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1. Introduction
Contaminant transport in the subsurface is generally viewed as the net effect of
two processes, convection and dispersion. Convection is transport by the average
motion of the fluid and is the primary mechanism responsible for contaminant
migration in many aquifers. Dispersion is the spreading of the convective con-
taminant front due to movements of individual contaminant particles through the
pore network and various physical and chemical phenomena that take place within
the pores. Mechanisms that contribute to dispersion include molecular diffusion,
mechanical dispersion, boundary layer or film diffusion, and intraparticle diffu-
sion. Currently, one of the most widely held tenets is the assumption that hy-
drodynamic dispersion, which results from molecular diffusion and mechanical
dispersion, constitutes the total dispersion.
The first quantitative study of diffusion was made by Fick in 1855, who found an
analogy between molecular diffusion and heat conduction. Fick adapted Fourier’s
heat transfer equation to describe the diffusion process by stating that mass flux of
a diffusing substance is proportional to the concentration gradient
where j0 is the mass flux, i.e., the rate of mass transfer per unit area of cross sec-
tion, of a diffusive non-reactive tracer, d0 is the coefficient of molecular diffusion,
which is a scalar in aqueous solution, and C is the tracer concentration, usually
defined as mass of tracer per unit volume of solution. In the absence of convection,
conservation of mass and Equation (1) lead to the well-known Fickian diffusion
equation for transient tracer concentration
∂C
= d0 ∇ 2 C, (2)
∂t
where t is time and ∇ 2 is the Laplacian operator. If diffusion occurs within a fluid
in motion, the following convection–diffusion equation governs the evolution of
tracer concentration (Crank, 1975)
dC ∂C
= + u · ∇C = d0 ∇ 2 C, (3)
dt ∂t
where d/dt = ∂/∂t + u · ∇ is the Lagrangian or material derivative and u is the
fluid velocity vector. This equation is solved for tracer diffusion in this paper, i.e.,
u = 0.
Albert Einstein in 1905 was the first to derive an expression for d0 of a col-
loidal suspension in an aqueous solution (Einstein, 1956). His derivation was based
on the assumptions that colloidal molecules are approximately spherical and are
large in comparison with the molecules of the aqueous solution. The successive
displacements of the colloidal molecules by collision with liquid molecules were
independent, giving rise to a random walk or Brownian motion. Molecular diffu-
sion (or simply diffusion) in solids, liquids, and gases is primarily due to Brownian
motion. It is also caused by osmotic forces, thermal diffusion, and electro-osmosis
(Crank, 1975). Due to Brownian motion, molecularly dispersed contaminants tend
to move from a volume element with a higher concentration or specific heat toward
any neighboring element with a lower concentration or specific heat content. This
process is independent of convection.
As a consequence of the tortuous diffusive pathways within porous media and
the presence of fluid–solid interfaces, the diffusion coefficient in an isotropic por-
ous medium d is less than the diffusion coefficient in aqueous solution d0
d = d0 d ∗ , (4)
where d ∗ is the nondimensional diffusivity of the medium. From a review of data on
consolidated granular media obtained by several investigators, Perkins and John-
ston (1963) suggested that the value of d ∗ is approximately 0.7 while Fried and
Combarnous (1971) reported values of 0.4 – 0.8. Shackelford and Daniel (1991)
found that d ∗ varies from 0.01 to 0.84 depending on soil and tracer type and testing
conditions. Bhattacharya and Gupta (1990) derived a formula for d ∗ using the cent-
ral limit theorem applied to ergodic Markov processes, which provides a theoretical
basis for values of d ∗ observed in experiments. However, it is difficult to evaluate
some of the parameters in that formula.
SPH DIFFUSION 443
j = −d∇C, (5)
As for the permeability tensor, rotation of the coordinate system will produce a
diagonal d tensor when the coordinate axes are aligned with the principal axes of
diffusion for the medium. Vectors ∇C and j are parallel in such cases and
∂C
j1 = −d1 , (8)
∂1
∂C
j2 = −d2 , (9)
∂2
∂C
j3 = −d3 , (10)
∂3
where 1, 2, and 3 denote the three principal directions of the diffusion tensor, and
ji and di (i = 1, 2, 3) are the mass fluxes and diffusion coefficients along the three
principal directions, respectively.
Smoothed particle hydrodynamics (SPH) was originally developed for astro-
physical applications to model compressible fluids at high Reynolds number (Lucy,
1977; Gingold and Monaghan, 1977). SPH is a fully Lagrangian computational
fluid dynamics technique in which the numerical solution is achieved without a
grid. Using this approach, fluid velocity, pressure and tracer distributions, discharge
velocity, and fluid particle pathlines can be computed, as well as other information
that would be difficult or impossible to observe experimentally or with other nu-
merical approaches (especially with regard to deformable and moving boundaries).
