arXiv subjects

Elliot J. Carr

Publications and source records attributed to Elliot J. Carr.

31 records · Page 2Linked to original sources

arXiv2020

Diffusion in heterogeneous discs and spheres: new closed-form expressions for exit times and homogenization formulae

Mathematical models of diffusive transport underpin our understanding of chemical, biochemical and biological transport phenomena. Analysis of such models often focusses on relatively simple geometries and deals with diffusion through highly idealised homogeneous media. In contrast, practical applications of diffusive transport theory inevitably involve dealing with more complicated geometries as well as dealing with heterogeneous media. One of the most fundamental properties of diffusive transport is the concept of mean particle lifetime or mean exit time, which are particular applications of the concept of first passage time, and provide the mean time required for a diffusing particle to reach an absorbing boundary. Most formal analysis of mean particle lifetime applies to relatively simple geometries, often with homogeneous (spatially-invariant) material properties. In this work, we present a general framework that provides exact mathematical insight into the mean particle lifetime, and higher moments of particle lifetime, for point particles diffusing in heterogeneous discs and spheres with radial symmetry. Our analysis applies to geometries with an arbitrary number and arrangement of distinct layers, where transport in each layer is characterised by a distinct diffusivity. We obtain exact closed-form expressions for the mean particle lifetime for a diffusing particle released at an arbitrary location and we generalise these results to give exact, closed-form expressions for any higher-order moment of particle lifetime for a range of different boundary conditions. Finally, using these results we construct new homogenization formulae that provide an accurate simplified description of diffusion through heterogeneous discs and spheres.

physics.bio-ph↗

arXiv2020

Finite transition times for multispecies diffusion in heterogeneous media coupled via first-order reaction networks

Calculating how long a coupled multi-species reactive-diffusive transport process in a heterogeneous medium takes to effectively reach steady state is important in many applications. In this paper, we show how the time required for such processes to transition to within a small specified tolerance of steady state can be calculated accurately without having to solve the governing time-dependent model equations. Our approach is valid for general first-order reaction networks and an arbitrary number of species. Three numerical examples are presented to confirm the analysis and investigate the efficacy of the approach. A key finding is that for sequential reactions our approach works better provided the two smallest reaction rates are well separated. MATLAB code implementing the methodology and reproducing the results in the paper is made available.

physics.bio-ph↗

arXiv2019

Advection improves homogenized models of continuum diffusion in one-dimensional heterogeneous media

We propose an alternative method for one-dimensional continuum diffusion models with spatially variable (heterogeneous) diffusivity. Our method, which extends recent work on stochastic diffusion, assumes the constant-coefficient homogenized equation takes the form of an advection-diffusion equation with effective (diffusivity and velocity) coefficients. To calculate the effective coefficients, our approach involves solving two uncoupled boundary value problems over the heterogeneous medium and leads to coefficients depending on the spatially-varying diffusivity (as usual) as well as the boundary conditions imposed on the heterogeneous model. Computational experiments comparing our advection-diffusion homogenized model to the standard homogenized model demonstrate that including an advection term in the homogenized equation leads to improved approximations of the solution of the original heterogeneous model.

physics.comp-ph↗

arXiv2019

Rear-surface integral method for calculating thermal diffusivity from laser flash experiments

The laser flash method for measuring thermal diffusivity of solids involves subjecting the front face of a small sample to a heat pulse of radiant energy and recording the resulting temperature rise on the opposite (rear) surface. For the adiabatic case, the widely-used standard approach estimates the thermal diffusivity from the rear-surface temperature rise history by calculating the half rise time: the time required for the temperature rise to reach one half of its maximum value. In this article, we develop a novel alternative approach by expressing the thermal diffusivity exactly in terms of the area enclosed by the rear-surface temperature rise curve and the steady-state temperature over time. Approximating this integral numerically leads to a simple formula for the thermal diffusivity involving the rear-surface temperature rise history. Using synthetic experimental data we demonstrate that the new formula produces estimates of the thermal diffusivity - for a typical test case - that are more accurate and less variable than the standard approach. The article concludes by briefly commenting on extension of the new method to account for heat losses from the sample.

physics.comp-ph↗

arXiv2019

Rear-surface integral method for calculating thermal diffusivity: finite pulse time correction and two-layer samples

We study methods for calculating the thermal diffusivity of solids from laser flash experiments. This experiment involves subjecting the front surface of a small sample of the material to a heat pulse and recording the resulting temperature rise on the opposite (rear) surface. Recently, a method was developed for calculating the thermal diffusivity from the rear-surface temperature rise, which was shown to produce improved estimates compared with the commonly used half-time approach. This so-called rear-surface integral method produced a formula for calculating the thermal diffusivity of homogeneous samples under the assumption that the heat pulse is instantaneously absorbed uniformly into a thin layer at the front surface. In this paper, we show how the rear-surface integral method can be applied to a more physically realistic heat flow model involving the actual heat pulse shape from the laser flash experiment. New thermal diffusivity formulas are derived for handling arbitrary pulse shapes for either a homogeneous sample or a heterogeneous sample comprising two layers of different materials. Presented numerical experiments confirm the accuracy of the new formulas and demonstrate how they can be applied to the kinds of experimental data arising from the laser flash experiment.

