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4 Dispersive kinetics
By ANDRZEJ PLONKA
Institute of Applied Radiation Chemistry, Technical University of Lodz,
Wroblewskiego 15, 93-590 Lodz, Poland
1 Introduction
Rate processes for which many timescales coexist are called dispersive, cf. the presenta-
tion by Scher et al. of dispersive transport and relaxation, and the authors account`
of the development of dispersive chemical kinetics. Dispersive rate processes are
endemic in condensed media.`
`
The rate coecient for a dispersive process depends on time. In the case of a
chemical reaction, the time dependence of the rate coecient, k(t), termed the specic
reaction rate, was rationalized in the following way.` Reactions by their very nature
have to disturb reactivity distributions of the reactants in condensed media, as the
more reactive species are the rst ones to disappear from the system. The extent of this
disturbance depends on the ratio of the rates of reactions to the rate of internal
rearrangements (mixing) in the system restoring the initial distribution in reactivity of
reactants. If the rates of chemical reactions exceed the rates of internal rearrangements,
then the initial distributions in reactant reactivity are not preserved during the course
of reactions and the specic reaction rates depend on time. If, however, the rates of
internal rearrangements exceed markedly the rates of chemical reactions, then the
extent of disturbance is negligible and classical kinetics, with a constant specic
reaction rate, k, termed the reaction rate constant, may be valid as an approximation.
The reason is that the distribution in reactivity is only seen when it is changing during
the reaction course: otherwise it is summed additively to yield a single timescale.`
The above picture provides a proper ground to present in Section 2 a number of
recently developed comprehensive models of dispersive kinetics and to quote some
recent discussions on the basic concepts of kinetics. Kinetics in condensed media is
hard to separate from transport and relaxation. In Section 3 some common features of
dispersive rate processes in condensed media are discussed. Mathematical models, as
clearly recognized by Bajzer et al.,' are ideas, and thus are limited only by logic and
imagination. The extent to which models conform to reality is determined by testing
them against experimental data with the aid of computational and statistical methods.
This is done in Section 4 for uids, in Section 5 for solids, and in Section 6 for some
heterogeneous systems. Conclusions comprising Section 7 reect to some extent the
authors personal point of view and interest, which undoubtedly may also be seen in
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the choice of the subject matter from this rapidly developing interdisciplinary eld of
research.
2 Phenomenological aspects of dispersive kinetics
In the stochastic model of reaction kinetics in renewing environments, discussed in
detail in a previous report,` the structural reorganization of the host matrix was
included by imposing upon the static disorder model the additional assumption that at
randominstants reinitialization occurs. Reinitialization consists of a random reassign-
ment of guest hopping rates, with the values having the same initial distribution. At the
molecular level almost all condensed-phase systems are disordered. In a three-dimen-
sional disorder system, without renewals, the number of distinct sites, S(t), visited by a
random walker is sublinear in time
S(t) (t/
"
)?, 0 : 1 (1)
where
"
is scaling the time and the dispersion parameter : is that proper to account for
the static aspects of disorder. Renewals are described by the fractal set of renewal
moments following from the use of Kohlrauschs function
u(t) exp[ (t/t
"
)@], 0 [O1 (2)
to describe the internal rearrangements in the system. In eqn. (2) t
"
denotes the
eective relaxation time and [ is the dispersion parameter for relaxation.
Averaging S(t) given by eqn. (1) over the renewal sequences following from relation
(2) one gets
S(t),(t/
"
)
:
(3)
where the dispersion parameter : to be observed experimentally is given by
: 1 (1 :)(1[) (4)
and time is scaled by the weighted geometrical mean of timescales for a random walk
(
"
) and relaxation (t
"
)
"
:/:
"
t'
:/:
'
"
(5)
The specic reaction rate for highly reactive species, i.e. for those with local reaction
probability (when two reactants collide) P;1, is given by
k(t) b
dS(t),
dt
(6)
where b denotes the volume of site (cell) visited by the random walker. From eqn. (3)
and (6) one gets for k(t)
k(t)/(dm`/mol) (:/
"
)(t/
"
)
:
(7)
To obtain the limit of classical kinetics, i.e. the constant specic reaction rate, one has
to use the long-time approximation, t t
"
, of Kohlrauschs relaxation function (2)
with [1. This yields : 1, cf. eqn. (4), and then from eqn. (7)
k
"
(8)
90 A. Plonka
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with
"
?
"
t'?'
"
(9)
For decreasing local reaction probability P below the value of one, the dispersion
parameter : quickly attains unity, and therefore one nally gets
k
"
(10)
the constant specic reaction rate of classical kinetics. On the other hand, to obtain the
limit of suppressed renewals one has to put, quite formally, [ 0 into eqn. (4), which
yields : : and
k (:/
"
)(t/
"
)O (11)
[cf. eqn. (5) and (7)].
Reaction path
In classical kinetics, the concept of an energy prole along a reaction path helps us to
visualise the main features of a chemical reaction, including its mechanism. Along the
reaction path, the reactants are separated from the products by a potential energy
barrier. Constant specic reaction rates are related to thermally activated over-barrier
transitions (Arrhenius,` Eyring,` Kramers") or to quantum-mechanical tunnelling
through the barrier (Gamov," Gurney and Condon). For a constant specic reac-
tion rate a single potential energy barrier is envisaged for the reaction course.
As recently discussed by Wang and Wolynes,` since the rst half of the century
there have been many studies aimed toward a mathematical description of barrier
crossing processes in condensed-phase systems; cf. the developments in variational
transition state theory in condensed media reported by Tucker.` When the timescale
of the environmental uctuations is short compared to the time of the overall rate
processes, the eect of the environment on the barrier crossing is merely to renormal-
ize the rate coecient. This might be seen from eqn. (8) and (9). However, there are
many cases, such as electron transfer in viscous solvents, reactions in biomolecules and
glasses, and femtosecond events in uid environments, where the uctuations of the
environment are slower than or comparable in timescale to the overall barrier cross-
ing. In this situation the traditional theory of chemical kinetics breaks down. Concen-
trating on the slowmode, one can study this problemusing a diusional description, cf.
the recent studies of Drozdov and Talkner" on thermally activated escape processes
in a double well coupled to a slow harmonic mode, or discussion of reaction-coordi-
nate-dependent friction in classical activated barrier crossing dynamics presented by
Haynes and Voth.` The diusional approach is most appropriate` when the envi-
ronmental uctuations relax exponentially. In many typical slow-uctuating environ-
ments such as glasses, viscous liquids, and biomolecules, multiexponential relaxations
are normally observed. In this situation, the diusion equation approach to the
environment, while capturing much of the spirit of the phenomena, may quantitatively
fail. Wang and Wolynes'` studied the reaction dynamics in a slowly uctuating
environment where relaxation follows a stretched exponential law, i.e. Kohlrauschs
relaxation function (2), using a path integral method. In general, however, the path
integrals involved in reaction dynamics are not exactly evaluable, and one must resort
to approximate methods to nd the dominant survival paths. This was seen` to be the
91 Dispersive kinetics
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analogue of semiclassical methods in quantum mechanics or steepest descent ap-
proaches in conventional statistical mechanics. Dominant survival paths satisfy a
variational equation of motion. This equation balances the probability of an environ-
mental uctuation in the absence of the reaction with the changes of survivability
along a path. If the rate constant depends only weakly on the environmental variable
the survival path follows the ordinary relaxation to equilibrium. If the rate coecients
vary rapidly with environmental variables, the dominant survival paths, however,
exhibit more complex behaviour. Many phenomena familiar from geometrical optics
are seen. These include reection o rapid variation in the rate constant, as well as
refraction, giving paths very dierent from the equilibrium relaxation forms.
It was mentioned` that the steepest descent method can be inaccurate in certain
situations. The example was considered where there exists a relatively small range of
values of the environmental parameter corresponding to high reaction rates. The
dominant survival path is produced by the balance between the tendency of the
environmental uctuations to relax to the equilibrium and the tendency to avoid the
high-rate regions in order to survive. This situation is not entirely stable. Occasionally
there can be large-amplitude uctuations from the balanced position quickly entering
and coming out of the high-rate region, if the region is small in size. This uctuation
will contribute signicantly to the rate process, and may be as signicant as the
dominant path. In the long-time limit, there can be many of these types of uctuations
which can contribute signicantly to the changes of population. These uctuations are
very similar to instantons in imaginary-time quantum mechanics, which have the
physical interpretation there of quantum tunnelling. An instanton approach, used by
Smerdarchina et al.` to describe the dynamics of molecular inversion, is based on the
observation that for temperatures that are low compared to the barrier height the
eective tunnelling trajectories are conned to a narrow region in conguration space,
since the tunnelling amplitude depends exponentially on the barrier. This implies that
tunnelling retains many of the characteristics of a one-dimensional process, dominated
by a path of least resistance. This path, known as the instanton-bounce path, satises
the classical equations of motion in a potential obtained by turning the barrier
upside-down.
Wang and Wolynes` have given a general calculation for a rate process in a slowly
uctuating environment including the instanton path contributions. A frequency-
dependent rate coecient naturally emerges when taking into account the interactions
between instantons, which represent the long-time memory of the environment. When
the instanton interactions are ignored, a single-exponential decay law is recovered. It
was seen that the survival probability is increased due to the contribution from
instantons. A detailed example was worked out for a slowly uctuating environment
with stretched exponential relaxation and a piecewise linear dependence of rate on the
environmental coordinate. However, the explicit forms of k(t) were not given.
The hopping of a moving particle over an activation barrier with a Markovian
uctuating height was investigated by Vlad and Mackey" by assuming that the
process is characterizedby two characteristic timescales: the minimumhopping time t
"
corresponding to zero activation energy and the regression timescale t
''
of the uctu-
ations of the activation energy. The moments lK(t),, m0 of the uctuating survival
function l(t) at time t as well as the average probability of the passage time +(t) were
evaluated by taking into account all contributions of the dierent paths of the
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activation energy E(t'), t Pt' P0. The survival statistics obey a fractal scaling law only
if the regression of the uctuations is lower than the hopping process. In this case a
statistical fractal behaviour emerges for the time interval t
''
t t
"
for which
lK(t),:t&, +(t) :t'>&', where 1 PH0 is a positive fractal exponent. For
larger times t t
''
the survival statistics are exponential: +(t), lK(t),:exp( t/t
''
).
The condition t
''
t
"
denes a non-ideal statistical fractal for which self-similarity
exists only in the time window t
''
t t
"
; for larger times t t
''
the tail of the
probability density +(t) is exponential, and thus the moments of the passage time are
nite. In the limit t
''
;- the ideal statistical fractal behaviour of the static random
activation energy model is recovered: the uctuations of the activation energy barrier
are frozen, the tails of the functions lK(t), and +(t) are self-similar up to innity, and
the moments of the passage time are innite. It is shown that the uctuations of the
energy barrier increase the eciency of the hopping processes. The results are extended
to non-Markovian uctuation dynamics for which o1/t
''
is a random rate selected
from a generalized PorterThomas distribution. In this case the passage over the
barrier is even more ecient. The hopping occurs with certainty in a nite time interval
of a given length t
"
from eqn. (7) to the
activation energy E
by
"
""
exp(E
/RT) (12)
(where
""
denotes the temperature-independent pre-exponential factor, T is tempera-
ture and R is the gas constant) one nds that the form (7) of k(t) implies`` the
time-dependent activation energy E(t) given by
E(t) E
(1 :)ln(t/
"
) (13)
in units of RT.
At a rst glance at relation (13) one might be worried by the limit E(t) ;- for
t ;0. A somewhat similar problem was encountered by Montroll and Bendler,`` and
it was concluded that no serious decay of reactants starts until t is a signicant fraction
of
"
. Besides, there are nite mean values ln(t/
"
), and higher moments of the
distribution of logarithms of lifetime for all schemes of elementary reactions.`" From
95 Dispersive kinetics
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these moments one obtains the moments of activation energy distributions during the
reaction course
(E(t) E
)L, (1 :)LlnL(t/
"
), (14)
For further discussion, two kinetic schemes are of importance: rst-order (or
pseudo-rst-order) kinetics and second-order equal-concentration kinetics.
First-order kinetics
The rst-order kinetic equation with k(t) given by eqn. (7) reads
c/c
"
exp[ (t/
"
)
:
] (15)
Rewriting the survival probability given by eqn. (15) as
c/c
"
exp exp[:ln(t/
"
)] (16)
one gets for the distribution of logarithms of lifetimes, ln(t/
"
), the mean value
ln(t/
"
),/: (17)
and the variance
D`[ln(t/
"
)] `/6:` (18)
where denotes the Euler constant. Then, recalling relation (14) one gets
E(t) E
1
1
:
(19)
and
D`[E(t) E
]
`
6
1
:
1
`
(20)
For the limit of classical kinetics, : ;1, one gets E(t),E
and D`[E(t) E
] 0.
The kinetic equation (15) is identical, in mathematical form, with Kohlrauschs
relaxation function (2). For : ;: it might be physically acceptable to represent eqn.
(15) in the form of a Laplace transform
exp[ (t/
"
)?
`
"
f (k)exp( kt)dk, or
(21) `
"
g()exp( t/)d
for g() f (1/)`, and to interpret eqn. (15), like Kohlrauschs relaxation function (2)
in some applications, in terms of the superposition of monoexponential decays distrib-
uted continuously with density given by f (k) or g(). For a probabilistic analysis of the
form of f (k), leading to u(t) given by eqn. (2), see Weron`` and Jurlewicz and Weron.`'
It follows from eqn. (21) that the density of f (k) can be found as an inverse Laplace
transformof the left-hand side of eqn. (21). Although the inverse transforms are known
exactly only for the numerical values of : equal to 1/3, 1/2 and 2/3, there is no problem
with other numerical values of :. A number of approximate algorithms have been
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proposed```'
1
1
:
(27)
and comparing eqn. (18) and (26) one gets
D`(ln/
"
)
`
6
1 :`
:
(28)
Finally, assuming that the Arrhenius relations hold for monoexponential decays,
and denoting by E() the respective activation energies, one gets from eqn. (27)
E() E
D
,
1
1
:
(29)
i.e. exactly what one is given by eqn. (19). From eqn. (28), however,
D`[E() E
D
]
`
6
1 :`
:`
(30)
and this variance is greater than the variance given by eqn. (20). The dierence is
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D`[E(t) E
D
] D`[E() E
D
]
`
3
1
:
1
(31)
This dierence, reecting the specicity of interpretation of eqn. (15) in terms of
Laplace transform (21), turns to zero not only for : ;1 (for local reaction probability
P;0, cf. above) but also, as is easy to check from the ratio of variances, for : ;0.
Second-order equal-concentration kinetics
The second-order equal-concentration kinetic equation, with k(t)/c
"
given by the
right-hand side of eqn. (7), reads
c/c
"
[1 (t/
"
)
:
] (32)
with the asymptote
c/c
"
:t
:
, t ;- (33)
to be much discussed below.
Rewriting eqn. (32) as
c/c
"
1 exp[:ln(t/
"
)] (34)
one nds
ln(t/
"
),0 (35)
D`[ln(t/
"
)] `/3:` (36)
Then, recalling relation (14), one gets
E(t) E
,0 (37)
D`[E(t) E
]
`
3
(1 :)`
:`
(38)
Here, independently of the numerical value of :, E(t),E
, and for : ;0
D`[E(t) E
"
g()
1 t/
d (39)
from which one gets
g()
sin(:)
(/
"
)?
(/
"
)`? (/
"
)? cos(:) 1
(40)
and for : ;0 one has g() o(
"
) and g() attains maximum at
"
. There are
no moments of g() given by eqn. (40). Also there are no moments for (t/
"
) from the
left-hand side of eqn. (39). There are moments of the distribution of logarithms of
lifetimes
ln t,ln, (41)
D`(lnt) D`(ln) `/3 (42)
If the Arrhenius relation holds for any one gets
g(E)
sin(:)
expA
exp2A2 cos(:)expA1
(43)
for A:(EE
D
) and
E(),E
D
(44)
which is exactly what was obtained from eqn. (37) and
D`[E() E
D
]
`
3
1 :`
:`
(45)
Comparing eqn. (45) and (38) one nds
D`[E(t) E
D
] D`[E() E
D
]
2`
3
1
:
1
(46)
and once again we see the dierence discussed above for rst-order kinetics. For the
dependence of activation energy on the degree of conversion see also Budrugeac and
Segal.'`'`
The phenomenological approach to kinetics with k(t) has been compared with that
in which the kinetics with a time-dependent specic reaction rate is interpreted in
terms of a superposition of classical patterns. This approach might be useful, however,
only at extremely low temperatures, cf. Berlin.'" The signicance of temperature-
dependent distributions of activation energies is discussed by Halpern.`" For a dis-
cussion on nding the barrier height distribution see Straub and Choi,` Zwanzig``
and Straub et al.`` Struik`" comments on the physical meaning of so-called apparent
activation energy, and Flynn`` discusses the use and abuse of the so-called tempera-
ture integral in thermal analysis.
