Professional Documents
Culture Documents
com
Received 1 January 2006; received in revised form 1 December 2007; accepted 14 December 2007
Available online 10 January 2008
Abstract
An averaged motion approach for modeling Brownian dynamics for suspension systems of electrically charged particles
in liquid is developed. The continuum model for the motion of particles consists of a system of integral equations coupled
with a degenerate parabolic equation. Existence and uniqueness of global solution for the coupled system are established,
and numerical results for the non-Newtonian viscosity of the mixture in terms of shear rate or Pechlet number are
obtained. The model reveals some non-Newtonian properties such as the well-known shear thinning phenomenon for
the viscosity of colloidal dispersions.
Ó 2008 Elsevier Inc. All rights reserved.
1. Introduction
Understanding the role of viscosities in colloidal dispersions of particles suspended in fluids is very impor-
tant in many industrial applications [1]. In order to compute the viscosity of the particle–fluid mixture, we first
need to fully understand the motion of the particles in the liquid. In typical colloidal dispersion systems, par-
ticles are often electrically charged and they interact with themselves as well as with the carrier fluid. The par-
ticles may also undergo the Brownian motion. It is well documented that, due to the dispersion effect on the
carrier fluid, the hydraulic property of the mixture is changed dramatically and consequently that the colloidal
dispersion systems usually behave as non-Newtonian fluids [1]. When the Reynolds number of the carrier fluid
is not very small and the particles’ size is in the range 107–109 m, the motion of the individual particles may
be modeled by the Brownian dynamics (BD). In BD models, the dynamics of the carrier fluid is often assumed
to be independent of the particles, whereas the motions of the particles depend on the motion of the fluid only
through Stokes’ drag. Since one needs to trace individual particles, a BD mode may involves a large number of
equations. For more detailed discussion of BD, we refer to [2–4]; we also refer to [5, Chapter 15] for numerical
simulations of BD.
0307-904X/$ - see front matter Ó 2008 Elsevier Inc. All rights reserved.
doi:10.1016/j.apm.2007.12.027
C. Huang / Applied Mathematical Modelling 33 (2009) 978–998 979
Nomenclature
a particle radius
A Hamaker constant
A0 upper bounds for bðx; y; tÞ
F ðx; tÞ interparticle force
kB Boltzmann constant
L size of container
m particle mass
n spatial dimension
N number of particles
P ðx; tÞ particle density
pe Pechlet number
T temperature
ua attractive potential
ur repulsive potential
V0 volume particles occupied
V ðx; tÞ velocity of carrier fluid
w Brownian
pffiffiffi motion
a ð 3=pÞm2n
b Stokes’ friction
d Dirac measure
e ¼ m=ð6pl0 aÞ
e0 solvent dielectric
er relative dielectric
c_ shear rate of carrier fluid
c rescaled shear rate
~c rescaled shear rate of carrier fluid
CðkÞ Gamma function
Cðn; g; s; x; y; tÞ fundamental solution
j inverse Debye constant
k time scaling parameter
l0 viscosity of carrier fluid (water in our case)
l viscosity of mixture
g0 g0 a is the distance between two neighbouring particles
w0 surface potential of particle
r12 shear stress of the mixture
s12 shear strain
ffi of the mixture
pffiffiffiffiffiffiffiffiffiffi
m ¼ 2k B T is diffusion coefficient
~m dimensionless diffusion coefficient
In this paper, we introduce a continuum model for the colloidal dispersions based on a spatial averaging
argument for BD. This approach, which is also referred as to homogenization, has been used in many appli-
cations of upscaling. We assume that particles are fairly densely populated in fluids so that probability density
functions P ðx; tÞ can be properly defined to describe particle positions. Thus, instead of dealing with individual
particles, we propose to analyze the dynamics of the density functions and their effects on the viscosities of the
mixtures. Towards this end, we shall first develop continuum models for interparticle forces, for hydrody-
namic forces and for the Brownian forces. We shall then use these continuum representations to determine
the governing equations for the density functions P ðx; tÞ of particles with prescribed initial data. Since all
the forces acting on a particle at location x depend also on other particles, these force terms generally are
980 C. Huang / Applied Mathematical Modelling 33 (2009) 978–998
functionals of the particle densities P ðx; tÞ. Consequently, the continuum model consists of system of partially
differential equations and integral equations for P ðx; tÞ. This integro-differential system will then be analyzed
mathematically and numerically. Some numerical results based on our model will be presented and be com-
pared with Brownian dynamics simulations.
