Fundamentals of Transport Phenomena

in Porous Media
NATO ASI Series
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Series E: Applied Sciences - No. 82

Fundamentals of
Transport Phenomena
in Porous Media
edited by

Jacob Bear
Department of Civil Engineering
Technion-Israel Institute of Technology
Haifa 32000, Israel

M. Yavuz Corapcioglu
Department of Civil Engineering
University of Delaware
Newark, Delaware 19716
USA

1984 Martinus Nijhoff Publishers

Dordrecht I Boston I Lancaster
Published in cooperation with NATO Scientific Affairs Division
Proceedings of the NATO Advanced Study Institute on Mechanics of Fluids in Porous
Media, Newark, Delaware, USA, July 18-27, 1982

library of Congress Cataloging in Publication Data

RATO Advanced Stu~ Institute on Mechanics ot Fluids in
Porous Media (1982 : lIewark, Del.)
Fundamentals ot transport phenomena in porous media.

(RATO advanced science institutes series. Series E,

Applied sciences ; no. 82)
"Proceedings ot the RATO Advanced St~ Institute on
Mechanics ot Fluids in Porous Media, Newark, Delaware,
U.S.A., July 18-27. 1982n~.p. verso.
Includes index.
1. Groundwater flov-Congresses. 2. Porous materials
--Congresses. 3. Transport theory-Congresses.
1. Bear. Jacob. II. Corapcioglu. M. Yavuz.
III. Series.
TC176.N39 1982 620.1'064 84-10178

ISBN-13: 978-94-009-6177-7 e-ISBN-13: 978-94-009-6175-3

001: 10.1007/978-94-009-6175-3

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Copyright © 1984 by Martinus Nijhoff Publishers. Dordrecht

Softtcover reprint of the hardcover 15t edition 1984
 v

PREFACE
This volume contains the lectures presented at the NATO
Advanced Study Institute that took place at the University of
Delaware, Newark, Delaware, July 18-27, 1982. The purpose of this
Institute was to provide an international forum for exchange of
ideas and dissemination of knowledge on some selected topics in
Mechanics of Fluids in Porous Media.

Processes of transport of such extensive quantities as mass

of a phase, mass of a component of a phase, momentum and/or heat
occur in diversified fields, such as petroleum reservoir engineer-
ing, groundwater hydraulics, soil mechanics, industrial filtration,
water purification, wastewater treatment, soil drainage and irri-
gation, and geothermal energy production. In all these areas,
scientists, engineers and planners make use of mathematical models
that describe the relevant transport processes that occur within
porous medium domains, and enable the forecasting of the future
state of the latter in response to planned activities. The mathe-
matical models, in turn, are based on the understanding of
phenomena, often within the void space, and on theories that re-
late these phenomena to measurable quantities. Because of the
pressing needs in areas of practical interest, such as the develop-
ment of groundwater resources, the control and abatement of
groundwater contamination, underground energy storage and geo-
thermal energy production, a vast amount of research efforts in
all these fields has contributed, especially in the last t~o
decades, to our understanding and ability to describe transport
phenomena. In recent years, these research efforts have been
significantly accelerated, attracting scientists from many
disciplines. The practical needs of solving boundary value
problems in heterogeneous domains, irregular boundaries, coupled
phenomena and multiple dependent variables, led to the develop-
ment o~ a variety of powerful numerical techniques. The reali-
zation that real fields are highly heterogeneous and that the
degree of heterogeneity depends on the scale of the problem, led
to the introduction of stochastic concepts as an additional tool
for the description of phenomena.

Accordingly, the objectives of the Institute were to review

and discuss recent advances in research on transport phenomena in
vi

porous media, with special emphasis on the frontiers of knowledge

in this area and on a unified approach by scientists coming from
different disciplines. To enable in depth discussions, mainly
four topics were included: the fundamentals of transport proc-
esses, porous medium deformation, the stochastic approach and
numerical methods.

Accordingly, the first part of this volume is devoted to

the development of the fundamental equations of mass, momentum
and energy in a porous medium, where the latter is viewed as a
continuum. Two methods are presented for obtaining these equations
in the case of multiphase (and possibly multicomponent) flow in a
(possibly) deformable porous medium: the mixture theory and a
theory based on volume averaging. In the latter case, the
averaging is over a representative elementary volume of the porous
medium, of the equations of balance of the considered extensive
quantities, written at the microscopic level, i.e., at a point
within an individual phase present in the system. When this
approach is applied to the equation describing momentum balance,
and subject to certain assumptions, including low Reynolds number,
Darcy's law is obtained. As the Reynolds number is increased,
the flow regime changes until full turbulence is reached. This
phenomenon - as it. actually occurs within the pore space - is
demonstrated by using advanced laser monitoring and photographing
techniques. Multiphase flow problems are introduced by a dis-
cussion on infiltration. The multi-media approach of handling
heterogeneities in aquifer systems - applicable to both leaky
aquifers as well as to fractured porous media - is demonstrated
by considering the hydraulics of wells in heterogeneous porous
media.

In the second part, theories on porous medium deformability

under saturated and unsaturated soil conditions are reviewed, with
special attention focused on the subject of consolidation. One of
the major reviewed topics is Biot's theory which underlies many of
the presentations. Various constitutive equations representing non-
elastic behavior are presented and discussed. A methodology is
presented for dealing with the problem of land subsidence and
horizontal displacements due to pumping from an aquifer.

The usual continuum approach and the macroscopic equations

derived by employing it may fail to describe transport phenomena
when dealing with large scale problems in aquifers due to the
large variability in transport and storage properties of the con-
sidered domains. The solution of transport phenomena in domains.
with such heterogeneities, which always exist and on which infor-
mation is available only in statistical forms, requires a special
method of treatment - the stochasic approach. Two papers are
presented which represent a frontier in research efforts on this
important subject.
 vii

Once a mathematical model - or a well-posed boundary value

problem - is established as a satisfactory representation of a
process, its solution for cases of practical interest usually
calls for a numerical technique~ This is due to the heterogeneity
of the domain, the irregularity of its boundaries, non-linearity
of the problem and other fa~tors which preclude the possibility of
an analytical solution. Several advanced numerical methods,
especially finite element ones, and a comparison between them, are
presented. Of special interest is the conjugate gradient method
which facilitates the treatment of very large problems. The
method is demonstrated for problems of flow and land subsidence.

A number of persons deserve special appreciation for their

valuable help in the organization of this meeting. They include
Dr. A. F. Gaudy, Jr., Chairman of the Department of Civil Engi-
neering of the University of Delaware, for permitting the organ-
izers to utilize the Department's facilities, Ms. Connie Weber for
secretarial help, including the typing of an endless number of
letters, Ms. Janice Holton, of the Department of Continuing Edu-
cation of the University of Delaware, for arranging the housing
and conference f;acilities, and to the graduate students, S. Mathur
and A. Haridas, of; the University of Delaware f;or their help at
various stages.

We greatly appreciate the financial support of NATO

without which this Institute would not be possible. We are also
grateful to the authors for accepting the invitation to lecture
and to prepa;r-e written papers, and to all the participants for
their contributions during the discussions.

We hope that this volume will be of; value also to others

in this f;ield who have not attended the meeting.

July, 1982

J. Bear M. Y. Corapcioglu
 ix

TABLE OF CONTENTS

Preface v

Part 1. FUNDAMENTALS OF TRANSPORT PROCESSES 1

J. Bear and Y. Bachmat

Transport Phenomena in Porous Media - Basic Equations 3

R.M. Bowen
Porous Media Model Formulations by the Theory
of Mixtures 63

R.G. Carbonell and S. Whitaker

Heat and Mass Transfer in Porous Media 121

A. Dybbs and R.V. Edwards

A New Look at Porous Media Fluid Mechanics -
Darcy to Turbulent 199

M. Vauclin
Infiltration in Unsaturated Soils 257

T.D. Streltsova
Well Hydraulics in Heterogeneous Porous Media 315

Part 2. DEFORMATION OF POROUS MEDIA 347

A. Verruijt
The Theory of Consolidation 349

M.Y. Corapcioglu
Land Subsidence - A. A State-of-the-Art Review 369
x

M.Y. Corapcioglu and J. Bear

Land Subsidence - B. A Regional Mathematical Model 445
for Land Subsidence due to Pumping

D. Kolymbas
Anelastic Deformation of Porous Media 499

D.G. Fredlund
Consolidation of Unsaturated Porous Media 525

H.B. Kingsbury
Determination of Material Parameters of Poroelastic
Media 579

R.L. Schiffman
A Bibliography of Consolidation 617

Part 3. STOCHASTIC APPROACH TO POROUS MEDIA 671

L.W. Gelhar
Stochastic Analysis of Flow in Heterogeneous Porous
Media 673

G. de MarsHy
Spatial Variability of Properties in Porous Media:
A Stochastic Approach 719

Part 4. NUMERICAL MODELLING TECHNIQUES 771

T.N. Narasimhan
Formulation of Numerical Equations 773

R.W. Lewis and P.M. Roberts

The Finite Element Method in Ponms Media Flow 805

W.G. Gray
Comparison of Finite Difference and Finite Element
Methods 899

G. Gambolati and A. Per don

The Conjugate Gradients in Subsurface Flow and
Land Subsidence Modelling 953

Subject Index 985

PART 1
FUNDAMENTALS OF
TRANSPORT PROCESSES
 3

TRANSPORT PHENOMENA IN POROUS MEDIA - BASIC EQUATIONS

Jacob Bear and Yehuda Bachmat

ABSTRACT 5
1. INTRODUCTION 5
1.1. The Porous Medium 5
1.2. The Continuum Approach 8
1.3. The Representative Elementary Volume
(REV) and Representative Elementary
Area (REA) 9
1.4. Volume Averages 11
1.5. The Areal Average and Its Relationship
to the Volumetric One 14
2. MACROSCOPIC BALANCE EQUATIONS 17
2.1. Velocities and Fluxes 17
2.2. The General Microscopic Balance Equation 18
a. The Eulerian Approach 18
b. The Lagrangian Approach 19
2.3. Particular Microscopic Balance Equations 20
a. Volume of an a Phase 20
b. Mass of an a Phase 20
c. Mass of a y Component of
an a Phase 21
d. Momentum of an a Phase 21
e. Total Energy of a Phase 22
2.4. Averaging Rules 23
a. Average of a Sum of Two
Quantities 23
b. Average of a Product of Two
Functions 23
c. Average of a Time Derivative 24
d. Average of a Spatial Derivative 24
e. Average of a Material Derivative 25
4

2.5. The General Macroscopic Balance Equation 25

2.6. Particular Macroscopic Balance Equations 26
a. Volume of an a Phase 27
b. Mass of an a Phase , 27
c. Mass of a y Component of an
a Phase 28
d. Heat of an a Phase 28
e. Linear Momentum of an a Phase 31
f. Momentum Balance for the Entire
Porous Medium 32
3. MACROSCOPIC FLUXES 34
3.1. Transformation of the Integral over the
Interphase Surface 34
3.2. Diffusive Flux 36
3.3. Dispersive Flux 37
3.4. Advective Flux 41
4. MACROSCOPIC INITIAL AND BOUNDARY CONDITIONS 46
4.1. The Idealized Boundary 46
4.2. The General Macroscopic Boundary Condition 46
4.3. Particular Cases 48
a. Mass of an a Phase 48
b. Volume of an a Phase 49
c. Momentum of a Mu1tiphase Fluid
System 50
d. Component y of an a Phase 51
e. Heat Transport by the Entire
Porous Medium System 52
5. THE MATHEMATICAL MODEL OF A TRANSPORT PROBLEM 52
5.1. Contents of a Problem Statement 52
5.2. Examples 53
a. Single Component, Single Fluid
Phase 53
b. Same as (a), but Under Non-
Isothermal Conditions and an
Isothermal Thermoelastic Solid
Matrix 5t.
c. Transport of a Single Component
in a Single Liquid Phase
Occupying the Void Space 55
REFERENCES 57
ACKNOWLEDGEMENT 57
SYMBOLS 58
 5

TRANSPORT PHENOMENA IN POROUS MEDIA - BASIC EQUATIONS

Jacob Bear Yehuda Bachmat

Dept. of Civil Engineering Hydrological Service

Technion ~ Israel Institute Jerusalem, Israel, 91060
of Technology
Haifa, Israel, 32000

ABSTRACT

The objective of this review is to present the methodology

of developing the complete descripti9n of transport phenomena in
a multiphase, deformable porous medium, and to demonstrate this
methodology by applying it to the transport of such extensive
quantities as volume, mass, component of a phase, momentum and
heat.

1. INTRODUCTION
1.1 The Porous Medium
For the purpose of the present review, a porous medium is
defined as a portion of space that is occupied partly by a persis-
tent solid phase (= the solid matrix) and partly by a void spaae~
the latter being occupied by one or more fluid phases. In addi-
tion, we require that the solid phase be distributed throughout the
porous medium domain. Equivalently, we require that it should be
possible to define a Representative Elementary Volume (abbreviated
REV) such that no matter where we place it within the considered
porous medium domain, it will contain both a solid phase a void
space. If such an REV cannot be defined, the domain does not quali-
fy (again, for the purpose of this review) as a porous medium.
A further discussion of the REV is presented in Sec. 1.3.
6

U(2-)ii'~~~~~~
U( 3_)~~~~~~

( Q )

Domain of
microscopic
I Domain of
macroscopiG
Porous medium domain

1~:homOgenei~nhomOgeneitY ( b)

Inhomogeneous medium
(example)

_
::>
.......
->
n

II~ange for Homogeneous

::> medium

-0

0
Q:
I
U min Umax

(e)

Figure 1. Conceptual selection of size of REV.

 7

Let 00' Oov and Dos denote the volume of an REV and the volumes
of the void space and the solid matrix within it, respectively.
The above requirement means that
o < Uos < Uo ; 0 < Uov < Uo , Uo (1.1.1)

or
o < n < 1 (1.1.2)

where n denotes the medium's (volumetric) porosity.

Similarly, we shall require that it should be possible to
define a Representative Elementary (planar) Area such that no matter
where we place it within the porous medium, it will always intersect
both the solid matrix and the void space.
We shall assume that within the REV, both the solid matrix
and the void space are more or less distributed evenly.

Our main interest in the present review is the transport of

extensive quantities through the porous medium domain, where part
of the transport is by convection within at least one of the fluid
phases occupying the void space. Therefore, we shall require that
the void space contains a persistent multiply connected subdomain
(= interconnected void space). Unless otherwise specified,we shall
assume that the entire void space is a single multiply connected
domain. Similarly, we shall assume that the solid matrix is also
a single multiply connected domain.
Denoting the surface area of Uo by So' we require that So
always intersects both the void space and the solid matrix and that
the corresponding areas of intersection be more or less evenly
distributed over So'
In what follows, we shall use the notation Sa' Saa and
SaS (=Sa - SNn) to denote the total surface area of Uoa' its

REV
volume U o

Figure 2. Definition sketch for averaging.

