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com

www.elsevier.com/locate/apm

undergoing Brownian motion

Chaocheng Huang

Department of Mathematics and Statistics, Wright State University, Dayton, OH 45435, United States

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

GðsÞ ¼ 0 if s 6 2g0 ; GðsÞ is bounded for 0 6 s < 1: ð3:2Þ

Let xðtÞ ¼ xðt; xÞ (x is in a probability space) be a random process describing particle positions. Then (2.1)

leads to

d2 x dx dw

2

¼ F ðx; tÞ K V ðx; tÞ þm ; ð3:3Þ

dt dt dt

pﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃ

where m ¼ m1 2k B T b, wðtÞ is the standard Wiener process, and KðyÞ is a function of y in Rn . To represent

Stokes’ drag we should take KðyÞ ¼ bm1 y for all y. However, for technical reasons, we shall assume that

KðyÞ is truncated:

KðyÞ ¼ bm1 y if jyj 6 S 0 for some large S 0 ; and ð3:4Þ

KðyÞ is a bounded smooth function for y 2 Rn : ð3:5Þ

In most applications, this is not a serious restriction since the expression for the Stokes’ drag is applicable

only in certain limited ranges of the relative velocity dx=dt V ðx; tÞ. In the numerical results, we do not need

to use this truncation. The system of (3.1)–(3.5) models the dynamics of particles, and is the stochastic descrip-

tion of average Brownian dynamics (ABD).

In the following section we shall recall the construction of the fundamental solution of the degenerate

parabolic equation associated with (3.3). This will be needed in the subsequent sections for establishing a

deterministic continuous model.

982 C. Huang / Applied Mathematical Modelling 33 (2009) 978–998

4. Fundamental solutions

ov 1

þ g rn v þ bðn; g; sÞ rg v þ m2 Dg v ¼ 0 ð4:1Þ

os 2

for vðn; g; sÞ, where n; g vary in Rn , 0 < s < 1, m is a positive constant and bðn; g; sÞ is a function in Rn

satisfying

m 6 C 0 ; kbkL1 6 A0 ð4:2Þ

for some positive constants. By [8], there exists a unique fundamental solution Cðn; g; s; x; y; tÞ for (4.1), i.e.,

for any ﬁxed ðx; y; tÞ, Cðn; g; s; x; y; tÞ satisﬁes (4.1) in ðn; g; sÞ for 0 < s < t, and

Cðn; g; s; x; y; tÞjs¼t0 ¼ dðn xÞdðg yÞ;

where the product of the two Dirac measures is understood as the measure deﬁned by

Z

gðn; gÞdðn xÞdðg yÞdn dg ¼ gðx; yÞ; for any g 2 C 1

0 :

R2n

Furthermore, for any bounded smooth function f ðx; yÞ, the function

Z

vðn; g; sÞ ¼ Cðn; g; s; x; y; tÞf ðx; yÞdx dy

R2n

is the unique bounded solution of (4.1) in 0 < s < t, satisfying

vðn; g; tÞ ¼ f ðn; gÞ:

Finally, for ﬁxed ðn; g; sÞ, Cðn; g; s; x; y; tÞ satisﬁes the adjoint diﬀerential equation

ou 1

y rx u ry ðbðx; y; tÞuÞ þ m2 Dy u ¼ 0

ot 2

with respect to the variables ðx; y; tÞ for s < t < 1.

Remark 4.1. In [8], it was assumed that bðx; y; tÞ is locally Lipschitz continuous. However, the construction of

the fundamental solution remains unchanged for any uniformly bounded bðx; y; tÞ, and Cðn; g; s; x; y; tÞ is then

a weak solution of (4.1).

We now brieﬂy review the construction of C in order to trace how the various estimates depend on b and m.

Let

2

jy gj

2

6n x þ yþg

2

ðt sÞ

Rðn; g; s; x; y; tÞ ¼ 2 þ : ð4:3Þ

2m ðt sÞ m2 ðt sÞ3

A direct computation shows that for s < t, the function

a pﬃﬃﬃ n

W ðn; g; s; x; y; tÞ ¼ expðRðn; g; s; x; y; tÞÞ; a ¼ 3=p m2n ð4:4Þ

ðt sÞ2n

is the fundamental solution for (4.1) with b 0. In other words, W satisﬁes, for ﬁxed ðx; y; tÞ,

oW 1

þ g rn W þ m2 Dg W ¼ 0; 0 < s < t;

os 2

W ðn; g; t 0; x; y; tÞ ¼ dðn xÞdðg yÞ:

Furthermore, W has the following semigroup property:

Z

W ðn; g; s; g; sÞW ð

n; g; s; x; y; tÞd

n; g ¼ W ðn; g; s; x; y; tÞ:

n d ð4:5Þ

R2n

Z t Z

Cðn; g; s; x; y; tÞ ¼ W ðn; g; s; x; y; tÞ þ ds W ðn; g; s; n; g; sÞQðn; g; s; x; y; tÞdn dg; ð4:6Þ

s R2n

C. Huang / Applied Mathematical Modelling 33 (2009) 978–998 983

Qðn; g; s; x; y; tÞ ¼ bðn; g; stÞ rg W ðn; g; s; x; y; tÞ

Z t Z

þ bðn; g; sÞ ds rg W ðn; g; s; n; g; sÞQðn; g; s; x; y; tÞdn dg: ð4:7Þ

s R2n

X1

Q¼ Qk ; ð4:8Þ

k¼0

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

abeR 5A0 a CA0 a

1 R

jQ0 j ¼ r g R 6 eR R2 6 e 2 ; ð4:9Þ

ðt sÞ2n mðt sÞ2nþ12 mðt sÞ

2nþ12

Z Z

CA2 t a Rðn; g; s; n; g; sÞ a Rðn; g; s; x; y; tÞ

jQ1 j 6 2 0 ds 2nþ12

exp 1 exp dn dg

m s R2n ðs sÞ 2 ðt sÞ2nþ2 2

n; g, by (4.4) and (4.5),

2 Z t

CA n g x y 1 1 CA20 a Rðn; g; s; x; y; tÞ

jQ1 j 6 2 0 W pﬃﬃﬃ ; pﬃﬃﬃ ; s; pﬃﬃﬃ ; pﬃﬃﬃ ; t ds 6 exp :

m 2 2 2 2

1 1

s ðs sÞ2 ðt sÞ2 m2 ðt sÞ2n 2

k

C kþ1 Akþ2

0 aðt sÞ

2

Rðn; g; s; x; y; tÞ

jQkþ1 j 6

exp ;

mkþ2 ðt sÞ2n C k2 2

where CðsÞ is the Gamma function. This yields the convergence in (4.8) and

1

!

CA0 a Rðn; g; s; x; y; tÞ CA0 ðt sÞ2

jQj 6 2nþ1

exp þ : ð4:10Þ

mðt sÞ 2 2 m

Lemma 1. There exists a constant C independent of A0 and m such that

R 1

! !

aeR Cae2 CA0 ðt sÞ2

jCðn; g; s; x; y; tÞj 6 þ exp 1 ; ð4:11Þ

ðt sÞ2n ðt sÞ2n m

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

Qðn; g; s; x; y; tÞ ¼ ry ðbðx; y; tÞW ðn; g; s; x; y; tÞÞ

Z t Z

ds Qðn; g; s; g; sÞry ðbðx; y; tÞW ðn; g; s; x; y; tÞÞdn dg:

n; ð4:13Þ

s R2n

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:

Z

P ðx; tÞ ¼ Cðn; w0 ðnÞ; 0; x; y; tÞP 0 ðnÞdn dy; ð5:6Þ

R2n

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

1

Pb t þ y rx Pb þ ry ððF ðx; tÞ Kðy V ðx; tÞÞÞ Pb Þ m2 Dy Pb ¼ 0 ð5:9Þ

2

for t > 0, and the initial condition

Pb ðx; y; 0Þ ¼ P 0 ðxÞdðy w0 ðxÞÞ: ð5:10Þ

Obviously,

Z

P ðx; tÞ ¼ Pb ðx; y; tÞdy: ð5:11Þ

Rn

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

X

M

P ðx; tÞ ¼ pj Prðf1j ðtÞ ¼ xÞ;

j¼1

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

One can prove (by successive iterations, as in [9, Chapter 5, Section 5]) that this stochastic diﬀerential sys-

tem has a unique solution.

6. Some estimates

Z Z

P ðx; tÞdx ¼ P 0 ðxÞdx ð6:1Þ

Rn Rn

and

jF ðx; tÞj 6 kP 0 kL1 sup jGj; 0 6 t < T ; ð6:2Þ

where G is defined in (3.2).

Z

Cðn; g; 0; x; y; tÞdx dy ¼ 1 ð6:3Þ

R2n

986 C. Huang / Applied Mathematical Modelling 33 (2009) 978–998

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

pﬃ

A1 t

P ðx; tÞ 6 C exp for 0 < t < T ; ð6:4Þ

m

where C and A1 are positive constants independent of T (and m).

pﬃ Z

Ca A1 t 1

P ðx; tÞ 6 2n exp exp Rðn; w0 ðnÞ; 0; x; y; tÞ dn dy; ð6:5Þ

t m R2n 2

where by (6.2), A1 is a constant independent of T. To estimate the last integral we change the variables as

y þ w0 ðnÞ

n¼nxþ t; y ¼ y w0 ðnÞ:

2

Note that by (5.2),

!

oðn; y Þ I þ 2t rw0 2t I

det ¼ det ¼ detðI þ trw0 Þ P h0 : ð6:6Þ

oðn; yÞ rw0 I

It follows that the integral in (6.5) is bounded by, after changes of variables,

Z ! Z ! Z !