The paper is organized as follows. In the next section we introduce the Brownian dynamic model for a N-
particle system. In Section 3 we present the averaged motion approach to develop the continuum model for
interparticle forces. The BD model will then be upscaled to the averaged Brownian dynamics (ABD) that con-
sists of a stochastic differential system for random processes fðtÞ ¼ ðf1 ðtÞ; f2 ðtÞÞ where f1 ðtÞ and f2 ðtÞ represent
the positions and the velocities of the particles, respectively. The coefficients in the stochastic differential equa-
tion depend on the averaged interparticle force F that is actually a functional of the entire family of solutions
emanating at t ¼ 0 from points n (with initial density P 0 ðnÞ) and prescribed initial velocity w0 ðnÞ. In other words,
the continuum model is described by a stochastic differential equation strongly coupled with an integral equa-
tion. In Section 4 we use Ito’s formula to derive the degenerate parabolic equation associated with the stochastic
differential equation. We then introduce the fundamental solution of the degenerate parabolic equation assum-
ing that F is a given function. In Section 5 we formulate the deterministic model for ABD that governs the
dynamics of particles’ density P ðx; tÞ and the averaged interparticle force F ðx; tÞ. We then set up a coupled inte-
gro-differential system for ðP ; F Þ in a dimensionless form. In Sections 6 and 7 we mathematically analyze this
system and show that the system has a unique solution for all t > 0. In Section 8 we consider the case where
the diffusion coefficient m of the Brownian motion vanishes, and show that our model reduces to the averaged
motion model studied in [6,7]. In Section 9 we return to the BD model introduced in Section 2 with represen-
tative physical constants and carry out a dimensional analysis. This yields an ABD model with representative
size parameters. This model is then studied numerically in Section 10, where we reproduce the well-known shear
thinning phenomenon for the viscosities of colloidal dispersions described in [1,2, Chapter 15, 3,4].
2. Brownian dynamics
Consider a N-particle system in a liquid. We assume that all the particles are spherical with radius a and
mass m. Let r be the variable vector in Rn and ri the center of the ith particle ði ¼ 1; . . . ; N Þ. Set
ri rj
rij ¼ jri rj j; ^rij ¼ :
jri rj j
The Brownian dynamics is described by, for 1 6 i 6 N ,
m€ri ¼ FPi þ FNi þ FBi ðLangevin’s equationÞ; ð2:1Þ
where FPi , FNi and FBi represent the sum of interparticle forces, the sum of hydrodynamic forces and the sum of
Brownian forces, respectively, acting on the ith particle. The hydrodynamic forces are assumed to be the drag
forces:
FNi ¼ bð_r Vðr; tÞÞ; ð2:2Þ
where Vðr; tÞ is the velocity of the fluid (assumed to be known), b ¼ 6pl0 a (Stokes friction), and l0 is the vis-
cosity of the fluid. The Brownian forces FBi are stochastic in nature and satisfy [1, p. 66]
hFBi ðtÞi ¼ 0; hFBi ðtÞ FBi ðsÞi ¼ 2k B T bdðt sÞ ð2:3Þ
where h i denotes the expected value, k B is Boltzmann’s constant, T the temperature, and d is the Dirac mea-
sure. For electrically charged particles, the interparticle forces are given by
XN
ouðrij Þ
FPi ¼ ^rij ; ð2:4Þ
j¼1;j–i
orij
where uðsÞ is a potential function. In the case where the particle surface potential is low and remains constant
during interaction between particles, we assume that potential functions have the following form (see [2,3,5,
Chapter 15])
u ¼ ua þ u r ; ð2:5Þ
C. Huang / Applied Mathematical Modelling 33 (2009) 978–998 981
where ua represents the attractive force and ur is the repulsive force. The specific choices for ua and ur depend
on physical assumptions. For many applications (see [1,5, Chapter 15]), ua and ur are taken to be
A 4a2 4a2 2a2
ua ¼ þ 2 þ 2 ln 1 2 ; ð2:6Þ
12 r2 4a2 r r
ur ¼ 2per e0 w20 a lnð1 þ ejs Þ; ð2:7Þ
where r is the distance between the centers of two neighboring particles, s ¼ r 2a is the separation between
these two particles, A is the Hamaker constant, er is the relative dielectric, e0 is the solvent dielectric, w0 is the
surface potential of the particles, and 1=j is the Debye’s screening length. The repulsive potential (2.7) is de-
rived under the assumption that all particles have the same potential on their surfaces and that each particle is
surrounded by a ‘‘cloud” of ions forming a buffer which prevents other particles from reaching it [1, p. 120].
This implies that particles do not collide, that is, r > 2a. For technical reasons, we further assume that
r > 2a þ 2g0 a; g0 > 0; ð2:8Þ
where 2g0 , the relative separation, is assumed to be independent of a. This assumption implies that ua is a
bounded smooth function. We shall use the choice (2.6) and (2.7) just as an example; all of our analysis will
be carried out under general assumptions. We also remark that in some of the analytical results as well as in
the numerical computations later on, we can actually remove the restriction g0 > 0; see Remark 7.1 (in Section
7) and Section 10.
