Efficient solution of two-sided nonlinear space-fractional diffusion equations using fast Poisson preconditioners

We develop a fast Poisson preconditioner for the efficient numerical solution of a class of two-sided nonlinear space fractional diffusion equations in one and two dimensions using the method of lines. Using the shifted Gr¨unwald finite difference formulas to approximate the two-sided(i.e. the left and right Riemann-Liouville) fractional derivatives, the resulting semi-discrete nonlinear systems have dense Jacobian matrices owing to the non-local property of fractional derivatives. We employ a modern initial value problem solver utilising backward differentiation formulas and Jacobian-free Newton-Krylov methods to solve these systems. For efficient performance of the Jacobianfree Newton-Krylov method it is essential to apply an effective preconditioner to accelerate the convergence of the linear iterative solver. The key contribution of our work is to generalise the fast Poisson preconditioner, widely used for integer-order diffusion equations, so that it applies to the two-sided space fractional diffusion equation. A number of numerical experiments are presented to demonstrate the effectiveness of the preconditioner and the overall solution strategy.

A banded preconditioner for the two-sided, nonlinear space-fractional diffusion equation

The method of lines is a standard method for advancing the solution of partial differential equations (PDEs) in time. In one sense, the method applies equally well to space-fractional PDEs as it does to integer-order PDEs. However, there is a significant challenge when solving space-fractional PDEs in this way, owing to the non-local nature of the fractional derivatives. Each equation in the resulting semi-discrete system involves contributions from every spatial node in the domain. This has important consequences for the efficiency of the numerical solver, especially when the system is large. First, the Jacobian matrix of the system is dense, and hence methods that avoid the need to form and factorise this matrix are preferred. Second, since the cost of evaluating the discrete equations is high, it is essential to minimise the number of evaluations required to advance the solution in time. In this paper, we show how an effective preconditioner is essential for improving the efficiency of the method of lines for solving a quite general two-sided, nonlinear space-fractional diffusion equation. A key contribution is to show, how to construct suitable banded approximations to the system Jacobian for preconditioning purposes that permit high orders and large stepsizes to be used in the temporal integration, without requiring dense matrices to be formed. The results of numerical experiments are presented that demonstrate the effectiveness of this approach.

Hydrogen spillover mechanism on a pd-doped mg surface as revealed by ab initio density functional calculation

The hydrogenation kinetics of Mg is slow, impeding its application for mobile hydrogen storage. We demonstrate by ab initio density functional theory (DFT) calculations that the reaction path can be greatly modified by adding transition metal catalysts. Contrasting with Ti doping, a Pd dopant will result in a very small activation barrier for both dissociation of molecular hydrogen and diffusion of atomic H on the Mg surface. This new computational finding supports for the first time by ab initio simulationthe proposed hydrogen spillover mechanism for rationalizing experimentally observed fast hydrogenation kinetics for Pd-capped Mg materials.

The analytical solution and numerical solution of the fractional diffusion-wave equation with damping

Fractional partial differential equations have been applied to many problems in physics, finance, and engineering. Numerical methods and error estimates of these equations are currently a very active area of research. In this paper we consider a fractional diffusionwave equation with damping. We derive the analytical solution for the equation using the method of separation of variables. An implicit difference approximation is constructed. Stability and convergence are proved by the energy method. Finally, two numerical examples are presented to show the effectiveness of this approximation.

