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Cluster-cluster aggregation with (complete)
          collisional fragmentation

                           Colm Connaughton

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

    Collaborators: R. Rajesh (Chennai), O. Zaboronski (Warwick).


                  Complexity Forum
         Warwick Centre for Complexity Science
                  11 January 2012



   http://www.slideshare.net/connaughtonc   Aggregation with Collisional Fragmentation
Introduction to cluster-cluster aggregation (CCA)

                                                                  Many particles of one
                                                                  material dispersed in
                                                                  another.
                                                                  Transport: diffusive,
                                                                  advective, ballistic...
                                             Particles stick together on
                                             contact.
  Applications: surface and colloid physics, atmospheric
  science, biology, cloud physics, astrophysics...
  This talk:
  Mean-field theory of aggregation with input of monomers (part
  1) and collision-induced fragmentation (part 2).



          http://www.slideshare.net/connaughtonc   Aggregation with Collisional Fragmentation
Mean-field model: Smoluchowski’s kinetic equation
  Cluster size distribution, Nm (t), satisfies the kinetic equation :
  Smoluchowski equation :

                             m
  ∂Nm (t)             1
               =                 dm1 dm2 K (m1 , m2 )Nm1 Nm2 δ(m − m1 − m2 )
    ∂t                2      0
                            M−m
               −                  dm1 dm2 K (m, m1 )Nm Nm1 δ(m2 − m − m1 )
                        0
                                 M
               −      Nm               dm1 K (m, m1 )Nm1
                               M−m
                      J
               +         δ(m − m0 )
                      m0

      Source of monomers
      Removal of clusters larger than cut-off, M.

            http://www.slideshare.net/connaughtonc   Aggregation with Collisional Fragmentation
Stationary state of CCA with a source and sink

                                           Kernel is often homogeneous:
                                                   K (am1 , am2 ) = aβ K (m1 , m2 )
                                                                   µ ν
                                                   K (m1 , m2 ) ∼ m1 m2 m1 m2 .

                                           Clearly β = µ + ν. Model kernel:

                                                                          1 µ ν    ν µ
                                                   K (m1 , m2 ) =          (m m + m1 m2 )
                                                                          2 1 2

  Stationary state for t → ∞, m0                     m         M (Hayakawa 1987):

                       J (1 − (ν − µ)2 ) cos((ν − µ) π/2) − β+3
        Nm =                                             m 2 .                                    (1)
                                       2π
  Describes a cascade of mass from source at m0 to sink at M.


          http://www.slideshare.net/connaughtonc     Aggregation with Collisional Fragmentation
The importance of locality

                      J (1 − (ν − µ)2 ) cos((ν − µ) π/2) − β+3
        Nm =                                            m 2 .
                                      2π

      Dimensional argument gives exponent (β + 3)/2 but not
      amplitude.
      Note that amplitude vanishes when |ν − µ| = 1
      Hayakawa’s solution exists only for |ν − µ| < 1.
      If |ν − µ| < 1, cascade is local: a cluster of size m interacts
      “mostly" with clusters of comparable size.
      If |ν − µ| > 1, cascade is nonlocal: a cluster of size m
      interacts “mostly" with the largest clusters in the system.

  Question:
  What replaces Eq.(1) in the nonlocal case |ν − µ| > 1?

         http://www.slideshare.net/connaughtonc   Aggregation with Collisional Fragmentation
µ ν     ν µ
Solution for K (m1 , m2 ) = 1 (m1 m2 + m1 m2 )
                            2

                                 M                                  M
                   Mµ =              m µ Nm            Mν =               mν Nm
                                 0                                  0

  Masses are discrete so can solve exactly for Nm iteratively:
                                        m−1
                                        m1 =1 K (m1 , m − m1 )Nm1 Nm−m1
        Nm (Mµ , Mν ) =
                                               m ν Mµ + m µ Mν

  starting from
                                                2J
                                     N1 =             .
                                              Mµ + Mν
  Solution given by

                                                   M                  2                    M            2
                                                           µ                                        ν
  (Mµ , Mν ) = argmin                Mµ −              m Nm               + Mν −                m Nm
                   (Mµ ,Mν )                       0                                        0

          http://www.slideshare.net/connaughtonc       Aggregation with Collisional Fragmentation
Non-local approximation to Smoluchowski Eqn

