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Weibull-like failure distribution induced by fluctuations in percolation

D. Sornette

To cite this version:

D. Sornette. Weibull-like failure distribution induced by fluctuations in percolation. Journal de

Physique, 1988, 49 (6), pp.889-896. �10.1051/jphys:01988004906088900�. �jpa-00210776�

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Short communication

Weibull-like failure distribution induced by fluctuations in percolation

D. Sornette

Laboratoire de Physique de la Matière Condensée, Faculté des Sciences, Parc Valrose, 06034 Nice Cedex, France

(Re§u le 29 octobre 1987, révisé le 19 février 1988, accepti le 24 Mars 1988)

Résumé.2014 On obtient l’expression de la distribution des seuils de rupture en percolation discrète et

continue dans le régime critique. L’existence de fluctuations des résistances des micro-liens en percola-

tion continue change la distribution d’une forme très abrupte (au moins exponentielle d’exponentielle)

en une distribution de type Weibull (exponentielle d’une puissance). De plus, on obtient un effet de

taille du seuil de rupture analogue à ceux existant dans les matériaux fragiles observés en mécanique

de la rupture.

Abstract.2014 The form of the failure probability distribution for discrete and continuum percolation in

the critical region is obtained. The existence of bond-strength fluctuations in continuum percolation changes the distribution from a very steep form (at least an exponential of an exponential) to a

Weibull-like form (exponential of a powerlaw). Futhermore, a size effect of the typical failure strength analogous to that of brittle materials is derived.

Classification

Physics Abstracts

05.50 - 05.70 - 62.20M

1. Introduction.

Rupture phenomena in disordered systems

are associated with the statistics of extremes [1].

In a macroscopic brittle system submitted to a given stress in mechanic or to an applied current density in electricity, the weakest part of the sys- tem fails first and this often leads to the com-

plete failure of the system [2]. In order to model

these complex phenomena, recent study [3] has

used the percolation model as a paradigm for

disordered flawed media. Scaling laws govern-

ing the ensemble average of the failure thresh- old in the mechanical and electrical context have been presented both for discrete lattice [3-5] and

continuum (Swiss-cheese) percolation [6]. How-

Article published online by EDP Sciences and available at http://dx.doi.org/10.1051/jphys:01988004906088900

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890

ever, it is well known that averages do not tell the whole story especially in quenched strongly

disordered systems and that a complete knowl- edge comes, for example, from the full ensem-

ble probability distribution of each variable of interest. Reference [7] calculates the failure dis- tribution in an electrical fuse percolation model

of breakdown in the regime of low concentration of defects (p --; 1-). The method which is used relies on, 1) the estimation of the probability of finding the largest defect cluster in a finite per- colation network and 2) the calculation of the

corresponding stress (voltage) enhancement at the tip of this most critical defect. The distri- bution is found to be of the form exponential of

an exponential [7b]. In the critical percolation regime (p - Pc) ,no results are presented since

the identification of a largest most dangerous

defect is clearly not straightforward and a dif-

ferent method seems to be needed.

In this letter, the form of the failure prob- ability distribution for discrete and continuum

percolation in the critical region [8] is derived

using the node-link-blob picture of the criti- cal percolation backbone. The existence of in-

termittency in continuum percolation changes

the distribution from having a very steep form

(at least an exponential of an exponential) to

a smoother Weibull-like form (exponential of a powerlaw). Furthermore, the dependence of the

failure strength with respect to systems size is obtained. A typical feature of brittle strong ma- terials known as the size effect where the failure strength decreases as the system size increases is thus recovered.

An example of this size effect is given by

a long glass rod of unit cross-section subjected

to a tension. Experimentally, the ensemble av- eraged failure threshold X expressed in unit of

force per unit sectional area is found to decrease with the total volume V of the rod according to

the powerlaw

where 3 p 20 typically for brittle materi- als. This stems from the Weibull distribution of strength obtained experimentally under the

form [9]

where xo is a scale parameter.