In this section, we want to replace the discrete BD model for individual particles by a continuum model for
this density function. In view of (2.4)–(2.8), the continuum model for the interparticle force has the
representation
Z
x x0
F ðx; tÞ ¼ Gðjx x0 jÞ P ðx0 ; tÞdx0 ; ð3:1Þ
Rn jx x0 j
4. Fundamental solutions
where
Q0 ðn; g; s; x; y; tÞ ¼ bðn; g; sÞ rg W ðn; g; s; x; y; tÞ
and, for k P 1,
Z t Z
Qkþ1 ðn; g; s; x; y; tÞ ¼ bðn; g; sÞ ds rg W ðn; g; s; n; g; sÞQk ðn; g; s; x; y; tÞdn dg:
s R2n
Remark 4.2. In the case when bðx; y; tÞ is also locally Lipschitz, the fundamental solution C can also be con-
structed in the slightly different form:
Z t Z
Cðn; g; s; x; y; tÞ ¼ W ðn; g; s; x; y; tÞ þ ds Qðn; g; s; n; g; sÞW ðn; g; s; x; y; tÞdn dg; ð4:12Þ
s R2n
984 C. Huang / Applied Mathematical Modelling 33 (2009) 978–998
In Section 10 we shall only need to calculate Cðn; 0; 0; x; y; tÞ, rather than Cðn; g; s; x; y; tÞ, and this is much eas-
ier to do by using (4.12) and (4.13) (by taking g ¼ 0; s ¼ 0) than by using (4.6) and (4.7).
Throughout the paper, we assume that the initial particle density P 0 ðnÞ satisfies
Z
0 6 P 0 ðnÞ 6 C 1 ; P 0 ðnÞdn < 1; ð5:1Þ
Rn
where C 1 is a positive constant. We also assume that the initial particle velocity w0 ðnÞ satisfies
where I is the unit n n matrix and h0 > 0. The last condition is satisfied if, for instance, the matrix rw0 is
non-negative definite. We introduce the stochastic process vector
1 2 def dxðtÞ
fðtÞ ¼ ðf ðtÞ; f ðtÞÞ ¼ xðtÞ; ;
dt
where f1 ðtÞ is the position of the particle and f2 ðtÞ is its velocity at time t. By (3.3), fðtÞ satisfies the stochastic
differential system
df1 ðtÞ ¼ f2 ðtÞdt; ð5:3Þ
2 1 2 1
df ðtÞ ¼ ðF ðf ðtÞ; tÞ Kðf ðtÞ V ðf ; tÞÞdt þ m dwðtÞ:
Consider this system for t > s, with initial condition
f1 ðsÞ ¼ n; f2 ðsÞ ¼ g ð5:4Þ
and denote the solution by fn;g;s ðtÞ. Let Cðn; g; s; x; y; tÞ be the fundamental solution of the degenerate parabolic
equation
ou 1
þ g rn u þ ðF ðn; sÞ Kðg V ðn; sÞÞÞ rg u þ m2 Dg u ¼ 0: ð5:5Þ
os 2
Since Cðn; g; s; x; y; tÞ is the probability density of ff1n;g;s ðtÞ ¼ x; f2n;g;s ðtÞ ¼ yg, it is natural to formulate the aver-
aged Brownian dynamics as follows:
where Cðn; g; s; x; y; tÞ is the fundamental solution of (5.5) in which the coefficient F ðx; tÞ satisfies
Z
x x0
F ðx; tÞ ¼ Gðjx x0 jÞ P ðx0 ; tÞdx0 : ð5:7Þ
Rn jx x0 j
We observe that the auxiliary function
Z
Pb ðx; y; tÞ ¼ Cðn; w0 ðnÞ; 0; x; y; tÞP 0 ðnÞdn; ð5:8Þ
Rn
C. Huang / Applied Mathematical Modelling 33 (2009) 978–998 985
Remark 5.1. Problem (ABD) can be formulated for general measures P P 0 . Consider the special case where P 0 is
a finite linear combination of Dirac measures at points nj ; P 0 ¼ M
j¼1 pj dðn nj Þ. Then
X
M Z
P ðx; tÞ ¼ pj Cðnj ; w0 ðnj Þ; 0; x; y; tÞdn dy:
j¼1 Rn
where Pr is the probability measure, and fj ðtÞ ¼ ðf1j ðtÞ; f2j ðtÞÞ is the solution of the stochastic differential equa-
tion (5.3) with
X
M
x f1j ðtÞ
F ðx; tÞ ¼ < Gðjx f1j ðtÞjÞ >
j¼1 jx f1j ðtÞj
and
6. Some estimates
and
jF ðx; tÞj 6 kP 0 kL1 sup jGj; 0 6 t < T ; ð6:2Þ
where G is defined in (3.2).
and (6.1) then follows from (5.6). Next, by (3.2) and (5.7),
Z Z
0 0
F ðx; tÞ 6 ðsup jGjÞ P ðx ; tÞdx ¼ ðsup jGjÞ P 0 ðxÞdx:
jxx0 j>2g0 Rn
Remark 6.1. If we allow g0 ¼ 0 in assumption (2.8), then, for the potentials ua , ur as in (2.6), (2.7), the function
GðsÞ in (3.1) will have a singularity like s1n at s ¼ 0. All the estimates in this section then remain unchanged
except that in (6.4) A1 must be replaces by CkP ð; tÞkL1 .
