Fractals in Science

Airways of the lung. The bronchi and bronchioles of the lung forma "tree" that has multiple generations ofbranchings. The small-scale branching of the aitways look like branching at larger scales. Courtesy of Christopher Burke, Quesada/Burke Studios, New York.

Armin Bunde Shlomo Havlin (Eds.)

Fractals in Science

With a MS-DOS Program Diskette, 120 Figures and 10 Color Plates

Springer-Verlag Berlin Heidelberg GmbH

Professor Dr. Armin Bunde Institut fUr Theoretische Physik Universitt Giessen Heinrich-Buff-Ring 16 D-35392 Giessen Germany

Professor Dr. Shlomo Havlin Department of Physics Bar-Han University RamatGan Israel

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Springer-Verlag Berlin Heidelberg 1994 Originally published by Springer'Verlag Berlin Heidelberg New York in 1994 Softcover reprint ofthe hardcover lst edition 1994

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ISBN 978-3-662-11779-8 ISBN 978-3-662-11777-4 (eBook)DOI 10.1007/978-3-662-11777-4

Preface

Applying fractal geometry to science is bringing about a breakthrough in our understanding of complex systems in nature that show self-similar or self-affine features. Self-similar and self-affine processes appear everywhere in nature, in galaxies and landscapes, in earthquakes and geological cracks, in aggregates and colloids, in rough surfaces and interfaces, in glassy materials and polymers, in proteins as well as in other large molecules. Fractal structures appear also in the human body; well known examples include the lung and the vascular system. Furthermore, fractal geometry is an important tool in the analysis of phenomena as diverse as rhythms in music melodies and in the human heart-beat and DNA sequences.

Since the pioneering work of B.B. Mandelbrot, this interdisciplinary field has expanded very rapidly. The scientific community applying fractal concepts is very broad and ranges from astronomers, geoscientists, physicists, chemists and engineers to biologists and those engaging in medical research.

The purpose of this book is to provide easy access to fractals in science and to bridge the gap between the different disciplines. Similar in style to the previous book Fractals and Disordered Systems in which the main emphasis was on fractals in materials science, all chapters are written in a uniform nota-tion, and cross-references in each chapter to related subjects in other chapters are provided. In each chapter emphasis is placed on the various connections between theory and experiment. A special chapter (Chap. 9) entitled "Com-puter Exploration of Fractals, Chaos, and Cooperativity" presents computer demonstrations of fractal models. A diskette of these interactive programs, for either Macintosh or PC-compatible computers, is enclosed.

The first chapter, by A. Bunde and S. Havlin, is for beginners in the field and serves to introduce the basic ideas and concepts of fractal geometry. The second chapter, by P. Bak and M. Creutz, deals with self-organized criticality, a process that may explain why fractals occur so widely in nature. In the third chapter, S.V. Buldyrev, A.L. Goldberger, S. Havlin, C.-K. Peng, and H.E. Stan-ley describe fractal processes in biology and medicine with particular emphasis on novel applications of fractal landscape analysis to DNA sequences and car-diac rhythms. In Chap. 4, J. Kertesz and T. Vicsek present an introduction

VI Preface

to the new and fascinating field of self-affine fractal surfaces generated by nat-ural processes like fractures, erosion, imbibition, and burning. In Chap. 5, G. H. Weiss introduces the reader to the theory of diffusion and random walks, which represent the basic mechanisms for disorder in nature, and describes sev-eral applications to disordered media, semiconductors, and ecology. M. Daoud reviews, in Chap. 6, fractal applications to polymer science, with emphasis on single polymer chains, polymer solutions, melts, branched polymers, and gels. Chapter 7, by S. Redner and F. Leyvraz, introduces the reader to the recent developments in chemical reactions controlled by diffusion, a study relevant to a wide range of processes including electron-hole recombination in semiconduc-tors, and catalytic reactions. In Chap. 8, D. Avnir, R. Gutfraind and D. Farin discuss the use of fractal analysis in heterogeneous chemistry and demonstrate the importance of fractal geometry to relevant chemical processes, including the fundamental pharmacological problem of controlled drug release. In Chap. 9, D. Rapaport and M. Meyer present interactive computer demonstrations of basic fractal models.