  Write the Smoluchowski equation as:
                           m/2
  ∂Nm (t)
              =                  dm1 [K (m − m1 , m1 )Nm−m1 − K (m, m1 )Nm ] Nm1
    ∂t                 0
                                 M
                                                                    J
              − Nm                   dm1 K (m, m1 )Nm1 +               δ(m − m0 )
                             m/2                                    m0

  Nonlocal assumption: major contribution to first integrand is
  from the region where m1   m. Taylor expand:

     ∂Nm (t)                     1 ∂
                    = −                     mν Mµ+1 + mµ Mν+1 Nm
       ∂t                        2 ∂m
                            1                         J
                    −         [(mν Mµ + mµ Mν )] Nm +    δ(m − m0 )
                            2                         m0

  Obtain linear PDE for Nm but coefficients are moments of Nm .

            http://www.slideshare.net/connaughtonc   Aggregation with Collisional Fragmentation
Self-consistent solution of the nonlocal SE
                                           Stationary solution of nonlocal kinetic
                                           equation (Horvai et al 2008):

                                                                             α −γ
                                                    Nm = C exp                 m  m−ν
                                                                             γ

                                           where C is a constant of integration, γ =
                                           ν − µ − 1 and α = Mν /Mµ+1 .

  α is obtained by solving the consistency condition

                               α = Mν (α)/Mµ+1 (α)

  C is then fixed by global mass balance (Ball et al 2011):

                                     2 J γ log(M) m−γ −ν
                      Nm =                       M   m .
                                          M
  Note Nm → 0 as Nm → ∞!
          http://www.slideshare.net/connaughtonc   Aggregation with Collisional Fragmentation
Instability of the solution and persistent oscillatory
kinetics


                                                  This analysis computes the
                                                  stationary state directly and makes
                                                  no statement about its stability.
                                                  Dynamical numerical simulations
                                                  suggest that for M large enough,
                                                  nonlocal stationary state is unstable.


  Long-time behaviour of Smoluchowski equation with source
  and sink seems to be oscillatory for |ν − µ| > 1!




         http://www.slideshare.net/connaughtonc    Aggregation with Collisional Fragmentation
An aggregation-fragmentation problem from planetary
science: Saturn’s rings

  Brilliantov, Bodrova and Krapivsky: in preparation (2012)




      small particles of ice, ranging in size from micrometres to
      metre.
      dynamic equilibrium: clumping vs collisional fragmentation.

          http://www.slideshare.net/connaughtonc   Aggregation with Collisional Fragmentation
Complete fragmentation - Brilliantov’s Model

  Very complex kinetics in general. Assume:
       Eagg = Efrag = const.
       All clusters have the same kinetic energy on average.
       Fragmentations are complete (produce only monomers).
                                m
  ∂Nm (t)             1
               =                    dm1 K (m − m1 , m1 )Nm−m1 Nm1
    ∂t                2     0
                                               ∞
               − (1 + λ) Nm                        dm1 K (m, m1 )Nm1
                                           0
                                     ∞                                           ∞
   ∂N1 (t)
               = −N1                 dm1 K (1, m1 )Nm1 + λN1                     dm1 m1 K (1, m1 )Nm1
     ∂t                          0                                           0
                                ∞
                      1
               +                    dm1 dm2 (m1 + m2 ) K (m1 , m2 )Nm1 Nm2
                      2     0

  λ is a relative fragmentation rate.

             http://www.slideshare.net/connaughtonc    Aggregation with Collisional Fragmentation
An exact solution

  Collision kernel is worked out to be
                                             1         1
                                                              −1   −1
                K (m1 , m2 ) = (m1 + m2 )2
                                 3    3
                                                             m1 + m2 .                          (2)

  Brilliantov et al. argue that this can be replaced with simpler
  kernel of the same degree of homogeneity:
                                                   β
                K (m1 , m2 ) = (m1 m2 ) 2                      with β = 1 .
                                                                        6                       (3)

  Exact asymptotics for λ                 1 and 1          m        λ−2 :

                                                   λ2      β+3
                          Nm ∼ A exp(−                m) m− 2 .
                                                   4
  Kolmogorov cascade with effective source and sink provided by
  fragmentation. But (3) is local (ν − µ = 0) whereas (2) is not
  (ν − µ = 7/6 > 1). Does this matter?

          http://www.slideshare.net/connaughtonc   Aggregation with Collisional Fragmentation
Simplified fragmentation model with source

       Introduce model in which the monomers produced by
       collisions are removed from the system. Monomers are
       supplied to the system at a fixed rate, J.
       Rate equations are the same except for a simplified
       equation for monomer density:

