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Neal R. Amundson

Dept. of Chemical Engineering and Dept. of Mathematics, University of Houston, Houston, TX 77204

Dept. of Mathematics, University of Houston, Houston, TX 77204

In most chemical engineering problems, diffusion is treated as an add-on to forced adection, and the boundary conditions are the Danckwerts conditions in order to maintain conseration. If we treat problems in which there is no applied adection or chemical reaction for a steady-state situation and with an ideal gas, it is an equi-molar process. Because it is considered the natural moement of molecules moing down a concentration gradient, this requires the Stefan-Maxwell equations. In the standard 1-D two-component boundary alue problem, analogous to the Dirichlet problem, the solution is direct and is probably the only one there is. In a ternary system, the solution is already not direct and can only be obtained by numerical means, which is not seere. In a quaternary system, it does not appear feasible to obtain a simple procedure like that obtained for the ternary system. A different numerical scheme deeloped is robust with rapid conergence and works well with an arbitrary number of components, 60 haing been used in one problem. As the number of components increases, the solution profiles tend to become linear and the dependence on particular diffusiities is less important. This manifests itself when using diffusiities from a random collection. The problem using a continuous distribution of components is soled, and computationally and theoretically the profiles are probably linear and with a single pairwise diffusion coefficient.

Introduction

The purpose of this article is to present some manipulations of the Stefan-Maxwell equations as applied to the simple one-dimensional 1-D. diffusion problem in the steady state for an ideal gas with an arbitrary number of components. Anyone who has examined these equations becomes frustrated by their backward presentation which manifests itself in some way in almost every application of their use. In addition, they are nonlinear in the two important sets of variables although linear in each set singly. The two sets of variables are the mol fraction of each component and the corresponding flux of each. Manipulation of these equations reveals that their inversion to produce the fluxes in terms of the gradient for a two-component system is trivial. For a three-component system, it is doable and builds ones confidence, while for a four-component system the problem is a character builder; for a five-component system, it seems impassable and impossible in an analytical way. Some of the earliest attempts at using the equations were carried out by Toor 1964. and Stewart and Prober 1964. who linearized the equations to cast them into a usable form. This is a successful procedure since the system is very benign, and, as will be shown later, many of the solutions turn out to be close to linear. Later workers developed many other schemes, and these are discussed by Taylor and Krishna 1993. whose book is required reading. The numerical scheme devised by Krishna and Standart 1976. was and still is the method of choice. Our first effort will be to invert the Stefan-Maxwell equations for three and four component systems, and to attempt to simplify these equations to make their use easier. For a three-component system, this is relatively easy, but for a four-component system, this is a trial and requires the introduction of two sets of simple functions to present the inversion in a relatively simple way. Some small surprises result here and make its perusal worth the effort. 813

AIChE Journal

A different numerical scheme for the 1-D diffusion problem is presented, and its application to several different problems is illustrated for a wide range of components. The equations for the diffusion problems with a continuous distribution of components are presented, and the 1-D diffusion problem is solved although the numerical solution is obtained by a lumping procedure as for a finite distribution. For some of these problems, it is shown by direct computation that the final solutions for the mol fraction profiles are relatively independent of the choice of diffusion coefficients.

since motion of molecules must be balanced, that is, movement of one molecule must be balanced by the motion of another molecule. Thus, any one of the differential equations can be replaced by one of the two conditions above. For the ternary system, we will use the set of equations Eq. 2., c dx 1 dz dx 2 dz s

sy

x2 D 12

x3 D 13

N1 q x3 D 23

x1 D 12

N2 q

x1 D 13

N3 ,

Ternary Inversion

The basic set of equations for 1-D diffusion in matrix form is, for an n component system, c dx dz s Bx

x2 D 21

N1 y

x1 D 21

N2 q

x2 D 23

N3 ,

3.

0 s N1 q N2 q N3 . In order to invert the system we will treat this as a set of linear simultaneous algebraic equations in N1, N2 , and N3 and simply solve using Cramers rule on Eq. 3. This procedure gives solutions for N1, N2 , and N3 in terms of dx 1rdz and dx 2rdz which are linear in these variables and clumsy, and we must cast them into relations which are independent of the species numbering and also quasi symmetric as occurs in the original Stefan-Maxwell equations. To do this, we add to the three relations quantities like

3

1.

where c is the total molar local concentration, x is the vector of mol fractions, z is the axial space variable, Nj is the molar flux of species j, and the Di j represent the pairwise diffusion coefficients. With B s w i j x then

i row; j column .

i j sy

Ni Di j

n

is1

dx i dz

s0

, i / j , ii s

k s1 k/i

Nk Dik

which shows the linearity in x i for known values of Nj . These equations will also be used in the form c where dx dz sN

with appropriately chosen to each equation to produce the species independent property, and this is much easier to do than it sounds. The Cramer denominator turns out to be x1 D 13 D 12 q x2 D 12 D 23 q x3 D 13 D 23

2.

which we will use in the form, on multiplying through D 12 D 13 D 23 , as

s w i j x

with

x . s D 23 x 1 q D 13 x 2 q D 12 x 3 .

4.

i j s

xi Di j

, i / j , ii sy

k s1 k/i

xk Dik

. N sy

x.

y x 1 D 23 D 12 y x 1 D 23 D 13 y x 2 D 23 D 13

These matrices are singular since each column will sum to zero, and, hence, the sets of differential equations are also singular. Since we are dealing with 1-D steady-state diffusion, the singularity may be circumvented by using either the fact that diffusion must be equimolar

n

1y x 1 . D13 D12

= y x 2 D 13 D 12 y x 3 D 13 D 12

1y x 2 . D 23 D12

y x 3 D 23 D 12

1y x 3 . D 23 D13

dx dz .

5.

