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.

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.

A model of workplace safety incorporating worker interactions and simple interventions

Although there was substantial research into the occupational health and safety sector over the past forty years, this generally focused on statistical analyses of data related to costs and/or fatalities and injuries. There is a lack of mathematical modelling of the interactions between workers and the resulting safety dynamics of the workplace. There is also little work investigating the potential impact of different safety intervention programs prior to their implementation. In this article, we present a fundamental, differential equation-based model of workplace safety that treats worker safety habits similarly to an infectious disease in an epidemic model. Analytical results for the model, derived via phase plane and stability analysis, are discussed. The model is coupled with a model of a generic safety strategy aimed at minimising unsafe work habits, to produce an optimal control problem. The optimal control model is solved using the forward-backward sweep numerical scheme implemented in Matlab.

Corner and finger formation in Hele-Shaw flow with kinetic undercooling regularisation

We examine the effect of a kinetic undercooling condition on the evolution of a free boundary in Hele--Shaw flow, in both bubble and channel geometries. We present analytical and numerical evidence that the bubble boundary is unstable and may develop one or more corners in finite time, for both expansion and contraction cases. This loss of regularity is interesting because it occurs regardless of whether the less viscous fluid is displacing the more viscous fluid, or vice versa. We show that small contracting bubbles are described to leading order by a well-studied geometric flow rule. Exact solutions to this asymptotic problem continue past the corner formation until the bubble contracts to a point as a slit in the limit. Lastly, we consider the evolving boundary with kinetic undercooling in a Saffman--Taylor channel geometry. The boundary may either form corners in finite time, or evolve to a single long finger travelling at constant speed, depending on the strength of kinetic undercooling. We demonstrate these two different behaviours numerically. For the travelling finger, we present results of a numerical solution method similar to that used to demonstrate the selection of discrete fingers by surface tension. With kinetic undercooling, a continuum of corner-free travelling fingers exists for any finger width above a critical value, which goes to zero as the kinetic undercooling vanishes. We have not been able to compute the discrete family of analytic solutions, predicted by previous asymptotic analysis, because the numerical scheme cannot distinguish between solutions characterised by analytic fingers and those which are corner-free but non-analytic.

A Novel High Order Space-Time Spectral Method for the Time Fractional Fokker--Planck Equation

The fractional Fokker-Planck equation is an important physical model for simulating anomalous diffusions with external forces. Because of the non-local property of the fractional derivative an interesting problem is to explore high accuracy numerical methods for fractional differential equations. In this paper, a space-time spectral method is presented for the numerical solution of the time fractional Fokker-Planck initial-boundary value problem. The proposed method employs the Jacobi polynomials for the temporal discretization and Fourier-like basis functions for the spatial discretization. Due to the diagonalizable trait of the Fourier-like basis functions, this leads to a reduced representation of the inner product in the Galerkin analysis. We prove that the time fractional Fokker-Planck equation attains the same approximation order as the time fractional diffusion equation developed in [23] by using the present method. That indicates an exponential decay may be achieved if the exact solution is sufficiently smooth. Finally, some numerical results are given to demonstrate the high order accuracy and efficiency of the new numerical scheme. The results show that the errors of the numerical solutions obtained by the space-time spectral method decay exponentially.

Two-dimensional bow and stern flows in a finite-depth fluid with constant vorticity

This thesis is concerned with two-dimensional free surface flows past semi-infinite surface-piercing bodies in a fluid of finite-depth. Throughout the study, it is assumed that the fluid in question is incompressible, and that the effects of viscosity and surface tension are negligible. The problems considered are physically important, since they can be used to model the flow of water near the bow or stern of a wide, blunt ship. Alternatively, the solutions can be interpreted as describing the flow into, or out of, a horizontal slot. In the past, all research conducted on this topic has been dedicated to the situation where the flow is irrotational. The results from such studies are extended here, by allowing the fluid to have constant vorticity throughout the flow domain. In addition, new results for irrotational flow are also presented. When studying the flow of a fluid past a surface-piercing body, it is important to stipulate in advance the nature of the free surface as it intersects the body. Three different possibilities are considered in this thesis. In the first of these possibilities, it is assumed that the free surface rises up and meets the body at a stagnation point. For this configuration, the nonlinear problem is solved numerically with the use of a boundary integral method in the physical plane. Here the semi-infinite body is assumed to be rectangular in shape, with a rounded corner. Supercritical solutions which satisfy the radiation condition are found for various values of the Froude number and the dimensionless vorticity. Subcritical solutions are also found; however these solutions violate the radiation condition and are characterised by a train of waves upstream. In the limit that the height of the body above the horizontal bottom vanishes, the flow approaches that due to a submerged line sink in a $90^\circ$ corner. This limiting problem is also examined as a special case. The second configuration considered in this thesis involves the free surface attaching smoothly to the front face of the rectangular shaped body. For this configuration, nonlinear solutions are computed using a similar numerical scheme to that used in the stagnant attachment case. It is found that these solution exist for all supercritical Froude numbers. The related problem of the cusp-like flow due to a submerged sink in a corner is also considered. Finally, the flow of a fluid emerging from beneath a semi-infinite flat plate is examined. Here the free surface is assumed to detach from the trailing edge of the plate horizontally. A linear problem is formulated under the assumption that the elevation of the plate is close to the undisturbed free surface level. This problem is solved exactly using the Wiener-Hopf technique, and subcritical solutions are found which are characterised by a train of sinusoidal waves in the far field. The nonlinear problem is also considered. Exact relations between certain parameters for supercritical flow are derived using conservation of mass and momentum arguments, and these are confirmed numerically. Nonlinear subcritical solutions are computed, and the results are compared to those predicted by the linear theory.