The extension of SPH to model low Reynolds number (Re 1) incompressible
flows call for modifications of the standard SPH formalism which are discussed
444 YI ZHU AND PATRICK J. FOX
by Morris et al. (1997), Zhu et al. (1997), Zhu (1999), and Zhu et al. (1999). The
application of SPH to problems of chemical diffusion has not been reported.
In this paper, an overview of the SPH method is first presented, followed by the
implementation of the method to simulate diffusion transport. The SPH model is
verified with other solutions and used to calculate diffusion coefficients of spatially
periodic porous media for the steady state diffusion problem. Diffusion coefficients
are then used to calculate nondimensional diffusivities of the media. The effects of
media properties on values of nondimensional diffusivity are also presented.
2. Overview of SPH
The standard approach to SPH is reviewed by Benz (1990) and Monaghan (1992).
In SPH, a compressible fluid is represented by a field of disordered particles (Fig-
ure 1), typically of fixed mass, which follow the local fluid motion, convect contact
discontinuities, preserve Galilean invariance, and reduce computational diffusion
of various fluid properties including momentum when compared to the finite dif-
ference method. The equations governing the evolution of the fluid become ex-
pressions for interparticle forces and fluxes when written in SPH form. In standard
SPH, each particle carries mass m, density ρ, velocity u, and other fluid quantities
specific to a given problem. The particle is mathematically treated as an interpol-
SPH DIFFUSION 445
ation point at which fluid properties are computed as the weighted sum of values
from neighboring particles. To illustrate, consider a field quantity A(r) expressed
by
A(r) = A(r )δ(r − r )dr , (11)
where r and r are position vectors and δ is the Dirac delta function. If δ is replaced
with an interpolation kernel W (r, h), an integral interpolant Ai (r) of the function
is obtained,
Ai (r) = A(r )W (r − r , h) dr . (12)
and
lim W (r − r , h) = δ(r − r ). (15)
h→0
The quintic spline kernel function which has an influence radius of 3h was em-
ployed by authors in previous studies (Morris et al., 1997; Zhu et al., 1999). For
numerical work, Ai (r) is approximated by a summation interpolant As (r) over the
particle field
mb
As (r) = Ab W (|r − rb |, h), (16)
b
ρ b
where field quantities at particle b are denoted by subscript b . The quantity mb /ρb is
the inverse of the number density at particle b and can be considered as the volume
of fluid associated with the particle.
Using the above concepts, SPH equations governing fluid motion can be ob-
tained. For example, the fluid density ρa at particle a, may be evaluated by direct
particle mass summation as
ρa = mb Wab , (17)
b
where
Wab = W (rab , h), (18)
446 YI ZHU AND PATRICK J. FOX
and
rab = ra − rb . (19)
Other expressions for derived field quantities at the particles are obtained by sum-
mations involving the kernel and/or its derivatives. As derivatives can be obtained
by ordinary differentiation provided that W (r, h) is differentiable, there is no need
for a grid. For example, if the kernel or A(r), or both go to zero at infinity, the
gradient and divergence of A(r) can be obtained by
mb
∇As (r) = Ab ∇W (|r − rb |, h), (20)
b
ρb
and
mb
∇ · As (r) = Ab · ∇W (|r − rb |, h), (21)
b
ρb
and
1
∇ ·A = (∇ · (ρA) − A · ∇ρ)
ρ
1
= mb (Ab − Aa ) · ∇W (|r − rb |, h). (23)
ρa b
This is due to the fact that SPH formulas involving the difference between quantit-
ies at neighboring particles are less susceptible to particle disorder (Morris, 1996).
where
Cab = Ca − Cb . (26)
The 0.01h2 term is included to keep the denominator nonzero. Equation (25) is
based on a similar SPH expression used by Monaghan (1995) to model heat con-
duction. This hybrid expression combines a standard SPH first derivative with a
finite difference approximation of a first derivative. By taking a Taylor expansion
about particle a, it can be shown that the expression is approximate (Monaghan,
1995). This formulation conserves linear momentum exactly, while angular mo-
mentum is only approximately conserved. Equation (25) is the SPH form of the
convection–diffusion equation (Equation (3)). To model pure tracer diffusion, the
velocities of all fluid particles are zero.
