Effective operators and their variational principles for di screte electrical network problems

2025-08-18 1 0 666.9KB 33 页 10玖币
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arXiv:2210.05761v1 [math-ph] 11 Oct 2022
Effective operators and variational principles for discrete networks
Effective operators and their variational principles for discrete electrical
network problems
K. Beard,1A. Stefan,2R. Viator, Jr.,3and A. Welters2
1)Louisiana State University, Baton Rouge, LA USA
2)Florida Institute of Technology, Melbourne, FL USA
3)Swarthmore College, Swarthmore, PA USA
(*Electronic mail: awelters@fit.edu)
(Dated: 13 October 2022)
Using a Hilbert space framework inspired by the methods of orthogonal projections and Hodge decompositions, we
study a general class of problems (called Z-problems) that arise in effective media theory, especially within the theory
of composites, for defining the effective operator. A new and unified approach is developed, based on block operator
methods, for obtaining solutions of the Z-problem, formulas for the effective operator in terms of the Schur complement,
and associated variational principles (e.g., the Dirichlet and Thomson minimization principles) that lead to upper and
lower bounds on the effective operator. In the case of finite-dimensional Hilbert spaces, this allows for a relaxation of
the standard hypotheses on positivity and invertibility for the classes of operators usually considered in such problems,
by replacing inverses with the Moore-Penrose pseudoinverse. As we develop the theory, we show how it applies to the
classical example from the theory of composites on the effective conductivity in the periodic conductivity problem in
the continuum (2dand 3d) under the standard hypotheses. After that, we consider the following three important and
diverse examples (increasing in complexity) of discrete electrical network problems in which our theory applies under
the relaxed hypotheses. First, an operator-theoretic reformulation of the discrete Dirichlet-to-Neumann (DtN) map for
an electrical network on a finite linear graph is given and used to relate the DtN map to the effective operator of an
associated Z-problem. Second, we show how the classical effective conductivity of an electrical network on a finite
linear graph is essentially the effective operator of an associated Z-problem. Finally, we consider electrical networks
on periodic linear graphs and develop a discrete analog to classical example of the periodic conductivity equation and
effective conductivity in the continuum.a
I. INTRODUCTION
Broadly speaking, effective media (or medium) theory is an
analytical or theoretical model which describes the effective
(apparent, overall, or aggregate) behavior of a complex, mul-
ticomponent system, usually having a constitutive relation, in
terms of a simpler system with an effective constitutive rela-
tion that defines the effective parameter, moduli, coefficient,
tensor, matrix, operator, etc.2–6, which we will denote here by
σ
. The effective properties of the original system are then
often described in terms of this
σ
.
For example, in a continuum electrical conductivity prob-
lem with a conductivity tensor field
σ
=
σ
(x)in a periodic
medium, the constitutive relation governing the relation be-
tween the electric field E=E(x)and the current density
J=J(x)is Ohm’s law J=
σ
Eand the effective conductiv-
ity tensor
σ
is defined by the relation hJi=
σ
hEi, where h·i
denotes the periodic average3,7,8.
Similar to this example, there are a common set of fun-
damental problems one wants to solve such as: Find suffi-
cient conditions on the constitutive relations that guarantee
σ
is uniquely defined by the effective constitutive relation and
then give an explicit formula for
σ
. In addition, if possible,
give variational principles for
σ
and derive upper and lower
bounds on it.
a)This work is based in part on the M.S. thesis1of the first author whose
advisor was the fourth author.
To treat these fundamental problems, a mathematical struc-
ture has emerged from within the theory of composites3,7,8,
that has provided a common systematic method for defining
the effective operator
σ
starting from a Z-problem" (aka, a
generalized “field equation" or “cell problem"), which repre-
sents the constitutive relation, and based on a Hilbert space
framework in which orthogonal projections associated with a
Hodge decomposition plays a key role. Originally, part of the
framework arose out of homogenization theory9–13 and then
was further developed within the theory of composites3,7,14–17
(see also Chap. 2 in Ref. 8). But now the abstract frame-
work has been shown to be useful more generally8,18–21 and
leads to several important open problems22 that is fueling
research23–25. As such, this framework deserves further study
and should include new compelling examples that fit within
the abstract framework. This provides one motivation for our
paper.