In the above discussion a simple Arrhenius picture was used. For a history of the
temperature dependence of the reaction rate in the development of reaction kinetics
see Flynn.`` In addition to convenience, there is also a theoretical justication for the
application of the Arrhenius equation to the kinetics of solid-state reactions. Here it
seems proper to quote Galwey and Brown,`' who indicate that no realistic alternative
99 Dispersive kinetics
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to the Arrhenius equation capable of expressing the form of the k vs. T relationship or
providing an explanation of this pattern of behaviour has gained acceptance. Addi-
tional constants have been introduced, e.g.
lnk ab/Tcln TdT (47)
but these, as already described by Laidler,`` are theoretically sterile in that the
constants do not lead to a deeper understanding of the mechanisms of chemical
reactions. This is seconded by Tu dos and David,`` who discussed weak points in the
Eyring theory and its application. First, the parameters of the two equations are
mathematically convertible with each other. Thus Eyrings conceptual quantities
(entropy and enthalpy) give no new physical information. Secondly, the Eyring theory
postulates an equilibrium for the activated state. However, in the case of processes in
which change is an inherent characteristic, this assumption seems to be unjustied.
Depending on the specic property under discussion, the Arrhenius equation may
equivalently refer to a specic reaction rate, as above, to inverse response time t,
inverse viscosity p, frequency f, d.c. conductivity o
``
t t
"
exp[ B/(TT
"
)] (48)
and therefore the equivalent WilliamsLaudelFerry (WLF) relation,`` the relations
proposed by Bendler and Shlesinger`"
t :exp[ B/(TT
"
)``] (49)
Binder and Young``
t :exp( B/T") (50)
Richert and Ba ssler`'
t :exp( B/T`) (51)
Souletie and Bertrand``
t :[(TT
)/T]A, 0 (52)
and that put forward by Go tze and Sjo gren``
t :[(TT
)/T
]A :(TT
)A, 0 (53)
However, Stickel et al.`" did observe VFT behaviour within the limits 265320 K, i.e.
for temperatures ranging fromsignicantly above the glass transition at T
220 K to
far above the melting point.
As discussed in the previous report,` the slowing down of relaxation processes with
temperature decrease culminates in a glass-transition region. Therefore, well belowthe
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glass transition one may expect to be close to the limit given by eqn. (11), and on
increasing the temperature toward the glass transition one may expect to approach the
limit of classical kinetics given by eqn. (8) and (9). Furthermore, if both processes, i.e.
guest movement and host matrix relaxation, are thermally activated, with e.g. activa-
tion energies E
D
and E
O
, then the activation energy E
should approach E
:E
t
in
the low-temperature limit and E
::E
(1 :)E
O
in the high-temperature limit.
This was found to be the case in numerous systems" with E
O
E
D
. Here we have to
note that we are entering the region in which the extrapolations of the WLF equation,
or the equivalent VFT equation, are not valid.
Compensation law
Moura Ramos et al.`" have analysed the physical signicance of the so-called compen-
sation law, which consists of a linear relationship between the logarithm of the
pre-exponential factor of the Arrhenius equation and the apparent activation energy.
This might be deduced from eqn. (9). In terms of the Eyring equation of the rate theory
the compensation lawcan be described as a linear relationship between AS
and AH
.
For some early examples see Exner.""
According to Moura Ramos et al.`" this behaviour can be purely artefactual, the
linear dependence of entropy vs. enthalpy being a consequence of a statistic compensa-
tion pattern that arises solely from experimental errors. On the other hand, the
compensation behaviour may in many cases reveal a real physical behaviour, and this
seems to be the case for some relaxation mechanisms in polymeric materials studied by
thermal stimulation techniques. For a process with a single relaxation time the
temperature dependence of t can be described by the Arrhenius equation written as
t t
"
exp
kT
(54)
where t
"
is the pre-exponential factor and E
so
that the Arrhenius lines converge to a single point of coordinates t
and T
such that
t
"
t
exp
kT
(55)
Substitution of eqn. (55) into eqn. (54) gives
t t
exp
k
1
T
1
T
(56)
which is the well known compensation equation. On the other hand, according to the
Eyring equation`
t
h
kT
exp
AS
k
exp
AH
kT
(57)
where AS
and AH
and
whose intercept is related to AS
vs. AS
. The
physical signicance of the compensation point and of the compensation behaviour is
far from being elucidated. It was concluded`" that the compensation behaviour is a
feature of cooperative relaxations, including glass transitions in polymeric materials,
but it is not characteristic of many relaxations observed above and belowT
. Compen-
sation is a result of the sharp increase of AH
as one approaches T
from the
low-temperature side (which is equivalent to a concomitant increase of AH
and AS
or its variations and the molecular structure of the polymers or the phenom-
enological characteristics of the glass transition (broadness, amplitude). Nevertheless,
it was suggested that the dierence T
1
I(o)
R
"
(t t')S _
r
"
+(t t') _
r
t
S
C
I
(64)
The series in eqn. (64) was recognized as the generalized Mittag-Leer"` function,
denoted as E
SS
(x), and thus one has alternatively
+(t; o, C)
tS
C
E
SS
tS
C
(65)
The series representation (64) shows that the waiting time density is a natural general-
ization of an exponential waiting time density to which it reduces for o1
+(t; 1, C) (1/C)exp( t/C) (66)
For t ;0 one gets from eqn. (65)
+(t) :t>S (67)
and for t ;- and 0 o1
103 Dispersive kinetics
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+(t) :tS (68)
i.e. an algebraic tail considered previously, cf. eqn. (58). The fractional order o of the
time derivative in eqn. (59) is restricted to 0 oO1 as the result of the general
theory,"" and special signicance is attributed to the two limits o;1, cf. eqn. (66), and
o;0, for which +(t) ;1/t.
The spherical symmetric diusion equation of fractional order for the time, written
as
cB
U
R
P(r, t) A
c
cr
P(r, t)
d 1
2r
P(r, t)
(69)
was shown by Alemany"" to correspond, for integer spatial dimensions d 1 and
d 3, to the long-time description of the fractal time random walk, in which the
interjump density has the asymptotic form (t) :tA, with 0 2/d
U
1.
In this context, it is important to mention that Weron and Kotulski" have shown
rigorously that in the framework of the one-dimensional fractal time random-walk
model of relaxation the frequency domain response takes, in both nonbiased and
biased walk, the only possible ColeCole form. The underlying reason for this is the
specic form of the relaxation function determined in this model by the above
discussed Mittag-Leer distribution. See also Weron and Kotulski"` on the relation
of Mittag-Leer probability density and the Le vy-stable density as k ;0, and Gado-
mski"` for a fractional evolution equation of the order of 1/2 for the relaxation
function.
In kinetics the Mittag-Leer function appears in modelling of small ligand binding
to myoglobin at temperatures between 80 and 160 K."" Its use is rationalized by the
model developed by Berlin et al.,"` who have shown that the stretched exponential
exhibits practically the same temporal behaviour as the Mittag-Leer function within
a restricted time range.
Finally, we have to add that recently fractional calculus is encountering much
success in description of complex dynamics. In particular fractional calculus has
proved to be a valuable tool to handle the viscoelasticity, cf. Schiessel et al.,"' who
constructed fractional rheological equations on the basis of well known mechanical
models, especially the Maxwell, the KelvinVoigt, the Zener and the PoyntingThom-
son models. Many of these equations admit closed-form, analytical solutions in terms
of the Fox H-function of the Mittag-Leer type. Because of the restriction 0 oO1
in eqn. (59) one is limited to the stretched exponential. For a compendium of some
results from the theory of fractal function see Massopust;"` for discussion of Le vy
dusts, Mittag-Leer statistics, mass fractal lacunarity, and perceived dimension see
Blumenfeld and Mandelbrot."`
Bunde et al."" have reconsidered relaxation processes that exhibit a stretched
exponential behaviour. They have found that in those systems, where the relaxation
arises from two competing exponential processes, the size of the system may play a
dominant role. Above a cross-over time that depends logarithmically on the size of the
system, the relaxation changes from a stretched exponential to a simple exponential
decay, where the decay rate also depends logarithmically on the size of the system. This
result is thought to be relevant to large-scale Monte Carlo simulations, and should be
amenable to experimental verication in low-dimensional and mesoscopic systems.
104 A. Plonka
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For discussion of stretched exponential probability density function in terms of the
theory of extreme deviations see Frisch and Sornette."
Although less common than the stretched exponential, the exponential with a fractal
exponent greater than unity has been encountered in spectroscopy and in the study
of direct energy transfer in fractal systems with dynamic disorder,` see also below.
An apparently unrelated eld in which the modied exponential law has been used is
the study of life expectancy of humans in demography and health statistics, e.g. in the
study of survival functions of cancer patients. To this we should add the survival
statistics for microrganisms in a radiation eld, cf. Plonka and Bogus.` In these elds
both the stretched and compressed exponentials have been used.
A stochastic model for stretched or compressed exponential survival statistics has
been suggested by Vlad et al." based on the following assumptions. (1) The state of an
individual is characterized by a nite set of random variables z (z
, z
`
, . . .); the time
evolution of these variables is described by a non-Markovian stochastic process with
long memory. (2) In the state space of an individual there are some critical regions for
which the death of an individual can occur; for a state vector z belonging to a critical
region, there is a probability 0 p(z) O1 dierent from zero that the individual dies.
(3) Two characteristic fractal time laws are introduced, for the randombehaviour of an
individual at a given moment and for the long-range time correlations of the uctu-
ations in the state space of the individual, respectively. A systematic procedure for the
evaluation of the average survival function is suggested, based on a cumulant expan-
sion in terms of the bit number b ln[1 p(z)] of the probability of survival
corresponding to a state vector z belonging to a critical region. Explicit computations
are performed both for discrete and continuous time in the case of a non-Markovian
and Gaussian process with long memory describing the time evolution of the bit
number b. It is shown that the main cause for the occurrence of the stretched or
compressed exponential statistics is the fractal time behaviour for one-time uctu-
ations. The second-fractal time law, which describes the long-range correlations of
state uctuations, leads only to a correction which increases the value of the survival
function, i.e. the long memory uctuations of the state variables increase the chances of
survival of the individuals. Some implications of the model for the interpretation of the
survival data in population and health statistics were given.
By comparing their treatment of non-exponential survival functions with the univer-
sal physical model for non-exponential relaxation, Vlad et al." have noted that a
common feature of the models used in physics and biology is that the non-exponential
behaviour is due to the above mentioned occurrence of scale-invariant distributions of
fractal time processes. The main dierence is that while in physics one may assume that
the stretched exponential represents a kind of universal law, in biology the stretched or
compressed exponential survival functions are far frombeing universal. They generally
fail to represent the statistical data for the whole age range from birth to death. Their
use is mainly limited to the representation of survival data for terminally ill adult
patients, age being measured from the onset of illness. For instance, it is quoted that
the statistical data for breast cancer can be tted by a stretched exponential with
: 0.6, whereas the data for chronic myelogenous leukaemia correspond to a com-
pressed exponential with : 1.5. A closely connected topic is that of enhanced
diusion, discussed below.
Some unexpected analogies among a number of apparently unrelated problems
105 Dispersive kinetics
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were noted by Vlad et al.` They include the theory of rate processes with dynamical
disorder,'````'` the study of ergodic behaviour of stochastic cellular auto-
mata with long memory and of Mandelbrots fractional Brownian motion`" and
the study of enhanced diusion in disordered systems.`"
but
then increases monotonically as the temperature is lowered further. If experiments are
performed at dierent values of the Larmor frequency, a dependence of both the
average spinlattice relaxation time and [ on the Larmor frequency is observed.
Neither the temperature dependence nor the absolute values of stretching parameters
exhibit universal features, cf. Schnauss et al.`` Hinze et al.` report a strong correla-
tion between the apparent width of the distribution of spinlattice relaxation times,
inferred from numerical values of [, and the absolute value of the average spinlattice
relaxation time. This correlation is rationalized in terms of spin diusion.
Weiss et al.`` have determined the Kohlrausch exponent, [0.67 _0.03, for an
amorphous metallic system, Zr
'`
Al
``
Cu
```
, by anelastic relaxation measurements.
However, Durene et al.`" have found the Kohlrausch function to be inadequate to
model the shear and unaxial viscoelastic behaviour of soda-limesilica glass. Discuss-
ing the stress relaxation, Dobreva et al.`` have shown that Kohlrausch relaxation is
an approximation to dependencies following from the PrandtlEyring potential en-
ergy-barrier model of viscous ow of matter. The use of the stretched exponential
function to represent both the relaxation function
g(t)
G(t) G
`
G
"
G
`
(70)
and the retardation function
r(t)
J
`
t/p J(t)
J
`
J
"
(71)
of linear viscoelasticity for a given material was discussed by Berry and Plazek.`' In
eqn. (70) and (71) J(t) is the creep compliance, G(t) is the shear modulus, p is the
viscosity (p is nite for a uid and zero for a solid), G
`
is the equilibriummodulus G
"
j
H
(z)[1 zt]dz
(72)
where j
H
(z)dz is the average number of channels with an individual rate between z and
z dz. The general relationship (72) is thought to include the relaxation function
suggested in the literature. The random rate models (RRM) are based on the represen-
tation of the average relaxation function l(t), in the form
l(t),
`
"
P
5
(W)exp( Wt)dW (73)
where P
5
(W)dWis the overall probability of the total relaxation rate of the process.
Equations (72) and (73) can be used in two dierent ways. If the average number of
channels j
H
(z)dz or the probability P
5
(W)dW of the total relaxation rate can be
evaluated from theory, then eqn. (72) and (73) can be used for computing the average
relaxation function l(t),. If the average relaxation function l(t), is known from
experiment, then eqn. (72) or (73) can be used for evaluating the functions j
H
(z)dz or
P
5
(W)dW, respectively. Such an inverse approach has been commonly used in the case
of random rate models, for which eqn. (73) is an integral equation which can be solved
by means of a numerical inverse Laplace transformation. No similar procedures
seemed to be suggested in the case of random channel models.
Furthermore, in the literature there seemed to be a great deal of confusion concern-
ing the two formulations corresponding to eqn. (72) and (73). At rst sight it seems
strange that the same type of static disorder leads to two completely dierent expres-
sions for the average relaxation function l(t),. The dierent structures of eqn. (72) and
(73) may lead to the conclusion that they are incompatible with each other and then
they correspond to dierent models. The other extreme corresponds to the erroneous
idea that the statistical properties of the relaxation rates described by the functions
j
H
(z)dz and P
5
(W)dWshould be the same.
The general conclusion of the study of Vlad et al.`` is that the RCM and RRM
formulations of the theory of relaxation processes in systems with static disorder are
physically equivalent. The only dierence between them is of a formal nature; in the
case of the RCM formulation the static average of the survival function is expressed in
terms of the uctuations of the individual contributions of the dierent reaction
channels to the relaxation process, whereas in the case of the RRM formulation the
same average is expressed in terms of the uctuations of the total relaxation rate. These
results (see also Huber and Vlad``) pertain to systems for which the disorder is static.
Many important relaxation processes, however, occur in systems with dynamical
disorder; for these systems both the total and the individual relaxation rates, W(t) and
z(t), are random functions of time; cf. Huber,"' and Vlad et al.``" For these
processes knowledge of the average relaxation function is not enough for the complete
characterization of the rate statistics, not even in the case of the total rate approach. It
is thought that the lack of complete knowledge might be replaced by a maximum
information entropy estimate. For the maximum information entropy approach to
non-Markovian random jump processes with long memory see Vlad and Mackey.'"
109 Dispersive kinetics
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Transport
As recalled by Weeks et al.,' a wide range of diusive processes are interpreted as
random walks. A typical example is the Brownian motion of a passive particle in a
homogeneous uid, described as a sequence of steps generated by random collisions
with uid molecules. An ensemble of such particles spreads out with a variance
o`(t) 2Dt (74)
where D is the diusion coecient. For cooperative transport of Brownian particles
see Derenyi and Vicsek.'` Diusion of periodically forced Brownian particles moving
in a space-periodic potential has been discussed by Gang et al.'` The span of
Brownian motion in a eld in one dimension has been estimated by Makhnovskii et
al.'" Mathieu'` has studied the long-time asymptotics of a multi-dimensional
diusion with a random potential satisfying a scaling property; a subdiusivity prop-
erty has been proven. Heemink and Blokland'' reported on the non-trivial problems
encounteredin randomwalk models with space varying diusivity. The broad applica-
bility of the simple result, eqn. (74), is a consequence of the Central Limit Theorem: a
collection of sums of a large number of statistically independent events will be
Gaussian distributed, provided that the distribution of the individual event sizes is not
too broad. For more on Gaussian distributions see Puente et al.'` As applied to
random walks, the Central Limit Theorem implies that whenever the mean time
between steps and the mean square step size (the second moment of the step size
distribution) are nite, normal diusion will result.
In general, anomalous diusion
o`(t) :t
A
, "1 (75)
in physical systems is a consequence of correlations generated by spatial or temporal
coherence and the associated breakdown of the assumptions of the Central Limit
Theorem.
