Chemical Engineering Science, 1972, Vol. 27, pp. 1669-1676. Pergmon Press.

Printed in Great Britain

Testing of over- and underdetermination of problem formulations

for simulation calculations of a complex chemical process
V. VACLAVEK

Department of Chemical Engineering, Institute of Chemical Technology, Prague, Czechoslovakia

(Received 9 March 197 1; in revisedform 23 December 197 1)

Abstract- Practical problems solved by the simulation calculations of complex chemical processes
require admitting a more general distribution of given and unknown input parameters of streams and
nodes, than it is usual for common forward or backward “node by node” computations. The distribu-
tion should not be limited, anyway. However, for arbitrary distribution the problem of over- and under-
determination arises, similarly as in the case of balance calculations. An algorithm for testing of over-
and underdetermination in problem formulations for simple method of simulation calculations is de-
rived by the application of least-square method. But the main idea can be applied also on more sophisti-
cated methods of system engineering. The subject is closely connected with degrees of freedom of a
complex chemical process.

1. INTRODUCTION also a limited number of other additional relations

SIMULATION calculations usually provide a solu-
tion to the following problem. Let the parameters
of all streams entering the individual units of a
chemical process be given. For each unit let also
an operator be prescribed, by means of which all
parameters of the streams leaving the node can
be calculated, if all the parameters entering this
node are known. The object of the calculation
is to determine the parameters of the streams
leaving the process and usually also the param-
eters of the internal streams connecting two
different nodes. Problems, formulated in such a
manner, have a great importance in practice e.g.
for design and sizing of a new equipment, econ-
omical and optimization calculations etc. Review
about the research in this field is published, e.g.
in papers [ l-31. The nature of the mathematical
description of the behaviour of the individual
chemical process units requires usually the usage
of a “node by node” method as a basic strategy
of solution 14-U.
Besides the simulation calculations, the balance
calculations still hold their significance in solving
the problems of complex chemical processes [9-
111. In this case, the balance, stoichiometric and
definition relations describing the function of the
nodes are taken into account. If the balance cal-
culations in a wider sense are considered then
1669
can be involved if available.
A distribution of the given and unknown stream
parameters in a balanced flowsheet is usually
arbitrary according to the formulation of the
problem. This greater freedom in the input in-
formation is enabled by the fact, that a set of
balance equations can usually be transformed to
a set of linear equations[9], or a dominant part
of this set consists of linear equations. Thus, the
solution of this system of equations is simplified
and the method “node by node” need not be
used. On the other hand it can happen at simula-
tion calculations that the number of equations
which are at disposal do not specify, completely,
the transformation rule between the input and
output streams of some node. This lack of rela-
tions can be counterbalanced by a greater num-
ber of given stream parameters.
According to this scheme we can arrive at
more general problems lying between the usual
balance and simulation calculations. The aim of
this paper is to contribute to their solution with
respect to over- and underdetermination of the
input data.
The question of over- and underdetermination
always arises if the arbitrary distribution of the
given and the unknown input parameters is ad-
mitted. Therefore, it does not appear in the usual
 V. VkXAVEK
simulation calculations. It is also evident, that
this question can hardly be solved intuitively for
complex systems.
An incorrect overdetermination is such deter-
mination of the input parameters which contra-
dicts the given relations. An underdetermination
of the input data means that not necessarily all
the parameters or relations for the calculation of
the required unknown parameters are given.
There is such experience that the incorrect
overdetermination causes greater troubles at
computation than the underdetermination. It is
due to the fact that in the former case, the whole
calculation must be repeated with changed or
otherwise re-arranged input data. In addition to
this it is not immediately evident, whether these
new input data are not incorrectly overdetermin-
ed again. In the latter case, it ie not usually nec-
essary to repeat the calculatior!. If the lacking
information is available, but wa:, not included in
the input data, it can be added c’uring the calcu-
lation. In this case more than necessary variables,
in the set of equations solved, complicate the
calculation. It can also happen that some types of
calculations cannot be started with incomplete
formulation of the problem at all.
It follows from these conclusions that testing
of correctness of the problem formulation have
to discover any over- and underdetermination.
However, this testing should not be more compli-
cated than the solution of the prc blem itself.
In the case of the balance calculations it was
shown [ 131 that a suitable theory for this purpose
can be developed by applicatio,i of the least
square method for smoothing of data measured
for the balance calculations [ 14-171. But this
approach is not in principle limitea to the balance
calculations. It can be extended to simulation
calculations, too. Experience on the application
of this concept shows that the overdetermination
can be more easily recognized than the under-
determination. But further differentiation be-
tween the correct and incorrect overdetermina-
tion is very difficult and it is better not to carry
out this stage. It usually does not matter. If the
problem is overdetermined, it is very probable
that this overdetermination is incorrect, as soon
1670
as the input data is given arbitrarily.
A great variability in the mathematical forms
of relations describing individual nodes in the
simulation calculations of chemical processes
causes difficulties in finding a common algorithm
for testing over- and underdetermination. There-
fore, the method is shown on the simple example
of one component simulation calculation based
on fraction coefficients. These coefficients di-
vide a total amount of some balanced extensive
quantity passing through a node into the streams
leaving this node. The method described in [ 18,
191 belongs to the oldest and most simple way of
the simulation calculations. But it still remains
important because the set of equations simulating
the behaviour of a calculated system has some
linear properties. For other methods of simula-
tion calculations, a similar algorithm for testing
over- and underdetermination can be developed.
2. THEORY
First of all, the flowsheet of the process should
be formalized similarly as at balance calculations
[ 131. We define nodes and oriented streams (the
nodes are usually the individual process units
and the places of addition and splitting of streams
in a piping). Besides the real streams we can also
define the fictitious streams which substitute the
eventual source and the accumulation of the
balanced quantity so that it would be equivalent
to the exchange of this quantity between the
node and its surroundings. After this arrange-
ment, the scheme contains internal streams
(streams coincident with two nodes) and most-
ly also external streams (streams coincident with
one node only). If the latter case is true, we define
one fictitious node incident with all the external
streams. Further, we define some fictitious nodes
if more than one stream is directed from one
node to another.
The graph obtained in such a manner has the
following properties:
(i) Each node of the graph has at least one
entering and one leaving stream.
(ii) The graph has only internal streams.
(iii) There are at most two streams (opposite-
 Simulation calculations of a complex chemical process

