Experiments on homogeneous nucleation and physicochemical properties related to atmospheric new particle formation

Aerosol particles play a role in the earth ecosystem and affect human health. A significant pathway of producing aerosol particles in the atmosphere is new particle formation, where condensable vapours nucleate and these newly formed clusters grow by condensation and coagulation. However, this phenomenon is still not fully understood. This thesis brings an insight to new particle formation from an experimental point of view. Laboratory experiments were conducted both on the nucleation process and physicochemical properties related to new particle formation. Nucleation rate measurements are used to test nucleation theories. These theories, in turn, are used to predict nucleation rates in atmospheric conditions. However, the nucleation rate measurements have proven quite difficult to conduct, as different devices can yield nucleation rates with differences of several orders of magnitude for the same substances. In this thesis, work has been done to have a greater understanding in nucleation measurements, especially those conducted in a laminar flow diffusion chamber. Systematic studies of nucleation were also made for future verification of nucleation theories. Surface tensions and densities of substances related to atmospheric new particle formation were measured. Ternary sulphuric acid + ammonia + water is a proposed candidate to participate in atmospheric nucleation. Surface tensions of an alternative candidate to nucleate in boreal forest areas, sulphuric acid + dimethylamine + water, were also measured. Binary compounds, consisting of organic acids + water are possible candidates to participate in the early growth of freshly nucleated particles. All the measured surface tensions and densities were fitted with equations, thermodynamically consistent if possible, to be easily applied to atmospheric model calculations of nucleation and subsequent evolution of particle size.

Monte Carlo Simulations of Molecular Clusters in Nucleation

A better understanding of the limiting step in a first order phase transition, the nucleation process, is of major importance to a variety of scientific fields ranging from atmospheric sciences to nanotechnology and even to cosmology. This is due to the fact that in most phase transitions the new phase is separated from the mother phase by a free energy barrier. This barrier is crossed in a process called nucleation. Nowadays it is considered that a significant fraction of all atmospheric particles is produced by vapor-to liquid nucleation. In atmospheric sciences, as well as in other scientific fields, the theoretical treatment of nucleation is mostly based on a theory known as the Classical Nucleation Theory. However, the Classical Nucleation Theory is known to have only a limited success in predicting the rate at which vapor-to-liquid nucleation takes place at given conditions. This thesis studies the unary homogeneous vapor-to-liquid nucleation from a statistical mechanics viewpoint. We apply Monte Carlo simulations of molecular clusters to calculate the free energy barrier separating the vapor and liquid phases and compare our results against the laboratory measurements and Classical Nucleation Theory predictions. According to our results, the work of adding a monomer to a cluster in equilibrium vapour is accurately described by the liquid drop model applied by the Classical Nucleation Theory, once the clusters are larger than some threshold size. The threshold cluster sizes contain only a few or some tens of molecules depending on the interaction potential and temperature. However, the error made in modeling the smallest of clusters as liquid drops results in an erroneous absolute value for the cluster work of formation throughout the size range, as predicted by the McGraw-Laaksonen scaling law. By calculating correction factors to Classical Nucleation Theory predictions for the nucleation barriers of argon and water, we show that the corrected predictions produce nucleation rates that are in good comparison with experiments. For the smallest clusters, the deviation between the simulation results and the liquid drop values are accurately modelled by the low order virial coefficients at modest temperatures and vapour densities, or in other words, in the validity range of the non-interacting cluster theory by Frenkel, Band and Bilj. Our results do not indicate a need for a size dependent replacement free energy correction. The results also indicate that Classical Nucleation Theory predicts the size of the critical cluster correctly. We also presents a new method for the calculation of the equilibrium vapour density, surface tension size dependence and planar surface tension directly from cluster simulations. We also show how the size dependence of the cluster surface tension in equimolar surface is a function of virial coefficients, a result confirmed by our cluster simulations.