The well-known node-link-blob picture of

the percolation backbone [9, 11] consists in

a network of quasi-one-dimensional string seg- ments tying together a set of nodes whose

typical separation is the percolation length

£ m (p - Pc)-V . Each string consists of several sequences of singly connected bonds of total number L1~ (p - Pc)-d with d=1 [11], in series

with thicker regions or blobs. A distribution of rupture thresholds may appear as the result of the existence of fluctuations 1) of the mesh size L of the macro-network around the typical size e

and 2) of the individual strength 8 of the singly

connected micro-bonds along a macro-link.

The mesh size or macro-node separation L

is distributed according to a probability p(L)

whose form is not rigorously known at present but can be inferred from the following argu- ment. From reference [12], it is proven that

there exists an essential singularity for the prob- ability P (n, p > pc ) m exp {-bn(d-1)/d} that a

given site belongs to a finite cluster of n sites,

where b is a constant dependent on p. Since at p>pc, finite clusters must lie inside the mesh of the node-tink-btob percolation macro-structure, this implies a lower bound (which we assume to

be exact) for the distribution of mesh sizes. In-

deed, the finite clusters have an isotropic shape

on the average and a fractal structure such that their typical radius L is related to the number of their sites by n~LD with D=d - (3 Iv as ob-

tained from hyperscaling [13] (,Q is the critical exponent of the order parameter). This leads to

For d=2, v=413 and !3==5/36 which yields D(d-l)/d=91/96 leading to an extended expo-

nential for p (L, p > pc). For d=3, v ~0.98 and (3 ~0.46 which yields D(d-1)ld~1.7. This law (3) should be valid in the regime L> > C. The

constant c is an unknown function of p.

In discrete lattice percolation, the individ- ual strength of the micro-bonds are all equal

and no fluctuations occur. In continuum per-

colation, using the mapping of the Swiss-cheese

[14] or of the blue-cheese [15] model (see also the

brief discussion of paragraphe 4) onto a discrete

random network, one can identify the strength

of a bond i as controlled by the channel widths

(4)

8i (see below). The 6’s are fluctuating quantities

which a rP distributed according to a continuous probability distribution p(8) approaching a fi-

nite limit p(O) for 8 -+ 0+ [14]. For small 6, I

therefore assume

Equation (4) shows the extreme importance of

the tail of the distribution p(8) which does not

vanish as 8 - 0+ [14]. These fluctuations lead to profound changes in the critical behaviour of transport and failure. In the following, we

consider that the only relevant fluctuations in the characteristics of the bonds are in the neck size. Fluctuations in bond length 1(6) -- 8 1/2 ex-

ist and are taken into account implicitely via the dependence l( 8) which enters the micro-bond

conductance. Fluctuations in singly-connected

bond separation exist also but do not contribute

to the failure fluctuations if the failure criterion involves only a local mechanism at the scale of each bond.

For the sake of simplicity and illustration,

I will consider the models of rupture studied

in [6b] according to which electrical (mechani- cal) rupture is said to occur in any bond if i)

the Ohmic loss (elastic energy) in this bond be-

comes larger than a threshold value Oc, or ii)

if the voltage drop (strain) v across this bond

becomes larger than a threshold vc. These two

criteria lead to equivalent results in the case of a delta-singular channel-width distribution. For a

general distribution p(8), the correct expression

of the failure criterion should embody, at the

scale of a single homogeneous bond, the precise physical cause for the failure to occur. A gen-

eral discussion would lead us too far in view of the large number of different physical situations.

As an illustration, we can however consider the

case when electric failure occurs in a bond of width 8, length 1 and conductance g(8) when its

temperature T is raised above a given threshold Tc which may be the melting temperature of the material constituting the bond. Under a current

I, the ohmic loss dissipated in the bond is g-1 I2

which, at thermal equilibrium, is equal to the

amount of energy diffusing away from the bond

across its surface ~ 8d- 21 . Assuming that the

bond is in contact with a thermal bath whose

temperature is To, the equilibrium temperature of the bond is

The rupture criterion T = Tc yields

Irupture~(8d-21g)1/2_ 8d-3/2 with gm 8d-3/2

and l~ 81/2 [14]. This is equivalent to crite-

rion ii) (see paragraphe 3.1). Other cases will

amount to criterion i) or to ohter criterions.

However, each case can be addressed specifically

with the tools presented in this letter.

