to go in the flow, providing the
influence of the size and spacing of the hemispheres on the frequency of
collision at the wall. This expression forM differs from that given by Jenk-
ins & Richman [8] by the correction of a sign error, the inclusion of the
perturbations A and b in the averaging, and the evaluation of and v and
vu at a distance 0' from the flat wall rather than at the wall.
The corresponding expression for the rate of dissipation per unit area is
D =2 ;(2) 1/2
px(1- E)T 312 (1- cosfJ)csc2 fJ. (13)
4. Homogeneous shearing
Consider the flow of identical, smooth, nearly elastic spheres maintained
by the relative motion of identical, parallel, bumpy walls a fixed distance
L + 20' apart. The upper wall moves with constant velocity U in the
x direction, the lower wall moves with the same speed in the opposite
direction. The nonvanishing x components of the flow velocity and slip
velocity are denoted by u and v, respectively. In general, the flow velocity,
granular temperature, and solid volume fraction will be functions of the
transverse coordinate y, measured from the centerline. A prime will denote
a derivative with respect to y.
Simple shear, in which u = u'y, with u', T, and v constants, is excep-
tional. It occurs when the diameter and solid volume fraction of the flow
spheres, the diameter and separation of the wall hemispheres, and the two
coefficients of restitution are such that in the interior and at the bound-
aries, the rate at which fluctuation energy is produced by the shear stress
working through the mean velocity gradient or through the slip velocity is
equal to the local rate at which it is dissipated in collisions. We first treat
this homogeneous flow, keeping in mind that in it, the apparent rate of
shear 2UI L differs from u' by 2v I L.
If external forces are assumed to be absent or if the weight of material
over a unit area is a small fraction of the pressure, the x andy components
of (1) require that the shear stress S = txy and the normal stress N = tyy
be constant, and the energy equation (2) reduces to
Su'- 1 = 0
with (4), (5), and (8), this equation determines the granular temperature:
(14)
Then the tractions required to maintain the flow are
N = pT(1 +4G) (15)
and
.j1i
S=-paT
6
1/2[5
--+1+-
16 G 5
1 4(1+-12) G]u 1r
1
•
(16)
With T given by (14), the normal stress and shear stress vary with the
square of the shear rate. The results of the numerical simulations of Walton
& Braun [14] are in excellent agreement with the shear stress predicted by
(14) and (16) provided that the coefficient of restitution is greater than 0.8.
5. Dense, Inhomogeneous Shearing

Next, consider steady rectilinear flows in the x- y plane in which the rate
of production of fluctuation energy in the interior and at the boundaries
is not balanced by the rates of collisional dissipation [15]. The boundaries
are again assumed to be identical, parallel, and bumpy. In this case, u', v,
=
and T will depend upon y. Then, with Q qy, the balance of fluctuation
energy (2) reduces to
Q' - Su' + 1 = 0.
Here, attention is restricted to dense flows. In this case, the contribu-
tions from particle transport to the fluxes of momentum and energy are
negligible. In addition, only those contributions to the collisional fluxes are
retained that dominate in the dense limit. At these densities, the normal
stress N and the shear stress S may be written as the high volume fraction
limits of the expressions given by (15) and (16):
N = 4pGT (17)
and
362 J. T. JENKINS
where J =
1 + n /12. Upon eliminating G between these two equations, a
relation between the velocity gradient and the temperature is obtained:
I 5J7i=' Tl/2 s
u =----- (18)
21 CJ N
Similarly, the energy flux (6), with (7), is in the limit, given by
(19)
where M =
1 + 9n /32. Finally, the dissipation rate per unit volume is given
by (8). These constitutive relations are essentially those introduced by Haff
[16] and Jenkins & Savage [17].
Equation (17) may be used to write the energy flux and the rate of
dissipation in terms of T and the constant normal stress N and, when
these are used with (18) in the balance of energy, the resulting equation
may be written in terms of w = T 112 , called the fluctuation velocity,:
where
k2 = 3(1-e)- 415n (NS ) ]1M.

[
2
In the dense limit, there is a common dependence of the transport coef-

ficients and the rate of dissipation upon the volume fraction that may be
eliminated in favor of the temperature and pressure. As a consequence, the
energy equation, when expressed in terms of the fluctuation velocity w, has
a particularly simple form and may be solved analytically.
When k is real, the rate of collisional dissipation in the flow is greater
than the rate of production of fluctuation energy by the shear stress working
through the gradients of mean velocity and the solution involves hyperbolic
functions. It is
( )_ cosh (ky / CJ)
w y - w 1 cosh(kL/2CJ) (20)
in which w1 =w(L/2) and it has been insured that w'(O) = 0. When k is

imaginary, the solution has the same structure, but involves trigonometric
functions. However, these steady solutions are possible only if the boundary
conditions permit them. That is, if fluctuation energy is produced in the
interior, then, in order for the flow to be steady, the nature of boundaries,
the slip velocity at their surface, and their separation must be such that
the flux of energy from the flow equals that dissipated by the boundaries.
5.1. BOUNDARY CONDITIONS
For the boundary at y = L/2, the components of (ll) are
MY-- 2
-pxw'
and
2)1/2 2
Mx ( :;:;: pxw 3[2 csc2 0 (1- cos 0)- cos O](v- au')
+ (3_) 112 PXW~au' (1 + ~ 7r rn) sin2 e,

1r 2 a 12v 2
The normal component of the boundary condition (9) then gives
N = pxw 2 . (21)
Here, this equation is regarded as determining x or, equivalently, the solid

volume fraction at the wall. This replaces the relatively narrow region of
decaying oscillations linking the local high volume fraction at the wall to
that in the interior [18, 19] with a discontinuity.
The tangential component, Mx = S, of (9) may be rewritten by em-
ploying equations (21) and (18) to eliminate, respectively, x and u' from
the expression for Mx. Upon solving for vjw1,
v - ('Tr)l/2 s
-WI- -2 !-
N'
(22)
where
f = 3{1- (5/2v'2J)(aja)[1 + (7r/12v'2)(a/a)] sin2 0} + _5_~

- 2[2 csc2 0(1- cos 0)- cos OJ 2v'2J a·
This determines the slip velocity.

;,From (10), the energy flux condition is Sv - D = Q. In this, use
equation (22) for the slip velocity, equation (13) for the dissipation, and
the constitutive relation (19) for the energy flux. Then, when G is replaced
in the result by employing (17), the energy boundary condition at L/2 may
be written as
aw' = Bw, (23)
where
B= [(i)1(!) 2 -2(1-E)(1-cosO)csc e] M~· 2

364 J. T. JENKINS
5.2. THE GAP WIDTH
When the explicit expression (20) for w is employed in (23), the energy flux
boundary condition yields the relation
tanh (kL)
2a
B
k"
= (24)
This equation determines Lja, the thickness in sphere diameters, provided

that 0 ::; B ::; k and k 2 2: 0.
If k2 ::; 0, then the solution for w(y) involves trigonometric functions
and the relation corresponding to (24) is
tan (KL)
2a
=- B
K'
(25)
where
K2 -57f ( -Ns ) 2 -3(1-e)]1
= [ 4J -
M.
In (25), a non-negative thickness requires that B ::; 0. Also, solutions for

other than the principal value of the argument lead to negative tempera-
tures in the flow and must be discarded.
5.3. THE VELOCITY

When the solution (20) is employed in the differential equation (18) for the
velocity, the resulting expression integrated, and the velocity required to
vanish on the centerline, the velocity profile is given by
50f sinh(ky/a) S
u(y) = 2J Wikcosh(kL/2a) N"
Upon evaluating this at L/2, using the definition of slip velocity (22), and
equation (24), the relationship between the boundary velocity, fluctuation
velocity, and stress ratio may be written as
U (7r)I/ 2( 5 B) S (26)
2
WI = f + V2J k N" 2
Next, ( 17) may be used to determine WI in terms of N and ZII:

d=u
1.0 v•0.55
-0.5
0.4 0.6 0.8 1.0 1.2 1.4 1.6

9
Figure 1. We show a/(1- e), a measure for the relative difference between the rate of
slip work in a homogeneous shear flow and the collisional dissipation at the boundary, as
a function of the boundary bumpiness e. The curve parameter is (1- €)/(1- e), which
characterizes the ratio of boundary to bulk restitution coefficients.
Finally, if desired, the density profile may be obtained by inverting (17).

Consequently, when N, U, v1 and are given, the solution is completely
determined.
Equation (26) may be regarded as a quadratic equation in SjN. When
solved for S / N, it yields
S ( N ) 1/ 2
-=-a - - + [ a 2 -N-2 + -
12J
( 1 - e) ] 1/2 (27)
N p1U 2 p1U 51r
where
a= ( -1- ) 1/2 [3J

-(1- e)f- (1- E)(1 -cos B) csc2 (}] (28)
21rG1 5
The coefficient a is proportional to the difference between the rate of slip
work in a homogeneous shear flow, in which S/N = 121(1 - e)/57r, and
the collisional dissipation at the boundary. It may be positive or negative,
depending on the relative magnitudes of the coefficients of restitution and
the bumpiness of the boundary.
Figure 1 shows the behavior of a when the diameters of the flow spheres
and boundary spheres are the same and the solid volume fraction is 0.55.
Increasing the bumpiness of the boundaries decreases a, as does increasing
the amount of boundary dissipation relative to that in the interior.
Figure 2 shows curves of stress ratio, normalized by its value in simple
shear, versus normalized boundary velocity for various values of a. When
366 J. T. JENKINS
d •u
-0.03 ~·0.55
e•0.85
iW
r··
z 1.0 ----------------------------
eo'
0.6 ':--'---'-'-'---:'::-'--'--'---'-,-L..&.......L_.__.._l___,_L....L.._._J
0.0 1.0 2.0 3.0 4.0
(pU2/N)II2
Figure 2. We plot the ratio of tangential to normal stress as a function of the normalized
boundary velocity pU 2 / N 112 . The stress ratio is normalized by its value in homogeneous
shear flow.
fluctuation energy is provided to the flow by the boundaries, a is positive

and the curves are monotone increasing. In this case, it is interesting to
note that the stress ratio at low values of the boundary velocity and/or
high values of the normal stress may be substantially lower than its value
in simple shear. The steady states corresponding to the curves for which
a is negative and the stress ratio is a decreasing function of normalized
velocity are likely to be unstable.
The curves in Figure 2 corresponding to positive values of a are cut
off at their tops at a value of the normalized stress ratio at which B = k.
They are cut off at their bottoms at a value of the normalized stress ratio
corresponding to a value of L / rY of two.
The relationship between the normalized gap width and the normalized
stress ratio is shown in Figure 3 for the same conditions as in Figure 2.
5.4. CHUTE FLOWS
One of the most important potential applications of a kinetic theory for col-
lisional flows is in describing dense granular flows down inclines. In many
such flows, a highly concentrated, relatively deep region of grains moves es-
sentially rigidly, while supported upon a narrow region of intensely sheared,
colliding grains at its base. Such dense granular flows have been observed
by Johnson, Nott, & Jackson [20] to be responsible for the highest mass
flow rates in their experiments on steady flows of spherical particles down
inclined chutes.
In the simplest model of such a flow, attention is focused on the colliding
d•CT
v•0.55
•·0.85
10.0
L/u
5.0
• 0.10 0.075 0.050 0.025 -0.01 -0.02 -0.03
0.0 '::-....._...___._::'::--L---'--'--:'-::--'----'----'--'
0.6 0.8 0 I .2
[5.,./12J(I-e))'12S/N
Figure 3. We show the gap with Lfa as a function of the stress ratio. Both quantities
are normalized with respect to their values in homogeneous shear flows.
particles in the narrow shear layer and on their interactions with the bound-
ary below them and with the mass of rigidly moving material above them.
The assumption is that these interfaces are identical, rigid, and bumpy. The
weight of the material above the sheared layer provides the normal stress
but, because the sheared layer is relatively thin, gravity does not otherwise
influence the flow. If this model is valid, then experiments involving high
mass fluxes down inclined chutes with bumpy bases should exhibit curves
of stress ratio versus normalized velocity that resemble Figure 2.
An experimental curve of Hungr & Morgenstern [10) provides the clean-
est example of this. Data from their experiment is shown in Figure 4 along
with a theoretical curve obtained from (27) and (28) by assuming that the
boundaries consisted of densely packed flow particles fixed to flat walls. The
coefficient of restitution of the particles has been taken to be 0. 7.
The solid portion of the curve corresponds to the collisional interactions
involving individual particles. The indication is that the bottom of the chute
to which the grains have been attached is nearly identical to the interface
between the sheared grains and the mass above, and that fluctuation energy
is being provided to the flow by the boundaries. The broken extension of
the curve is likely to involve collisions between relatively rigid layers of
particles or frictional sliding.
References
1. R. A. Bagnold. Experiments on a gravity-free dispersion of solid spheres in a new-
tonian fluid under shear. Proceedings of the Royal Society {London), A225:49-63,
1954.
368 .J. T . .JEKKINS
d=CT
v=0.55
1.1
e=0.7
a=O.I5
0.7
+
0.6 '----L-__.JL._.._..J.__--l_ _..J....._ _J
0.5 1.0 1.5 2.0 2.5 3.0 3.5
(pU2/N)II2
Figure 4. In order to compare theory to experiment, we show as in Fig. 2 normalized

;;tress ratio versus normalized boundary velocity. The symbol ( +) denotes data from a
chute flow experiment [10] and the line is a theoretically predicted curve.
2. S. B. Savage. Experiments on shear flows of cohesionless granular materials. InS. C.

Cowin and M. Satake, editors, Continuum Mechanical and Statistical Approaches in
the Mechanics of Granular Materials, pages 241-254. Gakujutsu Bunken Fukyu-kai:
Tokyo, 1972.
3. S. B. Savage and S. McKeown. Shear stresses developed during rapid shear of dense
concentrations of large spherical particles between concentric rotating cylinders.
Journal of Fluid Mechanics, 127:453-472, 1983.
4. S. B. Savage and M. Sayed. Stresses developed by dry cohesionless granular materials
sheared in an annular shear cell. Journal of Fluid Mechanics, 142:391-430, 1984.
5. D. M. Hanes and D. L. Inman. Observations of rapidly flowing granular-fluid ma-
terials. Journal of Fluid Mechanics, 150:357-380, 1985.
6. C. K. K. Lun, S. B. Savage, D. J. Jeffrey, and N. Chepurniy. Kinetic theories for
granular flow: inelastic particles in couette flow and lightly inelastic particles in a
general flow field. Journal of Fluid Mechanics, 140:223-256, 1984.
7. J. T. Jenkins and M. W. Richman. Grad's 13-moment system for a dense gas of
inelastic spheres. Archive for Rational Mechanics and Analysis, 87:355-377, 1985.
8. J. T. Jenkins and M. W. Richman. Boundary conditions for plane flows of smooth,
nearly elastic, circular disks. Journal of Fluid Mechanics, 171:313-328, 1986.
9. M. W. Richman. Boundary conditions based upon a modified Maxwellian velocity
distribution function for flows of identical, smooth, nearly elastic spheres. Acta
Mechanica, 75:227-240, 1988.
10. 0. Hungr and N. R. Morgenstern. Experiments on the flow behavior of granular
materials at high velocity in an open channel. Geotechnique, 34:405-413, 1984.
11. F. Reif. Fundamentals of Statistical Mechanics and Thermal Physics. McGraw-Hill:
New York, 1965.
12. N. F. Carnahan and K. E. Starling. Equation of state of non ·attracting rigid spheres.
Journal of Chemical Physics, 51:635-636, 1969.
13. S. Chapman and T. G. Cowling. The Mathematical Theory of Nonuniform Gases.
Cambridge University Press: Cambridge, 3rd edition, 1970.
14. 0. R. Walton and R. L. Braun. Stress calculations for assemblies of inelastic spheres
in uniform shear. Acta Mechanica, 63:73-86, 1986.
15. D. M. Hanes, J. T. Jenkins, and R. M. Richman. The thickness of steady plane shear
flows of smooth, inelastic circular disks driven by identical boundaries. Journal of
Applied Mechanics, 55:969-974, 1989.
16. P. K. Haff. Grain flow as a fluid mechanical phenomenon. Journal of Fluid Me-
chanics, 134:401-433, 1983.
17. J. T. Jenkins and S. B. Savage. A theory for the rapid flow of identical smooth,
nearly elastic spherical particles. Journal of Fluid Mechanics, 130:187-202, 1983.
18. I. K. Snook and D. Henderson. Monte carlo study of a hard sphere fluid near a hard
wall. Journal of Chemical Physics, 68:2134-2139, 1978.
19. J. R. Henderson and F. van Swol. On the interface between a fluid and a planar
wall: theory and simulation of a hard sphere fluid at a hard wall. Molecular Physics,
51:991-1010, 1984.
20. P. C. Johnson, P. Nott, and R. Jackson. Frictional-collisional equations of motion
for particulate flows and their applications to chutes. Journal of Fluid Mechanics,
2i0:501-535, 1990.
370
Isaac Goldhirsch
KINETICS AND DYNAMICS OF RAPID GRANULAR FLOWS
ISAAC GOLDHIRSCH
Department of Fluid Mechanics and Heat Transfer
Tel-Aviv University
Ramat-Aviv, Tel-Aviv 69978
Israel
Abstract. The di"ssipative nature of the interactions in granular systems

has far reaching consequences: (i) There is an inherent lack of scale sepa-
ration which is independent of the size of the system (in addition to the
'practical' scale separation due to the macroscopic sizes of typical grains);
(ii) Both 'geometrical' (e.g. clusters, arches etc.) and 'dynamical' (e.g. stress
chains) microstructures are of key importance in granular statics and dy-
namics; (iii) Many (rapid) flows are 'supersonic'; (iv) Constitutive relations
may be scale dependent. In many ways these systems are mesoscopic rather
than macroscopic in nature. In addition, granular systems exhibit multi-
stability and they are almost always in metastable states. Strongly excited
granular matter can be entirely fluidized; this state is coined rapid granular
flow and its dynamics is partially analogous to that of a classical gas. A
perturbative solution of the pertinent inelastic Boltzmann equation yields
constitutive relations which are different from those previously derived and
this difference is related to a (previously unappreciated) quasi-microscopic
time scale which characterizes the decay rate of the temperature. The nor-
mal stress differences (as well as the 'anisotropic temperature') are shown to
result from Burnett corrections. The continuum equations of motion can be
used to explain phenomena such as clustering and layering in granular sys-
tems and, to some extent, even the collapse phenomenon. The latter, unlike
clustering, is not of hydrodynamic origin and the difference is explained. It
is concluded that while statistical mechanical methods can be useful in the
realm of granular materials, they should be applied with utmost care; in
particular the above fundamental differences between molecular and gran-
ular systems must always be borne in mind.
371
372 ISAAC GOLDHIRSCH
1. Introduction
Granular materials exhibit elastic-like behavior at small deformations and

plastic-like properties under larger deformations. Structures, such as arches,
heaps, layers, clusters and plugs are common in these materials. When set
in motion they dilate and when allowed to rest in static piles they retain
angles of repose under small perturbations. Structures play a key role not
only when granular matter is in a static state but also when it flows, even
when it is entirely fluidized. Multistability and hysteretic effects are typical
characteristics of these systems. Practically all states of a granular system
are metastable. This is easy to see in the example of a static pile on a
surface; clearly its ground state is one in which all grains reside on the
base surface. All of the above (and many more) phenomena are related
to each other and to the fact that the interactions in granular systems are
dissipative in nature; in more 'fundamental terms', they break time reversal
invariance on the 'microscopic' level.
The states of granular materials can be roughly classified as 'static',
'quasi-static' and 'rapid flow'. When a granular material is dense and weakly
excited it exhibits quasistatic flow in which frictional interactions play a ma-
jor role. Stronger forcing breaks granular materials into blocks by breaking
the weakest frictional links and even stronger forces are capable of partially
or completely fluidizing granular matter, resulting in rapid granular flow.
The latter phase resembles a simple molecular fluid since the interactions
among the constituents are practically instantaneous collisions. This anal-
ogy is at best partial as one can deduce from the realization that since the
interactions are inelastic - a steady state of an unforced granular system
can only be one in which the total kinetic energy vanishes since energy is
constantly lost in the collisions. The only possible nontrivial and non-static
states of granular systems are forced states in which external forcing re-
plenishes the energy lost in the collisions. Numerous studies have built on
this analogy (cf. [1, 2] and refs. therein). The Boltzmann equation and its
(Enskog) generalization to (moderately) dense flows have been employed
(cf. e.g. [3-8]) in order to obtain constitutive relations for granular systems.
Most previous kinetic studies have not employed a direct and systematic
analysis of the pertinent Boltzmann equation (cf. however Ref. [9] for a
direct but not a systematic analysis). Instead, an ansatz for the form of the
single particle distribution function has been substituted in the (Enskog)
equations of motion obeyed by the low moments (corresponding to the mass
density, momentum density and kinetic energy density) of the distribution
function. The Grad method of moments [10], which involves a closure to
render it useful, has also been employed in this field [4].
One of the aims here is to show how a systematic perturbative solu-
KINETICS AND DYNAMICS OF RAPID GRANULAR FLOWS 373
tion of the Boltzmann equation for inelastically colliding particles can be

obtained. To this end a generalization of the Chapman-Enskog expansion
[11-16] is presented. The standard Chapman-Enskog expansion for molec-
ular systems employs the (time independent, exact) equilibrium solution of
the Boltzmann equation as its zeroth order; shearing, temperature gradi-
ents and the like are considered to be perturbations. Such a zeroth order
solution does not exist for granular flows, as explained above. The idea
underlying the resolution of this problem is conveniently demonstrated in
the case of a simple steady shear flow. In the latter case the increase in
the granular temperature (heating) by shear is compensated by the energy
losses (cooling) due to the inelasticity of the collisions. The equality of the
rates of heating by shear and cooling by inelasticity (in a steady state) can
be shown [1, 15, 16] to yield: T ex: 1:.f where Tis the granular temperature,
2g2
I! is the mean free path, 1 is the shear-rate and E (which equals 1 - e2 ,

where e is the coefficient of normal restitution) is a measure of the degree
of inelasticity (this relation is derived below). One observes that the double
limit E -+ 0 and 1 -+ 0, in which one keeps the ratio ~ fixed, corresponds
to an equilibrium state (whose temperature is proportional to the ratio 7 ).
2
This limit is not singular: the energy loss in a given collision is proportional
toE and (local) equilibration occurs on the time scale of a few collisions (or
mean free times).
The above observations have served as the basis of a perturbative expan-

sion [16] of the Boltzmann equation for a simply sheared, steady granular
system, in powers of Vf. (since, for fixed T, 1 ex: Vf.) around the equilibrium
solution (as a 'zeroth order' solution). A further extension [15, 17] employs
both 1 (or rather the nondimensional equivalent, the Knudsen number, see
below) and E as small parameters in a generalized Chapman-Enskog (CE)
expansion, which applies to three dimensional and time dependent flows.
One of the major results obtained from the latter study is a qualitative
and quantitative understanding of the normal stress differences [15-17] in
granular systems; it turns out that the latter property is a Burnett effect
and it corresponds to a similar property of molecular systems, the only dif-
ference being of quantitative nature: the Burnett effect in granular systems
is about 20 orders of magnitude larger than in simple molecular systems
and it is observable [15]. The generalized CE expansion [17] yields several
results which are different from what has been obtained heretofore: (i) The
heat flux contains a term of order E which is proportional to Vlogn, where
n is the number density; a similar term appears in previous works [4, 7, 8]
either at higher orders in E or as a result of using the Enskog correction
(beyond the Boltzmann level of description) and then it is proportional to
Vn and not Vlogn; (ii) An O(E) term is obtained in the expression for the
coefficient of viscosity whereas in previous studies [4, 7, 8] the lowest order

E-dependent term in the expression for the viscosity is 0(E 2 ); (iii) The O(E)
term in the expression for the heat conductivity is positive whereas previous
work produced a negative term. In addition, some prefactors are different
as well. The reason for these discrepancies is shown below to be related to
the fact the the dynamics of the granular temperature field defines a rele-
vant quasi-microscopic (or short) time scale. A careful analysis, based on
Ref. [4], reveals that when the correct dynamics of the temperature is taken
into account, one obtains results which are in agreement with our findings.
We wish to stress that some of the pioneering studies of rapid granular
flows may not have intended to be accurate to O(E); these important works
led the way to the rational approach presented here.
2. Lack of Scale Separation: Phenomenology
Molecular fluids or solids subject to sufficiently weak and slowly chang-

ing external forces are characterized by a very large separation between
the macroscopic and the microscopic spatial and temporal scales. In nu-
merous other systems (such as turbulent flows, mesoscopic solids, second
order phase transition points and rarefied gases at large shear rates), such
a prominent scale separation does not exist. Granular systems provide an-
other example in which scale separation is weak at best. It is convenient to
demonstrate this (inherent!) property of granular systems by considering
the rapid granular flow of a monodisperse collection of spheres of radius d,
whose collisions are characterized by a single coefficient of normal restitu-
tion, e. The binary collision between spheres labeled i and j results in the
following velocity transformation:
vi1 = Vi - -1+e(~ )~
2- n · Vij n. (1)
where (vi> Vj) are the precollisional velocities, (v~, vj) are the corresponding
postcollisional velocities, Vij = Vi - Vj and :fi is a unit vector pointing
from the center of sphere i to that of sphere j at the moment of contact.
Simple geometrical considerations reveal that a collision can occur only if
Vjj · :fi < 0. It is (really!) easy to ShOW that: v? +v? = Vt +v]- ~(Vij·n) 2 ,
where: E = 1 - e2 is the degree of inelasticity. Thus the average change
of the mean squared velocity, 8 < v 2 >, per particle per collision equals:
8 < v 2 >= -1 < (vij·n) 2 >. Assuming (for simplicity) isotropy of the
probability distribution of:fi (and recalling that Vij ·:fi < 0): < (vij·:fi) 2 >=
~ < vtj >. Let V = V(r, t) denote the macroscopic (or average) velocity
at a point r; also let r1 = rt(t) denote the position of particle l at time
t. Let Ut(t) = vt(t) - V(rt, t) denote the fluctuating (part of the) velocity
of particle l. Assuming that the macroscopic velocity does not change in a

significant amount over a distance equal to the diameter of a sphere, we can
safely equate V(ri, t) with V(rj, t) at the time of a collision .(between i and
j). Hence, in this approximation: Vij = Uij at the time of collision. It follows
that:< v¥1 >=< u¥1 >=< ul+u]-2uiUj cos{3 >= 2 ,where {3 is the
angle between Ui and Uji again, we have assumed isotropy. The quantity
 denotes the average fluctuating kinetic energy (per unit mass and
multiplied by 2). It represents the granular temperature, 8, and we shall
identify here: 8 =. Consequently, the average change in the squared
velocity of a particle, per collision, is: <5 < v2 >= -~ = -~8.
Next we specialize to a steady state. In this state the average change in the
kinetic energy (per unit mass per particle) per collision is also the change in
temperature induced by the collision, hence : <58= -~8. Next, since -J8
(or v' ) is the typical relative velocity of nearby particles (for which
V is practically the same) up to a factor of order unity, one may conclude
that the mean free time, r, i.e. the time between consecutive collisions of
a particle, is (up to 0(1) prefactors): r = Je, where£ is the mean free
path, i.e. the mean distance traveled by a particle between consecutive
collisions. By dividing <58 by by r one obtains the 'time derivative' of the
temperature due to collisions: 8 = -1£8!. As is known from standard
hydrodynamics, when there is shear there is also heating due to the shear.
The heating rate is proportional to the square of the shear rate, "(2 , and to
.
t h e k mematlc. viscosity,
. . fl-· The 1atter h as d'Imenswns
. of length2
time an d smce
.
the only kinetically relevant parameters are the mean free path, £, and
the temperature, 8: JJ ex £-J8; this result can, of course, be obtained from
e
theoretical (or dynamical) calculations. It follows that: = - z8 ~ +£-J8"( 2 .
where 0(1) prefactors have been omitted. The above equation still misses
some terms (such as heat conduction) but, assuming uniform temperature,
. • .e212
It yields a correct result for the steady state temperature, 8 88 : 8 88 = C t ,
where Cis an 0(1) number.
Temporal scale separation means that the mean free time, r, is much
smaller than the typical macroscopic time. In a sheared system the typical
macroscopic time, Tmac, is the inverse of the shear rate: Tmac = "(- 1 . Now
the ratio ~ 'mac
is given by: -Tmac
7 - = T"f, hence -Tmac
7 - = yo~e'Y· Substituting
8ss for e (i.e. assuming a steady state) one obtains: _ T _ = y'E. Since E
Tmac
is usually 0(1) (e.g. fore= 0.9 the value of y'E is about 0.4) the ratio of
these time scales is 0(1)! This is a disturbing result if one wishes to use
E as a small parameter in a perturbative scheme. Fortunately, as shown
below [17], higher orders in E in the (generalized) CE expansion are also
characterized by very small numerical prefactors.
Another important property that follows from this lack of scale separa-
tion is the fact that sheared granular systems tend to be supersonic [18].
One of the results of this property is that collisional stresses are more ho-
mogeneous in supersonic than in subsonic regions [18]. This is explained
below.
Consider a state of linear shear: V = 1yx. The ratio of the average
speed to the typical thermal speed (employing e = ess) is: ~ = rcr
Assume next that the system has a finite width, W: -lf ::; y ::; lf. It
follows (for e = Gss) that: ~ = Jc lf.
&r Since Jc is typically 0(1) it
follows that if the width of the system is much larger than the mean free
path, £, the average speed is much larger than the thermal speed starting at
values of &r which are rather small. One may regard the clusters, described
below, as manifestations of the supersonic nature of the flow (the interface
between a cluster and the ambient fluid being considered to be a 'shock
front').
In order to better appreciate the consequences of the above result we
present a calculation of the dependence of the mean free path on the co-
ordinate y. The mean free time between collisions is inversely proportional
to the total flux of particles impinging on a 'typical' particle. Assuming,
for simplicity, that the density and temperature are uniform (see below),
it is easy to see that the distribution of velocities of the particles collid-
ing with a 'typical' particle at 'height' y is independent of y; the flux of
particles impinging on the latter particle is also y independent. This flux
is clearly proportional to Vthn, hence the mean free time, i.e. the typical
time between collisions (for any value of y), T, is given by T = -Vti nur
1
1- , up
to an 0 (1) prefactor, where ur is the total collisional cross section (the

area through which particles must flow in order to collide with the refer-
ence particle). Since, as argued in the above, Vth « riYI for large enough
values of IYI, a typical particle at such values of y moves essentially in the
x-direction, its speed being approximately riYI· Since the mean free path is
defined as the mean distance traveled by a particle between consecutive col-
lisions, the mean free path /!(y) at height y is (we reiterate, for Vth « riYI):
£(y) = --=rl1LL,
Vtt nur
1
up to an 0(1) prefactor. Let L be length of the system (in the
x direction). Clearly, when riYI/vthnO"y > L, the mean free path exceeds
the linear dimension of the system. Substituting ~ for Vth in the latter
condition one obtains that when IYI > LX the mean free path is larger
than L. This condition is easily met in many systems (as corroborated by
MD simulations [18]). One implication of this result is that the collisions, of
practically any particle, at 'large' values of y occur at random x positions,
i.e. positions which are not necessarily within a 'subsonic' mean free path
(£ = -nur1- ) of the coordinates of a 'previous collision' of a particle. This
results has also been corroborated by detailed numerical studies [18].

The temperature and other properties, such as the density and stress
fields, are usually not spatially homogeneous in granular systems. However,
(some of) the inhomogeneities are "local" in the sense that they are char-
acterized by specific length scales (such as the clustering scale, see below),
which, for large enough systems, are small with respect to the dimensions
of the system. One thus expects (rapidly flowing) granular systems to bees-
sentially uniform on length scales which are larger than these 'typical scales'
(and, depending on the nature of the flow, scales which are far smaller than
the size of the system). The results presented above show that the super-
sonic nature of the system enforces an inhomogeneity whose scale is the size
of the system itself! The above supersonic property is not really a direct
result of inelasticity. All that is needed is a low enough temperature. How-
ever, inelasticity causes the values of the temperature to be 'low enough'
whereas in 'standard' elastic systems, which are not sheared too strongly,
the flow is subsonic.
3. Coarse Graining and More on Scales
The standard coarse graining techniques of statistical mechanics, such as

the projection operator technique and the (linear and nonlinear) response
methods rely on the notion of local equilibrium and the assumption of large
scale separation. Moreover, their implementation requires the use of a (ap-
proximate, at least) distribution function. These 'luxuries' are not available
in the realm of granular systems. It is thus advantageous to develop a for-
mulation of the dynamics which does not require scale separation. Such a
formulation [19] is presented below.
Consider first the density or number density field. The microscopic num-
ber density field, nmic(r, t), at a point rand timet, corresponding to a col-
lection of particles whose (center of mass) coordinates are {ri}, and whose
velocities are {vi}, is (standardly) defined by: nmic(r, t) = L:i J(r - ri (t)).
One can define a coarse grained number density n(r, t) by choosing a spa-
tial coarse graining function F(r- r') and a temporal coarse graining func-
tion f (t - t') such that both functions are positive semidefinite and each
has a single maximum at zero argument. Also, the integrals over their re-
spective arguments should be unity (normalization). The coarse grained
number density field, n(r, t), is defined as follows: n(r, t) = J F(r -
r')f (t- t')nmic(r', t') dt' dr', hence n(r, t) = J f (t- t') L:i F(r- ri (t') )dt'.
The corresponding coarse grained (mass) density field, p(r, t), is defined
by mn(r, t), where m is the mass of a particle (we assume for simplicity
that all particles have the same mass). Differentiation of mn(r, t) with re-
spect to time yields the equation of continuity p = -divp, where p is the
coarse grained momentum field defined below. The microscopic momen-
tum density field, pmic(r, t), at a point r and time t is defined as follows:
p~ic(r, i)= Li mvia(t) 8 (r- ri(t)) (subscripts denote cartesian compo-
nents). Differentiation of Pa mic(r, t) with respect to t yields:
where the Einstein summation convention (over Greek indices) is assumed.

The coarse grained momentum density field, p(r, t), is defined as follows:
Pa(r, t) = J F(r- r') f(t- t') p~ic(r', t') dr'dt'. The time derivative of the
coarse grained momentum density field satisfies:
8 8
8 t Pa(r,t) = - 8r13 l2:mvia(t')vi{3(t')F(r-ri(t'))f(t-t')dt'
i
+I L z
mvia(t') F(r- ri(t'))J(t- t') dt' (3)
where use has been made of integration by parts. The kinetic (or streaming)
flux of momentum J~13 is defined by
J!13(r, t) =L
z
m I Via(t')vi{3(t')F(r- ri(t')) f(t- t') dt' (4)
Define the (macroscopic) velocity field V(r, t) as the ratio of the coarse
grained momentum density field and the coarse grained density field:
v; (r t) = f dr'dt' F(r- r')f(t- t') Li mvia(t')8 (r- ri(t')) (S)

a ' J dr'dt' F(r- r')f(t- t') Li m8 (r- ri(t'))
Notice that the velocity field cannot be properly defined as the ratio of
the microscopic momentum and density fields (a ratio of sums of delta
functions). Also, define the fluctuating part of the velocity of particle i (with
respect to the reference point rand the reference timet) by: v~a(r, t, t') =
Via(t')- Va(r, t). Substituting the above decomposition of the velocity into
Eq. (4) one obtains:
J~13(r, t) = Lm
z
I [v~a(r, t, t') + Va(r, t)] [v~ 13 (r, t, t') + V13(r, t)] ·
F(r- ri(t'))f(t- t')dt'
= Va(r, t) V13(r, t)p(r, t)

+ ~I v~o:(r, t, t') v~13(r, t, t') F(r- ri(t'))f(t- t')dt' (6)

~
Notice that two terms in the above equation (not shown) vanish; they are
proportional to the average of the fluctuating velocity.
Consequently one can identify the kinetic stress as:
r~13 (r, t) = L:i m J v~o:(r, t, t') v~ 13 (r, t, t')F(r- ri(t'))f(t- t') dt',
and as a result the kinetic flux of momentum is given by: J~ 13 (r, t)
p(r, t)V o:(r, t)V13(r, t) + r~13 (r, t) (a standard form).
Next consider the momentum flux due to collisions (which gives rise to
the collisional stress). The collisional contribution to the time derivative of
the momentum field is:
p;(r,t) =I dt' ~mVio:(t')

~
F(r-r(t'))f(t-t')
=
0
L
ii.j
I dt' Fijjo:(t') F(r- ri(t'))f(t- t') (7)
where Fijjo: is the (ath component of the) of the force exerted by particle
j on particle i. A change of indices in the above, followed by the appli-
cation of Newton's third law (Fijja = -Fjjia) yields a second expression
for pc. Upon summing these two (equal) expressions and dividing by 2
one obtains: p~(r, t) = - ~ 8~f3 L:i:;tj J dt' Fifjo: Tij/3 F(r- ri(t'))f(t- t'),
where terms of higher order in the particle radius, a, have been neglected.
It follows that the collisional contribution to the momentum flux (which
also equals the collisional stress tensor r~ 13 ) is: J~ 13 (r, t) = r~ 13 (r, t) =
~ L:i#j J dt' FijjtJ(t') rij/3 F(r-ri(t')) f(t-t'). In the specific case in which
the interactions are instantaneous collisions the quantity Fijj/3 is a sum of
terms each of which is proportional to a delta function. Let ov~~~OI be the
change in the velocity of particle i due to it's lth collision with particle j
at time t~j. One obtains:
J~IJ(r, t) == ~ L:ii.j L:z m ovi~jOI TijtJ(t~j) F(r- ri(tfj)) j(t- t')
The above results are useful for the measurement of fluxes/stresses from
MD generated data as well as for theoretical purposes. A similar formula-
tion can be derived for the energy equation (yielding e.g. an explicit formula
for the heat flux in terms of molecular quantities). Notice that in the above
derivation we have made no use whatsoever of ensembles! This is an 'en-
semble free' formulation of continuum equations for granular systems.
When applying the above formulation to numerical (MD) simulations of
(several) two dimensional sheared system of disks we have obtained results
for the macroscopic fields (density, temperature, stresses and the like) whose
origin is the discreteness of the system (and as such they are not particular
to granular systems, except for some minor details) and results which are
due to the lack of scale separation in granular systems. Assume, for sake of
simplicity, that f(t- t 1) = o(t- t 1) (no temporal coarse graining) and that
the coarse graining function, F, is ~ inside a square of side 2w around
a given point and zero otherwise. Since the number of particles in such a
(coarse graining) square is a strongly fluctuating quantity when 7 < 1, the
dependence of all fields on w I 1'. is strongly fluctuating in this case. When
w I 1'. is sufficiently large, some of the fields, like the density, saturate to
their respective average values. The situation is very different for Txx, as
explained below. Let < ... > denote averaging over all particles in the coarse
graining cell (with equal weight). The stress component, Txx, is given by
I )2 >-
k -_ n < ( Vix
Txx - Ac1 "'Nc
6i=1 ( Vix
I )2
, W h ere Vix
I
-_ V~x
.
- Vx , A c -_ 4W 2 IS
·
the area of the square and Vx =< Vix >. In the case of linear shear one
can define the following fluctuating velocity: v~~ = Vix - 'YYi· Using these
relations one obtains:
k
7 xx-
_
---;c;-
2
Nc [
"'/
< Yi > 2 - < Yi2 >] - Nc
Ac [< vix
17
>2 - < ( l"'f)2
vix >]
---;c;-
2"'1 Nc [
< Vix >< Yi > -
l"'f
< VixYi
l"'f
>] · (
8
)
where Nc is the number of particles in the square. Hence (with y1 denoting

the fluctuation of y):
N
"V 2 N 2"'~N
k
Txx
=
Ac < (y~1)2 > +~
_,_c Ac < (v~x
~~"Y)2 > +--'-c < ~17 ~ >
Ac v~x y~ (9)
"7 =
where vix 17
vix- < 17
vix >. D efi ne a k'met'lC st ress b ased on 17 ·
vix• z.e. Txx
k7 =
n < l"'f)2
( vix >,. h ence, Txx
k"'( _
-
_1_ "'Nc 2
Ac 6i=l vix
+ 'Y 2 Y~. _ 2'YYzV~x
. . an d
(10)
Notice that y 1 is (a fluctuation) defined with the respect to the center of

mass of the cell. Assuming that the mass distribution in the cell is uniform
(which is approximately correct for cells which are far smaller than the
system size and larger than !'.) one obtains: < (yD 2 >= 112 w2 . In addition,
assuming that the number density in (a large enough cell) is close to the
average number density, n, one obtains: 7:~c < (yD 2 >~ ~w 2 , i.e. the
stress increases as the square of the coarse graining scale. This result is in
excellent agreement with our numerical findings for Txx [19]. The reason
for this pronounced dependence of Txx on the coarse graining scale is the
fact that the macroscopic velocity changes in a significant amount over the
scale of a mean free path (in they direction), in contrast with the situation
in 'standard' molecular systems. We shall not report here detailed results
of invoking temporal coarse graining as it does not change the qualitative
picture presented above.
An important conclusion to be drawn from the above results is that
when experimental results on e.g. the stress in a granular system (or any
system with weak scale separation) are reported- they should be appended
by information on the scale on which the stresses have been measured.
4. Kinetic Theory
4.1. THE INELASTIC BOLTZMANN EQUATION
Below we present a brief derivation of the Boltzmann equation correspond-

ing to a monodisperse system of spheres whose collisions are characterized
by a single coefficient of normal restitution, e [20]. There are several ways
of obtaining this equation, the most basic of which is perhaps a truncation
of the corresponding BBGKY hierarchy (cf. e.g. [13]; needless to say, all
methods yield the same result). Here we prefer to present a phenomenolog-
ical derivation (which parallels standard textbook [21, 22] derivations for
regular gases), since it is physically transparent.
Let f (r, v, t) denote the single particle (velocity, v) distribution function
at point r at time t. Let n(r, t) be the (particle) number density at point r
at timet. The quantity 1~(~~tJ) is the (normalized) probability distribution
of the velocity at point r at timet, i.e. f (r, v, t) satisfies the normalization
condition J f(r, v, t)dv = n(r, t).
A standard procedure [21, 22] yields the following equation for the single
particle distribution function:
where F is an external (velocity independent) force and ( gt)

c represents the
effect of the collisions. The LHS of Eq. (11) is independent of the nature
of the collisions and its physical meaning is obvious. Following standard
practice [21, 22], it is convenient to separate the RHS of Eq. (11) into a
gain term (af(r,v,t)) and a loss term (af(r,v,t)) such that: (af(r,v,t)) =
m 9 m ~ m c
( af(r,v,t))
at - (af(r,v,t)) . The symbol
at ~
(fj_j_)
at denotes the contribution of the
9 9
collisions which increase the number of particles having velocity v whereas
( ~) ~ denotes the contribution of the collisions which decrease the number
of particles having velocity v. Since one deals with densities, every colli-
sion (with probability 1, grazing collisions are the exception) with a particle
having velocity v1, results in a change of the value of this velocity. The num-
ber of particles per unit volume having velocities in the differential volume
dv1 near v1 (denoted below by (v1,dvl)) is j(r,v1,t)dv1 and the total
flux of particles (impinging on the particle "1") having velocity (v2, dv 2)
is: ar/vdf(r, v2, t)dv2, where ar = 47ra 2 is the total cross-section and
/v12/ is the norm of v12 =
v1 - v2. It follows that the rate of collisions
per unit volume between particles with velocities (v 1, dvl) and (v 2, dv 2),
respectively is: ar/v12/J(r, v1, t)f(r, v2, t)dv1dv2. Hence:
( 8j(r,atv1, t)) £ = ar f(r, v1, t)

I /vdf(r, v2, t)dv2 (12)
Notice that the form of the loss term is not affected by the inelasticity of
the collisions. Next, we derive the form of ( af(~tv,t)) 9 . Consider collisions
between particles "1" and "2" with respective incoming velocities v' 1 and
v' 2 such that the outgoing velocity of "1" is v1. The flux of "2" particles
impinging on "1" is /v'12/J(r, v'2, t)dv'2· Let b' denote the corresponding
impact parameter and let ¢' be the azimuthal angle corresponding to the
collision [21, 22]. The total number of collisions per unit volume between
particles with (v'1,dv'1) and particles with (v'2,dv'2) is:
lv'df(r, v'l, t)j(r, v'2, t)dv'1dv'2b'db'd¢'.
It follows that the rate of collisions leading to particles having velocity v
is given by:
( 8f(r,
Btv, t)) 9
= II, I (
v 12 f r, v ,1, t )f (r, v ,2, t )u'( v1- v )dv ,1dv,2b,db,d¢ ,
(13)
Notice that the azimuthal angle ¢' defines (together with(}') the direction
of n with respect to the axis defined by v' 21· We now wish to transform the
integration over v' 1, v' 2, b' and ¢' to an integration over unprimed (postcol-
lisional) variables so that the integration over v1 (i.e. the delta-function)
can be trivially executed. To this end, since v1 + v2 = v' 1 + v' 2 by mo-
mentum conservation, we have: dv'1dv'2 = av cMdv'21, where V eM =
~(v'1+v'2) = ~(v1+v2) isthecenterofmassvelocity. Note that (implicitly
assuming 0 :::; (} :::; 1r /2, 0 :::; (}' :::; 1r /2): b' db' d¢' = 4a 2 sin(}' cos(}' d(}' d¢' =
H(-v'21 · n)4a 2 cos(}'d0n, where dOn denotes the spherical angle corre-
sponding to n and the Heaviside function, H, denotes the restriction on the
angle between v' 21 an<Vn. Also: cos(}' = -~~~zJ Hence: /v' 21 lb'db'd¢' =
-4a 2v'21 . nH( -v'21 . n)dOn. Hence: -4a 2v'21 . fldOn = 4 ~ 2 V21 . fldOn,
whence: lv'21lb'db'd¢' = 4 ~ 2 (v21 · n)H(v21 · n)d0ndv'21· The restriction on
the directions of v 121 has now been transformed to one on the directions
of v21· Since v 1 21 = v21- 1!e(v21· · ft)ft, the Jacobian I~:;;11 1, for fixed ft,
equals ~· All in all: lv:nlb1db1d¢ 1dv21 = e\-lv21lbdbd¢dv21· Consequently,
substitution of the RHS of the latter equality into Eq. (13) yields:
at
( af(r;vt,t) g = e2
1 /1 vl2 If (r, v 1, t f
I ) (
r, v I 2, t ) dv2bdbd¢ (14)
It follows that the RHS of the Boltzmann equation reads:
B(f, f; e)(vl) = j lvd( : 2 f(r, V 1,

1 t)j(r, V 12, t)- f(r, v1, t)f(r, v2, t))dv2bdbd¢
(15)
where B(f, f; e)(v) or B(f, !), in short, is the 'nonlinear Boltzmann colli-
sion operator'. A straightforward transformation yields an alternative (and
useful) representation of B(f, f):
where d is the diameter of a particle.
4.2. TWO DIMENSIONAL KINETICS AND NORMAL STRESS

DIFFERENCES
The form of the two-dimensional Boltzmann equation is similar to that

obtained in the previous subsection. The nonlinear Boltzmann operator in
this case is as in Eq. (16) with d2 replaced by the two dimensional cross
section ar = 2d. Next, we specialize to the steady sheared state. The Boltz-
mann equation in this case reads: VI · V f (VI) = B (f, f, e). Define here the
granular temperature, T = ~(v 2 ) and f3 = 2~, where () denotes averaging
with respect to f. Let n denote the (homogeneous) number density. Define
the dimensionless velocity and position vectors by v v7Jv and r = = z,
- is the mean free path. Let f = nf3f define the
respectively, where£= -ncrT
1
dimensionless single particle distribution function f (e.g. the Maxwellian

distribution, fo, is given by: fo = ~e-v 2 ). It follows that the Boltzmann
equation can be rewritten as follows: (iii+ V) · V f(iii) = B(j, f, e), where
V is a gradient with respect to the dimensionless coordinates, V (r) is the
dimensionless macroscopic velocity and B is the rescaled Boltzmann opera-
tor. In the simply sheared flow considered here: V = ')tyx, where i = Vf3P"f8
("/ 8 denotes the physical shear rate in this subsection). In this case (and as-
suming th~ density and temperature to be homog~neous2 the distribution

function f is a function of ii alone, i.e. of v - V(r); f depends on the
spatial variables only through its dependence on V(r). Since, for the above
simple shear flow, V · '\7 j vanishes, and the Boltzmann equation reduces to
(here and below the tilde signs are omitted and all quantities are assumed
dimensionless unless otherwise specified): -')'U 1y_fl_aa
U!x
= B(f, j, e), where
u1x and u1y are the cartesian components of u1.
As mentioned in the Introduction, when l' scales as ../E, the distribu-
tion function in the limit E -t 0 (implying l' -t 0 in the steady state) is
Maxwellian: fo(u) = ~e-u 2 • Next, let E be 'small enough' so that f- fo
can be considered as a small perturbation. Define: f(u) = fo(u)(1 + (u)),
where and l' are represented by power series in .jE:
(17)
(18)
Notice that the definition of the dimensionless variables and Eq. (18) imply
the following (dimensional) relation:
(19)
The fact that T ex 1!2 ')'; follows from dimensional considerations. If /'1 -=/= 0
(as shown below) one recovers the 'standard' formula forT (to leading order
3
in .jE). We have calculated [16] f to 0(E2). The details of the calculation
are too lengthy to reproduce here. We therefore turn directly to the results.
First, it turns out that the solubility condition at 0( d) yields: /'2 = 0.
The solubility condition at O(E) yields: l'l ~ 0.8771. Thus, we obtain that
T = £421; + 0(E0 ). The corresponding results of Jenkins and Richman (cf.
'Yt€
section 3.4 in [6]), in the dilute limit), read, in our notation: l'l = 'f and
/'2 = 0. The agreement is therefore very close (an explanation is presented
below).
The stress tensor r is given by: Tij = n(uiuj) = J duuiujf· Using the
terms , as calculated in the framework of the above perturbation theory,
one obtains, to second order in .jE (in the above dimensionless units): Txx =
1 -
2+ETxx+ O( f 2) ,Txy-Tyx-yETxy+
_ _ rr- O( f2§.) and Tyy-2+ETyy+
_ 1 - O( f2),
where: Txx ~ 0.2612, Tyy ~ -0.2612 and Txy ~ -0.3572. It follows that the
normal stress ratio is a 'universal' function of E alone (to the calculated
order in perturbation theory):
Txx 1 + 0.5224£
-~ (20)
Tyy 1 - 0.5224£
Notice that the anisotropy of the diagonal terms ofT (i.e. the normal stress
differences) appears only in the second (Burnett) order of the expansion,
i.e. at O(E), which is also 0(/2). Hence, a Navier-Stokes level of description
(in which f is expanded around fo to linear order in the gradients) cannot
capture the normal stress difference. Numerical simulations performed by
Walton and Braun [23] for e = 0.8, yield a normal stress ratio of I= Tyy
;:::::;
1.484 while the value predicted by our theory is: liD.m.
Tyy
;:::::; 1.463. The Jenkins-
Richman prediction for this quantity is 1.439. Evidently the agreement
is good. Nevertheless Eq. (20) is misleading since one may erroneously
conclude that the normal stress difference vanishes in the elastic limit. As
a matter of fact, the well known Burnett result yields the following general
expression for the normal stress ratio in an elastic sheared (two dimensional,
in this case) system:
'Y2 £2
Txx 1 + 0.679(ui)
-;:::::; 2£2 (21)
Tyy 1- 0.679(~2)
Since the above formula pertains to elastic systems, we can regard the nu-
merator and denominator as zeroth order terms in E (and correct up to
second order in the shear rate). In a granular sheared steady state the frac-
tion J~;~ equals a numerical factor times E, hence Eq. (21) begets Eq. (20),
the error being 0 (E2 ). Thus elastic systems possess normal stress differences
2 y2£2
as well. It is only due to the fact that ex € in steady states of
sheared granular systems that the normal stress difference looks as if it is
a property of granular systems alone. The ratio J~&~ is of the order of
w- 21 for air at STP conditions and 'Y = 1 sec- 1 and thus obviously unob-
servable. The fact which renders this effect observable in granular systems
is the special relation between the temperature and shear rate. It is also
important to stress that the temperature in a molecular system is deter-
mined to a large extent by the (thermal) boundary conditions. Since there
is no 'external heat bath' coupled to a granular system, its temperature is
determined by its internal dynamics (and collisions with boundaries) alone.
Moreover, unlike in molecular systems, the only 'input parameter' having
dimensions oftime in sheared granular systems is ry-\ consequently it only
serves as a 'clock'. This also explains why the temperature must be propor-
tional (by dimensional considerations) to the square of the (only) relevant
length scale, £, and to the square of the only time scale, ry- 1 .
The stress tensor evaluated here to O(E) can be compared to the results
of Jenkins and Richman [6]. The comparison is readily performed by com-
puting the dilute limit of the (nondimensionalized) stress tensor derived
by Jenkins and Richman (cf. Eq. (73) in [6]), to order O(E). Their result,
translated to our notation, is: ixx = -iyy = i
and ixy = - 2 ~. These
values are very close to the corresponding ones calculated in the present
study. The agreement is not surprising since the analysis of Jenkins and
Richman is based on a balance equation for the (full) second moment of
the fluctuating velocity. We thus expect the predictions of this model to be
close to the exact results for up to second moments of f. The above results
also justify the notion of 'anisotropic granular temperature'. The tensorial
temperature is essentially the matrix of correlations of fluctuating veloci-
ties: . The latter matrix is nondiagonal and its diagonal entries
are different from each other (normal stress difference) in accordance with
the above notion.
4.3. THREE DIMENSIONAL KINETICS
The results reported in this subsection are based on Ref. [17]. The hydro-
dynamic variables considered below are [10-14] : the number density field,
n(r, t), the macroscopic velocity field, V(r,t), and the granular temperature
field, 8(r, t). These quantities are given by:
n(r, t) =I dv f(v, r, t), (22)
V(r, t) =~I dvv f(v, r, t), (23)
and, the granular temperature, 8:
1
8(r, t) =_ :;; I dv(v- V) 2 f(v, r, t). (24)
respectively; also ~ denotes n(~,t). Here and below, the mass, m, of a parti-
cle, is normalized to unity. The granular temperature defined above does not
i
include the factor often used in the literature, The equations of motion
for the above defined macroscopic field variables can be formally derived
by multiplying the Boltzmann equation by 1, VI and vr
respectively, and
integrating over v 1 . A standard procedure (which employs the symmetry
properties of the collision integral on the RHS of the Boltzmann equation)
yields equations of motion for the hydrodynamic fields [3, 4, 6-8]:
Dn 8Vi
-+n-=0 (25)
Dt ori '
DVi 8Pi·
n--+--.7 =0 (26)
Dt 8r1 '
ne av; oQj
n- + 2-;:;---Pij
urj
+ 2-;::;-- = -nr,
urj
(27)
Dt
where u = v - V is the fluctuating velocity, Pij = n(uiuj) is the stress

tensor, Qj = ~n(u 2 uj) is the heat flux vector, () is an average with respect
to f' f?t = gt + v . '\1 is the material derivative and r' which accounts for
the energy loss in the (inelastic) collisions, is given by:
r = J dv1dv2v 12 f(v1)f(v2). Notice that eqs. (25-27) are exact
1r(l e 2 )d 2
~n
3
consequences of the Boltzmann equation. The microscopic details of the in-

teractions affect the values of the averages (UiUj), (u 2 ui) and r. A standard
method for obtaining these quantities for molecular gases is the Chapman-
Enskog expansion [11, 12, 14]. It involves a perturbative solution of the
Boltzmann equation in powers of the spatial gradients of the hydrodynamic
fields; the zeroth order solution yields the Euler equations, the first order
gives rise to the Navier-Stokes equations, the second order begets the Bur-
nett equations etc. The Chapman-Enskog method is tailored for systems
that have a stationary homogeneous (equilibrium) solution; the latter serves
as a zeroth order solution of the expansion. Since granular systems do not
possess such equilibrium-like solutions, the Chapman-Enskog technique is
not directly applicable to such systems. As explained in the Introduction,
this problem is resolved by employing E and the Knudsen number, K, as
f
the expansion parameters. The latter is defined as K = where f is the
mean free path given by f = 1r;d2 and L is a macroscopic length scale i.e.
the length scale which is resolved by hydrodynamics, not necessarily the
system size.
First, we perform a rescaling of the Boltzmann equation, as follows:
=
spatial gradients are rescaled as '\1 tV, the rescaled fluctuating velocity is
fi. =a ( v- V) and f = 3
n ( 2~) 2 j (fi.). In terms of the rescaled quantities,
the Boltzmann equation assumes the form:
2-_ (
7r lk-ut 2 >0
du2dk:(k: · u12) ( 12 !(u~)i(u~)- j(u1)j(u2))
e
= "B(j, ], e),
a(
(28)
where: f> = K L gt + v · V).
Notice that f> is not a material deriva-
tive since the velocity v is not the hydrodynamic velocity but rather the
particle's velocity. As mentioned, the double limit E -+ 0 and K -+ 0 (with
homogeneous and constant n and 8) corresponds to an equilibrium so-
lution. Hence, for K « 1 and E « 1, j can be expressed as follows:
J(u) = fo(u)(1 + <P) where j 0 (u) = -%-e-u2 and <P is considered to be
7r"2
a 'small' perturbation. Employing the above form of j and making use of
u2 = 3(v:;eV) 2 it follows that Eq. (28) can be transformed to:
An example of the action of the operator f> is:
_
- 1ogn-
D K(-ualogn
· - - - {£8Vi)
ari
~
--
28 ar:i
(30)
Next we expand in both small parameters, E and K: = <l>K + <l>e +
<l>KK + <l>Ke + ... where here, and below, subscripts indicate the order of
the corresponding terms in the small parameters, e.g. K = O(K). It is
perhaps worthwhile mentioning that the O(K En), for all n :2:: 0, corrections
to the single particle distribution function are named the Navier-Stokes
or Chapman-Enskog order whereas the O(K 2 En) corrections are Burnett
terms. In parallel to the expansion of in the small parameters, the opera-
tion off> on any function of the field variables, '1/J, can be formally expanded
as the following sum: D'I/J = DK'l/J + De'I/J + f>KK'l/J + f>Ke'l/J + Dee'I/J + ... ,
where e.g. f>Ke'l/J is the O(KE) term in the expansion of D'lj; in powers of
K and E. Since this expansion is well defined we shall refer to the symbols
f> K, De etc. as operators in their own right.
4.3.1. Solution at O(K)

Upon substituting e = 1 (or E = 0) in the RHS of Eq. (29) and retaining
only O(K) terms, one obtains:
(31)
where Lis the (standard) rescaled linearized Boltzmann operator [11-14]

for elastically colliding particles:
L() =___;_ Jk~.

7r"2 fi12>D
dkdii2(k · ih2)e-u~((ii~) + (ii~)- (ii2)- (ii1)),
(32}
The operation off> K on the hydrodynamic fields can be evaluated by using
the relation Pij = jn88ij, which is correct to zeroth order inK and E, and
the fact that the heat flux, Qi, is O(K) to lowest order in K (hence its
spatial derivatives are of higher order in K). For instance:
-
DKlogn = K (-
Ualogn
i----- ~8Vi)
--- , (33)
ari 28 ari
It follows that:
(34)
where the overline denotes a symmetrized traceless tensor i.e. Aij =

~(Aij+
Aji)- !-Akkc5ij· Notice that Eq. (34) is identical to that obtained in the clas-
sical Chapman-Enskog expansion (of elastic systems) to first order in spa-
tial gradients. The isotropy of the operator L (12, 14] implies that Eq. (34)
admits a solution of the form:
where 1> v (ft.) and 1> c (ft.) are functions of the (rescaled) speed ft.. It is common
(11-14] to expand these functions in (truncated) series of Sonine polynomi-
als. In order to obtain more accurate results we have solved for 1>v and 1>c
numerically.
Since the local equilibrium distribution function, fo, is defined in such
a way that the hydrodynamic fields are given by its appropriate moments,
the contribution of the correction <I? to these moments should vanish, i.e.
<I? should be orthogonal (with respect to the weight function, fo) to the in-
variants of the {linearized} Boltzmann operator (the eigenfunctions which
correspond to zero eigenvalues): 1, ii and ft. 2 , whose respective averages are
the density, the velocity and the temperature field. This orthogonality prop-
erty should hold to all orders in perturbation theory (11-14]; it is also the
reason the (generalized) Chapman-Enskog expansion can be systematically
carried out to all orders [17]. Since the solution of equations of the type of
Eq. (34) is determined up to the addition of an arbitrary combination of
1, ii and ft. 2 , it is the above orthogonality property that determines the re-
quired coefficients of these invariants. The orthogonality of the function <I? K
to ii leads to the condition: J~ dft.ft. 4 e-u 2 1>c(ft.)(ft. 2 -5/2) = 0. The other or-
thogonality conditions are identically satisfied by the RHS of Eq. (35). The
determination of 1>v does not require the application of the orthogonality
conditions.
The contribution of <I? K to the stress tensor reads:
(36)
where Mv is given by: Mv = J000 dxx 6 1>v(x)e-x 2 ;:::, -1.3224. Notice that in
Eq. (36) some variables are dimensionless and some are not; the integration
is performed after 71, is expressed in terms of v.. A similar remark holds for
all calculations below. Hence, one obtains:
(37)
where flo ~ 0.3249. The subscript 0 denotes the fact that this coefficient is
correct to zeroth order in E. Similarly, the contribution of K to the heat
flux is:
(38)
where K:o ~ 0.4101. The calculated values of the transport coefficients (to
zeroth order in E) are in very close agreement with those calculated before
for hard (smooth, elastic) spheres [11-14], as they should. Space limitations
do not allow the presentation of the calculation of the O(E), O(K 2 ) and
0(EK 2 ) contributions [17].
The constitutive relations, obtained by adding all contributions up to
the Burnett order, are presented below. To second order in K, and linear
order in E, the heat-flux assumes the form:
av; 8(n8) e- n2e a2v;

+e-3t-n2 - - - + 4nt- ---+ e-snt-n2 -
av; ae
- (39)
8ri 8rj 8ri8rj ari arj'
where K; ~ 0.4101 + 0.1072E + 0(E 2 ), ~ ~ 0.2110E + 0(E 2 ) and the values of
the ei's are [11, 12]: fjl ~ 1.2291, §2 ~ -0.6146, (j3 ~ -0.3262, (j4 ~ 0.2552,
B5 ~ 2.6555. Notice that the heat-flux includes a term which is proportional
to the density gradient. This term, which is mentioned in the Introduction,
is also proportional to E and it thus a consequence of inelasticity.
The stress-tensor, to second order in K and linear order in E, reads:
1 811,-
p ZJ = -n86- ar. +
- 2iin£VG-2
3 ZJ !-"
J
where j1, ;::j 0.3249+0.0576t:+O(t: 2). The values of the wi's are [11, 12): w1 ;::j
1.2845, w2 ;::j 0.6422, w3 ;::j 0.2552, w4 ;::j 0.0719, w5 ;::j 0.0231 1 w5 ;::j 2.3510.
The inelastic dissipation term, r, to second order inK and up to second
order in E, reads:
(41)
where 8 ;::j aE- 0.0112t:2' ih ;::j 0.1338, P2 ;::j 0.2444, P3 ;::j -0.0834 and
{5 4 ;::j 0.0692. Notice that r is proportional to ~ to (nonvanishing) leading
order in K and E (i.e. K 0 and t: 1 ). The next nonvanishing contribution
to r is of second order in the Knudsen number and it is proportional to
£. This property, which is specific to inelastic systems, indicates that (un-
like in elastic systems) one cannot deduce the Knudsen order of a term in
the hydrodynamic equations by counting the power of £ in its prefactor;
instead one must consider the appropriate order in the expansion of f or
count spatial derivatives as explained below. As mentioned above, the time
derivatives of the mass and momentum fields are respectively divergences
of corresponding fluxes. The equation of motion satisfied by the energy (or
temperature) field includes a term r which is not a divergence of a flux.
As a result, a term in the equations of motion which contains n spatial
derivatives is of O(Kn-l) unless this term belongs tor, in which case it is
O(Kn) (the order in E notwithstanding).
The normal stress difference (normalized by the pressure P = kn8),
under steady state conditions, is obtained by using the above components of
the stress tensor. The results fore= 0.8 and e = 0.6 are ;::j 0.45 and ;::j 0.88
respectively. These values compare very well with numerical (MD) results
[24): ;::j 0.42 and ;::j 0.86 respectively (for a volume fraction v = 0.025). One
may consider the normal stress differences as a measurable manifestation
of the Burnett terms in sheared granular flows [15). As explained before,
our results also imply the 'anisotropy of the granular temperature'.
4.3.2. Comparison to previous theories

The qualitative differences between the theories developed in Refs. [3, 4)
and our theory are not due to the differences in the respective approaches
since both methods allow for general E dependence and corrections to the
Maxwellian distribution function. A careful examination of the analyses
performed by Lun et. al. [3) and Jenkins & Richman [4), which are prac-
tically equivalent to each other, reveals the reason for the discrepancies,
mentioned in the Introduction: these theories do not take into account the
quasi-microscopic time scale for the decay of the granular temperature, ~,

where T is the mean free time. Since the transport coefficients attain their
respective asymptotic values on a time scale of order T ( cf. e.g. Eqs. (52,53)
in Ref. [4]), the neglect of the above time scale for the temperature gives
rise to differences at O(E) between our results and previous ones. Below we
perform an analysis which is similar to that presented in Ref. [4] while tak-
ing into account the fast time dependence of the granular temperature. The
result is transport coefficients which are in agreement with those derived by
the present (generalized) Chapman-Enskog expansion. Some minor (quan-
titative) differences between our results and those obtained by employing
Grad's method are due to the fact that the standard application of the lat-
ter method does not include the isotropic correction t and the functions 
(of the speed) are represented by effective constants (since Grad's method
is basically a fit to f).
Grad's method involves an expansion of the single particle distribution
function around a local Maxwellian distribution. The (multiplicative) cor-
rection to the Maxwellian is usually assumed to be of the form of a series
of (orthogonal) polynomials in the fluctuating velocity (components), each
of which has a time dependent prefactor (also known as a 'moment' for
obvious reasons) which is calculated as part of the Grad method. Let mf3
(where f3 usually represents a tensorial index) denote a typical 'moment'.
This quantity can be shown to satisfy an equation of motion of the form [11]:
8 '7:tfJ + ~m,a + A,a = 0, where rexJe is proportional to the (microscopic)
mean free time between collisions. The term A,a represents "slow" variables
(which are assumed to vary on hydrodynamic time scales). Upon formally
solving this equation and noting that T is by itself a time dependent entity
(e.g. through its dependence on 8) one obtains the following (asymptotic)
expansion for m,a, as t > > r: m(3 = -T A,a + T gt (T A,a) + ... , i.e. the value
of m,a(t) depends on the value of A,a(t) and its time derivatives. In the
case of fluids whose constituents collide elastically, the first term on the
RHS of the latter equation yields the Navier-Stokes constitutive relations
and the second term begets the Burnett correction (the reason is that the
action of a time derivative on a hydrodynamic field equals the divergence
of an expression, thereby producing a term which is one order higher in the
gradients). This is not the case for granular fluids since the time derivative
of the temperature field, e, includes a (dissipation) term which, to lead-
ing order in K, contains no spatial derivatives and is proportional to E. It
follows that each of the higher orders in the expression for m,a contributes
terms which are O(K), i.e. of Navier-Stokes order, though of increasingly
higher orders in E. In addition, if A,a is chosen to be the temperature field,
it contributes in a similar manner to the Navier-Stokes order. The signifi-
cance of the above observation can perhaps be better appreciated by noting
that ~ is a quasi-microscopic time scale characterizing rate of decay of the

temperature; this time scale must be taken into account, as demonstrated
below. To reiterate, the second term in the expansion of mf3 contributes
corrections to the Navier-Stokes constitutive relations which are 0(~:), and
the next order terms (which are not explicitly presented above) contribute
further corrections to the Navier-Stokes order (i.e. linear in the gradients)
which are 0(~: 2 ) and higher. Therefore, unlike in the elastic case, every term
in the asymptotic series for mf3 contributes to the Navier-Stokes order.
Below we make use of the above observations in order to obtain consti-
tutive relations for granular flows by using Grad's method of moments. To
this end we use the results in [3, 4]. We only consider a restricted version of
their results since the present article is concerned with near elastic collisions
and the Boltzmann level of description of the dynamics: (i) Only the terms
which are of zeroth order in the number density are considered. (ii) The
functions 8i('l/J) are neglected (cf. Eq. (23) in [4]). (iii) Only contributions
up to first order in E are taken into account. (iv) Only the Navier-Stokes
level of description (i.e. terms which are first order in spatial gradients) is
considered. Following Ref. [4] the stress tensor is determined by the mo-
ments aij. Under the above stated restrictions the equation satisfied by aij
is [4]: ~ + }:1 aij + 2TDij = 0, where 71 = 16 v'1T~d 2 v'T is proportional to
the mean free time (d is the diameter of the spheres) and Dij is the sym-
metrized, traceless, strain-rate tensor. Notice that the granular tempera-
ture denoted by T in Ref. [4] is related to 8 by 8 = 3T. It is standardly
argued in applications of Grad's method (cf. [4]) that it takes only few
collisions per particle for aij to saturate to the value (to first order in ~:):
f
aij = -2r1TDij = - 5 (1 + 0(~: 2 ))fvTDij· This approach is equivalent
to truncating the expansion of mf3 at the first term. However, as we have
shown in the above, one has to take the second term into account as well
in order to obtain the Navier-Stokes constitutive relations, correct to first
order in E. One therefore obtains: aij = -271TDij + 71gt(271TDij)· Using
the definition of 71 in the above and the 0(~:) equation for the decay rate
of the granular temperature (cf. [4]): ~~ = - 3 ~zT~, one obtains, at the
Navier-Stokes order: aij =- 5 f (1 + 5
24 E + 0(~: 2 )) .ev'Tbij, which implies
that the deviatoric stress tensor assumes the form Pij = -2J.LDij, where
1
J.L is the viscosity: J.L = 5 ~ ( 1 + 4 E + 0( ~: 2 )) n.ev'T. A similar derivation
can be used to obtain the heat flux. The corresponding result derived by
the above generalized CE method is (following a translation of variables):
J.LcE ~ J3(0.3249 + 0.0576~: + 0(~: 2 ))n.ev'T. It is easy to check that this re-
sult is in good agreement with the formula derived using the 'correct' Grad
method. The other transport coefficients, derived by this Grad method,
also agr_ee with the corresponding CE result. The minor remaining quanti-
tative differences are mostly due to the fact that the standard application
of Grad's method does not include isotropic corrections to the Maxwellian
distribution (which automatically arise in the CE approach; these correc-
tions can be included in the Grad expansion). In addition, our calculations
include accurate determinations of the corrections to the Maxwellian distri-
bution by (numerically) solving the appropriate integral equations (rather
than using effective constants).
5. Clustering and Collapse

5.1. COLLAPSE
The phenomenon of collapse is peculiar to inelastically colliding systems

of particles. It has been discovered as a relevant mechanism by McNamara
and Young [25, 26] and it has been (numerically) shown to exist in one
and two dimensions [27] (and argued [27] to exist in three dimensions as
well). The phenomenon itself involves an infinite number of collisions in
a finite time, the result of which is a vanishing relative velocity of the
colliding particles. While this effect may sound surprising at first - it is easy
to understand its origin by considering the following high-school example.
Consider a ball bouncing off a floor. Assume that when the ball hits the
floor with vertical velocity v it bounces off with vertical velocity ev, e
being the coefficient of restitution. An elementary calculation reveals that
the sequence of times T n, between consecutive maximal heights of the ball,
is given by: Tn = (1 + e)~en, where ho is the initial height from which
the ball is dropped and g is the gravitational acceleration. The sum of Tn is
finite: 2:go Tn = re' hence the ball is 'expected' to experience an infinite
number of collisions, which lasts only for a finite time, until it relaxes on the
floor. Physical balls do not really experience an infinite number of collisions
but when e is not too small the estimate for the total bouncing time is very
good.
In the many body problem of grains a particle collides with other par-
ticles and in some situations (which are described in the above cited lit-
erature) it may reach a state of relative vanishing velocity between itself
and the particle next to it (it seems that the effect is basically of one di-
mensional nature, in two dimensions one observes [27] a quasilinear string
of particles in which the dynamics resembles that in the one dimensional
collapse; it is unclear whether a genuine two or three dimensional collapse
mechanism exists).
The collapse mechanism is the source of a serious difficulty in numeri-
cal (MD) simulations since a very large (ideally infinite) number of events
occurs in a finite time thus rendering the computer preoccupied with a re-
gion of space in which practically nothing changes with time and in which
relative velocities are so small as to create a resolution problem. In many
numerical studies the collapse is artificially stopped by redefining the coef-
ficient of restitution to be unity when the relative velocity is small enough.
In addition, it is hard to incorporate the collapse mechanism in kinetic or
hydrodynamic models.
5.2. CLUSTERING
The collapse phenomenon is not a hydrodynamic effect since it occurs en-

tirely due to a spatially localized sequence of collisions which is practically
decoupled from the hydrodynamic modes. In contrast, the clustering effect
[28, 29], which is explained in some detail below, has its roots in hydrody-
namic mechanisms; in particular, unlike the collapse phenomenon, it can be
shown to follow from a hydrodynamic (or continuum) theory. The essence of
the clustering mechanism is 'collisional cooling', namely the increased rate
of collisions in dense domains with respect to dilute domains which, due
to the inelasticity .of the collisions, leads to a decrease in the temperature
and pressure in the dense domains. As a result mass moves from dilute and
into dense regions rendering them even denser. Once commenced, a density
fluctuation leads to the formation of a cluster (or clusters), provided the
(other hydrodynamic) mechanisms that may disperse the agglomeration
of particles are slower than the clustering process. Notice that the den-
sity dependent rate of collisional cooling is included in the hydrodynamic
equations (as a sink term in the energy equation).
Recall the equation of motion satisfied by the temperature, in the ab-
.
sence of nonlinear and diffusive effects ('small fluctuations'): T = - l:T
3
T2.
Consider a velocity fluctuation (in wavenumber space), vk. When it is
'small' (i.e. nonlinear terms can be neglected) and transverse (i.e. a shear
mode) it satisfies: vk = -p,k 2vk, where p, is the kinematic velocity. As ex-
plained above p, ex f..VT. It is easy to see that the accumulated number of
collisions (starting at a given 'initial' time) per particle per unit time, c,
1
satisfies the following equation: c = TR."l. • Since the accumulated number of
collisions is an increasing function of time one can use it as a measure of
time. It follows that: ~~ = -ET and ?c = -f.. 2 k 2 vk. In this representa-
tion the temperature decay rate (a 'local effect' since wavenumbers are not
involved) is characterized by a 'time scale' ~ whereas the velocity decay
rate (a 'global' effect) is characterized by a 'time scale' ~.A 2 • Upon equat-
ing these two 'rates' one obtains (from the equality f.= f.. 2 k2 ) the following
length scale:
f..
Lo=- (42)
.Jf.
This derivation demonstrates the existence of a novel length scale, at which

a 'global dynamical rate' competes with a 'local dynamical rate' but it does
not say much about the significance of this scale. To this end, recall that
the momentum density is a hydrodynamic mode and, as such, a fluctua-
tion of the momentum field, which is characterized by, say, a wavenumber
k, decays slower the smaller the value of k. On the other hand the decay
rate of the temperature does not depend on k (to leading order in the gra-
dients). Therefore one may assume that a momentum (or velocity) field
fluctuation (of small enough k) is almost stationary with respect to the
temperature field. This means that in solving the equation of motion satis-
fied by the temperature, the shear rate can be assumed be be constant (for
R_2 2
small enough k). The result is that the temperature equals ~ for such
a fluctuation even though 1 is weakly time dependent. Recalling that the
mean free path is proportional to k,where n is the number density, it fol-
lows that the temperature induced by a velocity fluctuation is proportional
to ;b-. Hence the pressure (which is proportional to nT) is proportional
to k, i.e. the pressure is lower the higher the density. The result is that
mass flows into regions of high density. It is easy to check that the largest
wavenumber for which diffusive processes (dispersing mass agglomerations)
can be neglected with respect to the energy sink terms (and the heating
rate term) is given by kf = E. Now since mass rearrangement is faster the
shorter the distance mass is required to move, the dominant instability is
expected to occur on the smallest scale on which it can proceed, i.e. the
largest wavenumber. Hence the typical scale for the clustering instability if
k = z,as obtained above. When the system is smaller than L 0 , clustering
cannot occur (but other instabilities can). This is one of the reasons that
upscaling of results obtained in the laboratory or computer simulations is
not trivial.
5.2.1. Clusters in other systems