As an example, anomalous diusion in an aqueous system of a poly(ethylene
oxide)poly(propylene oxide)poly(ethylene oxide) triblock copolymer during gela-
tion was studied by Walderhaug and Nystro m'` by pulsed eld gradient NMR.
Ordinary diusion behaviour was observed in the sol phase. Anomalous diusion was
detected as the gel evolved. The mean square displacement o`(t) showed a power-law
dependence on time, eqn. (75), with 1. The value of decreased as the gelation
process proceeded, and was around 0.5 in the gel zone. It was recalled that in the
framework of fractal diusion Y2/d
`
, where d
`
2 is a random-walk fractal dimen-
sion. The slowing down of the diusion motionis caused by the delay of a diusing unit
because of a hierarchically intricate structure. In thermoreversible gelling polymer
systems, as in this case, it was expected that the formation of regions of enhanced and
reduced chain densities and reduced chain mobility due to physical crosslinks may give
rise to anomalous diusion. As a successful model for the description of gelation
processes, percolation theory in combination with the fractal concept, were consider-
ed. A gelling polymer system may be viewed as a percolating network that exhibits
self-similarity and can be described by a random fractal. A percolating network can be
characterized by the correlation length , which can be interpreted as a length scale up
to which the cluster can be regarded as fractal. Above the percolation threshold (an
innite cluster is present as well as nite clusters) the structure of the network may be
110 A. Plonka
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considered as homogeneous for length scales larger than and as fractal on length
scales L. In other words, represents the characteristic size of the voids in the
percolating system above the percolation threshold, and the characteristic size of a
nite cluster below the threshold (at this stage only nite clusters exist). In a percolat-
ing system, the systemlooks homogeneous on scales L and normal diusion holds,
while for a length scale less than , diusion is anomalous. The reason for this
anomalous diusion is the structure of the environment that alters the possible
diusion pathway by introducing extra tortuosity on a certain length scale. An
illustration of this eect is diusion in random percolating systems, known also as the
ant-in-the-labyrinth after de Gennes.'" By use of theoretical and simulation
methods for percolating systems, values of the anomalous exponent d
`
in the range
3.54.0 have been reported. Furthermore, experimental estimates`" of the anomalous
diusion exponent at the gelation threshold yielded a value of d
`
4.2. These results
suggest that the power law exponent 2/d
`
should be close to 0.5. It was noted that
there are also other theoretical models, based on a dierent conceptual background,
that predict a value of 0.5 of the power law exponent. The dynamics of short and long
polymer chains in melts and/or in concentrated solutions may be described in the
framework of the following models. For short chains, the dynamics in the Rouse limit
(hydrodynamic interactions are ignored) is governed by the Rouse time t
"
(the time for
a chain to diuse over the distance of its radius). For times much larger than t
"
, we
expect ordinary diusion to occur. At times t t
"
, only a portion of the length of the
chain has diused, and the mean square displacement of a polymer chain is predicted
to become proportional to t"`. For long chains, the dynamics of entangled polymer
molecules is frequently described in terms of the tube/reptation model. The reptation
of suciently long chains is characterized by a one-dimensional Rouse-like` cur-
vilinear diusive motion in an entangled tube formed by the topological constraints of
surrounding chains. This model is characterized by the so-called reptation or disen-
gagement time t
, since it is the time needed for the primitive chain to disengage from
the tube it was conned to at t 0, and the time t
the dynamics is governed by the reptation process and ordinary diusion behaviour is
observed for the centre-of-mass motion. For t t
, for which
curvilinear diusion in the tube is probed. It is dicult to distinguish between the
above models, so it was thought of interest to discuss these results in light of the
ndings obtained from rheological measurements```` on the discussed system. At
long times, the stress relaxation modulus G(t) was found to exhibit a power law
behaviour of the form G(t) :tL, with n :0.5 at 37 and 40 C. This value of n is lower
than the percolation model prediction n :0.7. However, a dynamical scaling analysis
of exible fractals in the Rouse limit gives a viscoelastic exponent of n d
'
/(2 d
'
),
where d
'
is the mass fractal dimension. For example, the 0 chain with d
'
2 yields a
value of n 0.5. When it comes to the tube/reptation model, it is doubtful whether the
entanglement tube concept is relevant for the discussed polymer of a low molecular
weight (M:8000).
Knackstedt et al.`" performed water self-diusion measurements in ternary micro-
111 Dispersive kinetics
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emulsions (didodecyldimethylammonium bromide, water and cyclohexane) near the
structural transition point. Time-dependent diusion was observed and the scaling
behaviour was seen to be consistent with scaling characteristics expected for perco-
lative media. For the role of percolation in diusion on randomlattices see e.g. Ho rner
et al.;`` for survival probability for diusion on a percolation cluster see Palacz et
al.;`' for percolation transition into random Sierpinski carpets see Perreau et al.;``
for renormalization group approach to the bound percolation on Sierpinski carpets
see Lin et al.;`` and for series expansions for the ideal chain problem in Sierpinski
carpets see Aarao Reis and Riera.`"
Single-le diusion refers to motion in one dimension where the diusing molecules
are unable to pass each other. Such motion is dierent from unidirectional diusion, in
which the molecules move in one dimension but can pass each other. An important
distinguishing feature of single-le motion is that the mean square displacement of the
molecules scales as the square root of the observation time, i.e. 0.5. Experimental
evidence for single-le motion, a phenomenon that is probably widely prevalent in
both industrial catalytic and biological systems, was provided by Gupta et al.`" from
their pulsed eld gradient NMR studies of ethane diusion in large crystals of the
molecular sieve AlPO
"
. NMR evidence of anomalous molecular diusion (subdiu-
sion) due to structural connement was presented by Appel et al.` for polydimethyl-
siloxane in the porous matrix of polypropylene.
Settles and Doster`` reported a neutron scattering study of hydrated myoglobin.
Anomalous diusion of adsorbed water was evidenced. For anomalous diusion
displayed by molecular dynamics simulations at the proteinwater interface see Bi-
zzarri et al.`` The dominance of interaction-based constraints to diusion is sugges-
ted by Sidebottom et al.`" in their anomalous diusion model of ionic transport in
oxide glasses. For examples of diusion treatment under structural connement see
the reports of Revathi and Balakrishnan```' and Aslangul`` on diusion coe-
cients fromrandom-walk modelling on strips. The concept of fractal dimensions seems
to be a fruitful starting point for numerous studies of diusion under structural
connement, cf. the reports on diusion on a random comb by Aslangul et al.,``
Balakrishnan and van den Broeck`" and Revathi et al.,"" on a dumb-bells random
walk in continuous time by Alemany et al.," and on a continuous-time random walk
of a rigid triangle by Sokolov et al."` See also Balakrishnan"` for a random walk on
random fractals, Sartoni and Stella"" for a nite-size analysis of biased diusion on
fractals, and Barta and Dieska"` for a study of anomalous diusion on percolating
clusters near to the critical point.
Weeks et al.' have studied the anomalous diusion arising from random walks
with discrete steps of constant velocity separated by pauses (sticks) of random dur-
ation. Asymmetric random walks of this form were used to model the rst experimen-
tal observations of anomalous diusion of electrons in amorphous materials"'"`
and were studied theoretically for cases with broad distributions of sticking times but
with narrow distributions for ight length."` Weeks et al.' considered power law
forms for both sticking and ight distribution functions and provided the rst compre-
hensive analysis of the relationship between and the sticking and ight distribution
exponents for both symmetric and asymmetric random walks. Random walks with a
broad sticking and ight distributions can be found in Hamiltonian systems, cf. Weeks
et al.' In a map representation, maps with power-law sticking behaviour and ight
112 A. Plonka
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behaviour appear to be common; see also e.g. Tasaki and Gaspard,""`"" Bettin et
al.`" or Ishizaki and Mori.`"`
For simple cases, as given by eqn. (74), the variance of an ensemble of random
walkers grows linearly with time, the diusion constant D being given by
D
l`,l,`
2T
(76)
The moments of l are based on P
'
(l), the distribution of step sizes (or ight sizes), and T
is the mean time between the starts of successive ights. This result depends only on the
rst two moments of the step size probability distribution function and nite non-zero
T, and not on other details of the random walk. The mean position of random walkers
is
x,
l,
T
t (77)
which is zero for a symmetric (l, 0) random walk.
For probability distribution functions that decay suciently slowly, the Central
Limit Theorem no longer applies. If P
'
( l ) : l I and j3, the second moment
l`, is innite (j1 for the distribution to be normalizable). A random walk for this
type of probability distribution function is a Le vy ight, and the variance scales with
time according to eqn. (75) with
2, 1 j2 (78)
4 j, 2 j 3 (79)
1, j3 (80)
In addition, for j 2 the variance grows as t`/lnt, and for j 3 the variance grows as
tlnt. These results are valid when the random walker moves at constant velocity,
taking ights with a length distribution given by P
'
( l ), or equivalently, a distribution
of ight times having the same asymptotic power law behaviour. In addition, the time
T must be nite. Superdiusive transport, 1 2, occurs for 2 j 3. When
2, the transport is ballistic, i.e. the exponent is the same as that of a collection of
particles moving in dierent directions in straight lines, with no pauses or changes in
direction.
To consider cases where T;-, Weeks et al.' have allowed the random walker to
pause (stick) between steps, and introduced the sticking time distribution (also called
trapping distribution). Again, they assumed the behaviour at long times decays as a
power law: P
`
:tJ. When v 2 (with v 1 for normalization), t
'
, (the rst moment
of the sticking probability distribution function) is innite and the variance has the
possibility of scaling subdiusively. Shlesinger"` investigated the case where random
walkers were stuck for varying times between random (symmetrically chosen) steps
with nite mean square step (j3), nding
1, v 2 (81)
v 1, 1 v 2 (82)
Shlesinger"` also considered random walks with asymmetric steps (l,"0) and
found the scaling of the mean, x,:l,t@ with
113 Dispersive kinetics
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[1, v 2 (83)
[v 1, 1 v 2 (84)
and the scaling of the variance, o` :tA, with
c 4 v, 2 v 3 (85)
2v 2, 1 v 2 (86)
According to Weeks et al.' for a broad distributionof ight times (j3), the motion
is superdiusive (1 2), and the probability distribution function has a divergent
second moment, i.e. it is a Le vy distribution. For a broad distribution of sticking times
(v 3), either superdiusion or subdiusion ( 1) can occur, with qualitative dif-
ferences between symmetric and asymmetric walks. For narrow probability distribu-
tion function (j3, v 3), normal diusion ( 1) is recovered. Predictions of the
model were related to experimental observations of transport in a rotating annulus; see
also Klafter et al.`"` For anomalous diusion and probability distributions see also
Porra et al.,`"" who studied the motion of a particle governed by a generalized
Langevin equation. Balescu et al.`"` have analysed in great detail a test problem, the
exact solution of which can be obtained analytically, in order to establish the relation
between the Brownian motion or Langevin approach and the kinetic theory approach
to anomalous transport. The conclusion of the analysis is that the equivalence of the
two approaches is by no means automatically guaranteed. The status of the stochastic
theory of reaction-diusion systems based on master equation was investigated by
Baras and Mansour`"' by microscopic simulations. The result is that the theory can
only be guaranteed over length scales not smaller than the reactive free path. For
thermodynamics of anomalous diusion see Zanette and Alemany,`"` who generaliz-
ed the Einstein relation of diusivity and temperature for random walks of Le vy-ight
type. Andreozzi et al.`"` presented evidence of a fractional law
D:(p/T)D, 0 O1 (87)
for the rotational dynamics of nearly spherical and cylindrical tracers in supercooled
o-terphenyl. Binder`"" has shown that fractal Brownian motion with long-range
correlations can be obtained by performing a power-lawcoordinate transformation of
the ordinary diusion equation in time or in space. Enhanced diusion upon ap-
proaching the kinetic glass transition was discussed by Liu and Oppenheim.`"
Many recent studies of electron transport in molecularly doped polymers`
`" in
vapour deposited molecular glasses``
``"
were analysed in terms of the formalism due to Ba ssler.``" In this formalism it is
assumed that charge transport occurs by hopping through a manifold of localized
states with superimposedenergetic and positional disorder. The principal assumptions
are as follows: (1) the distributions of hopping site energies and distances are Gaus-
sians; (2) the jump rate can be described by an expression originally proposed by Miller
and Abrahams`` to describe low temperature impurity hopping in semiconductors
v
GH
v
"
exp( 2r
GH
)exp
c
H
c
G
eEx
kT
, c
H
Pc
G
v
"
exp( 2r
GH
), c
H
Oc
G
(88)
where c
G
and c
H
are site energies, e and E are the electric charge and eld, and is the
114 A. Plonka
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coupling parameter; (3) electronphonon coupling is suciently weak that polaron
eects can be neglected, yet strong enough to guarantee coupling to a heat bath; and (4)
the process is incoherent, characterized by a loss of phase memory after each jump.
The key parameter of the formalism, displayed by simulations,``` is the width of the
hopping site energies, or DOS (density of states), o, which largely determines the
temperature dependence of the mobility. Zero-eld mobility at temperature T is given
by
j(T) j
"
exp
2o
3kT
`
(89)
where j
"
represents what the mobility would be if there were no energetic disorder, i.e.
if o were 0. The eect of permanent dipoles on the function of an array of hopping sites
was examined by Dieckmann et al.,``` by summing the contributions of individual
dipoles to the total potential at a given site. For relative dipolar site concentrations
0.1, the DOS function is of Gaussian shape. At lower concentrations, it approaches
a Lorentzian. Good agreement with literature data on the dipolar contribution to the
DOS function for hole transport in molecularly doped polymers and molecular
glasses, diering with regard to dipole moment and concentration of dipolar moieties,
was found.
The distribution of nearest neighbours in dilute hopping systems was shown by
Arkhipov and Ba ssler``" to be determined completely by positional disorder. As a
result, there is no interplay between the energy and distance as far as the easiest jump is
concerned, and the distribution in energy of hopping neighbours parallels the density-
of-state distribution function. As a result the dependence of the charge carrier mobility
on concentration and temperature can be factorized into terms dependent on concen-
tration and temperature only. These dependencies were calculated for the case of a
completely random spatial distribution of localized states. The temperature depend-
ence of the transport coecients in dilute systems was shown to coincide with that in
systems with a high concentration of hopping sites.
According to the analysis of Young and Fitzgerald,``` in most cases analysed much
of the variation in the mobility is a consequence of variations in the degree of energetic
disorder, which tends to increase with increasing dipole moment. Nevertheless the
prefactor mobility also varies considerably and rather nonsystematically. There is
reason to suspect that the group dipole moments of the individual donor moieties are
at least as important as the net moment in determining the degree of energetic disorder,
so that it becomes hard to connect trends in energetic disorder with the observed
correlation of the room-temperature mobility with net dipole moment. Furthermore,
the intramolecular disorder and presence of two or more chemically distinct species in
some molecules are likely to lead to non-Gaussian distributions of site energy.
Young``' analysed the eects of geometrical disorder on hole transport in molecularly
doped polymers, nding some advantages for the use of the recent modication of the
model.``` For eects of polar additives on charge transport in a molecularly doped
polymer, see also Young and Fitzgerald.```
t>?
t?
t Ot
O
t t
O
(91)
where, as before, : is the dispersion parameter and t
O
the eective transit time, which is
dened as the break in the slope of a plot of ln I(t) vs. lnt. Waiting-time distribution
function and transient current are thus predicted to be dispersive and controlled by the
same dispersion parameter.
The CTRW formalism for an exponential density of states leads to the same time
behaviour as the multiple trapping model,`'` the physical picture being that the
motion of independent charge carriers at the edge of the conduction (or valence) band
is interrupted by temporary trapping events by localized states. The multiple hopping
model remains under discussion. As far as the current transients are concerned the
equivalence of the models had been demonstrated for an exponential density of
states.`'` Hartenstein et al.`'' have studied the motion of excess charge carriers in a
random medium via either multiple trapping or multiple hopping, both analytically
and via simulation for an exponential as well as Gaussian density of states. Waiting
time distribution as well as transient current calculated under the premise of multiple
trapping transport agree with the equivalent quantities obtained for the multiple
hopping case via simulation. This indicates that at low elds the experimental signa-
tures of both transport mechanisms are indistinguishable, despite dierences concern-
ing the underlying elementary processes. The waiting time distribution for a Gaussian
density of states deviates from an algebraic law.