Nj s 0,

js 1

or

n

x i s1,

is1

In this form it is evident that the flux Ni depends on a sum of terms with a net single diffusivity as it should. Since our main interest is in the solution of the 1-D diffusion equations, we consider diffusion in a 1-D conduit which is adjoined at its ends by infinitely large reservoirs, each at a fixed molar concentration and each at a fixed and the same April 2003 Vol. 49, No. 4 AIChE Journal

814

temperature and same pressure. In one dimension the concentration equations are, where l is the conduit length dNi dz

s 0, 0 - z - l , i s 1, 2, 3

and boundary conditions are, with x 0 and x l specified x 0. s x 0 , x l . s x l . This simple problem will be cast in dimensionless form later, since now the occurrence of the diffusivities is revealing. From the conservation equation, Ni is a constant for all x and

n

N1 D 13 D 12

N2 D 12 D 23

N3 D 13 D 23

so 1 dx 1 D 23 dz 1 dx 2 D 13 dz s D 23 and also x 1 y x 10 D 23 q x 2 y x 20 D 13 s q x 3 y x 30 D 12 x 1 l y x 10 D 23 x 2 l y x 20 D 13 x 3 l y x 30 D 12 z l 1 dx 3 D 12 dz q x 2 l y x 20 D 13 q x 3 l y x 30 1 D 12 l K s l

x 1 l y x 10

6.

Ni s 0

is1

since this diffusion movement of molecules only means that they replace each other. In an effort to simplify Eq. 5 by removing the unity in each row, we multiply it by the diagonal matrix D 23 0 0 0 D 13 0 0 0 D 12

which is not a relation one might expect for three components. In order to use these equations, particularly Eq. 6, let us consider the expression for N1, and write it in the form N1 sy c

x.

D 13 D 12 y x 1 D 23 y x 2 D 13 y x 3 D 12 . dx 2 dz dx 3 dz

x.

=

D12 D13 D 23 .

1 dx 1 D 23 dz y x1

q D 23 D 12 y x 1 D 23 y x 2 D 13 y x 3 D 12 . q D 23 D 13 y x 1 D 23 y x 2 D 13 y x 3 D 12 . s D 23 N1 q D 13 N2 q D 12 N3 .

1 dx 1 D 23 dz

1 dx 2 D 13 dz

1 dx 3 D 12 dz

N1 sy

x.

D12 D13 D 23 .

y x1

We see that, fortuitously, the three quantities within the parentheses are x . so that from Eq. 4 dx 1 dz dx 2 dz dx 3 dz

If we now cast this in dimensionless form, using the Cramer denominator Eq. 4., we obtain dx 1 d q x 1 K 23 s Z1 w c 23 x 1 q c13 x 2 q c12 x 3 x K 1

c D 13 D 12

q D 23 D 12

q D 23 D 13

with Di j z s , ci j s , K 23 s D 23 K , K 13 s D 13 K , K 12 s D 12 K , l D Z1 s N1 l Dc , Z2 s N2 l Dc , Z3 s N3 l Dc , K 1s D2 D 12 D 13 D2 D 12 D 23 , D2 D 13 D 23 815

N1 D 13 D 12

N2 D 12 D 23

N3 D 13 D 23

K2s

, K3s

AIChE Journal

q x 2 K 13 s Z2 w c 23 x 1 q c13 x 2 q c12 x 3 x K 2 ,

s0

q x 3 K 12 s Z3 w c 23 x 1 q c13 x 2 q c12 x 3 x K 3 .

which is impossible since the functions defined by the corresponding two SM equations are linearly independent. If we differentiate the equation for x 1, we obtain d 2 x1 d

2

These last three equations should be simpler to apply to the numerical problem than the original ones, but one needs to have a good estimate of Z1, Z2 , Z3 to initiate that solution. One can find such a solution by assuming that an approximate solution is a straight line connecting the appropriate boundary points and using the values of x 0 at z s 0. to obtain x 1 l y x 10 l y x 2 l y x 20 l

sy

1 dx 2 D 12 d

1 dx 3 D 13 d

N1 q

dx 1 d

N2 D 12

N3 D 13

s0

we have

0 q x 20 K 13 s Z2 c23 x 10 q c13 x 20 q c12 x 30 . K 2

from which a reasonable guess should ensue. Note that Zi s 0.. We stress that the advantage to these equations is the fact that the lefthand sides are linear first-order operators since K i j is a predetermined constant. If we write the original Stefan-Maxwell equations in the form dx i dz Nj Di j xj Di j

which gives

1 y D 12 q

1 D 13

/

dx 2 d

N1

dx 2 d

y N2

dx 1 d

s0

N1

s N2

dx 1 d

yc

q xi

s Ni

the left-hand side is a linear operator in x i , but its coefficient contains the unknown Nj for all j except j s i. It is evident of course that these equations for constant values of Ni and x i s1 have an analytical solution which is not of great use since the boundary conditions must be used to eventually determine the Ni , which is a tortuous exercise, but doable. It may be interesting to consider the structure of the solution profiles x i s x i ., not because the solutions are rich with pathology, but rather in order to show their simplicity. Diffusional processes are normally very benign as long as they are not coupled with exothermic chemical reactions., since molecular motion tends to smear things out. If we consider a ternary system, there are three equations of which only two are linearly independent in pairs. If, for dx 1 dz dx 2 dz dx 3 dz 0 s y x2 D 12 x3 D 13 x2 D 21 x3 D 31 1 x4 D 14 y x1 D 21 y x1

which is also impossible because of the linear independence. Thus, the profiles of the components are strictly monotonic between the boundaries and we shall illustrate some of these later. The above may be generalized to higher-order equations. Toor 1957. in the early 1950s solved the ternary diffusion problem by obtaining the analytical solution for fixed fluxes, and then solved for the fluxes by trial and error. Hsu and Bird 1960. published a massive paper for three-component chemical reaction problems in which the catalytic reaction occurred at one of the boundaries. These were solved in an analytical way with computations on an IBM 650.