The mechanism described in the previous subsection can be shown to be
relevant in forced systems such as shear flows [30] or vibrated beds [31]. In
the sheared case (unlike in the unforced case) the value of the density of
the clusters saturates after a finite time due to the continual replenishment
of energy (heat) by the shear field. Clearly, the spontaneous creation of
domains of higher density-i.e. the clustering of particles-is possible only
if the rate of lowering of the temperature by the inelasticity iri these regions
is fast enough to prevent the build-up of a high pressure, if the diffusion
of particles out of these regions is slower their influx, and when the rate
of heating by the shear is comparable to the rate of energy loss by the
collisions. These conditions determine the characteristic length scale for
the intercluster distances as well as the cluster sizes. It can be shown that
the scale derived in the above for the intercluster distances holds here as
well. It is interesting to note hat the same mechanism is responsible for the
emergence of plugs (which are extended clusters).
5.2.2. Clusterlnteractions
As mentioned in the above clusters may interact with each other resulting
in important dynamical consequences [30]. An interesting example occurs
in the case of simply sheared granular systems.
It is known [32-34] that the equations that describe the dynamics of

rapid granular flows are linearly stable in the case of simple shear; the
leading linear eigenmodes decay at asymptotically long times - however,
they exhibit transient growth. It has been found [30, 33, 34] that the the
leading short time instability corresponds to a wavevector whose direction
is at 45° with respect to the streamwise direction. Such a wavevector cor-
responds to structures which lie at 135 degrees to the streamwise direction
in contrast with numerical findings which show dense strips interspersed
among dilute strips all of which are oriented at 45 degrees with respect to
the streamwise direction. The linear stability analyses are correct in spite
of what seems to be a disagreement with the numerical results. The resolu-
tion of this problem [30] is that a nonlinear mechanism which amplifies the
next to the leading eigenmodes (corresponding to structures in the 'cor-
rect' direction) also deamplifies the leading eigenmodes thus giving rise to
oblique strips of alternating density. When the typical clustering scale of
the system is of the order of the system size the strips are practically devoid
of additional structure. However, when the system size is far larger then
then the clustering scale - an additional microstructure is created. Dur-
ing the transient stage of development (in which the layers have already
been formed) the clustering instability gives rise, inside the dense strips,
to elongated clusters of (approximately) ellipsoidal shape whose large axes
point approximately in a direction which is at 45 degrees with respect to
the streamwise direction. These clusters are by no means static structures,
since they are being continually convected, stretched and rotated by the
flow. As the clusters are rotated (almost as rigid bodies) by the mean flow
they collide with each other. The process of collision leads to a partial de-
struction of the clusters and the particles that have formed these clusters
become part of a relatively dense gas. At this stage, an instability (the clus-
tering mechanism) gives rise to new clusters that are created in the shape
and direction of the original clusters. This mechanism is responsible for the
appearance of this pattern as a static structure, in spite of the rotational
nature of the flow.
6. Conclusion
Several topics have been discussed: the lack of scale separation in granu-
lar materials, an ensemble free formulation of the continuum equations of
motion, a kinetic approach to rapid granular flows, and the collapse and
clustering instabilities. In addition, metastability and multistability have
been mentioned. The common thread connecting all of these topics is the
dissipative nature of the interactions and the related lack of scale separa-
tion. Below we wish to point out a few additional links among these topics.
Metastability and Multistability: the reason a static pile is in a
metastable state has been explained above. For the same reason the pile
is also 'multistable' in the sense that by creating it in different ways one
can obtain different microstructures. Each static pile is 'frozen' in its state
and unless (a large enough) external force is applied, it will not change its
configuration (or fabric). It seems that the situation should be different in
rapid granular flows but it truly isn't. In our MD studies of sheared systems
we have observed a variety of (multistable) states ([30] and refs. therein)
that differ from each other only in their respective histories. Consider e.g.
an initial condition in which the granular temperature is much higher than
the 'expected' value 8 88 • In this case the shearing is of minor effect and
clustering will start off as in an unforced system. The result is a collection
of clusters which are randomly distributed. If the initial state is of very low
temperature, the 'energy pumping' creates an elevated pressure near the
boundaries pushing mass towards the center of the flow domain; the result
is a plug (composed of many clusters) near the center of the system. A
similar effect occurs when the shear rate is changed as a function of time.
This hysteretic behavior is dominated by clustering but the end result is
very different for different initial conditions and different histories.
Scales: The lack of scale separation is common to both static and flow-
ing granular matter (stress chains, arches; clusters,plugs). A reliable theory
of the statics of granular materials must therefore account (among other
things) for the microstructures. This may require the introduction of ad-
ditional macroscopic fields (in parallel e.g. to the 'director field' in liquid
crystals). We have encountered a similar situation in a poor man's exam-
ple: the one dimensional dynamics of a set of inelastically colliding point
particles [35]. It turns out that this system can be described by hydrody-
namic equations if one employs an extended set of macrofields (beyond the
density, momentum and energy density fields, all of which are moments of
the single particle distribution function). Incidentally, the resulting equa-
tions are mathematically 'ill-posed'. Unlike in usual practice in which such
equations are discarded, here the ill posedness is 'physical': it corresponds
to the collapse instability! Similar situations in rarefied gases are treated by
generalized thermodynamic methods and resummed CE expansions. In ad-

dition, when a system has a 'long memory' or 'lack of scale separation' the
equations of motion may be 'non-Markovian' i.e. include memory kernels
(following e.g. the projection operator theory). In many cases the non-
Markovian equations can be replaced by Markovian ones in a larger set of
variables (fields).
Many properties of granular materials have not been covered here. In
particular nothing has been said about polydisperse systems, mixing, segre-
gation and the like; non-spherical particles and tangential restitution have
not been discussed. The derivation of boundary conditions [36] has not been
covered. These and many more exciting topics in the field of granular ma-
terials will undoubtedly continue to attract the much deserved attention of
the scientific community.
Acknowledgment. Partial support from the U.S.-Israel Binational Sci-
ence Foundation, the National Science Foundation and the U.S. Depart-
ment of Energy is gratefully acknowledged.
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General Flow Field", J. Fluid Mech., 140, 223-256 (1984).
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of Identical, Rough, Inelastic, Circular Disks", Phys. Fluids, 28, 3485-3494 (1985).
6. J.T. Jenkins and M.W. Richman, "Plane Simple Shear of Smooth Inelastic Circular
Disks: the Anisotropy of the Second Moment in the Dilute and Dense Limit", J. Fluid.
Mech., 192, 313-328 (1988).
7. E.J. Boyle M. Massoudi, "A Theory for Granular Materials Exhibiting Normal Stress
Effects Based on Enskog's Dense Gas Theory", Int. J. Engng. Sci., 28(12), 1261-1275
(1990).
8. C.K.K. Lun, "Kinetic Theory for Granular Flow of Dense, Slightly Inelastic, Slightly
Rough Spheres", J. Fluid Mech., 223, 539-559 (1991).
9. A. Goldshtein and M. Shapiro, "Mechanics of Collisional Motion of Granular Mate-
rials, Part I: General Hydrodynamic Equations", J. Fluid Mech., 282, 75-114 (1995).
10. H. Grad, "On the Kinetic Theory of Rarefied Gases", Gomm. Pure and Appl. Math.,
2, 331-407 (1949).
11. M.K. Kogan, Rarefied Gas Dynamics, Plenum Press, New-York, 1969.
12. S. Chapman and T.G. Cowling, The Mathematical Theory of Nonuniform Gases,
Cambridge University Press, Cambridge, UK, 1970.
13. S. Harris, Introduction to the Theory of the Boltzmann Equation, Holt, Reinhart
and Winston, N.Y., 1971.
14. C. Cercignani, Theory and Application of the Boltzmann equation Scottish Acad.
Press, Edinburgh and London.1975.
15. I. Goldhirsch and N. Sela, "Origin of Normal Stress Differences in Rapid Granular
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16. N. Sela, I. Goldhirsch and S.H. Noskowicz, "Kinetic Theoretical Study of a Simply
Sheared Two Dimensional Granular Gas to Burnett order", Phys. Fluids, 8(9), 2337-
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17. N. Scla and I. Goldhirsch, "Hydrodynamic Equations for Rapid Flows of Smooth
Inelastic Systems, to Burnett Order", J. Fluid Mech., in press (1998).
18. M-L. Tan and I. Goldhirsch, "Subsonic and Supersonic Regions in Rapid Granular
Flows", preprint (1997).
19. B.J. Glasser and I. Goldhirsch, "Scale dependence, Correlations and Fluctuations
in Rapid Granular Flows", preprint (1997).
20. S.H. Noskowicz, I. Goldhirsch and 0. Bar-Lev, "Kinetic Theory of Granular Gases:
the Isotropic and Homogeneous case", preprint (1997).
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23. O.R. \Valton and R.L. Braun, "Viscosity, Granular Temperature and Stress Calcu-
lations of Shearing Assemblies of Inelastic Frictional Disks", J. Rheol., 30, 949-980
(1986).
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Spheres in Uniform Shear", Acta Mech., 63 73-86 (1986).
25. S. McNamara and W.R. Young. "Inelastic Collapse and Clumping in a One-
Dimensional Granular Medium". Phys. Fluids, A4, 496-504 (1992).
26. S. McNamara and W.R. Young. "Kinetics of a One Dimensional Granular Medium
in the Quasielastic Limit", Phys. Fluids, A5, 34-45 (1993) ..
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E50, R28-R31 (1994).
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Rev. Lett. 70, 1619-1662 (1993).
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(1993).
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32. P.J. Schmid and H.K. Kytomaa, "Transient and Asymptotic Stability of Granular
Shear Flow", J. Fluid Mech., 264, 255-275 (1994).
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Mech., 241 109-123 (1992).
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(1993) ..
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um", Phys. Fluids, 7(3), 507-525, (1995).
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Gases", in preparation (1997).
INELASTIC COLLISIONS IN PLANETARY RINGS:
THICKNESS AND SATELLITE-INDUCED STRUCTURES
FRANK SPAHN, OLAF PETZSCHMANN,

KAI-UWE THIESSENHUSEN AND JURGEN SCHMIDT
University of Potsdam
Am Neuen Palais, Bld. 22; 144 15 Potsdam; Germany
Abstract. Planetary rings consist of a myriad of granular particles orbiting

a planet. The granules undergo many perturbations due to satellites as well
as dissipative collisions among themselves. These collisions ensure that: i}
A quasi-equilibrium granular temperature evolves driven by viscous heat-
ing in the Keplerian differential rotation and the collisional cooling. This
steady temperature together with the bounded circumplanetary motion cor-
responds to a ring thickness in the order of the particle size. ii} Structures,
induced by the gravity of the numerous satellites, become stationary as a
result of the equilibrium of the gravitational torque exerted by the satellite
and the collisional angular momentum transport, and ensure in this way
the observability of satellite-induced ring structures.
Rings encircling the giant planets of the solar system consist of an

unimaginable number of icy satellites, ranging in size from micrometer up
to a few meters and even kilometers (so called moonlets). Depending on the
size, the ring particles are influenced by the gravity of the planet, by other
particles or satellites in the system, by electromagnetic forces, by radiation
pressure as well as by Pointing-Robertson drag. All these effects cause a
wealth of structures in the ringsystem: The gravity of the planet gives the
almost concentric disk-like appearance, the gravity of satellites engraves
thousands of gaps [1-5], wakes [6-9] and waves [10-13] in the ring material,
while electromagnetic forces might be responsible for the mysterious spoke
phenomenon [14, 15].
However, partly inelastic collisions are of major importance for the sta-
bility of ring structures. The most obvious feature, common to all rings, is
the extreme low vertical thickness of a few tens of meters [16] compared
401
402 FRANK SPAHN, OLAF PETZSCHMANN ET AL.
to almost 100, 000 km in horizontal (equatorial) direction in the case of

Saturn's rings.
Here, we derive an order of magnitude estimate of the ring thickness
by simple arguments, where 1) anisotropies of the pressure tensor and the
transport effects are neglected; 2) the mean motion i1 has no component
vertical to the midplane: convection effects vanish in the z-direction; 3)
stationarity: 8t-+ 0, homogeneity: ar -+ 0, a<P -+ 0; 4) symmetry about
the midplane of the ring z = 0.
The basic dynamical equations for the description of granular gases [18]
like ring systems, are the balances of mass, momentum, and energy.
The quasi-equilibrium of the ring is established mainly by viscous heat-
ing and cooling due to partly inelastic collisions of the granules, measured
by the coefficient of restitution e, the ratio between the normal component
of the impact velocity g after and before the collision, i.e. (g · k) e = (!j' · k),
(k denotes the unit vector pointing from one particle center to the other).
"1 D(u) : D(u) ry(T) (1)

p
ry oc Jd3 gg 3 [1-e 2 (g·k)] f( 2 )(if,ih) ~ wc[1-e 2 (T)]T, (2)
with the dynamical viscosity rJ (T) oc VT / [(1 + e) (3 - e)] and the collision
frequency wc(v, T) oc vVT, where I/ denotes the filling factor [18, 19]. We
set the Boltzmann constant and the particle mass kB = m = 1.
Strictly, the balance (1) is only valid where the conduction term vanishes
az (r;,8zT) = 0; (r;, oc VT- heat conductivity), which occurs by assumption
at symmetrical points ±zo. Subscript 0 labels all values at ±zo.
Furthermore, we assume that the particles move on circular orbits, i. e.
the mean velocity is given by 11 = rOe</> with the Keplerian angular velocity
0 = jGMpjr 3 (Mp- mass of the planet; r, ¢, z- cylindrical coordinates).
!
Then, the shear tensor becomes D = [\7 o i1 + i1 o \7] = ~O(r) [er o e1+
e<P er ].
0
With these simplifications, the momentum equation (Navier-Stokes) re-

duces to a balance between the vertical components of the z-derivatives of
the gravity potential <P and the stress tensor P = -pi + 2'T]D
(3)
where the pressure p ~ pT00 is given in the dilute limit and a linear (New-
tonian) ansatz has been chosen for the stress tensor P for simplicity (Too-
quasi-equilibrium temperature).
STRUCTURES IN PLANETARY RINGS 403
In the thin disk approximation I~ I < < 1, the z-component of the

momentum balance decouples from the r- and ¢-components. Then, the
derivative of the gravitational field of the planet can be written: aziPp ~
-n2z+O{(n3}.
Note, that a rigorous analysis must include a complete balance of the
pressure tensor P, providing conduction and convection in the energy equa-
tion (1) (the trace of the pressure tensor balance). Then, the simultaneous
solution of the momentum and energy balance gives the stratification p(z)
and the temperature profile T(z). In doing so, Simon and Jenkins (1994)
have obtained a nearly isothermal profile for p(z).
In this case (T(z) =To =canst.), Eq.(3) reduces to the simple ordinary
differential equation
(4)
with the solution
z)2} ; H = y'2TQ
v(z) = v(O) exp { - ( H n- (5)
In order to determine To, one could try to solve the vertically integrated
energy equation (1). Then, the z-components of convection and conduc-
tion cancel due to the symmetry in the ring, and thus, the mere balance
between viscous heating and collisonal cooling becomes correct. In this con-
text Goldreich and Tremaine (1978a) have found that the restitution must
be variable e[T(p)], but an explicit temperature dependence cancels in the
resulting equation.
To obtain the complete profile T(z), the coupled system of the energy
balance as well as the momentum balance (3) must be solved [20].
A much simpler, order of magnitude estimate for To can be drawn from
the quasi-equilibrium (1) in the isothermal case, giving fore= canst.
To = C f (e) (-nd)
vo
2
; H ~
J3 f (e) 2 -d
-
5
1
vo
(6)
with C ~ 6 x 10- 2 , the particle diameter d, and f(e) = [(1 + e)(3- e)(l-
e2 )]- 1 . Eq. 6 is valid for the isothermal case , while in the non-isothermal
case, the filling factor vo = v(zo) is unknown. Thus, H(vo) is not determined
without the knowledge of v(z) and T(z). However, Simon and Jenkins found
that zo ~ O(H) (Fig. 3 in [20]) and by taking the given value v(O) the error
is about 2. As expected, we obtain a ring thickness 2H in the order of a
few particle diameters.
This is in agreement with estimates of the mean temperature To worked

out by other authors. Numerical experiments led to VTo ~ n d [21, 23,
24]. Taking into account the gravitational scattering of the ring particles,
Safranov [25] found VTo ex d*, where d* is the diameter of the biggest
ring-particles, measured in meters.
Future studies concerning the thickness of the rings should be devoted

to the influences: a) of a variable restitution e(k ·g) [22, 26, 27]); b) the size
distribution of particles; c) rotational degrees of freedom of the particles;
d) the self gravity of the ring.
Another effect of dissipative collisions is the influence on the stationarity
of satellite induced structures in planetary rings.
The stress component Pr¢ and the corresponding viscosity 'fJ is related
to an angular momentum flux/viscous torque which is balanced by torques
exerted by the gravity of satellites (.6.r = distance satellite- ring material)
according to [1]
TrJ(r') ~~M (~
TrJ(r) ex - 8r {r 2 pv0} Tsat(r) ex ez ·I dz d¢ pr X Fsat (8)
According to Eq. (8), a mirror symmetric structure p( -¢) = p( ¢) causes

a vanishing torque Tsat = 0. This is a consequence of the fact, that a
collisionless ring behaves like an ideal fluid without internal friction.
This is visible in Fig. 1, where the structures, caused by a satellite em-
bedded in a planetary ring, have been simulated with (right part of the
figure) and without (left part) imperfect elastic collisions. In a friction-
less ring (left), a mirror symmetric structure arises with time, and further,
it finally disappears due to phase mixing. Therefore, only axi-symmetric,
resonant density patterns survive in a frictionless ring.
The collisions, however, ensure the above equilibrium (8), and thus,
the persistence of azimuthal structures in planetary rings, as for instance
the moonlet wakes visible in the right part of Figure 1. These features are
important for the search and the detection of moons embedded in the bright
planetary rings, where the backscattered light prevents a direct observation
of satellites smaller than a few tens of kilometers.
The satellite Pan in the Encke division is an example, where theoretical
predictions of density wakes [7], gaps and ringlets [4]led to the detection
[8].
Acknowledgments. This work was supported by the DFG-grants Sp
384/5-1 and Sp 384/7-1 as well as by the DARA grant 50 OH9601 0 .
STRUCTURES IN PLANETARY RINGS 405
"'
"0 "'
"0
.2 .3
·c;, ·c;,
c: c
0
--' 0 .3 0
0
.c
0
.c
:; :;
~ E
N
<( - 1 ~ -1
- 2 - 2
- .3 -3
0.90 0.95 l .CO i.05 1. 10 C.90 0 .95 1.00 1.05 1 . 10
Radicl Distan ce Radial Distance
Figure 1. Color-coded surface-mass density vs radial distance from the planet and the
azimuthal longitude for simulations of 219 = 524288 particles in vicinity of the orbit of
an embedded satellite. The left and right part show the cases without and with collisions,
respectively.
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16. Esposito, L.W., O'Callaghan, M., and West, R.A. (1983). The structure of Saturn's
rings: Implications from the Voyager stellar occultation. Icarus 56, 439-452.
17. Goldhirsch, I. and Zanetti, G. (1993). Clustering instability in disspative gases.
Phys. Rev. Lett. 70, 1619-1622.
18. Jenkins, J.T. and Richman, M.W. (1985). Grad's 13-moment system for a dense gas
of inelastic spheres. Arch. Rational Mech. Analysis 87, 355-377.
19. Savage, S.B. (1992). Instability of unbounded uniform granular shear flow. J. Fluid
Mech. 241, 109-123.
20. Simon, V. and Jenkins, J.T. (1994). On the vertical structure of planetary rings.
Icarus 110, 109-116.
21. Spahn, F., Schwarz, U., and Kurths, J. (1997). Clustering of granular assemblies
with temperature dependent restitution under Keplerian differential rotation. Phys.
Rev. Lett. 78, 1596-1599.
22. Goldreich, P. and Tremaine, S. (1978a). The velocity dispersion in Saturn's rings.
Icarus 34, 227-239.
23. Wisdom, J. and Tremaine, S. (1988). Local simulations of planetary rings. Astron.
J. 95, 925-940.
24. Salo, H. (1992). Numerical simulations of dense collisional systems II. Icarus 96,
85-106.
25. Safranov, V. (1972). Evolution of the protoplanetary cloud and formation of the
Earth and the planets. NASA TT-F-677.
26. Spahn, F., Hertzsch, J.-M., and Brilliantov, N.V. (1995). The role of particle colli-
sions for the dynamics in planetary rings. Chaos, Solitons & Fractals 5, 1945-1964.
27. Brilliantov, N.V., Spahn, F., Hertzsch, J.-M., and Poschel, T. (1996). Phys. Rev.E
53, 5382-5392.
A MICROSCOPIC MODEL OF ENERGY DISSIPATION IN
GRANULAR COLLISIONS
T. ASPELMEIER, F. GERL AND A. ZIPPELIUS

Institut fur Theoretische Physik der Universitiit GOttingen
Bunsenstr. 9
D-37073 Gottingen
Abstract. We present a microscopic model for collisions of one-dimensional

granular rods which includes elastic vibrations of the particles. Transla-
tional energy can be transferred to the vibrational modes but the reverse
process is also possible. This results in an effective stochastic coefficient
of restitution. Many particle simulations of a system of these rods show
complex cluster dynamics but no inelastic collapse, even if the model is
extended to include net energy loss. The model is also extended to two
dimensions.
1. Introduction
Energy dissipation is one of the basic features of granular matter which is

responsible for many interesting phenomena shown by this class of materi-
als. It is also a very complicated phenomenon which can be approached in
many different ways. The simplest is possibly to assume a constant coeffi-
cient of restitution for interparticle collisions. However, it is clear that this is
only an approximation and experiments, e. g. [1], show indeed deviations. A
variety of different factors like plastic deformation, viscoelastic behaviour,
surface roughness etc. may contribute to the collision process. Here, we in-
vestigate in detail how elastic vibrations of one-dimensional particles take
up translational energy.
2. The basic model

The model describes end-to-end collisions of one-dimensional rods made of
an elastic material and interacting via a hard-core potential.
407
408 T. ASPELMEIER ET AL.
-------~ -~~-----
Figure 1. Schematic picture of two colliding rods.
<e>
1
z
v
Figure 2. Schematic drawing of the mean coefficient of restitution as a function of the
relative particle velocity v when Tvib is kept fixed. For large v, (e) converges to the result
for nonvibrating rods, z = h/!2.
The Hamilton function H for two particles of lengths lt and l2 consists

of three parts, H = Htrans + Hvib +Hint, which describe the translational
motion, the internal vibrations of the rods and the interaction of particles.
The latter couples translational motion to internal vibrations. The result-
ing equations of motion can be solved [2] and the hard-core limit can then
be taken. The result for nonvibrating rods is an effective coefficient of resti-
tution e, where e = lr/l2. After the collision, the energy that is lost to the
translational motion is stored in the vibrations of the two rods.
For rods that already vibrate prior to collision, the outcome for e de-
pends sensitively on the initial conditions. It is possible to simplify the
description of the system by introducing a stochastic coefficient of resti-
tution whose probability density P(3(e) is determined by averaging over
the initial conditions. This probability density depends on the parameter
f3 = Etrans/Tvib, which is given by the ratio of the translational energy
before collision, Etrans, to the mean energy per vibrational mode, Tvib·
The mean coefficient of restitution (e) which results from Pf3(e) is veloc-
ity dependent through {3, see fig. 2. The values of e which are larger than
1 result from vibrational energy being retransferred to the translational
motion.
A MICROSCOPIC MODEL OF ENERGY DISSIPATION 409
8000
6000
X
4000
2000
Figure 3. Color coded density of a many particle simulation as it develops in time. Dark
regions indicate high density.
3. Simulations
The model for two particles described above can easily be extended to a
many particle system. This system can then be simulated on a computer [3].
Fig. 3 shows the density of a typical run with 10000 particles. It can be seen
that clusters form out of an initially homogeneous region, but the clusters
also tend to break up again. This is due to the fact that the energy which
is accumulated in the vibrational modes upon frequent collisions is not
lost but can again be transformed to translational energy. Our simulations
therefore show no "inelastic collapse" as it is usually seen in simulations of
hard core systems with fixed e [4, 5]. Since this model has overall energy
conservation, the final state of the system will be one where equipartition
holds between all degrees of freedom, translational and vibrational.
The velocity distribution of the particles is in general non-Maxwellian
during the run. However, since the frequency of collisions is high within a
cluster, the particles inside a single cluster are close to local equilibrium
and hence there is a Gaussian distribution of velocities of these particles.
410 T. ASPELMEIER ET AL.
0.95
'I) 0.9
0.85
0 '8o.'=-o~--=o.-=o5:--'"""-::':0.1:--""-o:-':.1::-5~--=o.7
2 ---=-o.-'::25:-------::'o.a
vic
Figure 4. Left: A snapshot of two colliding circular disks. Right: The coefficient of
restitution e as a function of the relative velocity v before collision, scaled with the sound
velocity c. 1500 modes were used for this computation.
4. Extension of the model to net energy loss
The model in its basic form obeys overall energy conservation. This is not a
realistic assumption since the vibrational energy will e. g. be radiated away
by black body radiation or the phonons can be scattered into regions of
k-space which do not affect collisions. Therefore we include a phenomeno-
logical damping of the vibrations.
This damping does not change the overall behaviour of the simulations.
The clusters still break up since the collision frequency is large in clusters
and the average time between collisions thus eventually becomes smaller
than the timescale of damping. There is still no inelastic collapse. The loss
of kinetic energy now follows the well-known homogeneous cooling state
result, Ekin ex C 2 , on average but with considerable fluctuations.
5. Extension of the model to two dimensions

In a two-dimensional extension of the model the simplest choice of an elastic
body is a circular disk. The additional degree of freedom in the possible
oscillations leads to interesting behaviour.
Using the quasistatic Hertz-law of contact to describe the collisions of
three dimensional spheres, one finds that the contact time T diverges as T ex
v- 115 for small velocities v. Thus Hertz' approximation that contact time
for reasonable velocities is very much longer than the oscillatory period of
the internal modes is justified in retrospect. Rayleigh [6] checked the validity
of this approach quantitatively and found that even the fundamental mode
is almost not excited because the force is averaged over many oscillatory
periods. Using the same quasistatic approach for disks we found that the
A MICROSCOPIC MODEL OF ENERGY DISSIPATION 411
contact time diverges only as T <X - ln( v) yielding short contact times even
for low velocities. Thus the approximation made above no longer holds.
With the help of computational algebra the possible elastic modes can
be characterized. With these results we are able to numerically solve colli-
sions using up to 4000 modes and thus arrive at a very precise description
of the dynamics of elastic disks.
One major difference compared to the one-dimensional rods is the fact
that the frequencies of the internal modes do not obey rational proportions.
This has several consequences: The equations of motion can only be solved
numerically and the hard core limit has to be approached numerically as
well. The coefficient of restitution is a function of velocity even for disks
that do not vibrate before collision and it is smaller than unity even for
identical disks.
References
1. A. P. Hatzes, F. G. Bridges, and D. N. C. Lin, Mon. Not. R. astr. Soc. 231, 1091
(1988)
2. G. Giese and A. Zippelius, Phys. Rev. E 54, 4828 (1996)
3. T. Aspelmeier, G. Giese, and A. Zippelius, Phys. Rev. E, in print.
4. S. McNamara and W. R. Young, Phys. Fluids A 4, 496 (1992)
5. N. Sela and I. Goldhirsch, Phys. Fluids 1, 507 (1995)
6. 0. M. Rayleigh, Phil. Mag. Series 6 11, 283 (1906)
412
Hans Herrmann
DSMC - A STOCHASTIC ALGORITHM FOR GRANULAR
MATTER
MATTHIAS MULLER AND HANS J. HERRMANN
Universitat Stuttgart
Institut fur Computeranwendungen I
Abstract. We explain the Direct Simulation Monte Carlo (DSMC) method

and some of its limitations and improvements. The suitability for a parallel
implementation is demonstrated, and simulations of the clustering insta-
bility are presented to show how the method can be applied to granular
systems.
1. Introduction
Granular materials show a wide range of interesting phenomena like segre-

gation, convection, surface waves, and clustering, which have been examined
using experiments, theory, and computer simulations. In the field of simu-
lations different methods exists to attack the variety of problems. Distinct
element methods are the most common: the granular media is described
as a collection of single particles. However, many of these phenomena take
place on very long time scales and involve large number of particles. Direct
Simulation Monte Carlo (DSMC) is able to handle hundreds of millions of
particles and, running on parallel computers, can do this in a reasonable
time.
In this article we first describe the method and some variants which
have been proposed in literature. Afterwards some results obtained in our
simulations of granular media are presented, and we discuss some possible
improvements of the method.
413
414 MATTHIAS MULLER AND HANS J. HERRMANN
2. The method
The DSMC method was first proposed by Bird [1] for the simulation of
rarefied gas flows, recently it was also applied to dry granular media [2, 3].
One of the basic assumptions of DSMC is that the movement and inter-
action of the particles can be decoupled (operator splitting). The system is
integrated in time steps T. At each time step every particle is first moved,
according to the equation of motion, without interaction with other parti-
cles. External forces, such as gravitation, are taken into account here. To
calculate the movement of the particles one can either use an analytical so-
lution of the equation of motion or apply a standard numerical integration
scheme to solve it. In this respect this method is less restricted than event
driven (ED) simulations, where an analytical solution is required for a fast
calculation of the evolution of the system.
Next, we take the particle-particle interactions, i.e. the collisions into
account. In contrast to ED simulations, the exact times and places of these
collisions are not calculated, but a stochastic algorithm is applied as de-
scribed in the following:
The particles are sorted into spatial cells of linear size L and volume
Vc = Ld, where dis the dimensionality of the system. Collisions occur only
between the particles in the same cell, which ensures that only particles
which are close to each other may collide. In every cell with more than one
particle, we choose randomly
M _ Nc(Nc- l)avmaxT
c- 2Vc (1)
pairs of particles. Here, Nc is the number of particles in the cell, a the

scattering cross section (for spherical particles, a 2 D = 4R, a 3 D = 47r R 2 )
and Vmax is an upper limit for the relative velocity between the particles.
To get Vmax we sample the velocity distribution from time to time and set
Vmax to twice the maximum particle velocity found. In order to determine
the correct number of collisions, we apply an acceptance-rejection method:
For a pair of particles i and j the collision is performed if
Ivi- V'jl < z, (2)

Vmax
where Z is independent uniformly distributed in the interval [0; 1]. This

method leads to a collision probability proportional to the relative velocity
of the particles.
Since the collision takes place regardless of the particle positions in the
cell, we have to choose an impact parameter b in order to calculate the
post collision velocities. Molecular chaos is assumed here; b is drawn from
STOCHASTIC ALGORITHM FOR GRANULAR MATTER 415
a uniform distribution in the interval [-2R, 2R] in 2D or in a circle with

radius 2R in 3D. The post collision velocities are now calculated as if the
two particles collided with that impact parameter, i.e. like in event driven
simulations.
Finally, the dissipation can be introduced by changing the normal com-
ponent of the post collision velocity to if(n) = -eiJ(n), whereas the tangential
component remains unchanged.
So far only ideal gas properties have been considered; the particles have
a scattering cross section but no real volume. One consequence of the ex-
cluded volume is an increase in the number of collisions. Several approaches
exist to take this into account. One possibility is to multiply the right hand
side of Eq. (1) with the Enskog factor X· You may either use a Pade kind
of approximation for x(v)[4] or an analytical expression [5]. We take a dif-
ferent approach by replacing Vc in Eq. (1) with an effective free volume
v = Vc- Vb/Vrcp, where vb is the volume of the beads in that cell and Vrcp
is the packing fraction of a random close packing.
Following a proposal by F. J. Alexander et al. [6] we also introduce
an additional advection process after a collision: each of the two colliding
particles is moved by 2R into the direction of its momentum change. The
argument is that a particle with real extension would on average travel 2R
less distance between two successive collisions than a point like particle.
Like every simulation method, DSMC is also based on certain approxi-
mations. One is that the interaction between the particles can be modeled
by collisions. Furthermore, neither the location nor the time of a collision
is calculated exactly. To keep the error small, three conditions must be ful-
filled: (i) the system should be in the collisional regime, (ii) the mean free
path should be larger than the cell size, (iii) the mean time between two
collisions should be larger than the time step. In particular, at present these
limitations restrict the validity of the method to relatively low densities (for
ideas of improvement, see Sec. 4).
3. Results
3.1. COMPUTATIONAL PROPERTIES
One of the motivations for looking more closely at this algorithm was its
suitability for parallelization. Therefore, we want to say a few words about
it, though this issue would be worth an article of its own.
Because the interaction of the particles is of short range, domain decom-
position is the method of choice. Every CPU keeps track of the particles
in its spatial region (of one or several cells). After every time step the
particles have to be reassigned to the different CPUs because they might
have crossed the border between two subdomains. This introduces a cer-
416 MATTHIAS MULLER AND HANS J. HERRMANN
• :: os~~'~:;~~"~J ~~ // ;/
l ::: /// ___ /
v_.--
100 __ ..
0~--~--~--~--~--~~
0 100 200 300 400 500

number of CPUs
Figure 1. Speed up of DSMC measured on a CRAY T3E.2D system with N = 500000

particles and volume fraction v = 0.1.
tain overhead into the calculations. One measure of this overhead is the so
called "speed-up": the same problem is calculated on different numbers n
of CPUs. A perfect program would ben times faster on n CPUs than on a
single processor. In Fig. 1 this perfect program corresponds to the dashed
line. The speed-up is close to perfect, the overhead is only visible where the
particle numbers drop below 2000 particles per CPU.
3.2. COOLING OF GRANULAR MEDIA IN THE CLUSTERING REGIME
In a system of inelastic disks, the kinetic energy K decays with [7]
K t = K(O) (3)
( ) (1 + t /to) 2 ·
This equation only holds as long as the particles are homogeneously dis-
tributed in space. If the dissipation or the system size exceed a certain
threshold the homogeneous state is unstable and the "clustering instabili-
ty" occurs [8-10]. Fig. 2 (a) shows the energy of such a system undergoing
the clustering transition as a function of time, calculated with ED and
DSMC simulations.
For tjt 0 ;:: 2 both simulation methods show substantial deviations from
the homogeneous cooling behavior, but only at tjt 0 ~ 10 we observe a
difference between ED and DSMC. After that time, the kinetic energy ob-
tained from the DSMC simulation is systematically smaller than K(t) from
the ED simulation. The reason for this is visible in Fig. 2 (b); the distribu-
tion of the impact parameter is not longer equally distributed, but grazing
collisions are more likely than central hits. Because dissipation acts only on
the normal component of the relative velocities, this leads to an overesti-
mation of energy dissipation in a DSMC simulation. However, the evolving
structures are well reproduced by this method (see Fig. 3). The deviations
2.5
(a) ED
DSMC
(b) I
t=O.Os it
L
O.I Eq. (3) 2 t=O.I6s 1•
t=2.56s
t=10.24s
~ 1.5 t=81.92s
~
().Ql
sS2" I
c : ;.,..~»11-pS."
II.OOI
0.5 r>-.._~'>M"'.-'N'
O.OOOI
0
10 100 1000 0 0.2 0.4 0.6 0.8
tlto bid
Figure 2. (a) Kinetic energy of a clustering system with to ~ 0.043. (b) Probability
distribution of the impact parameter at different times, measured from ED simulations
with N = 99856 particles, volume fraction v = 0.25 and e = 0.8.
t=327.68s t=327.68s
(a) t=163.84s
t=81.92s --------·
(b) t=163.84s
t=81.92s
..........
--------·
t=40.96s __......_. t=40.96s ____,.__
t=2.56s _..._ t=2.56s ---A--
0.1 t=0.16s --e-- 0.1 t=0.16s --e--
t=0.01s - e - - t=0.01s -e--
g g
til til
0.01 0.01
0.001 0.001
10 100 10 100
k k
Figure 3. (a) Structure factor obtained from the ED simulations of Fig. 2 as function
of the wavenumber k = Lf>.., with wavelength).. and system size L. (b) Structure factor
obtained from the corresponding DSMC simulation.
for large wave numbers are caused by the absence of spatial resolution below
the cell size.
4. Possible improvements of the method
Several attempts have been made to improve DSMC for higher densities (see
Sec. 2). Some examples are the "consistent Boltzmann algorithm" [6] and
the "Enskog Simulation Method" [11]. The basic problem remains that all
interactions are collisional. To get an algorithm that is applicable for very
dense or even static regimes, the particle movement should be changed
to account for the parts of the interaction that can not be modeled with
418 MATTHIAS MULLER Al\D HANS J. HERRMANN
stochastic collisions. One idea is to reject movements of particles when-

ever they try to enter cells that are already filled with too many particles,
thus setting a limit for the maximum local density. This would combine
the original DSMC method with a cellular automaton like approach. The
development of an algorithm that allows us to simulate heaps with a well
defined angle of repose is in progress.
5. Conclusion
The simulations carried out so far have shown that DSMC is not only a
powerful method but also reproduces many of the properties that char-
acterize granular media, e.g the clustering instability. As soon as one or
several assumptions of the methods are not longer valid properties that are
strongly coupled with these assumptions are inaccurately calculated. For
example, energy dissipation is strongly coupled to the distribution of the
impact parameter and hence to the molecular chaos assumed in DSMC.
Properties like the long wavelength structure factor for a clustering system
that are based on hydrodynamic instabilities are still reproduced well. This
makes DSMC also useful to answer certain questions for denser systems.
DSMC is however not yet improved to handle dense or even static sys-
tems, but we think that the field of granular matter is not only a field were
this method is already useful, but believe that by applying it to granular
systems one can learn more about DSMC and its possible improvements.
Acknowledgments The financial support of SFB 382 is gratefully ac-
knowledged.
References
1. G. A. Bird. Molecular Dynamics and the Direct Simulation of Gas Flow. Oxford
Science Publications, Oxford, 1994.
2. M. Miiller, S. Luding, and H. J. Herrmann. Simulations of vibrated granular media
in 2D and 3D. World Scientific, Singapore, 1997.
3. J. J. Brey, M. J. Ruiz-Montero, and D. Cubero. Homogeneous cooling state of a
low-density granular flow. Physical Review E, 54:3664-71, Oct. 1996.
4. F.J. Alexander, A.L. Garcia, and B.J. Alder. Simulation of the consistent Boltzmann
Equation for hard spheres and its extension to higher densities, pages 82-90. Lecture
notes in physics: 25 years of non-equilibrium statistical mechanics. Springer, 1995.
5. J. T. Jenkins and M. W. Richman. Kinetic theory for plane flows of a dense gas of
identical, rough, inelastic, circular disks. Phys. of Fluids, 28:3485, 1985.
6. F.J. Alexander, A.L. Garcia, and B.J. Alder. A consistent Boltzmann algorithm.
Physical Review Letters, 74(26):5212-5215, 1995.
7. P. K. Haff. Grain flow as a fluid-mechanical phenomenon . .J. Flu·id Mech., 134:401-
430, 1983.
8. I. Goldhirsch and G. Zanetti. Clustering instability in dissipative gases. Physical
Review Letters, 70:1619-22, March 1993.
9. I. Goldhirsch, M.-L. Tan, and G. Zanetti. A molecule dynamical study of gran-
ular fluids. I. The unforced granular gas in two dimensions. Journal of Scientific
Computing, 8:1-40, March 1993.

10. S. Luding, M. Miiller, and S. McNamara. The validity of "molecular chaos" in
granular flows. Preprint, 1997.
11. J. M. Montanero and A. Santos. Monte Carlo simulation method for the Enskog
equation. Physical Review E, 54(1):438-444, 1996.
420
Jean Rajchenbach
CONTINUOUS FLOWS AND AVALANCHES OF GRAINS
J. RAJCHENBACH
CNRS URA 800
Universite Pierre et Marie Curie, B 86
4 Place Jussieu
75252 Paris Cedex 05
Abstract. We review both experimental and theoretical works concerning

granular flows. We successively address the regime of slow deformations,
which is mainly governed by sterical interactions and friction forces, then
the rapid flow regime, which deals with inelastic collisions, and lastly the
regime of intermittent avalanches.
1. Introduction
Granular materials are of tremendous use in many industrial applica-

tions. In civil engineering, mining, chemical or food industries, numerous
processes are designed to transport, store or mix solid powders. In a pe-
culiar manner these materials display numerous physical properties which
remain ill-explained. For instance one can cite internal stress fluctuations,
strain localisation properties, non-Newtonian rheology with existence of ei-
ther intermittent or continuous flow regimes, size segregation or spatial
pattern creations. All the phenomenology is original, and has no equivalent
in classical solid- or liquid-state Physics. Recently new approaches inspired
from the methods of Statistical Physics attempted to explain these peculiar
collective behaviors, but a fundamental difference with classical molecular
systems is that grains here do not undergo thermal agitation. Furthermore,
emphasizing that particles interact via dissipative interactions, namely in-
elastic shocks and solid friction forces, is essential. The dissipation implies
that steady states are not at equilibrium, and that they require a perma-
nent imput of energy. Moreover, inelastic systems of colliding particles were
421
422 J. RAJCHENBACH
recently shown to spontaneously evolve towards a spatial organisation [1]

[2].
The goal of the paper is to review recent advances about different regimes
of grain flows and to point out some remaining open questions. First we will
address the regime of continuous flows. Next, we will report some exper-
imental and theoretical works about intermittent flows, i.e. the avalanche
phenomenon.
Classically there is a distinction between slow flows, which are mainly
driven by steric hindrance and friction forces, and rapid flows, governed by
intergrain collisions with peculiar effects due to inelasticity. It is worth not-
ing that there is no intrinsic time scale in the case of slow flows: for instance,
the discharge time of a hopper is only ruled by the aperture diameter [3],
unlike rapid gravity flows, for which the flow rate depends on the intergrain
collision time.
2. The slow deformation regime

2.1. MOHR COULOMB PLASTICITY
The common approach to account for the quasi-static deformations of

granular media is to use the Mohr-Coulomb plasticity frame: deformations
appear to localize into a shear band as soon as the internal state of stress
overpasses the Coulomb criterium of failure: CJt/ CTn = tan ¢. The Levy-von
Mises flow rule states that strain tensor rate components are proportional to
the corresponding deviatoric stresses (with respect to strain compatibility
relations). For Coulomb materials, such an associated flow rule leads to an
overvalued normal strain rate and it is more realistic to replace the angle
of repose ¢ by the angle of dilatancy ~' in the previous equation, according
to tan 1/J = l~'n/21't I· Such non-associated flow rules are commonly used to
describe the hardening process during load-unload cycles [8]. But they are
irrelevant to describe bulk flows, as we will show below.
Two important features characterize the Coulomb dry friction. First, the
friction force is multivalued in the absence of motion, which implies that an
infinite number of different internal stress states (bounded by the two limit
passive and active states) can possibly correspond to the same pile geome-
try at rest. Next the Coulomb friction force does not depend on the relative
velocity between layers in contact. It ensues that in most cases there is no
unicity for the solution within the Mohr-Coulomb formalism. For illustra-
tion, let us consider a bidimensional flow parallel to Oz. An usual method to
determine the velocity field is to implement the 11 minimum dissipation prin-
ciple11. The dissipated power reads J CTxz(8Vz(x)j8x)dr. Taking into account
the constraint over the imposed flow rate J=f Vz(x)dx, the achieved veloc-
ity profile minimizes the Lagrange integral I= J[C!xz(8V2 (x)j8x) -aYz]dx (a:
••••
CONTINUOUS FLOWS AND AVALANCHES OF GRAINS 423
•••••
eo~•
0
Figure 1. In Litwiniszyn's model [5], particles fall from an occupied site to a vacant site
beneath under the gravity effect.. This upward particle motion can be identified with an
upward biased random walk of vacancies.
is a Lagrange multiplier). In case of Coulomb materials, the friction stress

is independent of the shear rate. Hence the dissipated energy only depends
on the flow rate without any shape selection for the velocity profile ! This
example stresses that the determination of the actual strain field requires
the implementation of extra rules, like for instance, shear-rate dependent
friction, or kinematic constraints.
2.2. STOCHASTIC 1\WDELS FOR SLOW FLOWS
The slow flow regime was addressed from a completely different view-
point by Litwiniszyn [.5], lVIullins [6] and Caram and Hong [7]. Litwiniszyn
proposed a flow rule which only retains under consideration the steric hin-
drance between grains. He introduced a stochastic approach of particles on
a lattice and his model is particularly adapted to describe the discharge
of a hopper. Particles can possibly fall only from an occupied site onto a
vacant site beneath, and grains located as first neighbours of the aperture
vanish under the gravity effect. This downward displacement of particles
is identified with an upward random walk of vacancies, and the probability
P of the occurrence of an empty site with the coordinates (x, z) reads:
fJP [)2 p
-f) =Df) (1)
:: -.e 2'
424 J. RAJCHENBACH
We recognize in eq. (1) a diffusion equation in which the altitude z replaces

the time. Starting from other assumptions, Nedderman et Ti.iziin [9] intro-
duced a simple kinematic model based upon the following rules: a horizontal
variation of the vertical velocity 11z induces an horizontal grain flux in order
to fill the faster depleted region. A simple way to describe the effect is to
assume that the horizontal velocity Vx varies linearly with -8v~j8z. Tak-
ing the medium as incompressible (div V = 0), they recovered the following
diffusion-type equation
8Vz -V--z
__ 82 V
(2)
8z - 8x 2 '
and they found a gaussian profile for the vertical velocity in the case of
a punctual discharge hole. There are two differences with Litwiniszyn's
model. First, Litwiniszyn found a horizontal diffusion concerning vertical
displacements, while Nedderman and Tiizi.in's equation dealt with vertical
velocities. Next, Nedderman and Ti.izi.in's approach is deterministic, while
Litwiniszyn's model is stochastic. A tracer grating is therefore blurred dur-
ing the discharge in Litwiniszyn's case, due to diffusion, in opposition with
Nedderman and Ti.izi.in's mechanism which simply predicts a distortion.
These classes of stochastic models were recently revisited by Caram and
Hong [7] by using a cellular automaton algorithm. They studied the flow
around an obstacle, and introducing a nonlinear relation between flux and
density they recovered a Hwa-Kardar type equation [10] and evidenced den-
sity waves analogous to "traffic jams" behaviors [11].
3. Continuous regime of flow

3.1. KINETIC THEORIES
The huge stakes presented by the control of particulate flows have given
rise to a considerable literature. Recent reviews are reported in ref. [12] and
[13]. As aforementioned, peculiar features come from the lack of molecu-
lar agitation and from the inelasticity of collisions. For binary collisions of
identical particles, momentum balance infers the following shock law:
v~ = H1-e)v1+~(1+e)v2 (3)
v~ = ~(1 + e)v1 + ~(1- e)v2
Inelasticity obviously does not intervene in the momentum balance equa-

tion, since the momentum is conserved in the frame of the center of masses.
On the other hand, it is clear from the previous shock law that there is an
extra term in the energy balance, which corresponds to inelastic dissipation,
and which acts as 6.E = -(1/4)m(1- e2)(v2 - v1) 2. In order to recover the
usual set of hydrodynamic equations, it is convenient to introduce a "gran-

ular temperature" defined as T =< v2 - < v > 2 > [14].
The estimation of the transport coefficients requires the calculation of
the collision integral [15, 20]. For the limit of dilute systems, the classical
formulation of the viscosity TJ ex: plVT is easily recovered. On the other
hand, Bagnold proposed a heuristic argument which leads to an estimate
for the collision time [21]: for dense flows of non-Brownian particles, the
rate of collisions is driven by the gradient of velocity \i'v between adjacent
layers. Note that this argument leads to a viscous force varying like a: (\7 v) 2 ,
since the momentum lost in each collision varies like V'v, too. In fact, kinetic
theories are consistent with Ba.gnold's guess, in that they predict for a simple
isothermal shear flow [15] [17]:
(4)
wherein F(v) is a function of the volume fraction v.
3.2. EXPERIMENTAL RESULTS
In order to test the existence of some general constitutive law and to ex-
amine the relevance of kinetic theory concepts, we performed experiments
dealing with bidimensional gravity flows [22] [23]. We used a setup con-
stituted of a hollow Duralumin cylinder (10 or 20 em diameter) rotating
around its horizontal axis at a constant speed. The container was partly
filled with monodisperse metal spheres (d= 1.5 or 3 mm) confined between
two vertical glass faces, separated by one bead diameter, and the rotation
speed was varied from 5 to 20 r.p.m. For such range of rotation velocities,
there was a steady surface current, and upper layers of particles flowed on
a substrate undergoing a slow solid body rotation motion. In this geometry,
the surface flow rate was controlled by changing the rotation velocity. Fig.
(3.2) presentsan image of the region of interest, i.e. the central region of the
rotating cylinder. Each photo looks like a collection of bright traces, which
correspond to the displacement of each grain during the opening time of the
shutter. Computer routines were devised in order to automatically access
positions and displacements from our photos. Hence, we were in a position
to measure averaged velocity, density, and "granular temperature" profiles.
Furthermore, by changing the material, we were able to access the depen-
dence of the flow behavior on microscopic parameters like solid friction or
elastic restitution coefficients. Nevertheless, note that here we abusively use
the word velocity to mean what is, properly speaking, a velocity averaged
on the opening time T of the shutter (T = 1/250s).
Fig. (3.2a) and Fig. (3.2b) present the averaged velocity and volume
fraction profiles obtained for flow rates respectively equal to 500 (case a),
426 J. RAJCHENBACH
Figure 2. Bidimensional flow of steel sphere~ (diameter = 1..5 mm). The bright traces
correspond t.o t.he bead displacement. during the opening time of the shutter ( T 1/250°s) =
ill. 2 c
c •
66 . .q ..
(; i e.2
.g
ft.4 e.C'i a .o 1.11
D 6
-.IC.ft D • - 4.0 • D
c • Jl
..
c • {}
c • • II
. "'
, - a .e c • , - e .o
• o,
' o,
0 •
'
.
o,
.
.< • 1%.
.! c, ,1.
- 12 . 8
o, ! - 12 - ~ • 0,.
• 11
.
X X • o,
• c,
- .lG.ft - 1G . e
"'
• 1%.
- 2e . e - 21:1.0
particle velocities (m/s) volume fraction

FigureS. a) Velocity profiles (<tl·eraged o1·er 100 sn;tpshols) for the bidimensional flow
of steel spheres. Flow ral es: 0 500 grains 1s. £::, ~00 grains .'s. 0 [;)00 grains js.
b) Corresponding dc·nsit.1· profiles. (From n·f. [·1 2[)
800 (case b). l:SOO (case c) particles per second. T lw measured angle of the
average flux of matter \ras resp. () = ;}:-)'' (case a). :39° (case b) and 49"
(case c). The a ,·erage \\'as perfonned m·N 100 photos for all sets of data.
First , \\'e noticed translational in,·ariatlt lwha,·iors of both velocities and
densities along the slope direction Ox in the whole region of interest. Next,
we evidenced that the flowing layer has a finite thickness h (typically about
10 bead diameters) which depends on the flux as:
(5)
An important point is that the velocity profile is linear i.e. the shear
strain rate does not depend on the depth z in the zone of constant density.
Note that the momentum balance equation yields:
8axz .
-f) = pg Slll B. (6)
z
It is important to note that the previous mechanical equation combined
with the observed linear profile are inconsistent with the existence of a
monovalued function relating the shear rate \i'v and the shear stress Gxz·
In order to unify results obtained from different flow rates or grain diam-
eters, it is interesting to divide \7 v by J g sin()/ d. We thus get an "universal"
dimensionless value:
~ 8vx(z) ~ 0. 4 (7)
V9sTfiO f}z
This "universal" value is found to be independent of both elastic coef-

ficient and local temperature. At first sight, this experimental result seems
to invalidate kinetic theory predictions [see eq. (4)], but note that our ex-
perimental time resolution cannot capture rapid momentum transfers by
shocks.
We propose the following explanation to account for the linear profile of
velocities: in our case of very dense systems (v ~ 0.8), the kinetic contri-
bution to momentum diffusion is weak compared to the collisional contri-
bution. When a flowing grain collides with a underlying particle, the whole
substrate beneath is involved in the momentum diffusion process. Then the
kinetic energy is completely absorbed, because the underlying particle pack
size overpasses the critical size (this apparent drop of the elastic restitution
coefficient to a zero value was first shown by Bernu and Mazighi in the 1-D
case [26]). Therefore, the limiting relative velocity between two adjacent
flowing layers scales as:
v 2 ex gdsinB, (8)
J
which implies:
8vx(z) gsinB
--a.;- ex -d-. (9)
428 J. RAJCHENBACH
Note that the evidenced linear velocity profile and the nonvariation with
elastic properties were also observed in numerical simulations as well from
molecular dynamics codes [24] as from "contact dynamics" methods [25].
4. Intermittent flow by series of avalanches
4.1. INTRODUCTION
Recently, theorists of statistical Physics and dynamical systems have

introduced simplified approaches in order to model the avalanche dynam-
ics. Concerning this phenomenon, Bak, Tang and Wiesenfield C'BTW")
introduced the new concept of a "self organized critical system 11 [27]. In
BTW's model, particles (on a lattice) obey local elementary rules. The pile
is continously supplied with grains randomly dropped onto the surface. One
avalanche starts as soon as the local slope overpasses the limiting angle e 0
This avalanche carries grains in excess on neighbouring sites downhill and

moreover destabilises some underlying particles. All these flowing particles
may trigger other avalanches downstream. BTW compute avalanche sizes,
lifetime distributions, etc, within simple cellular automaton rules, and notice
two significant results. First, the limiting angle of repose 8 appears as the
attractor of the system evolution. Second, both avalanche-size and lifetime
distributions obey power laws, and their mean values diverge as () --+ e.
Such behaviors characterize second-order phase transitions, for which di-
vergence of the correlation length and slowing down of the fluctuations
occur. According to Bak, Tang and Wiesenfield, this model exemplifies a
self-organized critical system, since the critical state is an attractor of the
natural evolution dynamics.
In the initial version, the model is non-conservative regarding the mass.
The system can be considered as a device which transforms a white gaus-
sian input spatiotemporal noise into a 1/ f output spatiotemporal noise, due
to the internal interaction complexity. This academic model of avalanche
can be considered as seminal, because it was claimed to be relevant to
explain a number of natural phenomena exhibiting 11 large 11 fluctuation dis-
tributions and scale invariant properties like earthquakes [28], full turbu-
lence, stock markets [29], traffic jams, galactic structure [30] etc ... This
first model was abundantly commented and modified, and various different
rules were subsequently proposed [31, 32]. Next, Hwa and Kardar [10] pre-
sented a continuous avalanche model. They proposed a modified version of
the Edwards-Wilkinson interface growth model [33], with a nonlinear extra
term ()xh 2 (;-c, t) (his the deviation to the limiting slope), which breaks the
h--+ -h symmetry and is aimed to account for the existence of a threshold
slope. The equation
h. (. ) _ D8 2h(x, t) _ 8h 2 (x, t) ( )
x' t - 8x2 'Y 8x + rJ x' t (10)
displays intrinsic scale-invariance properties, and dynamical renormaliza-
tion methods allow to access critical exponents.
4.2. THE AVALANCHE SIZE DISTRIBUTION: EXPERIMENTAL RESULTS
Experimentally, the avalanche size distribution has been studied inde-

pendently by Evesque and Rajchenbach [34] in Paris, and Jaeger, Liu and
Nagel [35] in Chicago. The same setup was adopted in both cases, which
was a rotating cylinder partly filled with sand. For weak rotation velocities,
the surface slope increases continuously until an avalanche initiated, after
which the slope is readjusted to a lower value. For larger rotation speeds
(w > 0.5 rpm), the flow becomes continuous and leads to a steady profile
for the free surface. Note that the transition from the discrete to the steady
regime displays hysteresis, according to the increase or the decrease of the
control parameter, i.e. the rotation velocity, or, equivalently, the input flux
[49]. We will address this point later.
For the avalanche regime, these two teams established the size- and
delay-time distribution of successive avalanches. They showed that the two
distributions were normal, with well defined mean values and gaussian fluc-
tuations. Hence, there is no divergence consistent with self organized critical-
ity. Furthermore, Evesque and Rajchenbach showed there was no correlation
between successive avalanche sizes [34].
Therefore, the striking feature evidenced by the experimental data is not
some scale-invariance property, but the existence of a characteristic scale for
the avalanche size, and of two well defined starting and stopping angles Om ax
and (}min. The heap thus can be in two different states (at rest or flowing)
in the range [Omax, (}min] depending on its history. An important question
which is to be addressed is the origin of this hysteresis.
Nevertheless, other teams claimed to have obtained opposite results, and
to have evidenced a scale invariant distribution for the avalanche size [36,
37]. For instance, the IBM team used another setup: grains were individually
poured on a circular plate, with a diameter equal to some centimeters. In
accordance with this geometry, a conical pile is first built and then the
excess matter falls by intermittencies. The avalanche mass analysis exhibits
a power law distribution. On the other hand, two well-defined starting and
stopping angles were recovered in the case of larger plates. We should notice
that the cross-over to a non-critical behavior in the limit of large system is
paradoxa! and the opposite is to be expected in the case of a true critical
phenomenon.
430 J. RAJCHENBACH
Figure 4. An intermittent regime of m·alanche flows is observed in a revolving cylinder

at low rotation speed. The displayed stratificat ion corresponds to the past a\·alanches,
and is caused by segregation btt.ween fine ami large particles.
NbA ot events (a.u.)

®
Number
5
4
11
4 '1
I '
' '
3 3 ··.... ·,
'
1
·:.•
2 z .'
' ·'
.
·,.J
)':·.· •
..
·I~.: "'·k
. .
i/. ·..:v..
0 : ""'f
~,...
,'.''
• :
~·\"":"
'\-' .
o o '• \ e • • TN/H
3 6 9 10
Figure 5. a) Statistics of avalanche dural ions. b) Stat.istics of delay times between (N +1)
avalanches , as a function of (t.imei i\) . The :"landarcl deviation is seen to regress as 1/VN
(From ref. ([:34))
Finall:v, .Jaeger <llld !\agel [:)xj succeeded in explaining how finite size
effects modified til(' avalanche lwha1·ior and could mask the hysteresis phe-
nomenon. T he ratio (grain s i z~' d · plate radius R) must be compared with
the difference bet 11·een B,,,u· - 8"';" : : : : :2 or 3 degrees. In the case of a small
plate, the addit ioll of olll.1· 0110 grain (d ::::::: :2 nun) increases the slope by
an angle d/ R ll·l!icll is larger tha11 8,, ,, 1 • - Bmin· T he angu lar resolution is
therefore too small to evidence hysteresis.

It is now clear that sand avalanches do not obey self-criticality. The
BTW sandpile is a simple didactic model, whose merit was to address a
new concept. The subsequent experiments have stressed that the avalanche
statistics was mainly governed by the existence of two typical angles for
starting and stopping, with gaussian deviations. We will henceforth focus
on the angular hysteresis problem.
5. The bistability problem

5.1. BAGNOLD'S APPROACH
In his seminal paper devoted to the avalanche formation in a bulldozed

sand heap [39], Bagnold proposed the first attempt to explain the hysteretic
behavior of sand. Bagnold emphasized the necessity for the superficial layers
to dilate before entering into motion [40]. Hence, the structural modifica-
tions associated with the dilatation need an increase of the potential energy.
Estimations on simple packing (h.c. or f.c.c.) yields Bmax- ()min ~ 2 degrees,
which is of correct magnitude for sand. It is important to point out that
this dilatation and the subsequent decline of density imply a decrease of the
dry friction coefficient. The friction decrease is an extra mechanism which
is fully relevant to imply a bistable behavior.
In 1990, Jaeger, Liu, Nagel and Witten [41] proposed a model which
explicited the friction dependence on the relative velocity. Those authors
proposed two different origins for the dissipation. The first corresponds to
the mechanism argued by Bagnold in 1954 [21] in order to describe the
collisional effect: Fcol "' (V'v) 2 • Such dissipation process may certainly be
reasonable for rapid flows, but is unable to trigger a flow rate instability
since the dissipation increases with the relative velocity. Taking into consid-
eration the dilatancy required before starting to flow, Jaeger et al. calculated
the partial loss of potential energy when a grain fell onto the corrugation
of the layer beneath. If the dip height is h, the lost potential energy varies
as mg hsinO, with h = ~gr 2 sin() and T = (V'v)- 1 (r is the fall time). The
lost potential energy reads ~m(g sin 0) 2 / (V' v) 2 and can be considered as the
work achieved by a certain friction force over a distance of the order of one
grain diameter d. Writing further that the static friction force is recovered
in the limit V'v = 0 yields:
mgsin ()
Fjrict = ----'----,=--;,-
1 + 2d(\7.v)2 '
(11)
gsm8
and adding the Bagnold collision term Fcol "' (V'v) 2 which is predominant
for the high velocity regime, Jaeger et al. got:
432 J. RAJCHENBACH
Friction force
mgsine
max
mgsine 1
mn
grad v
Figure 6. In Jaeger et al. 's model [41] [see eq. ( 12)], the friction force displays a minimum
as a function of shear rate. Therefore, the system can be eit.her flowing or at rest in the
range Bmin < 8 < Bmax, depending on its history.
m.gsin () ('('"7 ) 2
Ff7·ict + Fcol = (V' ) 2 + a v v (12)
1+2d-.v-
gsm0
This heuristic model leads to the existence of a minimal friction force

mg sin Bmin. There are therefore three solutions for Bmin < B < e. The solu-
tion with a. negative slope is unstable. The flowing and static solutions are
both stable, depending upon the system preparation. In order to explore
the possibility of an intermittent flow regime, it is then necessary to intro-
duce some dynamics to tackle the spontaneous evolution of the system. It
is worth noticing that the dynamics of the slope and the surface flux are
intimately coupled. Two families of dynamics rules have been introduced.
The first category deals with oYerall, mean behaviors for slope and sur-
face flux [43, 44, 4.5]. In those models, the flux and the slope are averaged
over the container size. The second category is aimed to account for spatial
variations of both slope and flux (Bouchaud et a!. [46]).
5.2. STICK-SLIP LII\E MODELS
Two coupled evolution equations are written concerning both slope

and flow rate. The slope dynamics equation accounts simply for the mass
•
e
Figure 7. In the linearized stick-slip model for avalanches[44] [see eq. ( 17)], the avalanche
trajectory is represented in the plane (B, B) by a half circle centered on (0d, iJ = 0) and
of radius (0d- 0,).
balance. For a half-filled rotating drum, one obviously gets:

. 2J
B = w- R2 (13)
in which R is the drum radius and w the rotation velocity. The writing of a
flow rate dynamics relies on an hypothesis about the clamping force form:
j = ghsin B- F(B, J). (14)
Linz and Ha.nggi [4.5] chose a friction force F acting as a + bJ 2 , with a
discontinuity taking place for \lv = 0 (FJ=O > FJ-to+) while Benza, Nori
and Pia [43] considered a clamping force consistent with eq. (12). Caponeri
et al.[44] used a Coulomb form for the friction force:
F(B, .J) = ghpd(.J) cosB, (15)

in which the friction variation with the flow rate J is accounted for via Jld ( .J).
All these phenomelogical approaches can describe the existence of both
intermittent and steady regimes of flows, and their intermittent solutions
look closely like stick-slip processes.
For instance, let us eliminate J in eqs. (13), (14) and (1.5), a.ncllet us
write r = 2/ R 2 , ed =arctan fld and p = gh/ cos ed. One easily gets:
.. w- iJ
B = -fpsin(B + Bd(-r-)). .. (16)
Then, linearizing eq. (16) forB close toed, Caponeri et aL obtained [44]:
.. w- iJ
e+ rpe = rped(-r-) (17)
434 J. RAJCHENBACH
which is fully similar to the equation of a block bound to a spring (of stiffness
k) pulled with a velocity V. Introducing the reduced variable E = x - V t ( x
is the block position), the equation describing the block dynamics reads:
( 18)
We recognize the correspondence between the spring compression (mea-

sured by E) and the slope increment B, and between the flow rate J and the
block velocity x. The relation c = x- Vt corresponds to the mass balance
equation ( 13). In the case of a rotating cylinder, there is a constant flow
rate solution J = w jr, but its stability depends on the variation of friction
with J. For the simple case in which E>d is smaller than 8 8 , but is indepen-
dent of the flow rate, classical stick-slip oscillations can be observed. Let us
consider a rotating drum with initial conditions of rest: as B < E>s the slope
increa:?es continously with no surface flux. As B = Bmax = 8 8 , the friction
angle decreases suddenly to E>d and an avalanche starts. The slope relaxes
towards Bmin = 2E>d - E>s within an harmonic motion. During this "slip"
event (i.e. the avalanche) the trajectory in the plane (B,O) is represented
by a half circle centered on (E>d, 0 = 0) and of radius E>d- E>s (Fig.5.2).
The avalanche amplitude is !.::,() = 2(E>d - E>s) and its duration is equal
to half an harmonic oscillation in eq. (17), i.e. T = 1rj.jFjj. Note that the
avalanche duration T is independent of the rotation velocity. Considering
the existence of a friction minimum as a function of the flow rate, like in eq.
( 12), succeeds in accounting for the observed asymmetry of the trajectory
around E>d, as noted by Caponeri et a!. [44). This elementary model does
not account for the avalanche size fluctuations and it would be interesting
to introduce some noise in the friction force.
5.3. MULTIPLICATIVE COLLISION MODELS
In order to address the bistability problem, Mehta [47), Bouchaud, Cates,

Ravi Prakash and Edwards ("BCRE") (46), and De Gennes and Boutreux
(48) considered the grain avalanche as a multiplicative process. a particle
at rest may be destabilized by the passing of an avalanche over it, and
then enhances its mass. BCRE proposed an amplification term proportional
to 7(B- 8). E> is identified with the angle of repose. Assuming further a
destabilization efficiency proportional to the number of flowing paticles, the
following dynamical rule ensues for the local number of immobile particles
h(;v, t):
h(x, t) = -"rR(x, t)(B- 8), (19)
where R(x, t) is the thickness of flowing layer. Supposing now that the grain
fall velocity v is a constant all along the slope, Bouchaud et a!. obtained for
the local dynamics of the rolling grains:
· fJR(x, t) fJ 2 R(x, t)
R(x,t)=!R(x,t)(B-G)+v fJx +D fJx 2 (20)
The first term accounts for the local interexchange between immobile and
rolling grains. The second term describes the convective transport of the
avalanche and the last term corresponds to the avalanche spreading. The
magnitude of v is given by the limiting velocity between two collisions:
vex: (gd) 112 and ~f is the collision rate vjd.
In their original paper, Bouchaud et al. [46] considered the development
of a packet of rolling species located in x=O at time t=O. If B - 8 > 0, the
packet is convected downhill with a velocity v, is amplified as exp[J(B-8)t]
and spreads as 2Dt. Hence, the number of rolling grains located at x=O
varies in time as R(O, t) ex: exp[J(B- G)t - th 2 /4Dt]. The convection-
diffusion mechanism is therefore clearly shown to shift the limiting slope
which separates the avalanche growing from the shrinking regime. For B >
e + v2 / 4DI, rolling grains are generated faster than they are convected
downwards, and this leads to an exponential increase of the avalanche size.
The angle Gsup = 8 + v2 /4D! appears as a marginal angle of stability. On
the other hand, for e < fJ < Gsup, there are only finite size avalanches.
5.4. TRANSITION FROM THE INTERMITTENT TO THE CONTINUOUS

FLOW REGIME
When experiments are conducted by monitoring the supply flux J, the

flow can be either intermittent or continuous according to the magnitude of
J. The existence of two different flow modes originates in the requirement of
a typical (or finite minimum) volume for an avalanche to start. If the input
flux is too weak, the triggering of a long range avalanche requires a certain
delay time in order to store enough matter. The nature of the flow regime
is then ruled by the critical supply flux:
(21)
where t is the fall time of a grain and D the slope length.

