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Volumn 120, Issue 7, 2004, Pages 3075-3085

Slow manifold for a bimolecular association mechanism

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; ASYMPTOTIC STABILITY; CHEMICAL RELAXATION; COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; FUNCTIONS; LINEAR EQUATIONS; MATHEMATICAL MODELS; ORDINARY DIFFERENTIAL EQUATIONS;

EID: 1642331556     PISSN: 00219606     EISSN: None     Source Type: Journal    
DOI: 10.1063/1.1634555     Document Type: Article
Times cited : (9)

References (80)
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    • For chemical applications see J. C. Giddings and H. K. Shin, Trans. Faraday Soc. 51, 468 (1961); H. K. Shin and J. C. Giddings, J. Phys. Chem. 65, 1164 (1961); J. R. Bowen, A. Acrivos, and A. K. Oppenheim, Chem. Eng. Sci. 18, 177 (1963); F. G. Heineken, H. M. Tsuchiya, and R. Aris, Math. Biosci. 1, 95 (1967); S. I. Rubinow and J. L. Lebowitz, J. Am. Chem. Soc. 92, 3888 (1970). For mathematical background see: A. H. Nayfeh, Perturbation Methods (Wiley, New York, 1973); C. C. Lin and L. A. Segel, Mathematics Applied to Deterministic Problems in the Natural Sciences (Macmillan, New York, 1974), Chaps. 9 and 10; J. D. Murray, Lectures on Nonlinear-Differential-Equation Models in Biology (Clarendon, Oxford, 1977), Chap. 1; J. Kervorkian and J. D. Cole, Multiple Scale and Singular Perturbation Methods, Appl. Math. Ser. (Springer, New York, 1996), Vol. 114; R. E. O'Malley, Singular Perturbation Methods for Ordinary Differential Equations, Ser.; Appl. Math. Sci. (Springer, New York, 1991), Vol. 89.
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    • For chemical applications see J. C. Giddings and H. K. Shin, Trans. Faraday Soc. 51, 468 (1961); H. K. Shin and J. C. Giddings, J. Phys. Chem. 65, 1164 (1961); J. R. Bowen, A. Acrivos, and A. K. Oppenheim, Chem. Eng. Sci. 18, 177 (1963); F. G. Heineken, H. M. Tsuchiya, and R. Aris, Math. Biosci. 1, 95 (1967); S. I. Rubinow and J. L. Lebowitz, J. Am. Chem. Soc. 92, 3888 (1970). For mathematical background see: A. H. Nayfeh, Perturbation Methods (Wiley, New York, 1973); C. C. Lin and L. A. Segel, Mathematics Applied to Deterministic Problems in the Natural Sciences (Macmillan, New York, 1974), Chaps. 9 and 10; J. D. Murray, Lectures on Nonlinear-Differential-Equation Models in Biology (Clarendon, Oxford, 1977), Chap. 1; J. Kervorkian and J. D. Cole, Multiple Scale and Singular Perturbation Methods, Appl. Math. Ser. (Springer, New York, 1996), Vol. 114; R. E. O'Malley, Singular Perturbation Methods for Ordinary Differential Equations, Ser.; Appl. Math. Sci. (Springer, New York, 1991), Vol. 89.
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    • For chemical applications see J. C. Giddings and H. K. Shin, Trans. Faraday Soc. 51, 468 (1961); H. K. Shin and J. C. Giddings, J. Phys. Chem. 65, 1164 (1961); J. R. Bowen, A. Acrivos, and A. K. Oppenheim, Chem. Eng. Sci. 18, 177 (1963); F. G. Heineken, H. M. Tsuchiya, and R. Aris, Math. Biosci. 1, 95 (1967); S. I. Rubinow and J. L. Lebowitz, J. Am. Chem. Soc. 92, 3888 (1970). For mathematical background see: A. H. Nayfeh, Perturbation Methods (Wiley, New York, 1973); C. C. Lin and L. A. Segel, Mathematics Applied to Deterministic Problems in the Natural Sciences (Macmillan, New York, 1974), Chaps. 9 and 10; J. D. Murray, Lectures on Nonlinear-Differential-Equation Models in Biology (Clarendon, Oxford, 1977), Chap. 1; J. Kervorkian and J. D. Cole, Multiple Scale and Singular Perturbation Methods, Appl. Math. Ser. (Springer, New York, 1996), Vol. 114; R. E. O'Malley, Singular Perturbation Methods for Ordinary Differential Equations, Ser.; Appl. Math. Sci. (Springer, New York, 1991), Vol. 89.
