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APPLIED PARAMETER ESTIMATION FOR

CHEMICAL ENGINEERS

Copyright 2001 by Taylor & Francis Group, LLC

APPLIED PflRflMETER ESTIMATION FOR CHEMICAL ENGINEERS


Peter Englezos
University of British Columbia Vancouver, Canada

Nicolas Kalogerakis
Technical University of Crete Chania, Greece

MARCEL

MARCEL DEKKER, INC.

NEW YORK BASEL

Copyright 2001 by Taylor & Francis Group, LLC

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CHEMICAL INDUSTRIES

A Series of Reference Books and Textbooks

Consulting Editor HEINZ HEINEMANN

1. Fluid Catalytic Cracking with Zeolite Catalysts, Paul B. Venuto and E. Thomas Habib, Jr. 2. Ethylene: Keystone to the Petrochemical Industry, Ludwig Kniel, Olaf Winter, and Karl Stork 3. The Chemistry and Technology of Petroleum, James G. Speight 4. The Desulfurization of Heavy Oils and Residua, James G. Speight 5. Catalysis of Organic Reactions, edited by William R. Moser 6. Acetylene-Based Chemicals from Coal and Other Natural Resources, Robert J. Tedeschi 7. Chemically Resistant Masonry, Walter Lee Sheppard, Jr. 8. Compressors and Expanders: Selection and Application for the Process Industry, Heinz P. Bloch, Joseph A. Cameron, Frank M. Danowski, Jr., Ralph James, Jr., Judson S. Swearingen, and Marilyn E. Weightman 9. Metering Pumps: Selection and Application, James P. Poynton 10. Hydrocarbons from Methanol, Clarence D. Chang 11. Form Flotation: Theory and Applications, Ann N. Clarke and David J. Wilson 12. The Chemistry and Technology of Coal, James G. Speight 13. Pneumatic and Hydraulic Conveying of Solids, O. A. Williams 14. Catalyst Manufacture: Laboratory and Commercial Preparations, Alvin B. Stiles 15. Characterization of Heterogeneous Catalysts, edited by Francis Delannay 16. BASIC Programs for Chemical Engineering Design, James H. Weber 17. Catalyst Poisoning, L. Louis Hegedus and Robert W. McCabe 18. Catalysis of Organic Reactions, edited by John R. Kosak 19. Adsorption Technology: A Step-by-Step Approach to Process Evaluation and Application, edited by Frank L. Slejko 20. Deactivation and Poisoning of Catalysts, edited by Jacques Oudar and Henry Wise 21. Catalysis and Surface Science: Developments in Chemicals from Methanol, Hydrotreating of Hydrocarbons, Catalyst Preparation, Monomers and Polymers, Photocatalysis and Photovoltaics, edited by Heinz Heinemann and Gabor A. Somorjai 22. Catalysis of Organic Reactions, edited by Robert L. Augustine
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23. Modern Control Techniques for the Processing Industries, T. H. Tsai, J. W. Lane, and C. S. Lin 24. Temperature-Programmed Reduction for Solid Materials Characterization, Alan Jones and Brian McNichol 25. Catalytic Cracking: Catalysts, Chemistry, and Kinetics, Bohdan W. Wojciechowski and Avelino Corma 26. Chemical Reaction and Reactor Engineering, edited by J. J. Carberry and A. Varma 27. Filtration: Principles and Practices, Second Edition, edited by Michael J. Matteson and Clyde Orr 28. Corrosion Mechanisms, edited by Florian Mansfeld 29. Catalysis and Surface Properties of Liquid Metals and Alloys, Yoshisada Ogino 30. Catalyst Deactivation, edited by Eugene E. Petersen and Alexis T. Bell 31. Hydrogen Effects in Catalysis: Fundamentals and Practical Applications, edited by Zoltan Paal and P. G. Menon 32. Flow Management for Engineers and Scientists, Nicholas P. Cheremisinoff and Paul N. Cheremisinoff 33. Catalysis of Organic Reactions, edited by Paul N. Rylander, Harold Greenfield, and Robert L. Augustine 34. Powder and Bulk Solids Handling Processes: Instrumentation and Control, Koichi linoya, Hiroaki Masuda, and Kinnosuke Watanabe 35. Reverse Osmosis Technology: Applications for High-Purity-Water Production, edited by Bipin S. Parekh 36. Shape Selective Catalysis in Industrial Applications, N. Y. Chen, William E. Garwood, and Frank G. Dwyer 37. Alpha Olefins Applications Handbook, edited by George R. Lappin and Joseph L. Sauer 38. Process Modeling and Control in Chemical Industries, edited by Kaddour Najim 39. Clathrate Hydrates of Natural Gases, E. Dendy Sloan, Jr. 40. Catalysis of Organic Reactions, edited by Dale W. Blackburn 41. Fuel Science and Technology Handbook, edited by James G. Speight 42. Octane-Enhancing Zeolitic FCC Catalysts, Julius Scherzer 43. Oxygen in Catalysis, Adam Bielanski and Jerzy Haber 44. The Chemistry and Technology of Petroleum: Second Edition, Revised and Expanded, James G. Speight 45. Industrial Drying Equipment: Selection and Application, C. M. van't Land 46. Novel Production Methods for Ethylene, Light Hydrocarbons, and Aromatics, edited by Lyle F. Albright, Billy L. Crynes, and Siegfried Nowak 47. Catalysis of Organic Reactions, edited by William E. Pascoe 48. Synthetic Lubricants and High-Performance Functional Fluids, edited by Ronald L. Shubkin 49. Acetic Acid and Its Derivatives, edited by Victor H. Agreda and Joseph R. Zoeller 50. Properties and Applications of Perovskite-Type Oxides, edited by L. G. Tejuca and J. L. G. Fierro