ly oriented) connected with the same two nodes. G/c= gk+Yk V-5)

(iv) The streams coincident with one node

only (selfloops) cannot be neglected as at the &i , = rkk’+pkkl. (7)
balance calculations. If the values mkk’, gk, rkk’ of some parameters
The graph can be expressed by means of the are not given or if the stream (k, k’) does not
associated matrix [ukle,][7] where k, k’ = 1, . . . , K exist, then the corresponding corrections ,.&I(‘,
denotes the index of a node. It is valid for an yk, pkk’are defined to be equal to zero.
element of the associated matrix that Now the objective function can be constructed
so that
1 if there is a stream directed from a K K K K K

a&’ = node k to a node k’. F= x, 2 &k'+

k=l k'=l
k51Yk2+ c z
k=l ‘k’=l
P%k’ (8)
10 if such a stream does not exist.
and we seek its minimum for equality constrains
The streams of the graph are characterized by
a single parameter Mkkv the meaning of which is, Mkk’ -&ktGk=o (2’)
e.g. total mass, mass of some component, total
energy, some form of energy etc. The following
Gk- 5 h!iktk=o (3’)
k’=l
relations describe the simulated system:
(1) For each of the nodes the balance equation 5
k’=l
&‘--1=o (4’)
is valid.
k,k’= 1,. . .,K.
k$l Mk’k = kil MW k= l,...,K. (1)
The notation of Eqs. (2’), (3’) and (4’) is short-
ened in the sense that if some value mkk’,gk or rkk?
(2) Further, the transformation relations can
of the parameter is given then it is necessary to
be formulated for each node
insert for Mkkt , Gk or Rkkr on the right hand side
Mkk, = Rkk’Gk k=l,...,K of Eqs. (5) (6) or (7).
(2) The problem is solved by the method of
k’ = 1,. . ., K
Lagrangean multipliers. Each of Eqs. (2’),
where &]e, is the fraction in which the total (3’) and (4’) is multiplied by the coefficient
amount G k
-2&c’, - 2Kk and -22LkGk, respectively, and
Gk = 2 Mk’k k=l,...,K
the resulting expressions added to Eq. (8).
(3)
k’=l So we obtain
of the balanced quantity passing the node k is
divided into the stream (k, k’). F= 5 2 E.L%k'+k:lYk2+k$l
k=l k’=l
kildk'
From Eqs. (l), (2) and (3) we can obtain

