CHEM7111

EXPERIMENTAL DESIGN Aug 2011

Diako Ebrahimi

Definition Experimental design is a process to organise the experiments properly to ensure that the right type of data, and enough of it will be available to answer the questions of interest as clearly and efficiently as possible. Set up the questions (purposes) Design the experiments Interpret the result

Purposes
1. Optimisation: maximizing or minimizing the output of a process by systematically changing input variables.
examples: Maximizing the yield of a chemical synthesis by changing temperature, pH, solvent, etc. Maximizing the sensitivity of a GC/MS instrument by changing the setup, i.e. temperature program of GC, voltage of analyser, angle of the grids, etc.; or by twiddling the knobs Minimizing the sum of squares of residuals in regression by changing the function parameters
Simplex, Mixture design and Central Composite design
3

Purposes
2. Screening:
Examine the importance of factors for the process and then decide which one to be eliminated and which one to be studied in detail

example:
Studying the effect of time, temperature, pH, solvent, (many factors) on a chemical synthesis Factorial, Taguchi and Plackett-Burman designs

3. Quantitative modeling:
To build a mathematical model of the system, such as simple linear calibration
Central Composite and calibration designs
4

Model of factor effects

%Yield %Yield %Yield
b0

b0

Temperature (x1)

40

60

Temperature (x1)

40

60

Temperature (x1)

40

60

^ Y = b0

^ Y = b1x1
%Yield

^ Y = b0 + b1x1

When there are more than two factors, interactions are also need to be considered.

pH (x2)

^ Y = b0 + b2x2 b2<1
5

Model of factor effects: Interaction

Effect of factor 1

%Yield

Effect of factor 2

Effect of interaction between factors 1 and 2

y b0 b1 x1 b2 x2
Response Constant Factor 1 Factor 2

y b0 b1 x1 b2 x2 b12 x1 x2
Interaction between factors 1 and 2 6

%Yield

Model and Design Matrices

2 y b0 b1 x1 b2 x2 b12 x1 x2 b11x12 b22 x2

Response

Linear terms Constant

Interaction term Quadratic terms

x1: Temperature
Temp (x1) 40 40 60 60 pH (x2) 3 8 3 8

x2: pH
%Yield (y) 55 61 82 75

y: Yield
8pH (x2)

340 60
7

Temperature (x1)

Response Surface & Contour Plot

Response surface is a graph of the response versus the factors and contour plot is the image of the response factor on a lower dimension space.
Global maximum Local maximum

Response

Temp

pH
8

Why not optimize by changing one factor at a time

Because it does not always give the correct optimum if there are local optimums or if the factors interact.
Global maximum

Factor 2 (pH)

Local maximum

One at a time means:

F2 is kept constant, F1 is optimized F1 is kept constant at its optimum, F2 is optimized
30C

Factor 1 (Temp.)
9

Coding the data

y b0 b1 x1 b2 x2
Coefficient in the model of coded data:
Temp (x1) 40 40 60 60 pH (x2) 3 8 3 8 %Yield (y) 55 61 82 75

55 b0 b1 40 b2 3

Magnitude: The larger the coefficient, the greater its significance. Sign: A positive coefficient means that the response becomes larger as the factor goes from -1 to +1.

High Level: +1 Low Level: -1

Temp (x1) -1 -1 +1 +1 pH (x2) -1 +1 -1 +1 %Yield (y) 55 61 82 75

855 0 1 (1) 2 (1)

-+

++

pH (x2)

3-

-40

+60
10

Temperature (x1)

Full Factorial Design

N=LK
N: number of experiments L: number of levels (usually 2) K: number of factors

Examples: 2 levels, 2 factors 2 levels, 3 factors 3 levels, 4 factors

4 experiments 8 experiments 81 experiments

For Screening L=2 then

N=2K
11

Full Factorial Design Contrast Coefficient Tables

12

Full Factorial Design

Example: HPLC analysis of Phenols Determine the effect of acetic acid, methanol and citric acid by measuring the chromatographic response factor (CRF)

2 level design is chosen first

Value at low level (-) Acetic acid Methanol Citric acid 4 mM 70 % 2 g/L

Value at high level (+) 10 mM 80 % 6 g/L

13

Full Factorial Design Example

Contrast Coefficient Table:
Main factors Interaction between factors

Run

Intercept

AM

AC

MC

AMC

CRF

A= 10 Mm M= 80% C= 2 g/L

1 2 3 4 5 6 7 8

+ + + + + + + +

+ + + +

+ + + +

+ + + +

+ + + +

+ + + +

+ + + +

+ + + +

10.0 9.5 11.0 10.7 9.3 8.8 11.9 11.7

Acetic acid Methanol Citric acid Value at Value at +

4 mM 70 % 2 g/L

10 mM 80 % 6 g/L

Number of experiments= LK=23=8 L levels K factors

CRF b0 bA A bM M bC C bAM AM bAC AC bMC MC bAMC AMC

14

Calculation of effects in a full factorial design

For each TERM (main effects, interactions, quadratic, etc.) the effect is calculated by summing the responses multiplied by their contrast coefficients, then dividing by the number of runs/2.
A 10.0 9.5 11.0 10.7 9.3 8.8 11.9 11.7 0.375 4

