Compurers and Chrm~ral Enyintwing. Vol. 2. pp.

197-199
0 Pergamon Press Ltd 197W. Printed in Crrat Britam

SHORT NOTE

SOLUTION OF STEADY STATE REACTOR MODELS USING THE

CONTINUATION METHOD AND FEASIBLE STARTING POINT

MORDECHAI SHACHAM
Department of Chemical Engineering, Ben Gurion University of the Negev, Beer-Sheva, Israel

(Received 24 February 1978)

Abstract-The solution of steady state chemical reactor models, using classic numerical methods, (like Newton-
Raphson, Quasi-Newton, etc.), is often very difficult.
It is proposed to select constraints for the independent variables as the first step of the solution, then to use a
combination of the Newton-Raphson and continuation methods, lo obtain the solution, starting from a feasible
initial guess.
Several methods for the solution of steady state reactor models are compared. It is shown that the proposed
method is the most reliable and efficient for locating the solution.

INTRODUCTION first method. It finds only local solutions; it can fail if

Computational experiments with steady state
reactor models have shown that the solution of such
models, using the classic numerical methods, is very
difficult[5,9, 101.
Steady state reactor models are represented by a
system of nonlinear algebraic equations:
f(X) = 0.
Such a system is frequently obtained by lumping or
discretization of the reactor models.
The best known and most widely-used method for the
solution of systems of nonlinear equations is the
Newton-Raphson (NR) method.
The iteration function of the NR method for the solu-
tion of equation (1) is:
,&+, =a -X-‘Ra, k =o, 1,2,.
where k is the iteration number and & is the G deriva-
tive of f at .&, usually termed Jacobian.
The NR method converges to the solution f* provided
that & is non-singular for k = 0, 1,2,. . . and that the
initial approximation .C,is close enough to f* [8].
This method is unsatisfactory as a general solution
method for reactor models because when starting from
an inappropriate initial guess, it tends either to converge
to a physically unfeasible solution or not to converge at
all.
Two approaches have been used with more success for
the solution of chemical reactor models.
(a) The dynamic model of the reactor is integrated
until steady state is obtained. Using this approach, the
dynamic operation of the reactor is simulated. Assuming
that the model is sound and that steady state solution
does exist, this method will most often obtain the solu-
tion. Ham[5], Smith et al.[ lo] and Silverberg[9] found
this method to be the most reliable method for chemical
reactor simulation.
(b) The steady state reactor problem is converted into
a minimization problem, which is then solved by a search
method. This method seems to be less reliable than the
chemical multiple steady states do exist.
A common limitation of both methods is that they
require extremely large computational efforts in function
evaluations. This limitation is even greater in a process
simulation environment, where the reactor model has to
be solved several times.
This paper proposes a method for selection of the
(1) initial guess in conjunction with the use of the NR
method. For the problems where the NR method fails to
converge to a physically feasible solution, the use of a
continuation or imbedding method is investigated.
Several different methods for the solution of a steady
state reactor model are compared by solving three bench
mark problems.
SELECTIONOF THE INITIAL POINT Q
Because of the physical nature of the chemical reactor
(2) model, some or all of the variables in Eq. (I) are subject
to constraints
g(f) > 0. (3)
The existence of such constraints is well known, but
they are usually not defined until after a solution for (I)
has been obtained. At this stage, the constraints are used
to test whether the solution is feasible or not.
If we define the constraints before starting the solu-
tion, it will be quite simple to select a feasible initial
point. Thus instead of selection of the initial guess,
selection of the constraints has to be considered.
We can distinguish among three different types of
constraints according to their origin:
(I) Those originating from physical and chemical
principles.
(2) Those originating from the limitations of the
mathematical model.
(3) Extremum or limiting values of the variables for
the specified conditions.
Examples of constraints of the first type are well
known. The mole fraction of a component cannot be
smaller than zero or larger than unity, negative vapor-
liquid equilibrium ratio is meaningless, etc.
197
198
An example of constraints of the second type is that
we do not take into consideration abnormal operation of
a water-cooled reactor, where the cooling water starts to
boil. Thus, the outlet temperature of the cooling water
should be below its boiling point temperature.
The third type of constraints is best represented by an
example. Consider a well-mixed reactor where the reac-
tion
A+B=CtD
occurs. Provided that the feed to the reactor does not
contain any component C, the mole fraction of C in the