In the case of a rotating cylinder, the input flow rate J is simply driven
by the rotation velocity w, and we have J = ~wD 2 for a half-filled cylinder.
Within this geometry, we found that the transition between the regime
of intermittent avalanches and that of continuous flow displayed hysteresis
according to whether the speed of rotation of cylinder was increased or
decreased [49]. For a 20-cm diameter cylinder, we found two different critical
speeds of rotation w_ = 0.25 rpm and w_ = 0.50 rpm for the transition.
436 J. RAJCHENBACH
We proposed the following explanation for this hysteresis: for the con-
tinuous regime, the profile of the free surface is steady, and there is a char-
acteristic time tz for the fall of one particle. On the contrary, for the discrete
regime, the profile of the free surface is continuously readjusting itself and
we get another characteristic time t 1 for the fall. At the change of the regime
of flow, these two times t 1 and t 2 are not the same. Therefore:
(22)
Note that the previous models in which flux and slope were averaged over
the container size cannot capture the difference between the two fall times
t 1 and t 2 and thus cannot account for the observed hysteresis. On the other
hand, the BCRE model considers the spatial variation of the slope and the
rolling particle density, but are deficient to describe the initial nucleation of
=
the avalanche (as R 0).
For a finite-size setup, it is significant to point out that the measured
difference !::::,.() = Bmax - ()min mainly proceeds from the avalanche thickness.
The mass conservation indeed yields:
Bmax- Bmin ex h/D. (23)
The measured/:::,.() is thus expected to behave as h/D for small systems, and
to be ruled by other properties, like dilatancy or friction, for larger systems.
Moreover, we expect from eq. (21) that the permanent regime of flow would
disappear for an infinite system-size.
5.5. THE AVALANCHE TRIGGERING
Recently we performed experiments in order to identify the mechanisms

of avalanche nucleation and amplification [50] . We used a model granular
medium consisting of a polydisperse assembly of metal spheres confined in
a rotating drum, and a high-speed camera (230 frames per second). The
pile was seen at rest until the slope reached a value at which a first grain
was destabilized. Immediately after the dislodgment of this 11 most unsta-
ble11 particle we have observed an upward propagation of a dilatant front
associated to the onset of motion of grains. This dilatant front propagates
with a constant velocity lvJrontl ~ 10 cm/s. As soon as the grains began to
move, they fell downhill with a velocity JvJ. Note that Jvj?·ontl and JvJ are of
the same order of magnitude. Note that mass conservation yields:
Vdyn
Vjront = - - - v, (24)
Vstat
where Vdyn and Vstat respectively stand for the volume fraction of the flowing-
and the immobile regions. The BRCE equations (19) and (20) also lead to
the existence of kinematic waves of velocity [51]:

2D1
Vjront = - - - (8- 8sup)· (25)
v
Within this model the front can propagate upwards or downwards, accord-
ing to whether 8 > 8sup or 8 < 8 < Bsup· Note that the BRCE model
predicts that the front velocity is precisely zero when 8 = e sup' while our
measurement clearly shows lvfrontl ~ lvl.
The observed behavior could be interpreted in another way. The avalanche
growing can be viewed as an upward propagation of a boundary separating
the flowing region from the substrate, like for landslides. Hence, it is impor-
tant to identify the mechanism which selects the thickness of the flowing
region. For a noncohesive assembly, we noticed a typical thickness of 10 grain
sizes. We suggest that the thickness results from the competition between
elastic torque transmission and Coulomb friction between grains. The same
mechanism was shown to be relevant to determine shear band thickness in
compression tests [52][53]. Therefore, a micropolar mechanical description
should be proper to access the surface flow thickness.
Acknowledgements
I thank T. Boutreux, J.P. Bouchaud, M. Cates, E.Clement and L. Limat

for stimulating discussions.
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440
Dietrich Wolf
FRICTION IN GRANULAR MEDIA
DIETRICH E. WOLF
Gerhard-Mercator- Universitat Duisburg
D-47048 Duisburg, Germany
Abstract. Dissipative grain-grain interactions give rise to unexpected ef-

fective friction properties on scales large compared to the grain diameter
and the time, for which two grains are in contact. For example, a spherical
particle rolling along a rough surface experiences an effective velocity de-
pendent friction. The underlying mechanism is also active in dense chute
flow. Quite differently, the self organization of sliding and nonsliding con-
tacts in a grain packing under shear leads to a friction force which depends
on the acceleration. The reason is dynamic feedback: The static friction at
nonsliding contacts, being reaction forces, depend on the acceleration of
the packing as a whole.
1. Introduction
Granular materials are strikingly different from other forms of condensed

matter such as liquids or solids. The dynamical properties characterizing
this class of many particle systems from the physical point of view are
1. irreversible grain-grain interactions
2. agitation energies of translational or rotational degrees of freedom,
which are much larger than thermal energies
3. hysteretic behaviour (memory effects, stick-and-slip) for example due
to static friction
4. geometrical constraints, manifesting themselves for example in the di-
latancy principle and arching
The second property implies that under typical laboratory conditions on
earth (temperature and gravitaty) the grain diameters must be larger than
about lpm. A sand pile is frozen into a metastable configuration, for in-
stance. In order to agitate any grain, a minimal energy of the order of mgR
is needed, where m and R denote mass and radius of a grain, respectively,
441
H.J. Herrmann etal. (eds.), Physics ofDry Granular Media, 441-464.
442 DIETRICH E. WOLF
and g t.he gravitational acceleration. For R > 1J-Lm this becomes larger
than the thermal energy at room temperature. Therefore, Brownian mo-
tion is unimportant for granular media. In so-called dry granular media
cohesion and hydrodynamic interactions can also be neglected. This is the
case considered in this lecture.
The above abstract characterization makes it immediately clear that the
class of granular media is much wider than one might think. It includes for
example traffic, where the "grains" may be pedestrians or vehicles. If a car
gets too close to the one ahead on a highway, it brakes, which amounts to an
irreversible car-car interaction. Obviously, traffic is a many particle system
far from thermal equilibrium, as well. Hysteretic behaviour, although not
caused by static friction, is well established in highway traffic: Metastable
states exist for car densities around maximal flux. Finally, the excluded
volume interaction becomes a strong constraint, for example, if a crowd of
pedestrians wants to pass through a narrow door.
In this lecture I focus, however, on granular materials for which two
special types of irreversible grain-grain interaction models are important:
Incomplete normal restitution and Coulomb friction. Incomplete normal
restitution in a binary head-on collision is characterized by a phenomeno-
logical material parameter, the normal restitution coefficient
en = lvr/vd < 1, (1)

which is the ratio of the relative velocities after and before the collision.
It is smaller than 1, because a fraction (1 - e~) of the kinetic energy is
irreversibly lost to internal degrees of freedom of the grains. Possible mi-
croscopic reasons for incomplete restitution are the creation of point defects,
plastic deformation or simply the excitation of phonons or other internal
degrees of freedom.
The kinetic energy of the grains decreases in each collision due to the
irreversible transfer of energy into the internal degrees of freedom of the
grains. This is called collisional cooling. The term "cooling" here refers to
the so called granular temperature which is the mean square deviation of
the velocities from their average. It has nothing to do with heat in the
thermodynamic sense. The collisional cooling is responsible for the cluster-
ing instabilities in granular gases, that is for the spontaneous formation of
density inhomogeneities on the length scale£/~ (see e.g. [1]), where
£ is the mean free path of the particles in the homogeneous state.
Often the grains form lasting contacts within a finite time. This is called
inelastic collapse [2]1. It happens, if the relative velocity of the grains (i.e.
1 For rigid particle models the duration of a collision is zero, in contrast to real systems.
Then the inelastic collapse manifests itself in infinitely many collisions in finite time,
which is an artifact of these models.
FRICTION IN GRANULAR MEDIA 443
the granular temperature) drops to zero, while the local pressure stays
finite. An example is a heap of sand: The weight of the grains provides a
finite pressure in the pile, while the collisional cooling eliminates all relative
motion. In the absence of a gravitational field the inelastic collapse may
still happen, if the outer regions provide enough pressure to compactify the
inner part. This was shown by Bernu and Mazighi [3] for a one dimensional
system of N equal particles distributed with random distances along the
x-axis and moving towards a wall with equal velocities (no external field).
If N is larger than approximately N "' 1rj(l -en), the particles do not
bounce back but undergo an inelastic collapse at the wall.
The second kind of irreversible grain-grain interactions is Coulomb fric-
tion during a sliding contact. The friction force Ft is proportional to the
normal force Fn pressing the grains together. The dynamic friction coeffi-
cient is the ratio between the two forces:
(2)
Recently, much in~?ight was gained into the microscopic origin of Coulomb
friction (see for example [4]).
The Coulomb friction force abruptly changes sign, when the relative
tangential velocity Vt of the grains in contact is reversed. At a nonsliding
contact, Vt = 0, the tangential ("static") friction force can take any value
between -J.t8 Fn and J.tsFn with the static friction coefficient f.Ls ?: f.Ld· It is
a reaction force compensating whatever forces would lead to a tangential
acceleration. On first sight one might think that nonsliding contacts were
irrelevant for dissipation, as macroscopic kinetic energy is converted into
heat only at sliding contacts at a rate FtVt· However, depending on the
external conditions, any nonsliding contact may become sliding, the fraction
and position of nonsliding contacts in a given contact network may change
and thus can influence the dissipative behaviour.
Of course, the dissipative grain-grain interactions characterized by (1)
and (2) are idealized models (see e.g. [4-6] for refinements). But they are
a legitimate starting point for elucidating the dissipation phenomena on
large scales, which is the aim of this lecture.
In general the dissipation in a granular material is dominated by only
one of these two irreversible grain-grain interactions. For example, Coulomb
friction is unimportant as a source of dissipation in a granular gas, where
the dynamics is mostly due to binary collisions. On the other hand, the
plastic deformation of a granular packing involves almost exclusively slid-
ing of particles with respect to each other, so that the incomplete normal
restitution in the few collisions contributes only very little to the overall
dissipation. Industrial processes often involve additional important sources
of dissipation such as fragmentation and wear. They will not be considered
Figure 1. A sphere rolling along a rugged surface experiences an effective viscous friction.
here. Likewise, rolling friction will be neglected, because it is a much weaker

source of dissipation.
Accordingly we present in the following two simple, but generalizable ex-
amples, first one, in which the incomplete normal restitution, and a second
one, in which the Coulomb friction is the microscopic source of dissipation.
In both examples the dissipation on large scales shows qualitatively new
features which are not obvious from the microscopic laws: The incomplete
normal restitution gives rise to a velocity dependent ("viscous") friction for
a sphere rolling along a rough surface; even more surprisingly the Coulomb
friction in a granular assembly sliding along a wall leads to a global friction
force which depends on the acceleration. These laws will be explained in
the following.
2. Why surface roughness causes viscous friction for a rolling

sphere
The first example is a spherical particle being pushed towards and along
a rough surface with a constant force. An experimental realization could
be that the particle rolls down a rugged incline consisting of small spheres
itself (see Fig.1). Here we only summarize the results for two dimensions
[7, 8]. The mechanism leading to the effective friction is very similar in three
dimensions [9] and can even be identified in chute flow [10]. For simplicity
we assume that the spheres of the incline are densely packed. More general
situations have been investigated and do not lead to any important differ-
ences [7]. The presentation given in this chapter follows largely the one of
[11].
2.1. VELOCITY-FORCE DIAGRAMS
Let us first consider three simpler cases. A sphere rolling down a plane
accelerates: It never reaches a steady state. By contrast, a solid block sliding
down the tilted plane may reach a steady state, albeit a trivial one: If the
inclination is small enough, the block simply stops sliding. If the driving
force F = mg sin() exceeds the Coulomb friction force, however, the block
Fs
v
Figure 2. The points (v, F) on the heavy lines correspond to steady states of a solid
block subject to Coulomb friction. For fixed driving force the velocity evolves along the
dashed lines.
v
Figure 3. Friction force F of a sphere moving with velocity v in a viscous medium. For
fixed driving force the velocity evolves along the dashed lines.
will accelerate forever. Fig.2 shows the Coulomb graph, which allows to
read off the points (v, F) for which a steady state with velocity v and
driving force F (which of course is compensated by the friction force in a
steady state) exists. These points lie on the heavy lines. All other points
(v, F) do not correspond to a steady state, but evolve in time along the
dashed flow lines. For example, for v = 0 any driving force smaller than
F 8 will be compensated by static Coulomb friction. However, for a driving
force F > F 8 the block will start sliding and be accelerated with the force
F-Fd.
The Coulomb graph should be contrasted with the corresponding di-
agram for viscous friction, Fig.3. A sphere falling in a viscous medium
experiences a friction force which is linear for laminar and quadratic for
turbulent flow. Here any driving force leads to a steady state: The velocity
adjusts itself such that the viscous friction compensates the driving force.
Having a rugged instead of a fiat incline, little as this change may seem,
leads to a surprisingly rich velocity-force diagram, Fig.4. Experiments show
[12, 13] that there are at least three force intervals, separated by FAB and
FBC· If the driving force F < FAB, a sphere launched with any velocity
Fffc -------------------------------------------------------1-------------~
!fs
v
~B
Figure 4. Schematic velocity-force diagram of a sphere rolling along a rugged surface.
Velocity v averaged over duration of the contact with one surface sphere. Heavy lines
correspond to steady states. Below a driving force FAB the sphere stops rolling. Between
FAB and FBc there exists a steady state with finite velocity. Above FBc computer sim-
ulations indicate a force interval, for which a steady state velocity can be reached from
below, but not from above. For even larger driving force no steady state is reached.
v will get trapped, i.e. it stops rolling after passing a number of substrate
spheres. If FAB is exceeded and the initial velocity is big enough to go
over the first little bump on the incline, the rolling sphere reaches a steady
state. 2 If the driving force is larger than FBc, however, no stable state exists
any more, as indicated by the flow lines: The sphere starts making larger
and larger bounces. In the following we discuss the effective friction which
guarantees a steady state motion in the intermediate regime between F AB
and FEe·
2.2. THE EFFECTIVE FRICTION IN THE STEADY STATE
In a steady state the driving force F can be identified (apart from the sign)
with an effective friction force which describes the dissipation of the energy
2 To be precise, the velocity in the "steady" state is actually a periodic function which
becomes constant only after averaging over the duration of the contact with one surface
sphere.
0.5
0.4
,-.,
00
0.3
8
"-"'
I> 0.2
0.1
0.0
0.0 0.1 0.2 0.3 0.4
sine
Figure 5. Simulation results of v as a function of the driving force F = mg sin 8. The
ratio of the radii R and r of the rolling and the surface spheres is R/r = 1.75 for the
lowest curves (o), 2.25 in the middle (D) and 3 for the uppermost curves (6). The data
for en= 0.7 (dashed) and 0.5 (dash-dotted) are indistinguishable from those for en= 0.1
(symbols). Also shown is the analytical prediction for en = 0 (full lines).
input. Molecular dynamics simulations [14] and experiments [12] show that
this effective friction force depends on the velocity approximately like
m
ex - (v -
2
F - FAB VAB) . (3)
r
The offset VAB is a function of the ratio between the radii R and r of the
rolling and the surface spheres and approaches zero for increasing Rjr,
see Fig.5. Eq. (3) means that the rolling particle effectively feels a viscous
friction.
There is a second, even more remarkable observation: The data for dif-
ferent restitution coefficients en (see Fig.5) and also for different friction
coefficients /-Ld are indistinguishable: The effective friction depends very lit-
tle on the material coefficients characterizing the dissipation on the scale
of one grain.
These two key observations will now be explained qualitatively. A quan-
titative analysis will be given in the next section. For the explanation of
(3) we may consider the limiting case en = 0, /-Ld -+ oo. Why (3) holds, no
matter what the precise values of en and J-Ld are, will be explained after-
wards.
In this limiting case the motion becomes particularly simple: Due to

J-Ld ~ oo the sphere has no slip relative to the bumps on the incline: It
must roll without dissipation. As rolling friction is neglected here, energy is
dissipated only, when the rolling sphere hits a new bump. Because en = 0,
the kinetic energy stored in the motion perpendicular to the new bump
surface is dissipated at once. The moving sphere does not bounce back. For
simplicity we consider only the case that it stays always in contact with the
inclined surface (no detachment due to centrifugal force).
The kinetic energy at any point on bump (k + 1) is related to the one
at the corresponding point on the preceding bump by
Ekin,k+l = Ekin,k + b.Epot- mv~,k/2. (4)
The last term is the energy dissipated in the collision with the (k + 1)-
st bump, as the normal component Vn,k of the velocity, which the rolling
sphere had just before the collision, is set to zero. The second term on the
right hand side of (4) is the kinetic energy gain due to the potential energy
difference
b.Epot = 2r F = 2rmg sin(). (5)
Obviously, for a steady state the velocity upon hitting the next bump must
be the same for all bumps, Vn,k = Vn, and the gain in kinetic energy must
be completely dissipated in the collision,
2rF = mv~/2 =Ectiss· (6)
If the substrate is not a periodic sequence of bumps, but has some (limited)
randomness, (6) is only true on average, of course, but the conclusions
remain unchanged [7].
In the steady state the driving force F can be regarded as being com-
pensated by an effective friction force. Condition (6) already explains, why
this effective friction has a quadratic velocity dependence. Its dependence
on the ratio Rjr > 1 of the radii of the rolling sphere and the ones forming
the incline (see Fig.5) is obtained from Fig.6, which shows that the normal
component of the velocity v just before the collision with a new bump is
Vn = v sin(2/max) (7)
where /max= arcsin[r/(R+r)J. This explains why the steady state velocity
increases with Rjr > 1 : The larger the rolling sphere, the smaller is the
normal component of its velocity, when it hits the new bump, and hence
the less efficient is the dissipation.
With (7), (6) and some elementary trigonometric transformations the
steady state velocity v just before the collision with a new bump is
2
2 Fr . 2 ( r )
v = , with c = sm /max = R+ r (8)
mc(1- c)
'Ymax
Figure 6. At angle "/ = "/max the rolling sphere hits a new substrate sphere and looses
the normal component of its velocity, Vn. The kinetic energy of the tangential motion is
redistributed between the rotational and translational degrees of freedom.
In the next section we shall see that v is representative for the average
velocity v.
The surprising result that the effective friction force is nearly indepen-
dent of the value of en can be understood in the following way: We found
by computer simulation that a steady state requires essentially, that the
moving sphere undergoes an inelastic collapse on each substrate particle. 3
One can assume that it has formed a lasting contact when it reaches the
next substrate particle, with practically the same tangential velocity as in
the case en = 0. Whether or not the inelastic collapse can be completed
before the next surface bump is hit, depends on the coefficient of restitu-
tion. Therefore FBc is a function of en: Increasing en tends to destabilize
the steady state. The results are independent of the friction coefficient J.ld,
as long as the moving sphere rolls, when it is in contact with the surface.
2.3. ANALYTIC CALCULATION OF THE VELOCITY-FORCE DIAGRAM
In order to show the stability of the steady state and to evaluate the average
velocity one needs to know the kinetic energy Ekin in (4). As the sphere is
rolling, it rotates about its center of mass with angular frequency w = v j R.
3 0n a two dimensional surface the moving sphere undergoes an inelastic collapse on a

finite fraction of substrate particles. The occasional dissipation of all energy accumulated
in the motion perpendicular to the surface is sufficient to assure a steady state which
then hardly depends on how often the inelastic collapse occurs [9].
The kinetic energy has a translational and a rotational contribution
(9)
with an effective mass meff = m(1 +I jmR 2 ), where I denotes the moment
of inertia. Hence (4) becomes
(10)
The stability of the steady state solution is now easily checked: Let ~Vf =
v 2 - Vf denote the distance from the steady state value. Then the iteration
gets the simple form
(11)
As Ediss/ Ekin is smaller than 1, ~Vk converges to zero exponentially.

Now we use these results to determine the average velocity in the steady
state. Knowing the velocity v at 'Ymax (see Fig.6) any previous velocity v('Y)
can be obtained from energy conservation for -')'max < ')' < 'Ymax:
meffV 2 /2 = ffieffV 2 ('Y)/2 + mg(r + R)[cos(O + 'Y) - cos(O + 'Ymax)]. (12)
Solving this for v 2 ('Y) one obtains
(13)
with the characteristic velocity
vo = [(2m/meff)g(R + r)f1 2 (14)

and the dimensionless constant
b = (v/vo) 2 + cos(O + 'Ymax)· (15)
The average velocity v is given by the arc length, 2'Ymax (R + r), divided
by the duration of the contact with one bump, T:
v= 2'Ymax(R + r)jT. (16)
Inserting (13) into

/'max . -l
T= / d'Y'Y , (17)
~')'max
the average velocity (16) is determined by
Vo 1 {0+/'max d')'
(18)
V = 2')'max J0-l'max y'b - COS')'
0.20
0.15
,.-....
'b"ro" 0.10
~
<t:
<D
0.05
0.00
1.0 1.5 2.0 2.5 3.0
R/r
Figure 7. Computer simulation data for FAB = mgsinBAB as a funcion of R/r for
e11= 0.7 (dotted line) and 0.1 (dashed line). Full line is the analytical result for en = 0.
The integral in eq. (18) is an elliptic integral of the first kind and cannot
be solved in closed form. The theoretical curves in Fig.5 are obtained by
numerical evaluation of this formula and are in excellent agreement with
the data.
However, one can get additional insight by expanding ii for small r I R
(or small c, (8)), keeping the driving force F (i.e. the inclination B) fixed.
The result is [7, 11]
m_ 2 =F
-v
r
((R)
-
r
2
R
+2-+2
r
( 1 -m-)) +0(-).
meff
r
R
(19)
This specifies the proportionality constant in (3) and shows that the offsets
vanish in the limit r I R -+ 0.
Finally we determine the value FAB of the driving force, below which
ii = 0 is the only steady state. The integral (18) is only finite, if b > 1.
It diverges forb-+ 1 like [ln(b- 1)[, i.e. ii vanishes like 1l[ln(b- 1)[. We
conclude that b = 1 implicitely determines FAB· This can also be seen from
(13): While rolling over a substrate sphere, the highest point ('y = -e) is
reached with zero velocity, if b = 1.
Inserting (8) and (14) into (15) one finds
b =a sine+ Vf=C cosO (20)

Figure 8. Array of cylinders being pushed along a planar surface.
with the abbreviation
a= (metr 1 _ 1) y'c. (21)

2m c(1- c)
Substituting b = 1 and solving for OAB = arcsin(FAB/mg), one obtains

[7, 11]
OAB =arcsin ( Ja 2 : 1_ J -arctan ( ~). (22)
Fig. 7 shows a comparison of (22) with simulation results. 0AB vanishes for
large R/r like c/2a, i.e.
FAB
--~--
m ( -r ) 3 (23)
mg metr R
Of course, FAB must be smaller than the force F 8 , up to which stable rest
positions on the surface exist (see Fig.4). Simple geometry shows that
F8 • r.:. r
- = S i l l / m a x = yC ~ R" (24)
mg
3. Manifestation of Coulomb friction through dynamical feed-

back
Whereas incomplete restitution was the dissipation mechanism on the grain
scale in the previous chapter, the present one is devoted exclusively to
Coulomb friction. It will be shown that the distribution of sliding (hence
dissipative) and nonsliding (nondissipative) contacts in a contact network
depends on the global driving force or acceleration, which in turn is in-
fluenced by this distribution, a situation which constitutes a dynamical
feedback loop. As a result the effective friction of the granular material as
a whole depends on the acceleration, a fact which on first sight seems to be
in conflict with the very concept of a "force" .
3.1. SELF-ORGANIZATION OF ROTATIONAL DEGREES OF FREEDOM
Let us consider the following thought experiment first discussed in detail

by Radjai and Roux [15]: L equal, perfectly rigid cylinders are placed in
Lc
Figure 9. Self organized rotation modes. Nonsliding contacts are marked by a black dot.
parallel as in Fig.8 on a horizontal surface. They can roll or slide on the

surface. On both ends the array is terminated with blocks which can only
slide. The whole array is pushed to the right. Correspondingly the left block
is called "pushing block". The "terminating block" at the right end prevents
that some of the contacts between two cylinders open. The pushing force
NL > No (see Fig.8) is chosen small enough, that all cylinders stay in
contact with the plane underneath.
There would not be any dissipation in the system, if all contacts were
nonsliding. However, the rotations in this system are frustrated: At least one
contact per cylinder must be sliding. Let us consider two adjacent cylinders
which have a nonsliding contact. If one of them is rotating clockwise, the
other one must rotate with the same angular velocity w counterclockwise,
so that their surfaces do not move relative to each other. Then, if one of
them is also rolling without slip on the plane, with a velocity v = wR, the
other cylinder is bound to slide on the plane, with a relative tangential
velocity Vt = 2v at the contact.
Which contacts are the sliding ones? Radjai and Roux [15] found the
remarkable result, that after some transient there emerges a self organiza-
tion of rotation modes, Fig.9, which is independent of the initial conditions,
provided /-ls = /-ld [16]. The array of L cylinders is subdivided into three spa-
tial domains. In the first domain, next to the terminating block all contacts
between the cylinders and the plane are nonsliding, that is the cylinders
roll on the surface (mode A). In the second domain all contacts are sliding
(mode B). In the third domain, next to the pushing block, the contacts
among the cylinders are nonsliding, which implies that neighboring ones
are counterrotating or not rotating at all (mode C).
Modes A and B extend over LA and LB cylinders, respectively. These
numbers depend on the friction coefficients 1-l between two cylinders and
fJ- 1 at the contacts with the plane. They also depend on the moment of
inertia I of the cylinders, the acceleration v of the array 4 , and N 0 , but not
explicitely on L [15]. Mode C fills the rest of the system and is only present
if L >LA +LB.
4 It turns out that the acceleration is more convenient as input variable for the theo-
retical analysis than the pushing force N L necessary to assure this acceleration.
The experiment was actually carried out with the following modifica-
tions [17]: Of course, real solids are not perfectly rigid, but elastic. More
importantly, the array was not pushed with a constant force NL, but with
an elastic vertical metal beam driven at a constant speed. As a result one
observes stick-and-slip motion, but the self organized rotation modes are
the same.
The phenomena investigated theoretically in the following turn out to
be very robust against the relaxation of the idealized assumptions of rigidity
and a singular friction law at zero relative velocity [16].
3.2. THE GLOBAL FRICTION
In order to keep things as clear as possible, the cylinder mass, their radius
and the gravitational acceleration are chosen to be unity. In the following
I shall compare a macroscopic view, which regards the array of cylinders
as a continuous piece of matter sliding on a plane, with the microscopic
analysis, which takes into account the internal structure and dynamics of
this piece of matter. The forces NL and No, the total mass L or apparent
contact area 2L between the piece of matter and the plane, as well as the
global velocity v and the global acceleration iJ are quantities pertaining to
the macroscopic view, whereas the information that there are individual
cylinders with rotational degrees of freedom and contacts, which can be
sliding or nonsliding, belongs to the microscopic picture.
The microscopic description involves 5 unknown variables per cylinder
(see Fig.10): The angular velocity wi, the x- andy-components of the force
Fi = (Ni, Ti), which cylinder i + 1 excerts on cylinder i, and the force
F( = (T[, Nf) between cylinder i and the plane. Ti and T[ are Coulomb
friction forces. For sliding contacts one has
For simplicity the static friction coeffi.ents are assumed to be the same as
the dynamic ones, and the friction coefficients between the pushing and ter-
minating block and their adjacent cylinders are equal f-L (for a more general
treatment see [16]). There are three dynamical equations per particle: First
the sum of all horizontal forces acting on cylinder i gives the acceleration
(26)
Second the weight of each cylinder (equal 1 in the units used here) has to
be compensated by the sum of all vertical forces
(27)
i+1 i-1
'~
L~
Figure 10.
X
Definition of dynamical variables.
Finally, the angular acceleration is given by the torque exerted by the fric-
tion forces, divided by the moment of inertia, I,
(28)
Without the Coulomb friction laws the 3 dynamical equations per cylinder,
would not suffice to calculate the 5 variables. Here we are only interested
in solutions, for which
Ni > 0, NI > 0 and NL >No, (29)

so that none of the contacts opens and v :2: 0.
The global friction force Fg of the whole array is defined via Newton's
law
(30)
In the computer simulation the forces NL and No at the pushing and the
terminating block, respectively, are given, as well as the number L of cylin-
ders. The acceleration v of the whole array is measured, so that Fg can be
calculated from macroscopic quantities exclusively. Microscopically,
L
Fg = LTf (31)
i=l
is the sum of all friction forces at the cylinder-plane contacts, cf. (26) and
(30). No other horizontal forces are applied to the array.
The notion of a global friction force Fg can be misleading, though, if
one considers dissipation. Normally a friction force times the velocity is an
energy dissipation rate. If one measured the heat produced per unit time
in the present case, however, one would find much less than -Fgv. Only
part of the work done by the global friction force is converted into heat.
What goes on, becomes clear, if one considers the microscopic dynamics.
The dissipation rate is the sum of all friction forces multiplied by the relative
velocity at the corresponding contact:
L L
Ectiss = - LTi(Wi + Wi+I)- l:.Tf(v- Wi)- (32)
i=O i=l
Inserting (25), one immediately sees that Ediss > 0. If all angular velocities
were zero, this would indeed be -Fgv. The difference of work done by the
global friction and the heat production per unit time, (32), is the energy
put into the rotational degrees of freedom in unit time:
(33)
With (28) the rate of change of rotational energy is
-d
dt .
2::
Jw-/2
2
t
(34)
t
L
L(Ti +Ti-l- Tl)wi. (35)
i=l
After the transient, when all contacts have reached a steady state, sliding
or nonsliding, Erot 2: 0, because w and the constant wmust have the same
sign, otherwise some of the rotations would die out or change sign, resulting
in changes of the contact state.
Now the physical interpretation is clear: Macroscopically the energy
balance is
(36)
where Wext (NL - No)v is the rate of energy input into the piece of
matter, Etrans = Lv 2 /2 is the translational kinetic energy, and - Fgv is the
rate, at which energy is transfered into the internal degrees of freedom of
the piece of matter, be it irreversibly into heat or into the rotational degrees
of freedom, see (33). The kinetic energy "hidden" in the rotations of the
cylinders can be set free again like in a gyro-motor, for example if the array
of cylinders was to run up a hill.
3.3. FRICTION LAWS FOR THE DIFFERENT ROTATION MODES
Let us discuss the contributions Ft), F~B) and F~c) of the three modes
to the global friction in more detail. It will be shown that they depend on
v. The global friction is the sum of the three contributions. Knowing its
dependence on v, one can read Newton's law (30) as an implicite equation
for the acceleration as function of the pushing force NL·
3.3.1. Mode A
The cylinders are rolling without slip on the plane, that is Wi = v. With-
out Coulomb friction between the cylinders, fL = 0, the dissipation rate
is zero. Then the global friction force turns out to be proportional to the
acceleration,
LA
_p(A)
g = i!J(A)/v
rot = "'Iw·w·/v
LJ zz = LAiv • (37)
i=l
Inserting this into Newton's law (30) one can reinterpret the friction force as
describing an enhanced inertia of the cylinders, as known from elementary
classical mechanics, cf. (9): NLA - No = meffV with the effective mass
meff = LA(1 +I).
For J.l -/:- 0 the global friction in addition has a part, which is inde-
pendent of v. Moreover, the inertia is much more enhanced than before,
because the friction at the sliding contacts between the cylinders hinders
their rolling motion. One finds [15], for example by calculating N LA by
solving the dynamic equations (25) - (28) and using the analogue of (30):
Ft) = LAv- (NLA- No) (38)
LAv- (No+ (l;:)v) ( G~~)LA -1) (39)
::::; -Iv LA- 2J.LNo LA- J.l (1 + I)v L'i + O(J.L 2 ). (40)
This is the friction law for an array of LA cylinders being pushed along a
plane, provided they are rolling without slip on the support.
This result is remarkable in two respects, which have not been discussed
before: First there is a simple relationship between the global friction force
and the normal force exerted by the cylinder array on its support,
LA
pJA) = l:Nf. (41)
i=l
Obviously (cf. (27)) this force is given by the total weight LA plus the
tangential forces at the contacts between the cylinders. The latter all com-
pensate because of the action-reaction principle, apart from the tangential
forces applied at the ends:
(42)
Comparing with (38) one obtains
Ft)- LAiJ = - .!_ (FJA)- LA)· (43)

J.l
Formally this is reminiscent of a Coulomb law with an effective coefficient
of friction 1/ J.L, but the physics is completely different.
Th~ second remarkable thing about Ft) is its relation to the dissipation
rate. As in the special case J-L = 0 discussed above, one may regard the part
of F~A), which is linear in v, as enhancement of the inertia. In lowest order
of J-L one obtains
(44)
The correction factor (1 + J-LLA) can be much larger than 1. However, the
additional inertia must be of entirely dissipative origin, as indicated by
the proportionality with the friction coefficient. Therefore, if we extract
the dissipative part, -Ediss/v, of the global friction force Ft), we still find
that it is linear in the acceleration. With Erot = LAlvv and (33) one obtains
. (A)
Ediss
(45)
v
-LA(1 + I)v + ( No+ (1 + I)iJ) (( 11 +_~)LA_ 1) (46)

2/-L r-
~ 2J-LNo LA+ /-1> (1 + I)v L'i + O(~J> 2 ). (47)

The results of this section apply also, if modes B and C are absent.
Then LA = L is the number of cylinders. However, if L becomes larger
than a maximal possible LA, modes B and C must appear. This is easy to
understand: According to (26) the forces Ni must increase from one cylinder
to the next, in order to provide the acceleration for the additional cylinder.
Hence also the torque on the rolling cylinder, exerted by its neighbors,
increases with i. This torque has to be overcompensated by the wall friction
TJ in order to keep the cylinder rolling. This shows that the friction force
at the nonsliding wall contacts has to increase from one cylinder to the
next. Its absolute value cannot become larger than ~J> 1 NJ, however. This
determines the maximal number of cylinders in mode A [15]:
LA= Int [1n ( 2J-LNo ~~r + I)v t~;~,) / 1n C~ ~)]' (48)
where Int[ ... ] denotes the integer part. We see that LA vanishes for large
acceleration. This is intuitively clear, as the normal force between the cylin-
ders increases with the pushing force NL, hence these contacts tend to be-
come nonsliding due to the increased friction force. It should be noticed,
that the results discussed in this section are only valid for J-L < 1. For /-1> > 1
there is no solution to the dynamic equations, for which all Ni ~ 0, as re-
quired, if the cylinders should stay in contact. If /-1> approaches 1 from below,
mode A vanishes from the array, LA -+ 0. The value J-L = 1 is special for the
geometry considered here, as discussed in [15]. In (48) it was also assumed

that J-lf-l 1 < 1. Indeed, for J-lf-l 1 ;::: 1 the wall friction is never fully mobilized,
that is modes B and Care absent,LA----+ oo. For J-l----+ 0 the rotations of the
cylinders decouple. Then it depends on the sign of (J-L' - I v), whether the
array is in mode A or not. If it is positive, the wall friction can provide the
torque to keep the cylinders rolling, otherwise the array is in mode B or C.
3.3.2. Mode B
Next let us consider the contribution of the cylinders in mode B to the
global friction. All contacts are sliding in this mode. A similar calculation
as for (40) gives the friction law in mode B:
F(B) = LBV- (NL +L - NL ) = LBV- LB (

g A B A
v + f-l')
1 _ f.lf.l'
(49)
As all wall-contacts are sliding and all (v - wi) have the same sign, the
normal force FJBl exerted by the LB cylinders in mode B on the plane is
related to FJB) by the ordinary Coulomb law
FJB) = -J-L 1 FJB). (50)

For mode A we have seen, that a fixed angular velocity requires larger
and larger wall friction the closer one comes to the pushing block. This
is also true in mode B, where the wall friction is already fully mobilized.
Consequently the rotation speed decreases and reaches zero after
1- 1-lf-l'
LB = Int [ . 1
Iv]
2J-l
- (51)
v+f.L
cylinders. This limits mode B. If the pushing force is adjusted such that
the array moves with constant velocity, v = 0, mode B is absent from the
array.
3.3.3. Mode C
The contribution of mode C to the global friction will only be discussed
here for the special case that all Wi = 0, that is all cylinders are sliding
with velocity v on the plane. This gives essentially the right behaviour.
The full treatment can be found in [15] and [16].
A similar evaluation of the dynamical equations as in the previous cases
gives
Here Lc = L- (LA+ LB), and
(54)
and
N =-(1+I)v (1+M)LA(M (1+J)v) (55)
LA 2f,L + 1 -f,L 0 + 2 f,L .
Inspite of these complicated formulas, the relation between F~c) and

the normal force. F~c) is as simple as in mode B, since all wall contacts are
sliding:
(56)
For the following discussion it is important to notice that Lc must
not be arbitrarily large. The condition Nf > 0 assuring that none of the
cylinders detaches from the plane requires [15]:
1 - f-Lf-L' )
Lc < In ( M( v + M')
I 1
1 + f-t' I
ln 1 _ f-L' · (57)
Recall that (1 - f-Lf-t') > 0, otherwise the whole array is in mode A, as

discussed above.
3.3.4. The whole array

Having discussed the contributions of the different rotation modes sep-
arately, we are now in the position to write down the friction law for
the array of cylinders as a whole, if all three modes are present. With
Fn = F~A) + F~B) + F~c) and (43), the sum of the individual contributions
(39), (50) and (56) gives the global friction force
(58)
(59)
This result shows that the effective friction coefficient IFg/ Fn [ of an

array of cylinders being pushed along a surface deviates from f-L 1 only if
mode A is present. This is the reason, why I discussed mode A in more
detail than the two other modes. For large acceleration the effective friction
coefficient approaches f,L 1, for instance, see Fig.ll. Also, as Fn = L- TL +To
(cf. (27)) grows with L, the effective friction coefficient approaches f,L 1 for
arrays much longer than LA. This does not mean, that the deviation of the
0.12
0.10
0.08
=i... 0.06
0.04
0.02
0.00
0 4 12 16
Figure 11. Global friction per particle, /1g = F8 /L as a function of the pushing force.
For large pushing force it approaches the wall friction p,' = 0.1. In this case the friction
with the terminating block was negligible.
global friction coefficient from J-L1 is a boundary effect negligible for large
systems, on the contrary: As we have seen in (57), mode C can only extend
over a finite number of cylinders, if they should stay in contact with the
plane. By contrast, LA (eq.(48)) may become arbitrarily large, for instance
if J,LJ-L 1 ;?: 1. The modification of the effective friction coefficient due to mode
A depends on the acceleration, which is characteristic of the dynamical
feedback occuring in the system.
4. Conclusion
Considering friction in solids and liquids, the basic question is: What is
the microscopic dissipation mechanism? In solids, is it mainly involving
phononic or electronic degrees of freedom? For liquids, what is the molec-
ular foundation of the viscosity? These atomic mechanisms of friction in
solids and liquids involve a characteristic friction length (the typical dis-
tance between pinning sites on solid surfaces or the mean free path in
liquids). On much larger scales the friction law is always the same, as the
solid or liquid can be regarded as homogeneous.
For granular media, however, the grain diameter is much larger than
the friction length and makes the system heterogeneous. Even if one knows
the microscopic dissipation mechanism phenomenologically, the granularity
makes friction scale dependent. It transforms the dissipation mechanisms
into effective friction laws on scales much larger than the grain diameter.
As an example I discussed the effective viscous friction occurring due to
462 DIETRJCH E. WOLF
collisions with incomplete normal restitution. The surprising thing here

was that the viscous friction is essentially independent of the restitution
coefficient, but mainly determined by geometrical properties. Remarkably
this remains true for dense chute flow, too [10].
In the case of a granular packing, collective effects like the self organi-
zation of rotation modes lead to even larger characteristic lengths than the
grain diameter, and hence to a much more complicated scale dependence
of the effective friction law. This was illustrated by an array of parallel
cylinders being pushed along a horizontal plane, but it should be much
more general (for two dimensional packings see e.g. [18-21]). Depending on
the number LA of cylinders rolling without slip on the support, the global
coefficient of friction may be significantly smaller than J.L 1 , valid for slid-
ing on the plane. Remarkably it depends on the acceleration, respectively
the pushing force. This behaviour can be traced back to static friction be-
ing a reaction force, adjusting itself (within the limits determined by the
static friction coefficient) to whatever force is needed to maintain a contact
in the nonsliding state. Therefore it is interesting to see, how robust the
phenomena are [16], if the singular Coulomb friction model is regularized
around Vt = 0, as commonly done in molecular dynamics simulations. Our
molecular dynamics simulations with the regularized Coulomb law
T = -min('yvre!, J.L/NI) sgn(vrel) (60)
give the three modes in good agreement with the results obtained by contact
dynamics simulations [22], which implement (25) exactly [16].
Acknowledgements. This paper summarizes work done in collaboration
with George Batrouni, Lothar Brendel, Sabine Dippel, Farhang Radjai,
Stephane Roux and Jochen SchaJer. The support of the European HCM-
Network "Cooperative Structures in Complex Media" enabled us to have
"hands-on" participation in the corresponding experiments done in Daniel
Bideau's group in Rennes.
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464
Stefan Luding {left) and Juha-Pekka Hovi

A PHENOMENOLOGICAL MODEL FOR AVALANCHES AND
SURFACE FLOWS
J.P. BOUCHAUD
CEA, Ormes des Merisiers,
91191 Gif-sur- Yvette, Cedex France.
AND
M. E. CATES
University of Edinburgh, JCMB King's Buildings,
Mayfield Road, Edinburgh EH9 3JZ, UK.
Abstract. We propose a phenomenological 'two species' model of avalanches

and surface flow, and work out some of simple consequences, including the
appearance of two characteristic angles (the angle of repose and a 'spin-
odal' angle). One of the interesting prediction is the propagation of several
'uphill' waves during an avalanche process.
1. Introduction and model
The suggestion of Bak, Tang and Wiesenfeld [1 J that avalanches in sandpiles

might provide the simplest example of 'self-organized criticality' (SOC)
has triggered a number of theoretical and experimental investigations [2].
However it has become clear that in most cases the SOC scenario, in which
the behaviour resembles that near a second-order phase transition, does not
in fact hold; instead, hysteresis phenomena are seen which resemble more
nearly first-order behaviour [2]. The problem of avalanches and surface
flows in granular media is, though, an interesting and important problem
in its own right, with a rich phenomenology. Notable examples are (i) the
existence of (at least) two distinct characteristic angles (angle of repose,
maximum angle of stability) whose difference is a measure of the hysteresis
effect, and (ii) the striking segregation and stratification effects observed
when pouring mixture of grains [3].
465
466 J.P. BOUCHAUD AND M. E. CATES
With Prakash and Edwards [4], we recently proposed a phenomenolog-

ical description of avalanches and surface flows which involves as primary
objects two physical quantities (see also [6]), namely:
• the local 'height' of immobile particles, h(x, t) (which depends both
on the horizontal coordinate x of the considered surface element and on
time t)
• the local number of rolling particles n(x, t), which can be thought
of as the thickness of a "flowing layer" of grains (for dense layers) or the
concentration of moving grains (for more dilute layers).
The presence of two variables, rather than one, crucially alter the "hy-
drodynamic" behaviour at large length- and time-scales and, as shown be-
low [4] can account for the hysteresis effect. Variants of the model also allow
segregation and stratification to be understood in a simple way [9, 3].
In constructing hydrodynamic equations governing the time evolution
of h and n, we restrict ourselves to a regime [5] where the rolling grains
quickly reach a constant average velocity v 0 . (This terminal velocity reflects
the balance between gravity and inelastic collisions with the immobile bed.)
We also assume, for the moment, n(x, t) to be small enough in order to
discard all effects of order n 2 (for example, describing any dependence of
v 0 itself on n). Thus we write:
an an a2 n
at= -vo ax +Do ax 2 + r [{n}, {h}] (1)
where Do is a dispersion constant, which allows for the velocity fluctu-

ations of individual grains, and r describes the rate of conversion of rolling
grains into immobile particles (and vice-versa). The evolution equation for
h(x, t) reads:
a;: = -r [{n}, {h}] (2)
This follows from conservation of the total number of particles: the only
mechanism by which the local number of immobile grains can change is by
conversion into rolling grains.
Now, each rolling particle can, after colliding with the immobile bed,
either come to rest or dislodge more particles. The rates at which these two
processes occur obviously depend on the local geometry of the static grains
near the surface; for simplicity we assume that this enters only through the
local slope(}= -ahjax, and the local curvature aejax. (By convention,
we adopt () > 0 for piles sloping downward in the positive x direction.) The
probability of grains sticking is obviously a decreasing function of(), while
the probability for each grain to dislodge more wobbly particles increases
with B. Hence, for a certain critical value()= 8c (which we shall associate
below with the angle of repose), the two effects on average compensate. For
MODEL FOR AVALANCHES AND SURFACE FLOWS 467
() close to 8c, we thus expect:
r [{R}, {h}] = R ['Y(()- 8c) + 'Y'(()- 8c) 2 -t A:8()j8x ... ] (3)
For () < 8c rolling grains, on average, disappear with time. On the contrary,
for () > 8c, the rolling grain density proliferates exponentially, at least ini-
tially (the nonlinear terms in R, neglected above, will then come into play).
In the following, we shall in Eq.3 only retain the linear term in (()- 8c),
although the quadratic term ('Y') can be important in some circumstances
[7, 4]. The term in curvature, A:8() j 8x reflects the physical expectation that
local 'humps' will tend to be eroded by a flux of rolling grains, while local
'dips' tend to be filled in. Note that the coefficient 'Y (which has dimen-
sions of inverse time) can be interpreted as a characteristic frequency for
collisions between rolling grains and the static substrate.
2. Final form of the model: Nonlocal dislodging effects
So far, Eq. (3) assumes that the process by which rolling grains dislodge
immobile ones is purely local. This might not be so - firstly, our contin-
uum description cannot be extended below the size of the grains (which we
shall call a), so that the process by which a grain, starting to roll, destabi-
lizes the grain which was just above it, already leads to nonlocal terms in
r. Secondly, the collisions between the rolling particle and the static bed
might induce longer range effects through slight displacements of strings
of contacts within the substrate. Mathematically, these nonlocal effects are
described by adding higher order gradients (in R) to r. In fact, the effect
of the first two such gradients is merely to renormalise the values of vo and
Do introduced in Eq. (1) above, to values we shall denote v and D.
Hence the parameter D, which will turn out to play a crucial role in the
following, reflects two separate effects: fluctuations in the downhill velocity
(or 'dispersion') on the one hand, and nonlocal dislodging effects on the
other. The first contribution is of order v5h (recall that 'Y is a collision
rate), whereas the second is of order 'Ya 2 (or perhaps larger if the long-range
effects mentioned above turn out to be especially important). Typically we
expect, on dimensional grounds, 'Y ,. ._, vofa, in which case both contributions
are of similar magnitude. Note that the parameter D cannot, in our view,
be set to zero within a general hydrodynamical description - its neglect
would be analogous to omitting the viscous term from the Navier Stokes
equation for a fluid. But of course, just as for a fluid, such a term may be
unimportant for certain specific situations [8].
The final form of our phenomenological equations, to lowest order in R,
therefore reads 1:
(4)
and
(5)
where we have introduced h = h+8cx, which is the height measured relative

to a reference slope at the repose angle. This form differs from Ref.[4] by the
last two terms in Eq. (5); these have no strong effects but arise in principle
once we accept that nonlocal dislodgement effects contribute to v and D.
3. Simple consequences
The explicit solution of these equations can be worked out in simple ge-
ometries, such as the stationary filling of silo [8]. One finds that the density
of rolling grains depends linearly on x (while the local angle of the growing
pile is everywhere very close to the angle of repose 8c) except very close
to the wall where the rolling grain density vanishes, and where the slope is
much flatter. In these situations, the "diffusion constants" D and K, play a
minor role, and can be neglected.
3.1. SURFACE PROFILE: THE UPHILL WAVE
Another interesting situation is when a constant rolling grain density Ro

flow_._"> down the surface of a slightly 'bumpy' slope. In this case, the equation
for h reads:
(6)
The features of the slope thus evolve through a convection-diffusion equa-

tion, with an effective velocity equal to -"(Ro. In other words, bumps move
uphill with velocity "(Ro, and undergo a diffusive smoothing with time. The
mechanism of this uphill motion is clear: locally steeper slopes (in front of
the bump) tend to erode, while the rear of the bump, where the slope is
smaller, tends to accumulate particles. This leads to an effective motion of
the bump opposite to the motion of the grains.
1 In principle, one should also retain in Eq.(4) a term proportionnal to fJR/fJxfJh/fJx
which comes from the dependence of the velocity v in the local slope, and is also first
order inn.
3.2. THE 'SPINODAL' ANGLE
The most interesting consequence of our description is that there appears

a second 'critical' angle, distinct from 8c, which separates two different
regimes of avalanche behaviour. To see this, first note that Eq. (5) captures
an important property of granular materials, which is local metastability.
Within the model, in the absence of any rolling grains (R = 0), the conver-
sion rate r is zero: the grains remain locally in a metastable state, even if
the assembly is tilted to a slope larger than 8c. This is however only true if
the mechanical noise is zero, as the model so far assumes. In reality, small
vibrations always cause some grains to dislodge 'spontaneously', thereby
giving rise to a small input of rolling grains. This 'extrinsic' mechanism
can be modelled an extra random source term E(B, x, t), independent of R,
which must be added to r. Note that, as emphasized by de Gennes, the
amplitude of E is expected to grow when the slope gets steeper, as more
grains are likely to be dislodged [8]. Of course, if the tilt is sufficiently great,
there may even be dislodgement without noise, because the surface is rough
and some grains may cease to be supported by those below. However this
does not affect the discussion that follows.
Now, the question is: what will happen to an initial 'pulse' of rolling
grains. Will it progressively disappear with time, leaving the pile in a (glob-
ally) metastable state, or will it induce a 'catastrophic landslide'? As we
shall show now, this depends one the initial angle of the slope e(t = 0) Bo. =
Suppose that the pulse was created at an arbitrary point which we choose as
x = 0. After a timet, the density of rolling grains at site xis approximately
given by [4]:
R(x, t) = V4iJ5t
E [ (x- vt)
exp !'(Bo- 8c)t- 4Dt
2]
(7)
where we neglect the modification of Bo brought about by the erosion pro-

cess, which is justified for small enough times. For 00 < 8c (a pile flatter
than the repose angle) the amplitude of the rolling grain pulse decays to
zero, after a timeT ,...., [1'(8c -Bo)t 1 . The length of the eroded region is thus
finite, and equal to R = v[I'(Gc - Bo)]- 1 . If we now turn to slopes steeper
than repose (Bo > 8c) and look at the rolling grain density for a fixed x as
a function of time, one sees from Eq. 7 that for 00 < 8 d = 8c + v2 / 4D')', the
rolling grain density grows, reaches a maximum 'Rmax, and then decreases
with time. Conversely, for 00 > ed, the rolling grain density diverges to
infinity at long times. Obviously, this strict divergence is unrealistic, and
would be corrected if higher powers of R were included in Eq.l. The sim-
'
'
'
Avalancht! size
Figure 1. The avalanche size distribution is expected to peak around (8d - 8c)N
dislodged grains, corresponding to an avalanche nucleated at 8d. The amplitude of the
source term due to noise € (which triggers the avalanches) is expected to grow when 80
increases, which leads to an initial increase of the size probability distribution.
plest assumption is that 'Y = 'Yo - 'Yl R 2 , which describes the fact that for
larger values of R, not all the rolling grains interact with the solid phase,
which leads to an effective reduction of 'Y· This correction acts to saturate
the growth of R to some limiting value Rmax = "fohl·
Hence, for Oo < ed, one is in a regime of partial avalanches, where only
the region downhill of the initial pulse (x > 0) has relaxed to the repose
angle 8c (at which point dislodgement ceases). Only when (} 0 > ed does
the avalanche 'invade' the whole slope, since the rolling grain density grows
(formally, without bound) both for x > 0 and x < 0. This corresponds to
a complete relaxation of the slope to 8c, and an avalanche which is always
of the maximum possible size (of order (8d- 8c)N grains, where N is the
total number of grains in the system). For a rotating drum experiment, one
expects to observe an avalanche size distribution as shown in Fig. 1, where
the small size region is actually dominated by the dependence of E on the
angle Oo.
2 De Gennes has alternatively suggested to describe the saturation effect by substitut-
ing 1Raj(R +a) torR [10].

YIODEL FOR AVALANCHES AND SURFACE FLOWS 471
Note that some sort of random event (causing a nonzero perturbation

E) is still necessary to trigger the whole process; in this sense, the language
of 'nucleation' [8] is perhaps more appropriate. But in our model there is
no minimum size (or 'critical nucleus') for the initial pulse; the success or
failure of the avalanche is determined purely by the pre-existing slope. This
is closely analagous to the spinodal instability of a binary fluid (if 'slope'
is replaced by 'composition') which accounts for the naming of ed as a
'spinodal' angle [4].
3.3. ROLLING GRAIN PROFILE: A SECOND UPHILL WAVE
If one now looks at Eq. (7) at a given instant of time t, it tells us that the
points where R has reached a certain valueR* are given by:
(8)
with
(9)
Here co depends on R*, but its precise value does not matter for large times.
Interestingly, Eq. (9) means that for Bo < ed, the 'fronts' delimiting the
zone where rolling grains are localized are both progressing with positive
velocities. On the other hand, for 00 < ed, one of the front moves with
a velocity V_ < 0. This is another way to say that a local perturbating
pulse causes reorganization of the slope both uphill and downhill of where
it started. The backward-moving front of dislodged grains is very clearly
observed experimentally [11]. The experiments of Douady [12] on thin layers
of inclined sand even suggest that the onset of the uphill-moving front
might be rather directly identifiable as the maximum angle of stability;
this interpretation of the 'spinodal angle' was in fact suggested in Re£.[4].
Note that one might have expected naively that the negative-velocity
front would propagate backwards only in a diffusive manner. The fact that
it moves with a finite velocity V_ is the result of the local diffusion con-
stant D allowing small backward motions, which are then amplified by the
conversion effect. It is important anyway to realize that, because D reflects
'nonlocal dislodgement' terms as well as the spread of downhill velocities
(represented by the dispersion term Do) the mechanism does not require
that any individual grains are actually moving uphill [8].
Our model predicts the following scenario in the case where the slope is
slightly steeper than ed (Bo = ed + c5). When some external perturbation
creates a small local pulse of rolling grains, the 'rolling front' propagates
downwards at velocity-:::: v, and upwards with a smaller velocity-:::: 2!Dc5/v.
Once the downward front of grains hits the bottom of the silo, or of the
rotating drum, the accumulation of grains creates there a bulge of immobile

particles which, as pointed out previously, moves upward at velocity 'YRmax·
This occurs only if the time needed to create the bulge (L/v, where L is
the linear size of the pile), is shorter than the time needed to complete the
avalanche, which is given by L/'YRmax· Otherwise, the avalanche is already
extinct when the bulge is created, so that backward propagation of the
bulge (which requires nonzero R) is precluded. A closely related mechanism
is present for a silo being filled at a steady rate from a point source, and is
involved in the stratification effect observed in grains of different sizes and
roughness [3].
4. Extensions
We have shown that our simple description already contains a rich phe-
nomenology, in particular the existence of two distinct angles for avalanche
propagation, and the appearance of two different types of 'uphill' moving
fronts, the first corresponding to the evolution of a bump of static grains
and the second corresponding to a wavefront of dislodged particles. Various
extensions of our model can be considered - truly three dimensional situa-
tions would be an interesting place to start. One can also consider mixtures
of grains, with for example two species of rolling particles with different an-
gles of repose. This was investigated in [9, 3]. One could also add various
nonlinear effects which were left out in the present description, for example,
the possible dependence of the downhill velocity v of rolling grains both on
the local slope and on the density of rolling grains itself. Another possible
(though speculative) extension is in the context of dune formation. The
idea is to add to conversion term r a 'wind contribution' to the creation of
rolling grains proportional to a local wind velocity. This local wind velocity
depends, in turn, on the whole height profile. This is already enough to
generate interesting linear instabilities [13]. Finally, it would be helpful to
work on a more microscopic derivation of our phenomenological equations,
which should clarify the precise domain of their validity, for example by
giving a criterion for when the assumption of a fixed terminal velocity of
rolling grains is valid.
Acknowledgements. We wish to thank Ravi Prakash and Sir Sam
Edwards, which whom the model presented here was developed. We have
also benefited from discussions with T. Boutreux, Ph. Claudin, S. Douady,
P.-G. de Gennes and J. Rajchenbach.
References
1. P. Bak, C. Tang, K. Wiesenfeld, Phys. Rev. Lett. 59, 381 (1987), Phys. Rev. A 38,
364 (1988), P. Bak, 'How Nature Works, The Science of Self Organized Criticality'
(Copernicus, New-York, 1997).

2. For reviews, see e.g. H. Jaeger, S. R. Nagel, R. P. Behringer, Rev. Mod. Phys. 68
(1996) 1259 and refs. therein, and J. Rachjenbach, present volume.
3. H. A. Makse, S. Havlin, P. R. King, H. E. Stanley, Nature (London) 386 (1997)
379, H. A. Makse, P. Cizeau, H. E. Stanley, Phys. Rev. Lett. 78 (1997) 3298.
4. J.P. Bouchaud, M. E. Cates, R. Prakash, S. F. Edwards, J. Phys. France 4 (1994)
1383, Phys. Rev. Lett. 7 4 (1995) 1982.
5. For related work on the opposite regime, where inertial effects dominate, see e.g.,
S. B. Savage and K. Hutter, J. Fluid Mech. 199 (1989) 177.
6. A. Mehta, in 'Granular Matter', A. Mehta, Ed., Springer (1994) and references
therein.
7. For a review, see: T. Halpin-Healey and Y.C. Zhang; Phys. Rep. 254 (1995) 217.
8. P.G. de Gennes, Comptes Rendus Academic des Sciences, 321 II (1995) 501, Lecture
Notes, Varenna Summer School on Complex Systems, July 1996.
9. T. Boutreux, P.G. de Gennes, J. Phys. I l<'rance, 6 (1996) 1295.
10. P.G. de Gennes, Cours au College de France (1997), unpublished.
11. J. Rachjenbach, private communication.
12. S. Douady, this volume.
13. J.P. Bouchaud, Ph. Claudin, 0. Terzidis, work in progress.
474
Harold Auradou (left) and Florence Cantelaube

AVALANCHES IN PILES OF RICE
KIM CHRISTENSEN
Department of Mathematics, Imperial College,
180 Queen's Gate, London SW'l 2BZ, United Kingdom
Abstract. A quasi one-dimensional rice pile has been used to study the
dynamics of driven, inhomogeneous systems. Grains of rice were slowly fed
into the gap between two vertical plates, a pile built up and reached a quasi-
stationary state. The collective transport properties in terms of avalanches
was addressed. For elongated grains the probability density for avalanches
(energy dissipation events) within the pile is a power law whereas more
spherical grains lead to a stretched-exponential form. Thus the microscopic
details determine whether the response in this self-organizing system is
·critical or not. Furthermore, we have studied experimentally the individ-
ual transport properties in the system displaying self-organized criticality.
Tracer particles were added to the pile and their transit times measured.
The distribution of transit times is a constant with a crossover to a decay-
ing power law. The average transport velocity decreases with system size.
This is due to an increase in the active zone depth with system size. This
picture is supported by considering transport in a lD cellular automaton
modeling the experiment.
1. Introduction
The avalanches that occur when grains are dropped onto a pile illustrate
the spontaneous generation of complexity in simple dynamical systems [1].
When grains are dropped onto a finite base, a pile builds up. However,
it cannot become infinitely high, and, eventually, the system settles in a
stationary state where the outflux over the edge of the base on average
equals the influx. Intermittent flow of grains down the slope of the pile
(small and large avalanches) maintain the system in this state. Bak, Tang,
and Wiesenfeld constructed a 2D cellular automaton of a slowly driven
dynamical system. They showed, that the 'pile' spontaneously evolves, or
475
476 KIM CHRISTENSEN
self-organizes, into a state with avalanches of all sizes distributed according

to a power law, that is, there is no internal system-specific scale. Because
of the lack of any characteristic avalanche size, the system is referred to as
critical [1]. It has been a longstanding question whether real granular sys-
tems display self-organized criticality (SOC) when slowly driven. Recently,
however, an experiment on a quasi one-dimensional pile of rice has shown
that the occurrence of SOC depends on details in the grain-level dissipation
mechanisms [2]. Only with sufficiently elongated grains, avalanches with a
power-law distribution occurred.
2. The experiment
The experimental system consisted of a rice pile confined between two 5 mm
thick glass plates supported by 15 mm thick 100 em x 120 em polymethyl-
methacrylate plates. Aluminum rods were inserted between the glass plates
to form a vertical wall at one side and a variable base with length £ of
the quasi one-dimensional pile. The other side was open, allowing grains
to fall off the pile. Grains of rice were slowly fed into the gap between
the plates close to the vertical wall using a single seed machine. We used
a plate separation to grain length ratio of approximately 0.8 and system
sizes £ = 15, 30, 60, and 85.7 em. The injection rate was 2-3 grains every
7.7 s or, on average, 20 grains/min.
2.1. THE COLLECTIVE BEHAVIOUR: AVALANCHES
The dynamics of the rice piles was recorded with a photometric CCD cam-
era with 2000x2000 (pixels) 2 spatial resolution. Frames were taken at 15s
intervals and the profiles were identified. Each experiment lasted about 42 h
and consisted of 10,000 profiles. Let Ea(pot) and Eb(pot) denote the poten-
tial energies associated with two consecutive profiles a and b. If Eadd (pot) is
the potential energy and Eadd(kin) the kinetic energy of the added grains,
then the energy E dissipated in the rice pile by an avalanche is given by
E Ea(pot) + Eadd(pot) + Eadd(kin)- Eout(kin) - Eb(pot) (1)

~ Ea (pot) + Eadd (pot) - Eb (pot)
since the kinetic energies of the incoming grains Eadd (kin) and grains drop-
ping out (if any) Eout(kin) can be neglected.
Figure 1 is a finite-size scaling plot of the probability density PE(E, L)
for elongated rice grains - aspect ratio ~ 3.8 - and system sizes L = 16,
33, 66, and 105 (in terms of the grain length 8), marked with lines of
increasing dash length. The energy dissipation is expressed in terms of
E = mg8 = 1.54t.tJ where m is the average grain mass, g the acceleration
AVALANCHES IN PILES OF RICE 477
0.1 -::-:.:: "'<"-...:-:..-":':".:"".:::"""_.... --....·.:::.::...... ~~
<-
10-2 ~-\,
...J
...J 10·'
'~
r.Li~
iS::' 10-4
~~
~- ,,,,,
...
.... ......
-~
10'5 "-\:
10 100 1000
E/L
Figure 1. A finite-size scaling plot of the avalanche size distribution for the elongated
grins using PE(E,L) = L-f3E f(E/L"E) with f3E = VE = 1. The scaling function has the
form f(x) = const for x < 1 and f(x) <X x-"'E for x > 1, with O!E ~ 2.04.
of gravity and 8 the grain length o. The probability densities are constant
for 'small' values of E and have a power-law form PE(E, L) ex E-aE, ex-
tending over approximately one and a half decade, for 'large' E, thus there
is no characteristic avalanche size. There is no obvious cutoff in the scal-
ing function, the power-law behaviour extends up to the largest avalanche
sizes measured. In the scaling argument, a cutoff is unnecessary when
the power-law exponent aE > 2. The crossover to a constant probabil-
ity density is caused by an uncertainty in the measured energy dissipation,
b..E ~ b..Eadd (pot) ex b..N L, where b..N is the uncertainty in the no. grains
added between two profiles. We expect to observe a larger scaling region in
a more careful experiment where only one grain is added at a time, leaving
b..E ~ 0. Thus the avalanche dynamics in the rice pile with the elongated
grains is consistent with a self-organized critical process.
For more spherical grains, - aspect ratio ~ 2.0 - we find that the prob-
ability densities are consistent with a stretched-exponential scaling func-
tion, f(x) ex exp( -(xjx*)'Y) with 'Y ~ 0.43 and x* ~ 0.45. A characteristic
avalanche size E* = x* L for the dynamics of the more spherical grains
appears, which is inconsistent with the idea of SOC. The more spherical
grains tended to roll down the slope which resulted in a very small grain to
grain friction rendering inertia effect important. A large aspect ratio leads
to a 'rough' profile and a sliding grain motion with a higher effective friction
which seems crucial to get 'critical dynamics'.
2.2. THE INDIVIDUAL BEHAVIOUR: TRACER PARTICLES
The elongated grains could pack in a variety of ways, and each avalanche
replaced, locally or globally, one surface configuration with another. Thus a
478 KIM CHRISTENSEN
800
0 600
=:
'""'
Q.l
u 400
~
'""'
~
200
0
0 10000 20000 30000 40000 50000
Tin' Tout [no. additions]
Figure 2. A record of the tracer experiment in a pile of size L = 113 where a total number
of 800 tracer particles were added, one every 4th minute. The tilted line connects the
injection times for all the tracers. The transit time for each tracer particle is repressnted
by the length of a horizontal line whose projection onto the x-axis of the left (right)
endpoint equals the time the particle entered Tin (left Tout) the system. The transit time
is measured in units of the number of injections of uncolored grains (no. additions), 1
addition every 7.7 s. Note the large variation in the transit times T = Tout -Tin and
that, repeatedly, many tracers left the system at the same time.
dynamically varying medium disorder (coupled to the relaxation processes)

was generated. This is conceptually different from transport in media with
a quenched disorder. Furthermore, in SOC systems, a small perturbation
may lead to arbitrarily large avalanches, and it is not clear at all, how
this affects the transport properties. Thus it is quite surprising, that there
are no experiments and only a few theoretical and numerical studies on
transport in systems displaying SOC. In collaboration with Alvaro Corral,
Vidar Frette, Jens Feder and Torstein J0ssang I have studied experimentally
transport properties in the slowly driven rice pile with elongated grains
which display SOC [3]. Tracer particles were added to a pile and their
transit times measured, see Figure 2.
Figure 3 shows the resulting statistics of the data in a finite-size scaling
plot with Pr (T, L) = L -.Gr g(T I Lvr). The distribution of transit times is a
constant with a crossover to a decaying power law with exponent a'l' ~ 2.4.
Since ar > 2, the average transit time (T) ex Lvr where L is the
system size and vr = 1.5 ± 0.2. Thus the average velocity of tracer particles
(V) ex Ll (T) decreases with system size. This is due to an increase in the
active zone depth with system size. The number of particles crossing an
active zone AL in a fixed time interval 5t, 5t(V):>..L, is proportionally with
the constant rate of adding particles. Thus (V) ex 1I AL.
AVALANCHES IN PILES OF RICE 479
L=79
L=39
L=20
Figure 3. A finite-size scaling plot of the experimental results for the normalized dis-
tribution of transit times in piles with sizes L = 20, 39, 79, and 113. The data have been
averaged over exponentially increasing bins with base 2 in order to reduce the fluctua-
tions in the statistics due to the relatively small number of tracer particles. Disregarding
the smallest system, a reasonable data collapse of the three largest systems is obtained
with vr = 1.5 ± 0.2 and f3r = 1.4 ± 0.2, The scaling function g is essentially constant for
small arguments and have a decaying power-law tail with a slope of ar = 2.4±0.2. These
large transit times correspond to tracer particles which, during the transport through the
systems,. become deeply embedded in the pile.
3. The model
Inspired by the experiments, we considered a model of size L in which an

integer variable hx gives the height of the pile at site x. The local slope
Zx at site x is given by Zx = hx - hx+l where we impose hL+l = 0. The
addition of a grain at the wall increases the slope by one at x = 1, that is,
z1 -+ z1 + 1. We proceed by dropping grains at the wall until the slope z1
exceeds a critical value, z1 > zr,
then the site topples by transferring one
grain to its neighboring site on the right. If Zx > z~, this site topples in turn
according to Zx-+ Zx-2, Zx±l -+ Zx±l +1 (unless at the rightmost site where
the grains fall off the pile) generating an avalanche. During the avalanche,
no grains are added to the pile. Thus the two time scales involved in the
dynamic evolution of the pile are separated. The injection rate of grains is
low compared to the duration of the relaxation processes. The avalanche
stops when the system reaches a stable state with Zx :S z~ Vx and grains are
added at the wall until a new avalanche is initiated and so on. The critical
slopes z~ are dynamical variables chosen randomly to be 1 or 2 every time
site x has toppled. This is a simple way to model the changes in the local
slopes observed in the rice pile experiment. Thus the model differs from
the trivial 1D BTW model where z~ = 1 is a constant [1]. Starting with,
say, Zx = 0 and z~ = 1 Vx, the system reaches a stationary state where the
avalanche sizes are power-law distributed with an exponent of -1.55 ±0.10
480 KIM CHRISTENSEN
101
~ 10-1
~
E-1~ 10-3 L =400
'-'
~10-5 L = 100
E-<
L=25
~ 10-7
10-9
10-4
Figure 4. A finite-size scaling plot with vr = 1.30 ± 0.10 and fJr = 1.35 ± 0.10 of
the normalized distribution of transit times in the numerical model with system sizes
L = 25, 100, 400, and 1600. The statistics shown correspond to 10 7 tracer particles (10 6
for L = 1600), and the data have been averaged over exponentially increasing bins with
base 1.1. The functions are constant for small transit times and decay as power laws with
a slope of or = 2.22 ± 0.10.
and a cutoff in the power-law distribution that scales with system size as
£2.25±0.10.
When the system has reached the statistically stationary state we mea-
sured the transit times of all the added particles in the model as a function
of system size, see Figure 4. For further details please see [3].
In conclusion, this new direction of research sheds light upon the dy-
namics of SOC systems in general and granular systems in particular. We
find that the transport properties of a SOC granular medium are charac-
terized by an average velocity that approaches zero when the system size
increases. These experimental findings agree well with the behavior seen in
a simple lD computer model of the self-organized critical pile.
Acknowledgements. The author gratefully acknowledge support from
the European Union Training and Mobility of Researchers (TMR) Program,
contract number ERBFMBICT961215 under the direction of H. Jensen.
References
1. Bak, P., Tang, C. and Wiesenfeld, K. (1987) Self-organized criticality: An explanation
of 1/ f noise, Phys. Rev. Lett. 59, pp. 381-384.
2. Frette, V., Christensen, K., Malthe-S0renssen, A., Feder, J., J0ssang, T. and Meakin,
P. (1996) Avalanche dynamics in a pile of rice, Nature 379, pp. 49-52; see also Kardar,
M. (1996) Avalanche theory in rice, Nature 379, p. 22.
3. Christensen, K., Corral, A., Frette, V., Feder, J. and J0ssang, T. (1996) Tracer dis-
persion in a self-organized critical system, Phys. Rev. Lett. 77, pp. 107-110.
DYNAMICS OF A BALL ROLLING DOWN A ROUGH
INCLINED SURFACE
D. BIDEAU, C. HENRIQUE, I. IPPOLITO, L. SAMSON

Groupe Matiere Condensee et Materiaux,
UMR CNRS 6626, Universite de Rennes 1,
Campus de Beaulieu, Batiment 11A
35042 Rennes Cedex
G. BATROUNI
Institut non-lineaire de Nice-Sophia Antipolis,
1361 route des Lucioles,
06560 Valbonne France
AND
A. AGUIRRE AND A. CALVO

Grupo des Medias Porosos, Facultad de lngenieria-UBA,
Paseo Colon 850,
1064-Buenos Aires, Argentina
Abstract. The dynamics of a ball moving down an inclined rough plane

is experimentally studied. Three different regimes of motion are found, ac-
cording to different values of the two control parameters (the inclination
angle {) and the ratio = ~, where R is the radius of the rolling ball and
r the radius of the glass beads constituting the roughness (they are glued
on the plane)): a decelerated regime (A), a stationnary regime (B) with a
constant mean velocity and a jumping regime (C). In regime A and regime
B, the ball suddenly stops. An analysis of the motion in regime B leads
to the surprising conclusion that the friction force is a viscous-type one,
proportional to the velocity. Finally the fluctuations in the trajectories and
in the velocities in regime B are studied in terms of diffusion.
481
482 D. BIDEAU, C. HENRIQUE, I. IPPOLITO, L. SAMSON ET AL.
1. Introduction
Granular media are quite fascinating because they show peculiar behaviour
often due to their dissipative character or to the important role played by
geometry [1, 2]. For example, a large number of instabilities are observed
when grains flow or are vibrated [3], such as density waves [4], avalanches [5],
arching [6], and segregation [7]. Moreover, the influence of a wall vicinity is
of importance in these behaviours. We are here concerned by a phenomenon
which is often observed in nature. On mountain slopes, the large rocks are
found very generally at the bottom and the small at the top. Similarly, as
shown by a very well known picture by J.C. Williams [8], a mixture of pow-
ders of two sizes in a heap shows the large grains in the bottom of the heap
and the small in the top. This has been also found by numerical simula-
tions using the steepest descent algorithm [9]. In each case the explanation
is simple: The surfaces of a mountain and of the heap are rough and the
large grains "feel" a smaller roughness than the small ones and then they
can travel further than the small.
The dynamics of a grain rolling down the slope can be interesting by
itself. The relative importance of the roles played by geometry (i.e. the
roughness) and mechanics (i.e. friction and restitution coefficient) is not
well known in this case [10], even if it is an important problem: the flow of
granular media occurs quite generally near a wall, which is often rough [11].
This paper is devoted to the study of the dynamics of a ball rolling
down an inclined plane of controlled roughness [12, 13]. In the Sec. 2, we
shall present our experimental system. Then, in Sec. 3, we shall describe
our general results on this topic. Sec. 4 will be devoted to a discussion on
the stopping distances, i.e. the distance covered by the ball before being
stopped by the roughness.
Sec. 5 will be concerned by an analysis of the observed fluctuation of
the velocity (dispersion analysis). And we conclude in Sec. 6.
2. Experimental system
The experimental setup used in this work has been described in details
elsewhere [14]. The plane is a two meter long by one meter wide and one
centimeter thick glass plate supported by a rigid metallic frame. A hoist
permits to change and determine 1J, the angle with the horizontal with good
accuracy. The roughness is obtained by gluing glass beads of varying radius
r, of the order of half a millimeter, on a self adhesive paper placed on the
glass plate. These glass beads are spread on the surface in a disordered
monolayer. The surface packing fraction is of the order of 0.7.
The rolling balls, which can be made in steel, glass, plastic or tungsten
carbide, are released one by one, on a smooth zone whose length gives a
DYNAMICS OF A BALL ON AN INCLINED SURFACE 483
R---'~~""
rl _ ____.,,
x1,t1
x2,t2
x3,t3
x4,t4
x5,t5
x6,t6
x7,t7
Figure 1. Experimental setup for measuring transverse and longitudinal dispersion: (Ia)
steel ball launching, (R) ball radius R , (Co) collector, (L) distance between launcher and
collector , (pc) computer, (rl) range of lasers, (rp) range of photodetectors, (r) glass beads
radius, (?'.!) angle of the plane with the horizontal.
control of the initial velocity of the ball. The trajectories of the ball can
be recorded using a CCD camera placed above the plane, which takes one
image every 40 ms. For transverse diffusion measurements , we have placed
at a distance L from the released point and perpendicular to the larger
dimension of the plate a collector (see Fig. 1). For longit udinal diffusion and
velocity measurements, we have fixed 7 diode lasers at Xi = iX 1 , i = 1-7,
with their axes perpendicular to the axis of the plate, with 7 receptors in
the opposite size, as shown in Fig. 1. The receptors are connected to a
computer, so we can obtain the time and the time dispersion for the ball to
roll on the distance between two lasers. A first diode laser and a receptor
are placed at the exit of the launcher to trigger the time.
3. General results
The dynamics of the ball can be described by using three control parameters
which are: {} , T and R. In some cases the number of parameters can be
reduced by the use of a nondimensional parameter = ~- Using and{},
+c
18
16
14
.... ""'Z + + + + + + +
12 .... " " "~~++ + + + + +

t9 10
::::: ~
.... "" + + +
ll.IS. + + + +
8
6
" .. .. "B" " " + + + + +
4
2
::~ ..
0 ~---+----+----+----+----+----~---+-----
0 2 4 6 8 10 12 14 16
Figure 2. Phase diagram giving the different dynamical regimes of the rolling ball. This
diagram has been obtained with a surface of sieved river rolled sand of mean grain size
between 0.2 and 0.3 mm and moving plastic ball.
we can describe this problem in the phase diagram shown in Fig. 2. Three
dynamical regimes appear:
- Regime A, with low {) and low , where the ball is decelerated when
starting with a finite initial velocity. The ball stops suddenly after
having travelled a certain distance L *, the stopping distance.
Regime B, corresponding to intermediate values of the two parameters,
in which a a steady state characterized by a constant (but fluctuating)
velocity. Also in this regime, the ball is suddenly stopped, apparently
in only one step. So, the motion of the ball on the rough plane appears
to be controlled by two noises: A "small" noise, which is essentially due
to collisions with the bumpy surface, during which only a part of the
energy of the ball is lost, and a "large" noise (very specific collision)
during which the loss of energy is sufficiently large for the ball to be
trapped.
- Regime C, where{) and/or are large. The ball has a bouncing motion
where the length of the jumps is too large to permit an experimental
study on our 2 m long system.
Qualitatively, the shape of this phase diagram does not depend heavily
on the nature of the glued grains (glass beads or rolled sand). Most of our
work was to study the characteristics of the ball motion in the B regime. A
simple approach to analyse the motion of a ball of mass m and diameter D
on an inclined bumpy line (i.e. in 2D) is that proposed by Janet al. [15]:
. 11-mgD
mgDsm1J = ----_0- + fmvm,
2
(1)
cosv
where g is the gravitational acceleration, 11- the solid friction coefficient be-
tween the ball and the incline, f a constant, and Vm the stationary velocity
0.30
,-._
btl
_:Z::
;q. . . .
,-._ 0.20
ES-
A
~
>v
0.10
0.00 ~--~---'--~-....___-~____.-~--'
0.00 0.05 0.10 0.15 0.20
sin(O)
Figure 3. Variations of the reduced variable Vm q,-!3 versus sin '19, for different values of
\I>.
along the direction of steepest descent. Their experimental results are in

agreement with this expression: the constant velocity varies as (sin {)) 112 .
However, surprisingly, our experimental results in 3D do not agree with
this expression, or with the 2D numerical simulations by Dippel [16].
Figure 3 gives our results concerning the variations of the reduced vari-
able vm<J?-!3 versus sin{), for different values of <1?. {3 is an exponent of the
order of 3/2. This result is quite surprising, because it leads to a friction
force proportional to Vm, i.e. a "viscous" force F = fvm, with a pseudo
"viscosity" f which is a power law of <1?:
1 3
f ex r2<1?2. (2)
This law, giving the relation between the "viscosity" and the control param-
eter <1?, derives directly from dimensional analysis of each component [17],
but the experimental value of the exponent is weakly smaller(l.25). Such
a viscous friction law is different from what we were expecting. Normally,
the loss of momentum of the rolling ball in a collision with the plane is
proportional to the velocity, as is the number of collisions per unit time:
this gives a friction law proportional to v2 and not to v. A stochastic 2D
model proposed by one of us permits a better understanding of what hap-
pens [18]. Figure 4 gives a geometrical illustration of this model. Disks of
same radius r are put in a straight line, the distance between the surface
of two neighbouring disks being 2£, where c is a random number between
0 and a maximum value em·
-E--- g sin(S)
y
y
X~
~----~~---\~
R
______\_---r::,
'2£:
Figure 4. Schematic representation of the stochastic model.
The angle of this line with the horizontal is rJ, the direction parallel
(perpendicular) to it being x (y). A large disk, of radius R, moves from the
right to the left with a velocity v whose component in the x (y) direction
v
is Vx (vy)· makes an angle ¢with the line of the disks, sin¢ = vy/IVI'
'Y is the angle between the line perpendicular to the line of disks, and the
line connecting the centers of the large and small disks at the point of
contact. Our sign convention is the following: when the collision is on that
side of the small disk which faces the approaching large disk (as in the
Fig. 4) 'Y < 0, and when it is on the other side, 'Y > 0. In this model, we
ignore the rotation of the rolling large disk. Clearly, this is not justified,
but Molecular Dynamics simulations have shown [16] that if we prevent the
disk from rotating as it bounces down the line, the qualitative features of
the motion are preserved, except close to the transition between A and B
regimes. Since we are interested in the scaling properties of the motion, we
will neglect rotation.
Our second assumption is that after a collision, the velocity components
normal and tangential to the small disk at the point of contact are related
to the corresponding velocities before the collision by
lv~l = /Jn lvnl, (3)

I
Vt = !JtVt, (4)
where Mn(Mt) is the normal (tangential) coefficient of restitution. The details

of the calculation are given in [18]. Let us give here the main results obtained
through this model. First, the friction force (for those {) which correspond
to regime B) is proportional to sin fJ, as in the experiments. This result is
not sensitive to the values of the coefficients of restitution and friction. The
second result of this work was to show that this viscous force is the result of
a competition between ballistic motion (with large vy determining the time
of flight) and motion parallel to the plane (where Vx determines the time
of flight). The importance of the dependence of the tangential restitution
coefficient on the angle of incidence was also emphasized.
Here is a question. Sabine Dippel [19] has done numerical simulations
on this problem. And she has found roughly the same behaviour, except
the fact that the rolling ball has in her case several collisions with one glued
ball. This result is obtained by choosing a low restitution coefficient to take
into account the fact that the glass beads in our case are not firmly glued
on the plane. Because they are fixed on a plastic sheet, the collision is not
very hard, which explains the difficulty of fitting the results by an usual
(according to the nature of the materials constituting the two different
balls) restitution coefficient. Our noise measurements [14] seem to indicate
that the rolling ball has only a single collision by glued bead. Some exper-
iments are in progress, with glass beads directly glued on the glass plane,
to elucidate this discrepancy.
The other problem is the dynamics of the ball in regime A and its
dependence on the initial velocity. It is possible to control the initial kinetic
energy supplied to the ball by placing a thin smooth plastic sheet on the
rough surface in the region where the ball is launched. The distance which
the ball rolls down on this sheet before arriving on the rough side of the
plane gives the initial kinetic energy. The first experimental result [20] is
that the stopping distance is directly proportional to the initial energy
when it is large. This gives an energy gradient which is constant and equal
to the friction force, which is then of "Coulomb type". For smaller initial
kinetic energy, the energy gradient is no longer linear, and we assume again
a viscous type friction force in this case.
We have studied this dynamics in a more simple 1D model [21], in which
the rough line consists of micro-facets whose inclination can be different
from that of the line. The main result is that when the distribution of the
facet orientations exhibits a well-defined spatial periodicity along the line,
the ball motion can enter a steady periodic regime which leads ultimately
to a chaotic behaviour via period-doubling instabilities. The presence of
stochastic noise associated with the facet orientation destroys the structure
of deterministic chaotic regime except in the case of weak noise.
N (1>1*)
20 40 60 80 100
I*
Figure 5. Cumulative distribution of the stopping distances for two different values of
iJ (4.4° (D) and 4.7° (•)], with R = 1 mm, r = 0.25 mm.
4. Stopping distance
As apparent in experiments, the mechanism responsible for the ball to stop

is different in regimes A and B. In each case, the ball stops very quickly,
apparently in only one step, but in regime A its velocity is decreasing before
stopping, whereas in regime B the velocity fluctuates around a constant
value.
In this B regime, the probability for the ball to be stopped is the same in
all parts of its trajectory, i.e. the distribution of the stopping distance in this
case must be exponential. Fig. 5 displays a semilog plot of the cumulative
distribution of the stopping distances for two values of{). According to this,
and taking into account the fact that the ball is stopped in only one step,
we have proposed the following expression for the characteristic stopping
distance L * (13]:
(5)
where A is a constant. This expression shows the great dependence of this
distance on the size of the ball. It is coherent with what is observed in
nature: nobody is surprised to see the larger rocks at the bottom of the
slope of a mountain.
Regime A is more complex, especially because the dynamics of the
rolling ball is dependent on its initial velocity, but not the A-B transi-
tion and its angle value (20]. The stopping distance in this regime is also
IOOr-------------------------------~
0.1-l-----1----+---+----1---+----1
0.1 0.2 n3 0.4 ns 0.6
t(s)
Figure 6. Semilogarithmic plot of the decreasing of the velocity during A regime.
dependent on the size of the rolling ball, but less strongly than in the B
regime.
5. Dispersion results
The fluctuations in the trajectory of the ball and in its velocity are interest-
ing by themselves: they contain a large part of the physics of this problem,
These fluctuations can be measured by placing a video CCD camera above
the rough plane, or using the experimental system described in Fig. 1.
Studying these velocities (we are here essentially concerned by vx), the first
question is to ask how Vx decreased from its initial value Vxo to the station-
ary regime value (vx) (in this case, Vxo is supposed to be larger than (vx) ).
Figure 6, plotted in semilogarithmic scale, shows that the velocity during
this decelerated phase decreases exponentially:
t
vx(t) = (vx) + (Vxo - (vx)) exp --.
T
(6)
For R = 2 mm and {) = 4°, the characteristic time T ::::; 0.14 s. Given the
fact that (vx) = 6. 7 m/ s- 1 , the stationary regime is reached at a distance
from the origin which is 2.5 em (i.e. a very short distance). This distance
increases with {), but not strongly.
One interesting question is to know if there are correlations between the
two components of the velocity, Vx and vy. The results we have obtained
show a difference according to the angular distance from the separation line
between regimes A and B.
14~~~-r~~~~~~~~ 14r-~~-r~~--~~~~~
12
10 (a)
12
10 ...
8 8
6 6
.....
4 4
~
5
2 ·. 1
~ 2
~ ...,
0
-2
0
-2 :·=···
'"
:>>o :64 ;.::: -4
:> -6
-8 -8
-10 -10
-12 . : : • -12
-14 ..__,_,"'--'--'--'--'--'--'--'--'~'-'-..L....-'-,_,__....._, -14 '--'-.....__.__.__,_,__,__,__,__,~..__,__,___,___,__,_....._,
0 2 4 6 8 10 12 14 16 18 20 0 2 4 6 8 10 12 14 16 18 20
v, ..<crn!s) v, .. (crn!s)
I,J I,J
Figure 7. Experimental correlations in the velocities in the direction of the mean flow
and perpendicular to it, for = 5. (a) {) = 3.15°; (b) {) = 5.6°.
Figure 7 gives our experimental results in the plane (vx,vy), each point
corresponding to an experimental measurement of these two values. When
fJ = 3.15°, i.e. very near the transition, strong correlations are observed,
where large values of vy correspond to small values of Vx, and vice-versa.
This corresponds to strong changes in the direction of the ball. Far from
this transition line, at fJ = 5.6°, the obtained figure does not show such
anisotropy, the two velocity components being uncorrelated.
5.1. TRANSVERSE DISPERSION
In order to analyse the transverse dispersion for a given fJ, R, and L, the
distance between the origin and the collector, we have counted the balls in
each bin of the collector (see Fig. 1) for each of three different release points
(to avoid to explore only a peculiar part of the plane) and we sum the counts
for these three experiments. We compare all the distributions obtained for
given R, fJ and L by computing the mean square deviations b.y 2 of the
observed Gaussian distribution. When L is increased from 80 em to 170 em
in steps of 15 em, b.y 2 is found to increase linearly with L: b.y 2 = a(R, fJ)L
as shown by Figure 8.
If (vx) is smaller than vo, the moving ball has to experience a longer
transient dynamics before reaching the steady state regime and an additive
constant (depending on v 0 ) appears in the above equation. Nevertheless the
slope a(R, fJ), which characterizes the dispersion is not affected. This equa"
tion, if obeyed, indicates that the moving balls have a diffusive behaviour
in the direction perpendicular to the mean flow. These experiments were
indeed performed in the regime (B), characterized by a constant velocity,
i.e. the mean transit time tc grows linearly with the travelled distance L. So
0
50
N~40
s
~
A 30 0
~
<I
v 20
10
o~~~~~~~~~~~~~~~
0 20 40 60 80 100 120 140 160 180

L(cm)
Figure 8. Variation of b.y 2 with L, for R = 3 mm and iJ = 4°
we have a diffusive behaviour analogous to classic random walk, i.e. Brow-

nian motion. From. Fig. 9, it can be clearly seen that all the data fall on the
same curve, i.e. a(R, '19), does not depend on the radius, R, of the moving
ball, at least for these particle sizes. Moreover a decreases as sin '19 goes up.
In fact, a can be written as a function of (sin '19) -l:
A
a(R, '19) = --;---:a
Slllv
+B (7)
which constants A and B.