Copyright 2001 by Taylor & Francis Group, LLC

51. Computer-Aided Design of Catalysts, edited by E. Robert Becker and Carmo J. Pereira 52. Models for Thermodynamic and Phase Equilibria Calculations, edited by Stanley I. Sandier 53. Catalysis of Organic Reactions, edited by John R. Kosak and Thomas A. Johnson 54. Composition and Analysis of Heavy Petroleum Fractions, Klaus H. Altgelt and Mieczyslaw M. Boduszynski 55. NMR Techniques in Catalysis, edited by Alexis T. Bell and Alexander Pines 56. Upgrading Petroleum Residues and Heavy Oils, Murray R. Gray 57. Methanol Production and Use, edited by Wu-Hsun Cheng and Harold H. Kung 58. Catalytic Hydroprocessing of Petroleum and Distillates, edited by Michael C. Oballah and Stuart S. Shih 59. The Chemistry and Technology of Coal: Second Edition, Revised and Expanded, James G. Speight 60. Lubricant Base Oil and Wax Processing, Avilino Sequeira, Jr. 61. Catalytic Naphtha Reforming: Science and Technology, edited by George J. Antos, Abdullah M. Aitani, and Jose M. Parera 62. Catalysis of Organic Reactions, edited by Mike G. Scares and Michael L. Prunier 63. Catalyst Manufacture, Alvin B. Stiles and Theodore A. Koch 64. Handbook of Grignard Reagents, edited by Gary S. Silverman and Philip E. Rakita 65. Shape Selective Catalysis in Industrial Applications: Second Edition, Revised and Expanded, N. Y. Chen, William E. Garwood, and Francis G. Dwyer 66. Hydrocracking Science and Technology, Julius Scherzer and A. J. Gruia 67. Hydrotreating Technology for Pollution Control: Catalysts, Catalysis, and Processes, edited by Mario L. Occelli and Russell Chianelii 68. Catalysis of Organic Reactions, edited by Russell E. Malz, Jr. 69. Synthesis of Porous Materials: Zeolites, Clays, and Nanostructures, edited by Mario L. Occelli and Henri Kessler 70. Methane and Its Derivatives, Sunggyu Lee 71. Structured Catalysts and Reactors, edited by Andrzei Cybulski and Jacob Moulijn 72. Industrial Gases in Petrochemical Processing, Harold Gunardson 73. Clathrate Hydrates of Natural Gases: Second Edition, Revised and Expanded, E. Dendy Sloan, Jr. 74. Fluid Cracking Catalysts, edited by Mario L. Occelli and Paul O'Connor 75. Catalysis of Organic Reactions, edited by Frank E. Herkes 76. The Chemistry and Technology of Petroleum, Third Edition, Revised and Expanded, James G. Speight 77. Synthetic Lubricants and High-Performance Functional Fluids, Second Edition: Revised and Expanded, Leslie R. Rudnick and Ronald L. Shubkin
Copyright 2001 by Taylor & Francis Group, LLC