8

portion that is an a - a interface, and its portion that is an

interface between the a-phase and all other phases within Uo (deno-
ted by the symbol $). Obviously Saa can only lie on So' It is
possible that parts of Sa$ will also lie on So
1.2 The Continuum Approach
Processes taking place in a porous medium could, in ppincipZe,
be studied at a level in which we focus our attention on what
happens at a mathematical point within a phase. Then, by solving
certain field, or balance, equations, subj~ct to known initial con-
ditions within the domain occupied by that phase and to conditions
on the surface that bounds it, temporal and spatial distributions
that describe the considered process could be derived. However,
the complexity of the configuration of the boundary surface renders
hopeless any attempt to follow this procedure as a method of sol-
ving practical problems. We shall refer to this level of descri-
bing processes as the microscopic ZeveZ. At this level, the porous
medium is heterogeneous due to the presence of solid-fluid phase
interfaces. The scale of inhomogeneity is of the order of magni-
tude of the dimensions of a pore, or a grain.
Even if we could solve problems at the microscopic level, the
solutions would be of no practical value as no instrument is avai-
lable for measuring values of the considered variables in the
studied porous medium domain in order to compare them with such
solutions. Our objective should, therefore, be to develop a theory
that will
(~) circumvent the need to know the exact configuration of inter-
phcse boundaries, and
(b) enable the description of phenomena in terms of measurable
quantities.
Many branches of science adopt the hypothesis that matter is
a continuous medium that completely fills space, and that values
of kinematic and thermodynamic variables, that reflect its behavior,
can be assigned to any point of this medium. Such a medium is
referred to as a continuum. The continuum is thus a hypotheticaZ
substance to which, at every point and at evepy instant of time,
kinematic and thermodynamic variables can be assigned, which are
continuous and differentiable functions of the spatial coordinates
and of time.
This continuum approach, so useful in treating problems in a
single phase, can, subject to certain modifications, be extended
to the mu1tiphase system comprising a porous medium. Accordingly,
the real, multiphase system, that occupies a porous medium domain
is replaced by a model in which each of the phases present in the
system is assumed to fill up the entire porous medium domain. We
speak of "ovepZapping continuums", each of which corresponds to
one of the phases. At every point of the domain, and for every
such continuum, values of kinematic and thermodynamic variables are
 9

definable.
By employing the continuum approach we lose the detailed
information related to phenomena occurring at the microscopic level
(recalling that anyway we cannot observe and measure at that level),
but gain the ability to formulate processes in porous media as well
posed boundary value problems in terms of measurable variables.
The effect of the microscopic configuration of the solid-void
interface,and processes occurring on it is introduced by macroscopic
coefficients. For any given porous medium, these macroscopic
transport and storage coefficients must be determined experimentally.
1.3 The Representative Elementary Volume (REV) and Representative
Elementary Area (REA).
The introduction of an REV of volume Uo ' is the first step in
passing from the microscopic level of description, to the macros-
copic one. In the latter, we associate with each point in space,
average quantities that describe the system in its vicinity. We
recall that in Sec. 1.1 it was emphasized that if an REV (of cons-
tant size, Uo ) cannot be defined for a given domain, the latter
cannot qualify as a porous medium for the purpose of this work.
The continuum approach as defined above cannot be applied to such
a domain.
The selection of the size of the REV for a given porous medium
domain, should be based on the following requirements.
(a) The resulting average values should be independent of its size
and shape.
(b) The average values should be continuous and differentiable
over time and space as many times as needed.
(c) If t is a length characterizing Uo and d is a characteristic
length of the solid matrix (i.e., representing its scale of micros-
copic inhomogeneity resulting from the presence of the void space) ,
then
t » d (1.3.1)
(d) If L is a macroscopic characteristic length of the porous
medium domain over which significant changes in averaged (= macros-
copic) quantities of interest occur, then
t « L (1. 3.2)

Whitaker (1969), by requiring that the average of macroscopic,

i.e., averaged, quantities over an REV,be equal to the average of
their microscopic counter parts over the REV, arrived at the requi-
rement (1.3.2). Actually, this requirement implies that macrosco-
pic quantities vary (or are assumed to vary) linearly within the
REV.
Together,(1.3.1) and (1.3.2) ensure that the size selected
for the REV will remove the effect of the microscopic inhomogeneity
10

without eliminating the effect of macroscopic inhomogeneity.

The conceptual selection of Uo is based on the following con-
siderations. Let Ea denote an extensive quantity E of the a phase,
and let pEa denote its (volumetric) density, i.e., the quantity of
Ea per unit volume of the considered a phase, in the vicinity of a
point ~
E Ea within U(x)
P a(x,t~U(x»
_ N * (1.3.3)
U(~)

In (1.3.3), pEa is a function of the volume selected for U(x). In

order to make pEa independent of the size of U(x), we require that
U(~) be selected equal to Uo(~)' such that
E
ap a(~,t~Uo(~»

auo (x)
~
°
If a range Umin < Uo < Umax can be found which is common to
all points within the porous medium domain, we can define a field
pEa\~,t)within the domain and treat it as a continuum with res~ect
to Ea.
Figure 1 describes the conceptual way in which the range of
acceptable values for Uo can be determined. The quantity E is
void volume and the a phase is the union of all phases within the
void space, i.e., Ea - Uv~ pEa = UviU. Three intervals of U can
be identified
(a) U > Umax where the ratio Uv/U may undergo gradual changes due
to macroscopic inhomogeneity of the porous medium~
(b) Umin < U < Umax where UviU remains more or less constant,
except for small fluctuations, and
(c) U < Uffiin' where large fluctuations in UviU may take place due
to the effect of the configuration of the void space within U.
In the limit, as U(~) ~ 0, UviU may either equal zero or one,
depending on whether ~ is within the solid phase or the void space.
Any volume within the range (Umin ' Umax ) may be selected as UO.
The ratio of UviU corresponding to Uo' i.e., the ratio UoviUo
represents the medium's porosity, n. Thus
U U
n(x) = lim ~ = ov (1.3.4)
U+UO U Uo
Hence, the size of the REV is such that adding to it, or sub-
tracting from it, one or several pores will have no significant
effect on pEa Once Uo is chosen, measurements in real porous
media should be such that they yield average values taken over UO.
By analogy to the REV, we define also a Representative Ele-
mentary Area (abbreviated REA) of a porous medium. We need it in
order to transform phenomena such as fluxes or stresses, that are
 11

associated with areas, from the microscopic level to the macros-

copic one. Accordingly, the selected size, Ao' of the REA should
satisfy the following requirements.
(a) The size of the REA should be such that no matter where we
place the RE'j\, within the considered porous medium domain, it will
always contain both a solid phase and a void suace.
(b) The size of the REA should be independent of its orientation.
(c) Macroscopic quantities obtained by averaging over the REA
should be independent of the latter's size and direction.
(d) The average values should constitute continuous and differen-
tiable fields.
(e) The area Ao should be the same for all points within the
porous medium domain •.
(f) If t A is a length characterizing the REA, we require. that
L » tA » d (1.3.5)
where d and L have already been defined above. The conceptual
determination of the Ao follows the same procedure as that for
determining the size of the REV.
1.4 Volume Averages
The values of state variables assigned to a point ~ in the
continuum, or macroscopic level of description, are averages taken
over an REV, or REA, centered at~. The porous medium is a multi-
phase system, where the phases are denoted by a = 1,2,3, ••• ,N.
At time t, each phase occupies a volume Uoa within Uo at a voZu-
metria fraation ea
N U (x,t) N
oa -
Uo = L Uoa ea (~,t) = .....;;.;U;.;.....,C,...x.,..)- L e 1 (1.4.1)
a=l o - a=l a
The position vector! denotes the centroid of Uo
Let pEa(~' ,t) denote the volumetric ~ensity of an extensive
quantity E of the a phase (= quantity of E per unit volume of a
phase) at the microscopic level. We have used the position vector
x' to indicate that the field pEa(x',t) is at the microscopic
level. The position-vector ~ indicates points at the macroscopic
level.
Following some authors (e.g., Hassanizadeh and Gray, 1979),
let us define a phase distribution function Ya for any a phase by

1 when x' falls inside Uoa.

Ya. C~' ,t) (1.4.2)
o when ~' falls outside Uoa.
12

with the definition (1.4.2), we have

Uoa (!) =! Ya(! + ~)dU(s) =! dUa(~)
(Uo ) (U o )

=! dUa(P- (1.4.3)
(U oa )

where ~ = x' - x is the position vector of a point with respect to

point ~ which is the centroid of Uo •
Employing Ya ' two kinds of averages of pEa can be defined
-a
(a) Intpinsic phase avepage~ pEa , with
T a 1 E
P a (~,t)= u---c;tj! p a(~, ,t;~)ya(~' ,t)dU(~')
oa - (Uo(~»

- U l(X)! pEa(~"t;X)dUa(X') (1.4.4)

oa - (Uoa (~) )

The symbol a next to the overbar (-a) indicates that the average
is taken over Uoa • The definition (1.4.4) is applicable also to
an extensive quantity E and its density pE, i.e., an E that is
not specific to the~phase only.
(b) phase avepage, pEa, with
E 1 E
P a(~,t) = U (x)! p a(~',t;~)Ya(x',t)dU(x')
o - (U o (~) ) --

= __l_! pEa(x' ,t;x)dUa(x') (1.4.5)

Uo(~) (U oa (x»
_ - - -

Here the average ofpE(., is taken over the entire volume Uo • When
E is not specific to a
single a phase only, but to a number of
phases present within Uo ' then
E 1 E
P (~,t) = U (x)! p (x' ,t;x)dU(x')
o- tuo (~»

-a
1 Ea (1.4.6)
= Uo(x_) 1: UoaP
(a)

where the sum is only over those phases that contain the conside-
red quantity E.
 13

In (1.4.6) we have already used the relationship

E E a
p a = 8 p a (1.4.7)
a
that follows from (1.4.4) and (1.4.5).
The type of average to be used in each case depends on the
way the averaged quantity is actually measured in the field.
It should be noted that pEa (x' ,t) appearing in the integrands
of (1.4.4) through (1.4.6) must be such that pECXdUa is additive
within Uoa • The integral iu
)pEadUa represents the total quantity
00
of E of a within Uo •
For later use, we need the definition of a deviation of the
local microscopic value of pEa from its intrinsic phase average
oa -a
pEa(x',t;x) pEa(x',t;x) _ pEa (x,t) (1.4.8)
with

(1.4.9)

In (1.4.3) through (1.4.8), ~ represents the centroid of Uo •

Following Whitaker (1967), since pEa is continuous and diffe-
rentiable, let us develop it in a power series around the centroid
of Uo • We shall now replace x' and x by x and x , respectively
_0

E
P a(x,t)
~
p (xo,t)
~
apEa
+ aX. -"-I (x.1 - x.10 )
-- 1 Xo
..,
1 ax.
+ ~ a
2 p E a 1 (x
ax. i - x io ) (x j - x jo ) + ••• (1.4.10)
1 J ~o
where now ~ois the macroscopic coordinate and Einstein's summation
convention is invoked. By taking an integral of(1.4.10), we obtain
E
J p a(x,t)dU(x)
(U o (~o» - -

- x. ) dU + •••
10

or

f (x. - x. ) dU + ••
1 10
I
~o (Uo(~o»

or, since ·f (x. - x;o)dU o

(Uo ) 1 ~
 14

- x. ) (x. - x. ) + .•
~o J JO

Fran the definitions of R, and L in Sec. 1. 3, it follows that

1 (l2 pEa
'2 (lx.(lx. I O(pEal /L2) while (x. - x. ) (x. - x.-)
I ~ ~o J JO
I = O(R,2).
~ J ~o ~ ~o
Hence.
E
(p a) (~o,t) pEa(~o,t) + O(pEal R,2/L2) (1.4.11)
~o
Since R,/L « 1, within the error indicated by (1.4.11),
E E
(p a) (~o,t) = p a(~o,t) (1.4.12)
i.e., the variation of the average pEa within Vo is linear. (see
Sec. 1. 3) •
1.5 The Areal Average and its Relationship to the Volumetric One.
with A and Ao . denoting the area of an REA centered at point
~ and the a~ea of tge a phase within it, and ~ denoting any quan-
tity such that ~dAa is additive over Aoa ' we define the intrinsic
phase areal average of ~ by
1
< IT > (x_,t) 3 f IT(x',t;x)dA (x') (1. 5 .1)
a Aoa(~,t) - - a-
(AoCl(~»
and an areal phase average of IT by
1
< ~ > (x, t)
oa -
= A0 ( t) f ~(x' ,t;x)dA (x') (1.5.2)
~, (A (x» - - a-
oa -
with
< IT > SA = A /A (1.5.3)
oa a oa 0
To obtain the relationship between areal and volume averages,
we start by considering the quantity
pEa~a , where vEa = «l~Ea/(lt) is the velocity of an E I
~=const
continuum particle initially located at point ~; x Ea denotes the
position vector of this particle as it travels: Since
pEa = dE /dU
a a
VEadE
- a (1.5.4)
dU
a
Similar to the particular case of E m mass of a phase, where
a a
 15

vmadma is the linear momentum of mass, pEadEa may be regarded as

a generalized momentum of an element of the Eo. continuum. Hence
pEa~a is the volumetric density of this momentum (i.e., momentum
per unit volume of a phase), and pEayEadua is additive. For a
given quantity E
a

(1.5.5)

Thus, f tcon
or a mass 'lnuum, Ea = mO., ~a
_ = _ vma ' pEa = pma -
the integral f PaymadUa is admissible. However, for a volume
(Ua)_E U Eo. U
_ a = V
con t'lnuum, Ea = Ua' V- _ a =
- V
-a ' P P a = 1, and the inte-
gral f V dU is admissible.
(U )-0.
a
on the other hand, the expression pEa.~a may also be interpre-
ted as the flux of E , with
a
dA = pEa.VEa.dA = pEa.dQUa.
n
where v Ea = IvEal, dA is the projection of the element of area
- n
dA on a plane normal to ~a, QUa is the volumetric discharge~while
QEa. is the Eo. discharge, i.e., the amount of Ea. per unit time
passing through~. Thus

QEa. = f pEa.~a.. dA (1.5.6)

(A) - ,....,

is also an admissible integral. This means that for pEayEa both a

volume integral and an areal one are admissible

u-- f
1
00. (U
p
)
E E
a.~adUa= average density of generalized E - momentum.
a
00.

1 E _~
--- f p aV-a.·dA = average specific discharge of E - continuum.
Aoa. (A ) - ........ a. a
oa.
To obtain the relationship between these two averages, let us
consider an REV in the form of a cylinder centered at x o ' of cons-
tant cross sectional area Ao and length! = Uo/Aa. The cylinder's
axis is oriented in an arbitrary direction indicated by the vector
!j. For 1j = ~l' Ea. = Ua.' pEa. = 1, we have
16

A
U ea. U0 J ea.(X1 )A dX l
oa. (R,) 0

Hence
(1.5.7)

i.e., the volumetric fraction at a point is equal to the average

value of the areal fraction.
If we assume that e A varies linearly over R" then
a.
(1.5.8)

i.e., the areal and volumetric fractions at a point are identical,

regardless of the orientation of Ao'
Similarly,
---;::---=- a.
e (pEaVEa.) / =.!.....
J pEa.VEa.dU
a. 1 Uo (U) 1
~o oa.

