Beruflich Dokumente
Kultur Dokumente
TFEC-IWHT2017-17617
VARIABLE-ORDER ANOMALOUS HEAT TRANSPORT
MATHEMATICAL MODELS IN DISORDERED AND HETEROGENEOUS
POROUS MEDIA
ABSTRACT
Anomalous transport models based on constant-order fractional derivatives equations have been employed to
capture the complexities and irregularities encountered in modelling real-world applications with varying levels
of success. However, recent findings show that there exist some diffusion phenomena where the constant-order
approach with variable coefficients may fail to predict the reality. Take, for instance, in describing transport
processes in fractured rocks or in unconventional reservoirs. In this paper, three classes of variable-order
anomalous diffusion models (time fractional Fokker-Planck equation) are proposed to predict the temperature
evolution in a fractured porous medium. The three classes of variable-order fractional Fokker-Planck equations
presented differ in terms of the underlying physics controlling the diffusive behavior of the system. Furthermore,
existing numerical discretization method is utilized to handle the resulting mathematical model(s). The results of
the numerical simulations are presented to illustrate the effect of a time -dependent, space-dependent, and a
temperature-dependent diffusive behavior. The variable order fractional approach presented in this study contains
the constant-order fractional approach and the classic continuum approach as special cases. The variable-order
fractional approach employed herein exhibits several interesting features some of which cannot be described by
existing continuum based mathematical models. The numerical results reveal that prior knowledge or information
of the nature of the anomalous heat transport behavior through the porous media is essential for accurate heat
transport prediction or modelling. This research exhibits the application of fractional calculus as a sound
mathematical tool for describing the anomalous effects in heat transport in porous media.
KEY WORDS: Anomalous diffusion, Constant-order fractional derivative, Variable- order fractional derivative,
Finite difference
1. INTRODUCTION
Accurate prediction of the heat transport in porous media is essential due to its many real-world applications.
For instance; geothermal energy extraction, cooling systems, and thermal enhanced oil recovery (EOR)
methods. However, formulating a robust mathematical model to characterize heat transport during these
processes requires incorporating all heat transfer characteristics of the rock/fluid system resulting in very
complex models which cannot be handled analytically [1]. The challenges of modelling fluid or solute or heat
transport in fractured reservoir rocks are well recognized for several reasons. For example, the lack of sufficient
information about geometry and composition of the system [2], the large number of coupled processes, and
parameters associated with describing fluid transport in fracture rocks [3]. Two conventional approaches have
been applied to model heat transport through fractured porous media. These include: (i) the continuum methods
(further sub-divided into the Effective Continuum Method (ECM), the Generalized Multiple Continuum Model
(MCM), and the Stochastic-Continuum (SC) model) [2], and (ii) the discrete models (i.e. the continuum
methods, which comprises of the Single-Fracture (SF) models, Discrete Fracture Network (DFN) models, and
Fracture-Matrix (FM) models). The main challenge in modeling heat transport through fractured rocks stems
from the inherent heterogeneities observed across different space scales [3–6].
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If the fluid flow and heat transport occurs through a porous medium characterized by a poorly connected
fractured network, or the rock fabric comprises of obstacles with different structures and proportions, the
Darcy or Fourier constitutive equations may not be adequate [7–9]. Anomalous transport has been observed
in fractured porous media and has been attributed to the long-time trappings of the diffusing particle. (i.e. the
heat remains at a certain position for a longer than usual timespan) [6]. Anomalous diffusion has been
successfully modelled using the constant order fractional derivative concept [10–13]. However, the variable-
order fractional diffusion models have been recently suggested to be better suited for modelling engineering
problems [14–17]. For example, the variable-order diffusion models can accurately capture the evolution of
the diffusion behaviour from sub-diffusive to normal diffusion noticed in many real systems[18,19].