I present the electrical failure of discrete lat- tices in paragraphe 2, of the Swiss-cheese model in paragraphe 3, briefly discuss the case of me-

chanical failure and conclude in paragraphe 4.

2. Discrete lattice percolation.

Due to the geometric fluctuations in the mesh sizes L of the macro-structure of the per- colation system, fluctuations of the current in-

tensity flowing in macro-links appear. When the system is submitted to a current den-

sity j, strictly above pc, numerical simulations

[16, 17] suggest that the probability distribution of bonds currents for the square-lattice random

resistor network has an exponential tail

where

Expression (5) should be valid in the extreme

region I> 1* (p) since this current scale corre-

sponds to a size scale L> C at which the perco-

lating network can be considered homogeneous

on the average. In a system of linear size .c> > ç

and volume V~Ld, I make the reasonable hy- pothesis that the tail of the current distribution

essentially samples the population of (.c / ç)d £1

singly connected bonds in the system. Using

the results of the appendix (Eq. (A2)) applied

to the random variable I and with equation (5),

the probability that Ibe less than 7m in a system of size Vm £/ , reads

where c is a numerical factor. Equation (7) iden-

tifies the probability distribution of the maxi-

mum value of the current found in a microscopic singly connected bond. In discrete lattice per-

colation, both failure criteria i) and ii) yield the

same result and amount to say that rupture oc-

curs when the current in a micro-bond becomes

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892

larger than a threshold 7c. Identifying Im with I,

and with equation (6), we obtain the following

form for the distribution of failure thresholds

Another type of argument may be put for- ward for deriving P(j) directly from the geo-

metrical distribution of mesh sizes L discussed in paragraphe 1. The relationship between the

current flowing into a macro-link in a large mesh

and the size L of the mesh is difficult to obtain due to the subtle balance between two compet- ing effects : in the wrong picture of a constant

current density, the macro-link in the largest

mesh must carry the largest current. But the

macro-link in the largest mesh is also the longest

link and this increases its resistance diminishing

the current flowing through it. The distribution of the currents in the percolation structure is

therefore a subtle problem involving delocalized interactions. However, let us make the guess that one can still relate the current through a

macro-link of size L via a relation of the form

where u=d -1 for Lm £ and can be different for

L» ç due to the scaling of the macro-link re-

sistance and the interactions between different macro-links. For a given L, failure occurs at j = jr such that IL = Ie yielding

Now, using equation (3) for the distribution of the mesh sizes L and the appendix (Eq. (A2)),

we obtain the probability distribution of the maximum value of L, in a system of linear size t i.e. out of roughly (tjç)d trials, under the

form :

Inverting equation (10) for j, (L = Lm) yields

the probability distribution of the current den-

sity failure threshold

with a = D(d - 1)/ud. Expression (12) has

the same exponential of an exponential depen-

dence as equation (8) with however an expo-

nent D(d - 1)/ud apparently different from 1.

This may come from the fact that the expo- nential form of the tail (5) is not strictly ex-

act and that the subtle essential singularity

observed in the distribution of finite cluster

size[12] lets a hallmark on the current distribu-

tion. It is indeed quite possible that the numer-

ical simulations presented in [16,17] have not

been able to distinguish between a true expo- nential and an extended exponential of the form exp {-(I/I*(P))’V} with v 1.

Note that P( j) has a typical step-like shape going from 1 to 0 rather abruptly as j increases

above j > defined below. From equation (12),

one obtains the typical and ensemble average failure thresholds which should scale as

I have no convincing arguments that 0=(d -1)v which would recover the scaling of refer-

ences [3 - 5] . The difference comes from the

large weight attributed to extreme fluctuations

leading to equation (12) which was neglected

in references [3 - 5] . In addition, j decreases slowly as the size of the system increases. This could be very costly but not impossible to verify numerically.

Let us now summarize the main point in

this discussion. The precise form of the cur-

rent failure threshold in discrete percolation is

very difficult to sort out but should be of the

abrupt form of an exponential of an exponen- tial of a powerlaw (this result seems robust with respect to the analysis !). the exact solution

of this problems remains however a stimulating challenge for future works. Note that the expres- sions (7) or (12) are reminiscent of the result ob- tained in [7] , in the p - 1- limit. The physical ingredients are however quite different since the p - 1- limit, it is possible to identify a largest defect cluster of size s and, from the current en-

hancement at the tip, to derive the probability

of failure. In the critical region [8] , the notion of

a largest defect cluster has no meaning and one

has to rely either on the node-link-blob picture

of the percolation structure or on the knowledge

of the tail of the current distribution.