<6: < pEavia. >a.>R,/ (1.5.9)

~o
where we note the two kinds of averages of pEa.via
By applying (1.4.12) to e: < pEa~a >a./ ' we obtain
Xl
---a
(6 pEa~a.) / = (e A < pEa.VEa
1 >a) / (1.5.10)
a. 1 a
~o ~o
and in view of (1.5.8)
---a.
I
pEa~a. = <pEa.VEa.
1 >a.I~o
(1.5.11)
~o

The R.H.S. of (1.5.11), gives the areal average component of

the flux (per unit area) of a phase at:o within Uo ' while the
L.H.S. gives the intrinsic phase average of the same component of
momentum density. It should be noted that the equality (1.5.11)
also holds for components in any other direction.
 17

2. MACROSCOPIC BALANCE EQUATIONS

2.1 Velocities and Fluxes

For a given Ea- continuum, at the microscopic level (i.e.,
within an a - phase), the velocity of an Ea- particle located ini-
tially at the point £EC/.and later (t > 0) at point ~Ea is defined
by

----I
dXEa
= at ~ Ea = const.
(2.1.1)

For a multicomponent phase, consisting of N components (deno-

ted by subscript y = 1,2, ••• ,N), several kinds of velocities can
be defined. They are weighted averages of the component velocities
vEay written in the form
N
L a 1 (2.1.2)
y=l ay
where the aay'S are (normalized) weights and Yay is the velocity of
the y component of the a phase. Following are two of the more
common examples.
(a) Mass weighted velocity~ ..;na. For E =m mass of a phase,
a a
we have

..;na = NL (p may/p ma)V

N
L Way V (2.1.3)
y=l _ay - y=l -ay

where pma and pmay are the mass density of the a phase and of a y -
component of it, respectively and Way = pIDay/pIDa. is the mass frac-
tion of the y - component of the a phase.
(b) Volume weiqhted velocity, ylYa (= Ya )
pmay (U' /W )V (2.1.4)
ay ay -ay
where U~y is the partial molar volume of the y component and W
is its molecular weight; U~y/Way is the molar partial specific ay
volume of the y component.
The flux ~a at a point ~, i.e., the quantity of Ea passing
through a unit-area of the continuum normal to yEa, per unit time,
is given by

~Ea(~,t) = pEa(~,t)~a(~,t) (2.1.5)

The total E - discharge through an area A is given by

(2.1.6)
18

From

-'la pEla~2a + -'laE2a

(2.1.7)
where E1a and E2a are two extensive quantities of the a phase, it
follows that the flux ~la can be decomposed into two fluxes: a
convective flux pE1ayE2a, where E1a is carried by E2a particles
(with respect to a fixed frame of reference) ,and a diffusive flux
~laE2a

J E1a E2a = pE1a(~la_~2a) (2.1.8)

of E1a , with respect to E2a - particles.
Of special interest are the following three cases
(a) E1a = rna mass of a phase, and E2a = Ua ' Then

;f1a = pmav + pma (VUa - V ) (2.1.9)

N ~a ~ ~a

where VUa = Va and pma(VU ~a) is the molecular diffusion of the

a
total mass of the a phase.
(b) El a = may = (mass of y component of a phase) and E2a
Then

E ;f1a.y Ua. -I 0 (2.1.10)

(y) '"

which is the molecular diffusion of the y component in the a phase.

(c) E1a = may' E2a = rna' Then
;f1ay ,., pmllyrna + pmay (~Y-~) pmay~ + ;f1ayma

(2.1.11)

where E pmay = pma.

(y)

2.2 The General Microscopic Balance Equation.

We consider an extensive quantity Ea of an a phase. Its
density is pEa (= quantity of Ea per unit volume of the a phase).
Two approaches for the development of the balance equation are
possible.
(a) The Euleroian approach. We consider a domain of volume U fi-
xed in space (= control volume). It is bound by a surface S.
 19

The total quantity of Ea within U is given by 1 pEadu • The

(U)
rate of change of this quantity is expressed by
() E ()pEa
a l p adU =1 ---at dU. We note that U is independent of time.
t (U) (U)
With pEa~a expressing the flux of Ea , the net influx of Ea into
U through S is given by -I pEaVEa.dS -I p E aVE a·vdS. The minus
(S) - ,-.oJ (S) - -
sign results from the fact that v denotes an outward unit vector
normal to S. Furthermore, if rEa denotes the internal rate of
m E
production of Ea per unit mass of a phase, and p ar a denotes the
internal rate of production of Ea per unit volume of a phase, then
the total rate of production of Ea within U is given by
1 pmarEadU.
(U)
The total balance of Ea within u at any instant is given by

~ Ea E E E
1 _o_p__ dU = -I p a v a • vdS + 1 pmar adU (2.2.1)
(U) at (S) - (U)

Application of the Green-Gauss theorem to the surface integral on

the R.B.S. of (2.2.1), and a rearrangement of terms, yield

apEa E E m_. E
1 ~ dU + 1 v·p ay adU - 1 p"ur a dU = 0 (2.2.2)
(U) (U) (U)

or

(2.2.3)

Since (2.2.3) must hold for any VOlume, we obtain

a Ea E
--p-- + v • p a~a - pmarEa = 0 (2.2.4)
at
which is the generaZ microscopic baZance equation of E •
a
(b) The Lagrangian approach. In this approach, we follow the
quantity of Ea contained within a possibly deformable volume U(t)
that travels through a consiedred continuum domain. This quantity
is expressed by 1
pEadu • As this volume moves and undergoes
(uEa (t) )
change in size and shape, the rate of change of Ea within UEa(t)
must equal the total rate of production of Ea within UEa(t). Hence
20

D!
V ~ Ea m_ E
--- ! p dU =! p··our adU (2.2.5)
Dt (uEa(t» (uEa(t»
= a( is the material derivati-
.
where D E ( )jDt
va
)jat + yEa • V(

ve of ( ).
By applying the Reynolds Transport theorem to (2.2.5), we
obtain

'\TEa
a Ea E _~
-- - ! E
p acID ! -p- dU + f p av-a • ~dS
Dt (uEa(t» (~a (t» at (sEa (t) ) -

f pmarEadU (2.2.6)
(~a (t»
Using the Green-Gauss theorem, we obtain an expression similar to
(2.2.3), except that U is replaced by uEa(t), which, in turn leads
to (2.2.4).
In view of (2.1.8), we can rewrite (2.2.4) in the form

apEa + V.(pEav + }!aUa) _ pmarEa =0 (2.2.7)

at -a-
where ~aUa = pEacyEa - Ya ) is the diffusive flux of Ea.
2.3 Particular Microscopic Balance Equations.
Several cases of are presented below.
interes~

Ca) Volume of. an a phase.~ Le., Ea = Ua I ~a

- = v- Ua =- V-a'• pEa 1,
pma =p ; JUaU a = O. From C2.2.7) we obtain
a -
V• V -a
= p a r Ua (2.3.1)

which is the equation of (volumetrio) dilatation of the a phase.

For an incompressible phase, r Ua = 0, and (2.3.1) reduces
v • V
-a
= 0 (2.3.2)

(b) Mass of an a phase. pEa pma = Pal yEa = ymal by the prin-
ciple of mass conservation, rma = 01 ~aUa
-
= p a (vm
-
a - V ).
-a
Equations (2.1.4) and (2.1.7) yield
ap
-2. + V • P vma = 0 . _,_ Dma.Por. = - V o_Vma (2.3.' )
at a- ' Pa. Dt
or 21
ClP a U
-
Clt
+ Vo {p V + jRa a}
a-a-
=0 (2.3.2)

where jRaUa represents the flux due to molecular diffusion of the

mass of the a phase. These are equations of mass conservation.
(b) For the seecial case of Dma Pcx IDt=O, equation (2.3.1)
reduces to 'il • villa =0 ( 2 .3 .3)
when Pa=const7, ymo: _ V
-a and we obtain V.Va
- =0 (2.3.4)
Ea
(c) Mass of ay component of an a pha8e. Ea may; P - Cay
mass of y component per unit volume of a phase = concentration of
y component of the a phase, with E Cay p. From (2.2.7) we
obtain (y) a

(2.3.5)

where ~YUa represents the flux due to molecular diffusion of the

mass of the y components and pmarmay represents the rate of internal
~rnduction of y(say by chemical reactions) per unit volume of the
a phase.
(') (') (')
For example rmay = E v J r J where v J divided by the mole-
(j) y y y
cular mass, ~ , of component y is proportional to the stoichiome-
y
tric coefficient with which y appears in the jth chemical reaction
and r(j)is rate of the jth chemical reaction.
(d)
Y
Momentum of an a phase. E =M ; P a =P
a a a--
E
~-ama = vma; M

P ~(~ - yma) = - 0 = stress tensor representing the-diffusive

a- - - .=:a
flux of momentum (with respect to the mass weighted velocity);
E
r a = F = resultant of body forces per unit mass. Equation (2.2.7)
becomes a

Clp .,;na
~~ + Vo{PNvna_
~
yIDa_ - 0
.~ I)
} - Pa-a
F = 0 (2.306)

When combined with the mass conservation equation (2.3.1),

equation (2.3.6) becomes
a?a.
Pa ~t + P yma
a a-
0 vvma - Voo - P F
*a a-a
0 (2.3.7)

or
Dvma
P ----vma - 0 F - Voo = 0 (2.3.8)
a Dt - a-a .:1: a

known as the motion equation.

In the above equation the expression Vo~represents the rate
22

of momentum gained by traction.

(e) Total enepgy of a phase. pEa = Pa(Ia + !(VIDa)2),
2
where IN is
""
the internal energy of the a phase1 p rEa = p VIDa . F
+ p rh
a a· ·aa a
(= work done by body forces in the phase plus rate of energy produc-
tion by internal sources (e.g., chemical reactions) 1 V.(yma:Oa)
represents the rate of work done by surface traction in the"phase1
v.~ represents the net efflux of heat by conduction in the phase,
and all terms are per unit volume of the phase.
Hence/the equation of enepgy balance, op enepgy' conservation}
becomes

(2.3.9)

When combined with the mass conservation equation (2.3.1), (2.3.9)

becomes

(2.3.10)

If the a-phase is a fluid continuum, g = ~ - pI where~ is

the viscous stress, p is pressu;re (positivli fo:t CQmpressiqn) -and I
is the unit tensor. Equation (2.3.10) re~uces to

(2.3.11)

In terms of temperature, T , this equation is written as (Bird

et aI, 1960) a

flvnaTa ap
p c ~ = ::sL a :vvma
a va Dt
- V.}l
·a
+ p rh
a a
- T -..-!!.I
a aT
v.VIDa
a Pa=const.

(2.3.12)
where C is the heat capacity per unit mass of the a phase at
va
constant volume, and }l = -A VT , with A denoting the coefficient
"'a a a a
of heat conduction of the a phase. Neglecting the term L :vVIDa,
:;a -
which expresses the rate of internal energy increase (per unit vo-
lume) by viscous dissipation, as much smaller than the other terms,
the heat balance equation can also be written for a fluid phase
(a =f) in the form
 23

~t (pfCy Tf ) + V·(pfCyY;fT f + ~~) =

Tf(~)
dPf

f
I Pf
v.ymf - TfP f
d~E-y
dt (2.3.13)

The last term of the R.H.S. of (2.3.13) vanishes when C = const.

We shall make this assumption in further developments. YOften f vm
is approximated by Vf , i.e., neglecting molecular mass diffusion
due to variable fluId density, Pf •
The corresponding equation for a solid phase (a = s)assumed
to be a thermoelastic body is
d h dEs
s Cs T s ) + V· (p s c s_s
~t (p V T + J. s ) = -Ts11 -;;--t (2.3.14)
o s 0

where (for an isotropic solid) 110 .. = d (0 ) .. /dT

1) S 1) s £ -const
I 1 0 ..
1)
s- .
is Kroenecker's deZta; C is the solid's specific heat at constant
s
solid dilatation, £s.
2.4 Averaging Rules
Several ~veraging rules are needed in order to transform des-
criptions of transport phenomena from the microscopic level (~) to
the macroscopic one (~o)' Averaged values are always at ~o'
(a) Average of a sum of two quantities Gla and G2a , both pertinent
to an a phase, such that GladUa and G2a dU a are additive. Then

GIN + G
u 2a
a
I~o =
1
{G (x ,t) + G2N (~ ,t) }dUa (~)
--...;.::..,-.,..,1
Uoa (~ (U oa (~J a - t
~

__1__ J G (x ,t)dU (x ) +
U (x) ( (111 _
oa..,o Uoa ~o)

-a -a
G1a I
~o
+ G2a '\
eo
(2.4.1)
(b) Average of a product of two functions G1 and G2 pertinent to
th e a p h ase, such th a t G1aG2a d Ua 1S
. a dd"1t1ve, a we 0 b ta1n
Q.
--·-·a
I (!S) J G (x ,t)G 2 (x ,t)dU (x
GIaG2al Uoa (U (~ ) Ia • a -
~o oa
24

1 ·-a OCt
~;;..,--)! {G1 (x. ,t) + G1 . (x,t) }
Uoa (~O (U (x) ) a _0 a -
oa _0

-a oa
{G 2a (x_0 ,t) + G2a (x,t)}dU
_ a (x)
_
- .a -a ocx oa a
G1 a (x_0 ,t)G 2a (x
NO
,t) + G1 a (x,t)G
.... 2 a (x,t)
_ 1 (2.4.2)
x
_0

where we have made use of (1.4.8) and (1.4.9).

(c) Average of a time derivative. Figure 2 shows (a cross-section
through) an REV with an ex phase and a a phase (a single phase or
the union of all non-a phases within the REV). With Ct denoting the
a phase, a denoting the union of all other phases within the REV,
Ga (a tensor of any r~nk) denoting the density of an extensive
quantity (making GadU a additive) ,~a denoting the velocity of dis-
placement of a point on the a-a interphase surface (of area Saa)
and ~a denoting the outward unit vector on this surface (see Fig.2),
we have (e.g., Bachmat, 1972; Gray and Lee, 1977)
~a 1
a
aa (~) (2.4.3)

or

(2.4.4)

where the integrands in the surface integrals are additive over Saa'
For Ga = 1 (i.e., Ea = Ua' pEa = Ga = 1), Gexa = 1, we obtain
from '2.4.3)

--I
aa a
at
~o
= ---I
1
U (x ) (S
0 _0
(
aa!o)
u 'V dS
) -a -a
(2.4.5)

-a oa
By replacing Gcx(~,t) by Ga (~o,t) + Ga(~,t) in (2.4.3), we
obtain
1 oa
+ -
u- (x- ) ! Ga. (x,t)u.
,." .,., (x,t)
..... .v.. (x. ,t)dS(x)
....0. """: _
o _0 (Saa)
(2.4.6)
(d) Average of a spatial derivative. With the same nomenclature
as in (c) above (and Fig. 2), we have (e.g., Bachmat, 1972; Gray
and Lee, 1977)

aa V"Ga cx (2.4.7)
 25

or
VG = VG + -U
l( )1 G v dS (2.4.8)
a a 0 ~o (S ,a-a
aa
Also, whenever Ga is a tensorial quantity,
1
V"G a + U (x ) 1 G"V (2.4.9)
a-a dS
o -:::0 (Saa)

For G = 1, (2.4.7) yields

a
va a _1_1
U (x ) (S
v dS
) ~a
(2.4.10)
o _0 aa

V'~ith this relationship, another form of (2.4.7) is

-a -a 1 oa
VG a =
ea VG a ea VG a + - U
( )1
x (
G v dS
) a~a
(2.4.11)
o ~o Sa(3

For the particular case of Ga = ~a = ~

-a
x x
~oa
Ix '
-a
V._x = 1(= Vx ); I
::: ~o tIS
is the unit tensor (components
-:0 oa
I) •. Kroenecker delta) , x = x - x ,we obtain from (2.4.11)
~J - -- -oa
1 0a
I - Vx
~ ~aa
= Vex~o - ~oa
x ) U (x)1 ~ ~adS (2.4.12)
oa ,:,,0 (Sa(3)

(e) Average of a material- derivative. We have

.-a ~a oa oa a
G
a
= Ga - G (V "V )
a ~a.
(2.4.13)

Finally, two useful relationships are _ _ _ a

oa on-a -a~a oa oa oa oa
(G la G2a ) = Gla G2a + Gla G2a + Gla G2a - Gla G2a (2.4.14)

and

2- 1 (V-a
- ~
)
":2.a d S (2.4.15)
uoa (Sa(3('1l

2.5 The General Macroscopic B~lance Equation

By integrating each of the terms in (2.2.7) over Uoa and
dividing by Uo ' we obtain
26

(2.5.1)

or

6 (2.5.2)
a
By employing the averaging rules presented in Sec. 2".4, (2.5.2)
is rewritten in the form

(2.5.3)
or, by (1.4.7)
00. 00. a -_.0.
Ea·-a E E U
-V.6 {p a V + p av + J a a }
a _a _a
--'--0.
1 !
__ {p Ea(v - u) + ~a
E Ua } ·v dS + 6 pmarEa
U a...... _a a
o (SaS) -
(2.5.4)

Equation (2.5.4) is the genepaZ macposcopic baZance equation

for the extensive quantity E of the a phase. All terms appearing
in it are at the macroscopic level. Two terms appear in (2.5.4)
which are not present in (2.2.7). The first is a flux
§a.oa a -oaa
6a P aYa = 6apEaYa (per unit area of porous medium), called the
dispepsive fZux of Ea' which is due to the variations in ~a. and
pEa within Uoa • The second additional term is the surface integral
that expresses the flux Eo. across the a-S interface (of magnitude
SaS) by advection relative to the velocity of displacement ~ of
SaS (if the latter moves) and by diffusion of Ea relative to
the volume weighted velocity of the a phase. l~en the surface S S
is a material surface with respect to the volume of the a phase~
(Ya - ~)·~a= 0, and only the diffusive mode of transport remains in
the integral term.
In order to use (2.5.4) for solving problems of practical
interest, the convective, dispersive and diffusive fluxes appearing
in the first term on the R.H.S. of (2.5.4) have to be expressed in
terms of values of measurable macroscopic variables (Chap. 3).
2.6 Particular Macroscopic Balance Equations
Let us apply the general balance equation (2.5.4) to a number
 27

of specific extensive quantities of interest. The corresponding

microscopic equations are presented in Sec. 2.3.