Theorem 1. If (5.1) and (5.2) hold, then there exists a unique solution ðF ; P Þ to Problem (ABD) for all t > 0.
Proof. Let T be any positive number. Denote by AT the set of all functions F ðx; tÞ defined in
XT ¼ fðx; tÞ : x 2 Rn ; 0 6 t < T g
having finite norm
kF kL1 kF kL1 ðXT Þ 6 sup jGj:
C. Huang / Applied Mathematical Modelling 33 (2009) 978–998 987
For every F 2 AT , we define a function P ðx; tÞ by (5.6), where C is the fundamental solution for (5.5) corre-
sponding to this F, and a function F by
Z
x x0
F ðx; tÞ ¼ Gðjx x0 jÞ P ðx0 ; tÞdx0 : ð7:1Þ
Rn jx x0 j
From the proof of Lemma 2, we see that (6.1) is still valid and, consequently, F ðx; tÞ still satisfies (6.2) in XT .
Hence, F 2 AT . Thus the mapping S defined by
SðF Þ ¼ F
maps AT into itself. We shall next prove that
S is a contraction mapping if T is small; ð7:2Þ
this will establish existence and uniqueness for a small time interval.
To prove (7.2), we take any F 1 , F 2 in AT and denote the corresponding P ; C; Q; Qj in (5.6), (4.7), (4.8) by
P 1 ; C1 ; Q1 ; Q1j and P 2 ; C2 ; Q2 ; Q2j , respectively. We shall first estimate
Z t Z
C1 ðn; g; s; x; y; tÞ C2 ðn; g; s; x; y; tÞ ¼ ds W ðn; g; s; n; g; sÞðQ1 Q2 Þðn; g; s; x; y; tÞdn dg: ð7:3Þ
s R2n
Proceeding by induction and using the estimates for Qk in Section 4, we deduce that
k R
C kþ2 aðt sÞ2 e2
jQ1kþ1 Q2kþ1 j 6 kF 1 F 2 kL1 2n
mkþ2 ðt sÞ Cðkþ1
2
Þ
where C is a constant independent of T and m. It follows that
1
!
X
1
Ca Cðt sÞ2
1 2
jQ Q j 6 jQ1kþ1 Q2kþ1 j 6 kF 1 F 2 kL1 2nþ12
exp
k¼0 mðt sÞ m
To extend the solution uniquely to all t > 0, it suffices to extend it to 0 6 t 6 T , where T is any positive
number. Suppose that the solution ðF ; P Þ exists for all 0 6 t 6 t0 where 0 < t0 6 T . We shall prove that it can
then be extended uniquely to 0 6 t 6 t0 þ T , where T is independent of t0 (although it may depend on T ); this
clearly will complete the proof of the theorem.
From the semigroup property (4.5) for W and from (4.6), one can easily derive the semigroup property for C :
Z
Cðn; g; s; ~ g; sÞCð~
n; ~ g; s; x; y; tÞd ~
n; ~ g ¼ Cðn; g; s; x; y; tÞ:
n d~
R2n
This property can then be used to deduce from (5.8) the relation
Z
Pb ðx; y; tÞ ¼ Cðn; g; s; x; y; tÞ Pb ðn; g; sÞdn dg:
R2n
and, by (5.8), (4.11) and (6.7), the last integral is bounded by a constant independent of t0 . It follows that S is a
contraction if t t0 < T for some small T > 0 independent of t0 . This completes the proof of Theorem 1 h.
Remark 7.1. It can be shown, by a standard potential theory argument, that the function Cðn; g; s; x; y; tÞ is
Hölder continuous in t and, by means of (5.6), that P ðx; tÞ is Hölder continuous in t. From (5.7) it then follows
that F ðx; tÞ is Hölder continuous in both x and t. Consequently the fundamental solution Cðn; g; s; x; y; tÞ sat-
isfies the parabolic equation in the classical sense (cf. Remark 4.1).
