Numerical aspects of multiionic transport in electrolytic solutions

Kristian Krabbenhoft1 , Peter Pivonka2 , Scott W. Sloan1 & David Smith2

1 Department of Civil Engineering, University of Newcastle, NSW, Australia
2 Department of Civil Engineering, University of Melbourne, VIC, Australia

ABSTRACT: It is shown that the PoissonNernstPlanck (PNP) equations share many features with the well
known advectiondiffusion equation. For this latter equation a large number of stabilization procedures have
been developed. The possibilities of applying these to the PNP equations are explored. In particular the classical
SUPG method is treated in some detail and a complete stabilized finite element formulation including a suitable
iterative procedure is given for the PNP equations.

1 INTRODUCTION of equations including Galerkin approximations (Sub-

section 3.1), iterative procedures (Subsection 3.2)
In recent years the phenomenon of multiionic trans- and stabilization methods (Subsections 3.3, 3.4). A
port in electrolytic solutions and porous materials numerical example dealing with a onedimensional
has received considerable interest in many fields of migration experiment demonstrates the advantages of
engineering.Applications include chloride penetration stabilization. Finally, we draw some conclusions.
through cement paste and concrete (Andrade, Sanjuan,
Recuero, and Rio 1994; Amang, Alexandrova, and
Schaetzel 2003; Samson, Marchand, and Snyder 2 GOVERNING EQUATIONS
2003), contaminant transport through clay soils
(Smith, Pivonka, Jungnickel, and Fityus 2004), and In contrast to standard concentration gradient driven
nutrient transport through biological membranes diffusion, the NernstPlanck model considers also the
(Kuyucak and Bastug 2003) to name a few. A com- transport due to gradients in the electric potential.
mon characteristic of all these materials is the negative Thus, for each species i the flux is given by
(and/or positive) charge on their particle surfaces. Ion
transport driven by gradients of concentration and
electric potential is usually described by the Poisson
NernstPlanck (PNP) system of equations (Cussler
1997).
The solution of these equations has been the sub- where ci is the concentration of the ith species, Di
ject of a number of investigations in the last decade, its diffusivity, zi its valens, F the Faraday constant, R
see e.g. (Kato 1995; Samson, Marchand, Robert, and the universal gas constant, T the absolute temperature
Bournazel 1999; Samson and Marchand 1999; Truc, and the electric potential. Mass conservation of each
Olliviera, and Nilsson 2000). Samson et al. (Samson, ionic species can then be expressed as
Marchand, Robert, and Bournazel 1999) mention that
numerical problems may arise in the vicinity of sharp
gradients concentration and that the finite element
mesh should be refined in these regions in order to
avoid spurious oscillations. However, to our knowl-
edge a systematic numerical investigation of the algo-
rithmic structure of the PNP system has not yet been where I = (1, Ns ) with Ns being the number of species
given. under consideration,  is the spatial domain and the
In this paper we first describe the governing trans- time domain. Furthermore, we have introduced
port equations (Section 2) and discuss some funda-
mental properties of these equations. Section 3 deals
with the algorithmic formulation of the PNP system