In order to better understand the structure of a Z-problem,
let us consider the example above in more detail.
Example 1 Consider the Hilbert space of periodic square-
integrable vector-valued functions L2
#()d(d =2or d =3,
over the field K=Ror K=C) with unit cell (e.g., =
[0,2
π
]d) and the Hodge decomposition:
L2
#()d=H=U
E
J,(1)
U={UH:hUi=U},(2)
E={EH:×E=0,hEi=0},(3)
J={JH:·J=0,hJi=0},(4)
Effective operators and variational principles for discrete networks 2
with the inner product and (cell) average
(E,F)H=1
||R
E(x)TF(x)dx,hFi=1
||R
F(x)dx,(5)
respectively, for all E,FH, where (·)Tand (·)denote
the transpose and complex conjugation, respectively. In par-
ticular, Uis the d-dimensional space of uniform (constant)
vector functions; Eis the infinite-dimensional space of all
-periodic fields E characterized by E =u for some -
periodic function u; U
Eand U
Jare the spaces of
periodic vector fields which are the gradient of a potential
and divergence (·)-free, respectively.
The Z-problem in this example is the constitutive relation,
namely, Ohm’s law (formulated as the field equation or cell
problem3,7,8) with a measurable, bounded, periodic conduc-
tivity tensor
σ
=
σ
(x)[more precisely, it can be scalar-,
tensor-, or d ×d matrix-valued as a function of the spa-
tial variable x, but the key point is that as a left multiplica-
tion operator,
σ
is a bounded linear operator on H, i.e.,
σ
L(H)] or, more generally, with any bounded linear
operator
σ
L(H)(in particular,
σ
need not be a local
operator16,17):
J0+J=
σ
(E0+E),(6)
where E0,J0U,EE, and J J. Then effective conduc-
tivity
σ
is defined in terms of this Z-problem as the bounded
linear operator on U[i.e.,
σ
L(U)] satisfying the effec-
tive constitutive relation
J0=
σ
E0.(7)
Equivalently, in terms of averages between the periodic elec-
tric field E0+EU
Eand the periodic current density
J0+JU
Jrelated through Ohm’s law (6), the effective
constitutive relation (7) is the usual relation defining the ef-
fective conductivity:
hJ0+Ji=
σ
hE0+Ei,(8)
since hE0+Ei=E0and hJ0+Ji=J0.
Remark 2 In this paper we will treat Hilbert spaces Hover
a field K, where K=R, the real numbers, or K=C, the com-
plex numbers. In either case, the abstract framework and our
results are formulated in a general form regardless of which
field is used. One motivation for including both real and
complex fields comes from the theory of composites3,7,8,17: In
static problems, usually one deals with real fields and hence a
real Hilbert space H. But for quasistatic problems, one also
deals with complex fields and hence a complex Hilbert space
H.
Remark 3 For the Hodge decomposition above, there is an
alternative characterization (see pp. 1487–1488 and Ap-
pendix A in Ref. 26 on the Helmholtz decomposition) of these
spaces (which can be proved using Fourier series analysis, for
instance) that will be useful when we consider discrete exam-
ples in Sec. VI:L2
#()ddenotes the Hilbert space (over the
field K) of all periodic (on ) vector-valued functions belong-
ing to L2
loc(Rd,Kd)with inner product (5),
U={UL2
#()d:U is a constant function},(9)
E={u:uL2
#()and u H1
loc(Rd,K)},(10)
J={JL2
#()d:JHloc(div,Rd,Kd),·J=0,hJi=0},
(11)
where :H1
loc(Rd,K)L2
loc(Rd,Kd)is the gradient oper-
ator and ·:Hloc(div,Rd,Kd)L2
loc(Rd,Kd)is the diver-
gence operator. Then
J={×F:FL2
#()d,×FL2
#()d},
where ×:Hloc(curl,Rd,Kd)L2
loc(Rd,Kd)is the curl op-
erator, and
L2
#()d=U
E
J,(12)
ker(·)L2
#()d=U
J,ran()L2
#()d=U
E.
(13)
It is these representations, specifically, (9)– (13), that we will
consider for an analogy in the periodic lattice example in Sec.
VI D, but we will find that there are nuances which lead us
to conclude that the analogy is not a perfect one (see Sec.