Mathematical modelling of controlled drug release from polymer micro-spheres : incorporating the effects of swelling, diffusion and dissolution via moving boundary problems

Controlled drug delivery is a key topic in modern pharmacotherapy, where controlled drug delivery devices are required to prolong the period of release, maintain a constant release rate, or release the drug with a predetermined release profile. In the pharmaceutical industry, the development process of a controlled drug delivery device may be facilitated enormously by the mathematical modelling of drug release mechanisms, directly decreasing the number of necessary experiments. Such mathematical modelling is difficult because several mechanisms are involved during the drug release process. The main drug release mechanisms of a controlled release device are based on the device’s physiochemical properties, and include diffusion, swelling and erosion. In this thesis, four controlled drug delivery models are investigated. These four models selectively involve the solvent penetration into the polymeric device, the swelling of the polymer, the polymer erosion and the drug diffusion out of the device but all share two common key features. The first is that the solvent penetration into the polymer causes the transition of the polymer from a glassy state into a rubbery state. The interface between the two states of the polymer is modelled as a moving boundary and the speed of this interface is governed by a kinetic law. The second feature is that drug diffusion only happens in the rubbery region of the polymer, with a nonlinear diffusion coefficient which is dependent on the concentration of solvent. These models are analysed by using both formal asymptotics and numerical computation, where front-fixing methods and the method of lines with finite difference approximations are used to solve these models numerically. This numerical scheme is conservative, accurate and easily implemented to the moving boundary problems and is thoroughly explained in Section 3.2. From the small time asymptotic analysis in Sections 5.3.1, 6.3.1 and 7.2.1, these models exhibit the non-Fickian behaviour referred to as Case II diffusion, and an initial constant rate of drug release which is appealing to the pharmaceutical industry because this indicates zeroorder release. The numerical results of the models qualitatively confirms the experimental behaviour identified in the literature. The knowledge obtained from investigating these models can help to develop more complex multi-layered drug delivery devices in order to achieve sophisticated drug release profiles. A multi-layer matrix tablet, which consists of a number of polymer layers designed to provide sustainable and constant drug release or bimodal drug release, is also discussed in this research. The moving boundary problem describing the solvent penetration into the polymer also arises in melting and freezing problems which have been modelled as the classical onephase Stefan problem. The classical one-phase Stefan problem has unrealistic singularities existed in the problem at the complete melting time. Hence we investigate the effect of including the kinetic undercooling to the melting problem and this problem is called the one-phase Stefan problem with kinetic undercooling. Interestingly we discover the unrealistic singularities existed in the classical one-phase Stefan problem at the complete melting time are regularised and also find out the small time behaviour of the one-phase Stefan problem with kinetic undercooling is different to the classical one-phase Stefan problem from the small time asymptotic analysis in Section 3.3. In the case of melting very small particles, it is known that surface tension effects are important. The effect of including the surface tension to the melting problem for nanoparticles (no kinetic undercooling) has been investigated in the past, however the one-phase Stefan problem with surface tension exhibits finite-time blow-up. Therefore we investigate the effect of including both the surface tension and kinetic undercooling to the melting problem for nanoparticles and find out the the solution continues to exist until complete melting. The investigation of including kinetic undercooling and surface tension to the melting problems reveals more insight into the regularisations of unphysical singularities in the classical one-phase Stefan problem. This investigation gives a better understanding of melting a particle, and contributes to the current body of knowledge related to melting and freezing due to heat conduction.

Comment on "Local accumulation times for source, diffusion, and degradation models in two and three dimensions" [J. Chem. Phys. 138, 104121 (2013)]

In a recent paper, Gordon, Muratov, and Shvartsman studied a partial differential equation (PDE) model describing radially symmetric diffusion and degradation in two and three dimensions. They paid particular attention to the local accumulation time (LAT), also known in the literature as the mean action time, which is a spatially dependent timescale that can be used to provide an estimate of the time required for the transient solution to effectively reach steady state. They presented exact results for three-dimensional applications and gave approximate results for the two-dimensional analogue. Here we make two generalizations of Gordon, Muratov, and Shvartsman’s work: (i) we present an exact expression for the LAT in any dimension and (ii) we present an exact expression for the variance of the distribution. The variance provides useful information regarding the spread about the mean that is not captured by the LAT. We conclude by describing further extensions of the model that were not considered by Gordon,Muratov, and Shvartsman. We have found that exact expressions for the LAT can also be derived for these important extensions...