Above the percolation threshold pc, one

must also consider the influence of the bottle-

neck width fluctuations along a macro-link. In-

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deed, reference [18] presents numerical results and a bubble model showing that the probabil- ity that the width of the narrowest bottleneck in the system be equal to unity takes an exponen- tial of an exponential form as a function of p.

Above Pc, the fluctuations of the width of the bottlenecks therefore control the failure distri- bution. It is interesting to note that the fluctu- ations of the bottleneck widths along a macro-

link above Pc play the role of the fluctuations of the singly-connected micro-bonds in the critical

region p --+ Pc of the continuum percolation

models (discussed in the following section).

Note that in case when ç becomes larger

than the linear system size ,C, in general only

a single macro-link connects the borders. The number of singly-connected bonds is then L1 N

.c1/v as proved by Conigl:o [11] . In a discrete

lattice, all identical singly-connected micro-

bonds carry the same total current j .cd-1. Fail-

ure occurs with no more fluctuations (the failure

distribution is a Dirac function) at the threshold

jr ~ L- (d- 1)

3. Swiss-cheese continuum percolation.

3.1 WEAKEST BOND FAILURE DISTRIBUTION.-

In Swiss-cheese continuum percolation [14] , spherical empty holes of radius a are randomly

distributed with concentration N in an otherwise uniform medium. Local hole density fluctua-

tions determine bond fluctuations which change

the failure thresholds. From [6b] , the Ohmic

loss in a single bond of width 8 reads O ~ E-112 with £ m bd-3/2 and I N jçd-l by neglecting

the fluctuations of the mesh size L [19] . This

leads to a failure current density for a bond of

width 8 which scales as

a = (d- 3/2)/2 for criterion i) and a = (d- 3/2)

for criterion ii) [6b] . Failure will occur on the smallest 8 in the system. Using the result of

the appendix applied to the random variable 6

(Eq. (A3)) and with equation (4), the probabil- ity, that 8 be larger than 81n in a set of R trials reads

where c" is a numerical factor. For the com-

putation of transport properties, one is inter-

ested in the fluctuations of 8 over the L1 singly-

connected micro-bonds of a macro-link, each

macro-link being treating separately. This im- plies the choice R = L1 (L) wich is the number of

singly-connected micro-bonds on a macro-link of

length L. Inserting R = L1(L) in equation (15)

recovers the result already used in [14] .

For rupture phenomena, one is interested in the weakest micro-bond under stress in the total system of size V = ,Cd. This leads to the choice R m £1 (,C / ç)d-1 . Inverting (14) and replac-

ing in (15) yields therefore the failure threshold

probability distribution of the weakest bond in the total system

The typical and ensemble average failure Thresholds scales as

this leads to a scaling form of the first bond

rupture threshold : j >~ (p - pc)E.e with

F = (d-l)v(l-a)/a+l, which is very different

from the result of [6b] : with a = (d - 3/2) /2 for

criterion i), one has F = 3v + 1 = 5 in 2d and F = 2vl3 + 1 ~ 1.6 in 3d. With a = (d - 3/2)

for criterion ii), F = v + 1 = 2.3 in 2d and F = - 2v /3 + 1 ~ 0.6 in 3d. It is important to

realize that these scaling laws are valid as long

as the system size remains much larger than

the percolation length C. In this regime .c> > ç,

the current density threshold given by (17) is

smaller than that obtained in [6b] by the factor

(d- 1)

.

Note that in the case when C becomes larger

than the linear system size L, in general only

a single macro-link connects the borders. The number of singly-connected bonds is then L1 ~

L’I’ as proved by Coniglio [11] . In the contin-

uous system, all singly-connected micro-bonds carry the same total current j£d-1 but, in con-

trast to the discrete lattice case, they are not

identical. Failure occurs with fluctuations con-

trolled completely by the fluctuations of micro- bonds widths b. With R m £1 ~ L’lv this leads

to a failure distribution

and a typical failure threshold

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894

This regime ç> L exemplifies the role of fluctu- ations present only in the continuous model.

