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Advances in Water Resources 25 (2002) 1043–1067

A primer on upscaling tools for porous media

John H. Cushman , Lynn S. Bennethum b, Bill X. Hu c

Center for Applied Mathematics, Math Sciences Building, Purdue University, W. Lafayette, IN 47907, USA
Center for Computational Mathematics, University of Colorado at Denver, Campus Box 170, 1250 14th Street, Suite 600,
P.O. Box 173364, Denver, CO 80217-3364, USA
Desert Research Institute, 755 E. Flamingo Road, Las Vegas, NV 89119, USA
Received 30 October 2001; received in revised form 14 January 2002; accepted 27 May 2002

Over the last few decades a number of powerful approaches have been developed to intelligently reduce the number of degrees of
freedom in very complex heterogeneous environs, e.g. mathematical homogenization, mixture and hybrid mixture theory, spatial
averaging, moment methods, central limit or Martingale methods, stochastic-convective approaches, various other Eulerian and
Lagrangian perturbation schemes, projection operators, renormalization group techniques, variational approaches, space trans-
formational methods, continuous time random walks, and etc. In this article we briefly review many of these approaches as applied
to specific examples in the hydrologic sciences.
Ó 2002 Elsevier Science Ltd. All rights reserved.

1. Introduction scales, and/or between natural scales. To rationally ac-

complish this, numerous researchers have been studying
Owing largely to multiscale heterogeneity in the un- ways to propagate information over this hierarchy of
derlying porous matrix, the physics of fluid mixtures in scales, both functionally and structurally.
porous media are incredibly complex. This is important In this article we briefly categorize and then review a
to all of science and engineering, since given the right number of methods for upscaling over both discrete and
scale of observation, everything is porous. This is espe- continuous hierarchies. To this end we first clarify what
cially true in the hydrologic sciences wherein all geologic is meant by discrete, continuous, structural and func-
formations are porous with heterogeneity evolving over tional within the context of multiscale hierarchical sys-
many orders of magnitude in space and time. tems [25, Section 1]. The meaning of structural hierarchy
Heterogeneity (nonuniformity) gives rise to velocity should be clear; a porous medium possesses structural
fluctuations and pressure excitations over a multitude of hierarchy if it can be decomposed into successively
scales. The manifestations of these fluctuations and ex- nested, interacting physical subunits. The most classic
citations are anomalous flow and transport of fluid example of such a medium is the idealized periodic
mixtures, and anomalous deformation of the underlying system (this is a two-scale structural medium—the unit
matrix itself. One of the primary goals of theoreticians cell is nested within the entirety of the matrix). Func-
involved with natural geological and biological media, tional hierarchy, on the other hand, relates to hierar-
as well as engineered porous media, is to develop ac- chical transport processes within the porous medium.
curate predictive capabilities on a variety of natural Thus functional deals with processes whereas structural
deals with physical subunits. More often than not the
two are intimately connected. As we will see, the up-
scaling procedures for periodic media show directly how
Corresponding author. structural and functional interrelate through small scale
E-mail addresses: (J.H. Cushman), boundary conditions in the cell problem. (L.S. Bennethum), (B.X. It is also possible to distinguish two types of func-
Currently on leave at Department of Molecular and Cellular tional (structural) hierarchies, discrete and continuous.
Biology, 16 Divinity Avenue, Harvard University, Cambridge, MA In a discrete hierarchical medium there are a finite
01238, USA. number of nested subprocesses (subunits), whereas in a
0309-1708/02/$ - see front matter Ó 2002 Elsevier Science Ltd. All rights reserved.
PII: S 0 3 0 9 - 1 7 0 8 ( 0 2 ) 0 0 0 4 7 - 7
1044 J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067

continuous hierarchical medium no clear cut decompo- considered solid. The porosity is the sum of the areas of
sition evinces. In a discrete hierarchical medium, every pixels containing void space divided by the window
hierarchical level has a state space of variables of rele- area, l2 . Clearly, for fixed window size, the porosity is a
vance to that level (e.g. Stokes velocity in the cell prob- function of the resolution and the pixel weighting
lem vs. Darcy velocity in the homogenized system). The scheme. As a side note, the void space is fractal if the
set of variables at a specific level consists of statistical porosity goes to 1 as n ! 1. This suggests that by in-
moments, convolutions, or more general filters of the creasing resolution we can check for a fractal character
variables on the level immediately below. As we succes- of the underlying matrix. Consider another Gedanken
sively move up the discrete hierarchy, we successively experiment in which the camera has fixed resolution, l20 ,
reduce the number of degrees of freedom which control but the window size, l2 , is allowed to vary. Maintain a
the system. The loss of information associated with the common focal point and let l increase from l0 . If a plot
movement up the hierarchy manifests in the appearance of areal porosity against l2 has one or more plateaus
of new constitutive variables at each scale. Provided the with respect to a given resolution of measurement, we
windows of observation associated with experimental say the porous medium has one or more natural scales
apparatus correspond to the natural discrete hierarchy of (asymptotic limits, representative elementary areas,
scales, we may decouple the scales and hence study in- etc.), i.e., it possesses a discrete hierarchy. On the other
formation propagation over scales. hand, if there are no plateaus, we say there are evolving
Continuous hierarchy is associated with extensive heterogeneities with respect to the instrument resolu-
‘‘self-organization’’ which is evident in long-range cor- tion. The former media are homogenizable and in the
relation among dynamic and static properties. As a asymptotic limit have local constitutive relations, while
standard example, fractal media are extremely self-or- the latter are nonhomogenizable and have nonlocal
ganized in that many static and dynamic properties have constitutive relations. To ask if a porous medium pos-
infinite correlation lengths. Information transfer in such sesses one or more natural scales at a point is a ‘‘local’’
systems can often be compressed (scaled), but not de- question, because to answer the question we must look
composed as in discrete hierarchical systems. The major at nested neighborhoods of the point. Conversely, to
conceptual difference between discrete hierarchical sys- ask if a portion of a porous medium is fractal is a
tems and continuous hierarchical systems is that in the ‘‘global’’ question, in the sense that rather than looking
former constitutive laws are local (e.g. in Darcy’s law the at nested neighborhoods, one looks at refined partitions
flux is related to the gradient of potential via a material of the set.
parameter which may be a function of time and space), In subsequent sections we outline the mechanics of a
while in the latter, constitutive laws are nonlocal (e.g. number of upscaling tools, site the research groups that
Darcy’s law may take on a convolution form or involve focus on these techniques, and provide simple examples
higher-order gradients in potential). There are basically related mostly to dispersion; though many of the tech-
two types of nonlocal constitutive laws, integral and niques can apply to flow and matrix deformation as
gradient. In general, by a suitable expansion of the well. There are certain viable approaches that are not
kernel in the integral theories, they may be converted to specifically discussed. This does not mean they do not
gradient theories. That is, the two nonlocal type theories warrent discussion, rather that we are limited in space
are generally equivalent. and time and so we have chosen to discuss the methods
To discuss heterogeneity properly, one must discuss most familiar to us. In this regard we discuss the fol-
the role of measurement scale. A porous matrix may lowing methods in subsequent sections: integral trans-
appear homogeneous on one scale, but completely he- form methods, fractional approaches, homogenization,
terogeneous when observed on another scale. Without central limit approaches, Taylor–Aris–Brenner (TAB)
knowing the measurement scale and its role in obtaining moment methods, spectral integral approaches, fast
constitutive coefficients, theories of flow, transport and Fourier transform (FFT) and Greens functions meth-
deformation are metaphysical at best. We illustrate this ods, mixture and hybrid averaging/mixture approaches,
point with an example from [25, Section 1] concerning projection operator methods, stationary stochastic-
the role of the measurement process. Suppose for ex- convective type approaches, and nonstationary sto-
ample, that we are trying to determine the areal porosity chastic convective type methods. Upscaling tools that
of a natural geologic formation at some point x. Con- we do not discuss in detail include renormalization and
sider the experimental apparatus to be a camera with a related diagrammatic methods [22,41,44,52], space
fixed window of observation, but with variable resolu- transforms [21], continuous time random walk [10,69,77]
tion. For simplicity, suppose the camera has a square (except that in many ways the nonlocal Fokker–Plank
window of area l2 and resolution ðl=nÞ where n is an equation (2.13) describes many if not most CTRW
integer. Define a very simple pixel weighting scheme by schemes), variational methods [53], and conditioning
assuming that if the void space intersects a pixel, then [81,82]. An excellent discussion of conditioning can be
the pixel will be considered totally void, otherwise it is found in [88].
J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067 1045

2. Information propagation over a continuous hierarchy of form of the fluctuating concentration. We make no as-
scales sumption on any scale as to what constitutive relation
the flux of G or G0 satisfies. We only assume that G b 0,
2.1. Nonlocality b 0 2 b0 2
d G =dt and d G =dt possess Laplace transforms.
It is easy to show for any function g that is suitably
Nonlocal theories are almost always based on an in- well behaved
tegral transform or a higher-order gradient expansion. Z t 
dg dg 
Nonlocality is generally associated with evolving hetero- ¼ KðsÞgðt  sÞ ds þ ð2:6Þ
geneity on the scale of observation and it may be in- dt 0 dt 0
duced by macroscale boundaries which often lead to with
nonlocal Darcy’s laws [14,45,46,57,64], or it may be in-
duced by continuously evolving heterogeneity such as e ðxÞ ¼  g€
K ð2:7Þ
encountered with fractal media. In this section we focus xe g
on one example associated with an integral transform where  indicates Laplace transform, the over dot in-
and used for dispersion in media with evolving hetero- dicates time derivative, and x is dual to t under the
geneity over an infinite domain. We follow [29,30]. transform. We will use this integral transform to derive
Unlike most theories of dispersion we do not assume the a general scale-independent constitutive model for the
existence of a Fickian regime, even on the smallest scale. flux of G. Insert Gb 0 into (2.6) and (2.7) to obtain
We assume the tracer is conservative so that we are, in
essence, looking at self-dispersion. oGb0
¼ ik hvðtÞi Gb ðk; tÞ
2.2. Dispersion in evolving media Z t
 K b ðk; t; sÞ G
b 0 ðk; sÞ D b ðk; t  sÞ ds ð2:8Þ
where the exponential differential displacement is de-
Gðx; tÞ ¼ hd½x  ðXðtÞ  Xð0ÞÞ i ð2:1Þ
fined by
be the conserved conditional probability per unit vol- b ðk; t; sÞ ¼ expfik ½hXðtÞi  hXðt  sÞi g
ume of finding a particle labeled XðtÞ at x at time t given D ð2:9Þ
it was initially at Xð0Þ. Here XðtÞ is the Lagrangian b 0 is given by
The kernel K
coordinate of the particle and x is a spatial coordinate.
e e
b 0 ¼ ik D e
b 0 þ ik D
b 0 ik
The brackets h i indicate expected value over some K 1 2 ð2:10Þ
probability space. We are implicitly looking at self-dis-
persion, otherwise G would have to be a weighted sum D E
of expectations. We will assume that the expected value 0 0
a0 ðtÞeik X ðtÞ eik X ð0Þ
is a weighted integral over all possible positions and e
b 0 ðk; xÞ ¼ 
D 1 ð2:11Þ
velocities of all particles in the system. Our goal is to e
find the mass balance that G satisfies in real and Fourier
b , of G with respect to x and
space. The Fourier transform, G D E
0 0
is given by v0 ðtÞeik X ðtÞ eik X ð0Þ v0 ðtÞ
b 0 ðk; xÞ ¼ 
b ðk; tÞ ¼ heik XðtÞ eik Xð0Þ i D 2 ð2:12Þ
G ð2:2Þ e
We work in Fourier space for simplicity and because G b
where a0 ðtÞ is acceleration. By inverting to real space,
is the analog to the self-part of the intermediate scat- (2.8) becomes
tering function commonly used in physics. Z tZ
An even more useful function than G b is obtained by oG
¼ rx ðhviGÞ þ rx D1 ðy; t; sÞ
decomposing X in (2.1) as ot 0 R3
Z tZ
X ¼ hXi þ X 0 ð2:3Þ  Gðx  y; t  sÞ dy ds þ rx D2 ðy; t; sÞ
0 R3
and simplifying (2.2) to obtain
rxy Gðx  y; t  sÞ dy ds ð2:13Þ
G b 0 ðk; tÞ
b ðk; tÞ ¼ eik hXiðtÞ G ð2:4Þ
where D1 and D2 are the inverse Fourier transforms of
where b0D ^ and Db0D^
D 1 2 , respectively. If the mean velocity is

b 0 ðk; tÞ  heik X 0 ðtÞ eik X 0 ð0Þ i constant then D1 is zero and D2 is independent of t, so
G ð2:5Þ
that the flux becomes a sum of a local convective and a
and where without loss of generality we have set convolution nonlocal dispersive, i.e. the flux, q, takes the
b 0 as the Fourier trans-
hXð0Þi ¼ 0. We may think of G form
1046 J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067