Mathematical modelling of LiFePO4 cathodes

LiFePO4 is a commercially available battery material with good theoretical discharge capacity, excellent cycle life and increased safety compared with competing Li-ion chemistries. It has been the focus of considerable experimental and theoretical scrutiny in the past decade, resulting in LiFePO4 cathodes that perform well at high discharge rates. This scrutiny has raised several questions about the behaviour of LiFePO4 material during charge and discharge. In contrast to many other battery chemistries that intercalate homogeneously, LiFePO4 can phase-separate into highly and lowly lithiated phases, with intercalation proceeding by advancing an interface between these two phases. The main objective of this thesis is to construct mathematical models of LiFePO4 cathodes that can be validated against experimental discharge curves. This is in an attempt to understand some of the multi-scale dynamics of LiFePO4 cathodes that can be difficult to determine experimentally. The first section of this thesis constructs a three-scale mathematical model of LiFePO4 cathodes that uses a simple Stefan problem (which has been used previously in the literature) to describe the assumed phase-change. LiFePO4 crystals have been observed agglomerating in cathodes to form a porous collection of crystals and this morphology motivates the use of three size-scales in the model. The multi-scale model developed validates well against experimental data and this validated model is then used to examine the role of manufacturing parameters (including the agglomerate radius) on battery performance. The remainder of the thesis is concerned with investigating phase-field models as a replacement for the aforementioned Stefan problem. Phase-field models have recently been used in LiFePO4 and are a far more accurate representation of experimentally observed crystal-scale behaviour. They are based around the Cahn-Hilliard-reaction (CHR) IBVP, a fourth-order PDE with electrochemical (flux) boundary conditions that is very stiff and possesses multiple time and space scales. Numerical solutions to the CHR IBVP can be difficult to compute and hence a least-squares based Finite Volume Method (FVM) is developed for discretising both the full CHR IBVP and the more traditional Cahn-Hilliard IBVP. Phase-field models are subject to two main physicality constraints and the numerical scheme presented performs well under these constraints. This least-squares based FVM is then used to simulate the discharge of individual crystals of LiFePO4 in two dimensions. This discharge is subject to isotropic Li+ diffusion, based on experimental evidence that suggests the normally orthotropic transport of Li+ in LiFePO4 may become more isotropic in the presence of lattice defects. Numerical investigation shows that two-dimensional Li+ transport results in crystals that phase-separate, even at very high discharge rates. This is very different from results shown in the literature, where phase-separation in LiFePO4 crystals is suppressed during discharge with orthotropic Li+ transport. Finally, the three-scale cathodic model used at the beginning of the thesis is modified to simulate modern, high-rate LiFePO4 cathodes. High-rate cathodes typically do not contain (large) agglomerates and therefore a two-scale model is developed. The Stefan problem used previously is also replaced with the phase-field models examined in earlier chapters. The results from this model are then compared with experimental data and fit poorly, though a significant parameter regime could not be investigated numerically. Many-particle effects however, are evident in the simulated discharges, which match the conclusions of recent literature. These effects result in crystals that are subject to local currents very different from the discharge rate applied to the cathode, which impacts the phase-separating behaviour of the crystals and raises questions about the validity of using cathodic-scale experimental measurements in order to determine crystal-scale behaviour.

Influence of drying conditions on the moisture diffusion during single stage and two stage fluidized bed drying of bovine intestine for pet food

Bovine intestine samples were heat pump fluidized bed dried at atmospheric pressure and at temperatures below and above the material freezing points equipped with a continuous monitoring system. The investigation of the drying characteristics has been conducted in the temperature range -10~25oC and the airflow in the range 1.5~2.5 m/s. Some experiments were conducted as a single temperature drying experiments and others as two stage drying experiments employing two temperatures. An Arrhenius-type equation was used to interpret the influence of the drying air parameters on the effective diffusivity, calculated with the method of slopes in terms of energy activation, and this was found to be sensitivity of the temperature. The effective diffusion coefficient of moisture transfer was determined by Fickian method using uni-dimensional moisture movement in both moisture, removal by evaporation and combined sublimation and evaporation. Correlations expressing the effective moisture diffusivity and drying temperature are reported.

