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Applied Mathematical Sciences
Muhammad Sahimi
Applications
of Percolation
Theory
Second Edition
Applied Mathematical Sciences
Founding Editors
F. John
J. P. LaSalle
L. Sirovich
Volume 213
Series Editors
Anthony Bloch, Department of Mathematics, University of Michigan, Ann Arbor,
MI, USA
C. L. Epstein, Department of Mathematics, University of Pennsylvania,
Philadelphia, PA, USA
Alain Goriely, Department of Mathematics, University of Oxford, Oxford, UK
Leslie Greengard, New York University, New York, NY, USA
Advisory Editors
J. Bell, Center for Computational Sciences and Engineering, Lawrence Berkeley
National Laboratory, Berkeley, CA, USA
P. Constantin, Department of Mathematics, Princeton University, Princeton, NJ,
USA
R. Durrett, Department of Mathematics, Duke University, Durham, CA, USA
R. Kohn, Courant Institute of Mathematical Sciences, New York University,
New York, NY, USA
R. Pego, Department of Mathematical Sciences, Carnegie Mellon University,
Pittsburgh, PA, USA
L. Ryzhik, Department of Mathematics, Stanford University, Stanford, CA, USA
A. Singer, Department of Mathematics, Princeton University, Princeton, NJ, USA
A. Stevens, Department of Applied Mathematics, University of Münster, Münster,
Germany
S. Wright, Computer Sciences Department, University of Wisconsin, Madison, WI,
USA
The mathematization of all sciences, the fading of traditional scientific boundaries,
the impact of computer technology, the growing importance of computer modeling
and the necessity of scientific planning all create the need both in education and
research for books that are introductory to and abreast of these developments. The
purpose of this series is to provide such books, suitable for the user of mathematics,
the mathematician interested in applications, and the student scientist. In particular,
this series will provide an outlet for topics of immediate interest because of the
novelty of its treatment of an application or of mathematics being applied or lying
close to applications. These books should be accessible to readers versed in
mathematics or science and engineering, and will feature a lively tutorial style, a
focus on topics of current interest, and present clear exposition of broad appeal.
A compliment to the Applied Mathematical Sciences series is the Texts in Applied
Mathematics series, which publishes textbooks suitable for advanced undergraduate
and beginning graduate courses.
Muhammad Sahimi
Applications of Percolation
Theory
Second Edition
Muhammad Sahimi
Department of Chemical Engineering
and Materials Science
University of Southern California
Los Angeles, CA, USA
This Springer imprint is published by the registered company Springer Nature Switzerland AG
The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland
Dedicated to
the people of my native land, my beloved Iran,
may they live in freedom, peace, and
prosperity;
and to
the memory of my brother, Ali (1958–1981),
who lost his life for his ideals
Preface to the Second Edition
Shortly after the first edition of this book was published in 1994, a European physicist
remarked that “percolation as a research field is dead.” Since then, however, perco-
lation theory and its applications have advanced greatly. On the experimental side,
new instruments have made it possible to measure various properties of heteroge-
neous systems. As a result, characterization of heterogeneous materials and media,
which have provided fertile grounds for applying percolation theory to model their
properties, can now be done in great details and have demonstrated the crucial role
of connectivity on their properties. Many new concepts and ideas, such as complex
graphs and networks, as well as extensions of the classical percolation model, such
as explosive and optimal percolation, have also been developed that have made it
possible to greatly extend the range of possible applications of the theory. New
methods of analysis have also made it possible to analyze precise data for large-scale
industrial and societal problems, which have demonstrated the crucial effect of the
connectivity on the properties of such systems, hence motivating further develop-
ment and applications of percolation theory. As a result, not only are percolation
theory and its applications not dead, but they are in fact thriving.
Such new developments motivated the preparation of the second edition of this
book. But this new edition does not represent merely an updated version of the first
edition. All the chapters have been rewritten completely, updated, and expanded.
Multiple new chapters have been added that demonstrate clearly the depth and breadth
of the role of connectivity and percolation in an enormous number of phenomena.
