Ian David Lockhart Bogle and Michael Fairweather (Editors), Proceedings of the 22nd European

Symposium on Computer Aided Process Engineering, 17 - 20 June 2012, London.

2012 Elsevier B.V. All rights reserved.

On the Constrained Maximum Entropy Solution of

the Population Balance Equation
Menwer Attarakih,a,b,* and Hans-Jrg Bartb,c
a

The University of Jordan, Faculty of Engineering & Technology, Department of

Chemical Engineering, 11942 Amman, Jordan
b
Chair of Separation Science and Technology, TU Kaiserslautern
c
Centre of Mathematical and Computational Modelling, TU Kaiserslautern, P.O. Box
3049 - 67653 Kaiserslautern, Germany
*Corresponding authors e-mail: attarakih@yahoo.com

Abstract
The population balance equation (PBE) is an integro-partial differential equation, which
admits analytical solutions only for a few simple cases. We propose for the first time a
novel converging sequence of continuous approximations to the number concentration
function as a solution to the PBE. The uniqueness and convergence of such a sequence
are assured by being an optimal solution to a constrained NLP, which maximizes the
constrained Shannon entropy function. This entropy maximization problem is convex
and is solved in a finite dual space by using the standard Leveberg-Marquardt
algorithm. The proposed method provides not only the maximum missed information
about the distribution, but also its low order moments.
Keywords: PBE, Maximum Entropy, Distribution Reconstruction.

1. Introduction
The population balance equation (PBE) takes into account particle growth, aggregation,
breakage and nucleation and accommodates the dependence of velocity, shape, quality
on particle size. It is based on the expected (mean) concentration of particles and
describes the relationships that define the particle number balance leading to a structure,
which consists of integro-partial differential equations. Despite the intensive research
and advances in industrial mathematics and due the PBE geometrical dependencies, one
can hardly find a general analytical solution. Solution methods for the PBE rely either
on stochastic Monte Carlo method, sectional methods or moment methods (McGraw,
1997). A recent review on the state of the art and the Quadrature Method of Moments
(QMOM) is presented by Lage (2011). The QMOM and its variants proved to be an
accurate and fast PBE solver, where a finite set of population moments is conserved.
However; the QMOM cannot reproduce particle size distribution (PSD). As an example,
this size distribution is required to evaluate the negative particle fluxes at zero particle
size as in the case of droplet evaporation. In such cases, the closure problem requires an
evaluation of the reconstructed number concentration function. Moreover, recent
advances and development in online measurements and control provide real-time access
to the whole size distribution (Mickler et al., 2011). Therefore, the mathematical
problem at hand lends itself to the standard works on maximum entropy, where optimal
distribution reconstruction is sought for. Nonetheless, recent reviews of a wealth of
moment problems in in the PBE literature do not acknowledge the possible use of the
maximum-entropy approach. With its numerous applications in statistical mechanics
and its theoretical foundation based upon probability theory, the Maximum Entropy

M. Attarakih & H.-J. Bart

(MaxEnt) method has provided an extremely successful variation principle to address

this type of reconstruction and closure problem. The method proceeds by finding the
probability density distribution for the solution vector subject to priori information
(moment) derived from the PBE. Solution consistency is preserved by maximizing the
Shannon entropy function under the condition that the first N + 1 moments of the
approximate continuous function be equal to that derived from the PBE. In this way we
provide a moment consistent solution to the PBE and maximize the lost information
contained in the number density function due to the averaging process with respect to
particle properties. Many test cases with known analytical solutions for particle
aggregation and breakage are studied. The sequence of continuous approximations are
found to converge both on the pointwise (in the sense of Kullback-Leibler distance) and
mean (weak convergence) levels. As a real case study, we solved the bivariate
population balance equation governing the coupled-hydrodynamics and mass transfer in
a laboratory scale (DIN 150 mm) RDC extraction column.