Computational fluid dynamics simulations in aerosol and nucleation studies

Nucleation is the first step in the formation of a new phase inside a mother phase. Two main forms of nucleation can be distinguished. In homogeneous nucleation, the new phase is formed in a uniform substance. In heterogeneous nucleation, on the other hand, the new phase emerges on a pre-existing surface (nucleation site). Nucleation is the source of about 30% of all atmospheric aerosol which in turn has noticeable health effects and a significant impact on climate. Nucleation can be observed in the atmosphere, studied experimentally in the laboratory and is the subject of ongoing theoretical research. This thesis attempts to be a link between experiment and theory. By comparing simulation results to experimental data, the aim is to (i) better understand the experiments and (ii) determine where the theory needs improvement. Computational fluid dynamics (CFD) tools were used to simulate homogeneous onecomponent nucleation of n-alcohols in argon and helium as carrier gases, homogeneous nucleation in the water-sulfuric acid-system, and heterogeneous nucleation of water vapor on silver particles. In the nucleation of n-alcohols, vapor depletion, carrier gas effect and carrier gas pressure effect were evaluated, with a special focus on the pressure effect whose dependence on vapor and carrier gas properties could be specified. The investigation of nucleation in the water-sulfuric acid-system included a thorough analysis of the experimental setup, determining flow conditions, vapor losses, and nucleation zone. Experimental nucleation rates were compared to various theoretical approaches. We found that none of the considered theoretical descriptions of nucleation captured the role of water in the process at all relative humidities. Heterogeneous nucleation was studied in the activation of silver particles in a TSI 3785 particle counter which uses water as its working fluid. The role of the contact angle was investigated and the influence of incoming particle concentrations and homogeneous nucleation on counting efficiency determined.

On the homogeneous and heterogeneous nucleation of some organic compounds

The conversion of a metastable phase into a thermodynamically stable phase takes place via the formation of clusters. Clusters of different sizes are formed spontaneously within the metastable mother phase, but only those larger than a certain size, called the critical size, will end up growing into a new phase. There are two types of nucleation: homogeneous, where the clusters appear in a uniform phase, and heterogeneous, when pre-existing surfaces are available and clusters form on them. The nucleation of aerosol particles from gas-phase molecules is connected not only with inorganic compounds, but also with nonvolatile organic substances found in atmosphere. The question is which ones of the myriad of organic species have the right properties and are able to participate in nucleation phenomena. This thesis discusses both homogeneous and heterogeneous nucleation, having as theoretical tool the classical nucleation theory (CNT) based on thermodynamics. Different classes of organics are investigated. The members of the first class are four dicarboxylic acids (succinic, glutaric, malonic and adipic). They can be found in both the gas and particulate phases, and represent good candidates for the aerosol formation due to their low vapor pressure and solubility. Their influence on the nucleation process has not been largely investigated in the literature and it is not fully established. The accuracy of the CNT predictions for binary water-dicarboxylic acid systems depends significantly on the good knowledge of the thermophysical properties of the organics and their aqueous solutions. A large part of the thesis is dedicated to this issue. We have shown that homogeneous and heterogeneous nucleation of succinic, glutaric and malonic acids in combination with water is unlikely to happen in atmospheric conditions. However, it seems that adipic acid could participate in the nucleation process in conditions occurring in the upper troposphere. The second class of organics is represented by n-nonane and n-propanol. Their thermophysical properties are well established, and experiments on these substances have been performed. The experimental data of binary homogeneous and heterogeneous nucleation have been compared with the theoretical predictions. Although the n-nonane - n-propanol mixture is far from being ideal, CNT seems to behave fairly well, especially when calculating the cluster composition. In the case of heterogeneous nucleation, it has been found that better characterization of the substrate - liquid interaction by means of line tension and microscopic contact angle leads to a significant improvement of the CNT prediction. Unfortunately, this can not be achieved without well defined experimental data.