(a) Mass
°
of an a phase. By averaging (2.3.2), or from (2.5.4)
(2.6.7)

with pEa p
a'
rma ° and .f1aUa = p
- a -
(vrn
a - V ), we obtain
-a
--a --a
-v.e a {p-a-a
V
a _a
oaoa
+ P V
a_a
J1I U
+ 0 a a }
_a

- l- r {p (V - u) + jffiaUa}. v dS (2.6.1)
Uo (SaB)a _a _a

Another form of (2.6.1) is

d -a
-at eaa
p

(2.6.2)
If the SaB interface is a material surface with respect to the
mass of the a phase (by both advection relative to u and by mole-
cular diffusion) - and this is the case of ordinary Porous media -
the last term on the R.H.S. of both (2.6.1) and (2.6.2) vanishes.
We often assume, but this is not necessarily always true, that
-a-a
the advective flux Pa Ya is much larger than the sum of dispersive
--·a
and diffusive mass fluxes (oa ~aa + jffiaUa l. Then (2.6.1) reduces
Pa -a -a
to

(2.6.3)

which is commonly used as the mass conservation equation for an

a phase.
Similar assumptioIE lead to

-a
-v.e a p-a_.m
v a
a -
(2.6.7)

(b) For Pa =constant, equation (2.6.1) reduces to

ae a -a
-;;--t
a
= -v·e a_a
V (2.6.1)

--a --a
where, following (2.3.1), we have replaced Par Ua by V·Ya. In
isochoric flow of an a-phase, V·Ya = O,and the last term on the
R.H.S. of (2.6.1) vanishes. If there is also no transfer of volume
across SaB bounding the a phase, e.g., the a-phase is a non-volati-
28
Ie substance, the second term also vanishes. Then (2.6.5) reduces
to

aa
a -a
-;--t
r:J
= -'Y·a V
a.:l
(2.6.6)

which is commonly used as the aontinuity equation for a phase in

multiphase flow of an incompressible fluid in a porous medium;
-a
aaYa = 9a = specific discharge of the a phase.
For a single fluid phase that occupies the entire void space
and for a rigid solid matrix, aaa/at =
an/at = O,and (2.6.6) reduces
to

(c) Mass of a y aomponent of an a phase. From (2.5.4), or by

averaging (2.3.5), we obtain
---a - a
a c- a
-a -'Y.a {c-·-aV- a + ~(l ~a +j1la..pa}
at a ay a ay -a ay"'a H

---a
- f
aB
+ aa Pa rmay (2.6.4)

where faB = -1 J {c (V - -
u) + .fUaYJa}·v dS represents the rate
·a
Uo (SaB) aY-1) "'I)

at which mass of y of the a phase leaves the a phase through SaB'

per unit volume of porous medium. Adsorption on the solid of a
solute present in the a phase, and ion exchange with consti-
tuents present on the solid surface are expressed by f a. Equation
(2.6.8) is known as the equation of hydPodynamia dispe~sion. We
•. • •• OClO'iP
st111need expreSS10ns for the d1spers1ve (c V ) and diffusive
u a ay.a
(2:ay ~fluxes appearing in (2.6.8) in terms of measurable macros-
copic variables. These are considered in Sec. 3.3.
(d) Heat of an a phase. A macroscopic heat balance equation can
be obtained either directly from (2.5.4), or by averaging any of the
microscopic heat balance equations presented in Sec.2.3 (e).
By following the second approach, we obtain for the fluid
a -
at PfC.,fT f = -'Y. (PfC"~fTf) + ~)

-~o J
(S)
{PfC fTf(Vf-u) + ~
., ....
.. f}·~fdS
-
sf

(2.6.9)
 29

Subject to certain simplifying approximations, and for a solid that

is a material surface with respect to the fluid , this equation
reduces,for a fluid that completely fills the void space, to

a -f ---f -f--f-f Of Off hi

at nP f CvfT f -V.n{P f CvfT f Vf + (PfCvfTf)~f + J f }
-~f

- ~ !
Uo (S
-f ~
Jh. v dS - Tf (ST)
)_f_f
I V.n~f
-f
(2.6.10)
,P f
1 ap sf
where S
p
= -- ~
Pf Pf
IT = coefficient of fluid compressibility, and
f
1 aP f
ST = -----
P aT
f f
I = coefficient of thermal (volumetric) expansion.
Pf
We note that the total heat flux is made up of a convective heat
flux, a dispersive heat flux and a conductive heat flux. Yile note
that among the simplifying assumptions leading to (2.6.10) is that
the convective dispersion flux, which contributes to the dispersive
thermal flux, is negligible, and that SuS is a material surface.
Under similar simplifying assumptions (neglecting alsodisper-
sive heat flux in the solid), we obtain for the solid

a -s --s
--(l-n) P C T
at s s s

(2.6.11)

-s -f
At this point we may assume that either Ts I Tf ,or that
-s -f
T = Tf = T. The first case corresponds to large solid blocks
s
surrounded by relatively narrow fluid filled fractures or solution
channels. We then have to solve (2.6.10), and (2.6.11), simulta-
neously for T's and Tf f as state variables. We note that continuity
.
requlres t h at s

where fh expresses the rate of heat flow from the fluid into the
solid, per unit volume of porous medium. We shall not pursue this
case in the present review.
-f -s
The assumption Tf = Ts = T is valid for ordinary granular
material, where the solid grains are of a size comparable to that
of the fluid filled voids. This assumption is further justified by
noting (1) the thermal conductivity of the solid which is usually
 30

much higher than that of the fluid, (2) the large specific area of
the fluid-solid interface, and (3) the slow fluid flow velocity.
By adding (2.6.10) and (2.6.11), we obtain the macroscopic
heat balance equation for a saturated porous medium
. -f -f -s-s
-Vo{nP f C fV f +(l-n}p C V }T
v ~ s s~s
"h
(l-n) J }
s
~s

(2.6.l2)

By inserting an expression similar to (3.3.5 ) for the disper-

sive thermal flux, with Ef denoting the coefficient of thermal
dispersion of the fluid,c and employing expressions similar to
(3.2.4) for the conductive heat fluxes in the fluid and in the
solid, we obtain

a -f -s -f -f -s -s
at {nP f Cvf + (l-n}p s Cs}T -Vo{nP f Cvf~f +(l-n}p s Cs~s
V }T

- Vo{nEfoVT + (nA*f + (l-n}A*) on}

- J!: ,4\:S
Sif
·0
- -f
aEs
- t~ VonV +(l-n}n ·~tS }T (2.60l3)
S ~f a
T
When combined with the mass conservation equations for the fluid
and for the solid, (2.6.l3) becomes
aT -f
;;s + Pfcfq}OVT+
(pC) - = _{ (pC)
pm at v ~r
Sf
P~s
aEs
P -f s
.{"tI VonV f + (l-n) n -a:t}T (2.6.l4)
PT ~

-f -s
where (PC}m = nPf Cvf + (l-n}p s Cs is the heat capacity (per unit
volume) of the porous medium, A = nA*f + (l-n}A* is the coefficient
"'pm <: ... s
of thermal conductivity of the porous medium, q is the fluid's
~r

specific discharge relative to the solid/and we have assumed

dC f/dt = 0, dC /dt = O.
v s
We often simplify (2.6.l4) b¥ assuming that
(I) laT/atl»lv oVTI, (2) InEfOVTI«IA oVTI and (3) that the last
_s • '"'pm
term expressing the effect of fluid and matrix compressibility is
negligible. We then obtain

(2 0 6.15)

Another often used form is

 31

(C) aT (2.6.16)
P pn. at

The specific discharge q_r appears in the various heat balance

equations. It can be expressed by one form or another of Darcy's
law, say (3.4.8 ), but this, in turn introduces p as another state
variable. We then have to use the mass balance equation, say
(2.6.6) and to solve simultaneously for T, p and p, combined with
a known equation of state p = p(p,T) (see Chap. 5).
In a deformable porous medium, we have to add the relationships
among V , n, £ , a * in the form of balance equations, equilibrium
equati~~s and ~on~Eitutive relationships (see (f) below and Chap. 5).
(e) Linear momentum of an a phase. By averaging (2.3.6), we obt.ain

--a-a
-'\1. [e a {p a-..,fP'a ,..~
at

or
----a
oa oa_a
+ 2p ~a ~
a - ~

oa oa a
oa m_. __JlIN ] -a
+ PNV_~-'U V - + '\1·e a
u. a .. a

- L f {p ~a (~a - 11) - a } • \1 dS + e PF a (2.6.18)

Uo (Sae) a- - :: a -a a a"':a

When combined with the mass balance equation (2.6.2), (2.6.18)

becomes

--a
a oa oa
+-ep~a
at a a-
oa oa
yna 'ia
-a
+ '\1·e aea
a
32

Each of the last three equations expresses the macroscopic

balance of linear momentum. In them, we could replace P vrna by
a-
p V + ;?-aUa, where ;/'aUo. expresses the molecular diffusion of mass
a_a - -
of the a phase.
For an SaS surface that is material with respect to the a
phase, the last term on the R.H.S. of (2.6.19) vanishes. The pro-
oa ~a offt <l
duct of three deviation P ~a ~·u is also usually neglected. The
-----oa:o.
"
d 1spers1ve fluxes Po. oa YIDa (which can also be expressed in terms of
Ya) can be expressed by a macroscopic expression as discussed in
Sec. 3.3.In this way, (2.6.19) reduces to an expression in terms of
macroscopic variables only. By neglecting the dispersive mass flux,
00. oaa
and the term po. vmavrno. (2.6.19) reduces to
--a - -
a..jRo. -a-o.
ea pa(_-_ + ..;no..V vma ) = v.a oa + a P'F a
a at - _ a"o. a a"'a
1
+ - f cr'V dS (2.6.20)
Uo (So.sta ,:""a

This equation is the basis for determining the motion equation

for a fluid a phase in a porous medium.
(f) Momentum balance for the entire porous medium. We consider a
void space that is occupied by one or more fluid phases and a
deformable solid matrix. Following Bear and Pinder (1978), we
shall demonstrate the situation by assuming that the void space is
occupied by two fluid phases: oil (0) and water (w).
By writing (2.6.17) separately for the solid (s) and for each
of the two fluid phases, and adding the resulting averaged equations,
we obtain

a --
'at {po~o + pw~IDw + ps~mS} + v·{po~m~O + Pw~w~w

p s_vmsvm S
_ } = v· (cr + cr + 0)
"'0 "'W lts
+ (PF
0_0
+ PwF_w + PF)
s_s

(2.6.21)
 33

where [( )]a,a= ( ) la side - ( ) 16 side denotes the jump in ( )

across SaS and~a is the outward unit vector normal to Sase

By assuming (1) that the surfaces Sow' Sws and Sso are mate-
rial surfaces with respect to the respective phases, and (2) that
acceleration of the three phases can be neglected, (2.6.21) reduces
to

- ~! [0'] ·V dS - ~ ! [0'] ·v dS
Uo (S ja o,w _0 Uo (S )~a w,s _w
ow ws
- ~! [0'] ·v dS (2.6.22)
Uo (S )",a s,o _s
so
The first of the three integrals on the R.H.S. of (2.6.22) expresses
the jump in pressure (= capillary pr-essure) across the oil-water
interface. The other two vanish as we usually assume continuity of
traction at a fluid-solid interface. By neglecting the capillary
pressure, (2.6.22) therefore reduces to
v •~ + P!, = 0 (2.6.23)
where 0 = or + 0' + 0' is the (averaged) total stress and
"'0 .. w :loS
P! = P F + p F + p F represents the total body force, both acting
o~o w':'w s"'s
on the porous medium as a whole.
For each fluid phase, -a
0' = T - P I, where T denotes viscous
=a a~ _a
stress, p denotes pressure (positive for compression) and 1 denotes
the unit second rank tensor. However, we usually assume thatJa is
~egl!gibl~ in a_fluid phase. Then the total stress is expressed by
g = ~s - Pwl. - Pot·
For a single fluid phase filling the void space, (2.6.23)
becomes, in terms of intrinsic phase averages (which in the case of
the pressure of the fluid phase is the common (macroscopic) pressu-
re)
-- s -f ---s --f
V·{(l-n)O' (2.6.24)
.. s - nPf q,I}+(l-n)p s-:-s
F + n P f !_ f = 0

Terzaghi (1925), by assuming that each solid grain is (practi-

cally) completely surrounded by the ambient fluid, introduced the
concept of effective, or intergranuZar stress. According to this
concept, the fluid pressure acting on the fluid-solid interface of
34

each grain, although producing a stress in the solid, does not con-
tribute to the overall strain in the solid matrix. Hence, by adding
the pressure in the fluid to the averaged stress, ~ss in the
solid, h~btains the strain producing stress - the effective
stress, 0s*' in the solid skeleton. Thus
•
o (l-n)os
=- 'l:S

;*=
:::s
(2.6.25)

The same concept can be extended to a case where a number of

fluid phases occupy the void space. we thea re~ ~ff by· the
average void pressure, pv. For example, for oil and water
-v 1 -0 '::W
pv n(6 0 p o + 6wPw )
and
- -s-v
o
Il<S
* = (1-n) (0
..
+ P I)
s v=
(2.6.26)
We may envisage a porous medium model in which in determining
p-v we use the fractional areas of contact oil-solid and water-
s~lid, as weights. The average given above assumes that these areas
are related to each other as the fluid contents 6 0 /6 w' but other
ratios are also possible.

