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www.elsevier.com/locate/advwatres

a,*,1

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

a

Center for Applied Mathematics, Math Sciences Building, Purdue University, W. Lafayette, IN 47907, USA

b

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

c

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

Abstract

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.

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: 75674.1670@compuserve.com (J.H. Cushman), boundary conditions in the cell problem.

lynn.bennethum@cudenver.edu (L.S. Bennethum), hu@dri.edu (B.X. It is also possible to distinguish two types of func-

Hu).

1

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

2

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-

e

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

ot

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

0

Let

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 hi indicate expected value over some K 1 2 ð2:10Þ

probability space. We are implicitly looking at self-dis-

with

persion, otherwise G would have to be a weighted sum D E

of expectations. We will assume that the expected value 0 0

a0 ðtÞeikX ðtÞ eikX 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

b0

xG

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 ðtÞeikX ðtÞ eikX ð0Þ v0 ðtÞ

e

b 0 ðk; xÞ ¼

b ðk; tÞ ¼ heikXðtÞ eikXð0Þ i D 2 ð2:12Þ

G ð2:2Þ e

b0

xG

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 eikhXiðtÞ 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 heikX 0 ðtÞ eikX 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-

3

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.

Z

a2

Dðy; sÞ ¼ DdðsÞF1 ðik sÞ si sj mðdsÞ a 6¼ 1; 2 3.2. Homogenization

S

ð2:15Þ

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

ot

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

!0

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

Z

CðxÞ satisfy. Assume CðxÞ has an asymptotic expansion

dðyÞry wðyÞ : rx rx C0 ðxÞ dy

in :

Z

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

gradient satisﬁes r ¼ rx þ ð1=Þry . Substituting (3.4) Upon setting

Z

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

1

: 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

ð3:17Þ

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

boundary.

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

X

3

oC0 periodic system we have

ry C1 ðx; yÞ ¼ ry wj ðyÞ ðxÞ ð3:11Þ

j¼1

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-

Z

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

2

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

A

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

l

Z

with pðs; x0 ; t; xÞ ¼ pðs; x0 ; s0 ; yÞpðs0 ; y; t; xÞdy ð3:40Þ

Z R3

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

Z

Cðt; xÞ ¼ pðt; x0 ; xÞC0 ðx0 Þ dx0 ð3:46Þ

R3 and assume

also satisﬁes (3.44). Z

2

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

0 with mean 0 and covariance tM given by

Z

then

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

2

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

0

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

" #

2

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

dx23

and

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-

have

persion tensor becomes D þ 12 M.

olm

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

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

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

nJ 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

n

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)

becomes

oP 4. Stochastic periodic methods

¼ r vðxÞP þ D r2 P þ dnn0 dðx x0 ÞdðtÞ ð3:71Þ

ot

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

Z

Next expand the velocity into its mean plus ﬂuctuation

f ðxÞ ¼ eikx kf ðdkÞ ð4:1Þ

V ¼ hVi þ v

where kf is the random measure (it is unique) associated

f2

with f, and it is complex valued with zero mean. The ¼ Km 1 þ f þ þ ðrH þ rhÞ ð4:14Þ

2

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

Z

kv ¼ Km ½ikkh þ kf J ¼ Km ikkh þ kf hVi

Cff ðxÞ ¼ eikx Sff ðkÞ dk ð4:4Þ

kk

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.

rV ¼0 ð4:5Þ Next assume that on the local scale the concentration,

or C, satisﬁes [43]

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

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-

2

k kh ¼ J ikkf ð4:11Þ ues gives

b

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 fg^ 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

2

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

consists of replacing the corresponding Lagrangian ve-

X

1

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

2

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

ot

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

chy

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

C b ðk; xÞ C

¼G b0 ð4:34Þ oGðz w; t2 Þ

hvi vj iðy zÞ C0 ðwÞ dw dz dy dt2 dt1

ozj

e

j1 b Z Z t Z t1

f

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

where

1 hvi kd iðy zÞGðz w; t2 ÞC0 ðwÞ dw dz dy dt2 dt1

e

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

0

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

oG

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

oxj

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

c

hC iðk; xÞ

Carlo simulations without explicitly solving the advec-

tion–dispersion equation. One can obtain the mean 1 f

c2 e

b f

c2

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

3

e

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

bG 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

Here

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

c

b iðk; xÞ ¼ C f2

c

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.

X

16

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

examples.

where

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

owm

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

f

f

e

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

f

e

e

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

a

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

b6¼a

jdV j dAab

simple weight function may mean that the averaged

ð5:5Þ

Table 1

and

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 tvþq gvþh 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

b6¼a

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

Z

1

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

b

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

Z Z

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

1

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

a

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

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

b6¼a

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

T

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

2

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

T

transformation [19] and use the Helmholtz free energy, 1

2

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

X

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

a

oT

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

X

the behavior of the liquid phase may strongly depend oA l

s T a a

a _ l l l oA

l

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

l

s s oA

s

ov ov

exchange of mass between phases: h i

l

þ v k rðe q Þ þ rAl el ql T

l;s l l bl

s

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

(5.35):

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

T

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

oqa

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-

2

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

equation.