We conclude this section by deriving a bound on P ðx; tÞ for jxj ! 1. From (5.6) and Lemma 1, we have
Z Z
C 0 eCt Rðn; w0 ðnÞ; 0; x; y; tÞ
P ðx; tÞ 6 2n P 0 ðnÞdn exp dy; ð7:5Þ
t Rn Rn 2
where the constant C 0 may depend on m. Setting
y þ w0 ðnÞ
X ¼ x n; Y ¼ :
2
We can write
1 3 t2 2 2 2 3 h 2 2
Rðn; w0 ðnÞ; 0; x; y; tÞ ¼ 2 3 jY w0 j þ jX j 2X Yt þ jY j t2 P 2 3 jX j þ ejY j t2 C h t2
2 mt 3 mt 4
C. Huang / Applied Mathematical Modelling 33 (2009) 978–998 989
for any 0 < h < 1, where C h and e are positive numbers depending on h. It follows that
Z Z
Rðn; w0 ðnÞ; 0; x; y; tÞ 3h 2 3C h 3e 2
exp dy 6 exp 2 3 jX j þ 2 exp 2 jY j dy
Rn 2 4m t mt Rn mt
3h 2 3C h p ffi
6 C 0 exp 2 3 jX j þ 2 t:
4m t mt
Substituting this into (7.5), we obtain
Z
C0 3C h 3h 2
P ðx; tÞ 6 2n1 exp Ct þ 2 exp 2 3 jx nj P 0 ðnÞdn: ð7:6Þ
t 2 mt Rn 4m t
This yields a decay of P ðx; tÞ as jxj ! 1 (for any fixed t > 0). In particular, we have the following:
Theorem 2. If P 0 ðnÞ is compactly supported in Bd , the ball of radius d centered at the origin, then, for all t > 0,
!
2
C0 C0 C 1 ðjxj dÞ
P ðx; tÞ 6 1 exp Ct þ exp if jxj P d; ð7:7Þ
t2n2 t t3
8. Case m ¼ 0
d2 wðx; tÞ
¼ H ðwðx; tÞ; tÞ; ð8:1Þ
dt2
dwðx; 0Þ
wðx; 0Þ ¼ 0; ¼ w0 ðxÞ; ð8:2Þ
dt
where H ðx; tÞ is the averaged electric force given by
H ðx; tÞ ¼ ruðx; tÞ; ð8:3Þ
u is the solution of
where P 0 ðxÞ is the initial density and J ðÞ is the Jacobian determinant.
It was proved in [6] that system (8.1)–(8.5) has a unique classical solution for small time t > 0, and that a
global solution does not exist in general.
Theorem 3. The model of averaged Brownian dynamics formally reduces, in the case m ¼ 0 and KðxÞ ¼ 0, to the
model (8.1), (8.2), and (8.5) with force H ðx; tÞ ¼ F ðx; tÞ.
By changing variables ðn; gÞ ¼ w1 ðx; y; tÞ and using (8.8), we find that the right-hand side is equal to
Z
P 0 ðnÞdðg w0 ðnÞÞgðw1 ðn; g; tÞÞJ ðwðn; g; tÞÞdn dg:
R2n
Changing variables x ¼ w1 ðn; w0 ðnÞ; tÞ, we find that the right-hand side of (8.9) is equal to
Z
P 0 ðw1 1
1 ÞJ ðw1 ÞgðxÞdx
Rn
where w1 0
1 is the inverse of the mapping n#w1 ðn; w ðnÞ; tÞ for fixed t. Since g is arbitrary, (8.5) follows. h
Remark 8.1. If we denote by Pb m the density Pb ðx; y; tÞ corresponding to m > 0, then, by Ito’s formula,
d b m2
ð P m ðw1 ; w2 ; tÞÞ þ ðDy Pb m Þðw1 ; w2 ; tÞ ¼ 0;
dt 2
where ðw1 ; w2 Þ is a solution of (8.6) (assuming KðxÞ 0). Repeating the proof of Theorem 3, one can show that
formally, if Pb m ðx; y; tÞ ! Pb ðx; y; tÞ as m ! 0, then P ðx; tÞ satisfies (8.5).
9. Dimensional analysis
In this section we non-dimensionalize the ABD model in R3 using representative numbers for various phys-
ical constants. The related dimensionless coefficients and potentials in the ABD model developed in Section 5
will then be calculated explicitly in preparation for numerical simulations of the next section.
C. Huang / Applied Mathematical Modelling 33 (2009) 978–998 991
1 X N
rij;x1 rij;x2 ouij
s12 ¼ :
2V 0 i;j¼1;j–i rij orij
where rij;xk is the kth component of ri rj and V 0 is the volume that the particle–fluid system occupies; see
[2,3]. From (9.1) it follows that
1 XN
rij;x1 rij;x2 ouij
l ¼ l0 þ : ð9:2Þ
2_cV 0 i;j¼1;j–i rij orij
In applications, one is interested in understanding how the viscosity l depends on the shear rate c_ .
