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Nucleation near the spinodal: Limitations of mean field density functional theory
J. Chem. Phys. (October 2004)
In this paper we adopt the deterministic viewpoint of MT dom, and we have effectively averaged over the momentum
and consider (r,t) to be an ensemble average, i.e., an aver- degrees of freedom, while keeping the particle coordinates
age over all realizations of the stochastic noise in the preced- fixed. For a colloidal fluid, this thermal equilibration should
ing interval, until time t. We employ the Smoluchowski occur via the solvent, and this approximation should be a
equation as the starting point for an alternative derivation of good one to make. For atomic fluids, this may not be the
the DDFT for classical fluids developed by MT in Refs. 3 case, especially for particles interacting via harshly repulsive
and 4. The present scheme for deriving the DDFT bears 共hard-sphere-like兲 potentials. For fluids interacting with
some similarity in spirit to that given recently in Ref. 22, softer potentials, such as in the Gaussian core model,9 this
where projector–operator techniques are used to obtain first might be a reasonable approximation to make, particularly
the Smoluchowski equation and subsequently an equation of when the fluid is at high densities where each particle inter-
motion for the fluid one-body density profile—the DDFT. acts with a large number of neighbors and so the momentum
Before proceeding with our derivation of the DDFT, in Sec. degrees of freedom can equilibrate faster. Since the particle
II we give a brief introduction to the Smoluchowski equa- number is conserved, we can expect the fluid to obey the
tion, expounding some of the physical assumptions concern- continuity equation
ing the dynamics of the fluid that are implicit in this equa- N
P 共 rN ,t 兲
tion. In Sec. III we proceed with the derivation of the DDFT
of MT from the Smoluchowski equation. Section IV de- t
⫽⫺
i⫽1
兺
ⵜi . 关 vi P 共 rN ,t 兲兴 . 共6兲
scribes an important application of the DDFT to analyze the Substituting Eqs. 共4兲 and 共5兲 into 共6兲, one finds
short- and intermediate-time dynamics of spinodal decompo-
N N
sition relevant to colloidal fluids. Finally, in Sec. V we make P 共 rN ,t 兲
some concluding remarks. t
⫽ 兺 j⫽1
兺 ⵜi .⌫i j . 关 k B Tⵜj ⫹ⵜj U 共 rN ,t 兲兴 P 共 rN ,t 兲 .
i⫽1
共7兲
II. THE SMOLUCHOWSKI EQUATION If the potential energy term U(r ,t)⫽0, then ⌫i j ⫽⌫ ␦ i j
N
The Smoluchowski equation23–27 is a Fokker–Planck ⫽  D ␦ i j , where D is the diffusion coefficient and Eq. 共7兲
equation 共or generalized diffusion equation兲 for interacting reduces to the diffusion equation, ( / t) P(rN ,t)
⫽  ⌫ 兺 i ⵜ 2i P(rN ,t). For a system of interacting particles the
where ⌫i j ⫽  Di j (rN ) is the mobility tensor and Di j is the The 共generalized兲 Fokker–Planck equation for the distribu-
diffusion tensor. We also assume that we can use the expres- tion function P(rN ,t) corresponding to this Langevin equa-
sion in Eq. 共4兲 for the force F j in 共5兲, with the equilibrium tion is Eq. 共8兲.23,26,27
probability density function P(rN ) replaced by the nonequi-
librium probability density function P(rN ,t) and U(rN ) re-
III. DYNAMICS OF THE ONE-BODY DENSITY PROFILE
placed by U(rN ,t) 共i.e., there may be a one-body time-
dependent external potential兲. It is implicitly assumed that as In this section we derive an equation for the time evolu-
the particles interact, the momentum degrees of freedom tion of the one-body density profile, (r,t), from the Smolu-
equilibrate much faster than the positional degrees of free- chowski equation, Eq. 共8兲. For a similar approach based
4248 J. Chem. Phys., Vol. 121, No. 9, 1 September 2004 A. J. Archer and R. Evans
solely on pair potentials see Refs. 24, 29, and 30. The one- From equilibrium statistical mechanics one also knows that
body density is merely the integral of the probability distri- c (1) (r) is equal to the functional derivative of the excess
bution function, 共over ideal兲 part of the Helmholtz free energy functional,5
Similarly, the two-body density is evaluated at the equilibrium density. 关Generally c (1) (r) is a
functional of 共r兲.兴 Making the approximation that these
(2) 共 r1 ,r2 ,t 兲 ⫽N 共 N⫺1 兲 冕 dr3 ¯ 冕 drN P 共 rN ,t 兲 , 共12兲 identities, Eqs. 共16兲 and 共17兲, valid for the equilibrium fluid,
hold also for the nonequilibrium fluid and substituting into
and in general the n-particle density is Eq. 共15兲, we obtain the DDFT equation, stated without jus-
tification by Evans 关see Eqs. 共166兲 and 共167兲 of Ref. 5兴, and
(n) 共 rn ,t 兲 ⫽
N!