Z t Z
proposed in the computational statistical physics liter-
q ¼ hviG  D2 ðy; sÞ rxy Gðx  y; t  sÞ dy ds ature by Metropolis et al. [68] where it was and con-
0 R
ð2:14Þ tinues to be used with much success. Since the 1980s, in
some circles, the assumption of a periodic local scale has
Both (2.13) and (2.14) are very general and without scale been of primary importance in the upscaling process.
constraints. All that is required is the probability mea- Among methods that employ it are homogenization (cf.
sure underlying the ensemble be time independent and [51]), volume averaging in the sense of Quintard and
that certain Laplace transforms of G b exist, and even this Whitaker [73,74], generalized TAB method of moments
latter point may be weakened by considering generalized [17,18], and Martingale approaches [11].
functions. In this section we illustrate the homogenization,
TAB, and central limit theorem (CLT)/Martingale) ap-
2.3. Fractal dispersion (Levy motions) proaches and defer a brief discussion of the Whitaker/
Quintard approach until we discuss hybrid mixture
It is most interesting to note that if we set theory.
Dðy; sÞ ¼ DdðsÞF1 ðik sÞ si sj mðdsÞ a 6¼ 1; 2 3.2. Homogenization
We begin our discussion with the homogenization
then (2.13) becomes the fractional dispersion equation method and proceed with a simple derivation of Darcy’s
oG law. More detailed, general, and more mathematically
¼ ½v r þ Dram Gðx; tÞ ð2:16Þ rigorous derivations can be found in many places. A
good starting point are the papers and references listed
where ram is the general asymmetric fractional derivative in [51]. Homogenization is essentially a matched as-
operator for 0 < a 6 2, F1 is the inverse Fourier ymptotic approach applied to a periodic system so the
transform, and D is some constant. That is, the solutions essential ideas have been around for more than a cen-
to (2.16) with Gðx; 0Þ ¼ 1, yield all possible multivari- tury. The idea is the following; one has a family of
able Levy motions with index 0 < a 6 2. Physically, the problems involving a small parameter  (say the ratio of
mixing measure m which is defined over the unit sphere, an average pore diameter to a macroscale length) and
S in (2.16), specifies the probability distribution for the one is interested in the limit problem and its solution
radial direction for each jump in a Levy motion. The when  ! 0. This limit (homogenization) must generally
trajectories, XðtÞ, are fractals of dimension a. For more be defined in some appropriate function space (this is
detail see [30]. the main contribution of the flurry of recent results by
It is not difficult to show that if the velocity covari- mathematicians), but we will not be concerned with the
ance is finite (this excludes (2.16)), then the flux, (2.14), details, rather we proceed formally.
goes classical Fickian as jkj ! 0 and x ! 0 where k is We look at steady diffusion first and then extend the
dual to x and x is dual to t [30]. And as a final note, ideas to the Stokes problem and a derivation of Darcy’s
essentially all subsequent models are included in (2.14) law. Let X be a bounded domain on R3 and oX its
with appropriate choices of D1 and D2 . smooth boundary. We are interested in studying diffu-
sion within a periodic substrate defined on a periodic
lattice by y  x= with y in a basic cubic unit cell. We
3. Deterministic periodic methods further assume the small scale diffusion coefficients
d  ðxÞ ¼ dðx=Þ have period one. The problem is
3.1. Background
r ðd  ðxÞrC  ðxÞÞ þ f ðxÞ ¼ 0 x2X ð3:1Þ
There are numerous methods for upscaling when CðxÞ ¼ Cb ðxÞ x 2 oX ð3:2Þ
discrete hierarchies evince. One of the simplest, albeit
more artificial methods, is to assume that on the local where CðxÞ is the concentration, d  ðxÞ is the diffusion
scale the system is periodic. The porous matrix is es- coefficient, and Cb ðxÞ is the concentration along the
sentially put on a lattice, and the lattice constants al- boundary. All variables with a superscript  are assumed
lowed to go to zero during the upscaling. The basic to vary on the unit cell. Clearly d  ðxÞ oscillates more
intuitive idea is that if the system appears homogeneous rapidly as  ! 0 and in the limit we write
on the large scale of interest, there is no loss in generality
in assuming the local scale is periodic with period very lim C  ðxÞ  CðxÞ ð3:3Þ
small compared to the large scale. To the authors
knowledge, ‘‘assuming’’ periodicity on the small scale, We are interested in what equation CðxÞ satisfies, that
even though it is known not to be periodic, was first is, what constitutive law does the macroscale flux of
J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067 1047

CðxÞ satisfy. Assume CðxÞ has an asymptotic expansion
dðyÞry wðyÞ : rx rx C0 ðxÞ dy
in :
C  ðxÞ ¼ C0 ðx; yÞ þ C1 ðx; yÞ þ 2 C2 ðx; yÞ þ ð3:4Þ þ dðyÞr2x C0 ðxÞ dy þ f ðxÞ ¼ 0

where the coefficients of e are periodic in y and now the ð3:13Þ

gradient satisfies r ¼ rx þ ð1=Þry . Substituting (3.4) Upon setting
into (3.1) one finds to order 0 :
d ¼ dðyÞðI þ ry wðyÞÞ dy ð3:14Þ
2 : ry ðdðyÞry C0 ðx; yÞÞ ¼ 0 8y 2 unit cube ð3:5Þ
we have
 : ry ðdðyÞry C1 ðx; yÞÞ d : rx rx C0 ðxÞ þ f ðxÞ ¼ 0 ð3:15Þ
¼ ry ðdðyÞrx C0 ðxÞÞ 8y 2 unit cube ð3:6Þ which is the upscaled equation for C0 ðxÞ that we sought.
The reader should note that this procedure was for a
0 : ry ðdðyÞry C2 ðx; yÞ þ dðyÞrx C1 ðx; yÞÞ periodic medium without holes (i.e. nonporous). It is
trivial to extend this result to systems with disconnected
þ dðyÞrx ry C1 ðx; yÞ þ dðyÞrx rx C0 ðxÞ
solid and only slightly more complicated to handle the
þ f ðxÞ ¼ 0 8y 2 unit cube ð3:7Þ connected case. The boundary value problem in the
former case that replaces (3.1) and (3.2) is
To obtain (3.6) we used the periodicity of C0 ðx; yÞ in y to
rx ðd  ðxÞrx C  ðxÞÞ þ f ðxÞ ¼ 0 x 2 B ð3:16Þ
show C0 ðx; yÞ ¼ C0 ðxÞ.
We next try to express C1 ðx; yÞ in terms of C0 ðxÞ.  
n d ðxÞrx C ðxÞ ¼ 0 x 2 oB 
Rewrite (3.6) as
CðxÞ ¼ Cb ðxÞ x 2 oX ð3:18Þ
ry ðdðyÞry C1 ðx; yÞÞ ¼ ry dðyÞ rx C0 ðxÞ 
where here B is the system liquid phase which is peri-
8y 2 unit cube ð3:8Þ odic in , oB is the solid phase boundary and oX is the
boundary of the body. The only difference encountered
Now instead of solving (3.8) over ðunit cubeÞ  R3 , we when solving (3.16)–(3.18) is that the cell problem takes
solve the cell problem on the cube: the form
ry ðdðyÞry wðyÞÞ ¼ ry ðdðyÞIÞ ð3:9Þ ry ðdðyÞry wðyÞÞ ¼ ry ðdðyÞIÞ y 2 U ð3:19Þ

where wðyÞ is a vector-valued solution to (3.9) and I is n ry wðyÞ ¼ n I y 2 oU ð3:20Þ
the identity. Note that where U  is the liquid phase in the unit cell and oU  its
C1 ðx; yÞ ¼ wðyÞ rx C0 ðxÞ þ C1 ðxÞ ð3:10Þ Next we follow the outline we have just laid out to
solves (3.8) with C1 ðxÞ some unknown function which is obtain Darcy’s law. We assume inertial effects are neg-
independent of y. From (3.10), upon differentiation we ligible so that Stokes equations hold, that the velocity
find is divergence free, and that no slip conditions hold at
the liquid–solid boundaries. Stated mathematically for a
oC0 periodic system we have
ry C1 ðx; yÞ ¼ ry wj ðyÞ ðxÞ ð3:11Þ
oxj Stokes: 2 lr2 v ðxÞ ¼ rp ðxÞ x 2 B ð3:21Þ
Divergence free: r v ðxÞ ¼ 0 x 2 B ð3:22Þ
We will use (3.11) with (3.7) to find the global equation
which C0 ðxÞ satisfies. No slip: v ðxÞ ¼ 0 x 2 oB ð3:23Þ
Integrating (3.7) over the unit cube we find
where p is pressure. The reader should notice the ap-
pearance of 2 in (3.21). This scaling is chosen to guar-
ðry ðdðyÞry C2 ðx; yÞÞ þ dðyÞrx C1 ðx; yÞÞ dy antee there is a limit v0 ðxÞ. Both v and p are expanded
Z as usual and are periodic in y:
þ dðyÞrx ry C1 ðx; yÞ dy
Z p ðxÞ ¼ p0 ðx; yÞ þ p1 ðx; yÞ þ 2 p2 ðx; yÞ þ ð3:24Þ
þ dðyÞr2x C0 ðxÞ dy þ f ðxÞ ¼ 0 ð3:12Þ v ðxÞ ¼ v0 ðx; yÞ þ v1 ðx; yÞ þ  v2 ðx; yÞ þ ð3:25Þ
Combining like powers of  when (3.24) and (3.25) are
By periodicity it is clear after integration by parts that inserted in (3.21) gives
the first integral is zero. To evaluate the second integral
use (3.11). This simplifies (3.12) to p0 ðx; yÞ ¼ p0 ðxÞ y 2 U ð3:26Þ
1048 J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067

lr2y v0 ðx; yÞ ¼ ry p1 ðx; yÞ þ rx p0 ðxÞ y 2 U ð3:27Þ P ðai < Xi ðtÞ < bi ; i ¼ 1; 2; 3jXðtj Þ ¼ xj ; 1 6 j 6 nÞ
¼ P ðai < Xi ðtÞ < bi ; i ¼ 1; 2; 3jXðtn Þ ¼ xn Þ ð3:36Þ
ry v0 ðx; yÞ ¼ 0 y 2 U ð3:28Þ
where ai ; bi are arbitrary constants, X is the Lagrangian
Using the analog of the steady diffusion problem the cell
coordinate, x is the Eulerian coordinate and P is the
problem becomes (where w is now a second-order tensor
conditional probability. Thus (3.36) states that the
of solutions, p plays the role of cell pressures, but they
probability of finding a particle X at time t in an arbi-
are vector valued)
trary rectangular region bounded by ai and bi depends
r2y wðyÞ ¼ ry pðyÞ  I y 2 U ð3:29Þ only on the position of the particle at time tn < t, and is
not affected by where the particle was prior to time tn .
ry wðyÞ ¼ 0 y 2 U ð3:30Þ The transition probability can be written in shorthand as
wðyÞ ¼ 0 y 2 oU  ð3:31Þ P ðXðtÞ 2 AjXðsÞ ¼ x0 Þ ¼ P ðs; x0 ; t; AÞ ð3:37Þ
Now proceeding as in the diffusion problem one finds where A is a parallelepiped. We further assume the ex-
istence of a transition density p
1 Z
v0 ðx; yÞ ¼  wðyÞ rx p0 ðxÞ ð3:32Þ
l pðs; x0 ; t; xÞ dx ¼ P ðs; x0 ; t; AÞ ð3:38Þ
Finally integrating (3.32) over the liquid phase in the cell
one obtains An example of a Markov process would be standard
Z Brownian motion with density
h i
uðxÞ ¼ v0 ðx; yÞ dy ð3:33Þ pðs; x0 ; t; xÞ ¼ ½2pðt  sÞ 3=2 exp  12jx  x0 j2 =ðt  sÞ

so that ð3:39Þ
1 It is easy to see that a process which is Markovian sat-
uðxÞ ¼  k rx p0 ð3:34Þ isfies
with pðs; x0 ; t; xÞ ¼ pðs; x0 ; s0 ; yÞpðs0 ; y; t; xÞdy ð3:40Þ
Z R3

k¼ wðyÞ dy ð3:35Þ which is known as the Chapman–Kolmogorov equation.