We wish to thank first and foremost the authors, and also our colleagues H. Bolterauer, H. Brender, L. Lam, R. Nossal, S. Rabinovich, H . E. Roman, and H. Taitelbaum for useful discussions. We kindly acknowledge the help of S.V. Buldyrev, S. Glatzer, S. Harrington, M. Meyer, M. Sernetz, and P. Trunfio, who contributed the color figures. We also wish to thank H.J. Kolsch and P. Treiber from Springer-Verlag Heidelberg for their continuous help during the preparation of this book. We hope that Fractals in Science can be used as a textbook for graduate students, for teachers at universities preparing courses or seminars and for researchers in a variety of fields who are about to encounter fractals in their own work.

Armin Bunde Shlomo Havlin

Giessen, Ramat-Gan,

February 1994

Contents

1 A Brief Introduction to Fractal Geometry

By A. Bunde and S. Havlin (With 22 Figures)

1.1 1.2

Introduction .......... . ............. . ................. . Deterministic Fractals ......... ...... . ............. . ... . 1.2.1 The Koch Curve ............................... . 1.2.2 The Sierpinski Gasket, Carpet, and Sponge ........ . 1.2.3 The Diirer Pentagon ..... . .. ... .. .... . ... . ... ... . 1.2.4 The Cantor Set ................................ .

1 2 3 5 8 8

1.2.5 The Mandelbrot-Given Fractal . . . . . . . . . . . . . . . . . . . . 10 1.2.6 Julia Sets and the Mandelbrot Set . . . . . . . . . . . . . . . . . 11

1.3 Random Fractal Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 1.3.1 Random Walks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 1.3.2 Self-Avoiding Walks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 1.3.3 Kinetic Aggregation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14 1.3.4 Percolation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

1.4 How to Measure the Fractal Dimension . . . . . . . . . . . . . . . . . . . 17 1.4.1 The Sandbox Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . t 7 1.4.2 The Box Counting Method . . . . . . . . . . . . . . . . . . . . . . . 18

1.5 Self-Affine Fracals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 1.6 Fractals in Nature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 References

2 Fractals and Self-Organized Criticality

By P. Bak and M. Creutz (With 10 Figures)

24

2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27 2.2 Simulations of Sandpile Models . . . . . . . . . . . . . . . . . . . . . . . . . . 29

VIII Contents

2.3 Abelian Sandpile Models ............................... . 2.3.1 The Abelian Group ............................. . 2.3.2 An Isomorphism .... . ... . ...................... . 2.3.3 A Burning Algorithm and the q = 0 Potts Model ... .

2.4 Real Sandpiles and Earthquakes .... . ........... . ....... . 2.4.1 The Dynamics of Sand .......................... . 2.4.2 Earthquakes and SOC .......................... .

2.5 1/f Noise ... . ...... .... ........................... . ... . 2.6 On Forest Fires and Turbulence ....... . ..... .. ..... .. ... . References

3 Fractals in Biology and Medicine:

From DNA to the Heartbeat

By S.V. Buldyrev, A.L. Goldberger, S. Havlin, C.-K. Peng, and H.E. Stanley (With 17 Figures)

3.1 Introduction .......................................... . 3.2 Fractal Shapes .... . ................................... . 3.3 Long-Range Power Law Correlations ............. . . . .... . 3.4 Information Coding in DNA ....... . .................... . 3.5 Conventional Statistical Analysis of DNA Sequences ....... . 3.6 The "DNA Walk" ................. . ...... .. .... .. ..... .

3.6.1 Graphical Representation ....................... . 3.6.2 Correlations and Fluctuations . .. ................. .

3. 7 Other Methods of Measuring Long-Range Correlations ..... . 3.8 Differences Between Correlation Properties

of Coding and Non coding Regions ....................... . 3.9 Long-Range Correlations and Evolution ..... . ..... .. ..... . 3.10 Models of DNA Evolution ......................... . .... . 3.11 Long-Range Correlations and DNA Spatial Structure ...... . 3.12 Other Biological Systems with Long-Range Correlations

3.12.1 The Human Heartbeat ................... . . . .... . 3.12.2 Physiological Implications ....................... . 3.12.3 Human Writings ........................... .. .. . 3.12.4 Dynamics of Membrane Channel Openings ... . .... . 3.12.5 Fractal Music and the Heartbeat ............ . .... . 3.12.6 Fractal Approach to Biological Evolution ...... . ... .

