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I think that using ozonolysis would be a good idea to prepare oxalic acid from acetylene. Upon ozonolysis of acetylene we would get glyoxal:

$$\ce{O=CH-HC=O}$$

Would I obtain the oxalic acid upon oxidizing glyoxal with hydrogen peroxide?

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Ozonolysis of acetylene won't produce oxalic acid. The triple bond holding the two acetylenic carbons together will be attacked as shown below. The reaction is complex and depending upon reaction conditions, different products can result (ref_1, ref_2).

enter image description here

Oxalic acid can be produced from acetylene by reacting acetylene with alkaline $\ce{KMnO4}$ (ref_3).

$\ce{H-C#C-H ->C[KMnO4/OH^-]\ HOOC-COOH}$

EDIT: Response to OPs comment Here is a rough idea of what is going on mechanistically:

1) the permanganate forms a cyclic intermediate

2) that produces a diol

3) since a double bond is still present the reaction can be repeated to yield 2 gem-diols that can equilibrate to an alpha-diketone

4) now the standard alkaline permanganate oxidation of a carbonyl occurs

5) hydroxide can add to a carbonyl and

6) the manganese ion complexes with the carbonyl oxygen

7) the alpha-proton donates its electrons to reform the carbonyl which is now part of a carboxylic acid

8) repeat steps 5-7 on the other carbonyl and you have oxalic acid

enter image description here

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  • $\begingroup$ Isn't the reaction with hot alkaline $\ce{KMnO4}$ basically oxidative ozonolysis? $\endgroup$ Commented Feb 16, 2015 at 15:54
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    $\begingroup$ I've never heard it used that way. "Ozonolysis" implies a specific reaction involving ozone. $\endgroup$
    – ron
    Commented Feb 16, 2015 at 15:57
  • $\begingroup$ But the two will give different products. So it cannot be the same reaction. What is the mechanism behind the reaction that you have proposed? $\endgroup$ Commented Feb 16, 2015 at 16:20
  • $\begingroup$ Yes, two different reactions, two different mechanisms and two different sets of products. I've edited my answer to include a basic mechanism. $\endgroup$
    – ron
    Commented Feb 16, 2015 at 17:51

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