We say XðtÞ has stationary transitions if
Eq. (3.34) is the macroscale Darcy law sought after and pðs; y; t; xÞ ¼ pðt  s; y; xÞ t>s ð3:41Þ
(3.35) is the permeability tensor which depends strongly
on the structure of the solid phase in the unit cell. and it is stationary if the joint probability density
function (PDF) of the process at any time points
t1 < t2 < < tn is the same as that for t1 þ s < t2 þ
3.3. Central limit theorem approaches
s < < tn þ s, s > 0. Brownian motion has stationary
transitions but is not stationary. If XðtÞ has stationary
We next outline the CLT/Martingale approach to
transitions and the distribution of Xð0Þ is pðyÞ such that
upscaling, which as the name suggests, is probabilisti- Z
cally based. We include this method here because the pðxÞ ¼ pðyÞpðt; y; xÞ dy ð3:42Þ
periodicity that we employ is deterministic, as opposed
to methods introduced later, wherein periodicity is sto- then XðtÞ is stationary.
chastic (statistically homogeneous in space). We follow Let rðxÞ be the smooth square root of the positive
the outline laid down by Bhattacharya and Gupta [13] definite symmetric matrix MðxÞ and let UðxÞ be a
and focus on a conservative solute in a saturated porous smooth vector, then it is possible to show that the so-
medium. It is assumed the diffusion equation is valid at lution to the Ito stochastic differential equation
the microscale which lies between, in this case, the pore
and Darcy scales, so that the diffusion coefficient is the dXðtÞ ¼ UðXðtÞÞ dt þ rðxÞ dBðtÞ ð3:43Þ
effective pore scale diffusion coefficient which is larger where BðtÞ is a standard Brownian motion, has Gauss-
than its kinetic counterpart. The approach is based on ian density with mean UðxÞt and covariance tMðxÞ.
the validity of a CLT at each scale; proofs of which Intimately connected with (3.43) are Kolmogorov’s
often rely on some type of deterministic spatial period- forward and backward equations, respectively,
icity or quasi-periodicity. We begin with a brief discus-
op 1
sion of Markov processes. ¼ rx rx : ðMðxÞpÞ  rx ðUðxÞpÞ ð3:44Þ
A stochastic process XðtÞ is Markov if for all times ot 2
t1 < t2 < < tn < t, ai < bi (i ¼ 1, 2, 3) and xj 2 R3 , op 1
¼ MðxÞ : ry ry p þ UðyÞ ry p ð3:45Þ
(j ¼ 1; ; n), one has ot 2
J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067 1049

where pðt; y; xÞ  pð0; y; t; xÞ denotes the stationary To see how this is done in the abstract and then in a
transition density. Sometimes (3.44) is called the Fok- specific periodic case, we follow [11,12]. Let XðtÞ be a
ker–Planck equation for XðtÞ. stationary ergodic Markov process with stationary PDF
For a conservative tracer (3.44) is equivalent to the pðxÞ satisfying the forward equation (3.44). One wants a
convective-dispersive equation. This follows by multi- CLT for the time integral of VðXðtÞÞ, where V is the
plying (3.44) by C0 ðx0 Þ, the initial concentration distri- velocity. Let
bution with total mass one, integrating over x0 and Z
noting that the concentration, C, defined by hVi ¼ VðxÞpðxÞ dx ð3:55Þ
Cðt; xÞ ¼ pðt; x0 ; xÞC0 ðx0 Þ dx0 ð3:46Þ
R3 and assume
also satisfies (3.44). Z
A stationary stochastic process is said to be mean- ðVðxÞ  hViÞ pðxÞ dx < 1 ð3:56Þ
ergodic if the mean of the process is equal to its time
average. Under reasonably general conditions a CLT It can be shown that
holds for stationary ergodic processes. By this we mean, Z t
if vðtÞ is stationary ergodic with mean hvi, and if ðVðXðsÞÞ  hViÞ ds
Z t 0

Y ðtÞ ¼ vðsÞ ds ð3:47Þ can be approximated at long time by a Brownian motion

0 with mean 0 and covariance tM given by
M ¼ ðVðxÞ  hViÞgðxÞpðxÞ dx
Y ðtÞ  hvðtÞit Z
lim P pffi 6y
t!1 t þ gðxÞðVðxÞ  hViÞpðxÞ dx ð3:57Þ
Z y
1 x2
¼ exp  dx ð3:48Þ
1 2pr
2pr2 where g satisfies the backward equation
where 1
M : rx rx g þ VðxÞ ry g ¼ hVi  VðxÞ ð3:58Þ
Z 1 2

r2 ¼ 2 hðvð0Þ  hviÞðvðsÞ  hviÞi ds ð3:49Þ with M ¼ rðxÞrT ðxÞ.

Now consider a layered periodic medium with
From this it follows that the probability density for Y ðtÞ
is VðxÞ ¼ V 0 bðxÞ ð3:59Þ
" #
1 ðy  hvitÞ with period one, so that b1 ðxÞ  b1 ðx3 Þ, b2 ðxÞ ¼ b2 ðx3 Þ,
pðt; yÞ  exp  ð3:50Þ
2pr2 t 2r2 t and assume b3 ðxÞ ¼ 0. Rather than work with R for
the state space, owing to periodicity, we work with the
so that p satisfies unit cube. Assume the convective-dispersion equation
op 1 2 o2 p op is satisfied locally with the dispersion tensor, D, being
¼ r 2
 hvi ð3:51Þ diagonal. Further let b1 ¼ 1 þ sinð2px3 Þ and b2 ¼
ot 2 ox ox
sinð2px3 Þ so that hVi ¼ 0 and
In three dimensions, p satisfies
3=2 1=2
V1 ðxÞ ¼ V2 ðxÞ ¼ V0 sinð2px3 Þ ð3:60Þ
pðt; yÞ  ð2ptÞ jMj
" # The stochastic Ito equation corresponding to the local
1 X ij
convective-dispersion equation is
 exp  ðyi  hvi itÞM ðyj  hvj itÞ
2t i;j Z t
ð3:52Þ XðtÞ ¼ VðX3 ðsÞÞ ds þ rBðtÞ ¼ WðtÞ þ rBðtÞ ð3:61Þ
ij 0
with M the inverse of M ij ,
Z 1 To compute the large scale dispersion matrix of WðtÞ
M ij ¼ hðvj ð0Þ  hvj iÞðvi ðsÞ  hvi iÞi ds note that V depends only on X3 ðtÞ so that the gi in (3.58)
0 do as well, and hence (3.58) takes the form
Z 1
þ hðvi ð0Þ  hvi iÞðvj ðsÞ  hvj iÞi ds ð3:53Þ d 2 gi
0 D33 ¼ V0 sinð2px3 Þ i ¼ 1; 2; 3 ð3:62Þ
with gi ð0Þ ¼ gi ð1Þ and so
op 1
¼ M : ry ry p  hviry p ð3:54Þ V02
ot 2 M 11 ¼ M 22 ¼ M 12 ¼ M 21 ¼ ð3:63Þ
The only thing left to do now is compute M. 4p2 D33
1050 J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067

M 31 ¼ M 13 ¼ M 32 ¼ M 23 ¼ 0 ð3:64Þ replaced by dm0 (i.e. the initial data is used with the zero-
order moment). The reader should note that l0 is a
Finally since the Dij are constants, WðtÞ and BðtÞ are
scaler, l1 a vector, l2 a second-order tensor, and etc. We
asymptotically independent and so the large scale dis-
persion tensor becomes D þ 12 M.
¼ r ðvlm Þ þ D r2 lm þ dm0 dðx  x0 ÞdðtÞ
3.4. Generalized Taylor–Aris–Brenner method of mo- ot
ments m ¼ 0; 1; 2; . . . ð3:74Þ

Again for simplicity we study dispersion of a con- We also have

servative Brownian tracer in a convective flow field with n rlm ¼ 0 x 2 oVsn ð3:75Þ
velocity v. Let XðtÞ be the Lagrangian coordinate of a
tagged particle at time t, given it was released at X 0 . Let In addition, there are the cell boundary conditions
P ðX; t; X 0 Þ denote the conditional probability density of which follow by continuity of P. These are
finding the tagged particle at X at time t given ½l0 ¼ 0 ð3:76Þ
Xð0Þ ¼ X 0 . The Eulerian mass balance is assumed to be
locally Fickian so that ½l1 ¼ ½xl0 ð3:77Þ

oP ½l2 ¼ ½l1 l1 =l0 ð3:78Þ

þ r J ¼ dðX  X 0 ÞdðtÞ ð3:65Þ
ot etc. with ½ denoting jump across the interface. We thus
with X 2 Vsc , where Vsc is the complement of the solid have a recursive hierarchy of cell problems which may in
phase and J is the flux of probability which is given by principle be solved. The total moments are obtained by
integrating (3.76)–(3.78) over the cell
J ¼ vP  D rP ð3:66Þ Z
subject to mðt; x0 Þ ¼ lm ðx; t; x0 Þ dx ð3:79Þ
fVsc gn
n J ¼0 X 2 oVsc ð3:67Þ
The time rate of change of mm is
or equivalently Z
dmm olm
n rP ¼ 0 X 2 oVsc ð3:68Þ ¼ ðx; t; x0 Þ dx ð3:80Þ
dt c
fVs gn ot
Decompose space periodically and label each unit cell Z
by a vector X n where n is an ordered triplet denoting the ¼ ðvlm  D rlm Þ ds þ dm0 dðtÞ
cell in three dimensions, and let x be a local coordinate ofVsc gn þcell boundary

within a cell, so that for some n and each X, ð3:81Þ

X ¼X þx ð3:69Þ One now merely inserts (3.76)–(3.78) into (3.80). Bren-
We have ner [17] has shown that in the long time limit dm1 =dt is
Z XZ the mean velocity and 12ðdm2 =dtÞ is the macroscale dis-
P dX ¼ P dx ð3:70Þ persion tensor that shows up in the macroscale con-
Vsc n ðVsc Þn vective-dispersion theory.
where ðVsc Þn is the volume of the nth cell. Thus (3.65)
oP 4. Stochastic periodic methods
¼ r vðxÞP þ D r2 P þ dnn0 dðx  x0 ÞdðtÞ ð3:71Þ
In this section we review upscaling techniques for
where dnn0 ¼ dn1 n0 dn2 n0 dn3 n0 , n0 is the cell that contains the systems with stochastic periodicity (statistical homo-
1 2 3
particle initially, r is the local gradient and P and J are geneity) in the underlying porous matrix and/or processes.
continuous across cell boundaries. Define the local
moments by
X 4.1. Spectral integral methods
0 m 0
lm ðx; t; x0 Þ ¼ ðX n  X n Þ P ðX n  X n ; x; t; x0 Þ
n The tools and techniques presented in this subsection
ð3:72Þ have been in existence in the turbulence literature for
where we have used many decades (cf. [65]) and about two decades ago the
0 0 same tools were applied in the context of hydrology by
P ðX n ; x; t; X n ; x0 Þ ¼ P ðX n  X n ; x; t; x0 Þ ð3:73Þ
Gelhar and Axness [43]. The basic idea is quite simple
Because P as a function of x satisfies (3.71) locally and and relies on the following decomposition for a suitably
the sum in (3.72) is global, lm satisfies (3.71) with dnn0 smooth weakly homogeneous process, f, with zero mean
J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067 1051

