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FRACTALS, DIFFUSION, AND RELAXATION IN DISORDERED COMPLEX SYSTEMS ASPECIALVOLUMEOFADVANCES INCHEMICAL PHYSICS VOLUME133 PARTB EDITORIALBOARD BRUCE J. BERNE, Department of Chemistry, Columbia University, New York, New York, U.S.A. KURT BINDER, Institut fu¨r Physik, Johannes Gutenberg-Universita¨t Mainz, Mainz, Germany A. WELFORD CASTLEMAN, JR., Department of Chemistry, The Pennsylvania State University, University Park, Pennsylvania, U.S.A. DAVID CHANDLER, Department of Chemistry, University of California, Berkeley, California, U.S.A. M. S. CHILD, Department of Theoretical Chemistry, University of Oxford, Oxford, U.K. WILLIAM T. COFFEY, Department of Microelectronics and Electrical Engineering, Trinity College, University of Dublin, Dublin, Ireland F. FLEMING CRIM, Department of Chemistry, University of Wisconsin, Madison, Wisconsin, U.S.A. ERNEST R. DAVIDSON, Department of Chemistry, Indiana University, Bloomington, Indiana, U.S.A. GRAHAM R. FLEMING, Department ofChemistry,Universityof California, Berkeley, California, U.S.A. KARL F. FREED, The James Franck Institute, The University of Chicago, Chicago, Illinois, U.S.A. PIERREGASPARD, CenterforNonlinearPhenomenaandComplexSystems,Brussels, Belgium ERIC J. HELLER, Institute for Theoretical Atomic and Molecular Physics, Harvard- Smithsonian Center for Astrophysics, Cambridge, Massachusetts, U.S.A. ROBINM.HOCHSTRASSER, DepartmentofChemistry,TheUniversityofPennsylvania, Philadelphia, Pennsylvania, U.S.A. R.KOSLOFF, TheFritzHaberResearchCenterforMolecularDynamicsandDepartment ofPhysicalChemistry,TheHebrewUniversityofJerusalem,Jerusalem,Israel RUDOLPHA.MARCUS, DepartmentofChemistry,CaliforniaInstituteofTechnology, Pasadena, California, U.S.A. G. NICOLIS, Center for Nonlinear Phenomena and Complex Systems, Universite´ Libre de Bruxelles, Brussels, Belgium THOMAS P. RUSSELL, Department of Polymer Science, University of Massachusetts, Amherst, Massachusetts, U.S.A. DONALD G. TRUHLAR, Department of Chemistry, University of Minnesota, Minneapolis, Minnesota, U.S.A. JOHN D. WEEKS, Institute for Physical Science and Technology and Department of Chemistry, University of Maryland, College Park, Maryland, U.S.A. PETERG.WOLYNES, DepartmentofChemistry,UniversityofCalifornia,SanDiego, California, U.S.A. FRACTALS, DIFFUSION, AND RELAXATION IN DISORDERED COMPLEX SYSTEMS ADVANCES INCHEMICAL PHYSICS VOLUME133 PARTB Edited By WILLIAM T. COFFEYAND YURI P. KALMYKOV Series Editor STUARTA. RICE DepartmentofChemistry and TheJamesFranckInstitute TheUniversityofChicago Chicago,Illinois ANINTERSCIENCEPUBLICATION JOHN WILEY & SONS, INC. Copyright#2006byJohnWiley&Sons,Inc.Allrightsreserved. PublishedbyJohnWiley&Sons,Inc.,Hoboken,NewJersey. PublishedsimultaneouslyinCanada. Nopartofthispublicationmaybereproduced,storedinaretrievalsystem,ortransmittedinany formorbyanymeans,electronic,mechanical,photocopying,recording,scanning,orotherwise, exceptaspermittedunderSection107or108ofthe1976UnitedStatesCopyrightAct,without eitherthepriorwrittenpermissionofthePublisher,orauthorizationthroughpaymentofthe appropriateper-copyfeetotheCopyrightClearanceCenter,Inc.,222RosewoodDrive,Danvers, MA01923,(978)750-8400,fax(978)750-4470,oronthewebatwww.copyright.com.Requeststo thePublisherforpermissionshouldbeaddressedtothePermissionsDepartment,JohnWiley& Sons,Inc.,111RiverStreet,Hoboken,NJ07030,(201)748-6011,fax(201)748-6008,oronline athttp://www.wiley.com/go/permission. LimitofLiability/DisclaimerofWarranty:Whilethepublisherandauthorhaveusedtheirbest effortsinpreparingthisbook,theymakenorepresentationsorwarrantieswithrespecttothe accuracyorcompletenessofthecontentsofthisbookandspecificallydisclaimanyimplied warrantiesofmerchantabilityorfitnessforaparticularpurpose.Nowarrantymaybecreatedor extendedbysalesrepresentativesorwrittensalesmaterials.Theadviceandstrategiescontained hereinmaynotbesuitableforyoursituation.Youshouldconsultwithaprofessionalwhere appropriate.Neitherthepublishernorauthorshallbeliableforanylossofprofitoranyother commercialdamages,includingbutnotlimitedtospecial,incidental,consequential,orother damages. Forgeneralinformationonourotherproductsandservicesorfortechnicalsupport,please contactourCustomerCareDepartmentwithintheUnitedStatesat(800)762-2974,outsidethe UnitedStatesat(317)572-3993orfax(317)572-4002. Wileyalsopublishesitsbooksinavarietyofelectronicformats.Somecontentthatappearsin