physics.comp-ph↗

arXiv2019

New homogenization approaches for stochastic transport through heterogeneous media

The diffusion of molecules in complex intracellular environments can be strongly influenced by spatial heterogeneity and stochasticity. A key challenge when modelling such processes using stochastic random walk frameworks is that negative jump coefficients can arise when transport operators are discretized on heterogeneous domains. Often this is dealt with through homogenization approximations by replacing the heterogeneous medium with an $\textit{effective}$ homogeneous medium. In this work, we present a new class of homogenization approximations by considering a stochastic diffusive transport model on a one-dimensional domain containing an arbitrary number of layers with different jump rates. We derive closed form solutions for the $k$th moment of particle lifetime, carefully explaining how to deal with the internal interfaces between layers. These general tools allow us to derive simple formulae for the effective transport coefficients, leading to significant generalisations of previous homogenization approaches. Here, we find that different jump rates in the layers gives rise to a net bias, leading to a non-zero advection, for the entire homogenized system. Example calculations show that our generalized approach can lead to very different outcomes than traditional approaches, thereby having the potential to significantly affect simulation studies that use homogenization approximations.

physics.bio-ph↗

arXiv2019

Drug delivery from microcapsules: how can we estimate the release time?

Predicting the release performance of a drug delivery device is an important challenge in pharmaceutics and biomedical science. In this paper, we consider a multi-layer diffusion model of drug release from a composite spherical microcapsule into an external surrounding medium. Based on this model, we present two approaches that provide useful indicators of the release time, i.e. the time required for the drug-filled capsule to be depleted. Both approaches make use of temporal moments of the drug concentration versus time curve at the centre of the capsule, which provide useful insight into the timescale of the process and can be computed exactly without explicit calculation of the full transient solution of the multi-layer diffusion model. The first approach, which uses the zeroth and first temporal moments only, provides simple algebraic expressions involving the various parameters in the model (e.g. layer diffusivities, mass transfer coefficients, partition coefficients) to characterize the release time while the second approach yields an asymptotic estimate of the release time that depends on consecutive higher moments. Through several test cases, we show that both approaches provide a computationally-cheap and useful measure to compare \textit{a priori} the release time of different composite microcapsule configurations.

physics.med-ph↗

arXiv2018

Finite volume schemes for multilayer diffusion

This paper focusses on finite volume schemes for solving multilayer diffusion problems. We develop a finite volume method that addresses a deficiency of recently proposed finite volume/difference methods, which consider only a limited number of interface conditions and do not carry out stability or convergence analysis. Our method also retains second order accuracy in space while preserving the tridiagonal matrix structure of the classical single-layer discretisation. Stability and convergence analysis of the new finite volume method is presented for each of the three classical time discretisation methods: forward Euler, backward Euler and Crank-Nicolson. We prove that both the backward Euler and Crank-Nicolson schemes are always unconditionally stable. The key contribution of the work is the presentation of a set of sufficient stability conditions for the forward Euler scheme. Here, we find that to ensure stability of the forward Euler scheme it is not sufficient that the time step $τ$ satisfies the classical constraint of $τ\leq h_{i}^2/(2D_{i})$ in each layer (where $D_{i}$ is the diffusivity and $h_{i}$ is the grid spacing in the $i$th layer) as more restrictive conditions can arise due to the interface conditions. The paper concludes with some numerical examples that demonstrate application of the new finite volume method, with the results presented in excellent agreement with the theoretical analysis.

math.NA↗

arXiv2018

Semi-analytical solution of multilayer diffusion problems with time-varying boundary conditions and general interface conditions

We develop a new semi-analytical method for solving multilayer diffusion problems with time-varying external boundary conditions and general internal boundary conditions at the interfaces between adjacent layers. The convergence rate of the semi-analytical method, relative to the number of eigenvalues, is investigated and the effect of varying the interface conditions on the solution behaviour is explored. Numerical experiments demonstrate that solutions can be computed using the new semi-analytical method that are more accurate and more efficient than the unified transform method of Sheils [Appl. Math. Model., 46:450-464, 2017]. Furthermore, unlike classical analytical solutions and the unified transform method, only the new semi-analytical method is able to correctly treat problems with both time-varying external boundary conditions and a large number of layers. The paper is concluded by replicating solutions to several important industrial, environmental and biological applications previously reported in the literature, demonstrating the wide applicability of the work.