Next expand the velocity into its mean plus fluctuation
f ðxÞ ¼ eik x kf ðdkÞ ð4:1Þ
V ¼ hVi þ v
where kf is the random measure (it is unique) associated
with f, and it is complex valued with zero mean. The ¼ Km 1 þ f þ þ ðrH þ rhÞ ð4:14Þ
measure kf ðdkÞ is orthogonal in the sense
h i where Km ¼ exp F is the geometric mean. To first order
E kf ðdkÞkf ðdk0 Þ ¼ 0 k 6¼ k0 ð4:2Þ v ¼ Km ½rh þ f rH ð4:15Þ
2 2
Ejkf ðdkÞj ¼ Sff ðkÞðdkÞ ð4:3Þ Assuming v is statistically homogeneous
kv ¼ Km ½ikkh þ kf J ¼ Km ikkh þ kf hVi
Cff ðxÞ ¼ eik x Sff ðkÞ dk ð4:4Þ
¼ I  2 hVikf ð4:16Þ
where Sff is the power spectral density and Cff is the k
auto covariance of f. To use (4.1)–(4.4) we generally
where we have used (4.12). Finally, square both sides of
work in wave vector space and rely on the uniqueness of
(4.16) and take expected values to get
the spectral representation.
Our goal is to analyze the dispersive process via b kk kk b ff ðkÞ ð4:17Þ
C vv ðkÞ ¼ hVi I  2 I  2 hVi C
spectral decompositions. As a first step in this direction k k
we study steady incompressible flow in a nondeforming
Eq. (4.17) relates the covariance of the fluctuating ve-
infinite body. The basic law is
locity to the covariance of the fluctuating conductivity.
r V ¼0 ð4:5Þ Next assume that on the local scale the concentration,
or C, satisfies [43]

r K r/ ¼ 0 ð4:6Þ 0 ¼ V rC þ dr2 C ð4:18Þ

with local scale dispersion constant d. Eq. (4.18) re-
where / is the hydraulic potential and K is the con-
written in terms of means and fluctuations is
ductivity tensor. For simplicity assume the system is
isotropic so that K reduces to KI. Rewrite (4.6) as 0 ¼ hvi rc þ hVi rhCi þ r ðvcÞ þ v rhCi

r lnðKÞ r/ þ r2 / ¼ 0 ð4:7Þ þ dr2 hCi þ dr2 c ð4:19Þ

where c ¼ C  hCi and similarly for v. From (4.19) the
Let ln K ¼ F þ f and / ¼ H þ h where hf i ¼ hhi ¼ 0.
mean equation follows:
With these decompositions (4.7) becomes
0 ¼ hVi rhCi þ r hvci þ dr2 hCi ð4:20Þ
rF rH þ rF rh þ rf rh þ rf rH
We call hvci the macroscale dispersive flux and we would
þ r2 H þ r2 h ¼ 0 ð4:8Þ like to determine it in terms of conductivity correlations
and the mean velocity. From (4.20) and (4.19) we find
Assume the mean head gradient is constant, that ln K is
the equation for the fluctuating concentration
statistically homogeneous and that rf rh is second
order (in some sense) so that (4.8) becomes hVi rc þ r ðvcÞ  r hvci þ v rhCi þ dr2 c ¼ 0

rf rH þ r2 h ¼ 0 ð4:9Þ ð4:21Þ
If you neglect the two terms involving products of per-
Set J ¼ hrH i so that turbations and assume c to be statistically homo-
r2 h ¼ J rf ð4:10Þ geneous, then (4.21) may be rewritten in Fourier space as

Assume h is weakly homogeneous and use the spectral hVi ikkC þ km rhCi þ dk 2 kC ¼ 0 ð4:22Þ
decompositions of h and f to obtain which upon multiplying by km and taking expected val-
k kh ¼ J ikkf ð4:11Þ ues gives
or b vc ¼ C vv frhCig^
C ð4:23Þ
J ik hvi ik þ dk 2
kh ¼ 2 kf ð4:12Þ
k where f g^ indicates Fourier transform. Now Cvv is given
where k 2 ¼ k k. After squaring both sides of this last by (4.17) so that the macroscale dispersive flux is com-
result and taking expected values we obtain pletely defined by the conductivity fluctuation correla-
tions and the mean velocity. As the result (4.23) is written
b hh ¼  ðJ kÞ C
C b ff ð4:13Þ in wave vector space, in real space it becomes the con-
k 4 volution of a kernel with the gradient of concentration,
1052 J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067

and if the gradient varies slowly relative to the kernel, in an unbounded domain with diagonal local disper-
then the flux becomes quasi-Fickian. sivity. Kd is the partition coefficient and Kr is the sorp-
tion reaction rate. S is defined as sorbed solute mass per
4.2. FFT and Green’s function approaches: recursive formation solid volume and V is the convective velocity.
Eulerian closures The hydraulic conductivity and sorption coefficient are
random fields that describe the physical and chemical
In the context of hydrology, classical stochastic per- heterogeneity of the medium. This implies that V, C and
turbation theory linearizes both the flow and the trans- S are random fields as well. Decompose V and Kd into
port equations. Ensemble moments of the randomly its mean and fluctuation: Vi ¼ hVi i þ vi , Kd ¼ hKd i þ kd .
fluctuating Eulerian velocities obtained by linearization However, the concentrations in solution and sorbed
of the flow equation are related to statistics of the log phases are decomposed as
hydraulic conductivity field [4]. Linearization of the X1
perturbed transport equations relates the moments of C¼ Cj ð4:26Þ
the concentration to the velocity field moments j¼0

[31,36,43,71]. In the Lagrangian frame, the linearization and

consists of replacing the corresponding Lagrangian ve-
locity moments by a first-order approximation to their S¼ Sj ð4:27Þ
Eulerian counterparts. Based on this linearization, the j¼0
accuracy of the solution for mean concentration or
spatial moments is in general first order in the variance where C 0 and S 0 satisfy the sure problems
of the natural log hydraulic conductivity. oC 0 oS 0 oC 0 o2 C 0
þ þ hVi i  di 2 ¼ 0 ð4:28Þ
Questions concerning the accuracy of the first-order ot ot oxi oxi
solution are frequently posed. Over the last two decades,
oS 0
Monte Carlo numerical simulations have been con-  Kr ðhKd iC 0  S 0 Þ ¼ 0 ð4:29Þ
ducted to study this issue [6,20,47,61]. Development of ot
high-order perturbation theories provides an alternative subject to C 0 jt¼0 ¼ C0 and S 0 jt¼0 ¼ S0 , where C0 and S0
to Monte Carlo simulations for checking the accuracy of are the initial data. Further assume C j  Oðrjv ; rjkd Þ and
the first-order results. Here we follow the outline of S j  Oðrjv ; rjkd Þ with rkd < 1 and ðrv =jVjÞ < 1 or r2v < 1,
Cushman and Hu [28] and Hu et al. [55] and derive an if jVj  Oð1Þ.
Eulerian perturbation method that overcomes the clo- The reader should note a major difference here be-
sure weakness associated with the classical Eulerian tween this framework and many other approaches. That
perturbation approaches, and further use it to study is, we are not working with the equation for the mean
reactive chemical transport coupled with nonequilib- and hence our focus is not on closing that equation.
rium sorption. We provide a self-consistent recursive Rather, we are interested in solving the zero-order
expression for the stochastic concentration up to arbi- problem and using it to generate, in a hierarchical
trary order in terms of rv , the variance of velocity fashion, solutions to the stochastic problem and related
fluctuations. Detailed analysis of mean concentration moments.
will be Oðr4v Þ. Owing to the already overwhelming Define two sure operators, C1 and C2 , by
complicated nature of the transport correction [35], we oS oC oC o2 C
will not include second-order corrections to the flow C1 ðS; CÞ  þ þ hVi i  di 2 ð4:30Þ
ot ot oxi oxi
equation. That is, the second-order solution to the
transport equation will be coupled with a first-order and
solution to the flow equation and this in turn is used to oS
evaluate the mean concentration and spatial moments. C2 ðS; CÞ   Kr hKd iC þ Kr S ð4:31Þ
In classical Eulerian theory [54], transport of a reac-
Substitute (4.26) and (4.27) with the decomposed forms
tive solute in a nondeformable porous medium with
of Vi and Kd into (4.24) and (4.25), equate terms of same
constant porosity and local dispersivity under linear
order in rv and/or rkd , and use the operators defined in
nonequilibrium sorption satisfies the following two local
(4.30) and (4.31) to find the following recursive hierar-
governing equations for concentrations in the solution
phase, C, and sorbed phase, S,
oC oS oC j1
þ ¼ r ðd rCÞ  r ðVCÞ ð4:24Þ C1 ðS j ; C j Þ ¼ vi ðj ¼ 1; 2; 3; . . .Þ ð4:32Þ
ot ot oxi
and C2 ðS j ; C j Þ ¼ Kr kd C j1 ðj ¼ 1; 2; 3; . . .Þ ð4:33Þ
oS Here we have assumed C j jt¼0 ¼ 0 and S j jt¼0 ¼ 0. In
¼ Kr ðKd C  SÞ ð4:25Þ
ot general, (4.32) and (4.33) can be solved in R3 by trans-
J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067 1053

form methods or in bounded domains by deterministic In arriving at (4.38) and (4.39) we have assumed, for
Green’s functions. For simplicity we illustrate the former simplicity, that the velocity distribution is Gaussian, so
approach. In passing we should point out that in boun- the third-order terms in hC 3 iðx; tÞ are zero. From (4.37)
ded domains if there is uncertainty in the boundary data, hC 2 iðx; tÞ can be obtained as
then stochastic Green’s functions must be employed.
We formally apply spatial-Fourier and temporal- hC 2 iðx; tÞ
Laplace transforms to (4.28), (4.29), (4.32) and (4.33) to Z Z t Z t1 
oGðy  z; t1  t2 Þ
obtain ¼ Gðx  y; t  t1 Þ
R9 0 0 oyi
f0 e 
C b ðk; xÞ C
¼G b0 ð4:34Þ oGðz  w; t2 Þ
 hvi vj iðy  zÞ C0 ðwÞ dw dz dy dt2 dt1
j1 b Z Z t Z t1 
cj ¼  Ge
b ðk; xÞ vi oC e
b ðk; xÞðkd C j1 Þ~ oBðy  z; t1  t2 Þ
C B ^ ð4:35Þ þ Gðx  y; t  t1 Þ
oxi R 9
0 0 oyi

 1  hvi kd iðy  zÞGðz  w; t2 ÞC0 ðwÞ dw dz dy dt2 dt1
b Kr hKd i
G ðk; xÞ ¼ x 1 þ þ di ki2 þ ik1 V Z Z t Z t1 
x þ Kr
þ Bðx  y; t  t1 ÞGðy  z; t1  t2 Þ
and R9 0 0

b ðk; xÞ ¼ xKr G
e e
b oGðz  w; t1 Þ
B ðk; xÞ  hkd vj iðy  zÞ C0 ðwÞ dw dz dy dt2 dt1
x þ Kr ozj
and where we are now assuming the mean velocity is Z Z t Z t1
aligned in the x1 -direction with magnitude V. þ ½ Bðx  y; t  t1 ÞBðy  z; t1  t2 Þhkd kd i
R9 0 0
In real space (4.34) and (4.35) become
Z  ðy  zÞGðz  w; t1 ÞC0 ðwÞ dw dz dy dt2 dt1
C ¼ Gðx  y; tÞC0 ðyÞ dy ð4:36Þ o oG
R3 ¼ G x;t ðG hvi vj iÞ x;t x C0
and oxi oxj
Z Z t o
j oC j1 ðy; t1 Þ þ G x;t ðB hvi kd iÞ x;t G x C0
C ðx; tÞ ¼  Gðx  y; t  t1 Þvi ðyÞ oxi
R3 0 oyi
þ Bðx  y; t  t1 Þkd ðyÞC j1 ðy; t1 Þ dy dt1 þ B x;t ðG hkd vj iÞ x;t x C 0
ð4:37Þ þ B x;t ðB hkd kd iÞ x;t G x C0 ð4:40Þ
Eq. (4.37) provides a systematic recursive closure It is clear from (4.40) that the mean concentration at a
scheme. Given the initial concentration and spatial dis- specific point, x, and a specific time, t, is a function of all
tributions of hydraulic conductivity and sorption coef- space and history. For conservative transport, only the
ficients, one can obtain any order of solution for the first term on the right-hand side of (4.40) is left and all
stochastic concentration numerically. Given a realiza- other terms become zero, so the expression will be
tion of velocity field and sorption coefficient, (4.37) gives greatly simplified. In transform space (4.40) becomes
us the actual stochastic concentration up to any arbi-
trary order of Oðrjv Þ. Thus one can use (4.37) in Monte f2
hC iðk; xÞ
Carlo simulations without explicitly solving the advec- 
tion–dispersion equation. One can obtain the mean 1 f
c2 e
b f
b 0  iki G
¼ ki kj G G k hd
vi vj i C
concentration and variance about the mean. In the fol- ð2pÞ