The length a can be regarded as the characteristic length scale of this
problem, i.e. the velocity correlation length. In our experiments the fit gives
A = 0.024 em and B = -0.065 em. As seen in the above figure, a ranges
from about 0.1 em for large '19 to about 0.6 em for small '19 (close to the
diameter of the largest steel balls used in the figure, 0.7 em). The smaller
characteristic length of the diffusion attains the characteristic length of the
rough surface, which is the diameter of the glass beads on the surface. Such
a value can be connected to other experiments [14], which show that the ball
travels, on average, one bead diameter between two consecutive collisions.
Thus, for large '19, these collisions induce the uncorrelated fluctuations in Vx
and vy. On the other hand, when '19 decreases, the characteristic length goes
up. The nature of the motion is modified: The ball follows paths that offer
low "potential barriers", i.e. the valleys formed on the surface. The level of
the barrier is defined both from energy (of the particle) and geometry (of
the path). In this regime, the characteristic length scale a becomes larger
than size of the beads on the rough surface and is closer to the moving ball
size. In this case the velocity correlation length becomes of the same order
as the rolling ball size. It seems that for this range of angles the ball travels
0.6
0.5
s 0.4
~
,.-~ 0.3
0.2
0.1
0.05 0.10 0.15

sin(S)
Figure 9. Variation of a(R,iJ) with siniJ. Markers denote R = 1.5 mm (\7), 2.0 mm (o),
2.5 mm (D), 3.0 mm (o), 3.5 mm (.6.).
0.5
0.4
0.2
0.1
0.10
sin( B)
Figure 10. Variation of the reduced variable Dy by R-1. 25 versus sin 1J. Markers denote
data for R = 1.5 mm (\7), 2.0 mm (o), 2.5 mm (D), 3.0 mm (o), 3.5 mm (.6.).
the rough plane by rolling rather than bouncing. Numerical simulations [22],
taking into account only the geometry, have shown the important role of the
geometry in such systems. Moreover, in these simulations, the same value
of a for a given {) is found for different values of R. When {) becomes very
small, i.e. close to the transition between regimes A and B, the motion is
not truly diffusive: Vx is small compared to vy when the geometry imposes
to the ball a strong deviation from the x direction.
{). We can write: !1y 2 =

Let us consider now the coefficient of diffusion Dy as a function of R and
2Dytc = 2Dy,;., which gives that Dy = ftt1y 2 =
~- Since Vx = ..Ji?jRf3 = D + C sin{), for a given ball size, we find that
0.15 x2=5cm
x3=10cm
0.10 x4=15cm
x5=20cm
0.05
0.00
0 2 3
t (s)
Figure 11. Distribution of the transit time at different distances from the origin for
R = 3 mm and 1J = 3.44°.
Dy decreases as {) increases. Moreover, this decrease is more pronounced

with increasing values of R. In fact, we find that all the data obtained for
different R values collapse on the same curve if we scale Dy by R-1. 25 for
the studied range of fJ. This is shown on Fig. 10.
5.2. LONGITUDINAL DISPERSION
By analogy with flows in porous media, or more precisely with tracer disper-
sion, the dispersion can be described by a convection-diffusion equation [23]:
ac(r, ) (- ) =D11 a2a

a t) + (-v.\lcr,t c(r,2 t) " (- )
+Dj_uj_cr,t, (8)
t XII
where c(r, t) is the tracer concentration at a given position rat time t, iJ
is the mean velocity. The diffusion coefficient D11 in the direction of the ve-
locity (here x) and D j_, the diffusion coefficient in the transverse direction,
are much larger than the molecular diffusion coefficient.
This equation is observed empirically in several situations and we con-
sider here the case where one can observe the asymptotic behaviour pre-
dicted by the central limit theory. For homogenous porous media, diffusion
in the transverse direction (here y) can be neglected in comparison with the
longitudinal one, when the mean velocity is in the longitudinal direction.
In the case of our rough plane, such a simplification cannot be made and
the experiment will give the answer.
0.03
0.01
0.00 ..___......__....__~_....__~_....__~__,
0.0 1.0 2.0 3.0 4.0

 (s)
Figure 12. LS:e versus t obtained from the gaussian fit for R = 3 mm and for different
values of the inclination angle: 1J = 2.9° (o), 3.75° (D), 4° (o), 4.3° (l::.).
We assume that the time fluctuations are sufficiently small for a given
abscissa in comparison with the mean transit time between two consecutive
abscissae. This is verified for most ofthe (R, '!9) couples under consideration.
For each pair (R, '!9), we measure and record the transit time between the
laser beams for each particle in regime B. We have studied the transit time
distributions obtained at the different laser positions Xi. The resulting
distributions of the transit times are shown in Fig. 11. They are very well
fitted by Gaussians. Nevertheless, when the inclination angle of the rough
surface becomes small enough for a given R, a tail at long times appears,
revealing that we are not clearly in the B regime. We will focus here on
the cases for which the tail of the distribution may be neglected (Gaussian
dispersion).
We have computed the first and second moments of the particle tran-
sit time distribution: denoted t and l:l.t 2 = t 2 - 12 , respectively. The first
moment is used to calculate the constant mean velocity, while the second
moment characterizes the particle dispersion. l:l.t 2 is related to the longitu-
dinal dispersion coefficient Dx [24] by:
(9)
In Fig. 12, l:l.t 2 is displayed as a function oft obtained from the Gaussian fit
for R = 3 mm and for several inclination angles. The above predicted linear
variation is observed: It corresponds to normal diffusive behaviour, except
for small angles for which we know that the correlations between Vx and
vy are important. This non-diffusive character observed in the longitudinal
0.30
0.25
}. 0.20
§
---:. 0.15
0
0.10
0.05
0.00 1....-~--'--~---'--~-.L--~-....J
0.00 0.05 0.10 0.15 0.20
sin( B)
Figure 13. Dx as a function of iJ for different values of R: R = 1.5 mm (6), 2.0 mm
(D), 2.5 mm (o), 3.0 mm (o), 3.5 mm (v).
case must also be true for transverse motion, but we were not able to verify
this assumption experimentally.
Figure 13 gives Dx as a function of{} for different values of R: we see
that as {} increases, Dx approaches the limiting value 0.15 cm2 js. As {}
increases, the ball velocity increases, and bouncing becomes the dominant
mode of motion.
The typical length is governed in this case by the mean separation be-
tween grains of the surface: the ball "sees" mainly the tops of the beads
on the surface with which it collides regardless of R. Since the nature of
these collisions is the same for all R (since they all take place at the upper
part of the beads) they lead to the same values for Dx. We can also define
here a longitudinal characteristic length ld, which is the ratio l2..o.
Vx
(0.1 mm
< ld < 0.4 mm). This length is smaller than the smallest typical length of
the system, which is the typical distance between the glass beads constitut-
ing the rough surface. So ld seems not to be the actual characteristic length.
Until now it has not been possible to explain this. Nevertheless the com-
parison with the transverse diffusion shows that the longitudinal length is
much smaller than the transverse one, in contrast to what can be observed
in porous media where the longitudinal length is much higher than the
transverse one. Molecular Dynamics simulations of a sphere moving down
an inclined plane consisting of similar spheres of smaller size [16, 19) have
been performed.
These simulations yield results that are in very good qualitative and
quantitative agreement with the experiments. The main difference between
the two is due to uncertainties in the coefficients of restitution needed in
the simulations, discussed above. In particular, Dx and Dy were found to

behave differently, just as in our experiments. A similar anisotropy is found
in sedimentation, but the diffusion coefficient corresponding to the mean
direction of motion is larger than that of the transverse direction. In our
cases, the reverse is true.
6. Conclusion
The problem discussed in this paper is a priori a very simple one: a ball
rolling down an inclined plane. But the roughness of the plane changes the
problem to a relatively complex one. Some questions remain unsolved. In
particular, what is the dependence of the B regime width with the three
control parameters of the problem: R, r and {)? And, what is the origin of
the viscous dissipative force? The stochastic model gives a good feeling of
the possible origin of this non intuitive result, but the problem has to be
better formulated. And the dispersion properties, interesting by themselves,
have to be analysed in more detail in such situations in which the restitution
coefficient is well defined: for example, using beads directly glued on the
glass plane.
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498
Daniel Bideau
CHAOTIC BEHAVIOUR OF A BALL BOUNCING
ON A ROUGH INCLINED LINE
A. VALANCE AND D. BIDEAU

Groupe de Matiere condensee et Materiaux, UMR 6626
Universite Rennes 1, F35042 Rennes Cedex, France
Abstract. We present a simple theoretical model which describes the mo-

tion of ball bouncing on a rough inclined line. The rough line consists of
micro-facets whose orientation can be different from the line inclination.
We examine the behaviour of the ball as a function of the orientation of
the micro-facets and determine the conditions under which the jumps of the
ball are decreasing or increasing in their amplitude. In particular, we show
that when the facet inclination varies along the line with a well-defined spa-
tial periodicity, the ball can reach a steady bouncing regime which leads
ultimately to chaotic behaviour via a period-doubling scenario. Further-
more, we analyze the ball dynamics in presence of stochastic fluctuations
associated to the inclination of the facets.
1. INTRODUCTION
Despite intensive efforts in the field of granular materials [1-3], the seem-
ingly simple problem of the dynamics of a single grain interacting with a
set of boundaries is far from being completely understood. The interest
for such a problem has been brought back to the fore in the mid eighties
when it has been recognized that the motion of a ball dropped onto a flat
oscillating surface may give rise to chaotic behaviour [4-10]. More recently,
the physics community working on granular media has payed a particular
attention to the problem of a ball rolling down a rough inclined surface
[11-17] with the aim of gaining a theoretical understanding of the complex
phenomenon of energy exchange between a rough substrate and a ensemble
of grains. We are precisely dealing here with some aspects of this problem.
Since numerous works have been devoted to the study of the dynamics
of a single ball rolling on a rough inclined substrate, we find it worthwhile
499
500 A. VALANCE AND D. BIDEAU
Figure 1. Schematic view of the inclined line consisting of micro-facets whose inclination
(3 can vary according to their position. On the scheme, only the facets hit by the ball
have been represented. x; (i == 0, 1, 2 ... ) denotes the position of the successive collision
impacts while (3; is the inclination of the corresponding facets.
mentioning the main outcomes. Three different regimes have been clearly
identified: (i) a decelerated regime where the velocity of ball progressively
decreases until it stops, (ii) a intermediate regime where the ball reaches a
steady motion with a constant velocity (the effective frictional force acting
on the ball is viscous) and (iii) a jumping regime where the ball experiences
big bounces and does not apparently achieve a steady state. The first two
regimes have been widely explored [11-17] and are now quite well under-
stood. On the contrary, the bouncing regime has not drawn much attention
and still raises some fundamental questions.
Our aim is to analyze the bouncing regime within a simple theoretical
model and to characterize the main features of the ball dynamics as a
function of the roughness of the substrate. In particular, we are interested
in determining the conditions under which the bouncing particle can reach
steady regimes and whether the particle dynamics may lead to chaotic
behaviour after the fashion of the bouncing ball on a vibrating plate.
2. THEORETICAL MODEL
The approach adopted here is inspired from that suggested by S. Roux and
J. Jenkins[18]. The key point of the approach is to model the roughness
of the inclined line -we restrict ourselves to a 2D description- in a very
simple way. We consider that the inclined line is made up of micro-facets
whose inclination is not necessary the same as the line slope. The rough
inclined line is depicted in Fig. 1. The line forms an angle o: with respect
to the horizontal while the micro-facets make an angle fJ with respect to
the inclined line. The facet inclination is not necessarily uniform but can
CHAOTIC BEHAVIOUR ... 501
vary along the line. In the general case, the facet orientation is taken to be
dependent of the position x along the line and is given by the function B(§).
The size of the facets is not taken into account here and is unimportant for
our purpose.
Let us describe the motion of a ball on this line. The ball is launched at
the position x = xo with an initial velocity Vo. It will experience successive
bounces and collision with the facets of the inclined line. Assuming that
the collision is punctual and characterized by the normal and tangential
coefficients of restitution (i.e., en and et), one can easily show that the ball
velocity i/i+1 just after the (i + 1)th collision is related to the velocity i/i
just after the ith collision by:
(1)
where Mi+1 is 2 x 2 matrix. In the coordinate system (Ox, Oy), the elements
of the matrix Mi+ 1 read:
au = et cos 2 /3i+1 -en sin2 /3i+1 ,

a12 = 2tano:(et cos 2 f3i+l- en sin2 /3i+1)- (et +en) sinf3i+l cosf3i+1,
a21 = ( et + en) sin f3i+ 1 cos f3i+l ,
a22 = 2( et + en) tan o: sin /3i+1 cos /3i+1 + en cos2 /3i+1 - et sin2 /3i+1 .
f3i+l stands for the inclination of the facet which is located at the position
Xi+l corresponding to the impact position of the (i + 1)th collision:
(2)
where
2 2 )
Xi+1 =xi+---(VixViy+tJiytano:. (3)
gcoso:'' '
Vi,x (respectively Vi,y) is the velocity component along Ox (resp. Oy) just
after the ith collision. One should point out that, in general, the velocity
map (1) is nonlinear. Indeed, the coefficients aij depend on the velocity Vi
via the parameter /3i+1 (see expressions 2 and 3).
Finally, to determine the ball velocity at the nth collision given the
initial state of the ball [i.e. given x 0 and Vo ], it suffices to iterate n times
the velocity map (1). We then formally have
(4)
3. BALL DYNAMICS IN ABSENCE OF STOCHASTIC FLUC-

TUATIONS
In this section we analyze the ball motion in two particular deterministic
cases. The first one is the simplest we can think of and corresponds to the
situation where the facet orientation is uniform along the line. Then we will
consider the case where the facet orientation varies along the line with a
well-defined periodicity.
3.1. FACETS WITH UNIFORM ORIENTATION
In the particular case where the facets have the same orientation (i.e.,
B(§) = J1\fU-1\U), the problem greatly simplifies. Indeed, the velocity map
(1) becomes linear. The velocity Vn
of the ball at the nth collision can
therefore be expressed as simple as
(5)
In order to characterize the bouncing ball behaviour, we should analyze
the eigenvalues of the matrix M. If the modulus of both eigenvalues are
smaller than 1, the velocity of the ball and consequently the amplitude of
its bounces will decrease until the ball stops. On the contrary, if at least
one of the eigenvalues is bigger than 1, the ball will experience bounces at
higher and higher amplitude. For sake of simplicity, we will deal with the
case where en = et = e. In that case, the eigenvalues of lvf are found to be
(6)
with
Ao = sin 2/3 tan a + cos 2/3 . (7)
We clearly see that the eigenvalues depend on the line inclination a, the
facet inclination f3 and the coefficient of restitution e. For definiteness,
we keep a fixed and analyze the ball motion as a function of f3 and e.
Furthermore, we will confine our investigation to the case where 0 < f3 <a.
This restriction is not physical but it simplifies the analysis because in that
case the eigenvalues remain real.
The results are synthesized in Fig. 2 which shows the domain of existence
of the different regimes of the ball dynamics in the parameter space (/3, e).
The curve represents the boundary between the regime where the motion
is decelerated and that where the motion is accelerated. When e is smaller
than cos a/(1 +sin a), the motion is decelerated for all /3 1s: the ball velocity
will decrease to zero and finally stop. On the contrary, when e > cos a/ (1 +
sin( a), there exists a finite range of values of f3 for which the motion is
C1) 1.0
c
-
0
:.;:::;
::J
:.;:::; Accelerated regime
--
en
C1)
0.8
......
0
cC1) cosa/(1+sin a)
0.6
'(3 Decelerated regime
!E
C1)
0
0
0.4
0.0 0.2 0.4
facet inclination ~
Figure 2. Diagram showing the different regimes of the ball dynamics in the parameter
space ((3, e). The curve represents the boundary between the accelerated regime and the
decelerated one. Parameter: a: = 0.45 ~ 25°.
accelerated: for {3 E]fJ-,{3+[ (where f3± = a/2 ± arccos[(e + 1/e) cosa/2])

the ball velocity increases with time.
It can be interesting to analyze the ball motion in terms of forces acting
on the ball. It can be shown [19] that the effective force acting on the ball
is given by
m 1 + (2 cos 2{3 tan a - sin 2{3)2 (8)

f = 2g(>-.I - 1) cos a (>-.I/e- cos 2{3)2
This force is a compromise between the gravitational force and a fictitious

friction force due to collisions. When >-. 1 is greater than 1, the gravitational
force dominates, whereas for >-.1 < 1 the friction force prevails. The main
outcome is that the total force is velocity-independent. As a consequence,
the fictitious friction force is also independent of the velocity and there-
fore is reminiscent of Coulomb-like friction force. This result can be easily
understood using a straight forward argument. By virtue of the collision
model used here, the energy lost per collision is quadratic in the velocity.
Furthermore, the distance between two collisions is also proportional to
the square of the velocity (see eq. 3). Arguing that the friction force is sim-
ply the energy lost in each collision divided by the distance between two
collisions, we get a friction force independent of the velocity.
3.2. FACETS WITH A SPATIALLY MODULATED ORIENTATION
We consider now that the facet orientation varies along the line with a
well-defined spatial periodicity D. This modulation of the facet orientation
is intended to mimic for example a rough profile of a row of beads glued
1.0
a::l.
0.8
c
0
:.;::::;
en 0.6
c
u
-
.~
Q)
0.4
-en 0.2
(.)
0.0
0.0 0.5 1.0 1.5 2.0
x/D
Figure 3. Distribution of the facet orientation (3 as a function of their position x along
the inclined line.
on a flat inclined substrate. In that case, D is nothing but the diameter of

the beads.
For our purpose, we will assume that the distribution B(§) of the facet
inclination is given by:
a .
B(§) =- [oo + sm(E1r§IV)] . (9)
E
B(§) is chosen for simplicity to be a sinusoidal function with a spatial pe-
riodicity D and an amplitude varying between 0 and a (see Fig. 3). We
should point out, however, that with regards to a real rough profile made
up of beads, our model does not take into account the modulation of height
induced by the profile of each bead.
As soon as the facet orientation is x-dependent, the velocity map (1)
becomes nonlinear and therefore non trivial behaviours are expected. For
convenience, we will introduce dimensionless variables. The lengths will be
reduced by the periodicity D whereas the velocities will be reduced by
ViJD: x = xI D and V = VI Vgi5 (the bar denotes the variables expressed
in physical units). In terms of dimensionless variables the iterative velocity
map (1) depends only on two parameters, namely the line inclination a and
the restitution coefficient e.
We have investigated numerically the ball dynamics as a function of e
(a being kept fixed) by computing iteratively the velocity map. The results
presented below come from calculations done with a = 0.45(c:::o 25°). As
soon as the coefficient of restitution e remains smaller than 0.628, the ball
velocity always decreases to zero whatever the initial velocity is. Above
0.628, we have found the existence of several attractors of motion. For
the parameters investigated so far, we have listed four different attractors.
Depending on the initial velocity of the ball, the latter reaches one of the
0.8 I I
c:
A
X
-
> 0.6 r -
>-
~0~
"(3
0
a; 0.4 :--
-
-
'--.~
>
0
a. 0.2 -
«! -
.~
0.0 ~ I
0.62 0.64 0.66 0.68

coefficient of restitution e
Figure 4. Bifurcation diagram in the plane (e, Vn,:v) for one particular attractor.
four attractors. Each attractor corresponds to a stationary motion. More

precisely, the motion is biperiodic: the ball velocity Vn is periodic with
a periodicity p = 2 (i.e., Vn+2 = Vn)· Upon a further increase of e, the
biperiodic attractor remain stable. However, above a critical value of e
(depending on the attractor), the biperiodic state becomes unstable and
give rise to a quadriperiodic state where the ball velocity is periodic with
a periodicity p = 4 (i.e., Vn+4 = Vn)·
We have represented the evolution of one particular attractor as a func-
tion of e in Fig. 4 (the other at tractors exhibit qualitatively the same fea-
tures). For 0.628 < e < 0.656, one can note the presence of two branches
corresponding to the biperiodic motion, whereas above 0.656 these two
branches have split into four branches indicating the existence of a quadriperi·
odic motion. Furthermore, it should be pointed out, that the transition
from the biperiodic motion to the quadriperiodic one is not continuous and
seems to be subcritical. As we increase the restitution coefficient above
0.663, the ball motion undergoes a second instability. This instability leads
to a chaotic behaviour which is revealed on the Poincare map in Fig. 5.
The attractor exhibits self-similarity properties indicating the presence of
chaos: its fractal dimension D is found to be of order of D ,...., 1.41. Other
characteristics such as the Lyapounov exponents confirm the chaotic struc-
ture of the motion. If we further increase e, we still observe chaotic motion.
Nevertheless, above a certain value of e (of order of 0. 7), the ball motion
does not possess any attractor and the ball velocity diverges.
A few concluding remarks should be brought to the fore. (i) The cal-
culations have been performed for a particular line inclination (a ~ 25°).
However, the main features of the ball dynamics we have found remain
qualitatively unchanged for other values of the line inclination. (ii) Within
our model, we find stationary bouncing regimes contrary to what it is seen
0.8
0.6
0.4
>r;;;+ 0.2
0.0
-0.2
-0.2 0.0 0.2 0.4 0.6 0.8
Figure 5. Poincare section in the chaotic regime. Parameters: a = 0.45 and et = 0.663.
in experiments[ll]. However, we may argue that the coefficient of restitu-

tion of the glass beads used in experiments is too high (e ~ 0.9) to observe
steady bouncing regimes, since, as seen above, the ball motion becomes
accelerated above a critical value of e (which is of order of 0. 7 for a = 25°).
4. BALL DYNAMICS IN PRESENCE OF STOCHASTIC NOISE

In real experiments, the beads which constitute the rough substrate are not
displayed in a perfect spatial order. The roughness of the substrate does not
therefore possess a well defined spatial periodicity. So we may wonder how
the ball motion is changed if we introduce stochastic fluctuations associated
to the facet inclination.
We will discuss briefly here two cases. The first case corresponds to the
situation where the facet inclination fJ is randomly distributed between 0
and a
B(§) = a ry(§) . {10)
"7 is a white noise varying between 0 and 1 with spatially uncorrelated fluc-
tuations. In that case, no stationary motion is observed. The ball velocity
is either decelerated or accelerated depending on the value of the restitu-
tion coefficient. Given the line inclination a, there exist a critical value of e
which delimits the two regimes. For small a, this critical value ec is simply
given by ec ~ 1/(1 + v'2a).
The second case that we are going to examine corresponds to the sit-
uation where the distribution of the facet inclination is described by a
sinusoidal function combined with a white noise term
B(§) = ~ [oo +sin{ E1r§/V + E·n-A ry(§/V) }] {11)

E
A is the amplitude of the noise. In this case, if the noise strength is not
too strong (i.e., A < 10- 1 ), we find stable at tractors of motion which cor-
respond to periodic states as in the noiseless situation (c.f. section 3.2). Of
course, due to the presence of the stochastic noise, these states are not per-
fectly periodic but they fluctuate around periodic motions. As in section 3.2,
we observe biperiodic states which destabilize in favour of quadriperiodic
states upon an increase of the restitution coefficient. However, in contrary
to the noiseless situation, the transition to chaos disappears. Indeed, except
for extremely weak noise (i.e., A < 10- 4 )[19], the stochastic noise is sig-
nificantly larger than the deterministic noise induced by the deterministic
chaotic behaviour. As a result, the stochastic noise destroys the determin-
istic chaotic motion. Finally, for stronger noise (i.e., A> 10- 1 ), the motion
is no more stationary: the ball either accelerates or decelerates as in the
first case.
5. CONCLUSION
We have analyzed the dynamics of a ball bouncing on a rough inclined
line within a very simple model which still retains the essential physical
ingredients. In that model the rough line simply consists of facets having
different orientations. Despite the simplicity of the model, it leads to non
trivial behaviours going from periodic motions to chaos. In particular when
the distribution of the facet orientation exhibits a well-defined spatial pe-
riodicity along the line, the ball motion can enter a steady periodic regime
which leads ultimately to a chaotic behaviour via period-doubling instabil-
ities. Furthermore, we find that the presence of stochastic noise associated
to the facet orientation destroys the structure of the deterministic chaotic
regime except in the case of very weak noise. However, the periodic features
of the ball dynamics found in absence of noise are still revealed in presence
of noise.
References
1. D. Bideau and A. Hansen, editors, Disorder and Granular Media (North-Holland,
Amsterdam, 1993).
2. A. Metha, editor, Granular Matter: An Interdisciplinary Approach (Springer Verlag,
Heidelberg, 1994).
3. H.M. Jaeger, S.R. Nagel and R.P. Behringer, Rev. Mod. Phys. 68, 1259 (1996).
4. N.B. Thfillaro and A.M. Albano, Am. J. Phys. 54, 939 (1986).
5. N.B. Thfillaro, T.M. Mello, Y.M. Choi and A.M. Albano, J. Physique (Paris) 47,
1477 (1986).
6. T.M. Mello and N.B. Thfillaro, Am. J. Phys. 55, 316 (1987).
7. A. Metha and J.M. Luck, Phys. Rev. Lett. 65, 393 (1990).
8. P. Boisset, Bull. Union des Physiciens, 86, 217 (1992).
9. J.M. Luck and A. Metha, Phys. Rev. E 48, 3988 (1993).
10. P. Devillard, J. Phys. I 4, 1003 (1994).
11. F.X. Riguidel, R. Julien, G. Ristow, A. Hansen and D. Bideau, J. Phys. 14, 261
(1994).
12. F.X. Riguidel, A. Hansen and D. Bideau, Europhys. Lett. 28, 13 (1994).
13. G.G. Batrouni, S. Dippel and L. Samson, Phys. Rev. E 53, 6496 (1996).
14. G. Ristow, F.X. Riguidel and D. Bideau, J. Phys. 14, 1161 (1994).
15. S. Dippel, G.G. Batrouni and D.E. Wolf, Phys. Rev. E 54, 6845 (1996).
16. C. Henrique, M.A. Aguirre, A. Calvo, I. Ippolito, and D. Bideau, to appear in
Powder Technol. (1997).
17. L. Samson, I. Ippolito, G.G. Batrouni, and J. Lemaitre , Preprint (1997).
18. S. Roux and J. Jenkins, Private communication.
19. A. Valance and D. Bideau, to appear in Phys. Rev. E (1997).
GRANULAR FLOW IN HOPPERS AND TUBES
GAS GRAIN INTERACTION
K. J. MAL0Y, T. LE PENNEC*, E. G. FLEKK0Y

Fysisk Institutt Universitetet i Oslo, P. 0. Box 1048,
Blindern, 0316 Oslo, Norway
D. BIDEAU, M. AMMI, J. C. MESSAGER
Groupe Matiere Condensee et Materiaux, UMR 6626,
Universite de Rennes I, F-35042 Rennes Cedex, France
X. L. WU
Department of Physics and Astronomy, University of Pittsburgh,
Pittsburgh, Pennsylvania 15260
AND
A. HANSEN
Institutt for Fysikk,
Norges Teknisk-Naturvitenskapelig Universitet,
7034 Trondheim, Norway
Abstract. We have studied the effect of gas-grain interaction on the flow

of sand for two different experiments. The first experiment deals with the
intermittent flow observed in a closed hour-glass. The intermittency results
from a coupling between the flow of sand and convection of air through
the sand. The second experiment deals with the oscillatory flow observed
in an open silo. In this case a local mechanism is caused by dilation of the
granular material and interaction with the interstitial air is responsible for
the observed oscillations.
1. Introduction
Granular materials have the remarkable property that they may behave
both as a solid and as a fluid [1, 2, 3]. The transition between the states
may be governed by the interstitial fluid. The behavior of powders in an
hour glass is a good example of this. The simplest flow in an hour glass,
which is also the most frequently observed, is the steady flow of sand from
509
H.J. Herrmann eta/. (eds.), Physics of Dry Granular Media, 509-532.
510 K. J. MAL0Y, T. LE PENNEC*, E. G. FLEKK0Y ET AL.
the upper chamber to the lower one. In this case the mass transfer rate
is remarkably constant [4, 5, 6, 7, 8, 9], and in particular independent of
the filling height. The granular flow, in the case when the viscosity of the
interstitial fluid is negligible, is well described by what is now known as
"Hour Glass Theory" [6]. One of the predictions of this theory is that the
mass flow rate is independent of the height of sand in the upper chamber.
In this paper we describe two experiments where the interaction between
the interstitial air and the grains is important. In one of the experiments,
the ticking hour glass, the system itself generates a global pressure gradi-
ent, while in the other experiment, the silo hiccups, a pressure gradient is
generated locally in the flow. In both cases an intermittent flow is created
due to gas-grain interactions.
2. The ticking hour glass
Flow in hour glasses shares a number of features that are common in silos
and hoppers. These systems have been studied in the past, and many inter-
esting phenomena have been found [10, 11, 12]. Baxter and Behringer [11]
studied different modes of sand flow in a two-dimensional hopper, finding
density waves whose formation and propagation direction depend on the
detailed geometry and the flow rate. The observed propagation patterns
were also found to depend on the shape of the sand grains. Observations of
1/ f noise in a closed hour glass have been reported by Schick and Verveen
[10], and critically discussed by Veje and Dimon [13]. In a typical flow
pattern in the hour glass, the flow takes place in a conical shaped region
going through the pile and the sand slides off from the top in a tiny layer
[6, 14]. The detailed structure of the flow, though complicated when the in-
teractions between the gas and the sand are present, is very important for
designing durable and efficient silos. On a fundamental level, the system
represents an interesting two-fluids model for which the granular flow is
strongly coupled to the continuous flow, namely that of air. Here to find a
realistic constitutive equation for sand [15] and to couple such an equation
with air flow remain a theoretical challenge.
When fine powder flows into the lower chamber of an hour glass, a
pressure gradient is created between the chambers due to compression of
the air in the lower and expansion of the air in the upper chamber. The
resulting pressure gradient, which is localized in the vicinity of the orifice,
inhibits the sand from further motion and the flow will stop. The pressure
needed to stabilize an arch of sand in the constriction of the hour glass is
however remarkably small, 10- 3 to 10- 4 Bar, and corresponds roughly to
the pressure of a pile of sand of height D, where D is the diameter of the
GRANULAR FLOW IN HOPPERS AND TUBES 511
y
X
.---'--"'-'--_,__-'---,,_----j D
PC
Figure 1. The experimental setup to study intermittent flow in hour glasses.
orifice [12, 16]. After the flow stops a relaxation in the pressure difference
will take place, due to the flow of gas from the lower to the upper chamber
in the hour glass.
As first reported by Wu et al. [12] intermittent flow in an hour glass
occurs only in a narrow range of parameter space; namely, when the particle
size is in the range 40< d < 300 J.lm for an hour glass having an orifice of
diameter~ 1mm. For smaller particles (d < 40 J.tm), there is no flow due to
strong intergranular interactions. For larger particles (d > 300 J.tm), the flow
is continuous due to an increased permeability of the sand, preventing the
build up of a sufficiently large pressure gradient to result in intermittency.
When the particle size becomes comparable to the diameter D of the orifice,
the flow stops again as a result of the formation of a stable arch just above
the orifice.
2.1. EXPERIMENTAL PROCEDURE
The experimental apparatus is shown in Fig.l. The diameter of the orifice

is 3.7mm, the slope of the conical angle is(}= 56°, and the volume of the
upper and lower chambers are V1 = V2 = 200ml (hour glass A). Experi-
ments were also performed with an hour glass with (} = 45°, and diameter
D = 2.0mm (hour glass B). To be able to perform weight measurements,
the lower chamber is open, and the beads falling out of the hour glass is
weighed by a Mettler PM 1200 balance. The hour glass is filled with a small
amount (~ lOg) of sand, occupying a small fraction of V1. The size of the
KNIFE
PD2
TO HOUR GLASS
LASER
PDI
Figure 2. The experimental setup used in the pressure measurements.
glass beads was in the range 40Jtm to 200Jtm.

To measure pressure fluctuations b..P in the upper or lower chamber, we
constructed a pressure sensor which is sensitive to pressure variations down
to 0.1 mm of water. The sensor is illustrated in Fig.2. The sensor measures
the differential pressure with respect to the atmospheric pressure. It consists
of a mirror made of a thin glass plate, which is bent due to the imposed
pressure. A He-Ne laser beam is reflected from the mirror and is deflected
due to the bending of the mirror. The position of the beam is defined by a
knife edge, and the intensity i 1 is measured by photo-diode PD2. The laser
beam is further split, and the reference beam which gives the intensity
fluctuations i 2 of the laser itself is measured by PDl. For small pressures,
il/i 2 is linearly proportional to b..P. The pressure sensor was calibrated by
measuring il/i 2 for known pressures.
To study the correlations between the motion of the grains and the flow
of air, measurements were performed to visualize the granular flow and
to correlate it with the pressure fluctuations. A video camera was used to
image the sand flow in the vicinity of the orifice. To synchronize the mea-
surements a short flash of light was used. The flash was registered by both
the video camera and the photo-diodes used for the pressure measurement.
The main illumination for the sand flow was provided by a 5 mW He-Ne
laser. By expanding the laser beam using a lens, the structures in the sand,
such as the free-fall arch and the plug (described below), could be seen
reasonably well.
2.2. INTERMITTENT MASS FLOW
Figure 3 shows the mass M(t) measured by the balance as function of

time for d = 41p,m and d = 81p,m particles. On small scales the flow is
discontinuous and has a well defined period. On larger scales, the mass flow
rate is constant, but increases markedly with the grain size d. Within one
period there aretwo phases, the active phase were the sand flows ta, and the
inactive phase ti (plateau regime) where the sand stops flowing. The time
between each avalanche is given by t = ta + ti. This flow behavior persists
throughout the entire measurement, and is independent of the height of the
packing in the upper chamber. This suggest that the dynamics is localized
in a small region in the vicinity of the orifice.
(()
<D
ci
D
.... <I;
,!!lO
....,... i ...
~ci
D
,....... D D
0"1 ~
'--"' 0 30 60 90
d (#Mn)
~
N
0 10 20 30 40 50
t (s)
Figure 3. Time sequence of mass transfer M(t) for hour glass B. The measurements are
for glass beads with d = 41 and 81~m. The data ford= 41~m have been multiplied by
a factor of 5 in order to bring them to the same scale as the other data set. The inset
shows the average mass transfer, (6.M), per avalanche as a function of d. Taken from
ref. [12].
Figure 5 shows the cumulative distribution N(tlt > tlt*) of the time
between each avalanche for bead sizes d = 41, 58, 81 and 115p,m. Despite the
noise in the curve, we notice that the functional form of the N(tlt > b..t*)
is nearly the same for the different bead sizes. We further notice that there
is no strong dependence of the average period (t) on the bead sizes. The
2.5
2.0
-en
j::
1.5
"0
0
·;: 1.0
Cl)
Q.
0.5
Pa/Po
Figure 4. The inactive time (tr) as a function of Pa/Po, where Pais the atmospheric
pressure and Po is the average pressure in the hour glass B. Taken from ref. [18].
average period (t) :::::l 2.5s for all bead sizes. In the same figure is also shown
the average active phase (ta) versus the bead size, which shows that the
duration of the inactive and active phase depends on d, with (ta) increasing
almost linearly with d. It is intriguing that the period of the intermittency
is insensitive, or only weakly dependent on the grain size, while the mass of
the sand contained in one period and the active time (ta) strongly depends
on it.
2.3. ACTIVE AND INACTIVE PHASES
Consider the hour glass which is shown in Fig. 1. An avalanche of mass b..M
will introduce an expansion of the free gas volume in the upper chamber.
This will result in a small change in the air density in the upper chamber,
(1)
where p9 is the density of the glass, P2 is the air density, in the lower open
chamber, and E is the volume fraction of the glass beads. For an isothermal
process, the change in P1 will introduce a change in the pressure b..P1.
Assuming an ideal gas law,
(2)
where N 0 is the Avogadro constant, T is the absolute temperature, M is
the average molar weight of the gas, and kb is the Boltzmann constant.
N
..-- 0
c-i a
O'l
-
~
a
-
........
0 ~q
,--....
* 1-' ..
~ I()
ci
a
a
/\~
~0 0
'-"
ci
z 0 50 100 150
I") d ~m)
0
0
0
0 2 4 6 8
LH*(s)
Figure 5. Cumulative time distribution N(D.t > t:..t•) for hour glass B. The mea-
surements are ford= 41 (crosses), 58 (triangles), 81 .(circles), and l15pm (squares),
respectively. The insert shows the duration of the active phase Ta = (ta) vs. d. Taken
from ref. [12]
When the avalanche ends, the pressure P 1 will start to increase due to
the volume exchange process between the lower and the upper chamber.
The rate of change of the air density in the upper chamber is controlled by
the air current q passing through the orifice,
(3)
The flux of air qj1rR 2 between the chambers is further given by Darcy law.
For a conical geometry, assuming a constant sand density, the stationary
solution of q is
(4)
where ru is the permeability of the sand packing, 11 is the viscosity of air, and
R = D /2 is the radius of the orifice. In this expression we have neglected
a geometry-dependent correction factor which is of the order of unity. We
note that the conical shape of the orifice ensures the pressure gradient to
be localized on a very small length scale R. Then by combining Eqs. (2),
(3), and (4), we obtain
dD..P1
(5)
dt
Integration of this equation gives
D..Pl = D..P["axe-tjT' (6)

with the characteristic time
(7)
Here .6.Pf'ax is the pressure just after the avalanche. The characteristic de-
cay time r can be estimated for the bead packing used in these experiments.
The permeabilities varies between 1.5 x 10- 8 cm 2 and 1.2 x 10- 7 cm 2 . This
gives r in the range 1 to 10 s.
In order to verify experimentally Eq. 7, we changed the average pressure
P0 in the hour glass by compressing air into the hour glass using a large
:syringe. The frequency of the slow o:scillation was measured by monitoring
intensity fluctuations of a He-Ne laser beam which passed through the neck
of the hour glass. Since the viscosity of air is independent of pressure,
the relaxation time T should be inversely proportional to P0 . This was
indeed seen in the experiment. Fig. 4 shows the inactive time Ti, which is
proportional to T [12], as a function of the dimensionless pressure Pa/ P0 ,
where Pa is the atmospheric pressure. The data can be fitted reasonably
well by a line which passes through the origin. This is con:sistent with Eq.
(7) 0
2.4. DYNAMICS OF THE FREE FALL ARCH
The existing theoretical work on mass flow in the hour glass (see e.g. Ref.
[6]) is based on the idea of a free-fall arch which is a zone (or a boundary)
separating regions where the grains are typically in contact from region
where they are typically not in contact (and thus falling). The forces acting
on the particles above the free-fall arch consist of the stresses from the
other particles in addition to gravity and hydrodynamic forces, whereas
below the free-fall arch only gravity and hydrodynamic drag act. As will be
seen below, our experiment did indeed show a rather sharp density variation
in the narrowest constriction in the sand. We investigated this density front,
which may be identified as the "free-fall arch", using a CCD camera. Fig.
6 presents two snapshots of the interfacial configurations corresponding to
before and after the formation of the plug. Light was strongly scattered from
the free falling particles in the low-density region and is seen as a bright
area in Fig. 6. Since the laser beam could not penetrate into the dense
regions of the sand, these regions appear dark in the picture. The sharp
interface (or the arch) h between high and low sand density is clearly seen
in these photographs.
Recent experiments [17, 18] show that the flow in the active phase is
not linear in time, but shows fluctuations on the time scale of about 0.2
s. We have measured simultaneously the position of the lower arch and
the pressure fluctuations in the hour glass (see Fig. 6). To characterize the
interfacial fluctuations we measured the location of the interface h as a
function of time. Here the time resolution was 0.02 s determined by the
video rate of our CCD camera. Synchronized measurements of the position
of the free-fall arch and the pressure in the lower chamber are shown in
Fig. 7 for hour glass A. The upper curve shows the pressure measurements
and the lower curve (A) shows the position of the free-fall arch. On the same
graph we also plotted the location of the upper interface of the plug, marked
as Io in Fig. 6 b. This curve is denoted as (B). The interface 10 appeared
during the end of the active phase. In the pressure and the visualization
experiments we observed two types of oscillations. One was slow and had
a period typically one second [12]. The other was fast and had a period
of a few tenths of a second [17], and it existed only in the active phase.
The vertical position of the free-fall arch was strongly correlated with the
pressure fluctuations. An increase in pressure occurs when the interface
move upwards, while a decrease in the pressure was typically observed when
the interface did not move or when the interface moved slightly downwards.
The t::.P1a.'IJ is the pressure drop across the packing just when the pack-
ing stabilizes. However the pressure t::.P1 will vanish exponentially, and
there is a minimum pressure t::.P!in needed to stabilize the arch. When
t::.P1 becomes lower than this pressure, the arch will be instable and an
avalanche will be generated. Due to the screening by force network in the
sand, the pressure needed to stabilize an arch of sand in the constriction
of the hour glass is remarkable small [12, 18]. It corresponds roughly to
the pressure of a pile of sand of height D, where D is the diameter of the
orifice.
2.5. PLUG FORMATION AND PROPAGATION OF LOW DENSITY ZONE
One of the interesting findings in the flow visualization experiments was the
observation of plug formation in the narrowest part of the orifice. The plug
was created when the flux of particles coming from the free-fall arch was
too large to pass through the orifice rapidly. The accumulation of particles
in the narrowest constriction severely restricted the flow of air, thus allow-
ing the pressure gradient to build up in the orifice which further stabilized
Figure 6. Photographs of the flow in .the active ph1;1.5e illustrating the dynamics of
the free-fall arch h and the plug formation. a) shows the "free-fall arch" h before the
formation of a plug. b) shows plug formation and the "free-fall arch" !1 just after the
plug formation. The upper interface of the plug is indicated by Io. Taken from ref. (18] .
the plug. The appearance of the plug signaled the end of the active time.
Despite the absence of sand flow from the upper to the lower chamber after
t he for mation of the plug, there was still a great deal of movement of sand
above the plug. This could be characterized by the appearance of an air
"bubble" which propagated upwards and eventually disappeared into the
sand heap . Fig. 6 (b) shows a snapshot of the plug and the bubble as it
traveled upwards. It is intriguing that a bubble with a reasonably sharp
interface can form in a granular material considering that there is no inter-
facial tension between the sand and the air. The stability of the interface
seen here therefore must involve hydrodynamic interactions between the
grains, and the grains with the air. The latter effect is clearly due to the
differential pressure across the interface which stabilizes the sharp density
stratification .
12.0 12.0
-.£.
11.5 11.5
-
-AA_
E ~
:::l
11.0 11.0 In
. .c In
0> ~
"Q) c..
..c
10.5 10.5
10.0 10.0
2 3 4 5
time (s)
Figure 7. The upper curve: the time dependence of the pressure fluctuations measured
in hour glass A. The lower curve: the position of the arch A and the upper "interface"
B of the plug as function of time. The pressure fluctuations is shown with an arbitrary
scale. The lower curve is with units em and is the distance from the bottom of the hour
glass. The particle size in the experiment is d = 89 pm. Taken from ref. [18].
3. Silo hiccups
We will now present some results from intermittent flow observed in an open
model silo. In contrast to the "ticking" hour glass, where the intermittency
is generated by a (non-local) increase of a pressure difference between the
two chambers, the intermittency in the present experiments is local and
caused by the dynamic dilation of the granular medium [16].
Dilatancy was first studied by Reynolds [19] in 1885. In general when
a granular medium is subject to a local shear it must expand to allow the
grains to pass by each other [19]. This expansion, or dilation, will create
more void space between the grains, thus locally lowering the fluid (air)
pressure in the pores. An influx of air will then occur that viscously opposes
the grain flow. This effect is expected to be general. We now describe an
experiment where this pressure drop entirely stops the flow from a silo at
a regular time interval T, hence the term "silo hiccups".
3.1. EXPERIMENTAL PROCEDURE
The silo is open to the surrounding pressure at the top, and consists of a
cylindrical upper part with a conical edge with an orifice at the bottom (see
Fig. 8). The total height of the silo is 600mm, with an internal diameter
of Dt = 16mm, and 30mm. Silos of different conical angle 2a = 180°, 19°,
14° and 10° were used.
IBALANCE I
Figure 8. Drawing of the hopper with laser and photo-detectors (PD). Dis the orifice
diameter, D 1 the diameter of the cylindrical part, h the height and 2a is the opening
angle of the conical part.
In contrast to experiments in straight tubes where density waves [20, 21]

are observed the present phenomena is easily studied because it is localized
in the conical part of the hopper. This allows for precisely controlled visual
observations and pressure measurements.
The silos were made of brass, Plexiglas and glass with a diameter of ori-
fice D ranging from 2 to 15mm. The silos made of brass have the advantage
of preventing electrostatic charges. The importance of electrostatic interac-
tions was further investigated by performing experiments with silver coated
particles. No qualitative difference was observed in these experiments from
those using glass beads.
In order to visualize the detailed movement of the sand in the vicinity
of the orifice, a transparent glass silo with conical angle 2o: of 10° were used
together with a video camera.
3.2. MOVEMENT OF LOWER AND UPPER INTERFACE
We now describe one of the flow intermittency cycles which is shown in Fig.
9. The particles were observed to fall from the closely packed phase at the
lower interface seen in Fig. 9. In image 1, when the interface is localized
at the orifice, the absence of powder just below suggests that the flow is
completely stopped for a short time. This is also easily seen in a direct video
visualization, where a somewhat smeared video image of the grains becomes
2 3
8 9
Figure 9. Sequence of images that shows the granular flow at the orifice within one
oscillation. Images 1, 2 and 3 show an interface (separation between the dense and dilute
zone) which moves up. Images 4, 5, 6, and 7 show the collapse of this interface followed
by a strong increase in the flow rate. Images 8 and 9 show the flow just before it stops.
sharply contrasted for about 0.05 s. Just after this stop, the front between
the falling particles and the closed packed region propagates upwards in
the conical part (images 2 and 3) until it collapses (image 4). In general,
the speed with which the front moves upwards will depend on the force
networks in the packing, the weights of the grains and the hydrodynamic
drag force acting on the particles. After the interface reaches the critical
height were it collapse and suddenly fall down (images 4 and 5), a significant
increase in the mass flow rate (images 5, 6 and 7) is observed. The strong
increase in the mass flow rate is followed by a decrease in the width of the
powder beam which finally snapps off (images 8, and 9).
The correlations between the movement of the sand in the vicinity of
the orifice and at the top surface was studied using two 5mW He-Ne lasers
with expanded beams as shown in Fig. 8. The upper laser beam was partly
screened by the upper granular surface, and the transmitted intensity, mea-
sured by photo-diode PD1 (see Fig. 10(a)), is thus linearly related to the
height of the interface of the sand. At the conical opening we measured
the transmitted intensity of an expanded laser beam passing through the
conical part of the silo (Fig. 10(b)). Due to a more efficient screening of the
light by the dense packing than from the free falling particles, the recorded
intensity decreases when the interface moves down.
The increase in the slope of curve (a) starts at the same time as a fast
decrease in curve (b) in Fig. 10. This corresponds to image 4 in Fig. 9
and shows that the upper and lower interfaces start to move down simul-
taneously. The upper interface will continue to move quickly, with a corre-
sponding outflow, for a short time after the lower interface has reached the
height of the orifice (images 6-8). In this period the lower signal does not
directly reflect the flow velocity, but rather the filling of the constriction.
Just before the lower interface, which is observed in image 1-4 in Fig. 9,
starts to move upwards there is a short stop in the bulk movement as de-
scribed above. This is too short to be observed in these measurements, but
can be seen in the video visualization experiments. In the visualization ex-
periments no bubble formation was observed in or above the conical part
of the silo. After the stop the lower interface starts to move upwards in the
conical part until the interface again reaches a height where it collapses. In
this part the upper interface is moving only slowly, as seen in the low slope
of curve (a) in Fig. 10. The fluctuations in the high levels of curve (b) in
Fig. ] 0 reflects the fluctuations in the particle flow from the interface.
3.3. THE EFFECT OF DILATANCY
In order to argue that the intermittency is really due to dynamic dilation,

we need to rule out other mechanisms of interior expansion in the granular
packing. The simultaneous motion of the upper and lower interfaces as de-
duced from Fig. 10, and the lack of observed bubbles support the picture
that the grain packing in the tube moves without expansion. Furthermore,
the tube walls will exert a stronger vertical force per unit area on the gran-
ular packing in the constriction than above. Hence, there is no mechanical
reason for the packing to open up or form bubbles as it moves down into the
constriction. The final dilation due to shearing in the constriction cannot
be avoided.
6
,-.._
...... 5
......
~
;:j
>-. 4
a3
.tJ
......
...0
;..... 2
~
'--"
~
1
0
0 0.5 1.0 1.5 2.0
time (s)
Figure 10. The intensity at the top (a) and bottom (b) photo-detectors as a function
of time.
To investigate the importance of the ambient pressure on the flow, we

performed experiments in a chamber with a reduced ambient pressure P0 .
In these experiments we used d = 50f.Lm particles, and 2a = 180°. As
seen in Fig. 11, both the average flow rate Wa and the period T were
roughly constant for pressures higher than 0.2Bar . Here Wa is the average
asymptotic mass flow rate corresponding to the limit h-+ oo (see insert in
Fig. 12). When the pressure becomes lower than a critical pressure Pc =
0.1Bar , a transition from the intermittent to a continuous flow regime
was observed. Correspondingly the period T diverges and the flow rate Wa
increases by nearly a factor 2. In Fig. 11 both the remarkable constancy of
the period and the flow rate over different pressures, and the pronounced
transition from intermittent to continuous flow are striking, and in need of
an explanation.
To understand the process that stops the granular outflow one must
consider the granular inertia and the time over which the pressure forces
act. Moreover, as the granular medium is continuously deformed as it passes
through the orifice, the dilatancy must also be considered as a dynamic
process, as in the study of Lee et al. [22]. For this purpose we need a
pressure evolution equation. From the combined conservation of gas and
3
• 0 I
I
I I I I 1 2.0
o:
I
,-.. - 1.5
...._., 21-01
rJJ
,..-.._
I "7
E-! 00
'"0 ~00 0 0 0
- 1.0
1m
'-"
0
...... I
A
;...; I
Q) 11-- I ~
0.. I v
I - 0.5
1.,
'
I •
I .I .I .I
0
0 0.2 0.4 0.6 0.8 1
Fa/ Pa
Figure 11. The average flow rate W (o) and the period T ( •) of the intermittency as a
function of the ambient pressure Po in units of the atmospheric pressure Pa.
grain mass and a local Darcy law one may derive the following equation
(8)
where¢ is the local porosity, u the grain velocity,"' the (density dependent)
permeability and JL the viscosity of the air. The effective diffusion coeffi-
cient b = p,.( ¢)I JL:::::: Po"'( ¢o) I JL, where ¢o is the closed pack porosity may
thus be evaluated. The diffusive term is then seen to dominate the terms
containing u. By dropping these terms we are left with a simple diffusion
equation describing the evolution of P. The characteristic diffusion time
over a distance D, tv = D 2I b : : : 0.5 ms is almost two orders of magni-
tude smaller than the time a grain spends in passing a distance D at the
orifice. If one knew the instantaneous pressure drop t1P inside the dilating
regions, it would then be possible to check if the pressure forces alone were
sufficient to stop the flow. This could be achieved by comparing the nec-
essary momentum change pD 3 u with the impulse t1PD 2 tv at the orifice.
Taking t1P as the measured value oP described below (which is smaller
than the real value since the measured value results from some diffusive
smearing), the impulse is too small to balance the momentum change by
roughly a factor of 10. On the other hand, if t1P is taken as Po (which is
obviously larger than the real value), the impulse is larger than the mo-
mentum change by more than a factor 10. Hence, the pressure drop from
the dilatancy must be between these extreme bounds if a single dilation
event is to stop the flow. However, it is likely that a series of dilatancy
events is responsible for the stopping of the flow. This is consistent with
the picture of a series of discrete shear bands reported by Lee et al. Even
without interactions with the gas (large particles) granular packings dilate
and form shear bands when flowing out of a hopper. This has been ob-
served by several authors [22, 23, 24, 11). While these observations were in
a way concerned with dynamic effects of dilatancy, they did not include the
coupling of hydrodynamics and granular dynamics studied here.
While Eq. (8) does not give a definite magnitude of the pressure impulse,
it does indicate an explanation for the pressure independence of T and W
in the intermittent regime. Assume that the stopping process is governed
by a series of dilation events. Each such event will have a certain pressure
drop f:).p depending on the local expansion of the packing, and f:).p will
relax over a time tn. The impulse is proportional f:).Ptn, where the relax-
ation time tn ex 1/ iJ ex 1/ P0 • The pressure drop, on the other hand, will
be proportional to Pof:).pj p if the dilatancy process, given by /:).p, happens
on a faster time scale than tn. In this case the impulse and the momentum
change associated with each dilatancy event will be Fa-independent. When
tn becomes too large, so that the impulse f:).Ptn is dominated by the im-
pulse of gravity during the period T, the flow becomes continuous. This
will eventually happen as P0 is decreased. In principle this could be used
to compute Pc. However, tn goes as the square of the distance between the
opening and the dilatancy event. This distance is not well known, and such
a computation would therefore be highly unreliable.
Note that an isothermal decrease in pressure could affect both the com-
pressibility and the mobility ,.,; p, of the gas. The inter-grain spacing is only
about 20 times larger than the mean free path at the lowest pressures, and
the hydrodynamic description will receive significant corrections due to the
molecular nature of the gas [25, 26). Klinkenberg modeled the correction
due to the wall-slip gas flow in an idealized porous medium consisting of
capillary tubes with random orientation, and found that the velocity wall-
slip results in a correction term in the permeability [25, 26)
,.,' = ,.,(1 + 8c>..jb) , (9)

Here ,., is the permeability measured by liquid flow, ,\ is the mean free path
of the gas, b is the pore size and c is a constant, which is experimentally
determined to be close to unity. As an estimate we will use b = d/3, where
d is the particle size. The mean free path of the gas molecules is estimated
to 0.08p,m at Po = 1Bar . This gives the correction term ,.,, /,., = 1.04
at Po = 1Bar , and ""'I"" = 1.4 at Po = 0.1Bar . It is possible that the

crossover behavior ofT near Pc is governed by the effect that the impulse
f!.Ptn decreases with increasing ""'·
To investigate the gas-grain interactions in more detail the average pres-
sure difference Jp between the local pressure in the constriction and the
ambient pressure, was measured. The measurements were carried out using
a pressure sensor connected to a small hole at a height D = 5mm above the
orifice of a hopper with opening angle 2a = 10° [16]. The surrounding pres-
sure was 1Bar . For small particles, as used here, the pressure drop building
up between stops in the flow was measured as JP ~ 0.001Bar ~ pgD,
where p is the mass density of the granular packing and g is the acceler-
ation of gravity. Hence, in the intermittent regime the pressure drop JP
was observed to balance the weight of the particles occupying a region
of linear dimension D above the orifice. In fact for the observed halt of
granular motion to take place, the pressure drop must be able to sup-
port the weight of the grains in the orifice for a short time. This can be
used to estimate the critical pressure Pc. The dilatancy, measured as the
specific expansion JVIV, will cause a pressure drop that depends only on
the compressibility of the gas. Lowering Po the gas will eventually be so
compressible that the pressure force resulting from the expansion of the
gas inside the orifice is unable to balance the weight of the falling grains.
Using the ideal gas law for isothermal gas expansion to get the pressure
drop we can write -JPI P0 = JVIV (an adiabatic expansion, would only
lead to the replacement JVIV-+ (5I3)6VIV). To obtain the critical value
Po = Pc we set JP = pgD in the above equation. This gives directly
Pc = pgDI(JVIV). To get an estimate of JVIV, as it results from there-
configurations of the grains, we carried out an independent measurement.
A funnel with the narrow pipe pointing up, closed on the wide bottom end
with an elastic rubber membrane, was filled with grains. The funnel was
then filled with water. Pushing the membrane from the bottom a dilatancy
8VIV = 1%- 2% was obtained from the observation of the sinking water
in the top pipe. Using this result in the above equation we get directly
that Pc ~ (100 to 200)pgD ~ (0.1 to 0.2)Bar. This estimate does perhaps
agree better with the value of Pc observed in Fig. 11, than could be ex-
pected. Note that the choice of the size of the volume, defined by D, over
which the pressure falls is rather arbitrary. The critical pressure Pc is in
the pressure range where the Klinkenberg effect Eq. 9 is expected to be
important. However, while tn will presumably depend on the Klinkenberg
effect, the pressure force resulting from a given dilatancy will not.
To investigate the particle size dependence of the flow, we used powders
consisting of spherical glass beads with diameters ranging from 35J.Lm to
1mm. To obtain the same porosity <Po= 0.38±0.01 of the different powders,
.i' ·'
,.-_ +
~ D
'ell
1.0 - 2
<')s ~- ::-- 8
u
' I
ell
'-' -~·
~Ia. 0.1 4
2L-~~--~-l--~
0 10 20 30 40 50
h (em)
100 1000
d ( J..lffi)
Figure 12. The flow rate W as a function of the particle diameter don a log-log scale
for the hopper angles 2a = 10°(o), 14°(6), 19°(+), 180°(2). The insert shows the mass
flow rate W as a function of the column height h for particle diameter d = 89pm. Curve
(b) corresponds to a slight compactification of the packing relative to curve (a).
the silo was tapped carefully on the side-walls. Fig. 12 shows the asymptotic
mass flow rate Wa normalized with p as a function of particle size d. The
insert in Fig. 12 shows how the average flow rate depends on the height of
the granular column and serves to define the asymptotic flow rate (h -+ oo).
The two curves in the insert correspond to slightly different initial states of
the packing. For the upper curve the system was more loosely packed with a
porosity ¢ 8% larger than ¢ 0 . As seen in the insert, the effect of this initial
difference in compactification lasted almost throughout the experiments.
This indicates again that the grains move coherently as a solid block relative
to the smooth silo walls. To confirm this point, experiments with porosity
¢o were also performed with smaller initial filling heights. No changes in the
subsequent mass flow rate W(h) were observed relative to the larger filling
heights. This shows that the initial porosity is conserved in the packing as
it moves down the main part of the tube above the constriction.
For particle flows that are not governed by interaction with the gas
(large particles) the flow rate W is independent of the column height h until
the upper interface reaches the conical part of the silo [4]. In the present
case, however, the small particle flow rate is observed to vary with h at
much larger h values. This hydrodynamic effect is caused by the air coming
in from the top, thus decreasing the pressure difference at the opening when
h becomes sufficiently small.
When the particle flow is controlled by inertia of the particles rather
than drag forces, the D dependence in W is found to be given as W oc
.,f§D 512 [5, 6]. Fig. 12, on the other hand, shows that in the intermittent
(d < lOOttm) regime the flow is consistent with W oc D 2d 2 , where dis the
particle diameter. The data-collapse observed for Wa in the intermittent
regime over different hopper angles is rather striking as it indicates that
the gas-grain interactions are unaffected by the hopper angle a and depend
on D only. For particles larger than the 100ttm a slight decrease in particle
flux with particle size is observed. This decrease can be explained by an
effective reduction in the orifice diameter D --t (D - bd), where b is a
dimensionless constant between 1 and 3 [6].
The W oc d2 behavior in the intermittent regime can be justified by the
following argument. When the particles are small the drag forces will control
the granular outflow. If the column is sufficiently high such that the main
air flow takes place through the orifice the slip velocity Va - Vp between the
speed of the air Va and the local speed of the particles Vp will be proportional
to Vp. This follows under the assumption that the dilatancy expansion rate
is proportional to the volume flux of grains. The particle velocity then
follows from the local Darcy law Vp oc Va - Vp = k (p) pg / ft, where k (p) is the
permeability of the packing and tt is the dynamic viscosity of the air. Since
in general we have k oc d 2 , we get the mass :flow rate W oc vpD 2 oc d 2 D 2 , in
agreement with the measurements of Fig. 12. The dependence of the mass
flow rate on D 2 have been checked in separate small particle experiments
using different diameters of the orifice D as seen in Fig. 13. As seen in
Fig. 13 the mass :flow rate is consistent with D 2 dependence.
3.4. CONCLUSION
We have investigated the intermittent flow in hour glasses with an empha-

sis on the influence of the local granular structure and dynamics on the
global flow behavior. We have investigated this intermittent flow behavior
using different experimental techniques. It is interesting that small pressure
fluctuations in the hour glass, of the order of 10- 3 atm, can momentarily
stop mass flow of grains completely, thus producing nearly periodic mo-
tions in the sand. The flow dynamics in the intermittent regime can be
characterized by two different time scales. In the inactive phase the sand
stops moving with a duration ti and in the active phase the sand moves
nearly continuously with a duration ta. In addition we also observed a step-
wise upwards movement of the free-fall arch during the active phase. This
pulsatile motion has a time scale shorter than the period of the main os-
1.0 o·
0·'
~2
,0
0
0
~~,r} 0.1
,0
0 1
D (mm)
Figure 13. The dependence of Wa/P on the diameter of the orifice,
cillations, and the movement of the front is strongly correlated with the
pressure fluctuations in the lower chamber.
In the active phase, a cluster or a plug is formed in the narrowest part
of the orifice, below the free-fall arch. This plug stabilizes at the very end
of the active phase and results in a "bubble" propagating in the upward
direction. The pressure gradient caused by the flux of sand from the upper
to the lower chamber tends to stabilize the plug, and then stops the mass
flow completely creating a new stable interface. In the inactive phase, a
flow of gas from the lower to the upper chamber will decrease the pressure
gradient. The pressure gradient will decrease until the sand again becomes
unstable and starts to flow. The pressure in the inactive phase was measured
and found to be consistent with the theoretical predictions reported by Wu
et al. [12]
In the second experiment we studied the flow of sand in an open silo. By
enclosing the silo in an airtight chamber where the pressure could be varied,
we were able to observe that the granular flow exhibits a crossover from
intermittent to continuous flow at a critical ambient pressure Pc· This made
it clear that the intermittency is governed by internal pressure gradients. In

the absence of an externally imposed pressure differences (the silo is open
in both ends), these gradients can only arise from variations in the density
of the granular packing. The question we addressed was if these density
variations could be caused by any other effects than the dilatancy we know
must take place as the granular packing is deformed to pass through the
constriction of the hopper. Spontaneous formations of air bubbles would
represent such an alternative mechanism for density variations. However,
our observations strongly support that prior to the stopping of the flow,
the granular packing moves as a single rigid object with the exception of
the deformation in the hopper region. Hence, no alternative mechanisms
appear active, and we are left with the interpretation that it is the local
pressure drop caused by the dilatancy that stops the flow. This argument
has been substantiated by experimental measurements.
4. Acknowledgement
We thank E. Skjetne, B. Behringer and Steve Pride for valuable comments.