VI D 3).
A. What is the Z-problem and effective operator?
The above discussion motivations the following precise
definition of the Z-problem (a term coined in Ref. 8, see
Chaps. 7 & 10, that also may be called a generalized “cell
problem" as coined in Ref. 18 or “field equation" following
3, 8, 14–17) associated with a Hilbert space having an orthog-
onal triple decomposition [or, in light of (1)-(4) and Ref. 13, a
“generalized Hodge decomposition" as coined in Ref. 18] and
effective operator (or “Z-operator," see Chaps. 7 & 10 in Ref.
8) that comes from the abstract theory of composites3,8.
Definition 4 (Z-problem and effective operator) The
Z-problem
(H,U,E,J,
σ
),(14)
is the following problem associated with a Hilbert space H,
an orthogonal triple decomposition of Has
H=U
E
J,(15)
and a (bounded) linear operator
σ
L(H): given E0U,
find triples (J0,E,J)U×E×Jsatisfying
J0+J=
σ
(E0+E),(16)
Effective operators and variational principles for discrete networks 3
such a triple (J0,E,J)is called a solution of the Z-problem at
E0. If there exists a (bounded) linear operator
σ
L(U)
such that
J0=
σ
E0,(17)
whenever E0Uand (J0,E,J)is a solution of the Z-problem
at E0, then
σ
is called an effective operator of the Z-problem.
For instance, it follows from this definition that Exam-
ple 1defines a Z-problem (H,U,E,J,
σ
), where H=
L2
#()dhas the orthogonal triple decomposition (1) with
U,E,Jgiven by (2), (3), (4) (which is a special case of
a Hodge decomposition) and the effective conductivity
σ
is
an effective operator of that Z-problem according to our defi-
nition above.
B. Overview of the paper
To every Z-problem (H,U,E,J,
σ
)(e.g., Example 1),
there are three important sets of problems that naturally arise:
(i) (Solvability of the Z-problem) Under what conditions
does the Z-problem (16) have a solution; a unique so-
lution? If possible, find a formula for all solutions in
terms of
σ
and parameterized by those E0Ufor
which solutions exist.
(ii) (Existence, uniqueness, and representation formulas for
the effective operator) Under what conditions does the
effective operator
σ
exist; is unique? If it exists, find
representation formulas for it in terms of
σ
.
(iii) (Variational principles & bounds) If
σ
=
σ
(i.e., self-
adjoint) and
σ
0 (i.e., positive semidefinite), are there
variational principles: (1)for the solutions of the Z-
problem? (2)that define the effective operator
σ
?(3)
that can be used to derive upper and lower bounds on an
effective operator
σ
in terms of
σ
?
In this paper, we will focus on answering these questions.
To do so, we will first consider classical results in Sec. II.
Here, certain “strong hypotheses" will be used such as
σ
=
σ
0 and
σ
invertible (the “classical" hypotheses). Often the
latter will be too restrictive though and the invertibility of the
subblock
σ
11 of
σ
[see (18)-(20)] will be enough. Second, in
Sec. III, we discuss how we plan to relax or weaken the hy-
potheses and then give insight into the reason these “weaker
hypotheses" [see (H1)-(H4)] will naturally occur. Next, in or-
der to extend the results in Sec. II under the weaker hypothe-
ses, we introduce a unified framework for treating the varia-
tional principles associated to constrained linear equations in
Sec. IV. Then, in Sec. V, we use this framework to prove the
main results of this paper on the Z-problem and effective oper-
ator which answer the sets of questions (i),(ii), and (iii) above
under the weaker hypotheses. After this, we will develop in
Sec. VI, three important examples of discrete electrical net-
work problems for which our abstract framework and results
apply. These examples provide far more than just evidence
that our abstract framework can be used to solve for their asso-
ciated effective operators but also, equally as important, there
exists a connecting relationship between all of them, which
becomes apparent from the results in this paper. In Appen-
dices Aand B, we provide some fundamental results on the
abstract theory of composites, effective operators, and Hodge
decompositions that are needed in this paper and interesting
in their own right, but are best placed in these appendices.
In regard to the approach we use in this paper to treat the
problems (i)-(iii), it is new, even in the classical setting. It is
based on block operator methods and Schur complement the-
ory. As such, we will review the classical results and include
proofs using this new approach, before generalizing them later
in the paper.