Quantum Chemical Studies on Tropospheric Nucleation Mechanisms Involving Sulfuric Acid

Nucleation is the first step of the process by which gas molecules in the atmosphere condense to form liquid or solid particles. Despite the importance of atmospheric new-particle formation for both climate and health-related issues, little information exists on its precise molecular-level mechanisms. In this thesis, potential nucleation mechanisms involving sulfuric acid together with either water and ammonia or reactive biogenic molecules are studied using quantum chemical methods. Quantum chemistry calculations are based on the numerical solution of Schrödinger's equation for a system of atoms and electrons subject to various sets of approximations, the precise details of which give rise to a large number of model chemistries. A comparison of several different model chemistries indicates that the computational method must be chosen with care if accurate results for sulfuric acid - water - ammonia clusters are desired. Specifically, binding energies are incorrectly predicted by some popular density functionals, and vibrational anharmonicity must be accounted for if quantitatively reliable formation free energies are desired. The calculations reported in this thesis show that a combination of different high-level energy corrections and advanced thermochemical analysis can quantitatively replicate experimental results concerning the hydration of sulfuric acid. The role of ammonia in sulfuric acid - water nucleation was revealed by a series of calculations on molecular clusters of increasing size with respect to all three co-ordinates; sulfuric acid, water and ammonia. As indicated by experimental measurements, ammonia significantly assists the growth of clusters in the sulfuric acid - co-ordinate. The calculations presented in this thesis predict that in atmospheric conditions, this effect becomes important as the number of acid molecules increases from two to three. On the other hand, small molecular clusters are unlikely to contain more than one ammonia molecule per sulfuric acid. This implies that the average NH3:H2SO4 mole ratio of small molecular clusters in atmospheric conditions is likely to be between 1:3 and 1:1. Calculations on charged clusters confirm the experimental result that the HSO4- ion is much more strongly hydrated than neutral sulfuric acid. Preliminary calculations on HSO4- NH3 clusters indicate that ammonia is likely to play at most a minor role in ion-induced nucleation in the sulfuric acid - water system. Calculations of thermodynamic and kinetic parameters for the reaction of stabilized Criegee Intermediates with sulfuric acid demonstrate that quantum chemistry is a powerful tool for investigating chemically complicated nucleation mechanisms. The calculations indicate that if the biogenic Criegee Intermediates have sufficiently long lifetimes in atmospheric conditions, the studied reaction may be an important source of nucleation precursors.

Insights into Atmospheric Nucleation

Atmospheric aerosol particles have a strong impact on the global climate. A deep understanding of the physical and chemical processes affecting the atmospheric aerosol climate system is crucial in order to describe those processes properly in global climate models. Besides the climatic effects, aerosol particles can deteriorate e.g. visibility and human health. Nucleation is a fundamental step in atmospheric new particle formation. However, details of the atmospheric nucleation mechanisms have remained unresolved. The main reason for that has been the non-existence of instruments capable of measuring neutral newly formed particles in the size range below 3 nm in diameter. This thesis aims to extend the detectable particle size range towards close-to-molecular sizes (~1nm) of freshly nucleated clusters, and by direct measurement obtain the concentrations of sub-3 nm particles in atmospheric environment and in well defined laboratory conditions. In the work presented in this thesis, new methods and instruments for the sub-3 nm particle detection were developed and tested. The selected approach comprises four different condensation based techniques and one electrical detection scheme. All of them are capable to detect particles with diameters well below 3 nm, some even down to ~1 nm. The developed techniques and instruments were deployed in the field measurements as well as in laboratory nucleation experiments. Ambient air studies showed that in a boreal forest environment a persistent population of 1-2 nm particles or clusters exists. The observation was done using 4 different instruments showing a consistent capability for the direct measurement of the atmospheric nucleation. The results from the laboratory experiments showed that sulphuric acid is a key species in the atmospheric nucleation. The mismatch between the earlier laboratory data and ambient observations on the dependency of nucleation rate on sulphuric acid concentration was explained. The reason was shown to be associated in the inefficient growth of the nucleated clusters and in the insufficient detection efficiency of particle counters used in the previous experiments. Even though the exact molecular steps of nucleation still remain an open question, the instrumental techniques developed in this work as well as their application in laboratory and ambient studies opened a new view into atmospheric nucleation and prepared the way for investigating the nucleation processes with more suitable tools.