3. MACROSCOPIC FLUXES
Three fluxes appear in the general macroscopic balance equa-
tion (2.5.4): a advective flux, a dispersive flux and a diffusive
flux. In this section we shall attempt to express these fluxes in
terms of macroscopic (measurable) variables and macroscopic coeffi-
cients that reflect. the microscopic configuration of the inter-
phase surfaces within the REV.
3.1 Transformation of the Integral OVer the Interphase Surface
Consider the integral

II
a
= -
1
Uoa
r(S oa
G v dS
) a_a
(3.1.1)
af3
where G is a saaZap that appears, for example, in (2.4.11).
a
Let us assum.e that the scalar Ga satisfies

o in U
oa
(3.1.2)

and

on Sa.f3 (3.1.3)

For such a scalar, Bachmat and Bear (1984)* have shown that

*Under preparation.
 35

3Ga
-- = -
1 f 3Ga
-,,-
0
XjV .dS (3.1.4)
dX. U S ox. a~
] 0 aa ~

We now introduce the approximation

(3.1.5)

where

~aij = U: a f(s ) ~jVidS (3.1.6)

aa
Then, (3.l.4)becomes

dG a (3.1. 7)
= ~::Zij
~

From (3.1.7) we obtain

<lG - a r(
_ --.9:.. + e aG J
(3.1.8)
ax]. a ~~
aij

and

(3.1.9)

The parameter~a" is a second rank symmetric tensor which

represents a fundamental characteristic of the configuration of the
a phase within the REV. Its components represent the static moment
of the oriented areal elements of Saa' per unit volume of the a
 36

phase, with respect to planes passing through the centroid, :0.

It can be shown that :faij < 0ij (= Kroenecker's delta).

When the components of r.!a are different along its principal

directions, the porous matrix is said to be anisotropic. The tensor
~«can also be interpreted as the tortuousity of the porous medium.
i t is obvious thatj' .;.,. (6 ).
a a a
3.2 The Diffusive Flux
Many diffusive fluxes at the microscopic level - (e.g., of a
component of a phase, or of heat) obey a linear phenomenological
law. We wish to derive the corresponding macroscopic laws by ave-
raging the microscopic onesover an REV. We shall demonstrate the
derivation using the example of molecular diffusion. At the
microscopic level, Fick's law that expresses the molecular diffusion
flux is written in the form

= _D df IIc (3.2.l)
ay ay

where Ddf is the coefficient of molecular diffusion of the y compo-

ay
nent within the a phase fluid . and Jdf denotes the diffusive flux
~.ay

of the mass of the y component within the a phase. By averaging

(3.2.l), assuming that D=~ is constant within Uoa ' and employing
(2.4.11) and (3.1. 7), we Obtain
Jdf = _ Ddf IIc df - - -a
= - D 'i/c 'i/c (3.2.2)
~ay ay ay ay ay ay
where we have assumed that instantaneously, within the REV, c ay
satisfies (3.1.2) and(3.1.3), i.e.,

'i/' (- Ddf'i/c ay) = 0 'i/ 2 c

ay
or ay = 0 in U
oa
and, in the absence of adsorption, or other surface phenomena,

Ddfllc v = 0 or Vc ay v_a 0 on Sas·

-a
0 0

ay ay

In (3.2.2), Ddf * (= Ddf~(a » is the coefficient of molecular

d 1Off uS10n 1n
0 o:::ay
a porous aY-Q..a 'h-
med1um, w1t ~a
o db y (316)
def 1ne ••

In the case of heat flow, the macroscopic flux is obtained by

assuming that the temperature distribution satisfies

'i/' (-\ 'i1T )

a a
0 or Ta = 0
'i/ 2 in U-
oa

·iT S
f
'i/o (-\ 'i/T ) 0 or 0 in UoS (3.2.3)
S S
 37

-A a VTa_a
'V

Bachmat and Bear (1984)* then show that

-8 A* 'VT
h -a
.T = -;\ \7T (3.2.4)
-a a a a a a

where it is assumed that -a

T A II.. ) is the
=
-T S *
Acr =
*
A ~(8
theTIm~ conductivity of th~ a Spha~e wit~~~ t~~ S ~orous medium
and ~a is the conductive heat flux in the a phase (per unit
area of porous medium).
3.3 Dispersive Flux

E oa
ocr--a
The term p av in (2.5.4) represents the dispersive flux of
-:-a
oa oaa 1: A

Ea' Using (1.5.11), it can be shown that pEaYa = < P aV > where
.... a a
(A) denotes a deviation from the intrinsic areal average over the
REA.

Bear and Baclunat (1982) obtain an expression for the dispersive

flux in the following way. For the sake of brevity, we shall omit
the symbols E
a' (i.e" -;a -a .!
P
Ea
- p, V _a ~ , v_a - x
-a x - x x = v_oa , x° x x , -
-oa' - _0
oa
x x -x_oa

O'OO(ia -a
--:,a. -a --a :-a -a
(a) p V_a pV
_a
-a-a
_a = px
P V - -a'
p x (p'x) - px - p-a'x

~a
px - oa a oa
(px ) (V·V ) - p x
-a
-a
-
oa- a
oa
p x
. -. - -a'
p x
-a
_a
-a-a -a-a
p x + p x + p x
•
OiiCiCia (Oll ) (f.~ )
px
a
- -
.
-a-a
p x -
.oaa
px
-a
-a'
p x

-a -a
•
--a
oaoa
_a
. ;oaa . oa a
(p -p )~oa + p x - px
-a -a Ta
+ P (~ -: )- (pO~) (V'V_a )

oa oa a -a -
ooa --a
-oa -a oa -0 C!.
a
p (V'V
_a ) x + px - px + p x_ (V-V_a )
01.
oaoa. oa.oa o-a
_01.001.
~OI.
px + p x + p x - p x ) (V.~)

Hence
---a
oaoa oaoaa
- -
• -oa
a oaoa oa. _ a
p V p x - p x - p _x (V'V
_a ) (3.3.1)
_a
 38

where we have employed (2.4.13) and (2.4.14).

oa:ex oex(a p ex
(b) x p : at + ~ex ·vp)

oex apex oaoaex-ex -ex (oexoexex oex oexex oexoex oex ex

x ~t + x V vp + V vp -x - p Vx )+ ..--
~ V (Vp) N '
a - .... Cl _<l \.40

- (3.3.2)

(c) = 0, £ = Vx (3.3.3)
After a few more development steps of this kind, using (2.4.13)
through (2.4.15), Bachmat and Bear (1982) obtain
oaoaex -1 O<iQaex -ex
p V
-ex
= -[Vx]
-oex
• x V
- - ex
• Vp (3.3.4)

where [Vx J- l is the inverse of Vx We note that (3.3.4) shows

-oex -oex
that the dispersive flux obeys a Fickian type (linear) law. Another
form of (3.3.4) is
--ex
oexoex
p y (3.3.5)

where D is defined by
~
--ex
D = [Vx J-l • oexoex
x V (3.3.6)
% -oex - -ex
Or using (2.4.12) and (~,1.6)

D =
'"
j ** 0ci0(i ex
• owx V
(3.3.7)
~ ex ...

1
.ex
+ (x
_0
- x
-oex
va
)~
aex
J- 1
(3.3.8)

The .:oefficient D, a seGOlldx;an.k. t.en::ior", is called the cae ffi-

cient of convective dtspeY'sion .a.ltb.e ex phase. I t depends on the
velocity distribution at the microscopic level, on the geometry of
the Sex8 surface and on the spatial variation of eex' We recall that
P is valid for any extensive quantity Eex'
 39

Several models have been suggested in the past in order to ex-

press ~ in terms of macroscopic variables representing the (micros-
copic) configuration of the considered phase and the velocity field
(e.g., Niko1aevskii, 1959; Bear, 1961, 1972; Poreh, 1965; Whitaker,
1967) •
The,more or less, common result of the various models is the
relationship
-Il-Il
Vilk VIlQ,
D .. f(Pe,o) (3.3.9)
~J
a ijU lylllll

where aijkQ, - a fourth rank tensor called dispersivity of the Il

phase - is related to the geometrical configuration of the Il phase
-Il-Il -Il
only, and hence it is a function of Sll' VkVQ,!V is a diadic repre-
senting the flow pattern of the Il phase and f(Pe,o) - a function of
the Pec1et number and the microscopic geometry of the Il phase -
expresses the microscopic effect of Ell - diffusion.

In an isotropic porous medium

a L - aT
a ijkm = aToij°km + 2 (OikOjm - 0.~m0 ]'k) (3.3.10)

and
-Il -Il-Il -Il
Dij = aTv 0ij + (a L - aT)vivj/V (3.3.11)

where a L and aT are called the longitudinal and transversal disper-

sivities, respectively.
Just as an example of obtaining (3.3.9), let us consider the
Oil Illl
product ~ Y
°appearing in (3.3.7). In the Lagrangian description,
the deviation component ~~(= x. - x .) may be considered as the
~ ~ Oll~

displacement with respect to the moving centroid x of the phase,

-Oil
of an Il particle with initial position x (= centroid of U ), i.e.
-Oil . Oil
ot ot OIl
= ! (V .-V .)dT = ! V. (T)dT (3.3.12)
° Il~ Oll~ ° ~
 40

It is assumed that the interval of time ~t is sufficiently

small so that the macroscopic velocity Yoa. of ~oa. remains unchanged,
while the microscopic velocity y~ of the individual a. particles may
vary considerably because of the spatial inhomogeneity of the
(microscopic) portion of the void space through which the particle
is moving. Hence,
~t oa. oa. a.
6 va.i!/a. j ItdT
a.
-v. V. t*( .. )
oa. ! oa. 1 (3.3.13)
a.~ t a.] t a. ~]

where t(ij) is a characteristic time interval that incorporates in

it the correlation between the components .! and
a.~ T a.] t
over the V V'I
time span ~t. No summation over i,j is implied in (3.3.1). Thus
~t
t
* ( .. ) f r .. (T)dT = R, ( .. )/lva.1 (3.3.1A)
a. ~] o a.~] a.~]-a.

where r aij is the correlation coefficient and R,a. (ij) is a characte-

ristic length of the a. phase within Uo that depends on i and j.
Now, following Niko1aevskii (1959), we assume that microscopic
and macroscopic velocity components are related by

Va.~ .j (3.3.15)
~
where x is a point within U centered at x and T .. is a random
- oa. -0 a.~]

orientation tensor characteristic of the a.-phase configuration

within Uo ' It is assumed that Ta.ij is independent of ya.. By
inserting (3.3.13) and (3.3.14) in (3.3.121 and (3.3.7'a., we obtain

D .. ;:: x
oa
. V
a.~ an
oa a 1 *.
an]
~]

(3.3.16)

where

(3.3.17)
with no summation on ij.
 41

Often we introduce the coefficient of hydrodynamic dispersion

defined by

Dh = D + Ddf * (3.3.18)
<0:; :t :tar
i.e., a coefficient that combines those of advective dispersion
and molecular diffusion.
3.4 Advective Flux
In the general macroscopic balance equations(2.5.3) and
(2.5.4), the macroscopic advective flux is expressed by
--a- a -a-a
pEa yffia or pEa Ya' In principle. any of the macroscopic linear
momentum balance equations presented in Sec. 2.6(e) may serve as
an expression for these averaged velocities. However, for prac-
tical purposes, we need much simpler expressions which will relate
these velocities to (measurable) driving forces.
For a fluid phase, let us start the development from the
microscopic momentum balance equation (2.3.8), rewritten here for
convenience in the form

p
a Dt

wher=-qa = !a - p I and F -g~z is the gravity force. With

p = p a + pt"ia, ana:::1/! = pa + p"ag~z, we rewrite this equation in
the form a a a

(3.4.1)

By averaging (3.4.1) and neglecting dispersive fluxes, we obtain

--a
D m vma
v a
Dt

+1:....
u (3.4.2)
o

To obtain an expression for ~1/!a' we write

a;pap- -
~ = ~ + -p a. g ~
- + 1:....
__ ~
f -a g
pv.dS + P ~z
ax.~ ax.~ a ax.~ ax.~ u0 (S)
as ~

-a.
Since Pa ~s a constant within the REV, we have
42
a 2lj! a 2Pa
a 0 in U
ax. ax. ax. ax. oa
1 1 1 1

We further assume that the microscopic fluid flux is pro-

portional to -~lj!. Renee, on the impervious SaS surface, we have

or

By introducing these assumptions into a Green's theorem,

written for the scalar lj!a and a vector xO, Bear and Bachrnat (1984)*
show that

alj!
a
ax.
1

where ~ is defined by (3.1.6). Renee, (3.4.2) can be rewritten

in the:::1orm

~. e --a ea (~p-a + p ~
g~z ).
~
v
{ L.R.S. } T -
a~a o:::a
of (3.4.2)

T.'J dS
...a-o. + lU f (3.4.3)
(SaS) o
We now assume that the a phase is a-Newtonian fluid (i.e., vis-
cous incompressible) of constant ~a' for which
T av.
a1
av.aJ
T
~a
= ~ a (~V-a + (~V )
-a
) 1 T .•
a1J
= ~ a (-axi
- + -axi
-) (3.4.4)
-a
In (3.4.3) the viacous' stJ:'elils T and its a.vera'1e J;~ (ippear in
~a ~

the traction term expressed by the surface integral and in the force
-a respectively. Some authors, e.g., Gray and O'Neill
term ~.ea~a'
(1976) show, as an approximation, that the gradient of the averaqe
f7
T , in a fluid a-phase is small and can be nealected,
shear stress, ~a
• - _
1.e., v'T - O.
za
Rigorously, one should start by writing
-W.C1
Taa1J
.. = ~ (~+
a ax.
J
I oa oa
+~au[(s ,(V .v. +v .v.)dS
oa as a1 1 al 1
 43

and
-a -a
--a
aT ..
eu]
a2 v . a2v .
II ( al. + aJ )
ax. a ax. ax. ax. ax.
l. J l. l. l.
a 1 oa oa
+ lla"x. {u- !.(S l'Val.·V' + v .v.)dS} (3.4.5)
a l. oa aB J aJ l.
where lla is assumed constant.

The first term on the R.B.S. of (3.4.5) is an expression in

-Va
'~a
and can be transferred to the L.B.S. of (3.4.2). For the second
tenn we separate the total surface SaB into an a-solid contact area
S and an a - all other phases common area, S 0'. Then we may
as a~

assume that the fluid adheres to the solid walls so that

-vi~s S
as
, and continue the development.

As to the surface integral in (3.4.3), some authors (e.g.,

Gray and O'Neill (1976) separate SaB into a-solid and a-non solid
phase interfaces and write

1 1
U f l .. v.dS + L U f la' .v.dS
o (Sas) al.J J (B '~s) 0 (Saf3') l.J J

They then assume that for each integral

~ f l ·V dS = II 8 A .(Va ._ VB')
UO (SaB,)%a ~a a a:laf3' ~a .f3'

where the tensor A 0' must be identified with the appropriate inter-
:: a~
phase boundary. Also faB' = j>aB' (8 a )
because SaB' depends on 8a •
We clearly note the coupling between adjacent phases.•
Continuing in a somewhat different way, and for the sake of
simplicity limiting the discussion to a single fluid phase that
occupies the entipe void space~ 8a = n, we write
44

I aVai
!...-
f T •• V. dS = II -u f (-,,-.v.
U0 (S ) al.J J a 0 (S ) aX. J
as as J
I aVai
II { - f - - dS
a Uo (S )as n
as
(3.4.6)
where s n is length normal to Sas and Vn is the component of V
Na
normal to Sase
The first integral can be approximated in the following way
-s -a
V. -V.
al. ell. S
as
U
o

where,,,al
Na S represents the average velocity of the a phase on
as
Sas which,assuming that the fluid adheres to the walls.is
• equal to
the average velocity of the solid phase. This velocity can be fur-
ther approximated by Ys s i.e., the average velocity of the solid
phase. The distance 6 is a characteristic distance from the solid
walls to the interior of the a phase. For example it can be repre-
sented by the hydrauZia radius i.e., 6 U /s • Then we have
oa as
=

Assuming that this is the leading term in (3.4.6), with

v·a ex .tTaex z 0, and neglecting the inertial terms on the L.H.S. of
(3.4.2), we obtain from (3.4.3)

Va - Vs 62~
_.:::-a:2 (Vp
_a
+ p-a g Vz (3.4.7)
Na NS lla a a 0

which can be compared with the commonly used motion equation

k
VS ) = _ ~ (V'p~ + pagVz ) (3.4.8)
NS lla "" ex 0
 45

=
where k(= ea 82J~)
ot-
is the permeabiLity tensor and q
~ra
is the speci-
fic discharge of the a phase relative to the moving solid1~ ~ll
eva.
a~a

The relationship k = ea 8 2 is actually, Kozeny's equation.

