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Model Order Reduction for Scanning Electrochemical Microscope: The treatment of nonzero initial condition Lihong Feng 1 [email protected] Darius Koziol 2 koziol@im tek .de Evgenii B. Rudnyi 2 [email protected] Jan G. Korvink 2 [email protected] Abstract At present time, model order reduction is a well- established technique for fast simulation of large-scale models based on ordinary differential equations, especially those in the field of integrated circuits and micro-electro- mechanical systems. We describe the application of model reduction to electrochemical simulation related to scan- ning electrochemical microscope. Model reduction allows us to reduce the simulation time significantly and, at the same time, it maintains the high accuracy. Keywords Model Order Reduction, Scanning Electrochemical Micro- scope, SECM INTRODUCTION Numerical methods such as finite difference, control vol- ume and finite element discretization have been widely employed in electrochemistry to simulate the scanning elec- trochemical microscope (SECM), electrochemical reactors, etc. [1-7]. The system of ordinary differential equations obtained after the discretization is of large dimension. As result, its simulation consumes too much computer time. In recent years, several model order reduction (MOR) methods [8-10] have been proposed in order to get a quick and accurate simulation of very large-scale integrated cir- cuits and micro-electro-mechanical systems. They have been proved to be very efficient. However, to our knowl- edge they have not been applied yet for electrochemistry simulation. A model order reduction method based on pro- jection technique is introduced in this paper in order to show the applicability of this method and its advantage over large-scale numerical simulation for the ordinary dif- ferential equation derived from finite volume discretization. We consider as an example the SECM working in the feed- back mode with the electro-chemical reaction that takes place on the electrode. 1 ASIC & System State-key Lab, Microelectronics Department, Fudan University, Shanghai, China. 2 IMTEK-Institute for Microsystem Technology, University of Freiburg, Freiburg, Germany. In order to derive the partial differential equations for elec- trochemistry, at least one reaction between two species should be considered. Therefore, in most cases it is impos- sible to set the initial state of all the species equal to zero. Hence, the complete initial condition of the equation is always nonzero. It happens that for such a system, the con- ventional model order reduction methods [8-10] cannot be applied immediately because they deal only with a system possessing zero initial condition. In this paper, we propose a transformation technique, which avoid the nonzero initial condition so that the methods above can be successfully used to obtain an accurate solution. The paper is arranged as follows. We first review the con- ventional model order reduction method based on projec- tion technique and show its limitations when dealing with system with nonzero initial conditions. After that, we give a transformation technique, which can easily deal with a system with nonzero initial condition. Then we show the efficiency of model order reduction with numerical simula- tion results. Finally, some conclusions are given. DESCRIPTION OF THE ELECTROCHEMICAL PROBLEM AND GENERAL IDEA OF MODEL ORDER REDUCTION A feedback mode of SECM can be described by a partial differential equation (Fick’s second law). 2 2 / / dt c d D dt c d v v = (1) The boundary conditions for the electrode boundary are derived from the Buttler-Volmer equation d d ox ox c k c k j Re Re = When finite volume method is used to discretize (1) and the boundary condition, a system of ordinary differential equations is obtained 0 ) 0 ( , ) ( ) ( 0 = = + c c F t c K t c E r v r & r (2) with n R c r being a vector of high dimension. At present, numerical integration is the most used method for simula- tion of system (2). When the dimension n of the system is very large, the simulation is slow. Model order reduction tries to substitute the original large dimensional system in (2) with a system of smaller size, yet with little accuracy lost. Thus, one need only simulate the reduced system of small size without considering the original system. In this way, simulation time and computer memory can be saved. Model order reduction with projection technique [8-10] is the method used most often. The basic idea is to find a

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Model Order Reduction for Scanning ElectrochemicalMicroscope: The treatment of nonzero initial condition

Lihong Feng1 [email protected]

Darius Koziol2

koziol@im tek .de

Evgenii B.Rudnyi2

[email protected]

Jan G. Korvink2

[email protected]

AbstractAt present time, model order reduction is a well-established technique for fast simulation of large-scalemodels based on ordinary differential equations, especiallythose in the field of integrated circuits and micro-electro-mechanical systems. We describe the application of modelreduction to electrochemical simulation related to scan-ning electrochemical microscope. Model reduction allowsus to reduce the simulation time significantly and, at thesame time, it maintains the high accuracy.