This work has been in part supported by the CNRS and the NFR through
a Projet Internationale de Cooperation Scientifique grant. Further financial
assistance was provided by the NFR, the Nansen Fund, and an EU Human
Capital and Mobility grant. One of the authors (X.L.W.) acknowledges
support from the NSF under Grant No. DMR 9424355.
References
1. H. M. Jaeger and S. Nagel, Science 255, 9 (1992).
2. D. Bideau and A. Hansen, Disorder and Granular media (Elsevier, Amsterdam,
1993).
3. A. Metha, Granular Matter (Springer Verlag, Heidelberg, 1993).
4. E. Hagen, Akad. Wiss. 35 (1852).
5. W. A. Beverloo, H. A. Leniger, and J. van de Velde, Chern. Eng. Science 15, 260
(1961).
6. R. M. Nedderman, Statics and Kinematic of Granular Materials (Cambridge Univ.
Press, Cambridge, 1991).
7. R. A. Bagnold, The Physics of Blown Sand and Desert Dunes (Methuen, London,
1941).
8. W. Mullins, J. Appl. Phys. 43, 665 (1972).
9. W. Mullins, Powder Techno! 23, 115 (1979).
10. K. L. Schick and A. A. Verveen, Nature 251, 599 (1974).
11. G. W. Baxter and R. P. Behringer, Phys. Rev Lett. 62, 2825 (1989).
12. X. l. Wu et al., Phys. Rev. Lett. 71, 1363 (1993).
13. C. T. Veje and P. Dimon, preprint (1997).
14. C. A. James, T. A. Yates, M. E. R. Walford, and D. F. Gibbs, Phys. Educ. 28, 117
(1993).
15. J. P. Bouchaud, M. E. Cates, and P. Claudin, J. Phys. (France) I 5, 639 (1995).
16. T. L. Pennec, K. J. Mal¢y, and E. G. Flekk¢y, preprint (unpublished).
17. K. J. Mal¢y et al., C. R. Acad. Sci. Paris, t 319, 1463 (1994).
18. T. L. Pennec et al., Phys. Rev. E 53, 2257 (1996).
19. 0. Reynolds, Phil. Mag. 20, 469 (1885).
20. T. Raafat, J. P. Hulin, and H. J. Hermann, Phys. Rev. E 53, 4345 (1996).
21. A. Nakahara and T. Isoda, Phys. Rev. E 55, 4264 (1997).
22. J. Lee, S. C. Cowin, and J. S. Templeton, Trans. Soc. Rheol 18, 247 (1974).
23. A. Drescher, T. W. Cousens, and P. L. Brandsby, Geotechnique 28, 27 (1978).
24. R. L. Michalowski, Powder Technology 39, 29 (1984).
25. L. J. Klinkenberg, Drill. and prod. Prac. API 200 (1941).
26. E. Skjetne and J. S. Johanson, preprint (1997).
* Also at Groupe Matiere Condensee et Materiaux, UMR 6626, Universite

de Rennes I, F -35042 Rennes Cedex, France
532
Bob Behringer
1/ F NOISE IN PIPE FLOW
AKIO NAKAHARA
Laboratory of Physics
College of Science and Technology
Nihon University
7-24-1 Narashino-dai, Funabashi
Chiba 274, Japan
Abstract. We have investigated experimentally density fluctuations of

granular flows through a vertical glass pipe filled with liquid. By chang-
ing the packing fraction of the granular material (metallic spheres) inside a
pipe, we observe a slugging transition: i.e., granular material flows almost
freely in the low-packing region, while in the high-packing region stable
slugs emerge and the material falls very slowly in groups. Fourier anal-
ysis reveals that the power spectrum of these density fluctuations of the
granular flow obey 1/ f noise at the slugging transition point.
1. Introduction
Even if it is said that 1/ f noise appears in the dynamics of granular material

[1], it is very difficult to get 1/ f noise from experiments [2-5]. In this paper,
we will focus on the dynamics of granular flows through a vertical pipe [6,
7], and investigate experimentally what are the conditions for which the
1/ f noise appears in the pipe flow.
2. Density waves in pipe flow
If you pour rough sand particles through a vertical pipe, you will easily ob-
serve density waves (slugs) of falling sand particles. Many people have stud-
ied the mechanism which produces these density waves, and they revealed
that there are some dominant elements for the formation of density waves.
First, inelastic interactions [8-15], such as the grain-grain collisions and
grain-wall frictions, are the main elements which produce density waves.
533
534 AKIO NAKAHARA
In fact, numerical simulations using MD (Molecular Dynamics) and LGA

(Lattice-Gas-Automata) showed that without these inelastic interactions
no density waves appear [11-15]. Hydrodynamic interactions due to the
surrounding fluid (air) are also important, because if we change the flow
rates of both granular materials and the surrounding fluid we obtain the
change in the flow pattern [16-20].
To investigate the conditions in which 1/ f noise appears, we must
choose physical parameters that we can control systematically. Naturally,
the grain-grain and the grain-wall friction are important parameters, but
since it is difficult to change friction coefficients systematically, we decided
to use smooth metallic spheres with equal sizes, rather than using rough
sand particles. For the same reason, we have also decided to use a pipe
made of glass.
Since the flow rate of granular material is an important parameter,
our first control parameter is the packing fraction p of metallic spheres
inside a pipe. We also decided to use liquid (not air) as the surrounding
fluid, and change the value of the kinematic viscosity "7 of the liquid as the
second control parameter. As a third control parameter, we changed the
distance x between the hopper and the measuring position, because we are
also interested in the self-organization of density waves (slugs) from the
white-noise uniform flow at the hopper. In this paper, we mainly report on
our experiments in which we changed the value of the packing fraction p.
Experimental results with various "7 and x are reported in Ref. [19].
3. Experimental methods
We set a hopper at the top of the vertical glass pipe, and pour granular ma-
terial into the hopper (See Fig. 1). The granular material falls down from
the hopper through a vertical glass pipe due to gravity. To measure the
density fluctuations of the falling granular material, we place a semicon-
ductor laser and a photo-detecting sensor horizontally across the vertical
glass pipe. The output signal (i.e. the intensity of the transmitted light) is
transferred to a UNIX system, where we perform Fast Fourier Transform
analysis to get the power spectrum of the density fluctuations.
As the granular material, we use smooth metallic spheres with equal
sizes, such as lead spheres 1.0 mm and 1. 7 mm in diameter and stainless steel
spheres 1.6 mm in diameter. We also use a glass pipe 7.0 mm and 9.0 mm in
inner diameter. The pipe is filled with either water or silicone oil (see Fig. 1).
Since the whole system is closed, as metallic spheres fall down through a
vertical glass pipe, the liquid should go up due to the effect of excluded
volume. In our experiments, we have varied the value of the kinematic
viscosity "7 of the silicone oil from 0.65 mm2 js to 50 mm2 js. To change the
1/F NOISE IN PIPE FLOW 535
FFT analysis
0
Figure 1. Schematic illustration of the experimental setup.
packing fraction of metallic spheres inside the pipe, we set an additional

hopper onto the original hopper. By changing the inner diameter of the
additional hopper we may vary the packing fraction of metallic spheres
inside a pipe.
4. Experimental Results
Now, we will present our results. The data shown in Figs. 2-5 have been
obtained from our experiments using water, lead spheres of 1.7 mm in
diameter and a glass pipe of 9.0 mm in inner diameter and 700 mm in
length. Additionally, Fig. 4 shows also the data obtained using silicone oil
as the fill-in liquid.
First, we show flow patterns of granular material with various packing
fractions. Here, the packing fraction p is defined as a ratio of the volume
occupied by metallic spheres to the total volume inside the pipe. Figure
2 shows snapshots of granular flows with p = 0.05 (a), p = 0.18 (b), and
p = 0.21 (c). When the packing fraction is low (p < 0.18), metallic spheres
fall almost freely, and we can observe only small density fluctuations. On
the other hand, for high packing fraction (p > 0.18), many clear and stable
slugs (density waves) are formed, and therefore the metallic spheres fall
very slowly in groups. At the slugging transition point (p ~ 0.18), unstable
slugs appears. These unstable slugs alternately emerge and disappear, and
their behavior looks like a sequence of avalanches.
Figure 3 shows the time evolution of the transmitted light intensity.
Here, the maximum value of the light intensity is normalized to unity.
So, when the relative ligth intensity equal to unity, there are no metallic
spheres in front of the sensor. And when the intensity is small, there are
many metallic spheres which block the path of light toward the sensor. The
signal for p = 0.05 (in the free-fall region) is similar to white noise, while the
signal p = 0.21 (in the slugging region) has many plateaus, which indicate
536 AKIO NAKAHARA
z (em)
Figure 2 . Snapshots of granular flows through a vertical glass pipe for various packing
fractions p. From left to right , p = 0.05 (a) , p = 0.18 (b), and p = 0.21 (c) [19].
0.05
0.18
0.21
0 0.5 1.5 z Z.5

tJme (s)
Figure 3. Time evolution of the transmitted light intensity for p = 0.05, 0.18 and 0.21.
For clarity, the data are shifted vertically with respect to each other.
the presence of stable slugs. At the slugging transition point (p :::::: 0.18) ,
the signal shows some characteristics of both these signal patterns, with
few plateaus due to the slugs.
Next, in Fig. 4, we present our results of the normalized relative velocity
V between falling metallic spheres and the ascending liquid. Here, V is
normalized by the terminal velocity of a freely-falling single metallic sphere.
Note that the data with various viscosity 7] collapse on a single curve when
they are normalized. This curve is a monotonically decreasing function of
the packing fraction p and has a bend at the slugging transition point
(p ~ 0.18) .
Figure 5 shows power spectra of the density fluctuation as functions of
the frequency f with various packing fraction p. The vertical solid guide line
at 100 Hz is a resolution limit due to the finite size of both the sensor and
l/F NOISE IN PIPE FLOW 537
0.8 •
•I
0. 6
•
> t\~..
0.4
•••
"'
A
0. 2
0
0 0.2 0.4
p
Figure 4- Normalized relative velocity V as a function of the packing fraction p. The

circles and squares denote the data obtained with lead spheres of 1.0 mm and 1.7 mm
in diameter, respectively, and using water as the fill-in liquid. Triangles are the data
obtained using stainless steel spheres of 1.7 mm in diameter, and silicone oil with various
viscosity.
10 1
... ··.
10°
...
-
.......
.........
a..
10_,
10-!
10_,
10_,
W' 10-1 10° 10 1 10 1 10 1
f (Hz)
Figure 5. Power spectra of the density fluctuation as the function of the frequency f
with p = 0.05, 0.18 and 0.21. For clarity, the data are shifted vertically with respect to
each other.
metallic spheres. That is, 100 Hz corresponds to the time for one metallic
sphere to cross the sensor. The other vertical line at 0.5 Hz denotes that
at the lower-frequency region on the left of this guide line (f < 0.5Hz) all
these power spectra have a white-noise form. Therefore, we must study the
functional form of the power spectra between these two frequencies.
538 AKIO NAKAHARA
At the low-packing free-fall region (p < 0.18), the power spectrum has a
white-noise plateau for 1 Hz < f < 6 Hz, which indicates that the granular
flow does not show macroscopic clustering structure like slugs. On the other
hand, at the high packing fraction (in slugging region, for p > 0.18), the
power spectrum is a monotonically decreasing function of p with a bend at
3 Hz. Only at the slugging transition point (p ~ 0.18) the power spectrum
obeys a power law as P(f) ,...., 1/ jC< for over two decades. Our experiments
reveal that a >=:::! 0.8, which is independent of the viscosity of the fill-in liquid.
5. Conclusion
We have studied the slugging transition of pipe flow from the low-packing-
fraction free-fall region to the high-packing-fraction slugging region. Our
experiments indicate that 1/ f noise appears only at the slugging transition
point.
Acknowledgments. I thank Dr. T. Isoda for fruitful discussions.
References
1. Bak, P., Tang, C. and Wiesenfeld, K. (1987) Phys. Rev. Lett. 59, 381.
2. Jaeger, H. M., Liu, C.-h. and Nagel, S. R. (1989) Phys. Rev. Lett. 62, 40.
3. Held, G. A., Solina, D. H., Keane, D. T., Haag, W. J., Horn, P. M. and Grinstein,
G. (1990), Phys. Rev. Lett. 65, 1120.
4. Jaeger, H. M. and Nagel, S. R. (1992) Science 255, 1523.
5. Frette, V., Christensen, K., Malthe-S!Zlrenssen, A., Feder, J., J!Zlssang, T. and Meakin,
P. (1996) Nature 379, 49.
6. Schick, K. L. and Verveen, A. A. (1974) Nature 251, 599.
7. Musha, T. and Higuchi, H. (1976) Jpn. J. Appl. Phys. 15, 1271.
8. Baxter, G. W., Behringer, R. P., Fagert, T. and Johnson, G. A. (1989) Phys. Rev.
Lett. 62, 2825.
9. Baxter, G. W. and Behringer, R. P. (1990) Phys. Rev. A 42, 1017.
10. Ristow, G. H. and Herrmann, H. J. (1994) Phys. Rev. E 50, R5.
11. Poschel, T. (1994) J. Phys. (France) I 4, 499.
12. Lee, J. and Leibig, M. (1994) J. Phys. {France) I 4, 507.
13. Lee, J. (1994) Phys. Rev. E 49, 281.
14. Peng, G. and Herrmann, H. J. (1994) Phys. Rev. E 49, R1796.
15. Peng, G. and Herrmann, H. J. (1995) Phys. Rev. E 51, 1745.
16. Wu, X-I.,Mal!Zly, K. J., Hansen, A., Ammi, M. and Bideau, D. (1993) Phys. Rev.
Lett. 11, 1363.
17. Horikawa, S., Nakahara, A., Nakayama, T. and Matsushita, M. (1995) J. Phys. Soc.
Jpn. 64, 1870.
18. Raafat, T., Hulin, J. P. and Herrmann, H. J. (1996) Phys. Rev. E 53, 4345.
19. Nakahara, A. and !soda, T. (1997) Phys. Rev. E 55, 4264.
20. Veje, C. T. and Dimon, P. (1997), Phys. Rev. E 56, in print.
PARTICLES IN LIQUIDS
STEFAN SCHWARZER
Universitat Stuttgart
Institut fur Gomputeranwendungen I
Abstract. Building on an idea of Fogelson and Peskin [1] we describe the

implementation and verification of a simulation technique for systems of
many dissipatively interacting particles immersed in liquids at moderate
Reynolds numbers.
1. Introduction
Many applications in chemical engineering [2, 3], fluid mechanics [4], geol-
ogy [5], and biology involve systems of rigid or elastic particles immersed
in a liquid or gas flow. Examples of such systems arise in the context of
sedimentation processes, gas-solid or liquid-solid fluidized beds, suspension
rheology like the behavior of blood, pastes, etc., mixing processes when
sediment-laden rivers enter lakes or the sea, pneumatic conveying, ticking
hour glasses, flocculation in suspensions and many more. In these systems
the long-ranged hydrodynamic interactions mediated by the fluid in the
interstitial voids of the particulate, granular system greatly change the
physical behavior of the particle assembly as compared to the "dry" state
which is characterized by the short-ranged, viscoelastic forces governing the
grain-grain contacts. The influence of an interstitial medium can never be
neglected, when its density is of the same order as that of the grains them-
selves. As we will demonstrate here, despite the complexity of the problem,
the simulation of particle-fluid systems is possible. Accurate results are
possible even with moderate computational effort. We will first describe
the details of our numerical method before we address its verification in
the case of fixed periodic arrays of particles and particle-liquid mixtures
sedimenting under the influence of gravity.
539
H.J. Herrmann et al. (eds.), Physics of Dry Granular Media, 539--546.
540 STEFAN SCHWARZER
2. The method
The motion of the interstitial liquid is in many cases well represented by
the incompressible Navier-Stokes equations,
8v
-8t + (v · 'V)v (1)
\7. v 0, (2)
where v is the fluid velocity measured in units of some typical velocity
U; Re = aU jv is the particle Reynolds number, a being the radius of the
cylindrical or spherical particles considered, and v the dynamic viscosity of
the fluid. The pressure pis measured in units of p 1U 2 , where p1 is the fluid
density. The point force f 1 normally represents body forces like gravity, but
local force distributions may represent rather complex physics, as we will
see below. It is convenient to eliminate gravity from the equations since it
just cancels the induced constant hydrostatic pressure gradient; we then
have to take care to add bouyancy when we consider the forces acting on
particles.
In order to solve these fluid equations, we use a regular, fixed grid
-a staggered marker and cell mesh-for a second order spatial discretiza-
tion [6], employ a simple explicit Euler time stepping, but an implicit de-
termination of the pressure in an operator splitting approach to satisfy
the incompressibility constraint at all times. The resulting pressure Pois-
son equation is solved by multi-grid techniques. For more details, please
see [6-9].
2.1. PARTICLE-FLUID COUPLING
It is necessary to resolve the fluid flow on the grain scale to obtain the cor-
rect particle-fluid interactions. On the particle surfaces the fluid is subject
to the no-slip boundary conditions. Several approaches have been tried,
most importantly perhaps finite element or finite volume techniques that
require partitioning of the computational domain into geometric elements
which approximate well the instantaneous particle geometry or arrange-
ment [10]. However, slightly generalizing an approach of Fogelson and Pe-
skin [1], we use the volume-force term f 1 in the Navier-Stokes equations to
modify the flow field as if particles were present.
To this end, we imagine that the physical particles in the fluid can be
decomposed as follows. We need (i) a rigid particle template endowed with
a certain mass Mt and moment of inertia It. This template covers (but does
not replace) a certain volume V 1 of liquid, which corresponds to a certain
number nc ~ V 1/ hd of grid cells; here h is the lattice spacing and d the
spatial dimension. For simplcity, we set d = 2 in the rest of this paper. We
PARTICLES IN LIQUIDS 541
introduce reference points j, 0 S j < nc with coordinates rij with respect

to the particle i template center at Xi· These reference points move due to
the translation and rotation of the template,
(3)
where Oi(t) is a matrix describing the orientation of the template [11]. Each
reference point is associated with one tracer particle (superscript m) at xrJ
which is passively advected by the flow field,
X··
ZJ
m)
·m =V ( X··
ZJ • (4)
Whenever reference point and tracer are not at the same position forces
shall arise (see below) so that the tracer follows the reference point. We
require Mt + p1V 1 = M, and It+ I 1 = I, i.e., that template plus liquid
volume element together yield the correct mass M and moment of inertia
I of the physical particle.
Of course, the dynamics of this system can only be correct, when the
coupling between template and liquid is sufficiently rigid, i.e., there must
not be any significant delay in the reaction of the template to the motion
of the liquid volumes and vice versa. We have numerically tested a simple
explicit, physically motivated, coupling technique, the idea being that we
want to mimic the behavior of a viscoelastic medium. To this end, we couple
the tracer with its reference point by a damped spring which gives rise to
a force density in the liquid:
(5)
In this equation, ~ij = xr} - xij denotes the distance of tracer and refer-
ence point, k is the spring constant, 'Y is the damping constant, and il(x)
is the Dirac distribution. It should be clear that this force law is largely
arbitrary and its choice does not have significant influence on the motion of
the physical particle as a whole, provided that k is chosen sufficiently large
to ensure that ~ij remains always small. Moreover, there should then occur
no significant internal vibrations of the particle complex-these would oth-
erwise dissipate physical energy of the system and lead to a modification
of the trajectories.
We have achieved good results with 'Y values close to critical damping of
the particle template, assuming the tracer positions to be static: 'Y =/lii·
2.2. PARTICLE MOTION
We take the force on the particle template equal to the volume integral of
the force density imposed on the liquid, but of opposite sign. Similarly we
proceed for the torque. In addition, gravity Mtg acts on the template-the
buoyancy contribution just cancels the weight of the fluid volume.
The only force contribution left acting on the particle is the fluid stress
exerted by volume elements external to the particle. However, since the
tracer controlled volume elements now move approximately rigidly, these
are just the stresses that also a rigid particle experiences. If we sum up all
contributions for one particle, only the external fluid stress F~ and gravity
remam.
The presence of the fluid introduces a strong lubrication force when
particles approach each other in the normal direction or pass by each other
tangentially. Due to the discreteness of our liquid model, we can only render
the lubrication force accurately for distances between particles larger than
h. We approximate the effect of closer contacts by introducing a damped lin-
ear spring when the particles "overlap" [9, 12]. During such an overlapping,
a fraction of 0.2 of the initial energy will be lost, not including dissipation
in the viscous liquid.
Finally, we obtain the particle translation and rotation by integrat-
ing the trajectories using a fourth order Gear-Predictor-Corrector integra-
tor [11].
3. Results
All the results that we will present below are computed with periodic
boundary conditions. We have to treat separately all linear contributions
to the pressure, because otherwise a discontinuity arises at the edges of the
simulation volume. In order to meet the requirement in a dynamic sedimen-
tation simulation that the net volume flux in a fully periodic system should
be constant or, more precisely, should vanish to model container walls at
infinity, we must impose a pressure gradient to just cancel the average vol-
ume force on the liquid. In cotrast, in a situation where the particles rest
and the flow is driven by a pressure gradient, the average volume force is
treated as contribution to the pressure gradient. Then, pressure gradient
and volume force add to zero when the flow becomes stationary.
As a test for our method we determine the drag coefficients of fluid flow
through a static array of disks. In the limit of infinite dilution, the problem
is equivalent to the case of a single disk falling in a medium at rest at infinity.
Figure l(a) shows the non-dimensional drag on the cylinder array per unit
length Fd/ (47rryU) as a function of Re. Here, U is the the volume flow rate
in the system. We see clearly that the drag starts to increase significantly at
Re ;:::;J 1 due to fluid inertia. In part (b) of the figure we show the drag on a
cylinder array as a function of the area fraction ¢ for two different Re. The
asterisks represent a data set computed with doubled grid resolution and
1.5 100
0.047 Re~ 1.0
1.4 0.012 Re~0.1
Re =1.0
1.3
1.2 10
C> 1.1 C>

i!' +
"0
+ + i!'
"0
0.9
0.8
0.7
X X X X X
0.6 0.1
0.0001 0.001 0.01 0.1 10 100 0.001 0.01 0.1
Re phi
(a) (b)
Figure 1. Normalized drag coefficient as function (a) of the particle Reynolds number
Re for area fraction </J = 0.012 and 0.047; and (b) as a function of the area fraction </J of
the system for different Re = 0.1 and 1. Data in (a) and (b) is computed with h/a = 0.24,
except for the asterisks in (b), where h/a = 0.12.
gives an impression of the systematic errors that we expect in particular

for large¢ (s.a.).
In Fig. 2(a) we show a snapshot of a fully dynamical simulation. The
sensitivity of the simulation to the size of the system is exemplified by
the histograms of the vertical velocities in systems of size L /a = 32 and
64 (b and c). The width of the velocity distribution first increases with
increasing volume fraction due to hydrodamic interactions and then narrows
in response to the increase in particle density which tends to even out
differences in the particle velocities due to hindrance effects. The radial
correlation function of the system of particles shows a tendency to increase
at small distances. Hardly any structure is visible, only at high volume
fractions hindrance effects start to impose ordering.
Acknowledgments. I would like to thank Y. Grasselli, H. Herrmann,
J. Hinch, K. Hofler, J.-P. Hovi, S. Luding, C. Manwart, M. Muller, G. Ris-
tow, S. Roux, B. Wachmann, and C. Wrobel for discussions and comments
on the manuscript, and the DFG for financial support in the SFB404 at
Stuttgart University.
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2. S. L. Soo. Particles and Continuum: Multiphase Fluid Dynamics. Hemisphere
Publishing Corporation, New York, Washington, Philadelphia, London, 1989.
12r----,-----r--.-....,.----,---.--- -,
0.02~
0.075 .........
0.15
10 0.30
0
·0.3 ·0.2 ·0.1 0 0.1 0.2 0.3 0.4
y velocity
(a) (b)
7r--.--.--.-----r---,-r--.--r---;-~--, 2.5
0.02~ 0.02~
0.075 ····~··· 0.075 .........
6 0.15 0.15
0.30 2 0.30
5
c 1.5
2:J 4
.c
·c
.11! 3
'0
2
0.5
oL_----'->I""'--"--"L--'----'-'"""jlfk.L.--"'--' OL_-'---'--'-----'--.L...-'---'---'----- l
·0.6·0.5-0.4·0.3-0.2·0.1 0 0.1 0.2 0.3 0.4 0.5 1 2 3 4 5 6 7 8 9 10
y velocity
(c) (d)
Figure 2. In (a) a snapshot of a system ( L I a = 32) of 260 particles on a
129 x 129 fluid grid. Particle colors indicate vertical velocity. For different area frac-
tions (¢ = 0.02, 0.075, 0.15, 0.30) we display the normalized distribution of vertical
particle velocities for (b) L I a = 32 and (c) L I a = 64. For the latter systems, the radial
correlation functions are plotted in (d). In all cases Re ~ 10- 2 , and the velocity scale is
vja.
3. Dimitri Gidaspow. Multiphase Flow and Fluidization. Academic Press, San Diego,
1994.
4. Elisabeth Guzelli and Luc Oger, editors. Mobile PaTt?:culate Systems, Dordrecht,
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1994.
5. K. Pye and H. Tsoar. Aeolian Sand and Sand Dunes. Unwin Hyman, London, 1990.
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Springer Series in Computational Physics. Springer, New York, Berlin, Heidelberg,
1983.
7. Kai Hofler, Stefan Schwarzer, and Hans J. Herrmann. Simulating particle suspen-
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1997.
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simulation of particulate suspensions with inertia effects. Phys. Rev. E, 56(2):2234-
2242, 1997.
9. Stefan Schwarzer. Sedimentation and flow through porous media: Simulating dy-
namically coupled discrete and continuum phases. Phys. Rev. E, 52(6):6461-6475,
1995.
10. A. A. Johnson and T. E. Tezduyar. Simulation of multiple spheres falling in a
liquid-filled tube. Comput. Methods Appl. Mech. Engrg., 134:351-373, 1996.
11. M.P. Allen and D. J. Tildesley. Computer Simulations of Liquids. Clarendon Press,
Oxford, 1987.
12. Otis R. Walton. Numerical simulation of inelastic frictional particle-particle interac-
tions. In M. C. Roco, editor, Particulate Two-Phase Flow, chapter 25. Butterworth-
Heinemann, Boston, 1992.
546
Etienne Guyon
SIMILARITIES BETWEEN GRANULAR AND TRAFFIC FLOW
DIRK HELBING
II. Institute of Theoretical Physics, University of Stuttgart
Pfaffenwaldring 51/III, 10550 Stuttgart, Germany
http://www.uni-stuttgart.de/UNiuser/thphys/helbing.html
Abstract. Like granular flows, traffic flows of vehicles or pedestrians can

be described by molecular-dynamic, kinetic, and fluid-dynamic approaches,
if the particular kind of dissipative interaction is taken into account. Sim-
ilarities are also found on a phenomenological level: Formation of clusters
and density waves, segregation and stratification phenomena, as well as os-
cillatory flows are not only observed in granular, but also in traffic systems.
1. Introduction
To physicists, non-equilibrium phase transitions are very fascinating phe-

nomena. A great variety of self-organization phenomena is, for example,
found in driven granular media. This includes the evolution of density waves
or convection patterns, and the segregation of grains of different sizes (de-
pending on the respective experimental conditions) [1, 2]. Recently, a partic-
ular interest arose for spatia-temporal, collective patterns of motion which
are formed in systems of so-called 'motorized' or 'self-driven' particles [3].
Whereas such systems are exceptional in physical systems (like discs moving
on an air table), they are frequently found in social or biological systems.
Thus, it is not surprising that many examples of spontaneous structure for-
mation can be found there. It turned out that they can be often understood
with methods from statistical physics and nonlinear dynamics, even in a
quantitative way. Some examples are the movement of fish or bird swarms,
the pattern formation in colonies of bacteria or slime molds, or the devel-
opment of ant trails [4]. However, the strongest physical activity is found
in the fastly expanding field of traffic dynamics [5], not only because of the
large potential for industrial applications.
547
548 DIRK HELBING
2. Pedestrian Dynamics
We have investigated time-lapse videos of pedestrian crowds and found the
following similarities with fluids:
- Footsteps of pedestrians in snow look related to streamlines of fluids .
- At borderlines between opposite directions of walking one can observe
viscous fingering.
- When standing pedestrian crowds need to be crossed, the moving
pedestrians form river-like streams.
- The propagation of shock waves can be found in dense pedestrian
crowds which push forward.
- Sometimes, the existence of pedestrian-free bubbles is observed.
Apart from these phenomena, there are some analogies with granular flows:
- The velocity profile is flat, the Hagen-Poiseuille law does not hold [6].
- Similar to segregation or stratification phenomena in granular media
[7], pedestrians spontaneously organize in lanes of uniform walking
direction [8] (Fig. 1).
-
Figure 1. Self-organized lanes of uniform walking direction [8].
- At bottlenecks, the passing direction of pedestrians is oscillating [8]

(Fig. 2a). This is not only analogous to the fluid-dynamic 'saline oscil-
lator' but also to the granular 'ticking hour glass' [9].
These phenomena can be simulated in a molecular-dynamic manner by a
simple 'social force model'. According to this, the acceleration dva/ dt of a
pedestrian a at place ra(t) can be described by non-Newtonian forces:
(1)
These forces reflect the various motivations which a pedestrian feels at

the same time. (For concrete specifications cf. Ref. [8].) The first term
describes the adaptation of the velocity va(t) = drafdt to the desired speed
GRANULAR AND TRAFFIC FLOW 549
FiguTe 2. Two snapshots of oscillatory passing at a door (above), and formation of

temporary roundabout traffic at an intersection (below) [8].
v~ and the desired walking direction ea(t) with a certain relaxation time Ta·
The repulsive force ls guarantees a sufficient distance to borders, and the
velocity-dependent repulsive forceslaf3 reflect the interactions with other
pedestrians (3 . ~(t) takes into account fluctuations of individual behavior.
Although the model is completely symmetric with respect to the right-
hand and the left-hand side, simulations of pedestrian crowds show various
symmetry breaking phenomena. Apart from the formation of lanes indi-
cated above, we also found the self-organization of metastable round-about
traffic at intersections [8] (Fig. 2b ), which is similar to the emergent rotating
mode found for self-driven particles [3].
3. Vehicular Dynamics
It is well-known that instabilities of traffic flow on freeways can lead to

the development of density clusters ('traffic jams') and stop-and-go waves
550 DIRK HELBING
[5]. This phenomenon has been compared to the clogging of sand which is
falling through a vertical tube [1]. Since the number of vehicles on a (for
simplicity: circular) freeway is conserved, the kinetic traffic equation for the
phase space density p(r,v,t) of vehicles with velocity v = drjdt at placer
and timet has the form of a continuity equation with a sink/source term:
(2)
As usual, we will assume the acceleration law dvjdt = (Vo- v)jT, where T
denotes a density-dependent acceleration time and Vo the desired velocity,
which is assumed to be the same for all vehicles, here (case of a speed limit).
The sink/source term (apjat)ss originates from sudden velocity changes. It
splits up into a velocity-diffusion term due to fluctuations of the acceleration
behavior ('imperfect driving') and an interaction term:
( -ap) -_ -a2
2
(-D)
p + (ap)
- . (3)
at ss av at int
The interaction term reflects sudden deceleration processes. In analogy to

the Enskog theory of dense gases and granular media [10], but with an
interaction law typical for vehicles [11], it is of the form
( aap). = (1- p)x(r + l, t)B(v) (4)

t mt
with the Boltzmann-like interaction function
B(v) = ( dw(w-v)p(r,w,t)p(r+s,v,t)
lw>v
lv>w
r dw (v- w)p(r, v, t)p(r + s, w, t). (5)
According to this, the phase-space density p(r, v, t) increases due to deceler-

ation of vehicles with velocities w > v, which cannot overtake vehicles with
velocity v. The density-dependent probability of immediate overtaking is
represented by p. A decrease of the phase space density p(r, v, t) is caused
by interactions of vehicles with velocity v with slower vehicles driving with
velocities w < v. The corresponding interaction rates are proportional to
the relative velocity lv-wl and to the phase space densities of both interact-
ing vehicles. By s(V) = 1/ Pmax + l(V) (~ vehicle length + safe distance)
it is taken into account that the distance of interacting vehicles is given
by their velocity-dependent space requirements. These cause an increase
of the interaction rate, which is described by the pair correlation function
GRANULAR AND TRAFFIC FLOW 551
x(r) = [1 - p(r, t)st 1 at the 'interaction point' r + l. A more detailled

discussion of the above kinetic traffic model is presented elsewhere [11].
Macroscopic traffic equations for the spatial vehicle density p(r, t) =
I dv p(r, v, t) and the average velocity V(r, t) = I dv vp(r, v, t)l p(r, t) are
now obtained by multiplication of the kinetic equation with 1 or v, respec-
tively, and subsequent integration over v. Assuming the Gaussian velocity
distribution
p(r,v,t) e-(v-V)2/(2!i)
P(v;r,t) = ( ) = ~ (6)
p r, t 21f()
with () = DT = AV 2 , which is well compatible with empirical traffic data,

one obtains the following fluid-dynamic traffic equations:
op o(pV)
(7)
at or
o(pV) 8(pV 2 ) 8(pfJ) p

-----at=- or -------a;:-+ ;:-(Vo- V)- (1- p)x(r + l, t)I. (8)
Here, we have introduced the abbreviation
for the non-local interaction term, the notation 9+ = g(r + S(V(r, t)), t) for
f E {p, v, e}, and the Gaussian error function (z) = I~oody e-Y 2 12 I -/21r.
According to (7), the dynamics of the density is governed by the continu-
ity equation, which reflects the conservation of the number of vehicles. The
flow equation (8) with the non-local interaction term (9) is a big advance
over previous models. It is not a phenomenological equation, but derived
from first principles. Therefore, it allows to calculate the fundamental equi-
librium relations of traffic flow. Moreover, it facilitates to answer, how traffic
dynamics will change, if the speed limit Vo, the average length 1I Pmax of
cars, the acceleration capability VolT or the reaction time T are changed.
Most importantly, the fluid-dynamic equations describe the empirically ob-
served traffic instability realistically (Fig. 3), since they take into account
the relevant vehicular space requirements [11]. Note that formulas (8) and
(9) are not restricted to cases of small gradients of the density p or the aver-
age velocity V. For this reason, they are very well suited for the simulation
of traffic jams and stop-and-go traffic (Fig. 4).
552 DIRK HELBING
160
140 160
IJJO p ,Jgop
140
JO (veh/
40 km lane) 6JO (veh/
20 40 km lane)
0 20
0
Figure 3. The illustrations show the growth rate >. (left) and the relative backward
propagation velocity c (right) of small periodic disturbances with wave number k, where
the homogeneous traffic flow at density pis unstable (>. > 0).
80
60
40
7080 ,ia- 70
80
1>0 5060 2g 60
40 0 50
40
30 30
1020 Time (min) 1020 Time (min)
Location (km)
20 0 0
Figure 4- A small, localized perturbation of homogeneous traffic flow causes t he forma-

tion of stop-and-go traffic (here: on a circular road) .
References
1. K. L. Schick and A. A. Verveen , Nature 251 , 599 (1974); T . Poschel, J. Phys. I
France 4, 499 (1994) .
2. J . A. C. Gallas et al. , Phys. Rev. Lett. 69, 1371 (1992) ; H. A. Makse et al., Nature
386, 379 (1997).
3. T. Vicsek et al., Phys . Rev. Lett. 75 , 1226 (1995) ; Y. Limon Duparcmeur et al., J.
Phys. I France 5, 1119 (1995); E . V. Albano, Phys. Rev. Lett. 77, 2129 (1996); H.
J. Bussemaker et al., Phys. Rev. Lett. 78, 5018 (1997).
4. J. Toner andY. Tu , Phys. Rev. Lett. 75, 4326 (1995); E. Ben-Jacob et al. , NatuTe
368, 46 (1994) ; D . A. Kessler and H. Levine, Phys . Rev. E 48, 4801 (1993) ; F.
Schweitzer et al., BioSystems 41 , 153 (1997).
5. D. E. Wolf et al. (ed.) Traffic and Granular Flow (World Scientific, Singapore, 1996);
D. Helbing, Verkehrsdynamik (Springer, Berlin, 1997).
6. D. Helbing , Complex Systems 6, 391 (1992).
7. S. B. Santra et al., Phys. Rev. E 54, 5066 (1996) ; H. A. Makse et al., Nature 386,
379 (1997).
8. D. Helbing, Behavior-al Science 36, 298 (1991); D. Helbing et al. in Evolution of
Natural Structures (SFB 230, Stuttgart , 1994) ; D. Helbing and P. Molnar, Phys .
Rev. E 51 , 4282 (1995) .
9. K. Yoshikawa et al., Am. J. Phys . 59, 137 (1991); X.-1. Wu et al., Phys. Rev. Lett.
71 , 1363 (1993); T. L. Pennec et al. , Phys . Rev. E 53, 2257 (1996).
10. S. Chapman et al. , The Mathematical Theory of Nonuniform Gases (Cambridge
University Press , 3rd ed ., 1970); J. W. Dufty et al., Phys. Rev. Lett. 77, 1270
(1996); J. F. Lutsko et al., Phys. Rev. Lett. 78 , 243 (1997); J. T. Jenkins et al.,
Phys. Fluids 28, 3485 (1985) ; C . K. K. Lun et al., J. Fluid Mech . 140, 223 (1984);
A. Goldshtein et al., J. Fluid Mech . 282, 75 (1995).
11. D. Helbing , Phys. Rev. E 53 , 2366 (1996); D. Helbing, Physica A 233 , 253 (1996).
CHICAGO EXPERIMENTS ON CONVECTION,
COMPACTION, AND COMPRESSION
HEINRICH M. JAEGER
The James Franck Institute and Department of Physics
The University of Chicago
5640 S. Ellis Ave, Chicago, IL 60637
Abstract. In these lecture notes I will discuss experiments we designed to

probe the behavior of granular media in the regime where the material is
somewhere between the limits of dilute, rapid flow and maximally dense,
rigid packing. Such situations arise, e.g., when granular material is filled
loosely into a container and then either shaken or compressed. Much of
the detailed response of the material to such external forcing depends, of
course, on specific characteristics of the material, on the type of forcing, the
kind of container and so on, perhaps even on the precise packing history
of the material. However, as we will see, there are several aspects of the
response that turn out to be extremely robust and general. I will discuss
three of these here: granular convection patterns and the associated veloc-
ity profiles that arise from vertical shaking or tapping, the slow settling
or compaction of initially loose material under tapping and the associated
regimes of reversible and irreversible behavior, and the broad distribution
of normal forces against the container walls in quasi-static packings. All
experiments presented here have been described in detail in previous pub-
lications and a large portion of this text is adapted from them. However,
rather than using these lecture notes to only repeat much of what is already
in print, I will use them to provide additional commentary.
1. General Remarks
Dry, cohesionless granular materials consist of large collections of macro-

scopic particles that interact solely via contact forces. Often their behavior
resembles that of ordinary solids or fluids and there is, naturally, the temp-
tation to use for their description the same standard concepts that have
553
554 HEINRICH M. JAEGER
been applied to ordinary solids and fluids (liquids or gases) with much suc-
cess over the years. More often than not, howeve.r, granular media behave
strikingly different from what is expected of any ordinary solid or fluid. To
deal with this situation, a number of approaches have emerged that incor-
porate some of the unique characteristics of interacting macroscopic grains,
in particular friction and inelasticity. This has worked well for fully sheared,
rapid granular flows as well as for certain static or quasi-static problems;
several lectures in this volume discuss those approaches in more detail. In
fact, energy losses due to inelasticity can be incorporated straightforwardly
into a formalism that is an extension of kinetic gas theory: even largely in-
elastic collisions, per se, do not invalidate the method. What eventually will
spoil it, for any given degree of inelasticity, are increases in the volume frac-
tion of particles (here simply called density). Because there is no heatbath
or global, external temperature scale in granular systems, the average local
particle density is not an independent variable. Instead, it is a consequence
of the dynamics and is connected to the velocity fluctuations around the
mean drift velocity, the granular temperature. This means that a positive
feedback mechanism can develop in which local, random increases in the
density are dramatically amplified by inelastic collisions, thus leading to the
formation of high-density clusters. This clustering can occur via a hydro-
dynamic instability [1, 2], or could be driven kinematically by a sequence
of infinitely many collisions involving three or more grains (inelastic col-
lapse)[3, 4]. In either scenario, the granular system evolves toward a state
where there are "cold" (in the sense of low granular temperature) regions
of very high particle density. In these regions, grains experience multiple
and/or enduring contacts, and we are outside the scope of the usual kinetic
theories for granular matter. This situation does not arise merely under
unusual circumstances. Rather, it is characteristic of most slow flows and
is observed already in simple, gravity-driven shear flows down an inclined
plane. It also is the typical state for the vibration-induced flows described
further below. In each of these cases, most of the action takes place in a
shear band, i.e., a narrow region in space, of the order of a few to a few
tens of grains wide, across which there can be significant changes in density
and granular temperature, with potentially "cold" adjoining regions on ei-
ther side. Again, "cold" here refers to closely packed, high-density particle
arrangements with little room to move, and thus with very little velocity
fluctuations. It is also important to point out that "cold" does not imply a
static situation: clusters can, and will, drift apart and new ones will form
instead. But these rearrangements can easily be slow compared to the mean
particle velocity; in other words, granular flows can easily be supersonic.
One additional aspect with granular materials is the intimate connec-
tion between properties on all length scales. There is no clean separation of
A COMMENTARY ON RECENT RESULTS 555
scales as we would have, e.g., in fluids between microscopic processes on the

molecular level and macroscopic observables on the scale of the character-
istic wave length of the phenomenon under study. In granular materials, a
whole hierarchy of relationships interconnects the microscopic, mesoscopic
and macroscopic levels (Fig. 1). This issue of scales is discussed in detail
by Isaac Goldhirsch in these Proceedings. On the microscopic level, which
I here take to mean on scales up to the size of a single grain, we can define
the properties that characterize the individual constituents of the mate-
rial: their mass, shape, their mechanical properties such as elasticity or
hardness, their surface properties, etc. The next, mesoscopic level considers
clusters of several (at least two) interacting grains. At this level interac-
tions become important, contact interfaces need to be defined, and we are
able to introduce inter-particle forces, torques and conservation laws. Also,
the local packing geometry enters through volume or steric constraints.
Important system parameters that emerge at the mesoscopic level are fric-
tion and restitution coefficients, and the local particle density. On the next
scale up, we consider macroscopic, bulk properties of the material. At this
level, stress-strain ·relationships can be defined in a meaningful way, as can
bulk moduli. Most importantly, it is at this level that most of the bound-
ary conditions enter, e.g., through the presence of the container walls, or
through external forcing of the whole container. Furthermore, there are
global constraints such as the dimensionality of the system. The transi-
tion from the mesoscopic to the macroscopic scale is often done by suitable
coarse graining and a switch to continuum models. However, in granular
materials these scales may not be all that far apart. Consider, for example,
the regular wave-like patterns formed in shallow vibrated beds of sand, very
similar to Faraday crispations on the surface of vibrated ordinary fluids [5].
For fluids, the individual molecules are many orders of magnitude smaller
than any other scale in the system, while in the sand case the particle size,
filling height, and wavelength can all be equal within a factor of order 10.
Naturally, there are many questions concerning how to deal with the
crossovers between the levels outlined above. Traditionally, in the field of
granular materials most observations have been on the macroscopic level
and most emphasis has been placed on the meso-macro crossover. However,
experimental methods have become refined enough to investigate behavior
deep inside the mesoscopic level and computer simulations have become
powerful enough to predict certain aspects of macroscopic behavior directly
from input on the mesoscopic scale. In part because of these advances, there
is now an increasing trend to also explore the micro-meso crossover. Still,
both the necessary and also the possible degree of refinement will depend
on the kind of question asked. Two things to keep in mind: a compre-
hensive, microscopic understanding of friction is still lacking; and, even on
.,.
•
microscopic mesoscopic
single grain several grains material

or below as a whole
mass ~ interfaces ~stress/strain relation

shape ~ forces ~
mech. prop's ~ torques ~
electr. prop's ~ conserv. laws ~ bulk moduli
~ volume constraints~ b,2undary cond.

% ~
Figure 1. Three levels of description for granular materials.
the best computers and taking not more than effective interactions on the
mesoscopic level into account, we presently have a hard time simulating
grain by grain as little as a spoonful of sand in its fully three-dimensional
behavior.
Certain approximations or coarse-grainings are therefore an obvious ne-
cessity, regardless on which scale level. It is also clear that it would make
sense to start from a limit that is well-known, and to explore perturba-
tions from it in order to see how far one gets. However, there is a dilemma
I want to point out: the two limits that are best-known (and that does
not necessarily mean completely understood) are the limit of rapid shear
flow on the one hand, and the limit of a completely static packing on the
other. For the sake of argument let me call these the "alive" and the "dead"
limits (Fig. 2). One typical way of how to experimentally cross over from
an alive to a dead granular system is by turning off any external forcing
and letting friction quench any motion. This happens in real systems all
the time: just consider how sand rapidly streaming through the orifice of
an hourglass quickly turns motionless once it becomes embedded into the
heap below; or, going the opposite direction, how the dense, highly rigid
packing of coffee beans in a vacuum-sealed bag turns into a comparatively
loose, flowable arrangement when the seal is broken. Importantly, there is
a density change that goes hand in hand with this process (this gets back
to what we just discussed above). There is no fundamental problem with
our ability to describe the fully dead and fully alive states. Rather, it is the
dense, slow flow
dead state
Figure 2. The transition regime between dilute rapid flows (alive state) and dense,
immobile packing (dead state).
transition between these two limits and, in particular, the final approach
towards the static end of it that is exceedingly hard to deal with (and not
just for sand!). The reason is that this transition, as a function of density,
involves the passage through a complex sequence of metastable grain con-
figurations. In this glassy transition region the density is high enough that
grains constantly get into each other's way and excluded volume effects
dramatically slow down the system response. Instead of individual grain
motion, now the cooperative rearrangement of whole clusters sets the time
scale. As a consequence, the system easily becomes jammed or trapped far
from any steady state and develops a long-time memory of its preparation
history. This, in turn, can then lead to highly irreversible and hysteretic
behavior, depending on how far and how fast the system is either "cooled"
from the alive into the dead state, or "heated" the other way around. In
fact, just like other glass formers, granular systems are easily supercooled
into one of the many metastable, "semi-dead" states. Also, because in other
glass formers the thermodynamic temperature (given by contact with an
external heatbath) ceases to be relevant for the dynamics close to the glass
transition, in granular systems the concept of granular temperature might
become irrelevant as the dead limit is approached. We will see below that,
indeed, the density (or some function of it) might be an appropriate control
variable in this limit. The dilemma therefore is the following: it is unlikely
that a comprehensive description of the approach to the dead state can be
accomplished by any sort of perturbative method that starts from the fully
alive (i.e., rapid flow) limit. But, so far not much else exists.
Finally, let us put some numbers to the density ranges discussed so far.
0.74 0.64 0.57 v

crystal RCP RLP
Figure 3. Volume fraction, v, for monodisperse 3-D packings of spheres. RCP is the
random close packing limit, RLP is the random loose packing limit [6].
For simplicity I will consider only three-dimensional packings of monodis-

perse spheres (Fig. 3). The densest possible arrangements in this case are
crystalline with a density (i.e., volume fraction) v = 0. 74. Most practically
achievable densities, however, will have a significant lower average den-
sity, near the random close packing limit, v = 0.64. In this density range,
the packing is highly disordered and both elastic deformation of individual
grains and plastic rearrangements of the packing can take place. However,
to shear one layer of grains past another, the average density has to be
reduced further, to values near the random loose packing limit, v = 0.57.
Below this limit, most grains loose contact with each other and the behavior
becomes fluid-like. Thus, if we were to very loosely define the "glassy" range
as the one in which the packing is in a disordered, metastable arrangement
but can support its own weight, then this range extends from roughly v
= 0.57 to close to the crystalline state v = 0.74. Note that the random-
close packing limit sits inside this range and does not necessarily define its
upper boundary. In practice, densities above v = 0.64 are extremely hard
to achieve without special procedures (just pouring grains into a container
will get you nowhere near this value and, as we will see below, even after
extensive vibratory settling a monodisperse sphere packing may not come
close to v = 0.64). However, these quoted density values refer to spatial
averages. Because the local density fluctuates it is perhaps better to think
of high-density clusters, surrounded by regions that are slightly less well-
packed.
The next three sections will look at specific examples of the behavior
outlined so far. First, we will discuss granular convection, which is a cir-
culatory, macroscopic flow pattern that arises when containers filled with
grains are shaken or vibrated. Convection corresponds to dense slow flow,
but implies the existence of shear zones and thus of certain regions of re-
duced density in the material. Next, in a section on granular compaction,
we will use the same external forcing (but in the absence of convection)
to move back and forth between the dead and alive states, exploring both
reversible and irreversible pathways. Finally, in the last section we will con-
sider the local contact force distribution resulting from packings prepared
in the metastable, glassy regime and then compressed uniaxially by a large
external pressure. The text below has been adapted from Refs. [7-11].
2. Convection
Modern scientific interest in granular convection, which was originally re-

ported by Faraday in 1831 [12], stems from its utility in the study of gran-
ular flow and from its implication in the industrially relevant problem of
size separation [13]. Unlike many examples of granular motion, granular
convection is stable over long periods of time and reproducible. The flow is
circulatory, and the particles are confined to a closed volume, eliminating
the need to continually add material for experiments of long duration. By
varying the peak acceleration or frequency of the driving vibration, the con-
vection velocity can be changed by orders of magnitude, permitting study
of a wide range of granular flow speeds in a single system. These qualities,
coupled with the opportunity for comparison with experiment, have also
prompted extensive theoretical and simulational work [13].
Experimental study of granular convection, and of granular flow in gen-
eral, is complicated by the opacity of granular material. In the past, this has
limited experimental observation to external features of three dimensional
flow or to two dimensional systems. Tracer particles and low-resolution
imaging techniques have been used with three dimensional flow, but with-
out the precision necessary to establish experimental "benchmarks" against
which theory and simulations can be tested. Recently, however, magnetic
resonance imaging (MRI) has been applied as a high-resolution, noninvasive
probe of granular flow [14-16].
Magnetic resonance imaging is ideally suited to liquids, but Nakagawa
et al. [14] have shown that oil bearing seeds can contain enough free protons
in the liquid state to produce a detectable magnetic resonance signal. We
use white poppy seeds for their high oil content in the interior, their crisp
dry exterior, and their small size (1 mm) [17]. In a typical experiment, a
cylinder is filled with white poppy seeds and placed on a nonmetallic vi-
brating platform within the bore of a GE/Bruker 4.7 T MRI magnet. A
layer of seeds is epoxied to the walls of the cylinder to control friction. All
of the components within the magnet bore must be nonmetallic, and the
sample platform is coupled through a long, rigid rod to an electromagnetic
vibration exciter placed 3 m from the magnet. The mechanical limitations
of this shaking apparatus restrict shaking to discrete "taps" - individual
Figure 4. Magnetic resonance images showing the rise of five coffee beans in a bed of
poppy seeds. The four rows correspond to vertical slices through the cylinder from back
to front; the columns show the time progression, with time increasing from left to right.
sinusoidal oscillations separated by a waiting period sufficient for parti-

cle movement to cease and to acquire the necessary magnetic resonance
data [18]. We parameterize the strength of the applied acceleration by r,
the dimensionless ratio of the applied peak acceleration to that of gravity.
In Fig. 4 the bright areas are the imaged poppy seeds and correspond to
areas of high oil concentration, and thus high signal. The large dark areas
within the bulk are coffee beans, old and dry enough to show up as low signal
"holes" in the image. These beans thus can act as tracer particles. Time
in Fig. 4 runs from left to right; the four rows in each column correspond
to four vertical slices through the cylindrical container (each slice covers a
depth of about about 2 mm) . The initial placement of the five coffee beans
in a horizontal plane inside the container is visible in the left column: the
top row is a slice close to the front showing one bean, the middle two images
are from two slices near the center (which are slightly wider because the
container cross-section is wider here) both catching the same three beans,
and at the bottom row we see one slice closer to the back showing the
fifth bean. The columns to the right show images at later times, after the
container was tapped and then held stationary as each set of four slices
was collected. Figure 4 consists of fairly low-resolution images; but they
demonstrate a crucial point : As the container is shaken the coffee beans
are transported upwards by the convective flow of the poppy seeds. Note
that the beans near the vertical axis of the container rise slightly faster
than their neighbors further towards the walls.
Figure 5. (a) Magnetic resonance image of a 3 mm slice through the center of an

unshaken acrylic cylinder 25 mm in diameter. (b) Magnetic resonance image showing the
deformation of the spin-tagging pattern after one tap with r = 6.
Large tracer particles offer a straightforward, but relatively low reso-

lution and inefficient means of imaging flow. Spin-tagging offers a higher
resolution approach and also gives direct access to the local velocity profiles
[15, 16, 19]. Layers of seeds can be magnetically "tagged" by modulating the
longitudinal spin-polarization in the vertical direction. Figure 5a shows a
control image of a slice through the center of a cylinder filled with poppy
seeds taken after spin-tagging but without shaking. The bright areas in the
image correspond to the maxima of the spin modulation. Flow translates
the tagged particles, distorting the initially horizontal stripes. Note that
each poppy seed acts like a tiny gyroscope, carrying with it a set of nuclear
spin polarization vectors that maintain their absolute orientation (at least
for short amounts of time) regardless of any rotations of the seed. Figure 5b
is an image of the deformation after a single shake with r = 6. The stripes
have bent in a manner consistent with particle flow upward in the center
of the container and downward along the sides. We know that because the
layer of seeds glued to the cylinder wall has not moved, and serves as a ref-
erence point for the initial position of the tagged layers. The deformation of
the horizontal stripes in Fig. 5b directly gives the change in displacement
per tap (or oscillation cycle), i.e., the net convection velocity as a function
of radial and vertical coordinate. In that sense these images are similar to
visualizing gas flow by smoke sheets or fluid flow by dye injection if we
were to look at a sequence of stroboscopic pictures. Because of the rapid
decay of the spin-tagging pattern due to thermal randomization of the spins
(the spin-lattice relaxation time, T1, is about 200 ms for poppy seeds in a
2 T field), 256 identical taps are necessary to obtain a single image of the
resolution shown in Figure 5. Furthermore, Fig. 5b is an average of 8 such
images, taken consecutively.
The sharpness and clarity of the image Fig. 5b thus illustrates several
things. First, it demonstrates the stationarity, stability and reproducibility
of granular convective flow. This is a very important point since we are
using tapping to excite the motion. Between taps the system freezes into
a dead state (where we can image it conveniently), and then the next tap
jolts it alive temporarily. Of course, a priori it is not clear that this method
leads to a stationary state. But it does, primarily because granular matter
is so effectively and rapidly supercooled! Stroboscopic video of quasi two-
dimensional flows, observed through a glass plate from the outside, also
show that the net motion is that of a remarkably smooth and steady dense
flow. Thus, in some sense we can forget what happened within a tapping
event and focus solely on the before and after states. (Two parenthetic re-
marks: a) We have used MRI to also image what happens during a tap.
Even during the free flight portions the motion, imaged with 20 ms time
resolution, appears fairly coherent and plug-like. b) During a tap the accel-
eration undergoes one oscillation period, too. Thus, it is near its maximum
only for a short duration. Since all convection parameters depend strongly
on acceleration [16], the peak acceleration effectively determines the motion
and the rest of each tap's acceleration profile is part of the supercooling
or superheating process). Figure 5b also indicates that the upward flow in
the central region corresponds to highly coherent, "plug-like" motion. Even
though the whole system is jolted by r = 6 taps every second or so, the
net particle motion shows very little sign of random relative grains dis-
placements (= low granular temperature). However, near the edges of the
flow, along the container walls, the data is noisy (= higher granular tem-
perature), particularly at the higher accelerations. This is due to diffusive
spreading of the tagged particles [19], showing that this type of convection
is induced by friction with and scattering off the walls.
This point is also illustrated by Figs. 6a-d which show the original spin
tagging pattern and its deformation after a single tap for several values of
the peak tapping acceleration. Flow speeds are highest near the top surface
and decrease rapidly with depth. Using both tracer particles and MRI data
we have been able to show that this decay is exponential [15, 16]. That
means that there is a characteristic length scale, ~' in the system which
sets the depth, from the top surface, over which convection can be observed
(in a simple model we find that ~ is the inverse of the probability per unit
length for particles to get scattered away from the walls and into the bulk
of the flow). What is immediately apparent from Fig. 6b-d is that this
Figure 6. Magnetic resonance images of a 3 mm slice through the center of an acrylic

cylinder (12.7 mm in diameter) showing the spin-tagging pattern (a) before tapping and
after one tap of (b) r == 4, (c) r == 6, and (d) r == 8.
length scale ~ increases with increasing acceleration intensity. Conversely,

for a given intensity, a tall enough container will exhibit an essentially
convection-free region near the bottom.
The picture for the convection mechanism is thus as follows: During
the upstroke of each vibration cycle or tap the material gets compressed
slightly and jammed against the container walls. During the downstroke
wall friction shears down the region closest to the wall, thus slightly ex-
panding its volume, while the central portion more or less stays compact
and experiences free fall. The shockwaves that emanate from the container
bottom at impact and that are an integral part of this picture are easily
seen by fast (video) imaging of quasi two-dimensional systems. A corollary
of the scenario outlined here is that with very slick walls no convection
should be observed. This is indeed what we find (but see below for continu-
ous vibration). Images such as Figures 5 and 6 have been analyzed digitally
to precisely measure the convective flow velocity as a function of both the
depth and the radial coordinate. The original tagging pattern is sinusoidal,
and the peak positions before and after shaking can be determined to within
fractions of a particle diameter. Figure 7 compares the velocity at the same
depth and acceleration in three different cylindrical containers. The curves
are offset for clarity, and a dotted line is included with each that identi-
fies zero velocity and spans the container width. Flow above the dotted
line is upward; flow below is downward. The individual velocity curves are
relatively flat in the center of the container and decrease rapidly near the
3
Z'
Ill
if
_,SO
~
:>
-3
I
-6 L-~----~'4--,--~·--.-~~
-10 0 10
rid
Figure 'l. Three representative velocity profiles obtained from MRI pictures such as the
one in the previous figures. Shown are the radial velocities v(r) for three container diame-
ters at fixed depth into the container and applied acceleration r = 6; the curves are offset
for clarity. Velocity here refers to net particle displacement per tap or vibration cycle.
The dotted lines indicate the v = 0 level and their width corresponds to the diameter
of the container. The solid lines are fits to an exponential dependence, v(r) ex Io(r/ro),
where Io is a modified Bessel function and To a characteristic length that depends mainly
on the container diameter and only very weakly, if at all, on the applied acceleration.
The dashed lines show a parabolic profile for comparison. All values are normalized by
the bead diameter, d. For details see Reference (16].
walls. This radial dependence is captured equally well by fits to a cosh and
a modified Bessel function of order zero, with the key feature being an ex-
ponential change in the velocity away from the walls [16]. As a result, a
second length scale is extracted, the characteristic decay length in radial
direction. The exponential velocity decay throughout the shear zone near
the walls is very reminiscent of the strong velocity changes in flow in which
the material is continually sheared by a moving boundary. In this case the
moving boundary could be considered as "hot" and providing significant
granular temperature, while the bulk of the material was "cold". A curious
consequence is that, while in the shear analogy the hot and cold particles
do not mix much, in our convection system wall scattering always produces
a particle flux from hot to cold. (By the way, fits to a parabolic curvature,
which arises in the simple laminar flow of a liquid through a pipe, fail to
capture the fiat, plug-like central flow.) Remarkably, the value of the radial
decay length does not change significantly with depth below the top surface,
nor does it appear to change with applied acceleration. This is consistent
with our picture of wall-friction-induced particle scattering as the driving
mechanism for the convective flow.
From detailed measurements of both the acceleration and frequency

dependence of granular convection we have found that the vertical and
radial contributions to the convection velocity apparently are decoupled.
Within our experimental accuracy we can describe the velocity v(z, r) as the
product of two terms: a radial term that contains the characteristic radial
decay length, and a depth-dependent term that gives the vertical velocity
variation along the cylinder axis and contains the vertical decay length ~
plus one more parameter, a characteristic time constant, T. These three
parameters successfully capture the flow behavior and allow for scaling of
the velocity over a wide range of experimental conditions, including also
certain ranges of continuous shaking instead of tapping (see below). This
is described in detail in Ref. [16] where we also discuss how these three
scale parameters depend on the system driving parameters, amplitude and
frequency.
Central results from these investigations are: a) the depth of the con-
vective region scales, through ~, with the amplitude of the external forcing,
and b) the typical time for a convective roll increases, through T, exponen-
tially with increasing driving frequency (for fixed acceleration) and diverges
as a power law as r approaches unity (for fixed frequency). Thus, convec-
tion is rendered ineffective most easily by going to small amplitude, high
frequency (typically 50 Hz or higher) driving.
Through the process of convection, large particles easily rise to the
top of a vertically shaken granular mixture. Commonly referred to as the
"Brazil Nut" problem, size separation can be devastating to industrial pro-
cesses (J. Duran discusses size separation in more detail elsewhere in these
Proceedings and also gives an overview over alternative mechanisms). In
containers with rough, vertical walls large particles are convected upwards
within the broad central flow (see Fig. 1), but remain at the surface if they
are too big to enter the thin downward flow region near the wall [20]. Con-
vective size separation therefore occurs through a two-step process: upward
convection inside the bulk and subsequent trapping at the top surface. The
width of the downward flowing region, wd, sets the size cut-off size below
which no separation occurs. This width is the distance from the wall of
the container to the point at which the flow changes direction, typically
only a few grain diameters (see Fig. 7). Within the range of data studied,
this width is independent of both acceleration and depth [16] (this is to
be expected since the radial decay length does the same). As is apparent
from Figure 7, however, Wd increases with container diameter, at least for
small diameters. For larger diameters, a leveling off of this trend may be
expected once the plug- like nature of the central flow is fully developed
(this has been observed in computer simulations of the corresponding 2-D
system by Carl Wassgren [21]).
By controlling convection, size separation can be halted and even re-

versed [8, 20]. I have already mentioned that convection depends on wall
friction; thus, without wall friction no size separation is observed in tapped
containers with vertical walls. But another way to control convection is to
change the wall angle. Figure 8 shows what happens when, at fixed tap-
ping acceleration, the walls are flared out, away from the vertical by an
angle a. In this figure, the velocity plotted is the speed of convection along
the center axis of the container: positive values correspond to net upward
motion for each tapping event, negative ones to downward flow. As we can
see, there is a critical angle at which the flow direction reverses. Remark-
ably, this angle does not depend on acceleration (see insert). Instead, and
perhaps not surprisingly, it depends strongly on wall friction. Using grain
collision parameters obtained by Foerster et al [22] , E. Grossman [23] has
recently been able to reproduce these results, as well as those for vertical
walls, in 2-D event-driven simulations. By the way, it is indeed interesting
to observe that for vertical walls, where there are data available for compar-
ison, two very different simulation schemes, event-driven (Grossman) and
discrete element (Wassgren), give rather similar results once the interaction
parameters are chosen correctly.
Finally, I think it is important to discuss some of the differences between
tapping and continuous vibration. There are two main issues I want to bring
up. First, the extent to which interstitial gas is responsible for convection
has been debated since Faraday discovered the phenomenon. More recently,
Bob Behringer and his group resolved the issue through a series of careful
measurements [24] in which they varied the pressure all the way to the
milliTorr range. Their findings show that, unless the system is evacuated to
below about 1 Torr or unless the particles are sufficiently large (typically >
0.5- 1 mm), there will be a significant interaction between the grains and
the interstitial gas (usually air). Clearly, the interstitial gas relaxation in
response to a pressure change, e.g. at impact with the container, sets a
characteristic timescale. If the system is driven continually and at a rate
faster than this relaxation time, it is easy to see that this can give rise to
behavior very different from slower driving (in the extreme case of hard
and fast driving it even can lead to bubble formation [25]).
Second, for continuous driving there can be a competition between the
driving rate and the rate of mechanical relaxation of the grain assembly. In
keeping with our earlier analogy, we can think of the latter simply as being
due to gravity and friction bringing the system from the alive state back to
the dead state. Note that, for vertical excitations, I am not even required to
consider any internal structure of the granular system: the simplest possible
system, a fully inelastic, incompressible block on a sinusoidally moving
platform will do. Already in this system there is an instability towards
0.4
0.2
• ,-... 0.2
0
II
:>< 0
'-'
~
0.1 ;>'
,-... -0.2
s •
s ~
0 15 30
'-../
,-... a
••
0 0
II
:><
.. •
'-'
>""'
-0.1 '
-0.2
0 10 20 30 40
a (degrees)
Figure 8. The average convective flow velocity, Vh(x = 0), in a quasi two-dimensional cell
plotted as a function of wall angle a for smooth ( x) and rough (•) boundary conditions.
The position x = 0 denotes flow along the vertical center line of the cell. As in Fig. 7,
velocity in this plot refers to the net particle displacement per tap or vibration cycle. The
vibration parameters were r = 4.2 and f = 25Hz. The data are connected by lines for
clarity. The inset shows the same measurement with rough walls for two accelerations:
r = 4.2 (•, same data as in main panel) and r = 5.6 (o). A solid line indicates Vh(x = 0)
in both graphs.
subharmonic responses. The most common one is period doubling, in which

the block's motion repeats only after two cycles of the driving plate. In
principle, there is a whole cascade of lower harmonics (period quadrupling,
etc) towards eventually chaotic motion. Period-doubling has a well-defined
onset near r = 3.6 for a single block; for smaller values there is just ordinary,
in-phase motion. The crucial point is that in a period-doubled state, the
system is degenerate with two possible responses, each 180° out of phase
from each other. For several non-interacting blocks next to each other, or for
a container filled with grains, this means that whole sections of the system
can be out of phase with respect to their neighbors: while one section moves
up, the other moves down. Experimentally we found that, once a system
can go unstable and split into regions 180° out of phase, it actually will
always do so sooner or later. However, we have never observed it the other
way around! In other words, period doubling in the time domain apparently
always turns into spatial structuring of the system. Why is this remarkable?
~. j ~ J
10 (a)
~ .~ ~.
't
(b)
'~----
---- ----~
~ ~H H . Jf
.., ___ .~
10 (c)
Figure 9. The bottom edge of a 10 mm high layer of poppy seeds shaken at r = 8.4 and
f = 25Hz and imaged at two times separated by one shaking period. These data were
taken in a quasi two-dimensional cell. The coordinate x measures the distance from the
vertical center line. Each curve is an average over three consecutive cycles of the motion.
The circular arrows above the data show the time averaged flow in the bed. (a) The
minimum(---) and maximum(-) of period doubling in the absence of a shear band.
The container was prepared with smooth walls. (b) The same bed as in Fig. 9a after the
formation of an internal shear band. (c) A single internal shear band in a container with
rough walls. With the exception of the wall friction, the system parameters were identical
to those in Figs. 9a and 9b.
Because two sections of the real material moving vertically against each
other imply a shear zone and thus additional energy cost. Somehow the
system rather incurs this extra cost than move as a whole; but why this
might be we just do not know yet. Another finding in this category is that
in such shear zones the net particle motion per cycle is always downwards.
There are several very practical consequences from these findings. First,
if the acceleration goes beyond the period doubling threshold the system
will break up into subsystems 180° out of phase. To prevent this, r has to be
kept below the threshold or we have to resort to tapping (which is obviously
not giving rise to period doubling). Second, for continuously driven system
past the period doubling threshold, the observed convection roll patterns
can be very different from that found for tapping, see Fig. 9. In particular,
at high accelerations, there can be several internal shear zones and thus
several rolls [8]. Furthermore, if the wall friction is less than the particle-
particle friction, the downward flow induced by the internal shear zones can
induce upward flow along the container walls, even for vertical walls [26].
In some sense we can think of the shear zones along walls and those that
are internal as only differing in the amount of net downward motion they
induce; the overall pattern is then a simple matter of competition between
the two types.
Clearly, if these aspects are not controlled, continuous vibratory exci-
tation of granular material can lead to rather complex behavior. For this
reason, we usually excite the container with a single oscillation cycle and
then wait for a good fraction of a second for the system to completely relax
(tapping mode). In addition, the use of millimeter-sized particles and/or
the evacuation of the system help not only with interstitial gas effects but
also in limiting the effect of humidity changes which easily affect inter-
grain friction. Below the period-doubling threshold, however, continuous
and tapping modes give otherwise identical results [8].
At present, what we know about granular convection is mainly based
on extensive experimental work. We have isolated some of the key scaling
parameters and found remarkably robust behavior. This is supported by
several large scale computer simulations and makes granular convection
an excellent benchmark system. However, it still remains a challenge to
take these results and use them as building blocks for a comprehensive
theoretical understanding of the underlying dense, slow flow. Perhaps the
most urgent task is to develop a better understanding how processes on the
mesoscopic scale give rise to the observed macroscopic flow patterns.
3. Compaction
If convection is suppressed, vibrating or tapping a container loosely filled

with granular material will induce settling, or compaction, of the grains.
Here the energy input is chiefly used to temporarily overcome bridges,
arches and other barriers to grain motion, and to then allow grains to
settle into another configuration under the influence of gravity. In this way,
the overall grain packing is slowly exploring the many metastable states in
the glassy region discussed above.
Vibratory compaction is important to many industrial applications, and
some of the available literature on this subject can be found in [27]. There
are two central questions to be answered: a) How much settling will occur
for a given initial state and a given vibration intensity, and b) what is the
time dependence of the settling process? Perhaps surprisingly, not much
is known about either question. In particular the first one is crucial if one
has to optimize the compaction process: clearly, too low an intensity does
not produce much settling, while too high an intensity flufs up the material
more than compacting it. Both questions are also important for establishing
whether there can be a steady state, i.e., a state in which the fluffing and
compaction rates are in balance.
Our experiments have probed how, in the absence of large scale grain
flow such as convection, external taps can be used to "anneal" the system
into a more compact configuration. In our earlier studies we have investi-
gated the slow time dependence of this annealing process in terms of the
ensemble averaged density. I will not go into much detail about this aspect
here (see Ref. [28]). These experiments were done at fixed tapping acceler-
ation and always starting from the same loose initial packing density. But
what if one were to change the intensity during a run, like slowly warming
or cooling an ordinary thermal system? This is the aspect I would like to
briefly address below. More detail can be found in Refs. [10, 27, 28].
In the experiments monodisperse, spherical soda-lime glass beads were
confined to a 1.88 em diameter Pyrex tube measuring 1 m in length. Most
of the results were obtained with beads 1 mm or 2 mm in diameter, but
other sizes as well as platelet-shape aluminum oxide particles were used
for some runs. The tube was mounted vertically on an electromagnetic
vibration exciter and was subjected to discrete vertical shakes ("taps")
each consisting of one complete cycle of a 30Hz sine-wave.
The vibration intensity was parameterized by r, the ratio of the recorded
peak acceleration during a single tap to the gravitational acceleration,
g = 9.81mjs 2 . Individual taps were spaced sufficiently far apart in time
to allow the system to come to complete rest between taps and reduce spu-
rious effects from continuous vibrations, such as period doubling or surface
waves (see above).
The packing density, v, was determined in two ways. The average density
for the whole container was obtained from a direct measurement of the
total filling height. Capacitive probes mounted on the outside wall of the
cylinder allowed for measurements of the local density within three, 15 em
tall, sections of the cylinder: at the bottom, the middle and near the top
of the packing. Prior to loading the cylinder all beads were cleaned and
baked, and precautions were taken to minimize complications resulting from
electrostatic charging. The interior container walls were kept smooth to
eliminate wall-friction-induced convection. The initial filling height of the
beads before tapping commenced was typically 83 em, corresponding to a
volume packing fraction v = 0.58. This low density initial state could be
attained reproducibly by flowing high pressure, dry nitrogen gas through
the bottom of the cylinder. After this loose packing state was established,
the system was evacuated and kept under vacuum for the duration of the
experiment in order to mitigate the effect of external humidity fluctuations.
Figure 10 shows a typical time record of the density evolution up to 105
0.63
~ 0.62
0.61
?
0·6 o""'"·~......_._...........,lo._1...................1.......0-
2 ...............~t.......
o3__._._..............
1o._4...........-..l.....05
Time (taps)
Figure 10. Time evolution of the volume packing fraction, v, for the middle section of
a system containing 2 mm diameter glass beads. Note the fluctuations in this plot which
shows a single run and is not ensemble averaged.
taps at a fixed applied acceleration r = 6.8 [28]. Note the slow, logarithmic
increase in v(t) and the eventual leveling off at the longest times. Similar
behavior was found for different values of r. The ensemble average of many
such data can be most consistently fit to the form
_ ( r) _ v( oo, f) - v(O, f)
v (t, r) - v oo, (I)
1 + Bln(l + tjr1))
shown by the dotted line in the figure.

Here, v(O, r) is the initial starting density (about 0.58 to 0.60 for our ex-
periments). The final, steady-state density after leveling-off is called v(oo, r).
For r > 3, v( oo, f) was typically reached after 104 - 105 taps. The param-
eters B and r 1 are constants that depend only on the acceleration r.
We found [27] that the steady-state density depends on the history of
how the vibration intensity r was applied. In Fig. 11, the closed symbols
represent v(r) for a sequence of runs in which the vibration intensity was
first slowly incremented from r = 0 up to r = 7 with b..t = 105 taps at
each value of r. The open symbols represent the density as the value of r
was decreased back down to zero (again with 105 taps per point and after
the achieved density was recorded). Starting from a low initial packing
density at r = 0, v increases with increasing r as voids are eliminated.
For sufficiently large r, however, v eventually begins to slowly decrease
since at higher accelerations void "annealing" competes with void creation
during each tap. If r is reduced, we find that v(r), rather than following the
0.65
0.63
;:;,
0.61
0.59~ .........................................................._...._....J........._.__j_._._.L..J
0 1 2 3 4 5 6 7
r
Figure 11. Dependence of the steady-state packing density on the vibration history.
The applied acceleration was first increased (solid symbols) and then decreased (open
symbols). The upper branch shows reversible behavior when the acceleration is increased
again (squares).
original curve and decreasing back to its initial density, continues to increase
until it reaches a maximum at r = 0. Subsequent changes of r (shown
by squares) trace out a reversible, upper branch of the v(r) curve. Thus,
a loosely packed bead assembly first undergoes irreversible compaction,
corresponding to the lower branch of v(r). The settling behavior becomes
reversible only after a characteristic acceleration, r*, has been exceeded
(r* ~ 3 for !:1t = 105 in Fig. 11).
Our results show that one can obtain the highest packing density in a co-
hesionless granular material by following the reversible branch downwards
after first subjecting the material to large vibration intensities. This pro-
cedure is analogous to slowly cooling a thermal system (i.e., one in which
thermal energies, kBT, are significant compared to the energies of particle
rearrangement) in order to best anneal out structural defects. Analogous
to the cooling rate in a thermal system, a key parameter that controls the
packing density is the rate, 1:1r j !:1t, at which the vibration intensity is low-
ered. Since the density relaxes exceedingly slowly, the irreversible behavior
will depend on the length of time !:1t spent at each value of r [27]. The
ramp rate also affects the maximum final density obtained after ramping
back down to r = 0. A similar effect is typical of frustrated systems such
as glasses, spin glasses or magnets. Models based on such systems have
recently been applied also to granular systems and appear to be very suc-
cessful in capturing many of the details of the compaction process [29-31].
As in real glass-forming liquids, the final density is higher for slower cool-
ing rates. These results have importance for situations where one wishes to
produce the most compact material possible by means of vertical vibration.
It is clear that the highest densities are obtained by first increasing the
magnitude of the acceleration and then slowly decreasing it to a much lower
value. Our data shows a direct, monotonic correspondence between v and
r along the reversible branch. For applications, this provides a means of
changing the packing density reproducibly, and reversibly by varying the
applied acceleration.
In addition, we have systematically studied the density fluctuations
around the average steady-state values in the reversible regime [10]. These
fluctuations were measured by a capacitative technique, giving local aver-
ages over a volume containing roughly 6000 particles in the case of the 2 mm
diameter spheres. Each record contained 4096 tapping events. Up to 132
successive such records were assembled and Fourier-transformed to obtain
the power spectral density, Sp(w), plotted in Fig. 12, where the "frequen-
cy", w = 27r f, is measured in units of inverse taps. For the entire range of
accelerations, 4 < r < 7, for which fluctuations could reliably be measured
with our equipment, these spectra all showed three characteristic regimes:
(i) a white noise regime, Sp(w) ex w0 , below a low frequency corner, WL,
(ii) an intermediate-frequency regime with non-trivial power-law behavior,
and (iii) Sp(w) ex w- 2 above a high-frequency corner, WH.
The most interesting regime is the one at intermediate frequencies be-
tween WL and WH. The data show that the spectrum cannot be obtained by
just a simple superposition of two separate Lorentzians. A systematic anal-
ysis of this intermediate regime reveals that the most consistent description
for all acceleration values is obtained with a Lorentzian tail, Sp (w) ex w- 2 ,
just above WL, followed by a region with Sp(w) ex w-a (with a~ 1.0 ± 0.2)
stretching up to WH, the high-frequency corner. This indicates that besides
the two characteristic extremal time scales, corresponding to the corner
frequencies, there is a complex set of dynamics that is occurring at inter-
mediate relaxation times.
We have proposed a model ("parking lot model") that catches the
essence of many of these results [10]. In particular, it reproduces the loga-
rithmically slow relaxation towards the steady-state density given in Eq. 1
and exhibits a power spectrum of fluctuations with the three frequency re-
gions analogous to those seen in the experiment. Our model is based on the
idea that the rate of increase in v is exponentially reduced by excluded vol-
ume: In a typical bead arrangement there exist many large, but not quite
large enough, voids between objects already in place into which any ex-
tra particle would have to be packed. If all densification occurs by random
"packing" and "unpacking" events of beads, it takes the cooperative motion
of many objects (with a rate exponential in the density) to open up new
-~
w-5 r=6.8
,......_
.....
r --~
ro
"' w-7
......
0 at "-,,
::l
~ r ' -2
'-'
(I) w-9 \ffi
~
w-u
w-5 10-3 w-' to'
ro (taps- 1 )
Figure 12. Power spectrum corresponding to an extended record of density fluctua-

tions. The corner frequencies at WL and WH shift to higher frequencies for increasing
r or decreasing depth into the bead column. The dashed lines are guides to the eye,
corresponding to S(w) "'constant below WL and S "'w- 2 above WL and WH.
slots. As a result, the approach to the steady-state density is logarithmic

in time.
I note that an essentially logarithmic time dependence towards the
steady-state has also been obtained in several other models [29, 32-37] and
Monte Carlo simulation data on frustrated spin glass systems [30, 31]. It ap-
pears that this form is a rather generic result of excluded volume constraints
in a densely packed system. At very long times, close to the steady-state,
this log(t) dependence will most likely turn into an exponential decay (this
is similar to what happens to the magnetization decay in type-II super-
conductors). Our simple interpolation formula, Eq. 1, certainly was not
intended to correctly model this detail, but may inadvertantly capture the
net behavior. Once in the steady- state, there will be fluctuations, leading
to density increases as well as decreases. However, most models at present
do not take density decreases into account and thus always lead to jam-
ming. This also means they do not get a steady-state density that depends
on the tapping intensity (as it should according to the experiments [28]).
The particular advantage of the parking lot model seems to be that it is, at
the moment, the only one I know that predicts the correct spectral shape
of the fluctuations, including the two corner frequencies. A note of caution,
however: There are also mean field analytical descriptions of the parking lot
model; they fail to capture the fluctuation spectrum beyond the very dilute
case (specifically, these analytic models produce only a single Lorentzian
response with one corner frequency corresponding to the sum of the rates
for packing and loosening). What sets the density at which two distinct
corner frequencies emerge, and how they scale with system _parameters we
just do not know much about at present.
One interesting consequence of these studies on density fluctuations
about the steady state is that they provide the possibility of making a
connection with recent theories for a granular thermodynamics [30, 38-40].
The magnitude of density fluctuations may provide a measure analogous to
that of "granular temperature" in the dilute regime and in much the same
way as the magnitude of fluctuations in thermal systems measures ordinary
temperature. This is discussed in more depth in Ref. [10].
To summarize this section, I have reviewed three different aspects of
granular compaction. First, there is a very slow (basically logarithmic) ap-
proach to a final steady-state density when a granular system is subjected
to tapping. Second, there is a pronounced history dependence to the density
as the vibration amplitude is varied; the highest densities can be attained
by first "annealing" the system at high amplitudes and then slowly de-
creasing the acceleration to zero. We showed that there are reversible as
well as irreversible branches for the compaction process. Finally, we there
are potentially large fluctuations in the density even after the system has
reached its steady state. These fluctuations might provide a new tool for
studying the internal relaxation dynamics of these non-thermal systems.
4. Force chains
In this last section I will consider a quasi-static granular system under

a large uniaxial compression force. Only in a crystal of identical, perfect
spheres is there uniform load-sharing between particles. In any real mate-
rial the slightest amount of disorder, due to variations in the particle sizes
as well as imperfections in their packing arrangement, is amplified by the
inherently nonlinear nature of inter-particle friction forces and the parti-
cles' nearly hard-sphere interaction. As a result, stresses are transmitted
through the material along "force chains" that make up a ramified network
of particle contacts and involve only a fraction of all particles [41-43].
Force chains and spatially inhomogeneous stress distributions are char-
acteristic of granular materials. A number of experiments on 2D and 3D
compression cells have imaged force chains by exploiting stress-induced
birefringence [41-50]. While these experiments have given qualitative infor-
mation about the spatial arrangement of the stress paths inside the granular
assembly, the quantitative determination of contact forces in three dimen-
sional bead packs is difficult with this method. Along the confining walls of
the assembly, however, individual force values from all contacting particles
can be obtained rather easily using a carbon paper technique [42, 48, 49].
Our earlier experiments [42] showed that the spatial probability distribu-
tion, P(F), for finding a normal force of magnitude F against a wall decays
exponentially for forces larger than the mean, F. This implies a significantly
higher probability of finding large force values F » F than in a homoge-
neous medium where we would expect Gaussian distribution. On the other
hand, the exponential is of course more strongly decaying than any pow-
erlaw. Thus, the granular medium appears to organize itself in a way that
its force distribution lies somewhere in between the totally random and the
highly correlated limits.
Three main issues with P(F) have remained, however. First, while sev-
eral model calculations [42, 51], computer simulations [52-56] as well as
experiments on shear cells [57] and 2D arrays of rods [43] have corrobo-
rated the exponential tail for P(F) in the limit of large F, other functional
forms so far have not been ruled out [58]. Second, there has been no con-
sensus with regard to the shape of the distribution for forces smaller than
the mean. Third, while this separation into large and small force ranges
has been operationally convenient in the analysis of data, there is as of yet
no compelling physical reason why we should expect two classes of forces
(with presumably different underlying mechanisms). So far, experiments
have lacked the range or sensitivity required for a firm conclusion. The
granular medium in our experiments was a disordered 3-D pack of 55,000
soda lime glass spheres with diameter d = 3.5 ± 0.2 mm inside an acrylic
cylinder of 140 mm inner diameter. The top and bottom surfaces were pro-
vided by close-fitting pistons made from 2.5 em thick acrylic disks rigidly
fixed to steel rods. The height of the bead pack could be varied, but usually
was 140 mm. Once the cell was filled with beads, a load, typically 7600 N,
was applied to the upper piston using a pneumatic press while the lower
piston was held fixed. As the beads were loaded into the cell, they naturally
tended to order into a 2D polycrystal along the lower piston. The beads
against the upper piston, by contrast, were irregularly packed. We were able
to enhance ordering on the lower piston by carefully loading the system, or
disturb it by placing irregularly shaped objects against the surface which
were later removed. For some experiments, the cell was inverted during
or after loading with beads. By varying the experiment in these ways, we
probed the effect of system history on the distribution of forces.
With an improved carbon paper technique, we were able to measure
normal forces between 0.8 N and 80 N with an error of less than 15%. Each
experiment yielded approximately 3,800 data points over the interior cylin-
der wall and between 800 and 1,100 points for each of the piston surfaces,
depending on how the system was prepared.
While we conducted experiments with both fixed walls and floating
walls, most experiments were performed with the walls floating to reduce
asymmetry. In this configuration the cylindrical wall of the system was

suspended solely by friction with the bead pack. In Fig. 13 we show the
resulting force distributions P(j) (where f = F/F is the normalized force)
for all system surfaces, averaged over fourteen experimental runs performed
under identical, floating wall conditions. We find that, within experimental
error, the distributions P(j) for the upper and lower piston surfaces are
identical and, in fact, independent of floating or fixed wall conditions. For
forces greater than the mean (j > 1), the probability of a bead having a
certain force decays exponentially,P(j) ex e-f3f, with f3 = 1.5 ± 0.1. We
find that the probability distribution, P(fw), for forces along the side wall
is independent of z within our experimental resolution and is practically
identical to that found on the upper and lower piston surfaces, with a decay
constant f3w = 1.5 ± 0.2 for the regime fw > 1. This distribution is shown
in Fig. 13 by the solid symbols.
Also shown in Fig. 13 is a curve corresponding to the functional form
(2)
An excellent fit to the data is obtained for a=3, b=0.75, and f3= 1.5. This
functional form captures the exponential tail at large f, the flattening out
of the distribution near f ~ 1, and even the slight increase in P(j) as f
decreases towards zero.
The key features of the data in Fig. 13 are the nearly constant value of
the probability distribution for f < 1 and the exponential decay of P(j)
for larger forces. No comprehensive theory exists at present that would
predict this overall shape for P(f). The exponential decay for forces above
the mean is predicted by the scalar q-model as a consequence of a force
randomization throughout the packing [42, 51]. In this mean field model
the net weight on a given particle is divided randomly between N nearest
neighbors below it, each of which carries a fraction of the load. Only one
scalar quantity is conserved, namely the sum of all force components along
the vertical axis. Randomization has an effect analogous to the role played
by collisions in an ideal gas [42, 51]. The result is a strictly exponential
distribution P(j) ex e-Nf for the normal forces across the contact between
any two beads.
The calculations for the original q-model were done for an infinite sys-
tem without walls [51]. If one assumes that each particle at a container
boundary has N neighbors in the bulk and a single contact with the wall,
then the net force transmitted against the wall is a superposition of N
independent contact forces on each bead, so that the probability distri-
bution for the net wall force is modified by a prefactor JN-1, much in
the way a phase-space argument gives rise to the power law prefactor in
the Maxwell-Boltzmann distribution. Thus, the original q-model predicts
o Top Piston
o Bottom Piston
10-1
c:;
~
10-2
000
0 00 0
000
10-3 <>
0
00
0
0
o Top Piston
o Bottom Piston
• Walls
10" 1
s0...
10-2
• 0
0
0 2 3 4 5 6 7
f
Figure 13. The distribution P(f) of normalized forces f against the top piston (open
circles), the bottom piston (diamonds), and the walls (solid circles). The upper panel
shows P(f) for the pistons, averaged over fourteen identical experiments. The curve
drawn is a fitting function as explained in the text (Eq. 2). The lower panel shows the
same data, but with data from the walls included as well.
a non-monotonic behavior for P(f) with vanishing probability as f -+ 0.