5 &k’ = 1 k=l,...,K. (4)

-2 2 5
k=l k’=l
Jkk’(ktkk’-f&&k) -2
k’=l

In further development, the formulation (4) Mkk’

>
instead of Eq. (1) will be preferred. Let us as-
sume that the values mkkl, gk and rkk’ are given
for some parameters Mkk,, Gk and Rkk!. Then the Rkk’-1 . (9)
>
‘corrections’ ,_.&kk’,
yk. pkkt can be defined in the
following manner. Also this notation is shortened in the above
mentioned sense.
(5) The necessary condition for the minimum
1671
 V. VkLAVEK

value of the function F is that: algorithm. If all corrections ,&I, &, pkk’ in
Eqs. (16)-( 18) are equal to zero, then the
aF formulation of the problem is not incorrectly
-= 0 (10)
@kk’ overdetermined, but still it can be overdeter-
dF mined. If the same results is obtained by substi-
-0 ‘(11) tution from Eqs. (19), (20) and (2 1) into Eqs. (16),
aYk-
(17) and (18) then the formulation is definitely
aF not overdetermined even when the known pa-
-= 0 (12)
apkk’ rameters are (reasonably) given arbitrarily. We
see that Eqs. (19), (20) and (21) are expressions
for all the indices k or (k, k’) for which the values
of the distribution of given and unknown param-
mkk’, gl, and &k’ are given, and
eters Mkk’, Gk and&k’.
It is easy to find from Eqs. (16)-(2 1) that in
(13) order to obtain ,+k’ = 0, yk = 0 and pkk’ = 0 for
all indices (k, k’) and (k), the Lagrangean multi-
aF pliers must fulfill the following condition
-= 0 (14)
a%
.& = Lk = &’ k, k’ = 1; K (22)
aF
-= 0 (15) this conclusion was derived in fact for the case
aRkk’
that a stream exists in the scheme for each com-
for all the indices k or (k, k’) for which the corre- bination of indices (k, k’).
sponding parameters are not given. The problem A rather more complicated situation arises if
of non existing streams will be discussed later. some streams do not exist. One of the possible
From Eqs. (lo), (11) and (12) it then follows procedures is to set up for each non-existing
that stream k, k’
,&V = Jkk’ - & (16) &r = 0 (23)
and to omit the corresponding Eqs. (16) and (18).
Yk = -k,$&d/de’ + Kk (17)
This operation is in fact elimination of the re-
dundant Eqs. (2) and relations yielding from the
Pkk’ = (- Jkk’ + Lk) Gk (18)
redundant conditions (10) and (12) for nonexist-
ing streams k, k’. Also in this case, it can be
and from Eqs. (13), (14) and (15) we can obtain derived, that for remaining &k’ of existing streams
the relations (k, k’) and for Lk, Kkf condition (22) must be ful-
0 = &’ - K,‘ (19) filled if incorrect overdetermination does not
occur.
0=- $ &‘&‘+Kk (20) It is interesting that the algorithm described is
k’=l
suitable for testing of underdetermination, too.
0 = -Jkk’+Lk; Gk # 0. (21)
Every underdetermination in a problem formula-
Let us notice that the right hand sides of Eqs. tion has to be considered with respect to each
(16)-(18) and (19)-(21) are formally the same, unknown required parameter. Let this parameter
but differ in the significance of indices. In the be taken for a given one for testing purposes. If
former case, the indices correspond to the given a new problem formulation obtained in this way
parameters and in the latter case, they agree is found to be overdetermined, then the classified
with the indices of the parameters which are not parameter can be in principle determined from
given. the original formulation of the problem. It means
Now we can express the main principle of the in this case that the original formulation is not
1672
 Simulation calculations of a complex chemical process