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    • For chemical applications see J. C. Giddings and H. K. Shin, Trans. Faraday Soc. 51, 468 (1961); H. K. Shin and J. C. Giddings, J. Phys. Chem. 65, 1164 (1961); J. R. Bowen, A. Acrivos, and A. K. Oppenheim, Chem. Eng. Sci. 18, 177 (1963); F. G. Heineken, H. M. Tsuchiya, and R. Aris, Math. Biosci. 1, 95 (1967); S. I. Rubinow and J. L. Lebowitz, J. Am. Chem. Soc. 92, 3888 (1970). For mathematical background see: A. H. Nayfeh, Perturbation Methods (Wiley, New York, 1973); C. C. Lin and L. A. Segel, Mathematics Applied to Deterministic Problems in the Natural Sciences (Macmillan, New York, 1974), Chaps. 9 and 10; J. D. Murray, Lectures on Nonlinear-Differential-Equation Models in Biology (Clarendon, Oxford, 1977), Chap. 1; J. Kervorkian and J. D. Cole, Multiple Scale and Singular Perturbation Methods, Appl. Math. Ser. (Springer, New York, 1996), Vol. 114; R. E. O'Malley, Singular Perturbation Methods for Ordinary Differential Equations, Ser.; Appl. Math. Sci. (Springer, New York, 1991), Vol. 89.
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    • A. C. Aitken, Proc. R. Soc. Edinburgh 46, 289 (1925); J. F. Steffensen, Skandinavisk Aktuarietidskrift 16, 64 (1933). The Aitken-Steffensen accelerated convergence method can also prevent divergence because it removes local exponential growth by annihilating the corresponding unstable eigenvector from the local linearization of the function space.
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    • A. C. Aitken, Proc. R. Soc. Edinburgh 46, 289 (1925); J. F. Steffensen, Skandinavisk Aktuarietidskrift 16, 64 (1933). The Aitken-Steffensen accelerated convergence method can also prevent divergence because it removes local exponential growth by annihilating the corresponding unstable eigenvector from the local linearization of the function space.
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    • M. R. Roussel and S. J. Fraser, J. Chem. Phys. 93, 1072 (1990). The accelerated convergence methods in Ref. 10 are used here.
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    • n]/[1 +S(x)], related to the stabilized point mappings discussed in R. Thomas, J. Richelle, and R. d'Ari, Bull. Cl. Sci., Acad. R. Belg. 73, 62 (1987). The original and stabilized iteration schemes have the same fixed point but the stabilized scheme can converge to this fixed point even when the original scheme diverges. The extension of point mapping schemes to functional mapping schemes is discussed in G. D. Birkhoff and O. D. Kellogg, Trans. Am. Math. Soc. 23, 96 (1922). The functional equation method for finding the slow manifold, first used in Ref. 8, contains the unbounded differential operator on the rhs and this can lead to iterative instability.
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    • n]/[1 +S(x)], related to the stabilized point mappings discussed in R. Thomas, J. Richelle, and R. d'Ari, Bull. Cl. Sci., Acad. R. Belg. 73, 62 (1987). The original and stabilized iteration schemes have the same fixed point but the stabilized scheme can converge to this fixed point even when the original scheme diverges. The extension of point mapping schemes to functional mapping schemes is discussed in G. D. Birkhoff and O. D. Kellogg, Trans. Am. Math. Soc. 23, 96 (1922). The functional equation method for finding the slow manifold, first used in Ref. 8, contains the unbounded differential operator on the rhs and this can lead to iterative instability.