Throughout my life, I have been blessed by great mentors. My mentors for life,
my mother, Fatemeh Fakour Rashid (1928–2006), and father, Habibollah Sahimi
(1916–1997), instilled in me my love for reading and science. Over 48 years after
taking the first of many courses with him, I am still influenced by Dr. Hassan Dabiri,
my first academic mentor when I was attending the University of Tehran in Iran, and
his outstanding qualities, both as an academic mentor and as a wonderful human
being. My advisors for my Ph.D. degree at the University of Minnesota, the late
Profs. H. Ted Davis (1937–2009) and L. E. Skip Scriven (1931–2007), introduced
me to percolation theory.
vii
viii Preface to the Second Edition
As the famous song by John Lennon and Paul McCartney goes, I get by with a
little help from my friends, except that in my case my students and collaborators
have given me a lot of help, and have contributed to my understanding of the topics
described in this book. First and foremost, I have been blessed by many outstanding
doctoral students and postdoctoral fellows with whom I have worked throughout
my academic career on some of the problems described in this book. They include
Drs. Sepehr Arbabi, Fatemeh Ebrahimi, Hossein Hamzehpour, Mehrdad Hashemi,
Abdossalam Imdakm, Ehsan Nedaaee, and Sumit Mukhopadhyay. Over the years, I
have also been most fortunate to have fruitful collaborations with many friends and
colleagues on research problems related to what is studied in this book, including
Profs. Behzad Ghanbarian, Joe Goddard, Barry Hughes, Allen Hunt, Mark Knack-
stedt, Reza Rahimi Tabar, Charles Sammis, Nima Shokri, the late Dietrich Stauffer,
and Theodorte Tsotsis. I am extremely grateful to them.
Michael C. Poulson was the publisher of the first edition of this book with Taylor &
Francis, as well as a close friend. He passed away on 31 December 1996 at the age
of 50. In preparing this edition, I greatly missed his wise advices, great humor, and
cheerful personality.
My wife Mahnoush, son Ali, and daughter Niloofar are the sunshine of my life.
They put up with my long absence from family life, and my spending countless
number of hours at home in front of the computer to write this book. This edition
would not have been completed without their love, patience, and understanding.
I dedicate this book to the people of my native land, my beloved Iran, and the
memory of my younger brother Ali (1958–1981). He was a university student when
he lost his life on 19 September 1981 during his struggle for his ideals for a better
Iran. I will miss him until I meet him again.
ix
x Preface to the First Edition
xi
xii Contents
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 611
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 671
Chapter 1
Macroscopic Connectivity as the
Essential Characteristic of
Heterogeneous Systems
1.1 Introduction
Let us begin this book with the introduction of a paper of the author published nearly
four decades ago (Hughes et al. 1984), which has been modified slightly:
It is a fact of life, which is as challenging to the mind of the scientists as it is frus-
trating to their aspirations, that Nature is disordered. In nowhere but the theoreti-
cian’s supermarket can we buy clean, pure, perfectly characterized and geometrically
immaculate materials. Engineers work in a world of composites and mixtures, and
biologists must grapple with even more complex systems. Even the experimentalist
who focusses on the purest of substances—carefully grown crystals—can seldom
escape the effects of defects, trace impurities, and finite boundaries. There are few
concepts in science more elegant to contemplate than an infinite, perfectly periodic
crystal lattice (which physicist have been using for decades), and few systems as
remote from experimental reality. We are, therefore, obliged to come to terms with
disordered media: variations in shape and constitution often so ill-characterized that
we must deem the media’s morphology to be random, if we are to describe it. The
morphology of a medium has two major aspects: topology—the interconnectiveness
of individual microscopic elements of the medium—and geometry—the shape and
size of the individual elements.
As if this were not enough bad news, we know that however random the stage
upon which the drama of Nature is played out, it is also at times very difficult to
follow the drama’s script. We believe, at least above the quantum mechanical level,
in the doctrine of determinism, yet important continuous systems exist in which
deterministic descriptions are beyond hope. A well-known example is diffusion for
which, over certain length scales, we observe an apparent random process, implying
that diffusion is governed by disordered dynamics.
The statement remains as valid as ever and, therefore, we still must address the
same type of phenomena occurring around us. Nature is disordered, both in her struc-
ture and the processes that she supports, with the two types of disorder often being
concurrent and coupled. An example is fluid flow through a porous medium where
the interplay between the disordered morphology of the pore space and the dynam-
ics of fluid motion gives rise to a rich variety of phenomena, some of which will
be described later in this book. Despite considerable progress in understanding flow
phenomena in porous materials (Sahimi 2011), many problems remain unsolved, pre-
cisely due to the disordered morphology of the pore space and disordered dynamics
of fluid flow.
Despite the rather obvious disorder in Nature, many phenomena that occur in
heterogeneous systems were, for several decades, analyzed by physicists, engineers,
and others only by statistical mechanics, or by the application of such models as
Boltzmann’s equation. Remarkable progress was made by representing the systems
of interest as periodic structures or lattices. As one always must confront the real
world, however, it became clear that a statistical physics of disordered media must be
devised that can provide methods for predicting the macroscopic properties of such
systems from laws governing the microscopic world or, alternatively, for deducing
microscopic properties of such systems from the macroscopic information that can
be measured by experimental techniques. Such a statistical physics of disordered
systems must take into account the effect of both the system’s connectivity and
geometry. But, whereas the role of geometry had already been appreciated in the early
years of twentieth century, the effect of topology was ignored for many decades, or
was treated in an unrealistic manner, simply because it was thought to be too difficult
to be taken into account.