We recall that the discrete interparticle force FPi is defined by (2.4) and (2.5) where, by (2.6) and (2.7),
!
dua 2Aa2 r 1 1
¼ 2
þ 3 3 ; ð9:3Þ
dr 3 ðr2 4a2 Þ r r 2a2 r
dur 1
¼ 2per e0 w20 ja jðr2aÞ : ð9:4Þ
dr e þ1
Consider a volume element DV in R3 with a point x0 2 DV , and denote by P the density of particles. The
number of particles contained in DV is given by
3
N ðDV Þ ¼ jDV jP ðx0 ; tÞ; jDV j ¼ volume of DV :
4pa3
Therefore, for any smooth function f ðxÞ,
X Z
3 3
f ðxj Þ f ðx 0 ÞjDV jP ðx 0 ; tÞ f ðxÞP ðx; tÞdx:
xj 2DV
4pa3 4pa3 DV
Let L be the characteristic length scale of the fluid region (for instance, the size of a container). Assuming that
f ðxÞ ¼ f ðx1 ; x2 Þ is independent of x3 , it follows that:
X N Z Z
3 0 3L
f ðxj Þ 3
f ðxÞP ðx; tÞdx dx 3 ¼ 3
f ðxÞP ðx; tÞdx0 ; x0 ¼ ðx1 ; x2 Þ;
j¼1
4pa D3
L
2pa D 2
L
k
where DkL ¼ ðL; LÞ is the fluid region for k ¼ 3. Since the velocity is independent of x3 , it is reasonable to
assume that particle motion takes place only in x0 -plane and that P ðx; tÞ is also independent of x3 . Hence,
by (9.3), for small a, the attractive force
992 C. Huang / Applied Mathematical Modelling 33 (2009) 978–998
XN
dua i xi xj
ðjx xj jÞ i
j¼1
dr jx xj j
j–i
can be approximated by
Z !
LA ri 1 1: xi x
þ P ðx; tÞdx; ð9:5Þ
pa D2L ðr2i 4a2 Þ2 r3i r3i 2a2 ri jxi xj
can be approximated by
Z
3L 1 xi x
er e0 w20 ja 3 jðr 2aÞ
P ðx; tÞdx: ð9:6Þ
a D2L e i þ 1 jxi xj
x ¼ L~x; n ¼ L~
n; y ¼ N~y ; g ¼ N~
g; t ¼ ke~t; s ¼ ke~s; ð9:8Þ
where
L
N¼ ð9:9Þ
ke
is the scale for the velocity. In the new variables, ABD model (5.5)–(5.7) becomes
Z
Pe ð~x; ~tÞ ¼ e ~
Cð ~ 0 ð~
n; w nÞ; 0; ~x; ~y ; ~tÞP 0 ð~
nÞd~
n d~y ; ð9:10Þ
R2 R2
Z 0
Fe ð~x; ~tÞ ¼ e x ~x0 jÞ ~x ~x Pe ð~x0 ; ~tÞd~x0 ;
Gðj~ ð9:11Þ
R2 j~x ~x0 j
e ~
where Cð g; ~s; ~x; ~y ; ~tÞ is the fundamental solution of
n; ~
o~
u 1
g r~n þ ð Fe ð~
þ~ e ð~
n; ~sÞ K g Ve ð~ u þ ~m2 D~g ~u ¼ 0;
nÞÞÞ r~g ~ ð9:12Þ
o~s 2
C. Huang / Applied Mathematical Modelling 33 (2009) 978–998 993
where
ec_ ¼ ke_c ¼ L c_ ;
N
e ð~ keb ~
K nÞ ¼ n ¼ k~
n ðfor j~nj < L1 S 0 Þ;
m !
ec_ n
~2
Ve ð~
nÞ ¼ ðsince g V ðnÞ ¼ N ð~ g Ve ð~
nÞÞÞ;
0
w ~ ¼ 1 w0 ðnÞ;
~ 0 ðnÞ
N
e
GðsÞ ¼G e a ðsÞ~ vþGe r ðsÞ~
v
and
!
e keL2 s 1 1
G a ðsÞ ¼ Ga ðLsÞ ¼ A1 þ ;
N ðs2 4a2 L2 Þ2 s3 s3 2a2 L2 s
2
e r ðsÞ ¼ keL Gr ðLsÞ ¼ U1 j1 1
G 1 Þ ;
N e jLðs2aL þ1
v is the characteristic function of D21 n D22aL1 ð1þg0 Þ , and
~
kem2 2kek B T b
~m2 ¼ ¼ ; ð9:13Þ
N2 m2 N 2
kAe
A1 ¼ ; ð9:14Þ
paNm
3keL3
U1 ¼ er e0 w20 3 ; ð9:15Þ
a mN
particle radius
j1 ¼ ja ¼ ð9:16Þ
double layer thickness
are dimensionless constants. The relationship between the scaled and unscaled quantities for P, F, C are
Pe ð~x; ~tÞ ¼ P ðx; tÞ;
ke
Fe ð~x; ~tÞ ¼ F ðx; tÞ;
N
e ~
Cð n; ~g; ~s; ~x; ~y ; ~tÞ ¼ L2 N 2 Cðn; g; s; x; y; tÞ:
2
Physically, ae2m is the inertial energy, A is the dispersion energy, er e0 w20 a is the electrostatic energy, and 2k B T is
the thermal energy (see [1, p. 465]). We choose the initial density such that
Z
Pe 0 ðxÞdx ¼ /0 jD31 j ¼ 8/0 ð/0 is volume fractionÞ: ð9:17Þ
D31
2 1
ke 3L keL
l1 ¼ m L5 ð9:19Þ
2l0 ec_ ð8L3 Þ 2pa3 N
is also dimensionless.