Such a "dip" at small force values has also been found in recent simulations
by Eloy and Clement [58]. It is, however, in contrast to the data in Fig. 13
and to recent simulation results on 2D and 3D random packings by Radjai
and coworkers [52-54]. These simulations indicated that the distribution of
normal contact forces anywhere, and at any orientation, in the packing did
not differ from that found for the subset of beads along the walls. We find
that our function, Eq. 2, provides a fit essentially indistinguishable from a
power law f-a over the range 0.001 < f < 1 as long as a is positive and
<10> <11><20> <21::.<30> <22> <40><32>

<31>
i:
~ 0.5
10 15
•'/tl
0.0 ~-~----~-~----'
0 2 3 4 5
rjd
Figure 14. Pair distribution function g(r) for (a) upper piston, (b) lower piston, and (c)
lower piston with disrupted ordering. The horizontal axis gives the distance, r, between
any two points, normalized by the bead diameter d. Vertical lines indicate the distances
between points separated by hexagonal lattice translation vectors and are labeled by the
vector indices. (d) First order force pair correlation function K 1 (r) for the bottom piston.
The inset shows K1 (r) out to 20 bead diameters, a distance equal to the radius of the
cell and half its height.
close to zero as originally proposed in Refs. [52-54]. In fact, for the case of
3D simulations and friction coefficients close to 0.2, this is possible using
the same coefficients as for the experimental data in Fig. 13.
We point out that the fitting function in Eq. 2 is purely empirical. In
particular, we do not have a model that would predict the (1- be- ! 2 ) pref-
actor of the main exponential. It may be possible to think of this prefactor,
in some type of modified q-model, as arising from considerations similar
to phase-space arguments. The fact that it clearly differs from the usual
f N dependence expected for N independent vector components would then
point to the existence of correlations between the contact forces on each
bead. Such correlations obviously exist, in the form of constraints; yet how
these constraints conspire to give rise to a specific functional form for P(f)
as in Eq. 2 remains unclear. Certainly within the plane of any of the confin-
ing walls no simple correlations are detectable from our data for the force
pair correlations in Fig. 14.
5. Conclusions
I would like to conclude these lecture notes with just a few more general
remarks. The study of granular materials has a longstanding tradition in
engineering and only recently has caught the interest of physicists. Over
the last 10 years it has emerged as a vibrant area of research within physics
and gained ever increasing popularity. Certainly this is in part because
granular materials can stand as a macroscopic metaphor for many of the
challenging problems in condensed matter physics today: non-thermally-
driven or dynamic phase transitions, metastability and glassy behavior, and
nonlinear dissipative dynamics, to name just a few. So far, the information
flow has mostly been a one-way street: the well-known physics methods
for dealing with "ordinary" solids, fluids and perhaps even glasses have
been suitably modified and then applied to granular matter. This may
be changing. Avalanches may have been the first of "concept exports" in
the other direction, in fact they were used already in de Gennes' book on
superconductivity in metals [59] in the 60's. More recently, we have seen the
application of granular matter concepts to traffic flow problems [60]. But
there are many other potential goods for export, from new ways to deal
with indeterminacies like the ones encountered in static friction, to new
experimental techniques or new computer simulation methods. I believe the
field as a whole will gain tremendously once more of these ways originally
developed for dealing with granular materials are becoming applied in other
areas.
Acknowledgements. First of all I would like acknowledge my col-
leagues and collaborators, in particular Sid Nagel, Ed Nowak, Jim Knight
and Dan Mueth, who made the experiments described here possible. I also
thank Eli Ben-Naim, Sue Coppersmith and Leo Kadanoff for many enlight-
ening discussions. Last but not least, many thanks to Hans Herrmann and
Stefan Luding for putting together such an excellent workshop at Cargese.
This work was supported by the NSF under Award CTS-9710991 and by
the MRSEC Program of the NSF under Award DMR-9400379.
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584
Thomas Boutreux {left), Eric Clement, and Stefan Luding

GRANULAR PACKING UNDER VIBRATION
E. CLEMENT
Laborat~ire des Milieux Desordonnes et Heterogenes
Universite Pierre et Marie Curie - Boite 86
75252 Paris France
Abstract. Granular assemblies under vibration exhibit a very rich phe-

nomenology. The apparent behavior is reminiscent of usual solid, liquid or
fluid states. Using a minimal amount of concepts and a very crude repre-
sentation of local granular interactions, we discuss the emergence of specific
phenomenons such as fluidization, convection, heaping, the sub-harmonic
instability and the Faraday instability.
1. Introduction
Many practical industrial situations involve the vibration of powders and

granulates as a part of a fabrication process[l). Mechanical agitation is used
to sort granular assemblies via sifting or segregation effects, to transport
grains in conveyor belts, to obtain more compacted packing but also, in
other situations, more fluid-like flows. Recently this issue was addresses
at a more fundamental level, trying to understand basic mechanisms such
as mass, momentum and energy transfer from vibrating boundaries to the
bulk of a granular assembly [2, 3). The phenomenology being quite broad,
in general, that we shall restrict the discussion to the description of very
simple mechanisms of response of mono-disperse dry granular materials to
a vertical vibration without any other interaction than the contact forces.
In particular, the effect of a surrounding gas is ignored which can be found
in Ref. [4, 5). Also, the specific problem of compaction is not described [6).
The aim of this presentation is to give an overview on various phenomena
that may take place when shaking an assemblies of grains, using a mini-
mal amount of concepts and a very crude representation of local granular
interactions.
585
H.J. Herrrrumn et al. (eds.), Physics of Dry Granular Media, 585-600.
586 E. CLEMENT
2. A dissipative gas
2.1. CONTACT FORCES
Two fundamental parameters will be considered in the following, repre-

senting relevant interactions at a the granular level, namely a solid friction
coefficient 1-" and a collision dissipation coefficient e.
solid friction: when two spheroidal hard grains of, typically, one mil-
limeter size, are in contact (for conditions of pressure not too extreme),
there is a large separation of scales. The macroscopic surfaces of contact
are typically between 1 and 10 f-lm but the real surfaces of contact are much
smaller, since in usual materials, the surface aspect is rugous with a typical
asperity scale much smaller than 1 1-"m (see for example ref.[7] ). We con-
sider here that all the relevant properties of friction can be rendered using
the concept of solid friction coefficient 1-"· This parameter, defined in the
Coulomb sense, is such that the normal contact force N and the tangential
contact force T are related by the value 1/'111 ~ 1-" liN I if the contact is
non sliding and 11'111 = 1-" IINII in the case of a sliding contact. Here we
make no distinction between static and dynamic friction.
- Coefficient of restitution: in the case of a collision between two grains,
we consider a coefficient of restitution for the normal contact velocity as the
ratio of this quantity after and before impact. This coefficient represents
the energy irreversibly dissipated into the internal degrees of freedom inside
a grains. In general, this quantity is velocity dependent but for nominal
condition of excitation with velocity of collision around 1m/ s the velocity
dependence is quite weak.
The description of simple binary collisions can be generalized using a
collision matrix which include the previous parameters plus others. The
physical foundations of dissipation and momentum transfer in binary col-
lisions can be found in Refs. [8]. In the following we will see that the sole
consideration of both quantities (e, 1-") is enough to define relevant aspects of
the phenomenology. Note that the important practical situation of adhesive
contacts is not addresses here.
2.2. A DISSIPATIVE LENGTH
Let us consider a granular assembly initially at rest, impacted by a bound-

ary moving at a velocity U0 • In the case where the typical separation be-
tween the grains is much smaller than the particle diameter d, a chock wave
is triggered with a velocity Vc ~ djaU0 • Behind the chock front, series of
collisions increase the agitation of the granular assembly but this agitation
is bound to be damped at a distance H* from the boundaries which is
GRANULAR PACKING UNDER VIBRATION 587
called the dissipation length. This distance can be estimated using a 1D

heuristic argument. Considering a collision velocity Vc(z) of the top front
particle at a distance z, colliding the next non moving particle at a dis-
tance z + dz , the new velocity of the chock wave Vc(z + dz) is such that:
Vc(z + dz) = Vc(z)/2 + ej2Vc(z). Hence the wave front velocity, decaying
with a value Vc(z) ~ dj aU0 exp(- [ 12~{ z], is exponentially damped at large
distances from the boundary. This simple argument yield an estimation of
the dissipation length:
H*/d = N* = A with A= 0(1). (1)

h (1- e)
This argument is coherent with more rigorous analytical [9, 10] or numer-
ical[ll] studies in 1D, yielding : A ~ 1r and in 2D, numerical simulations
which indicate A ~ 2 [12]. This limits marks a separation between the
possibility of a fluidized phase for shallow layers of grains and a condensed
phase for large assemblies, where long lasting multiple contacts are present.
Since this transiti<?n is defined by the ratio H* j d =Nh. which is a number
of grain in a given direction (and not a density), it is clear that, in general,
no thermodynamic limit exists for vibrated dense granular packing.
2.3. A HYDRODYNAMIC INSTABILITY
An assembly of dissipative particle with an initial kinetic energy T 0 , looses

its energy because of the local dissipations due to collisions. A mean field
estimation [13J of the loss rate yields a decay for the temperature: T =
T 0 (1 + tjr0 ) - ,with r0 an initial free flight time. Nevertheless, for particles
which are dissipative enough, an instability takes place, due to the local
character of the dissipation [10, 14]. Any local density increase yields a
temperature drop due to an increase in the number of collisions and as a
consequence, a decrease in the pressure. Thus, the high density regions will
attract more particles and the density will increase further. In principle,
this instability may be balanced by the unique local sources of temperature
which are the shearing fluctuations [14]. As a consequence, various patterns
may form such as soft-clustering or velocity segregation. In the case of
large dissipation, numerical simulations indicate that system will eventually
performs an "infinite" number of binary collisions in a finite time (inelastic
collapse) [15] which means in practice, that the assembly is bound to form
a condensed phase with multiple and long-lasting contacts.
588 E. CLEMENT
3. Energy input via vertical vibration

3.1. VIBRATION MODES
The previous considerations show that due to the local aspect of the en-
ergy dissipation, the behavior of vibrated granular assemblies may yield a
phenomenology quite different than usual liquids for which the notion of
temperature is well defined in the thermodynamic sense. The conditions
of vibration, the dissipative character of the grains, the boundary effects
etc. will play an original role. To simplify the picture, we consider two
quantities of fundamental importance. We define the ratio I of the time
between subsequent inputs of energy Tinput and the time of decay of this
energy Tloss:
I= Tinput. (2)
Tloss
The other parameter is the dissipation length H* in the direction of the

energy input as defined in Eq. (1). According to the values of these param-
eters, we consider four limiting cases :
Fluidization : H « H* and I -+ 0. Friction does not play any leading
role. This case is discussed in chapter 4.
Convection : H » H* and I ::::; 1 . The aspect ratio is such that the
boundaries play an important role and the presence of solid friction is fun-
damental : fl·bead-bead "/- 0 and f-Lbead-wall "/- 0. This cases considered in
chapter 5.
Faraday instability : in the case H :2: H* and I c-::: 1, there is the possi-
bility to excite parametrically internal modes inside a granular layer. The
boundaries and the solid friction play no leading role. We consider this
instability in chapter 6.
Subharmonic instability: H :2: H* and I :2: 1, this instability may come
in competition with the Faraday instability, it is discussed at the end of
this chapter.
Now we present the two modes of vibration which are currently used in
experimental and numerical studies.
- Harmonic vibration: the bottom boundary is driven with a sine mode

such that the vertical position of the plate is:
zp(t) = Asinwt. (3)
In this case, as we will see in the next sub-chapter, the response is

rather rich and a difficult question is the a-priori assessment of the
parameter I which value may drive the system towards different be-
haviors.
Tapping : this mode of vibration is composed of series of taps which are

truncated sine-waves of maximum amplitude A and with an internal
frequency f = w j2n and lasting about one period. Taps are separated
by a time lag much larger than the period T = 1/ f. Therefore, the
internal energy of the granular assembly dissipates completely between
each energy input. This creates a situation dynamically less rich than
the harmonic vibration but with a well defined limiting condition: I »
1.
3.2. AN INELASTIC BLOCK ON A VIBRATING PLATE
The most simple vibrated granular material that one may consider as a
first model, is a completely inelastic block driven in a gravity field by a
vibrating plate. This model would correspond to a limiting situation were
as soon as the granular assembly touches the bottom plate, the internal
energy is dissipated (I = oo), and the grains velocity adjusts to the bottom
plate velocity. When the bottom plate is driven sinusoidally [see Eq. (3)]
many studies either theoretical [16] or experimental [17] revealed a com-
plex dynamical behavior and the relevant control parameter is the relative
acceleration :
(4)
(g acceleration of gravity). The phase of collision of the block with the

bottom plate occurs in two different regions i.e. the capture region or the
rebound region [see Fig. 1 (a)].
The capture region is such that the plate acceleration is larger (positive
direction upwards) than the acceleration of gravity and the block stays on
the plate until it is launched when this condition is not satisfied any more.
The rebound phase occurs when the acceleration of the plate is smaller
than gravity at the moment of the collision. This phase cp* it defined by the
condition: sincp* = 1jr. As a consequence, the impact frequency and the
free flight time undertake series of bifurcations characteristic of a "Feigen-
baum scenario" of transition to chaos. Nevertheless, as Mehta et al. [16]
have noticed, real chaotic motion can never be observed due to the pres-
ence of the capture region. In the case of large acceleration, the launching
velocity may be so large that the trajectory of the solid block misses one
period of vibration [see Fig. 1 (b] and another branch of response is ob-
served with its own series of bifurcation [see Fig. 1 (c)]. The first branch
is observed for 1 < r ~ 4.2 and the second branch is for 4.2 ~ r ~ 8, for
higher accelerations other branches may be observed.
590 E . CLEMENT
{a)
(b)
t
z(t) !
1
r1.
« --
].--~~-.............
1. . .-~. . .,
(c)
: : . .
~~ 2 . ~ ~
,
. ·)
J t ~ :. g~.
~ : " . ~~
- -... ;, .............. ~ .... ~ .................. ~ ......d
r
0
o !. 10
Figure 1. Dynamic of an inelastic block on a vibrating plate. Figla: trajectory of a

block in the first branch of response; (1) is for r 1 = 2.5 (thick line). Figlb: trajectory of
a block in the second branch of response, (2) is for r2 = 4.2 and (3) is for r3 = 6. Figlc:
time between successive impacts on the plate Teall , rescaled by the plate frequency J, as
a function of the relative acceleration r. Triangles are the response of one inelastic bead
(simulation) and circles are the response of Nh = 10 aluminium beads(e = .6) in lD (see
Ref. (20]).
3.3. THE SUB-HARMONIC INSTABILITY
An immediate consequence of the behavior characterizing the response of

an inelastic block is the so-called sub-harmonic instability, which was dis-
covered by Douady et aL [18) (see Fig. 2). The authors report that for
cells with a small aspect ratio (long horizontal stripe) and for accelerations
r > 4.2, different parts of the layer may respond to the excitation with
a phase mismatch /:::;.cp = 2n. This is due to the possibility of missing one
period during the free flight [second branch, see Fig. 1 (b)) and the miss-
. . .. . ~
./:}{:k' ~t,,;~;:; ·:~,\i;,;,,,,,,,,:,~itr:FI~B'ft.ilf.\:

(a)
(b)
Figure 2. Images an aluminium beads layer at different phases separated by t::.cp = 21r.
Fig.2a r = r2 = 4.2 and Fig.2b r = r3 = 6 (see Fig. 1)(19].
ing period is different for different parts of the system. These regions are
connected by defect boundaries which maximum number increases at large
accelerations and decreases with larger layer heights. According to the pre-
vious chapter, such a pattern would exist for a layer height H > H* and
also for I 2: 1, which includes the domain of the Faraday instability studied
in chapter 6. So far , the domain of co-existence of both phenomena is not
clearly defined. In general it is observed that the sub-harmonic instability
may coexist at large accelerations with the Faraday patterns but seems to
be dominant in the limit I » 1.
4. Fluidization
When shaking a granular packing which height is smaller than the dissipa-
tion length, a situation is obtained where the granular assemblies resembles
a hard sphere gas (see Fig. 2) . Experiments are performed on assemblies of
steel beads driven harmonically by a bottom plate in 1D [20] and 2D [21-
23] situations. Numerical simulation are performed in parallel, using event-
driven [11] or soft-sphere algorithms [25]. The restitution coefficient of steel
beads is high (e::::: .92) and the layers rather shallow Nh < Nf:::::: 30. In 2D,
an experiment was performed for 1 < Nh < 4 and the system was shaken
at f = 50Hz and with accelerations up to r = 20[22].
The beads were monitored using an ultra-fast video camera and den-
sity and velocity fields were extracted. The main outcome is that , at high
592 E. CLEMENT
•
•
••
• •
•
• •
•
• •
.
• ••
•
•
•
•• •
••
••
• • • • •
• •
• •• •
•• •
• •
•• •
•
• • • ••
• •
• • • ••
•• •
•• • ••
•
• • ••
•
• •• • • • •
•• • •
•• • • •
••• • •
• • •• • • •
••
•
• •• •
•• ••••
'
••• •• •• • • ••
• •• •
••
•
f=5 f=lO
Figure 3. Numerical simulation of a 2D assembly of spheres withe= 0.92 at a frequency
f =50Hz [24].
shaking energy, the average volume fraction is:
v(z) z--:._,oo exp [-z/ b.H] (5)
where b.H is a length proportional to the average dilation of the column.

The velocity distribution is isotropic, roughly gaussian and resembles a
classical Holtzman distribution. This isotropy is confirmed by local mea-
surement of the structure factor [23]. Measurements on the average dilation
indicate a scaling behavior:
(6)
with 1.3 < a< 1.4 and .3 < f3 < 1. Numerical simulations were performed
around the same conditions [12] and exponents a = 1.5 (or a = 2 according
to the choice of boundary conditions [26]) and f3 = 1, were found. Note that
an important analytical result exists in 1D [27] and predicts in this case:
b.H "" (Aw) 2 ((1 - e)Nh)-1, as long as (1 - e)Nh « 1. This result was
confirmed by numerical simulations [11 J. The difference between 1D and
2D and the exact contribution of boundaries is not fully understood.
In the case where the height of bead is larger (Nh(1 -e) ~ 2), exper-
iments [21] show that the system separates into two phases, a condensed
phase at the bottom, resembling a solid crystalline structure and a surface
gas with a velocity distribution which is still isotropic. The density profile is
found to be independent of the excitation phase but the agitation (kinetic
temperature) is modulated by the excitation phase and this dynamical be-
havior probes the existence of a fluidization wave, locked on the collision
frequency.
5. Convection due to boundaries

5.1. CONVECTION AND HEAPING
When shaken vertically, a granular packing contained in a cell with an

aspect ratio of the order of 1, may show a surface instability and the for-
mation of a heap [28]. For a 3D assembly of glass spheres, the instability
threshold is the relative acceleration r = 1.2 ± .01. Note that further ex-
perimental works performed in 3D cell shows that this form is so sensitive
to any spurious horizontal vibration, that the heap at the center will even-
tually drift to one corner of the cell. In order to maintain a centered heap
configuration for a reasonable amount of time(several tenth of minutes),
the horizontal vibration amplitude should be as small as 1% of the vertical
amplitude [29]. This effect can also be studied by the voluntary addition
of an horizontal component and the result is that the central heap con-
figuration may be a steady state either unstable to any perturbation or
594 E. CLEMENT
(a) (b)
Figure 4. Experiments on 2D packing of aluminum beads close to the convection thresh-

old. Fig.4a, visualization of cracks in the bulk, at a phase ;.p ~ 1r for r = 1.5. Fig.4b ,
visualization of compacted and decompacted regions. The picture is obtained by accumu-
lation of thousands of snapshots at the same phase. The white off-lattice regions witness
convection motion and long range displacements (see Ref. (29]).
with a very weak stability domain [30). Closer inspection at the grain mo-
tion in the bulk, shows the presence of a flux of particles descending along
the boundaries and moving upwards in the center of the cell: this is the
convection motion. Further experimental studies on model granular media
confined in 2D cells, indicate that the presence of convection rolls is linked
to a high friction coefficient between the beads as well as a high friction
coefficient between the beads and the walls [29). The heaping mechanism is
the result of the downward flow near the boundaries and the upward flow in
the center which is balanced, at steady-state, by a surface avalanche mass
flux. Note that the higher is the excitation amplitude, the smaller is the
heap angle [31). Consequently, at a given acceleration, the heap disappears
at higher frequencies.
5.2. THE COMPACTION/DECOMPACTION TRANSITION
Using 2D granular assemblies made of aluminum spheres, the mechanism

of convection was studied in detail close to the onset [29). The beads used
in the experiment are dissipative since the restitution coefficient is around
e = 0.6. The bead surfaces are prepared in such a way that the friction
coefficients bead-bead and bead-boundaries is around f.t = 0.8. The height
of the layer is about Nh =50 beads (note that Nh ::::: 3) and the aspect ratio
s = HI L: 0.5 < s < 2. For small accelerations r c = 1.15 ± .05 ::; r < 2,
symmetric convection rolls occur. Nevertheless the extension of the convec-
tion rolls has a typical size which is found to increase with the excitation
amplitude. As a consequence, two localized heaps form at the corner of the
cell and grow logarithmically until they meet to form a symmetrical "Chi-
nese hat" surface pattern (see Fig.4). A closer look shows that during some
phases of the excitation (rr /2 < <p < 3rr /2), the bulk is the locus of multiple
"fractures" which indicate a relative separation between the particles at a
scale smaller that the beads diameter d (see Fig.4a). This phenomenon is
the result of a contradictory motion between the lateral boundaries which
are moving downwards and the bulk particles which have the tendency to
move upwards the way a inelastic block would for these phases (see Fig.l).
The shearing effect, which is propagated in the bulk via the friction forces,
is responsible for the decompaction between the grains. As a consequence,
there is a possibility to create a long range convection motion. In fact, the
grains closer to a boundary follow preferentially its motion and eventually
will take the place of a neighbor situated deeper in the bulk in the horizon-
tal direction which is still in a relative upward position. This mechanism
of differential dilation, is at the origin of the lateral flux of particles. This
convection mechanism was reproduced numerically using a contact dynamic
simulation method [32]. When the acceleration increases, the typical size of
the rolls increases as well as the depth of the region which can be decom-
pacted. A simple heuristic model was proposed to explain this progressive
decompaction [29]. It is based on the idea that each horizontal slice of gran-
ular material produces a pressure on the wall which creates a friction which
is able to retain the slice after the launch phase (compacted domain) or,
to modify its motion in such a way that the slices separate (decompacted
domain). A pressure distribution is assumed, prior to launching, to act on
the wall according to a simple Janssen's model [33]. The result of the cal-
culation predicts a compacted phase of height He (see Fig.4b) related to
acceleration r' such that:
lft = 1 + ln(2-r)
(7)
where X= !Kp,,
H is the initial height and K is the Janssen's constant (ratio between hori-
zontal and normal pressure). For r-+ 2, the model predicts that the gran-
ular assembly will always leaves the bottom of the cell and the compacted
domain will disappears. This model has really one adjustable parameter
(the product Kp,) but it was found to provide good agreement with exper-
iments in the case of independent measurements for various aspect ratios
and excitation amplitudes.
596 E. CLEMENT
5.3. THE CONVECTION SCALING BEHAVIOR
A systematic series of measurements of granular displacement in a vibrated

cell was performed using a non invasive NMR probe [34], the study was also
coupled to a tracer particle technique. The granular medium is made of glass
beads for the tracer experiment or poppy seeds (d ~ 1mm) which contain
oil and therefore, are quite easy to visualize using a proton NMR. The cell
diameter is L = 16d with grains glued on the lateral walls, the aspect ratio
is S = HI L ~ 2. The mode of vibration is the tapping technique. A con-
trol parameter is the maximum relative acceleration re and the study was
performed at relatively high agitation: 3 < r < 10. Using a sinusoidally
varying nuclear spin polarization to print a grid in the medium, the defor-
mation of the grid after each tap is followed and the relative displacement
of the grains is measured. The velocity (displacement per tap) of the par-
ticle is found to be cosh-like curve : symmetrical with respect to the axis
of the cell and with a negative(downwards) part close to the edges and a
positive (upwards) part in the center. The extension of the downward flux
is about three to four particle sizes from the boundaries. The magnitude
of the velocity was found to decreases exponentially with the depth in the
cell. A systematic exploration of the excitation parameter field shows that
the dynamics of the convection is controlled by a typical time T and a typ-
ical length ~. For example, the ascent velocity of a tracer particle placed
initially in the central part of the cell at a depth z is such that it will attain
the surface at a time t such that:
z=On(1+*)
with t ~A and T ~ dexp(J/fo) (8)
"' (r-1.2)2.5
Interestingly, it worth noticing that the direction of the mass flux in the
middle of the cell from upwards to downwards, may be changed when
the angle of the boundaries with the vertical axis is larger than a criti-
cal value [35].
6. The granular Faraday instability

6.1. PATTERN FORMATION
When a granular layer with a small aspect ratio (HI L « 1) is shaken

above an acceleration threshold r c ~ 2.5, the granular layer does not be-
have as a coherent block any more. The surface becomes unstable and
the layer shows a parametric response consisting of peaked structures with
minima and maxima oscillating with a frequency one-half of the driving fre-
quency [31, 36]. In a recent series of experiments Melo et al. [37] reported
for a 3D thin layer of grains, a pattern forming instability (see also [40]).
(
I.
)
Figure 5. Faraday patterns in 2D . Fig 5a: experimental snapshot of Nh = 9 layers

of beads at r = 3.3 (from Ref. [43]). Fig 5b : visualization of a numerical simulations
in the same conditions [24]. The displacement with respect the layer center of mass are
indicated by a white segment.
The apparent phenomenology of the patterns (squares, stripes or hexagons)

is strongly reminiscent of a parametric instability occurring in fluid layers
called the Faraday instability [38](see Ref. [39] for a modern viewpoint and
references). In regular fluids, the phenomenon is a parametric excitation of
surface waves such as gravity waves or capillary waves [41 J and the patterns
are due to non-linear coupling between the modes. For 3D grain layers, a
transition from a square pattern to a stripe pattern is observed when the
frequency is increased [37]. In the case of liquids this transition is evi-
denced for very viscous and dissipative fluids but for grains no mechanism
is clearly identified so far. Furthermore, for granular material a singular lo-
calized state baptized oscillon was evidenced[42]. This structure may show
up at the edge of the instability threshold. It is a made of a single peak
and a single hole oscillating alternatively; moreover, several oscillons may
couple to form dimers, trimers and higher order structures.
6.2. A PARAMETRIC EXCITATION
Experiments showing parametric surface patterns were also performed in a

granular layers confined in 2D cells [43] and the dispersion relation of the
598 E. CLEMENT
excited standing waves is related quantitatively to the dispersion relation

observed in 3D . The oscillon state was also found for large layers. For
layers excited with a period of excitation T (first branch, 2.5 < r < 4.2, see
Fig.l) a direct look in the bulk evidences: (i) an energy dissipation phase
where the layer performs a free flight of the order ofT/2 and the peaks
grow, (ii) an energy input phase due to the collision with the plate where
the peaks relax .. The maximal peak amplitude p, is found to be p ~ 4A for
a large range of accelerations and frequencies, which means that at high
frequencies (r constant) the pattern disappears when p ~ d. This scaling
is consistent with the fact that p is the product of a velocity difference at
the origin of the peak formation and a time of free flight : p ~ aw * T ~ a.
Numerical simulations were performed using event driven algorithm in a 2D
geometry [44, 46], in 3D [47] also using a soft-particle algorithm [45] which
reproduces qualitatively the phenomena. Recently, extensive numerical sim-
ulations [48] show that monitoring the density, the pressure as well as the
temperature fields, the driving mechanisms of the parametric patterns can
be closely followed. It is found that horizontal density modulations are
crucial to promote internal pressure modulations during the energy input
phase. High horizontal density regions develop high internal pressure and
trigger an horizontal momentum flux flowing towards the lower density re-
gions. The collision of horizontal momentum fluxes creates a vertical change
of direction and is at the origin of the peak growth during the free flight
phase. Investigation of the dispersion relation for the pattern wavelength
.X shows a regime where: .Xw 2 fg = 0(1), this number being smaller for
shallow channels and larger for wide channels. It corresponds to a driving
mechanism where the pressure difference is controlled by the peak ampli-
tude reached in the free flight phase. At high frequencies (acceleration being
constant), a wavelength saturation regime is reached. This length is related
to an intrinsical pattern formation mechanism, spontaneously occurring in
dissipative gases.
Acknowledgements. We thank J. Duran, L. Labous for many dis-
cussions and help with the manuscript. L.M.D.H. is the URA 800 of the
CNRS.
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GRANULAR DYNAMICS OF SHAKING
S. G. K. TENNAKOON, E. VAN DOORN, AND R. P. BEHRINGER

Department of Physics and Center for Nonlinear and Complex
Systems
Duke University
Durham, NG USA 27708-0305
Abstract. We present results for the dynamics of shaken granular systems.

We consider first purely vertical shaking, and focus chiefly on tall layers
of material for which friction between walls and grains and gas flow are
responsible for a collection of interesting dynamical states. We then briefly
consider pure horizontal shaking and finally mixed horizontal and vertical
shaking.
1. Introduction
Granular materials have captured considerable recent attention; the general

references noted here contain many specific references for the interested
reader[l) . One reason for such intense interest is the rich variety of static
and dynamic behavior which granular systems exhibit. Granular systems
can exist in solid-like, plastic-like, and fluid-like phases. Here, we focus on
the dynamics of shaken granular systems which exhibit all of these phases.
In conventional fluids, fluctuations are driven by random thermal mo-
tion, and therefore are independent, at lowest order, of macroscopic flows.
Except near critical points or on very small scales, random fluctuations for
fluids are not important. When a granular system is initialized by giving
it random velocities, if it is confined, and not subject to strong continued
randomizing forces, it will quickly undergo a collapse into a state which
is characterized by frozen inhomogeneities. By shaking a granular system,
as in the present experiment, it is possible to thermalize a system, at least
briefly. During some part of the shaking, the grains within the system break
strong contact, and the system can flow, resembling at least qualitatively,
a Newtonian fluid.
601
HJ. Herrmann et al. (eds.), Physics ofDry Granular Media, 601-612.
602 SARATH G. K. TENNAKOON ET AL.
The dynamics of flow during shaking was described by Faraday[2] (if not
earlier) ·who identified one of the key features which contributes to granu-
lar convection, namely, the flow of surrounding gas. This is a particularly
rich system, and we will discuss here a bit of the phenomenology- i.e. the
different dynamical states which have been identified. These states involve
pattern selection mechanisms which are at best partly identified. Neverthe-
less, various simple bifurcation types can be identified. We partition this
work into a section on vertically shaken materials and a section on flows
involving horizontal shaking. By far, much more effort has been extended
on the case of purely vertically shaking.
2. Vertically Shaken Sand, A Survey of Phenomena

In the case of vertical shaking, there is a large collection of interesting
dynamical states subject to pattern selection mechanisms which we are
just beginning to understand. In particular, there are convective flows[3, 4],
parametric standing waves[5, 12], traveling waves[7], a coarsening transi-
tion[8], and more turbulent-looking flows[9, 10]. We will try to sketch some
of the more interesting states which occur in tall layers of material, and
give some indication of the relevant physical mechanisms leading to their
occurance. This discussion is based on the assumption that the system is
subject to vertical sinusoidal shaking in the form
z = Asin(wt) (1)
where z is the vertical coordinate. (Below, we also use a= A for the shaking
amplitude.)
In order to give some order to the discussion, we will begin with smaller
control parameter, and work upwards. There are at least two such param-
eters which are relevant; the first is the dimensionless acceleration,
r = Aw 2 jg, (2)
where g is the acceleration of gravity, and the second is a dimensionless
energy
(3)
where dis the particle diameter.
One of the more useful theoretical tools to date (see elsewhere in this
proceedings) is finite element computation- the analogue of MD for gran-
ular materials [11 J (for more information see also ref. 1). This technique
allows us to look at "microscopic" quantities which are difficult to obtain
experimentally. A number of studies have been carried out using specific
models for the force interactions and some rule for dissipation. Simpler ver-
sions, so called event driven models, ignore the details of the interactions,
GRANULAR DYNAMICS OF SHAKING 603
Figure 1. Sketch showing the annular geometry used in the experiments at Duke for
vertical shaking, and typical trajectories for the grains. There is a combination of flow
induced by gas flow and by frictional drag with the walls, resulting in a complicated flow.
If the friction is strong enough, there is down flow at the outer walls; if the gas prevails,
the flow is upward at the walls. As long as heaping occurs, the most rapid flow occurs
along the slope of the. heap.
but enforce momentum conservation and use a coefficient of restitution to

implement energy dissipation.
A particularly dramatic wave form occurs at high r where thin layers
of material exhibit parametric waves[6]. (Tall layers also exhibit a related
instability, but the waves themselves are suppressed by the heap.) Coherent
wave patterns form above a period-doubling transition. The origin of the
transition is easy to understand in terms of an inelastic bouncing ball model.
The idea is that a parcel of grains acts collectively like a ball. If r > 1, a
ball riding on a sinusoidally oscillating shaker, will go into free flight for
a fraction of each shaker cycle. If the ball is inelastic, it will "stick" to
the shaker when it recontacts the shaker after a period of free flight. As r
increases to a high enough value, the time for the free flight portion is long
enough that it takes two shake cycles to get a repeat of the trajectory. This
explains why a subharmonic response occurs, but it does not explain clearly
why coherent waves should occur. It is also possible to obtain localized
disturbances which have been dubbed oscillons[12].
When a fairly tall layer of material is shaken vertically, it undergoes a
primary instability to convective flow when r exceeds r c::: 1. If gas effects
are important, typically the case for particle diameters, d :::; 1 mm, a heap
forms, with a flux of material flowing upward towards the peak and down
the slope. In addition, friction with the sidewalls can lead to a downward
flow there (on averge) because the particles are most mobile when the shaker
is accelerating downward[13, 14]. We sketch the system which we use, an
0.40 ,---.::"r-::<J"f71<J-.--~-----,--,..,_,.,....,-...,.--, 0.002

<I <I • 0.0015 ~
:::J
§
0.001
a:
.;;;.
• 0.0005 ~
~.·
L.......l."""'-'--''-'-'-.L......j 0
1.00 1.20 1.40
o <tJ 0 o O oOo r
0 0 0 0
<I oo
0 0 0
or=LOI
0.10 or= 1.05
or=l.IO
L'.lr= 1.24
<Jr= 1.449
0.00"5~--~--...L...--~-__j_ _ _ _ _......J
0.0 1000.0 2000.0 3000.0
t(s)
Figure 2. Evolution of the heap slope angle, e vs. time for various r for vertically shaken
sand. The inset shows an estimate of the rate associated with each data set. These data
demonstrate critical slowing down.
annulus in Fig. 1, as well as the resulting flow lines which are induced by
either the accompanying gas or by friction with the sidewalls.
We can think of the transition to convection and heaping as a bifurca-
tion, with a transition at r c from a no-flow to a flowing state. In Fig. 2
we show the time evolution of the heap angle of inclination, e, for various
r's, and in the inset, a characteristic rate deduced from these data. The
data indicate critical slowing down; work is in progress to characterize this
transition in terms of simple dynamical models.
An initially flat surface will evolve through at least two mechanisms
towards this single heap. The first mechanism is one in which a small single
heap forms initially (when r is stepped from below to above r c) and evolves
monotonically to a static heap in which upward flow from gas effects are
balanced by downward avalanching flow along the upper surface. This flow
is characterized by a zero wavenumber, k = 21r / >.: the initial instability
as well as the final state correspond to a single pair of counter-rotating
rolls filling the entire container, which in these experiments is about 30
em. The bifurcation is apparently transcritical, and shows critical slowing
down. There is also imperfection in the bifurcation which is evident when
r is within a few percent of its critical value. The other evolution mecha-
nism[8] is one in which the system is subject to an initial short wavelength
instability. Following the instability, small heaps form on the surface of the
.',·
.
-·~~::;.".-.
.~::.~
Figure 3. Finite-.>. instability leading to coarsening.
granular layer; then with time, these heaps undergo a coarsening/merging

process which ultimately leads to a single heap. We show an example of the
latter process in Fig. 3; the images are sideviews of the layer during different
phases and at different times during the initial formation of the instability
and early stages of the coarsening. The simple heaping instability occurs
if E lies below a critical line as a function of the dimensionless amplitude,
A/d (see Fig. 4').If E lies above this line, the small-.>.. coarsening instability
occurs.
In both the cases above, the heaping process depends in an essential way
on the presence of surrounding gas. Since the interaction between the gas
and the grains depends significantly on d and the gas pressure, the effect
may not be seen for large particles, say d > 1 mm. Neither the coarsening
instability nor the simple heaping instability occurs at all if the gas pressure
is reduced very low, say below 1 Torr. For instance, Fig. 5 shows the heap
height , H, for the simple heaping instability vs. pressure in the regime
where heaping vanishes. The transition is surprising in that there is not
much change in H with P for P above some characteristic pressure, but
then H falls off rapidly below that pressure. In general, the flow is a complex
interplay between wall friction and gas effects.
A possible explantion for the fall-off of the heap is that the gas has
reached a Knudsen limit for which the typical distance between a gas
molecule and a grain is comparable or smaller than the mean free path,
100.0
0
80.0
60.0
<1
•
Ul
40.0
Ow= 4.76 mm. d = 0.09 mm.
Ow= 4.76 mm. d = 0.15 mm.
Ow=4.76 mm. d = 0.30 mm.
20.0 Ow=4.76 mm. d = 0.40 mm.
1'1w = 1.59 mm. d = 0.09 mm.
<lw = 1.59 mm. d = 0.15 mm.
0.0
0.0 40.0 60.0 80.0
a/d
Figure 4. Data for E vs. the scaled amplitude, ajd for both the TW instability (line)
and for the coarsening instability (points).
- 0.05
~ 0.04
~ 0.03
0.02
0.050 0.01
0.0 15.0 30.0
P(Torr)
0.040
B 0~ 00 0 DO
0 0 0
0.030
0.020 Oa = 0.406 mm
na=1.151mm
Oa = 7.087 mm
100.0 200.0 300.0 400.0 500.0 600.0

P(Torr)
Figure 5. Height of a sand heap versus pressure for various vertical shaker amplitudes,
a.
£, of a molecule. A simple geometric argument suggests that this occurs

for £ ~ O.ld, and since £ <X p-I, where P is the gas pressure, this will
occur at low enough pressure. In fact, a simple calculation for air indicates
that £ = O.ld at just the pressure where the heaping falls off. We will
present analysis elsewhere which considers the transition from the ordinary
viscous (Darcian) regime to the Knudsen regime. Suffice it to say, that a
simple model for a Knudsen-type flow indicates that the heaping will stop
as P----+ 0, unlike the case for a viscous gas[4].
The role that the gas plays is clear by following individual grains or using
alternating layers of colored sand in the initial state. For small amplitude,
the material in the middle of the heap is static for very long times, whereas
for large amplitudes the material is carried well under the base of the heap,
and complete mixing occurs. Thus, gas carries grains under the base of
the heap from the valley region. At the same time, we expect that the gas
provides a levitating effect during part of the shake cycle which tends to
push up most strongly in the thickest part of the layer[19].
At higher r, other instabilities occur. For the tall layers of materials
which pertain to the previous discussion, there is a generic instability to
traveling waves (TW's). This instability is dependent on the existence of
a heap. Solitary pulses form at the base of the heap, and then propagate
both inward and up the surface of the heap. As with the coarsening insta-
bility, the relevant control parameter is E, not r. Specifically, the stability
boundary for the onset of TW's (Fig. 4) has a scaling form if the onset E is
plotted as a function of Ajd, whereas no such scaling exists if E is replaced
by r. The coarsening stability boundary and the TW stability boundary
lie close to each other, which suggests that they are inter-related.
There are additional transitions as r becomes relatively large. For ex-
ample, as r exceeds rb ~ 7 in the annular apparatus noted above, the
direction of roll rotation changes[9]. This seems similar to what was re-
cently reported by Aoki et al.[lO] who observe convections rolls with finite
wavelength over a similar regime in r. Finally, if these systems are driven
yet more strongly, they can exhibit a bubbling transition. In this case, bub-
bles begin to occur at a well defined rb. These are very complex structures,
but the mean size of the bubbles and the rate of production follow a simple
set of rules which suggest deterministic underlying strucuture: namely, the
typical bubble size varies as S ,...., (r- rb) 112, whereas the mean bubbling
rate is nearly independent of r above rb·
3. Horizontally Shaken Systems
A much less studied system is that where the shaking is horizontal, or where
the shaking is both horizontal and vertical at the same time. We note a few
platform
Elec.tro-magnetic
actuator
(Horizontal)
Figure 6. Sketch of the apparatus for simultaneous vertical and horizontal shaking. This
appar atus also has a porous b ase, so that it is possible to fluidize the layer independent
of the shaking.
recent efforts[15- 18]. Here, we present some of our recent results.

In order to carry out the present experiments, we have constructed the
apparatus of Fig. 6. This allows us to independently control the shaking
in the vertical (i.e. z-direction) and the horizontal direction (x-direction).
Hence, there can be both a v ertical and a horizontal acceleration, r v and
rh, respectively. The apparatus also has the capability of providing a well
distributed gas flow from beneath. Hence, we can control the dilation and
strength of contacts of the grains .
We briefly consider pure horizontal shaking first. Perhaps not too sur-
prisingly, the transition to flow is hysteretic, as shown in Fig. 7. The amount
of the hysteresis, and the actual transition points depend on the material.
When flow occurs, typically in a layer of thichness H , there is back and
forth sloshing of the grains in the direction of shaking. But, in addition,
there is a transverse flow a grains in the horizontal direction normal to
the shaking, as well as vertical flow, so that there are "convection rolls"
aligned along the shaking direction. This transverse flow occurs because
the material is sheared against the long side, and hence strongly dilated
there. Grains fall downward in this region, and then are pushed inwards
eventually towards the upper (free) surface. This convective flow depends
o Decreasing f
20 Glass • Increasing f
0.4 rc r 0.6 0.8 l.O
Figure 1. Data for the height of the fluidized (i.e. flowing) part of the layer under purely
horizontal shaking. The transition to flow is hysteretic, with the amount of hysteresis
dependent on such things as the particle roughness.
012
• •
i
>"
008
••
0.04
• •f=2.0hz
Jo1=30hz
•!=50hz
• ••
000o'co~~,o""'o~--co,'"'oo,---------oao'"'.oc-~40.o
Am(crTVs)
Figure 8. Data showing the velocity of grains fallil'lg along a side wall as a function of
the typical horizontal velocity. Thus, the convection along the sidewalls is induced by the
shearing there.
Figure 9. Data for the height of the heap vs. r h for fixed r v = 0.682 . Up to r h ::: 0.6, the
heap is stationary in the frame of the shaker, following t ransients; thereafter convective
flow sets in.
Figu.re 10. When t he frequency of t he horizontal and vertical shaking differ by a rela-
tively small amount, the result is a back and forth sloshing of t he heap, as seen by this
streak image obtained by tracking dark particles.
simply on t he speed of flow along the side wall in t he shaking direction, as

seen in Fig. 8, which shows data for the velocity of grains falling along a
side wall as a function of the typical horizontal velocity.
a.oo';;-o---,;";;-.-------,;';;,.-----'
HonzonlaiPosLILon(cm)
Figure 11. The effect of the sloshing for differing horizontal and vertical frequencies is
seen clearly in this image for the locus of the top of the heap vs. time.
Finally, we conclude with a discussion of simultaneous vertical and hor-

izontal shaking. Here, we have identified some interesting results from a
larger study. First, we consider what happens if the two shaking frequen-
cies are the same. If the vertical shaking is fixed at a r v below threshold for
the normal heaping instability and rh is increased, we first see a transition
to the formation of a static heap which forms on only one side of the con-
tainer (depending on the relative phase of the two directions of shaking)
as in Fig. 9. This occurs because the mobility of the grains is high only
during part of the vertical shake cycle, leading to heaping against the wall
which pushes on the material during the high-mobility time of each shake
cycle. Only for sufficiently high r does flow begin, in which case, the heap
decrease in height.
If the frequencies of the two directions of shaking differ by a small
amount then this effect has a rather novel consequence as seen in Fig. 10
and Fig. 11. In this case, the high-mobility time period shifts. In these
two figures, we show the effect this has by time-lapse images of particle
tracks, and by showing the locus of top of the heap vs. time. The result is
a periodic sloshing of the heap from one side to the other, determined by
the difference frequency of the two shaking directions.
4. Conclusions
We conclude with a few brief comments. First, granular systems exhibit

a host of complex and fascinating behavior. We have focused on vertical
and horizontal shaking. Regarding vertically shaken granular materials, we

now have a rather complex phase diagram, but only pieces of the relevant
physics are understood. For horizontally shaken or vertically and horizon-
tally shaken systems, we are just beginning to understand the relevant
dynamics.
Acknowledgements. This work has been carried out in collaboration
with Chris Beasley, Brian Miller, Corey O'Hern, and Hyuk Pak. This work
was supported by NASA under grant NAG3-1917 and by the National
Science Foundation under Grant DMR-9321791, and DMS-9504577.
References
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R. P. Behringer, Physics Today 49, 32 (1996); and Rev. Mod. Phys 68, 1259 (1996);
D. Bideau and J. Dodds (eds.) Les Bouches Series, Nova (1991); Granular Matter: An
Interdisciplinary Approach, ed. A. Mehta, (Springer, NY, 1994).
2. M. Faraday, Phil. Trans. R. Soc. London 52 299 (1831).
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5. F. Melo, P. B. Umbanhower and H. L. Swinney, Phys. Rev. Lett. 72, 172, (1994).
6. F. Melo, P. B. Umbanhower and H. L. Swinney, Phys. Rev. Lett. 75, 3838 (1995).
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8. E. van Doorn and R. P. Behringer, Phys. Lett. A. in print, (1997).
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50 R1762 (1994); S. Luding, H.J. Herrmann and A. I3lumen, Phys. Rev. E 50, 3100
(1994).
12. P. Umbanhowr, F. Melo, and H. L. Swinney, Nature 372, 793 (1996).
13. J. Duran, T. Mazozi, E. Clement, and J. Rajchenbach, Phys. Rev. E 50, 3092 (1994).
14. J. B. Knight, H. M. Jaeger, and S. R. Nagel, Phys. Rev. Lett. 70, 3728 (1993);
E. E. Ehrichs, H. M. Jaeger, G. S. Karczman, J. B. Knight, V. Yu Kupperman, and
S. R. Nagel Science, 267, 1632 (1995); J. B. Knight, E. E. Ehrichs, V. Y. Kupperman,
J. K.Flint, H. M. Jaeger, and S. R. Nagel, Phys. Rev. E. (1996).
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833 (1997).
16. T. Poschel, J. Phys. I France, 4, 499, (1994).
17. S. G. K. Tennakoon and R. P. Behringer, submitted for publication (1997).
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19. E. van Doorn and R. P. Behringer, Europhys. Lett. in print (1997).
PATTERN FORMATION IN VERTICALLY VIBRATED
GRANULAR LAYERS: EXPERIMENT AND SIMULATION
M. D. SHATTUCK, C. BIZON, PAUL B. UMBANHOWAR,

J. B. SWIFT AND HARRY L. SWINNEY
Center for Nonlinear Dynamics
and Department of Physics
The University of Texas at Austin
Austin, TX 78712
Abstract. We report on pattern formation in experiments and simulations

of vertically vibrated granular layers. We find that initially fiat vibrated
layers lose stability to sub-harmonic standing wave patterns when the driv-
ing acceleration is increased to about 2.5 times gravity. Patterns can be
squares, stripes, hexagons, or localized structures (oscillons), depending on
frequency and acceleration. Event driven simulations show excellent quali-
tative and quantitative agreement with the experiments.
1. Introduction
In this article, we review our recent work on pattern formation in vertically

vibrated granular layers [1-4]. Other similar experiments showing convec-
tion and heap formation [5], size segregation [6], and bubbling [7] result from
a combination of side wall friction and interaction with the interstitial gas
[8]. In our experiments we diminish these effects by using thin layers (i.e.,
the horizontal size of the system is much larger than the depth), which lim-
its the effects of the walls, and evacuating the system, which eliminates the
interaction with interstitial gas. Under these conditions vertically vibrated
granular layers yield a variety of standing wave patterns which oscillate at
either one-half or one-quarter of the vibration frequency f. The planform
of the pattern is determined by two control parameters, f and the accel-
eration amplitude, r = 27T Af 2 I g, where g is the gravitational acceleration
constant and A is the oscillation amplitude. Depending on the values of
r and f, squares, stripes, hexagons, and localized structures can be seen
613
614 M. D. SHATTUCK ET AL.
Digital
Camera Computer
7
Test Cell
3
STRIPES (f/2)
Electro·
Mechanical 2 t::::::~~,.,..,.<>-<looooo<,_;_:_,J
shaker FLAT
110 30 50 70 90 110
f (Hz)
(a) (b)
Figure 1. (a) Schematic of the experimental apparatus showing the test cell, the shaker
and the imaging system. The camera can be placed above, to produce images like those
in Fig. 2, or to the side of the test cell, to produce images like those in the top of
Fig. 3(b). (b) Phase diagram for a 1.2 mm deep layer of 0.15-0.18 mm bronze spheres
showing transitions between pattern states. The dashed lines indicate the square/stripe
transition. Solid (open) circles and squares denote transitions with increasing (decreasing)
r.
[2-4]. In order to facilitate a microscopic understanding of the system, Bi-

zon et al. have developed an event driven simulation which reproduces the
observations at the experimental values of the control parameters [1].
2. Experimental Apparatus
The experiment consists of a container (typically cylindrical, of diameter=
126 mm) filled with a thin layer of particles (2-30 particle diameters deep)
and vibrated sinusoidally (Asin(21rjt)) in the vertical direction by an in-
dustrial electro-mechanical shaker [see Fig. 1(a)J. The top and sides of the
cell are transparent for visualization by a high speed digital camera; the
bottom is aluminum. Many different types of particles (e.g., bronze, lead,
glass, plastic, rice, etc.) and diameters (0.05-3 mm) have been used, but
typically bronze spheres sieved to a range of 0.15-0.18 mm diameter are
used. The physical control parameters are the amplitude A, varied up to
1 em, and the frequency f, varied from 10 to 200 Hz. Experiments are
typically performed at constant r and f is varied.
3. Patterns
When the layer is shaken at an acceleration below r = 1, it remains station-
ary in the reference frame of the cell. For r c > r > 1, the layer separates
PATTERN FORMATION IN VIBRATED GRANULAR LAYERS 615
(a) {b) (c)

Figure 2. Patterns formed in 0.15-0.18 mm bronze spheres in a 126 mm container. An
80 mm x 80 mm section is shown. The images are created by low angle strobed light. (a)
squares, I = 22Hz, r = 2.5, H = 4 particle diameters; (b) stripes, I =47Hz, r = 2.5,
H = 4 particle diameters; (c) hexagons, I= 67Hz, r = 4.0, H = 7 particle diameters.
from the bottom plate of the cell for a portion of the cycle, but the top and
bottom surfaces of the layer remain flat, even though the layer is in free
flight , until a critical acceleration r c is reached and the flat layer becomes
unstable to spatially periodic standing waves, which oscillate at f / 2 2[ ].
As the acceleration is increased further, a bifurcation sequence is observed
[Fig. 1 (b)]. The pattern at onset has a 10% hysteresis in r at low frequencies
and is squares at low frequencies [Fig. 2(a)J and stripes [Fig. 2(b)J at high
frequencies. When r is increased to about 4, both squares and stripes lose
stability to hexagons [Fig. 2(c)] . At still larger r the layer is thrown so high
that it impacts the plate only once every other oscillation and hexagons
become unstable to a flat layer which oscillates at f /2. Because the layer
oscillates at f / 2, two phases with respect to t he driving frequency can
co-exist in t he cell forming a kink between the regions of different phase.
Further increases in r cause the sequence of bifurcations to be repeated,
except the pattern now oscillates at f /4. From r = 7 to 10 (the largest r
studied) a disordered state exists. Melo et al. [3) explain most of this phase
diagram using a simple model which treats t he layer as a single totally
inelastic ball.
4. Localized Structures - oscillons
Umbanhowar et al. [4] found that in deeper la yers( > 13 particle diameters),
localized structures [Fig. 3] form as r is lowered below the point where
squares or stripes are stable. The range of stability for these structures,
named oscillons, is small: 2.4 < r < 2.5 and 20 < f < 35Hz for a ayer l of
0.15- 0.18 mm bronze spheres at a depth of 17 particle diameters. Oscillons
are stable localized structures oscillating at f /2, just like the standing wave
patterns described above. Figure 3{a) shows two oscillons in a 126 mm
616 M. D . SHATTUCK ET AL.
(a) (b)
Figure 3. (a) Oscillons observed using 0.15- 0.18 mm bronze spheres, 17 particle diam-
eters deep in a 126 mm cell at f =26Hz and r = 2.54. (b) Side and top views of single
oscillons. The left and right images are separated by one container oscillation.
diameter cell. This snapshot shows that, due to the sub-harmonic nature
of this pattern, two phases of oscillons can coexist. Figure 3(b) shows close
up side and top views of the oscillon in each phase. Oscillons of unlike
phase can bind to form pairs, chains, and other complex structures with
coordination number up to three [4].
5. Numerical Simulation
In an effort to understand the pattern formation described above, and its

connection to the microscopic grain interactions, Bizon et al. [1] have devel-
oped an event driven numerical simulation of this granular system [9- 11].
In this type of simulation time advances from collision to collision with bal-
listic motion between collisions. A sorted list of the time-to-next-collision is
maintained for each particle and is used to determine the next collision. The
simulation advances through the collision using a model which maps the
velocities and angular velocities of each particle before the collision to their
values after the collision. Linear and angular momentum are conserved in
collisions, but not energy. The collision duration is assumed zero, therefore
limiting the particle interactions to binary collisions. Interactions with the
four walls and the bottom plate are treated like particle-particle interac-
t the
tions with one particle's (i.e., the wall's) mass going to infinity. To est
validity of t he model, experiments were conducted for conditions as close
as possible to the simulation. Either 60000 or 30000 particles were used in a
square container which is 100 particle diameters on each side, correspond-
PATTERN FORMATION IN VIBRATED GRANULAR LAYERS 617
-c
<D
E
·:;:::
(a) (b) (c) (d)
<D
0.
><
w
Figure 4. Comparison of standing wave patterns obtained in experiment and simulation:

(a) squares, (b) stripes, (c) and (d) alternating phases of hexagons. All Patterns oscillate
at f/2. The layer depth is 5.42 particle diameters. The experiments use lead spheres sieved
between 0.5- 0.6 mm in a container which is 100 particle diameters on each side.
ing to layer depths of H = 5.42 and H = 2. 71 particle diameters respec-

tively. Experiments and simulation are compared using a non-dimensional
frequency f* = .f VJl79. In the experiment the particles were lead spheres
sieved between 500 and 600 mm. In the simulation, three collisional par-
ticle properties - the coefficient of friction J.t , the normal coefficient of
restitution e, and the cutoff for the rotation coefficient of restitution {3 0 -
must be determined. The value of {3 0 is taken from the literature [12, and
references therein]. e and J.t are determined by adjusting their values until
the wavelength of the pattern in the simulation and experiment matched
in two specific runs, r = 3.0, f* = 0.205, H = 2.71 (for e), and r = 3.0,
f* = 0.534, H = 5.42 (for J.t). Figure 4 shows patterns obtained in the
simulation and experiment at the same values of control parameters which
are denoted by points on the phase diagram (Fig. 5(a)) labeled (a)- (d).
The labels (e)- (h) in Fig. 5(a) denote further runs which show the same
excellent agreement as in Fig. 4. The measured pattern wavelengths for
various f* , in experiment and simulation agree well, even when comparing
the simulation in a cell 100 particle diameters wide with experiments in a
large container with a diameter of 982 particle diameters [Fig. 5(b )].
Acknowledgements. This research is supported by the U.S. Depart-
ment of Energy Office of Basic Energy Sciences and the Texas Advanced
Research Program.
618 M. D. SHATTUCK ET AL.
8,-------~--------~------,
hexagons (f/4) 20 ~
>l/< X Exp., N = 2.71
7 h)
r:P"x Dsim.,N=2.7t
disordered
stMpes (f/4) 0 + Exp., N = 5.42
g) 10 [r /':,
Sim., N = 5.42
•(e) flat(f/2)
').,* ~ • Exp., N = 5.42, large IJD
~
4
~
squares'~ ~
hexagons (f/2)----=--===
/':, ~
>t'ti......
3 (f/2) :.'' ·' •(b) stripes (f/2)
•Po.._,_, /':,
2 !I at ....-+.
0 0.2 f 0.4
f* 2
(a) (b)
Figure 5. (a) Phase diagram from the experiments for layer depth of 5.71 particles.
The parameter values used for the patterns in Fig. 4 are indicated by (a) through (d).
Solid lines denote the transitions with increasing r, and dotted lines denote transitions
for decreasing r. Shaded areas show transitional regions between stripes and squares. (b)
Wavelength vs. frequency from simulations and experiments with r = 3.0. The + and X
points are obtained from experiments with lead spheres (D = 0.55 mm) in a container
100 particles on each side, while the • points correspond to experiments with bronze
spheres (D = 0.165 mm) in a container with a diameter 982 particles.
References
1. Bizon, C., Shattuck, M. D., Swift, J. B., McCormick, W. D., and Swinney, H. L.
(1998). Patterns in 3D vertically oscillated granular layers: Simulation and experi-
ment. Phys. Rev. Lett., in print.
2. Melo, F., Umbanhowar, P., and Swinney, H. L. (1994). Transition to parametric
wave patterns in a vertically oscillated granular layer. Phys. Rev. Lett., 72:172-175.
3. Melo, F., Umbanhowar, P. B., and Swinney, H. L. (1995). Hexagons, kinks, and
disorder in oscillated granular layers. Phys. Rev. Lett., 75(21):3838-3841.
4. Umbanhowar, P., Melo, F., and Swinney, H. L. (1996). Localized excitations in a
vertically vibrated granular layer. Nature, 382:793-796.
5. Evesque, P. and Rajchenbach, J. (1989). Instability in a sand heap. Phys. Rev.
Lett., 62:44-46.
6. Knight, J. B., Jaeger, H. M., and Nagel, S. R. (1993). Vibration-induced size sepa-
ration in granular media: The convection connection. Phys. Rev. Lett., 70(24):3728-
3731.
7. Pak, H. K. and Behringer, R. P. (1994). Bubbling in vertically vibrated granular
materials. Nature, 371:231-233.
8. Pak, H. K., Van Doorn, E., and Behringer, R. P. (1995). Effects of gases on granular
materials under vertical vibration. Phys. Rev. Lett., 74:4643-4646.
9. Marin, M., Risso, D., and Cordero, P. (1993). Efficient algorithms for many-body
hard particle molecular dynamics. J. Comput. Phys., 109:306-317.
10. Luding, S., Clement, E., Blumen, A., Rajchenbach, J., and Duran, J. (1994). Anoma-
lous energy dissipation in molecular-dynamics simulations of grains: The "detach-
ment effect". Phys. Rev. E, 50(5):4113-4120.
11. Rapaport, D. C. (1980). The event scheduling problem in molecular dynamics
simulation. J. Comput. Phys., 34:184-201.
12. Walton, 0. R. (1993). Numerical simulation of inelastic, frictional particle-particle
interactions. In Roco, M. C., editor, Particulate Two-Phase Flow, pages 884-911.
Butterworth-Heinemann, Boston.
FARADAY PATTERNS
IN 2D GRANULAR LAYERS
L. LABOUS AND E. CLEMENT

Universite Pierre f3 Marie Curie (Tour 22 - case 86)
4, place Jussieu
75282 Paris Cedex
Abstract. We stndy by means of computer simulations a surface wave

instability occurring in a thin vibrated layer of grains. We propose a scenario
for the driving mechanism and relate the high frequency selected cutoff
wavelength to an intrinsic pattern forming instability of a thin granular
stripe.
1. Introduction
In a recent series of experiments, Melo et al. [1, 2] have reported a pattern

forming instability for the vertical vibration of a 3D thin layer of grains. Pre-
vious observations of standing wave patterns were also reported in [3]. The
apparent phenomenology of the patterns (squares, stripes, hexagons, local-
ized structures) is strongly reminiscent of a parametric instability occurring
in fluid layers called the Faraday instability [3, 4]. Theoretical models have
been proposed to render the pattern forming instability [5, 6]. Experiments
were also performed on granular layers confined in 2D and the dispersion
relation was related quantitatively to the dispersion relation observed in
3D [7]. Numerical simulations were obtained in this 2D geometry, using an
event driven algorithm[8, 9] as well as a soft-particle algorithm [10] which
reproduced qualitatively the phenomenon. Bizon et al. [11] also performed
3D simulations. Nevertheless, there is so far no clear vision of the basic
mechanisms driving the instability in spite of various empirical determina-
tions of the dispersion relation.
619
620 L. LABOUS AND E. CLEMENT
Figure 1. Display of typical peak patterns obtained from simulations. r = 3.6 , f = 12Hz,
Nh = 12.
2. Numerical simulations
In the present work, we perform numerical simulations capable of reproduc-

ing the phenomenology of the 2D experiment. This gives us direct access
to density, pressure and temperature field and, as we proceed to show, pro-
vides a good insight into the driving and instability mechanism. To do so,
we optimize (see [12]) an algorithm based on an event-driven procedure of
the type already used by Luding et a1.[8]. This is done according to the
suggestions of Lubaschevsky [13]. The system we investigate consists of N
beads in a container of size L , constrained to move in 2D. The bottom
plate moves vertically with a trajectory z(t) = Asinwt (A is the amplitude
A and f = w/(2rr) the frequency). The boundary conditions are periodic.
The procedure describing the binary collisions between beads is discussed
in more details in Ref. [8]. To avoid as much as possible the inelastic col-
lapse, the frontal restitution coefficient is taken to decrease slightly with
velocity: e( u) = 1 - c: 0 u 115 , with u the relative velocity in normal direction.
The physical foundations of dissipation and momentum transfer in binary
collisions can be found in Ref. [14].
Details and numerical values can be found in [12]. The N spheres of
diameter d are initially packed in the cells with horizontal width L, the
layer thickness is defined as H = jiNhd. A typical display of the peak
patterns obtained in simulations is shown in Fig. 1.
3. Phenomenology - Driving mechanism
For a relative acceleration r = aw 2 / g situated in a moderate range between

the instability threshold r ~ 2.5 up to r = 4, an instability occurs and a
stationary pattern is obtained with a wave length A roughly independent of
r (an increase of a few percent can sometimes be evidenced). This pattern
is made of peaks for which minima and maxima exchange positions at each
period of excitation.
In Fig. 2, pictures of the layer are displayed for phases correspond-
ing to the two times: Figs. 2a and 2b are a zoom on the layer showing a
map of the density distributions p(x, z). Fig. 2a is at the end of the free
PARAMETRIC DRIVING AND PATTERN FORMATION 621
X X
Figure 2. Display of the layer in the free flight phase ((a) and (c)) and in the energy
input phase((b) and (d)): (a) and (b) are the density maps. Darker areas correspond to
higher densities; (c) and (d) are the average mass fluxes
flight phase ( computed in the laboratory reference frame. In general, the
peak zones collide slightly later than the minimum zones. This is due to the
general presence of an arch, as observed experimentally and numerically.
The early collision of the lower density regions with the plate evacuates
matter upwards and the later impacts of the higher density regions are
very energetic. These regions of high pressure transfer large horizontal mo-
mentum to regions of low pressure and therefore, two horizontal energetic
mass flows coming from the former peak positions collide head-on at the
place where a dip was formerly present. Due to the presence of the bottom
plate, this collision results as a momentum flux in the upward direction (see
Figs 2b and 2d). The spatial distribution of extra upward momentum will
mark the place for a new peak when the layer leaves the plate again.
4. Dispersion relation
A study of the dispersion relation shows that the wavelength .>. is a decreas-
ing function off, until it reaches a saturation value below which it does not
decrease anymore. Details are given in [12]. We noticed, when comparing
with the dispersion relation for gravity waves in fluids [15], t hat in gen-
eral w 2 14gk = 0(1), with k = 2ni.X. (except for the saturated values). The
non-saturating regime is consistent with a mechanical picture where the
average momentum density or the mass flux transferred during the energy
input phase (~ PVimpactfT) is driven by a pressure difference on the scale
of a wave length (;: :; ; 6.P I.>..). In contrast to fluids [15], we do not get a shal-
low channel regime marked by a different scaling behavior, since for large
35.0
30.0 00
o••
~ •
~ 25.0
0
•
~"'·
"""
0 •
+
~ 0
20.0
0
0
•
15.0
15.0 20.0 25.0 30.0 35.0
Asa/d
Figure 3. Early time wave length A (open symbols) and stripe wave length As (filled
0
symbols) as a function of the saturation wavelength Asat: (circles) d = l.Omm, Nh = 6;

(squares) d = l.Omm, Nh = 12; (diamonds) d = 1.5mm, Nh = 12. The cross in the lower
right part of the graph represents the typical error bar.
wavelengths, the layer can distort and the scale of the driving pressure is
fixed by the amplitude of the sheet motion (the height of the peaks) and
not by the channel depth.
5. High frequency saturation
Now, we focus on the saturating regime obtained at high frequencies. We

measure the saturation wave length for various couples of parameters (Nh, d).
For a given set of experiment (Nh, d being fixed) we follow the birth of the
patterns. At a given acceleration, if the vibration frequency is such that
the pattern would give a wave length much larger than Asat (N h, d), we cal-
culate the horizontal density distribution a(x) = J p (x, z) dz. The power
spectrum of this distribution Sk =< ukuk >, is monitored in time. We
observe that at early times, a short wavelength structure appears charac-
terized by a wave number k 0 = 21rjA. 0 • As time proceeds, this wavelength
increases and reaches its steady-state value. In parallel, we observed an in-
crease of the amplitude of the layer distortion. In Fig. 3, we report this early
time selected wave length >.. 0 , as a function of the saturation wavelength for
various sets of experiments (Nh,d). We observe that A. 0 ~ Asat(Nh,d). A
close look at early times shows that the density patterns are initially pro-
duced by horizontal fluxes stemming from an instability generated by the
inherent local dissipation of granular gases. This is strongly reminiscent of
an instability already reported and studied for uniform granular gases [16]
but now, we are in the specific situation of a layer expanding freely into
vacuum.
PARAMETRIC DRIVING AND PATTERN FORMATION 623
(a) !
.~~) . '·. . . . ...:· ... ·. As
~~it~~;;~~!~fi.;1~1f~
... . •'
Figure 4. Pattern formation in a free evolving granular stripe. (a) Layer at initial time
prepared in a triangular packing (Nh = 9 and d = lmm) with a mean random velocity
Uo = 0.3m.s- 1 and a mean bead spacing so= 0.03d. (b) Layer after 0.12s.
6. A "clustering" experiment
In Fig. 4a, we represent a granular stripe with free boundaries, to which an

initial kinetic "temperature" was given using a random angular distribution
of velocities with an absolute value U0 and an initial separation s 0 :::::: 0.03d.
After some time, a structure appears markedly in the form of stripes with
a typical wave length ,V (see Fig. 4b). We noticed on the density spectrum
that the structure already appears after several hundreds of collisions per
particle with almost the same wave length, but for the sake of clarity, we
present on Fig. 4b, an image of the layer after an elapsed time such that
the density modulations are visually striking. A more detailed study of
this phenomenon will be presented elsewhere [17]. The values of A8 for
different parameter sets (Nh, d) are displayed in Fig. 3. Clearly, we obtain
the identity: A8 :::::: A0 :::::: Asat (Nh, d). Therefore, given a granular layer, when
the frequency is increased, the wavelength cannot decrease to values smaller
than the natural dissipative length which appears in the cooling granular
stripe experiment. As described in Fig. 1, the large densities, due to impact
with the piston will be the locus of higher pressure fields and a motion
will be sustained creating momentum fluxes from higher pressure regions
to lower pressure regions and the parametric motion is sustained with this
minimum wave length.
7. Conclusion
In conclusion, we focused on the driving mechanisms which sustain sta-

tionary parametric patterns in a granular layer. We find that horizontal
density modulations are crucial to promote internal pressure modulations
during the energy input phase. High horizontal density regions develop high
internal pressure and trigger an horizontal momentum flux flowing to the
lower density regions. The collision of horizontal momentum fluxes creates
a vertical change of direction and is at the origin of the peak growth dur-
ing the free flight phase. A look at the dispersion relation for various layer
heights and bead diameters shows a regime where .\w 2 jg = 0(1), this num-
ber being smaller for shallow channels and larger for wide channels. This
relation corresponds to a driving mechanism where the pressure difference
is controlled by the peak amplitude reached in the free flight phase. In the
limit of high frequencies (acceleration being constant), a saturation at a
minimum wavelength is evidenced and we relate this length to an intrinsic
pattern formation, which spontaneously occurs in dissipative gases.
Acknowledgements. We thank Dr S.Luding and Dr J.Rajchenbach
for many discussions. L.M.D.H is the URA 800 of the C.N.R.S.
References
1. F. Melo, P. Umbanhowar, and H. Swinney, Phys. Rev. Lett. 72, 172 (1994); ,ibid
75, 3838 (1995).
2. P. Umbanhowar, F. Melo, and H. Swinney, Nature (London) 382, 793 (1996).
3. S. Fauve, S. Douady, C. Laroche, J. Phys.(Paris) 50, Suppl. 3, 187 (1989); S. Douady,
These Ecole Normale (Paris) 1989.
4. M. Faraday, Philos. Trans. R. Soc. 52, 299 (1831).
5. D. H. Rothman, preprint.
6. L. S. Tsimring and I. S. Aronson, Phys. Rev. Lett. 79, 213 (1997).
7. E. Clement, L. Vane!, J. Duran, and J. Rajchenbach, Phys. Rev. E 53, 2972 (1996).
8. S. Luding, E. Clement, J. Rajchenbach and J. Duran, Europhys. Lett 36, 247,
(1996).
9. M.D. Shattuck, C. Bizon, P. Umbanhowar, J. B. Swift, and H. Swinney, in Powder
and Grains 1997, p. 429 Proceedings of the I I Fd Intern. Conf. on Powder & Grains,
Durham, ed. by R. P. Behringer and J. T. Jenkins (Balkema, Rotterdam, 1997).
10. K. M. Aoki and T. Akiyama, Phys. Rev. Lett. 77, 4166 (1996).
11. C. Bizon, M. D. Shattuck, J. B. Swift, W. D. McCormick, and H. L. Swinney,
preprint.
12. L.Labous and E.Clement, submitted to Europhys. Lett ..
13. B. D. Lubaschevsky, J. Comp. Phys. 94, 255 (1991).
14. W. Goldsmith Impact, the Theory and Physical Behavior of Colliding Solids (Ed-
ward Arnorl, London, 1960); 0. Walton and R. Braun, J. Rheol. 30, 949 (1983);
S. F. Foerster et al, Phys. Fluids 6, 1108 (1994); L.Labous, A.D. Rosato and
R.N.Dave, Phys. Rev. E, 56, 5715 (1997).
15. L. D. Landau and E. Lifschitz, Fluid Mechanics (Pergamon Press, London, 1963).
16. I. Goldhirsch and G. Zanetti, Phys.Rev.Lett. 70, 1619 (1993); S. McNamara and
W. R. Young, Phys.Rev.E 53, 4673 (1994).
17. L.Labous and E.Ciement, in preparation.
IS THERE A CRITICAL ACCELERATION FOR THE ONSET
OF CONVECTION?
THORSTEN POSCHEL AND THOMAS SCHWAGER

Humboldt- Universitat zu Berlin, Institut fur Physik,
Invalidenstrajle 110, D-10115 Berlin, Germany
Abstract. Suppose granular material is shaken vertically with z(t) =

Ao cos(wot). Can we expect to find convection if A 0 w5 < g? By means
of theoretical analysis and computer simulation we find that there is no
critical r = lAo Iw5fg for the onset of convection. Instead we propose a
modified criterion which coincides with r = 1 for small frequency w0 .
1. Introduction
In vertically shaken granular material one observes various macroscopic ef-

fects, such as convection [1-3], surface fluidization [4-6], spontaneous heap
formation [7, 8], surface patterns [9-12], oscillons [13] and others. The com-
mon feature of all these effects is that particles change their position with
respect to each other. If a single hard particle is shaken, one agrees that it
cannot move as long as during the entire period of shaking the acceleration
due to gravity g exceeds the upwards acceleration of the shaker. For the
case of sinusoidal motion z(t) = Ao cos(wot) with amplitude this condition
is given if r = Aow5/ g < 1.
We want to discuss the problem whether in a granular material particles
at the surface can separate from each other even if r < 1. At first glance
the problem seems to be trivial, however, one has to take into account that
there is a nonlinear interaction of touching grains.
There is a controversial discussion in the literature whether there is
a critical value of Froude number r c = IAo Iw5/ g below which the above
mentioned effects vanish. In many experimental observations (e.g. [1, 5, 8,
9, 14, 15]) and computer simulations (e.g. [15]) such a critical number r c
was found. Several authors believe that the value is r c = 1. In numeri-
cal simulations, however, some authors have found surface fluidization and
625
626 THORSTEN POSCHEL AND THOMAS SCHWAGER
convection for r ;S 1 [3, 6, 16]. Gallas, Herrmann and Sokolowski [17] con-
cluded already 1992 from their numerical results "... that the current belief
that r determines the degree of fluidization is incorrect".
2. A one dimensional continuum model