共 N⫺n 兲 !
冕 drn⫹1 ¯ 冕 drN P 共 rN ,t 兲 . 共13兲 derived much more convincingly, for the case of fluids inter-
acting solely via pair potentials, by MT,3,4 i.e.,
Using Eqs. 共11兲–共13兲, and assuming that the potential energy
function can be expressed in terms of a one-body external
potential acting on each particle, V ext(ri ,t), and that the par-
⌫ ⫺1
共 r,t 兲
t 冋
⫽ⵜ 共 r,t 兲 ⵜ
␦ F 关 共 r,t 兲兴
␦ 共 r,t 兲
, 册 共18兲
ticle interactions are a sum of pair potentials, v 2 (ri ,r j ), where F 关 (r,t) 兴 is the Helmholtz free energy functional,
冕
three-body potentials v 3 (ri ,r j ,rk ), and higher body interac-
tions, F 关 共 r,t 兲兴 ⫽k B T dr 共 r,t 兲关 ln共 共 r,t 兲 ⌳ 3 兲 ⫺1 兴
冕
N N
1
U 共 rN ,t 兲 ⫽ 兺 V ext共 ri ,t 兲 ⫹ 2 兺
i⫽1
兺 v 2共 ri ,rj 兲
j⫽i i⫽1
⫹F ex关 共 r,t 兲兴 ⫹ dr V ext共 r,t 兲 共 r,t 兲 . 共19兲
1
N
The first term is the ideal gas free energy; ⌳ is the de Broglie
⫹ 兺 兺
6 k⫽ j⫽i 兺 v 3共 ri ,rj ,rk 兲 ⫹¯ 共14兲 wavelength. In obtaining Eq. 共18兲 by using Eqs. 共16兲 and
冕 冕
共 r,t 兲
⫹ⵜ1 . dr3 ⌫ ⫺1 ⫽ⵜ 关 共 r,t 兲 ⵜ 共 r,t 兲兴 , 共20兲
dr2 (3)
共 r1 ,r2 ,r3 ,t 兲 t
⫻ⵜ1 v 3 共 r1 ,r2 ,r3 兲 ⫹¯ . 共15兲 where ⫺ⵜ (r,t)⬅⫺ⵜ( ␦ F 关 兴 / ␦ ) is the net driving force
acting on a particle located at (r,t). The chemical potential
We note that if (r,t)/ t⫽0, then Eq. 共15兲 is equivalent to obtained from Eq. 共19兲 has three contributions,
the derivative of the first equation of the YBG hierarchy.31
For a fluid in equilibrium, there is an exact sum rule5 ␦ F 关 共 r,t 兲兴
⬅ 共 r,t 兲 ⫽ id共 r,t 兲 ⫹ int共 r,t 兲 ⫹ ext共 r,t 兲 .