Quaternary Systems

In order to realize the inversion we must solve the following set of linear simultaneous equations in N1, N2 , N3 , and N4 , where we use Eq. 2 x1 x4 D 24 y x1 D 31 y D 13 x2 D 23 x2 D 32 1 x4 D 34 x1 D 14 x2 D 24 x3 D 34 1 N.

c c c

D 12 x3 D 23 x3 D 32 1

816

AIChE Journal

One could hope that the treatment of quaternary systems might not be substantially different from ternary systems but, of course, the fourth-order manipulations are certainly more tedious in this Cramer solution. The challenging part of the exercise, however, as before, is the casting of the resultant solutions into forms which are independent of the numbering of the species and are quasi-symmetric in the component variables. The Cramer solution first obtained is linear in the three derivatives dx 1rdz, dx 2rdz, and dx 3rdz since the last Stefan-Maxwell equation is replaced by

4

12 x1 x 2 21 x 2 x1 13 x1 x 3 31 x 3 x1 14 x1 x 4 41 x 4 x1

w Di j s Dji x

D 13 D 24 D 23 D 14 D 12 D 34 D 32 D 14 D 12 D43 D42 D 13

23 x2 x3

32 x3 x2

24 x2 x4

D 21 D43

42 x4 x2

D41 D 23

34 x3 x4

D 31 D42

43 x4 x3

D41 D 32

D 21 D 34 D 31 D 24

Ni s 0.

is1

and X1 s X2 s X3 s X4 s x2 D 23 D 24 x1 D 13 D 14 x1 D 14 D 12 x1 D 12 D 13 q q q q x3 D 23 D 34 x3 D 13 D 34 x2 D 12 D 24 x2 D 23 D 12 q q q q x4 D 24 D 34 x4 D 14 D 34 x4 D 14 D 24 x3 D 13 D 23 , ,

The Cramer denominator may be written as a fourth-order quadratic form. This is not readily apparent during the calculation, but it can be written in the form

x.

d12 d13 d14 d12 d14 d 23 d13 d14 d 23 d13 d14 d 24 d 24 d13 d12 d 24 d 23 d12 d 23 d13 d 24 d 24 d14 d 23 d12 d13 d 34 d12 d 23 d 34 d13 d 34 d 23 d 23 d14 d 34 d12 d14 d 34 d 24 d 34 d12 x; d 24 d 34 d13 d 24 d 34 d14 d i j s d ji

s xT

9.

7.

note that these have the same gross form as the ternary Cramer denominator., and

4

1 where d i j s Dy i j , that is, the elements in the matrix are reciprocals of the pairwise diffusion coefficients. There are six pairwise diffusion coefficients in a four component set, and so there are 20 combinations of six things taken three at a time. Clearly, four of these are missing in the above, and, after some scrutiny, it develops that these four are those in which one of the four digits is missing; that is, there is no subscript form like d12 d13 d 23. Physically, this makes sense since it means that every chemical component has an effect in each term. Since the quantity obtained as the Cramer determinant was not obviously a quadratic form a priori, the placement of the terms in the matrix in a quasi-symmetric form was somewhat arbitrary at the start and might need rearrangement. The solution obtained can be put into the matrix-vector form given below, and the placement of the functions i j , defined below, is restricted by the form,

i s

i s q si .

ss1 s/ i

10.

which is the sum of the six terms in which x i appears in each term and i j is defined in Table 1. It is seen that X i contains no x i , and each x j has D l j D k j , l / k / i / j in the denominator in Eq. 9. The X is are quasisymmetric, as are the i j s. Note also that every i j has a 1234 subscript property in some order, and, therefore, there are only three different ones. If one examines the matrix solution carefully, one finds that it is quasi-symmetric, although, in some cases, one must go back to the definitions of the functions. It is readily apparent also that the matrix is singular since the sum of the rows is zero. The solution matrix can also be written in the form N sy c

is1

dx i dz

s0 with wi j sy x i X j q x i

x.

w wi j x

dx dz

where A is chosen and the functions X i x . and i j are chosen and are defined below N sy where the matrix W is c

xl q xm Di j D lm

; i/ j/ l / m, ; s / j/ l / m.

x.

dx dz

8.

wii s 1y x i . X i q x i

s

xl q xm Di s D lm

1y x 1 . X 1 q 1

y x 2 X 1 q 23 q 24 y x 3 X 1 q 32 q 34 y x 4 X 1 q 42 q 43 AIChE Journal

y x 1 X 2 q 13 q 14

y x 1 X 3 q 12 q 41 y x 2 X 3 q 21 q 42

y x 1 X 4 q 21 q 31 y x 2 X 4 q 12 q 32 y x 3 X 4 q 13 q 23

1y x 2 . X 2 q 2

y x 3 X 2 q 31 q 43 y x 4 X 2 q 41 q 34

1y x 3 . X 3 q 3

y x 4 X 3 q 14 q 24

1y x 4 . X 4 q 4

817

If we were to assume that all the diffusivities were the same, then D 2 wi j sy x i

s/ j

x s q xi x s ; i/ j,

s/ i s/ j

Using the expression for the Cramer denominator given by Eq. 7, we can produce some other interesting results. If we examine x ., in particular, the last three rows and the last three columns, we see that row two in the last three elements may be written x 2rD 12 . X 1, while the third and the fourth rows the last three elements. become x3 D 13 X1 q x4 D 14 X1 .

2 1y x 1 2 y x1 2 1y x 2 2 y x1 2 y x2 2 y x1 2 y x2

N sy cD

2 y x2

dx dz

x.s

,

x2 D 12

x3 D 13

x4 D 14

X1 q

12 q 21

D 12 q

2 x1

y y N sy cD dx dz ,

2 x3 2 x4

y y

2 x3 2 x4

1y y

2 x3

2 x3 2 x4

2 x4

1y

13 q 31

D 13

14 q 41

D 14

D 12 D 13 D 14

13.

and so singularity is preserved. Because we wish to simplify, if possible, the quaternary problem we will spend some time now on the structure of what we have already established. Some surprising solutions will surface. For example, if we examine the Cramer denominator Eq. 7., we discover that it has the form

Now, to find a similar representation involving X 2 , we look at the first, third, and fourth rows, and first, third, and fourth columns, and, proceeding as above, one obtains

x.s

x1 D 21

x3 D 23

x4 D 24

X2 q

21 q 12

D 21 q

2 x2

23 q 32

D 23

24 q 42

D 24

x.

s

2 x1

D 21 D 23 D 24

14.

x1 x 2 D 12 D 13 D 24

x1 x 3 D 12 D 13 D 34

x1 x 4 D 12 D 14 D 34

D 12 D 13 D 14 q x 2 x1 D 14 D 21 D 32 q x 3 x1 D 13 D 14 D 23 q x 4 x1 D 13 D 14 D 24 q q q

The expansion in terms of X 3 follows from the elements of the first, second, and fourth columns, and first, second, and fourth rows. One obtains

2 x2

x2 x3 D 12 D 23 D 34

x2 x4 D 12 D 24 D 34

D 12 D 24 D 23 x3 x2 D 13 D 24 D 32 x4 x2 D 14 D 23 D 24 q q

x.s

2 x3

x3 x4 D 13 D 24 D 34

x1 D 31

x2 D 32

x4 D 34

X3 q

13 q 31

D 31 q

2 x3

D 13 D 23 D 34 x4 x3 D 14 D 23 D 34 q

23 q 32

D 32

34 q 43

D 34

2 x4

D 31 D 32 D 34

15.