1 jy j2 6j

nj2 1 6jnj2 jy j2

exp 2 2 3 dn dy ¼ exp 2 3 dn exp 2 dy

h0 R2n 4m t m t h0 R n mt Rn 4m t

Z Z !

2

1 n 3n 2 n jzj

¼ m t2 n

expð6jzj Þdzm t2 exp dz 6 Cm2n t2n :

h0 Rn Rn 4

Z

a 1 0

exp Rðn; w ðnÞ; 0; x; y; tÞ dn dy 6 C: ð6:7Þ

t2n R2n 2

Substituting this in (6.5), the assertion (6.4) follows. h

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

Ca R

jQ10 Q20 j 6 kF 1 F 2 kL1 jry W j 6 kF 1 F 2 kL1 2nþ12

e 2

ðt sÞ

and

Z Z Z t Z

t

jQ1kþ1 Q2kþ1 j 6 kF 1 F 2 kL1 ðrg W ÞQ1k þ C ds ðrg W ÞðQ1k Q2k Þ:

s R2n 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

pﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃ

Ca C ts R

jC1 C2 j 6 kF 1 F 2 kL1 2n

exp 1 e 2 :

ðt sÞ m

Using (6.7) we then obtain

Z pﬃ

C t

jðC1 C2 Þðn; w0 ðnÞ; 0; x; y; tÞjdn dy 6 C exp 1 kF 1 F 2 kL1

R2n m

and consequently, from the representation (5.6) for P 1 and P 2 ,

Z pﬃ

0 C t

jP 1 ðx; tÞ P 2 ðx; tÞj 6 jðC1 C2 Þðn; w ðnÞ; s; x; y; tÞjP 0 ðnÞdn dy 6 Cðexp 1ÞkF 1 F 2 kL1 ;

R 2n m

where in the last inequality we used the ﬁrst part of the assumption (5.1). By deﬁnition of the mapping S, it

then follows that

pﬃﬃﬃﬃ

C T

kSðF 1 Þ SðF 2 ÞkL1 6 kF 1 F 2 kL1 ; 0 < t < T

m

so that S is a contraction mapping if T is small enough, as asserted in (7.2).

988 C. Huang / Applied Mathematical Modelling 33 (2009) 978–998

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

Z

P ðx; tÞ ¼ Cðn; g; t0 ; x; y; tÞ Pb ðn; g; t0 Þdn dg dy; ð7:4Þ

R3n

Using the relation (7.5) for P 1 and P 2 and proceeding as in the proof of (7.2), we derive, for t > t0 , the

estimates

Z

jP 1 ðx; tÞ P 2 ðx; tÞj 6 jðC1 C2 Þðn; g; t0 ; x; y; tÞj Pb ðn; g; t0 Þdn dg dy

R3n

Z pﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃ

Ca C t t0 R b

6 kF 1 F 2 kL1 2n

exp 1 exp P ðn; g; t0 Þdn dg dy;

R3n ðt t 0 Þ m 2

Z

Ca Rðn; g; t0 ; x; y; tÞ

2n

exp dn dy 6 C:

R2n ðt t 0 Þ 2

Hence

pﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃ Z

C t t0

jP 1 ðx; tÞ P 2 ðx; tÞj 6 CkF 1 F 2 kL1 exp 1 sup Pb ðn; g; t0 Þdg

m Rn n

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

uðx; tÞ ! 0 if jxj ! 1;

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.

dw1 ¼ w2 ; dw2 ¼ F ðw1 ; tÞ; ð8:6Þ

also,

w1 ðx; 0Þ ¼ x; w2 ðx; 0Þ ¼ w0 ðxÞ:

990 C. Huang / Applied Mathematical Modelling 33 (2009) 978–998

dw y

¼ Mðw; tÞ; Mðx; y; tÞ ¼ : ð8:7Þ

dt F ðx; tÞ

With Pb deﬁned as in (5.8), we formally have, from (5.9) with m ¼ 0,

d b o Pb ow ow o Pb

ð P ðw1 ; w2 ; tÞÞ ¼ þ rx Pb 1 þ ry Pb 2 ¼ þ w2 rx Pb þ F ry Pb ¼ 0

dt ot ot ot ot

so that, by (5.10),

Pb ðw1 ; w2 ; tÞ ¼ Pb ðx; y; 0Þ ¼ P 0 ðxÞdðy w0 ðxÞÞ

or

Pb ðx; y; tÞ ¼ P 0 ððw1 Þ1 Þdððw1 Þ2 w0 ððw1 Þ1 ÞÞ; ð8:8Þ

1 1 1

where w ¼ ððw Þ1 ; ðw Þ2 Þ. For any continuous function gðxÞ with compact support, we have