2. Solution of the PBE using the Constrained MaxEnt Mehtod

The moment transformation of the PBE in one particle property space (e.g. size) with
average number concentration function f and a nonlinear integral source term (for
particle breakage and aggregation), is given by:

mr
t

+ i( umr ) =

x max

min

f x 'r r 1 dx '

x max

min

x max

min

f (x )f (x ')[x 3 + x '3 ]r /3 x r x 'r dxdx '

(1)

Where u is the mean spatial velocity vector of the particulate phase, and mr is the rth
moment of the number concentration function (f ) with respect to particle property x. In
the above equation, r is the rth moment of the dimensionless daughter particle size
with respect to a given daughter particle distribution. Due to the general form of the
respective particle breakage and aggregation frequencies and , the integral source
term in Eq.(1) presents a closure problem (cannot be written in terms of mr). As an
approximate solution to this closure problem, the QMOM (McGraw, 1997, Lage, 2011)
has been used successfully as an adaptive Gauss-Christoffel quadrature through a
nonlinear transformation of the source term in terms of a finite set of low order
moments mr. During this transformation, the particle number concentration function f is
lost, and coded in the low order moments mr. Decoding of this information (recovering
f ) during the evolution of these low-order moments in space and time is a nontrivial
problem. This problem is known in theoretical physics as the classical moment problem
(CMP) and in particular the Stieltjes or Hausdorff moment problem (Lawrence &
Papanicolaou,1984, H. Gzyl & Tagliani, 2010). The CMP tries to recover the associated
non-negative number concentration function f from its low order moments. Here, the
Maximum Entropy approach offers a definite procedure for the construction of a
sequence of approximations to the positive number concentration function f(x) by
maximizing its entropy function under the constraint that the first N + 1 moments are
equal to the true moments: mr, r = 0,1, ... , N. This recovered function, which
maximizes the Shannon entropy function (information entropy) is statistically most
likely to occur (Baker-Jarvisa, 1989). Mathematically this is a constrained NLP
problem, which maximizes the Lagrangian:

On the Constrianed Maximum Entropy Solution of the Population Balance Equation

max L(f , ) =
f ,

x max

x min

x max

f ln ( f )dx + r
x n fdx mr

x min

r =0

(2)

The first term in Eq.(2) is the Shannon entropy function, r are the Lagrangian
multipliers and mr are a priori given set of moments, which are the solution of the
transformed PBE (Eq.(1)). Using the calculus of variation, and by assuming that f is
smooth, the formal solution of Eq.(2) is the optimal reconstructed solution of Eq.(1) and
is given by:
N

fN (x ) = exp r x r
r = 0

(3)

The Lagranage multipliers appearing in Eq.(3) are found by minimizing the convex
potential function (Gzyl & agliani, 2010):
x max

min () = ln
f (, x )dx + ( r mr )
x min N
r =0

(4)

Where the stationary points of () are given by:

x max

x min

x r exp r x r dx = m r

r = 0

(5)

In this paper, the minimization of the convex problem (4) is carried out using the
celebrated Levenberg-Marquardet algorithm. Note that the Hessian matrix of the
objective function (4) is positive definite everywhere (Lawrence & Papanicolaou,
1984), and hence the reconstructed number concentration function of Eq.(3) is unique.
Moreover, the maximum-entropy sequence fN(x) is the least-biased sequence of
approximations, which serve as an approximate solution to the transformed PBE (1).
Note that the present moment problem is a typical Hausdorff finite moment problem,
where the particle size boundaries (xmin and xmax) are to be controlled for accurate and
stable numerical integration of Eq.(5). As a control procedure, we propose here a set of
moving boundaries in terms of the low-order moments, which are given by: xmin, max =
m1/m0 . Here, 2 is the population variance and is a positive constant. This is
chosen such that negligible number of particles lies outside the interval [xmin, xmax]. If
f(x) is close to the normal distribution function, then the three-sigma limit ( = 3)
assures that greater than 99.75% of the population density lies in the interval [xmin, xmax].
Our computational experience shows that a value of between 5 and 6 is sufficient to
produce accurate moments and distribution reconstruction.

3. Results and Discussion

The MaxEnt method for the solution of the homogeneous PBE is first tested using
available standard analytical solutions. One of the difficult cases, which results in a nonsymmetric distribution with long tail is particle aggregation ( = x + x), with first-order
rate of particle disappearance () from the physical space. Fig.(1- left panel) shows the
MaxEnt solution for this case at = 5 units of time and = 0.95. Here the number of
low-order moments is N = 5, where the information coded in them is extracted
successfully. The accuracy of the predicted moments is also high, which is comparable
to that obtained from the QMOM with two quadrature points. Actually, the absolute
error between the targeted (mr) and predicted moments (based on Eq.(5)) is zero using

M. Attarakih & H.-J. Bart

2 10

f(x)

3 10

Kullback-Leibler error

double precision arithmetic. This high accuracy is attributed to the unbiased maximum
entropy solution fN(x). Fig.(1- right panel) shows the convergence of the extracted
distribution fN(x) as function of number of moments (N= 2,3,8).