The motivation of this study is to investigate the nature of the temperature evolution in a fractured porous
media considering three classes of time fractional variable-order heat transport equations employing numerical
simulation. To the author(s) best knowledge, no such qualitative analysis exists in the literature. Perhaps this
may be due to the fact that the concept of a variable order operator is a much more recent development and
not well understood in the engineering discipline. The remainder of the paper develops as follows. Section 2
introduces the governing equations and presents a finite volume discretization of the anomalous heat transport
mathematical model. Numerical model validation with the simplified analogous constant-order anomalous
heat transport model and some detailed numerical solutions to the three classes of variable-order anomalous
heat transport model are presented in Section 3. Finally, we offer some comments and useful remarks in Section
4.
Extending the Continuous Time Random Walk (CTRW) for heat transport [5,20], and using a probability
density function 𝜓 with first moment 𝜏 and Laplace transform of the form
𝜕[(𝜌𝐶𝑝 ) 𝑇]
𝐷𝑡1−𝛼 [∇. (𝑘ℓ,𝛼 𝛻𝑇) − 𝜌𝑤 𝐶𝑝𝑤 (𝑢
⃑ 𝛼 . ∇𝑇)] = 𝜕𝑡
𝑏
(2)
In Eqn. (2), 𝑘ℓ,𝛼 > 0 denotes the generalized diffusion (similar to thermal conductivity) coefficient with
dimension W-𝑠1−𝛼 /m-K, and 𝐷𝑡1−𝛼 is the Riemann–Liouville derivative time fractional operator of order 1 −
𝛼, defined by [21,22]
1 𝜕 𝑡
𝐷𝑡1−𝛼 𝑓(𝑥, 𝑡) = Γ(𝛼) 𝜕𝑡 ∫0 (𝑡 − 𝜏)𝛼−1 𝑓 (𝑥, 𝜏)𝜕𝜏 (3)
where 0 ≤ 𝛼 ≤ 1
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𝜕[(𝜌𝐶𝑝 ) 𝑇]
𝐷𝑡𝛼−1 { 𝜕𝑡
𝑏
} = ∇. (𝑘𝑒,𝛼 𝛻𝑇) − 𝜌𝑤 𝐶𝑝𝑤 (𝑢
⃑ 𝛼 . ∇𝑇) (4)
Employing the properties of Riemann–Liouville derivative and Caputo derivative as in [22], we have
𝜕𝛼 [(𝜌𝐶𝑝 ) 𝑇]
𝑏
𝜕𝑡 𝛼
= ∇. (𝑘𝑒,𝛼 𝛻𝑇) − 𝜌𝑤 𝐶𝑝𝑤 (𝑢
⃑ 𝛼 . ∇𝑇) (5)
1 𝑡 𝑑𝑚 𝑓(𝜏)
𝜕𝑡𝛼 𝑓(𝑡) = Γ(𝑚−𝛼) ∫0 (𝑡 − 𝜏)𝑚−𝛼−1 𝑑𝜏 𝑚
𝑑𝜏 , 𝛼 ∈ (𝑚 − 1, 𝑚 ) (6)
In very complex systems, the constant order time fractional models have been reported to have some
limitations in predicting the anomalous diffusive behavior [15,23]. Hence, the variable-order fractional models
have been presented, depending on the characteristics of the physical system under consideration, different
classes of variable-order models have been proposed. In the present investigation, we consider the time, space,
and temperature dependent variable-order models i.e. the diffusion behavior becomes less Fickian or vice-
versa with time, space location, and temperature of the system.
In this research, we employ the definition of variable-order differential operator in which the derivative order
has no memory of past derivative order values. Therefore, the variable-order fractional differentiation is
presented as follows [24]:
1 𝑡 𝑓 ′ (𝜏)𝑑𝜏
𝜕𝑡𝛼(𝑡) 𝑓(𝑡) = Γ[1−𝛼(𝑡)] ∫0 [𝑡−𝜏]𝛼(𝑡) (7)
In the present study, we consider the diffusion behavior to be variable by considering three different cases.