78. The Desulfurization of Heavy Oils and Residua, Second Edition, Revised and Expanded, James G. Speight 79. Reaction Kinetics and Reactor Design: Second Edition, Revised and Expanded, John B. Butt 80. Regulatory Chemicals Handbook, Jennifer M. Spero, Bella Devito, and Louis Theodore 81. Applied Parameter Estimation for Chemical Engineers, Peter Englezos and Nicolas Kalogerakis 82. Catalysis of Organic Reactions, edited by Michael E. Ford

ADDITIONAL VOLUMES IN PREPARATION

The Chemical Process Industries Infrastructure: Function and Economics, James R. Couper, O. Thomas Beasley, and W. Roy Penney Elements of Transport Phenomena, Joel Plawsky

Copyright 2001 by Taylor & Francis Group, LLC

Dedicated to Vangie, Chris, Kelly, Gina & Manos

Copyright 2001 by Taylor & Francis Group, LLC

Preface

Engineering sciences state relations among measurable properties so that a technological system or process can be analyzed mathematically (Ferguson, 1992). The term model is adopted here to refer to the ensemble of equations that describes and interrelates the variables and parameters of a system or process (Basmadjan, 1999). In chemical, biochemical, environmental and petroleum engineering these models are based on the principles of chemistry, physics, thermodynamics, kinetics and transport phenomena. As most engineering calculations cannot be based on quantum mechanics as of yet, the models contain a number of quantities the value of which is not known a priori. It is customary to call these quantities adjustable parameters. The determination of suitable values for these adjustable parameters is the objective of parameter estimation, also known as data regression. A classic example of parameter estimation is the determination of kinetic parameters from a set of data. Parameter estimation is essentially an optimization problem whereby the unknown parameters are obtained by minimizing a suitable objective function. The structure of this objective function has led to the development of particularly efficient and robust methods. The aim of this book is to provide students and practicing engineers with straightforward tools that can be used directly for the solution of parameter estimation problems. The emphasis is on applications rather than on formal development of the theories. Students who study chemical, biochemical, environmental or petroleum engineering and practicing engineers in these fields will find the book useful. The following table summarizes how the book can be used:

Copyright 2001 by Taylor & Francis Group, LLC

Preface

Subject Regression Analysis & Applications Chemical Kinetics & Reactor Design Biochemical Engineering Petroleum Reservoir Engineering Computational Thermodynamics Optimization Methods

Chapters from this book All chapters 1,2,3,4,6,8, 10, 11, 12, 16 1,2,3,4,6,7,8, 11, 12, 17 1,2,3,6,8, 10, 11, 18 1,2,4,8,9, 11,12,14, 15 1,2,3,4,5,6,7,8,9, 10, 11, 12