D 14 D 24 D 34

11 .

where we use the commonality of some species in each row and each column, and, if we look at this a little more closely, we can, using the i j functions defined before, write

The expansion in terms of X 4 follows from the elements of the rows and columns in the upper lefthand corner and is

x.s

x1 D41

x2 D42

x3 D43

X4 q

14 q 41

D41 q

2 x4

x.s

2 x1

12

D 12

13

D 13 q

14

D 14 q

24 q 42

D42

34 q 43

D43

16.

D 12 D 13 D 14

21

D 21

2 x2

23

D 23

24

D 24

D 12 D 23 D 24 q

31

D 31

32

D 32

2 x3

q

2 x4

34

D 34

We see also that there is a systematic scheme for the above relations. The expansions in terms of X 1 and X 4 are made directly from x .. The expansion in terms of X 2 and X 3 requires some minor symmetric juggling, more for X 3 than for X 4 .

D 31 D 32 D 34 q

41

D41

42

D42

43

D43

.

12.

With the ternary system by some judicious juggling, we were able to reduce the fundamental equations to equations which AIChE Journal

818

had a linear operator. This is desirable since the operator determines the form of the solution and should enable one to produce a numerical solution, which is less likely to be unstable and to converge more rapidly. With this in mind, we will try to do the same with the quaternary system written in the form c dx dz dx j dz dx dz

y N1 s

x.

X1

y x1 X j

j

q 1

N sy

x.

y Xj

j

xq

17.

y N1 x . c s w 1y x 1 . X 1 q 1 x dx 3 dz dx 1 dz y w x 1 X 2 y 13 y 14 x dx 4 dz dx 2 dz

where X is the diagonal matrix with X i on the i th term of the diagonal and where we note that the quasi-symmetry in in the second matrix which contains the functions belonging to i j

y w x 1 X 3 y 12 y 41 x

y w x 1 X 4 y 21 y 31 x

1 23 q 24 s 32 q 34 42 q 43

13 q 14 2 31 q 43 41 q 34

12 q 41 21 q 42 3 14 q 24

21 q 31 12 q 32 13 q 32 4 1 2 s , 3 4

This equation is not as mean as it looks for all of the i j s and jis contain an x 1. A little juggling with the formula dx j dz

s0

18 .

y N1 x . c

s w 1y x 1 . X 1 x

dx 1 dz

y x 1 X 2 q 12 . dx 3 dz

dx 2 dz dx 4 dz .

y x 1 X 3 q 13 .

y x 1 X 4 q 14 .

s 1

x 2 x 3qx 4 . 1234 x 3 x 2qx 4 . 1324 x 4 x 2qx 3 . 1423 x 1 x 3qx 4 . 1234 x 1 x 2qx 4 . 1324 x 2 x 1qx 4 . 1423 x 1 x 2qx 3 . 1423 x 2 x 1qx 3 . 1324 x 3 x 1qx 2 . 1234

Notice what one would call 11 s 0 and we have the following for N1, N2 , N3 , and N4

12 s 12 q 21 q 31 q 41 , 13 s 13 q 31 q 14 q 21 , 14 s 14 q 41 q 12 q 13 , 11 s 0, 31 s 31 q 13 q 23 q 43 ,

21 s 21 q 12 q 32 q 42 , 23 s 23 q 32 q 12 q 24 , 24 s 24 q 42 q 23 q 21 , 22 s 0, 41 s 41 q 14 q 34 q 24 , 42 s 42 q 24 q 43 q 14 , 43 s 43 q 34 q 41 q 42 , 44 s 0.

2

x 3 x 1qx 4 . 1423 x 4 x 1qx 3 . 1324

3

x 4 x 1qx 2 . 1234

19.

where in the denominator we have only written the subscripts of Di j D lm. In an effort to obtain a simpler representation of the inversion given by Eq. 8 we will use Eq. 17 in a form by writing

32 s 32 q 23 q 34 q 13 , 34 s 34 q 43 q 31 q 32 , 33 s 0,

and also y x 1 X 2 y 12

1y x 1 . X 1

y N x . s c y x 2 X 1 y 21 y x 3 X 1 y 31 y x 4 X 1 y 41

y x 1 X 3 y 13 y x 2 X 3 y 23

y x 1 X 4 y 14 y x 2 X 4 y 24 y x 3 X 4 y 34 dx dz .

1y x 2 . X 2

y x 3 X 2 y 32 y x 4 X 2 y 42

1y x 3 . X 3

y x 4 X 3 y 43

1y x 4 . X 4

AIChE Journal

819

The nondiagonal terms have a connection with the Cramer determinant when multiplied by the symmetric matrix

and we assume that there is equimolar diffusion. While the method is applicable to n species, our illustration will be for four. The equations to be treated are Eq. 1 dx dz

1 1 D 12 1 D 13 1 D 14

1 D 12 1 1 D 23 1 D 24

1 D 13 1 D 23 1 1 D 34

1 D 14 1 D 24 1 D 34 1 dx i d c

s Bx ,

0- z - l, x l . s xl .

x 0. s x 0 ,

B is given in Eq. 1. We cast these equations in dimensionless form using the standard notation; then, we have Z j x i y Zi X j

s

j

i j

;

i/ j, Nj l cD

However, taking the sum of the rows in the product does not have the desired result which occurred with the ternary systems because the unity terms on the diagonal do not disappear and so a relation analogous to Eq. 6 does not result. In addition, the above process, which looks so promising, introduces a substantial number of other terms, and, while there is some redundancy which could be removed, the overall result is not much simpler and does not reduce to a simple linear operator as in the ternary system.

i j s

Di j D

i j s ji ;

Zj s

where D is normally one of the Di j . We write these equations in the form where A is defined below. dx d

s Ax ,

x 0. s x 0 ,

20.