Z Z

P ðx; tÞgðxÞdx ¼ Pb ðx; y; tÞgðxÞdy dx:

Rn R2n

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

d

J ðwÞ ¼ J ðwÞtraceðrMÞ ¼ 0;

dt

we obtain

J ðwðn; g; tÞÞ ¼ J ðwðn; g; 0ÞÞ ¼ 1:

We thus conclude that

Z Z Z

0

P ðx; tÞgðxÞdx ¼ P 0 ðnÞdðg w ðnÞÞgðw1 ðn; g; tÞÞdn dg ¼ P 0 ðnÞgðw1 ðn; w0 ðnÞ; tÞÞdn: ð8:9Þ

Rn R2n Rn

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

V ¼ ð_cx2 ; 0; 0ÞT

where c_ > 0 is the shear rate. The shear stress r12 of the ﬂuid of the particle–liquid system is related to the

shear rate c_ by

r12 ¼ l_c;

where l is the shear viscosity. For Newtonian ﬂuids, l is independent of c_ . Since colloidal dispersions behave

as non-Newtonian ﬂuids, we expect the shear viscosity l to depend on c_ , and thus we shall write l ¼ lð_cÞ. The

shear stress r12 consists of two parts. The ﬁrst part is due to the carrier (Newtonian) ﬂuid with a constant vis-

cosity l0 > 0. The second part, s12 , is caused by the particle motion and thus depends on the particle density P.

Therefore

s12

r12 ¼ l0 c_ þ s12 or l ¼ l0 þ : ð9:1Þ

c_

For isolated particles

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

X dur xi xj

ðjxi xj jÞ i

j¼1

dr jx xj j

j–i

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

!

LA s 1 1

Ga ðsÞ ¼ þ ;

pam ðs2 4a2 Þ2 s3 s3 2a2 s

3L 1

Gr ðsÞ ¼ er e0 w20 ja 3 jðs2aÞ

ame þ1

and v is the characteristic function of D2L n D22að1þg0 Þ .

Let e be the inertial time scale, and k the real time for computation, scaled on e [1, p.162]. By [1, p. 442],

m m

e¼ ¼ : ð9:7Þ

b 6pl0 a

We scale the phase variables and the time respectively, by

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

Z 0 0

m 3L 0 ðx1 x1 Þðx2 x2 Þ

l ¼ l0 þ Gðjx x jÞ P ðx; tÞP ðx0 ; tÞdx dx0

2_cV 0 2pa3 D4L jx x0 j

Z 0 0

l

¼ 1 þ l1 e x0 jÞ ðx1 x1 Þðx2 x2 Þ Pe ðx; tÞ Pe ðx0 ; tÞdx dx0 ;

Gðjx ð9:18Þ

l0 D41 jx x0 j

994 C. Huang / Applied Mathematical Modelling 33 (2009) 978–998

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:

4

l0 Viscosity of water – 8:91 10 [1, p. 507]

a Radius of particle – 107 –

m Mass of particle 8pa3 =3 8:38 1021 –

kB Boltzmann’s constant – 1:38 1023 [1, p. xvii]

T Temperature – 300 –

A Hamaker’s constant 24k B T 9:94 1020 [1, p. 260]

j1 Debye’s length a 107 [1, p. 214]

er e0 w20 a Electrostatic 150k B T 6:21 1019 [1, p. 472]

b Stokes friction 6pl0 a 1:68 109 (??)

e Inertial time m=b 5 1012 (9.7)

L Length scale – 106 –

N Velocity scale L=ðkeÞ

p ﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃ 2:0042 102 (9.9)

m Brownian

m 2bk B T =m 4:45 105 (3.3)

23 3 2 2

~2

m 2:46 10 k L 2:46 10 (9.13)

A1 9:40 1016 k2 L1 9:40 104 (9.14)

U1 5:53 107 k2 L2 5:53 101 (9.15)

j1 ja 1 (9.16)

l1 5:63 1013 L2 k1 ðec_ Þ1 5:63 102 ðec_ Þ1 (9.19)

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:

sup Fe a 8:2 104 1:2 102 0.2 1.7 17.8 177.1

sup Fe r 5:3 102 2.4 5.3 5.8 5.8 13.9

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),

27pl20 a

this range corresponds to

1:23 107 < ec_ < 1:23 105 : ð9:21Þ

In the next section we demonstrate an example of gðec_ Þ for ec_ in the range (9.21).

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.

Z t Z 1 Z 1 Z 1 Z 1 Z 1 Z 1

H ðx; y; tÞ ¼ ds Qðn; 0; 0; n; g; sÞW ðn; g; s; x; y; tÞP 0 ðnÞdn dg dn;

0 1 1 1 1 1 1

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.

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