With this book the reader can expect to learn how to formulate and solve parameter estimation problems, compute the statistical properties of the parameters, perform model adequacy tests, and design experiments for parameter estimation or model discrimination. A number of books address parameter estimation (Bard, 1974; Bates and Watts, 1988; Beck and Arnold, 1977; Draper and Smith, 1981; Gans, 1992; Koch, 1987; Lawson and Hanson, 1974; Seber and Wild, 1989; Seinfeld and Lapidus, 1974; Sorenson, 1980). However, the majority of these books emphasize statistics and mathematics or system identification and signal processing. Furthermore, most of the existing books pay considerable attention to linear and nonlinear regression for models described by algebraic equations. This book was conceived with the idea of focusing primarily on chemical engineering applications and on systems described by nonlinear algebraic and ordinary differential equations with a particular emphasis on the latter. In Chapter 1, the main areas where chemical engineers encounter parameter estimation problems are introduced. Examples from chemical kinetics, biochemical engineering, petroleum engineering, and thermodynamics are briefly described. In Chapter 2, the parameter estimation problem is formulated mathematically with emphasis on the choice of a suitable objective function. The subject of linear regression is described in a succinct manner in Chapter 3. Methodologies for solving linear regression problems with readily available software such as Microsoft Excel and SigmaPlot for Windows are presented with examples. In Chapter 4 the Gauss-Newton method for systems described by algebraic equations is developed. The method is illustrated by examples with actual data from the literature. Other methods (indirect, such as Newton, Quasi-Newton, etc., and direct, such as the Luus-Jaakola optimization procedure) are presented in Chapter 5. In Chapter 6, the Gauss-Newton method for systems described by ordinary differential equations (ODE) is developed and is illustrated with three examples formulated with data from the literature. Simpler methods for estimating parameters in systems described by ordinary differential equations known as shortcut methods are presented in Chapter 7. Such methods are particularly suitable for systems in the field of biochemical engineering. Chapter 8 provides practical guidelines for the implementation of the GaussNewton method. Issues such as generating initial guesses and tackling the issues of overstepping and matrix ill-conditioning are presented. In addition, guidelines
Copyright 2001 by Taylor & Francis Group, LLC

Preface

vii

are provided on how to utilize "prior" information and selecting a suitable weighting matrix. The models described by ODE require special attention to deal with stiffness and enlargement of the region of convergence. Chapter 9 deals with estimation of parameters subject to equality and inequality constraints whereas Chapter 10 examines systems described by partial differential equations (PDE). Examples are provided in Chapters 14 and 18. Procedures on how to make inferences on the parameters and the response variables are introduced in Chapter 11. The design of experiments has a direct impact on the quality of the estimated parameters and is presented in Chapter 12. The emphasis is on sequential experimental design for parameter estimation and

for model discrimination. Recursive least squares estimation, used for on-line data analysis, is briefly covered in Chapter 13. Chapters 14 to 18 are entirely devoted to applications. Examples and problems for solution by the reader are also included. In Chapter 14 several applications of the Gauss-Newton method are presented for the estimation of adjustable parameters in cubic equations of state. Parameter estimation in activity coefficient models is presented in Chapter 15. Chemical kinetics has traditionally been the main domain for parameter estimation studies. Examples formulated with models described by algebraic equations or ODE are presented in Chapter 16. The increasing involvement of chemical engineers in biotechnology motivated us to devote a chapter to such applications. Thus Chapter 17 includes examples from enzyme kinetics and mass transfer coefficient determination in bioreactors. The last chapter (Chapter 18) is devoted to applications in petroleum engineering. Thus the modeling of drilling data is a linear regression problem whereas oil reservoir simulation presents an opportunity to demonstrate the application of the GaussNewton method for systems described by partial differential equations. It is a pleasure to acknowledge those individuals who helped us indirectly in preparing this book: our colleagues Professors L.A. Behie, P.R. Bishnoi, R.A. Heidemann and R.G. Moore and our graduate students who over the years as part of their M.Sc. and Ph.D. thesis have gathered and analyzed data. We sincerely thank Professor Hoffman of the Institute of Technical Chemistry, Friedrich-Alexander University, Germany for providing us with the raw data for the hydrogenation of 3-hydroxypropanol. Professor Englezos acknowledges the support of the University of British Columbia for a sabbatical leave during which a major part of this book was completed. Professor Englezos also acknowledges the support from the Technical University of Crete and Keio University where he spent parts of his leave. Professor Kalogerakis acknowledges the support of the Technical University of Crete in completing this book; Professor Luus for his encouragement and help with direct search procedures; and all his colleagues at the University of Calgary for the many discussions and help he received over the years.
Copyright 2001 by Taylor & Francis Group, LLC

Preface

Finally, both of us would like to sincerely thank our wives Kalliroy Kalogerakis and Evangeline Englezos for their patience and understanding while we devoted many hours to completing this book.