Solutions of the 1-D diffusion problem have been presented for the Stefan-Maxwell equations, the best known, as mentioned earlier, being that developed by Krishna and Standard 1976., which involve the solution of the set of equations treated as ordinary differential equations in the mol fractions x i for fixed values of the fluxes. To determine the fluxes, this set of equations then must be solved by some numerical procedure. This has apparently produced in some cases instability and some nonconvergence, and has been studied by Taylor Taylor and Webb, 1981; Taylor, 1982. who has, in addition, developed some interesting and useful results in a series of papers referenced in his book. The purpose of this section is then to present a numerical solution method for the standard 1-D multicomponent diffusion problem with specified boundary values at z s 0 and z s l for all species. The fluxes will be constant and unknown,

21.

In the matrix A there are n unknown values of Zi which are constant and Zi s 0. Our problem is to determine the set Zi4 from the equation x l s exp A . x 0 .

i

22.

In order to solve this equation we will develop a different representation for A , which follows

Z2

12

Z3

13

Z4

14

Z1

Z1

12

q Z4

Z1

13

Z2

Z1

14

Z2

y As y

Z2

21

Z3

21

Z3

23

24

Z1

23

q Z4

24

Z3

31

Z4

Z3

32

Z4

31

Z2

23.

Z3

32

34

Z1

34

q

41

42

Z4

43

41

Z2

42

43

820

AIChE Journal

We shall decompose A into a sum of matrices which makes use of the linearity in the Zi4; so 1 y 1 y 1 y

25.

0 0 As 0 0

12

1

13

0 1

14

0 Z1 0 1

To find the first set of Zis we set s x l and s 1 so x l y x 0 s Zi A i x 0 This is a singular set of algebraic equations in the Zi , so we replace the last equation by Zi s 0. Let us call the solution so obtained Zi0 4. We then consider the set of differential equations dx 1 s A0 x1 ; x 1 0 . s x 0

12

0 0

13

0 1

14

0 0 0 0 y 0 1 y 0 1

12

1 y q 0 0 1

26.

12

23

1

24

0 1

This set of equations is also singular so that we will substitute x i s1 for the last equation, giving the solution Z2

i

23

0

24

0 0 0 0 y 0 0 1 Z3

13

0 q y 1

0 1

and substitute this into the solution to obtain x s exp A . exp y A 0 . x 1 which we treat as before, keeping only the first-order term in the expansion of the exponential to give s I q A i Zi y Zi0 . x 1 and at s 1, we obtain

23

1 y

13

0 1

23

0

34

1

34

0 0 1 0 0 Z4 0 0

14

0 q 0 1 y y

0 1

x l y x 1 s A i Zi y Zi0 . x 1

27.

24

0 1

24 .

34

1 y

which is a new set of linear simultaneous algebraic equations for Zi4, which we treat as before. Call the solution Zi14 which we use in dx 2 d s A1 x 2 ; x 2 0. s x 0

14

24

34

. x0 x 2 s exp A1

and as before

Each of the A i is singular and each has very simple eigenvalues.. We consider now Eq. 20, 21, and 22 and the general procedure will involve a sequence of paired steps. Approximate values for the fluxes Zi will be found by solving a set of linear simultaneous algebraic equations obtained by keeping only the first term of the exponential solution. This step will be followed by solving the differential equation Eq. 21 with the values of Zi so obtained. If we keep only the first term of AIChE Journal

and, with s 1, s x l , we solve for a new set of Zi2 4. The procedure then repeats itself with equations A k s A i Zik , d x kq 1 d s A k x kq 1 ; x kq 1 0 . s x 0 ,

k

sure that the local truncation error is kept within a specified bound. It consists of using a Runge-Kutta method with local truncation error of order five to estimate the local error in a Runge-Kutta method of order four and then adjusting the step size to keep the local error within a specified bound; in our examples the tolerance was 10y5. In the examples to follow it took less than 20 iterations to have a convergent result. The scheme is very robust.

lim x k 1 . s x l . This is taken directly from Taylor and Krishna 1993, p. 103.. Components are hydrogen 1., nitrogen 2., and carbon dioxide 3.. Diffusion path length l s 85.9 mm Temperature s 35.2C At z s 0, x 10 s 0.00000 x 20 s 0.50086 x 30 s 0.49914 At z s l , x 1 l s 0.50121 x 2 l s 0.49879 x 3 l s 0.00000

The scheme described above can best be thought of as a quasi-Newton scheme for the nonlinear equation F Z . s exp AZ . x 0 ; F: R4 Rs4

Returning to Eq. 27, we see that our wish is to solve F Z. s x l . If we apply Newtons method with an initial estimate Z 0 s 0 , we find that F 0 . s w A1 x 0 A 2 x 0 A 3 x 0 A 4 x 0 x Forgetting for the moment the problem of invertability, we see that the next approximation to Z is Z1 s F 0 .

y1 X

2 y6

12 s 1 13 s 0.8163 23 s 0.20168

D 23 s 16.8 m rs =10

2

y6

xl y x0 .

Total concentration c s 39.513 molrm3 Zi s 26.087 Ni Figure 1 shows the composition profiles, and, as stated by Taylor and Krishna, the nitrogen flux is substantially higher

yielding x 1 s F Z1 .. At the next step in Newtons method, one needs to compute F X Z1 .. Our method approximates F X Z n . by

w A1 x n A 2 x n A 3 x n A 4 x n x .

How well this latter approximates F X Z n . can be shown to depend on how well exp A Z q Z n . . x 0 is approximated by exp AZ . exp AZ n . x 0 for small Z. Since matrix exponentials do not commute unless the respective matrices commute, we would expect that how well this approximation works depends on the size of commutators of AZ nq 1 and AZ n . In the implementation of the quasi-Newton method we have applied the Runge-Kutta-Fehlberg method, described in Burden and Faires 2001., to solve the set of equations d x kq 1 d s A k x kq 1 , 0 - - 1,

x kq 1 0 . s x 0 for each k , k s 1, 2, 3, . . . . This method adapts the number and position of the nodes used in the approximation to en822

Fig. 2a 2b 2c x 10 0.55 0.55 0.55 x 20 0.05 0.05 0.05 x 30 0.40 0.40 0.40 x1 l 0.01 0.10 0.01 x2 l 0.45 0.72 0.98 x3l 0.54 0.18 0.01

than one would anticipate from the gross gradient. In fact, the flux of nitrogen approaches that of the flux of carbon dioxide. The profiles show some curvature and are strictly monotonic. Here we had to solve Eq. 26 reversely by starting at s 1.