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    • private communication
    • R. de la Llave (private communication) has found a model ODE that generates "exponentially" divergent series. The author suggested to R. de la Llave that the chemical example of bimolecular association mechanism (B) was likely to produce divergent series because of its separating nullclines.
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    • Harper and Row, New York, Chap. 6
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    • V. Henri, C. R. Acad. Sci. (Paris) 135, 916 (1902); Lois Générales de l'Action des Diastases (Hermann, Paris, 1903); L. Michaelis and M. L. Menten, Biochem. Z. 49, 333 (1913).
    • (1913) Biochem. Z. , vol.49 , pp. 333
    • Michaelis, L.1    Menten, M.L.2
  • 44
    • 1642337339 scopus 로고
    • Ph.D. thesis, University of Copenhagen
    • J. A. Christiansen, Ph.D. thesis, University of Copenhagen, 1921.
    • (1921)
    • Christiansen, J.A.1
  • 45
    • 1642403856 scopus 로고    scopus 로고
    • note
    • See, e.g., Ref. 18, especially Sec. 5.3 for a discussion of unimolecular reactions.
  • 46
    • 0000273023 scopus 로고    scopus 로고
    • S. J. Fraser, J. Chem. Phys. 109, 411 (1998). Formal two-parameter series methods are discussed here.
    • (1998) J. Chem. Phys. , vol.109 , pp. 411
    • Fraser, S.J.1
  • 47
    • 1642322922 scopus 로고    scopus 로고
    • note
    • Some of the slow-manifold equations can even be reduced to a single parameter equation.
  • 48
    • 1642384636 scopus 로고    scopus 로고
    • note
    • The trajectory equations and functional equations can all be written in the same generic form, so that only the detailed functional differences determine their mathematical behavior.
  • 49
    • 1642264292 scopus 로고    scopus 로고
    • note
    • In general, the term "equilibrium" is used to mean a point at which the velocity field of a system of ODEs vanishes; there is only one (stable) equilibrium in the positive quadrant of the phase plane.
  • 50
    • 1642265923 scopus 로고
    • Pergamon, New York
    • For a discussion of contraction mappings see e.g., Ref. 9; P. Roman, Some Modern Mathematics for Physicists and Other Outsiders, (Pergamon, New York, 1975), Vol. I, pp. 280-289; P. Henrici, Elements of Numerical Analysis (Wiley, New York, 1964); G. F. Simmons, Introduction to Topology and Modern Analysis (McGraw-Hill, London, 1963). Contraction mapping in relation to the functional equations used here has been previously discussed in Ref. 8.
    • (1975) Some Modern Mathematics for Physicists and Other Outsiders , vol.1 , pp. 280-289
    • Roman, P.1
  • 51
    • 0004188473 scopus 로고
    • Wiley, New York
    • For a discussion of contraction mappings see e.g., Ref. 9; P. Roman, Some Modern Mathematics for Physicists and Other Outsiders, (Pergamon, New York, 1975), Vol. I, pp. 280-289; P. Henrici, Elements of Numerical Analysis (Wiley, New York, 1964); G. F. Simmons, Introduction to Topology and Modern Analysis (McGraw-Hill, London, 1963). Contraction mapping in relation to the functional equations used here has been previously discussed in Ref. 8.
    • (1964) Elements of Numerical Analysis
    • Henrici, P.1
  • 52
    • 0004105496 scopus 로고
    • McGraw-Hill, London
    • For a discussion of contraction mappings see e.g., Ref. 9; P. Roman, Some Modern Mathematics for Physicists and Other Outsiders, (Pergamon, New York, 1975), Vol. I, pp. 280-289; P. Henrici, Elements of Numerical Analysis (Wiley, New York, 1964); G. F. Simmons, Introduction to Topology and Modern Analysis (McGraw-Hill, London, 1963). Contraction mapping in relation to the functional equations used here has been previously discussed in Ref. 8.