Peter Englezos Vancouver, Canada Nicolas Kalogerakis Chania, Crete

Copyright 2001 by Taylor & Francis Group, LLC

Contents

Preface

1 Introduction 2 Formulation of the Parameter Estimation Problem 2.1 Structure of the Mathematical Model 2.1.1 Algebraic Equation Models 2.1.2 Differential Equation Models 2.2 The Objective Function 2.2.1 Explicit Estimation 2.2.1.1 Simple or Unweighted Least Squares (LS) Estimation 2.2.1.2 Weighted Least Squares (WLS) Estimation 2.2.1.3 Generalized Least Squares (GLS) Estimation 2.2.1.4 Maximum Likelihood (ML) Estimation 2.2.1.5 The Determinant Criterion 2.2.1.6 Incorporation of Prior Information About the Parameters 2.2.2 Implicit Estimation 2.3 Parameter Estimation Subject to Constraints 3 Computation of Parameters in Linear Models - Linear Regression 3.1 The Linear Regression Model 3.2 The Linear Least Squares Objective Function 3.3 Linear Least Squares Estimation 3.4 Polynomial Curve Fitting 3.5 Statistical Inferences

1 7 7 7 11 13 14 15 15 15 15 19 19 19 22 23 23 26 27 29

32

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Contents

3.5.1 Inference on the Parameters 3.5.2 Inference on the Expected Response Variables 3.6 Solution of Multiple Linear Regression Problems 3.6.1 Procedure for Using Microsoft Excel for Windows 3.6.2 Procedure for Using SigmaPlot for Windows 3.7 Solution of Multiresponse Linear Regression Problems

32 33 35 35 42 46

3.8 Problems on Linear Regression 3.8.1 Vapor Pressure Data for Pyridine and Piperidine 3.8.2 Vapor Pressure Data for R142b and R152a
Gauss-Newton Method for Algebraic Models 4.1 Formulation of the Problem 4.2 The Gauss-Newton Method 4.2.1 Bisection Rule 4.2.2 Convergence Criteria 4.2.3 Formulation of the Solution Steps for the Gauss-Newton Method: Two Consecutive Chemical Reactions 4.2.4 Notes on the Gauss-Newton Method 4.3 Examples 4.3.1 Chemical Kinetics: Catalytic Oxidation of 3-Hexanol 4.3.2 Biological Oxygen Demand (BOD) 4.3.3 Numerical Example 1 4.3.4 Chemical Kinetics: Isomerization of Bicyclo [2,1,1] Hexane 4.3.5 Enzyme Kinetics 4.3.6 Catalytic Reduction of Nitric Oxide 4.3.7 Numerical Example 2 4.4 Solutions 4.4.1 Numerical Example 1 4.4.2 Numerical Example 2 Other Nonlinear Regression Methods for Algebraic Models 5.1 Gradient Minimization Methods 5.1.1 Steepest Descent Method 5.1.2 Newton's Method 5.1.3 Modified Newton's Method 5.1.4 Conjugate Gradient Methods 5.1.5 Quasi-Newton or Variable Metric or Secant Methods 5.2 Direct Search or Derivative Free Methods 5.2.1 LJ Optimization Procedure 5.2.2 Simplex Method 5.3 Exercises
Copyright 2001 by Taylor & Francis Group, LLC

46
46

47
49 49 50 52 52
53 55 55 55 56 57 58

60 61 62 64 65 66
67 67 69 71 76 76 77 78 79 81 83

Contents

Gauss-Newton Method for Ordinary Differential Equation (ODE) Models 6.1 Formulation of the Problem 6.2 The Gauss-Newton Method 6.2.1 Gauss-Newton Algorithm for ODE Models 6.2.2 Implementation Guidelines for ODE Models 6.3 The Gauss-Newton Method - Nonlinear Output Relationship 6.4 The Gauss-Newton Method - Systems with Unknown Initial Conditions 6.5 Examples 6.5.1 A Homogeneous Gas Phase Reaction 6.5.2 Pyrolytic Dehydrogenation of Benzene to Diphenyl and Triphenyl 6.5.3 Catalytic Hydrogenation of 3 -Hydroxypropanal (HPA) to l,3-Propanediol(PD) 6.6 Equivalence of Gauss-Newton with Quasilinearization Method 6.6.1 The Quasilinearization Method and its Simplification 6.6.2 Equivalence to Gauss-Newton Method 6.6.3 Nonlinear Output Relationship