A critical comparison between geometrical networks (based on some bonding
criterion) and kinetic networks (the actual path of the carrier) has been done by Brown
and Esser`'" for dispersive hopping in disordered systems. The method of order
statistics was used for the characterization of the kinetic network. These statistics
describe the distributions of rst, second and higher transition rates out of a given site
to other sites in a hopping conguration and can adequately explain the structure of
the kinetic network for the strong disorder case, via consideration of chain growth vs.
branching. Using numerical simulation a detailed investigation of howthe structure of
the kinetic network changes with increasing disorder is presented. When disorder is
strong, the kinetic network becomes predominantly one-dimensional and is actually a
small subset of the geometrical network. As one of the consequences, the kinetics due
to capture at recombination centres slows down and becomes close to behaviour
118 A. Plonka
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typical for one dimension. An analytical study, veried by Monte Carlo simulations,
for one-dimensional disordered systems has been presented by Siebbeles and Be-
rlin.``" See also Berlin and Burin`` and Berlin et al.```
Trap-controlled dispersive transport and recombination were considered by Ar-
khipov and Adriaenssens``` for materials with uctuating localized states. Under
these conditions the distribution of eective activation energies can be dierent from
the momentary energy distribution of localized states. The former rather than the
latter governs kinetics of all processes which are controlled by trapping and release of
charge carriers. It is shown that distribution of eective activation energies and the
momentary distribution are rather similar for shallow states and can be very dierent
for suciently deep traps. As a result, the uctuations do not aect dispersive trans-
port characteristics at short times, but either terminate the dispersive transport or
make its characteristic temperature independent at longer times. See also Arkhipov
and Adriaenssens.``" For statistics of transport in disordered conductors see Lee et
al.,``` and for analysis of the energy landscape for charge transport in polar glassy
materials see Richert and Loring.``'
Chaotic dynamics
The once abstract notions of fractal space and time now appear naturally and
inevitable in chaotic dynamical systems and lead to strange kinetics and anomalous
transport properties. An understanding of this kind of dynamical behaviour should
provide insight into particle random-walk processes.``` Indeed, the theory of dynami-
cal chaos has changed our view of the possibility of nding a foundation for statistical
laws, since the dynamical trajectories, which are the solutions of the deterministic
equations of motion, may resemble the curves representing random processes.``` As
quoted in Ref. 278, analysing the foundations of quantum mechanics, Einstein made a
well known remark, God doesnt play dice with the world. Now one may add to those
words that, from the standpoint of classical physics only, God does not have to play
dice, since dynamical equations can themselves give rise to stochastic processes if
certain simple restrictions to the parameters and initial conditions are applied.
To introduce the subject we will follow Zaslavsky``` (see also Zaslavsky et al.``"),
and recall that according to the Poincare Recurrence Theorem a trajectory of a
Hamiltonian system, having started from some small area A, returns to this area an
innite number of times. Let T
H
be a time interval between the (j 1)th and jth return,
then the variable T
H
is an element of an innite sequence:
T YT
, T
`
, . . . , (92)
and is referred to as a recurrence time.
No information at all about the nature of the T sequence follows from the
Poincare Recurrence Theorem. Under conditions of dynamical chaos the sequence
T is random, and it is possible to raise the questionof the probability distribution for
the recurrence time, f (T), which has to be normalized
`
"
f (T)dT1 (93)
Under normal conditions
119 Dispersive kinetics
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f (T) (1/T,)exp( T/T,) (94)
where T, is an average recurrence time,``" and for the simplest cases
T,1/h (95)
where h is the KolmogorovSinai entropy, cf. Sinai.``
The results (94) and (95) are rationalized in the following way. For systems with
dynamical chaos, the number of periodical orbits with period less than T is asymptoti-
cally equal to``
N(T) :exp hT (T;-) (96)
If the recurrence time is very large, a cycle of the unstable periodical curve diers only
slightly from the random non-periodic curve that returns to a small area A. This is
justied by the Poincare cycle for the return to the small area A. An open cycle can be
turned into a closed one by an exponentially small stirring of the initial condition.
Formula (96) demonstrates that there are an innite number of ways for closing the
trajectory. Therefore N( T) is proportional to the envelope phase volume for the
periodical orbits with a period OT. Hence the probability density of appearance of an
orbit with a given period T is
P(T) :const/N(T) (97)
and this should have the same magnitude as the probability density of the recurrence
f (T). Substituting eqn. (97) into eqn. (93) one gets eqn. (94) and (95). In fact, the
distribution of the recurrence times has a more complex structure because real systems
with dynamical chaos are not equivalent to, for instance, a system of the Sinai billiard
type.`` The phase space of a dynamical system is strongly non-uniform. Within areas
with chaotic dynamics there are islands which are not penetrated by the trajectories
from the chaotic area. The borders of the islands are sticky, i.e. having entered a very
narrow band at the border, the trajectory remains trapped there for a long time. This
property of trajectories crucially inuences the large timescale asymptotics.
To understand the possible consequences of stickiness we have to consider``` a
small area of the phase space A with volume I
with volume I
,
since otherwise it would not have been necessary to prove the return of the particles.
Similar reasoning can be used in considering the exit of particles from the area A
`
,
which should occur within a certain time period t
`
. Hence the particles assume a new
position, i.e. the area A
`
with volume I
`
I
"0 and A
A
`
0, since otherwise
the particles accumulate in A
I
`
. . . - because all I
(t)
R
"
+(t)dt, u
(-) 1 (98)
120 A. Plonka
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(escape probability); and the survival probability is
u
'
(t)
`
R
+(t)dt 1
R
"
+(t)dt 1u
(t)
(99)
u
'
(-) 0
Under normal conditions the magnitude +(t) :f (t), and consequently it decreases
exponentially with time. However, the stickiness phenomenon can lead to a totally
dierent pattern of returns or escapes. Numerous simulations, as well as the analysis of
some simple models (cf. e.g. Zaslavsky and Tippett,``" Meiss and Ott,``` Meiss,`````"
Ding et al.,``` Zaslavsky et al.,``' Benkadda et al.,``` Afraimovich and Zaslavsky```
and Zaslavsky and Niyazov``"), point to the existence of asymptotics
+(t) :t@, [ 0, t ;- (100)
in real models of Hamiltonian chaos (see also Meiss`""). In this case formulae (98) and
(99) result in the following possibilities for the survival time t
'
t
'
Y
`
"
t+
'
(t)dt :
"''
"
t+
'
(t)dt
`
"''
tdt
t@>
const, [1
ln
R
`
t, [1
-, [1
(101)
In the case [ O1 the average survival time t
'
is innite. According to Zaslavsky``` this
result seems never to have been seriously discussed in terms of the Poincare Recur-
rence Theorem. To avoid a seeming discrepancy one should understand the dierence
between individual events themselves and the frequencies of their occurrence (i.e. the
probabilities). Although a particle always returns to the initial area within a nite
period of time (the Poincare Theorem), the frequencies of recurrence times can be such
that an average recurrence time t
'
will be innite (t
'
t
'
-).
As stressed by Shlesinger et al.``` the real orbits of dynamic systems are always
theoretically predictable because they represent solutions of a simple system of equa-
tions (for example Newtons equations). Under conditions for dynamical chaos, how-
ever, these orbits are highly unstable. Generally for chaotic motion the distance
between two initially close orbits grows exponentially with time as
d(t) d(0)exp(zt) (102)
where the rate z is called the Lyapunov exponent.`" This dependence holds for
suciently long times. Local instabilities, described by eqn. (102), lead to rapid mixing
of orbits within the time interval t
H
1/z. Nevertheless, some properties of the system
remain fairly stable, and their evolution occurs at a signicantly longer timescale,
t
'
t
H
, as a result of averaging (possibly only partially) over the fast process of mixing,
caused by the instability in eqn. (102). Kinetic equations arise as a consequence of such
averaging. The well known Gaussian and Poissonian statistics (for diusion in space
and temporal measures, respectively) can under certain conditions give a valid, albeit
approximate, description of the apparent randomness of chaotic orbits. It has been
121 Dispersive kinetics
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realized, however, that types of behaviour much more complex than standard diusion
can occur in dynamical Hamiltonian chaos. For Hamiltonian chaos Shlesinger et
al.``` have emphasized a parameter regime where Le vy statistics (describing fractal
processes ) apply and a strange kinetics rules. Le vy statistics can appear both in space
and time, and the fractal processes they describe lie at the heart of complex processes
such as turbulent diusion, chaotic phase diusion in Josephson junctions,`"` and
slow relaxation in glassy materials. To that we would like to add dispersive chemical
kinetics.`"`
It is recalled`"" that in the modern theory of dynamical systems, chaos is character-
ized in terms of quantities such as the Lyapunov exponents, the KolmogorovSinai
entropy and the PollicottRuelle resonances.`"` In the context of non-equilibrium
statistical mechanics, these quantities are dened at the microscopic level of descrip-
tion, in contrast to the transport and reaction rate coecients that characterize the
macroscopic level. If a direct connection could be established between quantities at
both levels, the non-equilibrium stationary states could then be dened at the micro-
scopic level in terms of the invariant or conditionally invariant, real positive or
complex measures on which the characteristic quantities of chaos are dened. In this
way, the rigorous non-equilibrium statistical ensembles could be identied at the level
of the microscopic dynamics, and a fundamental understanding of irreversible pro-
cesses would be reached.
At a macroscopic level one item of interest is the asymptotic scaling laws, written as
R(t) , :tI (103)
where R(t) is the displacement of a particle and the averaging is over all particles. The
case j 0.5 is considered as normal transport in view of its resemblance to Brownian
motion [cf. eqn. (74)]. For 0 j0.5 captured particles dominate. For 0.5 j 1,
so-called Le vy ights prevail, and the transport is referred to as anomalous. Since eqn.
(103) describes a property that holds for large t and R(t), it gives a large-scale property
of the system. In contrast, the parameter j has to come from the microscopic or local
properties of the phase space. The microscopic behaviour is described in a geometric
way (fractal dimensions), which is in some sense physically unobservable, whereas the
microscopic diusion is a fairly explicit process. One would like to be able to observe
macroscopic properties from the local measurements of the system. The measurement
of Poincare recurrence times is believed to do just this.``"
As recalled by Dorfman et al.,`"' a study of the relation between transport coe-
cients and chaotic behaviour for purely Hamiltonian systems has been initiated by
Gaspard and Nicolis.`"` The transport coecients for uid systems are related to the
escape rate of a set of trajectories from a certain well dened region in the appropriate
phase space. Typical of the results of this approach is the expression for the coecient
of diusions D of a single moving particle in an unbounded region with a xed array of
scatterers
D lim
*
_
H
G
"
z
G
(F
*
) h
'`
(F
*
)
(104)
Here one considers all trajectories of the moving particles such that their x-coordinate
remains within the interval
L/2 Ox OL/2 (105)
122 A. Plonka
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Most trajectories, except for a set of measure zero, will eventually leave the interval.
However, there is a fractal set of trajectories F
*
that never leave the interval. Then
z
G
(F
*
) is a Lyapunov exponent for trajectories on the fractal set, h
'`
(F
*
) is the Kol-
mogorovSinai entropy per unit time for trajectories on the fractal set, and only the
positive (separating) Lyapunov exponents are summed over in eqn. (104). A direct
relation exists between quantities of interest for the description of irreversible pro-
cesses in uids and quantities such as the Lyapunov exponents and Kol-
mogorovSinai entropies that describe the fundamental dynamical behaviour of the
phase-space trajectories of the same system.
Dorfman et al.`"' described the methods by which dynamical systems theory can be
applied to Lorentz lattice gases with stochastic collision rules governing the interac-
tions between a moving particle on the lattice and xed scatterers distributed on lattice
sites. This system is simple enough that the applications of dynamical systems theory
to it can be made very clear, and all transport and dynamical properties of interest can
be calculated in full detail. These properties include the diusion coecient, Lyapunov
exponents, KolmogorovSinai entropies, and a number of related quantities. The
paper`"' is intended to introduce some of the essential ideas of this approach to
non-equilibriumprocesses for a simple example. It draws upon elementary mathemat-
ical arguments and models to show that the Lorentz lattice gas can be thought of as a
dynamical system with many of the properties normally present in chaotic Hamil-
tonian systems. A full description of this line of research on Lorentz gases is pres-
ented.`"` It is shown that the Lorentz lattice gas belongs to the category of systems
such that their transport properties can be characterized by the dynamics of a fractal
set of trapped trajectories. Dorfman et al.`"' have computed these chaotic properties
of open systems using both analytical and computational methods, in order to illus-
trate eqn. (104) for Lorentz lattice gases and to develop further consequences of the
approach to transport phenomena. For more details see Ernst et al.,`"` Yukalov and
Yukalova`"" and Beijeren et al.`""
The changes of the spectrum of Lyapunov exponents for a metalinsulator transi-
tion are given by Markos and Henneke`" and Markos.`"` Zhao`"` reports a study of
dynamical intramolecular energy transfer in a realistic polyatomic molecular model
system of cyclobutanone. For this model with two degrees of freedom, Lyapunov
relaxation does yield the same timescale as intramolecular energy exchange. The
development of nanostructure technology motivated Luna-Acosta et al.`""`"` to
study transport phenomena in mesoscopic channels. For the universality in the
quasiperiodic route to chaos see Dixon et al.,`"' for universal behaviour of Lyapunov
exponent in unstable systems see Bonasera et al.,`"` for some quantum-classical
correspondence in chaotic systems see Pattanayak and Brumer`"` and for complexity
of quantum chaos see Casati and Chirikov.`"" Li and Blaisten-Barojas`" have
proposed a Hamiltonian to describe the coupling between vibration and rotation in a
molecular system. The time behaviour of such a system exhibits both regular and
irregular motion for dierent energies and dierent values of the coupling parameter.
There is a dramatic manifestation of the transition between the two types of dynamics
that dene parametric regions of regular and irregular behaviour. The Lyapunov
exponent, phase portraits, Poincare sections and power spectra are calculated. The
computer simulations show that the vibrational anharmonicity favours the regular
behaviour of the system.
123 Dispersive kinetics
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4 Fluids
The instantaneous normal mode (INM) approach to liquid state dynamics was pres-
ented by Keyes.` He recalled that considerable progress in the theory of simple
liquids has resulted from the idea`` that hard spheres provide a good reference
system. The INM approach may be regarded as arising from a dierent reference
system, the harmonic solid. Theories with dierent starting points have dierent
strengths and weaknesses, and the strengths of the harmonic reference are at short
times and in supercooled liquids. In contrast, hard spheres exhibit spurious odd terms
in the time expansion of correlation functions, and the discussion of an energy
landscape which has been so fruitful for supercooled liquids is impossible with a
hard-sphere potential.
Harmonic reference theories have a distinguished history, and it is now possible to
ll in some crucial pieces missing from the earlier work, such as the distribution of
barrier heights, and construct a theory with true predictive power. Goldstein`` is
quoted` . . . the theory as formulated by Eyring is an approximate one, based on
certain assumptions as to the details of the motion of state points on potential energy
surfaces that are as yet neither theoretically derived nor experimentally proved, and
. . . whatever rigorous theory of kinetics we will someday have, processes limited by a
high potential barrier will share some common simplications of approach, and the
description will not be terribly dierent from transition state theory. In summarizing
current research in INM theory, one would not go too far wrong by saying that we
have, with contemporary analytic and simulation techniques in hand, been moving in
the directions indicated by the quotations. New results were given by Keyes` for the
general instantaneous normal mode formalism, as well as for supercooled liquids.
The behaviour of liquid water on supercooling is a subject of long-standing scientic
debate. Recently Sciortino et al.`" reported a molecular-dynamics study of the
self-dynamics of water molecules in deeply supercooled liquid states. They found that
the decay of single-particle dynamics correlation functions is characterized by a fast
initial relaxation toward a plateau and by a region of self-similar dynamics, followed at
late times by a stretched exponential decay. They have rationalized these results in the
framework of the mode-coupling theory, MCT, for supercooled liquids.
MCT for supercooled liquids is a theory that takes into account the cage eect,``
which is associated with a transient trapping of molecules on lowering the temperature
or on increasing the density. The microscopic density uctuations of locally disordered
high-temperature and low-density uids tend to relax rapidly on the timescale of a few
picoseconds. Upon lowering the temperature or increasing the density of the liquid,
there is a rapid increase in the local order surrounding the particle, leading to a
substantial increase of the structural relaxation time. In the supercooled or dense
liquid regime a trapped particle in a cage can migrate only through rearrangement of a
large number of particles surrounding it. In this sense there is a strong coupling
between the single-particle motion and the density uctuations of the uid. See also
Fuchs`' and Kob and Andersen.``
The authors`" related the apparent anomalies of the transport coecients in water
on lowering the temperature to the formation of cages and to the associated slow
dynamics resulting from the presence of long-lived molecular cages. The so-called
critical Angell temperature in supercooled water could thus be interpreted as the
124 A. Plonka
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kinetic glass transition temperature, relaxing the need of a thermodynamic singularity
for the explanation of the anomalies of liquid water.
It was reported that water at 150 K is thermodynamically not connected to normal
water by a continuous and reversible path in terms of Gibbs free energy.`` To
determine the merits of the conjecture for a distinct phase of liquid water below 160 K,
and of its computer simulation by Tanaka,`" the dielectric relaxation times of pure
bulk water and pure water sequestered in the pores of various polymer matrices were
examined by Johari.``" The new data, combined with the literature values, show that
the molecular kinetics of pure water at 273 K is connected by a continuous path with
that of sequestered water at 160 K and below. This nding seems to remove the basis
for the conjecture of a distinct phase of water in the 136160K range, and for its phase
transformation to normal water in the 160230 K range.