underdetermined with respect to the classified Developed algorithm is suitable for computa-
parameter and vice versa. tion, but also a graphical method of solution can
be found.
3. DESCRIPTION OF ALGORITHM FOR
TESTING OF OVERDETERMINATION 4. EXAMPLE
As a conclusion from this theory we can derive Now the algorithm will be applied on a simpli-
one possible algorithm for testing of overde- fied system of air distillation demonstrated on
termination in the formulation of a problem. Fig. 1. A scheme of the system (see Fig. 2) con-
(i) Substitute 0 + Jltkt (Eq. 23) for all non- sists of 4 real nodes. The 5th and the 6th fictitious
existing streams (k, k’) in the matrix [Jkkfl. nodes were added to satisfy the condition re-
(ii) Substitute K,, + Jlckr (Eq. 19) for all quiring that there have to be at most two streams
Jkkt # 0 in the column k’ of the matrix [Jkkt] if
the value of the parameter MkkJ is not given.
(iii) Substitute LI, + Jkkr (Eq. 21) for all
Jkkr # 0 in the row k of the matrix [Jkkf] if the
value of the parameter Rkkt is not given. But it
can happen that some Jlfrt has already been
substituted by Kkt according to the step (ii).
Then some equality relations (chains) result
between Kkt and L*. This situation can be ex-
pressed as follows
Kkt + Kkm + Lk k’* > k’. (24)
It means that the matrices [Jkkp], [Kkf] and [L,]
are rewritten so that in every equality chain
(24) the coefficients are denoted by Kkt with the
lowest index k’.
(iv) Finally we have only Eqs. (20) at disposal
if the values gk of some parameters Gk are not Fig. 1. Apparatus for distillation of air. l-high pressure
column, 2-10~ pressure column, 3-argone column, 4-stream
given. Let us note the following property of divider.
Eq. (20). If the coefficients Jklct # 0 and Kkf in
this equation belong to two different equality
chains only (after previous substitutions Jkk,
and Klcr are two different variables in Eq. (20)
only) then these chains can be joined together
(these variables are equal) and the coefficients
are denoted as in relation (24).
However, there is a problem of how to find
the sequence of Eqs. (20) for the application of
this property, if necessary, so as to facilitate
inclusion of all information contained in Eqs. (20).
(v) If all non-zero elements of the matrices
[ Jkkfl, [K,,] and [L,] are equal to K1 in any
moment during the step (iv) then the tested
formulation of a problem is not overdetermined.
Otherwise if this is not achieved even when all
Fig. 2. Graph of the apparatus for distillation of air. Nodes
information in Eqs. (19), (20) and (21) was in- 1-4 have the same meaning as in Fig. 1. 5,6,7-fictitious
cluded, the overdetermination exists. nodes. The 7th node connets all originally external streams.

1673
 V. VkXAVEK

connected with the same two nodes. The 7th (ii) After application of the 2nd step of al-
fictitious node connects all originally external gorithm the result is:
streams. The determined parameters are listed

(i) After the 1st step of algorithm we obtain 0 0 KS 0 0 Ke Jw

the [ Jklef]
matrix in this form: 0 Kz 0 0 0 0 K7
0 Kz 0 0 JJ5 0 0
0 J12 0 J14 0 0 0 0 Kz 0 0 0 0 0
0 0 Jm 0 0 Jzs Jv 0 0 0 0 0 OK,
in Table 1.0 532 0 0 0 0 537 J071 0
Kz 0
0 0
K4 0
0 0
0 01
0
0 J42 0 0 J45 0 0
0 Jsz 0 0 0 0 0 (iii) Changes in the matrices [J,kt][Kv] and
0 0 0 0 0 0 J6, [LkJafter the 3rd step of algorithm are as follows:
JT1 0 0 0 0 0 01 -