printmaynotbeavailableinelectronicformats.FormoreinformationaboutWileyproducts, visitourwebsiteatwww.wiley.com. LibraryofCongressCatalogNumber:58-9935 ISBN-13978-0-470-04607-4(Set) ISBN-100-470-04607-4(Set) ISBN-13978-0-471-72507-7(PartA) ISBN-100-471-72507-2(PartA) ISBN-13978-0-471-72508-4(PartB) ISBN-100-471-72508-0(PartB) PrintedintheUnitedStatesofAmerica 10 9 8 7 6 5 4 3 2 1 CONTRIBUTORS TO VOLUME 133 ELI BARKAI, Department of Chemistry and Biochemistry, Notre Dame University,NotreDame,Indiana46566,USA;andDepartmentofPhysics, Bar Ilan University, Ramat Gan 52900, Israel ALEXANDER BRODIN, Experimentalphysik II, Universita¨t Bayreuth, D 95440 Bayreuth, Germany THOMAS BLOCHOWICZ, Institute fur Festko¨rperphysik, Technische Universita¨t Darmstadt, D 64289 Darmstadt, Germany SIMONE CAPACCIOLI, Dipartimento di Fisica and INFM, Universita` di Pisa, I-56127, Pisa, Italy; and CNR-INFM Center ‘‘SOFT: Complex Dynamics in Structured Systems,’’ Universita` di Roma ‘‘La Sapienza,’’ I-00185 Roma, Italy RICCARDO CASALINI, Naval Research Laboratory, Washington, DC 20375, USA; and Chemistry Department, George Mason University, Fairfax, Virginia 20030, USA ALEKSEIV.CHECHKIN,InstituteforTheoreticalPhysics,NationalScienceCenter, Kharkov Institute of Physics and Technology, Kharkov 61108, Ukraine WILLIAM T. COFFEY, Department of Electronic and Electrical Engineering, School of Engineering, Trinity College, Dublin 2 Ireland YURI FELDMAN, Department of Applied Physics, The Hebrew University of Jerusalem, Jerusalem 91904, Israel VSEVOLD Y. GONCHAR, Institute for Theoretical Physics, National Science Center, Kharkov Institute of Physics and Technology, Kharkov 61108, Ukraine PAOLO GRIGOLINI, Department of Physics, University of North Texas, Denton, Texas, 76203 USA; and Department of Physics, University of Pisa, Pisa, Italy YURI P. KALMYKOV, Laboratoire de Mathe´matiques et Physique des Syste`mes, Universite de Perpignan, 66860 Perpignan Cedex, France JOSEPH KLAFTER, School of Chemistry, Tel Aviv University, Tel Aviv 69978, Israel FRIEDRICH KREMER, Universita¨t Leipzig, Fakultat fu¨r Physik und Geowis- senschaften, 04103 Leipzig, Germany v vi contributors MASARU KUNO, Department of Chemistry and Biochemistry, Notre Dame University,NotreDame,Indiana46566,USA;andDepartmentofPhysics, Bar Ilan University, Ramat Gan 52900, Israel GENNADY MARGOLIN, Department of Chemistry and Biochemistry, Notre Dame University, Notre Dame, Indiana 46556, USA RALF METZLER, NORDITA–Nordic Institute for Theoretical Physics, DK-2100 Copenhagen Danish Denmark KIA L. NGAI Naval Research Laboratory, Washington, DC 20375, USA VITALY V. NOVIKOV, Odessa National Polytechnical University, 65044 Odessa, Ukraine MARIAN PALUCH, Institute of Physics, Silesian University, 40-007 Katowice, Poland NOE´LLE POTTIER, Matie`re et Syste`mes Complexes, UMR 7057 CNRS and Universite´ Paris 7—Denis Diderot, 75251 Paris Cedex 05, France VLADIMIRPROTASENKO,DepartmentofChemistryandBiochemistry,NotreDame University,NotreDame,Indiana46566,USA;andDepartmentofPhysics, Bar Ilan University, Ramat Gan 52900, Israel ALEXANDER PUZENKO, Department of Applied Physics, The Hebrew University of Jerusalem, Jerusalem 91904, Israel C. M. ROLAND, Naval Research Laboratory, Washington, DC 20375, USA ERNST A. RO¨SSLER, Experimentalphysik II, Universita¨t Bayreuth, D 95440 Bayreuth, Germany YAROSLAV RYABOV, Department of Applied Physics, The Hebrew University of Jerusalem, Jerusalem 91904, Israel. Maryland Center of Biomolecular Structure and Organization, University of Maryland, College Park, Maryland 20742-3360, USA ANATOLI SERGHEI, Fakultat fur Physik und Geowissenschaften, Universita¨t Leipzig, 04103 Leipzig, Germany SERGEY V. TITOV, Institute of Radio Engineering and Electronics of the Russian Academy of Seciences, Fryazino, Moscow Region, 141190, Russian Federation BRUCE J. WEST, Mathematical & Information Sciences Directorate, U.S. Army Research Office, Research Triangle Park, North Carolina 27709, USA INTRODUCTION Fewofuscananylongerkeepupwiththefloodofscientificliterature,even in specialized subfields. Any attempt to do more and be broadly educated with respect to a large domain of science has the appearance of tilting at windmills.Yetthesynthesisofideasdrawnfromdifferentsubjectsintonew, powerful, general concepts is as valuable as ever, and the desire to remain educated persists in all scientists. This series, Advances in Chemical Physics,is devoted to helpingthereader obtain generalinformationabout a wide variety