Theoretical and computational approaches on heterogeneous nucleation

Nucleation is the first step of a first order phase transition. A new phase is always sprung up in nucleation phenomena. The two main categories of nucleation are homogeneous nucleation, where the new phase is formed in a uniform substance, and heterogeneous nucleation, when nucleation occurs on a pre-existing surface. In this thesis the main attention is paid on heterogeneous nucleation. This thesis wields the nucleation phenomena from two theoretical perspectives: the classical nucleation theory and the statistical mechanical approach. The formulation of the classical nucleation theory relies on equilibrium thermodynamics and use of macroscopically determined quantities to describe the properties of small nuclei, sometimes consisting of just a few molecules. The statistical mechanical approach is based on interactions between single molecules, and does not bear the same assumptions as the classical theory. This work gathers up the present theoretical knowledge of heterogeneous nucleation and utilizes it in computational model studies. A new exact molecular approach on heterogeneous nucleation was introduced and tested by Monte Carlo simulations. The results obtained from the molecular simulations were interpreted by means of the concepts of the classical nucleation theory. Numerical calculations were carried out for a variety of substances nucleating on different substances. The classical theory of heterogeneous nucleation was employed in calculations of one-component nucleation of water on newsprint paper, Teflon and cellulose film, and binary nucleation of water-n-propanol and water-sulphuric acid mixtures on silver nanoparticles. The results were compared with experimental results. The molecular simulation studies involved homogeneous nucleation of argon and heterogeneous nucleation of argon on a planar platinum surface. It was found out that the use of a microscopical contact angle as a fitting parameter in calculations based on the classical theory of heterogeneous nucleation leads to a fair agreement between the theoretical predictions and experimental results. In the presented cases the microscopical angle was found to be always smaller than the contact angle obtained from macroscopical measurements. Furthermore, molecular Monte Carlo simulations revealed that the concept of the geometrical contact parameter in heterogeneous nucleation calculations can work surprisingly well even for very small clusters.

Monte Carlo simulations of molecular clusters in nucleation

A better understanding of the limiting step in a first order phase transition, the nucleation process, is of major importance to a variety of scientific fields ranging from atmospheric sciences to nanotechnology and even to cosmology. This is due to the fact that in most phase transitions the new phase is separated from the mother phase by a free energy barrier. This barrier is crossed in a process called nucleation. Nowadays it is considered that a significant fraction of all atmospheric particles is produced by vapor-to liquid nucleation. In atmospheric sciences, as well as in other scientific fields, the theoretical treatment of nucleation is mostly based on a theory known as the Classical Nucleation Theory. However, the Classical Nucleation Theory is known to have only a limited success in predicting the rate at which vapor-to-liquid nucleation takes place at given conditions. This thesis studies the unary homogeneous vapor-to-liquid nucleation from a statistical mechanics viewpoint. We apply Monte Carlo simulations of molecular clusters to calculate the free energy barrier separating the vapor and liquid phases and compare our results against the laboratory measurements and Classical Nucleation Theory predictions. According to our results, the work of adding a monomer to a cluster in equilibrium vapour is accurately described by the liquid drop model applied by the Classical Nucleation Theory, once the clusters are larger than some threshold size. The threshold cluster sizes contain only a few or some tens of molecules depending on the interaction potential and temperature. However, the error made in modeling the smallest of clusters as liquid drops results in an erroneous absolute value for the cluster work of formation throughout the size range, as predicted by the McGraw-Laaksonen scaling law. By calculating correction factors to Classical Nucleation Theory predictions for the nucleation barriers of argon and water, we show that the corrected predictions produce nucleation rates that are in good comparison with experiments. For the smallest clusters, the deviation between the simulation results and the liquid drop values are accurately modelled by the low order virial coefficients at modest temperatures and vapour densities, or in other words, in the validity range of the non-interacting cluster theory by Frenkel, Band and Bilj. Our results do not indicate a need for a size dependent replacement free energy correction. The results also indicate that Classical Nucleation Theory predicts the size of the critical cluster correctly. We also presents a new method for the calculation of the equilibrium vapour density, surface tension size dependence and planar surface tension directly from cluster simulations. We also show how the size dependence of the cluster surface tension in equimolar surface is a function of virial coefficients, a result confirmed by our cluster simulations.