Time integration of SPH equations can be performed using the same approaches
which are employed for other explicit hydrodynamic methods. The chosen method
should provide high order accuracy with a minimum number of sweeps over the
particles. In this model, explicit time integration of Equation (25) is performed us-
ing the modified Euler method in which the time step τ is limited by the following
stability constraint
h2
τ 0.125 . (27)
d0
Equation (27) is based upon the usual condition for an explicit finite difference
method simulating diffusion (Morris et al. 1997). The choice of kernel and the
initial arrangement of particles influence the coefficient in the equation. In particu-
lar, different kernel splines can have different ‘effective’ resolution lengths for the
same value of h. For example, use of a cubic spline (which is ‘narrower’ than a
quintic for the same smoothing length) may require a slightly smaller coefficient
in the above expression. The following predictor–corrector equations are used to
obtain particle concentrations at the next time step,
1/2
fC = f (m, x̃ 1/2 , ρ̃ 1/2 , C̃ 1/2 , . . . ), (29)
1/2
C 1/2 = C 0 + 12 τfC , (30)
C 1 = 2C 1/2 − C 0 , (31)
where the superscripts are the time step indexes and fC is the rate of change of
concentration in time. In practice, the predictor step uses the value of fC at the
−1/2
previous midpoint (i.e., fC0 = fC ). This reduces the computation work without
changing the order of the scheme.
448 YI ZHU AND PATRICK J. FOX
n̂ · ∇C = 0 on Sp , (32)
where n̂ is the unit normal to the solid surfaces Sp . This impenetrable solid bound-
ary condition locally requires ∂C/∂ n̂ = 0, which could be achieved by assigning
an appropriate artificial concentration for each boundary particle. However, this ap-
proach may not prevent solute mass from diffusing into the solid phase in a global
sense. In this model, the impenetrable solid boundary condition is implemented by
allowing the exchange of solute mass only between fluid particles. Although this
paper primarily considers impenetrable solid boundaries, a porous solid boundary
condition can also be implemented using SPH (Section 6.3).
periodic porous medium in two dimensions. Figure 3 depicts the unit cell geometry
for three periodic arrays, i.e., square, staggered, and hexagonal, with circular and
elliptical inclusions, that are used in this work. The unit cell for the square and
staggered arrays has side lengths √ L, and the unit cell for the hexagonal array
has side lengths L1 and L2 = 3L1 . The staggered array may be regarded as a
superposition of two square arrays. Circular inclusions are characterized by radius
R, whereas elliptical inclusions are characterized by major axis 2a, minor axis
2b, and angle α (0◦ α 180◦ ) between the direction of the major axis and the
positive x direction. The three lattices with circular inclusions are isotropic for
fields applied in the plane, while intrinsic anisotropy exists for the lattices having
elliptical inclusions.
An example of steady state diffusion problem is solved using SPH to illus-
trate the calculation of diffusion coefficients for spatially periodic porous media
(Figure 4). Planes x = x1 and x = x2 are maintained at constant concentrations
C1 and C2 , respectively, with C1 > C2 . As a consequence of the concentration
difference C1 − C2 , a steady state flow of solute mass necessarily occurs through
the medium. If the molecular diffusion coefficient d0 is assumed to be constant, that
is, independent of local concentration C and position R, the concentration field is
described by (Adler, 1992)
C(R) = C̆(R) + G · R, (33)
where C̆ is the spatially periodic component of the concentration field and G is the
constant macroscopic concentration gradient
C2 − C1
G= ix , (34)
x2 − x1
where ix is a unit vector in the positive x direction.
Based on the above concepts, a steady state diffusion problem can be solved
within a unit cell of a spatially periodic porous medium and the SPH concentration
field can be used to determine the diffusion coefficients of the medium. For a two-
dimensional anisotropic porous medium (Figure 5), Equations (5) and (6) lead to
∂C ∂C
jx = −dxx − dxy , (35)
∂x ∂y
and
∂C ∂C
jy = −dyx − dyy , (36)
∂x ∂y
where jx and jy are mass fluxes in x and y directions, respectively. If a concen-
tration gradient dC/dx is imposed in the x direction (Figure 5(a)), these equations
become
dC
jx = −dxx , (37)
dx
and
450 YI ZHU AND PATRICK J. FOX
Figure 3. Two-dimensional unit cell geometry for (a) square array, (b) staggered array, and
(c) hexagonal array with circular and elliptical inclusions.
dC
jy = −dyx . (38)
dx
In this case, jx and jy are evaluated from the discrete fluid particles as
∂Ca ma
a
∂x ρa
jx = −d0 ma , (39)
a
ρa
SPH DIFFUSION 451
and
∂Ca ma
a
∂y ρa
jy = −d0 ma , (40)
a
ρa
where ∂Ca /∂x and ∂Ca /∂y are the local concentration gradients in x and y dir-
ections, respectively, at particle a. Values of dxx and dyx are obtained from Equa-
tions (37)–(40). If another concentration gradient dC/dy is imposed in the y direc-
tion (Figure 5(b)), the same procedure leads to values of dxy and dyy .
