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The inverse Smoluchowski problem for
      cluster-cluster aggregation

                         Colm Connaughton

      Mathematics Institute and Centre for Complexity Science,
                    University of Warwick, UK

              Joint work with Robin Ball and Peter Jones.


                      Particles in turbulence
                      University of Potsdam
                         17 March 2011



 http://www.slideshare.net/connaughtonc
Cluster aggregation and Smoluchowski equation
  Physical picture:
      Large "cloud" of particles moving around (eg by
      turbulence).
      Particles merge irreversibly on contact.
      Rate of merging of particles with masses, m1 and m2 is
      K (m1 , m2 ). Kernel K (m1 , m2 ) encodes microphysics.
  Size distribution, Nm (t), is the average density of clusters of
  mass m at time t.
  Smoluchowski equation :
                                  m
       ∂t Nm (t) =                    dm1 K (m1 , m − m1 )Nm1 (t)Nm−m1 (t)
                              0
                                               ∞
                      − 2Nm (t)                    dm1 K (m, m1 )Nm1 (t)
                                           0

  (Smoluchowski, 1916)
          http://www.slideshare.net/connaughtonc
Equivalent formulation

  It is convenient to work with the cumulative cluster size
  distribution:                  m
                           Fm (t) =                m1 Nm1 (t)dm1 .
                                            0
  The usual cluster size distribution is
                                                   1 ∂Fm (t)
                                  Nm (t) =                   .
                                                   m ∂m
  In terms of Fm (t) we have:
  Equivalent Smoluchowski equation:
                                  m                  ∞
                                                           dFm2 (t)
        ∂t Fm (t) = −                 dFm1 (t)                      K (m1 , m2 )
                              0                     m−m1     m2



          http://www.slideshare.net/connaughtonc
Scaling Solutions of the Smoluchowski equation


                                                   In many applications kernel
                                                   is a homogeneous function:
                                                   K (am1 , am2 ) = aγ K (m1 , m2 )
                                                   Resulting cluster size
                                                   distributions exhibit
                                                   self-similarity.


  Self-similar solutions have the form
                                                              m
                     Fm (t) ∼ s(t)a F (z)               z=
                                                             s(t)

  where s(t) is the typical cluster size and a is a dynamical
  scaling exponent. The scaling function, F (z), determines the
  shape of the cluster size distribution.
          http://www.slideshare.net/connaughtonc
The inverse Smoluchowski problem

  Forward problem: given kernel, K (m1 , m2 ), compute the size
  distribution, Fm (t).
  Inverse problem: given observations of the size distribution,
  Fm (t), compute the kernel, K (m1 , m2 ) (Wright and
  Ramakrishna, 1992).
  Inverse problem is useful because:
        Kernel may not be known.
        May help in building models and guiding micro-physics
        theory.
        Quantifies the sensitivity of the size distribution to
        variations in the kernel.
  but
        The inverse problem is typically ill-posed.


           http://www.slideshare.net/connaughtonc
Ill-posedness at the discrete level

      Assume scaling. Then scaling function, F (z), must satisfy:
                                        z               ∞
                     dF                                       dF (z2 )
                 z      =−                  dF (z1 )                   K (z1 , z2 ).
                     dz             0                  z−z1     z2

      Linear in K (z1 , z2 ).
      Assume we have measurements of the scaling function,
      F (z), at N discrete z-points.
      Discretises to a set of N linear equations for the N 2 values
      of the K (z1 , z2 ) on the discretisation points:

                                                b = S k.

      This system is enormously under-determined ⇒ one can
      find many solutions but they are all entirely determined by
      the noise in the data.

          http://www.slideshare.net/connaughtonc
Tikhonov Regularisation (Ridge regression)
  One way of dealing with under-determinedness is to solve a
  minimization problem. The estimated kernel is:
                   kest = arg min |S k − b|2 + λ |k|2 .
                                       k
  Noise-dominated solutions have to compete against the
  regularization term λ |k|2 . The trick is to choose the "best" value
  of the regularization parameter, λ.

                                                   A rational approach to
                                                   determining λ is provided
                                                   by an “L-curve”. Plot the
                                                   size of the solution, |k|, as
                                                   a function of the residual,
                                                   |S k − b| (Hansen 1992).
                                                   "Best" values of λ are near
                                                   the kink in the curve.

          http://www.slideshare.net/connaughtonc
Does it work? Numerical solution of the inverse
problem with known kernel


                   Constant kernel case K (z1 , z2 ) = 1




   Diagonal of reconstructed kernel.                  L-curve.


         http://www.slideshare.net/connaughtonc
Does it work? Numerical solution of the inverse
problem with known kernel


               Sum kernel case K (z1 , z2 ) = 1 (z1 + z2 )
                                              2




   Diagonal of reconstructed kernel.                 L-curve.


         http://www.slideshare.net/connaughtonc
Does it work? Numerical solution of the inverse
problem with known kernel


                                             1 √     √
         Sqrt sum kernel case K (z1 , z2 ) = 2 ( z1 + z2 )




   Diagonal of reconstructed kernel.              L-curve.