lowing analysis the stochastic concentrations up to  

b k h vd b e
b e
b e
b d
Oðr4v Þ are given explicitly in terms of the initial con- B k
i d i C 0  ik i B G G  k h v k
i d i
centration and the statistics of the hydraulic conduc-   
tivity and sorption coefficient. e
b0  B
b G e
b B e
b k h kd b
C d kd i C 0 ð4:41Þ
Taking the expectation of (4.26) and neglecting terms
higher than Oðr4v Þ, we have
hCiðx; tÞ ¼ C 0 ðx; tÞ þ hC 2 iðx; tÞ þ hC 4 iðx; tÞ ð4:38Þ
hCiðx; tÞ ¼ C 0 ðx; tÞ þ hC 2 iðx; tÞ
or in transform space
e f0 f2 f4 or
hC c
b iðk; xÞ ¼ C c
ðk; xÞ þ h C c
iðk; xÞ þ h C iðk; xÞ
e f0
b iðk; xÞ ¼ C f2
ð4:39Þ hC ðk; xÞ þ h C iðk; xÞ
1054 J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067

is of first-order accuracy in terms of r2v and r2kd . In a gives probabilistic moments) useable one must be able to
similar fashion, one can obtain the second-order term, relate probabilistic averages to volume averages. The
hC 4 iðx; tÞ from (4.37) study of this problem is known as ergodic theory and it
is not well developed for complex hydrologic problems.
hC 4 iðx; tÞ ¼ Hi ðx; tÞ ð4:42Þ However some progress has been made and we direct
i¼1 the reader to Dagan and coworkers [32,33] for typical
H1 ðx; tÞ
Z Z t Z t1 Z t2 Z t3 5. Mixture and hybrid mixture theory
¼ Gðx  y; t  t1 Þ
R15 0 0 0 0
5.1. Background
oGðy  z; t1  t2 Þ oGðz  u; t2  t3 Þ

oyi ozj In a mixture theoretic framework, it is necessary to
oGðu  w; t3  t4 Þ distinguish between field equations and constitutive
  hvi ðyÞvj ðzÞvk ðuÞvm ðwÞi
ouk equations. Field equations are the fundamental conser-
oGðw  h; t4 Þ vation equations which govern the motion of all mate-
 C0 ðhÞ dh dw du dz dy dt4 dt3 dt2 dt1 rials and include the conservation of mass, or continuity
ð4:43Þ equation; the balance of linear and angular momentum
equations; the conservation of energy; and in the case of
For the purpose of brevity, the expressions for Hi ðx; tÞ charged or magnetic bodies, Maxwells equations of
(i ¼ 2; . . . ; 16) are not given in this article; they are electrodynamics. When formulated appropriately, the
similar to the expressions given in (4.43). The required second law of thermodynamics can also be considered a
input data for use of (4.43) is the four point correlation field equation as it can be written as a balance of en-
function; the input data for the other terms are also four tropy. Constitutive equations are specific for the mate-
point correlation functions, but with different combi- rial under consideration, and the exact form of these
nations of velocity and sorption coefficients. equations is generally determined using experimental
Eq. (4.43) can also be written in transform space as results. Examples of constitutive equations include
f Hooke’s law of elasticity and Fourier’s law of heat
Hb 1 ðk; xÞ conduction. Historically, constitutive equations have
ki kj kk km f
c3 ðhd e
b e b
b been empirically derived, but when multiple processes
¼ G vi vj i k G Þðh vd k vm i k G Þ C 0
ð2pÞ6 are involved for a complicated material, as is the case for
many problems involving porous media, it is necessary
km Gc2 

þ h vd c 2 h vd b b0 to return to first principles to obtain governing equa-
i vm i k ki kj kk G j vk i k G C
ð2pÞ6 tions.
A number of upscaling techniques have been men-
km Gc2 ðk; xÞ 

þ k i hd
vi v k i  k k j
b kk G
G b k h vdj v m i b0
C tioned in previous sections, and in all of these methods,
ð2pÞ6 cðxÞ except those for continuous hierarchy, field equations
ð4:44Þ and constitutive equations are upscaled from the mi-
f croscale to the macroscale. The advantage of these ap-
The expressions for H b i ðk; xÞ (i ¼ 2; . . . ; 16) are similar
proaches is that if one knows the microscale constitutive
to (4.44), so h C c4 iðk; xÞ ¼ P16 f
f b
i¼1 H i ðk; xÞ can be explic- equations and geometry, then one can obtain constitu-
itly expressed by the mean values and the correlations of tive equations (including the coefficients) at the macro-
the various parameters. Therefore, once the means and scale in terms of microscopic variables. Here we focus
correlations are given, the mean concentration, on mixture theoretic approaches. Mixture theory makes
hCi ¼ C 0 þ hC 2 i þ hC 4 i, up to second-order accuracy in no microscale assumptions, and produces restrictions of
terms of r2v and r2kd can be calculated through the FFT the form of constitutive equations in terms of macro-
algorithm in the spirit of Deng et al. [36]. scopic variables, which is often the scale at which mea-
As a final note to this section, we comment on ergo- surements are made.
dicity. Stochastic theories have one main weakness, at Hybrid mixture theory, pioneered by Hassanizadeh
least when probability is interpreted in the frequency and Gray [48–50], is a slight variant of classical mixture
sense. This weakness is that the experimenter has only theory. It involves upscaling field equations from the
one realization to play with; that of the physical porous microscale to the macroscale via volume averaging, and
medium. And more specifically he has only volume (and/ then obtaining restrictions on the form of constitutive
or temporal) averages of the realized property he is in- equations by using the second law of thermodynamics at
terested in. Thus to make the stochastic model (which the macroscale. The only difference between classical
J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067 1055

mixture theory and HMT is that classical mixture theory value does not represent the actual values being mea-
postulates the form of the balance laws. The medium sured. To account for the measuring technique, one
may consist of multiple phases multiple constituents per needs to choose a weight function which represents the
phase, multiple discrete scales, and/or include the effects instrument used to measure the physical properties [24].
of interfaces and contact lines. The result has been a Extensions of the present theory to such cases are
more concrete foundation for the equations which de- straightforward.
scribe heat transfer, adsorption/desorption of constitu- Assume a representative elementary volume, dV , in
ents, stress, and flow through porous media. To the sense of Bear [5] exists, and let dVa be the portion of
illustrate this approach, we consider here a porous me- dV in the a-phase, and dAab the portion of the interface
dium consisting of two phases, a solid and liquid, which within dV . It is assumed that dVa and dAab are isolated
are nonreactive but may swell. In the next subsection we simply connected regions. If the magnitude of dV is
illustrate the volume averaging and in the following denoted by jdV j then the volume fraction can be ex-
subsection we illustrate how the second law of thermo- pressed as
dynamics is used to obtain constitutive restrictions.
jdVa j
ea ðx; tÞ ¼ ð5:2Þ
jdV j
5.2. Volume averaging
so that
In this section we illustrate how field equations are X
averaged in HMT. We begin with the field equations at ea ¼ 1 ð5:3Þ
the microscale, all of which can be expressed in the
following localized form: The indicator function is

o 1 if r 2 dVa
ðqwÞ þ r ðqvwÞ  r i  qf ¼ qG ð5:1Þ ca ðr; tÞ ¼ ð5:4Þ
ot 0 if r 2 dVb ; b 6¼ a:
where w is the mass-average (over the phase) thermo- We may write r ¼ x þ n where x is envisioned as the
dynamic property, v is the velocity vector, q is the mass macroscale spatial variable, and n is envisioned as the
density, i j is the flux vector, f is the body source, and G is microscale coordinate over dV . To obtain the macro-
the net production. For each of the respective field scale equations formally, one multiplies equation (5.1)
equations, the quantities given in Table 1 are used. If by ca ðrÞ, integrates over dV with respect to n (x is held
magnetic fields or electric fields are present then these fixed) and divides by jdV j. Then in order to obtain
equations must be modified (see e.g. [8,38]). equations of the forms which mirror the microscale
The averaging procedure is based on ideas laid down equations, the following result is applied to interchange
in [3,67,84,85]. Several methods are available, but we the order of differentiation and integration.
choose the computationally simplest. Equations are Let wab be the microscopic velocity of interface ab
averaged by weighted integration using the indicator and na the outward unit normal vector to dVa then
function of the a-phase. To avoid the mathematical Z  Z 
difficulties of, for example, defining a derivative of the 1 of o 1
c dvðnÞ ¼ f c dvðnÞ
averaged quantities resulting from using such a weight- jdV j dV ot a ot jdV j dV a
ing function, one must treat the averaged quantity as a X 1 Z
distribution [75,78]. It should be noted that using this  f wab na daðnÞ
jdV j dAab
simple weight function may mean that the averaged
Table 1
Quantities for Eq. (5.1) Z  Z 
1 1
Quantity w i f G rr f ca dvðnÞ ¼ rx f c dvðnÞ
jdV j dV jdV j dV a
Mass 1 0 0 0 X 1 Z
Linear momentum v t g 0 þ f na daðnÞ ð5:6Þ
Angular momentum rv rt rg 0 b6¼a
jdV j dAab
Energy e þ 12 v2 t vþq g vþh 0
Entropy g / b K As an example, consider conservation of linear mo-
The quantities are defined as: e: internal energy density (J/kg); g: ex- mentum:
ternal supply of momentum (gravity) (m/s2 ); h: external supply of
energy (J/(kg s)); q: heat flux vector (J/(m2 s)); r: microscale spatial oðqvÞ
þ r ðqvvÞr  t þ qg ¼ 0 ð5:7Þ
moment arm (m); t: time (s); t: stress tensor (N/m2 ); v: velocity (m/s); g: ot
entropy (J/(kg K); /: entropy flux vector (J/(m2 s K)); q: mass density
(kg/m3 ); b: external entropy source (J/(kg s K)); K: net entropy pro- We obtain the macroscale equation by formally multi-
duction (J/(kg s K)). plying this equation by ca , integrating over dV , and then
1056 J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067

dividing by jdV j. Using (5.5), we have for the time de- bulk phase velocity times the conservation of mass yields
rivative term, the form of the momentum equation given below.
Z After averaging equation (5.1), the system is consid-
1 oðqvÞ ered to be a mixture so that each component in each
c dv
jdV j dV ot a phase and each bulk phase have thermodynamic prop-
 Z  X Z
o 1 1 erties existing at each point within the macroscopic
¼ qvca dv  qvwab na da
ot jdV j dV jdV j dAab body. For completeness, the macroscale field equations

o X 1 Z are given as
¼ ðea qa va Þ  qvwab na da ð5:8Þ Conservation of mass
ot b6¼a
jdV j dAab
Da ðea qa Þ X
þ ea qa ðr va Þ ¼ ea qa e^ab ð5:16Þ
where Dt b6¼a
qa ¼ qca dv ð5:9Þ where Da =Dt is the material time derivative given by
jdVa j dV
Z Da o
1 ¼ þ va r ð5:17Þ
va ¼ a qvca dv ð5:10Þ Dt ot
q jdVa j dV Further, since the interface is assumed to be massless, we
so that qa is the a-phase average of the ‘‘true’’ mass have the restriction:
density, and va is the mass averaged velocity. Here we ea qa e^ab þ eb qb e^ba ¼ 0 ð5:18Þ
note that momentum is additive while velocity is not,
which explains why velocity is mass averaged and not Balance of linear momentum
volume averaged. The first term remains on the left- D a va X
ea q a  r ðea ta Þ  ea qa ga ¼ ba
ea q a T ð5:19Þ
hand side, the term involving summation over b is ab- Dt b
sorbed into the exchange term, Tb a . A similar process is b6¼a
done to average the term r ðt  qvvÞ. The end result is with the following restriction resulting from the as-
sumption that the interface has no linear momentum:
oðea qa va Þ
 r ðea ta Þ  r ðea qa va va Þ  ea qa ga b a þ e^a va Þ þ eb qb ð T
b b þ e^b vb Þ ¼ 0
ot ea q a ð T ð5:20Þ
X b b a a
¼ ba þ b
ea qa ð T e ab va Þ ð5:11Þ
b Balance of angular momentum
a6¼b X
a a
e klm tkl ¼ ea qa Mma þ ea qa ð m
b ab Þm ð5:21Þ
where b6¼a
1 1 where the equation is given in indicial notation and klm
ta ¼ tca dv  qvvca dv þ qa va va ð5:12Þ
jdVa j dV jdVa j dV is the permutation tensor. The term M a contains all
Z terms arising from the microscale conservation of linear
a 1
g ¼ a qgca dv ð5:13Þ momentum crossed with n and volume averaged. These
q jdVa j dV
Z additional terms have been derived by several authors
1 [8,39,49]. The term in M a involving the time rate of
e^ab ¼ a qðwab  vÞ na da ð5:14Þ
q jdVa j dAab change of velocity is known as inertial [39] or local [49]
Z spin. The term in M a involving t has been referred to as
ba ¼
T t þ qvðwab  vÞ na da  va e^ab the first surface stress moment [39], or apparent couple
b a
q jdVa j dAab stress tensor [49]. One observation which is painfully
ð5:15Þ clear is that even in a medium which contains no electric
field or charge, the mixture of two media which have
The definitions of these terms are made so as to recover symmetric stress tensors may result in a macroscopic
the familiar form of the momentum equation. The medium which has a nonsymmetric stress tensor.
macroscale stress tensor is not just the volume averaged The restriction which arises from the assumption of
microscale stress. It incorporates velocity fluctuations as no interfacial angular momentum is
well. It should be noted that for the exchange terms
between phases, we explicitly separate the effects due to ea q a m
b ab þ eb qb m
b ba ¼ 0 ð5:22Þ
mass transfer, which explains the additional term
ea qa va e^bj . From its definition we can see that the ex- Conservation of energy
change term not incorporating any exchange of mass, Da ea X
Tb a , is primarily responsible to microscale stresses at the ea q a  ea ta : rva  r ðea qa Þ  ea qa ha ¼ ba
ea qa Q b
b Dt b6¼a
interfaces, and as such one interpretation is that it in-
corporates ‘‘drag forces’’. Finally, subtracting off the ð5:23Þ
J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067 1057

