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The present work aimed to investigate the swelling behavior, in vitro digestion, and release of a hydrophobic bioactive compound, thymoquinone (TQ), loaded in Pickering emulsion incorporated in alginate-chitosan hydrogel beads using a simulated gastrointestinal model. In this study, oil-in-water Pickering emulsions of uniform micron droplet sizes were formulated using 20% red palm olein and 0.5% (w/v) cellulose nanocrystals-soy protein isolate (CNC/SPI) complex followed by encapsulation within beads. FT-IR was used to characterize the bonding between the alginate, chitosan, and Pickering emulsion. 2% (w/v) alginate-1% (w/v) chitosan hydrogel beads were found to be spherical with higher stability against structural deformation. The alginate-chitosan beads displayed excellent stability in simulated gastric fluid (SGF) with a low water uptake of ~19%. The hydrogel beads demonstrated a high swelling degree (85%) with a superior water uptake capacity of ~593% during intestinal digestion in simulated intestinal fluid (SIF). After exposure to SIF, the microstructure transformation was observed, causing erosion and degradation of alginate/chitosan wall materials. The release profile of TQ up to 83% was achieved in intestinal digestion, and the release behavior was dominated by diffusion via the bead swelling process. These results provided useful insight into the design of food-grade colloidal delivery systems using protein-polysaccharide complex-stabilized Pickering emulsions incorporated in alginate-chitosan hydrogel beads.