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Copyright 2005 Taylor & Francis Group plc, London, UK
Finally the mass conservation equations are supple-
mented with an electric charge conservation equation,
i.e. Poissons equation on the form
where is the permittivity and f the fixed charge
density in the system.
In the following this system of Ns + 1 equations will
be referred to as the PoissonNernstPlanck (PNP)
equations.
2.1 Some basic properties of the PNP equations
The PNP equations appear at first glance to be rel-
atively straight forward to deal with by standard
numerical methods, the only source of nonlinearity
being the term ki ci in (2). The effect of this term
can, however, be rather significant and effectively lend
the system all the common traits of hyperbolicity,
including the problems encountered when applying
standard Galerkin discretizations. To see this, con-
sider the expansion the term (Di ki ) in (2). For
each species i the mass conservation equation is then
given by
where we have named the different terms inspired by
the wellknown advectiondiffusionsorption (ADS)
(or convectiondiffusionreaction) equation, see e.g.
(Codina 1998),
From this equation we identify the diffusivity = Di ,
advective velocity a = ki Di and sorption coef-
ficient si = (ki Di ). If the permittivity is
assumed constant we have
From the two terms comprising this sorption coef-
ficient it is clear that a surplus of negative charge will
make si positive for negatively charged ions and neg-
ative for positively charged ions, and vice versa for a
Copyright 2005 Taylor & Francis Group plc, London, UK
surplus positive charge. Physically, this corresponds to
negatively charged ions being repelled in areas where
there is a surplus negative charge, whereas positively
charged ions are attracted.
In the important special case where only two mono-
valent species, for example Na+ and Cl , are con-
sidered, and is assumed constant, the Poisson
equation is automatically fulfilled (in the steady state,
provided that and Di are constant and f = 0). The
mass conservation equations then decouple into two
separate advectiondiffusion equations with velocities
of opposite sign. Such conditions are often assumed
in onedimensional migration experiments aimed at
determining the diffusivities of cement pastes by
applying a concentration gradient as well as an elec-
tric potential gradient, see e.g. (Andrade, Sanjuan,
Recuero, and Rio 1994; Samson, Marchand, and
Snyder 2003). On the basis of the analogy between
the ADS and PNP equations we define a species Pclet
number, in the onedimensional case as
where lchar is the characteristic length scale of the
system and |ki /zi |  39.0 V1 at 25 C.
In the above mentioned migration experiments on
cement pastes, samples of some 35 cm are typi-
cally used together with an externally applied voltage
difference between the two ends of 1020 V. Under
such conditions the species Pclet number is of order
Pei /zi 400800. These numbers are of a magnitude
similar to those typically encountered in problems of
advectivedispersive contaminant transport in soils.
3 NUMERICAL SOLUTION PROCEDURES
In the following we consider a number of finite ele-
ment approximations to the PNP equations (2), (4).
First the standard Galerkin procedure is applied after
which a stabilized method is discussed.
3.1 Galerkin approximation
The weak form of (2) and (4) can be written as
412
where Wi are the weight functions applied to the Ns
species conservation equations and W is the weight
function used for the charge conservation equation. In
the standard Galerkin approximation all weight func-
tions are interpolated in the same way as the shape
functions, i.e.

and 3.2 Iterative procedure

Inserting these approximations into (9)(10) leads to
the following set of discrete equations
The set of equations (19) is nonlinear by virtue of the
matrices Gi depending on the new state cin+1 . Thus, in
general an iterative procedure must be applied. In the
present work we have chosen the standard Newton
Raphson scheme for this task. Thus, the residual
equations r = 0 are solved by the following sequence
of steps

where
Since most of the residual equations are in fact linear
the Jacobian J =  r/x is easily computed analyti-
cally. Assume that the matrices Gi are computed using
Gauss integration, i.e.

and

We then have the subJacobian

with B = N.
Using the backward Euler scheme for the tempo-
ral discretization, the fully discretized set of equations
read which is obviously unsymmetric. The total Jacobian is
given by

where

This set of equations can be organized in matrix

form as

3.3 Stabilized discretization ADS

where x = [c1 , . . . , cNs , ]. For Ns = 2 we have
T Consider the multidimensional advectiondiffusion
equation of the form