    • (1963) Introduction to Topology and Modern Analysis
    • Simmons, G.F.1
  • 53
    • 1642309779 scopus 로고    scopus 로고
    • note
    • What is true of the planar flows studied here is also true of the parent four-dimensional phase flows since the eliminated dynamical variables can be recovered from the two linear constants of the motion.
  • 54
    • 1642324494 scopus 로고    scopus 로고
    • note
    • Iteration of the functional equation can occasionally be unstable and result in local buckling of the slow manifold; such unstable iteration schemes can be stabilized using the schemes in Refs. 10 and 12.
  • 55
    • 0004145430 scopus 로고
    • Dover, New York
    • See, e.g., A. Erdélyi, Asymptotic Expansions (Dover, New York, 1956); J. D. Murray, Asymptotic Analysis, Ser.: Appl. Math. Sci. (Springer, New York, 1984), Vol. 48.
    • (1956) Asymptotic Expansions
    • Erdélyi, A.1
  • 58
    • 1642306509 scopus 로고    scopus 로고
    • note
    • -1 is a dimensionless decay constant.
  • 59
    • 1642313092 scopus 로고    scopus 로고
    • note
    • M(x) are both positive branches of a hyperbola and since the phase flow is into the region bounded by these nullclines and there is a unique equilibrium at x=y = 0, this implies the existence of a slow manifold lying between the nullclines and terminating at the origin.
  • 60
    • 1642327670 scopus 로고
    • M.Sc. thesis, University of Toronto
    • See M. R. Roussel, M.Sc. thesis, University of Toronto, 1990, for a discussion of the equivalence of order-by-order expansion and the functional iteration method for mechanism (M).
    • (1990)
    • Roussel, M.R.1
  • 61
    • 1642277231 scopus 로고    scopus 로고
    • note
    • M(x;ε, η) = 0(x), gives the slope of the slow manifold for mechanism (M) at the origin.
  • 62
    • 1642418454 scopus 로고
    • Ph.D. thesis, University of Toronto
    • See Ref. 13 for a discussion of the asymptotic expansion for mechanism (M); see also M. R. Roussel, Ph.D. thesis, University of Toronto, 1994.
    • (1994)
    • Roussel, M.R.1
  • 63
    • 1642309778 scopus 로고    scopus 로고
    • note
    • k-1 is a dimensionless decay constant.
  • 64
    • 1642381406 scopus 로고    scopus 로고
    • The center manifold is stable because the equilibrium is a stable node
    • The center manifold is stable because the equilibrium is a stable node.
  • 65
    • 1642269246 scopus 로고    scopus 로고
    • note
    • Like mechanism (M) (see Ref. 34), and mechanism (L) (see Ref. 39), mechanisms (B.s) and (B.n) can be written so that, chemically speaking, η is a quasiequilibrium constant and ε governs the probabilities for the two decay pathways of the intermediate complex.
  • 66
    • 1642283696 scopus 로고    scopus 로고
    • note
    • T, are orthogonal.
  • 67
    • 1642352039 scopus 로고    scopus 로고
    • note
    • Every solution of the trajectory Eq. (29) that starts from a point above the EA for mechanism (B.s) has (square-root) singularity on the EA, apart from the solution corresponding to the slow manifold itself, which is globally bounded from above by the EA nullcline. Thus Eq. (29) possesses a continuum of such movable singularities. Indeed, the trajectory equation for every mechanism discussed in this paper has this property.
  • 68
    • 1642332469 scopus 로고    scopus 로고
    • note
    • 2) nullclines at sufficiently large x.
  • 69
    • 1642291828 scopus 로고    scopus 로고
    • note
    • n.
  • 70
    • 1642339010 scopus 로고    scopus 로고
    • note
    • There is no evidence of a buckling instability (see Ref. 31) in the iteration of Eq. (35) for mechanism (B.s), at least for a wide range of parameter values. This absence of instability occurs because of the small curvature of the slow manifold for mechanism (B.s).