of topics in chemical physics, a field that we interpret very broadly. Our intent is to have experts present comprehensive analyses of subjects of interest and to encourage the expression of individual points of view. We hope that this approach to the presentation of an overview of a subjectwillbothstimulatenewresearchandserveasapersonalizedlearning text for beginners in a field. STUARTA. RICE vii PREFACE Fractals, Diffusion, and Relaxation in Disordered Complex Systems, which is the subject of the present anthology, may be said to have evolved in two stages: (1) in the course of conversations with Stuart Rice during a remarkably pleasant lunch at the University of Chicago following the Indianapolis meeting of the American Physical Society in March 2002 and (2) following the Royal Irish Academy Conference on Diffusion and RelaxationinDisorderedFractalSystemsheldinDublininSeptember2002 [1]. During each of these meetings, the necessity of reviewing the progress bothexperimentalandtheoreticalwhichhasbeenmadeinourunderstanding of physical systems with relaxation differing substantially from exponential behavior was recognized. Furthermore, it was considered that the Advances in Chemical Physics, in line with its stated aspirations and with its wide circulation, would provide an ideal means of attaining this goal. For the best part of three centuries the fractional calculus constituted a subject area mainly of interest to mathematicians. Indeed many great mathematicians such as Leibniz, L’Hoˆpital, Euler, Fourier, Abel, Liouville, Weierstrass, Riemann, Letnikov, Wiener, Le´vy, and Hardy, to name but a few,havecontributedtoitsdevelopment(forahistoricalsurveyseeRef.2). In contrast, applications of fractional calculus in other branches of science have appeared only sporadically—for example, the application to the propagation of disturbances on transmission lines in the context of Heaviside’s operational calculus and Kohlrausch’s stretched exponential decaylaw[2,14].However,thesituationradicallychangedtowardtheendof the last century following the appearance of the famous books of Benoit Mandelbrot on fractals [3]. Thus, over the past few decades, the fractional calculushas nolongerbeenrestrictedto therealmofpuremathematics and probability theory [2,4]. Indeed many scientists have discovered that the behavior of a variety of complex systems (such as glasses, liquid crystals, polymers,proteins,biopolymers,livingorganisms,orevenecosystems)may besuccessfullydescribedbyfractionalcalculus;thusitappearsthatcomplex systems governed by fractional differential equations play a dominant role in both the exact and life sciences [5]. In particular in the context of applications in physics and chemistry, the fractional calculus allows one to describe complex systems exhibiting anomalous relaxation behavior in much the same way as the normal relaxation of simple systems [6]. Examplesincludechargetransportinamorphoussemiconductors,thespread ix x preface of contaminants in underground water, relaxation in polymer systems, and tracer dynamics in both polymer networks and arrays of convection rolls, and so on [6]. In general, the diffusion and relaxation processes in such complex systems no longer follow Gaussian statistics so that the temporal evolution of these systems deviates from the corresponding standard laws (wherethemean-squaredisplacementofaparticleisproportionaltothetime between observations) for normal diffusion such as exhibited by classical Brownian particles. Furthermore, following the development for complex systems of higher-order experimental resolutions or via a combination of different probe techniques, the deviations from the classical diffusion and relaxation laws have become ever more apparent. Thus the ever larger data windows that are becoming accessible bring ever more refinement to the experimental data [5], with the result that fractional diffusion and kinetic equations have become extremely powerful tools for the description of anomalous relaxation and diffusion processes in such systems. In the present anthology we have tried to present a comprehensive account of the present stateof the subject.Itisobvious,however, thatwe cannot surveycompletely such an enormous area of modern research, and inevitably many important topics will have beenomitted.Inordertoremedythisdefect,weremarkthat the interested reader can find additional information concerning anomalous diffusion and relaxation