10.0 9.5 11.0 10.7 9.3 8.8 11.9 11.7 1.925 4

It means that: On average CRF is lower by -0.375 when the concentration of acetic acid increases from 4 to 10mM

10.0 9.5 11.0 10.7 9.3 8.8 11.9 11.7 0.125 4

10.0 9.5 11.0 10.7 9.3 8.8 11.9 11.7 0.125 4

A M

A C 0.025 M C 0.825 A M C 0.025

15

Significance of effects

Rankit Plot
0.8

0.7

M
MC

Probabilities

0.6

0.5

0.4 -1 0 1 Effect 2 3

16

Experimental Designs

1. Factorial Designs
1.1. Full Factorial design 1.2. Fractional Factorial Design 1.3. Plackett-Burman and Taguchi Designs 1.4. Calibration Design (Partial Factorial at several Levels) 2. Central Composite or Response Surface Designs 3. Mixture Designs 4. Simplex Optimisation

17

Fractional Factorial Design

To study K factors 2k experiments are needed in a two level full factorial design.

It is reasonable to ignore the third and higher order interactions to be able to reduce the number of experiments for screening purposes

18

Fractional Factorial Design

Two level fractional factorial designs with 2k-p experiments are used to reduce the number of experiments by 1/2, 1/4, 1/8, , 1/2p. K: number of factors 2p: size of fraction
No. of factors (K) Fraction (P) No. of experiments Fractional Factorial (N=2K-P) No. of experiments Full Factorial (N=2K)

2 3 4 5 6

1 1 1 2 1 2 1 2 3 1 2 3 4

22-1=2 23-1=4 24-1=8 24-2=4 25-1=16 25-2=8 26-1=32 26-2=16 26-3=8 27-1=64 27-2=32 27-3=16 27-4=8

4 8 16 32 64

128 19

How to reduce the number of experiments

Full factorial design

Fractional factorial design

(x2X x3)

(x1X x3)

(x1X x2)

The interaction between factor 1 and 2 is confounded with factor 3

20

10

What does confounding mean?

Using fractional factorial designs many factors can be studied (screened) with few experiments, but less information is gained compared to the full factorial designs. The price to be paid is that the main effects are confounded. It means that the main effects are contaminated with interaction effects.
For more details about the rules of confounding refer to: T. Lundstedt et al.; Chem. Int. Lab. Syst, 42 (1998) 3-40

21

Plackett-Burman and Taguchi Designs

When the number of factors are large, the rule of N=2k-P can be restrictive, i.e. for 19 factors, 32 experiments are needed. Plackett and Burman overcame this problem by introducing a design for N-1 factors in which N (number of experiments) is a multiple of four, for example: 4, 8, 12, 16, Design matrices are built using generators N=k+1
Experiments

1 2 3 4 5 6 7 8 9 10 11 12

1 + + + + + + -

2 + + + + + +

3 + + + + + + -

4 + + + + + + -

Factors 5 6 + + + + + + + + + + + +

7 + + + + + +

8 + + + + + +

9 + + + + + + -

10 + + + + + +

11 + + + + + +

22

11

Central Composite or Response Surface Designs

It is used to study the system in more detail for optimisation for quantitative modeling

2 2 y b0 b1 x1 b2 x2 b3 x3 b11x12 b22 x2 b33 x3 b12 x1 x2 b13 x1 x3 b23 x2 x3 b123x1 x2 x3

23

Experimental design process

1. Select the factors you are interested in to study 2. Choose a proper design 3. Decide number of replicates 4. Randomise the design 5. Perform the experiments 6. Use statistics to interpret the effect of factors

24

12

Simplex Optimisation
Simplex optimization is a model free approach It is a step-wise method in which the result from the previous simplex is used to build a new simplex and it continues this way. Simplex is a geometric figure with k+1 corners where k is the number of factors. When k=2 then simplex is a triangle

Temp.

pH
25

Simplex Optimisation
Procedure: two factors

Three experiments are performed at coordinates of 3 corners of an initial simplex (triangle) and the three responses are measured. The corner with the lowest response is mirrored through the geometrical midpoint of the other two corners. An experiment at the new coordinate is performed and the same procedure is repeated for the new simplex. If the new coordinate is the worst amongst three, then the second lowest corner of the last simplex is mirrored. The process is continued until simplex encircles, i.e. it has reached the optimum.
26

13

Simplex Optimisation

Temp.

pH

27

References:
1- Chemometrics, Data Analysis for the Laboratory and Chemical Plant, chapter two; Richard G. Brereton; John Wiley & Sons Ltd, 2003 2- T. Lundstedt et al.; Chemom. Intell. Lab. Syst., 42 (1998) 3-40 3- Statistics for experimenters, Box; Hunter; Hunter; John Wiley & Sons Ltd, 2005 4- Chemometrics: Experimental Design, Ed Morgan; ACOL, Wiley, 1991

28

14