Molecular Dynamics Simulations of Homogeneous Nucleation

Nucleation is the first step in a phase transition where small nuclei of the new phase start appearing in the metastable old phase, such as the appearance of small liquid clusters in a supersaturated vapor. Nucleation is important in various industrial and natural processes, including atmospheric new particle formation: between 20 % to 80 % of atmospheric particle concentration is due to nucleation. These atmospheric aerosol particles have a significant effect both on climate and human health. Different simulation methods are often applied when studying things that are difficult or even impossible to measure, or when trying to distinguish between the merits of various theoretical approaches. Such simulation methods include, among others, molecular dynamics and Monte Carlo simulations. In this work molecular dynamics simulations of the homogeneous nucleation of Lennard-Jones argon have been performed. Homogeneous means that the nucleation does not occur on a pre-existing surface. The simulations include runs where the starting configuration is a supersaturated vapor and the nucleation event is observed during the simulation (direct simulations), as well as simulations of a cluster in equilibrium with a surrounding vapor (indirect simulations). The latter type are a necessity when the conditions prevent the occurrence of a nucleation event in a reasonable timeframe in the direct simulations. The effect of various temperature control schemes on the nucleation rate (the rate of appearance of clusters that are equally able to grow to macroscopic sizes and to evaporate) was studied and found to be relatively small. The method to extract the nucleation rate was also found to be of minor importance. The cluster sizes from direct and indirect simulations were used in conjunction with the nucleation theorem to calculate formation free energies for the clusters in the indirect simulations. The results agreed with density functional theory, but were higher than values from Monte Carlo simulations. The formation energies were also used to calculate surface tension for the clusters. The sizes of the clusters in the direct and indirect simulations were compared, showing that the direct simulation clusters have more atoms between the liquid-like core of the cluster and the surrounding vapor. Finally, the performance of various nucleation theories in predicting simulated nucleation rates was investigated, and the results among other things highlighted once again the inadequacy of the classical nucleation theory that is commonly employed in nucleation studies.

How the development of condensation particle counters is reforming our view on atmospheric nucleation

Aerosol particles deteriorate air quality, atmospheric visibility and our health. They affect the Earth s climate by absorbing and scattering sunlight, forming clouds, and also via several feed-back mechanisms. The net effect on the radiative balance is negative, i.e. cooling, which means that particles counteract the effect of greenhouse gases. However, particles are one of the poorly known pieces in the climate puzzle. Some of the airborne particles are natural, some anthropogenic; some enter the atmosphere in particle form, while others form by gas-to-particle conversion. Unless the sources and dynamical processes shaping the particle population are quantified, they cannot be incorporated into climate models. The molecular level understanding of new particle formation is still inadequate, mainly due to the lack of suitable measurement techniques to detect the smallest particles and their precursors. This thesis has contributed to our ability to measure newly formed particles. Three new condensation particle counter applications for measuring the concentration of nano-particles were developed. The suitability of the methods for detecting both charged and electrically neutral particles and molecular clusters as small as 1 nm in diameter was thoroughly tested both in laboratory and field conditions. It was shown that condensation particle counting has reached the size scale of individual molecules, and besides measuring the concentration they can be used for getting size information. In addition to atmospheric research, the particle counters could have various applications in other fields, especially in nanotechnology. Using the new instruments, the first continuous time series of neutral sub-3 nm particle concentrations were measured at two field sites, which represent two different kinds of environments: the boreal forest and the Atlantic coastline, both of which are known to be hot-spots for new particle formation. The contribution of ions to the total concentrations in this size range was estimated, and it could be concluded that the fraction of ions was usually minor, especially in boreal forest conditions. Since the ionization rate is connected to the amount of cosmic rays entering the atmosphere, the relative contribution of neutral to charged nucleation mechanisms extends beyond academic interest, and links the research directly to current climate debate.

