200
Nuclear Phymcs B (Proc Suppl ) 5A (1988) 200-208 North-Holland, Amsterdam
STATISTICAL MEDIA Muhammad
PHYSICS OF LINEAR AND NONLINEAR,
SCALAR AND VECTOR TRANSPORT PROCESSES
IN DISORDERED
SAHIMI
Department
of Chemical Engineering,
University of Southern California,
Los Angeles,
CA 90089-1211
Recent developments in modelling transport processes in disordered media are reviewed. These include conductivity, diffusivity and elasticity of disordered solids, and failure and yield mechanics of such systems. We focus our attention on transport processes in discrete and continuous percolation systems, and discuss the behavior of transport and mechanical propertles of these close to, and away from the percolation threshold.
shes as g~
i. INTRODUCTION The determination mechanical
of effective
properties
as diffusivity,
and
of disordered media such
conductivity
been of great interest port properties
transport
and elasticity has
for a long time. Trans-
and mechanics
depend on their morphology,
of such systems
i.e., their topolo-
backbone
and the backbone
fractlon X B (the
is made of multiply
IC) vanishes
connected bonds in
as EBB. For length scales L <<
~p,
the IC is a fractal ob3ect with a fractal dimension dlc=d-B/~,
while the backbone has a frac-
tal dimension dBB=d-SB/~, tial dimension.
where d is the spa-
Currently accepted values are,
gy and geometry. While the effect of geometry
~=4/3, ~=5/36 and BB=39/72
has been appreciated
B=0.43 and ~B=0.9 for d=3. For d ~ 6, the mean-
for a long time, until
for d=2, and ~=0.88,
recently I, the effect of topology had been
field exponents,
ignored in most of theoretical
exact. The scaling of transport
efforts.
percolation
works 4'5 have been used extensively disordered media. bond (site)
In a percolation
is the percolation
On the other hand, attention has also been
net-
focussed on the application
to model network each
is present with probability
absent with probability
propertles near
Pc will be dlscussed below.
Since the pioneering works of Last and Thouless 2 and Kirkpatrick 3
V=I/2, B=I and BB=2 become
p and
l-p. For P>Pc' where Pc
threshold of the system,
a
of percolation
theory to modelling of electrzcaland
mechanical
failure in disordered media, which are phenomena of technological
importance.
previous models discussed
Most of the
in the literature
cluster of present bonds is
incorporate
artificial
formed. A bond can represent a channel in a
microscopic
laws of failure, whose contrl-
porous medium through which the flow of fluids
bution may not even be essential,
sample-spanning
takes place,
or it is a resistor that allows the
flow of electrical spring,
current,
representing
or it can be a
a solid phase. Such perco-
features and complex
ication of percolation
and the appl-
theory appears to be
more appealing and promlslng. This paper summarizes
recent advances
in
lation networks have proven to be powerful tools
modelling
of linear and nonlinear
for studying transport processes
in disordered
processes
in disoredred media using percolation
is the behavior
networks.
We focus our attention on, (a) con-
systems.
Of particular
of topological
interest
and transport
As Pc is approached,
properties near Pc"
the correlation
length ~p
diverges as ~-~, where e=p-pc. The fraction of bonds in the infinite cluster
(IC) vani-
0920-5632/88/$03 50 © Elsevier Science Pubhshers B V (North-Holland Physics Pubhshlng D,wslon)
ductivity and diffuslvlty (linear and nonlinear
of percolation
scalar transport),
elastic moduli of dlsoredred by percolation
transport
clusters
systems (b) the
solids represented
(linear and vector tra-
M Sahlml /Dtsorderedmedta
nsport),
and (c) yield and failure phenomena
percolation
systems
in
(linear and nonlinear,
scalar and vector transport).
Particular
201
the details of the system.
Computer slmulations
have shown that, aside from a special case,
atten-
and s are indeed universal.
tion will be paid to the behavior of transport
to this universality
processes near Pc" The interested
conductivity
reader is
of random continuous
referred to Ref. 6, where some other applica-
systems.
tions of percolatlon
so-called ~ i s s - ~ e e s e
theory have been discussed.
The only exception
is when one considers the percolation
The best known of these systems is the model,
in which spherical
holes are randomly placed in a medium having 2. CONDUCTIVITY
AND DIFFUSIVlTY
otherwise uniform transport properties,
Consider a percolation network in which each bond is a resistor whose conductance distributed
quantity.