3.2 MACROSCOPIC FAILURE DISTRIBUTION.-

Will the first micro-bond failure lead to a macro-

scopic failure ? In [16] , it is argued that the first

microscopic failure threshold could in general be

distinct from the macroscopic failure for random

fuse networks away from p = Pc (see also the

argument in [15] discussing the existence or ab-

sence of a cascade of the failure). In the critical

regime, one can argue that in the limit of large

mesh sizes ç, links are approximately indepen- dent, and macroscopic failure occurs when each

macro-link has suffered failure. This hypothesis

avoids the difficult problem of the determination of the load redistribution after successive bond failure : it can be viewed as giving an’ upper bound for the failure threshold and therefore a

lower bound for the failure exponent.

The corresponding failure probability distribu-

tion is therefore obtained from equation (15)

with R m L1 (L). For L N ç, L1 (L) N çI/v is the

average number of singly connected micro-bonds in a macro-link of size ç [11] . For L distinct from

ç, I assume the scaling ansatz L1 (L)~ L1l " to

be valid. If one believe in equation (11), L is typically of order

with the exponent y depending on the precise

form of te distribution (11). Inverting equation

(14) with £ replaced by Ltyp given by equation

(18) and replacing in (15) yields the macroscopic

failure threshold distribution

The typical and ensemble average macroscopic

failure thresholds scale as

Expression (20) recovers the results of [6b] with

the addition of a system size dependence char-

acteristic of brittle materials. The slow logarith-

mic dependence (Logl)-Y{(d-1)+a/v} is rather

slow and will be difficult to verify numerically

or experimentally.

The existence of bond strength fluctuations

or intermittency leads to a different critical fail-

ure exponent as already stressed in [6b] but also

to a much broader Weibull-like failure distribu- tion given by equations (16) and (19). It is inter-

esting to note the difference between equations

(8) and (12) for discrete lattice and equations

(16) and (19) for continuum percolation. Due

to the intermittency in continuum percolation,

the failure distribution takes a form very similar

to the Weibull distribution (2) (exponential of a powerlaw) with p=lla. (Note that the strength

distribution is by definition one minus the fail-

ure distribution P(j)). I obtain p=4/3 in 3d and

p=4 in 2d for criterion i), and p=2/3 in 3d and

p=2 in 2d for criterion ii).

Note that the shape of the distribution P(j) depends on the value taken by a. For a> 1,

P( j) has a typical step-like shape similar to but

smoother than the discrete lattice case and goes from 1 to 0 rather abruptly as j increases above

j >. This occurs for d = 2 with both fail-

ure criteria and for d = 3 with criterion i). For

a > 1, the inflexion point disappears and P( j)

takes the form of an extended exponential. This

occurs for d = 3 with the second criterion ii).

3.3 MECHANICAL FAILURE DISTRIBUTION.-

mechanical failure is complicated by the tenso-

rial nature of the stress and strain. The typ- ical form of the failure criterion is generally a complex function of the normal stress, the shear

stress and of the flexural and torsional moments.

However, simplifying hypotheses are possible in

the limit p --+ p,, for which it has been recog- nized that flexural moments dominate the elas- tic [20] and rupture [5] behaviour. In this limit,

the analysis for the mechanical failure follows a

similar line of reasoning to that exposed for elet-

rical failure. The results obtained for the electric

case can be readily transposed to the mechanical

case provided the following changes of variables

are made (see [6b] ) :

current density j # stress a,

current I iLd-1 => torque M -- aL d

Ohmic loss 0 => bending elasticity,

single bond conductivity E - Sd-3/2 z bond-bending force constant q m Sd+1/2,

failure criterion i) => bending elastic energy stored in a bond larger than a given threshold,

failure criterion ii) # angle by which the

neck is bent larger than a threshold, a = (d - 3/2)/2 for criterion i) and a = (d - 3/2) for

criterion ii) » Q!=(c!+l/2)/2 for criterion i) and

a = (d + 1/2) for criterion ii).

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The discussion of the correct failure criterion re-

mains a difficult point and I have chosen the two

possibilities i) and ii) for illustration and simpli-

fication.