Science never stops its progress. A study of its history indicates, however, that its
progress is not usually made with a constant rate, but rather in a sporadic manner.
There are periods of time when a phenomenon appears so difficult that we do not even
know where to start analyzing it, but then there are also periods when a quantum-leap
discovery removes an obstacle to scientific advances and enables great progress. An
example is the discovery of a new class of superconducting materials. Supercon-
ductivity was first discovered by the Dutch physicist Heike Kamerlingh-Onnes1 in
1911 in metallic mercury below 4 K. It took 75 years to fabricate materials that
were superconducting at temperatures much higher than 4 K. IBM researchers Bed-
norz and Müller (1986) showed that it is possible to have superconductivity in (La,
Ba)CuO alloys at temperatures Tc > 30 K. Subsequently, it was shown by Takagi
et al. (1987) that the phase La2−x Bax CuO4 with x ∼ 0.15 is responsible for bulk
superconductivity with Tc ∼ 35 K. Since then thousands of papers have been pub-
lished on the subject of high-temperature superconductivity, and materials have been
fabricated that become superconducting at room temperature (Snider et al. 2020),
albeit at very high pressures. The discovery had such a great impact on the subject
1Heike Kamerlingh-Onnes (1853–1926) was a Dutch physicist who pioneered refrigeration tech-
niques, and utilized them to study how materials behave when cooled to nearly absolute zero. He
succeeded in liquifying helium, for which he was awarded the Nobel Prize in physics in 1913,
discovered superconductivity in 1911, and coined the word “enthalpy” in thermodynamics. The
Onnes effect that refers to the creeping of superfluid helium is named in his honor, as is the crater
Kamerlingh-Onnes on the Moon.
1.2 What is Percolation? 3
that Bednorz and Müller were honored with the Noble Prize in physics in 1987, only
a year after publishing their work.
Over the past five decades, statistical physics of disordered systems has been in a
rapidly moving stage of progress, partly because standard methods for calculating the
average properties of disordered media have been established by the theoreticians,
while, at the same time, more and more experimental data have been accumulated
due to the advances in instrumentation and development of many novel experimental
techniques. But, perhaps, one of most important reasons for the rapid development
of the statistical physics of disordered media is that the role of the connectivity of
the microscopic elements of a disordered system and its effect on its macroscopic
properties has been appreciated, and taken into account. This has become possible
through the development of percolation theory, the applications of which are the
subject of this book.
For my doctoral studies I had two great mentors: Skip Scriven2 and Ted Davis,3
in the then top-ranked chemical engineering department in the United States. I was
expected to work on my research projects 6 days a week, from Monday through
Saturday (working on Sundays was “voluntary,” but strongly “encouraged!”). The
question was: what fraction of the streets of Minneapolis (i.e., the number of open
streets divided by the total number of streets) between my apartment and the campus
had to be open to traffic in order for me to reach the university on time (particularly
on Saturdays, when either Skip or Ted “randomly” stopped by their students’ office
to see how they were doing)?
To answer the question, suppose that we idealize the streets of Minneapolis as the
bonds of a very large square network. Some of the streets were always blocked, with
the blockage caused by heavy snow, a rail track, a lake, or a store like K-Mart; see
Fig. 1.1. So, suppose that the fraction of the streets open to traffic was p. Clearly,
if too many streets were closed, I could not reach the university on time. If, on the
other hand, most streets were open, almost any route would take me to the campus.
Naturally, then, one is led to thinking that there must be a critical fraction pc of open
streets, such that for p < pc I could not reach the University, but for p > pc I could
always get to work on time. As we will see later on, p = pc is a special point.
2 Lawrence Edward “Skip” Scriven (1931–2007) was Regents Professor of Chemical Engineer-
ing and Materials Science at the University of Minnesota. A member of the National Academy
of Engineering, he made seminal contributions to coating flows (for which an award is named in
his honor), flow through porous media, interfacial phenomena, and complex fluids. He received
numerous awards from the American Institute of Chemical Engineering, American Chemical Soci-
ety, American Physical Society, and American Mathematical Society.
3 Howard Theodore “Ted” Davis (1937–2009) was Regents Professor of Chemical Engineering
and Materials Science, former Chairman of his Department, and former Dean of the Institute of
Technology at the University of Minnesota. A member of the National Academy of Engineering,
he made fundamental contributions to statistical mechanics of surfaces and interfaces, flow through
porous media, and complex fluids.