Finally, although our focus is on weakening the hypotheses
on the operator
σ
to achieve comparable results in the classi-
cal setting, we will still assume, in general, some form of self-
adjoint hypotheses, e.g.,
σ
=
σ
, when we state and prove our
results. The reason for this is two fold. The first is that
σ
=
σ
is the most common hypothesis in the examples we consider
in this paper. The second reason is that the other typical hy-
potheses on
σ
, that it has positive imaginary or positive real
part (see, for instance, Refs. 3, 8, 17, and 27), is important
enough to deserve a separate study of which the current paper
will be useful.
II. CLASSICAL RESULTS
In the classical setting, i.e., with the strong assumptions
that
σ
=
σ
0 and
σ
invertible, all these problems can
solved3,8,16,17. We will review this now and include proofs
using a new approach to solving these problems which
emphasizes block operator methods and the use of Schur
complements28 (although the importance of it in the theory
of composites was originally recognized in Ref. 29). Later
in the paper we generalize our approach when we relax the
invertibility hypothesis.
Let (H,U,E,J,
σ
)be a Z-problem (as defined in Def.
4). Then we can write the operator
σ
= [
σ
i j]i,j=0,1,2L(H)(18)
as a 3 ×3 block operator matrix with respect to the orthog-
onal triple decomposition (15) of the Hilbert space H=
U
E
J. More precisely, we introduce the orthogonal
projections Γ0,Γ1,Γ2of Honto H0=U,H1=E,H2=J,
respectively, and define
σ
i j L(Hj,Hi),
σ
i j =Γi
σ
Γj:HjHi,(19)
for i,j=0,1,2. In particular, for i=j=1,
σ
11 is the com-
pression of
σ
to E, that is,
σ
11 =Γ1
σ
Γ1|E,(20)
i.e., the restriction of the operator Γ1
σ
Γ1on Hto the closed
subspace E. Then the Z-problem (16) is equivalent to the sys-
Effective operators and variational principles for discrete networks 4
tem
σ
00E0+
σ
01E=J0,(21)
σ
10E0+
σ
11E=0,(22)
σ
20E0+
σ
21E=J.(23)
Finally, from this and assuming
σ
11 is invertible, we get the
classical formulas for the solution of the Z-problem and the
effective operator as a Schur complement:
J0=
σ
E0,E=
σ
1
11
σ
10E0,J=
σ
20E0+
σ
21E,(24)
σ
=
σ
00
σ
01
σ
10
σ
11/
σ
11 =
σ
00
σ
01
σ
1
11
σ
10.(25)
This proves the following theorem which answers the ques-
tions (i) and (ii) above in the case
σ
11 is invertible.
Theorem 5 If (H,U,E,J,
σ
)is a Z-problem (as in Def. 4)
and
σ
11 [as defined by (20)] is invertible then the Z-problem
(16) has a unique solution for each E0Uand it is given
by the formulas (24), (25). Moreover, the effective operator
of the Z-problem exists, is unique, and is given by the Schur
complement formula (25).
The Schur complement formula (25) for the effective oper-
ator
σ
is useful for deriving some of it’s basic properties as
we shall now see.
Corollary 6 If
σ
L(H)and
σ
11 is invertible then
(
σ
)= (
σ
).(26)
In particular, if
σ
=
σ
then
(
σ
)=
σ
.(27)
Proof. Assume the hypotheses. Then since (
σ
i j)= (
σ
)ji
for each i,j=0,1,2 it follows that (
σ
11)= (
σ
)11 is invert-
ible so by Theorem 5applied to the adjoint Z-problem, i.e.,
to the Z-problem (H,U,E,J,
σ
), we have following for-
mula for the associated effective operator (
σ
):
(
σ
)= (
σ
)00 (
σ
)01(
σ
)1
11 (
σ
)10
= (
σ
00)(
σ
10)(
σ
1
11 )(
σ
01)
= [
σ
00
σ
01(
σ
11)1
σ
10]
= (
σ
).
This proves the corollary.
Now under the self-adjoint assumptions that
σ
L(H)
and
σ
=
σ
, the next two theorems answer the questions
(iii).(2)under slightly weaker hypotheses, namely, in the case
σ
11 0 and
σ
11 is invertible and all of (iii) in the case
σ
0
and
σ
is invertible in which the notion of duality plays a key
role.