Time dependent variable-order model. The first class of anomalous heat equation to be considered is
applicable to porous systems where the diffusion behavior changes with the time evolution. i.e. the diffusion
process becomes Fickian with time or vice-versa [25,26]. Therefore, the resulting variable-order time fractional
energy equation is given by:
𝜕𝛼(𝑡)[(𝜌𝐶𝑝 ) 𝑇]
𝑏
𝜕𝑡 𝛼(𝑡)
= ∇. (𝑘𝑒,𝛼 𝛻𝑇) − 𝜌𝑤 𝐶𝑝𝑤 (𝑢
⃑ 𝛼 . ∇𝑇), 0<𝑥<𝐿 (8)
In the above Eqn. (8), 0 < 𝛼 (𝑡) < 1, and 𝛼 (𝑡) has the following expression
𝑡
𝛼 (𝑡) = 𝛼𝑜 + 𝑝 (9)
𝑡𝑚𝑎𝑥
where 𝑝 = 0.6 is the proportional parameter, 𝑡𝑚𝑎𝑥 is the measured time and 𝛼0 = 0.4 is the initial fractional
derivative order.
Space dependent variable-order model. The diffusion behavior in heterogeneous and anisotropic porous
media is typically modelled nonlinear to statistical mechanics and memory formalisms [27,28]. Accordingly,
due to the heterogeneous nature of the rock fabric, a large of variation of permeability is usually observed in
the different spatial positions. The space dependent variable-order models are the most reasonable option to
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describe such scenarios because they can accurately describe position dependent diffusion problems [28].
Consequently, the resulting anomalous heat transport equation is given by:
𝜕𝛼(𝑥) [(𝜌𝐶𝑝 ) 𝑇]
𝑏
𝜕𝑡 𝛼(𝑥)
= ∇. (𝑘𝑒,𝛼 𝛻𝑇) − 𝜌𝑤 𝐶𝑝𝑤 (𝑢
⃑ 𝛼 . ∇𝑇), 0<𝑥<𝐿 (10)
where 0 < 𝛼(𝑥) < 1, and the following 𝛼(𝑥) expressions would be considered for analysis
𝑥
𝛼1 (𝑥) = 𝛼0 + |𝛽 ( 𝐿 − 0.5)| (11a)
and
𝑥
𝛼0 + 𝛽 ( )
𝐿
𝛼2 (𝑥) = { 𝑥
(11b)
𝛼0 + 𝛽 (1 − 𝐿 )
where 𝛽 = 0.2 is the space proportional parameter, and 𝛼0 = 0.8 is the initial fractional derivative order.
Temperature dependent variable-order model. It has been noted in the literature by many researchers that
temperature variation may alter the rock petro-physical properties of the rock matrix [29–33]. Such alterations
result in a variable permeability with time which may not be known priori. In the conventional methods, the
variable diffusion coefficient is usually incorporated to the partial differential equations. Thus, we propose a
heat transport process in which the memory rate evolves with the system temperature. This way, a temperature
dependent time derivative is employed to capture the complexity that traditionally would be handled by a
complex temperature dependent porosity and permeability function. The resulting anomalous heat transport
equation is given by:
𝜕𝛼[𝑇(𝑥,𝑡)] [(𝜌𝐶𝑝 ) 𝑇]
𝑏
𝜕𝑡 𝛼[𝑇(𝑥,𝑡)]
= ∇. (𝑘𝑒,𝛼 𝛻𝑇) − 𝜌𝑤 𝐶𝑝𝑤 (𝑢
⃑ 𝛼 . ∇𝑇), 0<𝑥<𝐿 (12)
In the above, 0 < 𝛼[𝑇 (𝑥, 𝑡)] < 1, and to investigate the behavior of proposed model 𝛼[𝑇(𝑥, 𝑡)] has the
following expression:
𝑇(𝑥,𝑡)
𝛼[𝑇(𝑥, 𝑡)] = 𝛼𝑜 + 𝑝 (13)
𝑇𝑖𝑛
where 𝑝 = −0.2 is the proportional parameter, and 𝛼0 = 1 is the initial fractional derivative order.
The final form of the discretized time fractional variable-order energy equation is presented below.