1 10

1 10

1 10

1 10

1 10

particle size ( - )

10

number of moments

Figure 1: (Left): MaxEnt reconstructed density function using 5 moments. (Right):

Convergence of the maximum entropy solution using the Kullback-Leibler distance as function
of number of low-order moments with respect to the reference population balance solution.

Following (Gzyl and Tagliani, 2010), the error is measured using Kullback-Leibler
distance, where the decrease in error is rapid until N = 5. Beyond this level, round-off
errors start to weight the results, where N = 5 can be considered as an optimal value.
0.01
810
610
410
210

0.01

200 rpm

600 rpm

3
3

510

3
3

Figure 2: Steady state predicted number concentration function in a lab scale 150 mm
diameter RDC column at different rotor speeds. Solid line: Extended fixed pivot method with
200 pivots, Filled diamond: MaxEnt with 4 moments, Filled circles: MaxEnt 8 moments
Table 1:Optimal Lagrangian multipliers that maximize the maximum entropy function for lab
scale 150 mm diameter RDC column. The corresponding distributions are shown in Fig.(2).
at 200 rpm

Four moments
Six moments

12.740623 -8.930502 2.924356 -0.231886

12.585489 -8.727677 2.923226 -0.313363 0.032599 -0.00363

at 600 rpm

Six moments
Eight moments

9.07902 -8.742815 6.395851 -2.260588 0.413717 -0.028677

7.592486 -4.026273 1.543999 -0.126108 0.000416 -0.000032 0 0

In the second phase of validating the MaxEnt solution of the PBE, we simulated a
laboratory scale RDC extraction column with 150 mm diameter and five compartments
each of 30 mm height. A sample of results is presented here at two rotor speeds (200
and 600 rpm), where the chemical system is water-acetone-toluene with toluene as the
dispersed phase. The mass transfer direction is from the continuous to the dispersed
phase, which is initially free of solute (acetone). The bivariate PBE is reduced along the
droplet property concentration space using the QMOM and is discretized with respect to
droplet diameter using the extended fixed-pivot technique, while the column space is
resolved using the finite volume method (Attarakih et al., 2006). Fig.(2) shows the

On the Constrianed Maximum Entropy Solution of the Population Balance Equation

MaxEnt solution of the PBE, which is compared to the extended fixed-pivot technique
as a reference solution. The left panel of Fig.(2) shows the converged 4 and 7 moments
solution using the MaxEnt method at 200 rpm, while the right panel is at 600 rpm.
Despite the complexity of the nonhomogeneous PBE, the convergence of the MaxEnt
solution is remarkable even when the distribution becomes nonsymmetric and distorted
by breakage at high rotational speed. The corresponding optimal Lagrangian multipliers
(solution of Eqs.(5&6)) are shown in Table (1) at the two rotor speeds (200 & 600 rpm).
The convergence here is clear by the small value of the high order Lagrange multipliers
as the number of moments is increased. This result is not surprising since the optimal
solution given by Eq.(4) can be viewed on a semi-logarithmic scale as a polynomial
expansion with Lagrange multipliers as coefficients.
Concerning computational cost, the cost in the MaxEnt method lies in two parts: First
the integration cost to estimate the predicted moments in Eq.(5) and second the
optimization cost during minimization of Eq.(4). The integrals are evaluated using an
adaptive Gauss quadrature and the minimization by the Levenberg-Marquardt algorithm
with tolerance 10-3. On another level of implementation, a normalized and robust
version of the LQMDA (Long quotient-modified difference algorithm) with two
analytical weights and abscissa is used to integrate Eq.(5) and the integrals in the source
term of Eq.(1). The latter algorithm reduced the computational time by a factor of 4.

4. Conclusions
In this work, we introduced and derived successfully the constrained MaxEnt solution
of the PBE, which includes particle splitting and aggregation. The method combines the
advantages of the moment methods and produces an explicit continuous solution of the
PBE. These are found by maximizing the Shannon entropy function, where the set of
Lagrangian coefficients are found uniquely by solving a standard convex program. By
being an unbiased estimator to the lost number density function during particle property
space averaging, the optimal sequence of functional converges rapidly to the exact
(reference) solution of the PBE both on the Kullback-Leibler measure (strong
convergence) and in the sense of mean property (weak convergence).

Acknowledgements
The authors would like to thank DFG for the financial support.

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