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Abstract Electronic and geometric interactions between active and support phases are critical in determining the activity of heterogeneous catalysts, but metal–support interactions are challenging to study. Here, it is demonstrated how the combination of the monolayer‐controlled formation using atomic layer deposition (ALD) and colloidal nanocrystal synthesis methods leads to catalysts with sub‐nanometer precision of active and support phases, thus allowing for the study of the metal–support interactions in detail. The use of this approach in developing a fundamental understanding of support effects in Pd‐catalyzed methane combustion is demonstrated. Uniform Pd nanocrystals are deposited onto Al₂O₃/SiO₂spherical supports prepared with control over morphology and Al₂O₃layer thicknesses ranging from sub‐monolayer to a ≈4 nm thick uniform coating. Dramatic changes in catalytic activity depending on the coverage and structure of Al₂O₃situated at the Pd/Al₂O₃interface are observed, with even a single monolayer of alumina contributing an order of magnitude increase in reaction rate. By building the Pd/Al₂O₃interface up layer‐by‐layer and using uniform Pd nanocrystals, this work demonstrates the importance of controlled and tunable materials in determining metal–support interactions and catalyst activity.