math.NA↗

arXiv2018

Characteristic time scales for diffusion processes through layers and across interfaces

This paper presents a simple tool for characterising the timescale for continuum diffusion processes through layered heterogeneous media. This mathematical problem is motivated by several practical applications such as heat transport in composite materials, flow in layered aquifers and drug diffusion through the layers of the skin. In such processes, the physical properties of the medium vary across layers and internal boundary conditions apply at the interfaces between adjacent layers. To characterise the timescale, we use the concept of mean action time, which provides the mean timescale at each position in the medium by utilising the fact that the transition of the transient solution of the underlying partial differential equation model, from initial state to steady state, can be represented as a cumulative distribution function of time. Using this concept, we define the characteristic timescale for a multilayer diffusion process as the maximum value of the mean action time across the layered medium. For given initial conditions and internal and external boundary conditions, this approach leads to simple algebraic expressions for characterising the timescale that depend on the physical and geometrical properties of the medium, such as the diffusivities and lengths of the layers. Numerical examples demonstrate that these expressions provide useful insight into explaining how the parameters in the model affect the time it takes for a multilayer diffusion process to reach steady state.

physics.comp-ph↗

arXiv2018

Accurate and efficient calculation of response times for groundwater flow

We study measures of the amount of time required for transient flow in heterogeneous porous media to effectively reach steady state, also known as the response time. Here, we develop a new approach that extends the concept of mean action time. Previous applications of the theory of mean action time to estimate the response time use the first two central moments of the probability density function associated with the transition from the initial condition, at $t=0$, to the steady state condition that arises in the long time limit, as $t \to \infty$. This previous approach leads to a computationally convenient estimation of the response time, but the accuracy can be poor. Here, we outline a powerful extension using the first $k$ raw moments, showing how to produce an extremely accurate estimate by making use of asymptotic properties of the cumulative distribution function. Results are validated using an existing laboratory-scale data set describing flow in a homogeneous porous medium. In addition, we demonstrate how the results also apply to flow in heterogeneous porous media. Overall, the new method is: (i) extremely accurate; and (ii) computationally inexpensive. In fact, the computational cost of the new method is orders of magnitude less than the computational effort required to study the response time by solving the transient flow equation. Furthermore, the approach provides a rigorous mathematical connection with the heuristic argument that the response time for flow in a homogeneous porous medium is proportional to $L^2/D$, where $L$ is a relevant length scale, and $D$ is the aquifer diffusivity. Here, we extend such heuristic arguments by providing a clear mathematical definition of the proportionality constant.

physics.flu-dyn↗

arXiv2018

Modelling mass diffusion for a multi-layer sphere immersed in a semi-infinite medium: application to drug delivery

We present a general mechanistic model of mass diffusion for a composite sphere placed in a large ambient medium. The multi-layer problem is described by a system of diffusion equations coupled via interlayer boundary conditions such as those imposing a finite mass resistance at the external surface of the sphere. While the work is applicable to the generic problem of heat or mass transfer in a multi-layer sphere, the analysis and results are presented in the context of drug kinetics for desorbing and absorbing spherical microcapsules. We derive an analytical solution for the concentration in the sphere and in the surrounding medium that avoids any artificial truncation at a finite distance. The closed-form solution in each concentric layer is expressed in terms of a suitably-defined inverse Laplace transform that can be evaluated numerically. Concentration profiles and drug mass curves in the spherical layers and in the external environment are presented and the dependency of the solution on the mass transfer coefficient at the surface of the sphere analyzed.

physics.med-ph↗

arXiv2017

Calculating how long it takes for a diffusion process to effectively reach steady state without computing the transient solution

Mathematically, it takes an infinite amount of time for the transient solution of a diffusion equation to transition from initial to steady state. Calculating a \textit{finite} transition time, defined as the time required for the transient solution to transition to within a small prescribed tolerance of the steady state solution, is much more useful in practice. In this paper, we study estimates of finite transition times that avoid explicit calculation of the transient solution by using the property that the transition to steady state defines a cumulative distribution function when time is treated as a random variable. In total, three approaches are studied: (i) mean action time (ii) mean plus one standard deviation of action time and (iii) a new approach derived by approximating the large time asymptotic behaviour of the cumulative distribution function. The new approach leads to a simple formula for calculating the finite transition time that depends on the prescribed tolerance $δ$ and the $(k-1)$th and $k$th moments ($k \geq 1$) of the distribution. Results comparing exact and approximate finite transition times lead to two key findings. Firstly, while the first two approaches are useful at characterising the time scale of the transition, they do not provide accurate estimates for diffusion processes. Secondly, the new approach allows one to calculate finite transition times accurate to effectively any number of significant digits, using only the moments, with the accuracy increasing as the index $k$ is increased.

math.NA↗