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𝑎𝑃 𝑇𝑖𝑛+1 = 𝑎𝐸 𝑇𝑖+1
𝑛+1 𝑛+1
+ 𝑎𝑊 𝑇𝑖−1 + 𝑏 + 𝑎𝑃0 𝑇𝑖𝑛 (15)
where
(𝑎2 )𝑛+1
𝑖−1⁄2 (𝑎2)𝑛+1
𝑖+1⁄2
𝑎𝑃 = [∆𝑥 × 𝜎𝛼𝑛+1 + ∆𝑥
+ (𝑎1 )𝑛+1
𝑖 + ∆𝑥
] (16)
(𝑎2)𝑛+1
𝑖+1⁄2
𝑎𝐸 = ∆𝑥
(17)
(𝑎2 )𝑛+1
𝑖−1⁄2
𝑎𝑊 = (𝑎1 )𝑛+1
𝑖−1 + ∆𝑥
(18)
Equations 15 to 20 is applicable to the interior grid points only, with the coefficients a1, a2, and (𝜌𝐶𝑝 )𝑏 defined
𝑢𝛼 𝜌𝑤 𝐶𝑝𝑤 𝑘
as: 𝑎1 = (𝜌𝐶𝑝 )
, 𝑎2 = (𝜌𝐶𝑒,𝛼) , and (𝜌𝐶𝑝 )𝑏 = 𝜌𝑤 𝐶𝑝𝑤 𝜙 + 𝜌𝑠 𝐶𝑝𝑠 (1 − 𝜙)
𝑏 𝑝 𝑏
The temperature distribution in the porous core plug of length L, and diameter D is described in Laplace space as
follows:
(𝑇𝑖𝑛 −𝑇0 )𝜍 (𝑇 −𝑇 ) 𝑇
𝑇̂ = {− 𝑠(1−𝜍) } 𝑒𝑥𝑝(Υ1 𝑥) + { 𝑖𝑛 0 } 𝑒𝑥𝑝(Υ2 𝑥) + 0
𝑠(1−𝜍) 𝑠
(21)
Refer to Appendix A for complete derivation and definition of variables in Eqn. (16) above.
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Equation (16) was derived considering a constant injection temperature at the inlet, and a Neumann boundary
condition at the outlet end. The boundary conditions are presented mathematically as:
𝜕𝑇
𝜕𝑥
= 0, 𝑥 = 𝐿 , 𝑡 > 0 (23)
Figure 1 shows the comparison between the temperature profile predicted from the numerical model and the
analytical solution for different values of the fractional order of differentiation. The plot reveals the numerical
model agrees excellently with the analytical solution for the values of the fractional order of differentiation
considered.
Fig. 1 Temperature profile model validation for 𝛼 equals (a) 0.6, (b) 0.8, and (c) 1
In the remaining part of this study, the more complex variable-order anomalous heat transport behavior is
investigated in detail considering the earlier mentioned categories i.e. time dependent, space-dependent, and
temperature dependent variable-order models employing the data presented in Table 2.
Table 2 Default rock and fluid properties values for sensitivity study
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Run Name 𝛼𝑜 𝑝
R1 0.6 0.4
R2 0.6 0
R3 1 0
The predicted temperature profile across the core length for the simulation runs are depicted in Fig. 2(a-b) after 20
and 60 minutes. The plot reveals the predicted temperatures along the porous medium is always larger for the
classic heat transport case, whereas R2 which describes a sub-diffusive regime leads to a slower propagation of
heat transport due to long time trapping of heat in the rock fabric. Simulation run R2 which describes the variable-
order heat transport process where the heat transport behavior initially is sub-diffusive and later approaches the
normal Fourier like heat conduction predicts temperatures intermediate between the two extremes, see Fig. 3(a-
b).
Fig. 2 Temperature profile along core length for time dependent variable-order anomalous heat transport after (a)
20 minutes, and (b) 60 minutes
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Fig. 3 Time dependent variable-order anomalous heat transport model temperature history at blocks (a) 1, and
(b) 100
Space dependent variable-order anomalous heat transport model was investigated employing the data presented in
Table 4. That is, we consider two cases where space dependent variable-order heat transport behavior follows
Eqns. (11a) and (11b) respectively. Note that the parameters are identical but the mathematical equations differ.