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

s

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

dAðtÞ

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

Að0Þ

P ¼ P ð6:4Þ ¼ ðiLQA F ðsÞ; Að0ÞÞ

kAð0Þk2

Q ¼Q ð6:5Þ

Að0Þ

¼ ðF ðsÞ; QA iLAð0ÞÞ

P þQ¼I ð6:6Þ kAð0Þk

2

¼ ðF ðsÞ; F ð0ÞÞ

X1

ðiLtÞ

n

kAð0Þk

2

eiLt ð6:7Þ

n¼0

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

dt

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

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

dAðtÞ

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

kAð0Þk

" # 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

kAð0Þk

ðf ; gÞ ¼ fg dP ðx1 ; . . . xN ; v1 ; . . . ; vN Þ ð6:23Þ

Set R3N VsC

N

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

i¼1

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 eikXðtÞ 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

ot

b ðk; tÞ ¼ ðAðtÞ; Að0ÞÞ ¼ eikXðtÞ ; e

G ikXð0Þ

¼ eikXðtÞ eikXð0Þ 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 ikXð0Þ ikXð0Þ

¼ ik ðe QA vð0Þe ; QA vð0Þe Þ ik It is expedient to change to the natural coordinates

ð6:29Þ

sðx1 ; x0 Þ ¼ t t0 ð6:38Þ

Thus

Z gðx1 ; x0 Þ ¼ X2 ðs; x0 Þ ð6:39Þ

b

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

oG

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

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

dAðtÞ

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

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

with

ﬂow, and initial and boundary conditions, a numerical

0

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

Z L

(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

A0

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-

Z Z

2

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

Z Z

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

2

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,

Z Z

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

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

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

Table 2 [11] Bhattacharya RN. On the functional central limit theorem and the

Recommended uses for the various upscaling techniques law of iterated logarithm for Markov processes. Z Wahr v Geb

Process Matrix Recommended tools 1982;12:185–201.

[12] Bhattacharya RN. Asymptotics of solute dispersion in periodic

FF DP H, GF, HMT, TAB, VAWQ porous media. SIAM J Appl Math 1989;49:86–98.

FF SP FT, GF, RNG, V, ST [13] Bhattacharya RN, Gupta UK. Application of central limit

FF CE PO, GF, FD theorems to solute dispersion in saturated porous media: from

ST DP H, GF, HMT, CLT, RNG, CTRW, VAWQ, kinetic to darcy scales. In: Cushman JH, editor. Dynamics of ﬂuid

TAB in hierarchical porous media. New York: Academic Press; 1990.

ST SP GF, CLT, SC, FT, RNG, CTRW, ST Chapter 3.

ST CE GF, PO, FD, CTRW [14] Bonilla FA, Cushman JH. Role of boundary conditions on

MD DP HMT, H, VAWQ convergence and nonlocality of solutions to stochastic ﬂow

MD SP GF, FT problems in bounded domains. Water Resour Res 2000; 36(4):

MD CE PO 981–97.

Process type: ﬂuid ﬂow (FF); solute transport (ST); matrix deforma- [15] Bour e JA. Two-phase ﬂow models: the closure issue. In: Hewitt

tion (MD). GF, Delhaye JM, Zuber N, editors. Multiphase science and

Matrix type: deterministic periodic (DP); stochastic periodic (SP); technology. New York: Marcel Dekker; 1987. p. 3–25.

continuously evolving or pre-asymptotic (CE). [16] Bowen RM. Compressible porous media models by use of the

Tools: H: homogenization; GF: GreenÕs functions; HMT: hybrid theory of mixtures. Int J Eng Sci 1982;20:697–735.

mixture theory; FT: Fourier transform; RNG: renomalization group; [17] Brenner H. Dispersion resulting from ﬂow through spatially

V: variational; ST: space transform; PO: projection operators; FD: periodic porous media. Phil Trans R Soc Lond 1980;81:A297.

fractional derivatives; CLT: central limit theorems; CTRW: continu- [18] Brenner H, Edwards DA. Macrotransport processes. Stoneham,

ous time random walks; SC: stochastic convective; TAB: Taylor–Aris– MA: Butterworth; 1993.

Brenner; VAWQ: volume averaging in the sense of Whitaker and [19] Callen HB. Thermodynamics and an introduction to thermosta-

Quintard. tistics. New York: John Wiley and Sons; 1985.

[20] Chin DA, Wang T. An investigation of the validity of ﬁrst-order

stochastic dispersion theories in isotropic porous media. Water

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