KeywordsModel Order Reduction, Scanning Electrochemical Micro-scope, SECM

INTRODUCTIONNumerical methods such as finite difference, control vol-ume and finite element discretization have been widelyemployed in electrochemistry to simulate the scanning elec-trochemical microscope (SECM), electrochemical reactors,etc. [1-7]. The system of ordinary differential equationsobtained after the discretization is of large dimension. Asresult, its simulation consumes too much computer time.

In recent years, several model order reduction (MOR)methods [8-10] have been proposed in order to get a quickand accurate simulation of very large-scale integrated cir-cuits and micro-electro-mechanical systems. They havebeen proved to be very efficient. However, to our knowl-edge they have not been applied yet for electrochemistrysimulation. A model order reduction method based on pro-jection technique is introduced in this paper in order toshow the applicability of this method and its advantageover large-scale numerical simulation for the ordinary dif-ferential equation derived from finite volume discretization.

We consider as an example the SECM working in the feed-back mode with the electro-chemical reaction that takesplace on the electrode.

1 ASIC & System State-key Lab, Microelectronics Department, FudanUniversity, Shanghai, China.

2 IMTEK-Institute for Microsystem Technology, University of Freiburg,Freiburg, Germany.

In order to derive the partial differential equations for elec-trochemistry, at least one reaction between two speciesshould be considered. Therefore, in most cases it is impos-sible to set the initial state of all the species equal to zero.Hence, the complete initial condition of the equation isalways nonzero. It happens that for such a system, the con-ventional model order reduction methods [8-10] cannot beapplied immediately because they deal only with a systempossessing zero initial condition. In this paper, we proposea transformation technique, which avoid the nonzero initialcondition so that the methods above can be successfullyused to obtain an accurate solution.

The paper is arranged as follows. We first review the con-ventional model order reduction method based on projec-tion technique and show its limitations when dealing withsystem with nonzero initial conditions. After that, we givea transformation technique, which can easily deal with asystem with nonzero initial condition. Then we show theefficiency of model order reduction with numerical simula-tion results. Finally, some conclusions are given.

DESCRIPTION OF THE ELECTROCHEMICALPROBLEM AND GENERAL IDEA OF MODELORDER REDUCTIONA feedback mode of SECM can be described by a partialdifferential equation (Fick’s second law).

22 // dtcdDdtcdvv

⋅= (1)

The boundary conditions for the electrode boundary arederived from the Buttler-Volmer equation

ddoxox ckckj ReRe ⋅−⋅=

When finite volume method is used to discretize (1) andthe boundary condition, a system of ordinary differentialequations is obtained

0)0(,)()( 0 ≠==+ ccFtcKtcErvr&r

(2)

with nRc ∈r

being a vector of high dimension. At present,numerical integration is the most used method for simula-tion of system (2). When the dimension n of the system isvery large, the simulation is slow. Model order reductiontries to substitute the original large dimensional system in(2) with a system of smaller size, yet with little accuracylost. Thus, one need only simulate the reduced system ofsmall size without considering the original system. In thisway, simulation time and computer memory can be saved.

Model order reduction with projection technique [8-10] isthe method used most often. The basic idea is to find a

projection matrix V such that the unknown vector cr

can be

sufficiently approximated by zVcvv

≈ , with qnRV ×∈ ,nq << , that is

,FzKVzEV =+v&v (3)

After the multiplying TV from the left of both sides, weobtain the final reduced system with unknown state vector

qRz ∈v

, which is of much smaller size q.