On the charging state of atmospheric aerosols and ion-induced nucleation

Floating in the air that surrounds us is a number of small particles, invisible to the human eye. The mixture of air and particles, liquid or solid, is called an aerosol. Aerosols have significant effects on air quality, visibility and health, and on the Earth's climate. Their effect on the Earth's climate is the least understood of climatically relevant effects. They can scatter the incoming radiation from the Sun, or they can act as seeds onto which cloud droplets are formed. Aerosol particles are created directly, by human activity or natural reasons such as breaking ocean waves or sandstorms. They can also be created indirectly as vapors or very small particles are emitted into the atmosphere and they combine to form small particles that later grow to reach climatically or health relevant sizes. The mechanisms through which those particles are formed is still under scientific discussion, even though this knowledge is crucial to make air quality or climate predictions, or to understand how aerosols will influence and will be influenced by the climate's feedback loops. One of the proposed mechanisms responsible for new particle formation is ion-induced nucleation. This mechanism is based on the idea that newly formed particles were ultimately formed around an electric charge. The amount of available charges in the atmosphere varies depending on radon concentrations in the soil and in the air, as well as incoming ionizing radiation from outer space. In this thesis, ion-induced nucleation is investigated through long-term measurements in two different environments: in the background site of Hyytiälä and in the urban site that is Helsinki. The main conclusion of this thesis is that ion-induced nucleation generally plays a minor role in new particle formation. The fraction of particles formed varies from day to day and from place to place. The relative importance of ion-induced nucleation, i.e. the fraction of particles formed through ion-induced nucleation, is bigger in cleaner areas where the absolute number of particles formed is smaller. Moreover, ion-induced nucleation contributes to a bigger fraction of particles on warmer days, when the sulfuric acid and water vapor saturation ratios are lower. This analysis will help to understand the feedbacks associated with climate change.

Elements of Volatility at High Frequency

Volatility is central in options pricing and risk management. It reflects the uncertainty of investors and the inherent instability of the economy. Time series methods are among the most widely applied scientific methods to analyze and predict volatility. Very frequently sampled data contain much valuable information about the different elements of volatility and may ultimately reveal the reasons for time varying volatility. The use of such ultra-high-frequency data is common to all three essays of the dissertation. The dissertation belongs to the field of financial econometrics. The first essay uses wavelet methods to study the time-varying behavior of scaling laws and long-memory in the five-minute volatility series of Nokia on the Helsinki Stock Exchange around the burst of the IT-bubble. The essay is motivated by earlier findings which suggest that different scaling laws may apply to intraday time-scales and to larger time-scales, implying that the so-called annualized volatility depends on the data sampling frequency. The empirical results confirm the appearance of time varying long-memory and different scaling laws that, for a significant part, can be attributed to investor irrationality and to an intraday volatility periodicity called the New York effect. The findings have potentially important consequences for options pricing and risk management that commonly assume constant memory and scaling. The second essay investigates modelling the duration between trades in stock markets. Durations convoy information about investor intentions and provide an alternative view at volatility. Generalizations of standard autoregressive conditional duration (ACD) models are developed to meet needs observed in previous applications of the standard models. According to the empirical results based on data of actively traded stocks on the New York Stock Exchange and the Helsinki Stock Exchange the proposed generalization clearly outperforms the standard models and also performs well in comparison to another recently proposed alternative to the standard models. The distribution used to derive the generalization may also prove valuable in other areas of risk management. The third essay studies empirically the effect of decimalization on volatility and market microstructure noise. Decimalization refers to the change from fractional pricing to decimal pricing and it was carried out on the New York Stock Exchange in January, 2001. The methods used here are more accurate than in the earlier studies and put more weight on market microstructure. The main result is that decimalization decreased observed volatility by reducing noise variance especially for the highly active stocks. The results help risk management and market mechanism designing.