References

33 33 37 40 41 41 43 45 45 47

49 50 55 57 59 60 60 61 64

65 67 69 74 76 76 80 80 81 81 81 83

Contents IX

4 Self-Affine Interfaces

By J. Kertesz and T. Vicsek (With 10 Figures)

4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89 4.2 Roughness and Pinning in Equilibrium . . . . . . . . . . . . . . . . . . . . 92 4.3 Dynamic Scaling and Growth Models . . . . . . . . . . . . . . . . . . . . . 95 4.4 Continuum Equations, Directed Polymers, and

Morphological Transitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98 4.5 Effects of Correlated, Power-Law, and Quenched Noise:

Nonuniversal Roughening and Pinning .................... 107 4.5.1 Correlated Noise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107 4.5.2 Noise with Power-Law Distributed Amplitudes . . . . . . 108 4.5.3 Quenched Noise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110

4.6 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115

5 A Primer of Random Walkology

By G.H. Weiss (With 11 Figures)

5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119 5.2 Basic Formalism . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120

5.2.1 Jump Probabilities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120 5.2.2 Characteristic Functions . . . . . . . . . . . . . . . . . . . . . . . . . 123 5.2.3 The Continuous-Time Random Walk (CTRW) ...... 127 5.2.4 The Characteristic Function and Properties

of the Lattice Random Walk . . . . . . . . . . . . . . . . . . . . . . 129 5.3 Asymptotic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132

5.3.1 The Central-Limit Theorem and Some Generalizations . . . . . . . . . . . . . . . . . . . . . . . . 132

5.3.2 The Diffusion Approximation . . . . . . . . . . . . . . . . . . . . . 137 5.3.3 A Mathematical Excursion:

Abelian and Tauberian Theorems ...... . .......... 138 5.3.4 Asymptotic Properties of the CTRW

in an Unbounded Space .......................... 140 5.3.5 Asymptotic Properties of Random Walks

on a Lattice: Recurrent and Transient Behavior . . . . . 144 5.3.6 The Expected Number of Distinct Sites Visited by

an n-Step Random Walk . . . . . . . . . . . . . . . . . . . . . . . . . 146 5.4 Random Walks in Disordered Media . . . . . . . . . . . . . . . . . . . . . . 149

5.4.1 Introductory Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 49 5.4.2 The Trapping Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151

X Contents

5.4.3 5.4.4

References

6 Polymers

Some Models Based on the CTRW ........ .. ...... 155 The Effective-Medium Approximation ............. 158 .............. ... ................................ 159

By M. Daoud (With 14 Figures)

6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163 6.2 Linear Chains and Excluded Volume . . . . . . . . . . . . . . . . . . . . . 164

6.2.1 The Random Walk .............................. 165 6.2.2 The Self-Avoiding Walk . . . . . . . . . . . . . . . . . . . . . . . . . . 166 6.2.3 Dilute Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169 6.2.4 Semi-Dilute Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 170 6.2.5 Dynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173

6.3 Adsorption . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176 6.3.1 The Single Chain . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177 6.3.2 The Plateau Regime . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 178

6.4 Branched Polymers and Gels . . . . . . . . . . . . . . . . . . . . . . . . . . . . 182 6.4.1 The Sol-Gel Transition . . . . . . . . . . . . . . . . . . . . . . . . . . 182 6.4.2 The Flory Approximation ........................ 184 6.4.3 Dilute Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 184 6.4.4 6.4.5

References

Semi-Dilute Solutions and Swollen Gels . . . . . . . . . . . . 188 Dynamics ...... , . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 190 ................ .. ......... . ... . ....... . ......... 192

7 Kinetics and Spatial Organization

of Competitive Reactions

By S. Redner and F. Leyvraz (With 6 Figures)

7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197 7.2 Irreversible Homogeneous Reactions . . . . . . . . . . . . . . . . . . . . . . 199

7.2.1 Decay of the Density . . . . . . . . . . . . . . . . . . . . . . . . . . . . 199 7.2.2 Interparticle Distances . . . . . . . . . . . . . . . . . . . . . . . . . . . 202 7.2.3 The Domain-Size Distribution in One Dimension .... 205 7.2.4 The Domain Profile ............................. 206 7.2.5 The Interparticle-Distance Distribution . . . . . . . . . . . . 208

7.3 Reactions with Particle Input . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209 7.3.1 Steady Input and Diffusing Reactants . . . . . . . . . . . . . . 210 7.3.2 The Approach to Asymptotic Behavior . . . . . . . . . . . . . 212

Contents XI

7.3.3 Immobile Reactants; Equivalence to Catalysis, Kinetic Ising Models, and Branching Random Walks 212

7.4 Heterogeneous Reaction Conditions . . . . . . . . . . . . . . . . . . . . . . 217 7.4.1 Transient Response . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218 7.4.2 Steady-State Behavior . . . . . . . . . . . . . . . . . . . . . . . . . . . 220