84 84

85
88 88 92 93 96

96
98 102 111 111 114 114

7 Shortcut Estimation Methods for ODE Models 7.1 ODE Models with Linear Dependence on the Parameters 7.1.1 Derivative Approach 7.1.2 Integral Approach 7.2 Generalization to ODE Models with Nonlinear Dependence on the Parameters 7.3 Estimation of Apparent Rates in Biological Systems 7.3.1 Derivative Approach 7.3.2 Integral Approach 7.4 Examples 7.4.1 Derivative Approach - Pyrolytic Dehydrogenation of Benzene Practical Guidelines for Algorithm Implementation 8.1 Inspection of the Data 8.2 Generation of Initial Guesses 8.2.1 Nature and Structure of the Model 8.2.2 Asymptotic Behavior of the Model Equations 8.2.3 Transformation of the Model Equations 8.2.4 Conditionally Linear Systems 8.2.5 Direct Search Approach 8.3 Overstepping 8.3.1 An Optimal Step-Size Policy
Copyright 2001 by Taylor & Francis Group, LLC

115 115 116 118


119 120

122
123 129 129

133 133 135 135 135 136 138 139 139 140

Contents

8.4 Ill-Conditioning of Matrix A and Partial Remedies 8.4.1 Pseudoinverse 8.4.2 Marquardt's Modification 8.4.3 Scaling of Matrix A 8.5 Use of "Prior" Information 8.6 Selection of Weighting Matrix Q in Least Squares Estimation 8.7 Implementation Guidelines for ODE Models 8.7.1 Stiff ODE Models 8.7.2 Increasing the Region of Convergence 8.7.2.1 An Optimal Step-Size Policy 8.7.2.2 Use of the Information Index 8.7.2.3 Use of Direct Search Methods 8.8 Autocorrelation in Dynamic Systems

141 143 144 145 146 147 148 148 150 150 152 155 156

Constrained Parameter Estimation 9.1 Equality Constraints 9.1.1 Lagrange Multipliers 9.2 Inequality Constraints 9.2.1 Optimum Is Internal Point 9.2.1.1 Reparameterization 9.2.1.2 Penalty Function 9.2.1.3 Bisection Rule 9.2.2 The Kuhn-Tucker Conditions

158 158 159 162 162 162 163 165 165

10 Gauss-Newton Method for Partial Differential Equation


(PDE) Models 10.1 Formulation of the Problem 10.2 The Gauss-Newton Method for PDE Models 10.3 The Gauss-Newton Method for Discretized PDE Models 10.3.1 Efficient Computation of the Sensitivity Coefficients 167 167 169 172 173

11 Statistical Inferences 11.1 Inferences on the Parameters 11.2 Inferences on the Expected Response Variables 11.3 Model Adequacy Tests 11.3.1 Single Response Models 11.3.2 Multivariate Models 12 Design of Experiments 12.1 Preliminary Experimental Design
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177 177 179 182 182 184 185 185

Contents

12.2 Sequential Experimental Design for Precise Parameter Estimation 12.2.1 The Volume Design Criterion 12.2.2 The Shape Design Criterion 12.2.3 Implementation Steps
12.3 Sequential Experimental Design for Model Discrimination 12.3.1 The Divergence Design Criterion 12.3.2 Model Adequacy Tests for Model Discrimination

187 188 189 190


191 192 193

12.3.3 Implementation Steps for Model Discrimination


12.4 Sequential Experimental Design for ODE Systems 12.4.1 Selection of Optimal Sampling Interval and Initial State for

195
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Precise Parameter Estimation


12.4.2 Selection of Optimal Sampling Interval and Initial State for Model Discrimination 12.4.3 Determination of Optimal Inputs for Precise Parameter Estimation and Model Discrimination 12.5 Examples 12.5.1 Consecutive Chemical Reactions 12.5.2 Fed-batch Bioreactor 12.5.3 Chemostat Growth Kinetics

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200 200 202 202 207 213

13 Recursive Parameter Estimation 13.1 Discrete Input-Output Models 13.2 Recursive Least Squares (RLS) 13.3 Recursive Extended Least Squares (RELS)