Run Name 𝛼𝑜 𝛽
R4 0.8 0.2
R5 0.8 0.2
The predicted temperature profiles for space dependent variable-order anomalous heat transport model are
depicted in Figs. 4 and 5. Figure 4 illustrates the temperature profile after 20 minutes and 60 minutes respectively,
whereas Fig. 5 shows the temperature history at block 1 and 100 respectively. Interestingly, the plots i.e. Figs 4
and 5 reveal the significance of the spatial variation of the fractional order derivative. The simulation results predict
higher temperature profiles for Eqn. (11a) where the spatial variation follows a linear trend with the fractional
order derivative term increasing towards the core length. In both plots, the same non-linear temperature trend is
observed with a higher temperature close to the injection cell.
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Fig. 4 Temperature profile along core length for space dependent variable-order anomalous heat transport after
(a) 20 minutes, and (b) 60 minutes
Fig. 5 Space dependent variable-order anomalous heat transport model temperature history at blocks (a) 1, and
(b) 100
The behavior of the temperature dependent variable-order anomalous heat transport model was also investigated
with the input data of Table 5.
Run Name 𝛼𝑜 𝑝
R6 0.8 0.2
R7 0.8 0
R8 1 0
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The temperature profiles along the core length are illustrated in Fig. 6 after 20 minutes and 60 minutes respectively
of hot water injection. The plot shows that the temperature profile propagation is indeed affected by the order of
fractional derivative, with higher and faster heat front propagation as the order of fractional derivative increases.
Close investigation of Fig. 6 reveals that in Simulation run R7 no hot water breakthrough has been observed at the
effluent, thus revealing the slower nature of the sub-diffusive regime. On the other hand, the nature of heat transport
in the simulation run R6 was noted to be sub-diffusive, however, as the temperature increases at each control
volume, the diffusion behavior approaches the classic Fourier based heat equation and thus the observed faster
heat propagation observed. Therefore, the observed hot water breakthrough noted in Fig. 6 for simulation run R7.
Fig. 6 Temperature profile along core length for temperature dependent variable-order anomalous heat transport
after (a) 20 minutes, and (b) 60 minutes
4. CONCLUSIONS
This paper presents three types of variable-order anomalous heat transport mathematical models describing fluid
flow in naturally fractured heterogeneous porous media. To investigate the nature of temperature evolution in such
systems, a numerical model was formulated and subsequently validated for accuracy with the semi-analytical
solution of the analogous constant-order anomalous heat transport model. The presented variable-order anomalous
transport models have a theoretical foundation from the continuous time random walk (CTRW) frameworks with
the time dependent waiting-time probability density functions (PDF) or time (or space) dependent jump length
PDFs.
5. ACKNOWLEDGMENT
The authors would like to acknowledge the support provided by King Abdulaziz City for Science and Technology
(KACST), through the Science & Technology Unit at King Fahd University of Petroleum & Minerals (KFUPM),
for funding this work through project No. 11-OIL1661-04, as part of the National Science, Technology and
Innovation Plan (NSTIP).
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NOMENCLATURE
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[37] Stehfest, H., 1970, “Algorithm 368: Numerical inversion of Laplace transforms [D5],” Commun. ACM, 13(1), pp. 47–49.