Arkhipov and Ba ssler`` have presented an analytic treatment of cooperative eects
in supercooled liquids within the framework of a random-walk model describing the
dynamics of structural units in energy space invoking dipoledipole coupling. It
predicts the existence of cooperatively rearranging regions that expand as T ap-
proaches a critical temperature T
'
, identied as the Kauzmann temperature at which
the congurational entropy vanishes. However, the completely ordered state is realiz-
ed at innitely slow cooling rates only. Otherwise a kinetic freezing eect intervenes
that is responsible for the occurrence of (i) the calorimetric glass transition above T
'
and (ii) the formation of ordered and disordered regions that persist at TT
. The
proposed model predicts susceptibility spectra as well as the T-dependence of the
average relaxation frequency consistent with experimental data. The model was ext-
ended``` to supercooled melts. For the random walk model of anomalous relaxation
see also Yonezawa et al.```
Roland and Ngai``" have analyzed the short-time viscous and density relaxation in
glycerol and o-terphenyl in terms of the coupling model of relaxation.``` The model
asserts a short time decay given by exponential
S
''
exp( t/t
'
), t t
(106)
This fast : process describes the dynamics before intermolecular cooperativity has
begun to inuence the relaxation; thus, t
'
is referred to as the non-cooperative
relaxation time. At longer times, the onset of chaos at t Pt
(107)
where t* is the intermolecularly correlated relaxation time. From eqn. (106) and (107)
the continuity condition of S
''
gives
t* (t@
t
'
)@ (108)
which, together with the fact that the crossover time, t
, is independent of temperature,
enables the temperature dependence at short times to be related to that at longer times.
The apparent activation enthalpies E
^
and E*
^
of, respectively, t
'
and t*, dened by
olnt/o(1/RT), are related as
E
^
E*
^
[ (109)
In supercooled liquids at temperatures above T
"
g(t)(t)dt (110)
with
u(t) exp[ (t/t
'``
)@
'``
] (111)
and
127 Dispersive kinetics
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(t) exp[ (t/t)@
"
] (112)
for
0 [
'``
O[
"
O1 (113)
Various degrees of non-exponentiality intrinsic in each relaxor, as measured by [
"
,
translate into dierent values for the time dependent dispersion o`(t) regarding the
spatially varying quantity (t). They have presented an exact solution for o`(t) and
assessed its relation to experimental data on inhomogeneous optical linewidth, o
'""
(t),
measured in the course of a solvation process in a supercooled liquid.
Rips``` has presented a microscopic model of electron solvation in polar liquids. In
the model, the electron is localized within a spherical cavity; solvation dynamics is
represented by the contraction of the cavity. Solvent ow is described by hy-
drodynamics, and the variational polaron theory is used for derivation of the free
energy change in the cavity contraction process. The calculated electron solvation
timescale in water is found to be consistent with experimental results, and the small
isotope eect on electron solvation in water is provided.
Reaction course
Fast reversible pseudo-unimolecular reactions do not approach equilibrium in the
simple exponential fashion predicted by a chemical rate equation. Many-body eects
in bimolecular reactions have been revealed in an extensive series of Brownian simula-
tions,``" showing up to three distinct phases in the approach to equilibrium. It was
concluded that more than a century after Arrhenius it is surprising to discover how
little of chemical kinetics we really understand. It was added that a widespread
misconception is that the time course of a reaction essentially obeys an approximate
form of a rate equation, so that the main problem is to determine, from rst principles
if possible, the magnitude of the reaction rate coecients. Much current study of
chemical kinetics, from gas-phase dynamics to surface reactions, centers on under-
standing the factors governing rate coecients. While such studies are of fundamental
interest and importance, the concomitant neglect of a more rigorous and comprehen-
sive study of the time course of chemical reactions is unjustied. This statement nds
little support, as this area is developing rapidly.
Reaction-diusion problems stimulate numerous works in dierent directions. One
of them is the course of chemical reactions. It follows the remarkable discovery of
important many-particle eects.`""`" The simplest example seems to be provided`"`
by the annihilation process
AA;0 (114)
in which the A particles diuse and react by pairs on contact. Calculations taking into
account the local microscopic uctuations in the particle density give
c
^
(t) :At? (115)
cf. eqn. (33) with
: min(1, d/2) (116)
where d is the dimensionality of the system.`"` Closely connected to the annihilation
model is the coagulation model
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AA;A (117)
Balboni et al.`"` have introduced a class of d-dimensional reactiondiusion models
interpolating continuously between the diusioncoagulation and diusionannihila-
tion models. Simon`"" has looked for similarity transformations which yield mappings
between dierent one-dimensional reactiondiusion process; see also Alemany.`"`
Martin et al.`"' and Hoyuelos and Martin`"` reconsidered the eects of reaction
probability P, 0 PO1, on the pattern of annihilation and coagulation. Lee`"`
analysed the diusion-controlled reaction
kA;0 (118)
for which the reaction pattern is strongly dependent on uctuations in dimensions
d Od
2/(k 1) (119)
Asymptotically, relation (115) was recovered. According to Oshanin et al.`"" the most
pronounced deviations from the predictions of standard approaches are for the
irreversible recombination
AB;0 (120)
For equal mean initial concentrations c
^
(0) c
"
(0) the classical kinetics
c
^
(t) c
"
(t) :t (121)
is obeyed only when the concentrations are homogeneous at all times due to ecient
stirring. Under diusional stirring the reaction follows at long times the relation
c
^
(t) c
"
(t) :c`
"
(Dt)? (122)
with : d/4 for d O4, an expression which can be contrasted to the conventional
Smoluchowski-type forms
c
^
(t) c
"
(t) :1/k
''
t for d 3 (123)
c
^
(t) c
"
(t) :log(Dt)/Dt for d 2 (124)
and
c
^
(t) c
"
(t) :1/(Dt)` for d1 (125)
where D denotes the diusion coecient of the A and B particles (for simplicity taken
to be the same) and k
''
is an eective rate constant depending both on D and on the
reaction probability. For time-dependent rate coecients from Brownian dynamics
simulations see Potter et al.``" In fact, due to the sensitivity of the reactions on the
mixing procedure, qualitatively dierent kinetic patterns show up. Recently Reigada et
al.`` have investigated the eects of stirring on the kinetics of reaction (120) under
stoichiometrical conditions in two dimensions. They considered both a steady eddy-
lattice ow and a random ow mimicking turbulence. In both situations complex
decay patterns were detected. Only an intermediate stage of the reaction is dominated
by mixing. The long-time behaviour shows uctuation-dominated kinetics, c(t) :
t`, governed by eective diusion. For the case of an eddy-lattice ow a very slow
intermediate regime emerges, c(t) :t", which is associated with the closed topology
of ow lines. See also Reigada et al.```
129 Dispersive kinetics
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It is stressed`"" that the behaviour of relation (115) is mainly due to statistical
aspects, proven rigorously by Bramson and Lebowitz.`````" Subsequent works are
quoted`"" to be focused on more general situations, by including stoichiometric and
non-stoichiometric, or geminate initial conditions, the possibility of the backward and
side reactions, dierent diusion coecients for dierent species, the inuence of
stirring, change of Euclidean for non-Euclidean (fractal) systems. The references given
are supplemented by those that follow: Mai et al.```
"`" Traytak"`
discussed the diusive interaction in diusion-limited reactions; Martinez"`` analysed
the kinetics of non-stationary, single species, bimolecular, diusion-inuenced irre-
versible reactions; and Sposito"`` has analysed the scaling invariance of the
Smoluchowski law. Naumann and Szabo"`" have compared the Smoluchowski ap-
proach with some alternative approaches to diusion-inuenced uorescence quench-
ing. Excitation transfer reactions were discussed by Sumi;"`` spatially non-local eects
in rapid chemical reactions were discussed by Molski et al.;"`' Burshtein and Fran-
134 A. Plonka
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tsuzov"`` have described the interplay of geminate and bimolecular reactions in
multistage electron and energy transfer; and Burshtein and Sivachenko"`` have dis-
cussed the role of excitation lifetime in electron transfer reactions in solutions.
The recombination reaction of radicals photolytically produced in solution pro-
ceeds via two distinguishable kinetic phases. At short times recombination between
geminate radicals predominates, while at long times recombination between non-
geminate radicals, that have diused away from their geminate counterparts to the
bulk solution, takes place. In most theories dealing with the eect of added scavenger
molecules on the radical recombination reaction, only the geminate recombination
phase has been considered. However, if the concentration of radical pairs generated is
high, the interplay of bulk recombination in the dynamics needs to be considered. Kim
et al."`" have formulated a theory that deals with the scavenging eect in both the
geminate and bulk recombination phases within a unied framework. They have
shown that the scavenger concentration C
'
and the scavenging rate coecient k
'
have
independent eects on the reaction, in general. In contrast, conventional theories
involve two quantities only as a product k
Q
C
Q
, usually in the form of a Laplace
transformation variable. For diusion eects on geminate charge recombination see
Yoshimori et al.,"`" who have investigated the intermolecular electron transfer system.
Analytical and numerical calculations are presented for reactiondiusion equations.
In some limiting cases of the equations, a condition is establishedwhere the population
of geminate ion pairs decreases exponentially by charge recombination. This condition
is that the ion pairs are produced inside the zone of recombination and charge
recombination takes place before ion pairs diuse into separated ions. Numerical
calculations are made in realistic cases where reorganization energy in the expression
of the rate constant depends on the reactant distance. As a result it is found that the
population of ion pairs has both components of exponential decrease and a root
inverse tail (t`). The component of exponential decrease is large when the recom-
bination is fast.
To enter the discussion on viscosity dependence of rate constants in uids it seems
enough"` to recognize t
"
in relation (9) as the relaxation time of the conformational
uctuation of the reactant system. Then, if these uctuations are driven and/or
damped solely by thermal motions of solvent molecules through friction, t
"
should
simply be proportional to viscosity p. Hence, from eqn. (10) one gets
k :t? :p?
k :p?
for 0 : 1
for a 1 :
(126)
i.e. the form desired to t the experimental data for the rate constant dependence on
solvent viscosity. Despite this simplicity in the derivation of relation (126), there are
some important implications of the model worthy of discussion, especially in compari-
son with some more elaborated approaches used recently. Of special interest are the
works of Sumi,"``
k
'
) (128)
where k
v exp( AG
/kT) (129)
where AG
/kT) (130)
where 0 a 1 and 0 1 are positive constants. Assuming that 1/ in eqn. (9)
depends on T in a similar way [eqn. (129)], one gets
k :t?v?exp( :AG
/kT) (131)
which because of a 1 : [cf. eqn. (126)], seems to be similar to relation (130). The
dierence between relations (130) and (131) is not so great in the presence of two
positive constants in expression (130), both of which are model dependent, and in the
SumiMarcus model"`' both depend on the ratio of inner-sphere reorganization
energy z
'
to the out-sphere reorganization energy z
a : 1 z
'
/z
for z
'
/z
or 2 z
'
/z
"
1 (132)
:1/(1 z
'
/z
) (133)
The main dierence between these relations is in their potential applicability. It is
said"`` that we get k
'
5k
'
fromrelation (128) when in the large tv limit, i.e. for t in
our notation, k
'
k
. In contrast, eqn. (131) applies only for the limit t, and this is
the limit in which one nds for some reactions, including the biochemical ones, that
rate constants do depend sublinearly on viscosity. It was said that we remove this
dependence in the small tv limit, t in our notation, when k
k
'
. Then from eqn.
(128) k
'
5k
, covering the results of the usual theories. In our approach for t there
is no constant specic reaction rate, i.e. the rate constant, and the kinetics is dispersive,
136 A. Plonka
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cf. eqn. (7). Therefore one needs quite another way to remove the viscosity dependence
in relation (9). The obvious way in our approach is to reconsider the implicit assump-
tion of a random-walk modelling of reaction kinetics for very reactive intermediates.
The implicit assumption is this: we are modelling reactions with high local reaction
probability, P, when two reactants collide. In general, for P;1 there is diusion-
limited reaction kinetics, while for P1 one has reaction-limited kinetics. This means
that only for P;1 is eqn. (9) valid. The lower the numerical value of Pthe closer to 1 is
the apparent numerical value of : seen in computer simulations performed by Shi and
Kopelman"`` for bimolecular reactions in one dimension, on a two-dimensional
square lattice, on a two-dimensional critical percolation cluster, and in three-dimen-
sional cubic lattices with various local reaction probabilities. This is the way to get
k b/ fromeqn. (7), which covers the result of usual theories. For Brownian dynamics
simulations of diusion-controlled reactions with nite intrinsic reactivity see Gupta
and Khakhar."``
For chemical reactions in solutions which are close to, but slower than the diusion-
controlled limit it is usual to describe the reaction step using the radiation boundary
condition, a simple parametrisation which treats rst encounters and re-encounters
identically. Green et al."`" have introduced a new stochastic description of partly
diusion-controlled reactions which retains the diusion equation but attempts to
model the way in which the reactivity of a pair grows back as a function of time since
the last unreactive encounter. Analytic solutions for the new formalism were given for
several important cases. The correction of the rate constant from the diusion limit
was shown to depend on the diusion coecient in an entirely dierent way from the
usual parametrisation using the radiation boundary condition. The theory was ap-
plied to the reaction between the solvated electron and oxygen in aqueous solutions.
Relation (128) has a general form of the rate constant for the consecutive two-step
mechanism of reaction. In our formalism this kind of approach is not used, as in a
general case [cf. eqn. (7)] we assume that the reactions proceed on many timescales.
This is consistent with an interpretation of the dispersive kinetics in terms of fractal-
time rate processes. This allows us not to enter the discussion on thermal and
non-thermal equilibrium forms during the reaction.
Barzykin and Tachiya""" reviewed some recent advances in the theory of reaction
kinetics in microdispersive systems with an emphasis on self-organized molecular
assemblies such as micelles or microemulsions and their clusters. They have paid
particular attention to various deactivation processes of excited states, including
uorescence quenching. Principal models used for the analysis of uorescence decay
proles in systems with restricted geometry were also discussed by Lianos."" Much
emphasis is given by him to a universal model of stretched exponentials and its
applications for the study of diusion-controlled and resonance energy transfer
quenching. The eld of supramolecular photochemistry was reviewed by Turro.""`
Moreno et al.""` have studied the stochastic eects on the time-dependent rate
constant of photodimerization of 12-(9-antroyloxy)stearic acid in micelles; Almgren et
al.""" have reported the uorescence quenching studies of micellization and solubiliz-
ation in uorocarbonhydrocarbon surfactant mixtures; and Szajdzinska-Pietek et
al.""` have reported on uorescence studies of the self-assembly of poly(ethylene-co-
methacrylic acid) ionomers in aqueous solutions. For kinetics of micelle formation see
Telgmannand Kaatze""'""`. Dynamic light scattering and ultracentrifugationstudies
137 Dispersive kinetics
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performed by Hidi et al.""` have shown that, in aqueous solutions of some anionic
surfactants such as sodium dodecyl sulfate (SDS), poly(vinyl acetate) (PVAc) latex
particles swell up to 60 times their original volume. The process is reversible on
dilution. This unexpectedly large swelling always commences at a surfactant concen-
tration below the critical micelle concentration, e.g. at 4.5 mmol dm` for SDS. The
swelling rate is best expressed by a stretched exponential. Swelling is inferred to be due
to the formation throughout the particle of polymermicelle complexes, the structure
of which is similar to those reported in systems containing certain water-soluble
synthetic polymers and surfactants. The swelling is reversible, and on dilution the
particles contract rapidly to slightly less than their original size. The dierence is due to
escape of some lower molecular weight material from the particles. The reversibility
shows that a degree of morphological integrity of the particle is preserved on swelling.
This is attributed to the existence of microdomains of intrinsic entanglements, prob-
ably formed during the original emulsion polymerization process.
Molecular dynamics during linear chain polymerization from real-time dielectric
spectrometry and calorimetry has been discussed by Tombari et al.""" During the
process of polymerization, molecules in the initially molecular state of a liquid com-
bine chemically to form bigger molecules. The product, which is obviously bigger in
size than the reactants, diuses at a slower rate than either of the reactants. This causes
the rate of chemical combination to become slower. Hence, any further chemical
combination that occurs is aected by this slower rate, and, after the combination has
occurred, the product is a yet bigger macromolecule, which diuses even more slowly.