In the simplest
can take on one of the two values, probabilities
g is a
takes place through the channels
between the nonoverlapping
case, g
a and b , w i t h
p and l-p, respectively.
transport
If a is
spheres. Halperin
et al. 15 have shown that the distributlon conductances f(g) ~ g
of the channels has the form,
Cheese model 15 onto an equivalent
cting and insulating
which the role of the channels
E vanishes as Pc is approached,
conductivity according
~ (p-pc)~
(i) and ~(d=2)=1.3,
one obtains a network of conducting
and superconducting
elements
Z ~ (pc-p) -s
for which
shows that the exponents elasticity
a duality argument 7 s(d=2)=~(d=2); s(d=3)=0.75
one also has,
and s(d ~ 6)=0. The exponent
s
appears in the critical behavior of dielectric constant 8'9, the absorption
exponents 16 discussed below)
models 16. For example,
exponent , and by
coefficient
of metal-
insulator composites I0, in the conduction
~ and s (and the
for the Swiss-Cheese
~(l-a) -I where s is another dynamical
model donor
in the network
models 15. But, the analysis of Halperin et aZ.
different
(2)
in
f(g). The topolo-
differ from their counterparts
and ~(d > 6)=3. If a is infinite and b
is finite,
network,
is played by the
gical exponents of the Swiss-Cheese
where ~ is a dynamical exponent ~(d=3)=2
resistors with a distribution
to the power law 3
of the
, with 0 < ~
finite and b=0, one obtains a network of conduelements, whose effective
and
can be
and related
~ is replaced by ~ +
a result that has been confirmed by
a variety of methods 17-19. This result had actually been predlcted much earlier by approxima~ 20,21 tecnniques . In general, as stated clearly by us 22, the universality is violated
of bi-
if
of transport
r°° f( ) f_l=J0 I---~g -$2- dg
exponen~
(3)
nary metallic alloys 7'II and, possibly, in the 12 dlvergence of the viscosity of gels (see below)°
diverges
The percolation
singular f-i can also cause drastlc changes in
with
conductivity
problems
associated
(i) and (2) are speclal limits of a general
two component
random resistor network of poor
and good conductors
(with a>b). One can
(i.e., the probability
finite). A conductance
sion-controlled
diffusing molecule f-i is divergent,
magnetic
field is played by the ratio
An important
question
and independent
For example,
in
for the dlffu-
and B a statlonary one, if then, the decay with timet
of
the density of A is of the form23,t-X,insteadof
h=b/a
is whether the expo-
nents ~ and s are universal
with a
reaction A+B~B, where A Js a
a magnetic
in which the role of the
distribution
the behavior of other types of phenomena dlsordered media.
develop 7'13 an analogy between this system and system,
that g=O is
of
exp(-t6), Another
where 24 ~=d(d+2) -I important
question is whether ~ and
202
M Sahlml / Dzsordered medm
s are related to topological
exponents
~, B and
BB, i.e., whether dynamical exponents are related to static ones. This question has recently received considerable since Alexander
attention,
especially
and Orbach25(AO)
proposed a
and conjectured
that this is in fact an exact
result. Early plausibility arguments 32'33 and 34~35 numerical simu±ations seemed to support this. But more accurate simulations in both 36 and three dimensions 37, together with an
two
relation between ~, V and B. Before stating the
E-expansion 38 (E=6-d), ds=4[l-E/126
AO conjecture,
indicate that the AO conjecture
percolating
we briefly review diffusion
clusters.
Einstein relation,
Because of the Nernst-
one can replace the conduc-
tivity problem with an equivalent problem.
in
diffusion
implies that
~=[(3d-4)~ -~]/2.