First-principle studies of the formation and diffusion of hydrogen vacancies in magnesium hydride

Ab initio density functional theory (DFT) calculations are performed to study the formation and diffusion of hydrogen vacancies on MgH2(110) surface and in bulk. We find that the formation energies for a single H-vacancy increase slightly from the surface to deep layers. The energies for creating adjacent surface divancacies at two inplane sites and at an inplane and a bridge site are even smaller than that for the formation of a single H-vacancy, a fact that is attributed to the strong vacancy−vacancy interactions. The diffusion of an H-vacancy from an in-plane site to a bridge site on the surface has the smallest activation barrier calculated at 0.15 eV and should be fast at room temperature. The activation barriers computed for H-vacancy diffusion from the surface into sublayers are all less than 0.70 eV, which is much smaller than the activation energy for desorption of hydrogen on the MgH2(110) surface (1.78−2.80 eV/H2). This suggests that surface desorption is more likely than vacancy diffusion to be rate determining, such that finding effective catalyst on the MgH2 surface to facilitate desorption will be very important for improving overall dehydrogenation performance.

Addition of diazomethane to armchair single-walled carbon nanotubes and their reaction sequences : A computational study

The sidewall additions of diazomethane to (n, n), n = 3–10 armchair single-walled carbon nanotubes (SWCNTs) on two different orientations of C–C bonds have been studied using the ONIOM(B3LYP/6-31G(d):PM3) approach. The binding energies of SWCNTs complexes with CH2N2, CH2 and their transition-state structures were computed at the B3LYP/6-31G(d) level. The effects of diameters of armchair SWCNTs on their binding energies were studied. Relative reactivities of all the SWCNTs and their complexes based on their frontier orbital energies gaps are reported.

Atomic hydrogen diffusion in novel magnesium nanostructures : the impact of incorporated subsurface carbon atoms

Ab initio Density Functional Theory (DFT) calculations are performed to study the diffusion of atomic hydrogen on a Mg(0001) surface and their migration into the subsurface layers. A carbon atom located initially on a Mg(0001) surface can migrate into the sub-surface layer and occupy a fcc site, with charge transfer to the C atom from neighboring Mg atoms. The cluster of postively charged Mg atoms surrounding a sub-surface C is then shown to facilitate the dissociative chemisorption of molecular hydrogen on the Mg(0001) surface, and the surface migration and subsequent diffusion into the subsurface of atomic hydrogen. This helps rationalize the experimentally-observed improvement in absorption kinetics of H2 when graphite or single walled carbon nanotubes (SWCNT) are introduced into the Mg powder during ball milling.

Computer modeling of diffusion in biological tissues

Molecular-level computer simulations of restricted water diffusion can be used to develop models for relating diffusion tensor imaging measurements of anisotropic tissue to microstructural tissue characteristics. The diffusion tensors resulting from these simulations can then be analyzed in terms of their relationship to the structural anisotropy of the model used. As the translational motion of water molecules is essentially random, their dynamics can be effectively simulated using computers. In addition to modeling water dynamics and water-tissue interactions, the simulation software of the present study was developed to automatically generate collagen fiber networks from user-defined parameters. This flexibility provides the opportunity for further investigations of the relationship between the diffusion tensor of water and morphologically different models representing different anisotropic tissues.