  • 71
    • 0037154387 scopus 로고    scopus 로고
    • With respect to the planar flows discussed here, stiffness of the ODEs does not present a problem in the convergence of the iterative form of the slow-manifold functional equation (35). The phase flow always moves into the confining region defined by the SSA and EA nullclines and the slow manifold can be found by iteration. All phase portraits appearing in figures in this paper correspond to a large value of the stiffness parameter, η= 1, rather than small values, 0<≪1, near the singular perturbation limit, η=0. Nevertheless, the phase portraits clearly indicate the existence of a slow manifold. As noted in Ref. 8 small values of the perturbation parameters are not necessary for the existence of a distinct slow manifold. However, in two-variable, kinetically controlled reactions a slow manifold need not exist, as discussed in S. J. Fraser, J. Chem. Phys. 116, 1277 (2002). In three-dimensional systems of ODEs, the corresponding phase flow may clearly show intrinsic lack of stiffness if two real negative eigenvalues on a low-dimensional invariant manifold coalesce on the negative real axis and then separate into a complex conjugate pair; an example of this behavior in inhibited enzyme systems is examined in M. R. Roussel and S. J. Fraser, J. Phys. Chem. 97, 8316 (1993).
    • (2002) J. Chem. Phys. , vol.116 , pp. 1277
    • Fraser, S.J.1
  • 72
    • 33751384939 scopus 로고
    • With respect to the planar flows discussed here, stiffness of the ODEs does not present a problem in the convergence of the iterative form of the slow-manifold functional equation (35). The phase flow always moves into the confining region defined by the SSA and EA nullclines and the slow manifold can be found by iteration. All phase portraits appearing in figures in this paper correspond to a large value of the stiffness parameter, η= 1, rather than small values, 0<η≪1, near the singular perturbation limit, η=0. Nevertheless, the phase portraits clearly indicate the existence of a slow manifold. As noted in Ref. 8 small values of the perturbation parameters are not necessary for the existence of a distinct slow manifold. However, in two-variable, kinetically controlled reactions a slow manifold need not exist, as discussed in S. J. Fraser, J. Chem. Phys. 116, 1277 (2002). In three-dimensional systems of ODEs, the corresponding phase flow may clearly show intrinsic lack of stiffness if two real negative eigenvalues on a low-dimensional invariant manifold coalesce on the negative real axis and then separate into a complex conjugate pair; an example of this behavior in inhibited enzyme systems is examined in M. R. Roussel and S. J. Fraser, J. Phys. Chem. 97, 8316 (1993).
    • (1993) J. Phys. Chem. , vol.97 , pp. 8316
    • Roussel, M.R.1    Fraser, S.J.2
  • 73
    • 1642399152 scopus 로고    scopus 로고
    • note
    • S, must be used as the iteration starting function.
  • 74
    • 0003847267 scopus 로고
    • AMS Chelsea, Providence, Rhode Island
    • See, e.g., G. H. Hardy, Divergent Series (AMS Chelsea, Providence, Rhode Island, 1991) regarding the theory of the summability of divergent series.
    • (1991) Divergent Series
    • Hardy, G.H.1
  • 75
    • 1642358482 scopus 로고    scopus 로고
    • note
    • In principle the concentration difference ±Δ can be used in the scaling, giving ±1 in the scaled equations. For the positively signed case the system equilibrium lies at the origin, (x,y) = (0,0), whereas, for the case with a negative sign the system equilibrium is at (x,y) = (1,0). Consequently, the positively signed case leads to the simpler interpretation.
  • 76
    • 1642347142 scopus 로고    scopus 로고
    • note
    • -(<0), which diverges to -∞ as η→0+.
  • 77
    • 1642400670 scopus 로고    scopus 로고
    • note
    • 2.
  • 78
    • 1642332470 scopus 로고    scopus 로고
    • note
    • The remarks made about buckling in Ref. 46 also apply to iteration of Eq. (49) for mechanism (B.n).
  • 79
    • 1642403855 scopus 로고    scopus 로고
    • note
    • The dynamical variable x and the parameters η, and ε are included in this section to clarify the structure of the equations, expansions, etc.
  • 80
    • 1642296718 scopus 로고    scopus 로고
    • note
    • j, at η=0.


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