with the restriction that the interface has no energy between internal energy and the Helmholtz free energy is
density: given by:
h  i
b a va þ ea qa e^a ea þ 1ðva Þ2
b a þ ea qa T
ea qa Q Aa ¼ e a  T ga ð5:29Þ
b b b 2
h  i With this notation we begin with (5.27) and the entropy
þ eb qb Q b b þ eb qb T b b vb þ eb qb e^b eb þ 1ðvb Þ2 ¼ 0
a a a 2 balance (5.25). Eliminating /a and ba using (5.28); ha
ð5:24Þ using the energy balance equation, (5.23); and Q b a and
b a
U b using equations (5.24) and (5.26), respectively, we
Entropy balance obtain:
D a ga X a a a
 r ðea /a Þ  ea qa ba ¼ ba
b a þ ea qa K X X X
ea qa ea qa U a a ba a a D A aD T
Dt b e q TK ¼  eq þg þ ½ ea t a
a a
Dt Dt a
ð5:25Þ X ea h i
: rva  bl
rT ½qa þ vl;s  el ql T s
with restriction a
b a þ e^a ga Þ þ eb qb ð U
ea qa ð U b b þ e^b gb Þ ¼ 0 ð5:26Þ 1 2
b b a a  el ql e^ls Al  As þ ðvl;s Þ P 0 ð5:30Þ
With the exception of the angular momentum equa-
tion, the definition of all macroscale variables in terms where a comma in the superscript denotes difference
of microscale quantities can be found in [9]. The defi- (e.g. vl;s ¼ vl  vs Þ, a superimposed dot denotes the ma-
nitions of the angular momentum macroscale quantities terial time derivative with respect to the solid phase (e.g.
can be found in [8] with appropriate simplifications e_l ¼ oel =ot þ vs rel Þ, and the contraction operator A : B
made. is, in indicial notation, Aij Bij .
Examining the field equations, we recognize the un-
5.3. The entropy inequality knowns as
el ; qa ; va ; T ; qae ð5:31Þ
To continue with the development, we assume there
are only two phases, a solid, a ¼ s, and liquid, a ¼ l, b a ; M a; m
e^ab ; ta ; T b a; U
b ab ; Aa ; qa ; ga ; Q ba ð5:32Þ
b b b
with negligible interfacial effects. Further, we assume a
form of local equilibrium wherein there is one temper- The variables in the first row, (5.31), are the primary
ature for all phases, i.e. T a ðx; tÞ ¼ T ðx; tÞ. This effectively unknowns. The unknown es is not included since
states that the rate of heat transfer between phases is es ¼ 1  el . The remaining variables, (5.32), are consid-
much faster than the time scales of interest to the ered constitutive and are a function of constitutive in-
problem. dependent variables. An additional constitutive equation
By the second law of thermodynamics, the net en- for each of these variables is required in order to close
tropy generated must be nonnegative for the total body, the system or have the same number of equations as
i.e. unknowns. Again counting up equations and unknowns
X we find we are still one equation short—that which
qKb ¼ ba P0
ea qa K ð5:27Þ corresponds to the unknown el . This is known as the
a¼l;s closure problem [15], and it arises from the homogeni-
To couple the entropy and energy equations, it is nec- zation of the microscopic geometry and is present in all
essary to relate fluxes and sources of entropy to the upscaling techniques. To close the system we follow
fluxes and sources of heat. We assume the processes are [2,9,16] and view the material time rate of change of the
simple in the sense of [37]: volume fraction Ds el =Dt as a constitutive variable, i.e.
that the rate that the volume fraction changes is a
qa ha function of the composition of the medium and other
/a ¼ ba ¼ ð5:28Þ
T T constitutive independent variables.
Most of the time this expression is sufficient, but more The choice of constitutive independent variables is
general expressions which simplify to the above are used made based on knowledge of the system being modeled.
in extended thermodynamics [60,70]. To the authors’ This is the critical assumption in HMT, as the choice
knowledge, relations (5.28) do not result in any physical of independent variables is what defines the material
inconsistencies in near-equilibrium processes. being modeled. We assume the fluid may behave as a
Because internal energy is a function of entropy, Newtonian fluid and the solid as an elastic solid;
which is not easily measurable, we perform a Legendre hence we include the rate of deformation tensor, d l ¼
transformation [19] and use the Helmholtz free energy, 1
ðrvl þ ðrvl Þ Þ and the strain tensor E s as independent
Aa , instead. The Helmholtz free energy is a function of variables. Since the solid phase may be disconnected, the
temperature instead of entropy, and the relationship macroscale strain tensor is not the average of the
1058 J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067

microscale strain, but is defined in terms of the defor- ba
ea qa T K
mation gradient F ¼ r0 x, E s ¼ 12ðF Ts F s  IÞ, where r0 a
X   h i
denotes differentiation with respect to the macroscopic oAa
material particle. Thus the strain tensor is a measure of ¼ a a _
eqT g þ a
þ el d l : tlsym þ ql kl I
the geometry of the solid phase. Further, we are par- 
ticularly interested in modeling materials in which the oAs T el
þ es d s : tssym þ qs ks I  qs F s s ðF s Þ  s ql F s
solid and fluid phases have strong interactions, so that oE e
the behavior of the liquid phase may strongly depend oA l
s T a a
a  _ l l l oA

upon its proximity to the solid phase. Thus we incor- s ðF Þ þ e ðrv Þant : tant þ d : e q l
oE a od
porate the volume fraction, el , as an independent vari-  a
 X  a

oA oA
able. The independent variables which are used to define þ ea q_ a ka  qa a  rq_ a ea qa
the constitutive variables include: oq a
oðrqa Þ
oAl oAs
el ; T ; qa ; vl;s ; E s ; rel ; rT ; rqa ; d l a ¼ l; s ð5:33Þ þ e_l ql kl  qs ks  el ql l þ es qs s
oe oe
Note that each variable is written as a relative quantity  l s

l l l oA s s oA
where possible. This helps assure that each constitutive  re_ e q þe q
oðrel Þ oðrel Þ
equation is frame indifferent [37,83]. The inclusion of  
l s
gradients produces constitutive equations which capture _ l l oA s s oA
 rT e q þe q
some nonlocality. We remark that the volume fraction, oðrT Þ oðrT Þ
solid phase density, and strain tensor are related l;s l l oA
s s oA

through the continuity equation (5.16) if there is no þ v_ e q l;s þ e q l;s

ov ov
exchange of mass between phases: h i
þ v k rðe q Þ þ rAl  el ql T
l;s l l bl
es0 qs0  
Js ¼ ð5:34Þ X ea oAa
es qs þ rT qa  T va;s qa þ qa g a
2 T T oT
where ðJ s Þ ¼ detððF s Þ F s Þ [37], and a subscript 0 in- a
dicates the initial values. Thus we will enforce the con- l l l l s l s 1 l;s 2
þ e q e^s  A þ A  k þ k  ðv Þ P 0 ð5:35Þ
tinuity equation weakly using a Lagrange multiplier 2
approach. Other variables may be added to the list of
where subscript sym refers to the symmetric part of the
independent variables (5.33), but more complicated ex-
tensor and subscript ant refers to the anti-symmetric
pressions result. For example, if the porous medium
part of the tensor.
responds differently depending upon the rate of strain,
There are three types of results which may be ob-
the material is termed visco-elastic, and E_ s , E€ s , . . . may
tained from the entropy inequality: those that always
be added to this list to model the behavior correctly.
hold, those that hold at equilibrium, and those that hold
By the Principle of Equipresence [83], all constitutive
near equilibrium. We give a couple of examples of each.
variables must be a function of the same set of inde-
The following variables are neither constitutive (de-
pendent variables. This requirement assures us that no
pendent) nor independent (not listed in (5.33)), and
unforeseen dependence is unaccounted for. However in
consequently appear linearly in the entropy inequality
this paper we will relax this assumption slightly and
assume that the liquid phase Helmholtz potential is not
a function of the density of the solid phase and the solid T_ ; d s ; ðrvk Þant ; d_ l ; q_ a ; rq_ a ; re_l ; rT_ ; v_ l;s ð5:36Þ
phase Helmholtz potential is not a function of the
density of the liquid phase nor d l . Because these quantities appear linearly, and constitu-
Using the chain rule on the material time derivative tive equations must satisfy the entropy inequality for all
of the Helmholtz potential, we obtain the following processes, in particular processes where each variable in
form of the entropy inequality. The grouping of terms is (5.36) can be arbitrarily large positive or negative, the
chosen so that the exploitation of the entropy inequality coefficients of these variables must be zero. For example,
in the sense of Coleman and Noll [23] is easier to follow. the coefficients of q_ a yield the results
Further we used the relationship E_ s ¼ ðF s Þ d s F s [37] oAa
to eliminate the material time rate of change of the ka ¼ qa ð5:37Þ
strain tensor E_ s , and Dl =Dt ¼ Ds =Dt þ vl;s r to change
from the liquid phase material time derivative to the which gives a definition of ka , and this definition can be
solid phase material time derivative. The conservation of substituted throughout in the following constitutive re-
mass for each phase, (5.16) is enforced weakly using lations. It can be shown that ðqa Þ ðoAa =oqa Þ is 1=pa ,
Lagrange multipliers, ka . The resulting entropy in- a
where p is the pressure of phase a [7,37]. If phase a is
equality is considered incompressible, then qa is not considered an
J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067 1059