                                     m
       ∂Nm (t)              1
                     =                   dm1 K (m − m1 , m1 )Nm−m1 Nm1
         ∂t                 2    0
                                                        ∞
                     − (1 + λ) Nm                           dm1 K (m, m1 )Nm1 + J δm,1
                                                    0
                                                                      β
  Exact solution for K (m1 , m2 ) = (m1 m2 ) 2 :

                                          J      λ2    β+3
                        Nm ∼                exp(− m) m− 2 .
                                         2π      4
  Analogous behaviour to Brilliantov’s.
           http://www.slideshare.net/connaughtonc           Aggregation with Collisional Fragmentation
What about non-locality?



                                             µ ν     ν µ
  Asymptotic solution for K (m1 , m2 ) = 1 (m1 m2 + m1 m2 ):
                                         2

                                                          2
                                                   λ    1+ν−µ                  β+3
                  Nm ∼ A exp −                                    m m−          2
                                                   2

  but solution fails as ν − µ → 1 (probably A → 0?) : cascade
  becomes non-local.
  Earlier iterative method can be adapted to calculate the
  stationary state in the case ν − µ > 1.




          http://www.slideshare.net/connaughtonc       Aggregation with Collisional Fragmentation
Partial solution of the nonlocal kinetic equation

  Nonlocal kinetic equation with fragmentation

     ∂Nm (t)                 1 ∂
                  = −                     mν Mµ+1 + mµ Mν+1 Nm
       ∂t                    2 ∂m
                         1                         J
                  −        [(mν Mµ + mµ Mν )] Nm +    δ(m − m0 )
                         2                         m0
                         λ
                  −        [(mν Mµ + mµ Mν )] Nm
                         2

                                                   Effective cut-off, M.
                                                   Intermediate masses:
                                                   m0    m    M: same as before.
                                                   Large masses: m                    M:

                                                                                 Mµ+1
                                                       Nm ∼ exp −λ                    m m−ν
                                                                                 Mµ

          http://www.slideshare.net/connaughtonc    Aggregation with Collisional Fragmentation
Instability of the nonlocal stationary state




      Dynamical simulations starting from the exact nonlocal
      stationary state again exhibit instability in the presence of
      fragmentation.
      Oscillatory kinetics are not a result of the "hard" cut-off
      used previously and are not transient.


         http://www.slideshare.net/connaughtonc   Aggregation with Collisional Fragmentation
Conclusions and ongoing work

     Stationary nonlocal solutions of the Smoluchowski
     equation have been presented in the case of aggregation
     with a source and sink.
     They are dynamically unstable and vanish as the cut-off is
     removed.
     A set of models with collisional fragmentation were studied
     and it was found that collisional fragmentation can act as
     an effective source and sink for monomers to produce
     solutions which carry an effective mass flux.
     Locality remains a important property for the models with
     fragmentation
     The original Brilliantov kernel may behave differently to the
     simplified product version.


        http://www.slideshare.net/connaughtonc   Aggregation with Collisional Fragmentation

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Cluster-cluster aggregation with (complete) collisional fragmentation