outlet stream cannot exceed the value of 0.5. Using these
three types of constraints, fairly close boundaries for the
feasible region can be defined.
THE CO~~UATION METHOD
If the NR method fails to converge to feasible solution
even from a feasible starting point, the use of the
continuation or imbedding methods should be
considered. The use of these methods for the solution of
a system of non-linear equations is quite recent. Growing
interest in these methods has been shown since l%O.
Using the continuation method, the system of alge-
braic Eqs. (1) is converted into a system of differential
equations.
Equ$ion (4) is “integrated” in a special way. For each
step (&/dt)’ is spe&ed (i-is the number of the in-
tegration step), the specified value being:
where 8’ = 1; 8’ = 8’~’ -A& and 8” = 0,
Equation (4) is solved for f’ using the NR method. The
sequence of the problems which have to be solved is
shown in Eq. (5).
c?(f,e’)=f(f’f-eiFO=o i=l,2 ,...,
For 8” =0 the roots of Eqs. (5) and (1) are identical.
This system is solved for increasing values of i. The first
approximation for each step: & is obtained from the
solution of the earlier step.
ti = f*.i- I PowellI41. OPTIM uses the Complex method of Boxfl]
or, if i 2 2 by linear extrapolation:
&o’= 2z*.‘- I _ j*.i-z
It can be shown (181,p. 336) that if AB is chosen small
enough, the continuation method, as defined by Eqs. (5)
and (6), always converges regardless of the initial ap-
proximation. Thus, one of the restrictions of the NR
method is overcome by the continuation method.
However singular points may still present problems.
From the above, it is clear that the continuation
method has better convergence properties than the NR
method. It must be shown now that the continuation
method has to converge to a feasible solution.
As can be seen from Eq. (4), the continuation method
may be considered approx~ately as a s~ulation of the
MORDECHAf SHACHAM
dynamic operation of the chemical reactor. The
conclusion from this analogy is that if the initial ap-
proximation 5 is located inside the feasible region, the
continuous solution curve of Eq. (5) cannot leave this
region and the steady state solution for 8” = 0 is
obtained inside the region.
While it is diicult to prove this analogy formally, the
computational experiments show that it is sound.
According to the proposed algorithm, an initial guess
.& whi_ch satisfies the constraints (Eq. 2) is specified.
Then Y0 is calculated and the series of problems defined
in Eq. (5) are solved; the first time using At9= 1 (which is
simply the NR method). If no feasible solution is found
this way or a singular point has been attained, then A@is
divided by ten and the solution procedure starting from
%, is repeated.
For cases where even for the smallest value of A0 an
unfeasible solution is obtained, a new starting point
which satisfies the constraints is generated. (This last
step of the algo~thm is added only for the sake of
completeness; it was not required in any of the test
problems.)
COZEN OFTHE SOLUTIONMETHODS
Five solution methods have been compared: (1) NR
method, (2) the continuation method, (3) numerical in-
tegration of the dynamic model, (4) Davidon’s method
and (5) the complex method.
The first two have already been discussed and a short
description of the others follows.
If the chemical reactor problem can be considered as
the steady state solution of a dynamic model, then the
dynamic model [which is similar to Eq. (4)] can be
numerically integrated until steady state is achieved. The
CSMP simulation program was used for the integration
of the equation of the dynamic model.
Equation (1) can be converted into the following
minimization probIem:
Minimize S’ = Cfi(Q’ (8)
subject to the constraints given in Eq. (3).
n. 6% The min~um of S* is clearfy the solution of Eq. (1).
This minimization problem can be solved using non-
linear opt~~tion techniques. The FMFP subroutine of
IBM[7] and the OPTIM program of EvansD] were used
for the soIution of the migration problem. The FMFP
subroutine uses the unconstrained minimization method
of Davidon which was described by Fletcher &
(6)
which is a constrained search technique.
Three problems have been solved using the above
methods. Example No. 1 is an isothermal backmix reac-
tor of the Williams-Otto process, taken from p. 408 of
(7)
[6]. In this problem there are six variables, all of which
represent reactor outlet Aow rate. The constraints for the
variables as well as the solution of all the examples are
shown in Table 1,
Example No. 2 is a backmix, jacketed reactor in which
an exothermal reaction takes place. The lirst four vari-
ables in this example represent component liow rates, the
last two variables are the temperature inside the reactor
and the cooling water temperature, respectively. This
example is taken from [lo].
Example No. 3 deals with partial oxidation of
methane. It is required to find the O&H4 reactant ratio
that will produce an adiabatic equ~ib~um tem~rature of
 Solution of steady state reactor models 199