The above presentation should by no means be regarded as a
complete and rigorous development of the motion equation as an
averaged Navier-Stokes' equation for a Newtonian fluid. The authors
are still investigating the significance of the contributions of
the various surface integrals and will report their findings as the
work progresses. Instead, one should regard the discussion merely
as an indication of a direction based on the averaging procedure
presented in earlier sections and as providing some insight into
certain mechanisms that affect the phenomena of momentum transfer.

We wish to reiterate that in principle the averaged momentum

balance equation is to be included in the set of equations that
describe a transport problem. The motion equation, in one form or
another is nothing but a simplified version of the momentum balance
expressed in terms of measurable quantities.
****

This completes the discussion of macroscopic fluxes. The next

step is to introduce these fluxes into the macroscopic balance
equ~tions presented in Sec. 2.6. We note that various macroscopic
coefficients, that reflect the microscopic configuration of the a
phase, appear in the flux equations. Although we have attempted to
present a geometrical interpretation of each of these coefficients,
their numerical values have to be determined experimentally.
 46

4. MACROSCOPIC INITIAL AND BOUNDARY CONDITIONS

To obtain a particular solution to the partial differential
equation that describes the balance of some extensive quantity at
the macroscopic level, we need initial and boundary conditions. The
former is a specification of the values of the state variable that
constitutes the dependent variable of the balance equation at some
initial time at all points within the considered porous medium
domain. The latter is a specification of the interaction between
the considered porous medium domain and the space external to it.
4.1 The Idealized Boundary
Let us start by understanding the nature of a macroscopic
boundary. Figure 3 shows a boundary between two porous medium
domains of different porosities, nl arid n2' and between a porous
medium and an external space void of solid matrix. The distribu-
tion of porosity along AB, determined at each point by averaging
over an REV, is also shown. By such averaging we actually obtain
the dashed line shown in the figure. In selecting the size of the
REV we required, among other requirements, that the variations of
macroscopic values (here n) over the REV be linear and the
surface of the REV contain, both solids and voids. We note that
both of these conditions are not satisfied in the transition zone
between adjacent domains. Fop ppactiaaL purpo8e8~ the actual
distribution of porosity is replaced by an idealized boundary in the
form of a smooth surface across which an abrupt change in porosity
takes place.
The idealized boundary is' thus- a hypoth'et'ica'l surface of discon-
tinuity lying within. a narr6wregfbn'fwidth'o't °0/2 on each side) in
which, strictly speaking, the conditions underlying the continuum
approach are not satisfied. For example, measurements within this
region should not be compared with values obtained by solving a
boundary value problem that is based on the continuum approach.
Some boundary conditions are also affected.
The configuration of the (possibly moving) idealized boundary
will be represented by F(~,t) = O. For such surface

and (4.1.1)

where u is the speed of displacement of the boundary and "is the

outward unit vector normal to it.
4.2 The General Macroscopic Boundary Condition
Figure 4 shows a domain of volume U divided into two subdomains
of volume Ul and U2 with a conmon boundary of surface area 8 3 • This
area constitutes an element of a(macroscopic) boundary on which we
wish to determine the boundary condition corresponding to an exten-
sive quantity Ea of an a phase. The (macroscopic) balance equation
 47

Idealized boundary

-
UI
o
~
o
a.. ",
O--------------~-----+--------~~~--

~
Regions in which average
Idealized
boundary
values are not valid

A~.B
porosity "I n=O

Figure 3. Idealized boundaries.

Figure 4. Definition ske.tch for gener q lized bounda!,"y condition.

 48

to be solved is (2.5.4) rewritten in the compact form

(4.2.1)

ddE
where ~a a represents th& sum of dispersive and (macroscopic) diffu-
sive fluxes of Ea within the ~ phase, and Ta*a represents the total
sink (per unit volume of porous medium)of Ea •
By integrating (4.2.1) separately over Ul and over U2' adding
the resulting integrals and comparing it with the integral of
(4.2.1) taken of U as a whole, we obtain
E a -a ddE ]
{5 3 )[e a {Pa a (y -~) + qa a} 1,2'VFd5 = 0

I . I .
where [( )] 1 , 2 :: ( ) on s~ d e 1 - ( ) on s~d e 2 ' i. e., the jump in
of 53 of 53
( ) from side 1 to side 2 of 53' F(~,t) = 0 describes the configura-
tion of 53 and ~ = VF/!VF! is the unit vector on 53 directed out-
ward of Ul' Hence the condition to be satisfied at each point on
53 is
-a-a
[e {pEa (V - u)+ J ddE a} ] 'VF = 0 (4.2.2)
a a -a - -a 1,2
In view of (4.1.1), another form of this condition is
. E a
[ ea {pEa_a
a V + J
a -a -
ddE
a} ]
1,2
• '\It! == -( e p a ] . -
a a
3F
1,2 at
(4.2.3)

When the same extensive quantity E is transported through a

number of phases, we replace (4.2.2) by
-a
[ r e {pEa (Va _ u)+ JddEa }] 'VF o (4.2.4)
(a) a - -a 1,2

4.3 Particular Cases

We shall use subscripts 1 and 2 to denote the internal and
external sides of a boundary, respectively; fi(~,t), i = 1,2, •••
will represent known functions of point ~ on the boundary and of time.
(a) Mass of an a phase. (Pa:: pffia). When we neglect the dispersive
and diffusive mass fluxes, (4.2.2) becomes

(4.3.1)

or
o (4.3.2)

or
 49

[ P- a {a -s ]
a --ra + ea (V
(4.3.3)
-s - ...u)} 1 , 2-VF = 0
-s
where V is the solid's vel~city,and 9r~ 'is the,. specific dis-
charge-of the a phase ~eZat~ve to the mov~ng soZ~d, or
[ e p-a-a] 1 2- VF = - [p
-a] (IF
~t (4.3.4)
a a V
-, a e
a l,2 a

Along a bounda.z>y betbJeen tbJo po~ous media, where the boundary

is a material surface with respect to the solids, the boundary con-
dition is obtained from (4.3.3)

(paa ) -VF
a --ra 1
l = (paa )! -VF
a --ra 2
(4.3.5)

When the external side (subscript 2) of a boundary is impe~­

vious, 912 =
0, n 2 = 0, and the boundary is a material surface with
respect to the solids, we obtain from (4.3.3) the condition

- a9
(p
a ra
) !1 -W = 0. (4.3.6)

If the mass fZu:x: no~Z to the bounda:roy on its exte~Z side

is known in the form of a function fl = fl(!,t), where! refers to
points on the boundary, then the condition is

(pa9r )!-VF = fl(x,t) (4.3.7)

a - a 1 -

The above conditions are tjiitert here in' tem!!; of qra. Most often
the dependent variable of the problem is pressure, p~, 'or head,
'a' Then, we have to employ an appropriate motion equation in
order to express 9ra in terms of Pa • For example, expressing
9ra by (3.4.8), (4.3.6) becomes
k
:IlJ -a-a
- . (Vp
l.l a
+ p gVz)- VF
a
= ° (4.3.1;3)

to be used as a boundary condition in an anisotropic porous medium,

stated in terms of Paa.
(b) VoZume of an a phase. Equations (4.3.1) through (4.3.6),
written for~a= const. give the conditions for volume.
a
Two more cases may be of interest.
When along the external side of the boundary, a relatively
thin layer of low permeability (acting like a semipervious membrane)
is separating the porous medium domain from a body of water,where
the piezometric head is .0'
we obtain the condition by equating
the flux towards the boundary with that through the boundary.
ExpresSing the outflow through the semipervious membrane (of
thickness B' and permeability k') by (~all - PaaI2)/r' iwhere
 50

B'].l
r' = ~ = resistance of semi-permeable membrane, the boundary con-
dition becanes
-UI -U,
p gVz)} 11'
k U VF Pu2 - Pu 1
{=- • (Vpu+ -r;:;;:;:TF = (4.3.9)
].l U U\ IHI r'
A phreatic surface is defined as a surface on which ~U = O.
Hence F = p(x,t) = 0 may be taken as representating the geometry of
the phreaticNsurface. with 912 = ~ expressing the flux on its
external side, we obtain from (4.3.4)

N
-u
I -u
q 1 ·Vpal -N·Vpal =-(n-8)
~u
0 at
N
(4310)
\.. .
as the boundary condition on the phreatic surface. We have assumed
full saturation, with 8a = n b~low the phreatic surface and 8a = 8 0 =
residual moisture content above it, and P~ll = Pa u l 2 •
(c) Momentum of a muZtiphase fZuid system. Here (4.3.1) should be
written for all phases present in the system, including the solid
phase. For the system as a whole, we employ (4.2.4), written for
-a -a
the momentum flux that is expressed here by p-uvffia
aNN
u)-
- ~U
(vrna - a-a,
to obtain
-a -U
[ E 8 {p-uyrnu
(u) U
u)- aa}]
U -
(vrna -
'VF = 0
N N
(4.3.J 1)
zU 1,2

Assuming that the convective momentum flux with respect to the

(possibly moving) boundary is much smaller than the conductive one,
that manifests itself as a stress~au,(4.3.11) reduces to the condi-
tion
a- J1,2
U
[ E 8
(u) a'tu
'VF =0 , (4.3.12)

i.e., continuity of the normal total force per unit area of the
boundary. Employing (2.6.25) and (2.6.26), we obtain
- 1 -f
[cr*--E8p IJ ·VF=O (4.3.13)
4' S n ( f) f f <t: 1, 2
--;
where f denotes a fluid U phase, and gs is Terzaghi's effective
stress. Requiring that

[0*] 'VF = 0 (4.3.14)

~s 1,2
we obtain for a singZe fZuid phase fiZZing the entire void space

[P/J l ,2 = 0 (4.3.15)

When we come to extend these considerations to a number of

phases filling the void space, we encounter an inherent
 51

contradiction resulting from the very introduction of an abrupt

change in porosity along the boundary (Sec. 4.1). Obviously, such
a jump in porosity and in any of the 9a 's does not exist at the
microscopic level. Extending (4.3.15) to each of the fluid phases
individually, leads to a jump in each 9a across the boundary. This
jump is related to the concept of capillary pressure as manifested
by the retention curve that is different for the different media
that are present on the two sides of the boundary. Equation
(4.3.12) cannot be satisfied except as an approximation.
(d) Component y of an a phase. For this case, the general boundary
condition (4.2.2) (on a possibly moving boundary) takes the form

[9 {c
- a (V-a - u) + J ddm]
aY} • VF =0 (4.3.16)
a ay ~a ~ -a 1,2
or,in view of (3.3.16)

[C~y(9a- 9a~) - 9agh·vc~Y]1,2 -VF o (4.3.17)

or, employing (4.2.3)

[9 (c~-a + JddmaY)]l 2 ·VF

a ay _a - ,
= -[9 a c- a ]!!.
ay at
(4.3.18)

For a stationary boundary, the R.H.S. of (4.3.18) vanishes. If the

boundary is also a material surface with respect to the solids, the
condition reduces to

.Vc- a ]
ay 1,2
-VP =0 (4.3.19)

0, (4.3.19) can be rewritten in the form

(4.3.20)

This equation is used at a boundary between two different porous

media. We note that [~a]l 2 ~ 0, i.e., there is a jump in c:- a
across the boundary. y , ay
When the external side of the boundary is impervious, to both
fluid convection (and hence also dispersion) as well as to the
diffusive flux of the component , (4.3.20) becomes

(;- a q _ 9 D .Vc- a ) ·VF o (4.3.21)

ay _~r a~h ay
It is possible, however, that the external side will permit
transport by molecular diffusion, but not by convection and convec-
tive dispersion.
When the external side of the boundary is a well mixed reser-
voir of the fluid a phase at constant component concentration
I
Cay a 2 :: c o ,(4.3.20), for%r i 0, becomes
52

---a
{(c
ay
-oL
- c)a
0 ~~r
- S D 'Vc
a~h ay
}'VF =0 (4.3.22)

(e) Heat tpanspopt by the entipe popous medium system. We shall

deal only with a single fluid phase (a = f) that completely fills
the void space; Sa= n. Dispersive heat flux will be neglected.
Continuity of heat transport across a boundary that is a material
surface with respect to the solid, subject to certain simplifying
assumptions (e.g., nondeformable solid matrix, negligible heat dis-
persion), requires that the condition

[PfC q T - A ,VT]
v~r .. rm 1,2
'VF =0 (4.3.23)

be satisfied.
When combined with (4.3.5), (4.3.23) becomes
Pfcy grf [T]1,2 • VF - [~pm'VT]1,2'VF =0 (4.3.24)

We note that in general [T]1,2 ~ O.