Example 2

This is also chosen from Example 4.2.4 of Taylor and Krishna and illustrates the effect on the solution of changes in boundary compositions with hydrogen 1., nitrogen 2., and carbon dichloride difluoride 3.. The pairwise diffusion coefficients are D 12 s 77.0 m2rs=10y6 D 13 s 33.1 m2rs=10y6 D 23 s 8.1 m2rs=10y6

Figure 2b. Abnormal flux in component three.

The different cases considered are given in Table 2. While Figure 2a is a normal case in the sense that the fluxes are in the directions expected, they are somewhat different than expected. Figure 2b is an abnormal case since it appears that the flux of component three is the reverse of the direction. Figure 2c is a really abnormal case since it shows that component three, in spite of having a large superficial gradient, has almost no flux and substantial profile curvature.

Example 3

This is an eight component case in which the relative pairwise diffusivities vary by about a factor of seven and there are 28 of them. The boundary values are given in Table 3 and the numerical results are in Figure 3. This is a relatively normal case since the fluxes are in the same direction as their superficial values. It may be said,

Figure 2a. Fluxes that are normal, but with surprising values. AIChE Journal

, xi s0 s1

x1 0.30 0.05 x2 0.35 0.00 x3 0.05 0.00 x4 0.05 0.10 x5 0.10 0.00 x6 0.15 0.25 x7 0.00 0.10 x8 0.00 0.50

however, that while the superficial flux of x 8 is greater in absolute value than that of x 1, the actual flux is less. The profiles show some curvature, but most appear to be relatively straight lines between boundary values, except that of x 8 . The chemical species used in these calculations were H2 1., O 2 2., N2 3., CO 4., CO 2 5., CH4 6., C2 H4 7., and C2 H6 8.. Many of the pairwise coefficients were calculated using the Fuller-Schettler-Giddings Fuller et al., 1966. scheme or were those listed in the same source.

Example 4

This is a six component case with H2 1., O 2 2., N2 3., CO 4., CO 2 5., and CH4 6., so there are 15 pairwise diffusion coefficients with a spread of values of over 11. There are no real surprises here with the possible exception that the flux of x 5 is negative, as seen in Figure 4. Otherwise, curvature in minimal.

if we assume equimolarity of diffusion. The pairwise diffusion coefficients will be D p, q . where D is a function of two variables p and q, pl F q F pg . If c p . dp is the concentration of component p, then

pg

l

Hp

c p . dp s c

We will now consider a slightly different approach in which we assume that the number of components is very large and, in fact, that there is a continuous distribution of components. In order to do this it is easier and, perhaps, even necessary, to change the procedure. With a large number of components, say 60, in order to proceed as earlier, it could be necessary to introduce 1,770 pairwise diffusion coefficients, all of which probably must be estimated by the methods of Fuller et al. 1966.. Let us now consider the problem in which there is a continuous distribution of components, first, in which no species is present in finite amount, and, second, in which some species are present in the finite amount, but the remainder as a continuous distribution. To start this effort, we write the Stefan-Maxwell equations in the form yc dx i dz

n

and c p . dprc s x p . dp, and c is a constant. The StefanMaxwell equations now become

yc

x p. z

s N p.

Hp

pg

l

x q. D p,q.

dq y x p .

Hp

pg

l

N q. D p,q.

dq .

s Ni

js 1 j/ i

xj Di j

y xi

js 1 j/ i

Nj Di j

0- z - l,

i s 1, . . ., N .

28.

If we suppose that p is a component designating variable and x p . dp is the mol fraction of that component in the mixture, then

Hp

pg

l

x p . dp s 1

where pl is the lowest p and pg is the greatest p of the continuous variable, pl F p F pg . The total fluxes of these variables will be N p . dp where

Hp

824

pg

l

N p . dp s 0

Figure 4. Component five with a flat profile and a negative flux. April 2003 Vol. 49, No. 4 AIChE Journal

D pl , pl . c

p,q. s

D p,q. D pl , pl .

z s , l

Now, with a little manipulation, one can discover a different form for this relation with which it is easier to compute. While we will not show a number of possibilities, let us consider one that seems like the best and easiest. If we write

(

Z q.

3

1 q p

3

1 q

2

1 s p

7 r12 7 r12

(

s p

1 p q

7 r6 1r6

1 q 1 q 1r3 q p

7 r6 1r6 2

x p.

y

s Z p.

Hp

pg

l

x q.

p,q.

dq y x p .

Hp

pg

l

p,q.

dq ,

'p q'q /

1 p 1 q 1 r3 w

29.

and, if we assume that we have 1-D steady-state diffusion at constant pressure, we must specify the mol fraction distribution at z s 0 and z s l, or at s 0 and s 1. At s 0 x p . s x 0 p . and at s 1, x p . s x l p .. Having a continuous distribution of components implies that we must have a scheme for determining the pairwise diffusion coefficients for that infinite distribution. One probably would only be interested in such a problem when the mixture has some organized system in its composition. One that comes to mind immediately, of course, is that of a continuous distribution of hydrocarbons. The building blocks of hydrocarbons, in general, vary from C to CH to CH2 with a few CH3s added on. Trying to compute the average CH= is a problem. For saturated hydrocarbons CH= is CH2 ". For unsaturated hydrocarbons CH= will be CH2 . or CH1 ". If we use the Fuller formula Taylor and Krishna, 1993, p. 68. for pairwise diffusion constants we have

7 r12 7 r12

and, if we compute w for values of p and q from p s q s 5 to p s q s 20 in various increments of p and q separately, we will find that the average value of w will be 0.3567 with a standard deviation of 0.0053 and the value of w for p s q is '2 r4 f 0.3536. If in addition we normalize the D p, q . by D pl , pl . then with pl s 6.

pq s

8.09 p

7 r12 7 r12

30.

In cases where we make calculations for a large number of chemical species we will use the above formula for the computation with the pairwise normalized diffusivities. The normalization factor used above is specific to the numerical solutions which will follow where we have used D 6,6..

More Examples

T

7 r4

Di j s c

(

3

1 Mi

i

1 q

3

Mj

2 j

We are now in position to compute with the Stefan-Maxwell equations for the continuous distribution case. We will use a lumped constant model for all of these.