and applications of fractional calculus in physics, chemistry,biology,radioengineering,andsoon,invariousreviewarticlesand books, a selection of which is given in Refs. 5–23. Roughly speaking, the contents of the two-volume anthology may be divided into four experimental and seven theoretical chapters that may be described as follows. Chapter 1, ‘‘Dielectric Relaxation Phenomena in Complex Materials,’’ by Y. Feldman, A. Puzenko, and Y. Ryabov, concerns dielectric spectroscopy studies of the structure, dynamics, and macroscopic behavior of materials, which may broadly be described by the generic term complex systems. Complex systems constitute an almost universal class of materials including associated liquids, polymers, biomolecules, colloids, porous materials, doped ferroelectric crystals, and so on. These systems are characterized by a new ‘‘mesoscopic’’lengthscale,intermediatebetweenmolecularandmacroscopic. The mesoscopic structures of complex systems typically arise from fluctuations or competing interactions and exhibit a rich variety of static anddynamicbehavior.Thisgrowingfieldisinterdisciplinary;itcomplements solid-stateandstatisticalphysics,anditoverlapsconsiderablywithchemistry, chemicalengineering,materialsscience,andevenbiology.Acommontheme in complex systems is that while such materials are disordered on the molecular scale and homogeneous on the macroscopic scale, they usually possessacertaindegreeoforderonaintermediate,ormesocopic,scaledueto preface xi the delicate balance of interaction and thermal effects. The authors demonstrate how dielectric spectroscopy studies of complex systems can be appliedtodetermineboththeirstructuresanddynamics,howtheybotharise, and how both may influence the macroscopic behavior. Theglass transition is an unsolved problem of condensed mater physics. Thisquestionisaddressedinchapter2byT.Blochowicz,A.Brodin,andE. Ro¨ssler, entitled ‘‘Evolution of the Dynamic Susceptibility in Supercooled Liquids and Glasses.’’ The emergence of the mode coupling theory of the glasstransitionhaspromptedthecompilationofalargebodyofinformation on the glass transition phenomenon as well as on the glassy state that is reviewed in this contribution. Thus this chapter focuses on describing the evolution of the dynamic susceptibility; that is, its characteristic changes while supercooling a molecular liquid. The authors provide information on therelevantmoleculardynamics,andacomparisonbetweenexperimentand theory is given. The phenomenon is essentially addressed from an experimental point of view, by simultaneously discussing the results from three different probe techniques, namely quasi-elastic light scattering, dielectric spectroscopy, and nuclear magnetic resonance spectroscopy. The application of each of the three methods allows one to investigate the dynamics in the 0- to 1-THz frequency range. The crossover from liquid dynamics at the highest temperatures to glassy dynamics at moderate temperatures as well as the crossover to solid-state behavior at the lowest temperatures near the glass transition temperature, is described in detail. In addition, some remarks on the evolution of the susceptibility down to cryogenic temperatures are given. The lesson to be drawn from this con- tributionisthatanunderstandingofthedynamicsofdisorderedsystemscan only be achieved by joint application of the various techniques covering a large frequency range. In many complex systems such as glasses, polymers, and proteins, temporal evolutions differ as we have seen from the conventional exponential decay laws (and are often much slower). Very slowly relaxing systems remain out of equilibrium over very long times, and they display aging effects so that the time scale of response and correlation functions increases with the age of the system (i.e., the time elapsed since its preparation):Oldersystemsrelaxmoreslowlythanyoungerones.Chapter3 by N. Pottier, entitled ‘‘Slow Relaxation, Anomalous Diffusion, and Aging in Equilibrated or Nonequilibrated Environments,’’ describes recent developments in the physics of slowly relaxing out of equilibrium systems. Questions specifically related to out-of-equilibrium dynamics, such as (1) agingeffectsand(2)theirdescriptionbymeansofaneffectivetemperature, are discussed in the framework of a simple model. A system well adapted to the analysis of these concepts is a diffusing particle in contact with an

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