A study of the diffusion characteristics of normal, delipidized and relipidized articular cartilage using magnetic resonance imaging

This paper assesses the capacity to provide semipermeability of the synthetic layer of surface-active phospholipids created to replace the depleted surface amorphous layer of articular cartilage. The surfaces of articular cartilage specimens in normal, delipidized, and relipidized conditions following incubation in dipalmitoyl-phosphatidylcholine and palmitoyl-oleoyl-phosphatidylcholine components of the joint lipid mixture were characterized nanoscopically with the atomic force microscope and also imaged as deuterium oxide (D2O) diffused transiently through these surfaces in a magnetic resonance imaging enclosure. The MR images were then used to determine the apparent diffusion coefficients in a purpose-built MATLAB®-based algorithm. Our results revealed that all surfaces were permeable to D2O, but that there was a significant difference in the semipermeability of the surfaces under the different conditions, relative to the apparent diffusion coefficients. Based on the results and observations, it can be concluded that the synthetic lipid that is deposited to replace the depleted SAL of articular cartilage is capable of inducing some level of semipermeability.

Insights into the mechanism of the reaction between ttrachloro-p-bnzoquinone and hydrogen peroxide and their implications in the catalytic role of water molecules in producing the hydroxyl radial

Detailed mechanisms for the formation of hydroxyl or alkoxyl radicals in the reactions between tetrachloro-p-benzoquinone (TCBQ) and organic hydroperoxides are crucial for better understanding the potential carcinogenicity of polyhalogenated quinones. Herein, the mechanism of the reaction between TCBQ and H2O2 has been systematically investigated at the B3LYP/6-311++G** level of theory in the presence of different numbers of water molecules. We report that the whole reaction can easily take place with the assistance of explicit water molecules. Namely, an initial intermediate is formed first. After that, a nucleophilic attack of H2O2 onto TCBQ occurs, which results in the formation of a second intermediate that contains an OOH group. Subsequently, this second intermediate decomposes homolytically through cleavage of the O-O bond to produce a hydroxyl radical. Energy analyses suggest that the nucleophilic attack is the rate-determining step in the whole reaction. The participation of explicit water molecules promotes the reaction significantly, which can be used to explain the experimental phenomena. In addition, the effects of F, Br, and CH3 substituents on this reaction have also been studied.

A combined temperature-programmed reaction spectroscopy and Fourier-transform infrared spectroscopy study of CO2/H2 and CO/CO2/H2 interactions with model ZnO/SiO2, Cu/SiO2 and Cu/ZnO/SiO2 methanol-synthesis catalysts

The reaction of CO2 and H2 with ZnO/SiO2 catalyst at 295 K gave predominantly hydrogencarbonate on zinc oxide and a small quantity of formate was evolved after heating at 393 K. Elevation of the reaction temperature to 503 K enhanced the rate of formation of zinc formate species. Significantly these formate species decomposed at 573 K almost entirely to CO2 and H2. Even after exposure of CO2-H2 or CO-CO2-H2 mixtures to highly defected ZnO/SiO2 catalyst, the formate species produced still decomposed to give CO2 and H2. It was concluded that carboxylate species which were formed at oxygen anion vacancies on polar Zn planes were not significantly hydrogenated to formate. Consequently it was proposed that the non-polar planes on zinc oxide contained sites which were specific for the synthesis of methanol. The interaction of CO2 and H2 with reduced Cu/ZnO/SiO2 catalyst at 393 K gave copper formate species in addition to substantial quantities of formate created at interfacial sites between copper and zinc oxide. It was deduced that interfacial formate species were produced from the hydrogenation of interfacial bidentate carbonate structures. The relevance of interfacial formate species in the methanol synthesis reaction is discussed. Experiments concerning the reaction of CO2-H2 with physical mixtures of Cu/SiO2 and ZnO/SiO2 gave results which were simply characteristic of the individual components. By careful consideration of previous data a detailed proposal regarding the role of spillover hydrogen is outlined. Admission of CO to a gaseous CO2-H2 feedstock resulted in a considerably diminished amount of formate species on copper. This was ascribed to a combination of over-reduction of the surface and site-blockage.