'V q'V /

Example 5

This is a problem in which the continuous distribution is described at the two endpoints by

where Mi and M j are the molecular weights and Vi and Vj are the partial molecular diffusion volumes. For carbon, the appropriate partial diffusion volume is 15.9 and, for hydrogen, it is 2.31. These values come from Taylor and Krishna 1993, p. 69.. For CH2 , the appropriate partial diffusion volume is 20.53. For the average, we would take 20 and for the molecular weight 13.8 p and 20 p for the approximate Vi . The Fuller formula for a hydrocarbon mixture then will be

0

D pi , pj . s c

T 1.75 P

(

3

i

1 pi q

3

1 pj

2 j

1 0; 1 p y12.30y p . ; ~ x p , l . s 444 0;

l

31.

'p q'p /

where we think of p as a continuous variable. We will use only integers in w6, 20x for p x i s x pi , . , i s 1,2,3,...,15,

and, if we choose T s 500 K, P s 500,000 Pa and with c s 1.013=10y2 , D will be in meters squared per second multiply the above by 10y6 .,

p1 s 6, p 2 s 7,..., pi s i q5,..., p15 s 20. The normalization factors above are for fifteen components. For the diffusivities, we use Eq. 30. The boundary values are listed in Table 4 and are computed from the definitions in the problem. The calculations in Figure 5a show what appear to be almost straight lines. If one calculates the difference between these solution curves and the corresponding straight lines, one obtains Figure 5b which shows that this difference 825

D pi , pj . s 36.8

(

3

i

1 pi q

3

1 pj

2 j

=10y 6 m2rs .

'p q'p /

AIChE Journal

Table 4. Boundary Conditions for the 15 Components in Example 5 and Figure 5a.

i x i 0. xi l . pi i x i 0. xi l . pi 1 .1691 0 6 9 .0203 .0721 14 2 .1712 0 7 10 .0055 .1014 15 3 .1624 0 8 11 0 .1261 16 4 .1450 0 9 12 0 .1464 17 5 .1218 0 10 13 0 .1622 18 6 .0951 0 11 14 0 .1734 19 7 .0677 0 12 15 0 .1802 20 8 .0419 .0383 13

for curves with positive slopes are concave negative while those with negative slopes are concave positive, but not by much. It is interesting to determine what happens if one uses random diffusivities between 0.25 and 1.25. The profiles are not discernibly different from those in Figure 5a and the comparison of the fluxes given in Figure 5c with the dots representing the formula diffusivities and the asterisks the random diffusivities case. The random diffusivities range is well outside the physical range of i j .

Figure 5b. Local difference p between computational profiles and straight line profiles.

Example 6

This example is the same as Example 5. However, instead of using 15 components as integers, we will now use 57, but with the same distribution from p s 6 to p s 20 so now i y1 4

the component number. We do this problem primarily to show in Figure 6c that what appear to be straight lines are beginning to look more and more like straight lines when the straight line comparison is made; however, comparison of Figures 5b and 6c shows that the convergence may be slow. In Figure 6d is the plot of flux vs. straight line slope and it appears that k is close to 2r5 so 2 c dx 2 N p . sy D sy cD w x p , l . y x p ,0 . x ; 5 l dz 5 so that the coefficient of diffusion coefficient for this case is 2r5 D where D was the normalizing diffusivity in i j . We will show in the Theoretical section that this is a natural consequence of the continuous distribution case. Figure 6d also indicates that the convergence to straight line profiles may be

pi s 6q

, i s 1,2, . . . ,57.

We must make it known that the normalizations must now be different since in Example 5 we had 15 rectangles over which to sum where now we will have 57. To accommodate this, we will replace 2,365 in Eq. 31 with 8,866 and 444 by 1,661. Note that these have the common ratio of 3.75. The profile structure is given in Figure 6a. In Figure 6b we plot the fluxes vs.

Figure 5a. Fifteen-component case with essentially straight line profiles. 826

Figure 5c. Fluxes for Example 5: formula diffusivities () and randomly chosen diffusivities (U ). AIChE Journal

Figure 6a. Case with 57 components and three different sets of profiles. Figure 6c. Local difference between calculated profiles and linear profiles. slow. Figure 6a is a little confusing since the profiles for 12 F p F 16 do not emanate from the corners and in fact there is a profile among 26 - i - 40 for which it will be almost flat.

The difference is less, but changing slowly.

Example 7

This example is presented to illustrate the case where continuous distribution is augmented by three components which have a finite contribution. With our lumping procedure, this is no more difficult than the others. This time, for the lumping, the continuous distribution will contain 57 species and, with the finite three, we have pi s 6q i y1 4 , i s 1,2, . . . ,57,

angles. We will use the same distribution, but we must modify its application somewhat. At s 0, we will write y pi ,0 . s

pi y2. pi y16. 2 ;

0;

y pi , l . s

pi y12. 30y pi . ;

0;

57 is1

57

We set Sum l s

is1

p58 s 3, p59 s 4, p60 s 5. In this case rather than using integers we will again be using jumps of one-quarter unit from p s 6 to p s 20, hence, approximating the continuous distribution by a finer set of rect-

Figure 6d. Dimensionless slope vs. dimensionless flux showing tendency toward linearity. 827

and with x p58 ,0 . s 0.04; x p59 ,0 . s 0.06; x p60 ,0 . s 0.10; Also x p58 , l . s 0.12, x p59 , l . s 0.02, x p60 , l . s 0.06.

i j s

8.09

r12 pi7r12 p7 j

.25 F i j F 1.

The results of the calculations are presented in Figure 7a, and one immediately notices that the profiles are again straight lines or approximately so. If one makes the same calculations, but this time using diffusivities taken from a random number generator in the interval 0.15 - i j - 1.25, one obtains what appear to be the same profiles. The fluxes vary obviously, depending upon the field of random numbers selected. The dots are the diffusivities chosen from the Fuller formula, while the pluses and asterisks are the two results from different domains of random numbers. The comparison of the three is in Figure 7b. Calculations were also made in order to determine the effect of the continuous domain on the solution profiles for the discrete domain, if any. For a very small continuous domain, the solution for the discrete domain is similar in shape to Figure 7a with slightly curved profiles as before. Changing the diffusion coefficients, such as i j , 58 F i - j F 60, from these values determined by the above formula to strongly different coefficients such as, the ones used in Example 2. produces a strong effect on the solution profiles for the discrete domain with little or no effect on the solution profiles for the continuous domain.