We discuss the response of granular material with respect to vertical oscilla-
tion in the limit of a one dimensional approach: the lowest bead of a vertical
column of N identical spherical beads is shaken with zo = Ao cos wot and
the other beads move due to their interaction force and gravity g. Adjacent
spheres interact with their next neighbors by the force
(1)
with /-L and a being elastic and dissipative material constants, i.e. functions
of Young modulus, Poisson ratio and dissipation rate (for details see [18]).
~is the overlap 2R -lzk- Zk+li of adjacent spheres of radius Rand mass
m at positions Zk, Zk+ l· The height of the column is L = 2N R. The net
force experienced by the k-th bead reads, therefore
Fk,k+l - Fk-l,k = mik =
Vii/-L [~~el,k- ~~:~+1 J + Viia [~k-l,k J~k-l,k- ~k,k+l J~k,k+l J (2)

Introducing new coordinates uk = Zk - 2Rk (k = 0 ... N) the overlap of
two adjacent spheres can be written as
2R- Zk+l + Zk = uk- Uk+l = u(2Rk)- u(2R(k + 1)) (3)
u(2Rk)- u(2Rk)- 2R fJu I = -2R.!!__uk. (4)

[}z z=2Rk [}z
In (3) the discrete value uk has been replaced by u(2Rk) which allows for
a Taylor expansion. Eq. (2) turns into
(5)
(6)
A (7)
B (8)
CRITICAL ACCELERATION FOR THE ONSET OF CONVECTION? 627
A and B can be evaluated by Taylor expansion
Eqs. (9) and (11) contain only local variables, therefore we can drop the in-
dex k and the equation of motion (5) in continuum approximat ion including
gravity reads
u az (-!...u)~
-g-· 3npJ2{!_[~-t az
+a(-!...u
az y-~u CF:)]} (12)
-g- !._
az
[t;, (-!...u)
az
~- {3~u Cifu].
ataz v-~
(13)
Eq. (13) defines the abbreviatio ns t;, and {3. We are interested in the
critical parameters of driving (Ao, wo) when the N-th particle loses contact,
i.e. when UN > UN-1· According to the nonlinear interaction ofthe particles
the motion of all other spheres is not sinusoidal anymore, instead one finds
a superpositi on of many frequencies. We define the "response" R( wo) as the
ratio AN I A 0 where AN is the amplitude of the N-th particle at frequency
w0 which can be calculated by convoluting the motion ZN(t) with exp(iwot)
and A 0 is the amplitude of the driving vibration. Suppose ANWh I g 2 1 the
N-th particle separates from the N- 1-st. If we would find Ao < AN the
w5
critical Froude number r c = A 0 I g would be less than 1. We will show
that there is a range for wo where this is the case.
3. Solution of (13} in the limit of frictionles s motion

The boundary condition for Eq. (13) is (8ul8z)z=L = 0. To find the strain
of the material without external forcing (shaking) we consider the limit of
no damping (a= 0). With
z (14)
x= 1 - -
L'
Eq. (13) turns into
. (f)u) 6
1
With ~ = 0, 1 = ( g:~5)
uX x=O
(15)
Eq. (15) is defined for x E [0, 1], its time independent solution U(x) is
(16)
The solution of (15) can be considered as a superposition of the static

solution (16) and a perturbation w(x, T). Inserting u = U +win (15) yields
1
-1 +--
2 a [au ow]
--+-
3
2
1 ox ox OX
_12 +~~ox [(au)~+~

1 ox vrau
a;; owl
ax 2
~~ [x~
2 ox
ow]
ox (17)
We are interested in standing wave solutions w = T( T, O)X(x, 0) ofEq. (17)

and obtain
(18)
with n being a real number. Obviously for T(T,O) one gets T"' exp(inT).
The solution of the spatial equation
3
--
2
a( ax)
ox ox X3-
1.. 2
+OX=O (19)
can be found using the Ansatz

1 2 r.: 5
X(x, 0) = x3 j(y), y = -v60x6 (20)
5
which yields
(21)
Eq. (21) is the Bessel equation of order 2/5. Hence, the solution of (19) is
X(x, 0) = ( 6)i r (3)S

25
21
Osx3 J_% (2Sv({; 60x65) (22)
An expression containing 1 2; 5 would be a solution too, however, it does not

satisfy the boundary condition of (15). The factor has been chosen in order
to assure X(O, n) = 1.
4. The criterion for the onset of surface motion

The above defined response R is the ratio AN I Ao for given driving frequency
wo, or no, respectively. Since the zeroth particle corresponds to x = 1 and
the N-th to x = 0 we can write
1
R- 1 (n) = X( 1, n) = X(1
X(O,n) '
n) = (~)
25
5
r (~)
5
n~ J (~V6n)
-~ 5
(23)
The response R is an amplification factor, therefore, the value gI R( n) is

the critical acceleration of the driving vibration. R is larger than 1 for all
driving frequencies w. This means that for any driving frequency wo and
driving amplitude Ao the amplitude of the top particle of the column AN
at frequency wo will be larger than Ao. Hence, for ANw5lg = 1, i.e. when
the N-th particle separates from theN -1-st, we find Aow5fg = rc < 1.
Therefore, we replace the condition r 2: 1 which was supposed to be
the precondition for surface fluidization, convection etc., by
Aow5 = r 2: R-1 (wo). (24)

g
The function R- 1 (w) over w is drawn in Fig. 1 (full line). The curve
reveals pronounced resonances at Eigenfrequencies wk where R- 1 becomes
minimal. All experiments on surface fluidization and convection which can
be found in literature have been performed far below the first resonance.
Therefore, of particular interest to practical purposes is the limit of small
frequency w0 , i.e. below the first Eigenvalue. The Taylor expansion of R- 1 (0)
for small n yields
R- 1 = 1- ~n
5
2 + 0(0 4) = 1- ~5 ( g~2
L
5
~w) 2 + O(w 4 ). (25)
Given the container vibrates with frequency w0 • Then for the critical
amplitude Ao of the vibration when the top particle separates, i.e. when
the material starts to fluidize one finds
1
Ao = ..f!_ - ~ ( Ls ) 3 (26)
w5 5 g~2
Surprisingly even for very small frequencies where R- 1 -+ 1 one finds that
the critical amplitude is reduced by a constant as compared with glw5.
1.2 '
1.0
~=0.03 ~/
~=0.01 '
0.8
I 0.6
a:
0.4
0.2
0.0
0 2 4 6 8 10
0)
Figure 1. The reciprocal response R- 1 over driving frequency wo without damping,
Eq. (23) (full line). The dashed lines show numerical results based on integration of
Eq. (2) for damping (3 = 0.01 and (3 = 0.03.
5. Numerical solution including damping

Eq. (22) describes the behavior of the column of grains for the case of
purely elastic contact (a = 0). We have not been able to solve the full
Eq. (13) including damping in closed form, therefore we have solved Eq. (2)
numerically for different values of damping. The dashed lines in Fig. 1
display the reciprocal response R- 1 over Do with fixed amplitude A =
0.1 mm, elastic constant "" = 2000 m 7 12 js 2 and L = 50 m. Fig. 1 shows
that for small frequency Do and small damping a the theoretical curve (full
line) agrees well with numerical data.
Hence, we believe that at least for small enough damping the results
of the previous section remain correct, i.e. there is a region where one can
find surface fluidization, convection and other macroscopic effects even if
the maximum acceleration lies significantly below g.
6. Conclusion
We derived an equation of motion for a column of spheres on a vertically

vibrating table, representing a granular material in one dimensional approx-
imation. It is shown that the sphere on top of the column N can separate
from the N - 1-st even if the table oscillates with IAo Iw6 / g = r < 1. In
agreement with numerical simulations by Gallas et al. [17] we came to the
result that r is not the correct criterion for classification of phenomena
which occur in vibrated granular material.
We could show that instead of the widely accepted condition Aow6fg >
1 one has to satisfy Aow6fg > R- 1 where R- 1 is a function of w which is
always less than one. Numerical calculations with low damping agree well
with analytic results.
The described result is in contrast with several experimental investiga-
tions where a critical Froude number r c 2 1 has been measured. Whereas
the Froude number is certainly the proper criterion to predict whether a
single particle will jump on a vibrating table we suspect that this number
is not suited to be a criterion for surface fluidization of a column of spheres,
and the more not for a three dimensional granular material.
Acknowledgements. The authors wish to thank E. Clement, N. Gray,
H. J. Herrmann, H. M. Jaeger, S. Luding, S. Roux and L. Schimansky-Geier
for helpful discussions.
References
1. E. E. Ehrichs, H. M. Jaeger, G. S. Karczmar, J. B. Knight, V. Yu. Kuperman, and S.
R. Nagel, Science, 267, 1632 (1995); J. B. Knight, E. E. Ehrichs, V. Yu. Kuperman, J.
K. Flint, H. M. Jaeger, and S. R. Nagel, Phys. Rev. E, 54, 5726 (1996); J. B. Knight,
H. M. Jaeger, and S. R. Nagel, Phys. Rev. Lett., 70, 3728 (1993).
2. J. A. C. Gallas, H. J. Herrmann, and S. Sokolowski, Phys. Rev. Lett, 69, 1371 (1992).
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10. T. Metcalfe, J. B. Knight, and H. M. Jaeger, Physica A, 236, 202 (1997).
11. K. M. Aoki and T. Akiyama, Phys. Rev. Lett., 77, 4166 (1996).
12. E. Clement, L. Vane!, J. Rajchenbach, and J. Duran, Jaques, Phys. Rev. E, 53,
2972 (1996).
13. P. B. Umbanhowar, F. Melo, and H. L. Swinney, Nature, 382, 793 (1996).
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F. Melo, P. Umbanhowar, and H. L. Swinney, Phys. Rev. Lett., 75, 3838 (1995); P.
Evesque and J. Rajchenbach, Phys. Rev. Lett., 62, 44 (1989); E. Clement, J. Duran,
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Laroche, J. Physique, C3, 187 (1989); P. Evesque, Cont. Phys., 33, 245 (1992); 0. Zik
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Kalk-Gips, 46, 389 (1993).
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18. N. V. Brilliantov, F. Spahn, J. M. Hertzsch, and T. Pi:ischel, Phys. Rev. E, 53, 5382
(1996).
632
Antonio Coniglio (left) and Heinrich Jaeger

FRUSTRATED MODELS FOR COMPACT PACKINGS
ANTONIO CONIGLIO, MARIO NICODEMI

Univ. di Napoli, Dip. di Fisica,
Unita INFM and Sezione INFN di Napoli,
Mostra d'OltremaTe Pad. 19, 80125 Napoli, Italy
HANS J. HERRMANN
ICA 1, Universitat Stuttgart,
Pfa.fJenwaldTing 27, 70569 Stuttgart, Germany
EMANUELE CAGLIOTI
Dipartimento d'i Matematica, Universita d'i Roma "La Sapienza'
Piazzale Aldo Mora 2, 00185 Roma, Italy
AND
VITTORIO LORETO
P.M.M.H. E.S.P. C. I,
10 rue Vauquelin, 75231 Paris Cedex 05, France
Abstract. 'vVe review some properties of frustrated models which reproduce

the logaritmic relaxation in granular compaction.
1. Introduction
It is well known that when a powder or sand is gently shaken it com-

pactifies. This phenomenon is extremely important in many industrial and
technological problems, in which the density of the granular material needs
to be controlled. Unfortunately, the compaction process is extremely slow.
The experiment of Knight et al. [1] showed in fact a logarithmic relax-
ation under tapping. In this paper we will introduce a frustrated lattice gas
model [2] which exhibits numerically the same logarithmic behaviour under
tapping as found experimentally. The frustrated lattice gas model has also
been shown [3] to reproduce the glassy behaviour of supercooled liquids.
This suggest that a glassy behaviour may be relevant in the slow relaxation
present in the compaction process. We will therefore adapt the theory of
633
H.J. Herrmann et al. (eds.), Physics of Dry Granular Media, 633--638.
634 ANTONIO CONIGLIO, MARIO NICODEMI ET AL.
Figure 1. The two kind of lattice models described in the text. Left: The Tet ris model,
in which grains with two orientations diffuse on the lattice without overlapping and
changing orientation if too many neighbors are filled. Right: The Ising Frustrated Lattice
Gas, a model with two kind of part icles which diffuse (and flip) on a lattice with two kind
of quenched interactions (straight and dashed lines represent l'.ij = ±1 ). Filled circles are
present particles with "direction" si = +1 (black) and si = -1 (gray).
the glass transition of Adam and Gibbs [4] to granular compaction and
obtain a logarithmic relaxation followed by an exponential decay.
2. Frustrated lattice gas models

In granular packings frustration arises because the grains having differ-
ent shapes interlock and due to steric hindrance cannot move locally, ex-
cept through large scale cooperative rearrangement. With this considera-
tion in mind a frustrated lattice gas model with quenched disorder was
introduced [2, 5] to describe the peculiar behaviour of granular materials.
The model was studied numerically and in particular reproduced quite well
the force distribution of Liu et al. [6] (see Fig. 2) , Jansen's law, and the log-
arithmic relaxation found by Knight et al. in the compaction experiment.
More recently the model was modified in such a way that no quenched dis-
order but kinetic constraints were present [7]. The resulting model, called
Tetris, also shows a logarithmic relaxation and does not seem to change the
qualitative behaviour present in the frustrated lattice gas model.
To describe both models consider a system of particles which occupy
the sites of a square lattice tilted by 45°. The particles have an internal
degree of freedom Si = ± 1 corresponding to two orientations. Two nearest
neighbour sites can both be occupied only if the particles have the right
reciprocal orientation, in which case they will not overlap, otherwise if the
reciprocal orientation is wrong they will overlap and due to excluded volume
effect have to move apart.
In absence of vibrations the particles are subject only to gravity and they
move downwards fulfilling always the non-overlap condition. The effect of
vibration is introduced by allowing the particles to diffuse with a probability
P ·up to move upwards and a probability Pdown = 1 - Pup to move downwards.
Frustrated Models for Compact Packings 635
The quantity lnxo with Xo = Pup/Pdown as we will see, plays the role of an
effective temperature and can be related to the tap intensity amplitude.
The general model described above can be mapped on the following
lattice gas model Hamiltonian (in the limit J ~ oo),
H = f'L_ /ij(Si, Sj)ninj, (1)

(ij)
where ni = 0, 1 are occupancy variables, Si = ±1 are spin variables which

are associated to the two orientations of the particles, J represents the infi-
nite repulsion felt by the particles when they have the wrong orientations,
and /ij(Si, Sj) = 0 or 1 depending whether the configuration Si, Sj is right
(allowed) or wrong (not allowed).
The choice of /ij (Si, Sj) depends on the particular model. The tetris
model is made of elongated particles (see Fig. 1), which may point in two
(orthogonal) directions coinciding with the two lattice bond orientations.
In this case /ij(Si, Sj) is given by
. 1
/ij(Si, Sj) = 2(SiSj- Eij(Si + Sj) + 1), (2)
with Eij = +1 for bonds along one direction of the lattice and Eij = -1 for
bonds on the other. This Hamiltonian has an ordered "antiferromagnetic"
ground state, however, its dynamics has the crucial constraint that particles
can flip their "spin" only if sufficiently many of their own neighbors are
empty (3, in our simulations).
A real granular system may contain more disorder due to a wider shape
distribution or to the absence of a lattice. To introduce more disorder and
to take into account the stronger constraints due to the freezing of some
degree of freedom in the high density regime, a frustrated lattice gas model
was proposed in which /ij(Si, Sj) was given by
1
/ij(si, s 1) = 2 (Eijsisj- 1), (3)
and Eij = ±1 are quenched random interactions associated to the bonds of

the lattice.
These two models are two extreme simplifications and many other mod-
els can be be considered in between: for example, the number of internal
states could be q > 2 (Si = 1, 2... q) and the function /ij(Si, Sj) could as-
sume many different forms. However the two extreme models show similar
behaviour. This suggests that the results found are rather robust and will
not depend much on the details of the model.
The Hamiltonian (1) is without gravity. In presence of gravity there is
an extra term g L;i niyi, where g is the gravity and Yi is the ordinate of the
w·' L-._~~-~~-~~-~~_.__j
0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5
v
Figure 2. Force distribution P(v) as a function of weight v normalized by the mean
force felt by the sites, for a static configuration of density Ps = 0.764. Superimposed is
the fit function P( v) = avb exp( -c v ). The fit parameters are a = 12.4, b = 5.6 and
c = 4.6. The distribution P( v) becomes narrower when the bulk density increases and is
independent of the depth at which is measured.
particle i. The temperature T is related to the ratio xo = Pup/Pdown VIa

e-·2g/T = xa.
3. Numerical results
Both the frustrated lattice gas and Tetris model exhibit under tapping a
relaxation decay well described by the following logarithmic behaviour
p(t)- p(oo) 1
(4)
p(oo)- p(O) 1 + Bln(fo' + 1) ·
where p( oo), B ,and To are fitting parameters [2]. In Fig. 3 are plotted the
data for the frustrated lattice gas for various values of x 0 . The results repro-
duce the experimental data of Knight et al. In order to better understand
the origin of the logarithmic behaviour we note that the frustrated lattice
gas has been shown also to exhibit a glass transition. This suggests that
also in granular materials as the density increases a jamming transition may
occur analog to the glass transition. Therefore we may extend to granular
materials the same concepts used in the glass theory. One of the earliest
theory of the glass transition is the cooperative length approach of Adam
and Gibbs [4].
Frustrated Models for Compact Packings 637
0.0 ~~======:;;;;;;;;~-~
0.77
~0.765
8-0.2 lb 0.76
s
t:l.. ~ 0.755
<] 0.15
>._-0.4 Cl.0.745
~
I
0.74 ';;------,----------,,-------'
?. -0.6 s 102 2
0 tn
~
S-o.s
._,
t:l..
~2 5~2 5~2 5~2 5~

Bln(tlr0 t 1)
Figure 3. Experimental data from Knight et al. [1] (squares) and our MC data (circles)
rescaled according to Eq. (4). Inset: density p(T, xo; tn) from our MC data as a function
of tap number tn, for tap vibrations of amplitude xo = 0.001, 0.01, 0.05, 0.1 (from bottom
to top) and duration T = 3.28 · 10 1 . Here p(oo) is named p8 • The superimposed curves
are logarithmic fits from Eq. (4).
4. The master equation and the cooperativity length approach

In their theory Adam and Gibbs focus the attention on the cooperative
regions of the system, defined as the smallest regions that can be rearranged
in a new configuration without the need of rearranging the sites outside
them. They are able then to estimate the characteristic rate for an effective
configurational change in the system as:
(5)
where p* is the density where the system freezes and cis a constant. This
law is the Vogel-Tamman-Fulcher behavior experimentally found in Glass-
Forming Liquids [8].
In order to get more detailed informations on the relaxation process in
the system, we consider a coarse-grained view of the system where at each
generic spatial point x one can define a density p(x, t) evolving in time
according to the general master equation:
8tp(x, t) = - L W(x, x')p(x, t) + L W(x', x)p(x', t) (6)

x' x'
where W(x, x') is the transition probability per unit time from x to x'. In
a mean field approximation we may assume [9] that the point at x with
an out of equilibrium density, is surrounded by a reservoir at a density
Peq =canst . . In this case Eq.(6) reads:
0 ( ) p(t) Peq (7)

tP t = - T(Peq) + T(p(t))
where we have defined T- 1 (Peq) = L:x' W(x, x') and T- 1 (p(t)) = L:x' W(x', x:
and T(p) is given in Eq. (5).
When pis close to Peq, i.e., 6p = (Peq- p(t))/Peq << 1, one can indi-
viduate two typical regimes in the density relaxation. For t < < T(Peq) the
second term in (7) dominates the dynamics and it gives rise to a logarithm-
like behavior as in eq. (4) (with p00 = p*). Very close to the equilibrium
density, i.e., when t >> T(Peq), an exponential regime takes place. A sim-
ilar approach has been developed by Boutreux and de Gennes [10] and by
Novak et al. [11].
In conclusion, the models presented here qualitatively reproduce the
phenomenology of granular materials. They suggest the presence of a glass
transition in granular media, which may be responsible of the logarithmic
behaviors found in the experiments. This in turn may show the correspon-
dence between typical properties of glassy systems such as hysteresis effects
and analogous phenomena in granular materials [2, 12].
References
1. J.B. Knight, C. G. Fandrich, C. Ning Lau, H.M. Jaeger, S.R. Nagel, Phys. Rev. E 51,
3957 (1995).
2. M. Nicodemi, A. Coniglio, H.J. Herrmann, Phys. Rev. E 55, 3962 (1997); J. Phys.
A 30, L379 (1997); Physica A 240, 405 (1997).
3. M. Nicodemi and A. Coniglio, J. Phys. A 30, L187 (1997).
4. G. Adam and J.H. Gibbs, J. Chem. Phys. 43, 139 (1965).
5. A. Coniglio and H.J. Herrmann, Physica A, 225, 1 (1996).
6. C.-h. Liu, S.R. Nagel, D.A. Schecter, S.N. Coppersmith, S. Majumdar, 0. Narayan,
T.A. Witten, Science 269, 513 (1995).
7. E. Caglioti, V. Loreto, H.J. Herrmann, M. Nicodemi, Phys. Rev. Lett. 79, 1575
(1997)-a.
8. C.A. Angell, Science, 267, 1924 (1995). M.D. Ediger, C.A. Angell, S.R. Nagel, J.
Phys. Chem. 100, 13200 (1996).
9. E. Caglioti, A. Coniglio, V. Loreto, H. J. Herrmann, M. Nicodemi, "Cooperative
length approach for granular media", preprint 1997-b.
10. T. Boutreux and P.G. de Gennes, Compaction of grains: a free volume model,
preprint (1997).
11. E. R. Novak, J. B. Knight, E. Ben-Naim, H. M. Jaeger, S. R. Nagel, "Density
fluctuations in vibrated granular media", preprint 1997-a.
12. E. R. Novak, J. B. Knight, M. Povinelli, H. M. Jaeger, S. R. Nagel, "Reversibility
and irreversibility in the packing of vibrated granular materials", preprint 1997-b. See
also H. M. Jaeger in these proceedings.
ROTATION AND REPTATION
A.SCHINNER, M.SCHERER, !.REHBERG AND K.KASSNER

Universitat Magdeburg, Fakultat for Naturwissenschaften
Abstract. In order to understand the peculiar behavior of granular matter,

it is often elucidating to observe the physics of only a few grains. We present
two setups which fall into this class: The motion of a single particle in a
rotating drum, and the collective behavior of a few particles under the
influence of a swirling motion.
1. Rotation
1.1. INTRODUCTION
Friction is important in understanding the behavior of granular matter.

Motivated by discrepancies between numerical simulation [1] and experi-
ment [2], we have investigated the motion of a single sliding particle in a
rotating drum. A fascinating feature of this setup from the point of view
of the theorist is that small changes of the friction law lead to different
behaviors of the particle.
The experimental setup assures that particle movement is restricted a to
one-dimensional trajectory, hence the position can be described by cp(t). Let
the angular velocity of the drum be w, its radius R. Since the friction force
F fric is proportional to the normal force F norm, the differential equation for
this problem takes the following form, if we assume the friction coefficient
to be a function of the relative velocity Vrel = R · (w- cp) = Rcprel(t):
Rcp(t) = -g sin cp(t) + p,(cfJrel(t)) · { g cos cp(t) + Rcp 2 (t)}. (1)
For constant p, (p, = p,o), this equation can be integrated once, which yields
cp 2 = -2 Rg 1
2 · { (2p,6 - 1) cos cp- 3p,o sin cp} + 2e21-to'P ·c. (2)
1 + 4p, 0
639
640 A.SCHINNER ET AL.
Figure 1. Experimental setup and theoretical simplification (left) of the drum
(c)
Figure 2. Different types of fixed points
For appropriate values of c, this describes periodic motion. Therefore,

assuming that the presence of the perturbation will change the constant of
integration c into a slowly varying function of time: c = co (T) +Eel ( t, T) + · · ·,
where T = Et , we are led in a natural way to the method of averaging [3- 5].
Differentiating c once yields c = E(coT(T) + clt(t, T)) + 0(E 2 ).
We can eliminate c1 via integrating over one period and using the time
derivative of Eq. (2), we obtain
ECOT = -;P i:~:x dcp cpe- 2110 'Pcp·E [(J.l(cp) -J.Lo) · (~ coscp+cp 2)] (3)
where Tp is the periodicity. Of course, Tp itself depends on co via equation

(2) . If equation (3) happens to have a fixed point c0, there is a periodic
solution of the perturbed equation, the periodicity of which is given by
Tp(c0).
Examining Fig. 2, we can see three different types of fixed points. In case
(a), we have a stable orbit, case (b) is unstable. In case (c), where coT= 0
on a whole interval, we have a continuum of marginally stable orbits.
1.2. FRICTION LAWS
1.2.1. Coulomb's law

In this case, the friction coefficient depends only on the direction of the
velocity vector (Coulomb's law)
if 0rel 2:: 0
if 0rel < 0
ROTATION AND REPTATION 641
0.5
(a) (b)
\
0 0
.... I
I
I
I
J
-1 I
'.' _.. / I -0.5
' ' --~ _.. /
-2 ' ' ·-·-·-
-1
-0.5 0 0.5 1.5 -4.7 -4.6 -4.5 -4.4
cp Co
Figure 3. (a) shows a phase plot w = 1, J-t = 0.4 R = 1 and cp(O) = 0.5, 0.7, 1.0, 1.2; (b)
shows cor as a function of co[equation (3)] for Coulomb's law. The parameters are the
same as in (a).
0.5~---------,
i~~~~
(a) (b)
I .:
.·
0
.... i \ . .: I
I\ . .-· I J
-1 \ \ ..... , . . I
·, '' -0.5
' --- ,;' / /
-·-·-·-
.... /
-2 ....
-0.5 0.5 1.5 - 1 L..-...,..4.7:::---_-:"4.-6-_.....,4-.5-~--"

cp Co
Figure 4. (a) shows a phase plot w = 1, J-t = 0.4 R = 1 and cp(O) = 0.5, 0.7, 1.0, 1.2 (b)
shows a typical plot for equation (3) if we have the friction law suggested by Rabinowicz.
The parameters are the same as in (a).
We observe two different kinds of trajectories: For small starting values

cp(O) and <{1(0) = 0, the particle velocity will be small and <Prel is always
> 0. Hence, we have the unperturbed solution, the trajectory is marginally
stable and cor = 0.
For larger values of cp(O) and <{1(0) = 0, starting conditions lie outside the
periodic orbit and <Prel can become < 0. As a result, the particle dissipates
energy, the trajectories approach the periodic orbit.
1.2.2. Friction law as suggested by Rabinowicz

E. Rabinowicz.[6] proposed a friction law which gives a velocity dependence
of J-l ex v- 0 · 1 ,
. -0.1
· ) { 1-"kin'Prel if <Prel :2: <Po
1-" ( 'Prel = · -0.1
-J-Lkincprel if <Prel < -<Po
For cp(O) < cp(O)periodic (and <{1(0) = 0), the particle gains energy and
approaches the periodic state. Then there is the periodic orbit itself and
for cp(O) > cp(O)periodic' the trajectories approach the stable orbit due to
dissipation of energy. Details about yet another friction law are given in [5].
1.3. DISCUSSION
Comparing this behavior with experimental results [2], we obtain good

agreement using Rabinowicz's friction law.
Coulomb's law with or without static friction [5] is not able to reproduce
the typical behavior of the experiment. The reason is that with Coulomb's
law, the fixed point of Eq. (1), given by tan(cp) = J.Lo, is elliptic, hence
structurally unstable and destructible by arbitrarily small perturbations.
2. Reptation
Swirling a single layer of spheres in a horizontally oriented circular con-

tainer, we observe two different dynamical modes: For small numbers of
spheres the cluster follows the direction of the orbital motion whereas the
sense of rotation changes when the number of spheres N exceeds a critical
value [7]. The first mode is called rotation and the second reptation. In
addition to former findings we present experiments for the case where the
ratio of particle diameter d to diameter of the circular container D is small.
Recent numerical simulations suggest that in this case the rotation mode
is suppressed and only reptation occurs [8].
2.1. EXPERIMENTAL SETUP
To investigate the behavior of granular material under a swirling motion

we use an adjustable reciprocating orbital shaker (Thermolyne AROS 160)
as shown in [7]. Every point of the shaking table performs the same orbital
movement, there is no center of rotation. The driving frequency fd of the
shaker is fixed to 1.5 Hz. By a mechanical adjustment we can examine four
different driving amplitudes Ad of the orbital motion: 6.35, 9.53, 12. 70,
and 15.88 mm. A Petri dish with an inner diameter of 176 mm is fixed on
the swirling table. As granular material we use glass marbles with a mean
diameter of 15.52 mm. The material density is given by 2.4 gjcm3 . The
advantage of these marbles is that although they are of the same material
the inside contains spots of different colors. Thus the path of a single sphere
can be easily visualized while it is ensured that the colliding surfaces have
the same material properties.
We start with the closest possible packing density and measure the time
T 8 a single sphere needs to circumnavigate the container. We focus on a
sphere which is close to the boundary of the Petri dish, i.e. a particle in
the outer ring of the cluster is used as a tracer to indicate the dynamics
ROTATION AND REPTATION 643
of the granular material. T 8 is measured ten times and averaged. Next, one
particle is removed and after a waiting time of 3 min we again determine
the period of revolution.
2.2. EXPERJMENTAL RESULTS
The influence of the packing density p on the normalized frequency of ro-

tation in for different driving amplitudes is seen in Fig. 5. in is the ratio
of is and id, where is = 1ITs. As packing density we define a two dimen-
sional solid fraction: p = N d2 I D 2 . While the packing density is decreased
by steps of the amount of d 2 I D 2 we study the response of the tracer sphere.
It is observed that at high packing densities the outer sphere does not exit
the outer layer of the cluster during one revolution of the cluster. But, at
a certain critical packing density this behavior changes because the mo-
bility of the sphere increases dramatically. Therefore it is likely that the
tracer particle travels to the second inner ring of the cluster. At this stage
it becomes questionable to follow the path of a single sphere in order to
obtain information of the global dynamics of the whole cluster. Thus, no
more measurements are performed below this critical packing density. Nev-
ertheless it is found that above this threshold only the reptation mode is
observed, which is expressed by a negative normalized frequency of rotation
because the rotation of the cluster is direct opposite to the swirling motion.
For small driving amplitudes (Ad = 6.35 and 9.53 mm) we obtain a
parabolic response behavior in Fig. 5. This means that as the packing den-
sity is decreased the angular velocity of our cluster first increases and then
decreases again. For Ad = 12.70 mm we observe that there is a deformation
in the parabolic shape. This behavior is even enhanced for the largest driv-
ing amplitude (Ad= 15.88 mm). In this case the data points are w-shaped.
2.3. DISCUSSION
The most interesting feature of Fig. 5 is the w-shaped behavior of the nor-
malized frequency of rotation for Ad = 15.88 mm. This means that in a
certain range the same rotational speed of the cluster is found for four
different numbers of spheres. To explain this we speculate that for a cer-
tain amplitude of driving in is determined rather by the size of the cluster
than the packing density. Since we are in a regime where sheared granular
material expands its volume, which is known as Reynolds dilatancy [9], it
is likely that different numbers of spheres could result in the same cluster
size and thus give the same frequency of rotation. In our case it seems that
in a certain range of the packing density it makes no difference whether
the cluster is densely or loosely packed. We conclude that swirling granular
material could be used to determine the range where Reynolds dilatancy
Amplitude of driving
...
""-
b
.:::
-1
0
6.35mm
9.53 mm
~
0
·p
~ ·2
• 12.70mm
e v 15.88 mm
"";;>.,0
u -3
.:::
0)
&
Jl
§ -4
z0
·5
0.55 0.60 0.65 0.70 0.75 0.80 0.85
Packing density
Figure 5. The frequency of rotation of a tracer sphere in the outer layer of the reptating
cluster is shown in dependence on the packing density. The frequency of rotation is given
in units of the driving frequency of the orbital shaker. The measurements represent runs
for four different driving amplitudes. The curves are obtained by polynomial fits of second
(Ad = 6.35 and 9.53 mm), fourth (Ad = 12.70 mm), and sixth order (Ad = 15.88 mm)
and should serve as a guide to the eye.
occurs: The limits are given by the packing densities of the two correspond-
ing local maxima in the frequency of rotation. To support this idea runs
with even larger container sizes and/or smaller particle sizes have to be
performed where local density measurements should uncover the different
packing configurations.
References
1. G. Ristow, private communication.
2. A. Betat and I. Rehberg, in: Wolf, Grassberger (eds), Friction, Arching Contact
Dynamics, (World Scientific, 1996).
3. J.K. Hale, Ordinary Differential Equations (Wiley-Interscience, 1969) p. 171) .
4. K. Kassner, A.K. Hobbs, P. Metzener, 23 Physica D 93 (1996).
5. A.Schinner and K. Kassner, in: Wolf, Grassberger (eds), Friction, Arching Contact
Dynamics, (World Scientific, 1996).
6. E. Rabinowicz, Friction and Wear of Materials (John Wiley & Sons, Inc., 1965).
7. M. A. Scherer, V. Buchholtz, T. Poschel, and I. Rehberg, Phys. Rev. E 54, R4560
(1996).
8. K. Kotter and M. Markus, private communication.
9. 0. Reynolds, Phil. Mag. 20, 469 (1885).
PARTICLE SEGREGATION IN COLLISIONAL FLOWS OF
INELASTIC SPHERES
J. T. JENKINS
Department of Theoretical and Applied Mechanics
Cornell University, Ithaca, NY 14853
Abstract. An outline is given of the development of kinetic theories for

particle segregation in collisional grain flows. Such segregation is shown to
be associated with the momentum balance for each species. The simplest
theory to describe segregation is based on Maxwellian velocity distributions
in which the positions of centers of the colliding particles are distinguished.
More refined determinations of the complete pair distribution functions
result in a theory with a more complicated structure and the capacity for
more accurate prediction.
1. Introduction
The size segregation of flowing or shaken grains is a commonly observed

phenomenon in industrial processes and in nature. In many industrial pro-
cesses a homogeneous aggregate is desired and, in these, size segregation
is undesirable. However, in the mining industry, segregation by size is ex-
ploited in some crushing and handling operations. Also, when observing
natural grain deposits, grain segregation provides an indication of whether
an aggregate of grains was deposited dry (larger grains above) or under
water (larger grains below).
In systems that do not involve much agitation of the grains, several
mechanisms that involve gravity have been identified as leading to seg-
regation. These include the preferential downward percolation of smaller
particles in relatively slow inclined shear flows [1], the upward frictional
ratcheting of large particles [2], and the preferential filling of space be-
neath larger particles by smaller particles in a system that is occasionally
shaken [3, 4].
645
646 J. T. JENKINS
In highly agitated flows there is a mechanism independent of gravity

that is available to drive separation. This mechanism is associated with the
spatial gradients of the energy of the velocity fluctuations of the grains.
When spatial gradients of the particle fluctuation energy are present in
a collisional grain flow involving different types of grains, the balance of
momentum of each species require that, in general, spatial gradients of the
concentrations must exist. This involves the separation of the various types
of grains.
In sheared or vibrated systems of colliding grains, gravity also influ-
ences mixtures of different grains. For example, buoyant forces act to sepa-
rate grains that differ in size and the local volume that they displace. The
competition between buoyancy, gradients in concentration, and gradients
in fluctuation energy may then result in convection cells in which particles
with different properties separate [5].
Because collisions between grains inevitably dissipate energy, collisional
granular shear flows are usually of limited extent in the direction transverse
to the flow. One consequence is that shear flows are strongly influenced by
their boundaries. Because grains, on average, slip relative to boundaries,
a bumpy or frictional boundary can provide energy to the velocity fluctu-
ations. However, because collisions between grains and the boundary dis-
sipate fluctuation energy, there is a competition between production and
dissipation.
In principle, it is possible to design the geometry of the boundary -
for example, the size and spacing of regular bumps - so that the boundary
either produces or dissipates fluctuation energy [6]. This permits the control
of the flux of fluctuation energy into or out of the flow at the boundary.
The gradients in fluctuation energy established by such boundaries may be
exploited to drive the separation by size or other properties in a binary
mixture of, say, spherical grains.
2. Mean Values
Here, attention is focused on mixtures of frictionless, nearly elastic spheres

of two different types, A and B. In a collision between a sphere of species
i (with radius ri and mass mi) and a sphere of species j , where i and j
may be either A or B, the velocity Ci of the ith sphere is changed to c;
according to
c'=c·+
~ 1.
mi(l+e ZJ.. )(k·c JZ.. )k l (1)
ffiij
where mij =mi + mj, eij is the coefficient of restitution for a collision
between spheres of type i and j, k is the unit vector directed from the center
PARTICLE SEGREGATION IN COLLISIONAL FLOWS 647
=
of the jth sphere to that of the ith sphere at collision, and Cji Cj - Ci is
the relative velocity of the two spheres.
The product of the single particle velocity distribution function JP) (ci, x,
and the volume element dci in velocity space gives the probable number of
spheres of type i within dci at Ci in a unit spatial volume at x and t. Con-
sequently, the number density ni(x, t) of type i is obtained by integrating
JP) over all velocities Ci:
ni (x, t) =I JP) (ci, x, t) dci.
The mass density Pi is the product of mi and ni· The number density n
and the mass density p of the mixture are the sums of the corresponding
densities of the two constituents.
The mean ('It i) of a particle property 'It i = 'It i (ci) of species i is defined
in terms of ni and the velocity distribution function JP) by
_ -
(wi) = 1
ni
I "IJI'di(1) (ci) dci,
where the dependence on xand t is understood. For example, the mean

velocity Ui is (ci) The mass-averaged mixture velocity u is defined in
terms of it by
(2)
The peculiar velocity Ci of species i is the velocity of a particle of i

with respect to the mass averaged velocity:
while the diffusion velocity Vi is the mean of the peculiar velocity, vi

(Ci)· Thus, Vi= Ui- u and
(3)
The granular temperature is related to the peculiar motion of the par-
ticles. The temperature Ti of species i is defined by
Ti =~mi (or),
where Cf = ci.ci, and the temperature T of the mixture is the average of
the species temperatures over the number density:
648 J. T. JENKINS
3. Balance Laws
With the assumption of binary collisions, only the complete pair distribu-
tion functions are required to characterize the system of colliding particles.
The complete pair distribution function fi~2 ) { ci, Xi, Cj, Xj, t) is defined so
that the product fi~) {ci, Xi, Cj, Xj, t)dcidxidcjdXj is the number of pairs of
particles with particle i located in the volume element dxi centered at Xi
with its velocity in the volume element dci in velocity space centered at Ci
while particle j is located in dxj centered at Xj with its velocity in dcj at
Cj·
The time rate of change of change of the total amount (niwi) per unit
volume of a particle property wi(ci) can be written as [7]
~
at (n·W· ) =
Z L
(n·Z awi .. Fi )-v·
aCz. · mz . (n·c·W· Z Z Z..
)+ "'
~
[~P ZJ.. (w·z.. ) - 'V · 0 ZJ.. {w·L )] l
j=A,B
{4)
where the dots indicate the appropriate number of Cartesian components.
That is, the time rate of change of the average amount of a particle property
in a unit volume fixed in space is due to the explicit rate of change of Ci
associated with the external force F i acting on the particle, to the net influx
of particles bearing the particle property, and to the rate of change of the
particle property resulting from particle collisions. The collisional rate of
change has been expressed as the sum of a collisional supply «J?ij{Wi) and
a collisional flux 0ij (wi). When the product of a particle radius and the
spatial gradients of the pair distribution function are small, these may be
written as
q, ZJ.. (w·L ) r·JJJ(w' -w. )
2
ZJ z.. , ..
and
e tJ.. (w·z.. ) ~r~·JJJ(w'·

2 tJ t.. -w. )k • ..
Xji~) (ci, X+ Tijk/2, Cj, X-Tijk/2, t) (Cji·k)dOdcidCj,
= =
where Tij ri + rj, Cji Cj- Ci, dO is the element of solid angle centered
at k, and the integrations are to be carried out over all values of Ci, Cj, and
k for which a collision is impending.
When the particle property is a function of ci rather than Ci' the right-
hand side of (4) must be modified. The term
- L eija(Wi .. ,a)u,a,a
j=A,B
must be added, where Greek indices indicate Cartesian components, and

the first term must be replaced by
with
dCi Fi aui
dt = m - at - (ci. Y')Ui·
The balance laws for mixture mass density, mixture linear momentum,
and mixture kinetic energy are obtained by summing the corresponding
balance laws for the single species. For example, the mass balance for species
i is obtained by taking Wi = mi in equation (4):
ap·
at~ + Y'·(piui) = o.
The equation of continuity for the mixture results when the species mass
balances are summed:
p +p'V. u = 0,
where the overdot indicates a time derivative calculated with respect to the
mass-averaged velocity u.
The balance of linear momentum for species i is obtained by taking
Wi = mici in equation (4)
Pi ( aa~i + Ui · Y'Ui) = \7 · ti + c/Ji + niFi.

where the species stress ti is the sum of a diffusive, a transport, and a
collisional part:
ti = PiViVi- (piCiCi)- L E>ij(mici),

j=A,B
and the rate of production of momentum ¢i due to collisional interactions
=
lS
¢i <~'ij(mici),
for i =/= j. As a consequence of equation (1), the species stresses are sym-
metric and, because linear momentum is conserved in a collision, the rate of
production of momentum results only from collisions from unlike particles,
and ¢A+ ¢B = 0.
The the balance of momentum for the mixture is obtained by summing
those for each species and using definition (2) of the mixture velocity and
(3):
(5)
650 J. T. JENKINS
where the mixture stress t is the sum of the species stresses, less their
diffusive parts:
t = L (ti- PiViVi)·
i=A,B
Similarly, the mixture balance of fluctuation kinetic energy is obtained
by first taking Wi =miG[ in the more complicated form of the transport
equation, and summing:
3 . ~
2,nT- T'V · j = -'V · q + t : 'Vu- 'Y + LJ Fd, (6)
i=A,B
where j =nAY A+ nBVB is the diffusive flux. In equation (6) the mixture
energy flux q is given by
and ry, the total collisional rate of dissipation per unit volume is
ry=-.1: .2: <Pij(~mic[).

t=A,BJ=A,B
Finally, the equation governing the segregation of the two species may
be obtained from the species momentum balances by first dividing them
by their respective mass densities and then subtracting one from the other.
The result may be written as
4. Distribution Functions
In order to calculate the collisional contributions to the fluxes and supplies
of momentum and energy, something must be said about the complete pair
distribution functions. For dense systems, Enskog [8] ignores any correla-
tion in the velocities of a colliding pair of particles and accounts for the
correlation in their positions in a particularly simple way. He supposes that
the fi~) for a colliding pair is the product of the JP) of each sphere, eval-
uated at its center, and a factor gij that incorporates the influence of the
volumes occupied by the spheres on their collision frequency:
This factor 9ij is the equilibrium radial distribution function, shown here
evaluated at the midpoint of the line of centers. It is given as a function
of the radii and the number densities by Mansoori, Carnahan, Starling &
Leland [9] as
9ij (Ll ) =
(1-v)
1 + 3rirj
--
Tij
~
(1-v) 2
+ 2 (rirj)
-
Tij
2
e
--=----;;-
(1-v) 3 '
where v is the total solid volume fraction:
and
4
~ = 31r(nAr 2 2
A+ nBrB)·
In dilute systems, the 9ij are unity, the positions of the centers of the spheres
are not distinguished, and the presumed absence of correlation in position
and velocity is called the assumption of molecular chaos.
For elastic spheres in thermal equilibrium, the velocity distribution func-
tions are Maxwellian:
p(l) _
i - nz
. (~)
27rT
3/ 2
exp
(-miG[)
2T .
In distinguishing between the positions of the centers of a pair of colliding

spheres, the possibility of collisional transfers is incorporated into the theory
for even the Maxwellian velocity distribution function. Here, as an example,
the simple but relatively crude theory for particle segregation based on these
distribution functions, called dense Maxwellians, will be outlined [7]. Then
the derivation of the more refined theory involving perturbations to these
distribution functions that are determined as approximate solutions to the
Boltzmann equations will be sketched.
When the complete pair distribution function are taken to be the prod-
ucts of Maxwellian velocity distributions, the mean fields ni, u, and T that
appear in these are evaluated at of the center of the appropriate sphere.
Then, when these fields are expanded in a Taylor series about the point
x, spatial gradients of these mean fields appear explicitly in the complete
652 J. T. JENKINS
pair distribution functions. When the resulting complete pair distribution

functions are used to calculate the collisional fluxes and supplies, relative
simple expressions result for the species stresses and the collisional supplies
of momentum:
ti = PiViVi - (ni + .L Kij) Tl

J=A,B
+~ (~) 1/2 L rijKij (mi''':'.i) 1/2 r1/2fi,

5 1f ·-A B m~J
J- '
and
for j ":1 i, where

(9)
1 is the unit tensor, D is the symmetric part of the velocity gradients, and
the hat denotes its deviatoric part.
The crudest description of particle segregation results from ignoring the
inertia associated with diffusion on the left hand side of equation (7) and
ignoring both the diffusive and the viscous contributions to the species
stresses:
Then, (7) becomes

1 1 1 1 1 1
0 = --'lPA + -'lPB +-¢A- -t/JB +-FA- -FB.
PA PB PA PB ffiA mB
Upon introducing the mixture pressure P = PA + PB and the expressions
( 8) for the collisional supplies, the resulting expression may be solved for
n2
---DABdA
VA- VB= (10)
rtArtB '
where DAB, the coefficient of ordinary diffusion, and dA, the diffusive force
of species A, are defined, respectively, by
DAB :::::: rtAnB r AB

n KAB
(~ ffiAB
32mAmB
T) 1 2
/ ' (ll)
and
Equations (10), (11), and (12) provide a rough description of particle

segregation, due primarily to differences in particle size, in dense systems.
When v A -v B is different from zero, segregation is taking place; when v A-
VB vanishes, a steady balance between the gradients of fluctuation energy
and gradients of species number density is attained. Because, for gravity,
the term involving the external forces vanishes, segregation is influenced by
gravity only through the presence of ll P in dA .
A more detailed description of particle segregation requires that the
corrections provided by the 9ij to the collision frequencies be treated with
more delicacy, and that the influence of the spatial gradients of nA , nB, u,
and T on the single particle velocity distribution functions be incorporated
in a way consistent with the Boltzmann equation. A brief sketch of this
activity is presented here, along with the appropriate references, and an
indication of the structure of the more complicated theory.
Thorne [8] and Tham & Gubbins [10] developed a kinetic theory for
mixtures of elastic spheres based on the Boltzmann equation in which the
solid volume fractions that appear in the radial distribution functions 9ij
were evaluated at the midpoint of the line of centers of the colliding spheres.
However, Barajas, Garcia-Cohn & Pina [11] pointed out that the evaluation
of the radial distribution functions at this point was completely arbitrary
and that there were other possible choices, for example, the point of contact.
Different choices give different theories for diffusion. What's more, Van
Beijeren & Ernst [12] observed that any such choice results in a theory
that is in conflict with irreversible thermodynamics. They then proposed
a new kinetic theory, called the revised Enskog theory, that avoids the
difficulties of arbitrariness and incompatibility. According to the revised
Enskog theory, the radial distribution functions 9ij have to be taken as
nonlocal functionals of the fields of volume fraction.
Lopez De Haro, Cohen & Kincaid [13~ 16] have employed the revised
Enskog theory to develop a kinetic theory for mixtures of hard, elastic
spheres. Jenkins & Mancini [17] show that the theory can be extended to
nearly elastic spheres. The Boltzmann equations of transport in velocity
space that the single particle velocity distribution functions must satisfy
654 J. T. JENKINS
are written by Lopez; De Haro, et al. [13] as
( ~a + Ci · 'i7 +Fi- · !a: ] ) ji(1) (Ci, X, t)

mi
II
ut uCi
.L r[j(k · Cji)[9ij(x, x+rijk)JP) (c~, x, t)JP) (cj, x+rijk, t)

J=A,B
-gij(x, x-rijk)JP) (ci, x, t)JP) (cj, x-rijk, t)]d!ldcj,
where i = A, B and the integrals are taken over all values of k and Cj for
which collisions are impending. Solutions of the equations of transport are
obtained by taking the distributions to be perturbations of the Maxwellians:
JP) = (1- Ai·V'lnT- Bi: V'u+Hi'i7 · u-nTi-di)FP),
where Ai, Bi, Hi, and Ti are functions of Ci to be determined, and
where i f:. j, and Mi is the chemical potential of the ith species:
fli 4n 3 P ~ri (r[ 9 ~ 2 r[

T lnni -ln(1- v) + -3 ri T + 3 (1 _ v) + 3 (1 _ v) + 2 (1 _ v)2
+3 (~:i) 2 [ln(1- v) + (1 ~ v)- 2(1 ~ v)2]

- (~ri) 3 [2ln(1- v) + v(2- v)] '
v (1- v)
with ( =4n(nAr A+ nBrB)/3. The presence of the chemical potential in
(13) results from the nonlocal evaluation of the radial distribution functions
for colliding pairs of particles [12].
In order to determine the functions Ai, Bi, Hi, and Ti, they must first
be expanded in terms of Sonine polynomials in Ci; then the coefficients in
these expansions may be determined to the desired order of accuracy by
satisfying the transport equations using a truncation of the series. Jenkins
& Mancini [17] provide analytical expression for the lowest, nontrivial trun-
cation and Arnarson & Willits [18] correct and extend their results. The
structure of the resulting theory is provided next in the context of a simple
one-dimensional, steady flow.
5. Steady Rectilinear Shearing

Consider a horizontal, steady, fully-developed, rectilinear shearing flow of
a binary mixture of slightly inelastic spheres in which the gradient of the
mixture velocity is vertical. An analysis of this situation provides the basis
for the interpretation of shear cell experiments and an indication of how
gravity influences the theory for segregation.
5.1. MOMENTUM BALANCE
For this simple flow, the horizontal component of the balance of momentum
for the mixture requires that the shear stress S be constant. The vertical
component may be written as
0 = -P'- pg, (14)

where P is the mixture pressure, g is the gravitational acceleration, and a
prime indicates a derivative with respect to the vertical coordinate.
The mixture pressure P is
P = _:2: (ni + _:2: Kij) T,

z=A,B J=A,B
where the Kij are given in (9).

The shear stress S is proportional to u' :
S=ryu', (15)
where the shear viscosity 'f} is
'f} - ~ (~)
5
1/2
:2: :2: Kijrij
(
mi":_j
) 1/2
T 112
7r
t-
·-A ' B J-
·-A ' B mzJ
+-1 :2:
2 ?.-
·-A ' B
biO ( ni +-4
5 J-
:2:
·-A ' B
Kij~ m·) T.
mzJ
The first term is the contribution of the dense Maxwellians. The perturba-
tion coefficients biO are functions of the number densities, radii, and masses
of the two species given by Jenkins and Mancini [17).
5.2. ENERGY BALANCE
Similarly, the steady balance of fluctuation energy for the mixture is
0 = -Q' + Su'- "(, (16)

656 J. T. JENKINS
where Q is the vertical component of the flux of mixture fluctuation energy.

The flux of fluctuation energy is
Q= _,T~, (17)
where , is
5)2 "
4 .6
ail
m~/2
( . 12 "
n~ + 5 . 6
K·.
~J
mimj)
mt- Tl/2
.
~=A,B ~ J=A,B J
Here, again, the first term is the contribution of the dense Maxwellians
and the perturbation coefficients ail are functions of the number densities,
radii, and masses of the two species given by Jenkins and Mancini [17] and
corrected by Arnarson & Willits [18].
The rate of collisional dissipation 'Y results entirely from the Maxwellian
velocity distribution:
5.3. SEGREGATION
As before, steady segregation of the spheres is described by an expression
related to the approximate difference between the balances of momentum
for each species:
n2
VA- VB= - - - D AB(dA + KrT 1) = 0, (18)
nAnB
where VA and VB are the vertical components of the diffusion velocities, dA

is the vertical component of the diffusion force:
-PA
-- 1 P' +-
nA (f)f..LA af..LA
--nA+--nB
I I )
p nT nT anA anB
+-T
1 ( nA + KAA + 2--KAB
ffiA ) 1
T ,
·
n ffiAB
l
and K T is the coefficient of thermal diffusion:
4 1 2nAnB 2
= -'Tf [( - - ) 3/2 aA1- ( - - )3/2 aB1
ffiB ffiA
Kr I --rAB .
3 n ffiAB ffiAB
Equations (14), (15), (16), (17), and (18) may be written as five first-
order equations for nA , u, Q, T, and nB. Given appropriate boundary
conditions, these equations may be integrated to determine the variation
of the fields with the vertical coordinate.
It is important to emphasize that the quantities Kij and J-LA/T depend
only upon the radii and number densities of the two species. Consequently,
when the radii of the spheres are the same, these have the forms appropriate
for a single constituent with that radius and the total number density n. On
the other hand, the quantities biO and ail, associated with the perturbation
to the Maxwellian velocity distribution function, depend not only upon the
radii and number densities of the two spheres, but also upon their masses.
Consequently, segregation of particles with different radii whose masses do
not differ by too much may be adequately described by the relatively crude
theory outlined earlier. However, an accurate description of segregation of
particles with nearly the same radii but with masses that differ significantly
is likely to require the more refined theory.
Acknowledgment. This preparation of this manuscript was supported
by the Microgravity Science and Applications Division of theN ational Aero-
nautics and Space Administration.
References
1. S. B. Savage and C. K. K. Lun. Particle size segregation in inclined chute flow of
dry cohesionless granular solids. Journal of Fluid Mechanics, 189:311-335, 1988.
2. P. K. Haff and B. T. Werner. Computer simulation of the mechanical sorting of
grains. Powder Technology, 48:239-245, 1986.
3. A. Rosato, K. J. Strandburg, F. Prinz, and R. H. Swendsen. Monte Carlo simulation
of particulate matter segregation. Powder Technology, 49:59-69, 1986.
4. A. Rosato, K. J. Strandburg, F. Prinz, and R. H. Swendsen. Why the Brazil nuts are
on top: size segregation of particulate matter by shaking. Physics Review Letters,
58:1038-1040, 1986.
5. J. B. Knight, E. E. Ehrich, V. Y. Kuperman, J. K. Flint, H. M. Jaeger, and S. R.
Nagel. Experimental studies of granular convection. Physical Review E, 54:5726-
5738, 1996.
6. D. M. Hanes, J. T. Jenkins, and R. M. Richman. The thickness of steady plane shear
flows of smooth, inelastic circular disks driven by identical boundaries. Journal of
Applied Mechanics, 55:969-974, 1989.
7. J. T. Jenkins and F. Mancini. 1987 balance laws and constitutive relations for plane
flows of a dense, binary mixture of smooth, nearly elastic disks. Journal of Applied
Mechanics, 109:27-34, 1987.
8. S. Chapman and T. G. Cowling. The Mathematical Theory of Nonuniform Gases.
Cambridge University Press: Cambridge, 3rd edition, 1970.
9. G. A. Mansoori, N. F. Carnahan, K. E. Starling, and T. W. Leland, Jr. Equilib-
rium thermodynamic properties of a mixture of hard spheres. Journal of Chemical
Physics, 54:1523-1525, 1971.
10. M. K. Tham and K. E. Gubbins. Kinetic theory of multicomponent dense fluid
mixtures of rigid spheres. Journal of Chemical Physics, 55:268-279, 1971.
11. L. Barajas, L. S. Garcia-Cohen, and E. Pina. On the Enskog-Thorne theory for a
binary mixture of dissimilar rigid spheres. Journal of Statistical Physics, 7:161-183,
658 J. T. JENKINS
1973.
12. H. Van Beijeren and M. H. Ernst. The modified Enskog equation. Physica, 68:437-
456, 1973.
13. M. Lopez de Haro, E. G. D. Cohen, and J. M. Kincaid. The Enskog theory for
multicomponent mixtures. I. Linear transport theory. Journal of Chemical Physics,
78:2746-2759, 1983.
14. J. M. Kincaid, M. Lopez de Haro, and E. G. D. Cohen. The Enskog theory for mul-
ticomponent mixtures. II. Mutual diffusion. Journal of Chemical Physics, 79:4509-
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15. M. Lopez de Haro and E. G. D. Cohen. The Enskog theory for multicomponent mix-
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DEPLETION AND MULTIPARTICLE SEGREGATION
J. DURAN
LMDH- Universite Pierre et Marie Curie
4 place Jussieu- Case 86
15252 Paris Cedex 05, Prance
Abstract. This tentative paper first examines the question of a possible in-
teraction between two large particles (not in contact) embedded in a sea of
smaller monodisperse granular particles. Dealing with bidimensional config-
urations, it is seen.that the lowest energy state of such a piling corresponds
to a regular triangular array locally distorted by the intruders. The defect
clouds above both intruders intersect, giving rise to a potential energy de-
pendence on distance. This results in an attractive force when the intruders
are separated by distances of the order of their radius, whereas a repulsive
force arises when the intruders are sitting far apart. The relationship of
these findings with the problem of polymeric stabilization by depletion of
colloidal dispersions is mentioned.
The second part of the paper investigates the potential energy of a piling
containing either a dipole (two stuck intruders) or a tripole. It is seen that
a dipole will "prefer" to sit vertically in the piling whereas the tripole will
preferentially have one corner pointing downwards.
1. Introduction
Granular size and shape segregation, i.e. the natural property of multicom-
ponent granular mixtures to separate their components differing in size,
shapes or micromechanical properties (friction and elastic restitution co-
efficients), is of tremendous practical importance [1]. Quite generally the
industrial handling of foods, minerals and chemical or pharmaceutical gran-
ular products, come upon the troublesome problem of granular segregation
which prevents complex mixtures of proteinate foods, solid chemical prod-
ucts, solid explosive components etc. In practice, granular segregation re-
sults in an expensive use of sophisticated technical procedures which greatly
659
660 J. DURAN
hinder the extensive use of granular mixtures. Due to the tremendous prac-
tical interest, many industrial engineers have produced hundreds of papers
dealing with this problem. Comparatively little effort has been devoted to
the basic understanding of this process from the physicists' community.
Concerning numerical and theoretical models, the great majority of the
related work dealt with this problem along two directions: The first one
made an extensive use of molecular dynamics (MD) based algorithms [2].
The second one assumes that a sandpile at rest in equilibrium can be de-
duced from an energy minimization principle [3-5]. A similar technique for
the creation of 2D or 3D granular pilings is the so-called "steepest descent
algorithm" [6]. This sequential building of the sand pile is certainly ques-
tionable and it has been at the origin of a lively discussion [7, 8] among
the physicists community.
Although several of the experimentally observed features are success-
fully reproduced by MD, this approaches seemingly does not provide def-
inite tracks leading to a global physical understanding of the problem of
size segregation. The second approach, based on a Monte-Carlo method,
basically stipulates that the pile is build up sequentially by depositing, one
after the other, the particles in a way which minimizes the total potential
energy. This procedure requires the introduction of an artificial tempera-
ture into the system in order to allow it to check for the various possible
configurations during the deposition process. In other words, the pile has to
be periodically shaken in order to reach a configuration with lower energy.
Recent experimental observations [9, 10] provided a firm support to the
computer simulations using the Monte-Carlo algorithm which was subse-
quently implemented with noise and could render most of the observed
features. More recently, Dippel et al. reconsidered a more sophisticated
Monte-Carlo simulation [11] in 2D which, again, was able to reproduce
satisfactorily the experimental results including size-segregation without
convection and also a discontinuous ascent of the large particles.
All this considered, it is generally admitted that sequential building of
pilings can simulate correctly the behavior of granulates which undergo a
succession of excitation (e.g. upwards launching)- relaxation (e.g. deposit)
cycles. Crudely stated, the piling has to spend 'enough time' in the relaxed
configuration, at every cycle, in order to allow the system to reset its energy
configuration. Keeping this consideration in mind, the present article makes
an extensive (if not abusive) use of the energy minimization principle. It ba-
sically relies upon experimental observations of real bidimensional granular
pilings similar to the description we give in Refs. [9, 10, 12, 13]. The extrap-
olation to 3D polydisperse real situations should not be taken for granted,
although it is not excluded that the spirit of our key conclusions might
also apply to real 3D pilings. In favor of this extension, remember that the
DEPLETION AND MULTIPARTICLE SEGREGATION 661
major results of 3D computer simulations [6] did not differ from both 2D
computer simulations [14] and 2D experimental results [9, 10], even though
the results obtained in bidimensional configurations made an extensive use
of the peculiar symmetry properties of the triangular lattice.
One major question which we address in the following can be stated
as follows: We start from a binary mixture of a large number of small
monodisperse particles and a couple of larger ones. As it is well known (it
is the so-called Brazil nut problem), vibration of this mixture will result
in a progressive ascent of the large particles which may, or may not, be
re-convected downwards with the bulk [15]. Already simple table-top ex-
periments show that the larger components of a binary mixture end up
at the surface of the piling after a few shakes. The new question is: Do
the couple of large particles tend to stick together during the ascent or do
they climb up independently? A similar question arises when examining
the segregation process of a binary mixture in a rotating drum [16).
This tentative paper, mostly devoted to bidimensional configurations,
starts from basic considerations about the cloud of defects which unavoid-
ably accompanies the introduction of a large particle (radius R, hereafter
called intruder) in a sea of mono disperse smaller particles (radius r). The
second section is devoted to the interaction of two intruders immersed in the
bath. We observe that the configurational potential energy decreases sig-
nificantly when the two intruders approach each other at distances smaller
than one intruder radius (~ 0.8R). This would result in an attractive force
between the two intruders thereby favoring aggregation or "flocculation"
under vibration. This idea is extended to further examine the configura-
tional energies of non-spherical intruders which are allowed to rotate in the
bath of smaller particles. It is found that a dipole would preferentially be
oriented vertically in the bath whereas a triangular shaped intruder would
lie with one corner pointing downwards.
2. One intruder in a bath
First, we put forward a few preliminary considerations about the gravi-

tational ordering of a bidimensional mixture consisting in a single large
particle embedded in the sea of smaller cylindrical particles. The dimen-
sionless diameter ratio is defined as = R/r.
We tackle this problem using both experiments (described in Refs. [9,
10]) and computer generated pilings. The algorithm we used for numerical
generation of such a bidimensional configuration is efficient although rudi-
mentary. We first fix a regular row of small disks on a horizontal line. We
pin a larger intruding disk at a given height above the lowest row. Then
we introduce small disks in the piling, one after the other and each one
662 J. DURAN
J.
A 8
c 0
Figure 1. Bidimensional configurations resulting from the introduction of a large intruder
into the bath of smaller particles. A and B are computer generated pilings whereas C and
D are snapshots of real pilings made of aluminum beads with diameter 1.5mm moving
freely between two glass windows . All pictures show a depleted zone lying above the
intruder.
at the lowest possible site. Because of the possibility of multiple choices ,

we have checked that filling the pile from one side or nearest to the center
or at random does not introduce any significant difference in the results.
Dealing with this simple algorithm and on simple topological considera-
tions based only on geometry and gravitation, we were able to analyze in
some details the ascent diagram of the intruder within the sea of small par-
ticles, and derive conclusions about the existence of a critical ratio <Pc for
a continuous ascent [9]. Note that our experimental observations deal with
relaxed configurations obtained after a gentle shaking of the initially disor-
dered mixture. Doing so, (and in contrast to recent experiments reported
in Ref. [17] which, starting from initially disordered configurations, allowed
the observation of the regime leading to the relaxed lowest energy state),
we were able to observe real pilings which quite generally exhibit features
in common with the computer generated patterns simulating lowest poten-
tial energy configurations. The results of experiments and simulations are
reported in Fig. 1.
When looking for a possible long or medium range interaction between
several intruders, we observe that the introduction of a la rger cylindrical
intruder into the sea of smaller particles induces a defect cloud above the
• •
w~:/
- ·- ·- ·--·
6 ,0
;;;- 2 , 70
0
......
~ 2 , 65
/ -· - 5 ,9
5 ,8
00
>. <t>=8
Cl
L. / 5 ,7
Cl)
Jj 2 , 60
5 ,6
+'
0 i :(
a.. 2 , 55 distance
1---,...-~~-,-~--.----,--~----.,---1 5' 5
0 20 40 60 80
distanceD
Figure 2. Potential energy dependence of the piling on the separation between two
intruders. Note that the potential energy curve is traced at integer multiples of r, i.e. D
is measured in units of lOr.
large particle. Due to the orientation of the triangular lattice, the defect
lines are tilted by 1r /3 and 2n /3 from the horizontal. This certainly arises
from the mismatch between the horizontal order of the the triangular lattice
due to the flat bottom and the curvature of the boundary of the intruder. A
topological analysis of the piling process would certainly lead to interesting
and more quantitative informations. We restrict ourselves here to the fact
that a defect cloud quite generally results in a depletion zone situated above
the intruder . This mere observation is the central point of the following
considerations.
3. Two intruders in a bath

Having recognized that a cylindrical intruder in a sea of monodisperse
smaller particles is accompanied by a cloud of defects extending upwards ,
we wonder whether this allows for some long- or medium-range interaction
between two distinct intruders in the piling. From this point of view, the
calculation of the potential energy of a computer generated two dimen-
sional piling, including two intruders sitting at a distance D , is illustrative.
Fig. 2 reports an example of typical results obtained, using the procedure
described above.
Starting from a distance D = 0 and progressively increasing the sepa-
ration between the two intruders lying on the same horizontal line in the
bath, we observe two interesting features:
664 J. DURAN
Figure 3. Computer generated patterns of the interfering pattern of defects lines induced
by two large intruders ( = 4) separated by a distance D = 0 (top left), D = 6r (top
right) and D = lOr (bottom).
1. With increasing distance D below Do :;::j 0. 7R, the piling potential

energy E increases progressively up a to a maximum value Em.
2. For D > Do, the potential energy slowly decreases with increasing D.
(hardly visible in Fig. 2).
Without going into the details of a rigorous topological analysis, a care-
ful scrutiny of the computer generated patterns is instructive. Fig. 3 repro-
duces pictures of the central part of a typical series of patterns obtained at
different separation D. As can be seen in this figure, both intruders interact
via the creation of a central intersection zone of the defect lines generated
by them. This zone has the same vertical symmetry axis as the couple of
intruders and the defect lines. The intersection defect zone has a surface
S, largely depleted as compared to the regular triangular lattice. Since the
existence of such a depleted cloud of defects in the bulk will result in an
increase of potential energy, we can correlate the size of the depletion zone
S to the potential energy and its dependence on separation D:
1. For 0 ~ D ~ R, the intersecting cloud (the depleted zone) increases
in size when the separation D increases. This should result in a fast
increase in the potential energy: ODE > 0 and, consequently, in an
attractive force F > 0 as observed in Fig. 2.
2. For R ~ D ~ oo the depleted zone surface remains constant. The
depleted zone climbs up in the bulk as the distance is increased. This
results in a slight decrease of the potential energy: [)DE < 0 and thus
in a weak repulsive force F < 0, again as observed in Fig. 2.
Therefore the function E(D) should exhibit a maximum in the region D ~
R as we actually can see in Fig. 2.
·.1:1 ·.
Attractive depletion force Repulsive depletion force
Colloids
E
. 1., 1.
Granulates
Figure 4. Schematic representation of the similarity between colloids immersed in free

polymers and intruders immersed in granulates.
The reader who is familiar with the physics of polymeric stabilization of

colloidal dispersions [18] may be tempted to look for a relationship between
the present description of our problem and the depletion stabilization by
free polymers of colloidal suspensions . First investigated by Asakura and
Oozawa [19] in 1954, this problem was extensively studied in the recent past
(e.g. see Refs. [20, 21]). As a matter of fact , a colloidal suspension in a free
polymeric solution exhibits a potential energy dependance on distance D
between the colloids which has some relation to our preceding description,
provided we identify the depleted zone (pure solvent zone) existing between
colloids in free polymeric suspension with our above mentioned depleted
zone (region of interactiong defect lines) . In both cases, the presence of
a maximum (leading to polymeric stabilization of the suspension) in the
potential energy curve results from the existence of a depleted zone in the
colloids surrounding. In order to make our description clear we use italic
letters to point out terms related to the present work which deals with
granular materials:
As the colloids (intruders) are getting nearer than a typical distance Do
(actually of the order of the diameter of the macromolecules (intruders)),
there exists a depleted zone between them, which decreases in size until
the colloids (intruders) touch each other. This corresponds to a decrease
of the potential energy of the system when the distance decreases. In both
cases, this region corresponds to a net attractive force which may lead
to flocculation (aggregation) . In reverse, starting from a distance D and
separating the colloids ( intruders) results in allowing the depleted zone or
the pure solvent zone, (depleted region of defects) to dilute in the solvent (to
-
666 J. DURAN
6,45
6,40
0
-
>< 6,35
>- 6. 30
Cl
; 6,25
s::
w 6,20
~ 6,15
0..
6,10+-~--,-~--.-~~-,--~-,--~-.--~-,
0 50 1 00 150 200 250 300

Dipole orientation (deg)
Figure 5. Potential energy of a piling made up of a dipolar intruder immersed in a sea

of smaller monodisperse particles as function of the angle to the horizontal with = 5.
climb up in the bulk of the piling) thereby leading again to a lowering of the
overall potential energy. Thus, considerung the similarity in argumentation
the potential energy curve of both systems should have a similar shape (see
Fig. 4).
Concerning depletion stabilization of polymeric colloidal suspensions, it
has been demonstrated recently [21] that a moderate polydispersity in the
diameters of the macromolecules results in a reduction, or even annihila-
tion, of the attractive forces. For high polydispersity, the repulsive forces
can be eventually wiped out. A direct examination of computer generated
polydisperse pilings shows that similar features occur here: Polydispersity
can blur out the depletion zone in the immediate surrounding of the in-
truders and the repulsive interaction disappears due to the reduction of the
defects clouds.
4. Dipole and tripole orientation

Instead of two large spherical intruders, we now consider a dipole (i.e. an
intruder made up of two large identical particles stuck one to another) or
a tripole (i.e. an intruder made up of three identical large particles stuck
together in an equilateral triangle). An additional question concerns now
the preferred direction (as far as the potential energy decides) of these
"molecules" in the bath of monodisperse smaller particles.
Taking profit of the remarks in the last section, we expect that a dipole
which is able to rotate in the plane of the piling, will preferentially adopt
ii 3,0
T'"
A
•• •• ••••••
><
..... 2,8
~
~ 2,6
Gl
w
s::: 2,4
~ 2,2
0
a. 2,0 •••• ••••••
0 5 10 15 20
Con1'iguration
Figure 6. Potential energy dependence on orientation of a tripole in a sea of smaller

particles for different configurations.
a vertical position, because in this situation, the area of the defect cloud
is smaller than the one created by a horizontal dipole. The calculation
confirms this expectation as can be seen in Fig. 5
The question of the equilibrium position of an equilateral tripole is
investigated following the same procedure. The result of the calculation
corresponding to two opposite positions is reported in Fig. 6. The situa-
tion when a corner of the tripole is pointing downwards is energetically
more favorable. This finding received recent experimental support. We ob-
served that introducing a triangular shaped intruder in a 2D cell filled with
small mono disperse beads leads repeatedly to such a configuration (cor-
ner downwards), after a sufficient shaking of the cell, despite of our initial
preparation (corner upwards) in the piling. Again looking at the computer
generated patterns, it is seen that the corner-down triangle induces a much
smaller cloud of defects than the opposite orientation.
5. Perspective and conclusion
This work does not claim to draw general conclusions concerning the more
general case of a real, disordered 3D polydisperse configuration. Its aim
is to examine a model material for long-range interactions of distant large
particles embedded in a sea of monodisperse smaller ones. Basically, it relies
upon the observation that there exists a mismatch between the particular
ordering due to gravitational deposit (minimizing potential energy) of a
668 J. DURAN
granulate in a container and the ordering induced by the curved external

wall of a large spherical intruder. Clearly, the natural triangular ordering
of a bidimensional pile favors long range interaction leading to the above
described features. However, an extrapolation of the preceding observation
to real monodisperse 3D pilings containing several large intruders, which
are naturally disordered, should be considered cautiously.
One may wonder whether the computed dependence of the pilings po-
tential energy on distance or on orientation (i.e. the forces) can effectively
give rise to reorganization of the piling leading to flocculation or reorienta-
tion of the intruders in the bulk. A rigorous answer to this question is not
straightforward in the present state of our knowledge. However, a simple
argument can be put forward in favor of an effective action leading to the
predicted effects. First, we note that, within the present context, the en-
ergy variations correspond typically to the weight of a few beads. Second,
we refer to a simple real experiment which consists in filling disorderedly a
bidimensional cell with monodisperse glass or metal beads. As it is easily
observed, gently tapping or vibrating such a device unavoidably induces a
global reorganization of the piling which ends up in a triangular lattice, i.e.
the state of lowest potential energy. Since the change of potential energy
per shake is also of the order of magnitude of a few bead weights, we in-
fer that the forces calculated above may give rise to a re-orientation and
flocculation of intruders.
Our tentative 2D model establishes a distinction between the short
range attractive zone and the long range repulsive one. As previously stated,
natural disorder limits the extent of the above lying cloud of defects which
allows for long range repulsion. Therefore, and in real 3D disordered piles,
the small repulsive interaction between particles sitting far apart is unlikely
to be observed. In reverse, the short range (D < R) attractive interaction
which is due to the ordering of the smaller particles at the intruders bound-
aries might well become operative within a noticeable range, even in disor-
dered pilings. An extreme situation for this reciprocal intruder attraction
can be easily visualized considering an inter-intruder separation smaller
than the diameter of the small particles (D < 2r). Then, the smaller parti-
cles cannot enter the space left between both intruders and shaking or agi-
tation is expected to induce flocculation. This may be understood realizing
that the local pressure due to the granulate upon the external boundaries
of the couple of intruders is not balanced by intersticial particles. Related
to colloidal flocculation, this is reminiscent of the steric layer theory by
Vincent et al. [22].
Both computer simulations as well as experimental tests of the pre-
ceding elementary considerations are yet to be performed. In view of our
previous experience, care should be taken in order to avoid spurious ef-
fects due to central convection [13, 15] which naturally occurs in shaken
or vibrated containers of limited transversal extent. It is noticeable that
the central upward flux of granular material which occurs in such config-
urations would give rise to effects (vertical dipole alignment, triangle with
corner downwards) apparently similar to our present results.
Acknowledgements. We acknowledge fruitful discussions with P. Le-
vitz and researchers of the Jussieu group, E. Clement, J. Rajchenbach,
E. Kolb, L. Vanel, and L. Labous. This work has been supported by the
French Groupement de Recherche de la Matiere Heterogene et Complexe
of the CNRS and by the European Community in the framework of a HCM
contract.
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58(10):1038, 1987.
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11. S. Dippel and S. Luding. J. Phys. I France, 5:1527, 1995.
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15. J. B. Knight, H. M. Jaeger and S. R. Nagel. Phys. Rev. Lett. 70:3728, 1993
16. F. Cantelaube. PhD Thesis, Universite de Rennes, 1995
17. W. Cooke, S. Warr, J. M. Huntley, and R. C. Ball. Phys. Rev. E, 53:2812, 1996.
18. D. H. Napper. Polymeric stabilization of colloidal dispersions. Adademic Press,
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670
Gene Stanley
SPONTANEOUS SELF-STRATIFICATION WITHOUT SHAKING
"Potatoes from Mashed Potatoes"
H. A. MAKSE*, P. CIZEAU*, S. HAVLIN*t,

P. R. KINGt AND H. E. STANLEY*
*Center for Polymer Studies and Physics Dept., Boston University,
Boston, MA 02215 USA
t Minerva Center and Department of Physics, Bar-Ilan University,
Ramat Gan, Israel
+BP Exploration Operating Company Ltd., Sunbury-on- Thames,
Middx., TW16 1LN, UK
Abstract. We briefly describe the phenomenon of spontaneous self-strati-

fication and spontaneous self-segregation in granular mixtures. We also
briefly introduce some attempts to understand these phenomena.
1. Introduction
Despite its rich history as a topic of scientific endeavor [1-10] recent work
in granular matter is yielding many surprises [11-17]. Assuming that this
audience is not familiar with the spontaneous self-stratification effect, I
shall organize this talk around three questions: What is the phenomenon?
Why care? What do we do?
I'd like to dedicate this this talk to someone whose approach to science
I've always admired but never been able to actually emulate, Professor
Etienne Guyon. He has always chastised us theorists because we first de-
velop models, and then look around for experiments-hoping that maybe
these experiments will eventually trickle down to something practical. This
work takes the reverse route, beginning with a practical problem, then a
laboratory experiment, and finally a theoretical model.
2. What is the Phenomenon?