independent variable and all terms with o=oqa are set to fj ðzÞ  fj ðzÞeq þ a1 z1 þ a2 z2 þ ð5:40Þ
zero. In this case we no longer have a thermodynamic
expression for the Lagrange multiplier, and ka becomes where fj ðzÞjeq is zero from the equilibrium results. The
a primary unknown which must be solved for directly material coefficients, ai (which may be scalars, vectors,
[37]. or tensors), are a function of all the independent vari-
The coefficient of rq_ a must also be zero, and this tells ables not listed in (5.38), i.e. el , T, qa , and rqa . For
us that Aa cannot be a function of rqa . Typically it is example, the coefficient of d l yields the result
further assumed that both Al and As are not a function el tlsym þ pl I  m : d l þ B rT þ ð5:41Þ
of rea , rT , and vl;s as well. This is partially validated by
isotropic function theory which tells us that a scalar where m is, in general, a fourth-order tensor, and B is a
cannot be a function of a vector alone [72,80], i.e. it second-order tensor. To guarantee entropy production
would violate the principal of frame indifference (al- is nonnegative, B must also appear in the heat conduc-
though the energies may be a function of one of the tion constitutive relation so that the matrix of material
vectors dotted with another vector). coefficients is positive definite. In this case, e.g.,
The coefficients of ðrva Þant tell us that the anti-sym-  k l    l 
e tsym þ pl I m B d
metric part of the stress tensors must be zero. This may ¼ ð5:42Þ
ql B T K rT
or may not be realistic, but this result is a consequence
of not including ðrva Þant , also known as the vorticity where K is the heat conductivity coefficient of Fourier’s
tensor [66], in the list of constitutive independent vari- law. This is a special case of the Onsager theorem [19].
ables. This is an example of what can happen if one does For a simpler expression, we may linearize only about
not choose the independent variables carefully. the one coefficient which produces a quadratic term in
After setting the coefficients of each variable listed in the entropy inequality. For the case involving d l we
5.36 to zero, the entropy inequality remaining is termed would linearize only about d l and this yields the fol-
the dissipative portion of the entropy inequality. lowing familiar expression:
Since the independent variables (5.36) define the
el tlsym  pl I þ m : d l ð5:43Þ
system, we use these variables to define the equilibrium
state, along with some constitutive variables. In parti- For an isotropic medium, it can be shown that m has
cular, at equilibrium, the following are zero: only two independent coefficients [37]. The result is a
constitutive equations for a Newtonian fluid [66], which
d l ; e_l ; vl;s ; rT ; el ql e^ls ð5:38Þ when substituted into the linear momentum balance
equation (5.19) for a ¼ l results in the Navier–Stokes
which can be shown to be a functionally independent set
by examining the units of each variable. Let us denote
For a more novel result, consider what happens if one
these variables as z. The dissipative portion of the en-
linearizes about the term e_l :
tropy inequality can then be written as f z where f is
a vector containing the coefficients of each zj . At equi- oAl s s oA
pl  ps  el ql þ e q  ve_l ð5:44Þ
librium the entropy generated is maximum, and hence oel oes
the partial of the total entropy generated with respect to which is a constitutive relationship for the rate at which
zj must be zero. Since each variable appears as zj fj ðz1 ; the medium swells. This sort of relationship is not ob-
z2 ; . . .Þ this tells us that fj ðz1 ; z2 ; . . .Þ þ zj ðofj ðz1 ; z2 ; . . .Þ= tainable from homogenization or classical averaging
ðozj Þ must be zero at equilibrium, or since zj ¼ 0 at theory in the sense of Whitaker (see introduction to this
equilibrium, f ðz1 ; z2 ; . . .Þ ¼ 0 at equilibrium. Hence the section) because el is a macroscopic variable, and using
coefficient of each of these variables must be zero. As an either of the other techniques produces constitutive
example, the coefficient of e_l tells us that equations in terms of averaged microscopic variables.
oAl s For more discussion on this particular constitutive re-
s s oA
pl  ps ¼ el ql  e q ð5:39Þ lation see [1,7].
oel oes
at equilibrium. If the solid and liquid phases do not
interact, then the Helmholtz potentials would not de- 6. Miscellaneous methods
pend upon the volume fraction and the result is that
pl ¼ ps . For a swelling porous medium, this result does 6.1. Projection operator type methods
not necessarily hold, and the terms on the right-hand
side take this into account. Projection operators are a very powerful tool for
Near-equilibrium results are obtained by linearizing examining both local and nonlocal processes. Nonlo-
about equilibrium. Thus, using the notation from above, cality results from the convolution of a rapidly fluctu-
we have ating force covariance with a dynamical variable (e.g.
1060 J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067

Brownian force with convective velocity). The basic and use these with (6.8) in (6.13) to obtain
analysis falls out of the following identity. Let L be a Z t
Hermitian operator on a complete inner product space, ¼ iX0 AðtÞ þ F ðtÞ þ eiLðtsÞ iPA LF ðsÞ ds ð6:17Þ
dt 0
H, with inner product ( ; ), and let P and Q be two
complimentary orthogonal projection operators, i.e. It is easy to show

L¼L ; i:e:; ðLA; BÞ ¼ ðA; LBÞ 8A; B 2 H ð6:1Þ QA F ðtÞ ¼ F ðtÞ ð6:18Þ
P2 ¼ P ð6:2Þ so that

Q2 ¼ Q ð6:3Þ iPA LF ðsÞ ¼ iPA LQA F ðsÞ

P ¼ P ð6:4Þ ¼ ðiLQA F ðsÞ; Að0ÞÞ

Q ¼Q ð6:5Þ
¼ ðF ðsÞ; QA iLAð0ÞÞ
P þQ¼I ð6:6Þ kAð0Þk

The unitary operator Að0Þ

¼ ðF ðsÞ; F ð0ÞÞ
eiLt  ð6:7Þ
n!  Að0ÞKA ðsÞ ð6:19Þ
can be decomposed as Using (6.19) in (6.17) we find
Z t Z t
eiLt ¼ eiQLt þ i eiLðtsÞ PLeiQLs ds ð6:8Þ dAðtÞ
¼ iXA0 AðtÞ þ F ðtÞ  KA ðsÞAðt  sÞ ds ð6:20Þ
0 dt 0
Let A 2 H such that which is the basic nonlocal (in time) balance law for
dAðtÞ AðtÞ. Also it follows by taking inner products of (6.20)
¼ iLAðtÞ ð6:9Þ with Að0Þ and using ðF ðtÞ; Að0ÞÞ ¼ 0 that
Z t
so that dCA ðtÞ
¼ iXA0 CA ðtÞ  KA ðsÞCA ðt  sÞ ds ð6:21Þ
AðtÞ ¼ eiLt Að0Þ ð6:10Þ dt 0

Define the projection operator PA by where

Að0Þ CA ðtÞ ¼ ðAðtÞ; Að0ÞÞ ð6:22Þ
PA BðtÞ ¼ 2
ðBðtÞ; Að0ÞÞ 8B 2 H ð6:11Þ
kAð0Þk We call F ðtÞ the generalized force as an anolog to
and let Brownian force in the settling of a Stoksian partical
(recall in this case the Brownian force is uncorrelated
Q A ¼ I  PA ð6:12Þ with the initial convective velocity, vð0Þ ¼ Að0Þ).
so that (6.2)–(6.6) are satisfied. Insert (6.12) and (6.10) Now that we have (6.20) and (6.21) in this very gen-
into (6.9) to obtain eral framework, how can we use them? The general
answer to this question is that you try to build rapidly
¼ eiLt ðPA þ QA ÞiLAð0Þ varying degrees of freedom into F ðtÞ. This is because
dt KA ðtÞ ¼ CF ðtÞ=kAð0Þk2 , and if CF ðtÞ decays rapidly then
¼ iXA0 AðtÞ þ eiLt QA iLAð0Þ ð6:13Þ (6.20) and (6.21) localize. That is, we homogenize as
where usual by getting rid of high frequency degrees of free-
dom. A significant advantage of (6.20) is that even when
iXA0 AðtÞ  eiLt PA iLAð0Þ the system is not homogenizable, (6.20) remains valid.
Að0Þ Consider this simple example [26] of diffusion in a
¼ ieiLt 2
ðLAð0Þ; Að0ÞÞ porous matrix. Let H be L2 ðR3N  V N ; P Þ where L2 is
" # the space of complex square integrable functions on
ðLAð0Þ; Að0ÞÞ R3N  V N , P is an equilibrium probability density and
¼i 2
AðtÞ ð6:14Þ Z
ðf ; gÞ ¼ fg dP ðx1 ; . . . xN ; v1 ; . . . ; vN Þ ð6:23Þ
Set R3N VsC

G ¼ QA iLAð0Þ ð6:15Þ where xi ¼ ðxi ; yi ; zi Þ are the possible spatial coordinates

and of the ith of N particles and vi ¼ ðvi ; ui ; wi Þ are the pos-
sible velocities. Then vi are unbounded but the xi are
F ðtÞ ¼ eiQA Lt G ð6:16Þ constrained to lie in VsC . This is known as Liouville space
J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067 1061

and i times the convective derivative in this space is 6.2. Stochastic-convective stationary approaches
Hermitian and called the Liouville operator, L:
XN This category of approaches has been largely pio-
Fi neered in hydrology by Cushman and Ginn [27], Dagan
iL ¼ vi rxi þ rvi ð6:24Þ
mi and Cvetkovic [34] and Simmons [79]. We will follow
Dagan and Cvetkovic [34] and Fiori [40] for our dis-
where F i is the total force on the ith particle and mi is its
cussion here. As per usual, the convective-dispersion
mass. Let
equation is assumed to hold locally and the local scale
AðtÞ ¼ eik XðtÞ ð6:25Þ dispersion coefficient is assumed small so that the flow is
essentially convective. The equations governing trans-
and let
port are
Gðx; tÞ ¼ hdðx  ðX j ðtÞ  X j ð0ÞÞÞi ð6:26Þ oC oS oC
þ þ vi ¼0 ð6:34Þ
where ot ot oxi
hf i ¼ ðf ; 1Þ ¼ Eðf Þ ð6:27Þ and
We have oS
¼ Kr ðKd C  SÞ ¼ Kf C  Kb S ð6:35Þ
b ðk; tÞ ¼ ðAðtÞ; Að0ÞÞ ¼ eik XðtÞ ; e
G ik Xð0Þ

  where C is concentration in solution, S is the sorbed

¼ eik XðtÞ eik Xð0Þ ¼ CA ðtÞ concentration, Kf is the forward rate constant, and Kb is
Since Gb ðk; tÞ is a correlation function it satisfies (6.21), the backward rate constant. The Darcy velocity is as-
that is, the Fourier transform of the concentration of a sumed steady and divergence free. Align the mean flow
conservative species is a correlation function satisfying in the x1 -direction. Let the trajectory of a fluid particle
(6.21). It is easy to see in this case that XA ¼ 0 and so labeled by X originating at X ¼ x0 at t ¼ t0 be defined
by the solution to the Lagrangian equation
b Z t
oG b ðk; t  sÞ ds DX
¼ KA ðsÞ G ð6:28Þ ¼ VðXÞ V1 > 0 ð6:36Þ
ot 0 Dt
with where
KA ðsÞ ¼ ðe iQA Ls
QA A_ ð0Þ; QA A_ ð0ÞÞ x ¼ Xðt; t0 ; x0 Þ ¼ Xðt  t0 ; x0 Þ ð6:37Þ
iQA Ls ik Xð0Þ ik Xð0Þ
¼ ik ðe QA vð0Þe ; QA vð0Þe Þ ik It is expedient to change to the natural coordinates
sðx1 ; x0 Þ ¼ t  t0 ð6:38Þ
Z gðx1 ; x0 Þ ¼ X2 ðs; x0 Þ ð6:39Þ
oG t
¼ ik D b ðk; sÞ ds
b ðk; sÞ ik G ð6:30Þ
ot 0 nðx1 ; x0 Þ ¼ X3 ðs; x0 Þ ð6:40Þ
where The travel time, s, to reach the control plane at
b ðk; sÞ ¼ ðeiQA Ls QA vð0ÞAð0Þ; QA vð0ÞAð0ÞÞ x1 ¼ X1 ðt  t0 ; x0 Þ is obtained by inverting the equation
D ð6:31Þ for X. The time, s, is the first passage time for a particle
Taking inverse Fourier transforms we find to cross a control plane at x1 . The coordinates (s; n; n)
Z tZ satisfy
¼r Dðy; sÞ rxy Gðx  y; t  sÞ dy ds Ds 1
ot 0 R3 ¼ ð6:41Þ
ð6:32Þ Dx1 v1 ðx1 ; g; nÞ

which is the equilibrium version of (2.13), that applies to Dg Dg Ds V2 ðx1 ; g; nÞ