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subject to the boundary and initial conditions
where n is the outward directed unit normal vector at
the boundary.
The SUPG formulation can be written as (Codina
1998; Brooks and Hughes 1982; Tezduyar and Osawa
2000)
where for each element e = 1, . . . , Nel a stabilization
term S e is added to the standard Galerkin weak form.
The SUPG method is consistent in the sense that sta-
bilization term vanishes when the exact solution is
substituted into (30). Thus, a large number of differ-
ent stabilization terms are possible. The SUPG method
uses the following one
Thus, the stabilization term vanishes when either = 0
(in which case the standard Galerkin formulation is
retrieved) or the original governing equation (28) is
fulfilled. Using lowerorder elements such that .
() = 0, and further invoking the fluid continuity
equation a = 0 we have
If the standard finite element approximations are
substituted into the above, the following discrete
stabilization terms are obtained
and the stabilized finite element equations are given by
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Copyright 2005 Taylor & Francis Group plc, London, UK
where
and f defines the boundary conditions. Thus, the
SUPG formulation not only stabilizes the convective
term by addition of artificial diffusion, but also adds
a contribution to the mass matrix, which in transient
simulations greatly improve the results.
The parameter (which, due to its dimension, is
often referred to as the intrinsic time) remains to be
specified. In the onedimensional case the choice
can be shown to yield nodally exact results in the steady
state case. In the multidimensional case, the straight
forward extension from the onedimensional case is
employed, perhaps with some modification to ensure
optimal temporal accuracy.
3.4 Stabilized discretization PNP
Use of the analogy between the advection-diffusion
equation and the NernstPlanck equations, i.e.
a = ki Di , the following stabilization term can be
derived from Eqn. (30):
where we have again assumed linear elements such
that second order derivatives vanish. In practice, linear
(and possibly bi/trilinear) elements are almost always
used; see, however, (Codina 1993) for a discussion
of a stabilized quadratic finite element formulation.
The stabilized mass conservation equations can then
be written as

Downstream compartment
Upstream compartment
where

Sample +

and

0 x

Figure 1. Migration test: experimental setup.

Table 1. Diffusion coefficients (1011 m2 /s).

With regard to , the main problem is that Na+: 1.33

a = ki Di is not constant and the SUPG stabi- OH : 5.27
K+ : 1.96
lization thus introduces an additional nonlinearity. Cl : 2.03
Although it is not impossible to derive the Jacobian
analytically, it can be expected that a numerical deriva-
tion will be more efficient.
Table 2. Boundary concentrations (mmol/L).

x=0 x = 40 mm
3.5 A stabilized finite difference type scheme
The major contributor to instabilities is the term Na+ : 0.0 300.0
OH : 300.0 300.0
K+ : 800.0 0.0
Cl : 500.0 0.0

If the one dimensional case the single element repre-

sentation of the term can be written as
4 EXAMPLE

To illustrate the effects of stabilization, we consider the

where c is some representative concentration. It
can be shown, (Forsyth and Kropinski 1997), that a
requirement for monotone solutions is that
Suppose now that
Thus, by enforcing the monotonicity condition (46) a
suitable weighting point can be determined.
one dimensional migration test. This test is commonly
used to determine diffusion coefficient of cement
pastes. The setup is shown in Figure 1. The upstream
compartment contains a mixture of 500 mmol/L KCl
and 300 mmol/L KOH whereas the downstream com-
partment contains a 300 mmol/L solution of NaOH.
The concentration boundary conditions are then as
indicated in Table 1. The diffusion coefficients of the
different ions are given in Table 2. The sample has
a length of 40 mm and the externally applied poten-
tial difference is 14 V. This setup is similar to the one
considered by (Samson, Marchand, and Snyder 2003).
We use 40 linear elements to discretize the
sample which leads to a cell Pclet number of
Pe = 12 uh/D = 12 39 14/40 = 6.8. In Figure 2 the

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 the same techniques can be used for the two sets of
800 Pseudo-exact equations. Future work will focus on extension to
Numerical multiple dimensions and suitable strategies for the
700
Concentration (mmol)

transient case, e.g. lumped versus consistent mass

600 matrices, optimal stabilization parameters, etc.
500
400
REFERENCES
300
200 Amang, D., S. Alexandrova, and P. Schaetzel (2003). The
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Distance (mm) Calculation of chloride diffusivity in concrete from migra-
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Distance (mm)
Figure 3. Steady state chloride concentration distribution
using SUPG stabilized formulation.
steady state distribution of chloride as determined
using the standard Galerkin is shown. As refer-
ence, a pseudoexact solution, computed using 10,000
elements, is also shown. As expected the standard
Galerkin method leads to significant oscillation near
the downstream end. These oscillations will of course
also be transferred to the flux which is used to compute
the effective diffusion coefficient.
In Figure 3 the results from the SUPG stabilized
formulation are shown, again using 40 linear ele-
ments. As seen the benefits of the stabilization are
significant with practically all oscillations having been
eliminated.
5 CONCLUSIONS
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