  • 1. Cluster-cluster aggregation with (complete) collisional fragmentation Colm Connaughton Mathematics Institute and Centre for Complexity Science, University of Warwick, UK Collaborators: R. Rajesh (Chennai), O. Zaboronski (Warwick). Complexity Forum Warwick Centre for Complexity Science 11 January 2012 http://www.slideshare.net/connaughtonc Aggregation with Collisional Fragmentation
  • 2. Introduction to cluster-cluster aggregation (CCA) Many particles of one material dispersed in another. Transport: diffusive, advective, ballistic... Particles stick together on contact. Applications: surface and colloid physics, atmospheric science, biology, cloud physics, astrophysics... This talk: Mean-field theory of aggregation with input of monomers (part 1) and collision-induced fragmentation (part 2). http://www.slideshare.net/connaughtonc Aggregation with Collisional Fragmentation
  • 3. Mean-field model: Smoluchowski’s kinetic equation Cluster size distribution, Nm (t), satisfies the kinetic equation : Smoluchowski equation : m ∂Nm (t) 1 = dm1 dm2 K (m1 , m2 )Nm1 Nm2 δ(m − m1 − m2 ) ∂t 2 0 M−m − dm1 dm2 K (m, m1 )Nm Nm1 δ(m2 − m − m1 ) 0 M − Nm dm1 K (m, m1 )Nm1 M−m J + δ(m − m0 ) m0 Source of monomers Removal of clusters larger than cut-off, M. http://www.slideshare.net/connaughtonc Aggregation with Collisional Fragmentation
  • 4. Stationary state of CCA with a source and sink Kernel is often homogeneous: K (am1 , am2 ) = aβ K (m1 , m2 ) µ ν K (m1 , m2 ) ∼ m1 m2 m1 m2 . Clearly β = µ + ν. Model kernel: 1 µ ν ν µ K (m1 , m2 ) = (m m + m1 m2 ) 2 1 2 Stationary state for t → ∞, m0 m M (Hayakawa 1987): J (1 − (ν − µ)2 ) cos((ν − µ) π/2) − β+3 Nm = m 2 . (1) 2π Describes a cascade of mass from source at m0 to sink at M. http://www.slideshare.net/connaughtonc Aggregation with Collisional Fragmentation
  • 5. The importance of locality J (1 − (ν − µ)2 ) cos((ν − µ) π/2) − β+3 Nm = m 2 . 2π Dimensional argument gives exponent (β + 3)/2 but not amplitude. Note that amplitude vanishes when |ν − µ| = 1 Hayakawa’s solution exists only for |ν − µ| < 1. If |ν − µ| < 1, cascade is local: a cluster of size m interacts “mostly" with clusters of comparable size. If |ν − µ| > 1, cascade is nonlocal: a cluster of size m interacts “mostly" with the largest clusters in the system. Question: What replaces Eq.(1) in the nonlocal case |ν − µ| > 1? http://www.slideshare.net/connaughtonc Aggregation with Collisional Fragmentation
  • 6. µ ν ν µ Solution for K (m1 , m2 ) = 1 (m1 m2 + m1 m2 ) 2 M M Mµ = m µ Nm Mν = mν Nm 0 0 Masses are discrete so can solve exactly for Nm iteratively: m−1 m1 =1 K (m1 , m − m1 )Nm1 Nm−m1 Nm (Mµ , Mν ) = m ν Mµ + m µ Mν starting from 2J N1 = . Mµ + Mν Solution given by M 2 M 2 µ ν (Mµ , Mν ) = argmin Mµ − m Nm + Mν − m Nm (Mµ ,Mν ) 0 0 http://www.slideshare.net/connaughtonc Aggregation with Collisional Fragmentation
  • 7. Non-local approximation to Smoluchowski Eqn Write the Smoluchowski equation as: m/2 ∂Nm (t) = dm1 [K (m − m1 , m1 )Nm−m1 − K (m, m1 )Nm ] Nm1 ∂t 0 M J − Nm dm1 K (m, m1 )Nm1 + δ(m − m0 ) m/2 m0 Nonlocal assumption: major contribution to first integrand is from the region where m1 m. Taylor expand: ∂Nm (t) 1 ∂ = − mν Mµ+1 + mµ Mν+1 Nm ∂t 2 ∂m 1 J − [(mν Mµ + mµ Mν )] Nm + δ(m − m0 ) 2 m0 Obtain linear PDE for Nm but coefficients are moments of Nm . http://www.slideshare.net/connaughtonc Aggregation with Collisional Fragmentation
  • 8. Self-consistent solution of the nonlocal SE Stationary solution of nonlocal kinetic equation (Horvai et al 2008): α −γ Nm = C exp m m−ν γ where C is a constant of integration, γ = ν − µ − 1 and α = Mν /Mµ+1 . α is obtained by solving the consistency condition α = Mν (α)/Mµ+1 (α) C is then fixed by global mass balance (Ball et al 2011): 2 J γ log(M) m−γ −ν Nm = M m . M Note Nm → 0 as Nm → ∞! http://www.slideshare.net/connaughtonc Aggregation with Collisional Fragmentation
  • 9. Instability of the solution and persistent oscillatory kinetics This analysis computes the stationary state directly and makes no statement about its stability. Dynamical numerical simulations suggest that for M large enough, nonlocal stationary state is unstable. Long-time behaviour of Smoluchowski equation with source and sink seems to be oscillatory for |ν − µ| > 1! http://www.slideshare.net/connaughtonc Aggregation with Collisional Fragmentation