FVzKVVzEVV TTT =+v&v (4)

CONVENTIONAL PROJECTION TECHNIQUEIn order to use the analysis from the previous section, oneshould be able to compute the projection matrix V.With the assumption that the initial condition of the sys-tem is zero ( 00 =c

r), conventional method of constructing

V is based on the transfer function of the original system(2). In the case of system (2), we are not interested in thecomplete state vector c

r but in a few outputs computed as

linear combinations of concentrations, i.e.

cLyvv

= (5)

Then the Laplace transformation of (2)(5) with initial con-dition 00 =c

r is as follows

)()(

)()()(

sLCsY

sFUsKCssEC

=

=+ (6)

the transfer function is defined as

FKsELsUsYsH 1)()(/)()( −+== (7)

By choosing a expansion point, σ+= 0ss , H(s) can be

expanded into series around s0

∑∞

=

=0

)(i

ii rLMH σσ

where EKEsM i 10 )( −+−= , FKEsr 1

0 )( −+=

If the projection matrix V is constructed as follows

},,,{(}{ rMMrrspanVspancolumn jL= (8)

the reduced system (4) approximates the original systemquite well, the more terms are included in the right handside of (8), the more accurate is the reduced system. One isreferred to [9] and it references for detailed theoretical proof.Conventional method of computing V only treats things ina general way, that is, it always has an assumption that theinitial condition of the system must be zero so that thetransfer function in the form of (7) can be obtained. How-ever from the Laplace transformation of system in (2)

∫ ∫ ∫∞ ∞ ∞ −−− =+0 0 0

dtFedtecKdtecE ststst v&r

after integration, we actually obtain

)()(

)()()( 0

sLCsY

cEsFUsKCssEC

=

+=+v

and

)(/)()(

)(/)()(

011 sUcEKsELFKsEL

sUsYsHv−− +−+

== (9)

The expression in (9) is dependent on 0cr

. When 00 =cr

,

it is just the expression of H(s) in (7) which corresponds tothe first part of H(s) in (9). But in our case, 0c

ris nonzero.

If only the first part in (9) is considered to construct theprojection matrix V as in (8), the resulting reduced modelmay probably be inaccurate, as the nonzero initial conditioncannot be maintained accurately in the reduced model.One reason is that with the reduced model we cannot de-scribe well all-possible initial conditions. That is, from

v c 0 ≠ 0, a normal way to obtain the initial condition of the

reduced system is by projection 00 cVz T rr≈ . However, if

we use such

r z 0 to compute the initial condition of the

original system we obtain 000 cVVzVc T rvv=≈ . It is clear

that we can only obtain an approximate nonzero initial

condition 0cVV T r . The latter is a projection of the original

v c 0 to the low-dimensional subspace and it will be veryinaccurate if

r c 0 is far away from the subspace spanned byV. This happens to be the case in our example of scanningelectrochemical microscope. In the next section we willpropose a method with which the above problem can beeasily avoided.

PROJECTION TECHNIQUE WITHTRANSFORMATOINFor system (2), define a new unknown variable

0

~cccvvv

−= , then we obtain a new system of c~v

cLtY

ccKFcKcE~

)(~

,0)0(~,

~~0

v

vvv&v

=

=+=+ (10)

The transformed system (10) possesses zero initial condi-tions by the definition. And its input-output H(s) relationwill be independent of 0c

r. It is not difficult to prove that

∑∞

=

− =+=0

1 ~~)()(

i

ii rMFKsELsH σ

where 0

~cKFFv

+= , FKEsr~

)(~ 1

0

−+= ,

M is defined as above. The projection matrix V~

can becomputed in a similar way as

}~,,~,~{(}~{ rMrMrspanVspancolumn jL= (11)

Since V~

is constructed based on H(s) of the system in (10),model order reduction should be done on system (10) so

that reasonable accuracy can be kept, with the same way asin (3)(4).We obtain the reduced system of small size

FVzVKVzVEV TTT ~~~~~=+

v&v (12)The original unknown vector c

rcan be computed by

00

~~czVcccvvvvv

+≈+= . Thus, the nonzero initial condition

is preserved exactly, since 0~~00 == cVz T vv

. The accuracy

of the reduced system in (12) will only depend on the accu-

racy of projection matrix V~

, which is easily to be met byadding more terms into the right hand side of (11).