In SPH, the local concentration gradient ∇Ca is evaluated as
mb
∇Ca = Cba ∇a Wab . (41)
b
ρb
where
mb
Ca = Wab . (44)
b
ρb
Ca reflects the local number density of fluid particles contributing to the concen-
tration at particle a. Similar approaches have been used to improve the accuracy of
first derivatives (Randles and Libersky, 1996) and the calculation of surface tension
forces (Morris, 2000) and can be derived within the formalism of element-free
Galerkin methods (Belytschko et al., 1996).
The diffusion coefficients of a porous medium depend on both medium proper-
ties and the molecular diffusion coefficient of the interstitial fluid d0 . The influence
of d0 is isolated by defining the nondimensional diffusivity d ∗ (Equation (4)) and
d∗ (Equation (7)) for isotropic and anisotropic porous media, respectively. These
values are solely functions of the media.
SPH DIFFUSION 453
5.2. EXECUTION
Once the concentration field is initialized, rates of change of particle concentra-
tions are computed using Equation (25). The quintic spline kernel (Morris et al.,
1997) is employed and the smoothing length h is chosen equal to 2!x. The time
step is limited according to Equation (27). Concentrations are updated using the
predictor–corrector method described by Equations (28) – (31). The impenetrable
solid boundary condition is implemented by allowing the exchange of solute mass
only between fluid particles.
Image particles and solid inclusions are created within a distance of 3h (i.e.,
one quintic kernel radius) from the unit cell to provide the necessary ‘neighbors’
for particles within the cell (Figure 8). Concentrations of the image fluid particles
are updated according to Equation (33) to maintain the imposed concentration
gradient.
Values of particle concentrations are recorded periodically during the course of
a simulation to determine the diffusion coefficients of the porous medium. Changes
in these values with time are used to determine whether or not the diffusion process
has reached steady state.
SPH DIFFUSION 455
Figure 12. Normalized concentration versus distance for an instantaneous cylindrical diffu-
sion source.
R
C0 r2 x2 rx
C= exp − exp − I0 x dx, (47)
2d0 t 4d0 t 0 4d0 t 2d0 t
where I0 is the modified Bessel function of the first kind of order zero. Figure 12
shows a comparison between the normalized concentration (C/C0 ) profiles ob-
tained at several times using Equation (47) and SPH for R = 0.0005 m. The SPH
solution was obtained with 25 particles spanning the distance R. Again, the results
are in excellent agreement, with a maximum error of 0.5%.
Figure 13. Contour plots of concentration at steady state using (a) FEM, and (b) SPH for a
square array of circular cylinders.
Figure 14. Contour plots of concentration at steady state using (a) FEM, and (b) SPH for a
square array of elliptical cylinders.
solution for the same problem was also obtained using a FEM program (ANSYS).
The results from both solutions are compared in Figure 13. Another comparison
is shown in Figure 14 for elliptical inclusions. The latter problem was solved for
d0 = 10−10 m2 s−1 , L = 2 mm, a = 0.8 mm, a/b = 2, and α = 45◦ . Good
agreement is obtained for the bulk of the void space in both cases. In terms of
computation time, SPH reached steady state faster (usually by a factor of around
1.5) than FEM for a similar number of particles and nodes. However, SPH was
more demanding in terms of computer memory since it required the creation of
image particles around the computation domain. Since the FEM employs a grid to
obtain a solution, it is relatively easy to obtain concentration contour plots. The
SPH DIFFUSION 459
Table I. Values of d ∗ for composite media
corresponding plots for SPH were obtained by interpolating the particle quantities
to an array of grid points using the quintic kernel. Contours generated using this
method are inaccurate in the immediate vicinity of the cylinders. This explains
why the contours for FEM are smoother than those for SPH and why the contours
in Figure 14(b) are not normal to the solid surface.
Figure 15. Unit cell of a square array of circular cylinders. The interstitial phase has a
diffusion coefficient of d0 and the cylinder has a diffusion coefficient of βd0 .