  • 10. An aggregation-fragmentation problem from planetary science: Saturn’s rings Brilliantov, Bodrova and Krapivsky: in preparation (2012) small particles of ice, ranging in size from micrometres to metre. dynamic equilibrium: clumping vs collisional fragmentation. http://www.slideshare.net/connaughtonc Aggregation with Collisional Fragmentation
  • 11. Complete fragmentation - Brilliantov’s Model Very complex kinetics in general. Assume: Eagg = Efrag = const. All clusters have the same kinetic energy on average. Fragmentations are complete (produce only monomers). m ∂Nm (t) 1 = dm1 K (m − m1 , m1 )Nm−m1 Nm1 ∂t 2 0 ∞ − (1 + λ) Nm dm1 K (m, m1 )Nm1 0 ∞ ∞ ∂N1 (t) = −N1 dm1 K (1, m1 )Nm1 + λN1 dm1 m1 K (1, m1 )Nm1 ∂t 0 0 ∞ 1 + dm1 dm2 (m1 + m2 ) K (m1 , m2 )Nm1 Nm2 2 0 λ is a relative fragmentation rate. http://www.slideshare.net/connaughtonc Aggregation with Collisional Fragmentation
  • 12. An exact solution Collision kernel is worked out to be 1 1 −1 −1 K (m1 , m2 ) = (m1 + m2 )2 3 3 m1 + m2 . (2) Brilliantov et al. argue that this can be replaced with simpler kernel of the same degree of homogeneity: β K (m1 , m2 ) = (m1 m2 ) 2 with β = 1 . 6 (3) Exact asymptotics for λ 1 and 1 m λ−2 : λ2 β+3 Nm ∼ A exp(− m) m− 2 . 4 Kolmogorov cascade with effective source and sink provided by fragmentation. But (3) is local (ν − µ = 0) whereas (2) is not (ν − µ = 7/6 > 1). Does this matter? http://www.slideshare.net/connaughtonc Aggregation with Collisional Fragmentation
  • 13. Simplified fragmentation model with source Introduce model in which the monomers produced by collisions are removed from the system. Monomers are supplied to the system at a fixed rate, J. Rate equations are the same except for a simplified equation for monomer density: m ∂Nm (t) 1 = dm1 K (m − m1 , m1 )Nm−m1 Nm1 ∂t 2 0 ∞ − (1 + λ) Nm dm1 K (m, m1 )Nm1 + J δm,1 0 β Exact solution for K (m1 , m2 ) = (m1 m2 ) 2 : J λ2 β+3 Nm ∼ exp(− m) m− 2 . 2π 4 Analogous behaviour to Brilliantov’s. http://www.slideshare.net/connaughtonc Aggregation with Collisional Fragmentation
  • 14. What about non-locality? µ ν ν µ Asymptotic solution for K (m1 , m2 ) = 1 (m1 m2 + m1 m2 ): 2 2 λ 1+ν−µ β+3 Nm ∼ A exp − m m− 2 2 but solution fails as ν − µ → 1 (probably A → 0?) : cascade becomes non-local. Earlier iterative method can be adapted to calculate the stationary state in the case ν − µ > 1. http://www.slideshare.net/connaughtonc Aggregation with Collisional Fragmentation
  • 15. Partial solution of the nonlocal kinetic equation Nonlocal kinetic equation with fragmentation ∂Nm (t) 1 ∂ = − mν Mµ+1 + mµ Mν+1 Nm ∂t 2 ∂m 1 J − [(mν Mµ + mµ Mν )] Nm + δ(m − m0 ) 2 m0 λ − [(mν Mµ + mµ Mν )] Nm 2 Effective cut-off, M. Intermediate masses: m0 m M: same as before. Large masses: m M: Mµ+1 Nm ∼ exp −λ m m−ν Mµ http://www.slideshare.net/connaughtonc Aggregation with Collisional Fragmentation
  • 16. Instability of the nonlocal stationary state Dynamical simulations starting from the exact nonlocal stationary state again exhibit instability in the presence of fragmentation. Oscillatory kinetics are not a result of the "hard" cut-off used previously and are not transient. http://www.slideshare.net/connaughtonc Aggregation with Collisional Fragmentation
  • 17. Conclusions and ongoing work Stationary nonlocal solutions of the Smoluchowski equation have been presented in the case of aggregation with a source and sink. They are dynamically unstable and vanish as the cut-off is removed. A set of models with collisional fragmentation were studied and it was found that collisional fragmentation can act as an effective source and sink for monomers to produce solutions which carry an effective mass flux. Locality remains a important property for the models with fragmentation The original Brilliantov kernel may behave differently to the simplified product version. http://www.slideshare.net/connaughtonc Aggregation with Collisional Fragmentation