         http://www.slideshare.net/connaughtonc
Conclusions and Future work


      Although the inverse Smoluchowski problem is ill-posed,
      some features of the collision kernel can be reconstructed
      from measurements of the size distribution.
  We have demonstrated proof-of-concept but much remains to
  be investigated:
      Allow more flexibility in the class of potential kernels.
      What can we do without assuming scaling?
      Can we handle gelling kernels?
      Does the method break entirely if we add a source of
      monomers, fragmentation, condensation?
      Noisy data?
      Is it useful for real-world problems?


         http://www.slideshare.net/connaughtonc

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The Inverse Smoluchowski Problem, Particles In Turbulence 2011, Potsdam, March 17 2011

  • 1. The inverse Smoluchowski problem for cluster-cluster aggregation Colm Connaughton Mathematics Institute and Centre for Complexity Science, University of Warwick, UK Joint work with Robin Ball and Peter Jones. Particles in turbulence University of Potsdam 17 March 2011 http://www.slideshare.net/connaughtonc
  • 2. Cluster aggregation and Smoluchowski equation Physical picture: Large "cloud" of particles moving around (eg by turbulence). Particles merge irreversibly on contact. Rate of merging of particles with masses, m1 and m2 is K (m1 , m2 ). Kernel K (m1 , m2 ) encodes microphysics. Size distribution, Nm (t), is the average density of clusters of mass m at time t. Smoluchowski equation : m ∂t Nm (t) = dm1 K (m1 , m − m1 )Nm1 (t)Nm−m1 (t) 0 ∞ − 2Nm (t) dm1 K (m, m1 )Nm1 (t) 0 (Smoluchowski, 1916) http://www.slideshare.net/connaughtonc
  • 3. Equivalent formulation It is convenient to work with the cumulative cluster size distribution: m Fm (t) = m1 Nm1 (t)dm1 . 0 The usual cluster size distribution is 1 ∂Fm (t) Nm (t) = . m ∂m In terms of Fm (t) we have: Equivalent Smoluchowski equation: m ∞ dFm2 (t) ∂t Fm (t) = − dFm1 (t) K (m1 , m2 ) 0 m−m1 m2 http://www.slideshare.net/connaughtonc
  • 4. Scaling Solutions of the Smoluchowski equation In many applications kernel is a homogeneous function: K (am1 , am2 ) = aγ K (m1 , m2 ) Resulting cluster size distributions exhibit self-similarity. Self-similar solutions have the form m Fm (t) ∼ s(t)a F (z) z= s(t) where s(t) is the typical cluster size and a is a dynamical scaling exponent. The scaling function, F (z), determines the shape of the cluster size distribution. http://www.slideshare.net/connaughtonc
  • 5. The inverse Smoluchowski problem Forward problem: given kernel, K (m1 , m2 ), compute the size distribution, Fm (t). Inverse problem: given observations of the size distribution, Fm (t), compute the kernel, K (m1 , m2 ) (Wright and Ramakrishna, 1992). Inverse problem is useful because: Kernel may not be known. May help in building models and guiding micro-physics theory. Quantifies the sensitivity of the size distribution to variations in the kernel. but The inverse problem is typically ill-posed. http://www.slideshare.net/connaughtonc
  • 6. Ill-posedness at the discrete level Assume scaling. Then scaling function, F (z), must satisfy: z ∞ dF dF (z2 ) z =− dF (z1 ) K (z1 , z2 ). dz 0 z−z1 z2 Linear in K (z1 , z2 ). Assume we have measurements of the scaling function, F (z), at N discrete z-points. Discretises to a set of N linear equations for the N 2 values of the K (z1 , z2 ) on the discretisation points: b = S k. This system is enormously under-determined ⇒ one can find many solutions but they are all entirely determined by the noise in the data. http://www.slideshare.net/connaughtonc
  • 7. Tikhonov Regularisation (Ridge regression) One way of dealing with under-determinedness is to solve a minimization problem. The estimated kernel is: kest = arg min |S k − b|2 + λ |k|2 . k Noise-dominated solutions have to compete against the regularization term λ |k|2 . The trick is to choose the "best" value of the regularization parameter, λ. A rational approach to determining λ is provided by an “L-curve”. Plot the size of the solution, |k|, as a function of the residual, |S k − b| (Hansen 1992). "Best" values of λ are near the kink in the curve. http://www.slideshare.net/connaughtonc
  • 8. Does it work? Numerical solution of the inverse problem with known kernel Constant kernel case K (z1 , z2 ) = 1 Diagonal of reconstructed kernel. L-curve. http://www.slideshare.net/connaughtonc
  • 9. Does it work? Numerical solution of the inverse problem with known kernel Sum kernel case K (z1 , z2 ) = 1 (z1 + z2 ) 2 Diagonal of reconstructed kernel. L-curve. http://www.slideshare.net/connaughtonc
  • 10. Does it work? Numerical solution of the inverse problem with known kernel 1 √ √ Sqrt sum kernel case K (z1 , z2 ) = 2 ( z1 + z2 ) Diagonal of reconstructed kernel. L-curve. http://www.slideshare.net/connaughtonc
  • 11. Conclusions and Future work Although the inverse Smoluchowski problem is ill-posed, some features of the collision kernel can be reconstructed from measurements of the size distribution. We have demonstrated proof-of-concept but much remains to be investigated: Allow more flexibility in the class of potential kernels. What can we do without assuming scaling? Can we handle gelling kernels? Does the method break entirely if we add a source of monomers, fragmentation, condensation? Noisy data? Is it useful for real-world problems? http://www.slideshare.net/connaughtonc