¼ ¼ ð6:42Þ
self-diffusion. Dx1 Ds Dx1 V1 ðx1 ; g; nÞ
The reader should note that this framework is quite Dn Dn Ds V3 ðx1 ; g; nÞ
general; all one needs is a function AðtÞ satisfying ¼ ¼ ð6:43Þ
Dx1 Ds Dx1 V1 ðx1 ; g; nÞ
¼ iLAðtÞ ð6:33Þ subject to s ¼ 0, g ¼ x02 and n ¼ x03 for x1 ¼ x01 . Hence
dt x2 ¼ gðx1 ; x0 Þ and x3 ¼ nðx1 ; x0 Þ are equations of stream-
where L is Hermitian on some complete inner product lines for steady velocity. In this coordinate system, along
space with the inner product not explicitly dependent on the above streamlines, the first transport equation (6.34),
time. takes the form
1062 J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067

oC oC oS heterogeneous media [56,86,89]. The solute flux method

þ þ ¼0 ð6:44Þ
ot os ot is used to evaluate the solute travel time and transverse
displacement through a fixed control plane downstream
and the second remains unchanged with C and S func-
of the solute source. The solute flux statistics (mean and
tions of t and s. This latter equation was solved by
variance) are derived through a Lagrangian perturba-
Lassey [62] to give
Z tion method and are expressed in terms of the PDFs of
cðt; sÞ particle travel time and transverse displacement. These
Cðx; tÞ ¼ C0 ðx0 Þ dðx2  gÞdðx3  nÞ dx0
V0 V1 ðx1 ; g; nÞ PDFs are evaluated through the first two moments of
ð6:45Þ travel time and transverse displacement under the as-
sumed solute distribution form. Owing to the complex
flow, and initial and boundary conditions, a numerical
cðt; sÞ ¼ eKr Kd ðtt Þ dðt  s  t0 Þ þ Kr2 Kd s approach is implemented to solve the governing equa-
  tions derived from the analytical analysis. This approach
 exp  Kr Kd s  Kr ðt  t0 Þ þ Kr s
  combines the stochastic concept with the flexibility of
eI 1 K 2 Kd sðt  s  t0 Þ H ðt  s  t0 Þ
r ð6:46Þ numerical methods to model nonlinearity, so that we
can deal with much more complex flow and transport
and eI 1 ðzÞ  I1 ð2z1=2 Þz1=2 where I1 is the modified Bessel
problems than the classical theories. At the same time, it
function of the first kind of order one and H is the
greatly decreases the calculation time in comparison
Heavyside function. The region of integration V 0 is that
with Monte Carlo numerical simulation. In this section,
for which the initial concentration, C0 ðx0 Þ, is nonzero.
this method [56,86] is applied to study solute transport
All that remains in this upscaling procedure, as in TAB,
in the saturated groundwater below Yucca Mountain.
is to write out the macroscale moments:
Z We consider incompressible groundwater flow in a
heterogeneous aquifer with spatially variable hydraulic
lja ðtÞ ¼ n xaj hCiðx; tÞ dx
R3 conductivity, KðxÞ. Groundwater seepage velocity,
Z Z 1 VðxÞ, satisfies the continuity equation, r ðnVÞ ¼ 0,
¼n C0 ðx0 ÞXja ðs; x0 Þcðt; sÞ ds dx0 ð6:47Þ and Darcy’s law, V ¼ ðK=nÞrh, where n is the effective
V0 0
porosity, h is the hydraulic head, and K is the hydraulic
where n is porosity. conductivity. The Darcy velocity is considered to be
nonstationary owing to medium nonstationarity and/or
6.3. Stochastic-convective nonstationary approaches the bounded domain. A solute of total mass M is re-
leased into the flow field at time t ¼ 0 over the injection
Most stochastic theories (e.g. [26,31,42]) for ground- area A0 located at x ¼ 0, either instantaneously or with a
water flow and solute transport in porous formations known release rate quantified by a rate function, /ðtÞ.
are set up under the following assumptions: (1) a steady- We denote with q0 ðaÞ an area density of injected solute
state flow with no boundaries (or infinite boundaries); mass at the location a 2 A0 . With da denoting an ele-
(2) a stationary hydraulic conductivity field; (3) uniform mentary area, the particle of mass q0 da is advected by
mean velocity in space; and (4) simple initial conditions the random spatially nonstationary groundwater veloc-
for solute plume, such as a point source or rectangular ity field
R V. The total advected solute mass is
box with instant or step release. Violation of any of the M ¼ A0 q0 da. If the solute mass is uniformly distributed
first three assumptions will lead to the groundwater flow over A0 , then q0 ¼ M=A0 . For t > 0, a solute plume is
field to be nonstationary. Adoption of these assump- formed and advected downstream by the flow field to-
tions can significantly simplify mathematics for flow and ward a (y, z) control plane (CP), located at some dis-
transport calculations. However, many flow fields and tance from the source, through which the solute mass
chemical transport do not satisfy the assumptions listed flux is to be predicted or measured. For nonreactive
above. Recently, some of these assumptions have been solute, integrating the solute flux for a single particle,
relaxed and stochastic models are gradually being ex- dq  q0 ðaÞ da/ðt  sÞdðy  gÞ, over the injection area
tended to more complicated cases. A0 , averaging over the sampling area AðyÞ centered at
Indelman and Rubin [59] developed a Lagrangian yðy; zÞ, yields the solute mass flux component ortho-
theory for solute transport in nonstationary flow fields gonal to the CP at x as
and applied it to the case of transport in media dis- Z Z
playing a linear trend in the mean log hydraulic con- 1
qðt; y; x; AÞ ¼ q0 ðaÞ/ðt  sÞdðy0  gÞ dy0 da
ductivity field. Flow nonstationarity caused by this A A0 A
special case of medium nonstationarity has been exten- ð6:48Þ
sively studied in the literature (see e.g., [58,63,76,87]).
Recently, a novel method of moments has been devel- where s  sðx; aÞ is the travel time of the advective
oped for flow and solute transport in nonstationary, particle from a to the control plane at x, and g  ðg; nÞ,
J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067 1063

(g  gðx; aÞ and n ¼ nðx; aÞ) are the transverse locations U2 ðx; hgiÞ
of a particle passing through the CP. hgðL; aÞi ¼ dx ð6:57Þ
ax U1 ðx; hgiÞ
The s and g in (6.48) are random variables and are
functions of the underlying random velocity field. The and
expected value of q in (6.48) in the case of point sam- Z L Z L
pling (i.e. A ! 0) can be expressed as dx1 dx2
rs1 s2 ðL; a; L; bÞ ¼
Z ax bx U12 ðx1 ; hg1 iÞU22 ðx2 ; hg2 iÞ
hqðt; xÞi ¼ q0 ðaÞ/ðt  sÞ 
hu1 ðx1 ; hg1 iÞu2 ðx2 ; hg2 iÞi

 f1 ½sðx; aÞ ¼ t; gðx; aÞ ¼ y ds da ð6:49Þ þ b1 ðx1 ; hg1 iÞhu1 ðx2 ; hg2 iÞg01 i

þ b1 ðx2 ; hg2 iÞhu1 ðx1 ; hg1 iÞg02 i
where x ¼ ðx; yÞ, and f1 ½sðx; aÞ; gðx; aÞ denotes the joint 
PDF of travel time s for a particle from a to reach x and þ b1 ðx1 ; hg1 iÞb1 ðx2 ; hg2 iÞhg01 ; g02 i
the corresponding transverse displacement, g. ð6:58Þ
The variance of the solute flux for the point sampling
is evaluated as where U1 is the mean Eulerian velocity and ui is the
perturbation about the mean, L is the location of the
r2q ðt; xÞ >¼ hq2 i  hqi2 ð6:50Þ control plane in x and s0 and g0 are the perturbations of s
and g. Similarly, rg1 g1 and the covariance hs01 ðx1 ; aÞg02 ðx2 ;
with bÞi can also be expressed as functions of the mean ve-
locity and various correlations among velocities and
hq ðt; xÞi ¼ q0 ðaÞq0 ðbÞ/ðt  s1 Þ/ðt  s2 Þ particle positions. For the purpose of brevity, their ex-
A0 A0
pressions are not given here.
f2 ½s1 ðx; aÞ ¼ t; g1 ðx; aÞ ¼ y; Owing to the nonstationary flow field, a numerical
s2 ðx; bÞ ¼ t; g2 ðx; bÞ ¼ y da db ð6:51Þ approach needs to be implemented to obtain the means
and various covariances of s and g. If s and g obey
where f2 ½s1 ðx; aÞ; g1 ðx; aÞ; s2 ðx; bÞ; g2 ðx; bÞ is the two-
lognormal and normal distributions, respectively,
particle joint PDF of travel time and transverse dis- f1 ðs; gÞ and f2 ðs1 ; g1 ; s2 ; g2 Þ, then their joint PDF for
placement. one and two particles can be obtained [89].
The solute discharge is another quantity of interest The method has been applied to the solute transport
and is defined as the total solute mass flux over the entire calculation in an area within Yucca Mountain envi-
CP at x, ronment project region. Some of the calculated results
are shown in Figs. 1 and 2. Fig. 1 is the flow field. There
Qðt; xÞ ¼ q0 ðaÞ/ðt  sÞdðy  gÞ da dy ð6:52Þ
A0 CP are six layers within this domain and the dash lines
represent the boundaries of the layers. The mean of the
where y is a point in the CP. Its mean and variance are
log conductivity within each layer is shown in the figure.
given as
Z Z 1 The geostatistical study of the conductivity distribution
hQðt; xÞi ¼ q0 ðaÞ/ðt  sÞf1 ½sðx; aÞ ¼ t da within each layer is underway. For illustration purposes,
A0 0 we assume the log conductivity in every layer satisfies
ð6:53Þ isotropic exponential distribution, and that there is no
correlation between the layers. The variances and cor-
r2Q ðt; xÞ 2
¼ hQ i  hQi ð6:54Þ relation lengths are all assumed to be 0.6 and 200 m,
respectively. The top and bottom boundaries are no-
hQ2 ðt; xÞi ¼ q0 ðaÞq0 ðbÞ/ðt  s1 Þ/ðt  s2 Þ flow, and right and left sides are constant heads at 737
A0 A0
and 1000 m respectively. The source line is vertically 50
f2 ½s1 ðx; aÞ ¼ t; s2 ðx; bÞ ¼ tÞ da db ð6:55Þ
m long and close to the left boundary. Six different lo-
where f1 ½sðx; aÞ is the marginal PDF of f1 ½sðx; aÞ; cations of the source line, shown in the figure, are cho-
gðx; aÞ , and f2 ½s1 ðx; aÞ; s2 ðx; bÞ is the marginal PDF of sen for the sensitivity study. The CP is fixed near the
right boundary. The irregularity of flow lines is caused
f2 ½s1 ðx; aÞ; g1 ðx; aÞ; s2 ðx; bÞ; g2 ðx; aÞ :
by the rough layer boundaries and large difference of
For a two-dimensional flow and transport case, the mean permeability between the layers. The mean flow
means and auto-covariances of s and g are related to the lines also show that the groundwater mainly flows
Eulerian velocity to first order in the velocity variance through the high-conductivity layers. Fig. 2a shows
by the expected solute transport breakthrough curves with
Z L the source line at different locations. Fig. 2b shows the
dx variances about the mean predictions. It should be
hsðL; aÞi ¼ ð6:56Þ
ax U1 ðx; hgiÞ pointed out that it took 2 h to obtain the calculated
1064 J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067

Fig. 1. Sketch of the flow field.

velocity, stationary conductivity field, no hydraulic

boundaries, and simple initial plume conditions. This
method offers a significant step toward using stochastic
theory practically to model groundwater flow and solute
transport in many environmental projects. On the other
hand, in comparison with the numerical Monte Carlo
simulation, which is commonly applied in most envi-
ronmental projects for uncertainty analysis, the pro-
posed method has several advantages. First, the new
method gives statistically exact solutions, whereas the
Monte Carlo method can only give approximate results
based on the limited number of realizations, especially
for multiscale media. Second, the method proposed
greatly reduces the number of numerical calculations
since only ‘‘one realization’’ is needed. Third, the input
data are very simple. The hydraulic conductivity distri-
butions are given in terms of the correlation functions
with several parameters, such as the means, variances,
and correlation lengths. Generally speaking, this method
combines the advantages of analytical and Monte Carlo
methods, but overcomes their weaknesses.

7. Discussion

Natural geologic formations are heterogeneous over a

Fig. 2. (a) Mean solute breakthrough curves of various source loca-
tions; (b) the variances about the means. hierarchy of scales in space, and from a process per-
spective, in time as well. We have broken this hierarchy
into various categories, structural, functional, continu-
results shown in Figs. 1 and 2; while more than 10 days ous, and discrete, and we have presented a number of
would be needed to generate similar results using a techniques for upscaling in media with these types of
Monte Carlo simulation method on the same computer. hierarchies. The following table (Table 2) lists the types
The nonstationary theory overcomes the limitations of hierarchies and recommends tools which may be
of most stochastic theories, such as the constant mean applied.
J.H. Cushman et al. / Advances in Water Resources 25 (2002) 1043–1067 1065

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