which relates the gradient of the one-body direct correlation ␦ 共 r,t 兲
function to the interparticle forces acting on a particle 关recall 共21兲
that ⫺k B Tc (1) (r) is the effective one-body potential due to The first contribution is the ideal gas entropic term id(r,t)
interactions in the fluid兴. If the particles interact solely ⫽k B T ln ⌳3(r,t), the second contribution, int(r,t)
via pair potentials: ⫺k B T (r)ⵜc (1) (r)⫽ 兰 dr⬘ (2) (r,r⬘ ) ⫽⫺k B Tc (1) (r), is that due to the interactions with the other
⫻ⵜ v 2 (r,r⬘ ). This result can be generalized straightfor- particles in the fluid, and the final term is simply the external
wardly to fluids where the particles interact via many-body potential, ext(r,t)⫽V ext(r,t). As noted by MT,3 for nonin-
potentials, Eq. 共14兲, giving teracting particles, int⬅0, and Eq. 共20兲 reduces to the exact
⫺k B T 共 r1 兲 ⵜc (1) 共 r1 兲 equation for the diffusion of an ideal Brownian gas, i.e.,
共 r,t 兲
⫽ 冕 dr2 (2)
共 r1 ,r2 兲 ⵜ v 2 共 r1 ,r2 兲
⌫ ⫺1
t
⫽k B Tⵜ 2 共 r,t 兲 ⫹ⵜ 关 共 r,t 兲 ⵜV ext共 r,t 兲兴 .
共22兲
⫹冕 冕 dr2 dr3 (3)
共 r1 ,r2 ,r3 兲 ⵜ1 v 3 共 r1 ,r2 ,r3 兲 ⫹¯ For an inhomogeneous interacting fluid in equilibrium the
density profile satisfies5
兺冕 冕
⬁
␦ F 关 共 r兲兴
⫽ dr2 ¯ drn (n) 共 rn 兲 ⵜ1 v n 共 rn 兲 . 共16兲 ⫽ ⫽constant, 共23兲
n⫽2 ␦ 共 r兲
J. Chem. Phys., Vol. 121, No. 9, 1 September 2004 Dynamical density functional theory and spinodal decomposition 4249
˜ 共 r,t 兲
共 ⌫k B T 兲 ⫺1 ⫽ⵜ 2˜ 共 r,t 兲 ⫺ b ⵜ 2 c (1) 共 r,t 兲
t
⫺ⵜ 关 ˜ 共 r,t 兲 ⵜc (1) 共 r,t 兲兴 . 共24兲
This approach is basically that of Refs. 5 and 36. In Ref. 5
Evans writes down Eq. 共18兲, and then linearizes Eq. 共24兲 in ˜
by Taylor expanding c (1) about the bulk fluid value, giving
冕 冋 册
for an equilibrium fluid S(k)⬎0 for all values of k, it fol- 1
lows that outside the spinodal R(k)⬍0 for all values of k. F sg关 共 r,t 兲兴 ⫽ dr f 0 共 共 r,t 兲兲 ⫹ K 兩 ⵜ 共 r,t 兲 兩 2 , 共32兲
2
From Eq. 共30兲, all Fourier components will decay implying,
of course, that the fluid is stable. where f 0 ( )⬅ f ( ) is the Helmholtz free energy density for
On approaching the spinodal from the single phase re- the homogeneous fluid of density and we treat K as a
gion one finds that S(k⫽0)→⬁; at the spinodal (1 positive constant. From Eq. 共2兲 one then finds
⫺ b ĉ(k⫽0))⫽0. Within the mean-field 共van der Waals-
type兲 theory of fluids to be described below, we find that
inside the spinodal S(k) can take negative values40 and thus
the quantity R(k) can have positive values for k⬍k c , where
共 r,t 兲
t
⫽M ⵜ 2 冋
f 0 共 共 r,t 兲兲
共 r,t 兲
⫺Kⵜ 2 共 r,t 兲 . 册 共33兲
the value of k c depends upon how far into the spinodal re- This equation is then linearized about the bulk density b to
gion one has quenched, see for example, Fig. 2, which em- obtain32,36
J. Chem. Phys., Vol. 121, No. 9, 1 September 2004 Dynamical density functional theory and spinodal decomposition 4251
˜ 共 r,t 兲
t
⫽M ⵜ 2 冋冉 冊 2 f 0
2 b
册
⫺Kⵜ 2 ˜ 共 r,t 兲 . 共34兲
order parameter, rather than a constant, in a Cahn–Hilliard
treatment—see Eq. 共10兲 in Ref. 43; we shall discuss this
further in Sec. IV D. In order to proceed further we must
On Fourier transforming Eq. 共34兲 one obtains ˆ (k,t)/ t assume a particular form for the Helmholtz free energy func-
⫽R sg(k) ˆ (k,t), where R sg(k)⫽⫺M k 2 (Kk 2 ⫹( 2 f 0 / tional, from which we can obtain ĉ(k) and thus solve Eq.