Table I. Constraints and solution values of the variables for the problems

Example 1 Example 2 Example 3

Variable Lower Upper Lower Upper Lower Upper
No. limit Solution limit limit Solution limit limit Solution limit

I 0 16.22 19.9 0 2.356 3.6 0 0.3229 0.33

2 0 44.17 51 0.4 0.992 2.2 0 0.092 0.5
3 0 2.97 70 0 0.609 1.8 0 0.046 0.5
4 40 46.8 75 0.48 0.486 0.49 0 0.618 0.67
5 0 1.27 35 7s 106.9 220 0 0.037 0.67
h 4 6.68 40 75 170.8 318 0.5 0.577 2
? 1.5 2.9778 3

Table 2. Results for Examples 1and 2

Method of solution NR CSMP FMFP OPTIM

-
Example No. I No. of iterations* 5 I50 540
CP time (s)* 0.07 2.0 3.2 3.5
Example No. 2 No. of iterations* 5 500
CP time (s)* 0.06 2.8 4.2
-
*Average values for several runs starting from different initial points. The
central processor (CP) time is based on a CDC Cyber 73 computer.

2200°F. (This example is taken from p. 321 of [2].) There best is the continuation method. The NR method, FMFP
are seven variables; the first five are mole fractions of and OPTIM converge to the correct solution very rarely
different components and the last two represent mole under these circumstances.
ratios of some of the components. This example is It may be concluded that the selection of the con-
different from the first two, since this problem cannot be straints for the variables is an essential step in the
represented by a dynamic model. solution of steady state chemical reactor problems. Pro-
vided that the initial estimate is located inside the feas-
RESULTS AND DlSCUSSlON ible region and that the problem does have a solution,
The three examples have been solved severai times the use of combined NR and continuation methods is the
using different but feasible starting points. most reliable and efficient manner for locating the solu-
The results for Examples 1 and 2 are shown in Table 2. tion
Since the NR method converged to the correct solution
in ali of these cases, there was no need to use the REFXRENCES
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The other three methods also converged to the correct misation Techniques, I.C.1. Monograph No. 5. Oliver &
solution, but they used up 20-70 times more CP time Boyd, Edinburgh (1%9).
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Example No. 3 proved to be the most difficult of the cal Methods. John Wiley,New York (1%9).
three and the dynamic model method could not be used 3. L. B. Evans, Private communications(1975).
4. R. Fletcher & M. J. D. Powell, Comput. Jl 6(2), 163-168
for this problem. FMFP and OPTIM did not converge in
(l%3).
1000 iterations regardless of the starting point used. The 5. P. G. Ham, The transient analysis of integrated chemical
continuation method converged from any feasible start- processes, Ph.D. Dissertation, Univ. Pennsylvania,
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close to the mid~int between the lower and upper limits C~~putat~n. John Wiley, New York (1969).
(6 iterations, 0.08 CP s). Starting the NR method from 7. I.B.M. System/360 Scientific Subroutine Package, Form No.
initial points close to the lower or upper limit lead to GH’20-0205-4, 5th Ed. (1970).
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Some experiments were performed to start with un-
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