This research was triggered by an industrial problem: oil recovery. Peter
King works for British Petroleum and BP supports our research. That
means that Peter King visits our laboratory quite frequently to see what's
671
/© 1998 Kluwer Academic Publishers.
672 H. A. MAKSE* ET AL.
going on. On one visit he brought with him a piece of sandstone that con-
tained oil. ';['his kind of sandstone is characterized by layers, and these layers
reflect alterations in the permeability. This permeability can be measured
using an elegant device that blows a sharp stream of air at a known pres-
sure. We take a thin slab of sandstone, use the device (which looks like a
drill) to direct an air stream against one side of the thin slab, and measure
how much air gets through. By dividing the flow of the air by the pres-
sure drop, we get the permeability. This permeability alternates in value
by roughly a factor of two from one layer to the next to the next to the next.
The theory of pressed sand tells us that the permeability is proportional to
the square of the diameter of the particles that make up that sandstone,
and that therefore the grain size must alternate from one layer to the next.
How could we help better understand this sandstone? The first question,
however, is not how can we understand the sandstone but rather how do
the layers get formed in the first place? Sandstone is made by compressing
sand particles under pressure; they stick and ultimately become sandstone.
So the question is how can one form a sandstone of layers? Does it mean,
for example, for a few millenia all the sand of the air was of one size and
then for a few millenia later it became of another size and then for a few
millennia reverted to the first size-back and forth like the glaciers go back
and forth? This does not seem very probable, and there is no geological
evidence.
3. Why Do We Care about this Phenomenon?
There are always two reasons to care about something, one is practical
and the other scientific. Already we mentioned one practical feature by
emphasizing that the permeability is proportional to the square of the size
of the sand layer, and this fact is of vital importance to the oil industry,
since much of the earth's oil is trapped in sandstone. This is not the only
practical reason. In a recent "News & Views" article in Nature, J. Fineberg
published a paper with the interesting title, "From Cinderella's Dilemma
to Rock Slides" in which he described the relevance of the effect that we're
about to see to a phenomenon which is really quite dramatic [18]. Namely
that in an avalance of rock from a height of, say, a thousand meters, the
flow after that avalance can be as much as ten times bigger. That flow
can be dramatic-e.g., the flow from one particular such rock slide that
took place near Frank, Canada almost one hundred years ago in 1903 was
so striking that it actually wiped out a town. That is a phenomenon that
really amazed people because the mountain that initiated the landslide was
quite a distance away-over 10km.
The second reason is scientific interest: How can you start with a ran-
SPONTANEOUS SELF-STRATIFICATION WITHOUT SHAKING 673
dom mixture and spontaneously form alternating layers, "potatoes out of

mashed potatoes?" And this entropy paradox also interests the layman.
I think as scientists we have some responsibility to communicate to the
non-scientific public about our work.
Another scientific reason to care is the cover of the April 1996 issue of
Physics Today· by Jaeger and Nagle in which they made a time exposure
photograph of a pile of grains undergoing an avalance. What you'll notice
here is that this is something very close to a field that many of us have come
from, namely phase transitions. Because you see sort of a stable, "solid"
phase where the grains don't move much during the period of this time
exposed photograph, and you see sort of a "liquid" phase where the grains
do move, streaming down just as you see often when you make a photograph
of "liquid" traffic at night. And there's clearly a phase boundary where some
grains are captured and don't move any further and others are kicked out
and do move. We'll see that this process of capturing and kicking out is not
altogether unlike the process that occurs at a critical point where particles
can switch their identity near a critical point between two different phases.
4. What Do We Do?
I'll tell you first about a piece of work that appeared in the same 27 March
1997 issue of Nature as Fineberg's article, and this piece of work concerns
primarily the phenomenon. Then I'll tell you about more recent work that
attempts to explain that phenomenon [19-31].
The first thing a physicist wants to do if he wants to understand a
phenomenon is to think of an experiment that reproduces that phenomenon.
For example, to understand the viscous finger instability, Hele Shaw exactly
100 years ago took a pair of parallel glass plates, held apart by some sort of
spacer, and filled the space between these plates with a viscous liquid [32].
So you have a cheese sandwich, so to speak, where the bread is the glass
plate and the cheese is, say, oil. And this is a very stable situation until you
try to do something to it. You try to force another fluid into this fluid. Now
if the fluid you try to force in has higher or equal viscosity, no problem-it
goes right in. But if it has lower viscosity, of course, it doesn't want to go in.
It doesn't want to go in until you apply pressure, sufficient pressure, and
then you see a breakdown, a phase transition: you break down the fluid
between the plates and you form a well-defined recognizable pattern.
Let's see something analogous happens here. We'll start with the same
cell, but put the cell vertical and between its plates, you can pour a ran-
dom mixture of two kinds of grains, small and large. The small sand, from
a pet store, is typically 400 microns in diameter. The large grains are col-
ored sugar crystals from the super market cake department, typically 900
microns in diameter.
What happens? Only spontaneous self-segregation occurs, at first. But
after a little while you begin to see avalanches. And notice what happens:
During each avalanche, each avalanche results in the formation of a pair of
layers-a layer of small sand grains and a layer of large sugar crystals, with
the large particles on top of the small particles. And also notice that at the
end of an avalanche going down, there is a traveling wave, or "kink," of the
large red particles coming all the way up to the top. And then it starts all
over again. This "kink" will turn out to be relevant when we try to really
understand what's going on.
The large red particles, in addition to forming layers, are strongly rep-
resented in the lower right corner. And vice versa for the small white ones,
which are heavily represented up against the wall. How do we understand
this segregation? Suppose you climb a mountain. At the top, being a curi-
ous person, you want to see what will happen if you throw a stone off the
side of the mountain. Thinking about the stone tumbling all the way down
is very exciting, because it will pick up energy and so forth. But of course
the stone does nothing of the sort. If you throw a stone from the top of
the mountain it will likely get trapped in one of the many local minima
on the side of the mountain, and not do any damage at all. If you want to
do damage, you must take a very large boulder and give it a very strong
push-and then maybe it will keep on going. Similarly, the small grains get
trapped in local minima of the sand pile much more easily than the large
grains, while the large grains tumble on down to the bottom.
Now the second and more puzzling phenomenon is the spontaneous self-
stratification. Here the important physics that I think all of us know is that
there is not one angle of repose, any more than there is one coefficient
of friction. There are two friction coefficients-starting friction and sliding
friction. And once something goes, of course, the sliding friction is smaller
and the same thing occurs here. There's a maximum angle for stability and
as you raise the angle of the sand pile, nothing happens until you hit this
maximum. But once something happens, once an avalanche is underway,
it continues until the angle of the sandpile decreases to a slightly smaller
angle called the angle of repose. How can we incorporate these facts into
some sort of understanding?
Its often good to start with what everybody knows. And everybody
knows of the Bak-Tang-Wiesenfeld model for a sand pile [33]. This model
is a little game that you can play on your personal computer. You start
with a chessboard and you drop cubes onto that chessboard at random
positions. If you simply drop cubes, you just get many Towers of Babel, up
and up and up. So you need a rule.
The rule is a simple one: whenever the height difference between a pla-
quette and the four neighboring plaquettes on the chessboard exceeds some
threshold (e.g., 4), then 4 cubes are "democratically distributed" to the
four adjacent plaquettes. Of course this rule effectively does away with the
Towers of Babel, because every time one gets too high a re-distribution
takes place. When this re-distribution causes an adjacent pile to grow too
tall, then this pile also has a re-distribution. This sequence of distribu-
tions is called an avalanche. When we make a histogram of the number of
avalanches of a given size s, we find that the histogram forms a straight
line on log-log paper, i.e., there is a power law in the size distribution.
But when this model was tested experimentally, it was found that the
distribution functions are not power laws in the variable-i.e., straight lines
always decreasing-but were instead typical unimodal distributions. Intu-
itively, this can be explained in terms of the length scale involved in this
problem. Power law distributions typically are symptomatic of something
in which there is no inherent length scale, and, of course, as we examine
sand avalanches we can see that they definitely are of a characteristic size.
Something sets the scale for that characteristic size: the difference between
the maximum angle and the angle of repose. If these two are set to be
equal to each other-as has effectly been done in the Bak-Tang-Wiesenfeld
model-then this variable is zero, and nothing sets the characteristic size.
But there is, in fact, a characteristic size.
Hence we improve the Bak-Tang-Wiesenfeld model to take into account
the characteristic size by allowing for two critical slopes: the maximum
slope for stability Sm and the angle of repose Sr. In the geometry of the
experiment, particles are dropped near the left edge. There are two particle
sizes: a plaquette of area 1 (lxl) and a plaquette of area 2 (lx2, shown in
red). Essentially, we have "peas" and "carrots" coming out of the sky and
falling onto the same pixel.
As the peas (lxl) and carrots (lx2) drop onto the pixel in random
order, it soon becomes obvious that a long buildup of single peas (still
within the parameter of the maximum slope for stability sm, which in our
case is three) can be "avalanched" dramatically by a single carrot (reducing
the angle to below sm). These avalanches continue until the ultimate slope
reaches the angle of repose sr, which in our case is two. An avalanche is
the result of dropping a pea or a carrot. It can be simply the movement of
one particle down to the next level, or it can be an elaborate sequence of
movements.
The pattern we get with this improved model is not exactly like the
experiment, but neither is it entirely unlike the experiment. There is spon-
taneous self-stratification, but without a constant wave length (it is slowly
increasing), and there is no sign of the upward-moving "kink" that appears
in the experiment.
Suppose we do a different experiment in which we add another pa-

rameter: shape. The sand particles are relatively smooth. The large sugar
particles are relatively cubic. A heap of smooth particles has an angle of
repose that is relatively small. A heap of faceted particles has an angle of
repose that is much larger. Intuitively, we can see how rough particles can
sustain a greater angle before an avalanche begins. So in our new experi-
ment we select large particles-glass beads-that are smoother than sand
particles. The angle of repose of these large glass beads is actually smaller
than that of the small sand particles.
What happens? Spontaneous self-segregation occurs, but not sponta-
neous self-stratification. The larger particles with the smaller angle of re-
pose roll to the bottom of the pile and come to rest with this small Sr. The
smaller sand particles are rougher and form a stable heap with a larger Sr.
If we take faceted, rough sugar particles and small, smoother sand par-
ticles we find four angles of repose. Each kind of particle has two angles of
repose: one for its fluid phase (when it is in motion) and one for its static
phase (when it is at rest). The notation for these angles of repose is as
follows:
- 1= small smooth grains (sand)
- 2= large faceted grains (sugar)
- the first number of the subscript is the fluid phase, e.g., the 1 in 812
- the second number of the subscript is the static phase, e.g., the 2 in
812
In the case of sand and sugar, we find that
In the case of the inequality 8n < 822, the shape of the particles is the
critical factor. Faceted particles have a larger angle of repose than smooth.
In the cases of 821 < 8n, 822 < 812, and 821 < 812, the size of the particles is
the critical factor. Little particles can get trapped in the crevices between
the larger.
If we do a series of experiments, each with a 50-50 mixture of glass
beads and sand particles, in which we vary the size of the glass beads in
the series of experiments from very small to much larger, we will find that
whether or not we get stratification depends crucially on the value of a
control parameter
8 = 8n- 822
where 822 is the repose angle of the big particles and 811 the repose angle
of the small particles. Whenever 8 exceeds a critical threshold (in this case
zero), spontaneous self-stratification occurs.
How is the control parameter 8 analogous to the control parameter in

the viscous fingering problem? The viscous fingering instability occurs only
when
8vF = 'T/d- 'Tli
exceeds zero, where 'T/d and 'T/i are the viscosities of the displaced and invad-
ing fluids, respectively. The analogy runs deeper, and we can discuss this
over coffee!
We first note that the lower the angle, the higher the flow. In the case of
an incipient avalanche "just ready" to occur, a large number of large, faceted
particles (sugar crystals) are in the top layer, a case of 022 -a substrate of
large particles is stopping large particles. When the avalanche just begins
to happen, a phase separation in the material occurs-the small particles
begin to flow, but do not get very far because they fill the interstices in
the layer of large faceted sugar crystals (812 > 822). After a period of
time, the large particles begin flowing, and flow to the bottom of the pile.
Segregation is apparent; roughly one-half the particles in each avalanche
contribute to a settling of the large particles at the bottom. The other half
of the particles contribute to the layering, because, as the segregation piles
up at the bottom, there is "no room left" for the rest of the large, faceted
particles (because the angle is now too low for flow). A traveling wave-a
"kink" -begins to move up the pile. The kink stops the particles as they
move down the slope and thus the kink shape grows up the side of the slope
(it is not the particles themselves that are moving up).
Bouchaud et al. developed a complete analytic approach to the one-
species sandpile [34, 35]. This approach reasons, by conservation of mass,
that every particle rolling down the slope that decreases the height of the
fluid phase also increases the height of the static phase. As the avalanche
occurs, each particle has the possibility of being captured or kicked into
motion. Each one that is captured adds to the static phase, while each
that is kicked into motion decreases the static phase and adds one to the
fluid phase. The r term, which de Gennes calls the "collision matrix,"
characterizes the conversion of particles from one phase to the other.
When we have two species, we must allow for a 2x2 collision matrix.
We obtain results different from the original cellular atomaton model, the
discrete model. We find (i) the upward-moving kink and (ii) the dependence
on angle of repose. With this approach, we can go on to calculate the
analytic shape of the kink, the thickness of the layers, and express them
all in terms of parameters. This formalism can be used to discuss the case
in which the angles of repose are reversed, in which case we end up with
only segregation, with the large particles coming to rest only at their small
repose angle and the small particles coming to rest at their large repose
angle.
Acknowledgments. We thank R. Ball, T. Boutreux, S. F. Edwards, P.

G. de Gennes, H. J. Herrmann, S. Tomassone, and S. Warr for stimulating
discussions, NSF and BP for financial support.
References
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2. R. A. Bagnold, The Physics of Blown Sand and Desert Dunes (Chapman and Hall,
London, 1941).
3. R. A. Bagnold, Proc. R. Soc. London A 225, 49 (1954).
4. J. C. Williams, Univ Sheffield Fuel Soc. J. 14, 29 (1963).
5. R. A. Bagnold, Proc. Roy. Soc. London A 295, 219 (1966).
6. J. C. Williams, Powder Techno!. 15, 245 (1976).
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8. S. B. Savage, in Developments in Engineering Mechanics, edited by A. P. S. Sel-
vadurai (Elsevier, Amsterdam, 1987), 347-363.
9. S. B. Savage and C. K. K. Lun, J. Fluid Mech. 189, 311 (1988).
10. S. B. Savage, in Theoretical and Applied Mechanics, edited by P. Germain, M. Piau
and D. Caillerie (Elsevier, IUTAM, 1989), 241-266.
11. H. M. Jaeger and S. R. Nagel, Science 255, 1523 (1992).
12. H. J. Herrmann, in Disorder and Granular Media, edited by D. Bideau and A.
Hansen (North-Holland, Amsterdam, 1993), 305
13. S. F. Edwards, in Granular Matter: An Interdisciplinary Approach, edited by A.
Mehta (Springer-Verlag, New York, 1994), 121-140.
14. D. E. Wolf, in Computational Physics: Selected Methods - Simple Exercises - Se-
rious Applications, edited by K. H. Hoffmann and M. Schreiber (Springer-Verlag,
Heidelberg, 1996).
15. H. M. Jaeger, S. R. Nagel, and R. P. Behringer, Rev. Mod. Phys. 68, 1259 (1996).
16. J. Duran, Sables, poudres et grains (Ed. Eyrolles, 1997).
17. P. G. de Gennes, in Proceedings of the International School of Physics "Enrico
Fermi", Course CXXXIV, edited by F. Mallamace and H.E. Stanley (IOS Press,
Amsterdam, 1997).
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20. P.-G. de Gennes, C. R. Acad. Sci. (Paris) II 321, 501 (1995).
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22. H. A. Makse, P. Cizeau, and H. E. Stanley, Phys. Rev. Lett. 78, 3298 (1997).
23. H. A. Makse, S. Havlin, P. R. King, and H. E. Stanley, [Proc. Bar-IIan Conf. on
Frontiers in Cond. Matt. Phys., Bar-Ilan University, March 1997], Physica A, xxx
(1997).
24. H. A. Makse, P. Cizeau, and H. E. Stanley, Modeling stratification in two-
dimensional sandpiles, [Proc. Minerva Workshop on Mesoscopics, Fractals, and Neu-
ral Networks, Eilat, Israel, March 1997], Phil. Mag. B xx, xxx (1997).
25. H. A. Makse, S. Havlin, P.-Ch. Ivanov, P. R. King, S. Prakash, and H. E. Stanley,
Permeability Fluctuations in Sedimentary Rocks: Connectivity, Permeability, and
Spatial Correlations, [Proc. Int'l Conf. on Pattern Formation, Australia], Physica
A 233, 587-605 (1996).
26. P. Cizeau, H. A. Makse and H. E. Stanley, "Discrete and Continuum Models for
Spontaneous Stratification in Two-Dimensional Sandpile" (preprint).
27. H. A. Makse, R. C. Ball, H. E. Stanley, and S. Warr, "Dynamics of Granular Strat-
ification" (preprint).
28. H. A. Makse, "Stratification instability in granular flows" Phys. Rev. E (accepted)
29. H. A. Makse and H. J. Herrmann, "Microscopic Model for Granular Stratification
and Segregation" (submitted to Europhys. Lett.)

30. T. Boutreux, "Segregation due to surface flows of grains of different size" (preprint)
31. B. Urbane and L. Cruz, Phys. Rev. E 56, 1571-1579 (1997).
32. H. S. Hele-Shaw, Nature 58, 34-36 (1898).
33. P. Bak, C. Tang, and K. Wiesenfeld, Phys. Rev. Lett. 59, 381 (1987).
34. J.-P. Bouchaud, M. E. Cates, J. R. Prakash, and S. F. Edwards, J. Phys. (France)
4, 1383 (1994).
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74, 1982 (1995).
680
Thomas BoutTeux {left), MaTina Piccioni, and Laic Vanel

SEGREGATION DUE TO SURFACE FLOWS
OF GRANULAR MIXTURES
T. BOUTREUX
Laboratoire de Physique de la Matiere Condensee
URA n°792 du C.N.R.S.
College de France, 11 place Marcelin Berthelot
75231 Paris Cedex 05, France.
Boutreux@ens.fr
Abstract. We present a theoretical model of surface flows for a mixture of

two grain species, differing by their size and their surface properties. The
rolling stream is assumed to be homogeneous. Exchanges between the grains
at rest and the rolling stream are modelled via binary collisions. The model
predicts that during the filling of a 2D silo, continuous segregation appears
inside the static phase. This fits the observations when the size difference
between the species is small. We argue that when the size difference is large,
segregation occurs directly inside the rolling stream.
1. Introduction and model
Recently, an experiment on granular matter has attracted much atten-

tion [1-3]: a mixture of two different grain species is poured into a two
dimensional cell made of two vertical plates. The word "different" allows
for various possibilities. a) If the particles have the same size, but different
surface properties (shape, roughness, sticking) and then different angles of
repose (}n the stickiest species stops uphill and the least sticky one stops
downhill. An attempt to discuss this case, based on a generalization of the
equations of Bouchaud et al. for surface flows [4] was proposed by Boutreux
and de Gennes [5]. The main conclusion was that the concentration profiles
should vary continuously along the slope, with an exponent which depends
on the coupling constants. b) If the particles have different sizes and differ-
ent surface properties, we face a new problem and the analysis of Boutreux
and de Gennes [5] is not sufficient. We propose here an improved model to
681
682 T.BO"CTREUX
Figure 1. Grains of the static phase are at rest. Grains of the rolling phase flow downhill,
because of gravity. Exchanges between the two phases arc due to collisions of rolling grains
with static grains.
describe this situation. Moreover, in some spectacular cases, the particles

deposit in alternating layers of different species, parallel to the sandpile sur-
face (this is called 'stratification'). A successful model for these stratified
systems has been constructed recently by Makse et al. [6]. We discuss the
link between this description and the present approach in the section 4.
Following Bouchaud et al. [4], we assume that there is a sharp distinction
between a static phase where grains are at rest, and a thin rolling phase
on top of the static phase (see Fig. 1). The angle ()(x, t) denotes the local
slope of the interface, and h(x, t) is the height of the static phase. We call
¢a(x, t) the volume fractions of the two species of grains in the static phase
just below the interface (here the index a denotes the grain species: 'l' for
large, and 's' for small). The total thickness of the rolling phase is R(x, t).
Vve assume that the rolling phase is homogeneous in the vertical direction,
i.e. there is no segregation already inside this phase. This is plausible if the
particle sizes are not too much different. We call Ra(x, t) the equivalent
thickness of the two different species in the rolling phase: Rex (x, t) is equal
to R multiplied by the local volume fraction of the a grains in the rolling
phase. The equation that describes the exchanges of grains between the two
phases due to grain collisions [5] is:
(1)
where Ralcoll describes the exchange of a grains from the static phase to
the rolling one. The evolution equation for each species in the rolling phase,
taking into account the downhill convection of grains due to gravity, is:
(2)
SEGREGATION IN SURFACE FLOWS 683
where v is the convection speed of the rolling grains, taken as constant and
identical for both species.
2. Generalized angles of repose

We still need a microscopic model of the grain collisions, in order to obtain
the exchange terms Ralcoll· We calculate them in the first order approxima-
tion, by considering only the binary collisions between one rolling grain and
one grain at rest on top of the static phase. When the rolling grain is large,
there exist four types of collisions: (i) Auto-amplification: another l grain
starts to roll. This collision contributes a term az(B)¢zRz to Rzlcoll· The term
is proportional to Rz because the rolling phase being thin, all rolling grains
interact with the static phase. As a first approximation, az only depends
on e. (ii) Cross-amplification: an s grain starts to move. It contributes a
term xz(B)¢ 8 Rz to Rslcoll· (iii) Auto-capture: the l rolling grain is captured
by an l static grain. It contributes a term -bz(B)¢zRz to Rzlcoll· (iv) Cross-
capture: the l rolling grain is captured by an s static grain. It contributes
a term -zz(B)¢8 Rz. to Rzlcoll· This cross-capture was not considered in the
minimal model [5]; it plays an important role when the grains have different
sizes. Four similar binary collisions happen when the rolling grain belongs
to the s species, with corresponding collision functions a 8 , x 8 , b8 , and z 8 •
We therefore consider eight positive collision functions. The size and the
surface differences between the two species allow to compare the functions.
A large grain sets more easily a small grain into motion than the reverse:
xt(B) > x 8 (0); a small grain captures more easily a large grain than the
reverse: z8 (B) > zz (B). Moreover, rough surfaces interact more than smooth
ones: ar (B) > am (B) and br (B) > bm (B). Here r stands for rough, and m for
smooth. Note that there are only eight collision functions; if for instance
the rough grains are also the large ones, ar and az are two notations for the
same function.
In order to simplify the expression of the exchange terms Ralcoll, we
linearize the collision functions with respect to 0; this approximation is
possible since in practice () ~oes not vary too much [1-3]. If we define the
collision matrix M by [5] ( ~; 11::::) = M · ( ~;), we obtain
(3)
The positive constant 'Y is given by 'Y = 8ea - 8eb. It has the dimensions
of a frequency. A dimensional analysis shows that 'Y c::' v / d, where d is the
typical size of grains. The angles Ba(¢{3) are given by:
{}z(¢s) = Br,l + (Bzs- Br,z)¢s

684 T.BOUTREUX
(4)
where Br,a is the repose angle of the pure a grains, and Ba,(3 is defined by
Xa(Ba,(3) = Za(Ba,(3)· The angles Ba(¢(3) have a key role in the model [7];
they are crossover angles: for instance for the l species, when () > ()1 the
collisions due to the l rolling grains amplify the rolling phase, and reduce
it when() < ()l· The angle ()a(¢(3) plays for a mixture of grains the role of
the angle ofrepose ()r for a pure species. We call the Ba(¢(3) the generalized
angles of repose. These angles were introduced in [6] where expressions
were postulated, but not derived by considering microscopic collisions. For
simplification, we will assume in the following that the two grain species
have different sizes, but the same surface properties. In this case, we have
=
Br,l = er,s =
()r and the difference 'ljJ 08 (¢L) - el(¢s) is positive due to
the comparisons we made between the eight collision functions. Moreover,
'ljJ will be assumed to be constant.
3. Segregation
In order to describe the segregation process between the two species, let us
assume that we pour a given mixture at constant flux at the position x = L
into a 2D cell extending from 0 to L. In steady state, the surface level rises
uniformly at the constant rate h. Equations (1) and (2) imply that the
total height R( x) of the rolling phase decreases linearly with respect to the
distance to the pouring point: R(x) = xhjv. We also have a relationship
between Ra/ Rand the volume fractions in the static phase ¢a:
¢l (5)
where S = ry'ljJ- (xl - x 8 ) is a constant in our model. Equation (5) shows

that segregation appears: the grains of the species a for which ¢a > Ra/ R
(in practice, the small grains) stop more easily than the grains of the other
species (the large grains, with ¢a< Ra/R). At the lower end of the slope
(x « L), we have a complete purification of both phases due to segrega-
tion: R 8 (x)/R and cp 8 (x) tend to zero. Moreover, Fig. 2 shows the volume
fractions ¢a(x) for 0 < x < L, calculated numerically [7) in the case where
the poured granular material contains the same volume fraction of each
species: Rl = Rs at x = L. For this simulation, we chose Or = 40°, 'ljJ = 10°,
and Xt- x 8 = 0.1"(; experiments [2] show that this situation corresponds to
a size ratio between the two species equal to approximately 1.2. Note that
segregation clearly appears at x = L, where R1 = Rs but ¢l < cp 8 • Figure
SEGREGATION IN SURFACE FLOWS 685
0.75
<l>s(x)
<l>a(x) o.5
0.25
U4 U2 3U4
{Pouring
pomt)
X
Figure 2. The two volume fractions ¢"' ( x) in the static phase, calculated numerically, for
the steady state solution when a mixture (50% in volume for each species) is poured in a
2D cell. The model predicts continuous segregation inside the static phase. The numerical
calculation is made with Br = 40°, 'lj; = 10°, and Xt - Xs = 0.1 ")'.
(2) shows that our model predicts a continuous segregation and not a com-
plete one: ¢ 8 does not fall rapidly at x = L/2, but progressively decreases
as x decreases.
4. Discussion
The model presented in these proceedings predicts continuous segregation.

It does agree with experiments [2], when the size difference between the
two species is not too large. Let us call p the ratio of the size of the large
particles divided by the size of the small ones. In practice, when p is less
than approximately 1.5, a continuous segregation is observed, in qualitative
agreement with our model. Measurements are under way and quantitative
tests will follow.
When p > 1.5, experiments [1-3] show that we obtain either stratifi-
cation as described in the introduction, or a complete segregation in the
static phase with small grains uphill, and large grains downhill; the transi-
tion zone between the two species has a size that approximately goes from
a few mm to a few em (the order of magnitude of the grain size being
0.5 mm). The fact that continuous segregation is not obtained any more
may be explained in the following way. When p > 1.5, the volume and
the size ratios between the two species are large. Then already inside the
rolling phase we expect some segregation, with the large grains on top of
the small ones. Hence the rolling phase is not homogeneous any more, con-
trary to an assumption of our model; the large grains do not interact with
the static phase and can not stop. Only the small grains can stop, until
the rolling phase contains no more small particles. Then the large grains
686 T.BOUTREUX
stop and complete segregation is obtained. Moreover, our model, which is

not valid for p > 1.5, does not predict stratification [7]. This is consistent
with the experiments, since stratification requires a large difference in sizes
(p > 1.5). Note that a successful model of stratification [6] does indirectly
include the segregation inside the rolling phase [7].
Acknowledgments. We thank for his very precious help P.G. de Gennes,
co-author of a first article about surface flows. This work also benefited from
stimulating discussions with J.P. Bouchaud, H. Makse, and J. Rajchenbach.
References
1. Makse, H. A., Havlin, S., King, P. R., and Stanley, H. E. (1997) Nature 386, 379.
2. Grasselli, Y. and Herrmann, H. J. (submitted to C. R. Acad. Sci. Paris).
3. Koeppe, J., Enz, M., and Kakalios, J. (1997) in R. P. Behringer and T. Jenkins
(eds) Proceedings of Powders and Grains 97, Balkema, Rotterdam.
4. Mehta, A. and Barker, G (1991) Phys. Rev. Lett. 67, 394; Bouchaud, J.P., Cates, M.
E., Prakash, J. R., and Edwards, S.F. (1994) J. Phys. France I 4, 1383; Bouchaud,
J .P. and Cates, M. E. (1998) this volume; De Gennes, P.G. (1995) C. R. Acad.
Sci. Paris Jib 321, 501; Boutreux, T. and de Gennes, P.G. (1997) C. R. Acad. Sci.
Paris Jib 325, 85.
5. Boutreux, T. and de Gennes, P.G. (1996) J. Phys. France I 6, 1295.
6. Makse, H. A., Cizeau, P., and Stanley, H. E. (1997) Phys. Rev. Lett. 78, 3298;
Makse, H. A. (to be published by Phys. Rev. E).
7. Boutreux, T. (submitted to Europhys. Lett.); Boutreux, T., Makse, H. A., and de
Gennes, P.G. (in preparation).
CELLULAR AUTOMATA MODELS FOR GRANULAR MEDIA
A. KAROLY! AND J. KERTESZ

Institute of Physics, Technical University of Budapest
Budafoki ut 8, Budapest, H-1111, Hungary
H. MAKSE, H.E. STANLEY
Center for Polymer Studies, Boston University, USA
AND
S. HAVLIN
Physics Department, Bar-Ilan University, Israel
Abstract. Two-dimensional hydrodynamic lattice gas cellular automata

have been generalized to the cases when the collisions are inelastic and there
is friction between the particles. These models can be used successfully to
describe various features of granular media. Here we briefly describe results
on avalanche statistics and the filling of a silo with mono-disperse grains
and a binary mixture. In the former case we have found good qualitative
agreement with the IBM experiment [1] showing scaling for small piles but
none above a critical size. The steady state profile during the filling of
the silo seems to be well described by the recent Boutreux-de Gennes [2]
theory. The agreement with the theory for binary mixture is also good
though deviations due to inertia effects occur.
1. Introduction
Cellular automata (CA) have been successfully used to model granular me-
dia [3]. In particular, generalizations of the so called Hydrodynamic Lattice
Gas (HDLG) models [4] have been applied to diverse phenomena including
the description of flow patterns, the shapes of the tails of piles, or heap-
ing [5-10].
The two-dimensional HDLG models are cellular automata defined on a
triangular lattice where particles can move with velocities of unity or be
at rest. The dynamics is given by a set of collision rules reflecting the con-
687
688 A. KAROLY! ET AL.
servation laws of the system, namely conservation of the particle number,

of momentum and of energy. The generalization of these CA to Granular
Media Lattice Gas (G MLG) models can be done in the following way [5]:
(1) The probability Pk of collisions where energy gets lost is set higher
than those where energy is gained. This way energy the inelasticity of the
collisions can be captured by the parameter Pk· Momentum is conserved in
such collisions.
(2) In order to have the dilatancy effect we introduced new rest states
on the bonds.
(3) Friction is considered in collisions when particles are involved which
are connected either directly or via other particles to the wall (they are
called bulk particles). This is done again in a probabilistic way and con-
trolled by pf.l-, the probability, with which a moving particle stops when
colliding with a bulk particle.
One can generalize the so called FHP I and FHP II HDLG models [4]
in the above described way. (The difference between FHP I and II is that
in the former case energy is locally conserved in the collisions while for the
latter this is true only on the average.) Gravity is taken into account also
in a probabilistic way as usual for HDLG models [4].
With such models it has been possible to simulate different granular
systems as pipe flow, shear flow, shaken boxes, etc. [5, 8-10].
2. Avalanche Statistics [6]

The system studied - a 2D box with one open side - is a classical setup for
examining avalanches and is also analogous with the experiments by Held
et al. [1]. The particles are dropped near to the side-wall in such a way
that a half-pile is building up. The pile is driven quasi-statically, that is the
particles are added one by one, after all activity caused by dropping the
previous particle ceased. The size of the system, L, is defined by the length
of the horizontal support. The measurements start after the steady state
has been reached.
First we consider the time evolution of the total mass of the pile (see
Fig. 1). The time unit here is the interval between dropping two consecutive
grains, which can last from one single update to several hundred updates
long.
The graphs on Fig. 1 represent two runs, where all material parameters
are kept identical, while the system sizes are varied. Although the sizes are
modified only by a factor of two, the curves are qualitatively different. The
first one (L = 24) is a function irregularly fluctuating on many time scales,
but the second one (L = 48) is much more regular, quasi-periodic with
a period of about 4000 time-steps. This can be underlined by comparing
CELLULAR AUTOMATA MODELS 689
2600 - L=24
2400
:2
2200
2000
°
1800
5000 10000 15000 20000
11000
- L=48
10000
9000
:2
8000
7000
6000
0 5000 10000 15000 20000
T
Figure 1. The total mass (number of particles) of two piles vs. time. A factor of two in
the system size results in significantly different time sequence.
the power spectra of the two data series. In case of the larger pile a peak
develops, which corresponds to a frequency of 1/4000. This finite-size effect
is in nice agreement with the experimental findings of Held et al. [1]. This
result also makes it possible to calibrate the length of the model system to
experimental scales.
As a next step we study the distributions of avalanches. We use two
quantities in order to characterize the size of an avalanche: the T lifetime
of an event (in update units) and the number of particles falling off the
support, that is the M mass of a droplet. Note that M does not contain
information about the small avalanches not reaching the rim of the support.
A probability density curve contains data obtained from typically 106 -10 7
updates. Therefore, in a simple finite-size scaling framework we look for the
distributions of these quantities in the following form:
Fig. 2 show the probability densities p(T, L) for different system sizes.
- L=20
L=40
-- L=80
-- L=144
-- L=288
10°
10-2
~ 10-4
- 10-6
10-B
10 T 100 1000
Figure 2. Finite size scaling of lifetime distributions. The best collapse is obtained at
the scaling exponents >. = 0.8 ± 0.02, a = 1.6 ± 0.04. The exponent of the power law part
of the distribution is y = 1.92 ± 0.05.
All curves were binned and rescaled using the ansatz above, but for com-
parison the inset on Fig. 2 displays two typical raw data curves.
The first apparent feature is that the finite-size effect observed in the
time evolution of the pile appears in the avalanche statistics too. The life-
time probability densities have a power law form (straight line on a log-log
plot) with a sharp cutoff for small system sizes (L < 40) while a pronounced
peak develops for larger sizes. This behavior was also observed in the IBM
experiment [1 J. Similar plots were also obtained for the mass distribution
of the avalanches [6]. It should be mentioned that a stretched exponential
fit works better than a power law for L :s; 20 as this was pointed out for
real experiments [12].
3. Filling a Silo: Surface Profile and Segregation [7]

A theoretical description was proposed recently by Boutreux and de Gennes
[2] for the case of quasi-two dimensional experimental setups. This model
is a generalization of a method developed for avalanches in piles of mono-
disperse particles by Bouchaud et al. [13]. The approach treats the static
bulk and the fluidized surface (the so-called rolling phase) separately and
a set of continuum equations describe the dynamics of the flowing region
and the interactions between the two phases. Solutions have been found
for the steady state filling of a 2D silo both with mono-disperse particles
and a binary mixture [2]. The shape of the pile surface and the segregation
profiles were predicted.
We study the filling process of a two-dimensional "silo", that is a long
rectangular box with the top open. The silo is filled with a steady flux of
particles next to the right wall. Two typical snapshots are shown in Fig. 3, a
system of uniform particles and a binary mixture. For an easier comparison
with the theory the notation introduced in Ref. [2] is used throughout the
paper. Some of the_ parameters are also indicated on the figure. Since we are
interested in the steady state of the growing pile, the only relevant length
scale of the container is its L width, measured in lattice units. Q is the
flux of the incoming particles. The flux is kept small in order to avoid the
dependence of the profiles on it.
In the mono-disperse case the theory predicts [2] that the local slope,
B(x), is very close to the angle of repose (Br) everywhere but near the
bottom of the pile (see also Ref. [14]). The number of rolling particles R(x)
should decrease linearly down the slope:
w
R(x) = -x, (1)
v
v1
B(x) = Br- --, (2)
"(X
where w is a parameter proportional to the incoming flux and 'Y describes

the exchange between the bulk and the rolling phase. The flow velocity v
is assumed to be constant. (Missing time arguments in the functions R and
8 means time averages.) We measure R(x), but instead of B(x) it is more
convenient to compute h(x), the integral of tan( B), i.e. the local height of
the pile. Measurements start after the steady state is reached, and repeated
at time intervals, during which the pile grows about two lattice sites. The
data are also averaged over an ensemble of 10- 100 systems. The number
of particles at the end of each run is typically of the order of 105 .
We have found very good agreement with the theory. The slope at the
upper part is almost constant and a region can be found at the bottom,
where the surface flattens out. Of course both in real experiments and in
0 L X 0 L X
a) b)
Figure 3. Two simulation snapshots of the silo, which is being filled with a) uniform
particles b) a mixture of two different types of particles.
our model there is a lower cutoff so that the singularity around zero x
cannot be seen, but the profile does bend up (for small pJ.l) near x = 0.
This effect has also been observed experimentally [14].
If the silo is filled with a mixture of particles [Fig. 3 (b) J, the growth
process is considerably more complicated. In general, instead of one single
angle of repose there are two continuous sets of critical angles for the two
species - denoted by t and t - since the local critical angles depend also on
the volume fraction of the species in the bulk. The curves are characterized
by four variables Gafh which are the critical angles for particles of type
a rolling on a pure static phase consisting of grain type f3. Note, that in
Ref. [2] both curves are assumed to be constant, that is the number of
critical angles are reduced to two parameters e +and 8t· This assumption
simplifies calculations considerably.
Now let us focus on the analytic formulation and solution ofthe problem.
The interaction between the static and the rolling phase is described by a
two-dimensional collision matrix
8Ra(x, t) _ M R ( )
at - af] !3 x ' (3)
where R 0 (x) is the number of rolling particles for each species. The collision
matrix involves the transition probabilities between the two phases and it
depends on the t(x), -1-(x) bulk volume fractions. Thus together with
the G(x) local slope we have five fields to be determined. Two regions can
be distinguished, where different analytic results have been obtained. The
so-called outer region includes almost the whole pile surface except for a
narrow zone (termed as the inner region) close to the bottom of the pile.
We will focus on the flow properties in the outer region. Here the particle
density profiles can be expressed explicitly, as follows:
w
R(x) = Rt(x) + R-1-(x) = -x,
v
(4)
R x - R(x) (5)
t( ) - 1 + Q-1-(b.)r'
Qt X
R x - R(x) (6)
..).( ) - 1 + Qt(!!i..)r'
Q-1- L
_ ( R..j.(x)) Rt(x) (7)

t(x)- 1 + r R(x) R(x) ,
 ( ) = ( 1 - Rt(x)) R-1-(x) (8)
. ). x r R(x) R(x) '
whereas the slope is determined by means of the following differential equa-
tion
d8(x) -
x~ = Gq,(x)- G(x), (9)
where Gq,(x) is the weighted average of the angles ofrepose
(10)
The key to the equations is the profile of moving particles, since starting
from R(x) all the other quantities can be calculated, if the value of the
exponent r is known. The simulation data can be analyzed as follows. Using
equations (5) and (6) the exponent r can be calculated from the measured
R(x) and Ra(x) profiles for all x. The most significant test of the theory
is the existence of r. If this exponent is well-defined, the volume fraction
profiles can be calculated and compared to the the measured ones.
Fig. 4 shows typical moving particle profiles. It is apparent that there
is a slight higher order deviation from linearity in case of R(x), as opposed
to the prediction of Eq. (4). The discrepancy is small, but it is significant
enough so that the theoretical profiles based on a linear approximation of
the curve do not fit the simulation results. However, if we use the measured
R(x) for calculating the rolling particle profiles, it turns out that Eqs. (5)
and (6) still hold in the above given form. A discussion about this bias will
be given later.
1.5 .---~----~----~----~--~----~----~--~
,• ...... -·-··
R(x)
[3----EJ R1(x) ,•
~ RJ.(x) __ ......·
1.0
3 ~
...-···
a: __
><
a: _ .. -·
0.5 ..·
_
.-··
0.0
0 20 40 60 80
X
Figure 4- Rolling particle profiles in case of a granular mixture. A fit calculated by

using Eqs. (5) and (6) are also indicated (continuous lines).
Most crucial is to verify Eqs. (5) and (6) by calculating the exponent
r. We present the results for two sets of critical angles A and B, where
'¢ = et- e.J_, that is the difference between the critical angles is varied
('1/JA : : : : 0.15 and '1/JB : : : : 0.5). Fig. 5 demonstrates that the exponent is very
well defined in both cases except for a region at the top of the pile. The
measured exponents are r A = 0.19 ± 0.02 and rB ,....., 0.51 ± 0.03. This result
is again reassuring: r is expected to be proportional to and in the order of
'¢. The exponent slightly depends on the Q.J.fQt ratio, but is independent
of the total flux provided it is sufficiently small.
Although the numerical results fit the continuum theory very nicely,
some deviations have also been observed. At the top of the pile, a discrep-
ancy is seen both at the rolling particle profiles and when calculating the
r exponent. Here the dynamics is significantly different from what is con-
sidered in the continuum model: moving particles tend to be in free flight
after collisions with the pile surface. The R( x) ex x relation is not satisfied
1.5
------ A ('Jf=O.lS)
1.0 - 8 ('Jf=O.S)
--"' A ~ "
0.5 F--J-r-A~~...~.-F-··\~. . . ""'-.-'.=. ~. . .~..-.,:'·d·-·.~v"". . "'~T"'<cvtr,. V.-----

. . .'
·-· . . .. ·._. -../ •,_: . . ·- .'/ . . \i \. . .
w...__,---,.
·...·
0.0
-0.5
-1.0
-1.5
0 20 40 60 80
X
Figure 5. The value of the exponent r calculated at each site x for two sets of angles of
repose. The difference of the critical angles is 'lj; = 0.15 (data set A) and 'lj; = 0.5 (data
set B). The figure shows that the exponent is well-defined except for the uppermost part
of the pile.
rigorously either. When deriving this relation the assumption is made that
the average flow velocities of the two species, v-1- and vt, are constant and
equal. This should not necessarily hold, in fact, one would rather expect
different drift velocities as a result of different dynamic frictions if we as-
sume that the particles are sliding. This argument is also supported by the
fact that in case of the uniform particles the similar relation for the moving
particles is linear to a much better approximation. Another limitation of
the theory seems to be that it looses its validity as the restitution coeffi-
cient (or, in our case Pk) increases. If the particles become more elastic,
there is no well-defined exponent describing the Ra(x) profiles any more.
For elastic particles the sharp distinction between the fluid and the solid
zone becomes inadequate and inertia effects become important not only
in the limited zone at the top of the pile. In order to be able to describe
stratification [15] the model should be generalized to the case of particles
with different sizes.
4. Conclusions
We have st'udied the physics of steady state piles of very inelastic particles
by means of the two dimensional GMLG models. The avalanche statistics
in the open end model agrees qualitatively with the three dimensional IBM
experiments: We found scaling for small sizes and characteristic lengths
for large piles. The results for the silo could be compared to the theory of
Boutreux-de Gennes and good agreement was found for the mono-disperse
case. For the bidisperse case the constancy of the exponent r is in ac-
cordance with the theory and the segregation profiles are also reasonably
described. We attributed the deviations to finite particle size and to inertia
effects.
Acknowledgements. This work was supported by OTKA (T016568,
T024004) and MAKA (93b-352).
References
1. G.A. Held et al Phys. Rev. Lett. 65, 1120 (1990)
2. T. Boutreux and P.G. de Gennes, J. Phys. I 6, 1295 (1996)
3. G.W. Baxter eta!, Phys. Rev. Lett. 62, 2825 (1989), S.B. Savage in Granular Matter
Ed: A. Mehta (Springer, 1994).
4. Lattice Gas Methods for Partial Differential Equations, ed. G.D. Doolen, Addison
Wesley (1990)
5. A. Karolyi and J. Kertesz in Proc. of the 6th EPS-APS International Conference
on Physics Computing, Lugano, CSCS (1994); A. Karolyi, J. Kertesz in Proc. of
the Workshop on Traffic Flow and Granular Materials, Jiilich, Eds: D.E. Wolf, M.
Schreckenberg and A. Bachem (1996)
6. A. Karolyi and J. Kertesz, to appear in Phys. Rev. E
7. A. Karolyi et a!. preprint
8. G. Peng and H. J. Herrmann, Phys. Rev. E 48, R1796 (1994)
9. S. Vollmar and H. J. Herrmann, Physica A 215, 411 (1995)
10. J.J. Alonso and H. J. Herrmann, Phys. Rev. Lett. 76, 4911 (1996)
11. L.A.N. Amaral and K.B.Lauritsen Physica A 233, 608 (1996), Phys. Rev. E 54,
R4512 (1996), cond-mat 9705097 (1997)
12. J. Feder Fractals 3, 431 (1995)
13. J.P. Bouchaud et al, Phys. Rev. Lett. 74, 1982 (1995)
14. H. J. Herrmann, this volume
15. H.E. Stanley et a!, this volume and references therein
PARTICLE SIZE SEGREGATION, GRANULAR SHOCKS AND
STRATIFICATION PATTERNS
J.M.N.T. GRAY AND Y.C. TAl

Institut fiir Mechanik,
Technische Universitiit Darmstadt,
64289 Darmstadt, Germany.
1. Stratification Patterns
Large scale stratification patterns [1] are formed when a mixture of two
grain sizes, or more, repeatedly avalanche downslope and are brought to
rest by upslope shock wave propagation. The avalanches are generated
by either surface deposition, basal erosion or rotation of the free surface.
Provided each of these processes take place at sufficiently low rates the
avalanches occur intermittently, due to the difference between the static
and dynamic friction angles [2], [3]. Segregation of the particles takes place
within the flowing avalanche by a process called kinetic sieving [4], [5]. An
initially homogeneous mixture of grains is rapidly transformed into an in-
versely graded particle size distribution, in which the large particles overlie
the smaller ones. The reason for this segregation is simple. As grains are
sheared within the avalanche void spaces are continually being created and
annihilated below each grain, and the smaller grains are more likely to fall
into the available space than the large grains. For a hi-disperse granular
material two segregated layers are rapidly generated within the avalanche,
as shown in the photograph and schematic diagram in Fig. 1. An additional
velocity shear through the depth of the avalanche transports the larger par-
ticles to the front and the smaller ones to the rear. This can also be seen
in Fig.l.
When the front of the avalanche comes to rest on a run-out plane, or
encounters an obstacle, a shock wave can be generated, which propagates
rapidly upslope freezing the segregation pattern into the deposited mate-
rial. These granular shocks are travelling waves that are similar to hydraulic
jumps or bores in fluid dynamics. For a hi-disperse granular avalanche the
697
698 J.M.N.T. GRAY AND Y.C. TAl
Figure 1. The photograph shows a flowing avalanche at the two uppermost layers of a
stratified stationary deposit of a hi-disperse granular material. Kinetic sieving produces
an inversely graded particle size distribution within the avalanche, in which the larger
(white) particles overlie the smaller (dark) ones to produce a two layer shear band.
Additional velocity shear through the avalanche depth causes the larger particles to
migrate towards the front and the smaller ones to the rear, as shown in the schematic
diagram.
two segregated layers thicken as the shock passes through them to leave two
strata, or a stripe, at the current free surface (Fig. 2), which is later buried.
Successive repetition of these processes builds up a large scale stratification
pattern that strongly reflects the avalanche history and dynamics. For in-
stance, in the patterns shown in Figs. 1& 2 each pair of strata corresponds
to the passage of a single avalanche. Stripes are therefore the basic building
blocks of large scale pattern formation.
2. A Simple Model For Stripe Formation

The one-dimensional Savage-Hutter theory [6), [7] has been used exten-
sively to model the flow of granular avalanches, and it forms the basis of
the simple model described here. A slope fitted curvilinear coordinate sys-
tem is adopted in which the z axis is normal to, and the x axis parallel
to, the local slope topography. The z = 0 plane therefore coincides with
the topography of the chute. The shallowness of the avalanche is exploited
to integrate the mass balance equation through the avalanche thickness.
Using the kinematic boundary conditions on the free surface and base a.
continuity equation is derived for the avalanche thickness h
ht + (uh)x = 0, (1)
where the subscripts t and x indicate differentiation with respect to time
and the downslope coordinate, and u is the depth averaged downslope ve-
PARTICLE SIZE SEGRETION 699
Figure 2. The photograph shows the propagation of a granular shock on the free surface
of a stratified stationary deposit. The flow in the two layer shear band is brought to rest,
as the jump propagates upslope, freezing the particle size distribution into the material
to form a stripe.
locity. An analogous depth integration of the downslope momentum balance

yields an equation for the velocity
(hu)t + (hu 2 + cos(Kh2 /2)x = hcos((tan(- (u/JuJ) tano), (2)

where ( = ((x) is the slope inclination and ois the basal angle offriction.
For simplicity additional curvature effects have been neglected and the
equations are presented in conservative form. The earth pressure coefficient
K determines the ratio of in-plane to normal pressure [6] and assumes two
values, active and passive, dependent on whether the downslope motion is
divergent or convergent. These are given by
Kact/pas = 2sec2 <P ( 1 =t= )1- cos 2 </Jsec 2 o) - 1, (3)
where <P is the internal angle of friction.

It is assumed here that a particle size distribution exists within the
avalanche, but that the motion of the bulk material is not influenced by
the local volume fraction of the respective sizes. It is also clear from the
experiments that the kinetic sieving time scale is much faster than that
of the bulk avalanche motion. The simplest model of stripe formation is
therefore to assume that the particles are presorted when they are input into
the flow, with the large particles on top and the small particles below. The
volume fraction of small particles per unit mixture volume, v, is therefore
simply advected with the flow. That is 0 ~ v ~ 1 acts as a tracer
Vt + UVx + WVz = 0. (4)

700 J.M.N.T. GRAY AND Y.C. TAl
The vertical velocity w is computed from the incompressibility condition

U:z: + Wz = 0, subject to the boundary condition that w = 0 at z = 0.
Assuming that the downslope velocity is independent of the avalanche depth
it follows that the vertical velocity
(5)
at height z above the chute. Equations 4 and 5 enable the presorted particle
size distribution of the input material to be tracked within the flowing
avalanche.
3. Numerical Simulations
The original Lagrangian numerical scheme [6] encounters problems when
shocks occur within the avalanche. A fixed grid, shock capturing, TVD
method [8] using the 'superbee' slope limiter has therefore been developed
to solve the system of equations 1-5.
An initial chute profile is defined that consists of a plane inclined at
( = 36° to the horizontal, which is connected to a horizontal run-out plane
by a smooth transition zone. The avalanche is assumed to have basal angle
of friction t5 = 35° and internal angle of friction 4> = 38°. These material
parameters and basal geometry approximate the conditions on the side of
pre-existing pile of granular material. An avalanche is initiated at the top
of the chute by prescribing a constant input rate of pre-sorted granular
material, with the lower half occupied with small particles and the upper
half filled with large particles.
The results of the simulation are shown in Fig. 3. The avalanche propa-
gates downslope transporting the initial particle size distribution as a tracer
quantity within the flow. This generates the two layer shear band similar
to that in Fig. 1. When the avalanche reaches the run-out plane the gravity
forcing ceases and a granular shock develops, which then propagates up-
slope with approximately constant speed. As the shock passes through a
given point the avalanche thickens and the thickness of the inversely graded
layers increases, in the same way as observed (Fig. 2), to form a stripe of
stationary material.
4. Large Scale Patterns

Once one stripe has formed its free surface forms the new basal topography
on which the stripe formation mechanism (i.e. an avalanche followed by a
granular shock) can be repeated, and in this way a large scale stratifica-
tion pattern is generated. For instance, the stratification patterns shown in
Figs. 1& 2 were generated by constant deposition from a point source. Each
PARTICLE SIZE SEGRETION 701
Figure 3. The computed formation of a single stripe is illustrated at a sequence of

time steps. The shaded regions contain a high concentration of small particles and the
unshaded regions have low v. The avalanche flows down the inclined chute until the front
reaches the horizontal run-out plane, where it comes to rest. A shock wave then develops
in which the thinner flowing material on the inclined plane is rapidly brought to rest to
form a thick stripe that preserves the inversely graded particle size distribution.
pair of layers corresponds to the passage of an avalanche and the transition

from white to black particles, as one moves up through the deposit, marks
the position of an earlier basal surface.
It is also possible to generate different stratification patterns by erosion
at a point source [1] or by rotation. Figure 4 shows the stratification pat-
tern that is generated when a thin disk, 3/4 filled with hi-disperse granular
material, is rotated at constant rates of 110 and 20 seconds per revolu-
tion. At low revolution rates avalanches are released intermittently and are
brought to rest by a shock wave initiated as the avalanche front reaches
the side of the disk. A stripe is formed tangent to the free surface, which is
then rotated and buried. After a complete revolution of the disk a Cather-
ine wheel pattern is formed about the rigid central core. At faster rotation
702 J.M .N.T. GRAY AND Y.C. TAl
Figure 4. At low revolution rates stratification patterns develop in a thin disk filled
with hi-disperse granular material (left photo). At faster revolution rates a continuous
flow regime develops, where the intermittency and shock waves are suppressed, and a
different pattern is formed (right photo).
rates a continuous flow regime is entered in which the intermittency and

shock waves disappear. The free surface is instead quasi-steady and there
is a continuous particle size distribution outside the central core [9] with
the larger particles concentrated near the edge of the disk.
Acknowledgement
This research was supported by the DFG (SFB298).
References
1. Gray, J.M.N.T. & Hutter K. (1997) Pattern formation in granular avalanches. Con-
tinuum Mechanics & Thermodynamics.
2. Hungr, 0. & Morgenstern, N.R. (1984) Experiments on the flow behaviour of granular
materials at high velocity in an open channel flow. Geotechnique 34, 405-413.
3. Hungr, 0 . & Morgenstern, N.R. (1984) High velocity ring shear tests on sand.
Geotechnique 34, 415-421.
4. Savage, S.B. & Lun, C.K.K. (1988) Particle size segregation in inclined chute flow of
dry cohesionless granular solids. J. Fluid. Mech. 189, pp. 311-335.
5. Savage, S.B. (1993) Mechanics of granular flows. In Continuum mechanics in envi-
ronmental sciences and geophysics. (Ed. Hutter) CISM No. 337 Springer, Wien-New
York, pp. 467-522.
6. Savage, S.B. & Hutter, K. (1989) The motion of a finite mass of granular material
down a rough incline. J. Fluid Mech. 199, 177-215.
7. Savage, S.B. & Hutter, K . (1991) The dynamics of avalanches of granular materials
from initiation to run out. Part I: Analysis. Acta Mech. 86, 201-223.
8. LeVeque, R.J. (1990) Numerical methods for conservation laws. Birhiiuser Verlag,
Basal, Boston & New York. pp. 214.
9. Metcalfe, G, Shinbrot, T, McCarthy, J.J . & Ottino, J.M. (1995) Avalanche mixing
of granular solids. Nature 374, 39-41.
SEGREGATION OF GRANULAR PARTICLES IN A NEARLY
PACKED ROTATING CYLINDER: A NEW INSIGHT FOR
AXIAL SEGREGATION
MASAMI NAKAGAWA, JAMIE L. MOSS

Particulate Science & Technology Group, Division of Engineering,
Colorado School of Mines, Golden, Colorado 80401 USA
AND
STEPHEN A. ALTOBELLI
New Mexico Resonance, 2425 Ridgecrest Dr. SE, Albuquerque,
New Mexico 87108 USA
Abstract. Since rotating horizontal cylinders are often used as mixers, ob-
servations of axial segregation seem counterintuitive. Previous studies have
shown axial segregation takes place in a partially filled cylinder, typically
at 50% solid volume fraction. The dynamic angle of repose was interpreted
as a control parameter of the two competing effects of diffusion and pref-
erential drift. In this paper, we report a surprising result based on a set of
experiments where the cylinder was almost completely packed by the mixed
particles. Even in this extreme situation where a flowing surface layer was
virtually nonexistent, mixed particles formed axially segregated bands as
well as radial core of small particles. A visual observation on particle mo-
tion shows a series of collapses of local structures (micro-collapses) and this
may be a driving force for the particle migration.
1. INTRODUCTION
Rich physics of static/dynamic behavior of granular materials have pro-

moted a great interest among scientists and engineers in different disci-
plines. Most recently, compaction, segregation and a various types of pat-
tern formation, quite often accompanying with these phenomena, have cap-
tured attention of many physicists. Segregation seems to exist virtually
anytime when different species of particles are in the relative motion. Bulk
703
704 MASAMI NAKAGAWA, JAMIE L. MOSS AND STEPHEN A ALTO BELLI
material handling plants frequently experience non-uniform products due

to size, sha:pe, and density variations among particles.
A counter-intuitive axial segregation phenomenon in a rotating horizon-
tal cylinder has recently been under an intense scrutiny by many researchers
in different disciplines [1-10]. However, the first systematic observation of
this phenomenon was probably made by Oyama in 1939 [11]. He conducted
a series of experiments using a short cylinder made of cast iron with its di-
ameter and length of 200 mm and 400 mm, respectively. The particles used
were limestones with relative density of 2. 72 and the diameters of 0.57 mm,
1.35 mm, and 3.5 mm. After 15 minutes of rotation, he recorded patterns of
axially segregated bands created by the mixtures of different combinations
of sizes, different weight ratios (6.14, 2.59, and 2.37), different filling ratios
(4, 6, and 8 kg) and rotation speeds (10, 20, 40, 60, 80, and 100 rpm).
Oyama used Rankin type of slope stability analysis to predict the initial
sliding of particles positioned adjacent to the end cap. Some of the main
findings are summarized below:
1. Radial migration of small particles formed core when the rotation speed
was small enough. When the rotation speed was increased, particles
were mixed due to centrifugal force. When the rotation speed was
further increased, the particles of lesser amount moved outside due to
also centrifugal force.
2. Axial bands were formed when either the limestone particles were ini-
tially uniformly mixed or they were prepared in two horizontal layers.
In either case the bands were found to be stable during the period of
observation.
3. It was concluded that the axial band formation was initiated at the end
caps and consequently, this segregation was understood to be driven
by the end caps.
4. It was noted that the axial bands formed better when the amount of
small particles in weight was substantial.
Donald and Roseman [12], Bridgwater et al. [13], and Roger and Clement
[14] extended Oyama's experiments and investigated mechanisms of the ax-
ial bands segregation. Donald and Roseman concluded that the axial band-
ing only occurred if the static angle of repose was larger for the smaller
particles than that for the larger particles. Roger and Clement also ob-
served axial segregation but the cylinder they used was probably too short
compared to the length to isolate the effects due to the boundary walls.
Bridgwated expanded the explanation given by Oyama and proposed a
mechanism to allow smaller particles to accumulate near the end cap. Ex-
tra friction against the end caps brings particles right next to the cap to a
higher level and the larger particles tend to roll down the slope easier that
the smaller particles do. These two effects produce a high concentration of
SEGREGATION IN A ROTATING CYLINDER 705
smaller particles near the end plate and a region with and enhanced con-
centration of larger particles next to it. Along the cylinder axis, statistical
variations in the concentration were proposed to cause the axial band for-
mation for the similar reason described above. Das Gupta et al. [2] further
expanded the argument by the previous authors and actually measured the
dynamic angle of repose of single component of different size of particles.
They found that the dynamic angle of repose depended on the rotation
speeds and it did not differ much when it was smaller than a critical value.
However, when the flow was driven harder to cause the higher dynamic
angle of repose, then different size of particles started to show different dy-
namic angle of repose. More specifically, the smaller the particles were, the
higher the dynamic angle of repose became.
Savage [9] reported that axial segregation occurred for the 50-50 volume
mixture of spherical and rod-shaped particles of similar sizes. Based on
the visual observation that rod-shaped particles always formed axial bands
adjacent to the two end caps where the dynamic angle of repose was higher,
Savage formulated a diffusion like equation which contains both a Fickian
diffusion flux term and a preferential drift term. When the drift due to angle
of repose exceeds the diffusion flux, then the combined terms described
above gives a negative effective overall diffusion coefficient which promotes
the axial segregation.
There is also a growing consensus that the interplay between the par-
ticle dynamics and the evolving internal structure during the segregation
process must be carefully investigated. Magnetic resonance imaging (MRI)
has recently been used to obtain much needed dynamic/static information
such as velocity, concentration, and fluctuations in velocity non-invasively,
and it has also proven to be capable of depicting the evolution of segrega-
tion processes in a rotating cylinder. Segregation in a straight horizontal
rotating cylinder involves two processes: the first is transport of small par-
ticles in the radial direction to form a radial core, and the second is to
transform the radial core into axially segregated bands. Percolation and/or
"stopping" [15] have been suggested as mechanisms for the radial segrega-
tion. As to driving mechanisms for axial band formation, however, much
less is known. It has been proposed that the dynamic angle of repose pro-
motes this process, however, no verification has been given except for the
fact that particles mix or demix depending upon the competition between
diffusion and preferential axial drift whose order can be determined by the
dynamic angle of repose [4]. We claim that the dynamic angle of repose
could be one of the causes for a particular range of solid fraction and ro-
tation rates, however, it fails to offer reasonable explanations for certain
phenomena associated with the axial migration. For example, we always
observe that the radial segregation precedes the axial segregation . The
706 MASAMINAKAGAWA, JAMIEL. MOSS AND STEPHEN A. ALTOBELLI
radially segregated core of small particles then transforms into axially seg-
regated bands. By definition, the effects of the dynamic angle of repose is
restricted near the free surface where the flowing layer is present. However,
the process of transforming from the radially segregated core to the axially
segregated bands occurs by migration of small particles located in the deep
radial core region.
We have designed an experiment so that the effects of the dynamic angle
of repose can be localized in a very confined region by filling the cylinder
almost completely full. Under these extreme situations, small particles still
form a radial core and also migrate to form axial bands. This can not be
explained simply by the argument based on the dynamic angle of repose.
We present our recent non-invasive experimental images to show a new way
of forming axial bands. We also give a brief description of a microscopic
behavior which might indicate that a series of collapses of microstructures
of particle packing (micro-collapses) are responsible for the creation of voids
for small particles to migrate through in both radial and axial directions.
2. EXPERIMENTAL
We investigate behavior of granular particles in a long horizontal cylinder.

We prepare initial samples whose volume is almost completely occupied by
the particles. The cylinder of length of 27 em with an inner diameter of
7 em is made of acrylic material. To achieve a maximum initial packing so
that we can minimize the size of the flowing layer, premixed particles were
poured into the cylinder. However, it was difficult to maintain the original
degree of mixedness due to segregation during the pouring process. Near
consistent tappings on the side of the cylinder during the pouring provided
maximum packing. Once the initial sample is prepared in this way, it was
placed on a pair of rollers which were placed on the horizontal table and
rotated at 20 rpm.
Particles used for this experiment are poppy seeds, mustard seeds and
pharmaceutical pills which give excellent NMR signals. Poppy seeds are
flat, angular and smallest among the particles used here. C1 mm effec-
tive diameter.) Mustard seeds are relatively round and have about 1.7 mm
diameter and a bulk density of about 1.3 g/ cm3 . Pharmaceutical pills of
radia of 1 and 4 mm were used for the detailed investigation in conjunction
with MRI presented in this article and the larger particles were painted
black by a commercially available permanent oil based ink to help visualize
for non-MRI experiments. The pills contain a liquid core of medium chain
triglyceride and their gelatin outer shell weighs about 30% of the total
weight of a particle of either size. Recently, Louge et al. [16] conducted a
detailed binary impact experiment using these particles and estimated the
normal coefficient of restitution to be around 0.89. In addition, in the per-

pendicular direction these liquid-filled particles experience rolling contact
with negligible compliance.
When the cylinder is partially filled and the dynamic angle of repose has
significant effects on segregation processes, material properties of particles
such as the coefficient of restitution and friction were important factors. In
the current investigation, however, it is less known that which properties
play more important roles.
Radial migration of small particles was observed at the end of the cylin-
der and recorded using a high resolution 8 mm camcorder. During the first
few minutes of rotation, the process was continuously recorded due to a
fast initial evolution process, however, it was later intermittently recorded.
Close up views were also recorded to reveal a detailed motion of each size
particles.
Nakagawa et al. [17] first conducted non-invasive magnetic resonance
imaging (MRI) of flows of mustard seeds in a horizontal rotating cylinder.
MRI was also used to study shaking of granular materials [18]. Later, a
similar MRI was applied first by Nakagawa et al. [8] and later by Hill et
al. [6] to investigate evolution of radial and axial segregation by studying
internal structures at different times during the process. A similar static
technique was used in this experiment.
3. RESULTS AND DISCUSSION
One of the main purposes of conducting a series of segregation experiments

with the proposed high filling ratios is to gain an insight for the possible
existence of a mechanism which is capable of producing radial and axial
segregation phenomena independent of the effects of the dynamic angle
of repose. Regardless the filling ratio, the cylinder rotation drives particle
migration. In the event of the moderate filling ratios of about 50% as have
been investigated by many researchers until now, there exists a substantial
flowing layer which induces particles migration in both radial and axial
directions. As indicated earlier by Nakagawa et al. [17], the flowing depth
increases rapidly as the rotation speed increases slightly. However, as soon
as the flow is developed, the dilated flow becomes deep enough to carry
small particles into the core to form a radial core.
On the contrary, in an almost completely filled cylinder there is very
little room for the surface flow to develop. Initially, when the cylinder starts
rotating, sparsely located small particles accumulate near the bottom of the
very minute flowing layer to form streaks of different lengths. After a few
rotations, a series of streaks merge to form a thin ring structure. When this
is completed, there is hardly any small particles outside the ring since all
708 MAS AMI NAKAOA WA JAMIE L. MOSS AND STEPHEN A ALTO BELLI
the small particles have migrated in the radial direction to form the ring. A
similar experiment was demonstrated by Nico Gray [19] at the conference
when the "stratification" in a rotating cylinder was introduced.
In the region outside the ring, there is hardly any small particles visible
to the eyes at the ends. Inside the ring, there are still some small particles
present since they did not participate in the active migratory mechanism as
describe earlier. The concentration of small particles in this region, however,
increases in time. It appears that the small particles are accumulating in
the core through axial migratory motion. The radial ring formation and
axial-filling of the core are observed at both ends of the cylinder. With
this high filling ratio, the axial-filling is truly three dimensional mechanism
and has never been observed by any 2D rotating cylinder experiments. The
radial migratory behavior of small particles in a short 2D drum may impose
severe restrictions on particle drift in the axial direction. It is conceivable
that even for the case with moderate filling ratios, the axial-filling could
take place in the formation of the radial core. So, it might be more realistic
to view that even the radial core formation process must be discussed in
conjunction with the axial migration of particles as a true 3D phenomena.
When the initial axial filling is completed at both ends, the radial core at
one end starts disappearing faster than the other initiating axial migration
of small particles. The end result is shown in Fig. 1 below. Well separated
bands of large and small particles are formed together with a rather sharp
interface region where there is a core of small particles still present. Unlike
the final configuration obtained for a partially filled cylinder experiment
with the odd number of bands, we have almost complete separation into
two bands. Since there is no surface flow influenced by the friction of the end
caps, there is no reason to observe a larger concentration of smaller particles
right next to the end caps. However, based on the symmetry argument, this
two band configuration does not seem to be as stable as three bands. What
we reported here may still be an intermediate stage of an evolving process.
In conclusion, a brief description of a close up observation of particle
motion is given. With this high filling ratio, there is not enough room for
particles to establish a surface flow, however, using little space or voids
available for them they constantly rearrange themselves through a series
of collapses of local structures (micro-collapses). It is observed that these
micro-collapses occur everywhere in the cylinder perimeter. Keeping the
same high filling ratio, we have also conducted a series of experiments
where the two axially segregated initial bands transformed into a radially
segregated core. A close look at the interface between the bands of large and
small particles in the beginning also provides a very clear pictue as to how
each species diffuses through the voids created by a series of micro-collapses.
An extended manuscript containing a more thorough discussion on the new
Fig·ure 1. NMR image of axial band segregation in a nearly packed cylinder. MRI's
resolution is good enough to identify each large particle.
way of creating axial bands as well as the micro-collapse mechanisms is

being prepared.
Acknowledgements. MN and JLM were supported, in part, by NASA
through contract NAG3-1970. MN would like to acknowledge members of
the Particulate Science and Technology Group of Colorado School of Mines,
in particular Jon Eggert, David Wu and Kelly Miller, for their critical
discussions. We would also like to acknowledge Taiho Pharmaceutical Co.
for their generous donation of particles.
References
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ular system, in Powders fj Grains 91, edited by Behringer & Jenkins, (Balkema,
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7. Nakagawa, M. (1994) Axial migration of granular flows in a rotating cylinder. Chem.
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8. Nakagawa, M., Altobelli, S.A., Caprihan, A., and Fukushima, E. (1997) NMR.I
study: axial migration of radially segregated core of granular mixtures in a hori-
zontal cylinder. Chem . Eng. Sci. , 52.
9. Savage, S.B., in Disorder and Granular Media, edited by D. Bideau and A. Hansen
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(North-Holland, Amsterdam, 1993), 255.

10. Zik, 0., Levin, D., Lipson, S.G., Shtrikman, S., and Stavans, J. (1994) Rotationally
induced segregation of granular materials. Phys. Rev. Lett. 73, 644.
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AUTHOR INDEX
Aguirre, A. 481 Henrique, C. 481 Raj chenbach, J. 421
Altobelli, S. A. 703 Herrmann, H. J. 143,237, Rehberg, I. 639
Ammi,M. 509 319,413,633 Roux,S. 229,267
Aspelmeier, T. 407 Howell, D. W. 237
Samson,L. 481
Batrouni, G. 481 Ippolito, I. 481 Savage, S. B. 25
Behringer, R.P. 217,237,601 Jaeger, H. M. 553 Schinner, A. 639
Bideau,D. 481,499,509 Jenkins, J. T. 353,645 Scherer, M. 639
Bizon,C. 613 Schmidt, J. 401
Bouchaud, J.-P. 97,129,465 Karolyi,A. 687 SchOllmann, S. 237
Boutreux, T. 681 Kassner,K. 639 Schwager, T. 625
Brendel, L. 313 Kertesz, J. 687 Schwarzer, S. 539
King, P.R. 671 Shattuck, M.D. 613
Caglioti, E. 633 Krenk,S. 255 Spahn, F. 401
Calvo, A. 481 Stanley, H. E. 671,687
Cantelaube, F. 123 Labous,L. 619 Swift, J. B. 613
Cates, M. E. 97,465 Lanuza,J. 249 Swinney, H. L. 613
Charmet, J.-C. 155 Loreto, V. 633
Christensen, K. 475 Louge,A. 243 Tai,Y.C. 697
Cizeau, P. 671 Luding, S. 237,285 Tennakoon, S. 217,601
Claudin,P. 97,129 Thiessenhusen, K.-U. 401
Clement, E. 249,585,619 Makse,H. A. 671,687 Tsoungui, 0. 155
Coniglio, A. 633 Malloy K. J. 509
Messager, J. C. 509 Umbanhowar, P.B. 613
Daerr, A. 339 Misra, A. 261
Didwania, A. K 123 Moss, J.L. 703 Valence, A. 499
Dippel, S. 313 Miiller, M. 413 Vallet, D. 155
van Doorn, E. 601 Vanel,L. 249
Douady,S. 339 Nakagawa, M. 703 Vermeer, P. A. 163
Duran,J. 197,249,659 Nakahara, A. 533 Veje,C. T. 237
Nicodemi, M. 137,633
Flekk0y, E. G. 509 Nishimori, H. 347 Wittmer, J.P. 97
Wolf, D. 441
Gerl,F. 407 Oron,G. 143 Wu,X.L. 509
Goddard, J.D. 1,123
Goldhirsch, I. 371 Painter, B. 217 Yamasaki, M. 347
Gray, J. M. N. T 697 le Pennec, T. 509
Petzschmann, 0. 401 Zippelius, A. 407
Hansen, A. 509 Piischel, T. 625
Havlin,S. 671,687
Helbing, D. 547 Radjai, F. 229,305
711

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Physics of Dry Granular Media

NATO ASI Series

A Life Sciences Plenum Publishing Corporation

C Mathematical and Physical Sciences Kluwer Academic Publishers

F Computer and Systems Sciences Springer-Verlag

The Partnership Sub-Series incorporates activities undertaken in collaboration with NATO's

Series E: Applied Sciences -Vol. 350

SPRINGER-SCIENCE+BUSINESS MEDIA, B.V.

ISBN 978-90-481-5039-7 ISBN 978-94-017-2653-5 (eBook)

Printed on acid-free paper

All Rights Reserved

1. Continuum Modeling of Granular Assemblies: Quasi-Static Dilatancy

2. Deformation of the Packing

1. Non-Associated Plasticity for Soils, Concrete and Rock 163

5. Fluctuations and Flow for Granular Shearing: Results from

1. Quasi-Static Contacts 267

4. Shape of the Granular Heap

1. On the Shape of a Sandpile 319

5. Theory of Rapid Flows

1. Kinetic Theory for Nearly Elastic Spheres 353

4. A Microscopic Model of Energy Dissipation in Granular Collisions 407

6. Avalanches and Inclined Chntes

I. Continuous Flows and Avalanches of Grains 421

7. Flow in Pipes and Hoppers

I. Chicago Experiments on Convection, Compaction, and

4. Pattern Formation in Vertically Vibrated Granular Layers:

1. Particle Segregation in Collisional Flows of Inelastic Spheres 645

Author Index 711

within the force network were presented. Slow deformations of granular

10. Adriana CALVO

11. Florence CANTELAUBE

12. Michael E. CATES

13. Kim CHRISTENSEN

14. Philippe CLAUDIN

15. Eric CLEMENT

16. Antonio CONIGLIO

17. Federico CORBERI

18. Adrian DAERR

19. Umberto D'ORTONA

20. Renaud DELANNAY

21. Ove DITLEVSEN

22. Peter DODDS

23. Stephane DOUADY

24. Jacques DURAN

25. Leonard FINEGOLD

26. Giancarlo FRANZESE

27. Serge GALAM

28. Joe D. GODDARD

29. Chay GOLDENBERG

Dept. of Fluid Mechanics

30. Isaac GOLDHIRSCH

31. Nico GRAY .

32. Dmitri GRINEV

33. Etienne GUYON

34. Erwan HASCOET

35. Dirk HELBING

36. Hans HERRMANN

37. Juha-Pekka HOVI

38. Irene IPPOLITO

39. Heinrich JAEGER

40. James T. JENKINS

41. Antal KAROLY!

42. Janos KERTESZ

43. Vincent KOMIWES