We now compute the above constants by using representative physical constants. In the SI unit system,
these constants are chosen and or calculated as follows:
Z Z !
e a ðjxjÞdx ¼ A1 L jyj 1 1
G 2 2
þ 3
3
dy
D21 a D2L=a nBð2þ2g0 Þ ðjyj 4Þ jyj jyj 2jyj
Z !
3 jyj 1 1
¼ 9:4 10 2 3 2
þ
dy 3
D2L=a nBð2þ2g0 Þ ðjyj 4Þ jyj 2jyj jyj
Z !
La1
jyj 1 1
¼ 9:4 103 2 2
þ 3 3 dy;
ð2þ103 Þ ðjyj 4Þ jyj jyj 2jyj
Z 2 Z
e r ðjxjÞdx ¼ U1 j1 a 1
G dy
D21 L2 D2L=a nBð2þ2g0 Þ expðjyj 2Þ þ 1
Z
1
¼ 5:53 101 dy
D2L=a nBð2þ2g expðjyj 2Þ þ 1
0Þ
Z L=a
1
¼ 2p 5:53 101 dy:
2þ104 expðjyj 2Þ þ 1
C. Huang / Applied Mathematical Modelling 33 (2009) 978–998 995
The two integrands on the right-hand sides are integrable away from r ¼ 2. The ratio between the factors of
the attractive and the repulsive forces is of order 102 . The first integral depends on the relative separation g0 .
Some numerical values for sup F a and sup F r , for Pe 0 ¼ 2:4~v and several choices of g0 , are shown in the follow-
ing table:
As in [1, p. 69], we introduce the diffusion coefficient D0 of an isolated spherical particle of radius a in a liquid
with viscosity l0 by D0 ¼ k B T =ð6pl0 aÞ, and the Pechlet number [1, p. 464] (before scaling) Pe ¼ a2 c_ =D0 . The
Pechlet number quantifies the relative importance of the Brownian force to the shear forces. If Pe 1, then
Brownian forces dominate. If Pe 1, then the shear forces dominate. By the scaling in (9.8), we obtain
a2 ec_ 27pl20 aec_
Pe ¼ ¼ : ð9:20Þ
D0 ke 2k B T k
The range of interests for (dimensionless) ec_ is the range corresponding to the Pechlet number in the interval
101 < Pe < 10. Since, by (9.20),
In this section, we compute a simple example to illustrate our model is consistent with particle method.
Extensive numerical schemes and numerical analysis for our ABD model will be discussed in separate papers.
I choose the initial data
8/0 for x 2 D1=2 ;
w0 ¼ 0; P 0 ðxÞ ¼ ð10:1Þ
0 otherwise;
where /0 is the volume fraction of particles, and compute the viscosity l as a function of c_ . This initial data
represent the situation that particles stay away from the boundary. The choice of the constant for P 0 is con-
sistent with (9.17). By Theorem 2, one sees that the density P ðx; tÞ decays exponentially for large jxj. It follows
that, in the dimensionless form (9.10)–(9.12), the corresponding density Pe is very small for jxj > 1 when L is
reasonably large. Therefore, we shall assume that P ðx; tÞ ¼ 0 for jxj > 1. Since we assumed that the velocity
V ðx; tÞ ¼ V ðx1 ; x2 ; tÞ as well as all the quantities we need to compute are independent of x3 . The simulation will
actually take place only in the domain D21 ¼ ½1; 1
. We shall first compute the density Pe of the dimensionless
2
ABD model. For convenience, we shall drop all the tildes in (9.10)–(9.12). By (4.12) and (4.13), formula (9.10)
(without tildes) can be rewritten as
Z Z 1 Z 1
P ðx; tÞ ¼ b
Cðn; 0; 0; x; y; tÞP 0 ðnÞdn dy ¼ P 0 ðx; tÞ þ H ðx; y 1 ; y 2 ; tÞdy 1 dy 2 ; ð10:2Þ
D41 1 1
where
Z 1 Z 1 Z 1 Z 1
Pb 0 ðx; tÞ ¼ W ðn; n; 0; 0; x; y 1 ; y 2 ; tÞP 0 ðnÞdn1 dn2 dy 1 dy 2 ; ð10:3Þ
1 1 1 1
996 C. Huang / Applied Mathematical Modelling 33 (2009) 978–998
150
A = 24
100
φ 0 = 0.3
μ
μ0
50
0 -1 0 1
10 10 10
Pe
Fig. 1. Hamaker’ number A = 24kBT, 30% volume fraction of particles, time step = 0:01.
where Q is defined by Eq. (4.13). By (4.13) and integration by parts, we find that H ðx; y; tÞ satisfies
150
A = 50
100
φ0 = 0.3
50
0 -1 0 1
10 10 10
Pe
Fig. 2. Hamaker’ number A = 50kBT, 30% volume fraction of particles, time step = 0:01.
