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314     6 Boundary value problems



                   the exponential functions, k b T/q e must have the units of electric potential. Therefore, from
                   dimensional analysis, the characteristic decay length of ϕ(z) satisfies
                                                                        1/2
                            q e N av (2c NaCl )  k b T/q e   ε 0 ε r k b T
                                        =          ⇒ λ =                             (6.238)
                                                            2
                                ε 0 ε r     λ 2            q N av (2c NaCl )
                                                            e
                   We have placed an additional factor of 2 here to agree with the usual definition of λ as
                   the Debye screening length. Note that in this equation, c NaCl is in units of moles per cubic
                   meter. We next define the dimensionless quantities
                                                  q e         z
                                              ϕ =         ξ =                        (6.239)
                                                  k b T       λ
                   so that the BVP in dimensionless form is
                                                     2
                                                   d ϕ    1    −ϕ(ξ)  +ϕ(ξ)
                                                  −    =    e    − e
                                                   dξ  2  2
                                                                                     (6.240)
                                      BC 1 (surface)    ϕ(0) = q e   0 /(k b T )
                                        BC 2 (far-field)     ϕ(∞) = 0
                   Make a plot of Debye length (in meters) vs. [NaCl] in moles at room temperature in the
                            −6
                   range of 10 –1 M. Does it make sense to have a Debye length less than 10 −10  m? Solve
                   this BVP numerically using finite differences, and plot ϕ(ξ) for various values of ϕ(0).
                   Show that when |  0 |  (k b T/q e ), the solution is a simple exponential decay. For a further
                   discussion of screening in ionic solutions, consult Stokes & Evans (1997).
                   6.B.4. In problem 6.B.3, we assumed a constant surface potential; however, we can modify
                   the problem to impose a known surface charge density σ 0 . Electroneutrality of the surface
                   and the neighboring salt solution requires
                                      ∞              ∞
                                                       d           d
                                    '              '    2               ∞
                             σ 0 =−    ρ(z)dz = ε 0 ε r  2  dz = ε 0 ε r             (6.241)
                                     0              0  dz          dz    0
                   In the second equality we have used the Poisson equation. Since as z →∞,  (z) becomes
                   uniformly zero, the derivative at z =∞ is zero and the surface charge density is simply
                   related to the derivative value at the surface:

                                                         d
                                               σ 0 =−ε 0 ε r                         (6.242)
                                                         dz
                                                             0
                   Thus, we need only modify the boundary condition at the surface to move from a specified
                   surface potential value to a specified charge density. Modify your program from problem
                   6.B.3 to plot the dimensionless solution as a function of dimensionless charge density.
                   6.B.5. We focus in this text on problems of direct interest to chemical engineers; however,
                   the solution of BVPs is important in other fields as well. In finance, a common means to
                   assign a value to a derivative is to solve the Black–Scholes equation. Let S(t) be the spot
                   price of some asset (e.g. a stock) at time t. We are considering purchasing a European call
                   option that gives us the opportunity to buy the asset at specified future time T > t for an
                   exercise price E, yielding a payoff if the future price S(T )isabove E of

                                           payoff = max{S(T ) − E, 0}                (6.243)
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