218 218 219 221

13.4 Recursive Generalized Least Squares (RGLS)


14 Parameter Estimation in Nonlinear Thermodynamic Models: Cubic
Equations of State 14.1 Equations of State 14.1.1 Cubic Equations of State 14.1.2 Estimation of Interaction Parameters 14.1.3 Fugacity Expressions Using the Peng-Robinson EoS 14.1.4 Fugacity Expressions Using the Trebble-Bishnoi EoS 14.2 Parameter Estimation Using Binary VLB Data 14.2.1 Maximum Likelihood Parameter and State Estimation

223

226 226 227 229 230 231 231 232

14.2.2 14.2.3 14.2.4 14.2.5

Explicit Least Squares Estimation


Implicit Maximum Likelihood Parameter Estimation Implicit Least Squares Estimation Constrained Least Squares Estimation 14.2.5.1 Simplified Constrained Least Squares Estimation

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234 236 236 237
238

14.2.5.2 A Potential Problem with Sparse or Not Well


Distributed Data

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Contents

14.2.5.3 Constrained Gauss-Newton Method for Regression

of Binary VLB Data


14.2.6 A Systematic Approach for Regression of Binary VLB Data 14.2.7 Numerical Results 14.2.7.1 The n-Pentane-Acetone System 14.2.7.2 The Methane-Acetone System 14.2.7.3 The Nitrogen-Ethane System

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242 244 244 245 246

14.2.7.4 The Methane-Methanol System 14.2.7.5 The Carbon Dioxide-Methanol System 14.2.7.6 The Carbon Dioxide-n-Hexane System 14.2.7.7 The Propane-Methanol System 14.2.7.8 The Diethylamine-Water System 14.3 Parameter Estimation Using the Entire Binary Phase Equilibrium Data 14.3.1 The Objective Function 14.3.2 Covariance Matrix of the Parameters 14.3.3 Numerical Results 14.3.3.1 The Hydrogen Sulfide-Water System 14.3.3.2 The Methane-n-Hexane System 14.4 Parameter Estimation Using Binary Critical Point Data 14.4.1 The Objective Function 14.4.2 Numerical Results 14.5 Problems 14.5.1 Data for the Methanol-Isobutane System 14.5.2 Data for the Carbon Dioxide-Cyclohexane System
15 Parameter Estimation in Nonlinear Thermodynamic Models: Activity
Coefficients 15.1 Electrolyte Solutions 15.1.1 Pitzer's Model Parameters for Aqueous Na2SiO3 Solutions 15.1.2 Pitzer's Model Parameters for Aqueous Na2SiO3 - NaOH Solutions 15.1.3 Numerical Results 15.2 Non-Electrolyte Solutions 15.2.1 The Two-Parameter Wilson Model 15.2.2 The Three-Parameter NRTL Model 15.2.3 The Two-Parameter UNIQUAC Model 15.2.4 Parameter Estimation: The Objective Function Problems 15.3.1 Osmotic Coefficients for Aqueous Solutions of KC1 Obtained by the Isopiestic Method

246 246 247 248 250


255 255 257 258

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259 261 261 264 266 266

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268 268 268

270 273 274 276 276 277 278 279 279

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Contents

15.3.2 Osmotic Coefficients for Aqueous Solutions of High-Purity NiCl2

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15.3.3 The Benzene (l)-i-Propyl Alcohol (2) System 281 15.3.4 Vapor-Liquid Equilibria of Coal-Derived Liquids: Binary Systems with Terralin 282 15.3.5 Vapor-Liquid Equilibria of Ethylbenzene (l)-o-Xylene (2) at 26.66 kPa 283