4. Conclusion.

In a discrete finite lattice, the distribution of failure thresholds is created by the intrinsic flu- cuations in the mesh sizes L around the typical

value equal to the percolation correlation length C. This leads to a very steep failure distribution

(at least exponential of an exponential).

On the other hand, a continuous distri- butions of holes in the continuous percolation

model creates another source of fluctuations : the width and therefore strength of the micro-

bonds in the percolating structure. In contrast to the discrete-lattice case, the weakest bond fluctuations dominate over the intrinsic mesh size fluctuations and controls the failure thresh- old distribution. Therefore, not only are the fail-

ure threshold critical exponents changed in con-

tinuum percolation [14] but the ensemble dis-

tribution also transforms from an exponential

of an exponential to an exponential of a pow- erlaw (Weibull-like distribution). The weakest bond failure threshold is also controlled by scal- ing laws different from that of the macroscopic

failure threshold. Since empirical distributions also take a Weibull form, this suggests that con- tinuous statistical models of heterogeneous sys- tems are more relevant than discrete models.

These ideas also apply to a different contin-

uous percolation model, the blue-cheese model,

where empty needle-like holes in two dimensions

or plate-like holes in three dimensions with a small or vanishing thickness are randomly dis-

tributed in an otherwise uniform medium. The ensemble average transport and failure proper- ties and failure threshold distributions are pre- sented in [15] . The results are very similar to

those presented in the present letter on the im- portance of bond-strength fluctuations and the

corresponding appearance of a Weibull distribu- tion.

The result of this paper can be generalized :

the appearance of a Weibull failure distribution

can be tracked back to the existence of a power- law distribution of micro-bonds strengths (elec-

trical conductance or mechanical elastic con-

stant). In the case of continuum percolation, the powerlaws are created by the flat bond-width distribution in presence of the powerlaw depen-

dence of the stresses applied to micro-bonds with respect to the micro-bond strengths.

Aknowledgements.

I am grateful to S. Roux and B. Souillard for

stimulating discussions, the referees for perti-

nent criticism and S. Roux for a critical reading

of the manuscript.

Appendix.

Consider a random variable x taking values in

the interval [0, +oo] and governed by a normal-

ized probability distribution p(x). Let us note

PN (x xm) the probability that, in the set of

N trials of the random variable, no values of x

are found larger than xm. PN (x xm) obeys

the following recursion relation :

since 1- 1:,,:00 p(z)dz) is the probability

that x be less than xm at the N + 1 trials. For

large N, the solution of equation (Al) is

This result has already been presented in [7] us- ing a different scaling argument. The transpo- sition of this result to the determination of the

probability that, in the set of N trials of the ran-

dom variable, no values of x are found smaller

than xI" is straightforward and reads

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896

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14 (1981) L169.

[12] KUNZ, H. and SOUILLARD, B., J. Stat.

Phys. 19 (1978) 77.

[13] STAUFFER, D., in "on growth and forms",

Eds. H.E. Stanley and N. Ostrowsky (Mar-

tinus Nijhoff publishers) 1986, and refer-

ences therein.

[14] HALPERIN, B.I., FENG, S. and SEN, P.N., Phys. Rev. Lett. 54 (1985) 2391.

[15] SORNETTE, D., Transport and failure ex- ponents in continuum crack percolation, to

appear.

[16] LI, Y.S. and DUXBURY, P.M., Phys. Rev.

36 (octobre 1987).

[17] VANNESTE, C., GILABERT, A. and SORNETTE, D., in preparation.

[18] KAHNG, B., BATROUNI, G.G. and REDNER, S., J. Phys. A 20 (1987) L827.

[19] The failure threshold is the extreme of a

function of two fluctuating variables L and

03B4. From the expressions (11) and (15), it is

easy to see that the probability distribution of extremes for 03B4 is much broader than that for L. Therefore, the probability distribu-

tion of the failure thresholds is controlled

by the largest fluctuation field 03B4.

[20] see for example GUYON, E. and ROUX, S.,

The physics of random matter, in "chance and matter", Les Houches, Session XLVI,

Eds. J. Souletie, J. Vannimenus and R.

Stora (Elsevier Science Publisher) 1987,

and references therein.

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