NUMERICAL EXPERIMENTSIn this section, we present some simulation results to showthe efficiency of the model order reduction techniques inthe second section.

Figure 1 shows the scheme of the scanning electrochemicalmicroscope for which the partial differential equation in (1)is derived.

The size of the original system in (2) is n=16915. The sizeof the reduced system in (4) and (12) is q=100, that is the

unknown vector 100Rz ∈v

.

The simulation errors between the solution of original sys-tem and the solution derived by the reduced system areestimated in Figure 2 to Figure 5. The error is defined as

∑∑==

−=n

ii

n

iii yyyerror

1

2

1

2/12 ]/[])ˆ([ ,

where Tnyyyy ),,( 21 L= is the solution computed by

direct simulation of system (2), y is the solution com-puted by reduced system in (4) or (12). We assume the solu-tion derived by direct integrate simulation as the exact so-lution. In order to put the errors of the two different meth-ods for model order reduction into one figure, we use thelogarithmic plot. The dashed line is the error by conven-tional method where the projection matrix is computed by(8), the solid line is the error by proposed transformationmethod in (11)(12).

In Figure 2 and Figure 3, we give the plot of the solutionfor current and the solution at node 7864. In each of thetwo figures, we compare the approximate solution by con-ventional model reduction method with the exact solution.One can see that the low-dimensional subspace of the di-mension of 100 cannot reproduce initial conditions for thenodes close to the electrode (see Figure 2) and as a result itcannot reproduce the current. Figure 2 shows that for this

node 7864, 0cVV T r is almost zero even if

r c 0 =1. The

solutions derived by the proposed method are indistin-guishable with the exact solutions if they are plotted to-gether.The errors of the reduced model by conventional methodand the proposed method are plotted in Figure 4 and Figure5. It can be seen that the errors between the exact solutionand the approximate solution computed by the proposedtransformation method are very small (below 1e-6).

Whereas the error of the conventional model reductionmethod is large. Therefore, the reduced smaller size systemin (12) is a good substitution for the original system in (2),and the model order reduction method is a promising tech-nique to enhance the simulation process in electrochemis-try.

Figure.1 The computational unit

Figure. 2 Solution comparisons for the current

Figure. 3 Solution comparisons at node 7864

Figure. 4 Error comparisons for current

Figure. 5 Error comparisons at node 7864

CONCLUSIONSIn this paper, we propose a model reduction technique forfast simulation of the partial differential equation that arisesfrom Scanning Electrochemiscal Microscope (SECM). Weshow by theoretical analysis and simulation results thatmodel reduction works well. In order to perform modelreduction on the system from SECM, we must first dealwith the nonzero initial condition. We propose a transfor-mation technique combined with the conventional modelreduction method, which proves to be much more accuratethan merely the conventional model reduction method.

At present, we have considered a case when the voltage isconstant. However to simulate cyclic voltammogramm, thevoltage should change as a function of time. This can betreated by parametric model reduction [11]. Its application

to scanning electrochemical microscope will be described ina separate paper.

ACKNOWLEDGMENTSThis research is supported partly by NSFC research project90307017, 60176017, 90207002 of China, partly by Syn-opsys Inc., partly by Cross-Century Outstanding Scholar’sfund of Ministry of Education of China, partly by National863 plan projects 2004AA1Z1050, Science & Technologykey project of Ministry of Education of China 02095,partly by NSF grants CCR-0098275 and CCR-0306298 ofChina and partly by fund of Alfried Krupp von Bohlen undHalbach-Stiftung of Germany.

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