Theorem 7 (Dirichlet minimization principle) If
σ
L(H),
σ
=
σ
,
σ
11 0, and
σ
11 is invertible
then the effective operator
σ
is the unique self-adjoint
operator satisfying the minimization principle:
(E0,
σ
E0) = min
EE(E0+E,
σ
(E0+E)),E0U,(28)
and, for each E0U, the minimizer is unique and given by
E=
σ
1
11
σ
10E0.(29)
Moreover, we have the following upper bound on the effective
operator:
σ
σ
00,(30)
where
σ
00 =Γ0
σ
Γ0|U.(31)
In fact, as our proof of this theorem below shows, the theorem
is still true if we drop the self-adjoint hypothesis
σ
=
σ
and
replace it with the weaker hypothesis:
σ
00
σ
10
σ
10
σ
11
=
σ
00
σ
10
σ
10
σ
11,(32)
where
σ
00
σ
10
σ
10
σ
11= (Γ0+Γ1)
σ
(Γ0+Γ1)|U
E.(33)
In other words, the weaker hypothesis (32) is equivalent to the
hypothesis that the compression of
σ
to U
Eis self-adjoint.
We can use Theorem 7to derive some additional properties
of the effective operator
σ
.
Corollary 8 Suppose
σ
L(H),
σ
=
σ
0. Then the fol-
lowing are true: (a)If
σ
11 is invertible then (
σ
)=
σ
0.
(b)If
σ
is invertible then 0(
σ
j j)=
σ
j j are invertible for
each j =0,1,2and
σ
is invertible.
Proof. Suppose
σ
L(H),
σ
=
σ
0. (a): If
σ
11 is
invertible then by Corollary 6we know (
σ
)=
σ
and by (28)
in Theorem 7together with the hypothesis
σ
0, it follows
immediately that
σ
0. (b): Suppose
σ
is invertible. Then
it follows from the hypotheses that
σ
δ
IHfor some scalar
δ
>0,where IHdenotes the identity operator on H. From
this it follows that (
σ
j j)=
σ
j j =Γj
σ
Γj|Hj
δ
IHj, where IHj
is the identity operator on the Hilbert space Hjfor each j=
0,1,2 with H0=U,H1=E,H2=J. And this implies
σ
j j
is invertible for each j=0,1,2. Now it follows immediately
from (28) in Theorem 7that (
σ
)=
σ
δ
IUwhich implies
σ
is invertible.
Theorem 9 (Thomson minimization principle) If
σ
L(H),
σ
=
σ
0,and
σ
is invertible then (
σ
)1is
the unique self-adjoint operator satisfying the minimization
principle:
(J0,(
σ
)1J0) = min
JJ(J0+J,
σ
1(J0+J)),J0U,(34)
and, for each J0U, the minimizer is unique and given by
J=
σ
1
22
σ
20J0.(35)
Moreover, we have the upper and lower bounds on the effec-
tive operator:
0[(
σ
1)00]1]
σ
σ
00,(36)
where
(
σ
1)00 =Γ0
σ
1Γ0|U.(37)
Effective operators and variational principles for discrete networks 5
We will give a proof of these two theorems which is surpris-
ingly simple now and based on the following well-known min-
imization principle for Schur complements28,30 and the notion
of duality between the direct and dual Z-problems as defined
next. In this regard, the Dirichlet variational principle, i.e.,
Theorem 7, is called the direct variational principle and the
Thomson (or Thompson) variational principle, i.e., Theorem
9, is called the dual (or complementary) variational principle
(see, for instance, Refs. 3, 8, and 17).
We will need the following well-known result28 (the proof
is omitted as it is trivial).