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APPENDIX
𝜕 𝛼 [(𝜌𝐶𝑝 ) 𝑇]
𝑏
= ∇. (𝑘𝑒,𝛼 𝛻𝑇) − 𝜌𝑤 𝐶𝑝𝑤 (𝑢
⃑ . ∇𝑇) , 0 < 𝛼 < 1 (A-1)
𝜕𝑡 𝛼
To solve Eqn. (A-1) analytically we assume constant rock and fluid, considering one-dimensional
flow, we have
Taking the Laplace transform to Eqn. (A-2) with respect to time, and noting that the Laplace
transform of the Caputo time fractional derivative is defined below [21]:
𝜕 2 𝑇̂ 𝜕𝑇̂
𝑐1 𝜕𝑥 2 − 𝑐2 𝜕𝑥 − 𝑠 𝛼 𝑇̂ = −𝑠 𝛼−1 𝑇0 (A-5)
𝑘 𝜌𝑤 𝐶𝜌𝑤 𝑢
where 𝑐1 = (𝜌𝐶𝑒,𝛼) , 𝑐2 =
𝑝 𝑏 (𝜌𝐶𝑝 )
𝑏
𝜕 2 𝑇̂ 𝜕𝑇̂ 𝜃
− 𝑐3 𝜕𝑥 − 𝜃𝑇̂ = − ( 𝑠 ) 𝑇0 (A-6)
𝜕𝑥 2
𝑠𝛼 𝑐 𝜌𝑤 𝐶𝜌𝑤 𝑢
with the coefficients defined 𝜃 = , 𝑐3 = 𝑐2 =
𝑐1 1 𝑘𝑒,𝛼
The homogeneous solution of the second order differential equation i.e. Eqn. (A-6) is obtained from
the characteristic equation
𝑦 2 − 𝑐3 𝑦 − 𝜃 = 0 (A-7)
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𝑐 𝑐 2 𝑐 𝑐 2
𝑇̂𝑐 = 𝐴1 𝑒𝑥𝑝 {[ 23 + √( 23 ) + 𝜃] 𝑥} + 𝐴2 𝑒𝑥𝑝 {[ 23 − √( 23 ) + 𝜃] 𝑥} (A-9)
where 𝐴1 and 𝐴2 are two constants to be determined from the boundary conditions. Noting that the
𝑇
right-hand side (RHS) of Eqn. (A-5) is independent of the space variable z, so 𝑇̂𝑝 = 𝑠0 forms a
particular solution of Eqn. (A-5). Therefore, the temperature evolution in Laplace space in the porous
medium can be described according to
𝑐 𝑐 2 𝑐 𝑐 2 𝑇
𝑇̂ = 𝐴1 𝑒𝑥𝑝 {[ 23 + √( 23 ) + 𝜃] 𝑥} + 𝐴2 𝑒𝑥𝑝 {[ 23 − √( 23 ) + 𝜃] 𝑥} + 𝑠0 (A-10)
𝑐3 𝑐 2 𝑐3 𝑐 2
Υ1 = + √( 23 ) + 𝜃, and Υ2 = − √( 23 ) + 𝜃 (A-11)
2 2
Recalling the boundary conditions expressed by Eqns. (17) and (18), and applying the Laplace
transform to them yields
𝑇
𝑇̂ = 𝑠𝑖𝑛 , 𝑥=0 (A-13)
𝜕𝑇̂
=0 (A-14)
𝜕𝑥
𝑇𝑖𝑛−𝑇0
𝐴1 + 𝐴2 = (A-17)
𝑠
𝜕𝑇̂
= 𝐴1 Υ1 𝑒𝑥𝑝(Υ1 𝐿) + 𝐴2 Υ2 𝑒𝑥𝑝(Υ2 𝐿) (A-18)
𝜕𝑥
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Υ 𝑒𝑥𝑝(Υ 𝐿)
𝐴1 = −𝐴2 Υ2 𝑒𝑥𝑝(Υ2𝐿) (A-20)
1 1
Υ 𝑒𝑥𝑝(Υ 𝐿)
𝜍 = Υ2 𝑒𝑥𝑝(Υ2𝐿) (A-23)
1 1
(𝑇𝑖𝑛 −𝑇0)
𝐴2 = (A-24)
𝑠(1−𝜍)
(𝑇𝑖𝑛−𝑇0 )𝜍
𝐴1 = − (A-25)
𝑠(1−𝜍)
(𝑇𝑖𝑛−𝑇0 )𝜍 (𝑇 −𝑇 ) 𝑇
𝑇̂ = {− 𝑠(1−𝜍) } 𝑒𝑥𝑝(Υ1 𝑥 ) + { 𝑖𝑛 0 } 𝑒𝑥𝑝(Υ2 𝑥 ) + 0 (A-26)
𝑠(1−𝜍) 𝑠
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