When the total heat flux is known on the external side, say
~h'VF, (4.3.23) becomes
{p CaT - A
f v~-rf ::::pm
'VT}'VF = (4.3.25:)

When the external side is impervious to fluid flow, but permits

conductive heat transport, by combining (4.3.6) with (4.3.2 )
[1\
zpm
'VT]
1,2
'VF = 0 (4.3.26)

When the external domain isa~ impervious solid domain at cons-

tant temperature, the condition is
A
<I< pm
• VT • VF = 0 (4.3.27)

When the external side is a well mixed reservoir at constant

temperature To' the condition {as!suming const P f ), for~f 'I. 0, is
I
{p C a (T - T ) - A • VT}' VF = 0 (4.3.28)
f v.;rf 0 ~pm

with T ~ T , except as an approximation when we assume

o
I (P f Cy 9r f T)1 • VFI » I ~pm • VT) 11 • vpl
5. THE MATHEMATICAL MODEL OF A TRANSPORT PROBLEM
5.1 contents of a Problem Statement.
The complete, or well posed, mathematical statement of a
transport problem, at the macroscopic level, should include the
following items.
 53

(a) A list of the relevant state variables that describe the beha-
vior of the system.
(b) The geometrical configuration of the boundary of the considered
porous medium domain.
(c) The partial differential equation, or equations, that express
the balance, or balances, of extensive quantities.
(d) Constitutive equations and equations of state that describe
the behavior of the phases comprising the porous medium system.
(e) Initial conditions to be satisfied by the relevant state
variables at all points within the domain, and
(f) Boundary conditions.
In addition, information is required on the various (macrosco-
pic) transport and storage coefficients that appear in the (macros-
copic) balance equations.
5.2 Examples
Following are some examples related to items (c) and Cd) above.
Since the examples are at the macroscopic level, we shall not use
the averaging symbol to indicate this fact. It will be assumed
that no external sources or sinks exist within the domain. We
shall not repeat all the assumptions that underlie each equation,
however, these assumptions should be carefully examined in order to
determine their validity in each individual case.
(a) A single component, single ftuid phase that fills the entire
void space. The fluid is Newtonian and compressible. The solid
matrix is deformable, behaving as a perfectly elastic solid.
Isothermal conditions
no. of Equations ~ariables Comments
eqns. (no. )
dnp
(1) - - + V·pq
at - = 0 (2.6.6) n,p,~ (5) 1

(3) g: = ~ + nV (3.4.8) gr' V (6) 2

-s -s
k
(3) (Vp + pgVz) (3.4.8) p ( 1) 3
~ = - II
- 0

aV w
(3) V =~ w (3) 4
-s dt
1 dV ~(l-n)
(1) VoV =
-s l-n - --
.. 5
dt - 5

(6) cr
~s
* =
- -
G(Vw +(Vw)T) + AVOW
- cr
~s
* (6) 6

(6) cr
~
= cr
~s
* - pJ (2.6.25) g (6) 7
 54

( 3) V·o + P!, = 0
'I:.
(2.6.23) - 8

(1) P = P lp) -
27 Total 27 9

Cormnents
(1) This is the mass balance equation (2.6.3), in which the diffu-
sive and dispersive mass fluxes have been neglected.
(2) Since the solid matrix is deformable, we have to distinguish
between g and ~
(3) This equation - Darcy's law - is actually a simplified form
of the momentum balance equation for a Newtonian fluid. The
porous medium is considered to be isotropic.
(4) A relation between the velocity of the solid matrix and its
displacements.
(5) This is actually another form of the solid's mass balance
equation for p = constant.
s
(6) This is the relationship between effective stress and displace-
ments, that Corresponds to an isotropic perfectly elastic solid
Here the assumption is made that the micro-and macro-forms of
this relationship are identical. Thus G and A are the macros-
copic Larn~ coefficients.
(7) This is Terzaghi's concept that relates total stress to effec-
tive stress and fluid pressure.
(8) This is the equilibrium equation for the porous medium as a
whole.
(9) We could add the strain tensor E as an additional state varia-
ble and add also the relationship between this strain and dis-
placements, !.
(b) Same as (a), but under non-isothermal conditions and an isotro-
pic thermoelastic solid matrix. Solid and fluid are assumed to
have the same temperature.
Compared with case (a) above, the differences are as follows.
* Temperature, T, is added as a state variable.
* l.l = l.l (T), p = p (p, T) •
* For an isotropic thermoelastic solid matrix, we add (-n TIl on
the R.H.S. of the stress-displacement relationship, where~

no.,
~J
= (~o*, ./a~1
E=cons.
s~J
t is related to the coefficient of
volumetric thermal expansion, aT(=(aE/dT) I t ' by
2 p=cons •
n = (A + 3 G)a T • For a nonisotropic medium, we may use
* C,1J'k"~ = ao S *1J
. ,/dE k ~", S., * ,,/aT I
0S;J'=
~
C;J'k"E
~
" - B;J,T,
~ k~ ~ 1J = -dO s ~J t
E=cons.
 55

* We add a heat balance equation such as (2.6.16)

aT
(pc) pm at = -pc... 9r 0 VT + VO~pm 0 VT (5.2.1)

in which the effects of fluid and matrix compressibilities have

been neglected.
(c) TI>anspo!'t of a single component in a single liquid phase occu-
pying the void space. The po!'ous medium is non-deformable. The
added variable here is the component concentrationc. We may have
p = p(c), p = p(c,p), or p = p(c,p,T), as the case may be. As the
added solute balance equation we may use, for example, (2.6.8)

aat nc - Vo{c9 ... ~ho Vc}- ffs + npl (5.2.2)

where nDhij=aTql5ij+(aL-~)qiq/q+~fj;iaL and aT are the longitudi-

nal and transversal dispersivities, respectively, f represents the
rate at which the mass of the component leaves the. fluid phase (by
adsorption or ion exchange) per unit volume of porous medium, npfr
represents a source of the component per unit volume of porous
medium due to chemical reactions decay or growth phenomena.
We add an equation of balance for the component concentration
on the solid phase, F (= mass of adsorbed component per unit mass of
solid)
. .. s F
a(l-n)p
at = - VOPs(l-n)ys+ ffs + (l-n)psr s
or
f
a(l-n)F +~+ (l-n)f (5.2.3)
at Ps s
and an isotherm representing the relationship between F and c.
For example, assuming a linear equilibrium isotherm, we write
(5.2.4)
where Kd is called the distribution coefficient. We assume that we
know the functions r(c)and r (F). The following table summarizes
equations and variables. s
56

no. of eqns. EqUations Variables

a ..
(1) .~.+ Vopg: = 0 p ~g: (4)

(3) q = - -k (Vp + pgVz) p (1)

- 1J

(1) p = p(p,c) .c (1)

(1) n atac = - v (cq.

--- - nO (1)
0
-_ h 0 Vc)- ffs ffs
aF
(1) (l-n)---
at
= ffs F (1)

(1) F = Kdc -
8 Total 8
 57

REFERENCES
Bachmat, Y. spatial Macroscopization of Processes in Heteroge-
neous Systems. Israel J. of Tech. 10 (5), 391-403, 1972.
Bear, J. On the Tensor Form of Dispersion. J. Geophys. Res.
66 (4), 1185-1197, 1961.
Bear; J. Dynamics of Fluids in Porous Media. American Elsevier,
764 pp., 1972.
Bachmat, Y. and J. Bear. The Dispersive Flux in Transport
Phenomena in Porous Media. Advances in Water Resources.
6, 169-174, 1983.
Bear, J. and G.F. Pinder. Porous Medium Deformation in Mu1ti-
phase Flow. J. Engrg. Mech. Div. Amer. Soc. Civil Eng. 104
(EM4), 881-894, 1978.
Bird, R.B., W.E. Stewart and E.N. Lightfoot. Transport Pheno-
mena, John Wiley & Sons Inc. 780 pp., 1960.
Gray, W.G. and P.C.Y. Lee. On the Theorems of Local Volume
Averaging. Int. J. of Mu1tiphase Flow, 3, 333, 1977.
Gray, W.G. and K. O'Neill. On the General Equations for Flow
in Porous Media and their Reduction to Darcy's Law. Water
Resour. Res. 12 (2), 148-154, 1976.
Hassanizadeh, M.-and W.G. Gray. General Conservation Equations
for Mu1tiphase Systems, 1 Averaging Procedure. Advances in
Water Resources.
Niko1aevskii, V.N. Convective Diffusion in Porous Media.
J. App1. Math. t·~ech. (P.M.M.) 23 (Ii), 1042-1050, 1959.
Poreh, M. The Dispersivity Tensor-in Isotropic and Axisymmetric
Mediums. J. Geophys. Res. 70 (16), 3909-3914, 1965.
Terzaghi, K. Erdbaumechanik auf Bodenphysika1ischer Grund1age.
Franz Deuticke, Vienna, 1925.
Whitaker, S. Advances in the Theory of Fluid Flow Through Porous
Media, A.I.Ch.E.I. 61 (12), 14-28, 1969.
Whitaker, S. Diffusion-and Dispersion in Porous Media. J. Amer;
Inst. Chem. Eng. 13 (3), 420-427, 1967.

ACKNOWLEDGEMENT
The review presented here was prepared within the framework
of research Project 013-780 on Transport Phenomena in Porous Media,
conducted by the authors at the Technion·- Israel Institute of
Technology. The research is sponsored in part by the Fund for the
Promotion of Research at the Technion.
58
SYMBOLS
a ijU Dispersivity of solid matrix.
a L , aT Longitudinal .andtransversal dispersivity of an isotro-
pic porous mediUA.

Ao ' A00. Area of REA and of a phase within it.

c, C Concentration of y component per unit volume of a phase
ay
(= m /U).
ay a
C
va Heat capacity of a phase at constant volume.
C Heat capacity of solid at constant volume.
s
d Length characterizing the microscopic inhomogeneity of
a porous medium.
D Coefficient of convective dispersion.
"'" Coefficient of hydrodynamic dispersion (= D + Ddf *) •
.Ph ay
~df Coefficient of molecular diffusion of y component of
ay
a phase.
Ddf * Coefficient of molecular diffusion of y component of
-zay
a phase within a porous mediUA.
E Extensive quantity.
E Extensive quantity of a phase.
a
f(~,t)=O A known function.
f Flux of y component across SaS from a phase to S phase.
as
F(~,t)=O Equation of a surface (e.g., a boundary).
F Mass of y component on the solid (as by adsorption)
per unit mass of solid.
F Body force (per unit volume) acting on a phase.
-a
g Gravity acceleration.
G A scalar or tensorial quantity of a phase.
a
h Enthalpy of a phase.
a
I unit tensor.
~

Ia Internal energy of a phase.

let FluX of E (= pEaVEa) at microscopic level.
a -
Jh
_a Conductive heat flux in a phase.
JEa1E Z Diffusive flux of E1a with respect to E2a
(= pEla(yEla _ ~2a)).
Molecular diffusion of y component of a phase
(= pma.Y(~a - Ya )).
 59
Sum of dispersive and (macroscopic) diffusive fluxes
of Ea.
Permeability of a porous medium.
Distribution factor (in a linear equilibrium isotherm)
of a y component.
Length characterizing U •
o
Length characterizing the REA.
Characteristic length of the a phase in U •
o
Length characterizing a porous medium domain.
m Mass of a phase.
a
m Mass of y component of a phase.
ay
111 Linear momentum of a phase.
-a
n Porosity (= u /U).
ov 0
N Accretion.
Pressure of a phase.
Specific discharge of a phase.
Specific discharge-of a phase relative to solid.

Ea discharge.
r .. Correlation coefficient.
~J
S Total surface area of U •
o o
S Area of surface bounding U •
a oa
SaS Area of interface surface between an a phase and all
other phases within U •
o
Portion of So that intersects an a phase.
Portion of S that is an a-S interface.
a

T Temperature of a phase.
a
T Random orientation tensor characteristic of a phase
~a
configuration within U •
o
u Velocity of surface (SaS or macroscopic boundary) •
u Volume.
u Volume of REV.
o
Uov'U os'U oa Volumes of void space, solids and a-phase in Uo' resp.

Volume weighted velocity of a phase.

 60

Velocity of EN particles
~
(=
-
axEa/at!
~ const.
) .
w Displacement vector.
W Molecular weight of y component of a phase.
ay
x position vector.
x centroid of U •
-0 o
?5ov'~os'~oa Centroids of U ,U and UON , resp.
ov os' ~

z Vertical coordinate.
Coefficient of fluid compressibility.
Coefficient of thermal (volumetric) expansion.
Phase distribution function of a phase.

Internal rate of production of Ea per unit mass of

a phase.
Characteristic microscopic distance : U /S =
oa as
hydraulic radius of pore-space.
6,6 .. Kroenecker'g delta.
~ ~J
E Dilatation of solid.
s
n Coefficient of volumetric thermal expansion of a
thermoelastic isotropic solid (no .. = acr .. /aT ).
~J s~J s
Volumetric fraction of a phase within U (= U /U).
o oa 0
Areal fraction of a phase within A (= A /A).
o oa 0
Coefficient 6f thermal conductivity of a phase.
Coefficient of thermal conductivity of a phase-in a
porous medium (e.g., A*f ; A*).
t:s "'8
A Coefficient of thermal conductivity of saturated
~pm
porous medium (= n~; + (l-n)::).
Fluid's dynamic viscosity.
\! Unit vector normal to SaS pointing outward of Uoa
-a
~ position vector.
A quantity such that ~dA is additive.
Mass density of a phase (dm /dU ).
a a
Volumetric density of E (= dE /dU).
a a a
(pC) Heat capacity of saturated porous medium
pn
(= nC + (l-n)C ).
¥ S

Stress of a phase.
 61

(J
\l;s
* Effective stress in porous medium.
T Shear stress of a phase.
lila

Wety

1
-- f (x-x)v dS _1_ f ~v dS.
U --o-a Uoa (S ) --a
oa (S )
aOt ail

'J~*
•
Subscripts
o denotes the REV (as in Uo ' So' ~o' .•. ).
o,"',s denotes oi~, water and solid phases, respectively.
s denotes the solid phase (as in U ~ V ).
os-s
v denotes the void spaoe (as in U
denotes the a-phase (as in Y
0'" P )
v
I

a , Ea ).
f denotes fluid phase.
special symbols
(-;a Intrinsic phase average.
Phase average

oa I ,
(e.g., G Ix = G x - G x)·
-a,
Deviation from intrinsic phase average

- ~ -0
< Intrinsic phase areal average.
< Areal phase average
< Intrinsic phase average over ~.

Deviation from intrinsic areal average.

. ) = ~(
Dt
Material derivative.
[( ) ]a,b = ( ) la - ( ) Ib = jump in ( ) from side a to side b of

boundary.

() Symbol for a vector.

( ) Symbol for a second rank tensor.

II
 63

POROUS MEDIA MODEL FORMULATIONS BY THE THEORY OF MIXTURES

R. M. Bowen

1. ESSENTIALS OF THE THEORY OF MIXTURES 65

1.1. Kinematics 65
1.2. Equations of Balance 69
1.3. Second Axiom of Thermodynamics 72
2. CLASSES OF POROUS MEDIA MODELS 74
2.1. Compressible Models 75
2.2. Linear Dissipation and Center of Symmetry 80
2.3. Incompressible Models 82
2.4. Pore Pressure 88
2.5. Rigid Models 90
2.6. Some Classical Porous Media Models 94
2.7. Thermodynamic Models 101
3. POROELASTICITY 105
3.1. Linearization 105
REFERENCES 115
IMPORTANT SYMBOLS 117
 65

POROUS MEDIA MJDEL FORMULATIONS BY TIlE TIffiORY OF MIXTIJRES

Ray M. Bowen
Deuartment of Mechanical Engineering and Materials Science
Rice University
Houston, Texas

1 ESSENTIALS OF TIffi TIffiORY OF MIXTURES

As the title of this work states, the structure of the Theory
of Mixtures is utilized here to formulate mathematical models of
uorous materials. This first chauter is concerned with the essen-
tial aspects of the Theory of Mixtures. Most modern oresentations
of this subject have their origins in the work of TRUESDELL (1).
TRUESDELL'S method of uresenting the theory of mixtures can also be
found in TRUESDELL & TOUPIN (2) and BOWEN (3).
1.1 Kinematics
Consider N continuous bodies B1, ... ,BN, each of which is
visualized by the region it occuuies in three-dimensional suace.
As in theories of single materials, each body can be assigned a fixed
but otherwise arbitrary reference configuration and a motion
x = X (X , t) ,
- _a-a (1.1.1)

where Xa is the oosition of a oarticle of the ath constituent

in its reference configuration, t the time, and ~ the snatial
nosition occuuied at the time t by the oarticle labeled ~a. The
function Xa in (1.1.1) is called the deformation function for the
ath constituent. In this work, no major effort will be made to state
every mathematical smoothness assumption. However, with regard to
(1.1.1) it is worthwhile to mention that Xa, for a = 1, ... ,N, is
assumed invertible for each time t. This inverse function shall be
written xa- 1 , and thus
~a = ~al(~,t). (1.1.2)
66

The velocity and acceleration of ~a at time t are defined,

respectively, by
aX
~a = a~ (~a,t) (1.1.3)
a2 x
x-a = ~ (X
at 2 -a
,t). (1.1.4)

In general, as in (1.1.3) and (1.1.4),a backward prime affixed to a

symbol with a subscript a will denote the material derivative fol-
lowing the motion of the ath constituent. The gradient of the
deformation for X-a at time t is a linear transformation defined
by
F _a (X-a ,t).
-a = GRAD X (1.1. 5)
The determinant of a linear transformation such as F
-a
is the deter-
minant of the matrix [F), i.e.,
-a
det F = det[F ]. (1.1.6)
-a -a
Because of the invertibility of X
_a assumed earlier,
detFfO. (1.1.7)
-a
The linear transformation inverse to F is
-a
F- 1 = grad X-1(x,t). (1.1.8)
-a -a -
If I is the identity linear transformation, then (1.1.5) and
(1.1 ~ 8) yield
(1.1.9)
Given (1.1.2) the velocity and acceleration can be regarded as
given by functions of (~,t), i.e.,