Lemma 10 (Aitken block-diagonalization formula) If H =
H0
H1is a Hilbert space, A = [Ai,j]i,j=0,1L(H), and A11
is invertible then
A00 A01
A10 A11=IH0A01A1
11
0IH1A/A11 0
0A11IH00
A1
11 A10 IH1,
(38)
IH0A01A1
11
0IH11
=IH0A01A1
11
0IH1,(39)
IH00
A1
11 A10 IH11
=IH00
A1
11 A10 IH1.(40)
Theorem 11 (Schur complement: minimization principle)
If H =H0
H1is a Hilbert space, A = [Ai,j]i,j=0,1L(H),
A=A,A11 is invertible and A11 0then the Schur comple-
ment of A with respect to A11, i.e., A/A11 =A00 A01A1
11 A10,
is the unique self-adjoint operator satisfying the minimization
principle:
(x,A/A11x) = min
yH1
(x+y,A(x+y)),xH0,(41)
and, for each x H0, the minimizer is unique and given by
y=A1
11 A10xH1.(42)
Moreover,
A/A11 A00.(43)
Proof. Assume the hypotheses. Then (A11)=A11
δ
I,for
some scalar
δ
>0. Next, it follows by Lemma 10 that Ahas
the block factorization (38) with
IH0A01A1
11
0IH1
=IH00
A1
11 A10 IH1.
Hence, for any xH0and yH1,
(x+y,A(x+y)) = x
y,A00 A01
A10 A11x
y
= I0
A1
11 A10 Ix
y,A/A11 0
0A11I0
A1
11 A10 Ix
y
= (x,A/A11x) + A1
11 A10x+y,A11 A1
11 A10x+y
(x,A/A11x),
with equality iff A1
11 A10x+y,A11 A1
11 A10x+y =0 iff
A1
11 A10x+y=0 iff y=A1
11 A10x. This proves the equal-
ity (41) and the uniqueness of the minimizer which is given
by (42). The proof of the theorem now follows from all this
and the fact that A/A11 L(H0)is self-adjoint so is uniquely
determined by its quadratic form (see, for instance, Theorem
4.4 in Ref. 31) and the upper bound (43) follows from consid-
ering the RHS of (41) with y=0H1.
Definition 12 (Dual Z-problem) Given a Z-problem
(H,U,E,J,
σ
)with invertible
σ
(the direct Z-problem),
the corresponding dual Z-problem is the Z-problem
(H,U,J,E,
σ
1)associated with the orthogonal de-
composition
H=U
J
E(44)
and operator
σ
1L(H), i.e., the problem: given J0U,
find vectors (E0,J,E)U×J×Esatisfying
E0+E=
σ
1(J0+J).(45)
An effective operator for this Z-problem will be denoted by
σ
1. In other words, if there exists an operator
σ
1
L(U)such that
E0=
σ
1J0(46)
whenever (E0,J,E)is a solution of the dual Z-problem at J0
then
σ
1is an effective operator for the dual Z-problem.
Proof of Theorems 7and 9.Assume the hypotheses of
Theorem 7. Then the proof of Theorem 7follows immediately
from Theorem 5with the Schur complement formula (25) for
σ
and by Theorem 11 with
σ
=A/A11,(47)
where
H=H0
H1,H0=U,H1=E,(48)
A= [Ai j]i,j=0,1= [
σ
i j]i,j=0,1.(49)
Now notice it follows from this proof that we can replace the
hypothesis
σ
=
σ
in Theorem 7with the weaker hypothesis
32 and the conclusions of Theorem 7are still true.
Next, assume the hypotheses in Theorem 9. Then by
Corollary 8we know that 0 (
σ
j j)=
σ
j j are invertible
for each j=0,1,2 and similarly for
σ
1since by hypothe-
ses it follows that (
σ
1) =
σ
10. Thus, by Theorem 5
(in particular the uniqueness of the effective operator) it fol-
lows that the effective operator (
σ
1)of the dual problem
(H,U,J,E,
σ
1)satisfies
(
σ
1)= (
σ
)1,(50)
and by Corollary 8we also know that (
σ
1)0 and
σ
0.
The result now follows immediately from this by Theorem 7
applied to the dual Z-problem. In particular, we have from
摘要:

arXiv:2210.05761v1[math-ph]11Oct2022EffectiveoperatorsandvariationalprinciplesfordiscretenetworksEffectiveoperatorsandtheirvariationalprinciplesfordiscreteelectricalnetworkproblemsK.Beard,1A.Stefan,2R.Viator,Jr.,3andA.Welters21)LouisianaStateUniversity,BatonRouge,LAUSA2)FloridaInstituteofTechnology,M...

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Effective operators and their variational principles for di screte electrical network problems.pdf

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