7.5 Concluding Remarks ................................... 223 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225

8 Fractal Analysis in Heterogeneous Chemistry

By D. Avnir, R. Gutfraind, and D. Farin (With 12 Figures)

8.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229 8.2 The Reaction Dimension ................................ 232 8.3 Surface Morphology Effects on Drug Dissolution . . . . . . . . . . . 235 8.4 Size Effects in Catalysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 241 8.5 Multifractal Analysis of Catalytic Reactions . . . . . . . . . . . . . . . 243 8.6 The Accessibility of Fractal Surfaces

to Derivatization Reactions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24 7 8. 7 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 252 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 252

9 Computer Exploration of Fractals,

Chaos, and Cooperativity

By Dennis C. Rapaport and Martin Meyer (With 10 Figures)

9.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257 9.2 The Software Collection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 258 9.3 Fractals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 260

9.3.1 Deterministic Fractals . . . . . . . . . . . . . . . . . . . . . . . . . . . 260 9.3.2 Stochastic Landscapes . . . . . . . . . . . . . . . . . . . . . . . . . . . 261

9.4 Cellular Automata . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 262 9.4.1 Cell Arrays . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 262

9.5 Cluster Growth ........................................ 264 9.5.1 Diffusion-Limited Aggregation . . . . . . . . . . . . . . . . . . . . 265 9.5.2 Invasion Percolation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 266

9.6 Cooperative Phenomena . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 266 9.6.1 Ising Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267 9.6.2 Percolation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 268

9.7 Many-Body Systems .................................... 269 9.7.1 Soft-Disk Fluid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269

XII Contents

9.8 Chaos 9.8.1 9.8.2

Logistic Map .................................. . Double Pendulum .............................. .

9.9 More Collectivity ..................................... . 9.9.1 Polymers ...................................... . 9.9.2 Sandpiles ...................................... .

9.10 Iterative Processes ................. . .................. . 9.10.1 Affine Mappings ...... . ........... . ............ . 9.10.2 Mandelbrot Set ........... . .... . ....... . ....... .

9.11 Summary ......... . .................................. . 9A Appendix: Alphabetical Program List ...................... . 9B Appendix: Mathematical Details ....... . ................... . References ............................................... .. .

271 271 272 273 273 274 274 275 275 277 277 278 279

Subject Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 281

List of Contributors

David Avnir

Department of Organic Chemistry, The Hebrew University of Jerusalem Jerusalem 91904, Israel

Per Bak

Department of Physics, Brookhaven National Laboratory Upton, NY 11973, USA

Sergey V. Buldyrev

Center for Polymer Studies, Boston University Boston, MA 02215, USA

Armin Bunde

Institut fiir Theoretische Physik, Justus-Liebig-Universitat D-35392 Giessen, Germany

Michael Creutz

Department of Physics, Brookhaven National Laboratory Upton, NY 11973, USA

Mohamed Daoud

Service de Physique Theorique de Saclay F-91191 Gif-Sur-Yvette Cedex, France

XIV List of Contributions

Dina Farin

Department of Organic Chemistry, The Hebrew University of Jerusalem Jerusalem 91904, Israel

Ary L. Goldberger

Cardiovascular Division, Harvard Medical School Beth Israel Hospital, Boston, MA 02215, USA

Ricardo Gutfraind

Department of Organic Chemistry, The Hebrew University of Jerusalem Jerusalem 91904, Israel

Shlomo Havlin

Department of Physics, Bar-Ilan University Ramat-Gan 52100, Israel

Janos Kertesz

Technical University of Budapest, Budafoki lit 8 H-1521 Budapest, Hungary

Francois Leyvraz

Instituto de Fisica, Laboratorio de Cuernavaca UNAM, Mexico

Martin Meyer

Institut fiir Theoretische Physik, Justus-Liebig-Universitat D-35392 Giessen, Germany

C.-K. Peng

Center for Polymer Studies, Boston University Boston, MA 02215, USA

Dennis C. Rapaport

Department of Physics, Bar-Ilan University Ramat-Gan 52100, Israel

Sidney Redner

Center for Polymer Studies, Boston University Boston, MA 02215, USA

H. Eugene Stanley

Center for Polymer Studies, Boston University Boston, MA 02215, USA

Tamas Vicsek

Eotvos University, Department of Atomic Physics Puskin u. 5-7, 1088 Budapest, Hungary

George H. Weiss

List of Contributions XV

Physical Sciences Laboratory, Division of Computer Research and Technology National Institutes of Health, Bethesda, MD 20205, USA