('the
ant') which performs an unbiased and nearestneighbour
random walk on a percolation
('the labyrinth').
cluster
The root mean-squared
displ-
(RMSD) R of the walk grows with time as
R ~ tk~ where d =k -I is the fractal dimension of w the walk. If R >> ~p, then dw=2 for all d, but if R << ~p, then, d w depends on d. This problem 27 was first studied by Mitescu and Roussenq and Straley 28. Gefen et al. 29 and Havlin et al. 30 showed that if one averages R over all percolation clusters, whereas
Note that the AO conjecture
(5)
Thus, de Gennes 26 suggested that one
should consider the motion of a partlcle
acement
+O(~2)]/3,
is not exact, . 739,40 although the matter is still controversla±
then, d =2(2~+~-B)(2~-8) -I, w if R is calculated for only the IC~ then
Aharony and Stauffer41(AS) the AO conjecture
argued that even if
is exact,
it might be so only
above a lower critiaal dimensionality
dl, and
suggested that at d=d/ one must have df=2. Sahimi 42 provided further support
for the AS
argument by using a relation between the conductivity problem and the Heisenberg
ferromagnets
at low temperatures. The AO conjecture means that dw=3df/2 , whereas AS suggested dw= df+l for d ~ d 1. These conjectures
have also been
tested for other fractal systems 43-46, and their validity
is still an open questlon;
see
the review of Havlin and Ben-Avraham 47. Note that if one averages N(~) over all clusters,
d =2 + (~ w
~)Iv,
where both of these relations
(4) for d
for R << ~p (e.g., at pc ) . Thus, random walks on percolation a means of estimating
one obtains N(~) ~
are valid
w simulating
an effective-medium
clusters provides
~30,31.
Such random walks
also provide 25 a simple way of measuring
the
power law behavior of harmonic excitations density of states N(0J) at low frequencies
and ~0:
N (~) ~ ~ ds-l. For ~0>0~ , where ~0 is a critical d e frequency and ~0c ~~-P w~2, one has the usual relation N(~) ~ d - z .
Here d s is the fracton or
~q-1, where48 q=2d/dw,whic h
does not agree with the calculation of N(~) by approximation 49'50 (EMA).
Note also that d
governs all properties of $ random walks on fractals; mean number of sltes
visited scales as 32 t X, the probability
of
return to the origin as 25~32 t -X, and mean number of visits to the origin scales as 51 t ° , where, X=~ +l=d /2. It has also been shown s that 47'52'53 for most diffusion processes on fractal systems,
the probabillty
of finding the
spectral dimension 25, ds=2df/dw, where df is the
random walker at a point X at time t is no~
fractal dimension of the system~ and for perco-
Gaussian.
lation d
is given by (4) (if a single cluster
de Gennes
54
also suggested
that one can use
w
is considered). diffusion
The crossover between normal
and that characterized
by d takes w such that t =~0-2. Moreover, c e c that for the IC, d s =4/3 for 2~_d <--6,
random walks to study superconducting tion clusters.
The properties
percola-
of such random
place at a time t
walks have been studied recently 13'55-58.
AO observed
is the so-called termite problem.
Thls
[t appears
M Sahtmt /Dtsordered rnedla
203
that, in contrast with the ant limit, one
if some of the springs are already stretched in
cannot define a fractal dimension d
equilibrium
termltes. s=~-B/2,
for the
w It has also been suggested that 59
to some rubbers and gels),
data 60 .
More recently, and voltages
dominant, the distributions
in percolation
studied 61-63.
of currents
clusters have been
It has been shown that each mom-
or use
with a distinct
and an infinite set
models,
is needed to fully characterize
such distributions.
The distribution
has also been used to study resistance
G vanishes
fluctua-
tions and i/f noise in metal-insulator mixtures.
rigidity percolation,
Mechanical
IN ELASTIC NETWORKS
properties,
data 73'74
It has been argued 70 that f>l+~d. No estimate is available yet, but Sahimi 75 and
Roux 76 have proposed
e.g., the elastic
that
f=~+2~,
moduli G, of percolation networks were first
to that of
and in fact72,f(d=2)=3.96
which is consistent with experimental
of f(d=3) 3. PERCOLATION
as (p-pc)f , in which f is
neither equal to ~, nor is it equal
of currents
to Gare
and the analogy 65 between elasticity
that can bend and stretch (the bending model), 71 beams instead of springs. For such
is characterized
of exponents
it has been
and conductivity may hold. Otherwise, in order 7O to shift Pce to Pc' one has to use springs
ent of such distributions exponent,
then,
argued 69 that the scalar contributions
but this does not agree with the
available
(a situation which may be relevant
(7)
studied by Jerauld 64. He studied 2d percolation
which agrees with the estimate of f(d=2), and 77 appears also to be exact within a Flory-like
networks
theory•
in which each bond represents
that can be stretched. lation threshold
a spring
He found that the perco-
estimates
Pce of the system is much
higher than the connectivity
threshold
Equation
Pc' the
(7) also predicts
that f=3.76
at d=3, which agrees with the experimental
rials 74
of f for gels 78 and sintered mateEquation
(7) is also exact for d> 6
reason for this being the fact that the defor-
where f=4. Continuum
mation of many configurations
been studied 14'16, and have been shown to be
of the network
can be done at no cost to the elastic energy of
G ~ (p-Pce)f
de Gennes's conjecture
that 65 f=~. Feng and Sen 66 independently
system, usually called the are different lation.