This continues until both the diusion and the chemical combination rate, after
slowing each other progressively more, become too slow to be experimentally observ-
able. At this instant, the process seems to come to a virtual halt, within the timescale of
ones observation. When the liquids viscosity has reached a certain high value, and the
diusion coecient a certain low value, the liquid is said to have vitried, almost
isothermally. This process of a negative feedback between the chemical combination
that increases the molecular size and the diusion, which slows the rate of the very
process that causes this increase in size, is usually studied as a function of time, and
explained in the reaction time domain. To gain physical insight into the molecular
dynamics of such processes, more recent studies have attempted to change the manner
in which the process is viewed, by interpreting it in terms of the number of covalent
bonds formed; these bonds increase the congurational restrictions on molecular
diusion. If this is done, the molecular dynamics of the process can be related to an
intrinsic property of the structure of the liquid, rather than to an extrinsic property
such as the time allowed for chemical combination. To gain further insight into the
physics of the process in which a negative feedback between the chemical combination
and the molecular dynamics is predominant, the authors made a detailed study of a
linear chain macromolecule during the course of its formation and growth by polymer-
ization. See also Parthun and Johari,"`" Ferrari et al.,"` Wasylyshyn and Johari,"``
and Johari."`` For dual-purpose uorogenic probe of polymerization dynamics see
Warman et al."`"
Oshanin et al."`` have studied the direct incoherent energy transfer from an immo-
bile excited donor molecule to acceptor molecules, which are all attached to polymer
chains, randomly arranged in a viscous solvent. The decay forms were found explicitly
for arbitrary conformations of polymers. See also Oshanin et al."`' Dynamic and
138 A. Plonka
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conformational properties of polyampholytes in external electric elds were discussed
by Schiessel et al."``
According to Baumga rtner and Muthukumar"`` one particular area in polymer
research is still limping behind the general peak of progress. This is the statistical
mechanics of polymers with intrinsic or external quenched disorder. One may consider
this class of problem to be divided into two parts. One is concerned with the problem
of how the structures of disordered porous solids aect the conformational and
thermodynamic properties of macromolecules. The second is concerned with the
transport properties of polymers in a porous environment. Both parts are reviewed.
See also Ebert et al.,"`" who used the renormalization group approach"'" to analyse
the center-of-mass motion of a polymer in a Gaussian disordered potential. While in
the long-time limit normal diusion was found, there was also identied a universal
short-time regime in which the dependence of the centre-of-mass motion over several
decades approximates a power law with an eective exponent that continuously
depends on disorder (and also weakly on the time interval). For diusion of a polymer
chain in a random layered ow see Oshanin and Blumen"' and Sommer and
Blumen."'`
Static and time-dependent properties of polymer gels around the volume phase
transitions were reviewed by Hirotsu."'` One of the characteristic features of a gel is
that the inhomogeneity of the network density develops quite easily during the
changes of state. Such inhomogeneities manifest themselves as various surface and
bulk patterns. Their time evolution follows a power law. Cross-linking polymers at the
sol-gel transition were found by Schiessel and Blumen"'""'` to be very good model
systems for studying power law decays. For discussion of universal self-diusion and
subdiusion in colloids at freezing see Indrani and Ramaswamy"'' and Fuchs;"'` for
probe diusion in polymers see Xia and Wang"'` and Cicerone et al.;"'" and for
diusion of electrons in quasi-one-dimensional polymer structures with random inter-
chain couplings see Xiong et al."`" The last authors"`" have studied electronic diu-
sion in quasi-one-dimensional systems with randomly placed interchain single- and
double-bond cross-links corresponding to one and two adjacent interchain hoppings,
respectively. While in the single-bond case all states are localized, for the double-bond
case many completely unscattered states are obtained, forming a dilute conducting
band which leads to superdiusive wave packet dynamics. This new type of band
structure can explain the unusual transport properties of highly conducting polymers.
See also Anglada et al."`
Fredrickson"`` has presented a theory for the diusion-controlled coupling of
end-functionalized A and B homopolymers at an AB interface. The eective reaction
rate coecient k
), k
:1/NlnN.
Astatistical dynamical theory of the crossover fromunentangled Rouse dynamics to
entangled behaviour was constructed by Schweizer and Szamel"`` for chain polymer
solutions and melts. Both time and spatial crossovers in long-chain uids, and the
degree of polymerization crossover for short polymers, were treated. The analysis is
based on a microscopic theory of the perturbative dynamic corrections to Rouse
theory, arising from chain connectivity and intermolecular excluded-volume forces.
139 Dispersive kinetics
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The dependences of crossover properties, such as the plateau shear modulus and
entanglement time and length scale, on solution density, solvent quality and chain
statistical segment length are derived by combining the dynamical theory with equilib-
rium liquid state integral equation methods. Scaling relations are obtained which
appear to be in general accord with most experiments on both solutions and melts. The
physical origin of the predicted scaling behaviour is the fractional power law temporal
decay of the entanglement friction memory function on intermediate timescales, and
power law reduced density dependence of the equilibrium force correlations. The
theory was also applied to compute the dependence of the chain normal mode
relaxation times on polymer density and chain length. Favourable qualitative com-
parisons with recent neutron spin echo experiments were made.
It seems proper to add that Momonaga et al."`" have presented an interpretation of
dissolution rates by fractal dimensions for particles in the size range from 50 nm to
about 5 mm. Three typical values of the dissolution fractal dimensions d
'
were distin-
guished. The dissolution behaviour of agglomerated particles (Smoluchowski par-
ticles) has a characteristic value of the dissolution fractal dimension 0 d
'
O1.
Compact particles suering vigorous Brownian motion (Brownian particles) can be
characterized by 1 Od
'
O2. Compact crystals bigger than about 10 jm show a
characteristic dissolution fractal dimension 2 Od
'
O3.
5 Solids
FluidSolid Transition
As noted by Wolynes"`` a triumph of modern theoretical physics is the notion that
rigidity and orderliness go together. A periodic array of atoms is recognizable and
globally dierent from a uid. Pushing at it in one place causes no rearrangement
because a local disturbance will be met by a collective response of the whole. The
rigidity of glass, an amorphous solid, is more mysterious. Without any apparent order,
a chaotic jumble of atoms behaves as if rigidly frozen.
Crystallization
Studies of Hage et al."`' on crystallization of metastable water were followed by those
of Johari and Sartor,"`` who have determined the crystallization kinetics of ice from
water-swollen wheat gluten. The compressed exponential, written in the form
x 1 exp[ k(T)tL] (134)
known from the theory of nucleation and growth processes developed nearly 60 years
ago by Kolmogorov,"`` Johnson and Mehl"`" and Avrami"`" (KJMA), was found to
be not adequate for simulation of DSC scans. It is not surprising, as the KJMA
equation, although frequently invoked to interpret non-isothermal DTA/DSC experi-
ments, is valid only for isothermal crystallization."` Furthermore, it is known that the
KJMA equation must be modied for certain types of isothermal crystallization
processes (cf. Ortega et al.,"`` Llopiz et al.,"`` Ryden and Wernersson,"`" Wein-
berg,"`` Zanotto,"`' Sessa et al.,"`` Erukhimovitch and Baram"`` or Todinov"`").
For water crystallization kinetics in high-protein food see Sartor and Johari,""" and
in hydrated gliadin and hemoglobin, see Sartor and Johari."" See also Johari""` for a
140 A. Plonka
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discussion on determining the temperature-invariant enthalpy change and other ther-
modynamic functions on transformation of proteins and other biopolymers.
Jenniskens and Blake""` studied in detail the structural changes that occur in the
amorphous water ice when it is warmed above the glass transition temperature.
Typically, when an ice lm was deposited from the vapour at 14 K and warmed at a
rate of 13 Kmin, cubic crystalline peaks emerged at 151 _4 K. Upon continued
warming, the intensities of the crystal diraction peaks increased until 160170K, at
which time the pattern appeared fully matured. In a similar way, they have measured
the growth of the crystalline fraction during isothermal annealing experiments con-
ducted at various temperatures. Ice layers were deposited and held at 86 K for 1 h,
heated to a point 10 K below the annealing temperature at a rate of 1 Kmin and
then heated rapidly, at 10 Kmin, to the annealing temperature in the range
125143K. Two regimes of growth of the crystallization fraction were found: a regime
of rapid initial increase and a second regime of more gradual increase. The parameters
n and k were derived from loglog diagrams of diraction intensity ln(1 x) vs.
time. They have found that n 2.0 _0.3 for the rst regime (or n 1.0 _0.3 if one
allows for an induction period). For the second regime, n 0.8 _0.3 (with or without
an induction period). These values are in good agreement with n 2.43 and n 0.90,
respectively, found by Hage et al."`' in a infrared study of amorphous ice. These
authors annealed a layer of amorphous ice for 120 min at 130 K, warmed the ice to
144 K, and measured the crystalline fraction by decomposing the 3.07 jm infrared
band into crystalline and amorphous components. In another study by these authors,
three samples studied at 140, 144, and 146 K without prior annealing did not show a
clear distinction between a rst and second crystallization regime, and gave somewhat
higher values of n 1.30, 1.34 and 1.15, respectively, perhaps because crystallization
proceeded rapidly enough to blend the two regimes. (See also Hage et al.""") The rate
coecient k was assumed to be thermally activated with an activation energy AH
given by
kL(T) kL
"
exp( AH/RT) (135)
cf. Hage et al."`'
Jenniskens and Blake""` have found an activation enthalpy of
AH39 _5 kJ mol for the rst regime and AH58 _10 kJ mol for the second
regime. By comparison, Hage et al."`' found an activation enthalpy of
AH67 _3 kJ mol for the second regime. It was noted that these values are
roughly equivalent to breaking two and three typical hydrogen bonds in ice.
Smith et al.""` have studied the molecular diusion in amorphous solid water by
measuring the extent of isotope exchange and mixing in vapour-deposited ultrathin
lms. Their results indicate there is long-range translational diusion that occurs
concomitantly with the amorphous to crystalline ice phase transition. The apparent
diusivity estimated from their data is a factor 10' greater than an Arrhenius
extrapolation for diusion in crystalline ice. This nding suggests that the amorphous
material exhibits liquid-like translational diusion prior to crystallization at tempera-
tures near 155 K. Phase transition and entropy of amorphous ices have been discussed
by Johari.""' For a facet of recent ice sciences see Suga.""`
The classical (KJMA) equation for nucleation and growth transformations, which
assumes random nucleation and cessation of growth where grains impinge, was
141 Dispersive kinetics
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originally derived by accounting for the extended volume that is obtained when
overlap of the growing grains is (mathematically) permitted. Motivated by experimen-
tal and computational results that call into question the validity of this equation and
by recent theoretical concerns about the appropriate content of the extendedvolume, a
derivation of the KJMAequation was presentedby van Siclen,""` that does not rely on
the concept of the extended volume. On the other hand, this concept was shown to be
useful by Fanfoni and Tomellini""" for describing the time dependence of the photo-
electron and/or Auger signals during the overlayer formation in the case of Vol-
merWeber growth mode, i.e. three-dimensional island formation. The impingement
among clusters has been taken into account in the framework of Avramis statistical
approach. At rst the systemhas been considered in which nucleation occurs at a given
number of pre-existing sites randomly distributed throughout the whole surface. The
results obtained by numerical computations indicate that particular conditions can be
indeed realized for which the photoelectron signal is chiey related to the kinetics of
the surface fraction that is covered by islands. A more involved system has been also
modelled where nucleation does not occur at pre-existing sites but throughout the
formation of stable dimers. Under this circumstance, Avramis treatment of island
impingement can be still retained, although now a system of integral dierential
equations has to be solved to obtain the kinetics. Such a modelling should be suitable
for describing metallic lm growth studied by a photoelectron signal. (See also Tomel-
lini and Fanfoni.`"") Examples of application of the KJMA equation to calorimetric
kinetic data on primary crystallization, for Fe
`'
Nd
'
B
`
, Fe
```
CuNb
`
Si
``
B
"
and
Al
``
Ni
`
Nd
`
Cu
`
, amorphous alloys under isothermal treatment, are given by
Clavaguera-Mora and Clavaguera.`"
The inuence of non-uniform distribution of nuclei on crystallization kinetics is
discussed by Sun et al.`"` and Uebele and Hermann.`"` The idealizations made in
formulating the KJMA equation are under current discussion. Jou and Lusk`""
developed a phase-eld model which extends the viewpoint taken in deriving the
KJMA equation to include non-isothermal conditions, anisotropy, and mechanical
eects. Finite size corrections are introduced by Levine et al.`"` Sessa et al.`"'
presented computer simulations of the rst-order phase transition visualized in real
space to give information on the morphology of the system at a microscopic level.
These simulations, for the case of random nucleation, were used to verify KJMA
kinetics. A general equation describing the transformation with a nucleation-and-
growth mechanismwas derived by Yu.`"` In his treatment, based on the calculation of
the survival probability, both the nucleation and the growth rates are allowed to vary
in space and time, and thus very broad conditions are considered. In particular, the
correlation eect between the sites can be studied by calculating the probability of the
relevant occurrences. In the simplest case of homogeneous systems, the KJMA equa-
tion is re-established.
Hoogers and King`"` have developed a model describing the stages of nucleation,
growth and saturation in two-dimensional ordering processes, based on the earlier
analysis of Avrami."`" The standard power growth law`""`"
l A(T)tV (136)
for ordered domains of linear dimension l growing from a disordered array, with x
being an universal exponent and A(T) a temperature-dependent term, turned out to
142 A. Plonka
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be a special case of this new model, which also provides an expression for the time-
independent prefactor A(T) in terms of the growth rate and density of growth
nuclei.
The time evolution of the total perimeter of clusters growing on a surface has been
described by Tomellini and Fanfoni` on the basis of the KJMA equation. A general
formula, which can be easily extended to any spacial dimension, was obtained. When
particular nucleation functions and the cluster growth law are considered, the kinetics
of the perimeter can be explicitly calculated, and moreover can be expressed as a
function of the covered surface. Experimental data on the eciency of a Cu/CuO
V
model catalyst towards imide formation have been satisfactorily described by the
model. Moreover, the growth of Ag on a GaAs(110) surface studied via photoelectron
spectroscopy has been qualitatively explained by the proposed model. In the model
case of cylindrical clusters a knowledge of the evolution of the total perimeter allows
the entire area of the lm to be evaluated. (See also Irisawa et al.``) Description of
microdomain growth in competitive three-dimensional agglomerates has been given
by Gadomski et al.`` The kinetics of pressure-induced hydration of model lipid
membranes was studied by Gadomski`" in terms of the KJMA equation and the
concept of fractal-like chemical reaction kinetics. The same assumptions were used by
Gadomski and Luczka`` to study the kinetics of a temperature- or pressure-induced
phase transformation in lipid bilayers.
For the use of the KJMA equation see also, e.g., Michaelsen et al.,`' for a recent
survey of kinetics of polymer crystallization see Long et al.,`` Arroyo et al.`` and He
et al.;`" for Avrami master curves for isothermal polymer crystallization see Lambrig-
ger.``" For limit theorems for general spatial birth and growth process see Chiu;``
and for a discussion of rst-order phase transitions see Kukushkin and Osipov``` and
Garrido and Crespo.```
Vitrication and physical ageing
There is much activity concentrated on the liquidglass transition, which may be
considered``" as the deepest and most interesting unsolved problem in solid-state
theory. Angell``` admits that not only can one not obtain an explanation of the glass
transition, but also one cannot even get a consistent answer to what is meant by the
question of how the glass transition is dened. The liquid state seems not to be
involved, cf. Suga.``'
, appear to fall below the corresponding curves for the equilibrium crystal at
temperatures well above absolute zero. (2) For many liquids the relaxation time in the
vicinity of T
above T
.
The change consists of decoupling of dierent relaxation processes around T
and the
appearance of an additional relaxation process, the so-called JohariGoldstein [-
process, at temperatures belowT
TT
, translational
diusion is much less temperature-dependent than rotational reorientation; in a
quenched glass, translation and rotation have similar temperature dependencies. This
is explained to be a consequence of the fact that in the rubbery state near T
the
breadth of the polymer relaxation distribution is strongly temperature-dependent,
while in the quenched state it is temperature-invariant. Glass transition and ageing in a
model without disorder are presented by Franz and Hertz.``'
The dynamics of intra- and intermolecular motions in biologically active water-
containing biomaterials is considered crucial to their activity. When such biomaterials
are rapidly cooled from ambient to a suciently low temperature, e.g. from :300 to
:100 K, most of the inter- and intramolecular or conformational modes of their
motions become slower and ultimately too slow to be observable at an experimental
timescale of, for example, 10" s. The biomaterial is said to be kinetically frozen, in many
respects in a manner similar to that of vitried liquid.
The A and B forms of NaDNA with a hydration level of between 0.15 and 0.64 (g
water)/(g NaDNA) have been vitried by cooling at rates between 4 and ca.
144 A. Plonka
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2700 Kmin, and their thermal behaviour on reheating was studied from ca. 120 to
300 K by dierential scanning calorimetry (DSC) by Ru disser et al.``` The eects of
the annealing time, t
, for a xed t
and t
) .1 exp[ (t
/t
)@]. t
.1 exp[ (t
/t
;
the ageing is then manifested as, for example, a reduction in the specic volume or
enthalpy, and an apparent shift of the creep response to longer times. The physical
ageing of polymers has been reviewed by Hutchinson``" in three broad areas: the
changes in bulk thermodynamic properties, namely volume and enthalpy; various
microstructural evidences for structural changes; and changes in mechanical proper-
ties. It was concluded that there is a remarkably good correlation between these
aspects and that they may broadly be linked through the concepts of free volume and
free volume distributions.