Numerical simulation for the 3D seepage flow with fractional derivatives in porous media

In this paper, the numerical simulation of the 3D seepage flow with fractional derivatives in porous media is considered under two special cases: non-continued seepage flow in uniform media (NCSFUM) and continued seepage flow in non-uniform media (CSF-NUM). A fractional alternating direction implicit scheme (FADIS) for the NCSF-UM and a modified Douglas scheme (MDS) for the CSF-NUM are proposed. The stability, consistency and convergence of both FADIS and MDS in a bounded domain are discussed. A method for improving the speed of convergence by Richardson extrapolation for the MDS is also presented. Finally, numerical results are presented to support our theoretical analysis.

Numerical modelling of industrial microwave heating

The numerical modelling of electromagnetic waves has been the focus of many research areas in the past. Some specific applications of electromagnetic wave scattering are in the fields of Microwave Heating and Radar Communication Systems. The equations that govern the fundamental behaviour of electromagnetic wave propagation in waveguides and cavities are the Maxwell's equations. In the literature, a number of methods have been employed to solve these equations. Of these methods, the classical Finite-Difference Time-Domain scheme, which uses a staggered time and space discretisation, is the most well known and widely used. However, it is complicated to implement this method on an irregular computational domain using an unstructured mesh. In this work, a coupled method is introduced for the solution of Maxwell's equations. It is proposed that the free-space component of the solution is computed in the time domain, whilst the load is resolved using the frequency dependent electric field Helmholtz equation. This methodology results in a timefrequency domain hybrid scheme. For the Helmholtz equation, boundary conditions are generated from the time dependent free-space solutions. The boundary information is mapped into the frequency domain using the Discrete Fourier Transform. The solution for the electric field components is obtained by solving a sparse-complex system of linear equations. The hybrid method has been tested for both waveguide and cavity configurations. Numerical tests performed on waveguides and cavities for inhomogeneous lossy materials highlight the accuracy and computational efficiency of the newly proposed hybrid computational electromagnetic strategy.

A simple orientation robust transmit polarization signalling scheme

A special transmit polarization signalling scheme is presented to alleviate the power reduction as a result of polarization mismatch from random antenna orientations. This is particularly useful for hand held mobile terminals typically equipped with only a single linearly polarized antenna, since the average signal power is desensitized against receiver orientations. Numerical simulations also show adequate robustness against incorrect channel estimations.

Asymptotic and numerical results for a model of solvent-dependent drug diffusion through polymeric spheres

A model for drug diffusion from a spherical polymeric drug delivery device is considered. The model contains two key features. The first is that solvent diffuses into the polymer, which then transitions from a glassy to a rubbery state. The interface between the two states of polymer is modelled as a moving boundary, whose speed is governed by a kinetic law; the same moving boundary problem arises in the one-phase limit of a Stefan problem with kinetic undercooling. The second feature is that drug diffuses only through the rubbery region, with a nonlinear diffusion coefficient that depends on the concentration of solvent. We analyse the model using both formal asymptotics and numerical computation, the latter by applying a front-fixing scheme with a finite volume method. Previous results are extended and comparisons are made with linear models that work well under certain parameter regimes. Finally, a model for a multi-layered drug delivery device is suggested, which allows for more flexible control of drug release.

A new control-volume finite-element scheme for heterogeneous porous media : application to the drying of softwood

An improved mesoscopic model is presented for simulating the drying of porous media. The aim of this model is to account for two scales simultaneously: the scale of the whole product and the scale of the heterogeneities of the porous medium. The innovation of this method is the utilization of a new mass-conservative scheme based on the Control-Volume Finite-Element (CV-FE) method that partitions the moisture content field over the individual sub-control volumes surrounding each node within the mesh. Although the new formulation has potential for application across a wide range of transport processes in heterogeneous porous media, the focus here is on applying the model to the drying of small sections of softwood consisting of several growth rings. The results conclude that, when compared to a previously published scheme, only the new mass-conservative formulation correctly captures the true moisture content evolution in the earlywood and latewood components of the growth rings during drying.