16 Parameter Estimation in Chemical Reaction Kinetic Models 16.1 Algebraic Equation Models 16.1.1 Chemical Kinetics: Catalytic Oxidation of 3-Hexanol 16.1.2 Chemical Kinetics: Isomerization of Bicyclo [2,1,1] Hexane 16.1.3 Catalytic Reduction of Nitric Oxide 16.2 Problems with Algebraic Models 16.2.1 Catalytic Dehydrogenation of sec-butyl Alcohol 16.2.2 Oxidation of Propylene 16.2.3 Model Reduction Through Parameter Estimation in the s-Domain 16.3 Ordinary Differential Equation Models 16.3.1 A Homogeneous Gas Phase Reaction 16.3.2 Pyrolytic Dehydrogenation of Benzene to Diphenyl and Triphenyl 16.3.3 Catalytic Hydrogenation of 3-Hydroxypropanal (HPA) to l,3-Propanediol(PD) 16.3.4 Gas Hydrate Formation Kinetics 16.4 Problems with ODE Models 16.4.1 Toluene Hydrogenation 16.4.2 Methylester Hydrogenation 16.4.3 Catalytic Hydrogenation of 3-Hydroxypropanal (HPA) to 1,3-Propanediol (PD) - Nonisothermal Data

285 285 285 287 288 295 295 297


300 302

302
303

307 314
316 317 318 320

17 Parameter Estimation in Biochemical Engineering Models 322 17.1 Algebraic Equation Models 322 17.1.1 Biological Oxygen Demand 322 17.1.2 Enzyme Kinetics 323 17.1.3 Determination of Mass Transfer Coefficient (kLa) in a Municipal Wastewater Treatment Plant (with PULSAR aerators) 327 17.1.4 Determination of Monoclonal Antibody Productivity in a Dialyzed Chemostat 330 17.2 Problems with Algebraic Equation Models 338 17.2.1 Effect of Glucose to Glutamine Ratio on MAb Productivity in

a Chemostat
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Contents

17.2.2 Enzyme Inhibition Kinetics 17.2.3 Determination of kLa in Bubble-free Bioreactors 17.3 Ordinary Differential Equation Models
17.3.1 Contact Inhibition in Microcarrier Cultures of MRC-5 Cells 17.4 Problems with ODE Models 17.4.1 Vero Cells Grown on Microcarriers (Contact Inhibition) 17.4.2 Effect of Temperature on Insect Cell Growth Kinetics

340 341 344


344

347 347 348

18 Parameter Estimation in Petroleum Engineering 353 18.1 Modeling of Drilling Rate Using Canadian Offshore Well Data 353 18.1.1 Application to Canadian Offshore Well Data 355 18.2 Modeling of Bitumen Oxidation and Cracking Kinetics Using Data from Alberta Oil Sands 358 18.2.1 Two-Component Models 358 18.2.2 Three-Component Models 359 18.2.3 Four-Component Models 362 18.2.4 Results and Discussion 364 18.3 Automatic History Matching in Reservoir Engineering 371 18.3.1 A Fully Implicit, Three Dimensional, Three-Phase Simulator with Automatic History-Matching Capability 371 18.3.2 Application to a Radial Coning Problem (Second SPE Comparative Solution Problem) 373 18.3.2.1 Matching Reservoir Pressure 373 18.3.2.2 Matching Water-Oil Ratio, Gas-Oil Ratio or Bottom Hole Pressure 374 18.3.2.3 Matching All Observed Data 374 18.3.3 A Three-Dimensional, Three-Phase Automatic HistoryMatching Model: Reliability of Parameter Estimates 376 18.3.3.1 Implementation and Numerical Results 378 18.3.4 Improved Reservoir Characterization Through Automatic History Matching 380 18.3.4.1 Incorporation of Prior Information and Constraints on the Parameters 382 18.3.4.2 Reservoir Characterization Using Automatic History Matching 384 18.3.5 Reliability of Predicted Well Performance Through Automatic History Matching 385 18.3.5.1 Quantification of Risk 388 18.3.5.2 Multiple Reservoir Descriptions 388 18.3.5.3 Case Study-Reliability of a Horizontal Well Performance 389

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Contents

References Appendix 1 A. 1.1 The Trebble-Bishnoi Equation of State A. 1.2 Derivation of the Fugacity Expression A. 1.3 Derivation of the Expression for (91nfj/3xj)TiPjX
Appendix 2 A.2.1 Listings of Computer Programs A.2.2 Contents of Accompanying CD A.2.3 Computer Program for Example 16.1.2 A.2.4 Computer Program for Example 16.3.2

391 403 403 403 405

410 410 411 412 420

Index

434

Copyright 2001 by Taylor & Francis Group, LLC