0 0 KS+ L
0 0 0
0 L + JG 0
0 0 0
0 0 0
0 0 0

K4 K5 KS KT I
K4 0 0
0 0 KS
0 0 0
0 KZ 0
0 0 0
0 0 0
0 0 0
K4 K5 K.1 K, I

Table 1. Given (+) and unknown (-) param- Note the chains: K,-+ Ll;K3 -+ Kg-+ L, *Jz7;
eters in the tested formulation of the simula- Kz~L33L43L5-,J~145;K7~L6;andL,jJ,,.
tion problem
(iv) Finally, we include information contained
k k’ MKL, Gk RW
in Eqs. (20). After substitution of previous re-
1 2 _ + sults, these equations have the form:
1 4 _ -
23 - - k= 1 0=-(R1zK2+R14K4)+K1 (25)
26 - - _
2 7 + - k=2 0=-(R2sK3+R26Ks+R2,K3)+K2 (26)
32 - -
+
3 7 _ + k=4 0=-(R,,K,+R,,K,)+K, (27)
42 - _
4 5 + - - k=5 0=-RR52K2+Ks (28)
52 - - _
67 - - _ k=6 0=-RR67K7+K3 (29)
7 1 + _
k=7 0=-R,,L,+K,. (30)
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 Simulation calculations of a complex chemical process

Because Eqs. (4) are valid, we obtain the result- g, given value of the parameter Gk
ing chain Jkk, Lagrangean coefficient
K number of all nodes
Kv Lagrangean coefficient
So it was found that all Lagrangean multi- k, k’ index of a node
pliers either fulfil condition (23) or are equal to L Lagrangean coefficient
each other. Therefore, the problem formulation Mkk’ parameter expressing total amount of a
is not overdetermined. If, e.g. the value g, was balanced quantity passing through a
given, Eq. (29) would be missing and K, # K,. stream k, k’
Thus the formulation of the problem would be mkk’ given value of the parameter Mkk#
overdetermined. R kk’ parameter expressing the fraction of G,
leaving the node k in the stream k, k’
NOTATION rkk’ given value of the parameter Rkk!
akk’ element of the associated matrix
F objective function Greek symbols
Gk parameter expressing total amount of a Yk correction of gk
balanced quantity passing through a pkk’ correction of mkk!
node k Pkk’ correction of rkk’

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RCsumC-La solution de problkmes pratiques par les calculs de simulation de processus chimiquer
complexes nCcessite une distribution plus g&n&ale des param&res d’alimentation connus et inconnus
descourants et de noeuds que l’on a d’habitude pour les calculs courants de chaque noeud et dans
chaque direction. La direction ne doit en tous cas pas tire limitie. Pour une distribution arbitraire,
cependant, le probltme de sur-et-sous dktermination se pose, comme dans le cas de calculs de I’Cquil-
ibre. Les auteurs d&vent, par l’application de la mtthode des moindres car&s, un algorithme pour
v&tier la sur-et-sous d&termination dans des formulations de probltmes pour une methode simple
de calculs de simulations. En g&n&al, ceci peut s’appliquer $ des m6thodes plus compliqutes de
gCnie du systtme. Ce sujet est Ctroitement 1%aux degrks de IibertC d’un processus chimique complexe.

Zusammenfassung- Praktische Probleme, die durch Simulationsgleichungen komplexer chemischer

Prozesse geliist werden erfordem die Zulassung einer allgemeineren Verteilungs vorgegebener und
unbekannter Parameter der StrGme und Knotenpunkte als es fir gewiihnlich vorwlrts oder tick-

1675
 V. VACLAVEK

warts Knotenpunkt-urn-Knotenpunkt Berechnungen gebrauchlich ist. Die Verteihmg soilte,auf keinen

Fall begrenzt werden. Im Falle beliebiger Verteilung ergibt sich jedoch das Problem der U ber- oder
Unterbestimmung, Phnlich wie bei Gleichgewichtsberechnungen. Ein Algorithmus fir die Priifung
auf Uber- oder Unterbestimmung in Problemformulierungen fiir einfache Methoden von Simulations-
gleichungen wird abgeleitet durch Anwendung der Methode der kleinsten Quadrate. Der Hauptge-
danke kann jedoch such auf kompliziertere Merfahren der Systemstechnik angewendet werden. Der
Gegenstand ist eng verbunden mit Freiheitsgraden eines komplexen chemischen Prozesses.

1676