A new free volume distribution for amorphous polymers was derived by Chow`'"
on the basis of a lattice model. It provides a good description of the non-Gaussian
spreading observed in positron annihilation experiments for epoxy polymer
resin.`'`'` This new theory shows that the non-Gaussian distribution is a result of
the large density uctuations of holes from their equilibrium. The Gaussian distribu-
tion is recovered in the limit of small uctuations. The size and volume distribution of
the holes is uniquely dened by two structural parameters: the energy of hole forma-
tion and the lattice volume. The theory predicts that increases in temperature will
broaden the distribution and shift its lower peak to higher free volume. Increases in
pressure have the opposite eect. For the evaluation of free volume at glass transition
see Ban et al.`'` and Bartos.`'"
The concepts of free volume and congurational entropy, but particularly the
former,``" have been the basis for a number of phenomenological models of volume
and enthalpy relaxation. Non-linearity, expressed by the equation
t(T, T
'
) t
"
exp
xAh*
RT
(1 x)Ah*
RT
'
(137)
in which the relaxation time t(T, T
'
) depends` in part (x) on the absolute temperature T
and in part (1 x) on the structural temperature T
'
, is a common feature of nearly all
current models of relaxation kinetics. The other feature is to account for the distribu-
tion of relaxation times. This is done by using a stretched exponential, cf. examples of
recent reports on relaxationshipbetween enthalpy relaxation and dynamic mechanical
relaxationof engineering plastics by Yoshida;`'` structural relaxation of glass-forming
polymers based on an equation for congurational entropy by Brunacci et al.,`''
Gomez Ribelles et al.`'``'` and Meseguer Duenas et al.;`'" enthalpy recovery of
poly(ether imide) by Simon;``" physical ageing of poly(ether imide) by Simon et al.;``
enthalpy relaxation in a partially cured epoxy resin by Hutchinson et al.;``` or
physical ageing in poly(vinyl acetate) by Cowie et al.,``` who name the stretched
exponential CowieFerguson equation; and Muzeau et al.``" who introduce indirectly
the stretched exponential. The other way to account for the distribution is to use a
discrete distribution as in the KAHR model.``` For recent remarks on volume
recovery theory see also Struik,``'``` and on the phenomenon of rejuvenation of
physically aged polymers by mechanical deformation see Struik.``` One has also to
note, however, the irreversibility of structural changes induced by stretching in
poly(vinyl chloride) reported by Elicegui et al.``"
The microscopic basis of the glass transition in polymers from neutron scattering
studies were reviewed by Frick and Richter,``" Richter`` and Colmenero and
Arbe.``` For the onset of fast processes in polystyrene and in polypropylene see Frick
146 A. Plonka
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et al.``` and Kanaya et al.,``" respectively. Recent developments in Monte Carlo
simulation of glass transition in polymeric systems were presented by Baschnagel,```
Baschnagel and Fuchs,``' Baschnagel and Binder,``` Binder``` and Rieger.``"
The inuence of the exible alkyl chain spacer on the molecular dynamics of the
glass transition in side-chain liquid-crystalline polymers (SCLCPs) and its dependence
on the spacer length were considered in the framework of the coupling model by Ngai
et al.`"" The idea is that the molecular motions of densely packed systems are
necessarily cooperative in nature because there are dynamical constraints between the
motions of the basic units that arise from their mutual interactions. How these
dynamical constraints should be treated in an irreversible process (i.e. relaxation), in
order to construct the theory that has predictions in agreement with experimental
data, is an open question. The coupling theory is an attempt in this direction. (See also
Ngai and Plazek.`") In this theory, cf. Section 4, dynamical constraints have the eect
of slowing down the averaged relaxation rate of the cooperative motions according to
the time-dependent form of (o
,
where the average retardation times attain values up to 10` s. Beside the :-relaxation,
additional relaxations on various faster timescales can be active, which are called
secondary relaxation processes ([-relaxation, -relaxation etc.). Alegria et al.'` have
investigated the eect of the experimental liquidglass transition on the dielectric
relaxation of three amorphous polymers: poly(2-hydroxypropyl ether bisphenol A),
with the repeating unit shown in Scheme 1, poly(vinyl acetate) and poly(vinyl methyl
ether), by means of frequency and time domain dielectric spectroscopies.
They have taken'` as well established that the :-relaxation process in glass-
forming polymers can be well described by means of a Kohlrausch relaxation function.
However, this law gives a description of the relaxation processes which has a closed
expression only in the time domain. In the frequency domain the experimental dielec-
tric results have often been described by the HavriliakNegami (HN)'`'" empirical
relaxation function:
c*(o) c
`
Ac
1
[1 (iot
'`
)?]A
(138)
where c*(o) c'(o) ic"(o) is the complex permittivity, c
`
is its unrelaxed value, Ac is
the relaxation strength, : and are two shape parameters in the range zero to unity
(0 :, 1), and t
'`
is a characteristic relaxation time. Since the HN equation has
148 A. Plonka
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Scheme 1
two independent shape parameters, it is more versatile than the Kohlrausch function
in the sense that the HN equation allows the tting of the experimental behaviour in a
wider variety of systems.'` Furthermore, in eqn. (138) an extra conductivity term,
io
"
o, is usually introduced to account for the contribution of the conductivity to
the dielectric losses.
A comparison between the HN and the Kohlrausch descriptions has recently been
published.'`'' It was shown that, for certain values of : and , the HN relaxation
function is a good representation of the Fourier transformation (FT) of the Kohl-
rausch time decay function u(t). The following empirical correlations among the HN
and Kohlrausch parameters were reported:'`
[ (:)`` (139)
log t log t
'`
2.6(1 [)"`exp( 3[) (140)
The structural state of the glassy polymer was determined by means of dierential
scanning calorimetry. It was found that the relaxation behaviour can be well described
by the Kohlrausch relaxation function above and below T
`
"
Ac
[1 (io/o
"
)?]A
exp(iot)do (141)
and directly tted to the experimental data. Using this method the data measured in
both domains can be analysed by the same model function. Moreover, a combined
evaluation procedure can be used if the determination of the relaxation function
requires data from both the frequency and time domains.
The stretched exponential is used to approximate the time domain results in
numerous other spectroscopic techniques, see e.g. the studies by Diaz-Calleja et al.'``
of the relaxation processes in poly(2-chlorocyclohexyl acrylate) using dielectric relax-
ation and mechanical relaxation spectroscopy; the discussion by Connolly et al.'`` of
viscoelectric and dielectric relaxation behaviour of substituted poly(p-phenylenes); the
discussion by Gomez Ribelles et al.'`" of structural relaxations in poly(methacrylates);
the interpretation by Alegria et al.'`" of TSDC (thermally stimulated depolarization
current) results in the study of the :-relaxation of amorphous polymers; the discussion
by Zanzotto and Stastna'` of dynamic master curves from stretched exponential
relaxation modulus; and the discussion by Bero and Roland'`` of terminal relaxations
in linear and three-arm star polyisoprenes. For a discussion of the orientational
relaxation of dipole particles of dierent sizes embedded in a glassy polymeric matrix
see Patashinski and Ratner.'``
Reaction course
The luminescence emitted by amorphous H
`
O ice at 78 K when irradiated with a
continuous source of 260 nm light has been examined by Quickenden et al.'`" The
150 A. Plonka
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emission spectrum was similar to that from crystalline ice, exhibiting two features
around 340 and 420 nm that had short and long lifetimes, respectively. The rise and fall
times of the 420 nm band were the same within experimental error. Six models, most of
which have been described previously,'`` were tested against the decay curves. Model
1 applies to a rst-order decay where the emission arises from the luminescence of a
species produced directly by the irradiation or by a series of fast processes that
culminates in a rate-determining rst-order step; model 2 assumes that the fall in
luminescence can be described by the sum of two exponential decays, models 3 and 4
assume that the luminescent species is produced by the combinationof two homogene-
ously distributed photolysis products, A and B, with respective equal or unequal
reactant concentrations. Model 5 applies to fractal or tunnelling processes and is
described by the following equation
I Pt@ (142)
where P represents a time-independent constant and [ is a fractional exponent with a
value between 0 and 2. The nal model is that of the author,` written as
I :t
"
(t/t
"
)?exp[ (t/t
"
)?] (143)
where is a pre-exponential factor and t
"
is the eective lifetime.
The equations that give the best t to the entire decay curve, as judged by the lowest
and the most random residuals, were those of a biexponential decay (model 2) and
second-order kinetics with unequal reactant concentrations (model 4). According to
the authors'`" the identical nature of the luminescence rise and decay proles strongly
suggests biexponential kinetics. The 420 nm emission was tentatively attributed to the
"l;X`Htransition of excited OHradicals. Areaction mechanismthat explains the
preceding observations was presented, and the biexponentiality of the 420 nm decay
was attributed to excited OH radicals located in two distinct environments within the
ice lattice. (See also Quickenden et al.'`') The photochemical behaviour of ben-
zophenone in poly(methyl methacrylate) has been studied by Ebdon et al.'`` Charge
transfer processes in polyethylene lm containing two solutes have been studied by
Szadkowska-Nicze et al.;'`` the same authors have investigated'`" the excited state
formation in pulse irradiated polyethylene doped with aromatics. For pulse radiolysis
studies of poly(methyl methacrylate) containing pyrene see Szadkowska-Nicze and
Mayer'"" and for ionic and excited intermediates in pulse irradiated polypropylene
doped with aromatics see Mayer et al.'" Pekcan'"` has reported on uorescence
lifetime distributions in polymer blend-like particles. Krissinel and Mackarchuck'"`
have tried to nd the distance dependence of the electron-transfer rate constant from
the luminescence quenching kinetics in solids assuming that no functional form of this
dependence is known a priori. The existence of a solution and the problem of a set of
solutions are considered. An original numerical procedure of solution is developed.
This procedure needs only a solution of a system of linear equations under non-
negative restrictions. An application of the approach developed to some real lumines-
cence kinetics is presented and an example of interpretation of results is given. The
conclusion is made that the distance dependence of the electron transfer rate constant
has a non-exponential form. The approach presented may be used for the interpreta-
tion of experimental quenching kinetics even if a noticeable anisotropy and structural
eects are expected. Dakhnovskii et al.'"" have described the classical electron transfer
151 Dispersive kinetics
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Scheme 2
in polar glasses by a theory based on a model microscopic Hamiltonian which includes
the discreteness and randomness of the glassy polar modes with distinct orientation.
When congurational dynamics is fast, the reaction is described by exponential
kinetics with a rate constant of non-Arrhenius type. The temperature-dependent rate
constant resembles the tunnelling rate, despite the classical transfer of the electron.
This eect is called false tunnelling. In this limit the possibility of a self-acceleration of
the reaction is pointed out. When congurational dynamics is very slow the reaction
kinetics are non-exponential, with multirelaxation time behaviour. The reaction is
shown to be almost insensitive to temperature change, indicating a possible explana-
tion of a broad temperature-independent range in the rate constant in an electron
transfer in cytochrome-c oxidation. At short times, the reaction accelerates compared
to the exponential behaviour, while at long times it becomes slower. For strongly
exothermic reactions the kinetics are always slower than an exponential decay. A
model of the long-range (2 nm) tunnelling transfer of electrons from donor to
acceptor by mobile charge carriers has been suggested by Kaplan et al.'"`
Kinetics of atomic hydrogen in solid krypton and xenon has been studied by
Eberlein and Creuzburg;'"' the validity of eqn. (15) to describe the thermal bleaching
of hydrogen atoms was presented.
Evaluation methods based on dispersive kinetics were applied by Feldmann et al.'"`
to derive kinetic parameters for the rearrangement of dierently :-substituted nitronic
acids (Scheme 2) generated by ash photolysis (z
'"
347 nm) of o-nitrobenzyl esters.
The rearrangements were performed in polymer matrices of dierent chemical nature:
poly(methyl acrylate) (PMA), poly(methyl methacrylate) (PMMA), poly(styrene) (PSt),
and poly(dimethylsiloxane) (PDMS). A non-exponential decay behaviour was ob-
served in rigid and highly viscous matrices. It was analysed in terms of the stretched
exponential and in terms of the model, ascribed to Siebrand and Wildman,'"` which
relates the dispersion to the distribution of energy barriers controlling molecular
motions. It was postulated that the individual decay rate constants are thermally
activated and that the individual energy barrier heights are subject to a Gaussian
distribution around a mean value Ac with a standard deviation o. Hence:
c
R
/c
"
`
`
h(Ac)exp[ v(Ac)t]d(Ac) (144)
Here, v(Ac) v
"
exp[ Ac/RT] is the rate constant of an individual elementary reac-
tion with the activation energy Ac and h(Ac) is the distribution function of the
activation energy. In a polymer matrix Ac is thought to depend on various conforma-
tional parameters which are subject to statistical variations. It seemed reasonable to
the authors to consider the activation energy to be Gaussian:
152 A. Plonka
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Scheme 3
h(Ac)
1
(2o`)`
exp[ (Ac Ac)`/2o`] (145)
Here, o denotes the dispersion factor and Ac the mean activation energy of the
thermally activated decay of the nitronic acid in a polymer matrix. Upon tting the
measured time dependence of c
R
/c
"
to eqn. (144), two independent parameters are
obtained, the dispersion factor o and the average rate constant v given by eqn. (146):
v v
"
exp( Ac/RT) (146)
It was found that the apparent activation energy of the average constant of the
unimolecular reaction is inherent to the nitronic acid and depends only slightly, if at
all, on the chemical nature of the matrix and on the mobility of the matrix. However,
the mobility of the matrix exerts a strong inuence on the dispersion factor o, which is
a measure of the width of the Gaussian distribution of individual energy barrier
heights. With increasing temperature o decreases but approaches zero (transit from
dispersive to non-dispersive, i.e. rst-order kinetics) at temperature denitely higher
than T
. The more pronounced this eect is, the bulkier is the substituent at the
:-position of the nitronic acid. The activation entropy AS
depends only slightly on the chemical nature of the matrix but signicantly
depends on the chemical nature of the nitronic acid: in the case of the unsubstituted
nitronic acid, AS
] [R
]
"
(B/:)t? gave
a very good correlation. Values of : increase with temperature, being rather low at
363 K and somewhat higher, but in any case lower than 1, at 393 K, thus conrming
the dispersive nature of radical decay kinetics in this temperature range. In contrast,
: 51 in all cases at 423 K, suggesting that radical decay occurs according to a classical
bimolecular termination mechanism at temperatures above the glass transition of the
polymeric systems (e.g. ca. 413 K for photopolymerized DMA). Values of B are
sensitive to the conversion degree of methacrylate groups which had been reached by
irradiation in each polymeric system, and increase with temperature, as expected.
Radicals R
and R
`
the
activation energy E approaches the activation energy value E
D
which is expected for
the process under analysis (exchange between two conformations, in the present case).
In polymers E
D
is up to two orders of magnitude lower than the congurational
activation energy E
O
, due to polymer matrix relaxation. On the other hand, at the
high-temperature limit E::E
D
(1 :)E
O
(Section 2), and activation energies are
higher because they include the contribution (1 :) times the activation energy E
O
for
matrix structural relaxation. The experimental results conrmed that the activation
energy of radical conformation exchange in both photopolymerizedTMAand VMAis
very low at relatively low temperatures, while it increases with increasing temperature,
tending to a much higher, constant value. The observed trend conrms that pre-
irradiated VMA should maintain a higher segmental mobility than pre-irradiated
TMA, having a lower T
-value.
Equation (32) was used recently by Janik et al.'`` to describe microradical recom-
bination in pulsed-irradiated aqueous solutions of poly(ethylene oxide), poly(vinyl
alcohol), poly(vinyl pyrrolidone) and poly(acrylic acid). Davydov et al.,'`' restricting
the value of : to 0.5, have used eqn. (32) to describe the kinetics of carbene reactions.
Tolkatchev'`` reviewed dispersive kinetics of some elementary radical reactions in
solids.
Highly reactive species trapped in polymer matrices are made reactive and/or
mobile at the temperature regions of matrix structural relaxations. For those made
reactive in the glass transition region a relationship between decay kinetics and :
segmental dynamics is sought,'`` and the decay kinetics is inuenced by physical
ageing.'`"
Pechukas and Ankerhold''" have analysed the model introduced by Agmon and
Hopeld'' for ligand rebinding kinetics in heme proteins. In the model an activated
process decays to equilibrium with rst-order rate constant k; k depends on a control
variable x which species the particular environment in which the process occurs; x
changes randomly in time, by thermal diusion in a potential U(x). If j(x, 0) is the
initial distribution of x, the diusion-reaction equation for j(x, t) is then
cj(x, t)/ct Dc/ct[cj(x, t)/cx[U'(x)j(x, t)] k(x)j(x, t) (147)
where Dis the diusion constant, [ 1/kT, and U'(x) dU(x)dx. The control variable
x in that case is specifying protein conformation. In the static limit D0, the
distribution attached to each value of x decays separately with its own particular rate
constant k(x)
j(x, t) exp[ k(x)t]j(x, 0) (148)
For single-molecule kinetics see Lu and Xie''` and for the dierences in the chemical
reactivity of individual molecules of an enzyme see Xue and Yeung.''` One imagines
that eqn. (148) is a good approximation also in the slow diusion regime, in which D is
155 Dispersive kinetics
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small. Certainly that is the case if k(x) is bounded below by some non-zero minimum
rate constant and if the initial distribution j(x, 0) is not too widely distorted in shape
from the diusional equilibrium distribution exp[ [U(x)]; in that case, if D is small
the reaction is over before diusion has a chance. More interesting is the case in which
k(x) is arbitrarily small at extreme values of x [say, k(x) ;0 as x;-]. Then no matter
how small D is, at long times some slow-reacting, large-x material remains, disappear-
ing at a rate comparable to the rate of diusion. In this case the static approximation
(148) must fail at long times. In fact, the ultimate long-time decay of j(x, 0) is perfectly
well understood, even in this case, courtesy of the familiar trick that converts eqn. (147)
into a Schro dinger-type dierential equation: it is a single-exponential decay with a
rate constant determined by the lowest eigenvalue of the Schro dinger-type operator,
and in this operator the kinetic energy term is proportional to D.