) b ), the solution to which is Eq. 共30兲, with R(k) re-
2 共37兲 numerically.
placed by R sg(k). Note that ( 2 f 0 / 2 ) b is negative inside
the spinodal. It is clear from this argument that Cahn–
Hilliard theory can therefore be viewed as a special case of C. Results for a model fluid
the more general linear theory presented in the earlier part of We consider a fluid composed of particles interacting via
this section.41 By employing a free energy functional more pair potentials of the form
accurate than 共32兲 one should be able to incorporate short
wavelength density fluctuations as well as the long wave- v 2 共 r 兲 ⫽ v hs共 r 兲 ⫹ v at共 r 兲 , 共38兲
length, k→0, fluctuations accounted for by a square-gradient
approach. where
冕
F ex关 兴 ⫽F ex关 b 兴 ⫹ ex dr ˜ 共 r,t 兲
where a and are positive constants. Provided the decay
冕 冕
stable, with respect to freezing, liquid–gas phase separation.
k BT
⫺ dr dr⬘ ˜ 共 r,t 兲˜ 共 r⬘ ,t 兲 c (2) 共 兩 r⫺r⬘ 兩 ; b 兲 . Pair potentials of this form are often used as crude models
2 for simple fluids but they could be used to model the effec-
共35兲 tive 共depletion兲 potential between the colloids in a colloid–
polymer mixture solution44 by choosing the pair potential
This truncated quadratic density expansion is often used in
parameters in Eqs. 共39兲 and 共40兲 to mimic the well-known
the theory of inhomogeneous fluids in equilibrium.1 Using
Asakura–Oosawa potential.44 – 47 In calculations for our
Eq. 共35兲 in Eq. 共24兲 we find
model system we approximate the excess Helmholtz free en-
共 ⌫k B T 兲 ⫺1
˜ 共 r,t 兲
t
冋
⫽ⵜ 2˜ 共 r,t 兲 ⫺ⵜ 共 b ⫹˜ 共 r,t 兲兲
ergy functional by
⫹
1
共 2 兲3
冕 dk⬘ k"k⬘ ˆ 共 k ⬘ ,t 兲 ĉ 共 k ⬘ 兲 ˆ 共 兩 k⫺k⬘ 兩 ,t 兲 , 共37兲
where c PY(r) is the Percus–Yevick 共PY兲 approximation31 for
the hard-sphere pair direct correlation function. With this
choice the Fourier transform of c (2) (r) can be carried out
which should be compared with Eq. 共29兲; now there is an analytically
additional term on the right-hand side is nonlinear in ˆ (k,t).