properties
of this
rigidity percolation,
from those of connectivity
For example,
reach-
It has been shown 67'68
that even the topological
the correlation
perco-
length of
the system diverges as P+Pce with an exponent e where ~e~l.l;
dBB=I.9 and f=1.45 for d=2. No
reliable estimates
of these are available at
d=3. Because of these pecularities, percolation
is said to be
large for the Swiss-Cheese model. An EMA for G
developed 64'79 for all d, and for the bending
(6)
ed the same conclusion.
to f have also
in the rigidity percolation model has been
the system. He also found that near Pce
where f>~, contradicting
corrections
the rigidity
underconstrained. But,
model 80 for d=2. Other mean-field
like argu-
ments have also been advanced 81 for estimating Pce for various
systems.
More recently,
the distribution
elastic percolation
of forces in
networks has been studiedS~~
It appears that one needs an infinite exponents
set of
to describe this distribution,
the determination distribution of estimating
and
of the second moment of this
provides a highly accurate method f and other quantities.
In addi-
tion, the concept of nolse in electrical net82 works has been extended to elastic networks .
since Pce>Pc , this is not a very realistic model
Finally,
for disordered
changes the values of the two Lame'coefficients
solids.
If the random system is pre-constrained,
i.e.,
it has been suggested
in the rigidity percolation,
that 83 if one
f would vary
204
M Sahlml / Disordered medta
continuously
with the ratio of the two
percolation
Similar to superconducting works,
percolation
net-
one may also consider 67 a superelastic
network
cluster.
Ra(L)
coefficients.
and as L -~°, equation familiar form R
in which a fraction p of the springs
Then,
~ L ~(a)/v,
exponent
(9)
(9) crosses over to the
Ip-pc I-~(~). The conductivity
is then given by N=(d-2)~+[~-v]/e.
It
are totally rigid. For such a network one has -T G ~ (Pce-P) , (8)
has been shown 87 that at d=2 one has s(a-l)=
as P+P~e"
nent of the nonlinear network.
It has been argued 67 that such a net-
work might be a better model for explaining divergence
of viscosity
the superconducting percolation,
the
of gels near Pce' than
networks 12. For the rigidity
it appears that 67 T
the bending model 84'85 T=s. No reliable estimate of T at d=3 is currently available, relation between
T and other exponents has
linearities
on transport
in relatively
the number of bonds on the shortest path ^ through the cluster, Lmi n - L ~min, w h e r e 89
~ . ~l.l mln
and 1 . 6 3 f o r
^
d=2 and 3. B l u m e n f e l d
unless the network is fully symmetrLc
the effects of non-
the number of bonds in the Zongest self]avoiding
processes
few papers.
have been
walks between the two terminals,
Most of
Moreover,
L ~L ~max max they proved that as a+ -~, one has
~(a) ~ zlal, where z describes
of elements
maximal
involving both reversible and
irreversible nonlinearities.
The first type is
by nonliear resistors or springs
for which the Ohm's law or the Hook's law has been generalized,
whereas the second type invo-
lves burntout or breakage of such elements. first type of models such as nonNewtonian porous media. models
is
relevant
The
to phenomena
and turbulent flows in
of mech-
anical and electrical yielding and fracture
in
materials.