At short times the decay is well described by the static approximation (148), in which
D does not gure and the entire spectrum of rate constants k(x) is important; at long
times the decay is well described by a single exponential, with the exponent determined
by competition between D and the low-k tail of the function k(x). The purpose of
Pechukas and Ankerhold''" was to describe the transition from short-time to long-
time decay. What happens is easy to describe in words. For simplicity, suppose that the
initial distribution is in diusional equilibrium, j(x, 0), and that k(x) is a monotonically
decreasing function of x. As time goes on, the reaction preferentially eats away the left
side of the distribution, where k is larger; the distribution moves to the right and
narrows. Diusion attempts to restore equilibrium by pushing the distribution to the
left and broadening it, but if D is small the eect is weak, and the reaction dominates
until the distribution is far to the right and very narrow, so far out of diusional
equilibrium and so far into the low-k region that diusion and reaction compete on
equal footing. The shape of the distribution then does not change, only its magnitude
declines: this is the long-time single-exponential limit. The shape of the distribution is
now very distorted from diusional equilibrium, so the relevant diusion rate is not
simply O(D), but something larger; likewise, the ultimate reaction rate (when diusion
and reaction balance) is not simply O(D) but something larger; and one may anticipate
that the time of transition, fromstatic decay [eqn. (148)] to single exponential decay, is
not simply O(D) but something shorter. This picture has been conrmed by the
calculations.
These results have to be compared with those of Agmon et al.''" and Berlin et al.,''`
who have discussed a transition from multiexponential to single-exponential decay
under conditions that were essentially the opposite of the conditions assumed by
Pechukas and Ankerhold.''" The initial x distribution was a nonequilibrium one; D
was so large that the distribution then relaxed to equilibrium by diusion alone
without signicant distortion by the rate constant function k(x). For further develop-
ments of the model see Berlin et al.,"` Basilevsky and Davidovitch,''' Berlin''` and
Berlin and Burin.''`
For a protein mechanism model of enzymatic reactions see Kurzynski,''" for a
statistical model of chemical reactions involving proteins see Kurzynski.'`"
The Staebler-Wronski eect,'` i.e. the decay of photoconductivity upon prolonged
illumination, is a major limitation for applications of hydrogenated amorphous silicon
(:-Si: H) and related materials in photoelectric devices such as solar cells. Attention is
focused on the decay of photoconductivity or lifetime and the generation of defects as
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recombination centres. The photoconductivity, electron lifetime and electron drift
mobility in intrinsic hydrogenated amorphous silicon (:-Si: H) and hydrogenated
amorphous silicon carbide (:-SiC: H) while light soaking were determined by Tang
and Braunstein'`` with the use of a photomixing technique. In addition to the decay of
the photoconductivity and electron lifetime, continuous decay of the electron drift
mobility was found during the light soaking process, which reveals that the light-
induced metastable defects of the StaeblerWronski eect results in scattering as well
as recombination of charge carriers. The drift mobility decreased by a factor of 2 for 20
light soaking at 2.5 sun intensity. Experimental data were tted to a stretched ex-
ponential law. Dierent stretched-exponential parameters for photoconductivity, life-
time and drift mobility were obtained, which indicates the production of defects with
dierent generation kinetics upon light soaking. For anomalous charge screening in
the radiation-induced recombination of charged defects in ionic solids see Kuzov-
kov.'`` Thermally assisted tunnelling of BH complex in silicon has been discussed by
Noya et al.'`"
The eects of illumination on the dispersive diusion of hydrogen in :-Si: H were
studied by Greim et al.'``'`' For energy-level dynamics of deep gap states in hydro-
genated amorphous silicon under illumination see Arkhipov and Adriaenssens,'`` for
temperature-dependent distribution of activation energies in amorphous semiconduc-
tors see Arkhipov et al.,'`` and for generalized defect annihilation kinetics for struc-
tural relaxation in amorphous silicon see Shin and Atwater.'`" Kinetics and dynamics
of hydrogen adsorption and desorption on silicon surfaces was reviewed recently by
Doren.'`" For level statistics for electronic states in disordered fractal see Katomeris
and Evangelou.'`
6 Heterogeneous systems
According to Avnir et al.'`` chemical reactions were traditionally treated in terms of
three major parameters: the nature of the chemical bond which is formed between the
reacting molecules; the stereochemical requirements or restrictions which govern this
molecular association; and the energetic prole of the reaction. Heterogeneous chemis-
try introduced a fourth parameter: the structure and geometry of the environment in
which the reaction takes place. The geometry parameter is as important as the three
other parameters, to the extent that it alone can dictate whether a reaction will take
place at all. The geometry problem in chemistry had been in the past unapproachable.
This has been changed for good. Fractal geometry has provided the proper language
and the necessary vocabulary to reformulate some classical problems in heterogeneous
chemistry, and the crucial importance for scientic progress of being able to do so
cannot be underestimated. The origin of fractals is a dynamical, not a geometrical,
problem.'`` For the thermodynamics of fractals (revisited with wavelength trans-
forms, introduced as a mathematical tool in signal analysis in the early eighties), see
Arneodo et al.'`" The examples collected by Avnir et al.'`` seem to indicate that the
promises of fractal geometry have, at least in part, been fullled. These examples have
to be supplemented by the studies of Makse and Amaral'`` and Amaral et al.'`' on
scaling properties of driven interfaces in disordered media; a multifractal scaling
analysis presented by Lee and Lee;'`` Makses'`` discussion on singularities and
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avalanches in interface growth with quenched disorder; Gadomskis'`" stochastic
approach to the evolution of some polycrystalline (bio)polymeric complex systems;
fractal surface analysis by using adsorption data presented by Sze and Lee,'"" Sahouli
et al.'" and Blacher et al.;'"` the use of fractals and kinetic equations to model
thermally induced hillock formation and growth in thin metal lms presented by
Chaiken and Goodisman;'"` Jansens'"" Monte Carlo simulations of chemical reac-
tion on a surface with time-dependent reaction rate coecient; the discussion by
Goodman et al.'"` on trigger waves in a model for catalysis; studies by Khrustova et
al.'"' on delay-induced chaos in catalytic surface reactions; and ion transport in
porous Sn oxide lms interpreted by Isidorsson et al.'"` in terms of a fractal dimension
of a surface relief. See also Zhdanov and Kasemo'"` for kinetics of rapid heterogen-
eous reactions on the nanometre scale.
Bychuk and OShaughnessy'""
>`
`
exp( x`)exp[ k
texp(x)]dx
(149)
where AJ
"
is the initial change in light reection after the laser pulse, k
is the average
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rst-order rate constant, is the width of the distribution, and
characterizes the
contribution of the slow component.
The stretched exponential function, which contains the same amount of parameters
as function (149) and which is able to give the same good t to experimental kinetic
curves in the study, was written as
AJ
R
/AJ
"
(1
D
)exp[ (k
D
t)D ]
D
(150)
It was stressed that relation (150) is derived from the fractal-like behaviour with a
time-dependent rst-order rate constant k(t) k'
D
tF fkD
D
tD. In terms of fractal
models the heterogeneity constant, h, is a parameter theoretically related to the
spectral fractal dimension of the reaction domain, ranging between 0 (for classical
homogeneous kinetics) and 1.
For a relationship between the heterogeneity constant h and the dispersion par-
ameter see the previous review.` Here we note that
: 1 h (151)
In a classic paper entitled Can one hear the shape of a drum? Kac`` considered a
problem which, in the context of a classic problem related to diusion in restricted
geometries considered by Hu rlimann et al.,`" is equivalent to determining the struc-
ture of the poregrain interface from the spectral function of the diusion equation.
Recently there has been much interest in Kacs problem in connection with studies of
quantum chaos.`` Hu rlimann et al.`" were concerned with the experimental and
theoretical analysis of the spectral function
G(t) Y
`
_
L
exp( z
L
t) (152)
where z
L
are the eigenvalues of the diusion equation, which are, of course, deter-
mined by the geometry of the pore space. Kac`` studied the early time asymptotics of
G(t) and showed that this function contains important information about the structure
of the poregrain interface. More particularly, Kac posed the following problem: if all
the eigenvalues, z
L
, of two dierent drums (which obey the same eigenvalue equation
and the same boundary conditions) are identical, must the two drums be congruent in
the sense of Euclidean geometry? After 25 years of struggle, mathematicians have
recently succeeded in answering this question`' and have shown that it is possible to
construct dierent drums which produce identical spectra. They showed, further, that
a non-isometric transformation connects the pairs of eigenfunctions belonging to each
eigenvalue. Recently Sridhar and Kudrolli`` have given a vivid experimental demon-
stration of this theorem. Despite that it was possible for Hu rlimann et al.```" to
determine the ratio of the surface area to the pore volume fromshort-time asymptotics.
Extraction of the energy distribution functions of heterogeneous surfaces from their
desorption kinetics is discussed by Cerofolini and Re.``"
Closely connected is the challenging problemof studying the scattering of light from
fractal surfaces, especially the WeylBerry conjecture that the high frequencies of
such fractal drums are governed by the Hausdor (fractal) dimension of their bound-
ary. For rigorous mathematical treatment of the problem see e.g. Lapidus,``
``"
Kigami and Lapidus``` and Lapidus and Maier.``'
Agglomerations of matter which fall into the size range of clusters and ultrane
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particles play a prominent role in nature and technology. Chaiken and Goodisman```
have described a rigorous connection between a coalescence growth model employing
the Smoluchowski equation and the log-normal distribution which has been used for
decades to classify empirically small particle distributions. The model assumes that
only binary collisional events occur, there is conservation of monomers over the
lifetime of the process, the clusters can be represented using a mass fractal approach
and there are no magic numbers. Numerically, it is easy to account for the eects of
evaporation, magic numbers, other inhomogeneities and possibly a non-conservative
process. The model correctly incorporates the existence of multiple kinetic pathways
for producing almost all cluster sizes. The properties of elemental cluster size distribu-
tions can apparently be related to the nature of the monomers as represented by the
Periodic Table. The model classied cluster size distributions on the basis of a single
scaling parameter which itself is a function of the dimensionality of the space in which
the coalescence process occurs, the fractal dimensionality of the clusters, the fractal
dimensionality of the trajectories of the agglomerating species between collisions, and
the scaling of the cluster velocities with increasing cluster size. See also Chaiken and
Goodisman.`````" Structure and arrangement of clusters in cluster aggregation were
discussed by Haw et al.;``" the relationship between fractals and clusters and order-
statistics was developed by Lavenda.`` Wattis and Coveney``` have presented a
model which includes the catalytic eects of clusters on the rate of formation of other
clusters. An application to cement hydration is shown. Diusion of clusters with
randomly growing masses has been discussed by Luczka et al.``` The inuence of
solutesolute interactions on segregation processes in multi-component solid sol-
utions, leading to the formation of a new phase with a given stoichiometric composi-
tion, has been investigated by Slezov et al.``" Expressions for the nucleation and
growth rates have been derived. Estimates were developed for the time required to
establish a steady-state nucleation rate in the system and the time interval for which
such a steady-state can be sustained. Based on these results, it is anticipated that a
method for an experimental determination of the parameters describing the interac-
tion of the solute components could be developed. The kinetic equation describing the
evolution of the cluster size distribution function has been generalized to account for
stochastic eects due to both uctuations in the growth rate and possible spatial
correlations of the evolving clusters in the matrix. The possible inuence of such
stochastic eects (thermal noise and random coalescence) on coarsening, described by
such additional terms, has been discussed. For a critical discussion of the analytical
approach to the normal grain growth of materials in a d-dimensional space with some
possible extensions to other growth phenomena see Gadomski.```
Miyake et al.``' have studied the inverse isotope eects in the surface diusion of
atoms. Diusion of atomic hydrogen on the surface and in the bulk of metals was seen
as a stimulating problem not only from a practical point of view but also as a
fundamental problem of quantum mechanics, since a signicant quantum eect is
expected for the lightest element. At high temperature, diusion occurs classically by
thermal activation following the Arrhenius equation. When the temperature decreases
down to around 100 K on metal surfaces one observes a classical quantum crossover
into a tunnelling region where the hopping rate shows a less pronounced temperature
dependence. The classicalquantumcrossover has been precisely investigated theoreti-
cally with a path integral formulation, which is one of the most powerful techniques to
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give a unifying description of hopping in both classical and quantum regions. Path
integral formulation leads to the well known fact that the crossover occurs distinctly in
a narrow temperature region. In this formulation, the crossover temperature is de-
nitely characterized by deformation of a Feynmann path mainly contributing to the
hopping, i.e. emergence of an instanton path describing tunnelling (cf. Section 2).
In the case of hydrogen diusion one can utilize three isotopes of hydrogen to
observe an interesting eect in the vicinity of the crossover temperature arising from
the dierence in mass of the hopping particles. Usually, an isotope eect is seen so that
lighter particles diuse more easily. It has been reported, however, that hydrogen
diusion on W(110) shows an anomalous isotope eect in that the heavier particle
diuses faster just above the classicalquantumcrossover.```
`"`
Ball and Davies`"" have analysed the gating mechanism of a single ion channel
which is usually modelled by a continuous-time Markov chain with a nite state space.
The state space is partitioned into two classes, termed open and closed, and it is
possible to observe only which class the process is in. In many experiments channel
openings occur in bursts. This can be modelled by partitioning the closed states further
into short-lived and long-lived closed states, and dening a burst of openings to be a
succession of open sojourns separated by closed sojourns that are entirely within the
short-lived closed states. There is also evidence that bursts of openings are themselves
grouped together into clusters. This clustering of bursts can be described by the ratio of
the variance Var[N(t)] to the mean N(t), of the number of bursts of openings
commencing in (0, t]. Two methods of determining Var[N(t)]/E[N(t)] and
lim
R
`
Var[N(t)]/E[N(t)] were developed, the rst via an embedded Markov renewal
process and the second via an augmented continuous-time Markov chain. The theory
was illustrated by a numerical study of a molecular stochastic model of the nicotinic
acetylcholine receptor. Extensions to semi-Markov models of ion channel gating and
the incorporation of time interval omission were discussed. Eizenberg and Klafter``"
have investigated the motion of molecules in a time-dependent environment that
involves crossing of several geometrical barriers that act as bottlenecks. The work has
been motivated by the multibarrier nature of ligand motion in protein. They have
solved explicitly the cases of two bottlenecks and two correlated uctuating bottle-
necks.``"
For non-linear theory of ionic transport through track-etched nuclear membranes
see Grzywna et al.`` These membranes have been present in membrane science for
more than three decades in both basic research, in which they have been used as
prototypes of porous membranes separating two electrolyte solutions, and in technol-
ogy, being used in various devices mostly from the ltration family.
7 Concluding remarks
The research on dispersive rate processes in condensed media continues to expand in
its scientic scope. Its impact on scientic activity in numerous areas of study,
including some branches of mathematics, cannot be overestimated. In the nineties, the
tightening of links between experiments, theory and computer simulations is evidently
rewarded.
The promises of dispersive kinetics have been fullled in a substantial part. Reaction
patterns with a time-dependent specic reaction rate, once introduced in a heuristic
manner, are now well rationalized by stochastic models of reactions in disordered
and/or low-dimensional media. The variability of dispersive reaction patterns, needed
to reproduce the experimental results adequately, is seen to arise froma coupling of the
reaction course to the stochastic behaviour of the reactant environment.
162 A. Plonka
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In the limit of ecient renewing of reactant environment classical kinetic patterns
with a constant specic reaction rate are recovered. It is possible to extend the
traditional interpretation of the constant specic reaction rate in terms of an energy
prole along the reaction path to a time-dependent specic reaction rate and a
time-dependent activation energy. New perspectives are, however, seen, as the once
abstract notions of fractal space and time, used in stochastic models of dispersive
kinetics, now appear naturally and inevitably in chaotic dynamics.
Acknowledgements
I thank Professor Graham Webb for his suggestion that I write this review and to my
wife Ewa for her invaluable help in all work and for the nal formof the text. This work
was supported by the Polish State Scientic Research Committee (KBN), in part by
Grant 3 T09A 025 10.
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