This term describes the coupling between the different Fou-  a 2
rier components of the density fluctuations 共modes兲.42 An ĉ 共 k 兲 ⫽ĉ PY共 k 兲 ⫹ , 共43兲
2 ⫹k 2
equation almost equivalent to Eq. 共37兲 was derived recently
by considering the mobility M to be a linear function of the where ĉ PY(k) is given by51
4252 J. Chem. Phys., Vol. 121, No. 9, 1 September 2004 A. J. Archer and R. Evans
⫹ ⫺ 冉 ␣ ⫹  ⫹ ␥ 2  ⫹12␥ 24␥
q2
⫹
q4 冊
⫺ 6 cos共 q 兲
q
⫹ 冉 24␥ 2 
q6
⫺ 4
q 冊册 , 共44兲
keeping with results for the Lennard-Jones fluid 共for similar S 共 k,t 兲 ⫽ 兺
N i, j⫽1
具 exp共 ik关 ri 共 t 兲 ⫺r j 共 t 兲兴 兲 典 , 共46兲
state points兲 obtained by Evans and Telo Da Gama,36 using a
theory equivalent to the present, and by Abraham,37 using a where 具¯典 is an ensemble average over different realizations
perturbation theory approach. We also plot in Fig. 2 the func- of the stochastic noise in the interval up to time t. For small
tion S(k)⬅(1⫺ b ĉ(k)) ⫺1 ; the negative portion of this values of k one finds that29
J. Chem. Phys., Vol. 121, No. 9, 1 September 2004 Dynamical density functional theory and spinodal decomposition 4253
1 V. CONCLUDING REMARKS
S 共 k,t 兲 ⯝A 共 t 兲 ⫹ 关 ˆ 共 k,t 兲兴 2 , 共47兲
N This paper falls broadly into two parts. In the first part
we provided an alternative derivation of the DDFT devel-
oped by MT.3,4 Our derivation elucidates the physical ap-
where A(t) is a 共small兲 wave number independent baseline. proximations made in order to construct the theory. The start-
ing point is the Smoluchowski equation 共8兲, the 共generalized兲
Thus, to a reasonable approximation S(k,t)⬀ 关 ˆ (k,t) 兴 2 for
Fokker–Planck equation for the probability distribution
small values of k 共see Refs. 29 and 36兲. Simulation studies of
function P(rN ,t) corresponding to the Langevin equation of
the early stages of spinodal decomposition in model colloidal
motion, Eq. 共10兲. This stochastic basis for the theory means
fluids such as that in Ref. 53, where the authors consider a
that the theory should be applicable to colloidal fluids where
fluid composed of particles interacting via the Lennard-Jones
because of interactions with the solvent particles the momen-
pair potential, display the growth of a single peak in S(k,t). tum degrees of freedom of the colloids equilibrate much
This is, of course, a general feature of the very early stages faster than the positional degrees of freedom. In atomic flu-
of spinodal decomposition and is found in many other ids the equilibration time scale for the momentum degrees of
systems.29,32 Thus, our results for short times showing the freedom can be of the same order as that for the relaxation of
growth of a single peak in ˆ (k,t), and therefore also in positional degrees of freedom and therefore the present
S(k,t), are in keeping with simulation studies. theory may break down for atomic fluids. However, because
The development of a second peak 共shoulder兲 in S(k,t) the correct equilibrium limit is built into this theory, i.e.,
at intermediate times after the quench, at a larger value of k when (r,t)/ t⫽0 the theory is equivalent to Eq. 共23兲, it is
was observed in the two-dimensional calculations of Mao feasible that the present theory would give reasonable results
et al.,43 where they considered a nonlinear extension of for atomic fluids, assuming that one also has a reliable ap-
Cahn–Hilliard theory for polymer mixtures. The order pa- proximation for the excess Helmholtz free energy functional,
rameter for their theory is the deviation of the concentration F ex关 兴 . The fact that the correct equilibrium limit is built in
c(r,t)⫽C(r,t)⫺C 0 关i.e., c(r,t) replaces ˜ (r,t) in our is, we believe, one of the most appealing features of the
theory兴. They used the approximation that the mobility M theory.
⫽M 0 ⫹M 1 c(r,t), i.e., a linear function of c(r,t), together The further approximation 共beyond assuming that the