4.1. Transport
Nonlinear Elements
obeys the generalized
i.e., the largest number of bonds
N which one can cut in order to break the backbone into two pieces;
resistors,
percolation
each of which
Ohm's law, V=rlll~sgnl,
N~L z. It was also shown 90
that d~/d~ < 0, and that ~(e)=l for aTl a and d ~ 6. For a < 0 there exists 90 a fami7 U of
solutions, corresponding
to different
the network.
directions
through some bonds, and a local
extremum in the dissipated
electrical
power of
Meir et al. 91 studied the critical
behavior of such nonlinear networks using series while Harris 92 developed
sion for ~(~). It appears that 90'93, the linear networks,
Kenkel and Straley 86'87 proposeda network of nonlinear
the terminals,
expansions,
in Networks with Reversibly-
the scaling of the
cutting surface of the backbone between
of the currents
The study of the second type of
is relevant to the description
heterogeneous
(which is
clusters near pc ) ,
~(~) has a singularity at a=0 and, in particular ^ ~(0-)=~max, where ~max describes the scaling of
these studies are based on percolation networks
characterized
and
NETWORKS
IN PERCOLATION
Depite their importance,
Blumenfeld
A h a r o n y 88 p r o v e d t h a t ~ ( ~ ) = ~ ( ~ ) / v = - 1 , a n d ^ ~ ^ ^ ~(0 )=~min' where ~min describes the scaling of
not the case for percolation
4. NONLINEAR TRANSPORT
expo-
et a l . 90 proved that ~(a=-l)=dBB and that,
and no
been proposed.
explored
a~(a), where s(~) is the superconducting
of exponents
similar to
one needs an infinite
to fully characterize
bution of currents and voltages networks.
an e-expan-
Noise and resistance
set
the distri-
in the nonlinear fluctuations
have
between the voltage drop V, current I and the
also been studied 91'g3 in the nonlinear networks,
nonlinear
which are relevant to charge-density-wave
resistance r, where ~ is a constant.
Consider the mean resistance terminals,a
distance L apart,
R (L) between two on the same
ems and noise in metal-insulator
mixtures
syst93 94 ' .
M Sahlml / Disordered medta
4.2. Transport in Networks with Irreversibly-
205
all springs whose lengths have exceeded I
Nonlinear Elements
are c broken. The shape of the macroscopic fracture
Such models have been essentially developed
depends crucially on the form of the probability
for studying yield and failure phenomena in disordered solids. Earlier models did not use percolation concepts.
Molecular-Dynamic
They were either 95'96 based on
simulations
(MDS) based on
density function
(PDF) of 1
or k . If the first c e inverse moment of this PDF is finite (i.e., if
1 and k do not assume zero values), one always c e obtains a single fracture spanning the system
Newtonian dynamics and a Lennard-Jones potential,
in which,
or used 97 models that were based on diffusion-
fraction of springs have broken. However,
limited aggregates which are nonequilibrium
this moment is divergent
structures.
(i.e., ~
or k
if do
c e assume zero values with a finite probability),
Chakrabarti and co-workers 98 used
MDS and studied the fracture behavior of disord-
then, one obtains a branched, fractal-like fracture, and the breakdown of the system is
ered solids near Pc.a/?9 De Arcangelis et
in the limit L -~°, a vanishingly small
and Takayasu
I00
were the
more gradual. The first case is similar to a
first to use percolation networks to study
first order phase transition, whereas the second
failure phenomena.
one resembles a second order phase transition.
In the model of de Arcangelis
et al., each bond of a network is a fuse with
Of particular interest is the distribution of
probability p and an insulator with probability
breakdown strengths.
l-p. Each fuse has a unit conductance and it
that, on application of an external voltage
burns out and becomes an insulator if a voltage
gradient VB/L (or a strain S), the system will
drop of more than unity is imposed on it.
breakdown.
Fracture occurs when enough fuses have burnt out
ture phenomena I04, this distribution is in the
such that the entire network has broken down. We
form of a Weibull distribution,
In the classical literature on frac-
call this the fuse model. A closely related model which is called I01'I02 the dielectric model,
P=l-exp[-c I
is
This is the probability P
Ld
(V/L)
ml
],
(i0)
the one in which each vacant bond can withstand
where c I and m I are constant. Duxbury et al. I05
a voltage drop of unity, beyond which it becomes
showed that for the fuse model near p=l,
a conductor.