Figure 7a. Concentration vs. mol fraction with 57 components in the distributed section and three finite compositions.

x x

2

Hp

pg

l

dq s

2 x

Hp

pg

l

dq y

Hp

pg

l

pg

dq l x dq

Hp

pg

l

dq y x

Hp

Theoretical Justification

We have seen in the numerical solutions for the continuous distribution cases that the concentration profiles are straight lines or at least very close to straight lines. This seems like something that should be evident from the equations. Suppose we write Eq. 29 in the form Z p. s y

x p, .

q x p, .

Hp

pg

l

Z q.

p,q.

dq

/

y1

H

x

0 sy

pg

x q, .

pl

p,q.

dq

/

dq

The lefthand side is not dependent upon , so the derivative of the righthand side with respect to must be zero giving

2x

2

Hp

pg

l

dq q

H p

pg

l

x dq q

Hp

pg

l

dq

Hp

pg

l

pg

l

x

yx

Hp

pg

l

dq

Hp

dq

Figure 7b. Dimensionless flux vs. component number with formula based diffusivities and vs. two sets of randomly chosen ones with total of 60 components. AIChE Journal

828

The left hand side is independent of so that differentiation with respect to , and, after some manipulation, using

x

As

Hp

pg

l

dq ;

Hp

pg

l

dq ,

where D is the normalizing diffusivity; for this to be valid, k must be a constant since otherwise the integral sum of the fluxes will not be zero. We see now that the continuous distribution case for the one-dimension diffusion will be

x p, .

y

we obtain

sZ

Hp

pg

l

x q, .

p,q.

dq y x p , .

Hp

pg

l

Z q.

p,q.

dq

yx

A 2x

yx 2

qA 2

3x

y 3

2x A 2 x A

y y

x 2A 2

which holds for 0 - - 1; and x p,0. s f 0 p . and x p,1. s f 1 p . where f 0 and f 1 are prescribed functions of p where each is always non-negative and

pg

l

y A

2x

2A

2

2x

2

s0

Hp

f 0 q . dq s 1, and

Hp

pg

l

f 1 q . dq s 1

which will certainly be equal to zero if x is a linear function of . So, we choose as that linear function x p , . s w x p ,1 . y x p ,0 . x q x p ,0 . . Since now the solution profiles are established, one must check on the fluxes. Substitution of the linear solution in the Stefan-Maxwell equations gives y w x p ,1 . y x p ,0 . x s Z p.

where f i q . dq stands for the mol fraction of component q. We know also that

Hp

pg

l

Z q . dq s 0

Hp

Pg

l

w x q ,1 . y x q ,0 . x q x q ,0 .

dq Z q.

y w x p ,1 . y x p ,0 . . q x p ,0 . x

Hp

pg

1

dq .

pg

l

Z p.

Hp

w x q ,1 . y x q ,0 . x

dq

pg

1

which follows from the basic assumption of component balancing. We also know that p, q . ) 0. The sort of problem in which we are interested is in which the number of molecules per unit of volume is always fixed and constant, and that the reservoirs at s 0 and s 1 are of fixed composition. Because of the fact that the profiles of concentration are straight lines, the problem may be considered to fall into two cases. If f 0 and f 1 have no components in common, then all of the profiles pass through either s 0 or s 1 and have their termini on s 1 or s 0, respectively. On the other hand, if f 0 and f 1 have components in common, the corresponding profile will run from the mol fractions on s 0 to the mol fraction on s 1. The profile will have slope zero if the corresponding mol fractions are also equal as it should be.

y w x p ,1 . y x p ,0 . x Thus

Hp

Z q.

Conclusions

dq s 0 Some of the following problems have been faced in this article successfully and others somewhat less so: 1. The ternary case for the Stefan-Maxwell equations has resulted in a successful inversion and has produced a simpler presentation than might have been expected because of Eq. 6. 2. The quaternary case resulted in the inversion in a quasi-symmetric form and a simpler presentation was not very simple. 3. A numerical scheme was presented which seems to be very robust for an arbitrary number of components with reasonable convergence speed and was used on all examples presented. 4. The case with a continuous distribution of components was solved, and the character of the solution profiles satisfactorily explained. With several components, the solution profiles are very nearly straight lines. The lumping scheme will always give slightly curved solutions. 829

Z p . sy k

Now, since Z and the derivative are both dimensionless, k must be dimensionless and so, reverting to dimensions again kcD dx l d dx dz

N sy

sy kcD

AIChE Journal

Acknowledgment

The work leading to this article was not supported by any alphabetical agencies, either public or private, except the University of Houston whom we applaud. We thank Jiwen He for valuable consultations.

Literature Cited

Burden, R. L., and J. D. Faires, Numerical Analysis, BrooksrCole, Pacific Drove, CA 2001.. Fuller, E. N., P. D. Schettler, and J. C. Giddings, A New Method for Prediction of Binary Gas-Phase Diffusion Coefficients, Ind. Eng. Chem., 58, 19 1966.. Hsu, H. W., and R. B. Bird, Multicomponent Diffusion Problems, AIChE J., 6, 516 1960.. Krishna, R., and G. L. Standard, A Multicomponent Film Model Incorporating an Exact Matrix Method for Solution to the Maxwell-Stefan Equations, AIChE J., 22, 383 1976..

Stewart, W. E., and R. Prober, Matrix Calculation of Multicomponent Mass Transfer in Isothermal Systems, Ind. Eng. Chem. Fundam., 3, 224 1964.. Taylor, R., and R. Krishna, Multicomponent Mass Transfer , Wiley, New York 1993.. Taylor, R., More on Exact Solutions of the Maxwell-Stefan Equations for the Multicomponent Film Model, Chem. Eng. Commun., 14, 361 1982. Taylor, R., and D. R. Webb, Film Models for Multicomponent Mass Transfer Computational Models, Comput. Chem. Eng., 5, 61 1981.. Toor, H. L., Diffusion in Three Component Gas Mixtures, AIChE J., 3, 198 1957.. Toor, H. L., Solution of the Linearized Equations of Multicomponent Mass Transfer, AIChE J., 10, 448 1964..

Manuscript receied July 12, 2002, and reision receied Oct. 10, 2002.

830

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