C. Huang / Applied Mathematical Modelling 33 (2009) 978–998 997
250
200
A = 24
φ0 = 0.38
150
μ
μ0
100
50
0
10 -1 0.2 10 0 10 1
Pe
Fig. 3. Hamaker’ number A = 24kBT, 38% volume fraction of particles, time step = 0:01.
250
200
A = 50
φ0 = 0.38
150
100
50
0 -1 0 1
10 0.2 10 10
Pe
Fig. 4. Hamaker’ number A = 50kBT, 38% volume fraction of particles, time step = 0:01.
Z t Z 1 Z 1 Z 1 Z 1
H ðx; y; tÞ ¼ ds ðbð g; sÞ rg W ðn; g; s; x; y; tÞÞH ðn; g; sÞdn dg
n; ð10:4Þ
0 1 1 1 1
Z t Z 1 Z 1 Z 1 Z 1 Z 1 Z 1
þ ds bð g; sÞ rg W ðn; g; s; x; y; tÞ
n; W ðn; 0; 0; n; g; sÞP 0 ðnÞdn dn dg;
0 1 1 1 1 1 1
where
bðx; y; tÞ ¼ F ðx; tÞ kðy V ðxÞÞ: ð10:5Þ
998 C. Huang / Applied Mathematical Modelling 33 (2009) 978–998
The ABD model then reduces to (9.11) (without tildes) and Eqs. (10.2)–(10.5).
We shall use an explicit iteration scheme to solve the system of integral equations as follows. We start with
P ðx; 0Þ ¼ P 0 ðxÞ defined in (10.1). The force term F ðx; tÞ is evaluated by (9.11) in terms of P ðx; tÞ. We then
advance time by the Euler forward scheme to compute H ðx; y; t þ DtÞ from the integral equation (10.4), and
P ðx; t þ DtÞ from (10.2). All the spatial integrations are evaluated numerically using the 5 points Gauss quad-
rature in [-1, 1]. The viscosity ll0 is finally calculated by (9.18). The results with the time step Dt ¼ 0:01 for
/0 ¼ 30% and 38% are presented in Figs. 1 and 3. Figs. 2 and 4 give similar results when the Hamaker con-
stant is chosen as 50k B T (instead of 24k B T ). The four graphs show the shear thinning phenomenon in the range
of Pechlet number 101 < Pe < 10: the viscosity first decreases rapidly and then decreases more gradually until
it levels off. The graphs are similar to those in [5, p. 166] by the particle method.
11. Conclusions
Within the microscopic range where Brownian dynamics is valid, colloidal dispersions can be described by
the ABD model presented in Section 5. This continuous model has a unique solution for all time. The model
reduces to the system of integral equation (10.2)–(10.5) where F is defined by (9.11) (without tildes). The com-
putational time for solving this system could be much less than required for the particle method, especially
when particles are concentrated in a compact subdomain. A numerical example obtained by the ABD scheme
exhibit the same shear thinning phenomenon as computed by the particle method (as in [1,2, Chapter 15, 3,4]).
References
[1] W.B. Russel, D.A. Saville, W.R. Schowalter, Colloidal Dispersions, Cambridge University Press, Cambridge, England, 1989.
[2] H.A. Barnes, M.F. Edwards, L.V. Woodcock, Applications of computer simulations to dense suspension rheology, Chem Eng. Sci. 42
(1987) 591–608.
[3] D.M. Heyes, Rheology of molecular liquids and concentrated suspensions by microscopic dynamical simulations, J. Non-Newtonian
Fluid Mech. 22 (1988) 47–85.
[4] D.M. Heyes, J.R. Mclrose, Brownian dynamics simulations of models of hard sphere suspensions, J. Non-Newtonian Fluid Mech. 46
(1993) 1–28.
[5] A. Friedman, Mathematics in Industrial Problems, Part 5, IMA, vol. 49, Springer-Verlag, 1992.
[6] A. Friedman, C. Huang, Averaged motion of charged particles under their self-induced electric field, Indiana Univ. Math. J. 43 (1994)
1167–1225.
[7] A. Friedman, C. Huang, Averaged motion of charged particles in a curved strip, SIAM J. Math. Anal. 57 (6) (1997) 1557–1587.
[8] M. Weber, The fundamental solution of a degenerate partial differential equation of parabolic type, Trans. AMS Math. Soc. 71 (1951)
24–37.
[9] A. Friedman, Stochastic Differential Equation and Applications, vol. 1, Academic Press, New York, 1975.
[10] W.B. Russel, Dynamics of concentrated colloidal dispersions. Statistical mechanical approach, in: M.C. Roco (Ed.), Particulate Two-
phase Flow, Butterworths, 1991.