The network suffers dielectric P=l-exp[-c2Ldexp(-m2L/V)],
breakdown if enough of the vacant bonds breakdown. In Takayasu's model, the resistance of the bonds are uniformly distributed,
and if the
(ii)
where c and m 2 are also constant. Stephens and I~6 Sahimi have shown that equation (ii) is valid
voltage drop along a given bond exceeds a pre-
even if the system does not have the topology of
assigned value,
a percolation cluster, and if the conductances
its resistance is reduced by a
large amount. The damaged resistors are subse-
of the fuses are distributed quantities,
quently not altered.
first inverse moment of the PDF is finite.
Elastic percolation models of fracture phenomena were introduced by Sahimi and Goddar~0~ In their model,
each bond of a fully-connected
However, neither
if this moment is divergent,
if the
then,
(i0) nor (ii) can provide a good fit to
P. An equation similar to (ii) also holds for
network is a spring that breaks if stretched
the dielectric model I05.
beyond a critlcal length 1 . Both 1 and the c c elastic constant k of the spring are distribue ted quantities. At each step of the simulations,
voltage (strain) VB, i.e., the voltage
Another quantity of interest is the breakdown
at which the network becomes conducting
(strain)
M Sahzml /Dtsordered media
206
(dielectric model),
or insulating
For the dielectric model,
(fuse model).
VB/L=I at p=0 and
VB/L=O for p> Pc" However,
studied I08'III
V B by the
gap gm of the network,
the minimum number of conducting
Here a(p) and b(p) are some
of p. Continuum corrections
and have been found to be
large for the Swiss-Cheese model.
i.e.,
bonds which
models of failure phenomena, principle
have also been developed I12
order to get a conducting
properties
according
sample-spanning Xl Then, gm ~ (Pc -p) , where Xl=X to Stinchcombe e~ a~., who also argued
that x=v. This is supported by the numerlcal
ACKNOWLEDGEMENTS I would like to thank S. Arbabi,J.D. B.D. Hughes,
fuse model one has
M.D. Stephens
where I08 y=~-(d-l)~.
,
G.R. Jerauld,
failure
model I03 S diverges as
for their collaborations
st~-nulating discussions. were supported
,
Goddard,
H. Siddlqui and on
portions of the work revlewed here, and for
(13)
For the mechanical
S ~ (p-pc)-ym
above,
, and their
have been studied.
results of Manna and Chakrabarti I02. For the
VB/L ~ (p-pc)-y
Several other
which are in
similar to the ones discussed
are to be added to the insulating network in
cluster.
to the
exponents x, y, Ym and fm have also been
(12)
Stinchcombe c~ ~7. I07 approximated minimum insulating
functions
as p+pc one has
VB/L ~ (pc-p) x.
failure models.
Portlons of this work
in part by the NSF (;rant
CBT 8615160 and the Air Force Office of Scien-
(14)
where simulations of Sah~ni and Goddard I03 and 109 experiments on perforated metal fomls both
tific Research Grant 87-0284.
indicate that Ym=l.4 at d=2. No relatlon between
REFERENCES
Ym and the other exponents
I. J.M. Ziman, Models of Disorder (Cambridge University Press, Cambridge, 1979).
yet. If mechanical applying
an external
force F, then
F - (p-pc)fm
,
which is conslstent
2. B.J. Last and D.J. Thouless, 27 (1971) 1719.
(15)
and it has been suggested fm=[f+(d-dBB)V]/2.
has been suggested
failure occurs because of
3. S. Kirkpatrlck,
that 98'I0g,
Thls yields fm=2"25 at d=2, with the experimental
Phys. Rev. Lett.
Rev. Mod. Phys. 45(1973)574.
4. M. Sahimi, in The Mathematics and Physics of Disordered Media, eds. B.D. Hughes and B.W. Ninham (Springer, Berlin, 1983) pp 314-346.
result I09, f =2.4+ 0.4. The relation m -Ii0 fm=[f+(2-dic)V]/2 has also been proposed
5. D. Stauffer, Introduction to Percolation Theory (Taylor and Francis, London, 1985).
which yields f
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=2.05, which is still consistent m with the experimental result and, thus, the precise relatlon between f is yet to be determined. are supposed
m
and other exponents
Equations
to be valid for P=Pc" However,
p=l (or p=0 for the dielectric model) a different
7. J.P. Straley,
(12)-(15) for
one has
result I01'I05
VB/L ~ [a(p) +b(p)(in L)~] -I,
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