Square array
sq1 2000 0.9 1.0 6938 0.8978
sq2 4000 0.9 0.5 6938 0.8978
sq3 20000 0.9 0.1 6938 0.8978
sq4 4000 0.8 0.5 3384 0.8144
sq5 4000 0.7 0.5 6484 0.7536
sq6 2000 0.6 1.0 9984 0.6968
sq7 4000 0.6 0.5 9984 0.6968
sq8 20000 0.6 0.1 9984 0.6968
sq9 4000 0.5 0.5 9182 0.6339
sq10 2000 0.4 1.0 25806 0.5648
sq11 4000 0.4 0.5 25806 0.5648
sq12 20000 0.4 0.1 25806 0.5648
sq13 4000 0.3 0.5 71458 0.4363
Staggered array
st1 2000 0.9 1.0 12572 0.8976
st2 4000 0.9 0.5 12572 0.8976
st3 20000 0.9 0.1 12572 0.8976
st4 4000 0.8 0.5 8320 0.8155
st5 4000 0.7 0.5 11812 0.7527
st6 2000 0.6 1.0 11240 0.6916
st7 4000 0.6 0.5 11240 0.6916
st8 20000 0.6 0.1 11240 0.6916
st9 4000 0.5 0.5 20228 0.6355
st10 2000 0.4 1.0 41920 0.5633
st11 4000 0.4 0.5 41920 0.5633
st12 20000 0.4 0.1 41920 0.5634
st13 4000 0.3 0.5 115044 0.4350
Hexagonal array
he1 2000 0.9 1.0 13760 0.8975
he2 4000 0.9 0.5 13760 0.8975
he3 20000 0.9 0.1 13760 0.8976
he4 4000 0.8 0.5 8160 0.8156
he5 4000 0.7 0.5 18892 0.7579
he6 2000 0.6 1.0 17632 0.7023
he7 4000 0.6 0.5 17632 0.7023
he8 20000 0.6 0.1 17632 0.7024
462 YI ZHU AND PATRICK J. FOX
Table III. Summary of results for diffusion simulations with elliptical cylinders
st14 2.5 0.9157 30◦ 26070 0.8285 0.6705 0.1761 0.1768 0.9428 0.5562 32.94◦
st15 2.5 0.9157 45◦ 26068 0.7364 0.7364 0.2127 0.2127 0.9491 0.5237 45.00◦
Figure 16. Nondimensional diffusivity versus porosity for square, staggered, and hexagonal
arrays of circular cylinders.
SPH DIFFUSION 465
Figure 17. Normalized principal nondimensional diffusivity (a) d1∗ /d ∗ , and (b) d2∗ /d ∗ versus
aspect ratio a/b for elliptical cylinder arrays having n = 0.8 (SQ = square array, ST =
staggered array, HX = hexagonal array).
SPH DIFFUSION 467
Figure 18. Normalized principal nondimensional diffusivity (a) d1∗ /d ∗ , and (b) d2∗ /d ∗ versus
α for elliptical cylinder arrays having n = 0.8.
468 YI ZHU AND PATRICK J. FOX
Figure 19. Normalized principal nondimensional diffusivity (a) d1∗ /d ∗ , and (b) d2∗ /d ∗ versus
aspect ratio a/b for staggered elliptical cylinder arrays having n = 0.5 and 0.8.
SPH DIFFUSION 469
Furthermore, the square array shows the greatest anisotropy and the staggered array
shows the least when α is less than 27◦ . The reverse is true for α values between
27◦ and 45◦ .
8. Conclusions
SPH has been implemented to simulate tracer diffusion through porous media.
Comparative studies with available analytical and numerical solutions confirm the
model has good accuracy and that the accuracy increases with decreasing particle
spacing for a given problem. Nondimensional diffusivities d∗ were calculated us-
ing the model for spatially periodic porous media having circular and elliptical
cylinders arranged in square, staggered, and hexagonal arrays. The results provide
guidance for determining values of d∗ for real porous media. While specific sur-
face S0 does not affect d∗ , porosity n and array type were found to be the most
and least important parameters, respectively, which influence values of d∗ . Media
anisotropy with respect to diffusion is mainly determined by the aspect ratio a/b
of its solid inclusions. The SPH diffusion model will be extended to the study of
tracer hydrodynamic dispersion in a future work.
470 YI ZHU AND PATRICK J. FOX
Figure 21. θ versus α for staggered elliptical cylinder arrays having n = 0.5 and 0.8.
Acknowledgements
The authors extend their sincere thanks to Dr. Joseph P. Morris for many insightful
discussions regarding the use of SPH to model diffusion. This work was sponsored
by the Air Force Office of Scientific Research, USAF, under grant number F49620-
96-1-0020. The views and conclusions contained herein are those of the authors
and should not be interpreted as necessarily representing the official policies or
endorsements, either expressed or implied, of the Air Force Office of Scientific
Research or the U.S. Government.
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