1.3 The Scope of the Book 5
Let us consider another example. Suppose that, instead of representing the streets
of Minneapolis, the bonds of the square network of Fig. 1.1 represent conductors,
some of which have a unit conductance, while the rest are insulators with zero
conductance. Set the voltage at point A in Fig. 1.1 to unity, and at B at zero. The
question is: what is the minimum fraction of the bonds with a unit (or any other
non-zero value) conductance, such that electrical current flows from A to B? The
answer to this seemingly simple question is relevant to the technologically important
question of the conductivity of composite materials, such as carbon black composites
that are widely used in many applications, which consist of a mixture of conducting
and insulating phases. As in the first example, if too many bonds—resistors—are
insulating, no current will flow from A to B, whereas for sufficiently large number
of conducting bonds electrical current flows between the two points with ease, and
the system as a whole is a conductor.
Such questions are answered by percolation theory. Percolation tells us when
a system is macroscopically connected. The critical point at which the transition
between a macroscopically connected system and a disconnected one occurs for the
first time is called the percolation threshold of the system. Because in its simplest
form a percolation network is generated by simply blocking bonds at random, it is
useful as a simple model of disordered media. Moreover, since the main concepts of
percolation theory are simple, writing a computer program for simulating a percola-
tion process is straightforward and, therefore, percolation can also serve as a simple
tool for introducing students to computer simulations. Stauffer4 and Aharony (1994)
give a simple introduction to essential concepts of percolation. In Chap. 2, we will
summarize the essential concepts and ideas of percolation theory.
Over the past five decades percolation has been applied to modeling of a wide variety
of phenomena in disordered media. It is very difficult, if not impossible, to describe
all such applications in one book. In selecting those applications that are described
in this book, three criteria were used:
(i) The application is quantitative, in the sense that there is a quantitative com-
parison between the predictions of the percolation and experimental data, or with
credible computer simulations.
(ii) The problem is interesting and has scientific, societal, or technological impor-
tance.
(iii) This author has a clear understanding of the problem, and how the application
of percolation has been developed.
4Dietrich Stauffer (1943–2019) was a Professor of Physics at Cologne University in Germany, who
made seminal contributions to percolation theory, polymerization and gelation, phase transition, and
applications of statistical physics to social and biological problems.
6 1 Macroscopic Connectivity as the Essential Characteristic …
Based on the three criteria, I have selected the classes of problems to which
percolation has been applied. Chapter 2 contains a summary of the main properties
that will be used in the rest of this book.
Every effort has been made to explain the percolation approach in simple terms. In
all cases, the predictions are compared with the experimental data, as well as precise
numerical simulations, in order to establish the relevance of percolation concepts and
their application to the problem. We also give what we believe are the most relevant
references to each subject, or provide references to recent reviews on the subjects.
The focus of this book is on applications of percolation theory. There are several other
books that describe theoretical foundations of percolation. The books by Kesten5
(1982) and Grimmett (1999) focus on mathematical aspects of percolation. The
two-volume book by Hughes (1995) has excellent discussions of theoretical aspects
of percolation, as well as numerical results. The book by Meester and Roy (1996)
focuses on continuum percolation, whose main features will be described in Chap. 3.
The book by Bollobás and Riordan (2006) is limited in scope, but presents good
discussions of the classical results, as well as application of conformal invariance
to two-dimensional percolation systems, and site percolation in Voronoi structures
(see Chap. 3). The book edited by Sahimi and Hunt (2021) represents a collection
of reviews, written by leading experts, on various aspects of percolation, including
some of the issues not discussed in this book.
The books by Sahimi (2011), Hunt et al. (2014a), and King and Masihi (2018)
develop application of percolation theory to problems in porous media, from pore
to field scales. The two-volume book by Sahimi (2003a, b) describes in great detail
the applications of percolation theory to predicting and estimating properties of
heterogeneous materials, while the book by Torquato (2002) also covers, but by a
much more limited scope, some aspects of the same. Moss de Oliveira et al. (1999)
describe some applications of percolation to social problems, from war and money,
to computers.
A relatively recent and very good review of percolation is that of Saberi (2015).
5 Harry Kesten (1931–2019) was an American mathematician. A member of the National Academy
of Sciences, Kesten made important contributions to theory of random walks on groups and graphs,
random matrices, branching processes, and percolation theory, for which he received numerous
awards.
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„Eine Frau, die liebt, nimmt den Kampf auf um den geliebten
Mann, wenn sie nicht ganz ohne Leidenschaft ist!“ fuhr Max Storf
ernst zu reden fort. „Verzeihen Sie mir, gnädige Frau, aber Sie
tragen selbst die Schuld daran, daß ich so zu Ihnen spreche!“ fügte
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„Ja. Aber dann sprechen wir von Ihnen, gnädige Frau!“ sagte
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