~a = ~a(~,t) (1.1.10)

?5a = ?5a(~,t). (1.1.11)

The velocity gradient for Ba at (~,t) is defined by
L
-a
grad x
= (x,t)
-a -
(1.1.12)
and, by the chain rule, it follows that
(1.1.13)
 67
For a mixture, the N bodies B1 , ••• ,BN are allowed to
occupy connnon portions of physical space. Then each spatial posi-
tion ~ in the mixture is occupied by N particles, one from each
constituent. Each constituent is assigned a bulk density • For the
ath constituent the bulk density is denoted by PQ • The bulk den-
sity Pa is usually regarded as given by a function of (~,t), i.e.,

(x,t).
Pa = Pa- (x,t).
Pa = Pa- (1.1.14)
The density of the mixture at x and at time t is defined by

N
P = p(~,t) I P (X,t).
a -
(1.1.15)
a=l

Physically Pa represents the mass of the ath constituent per unit

of mixture volume. The true density for the ath constituent is
denoted by Ya and represents the mass of the ath constituent per
unit of volume of the ath constituent. The quantity CPa defined by

cP (x, t) = P (x, t) /y ex, t) (1.l.l6)

a - a - a -
is the volume fraction of the ath constituent. It is required that
N'
I cP = 1. (1.1. 17)
a=l a
Equation (1.1.17) reflects the assumption that the mixture does not
contain void spaces. From its definition, it should be clear that
cP , a = 1, ... ,N, measures a local structure of the mixture. For
c~rtain mixtures, it is reasonable to expect that this local struc-
ture would have no effect on the response of the mixture. Such mix-
tures are usually called miscible mixtures.' An immiscible mixture
is one where locally one can distinguish between mixture volumes
and constituent volumes. A model of an immisicible mixture would
necessarily allow the volume fractions to affect the response.
In a theory of mixtures, the meaning of incompressibility can
be confusing. If the ath constituent is incompressible then Y
is at most a function of X. In this work, for simplicity Y a is
taken to be a constant whenathe ath constituent is incompressiBle.
Because cP is not necessarily constant, Pa is not a constant
even thoug~ the ath constituent is incompressible. The mixture is
incompressible whenever Y ,Y , ... , and yare constants. In
this case (1.1.16) implies 1 a tons training re~ationship between the
bulk densities.
The mean velocity, or simply the velocity of the mixture at
(x,t) , is the mass-weighted average of the constituent velocities
defined by
68

1 N
-- I P x
(x, t) .
a-a - (1.1.18)
P a=l

The diffusion velocity for the ath constituent at (~,t) is defined

by

-a = u-a (x,t)
u
- = -a (x,t)
-- x ~(~,t).
- - (1.1.19)
It follows from (1.1.18), (1.1.19), and (1.1.15) that
N
I
a=l
P u (X,t)
a-a -
= O.
- (1.1. 20)

If r is a differentiable function of (x,t) , then its mate-

rial derivative following the ath constituent Is defined by

(1.1. 21)

By use of (1.1.3) and the chain rule for partial differention, it

follows from (1.1.21) that

.
by r
The derivative of r following the motion defined by x is denoted
and is defined by

• at •
I = at (~,t) + [grad I(~,t)]~(~,t). (1.1.23)

For notational simplicity, (1.1.22) and (1.1.23) shall often be

written without indicating the independent variables (~, t). It
follows from (1.1.22) and (1.1.23) that
r-a - f = [grad r]u
- -a
, (1.1.24)
where (1.1.19) has been used.
Given a deformation function x, a change of frame is a map-
ping that yields a new deformation Ifinction X* defined by
-a
x* (X ,t)
-a a
= c ( t) + Q( t) X (X ,t),
- - _a-a
(1.1.25)
where f(t) is an arbitrary time-dependent .vector representing a
 69

translation, and get) a time-dependent orthogonal linear transfor-

mation representing a rigid rotation. Since get) is orthogonal,
it obeys the condition

g(t)g(tl = ! (1.1. 26)

for each time t. Associated with the motion x~ is a velocity ~A,
an acceleration 25;, and a deformation gradient p~ defined as in
(1.1.3), (1.1.4), and (1.1.5), respectively. It easily follows from
(1.1. 25) that
(1.1. 27)

x*(X-a ,t)
~a
~(t) +g(t)~a(~a,t) + 2Q(t)~a(~a,t)
+ g(t)~a QSa,t) (1.1. 28)

(1.1. 29)

In addition, it follows from (1.1.12), (1.1.13), and (1.1.29) that a

change of frame induces the following relation between velocity
gradients:
~; = ~;E;-l = g(t)~ag(t)T + g(t)g(t)T. (1.1.30)

In Eqs. (1.1.26) and (1.1.30), the quantity g(tY denotes the

transpose of the linear transformation get).
1.2 Equations of Balance
It is convenient to present the axioms of balance of mass, mo-
mentum and energy as special cases of a general equation of balance.
This approach saves considerable space and, in addition, it reveals
the common features of the various equations of balance.
If v is a spatial region with boundary av, the general equa-
tion of balance for the ath constituent is

Jp Wdv =_rhp Wx .d6+ rh y .d6+Jp ~ dv+J~ dv,

2-
at a a
v
r
a a-a - J -a -
av
a a
av
a
v v
(1.2.1)

where Wa is the quantity to be balanced, expressed per unit of mass

of the ath constituent. Equation (1.2.1) equates the rate of
change of the balanced quantity in v to the sum of the net trans-
port of Wa into v across av and various supplies of Wa. The
second term represents a contact supply. It results from a contact
of the ath constituent in v with all of the constituents not in
 70

'V. The quantity Ya is this contact supply per unit of area. The
last two terms in tl.2.1) represent volume supplies. The quantity
¢a is the external volume supply of $a. It is expressed per unit
of mass of the ath constituent. The last term represents a local
supply of $a. It is intended to account for local interactions of
the ath constituent with the other constituents.· The quantity ~a
represents the local supply of $a per unit of mixture volume.
As an example of (1.2.1). balance of mass for the ath con-
stituent results from the following choices:
tJ;
a
= l'
'
y_a = o·
-' cp
a
= o·' A
.6
a
A
C
a
(1. 2. 2)

Therefore,

1-
at f Padv = -
V
p
av
P x
a-a
.d6 +
- f 2adv
V
(1.2.3)

is the mathematical statement of balance of mass for the ath con-

stituent in v. The local supply a is called the mass supply and c
represents the rate of creation of mass of the ath constituent/
per unit of volume. It is often convenient to refer to this term as
resul ting from chemical reactions. Included in this general desig-,
nation are mass supplies of the type utilized by BARENBLATT, ZHELTOV
and KOCHINA (4,5). In their case the mass supplies resulted from
pore fluid to fracture fluid transfers. The mass supplies a are c
not all independent. In order to force balance of mass for the mix-
ture, they are required to satisfy
N
I ea
a=l
= o. (1. 2 .4)

The same motivation which produced (1. 2.4) yields

N
I g = 0 (1. 2.5)
a=l a

for the general balance for the mixture.

The balance of linear momentum for the ath constituent re-
sults from the following choices:
$
a
= x ; y =T;¢ =b
-a -a -a a -a
~
a
=n+cx,
~a a-a
(1. 2.6)

where Ia is called the~partial stress tensor, ~a is the external

body force density and Fa is called the momentum supply or local
 71

body force. For the mixture, (1.2.6) yields

N
I
a=l
(p-a + e-a-a
i ) = O.
-
(1.2.7)

For balance of moment of momentum for the ath constituent, it fol-

lows that

= xxT = xxb
A

'fa ¢ ;.6
- --a a - -a a
= xx(p + ex) + ill , (1.2.8)
- _a a-a -a

where @a is the moment of momentum supply. Given (1.2.7), balance

of momentum for the mixture can be written

o. (1. 2.9)

It is possible to combine balance of linear momentum and moment of

momentum in a standard way to show that

(1. 2.10)

Where M-a is the skew-symmetric linear transformation constructed

from the vector ~a' Thus, because of the supply of moment of mo-
A

mentum to the ath constituent, one cannot conclude that the par-
tial stresses are symmetric. In terms of the linear transformations
Ba, a=1,2,···,N, equation (1.2.9) takes the form
N
I M= o.
a=l -a -
(1. 2.11)

If we define the inner part of the stress for the mixture by

N
(1.2.12)
T
-a
a=l
ITa'
then it follows from (1.2.10) and (1.2.11) that II lS symmetric.
Balance of energy for the ath constituent results from the
following choices:
1jJ
a
= E:
a
+1 x
2 • - TT x
q ' ¢ = r + X •b ;
2-a' Ya - -a ~a - _a' a a -a-a
~a ~ £a +X .pA + C (E: +~X2),
-a _a a a L.-a (1. 2.13)
 72

where qa is the partial heat flux vector, ra is the external

heat supply density, and €a is the energy supply. For the mixture,
(1.2.13) yields
N
\'£1 (E a + x·p
~a ~a
+ Ca (E a+1,.x
2~a
2 )) = O. (1.2.14)
a=

Local forms of the equations of balance can be derived from the

integral equation (1.2.1) by use of standard arguments. The result-
ing equations can be written in the following forms:
Balance of Mass:
pa + p
a
div x = ca
~a
(1.2.15)

Balance of Linear Momentum:

p x
a~a
= di v T~a + p b
a~a
+-A
ta (1. 2 .16)

Balance of Energy:
p
aEa = tr TTL - div q ~a
+ p r
aa + Ea , (1.2.17)

where tr denotes the trace operation.

1.3 Second Axiom of Thermodynamics

The second axiom of thermodynamics is an inequality called the

entropy inequality. Each constituent is assigned an entropy density
na' The entropy density for the mixture at (~,t) is defined by
N
1
n =n(~,t) p I p
ana (x,t).
~
(1.3.1)
a=l

Each constituent is also assigned a temperature ea. Each of these

temperatures is taken to be given by a positive-valued function Sa
such that
8a = 0 a (x ~,
t). (1.3.2)

The second axiom of thermodynamics is postulated to be the in-

equality
N P r
\' a a
£ -8- dv.
a=l a (1.3.3)
 73

The local version of (1.3.3) turns out to be

N
\' { P n
Ll a a + div(q_a Ie a) -p a r a/e a + en}
a a ;;;, 0 . (1.3.4)
a=
If (1.2.17) is utilized to eliminate each Para from (1.3.4), the
result can be written

~L 1 " -p n
-{-'¥ 8 -p tr K L -q "g /8 +E +c E } A A
;;;, 0, (1.3.5)
a=l Sa a a a a a -a-a _a -a a a a a

where ~a is the Helmholtz free energy for the ath constituent

defined by

a = Pa (E a -8 ana) '
'¥ (1.3.6)

~a is the chemical potential tensor defined by

p K = '¥ I - TT (1.3.7)
a-a a- -a
and ~a is the spatial temperature gradient defined by
g = grad 8 . (1.3.8)
-a a

Notice that ~a is defined such that it is the Helmholtz free ener

gy for the ath constituent per unit of mixture volume.

Often the assumption is made that there is but a single temper

ature S given by a positive-valued function e such that
8 = 8(~, t) . (1.3.9)

Relative to the discussion thus far in this section, (1.3.9) can be

viewed as the result of a constraint

on the N temperature fields. With this constraint, (1.3.5) re-

duces to
N N
L ~ - pn6 - tr I p K L - h"g/8
a=l a a=l a-a-a -
N
- ~L (x"~ + 12 x2 )
a-a
;;;, 0
' (1.3.11)
a=l - a ~a 2
 74

where
(1.3.12)

and
g = grad 8. (1.3.13)
In the constrained temperature case, the energy equations for the
constituents (1.2.17) can be shown to contain indeterminate terms.
Such an indetenninacy reflects the constraint (1.3.10). For this
reason the energy equation for the mixture (1.2.14) is the most use-
ful statement of balance of energy. A form of (1.2.14) which is most
useful for single temperature models is
N N
p8n + div h + I x·p + lIe
a=l -a -a
t
a=l a-a
2 - pr

N • N
- L 1f pn8. -tr \'L pa-a-a'
KL (1.3.14)
a=l a a=l

where r is the external heat supply density for the mixture de-
fined by
1 N
r = -
p
L
a=l
p r
a a
. (1.3.15)

2 CLASSES OF POROUS MEDIA MODELS

In this chapter the field equations and the entropy inequality
of Chapter 1 are supplemented by special constitutive assumptions.
These assumptions define particular porous media models. It is pos-
sible to classify porous media models by several different ways. In
this work the compressible models discussed in Sections 2.1 and 2.2
refer to models for which the solid matrix and all of the fluids it
contains are compressible. The incompressible models discussed in
Section 2.3 presume that every constituent is deformable but incom-
pressible. The rigid models discussed in Section 2.5 presume that
the solid matrix is rigid. The fluid constituents within the rigid
solid are allowed to be compressible or incompressible. Other than
the brief discussion in Section 2.7, thermal effects have been omit-
ted from the model fonnulations given here. In addition, for the
sake of brevity) chemical reactions and other types of mass exchanges
have been omitted from all models.
Most of the material in this chapter is taken from references
6 and. 7. These references contain substantially more detail about
the formulation of porous media models than space pennits here.
 75
In particular, these references do not omit the thermal effects men-
tioned above.
Model formulations in modern continuum mechanics frequently fol-
Iowan almost standard development. First one proposes constitutive
equations which define the particular model. These constitutive
equations are then examined for possible restrictions implied by the
entropy inequality and invariance requirements. The invariance re-
quirements concern changes of frame such as (1.1.25) and changes of
reference configuration. Invariance requirements under changes of
frame are called the axiom of material frame-indifference and hold
for all models. Invariance requirements under changes of reference
configuration are called material symmetry restrictions and are spe-
cial requirements of particular models. In this work all constitu-
tive equations will be stated in a form Which obeys the requirements
of material frame-indifference. In addition, the material symmetry
restrictions appropriate to the fluid constituents will be built
into the constitutive equations. The solid matrix will be allowed
to have any material symmetry appropriate to a solid constituent.
In cases where an example material symmetry is needed, the solid is
always taken to be isotropic. The restrictions implied by the en-
tropy inequality are the main subject of concern in this chapter.
These restrictions will be examined in detail for the classes of
models mentioned above. In addition, various special assumptions
necessary to obtain classical porous media models are introduced as
appropriate. Most of these assumptions are presented in Section 2.6.
2.1 Compressible Models
This section is concerned with the model formulation for a mix-
ture consisting of an .isothermal elastic solid and N-l isothermal
fluids. None of these constituents are taken to be incompressible.
Because the mixture to be studied is not pecessarily miscible, the
constitutive equations which define the mixture shall include a de-
pendence on ¢2' ... ,~. Because of (1.1.17), a dependence on
¢l is not included. 'lhe N-l volume fractions are treated
formally like internal state variables. Thus, they are required to
obey a rate law which is to be prescribed below. The adoption of a
rate law to govern the volume fractions is an idea exploited by
DRUMHELLER (8). The model formulation given in this section is an
isothermal version of the one given by BOWEN (7). The constitutive
equations Which are given below are not the most general one could
analyze. In order to simplify the discussion of various special
cases, certain effects have been omitted which would prove to be un-
important later.
Because the mixture is constrained to be isothermal, equation
(1.3.11) shows that in so far as the entropy inequality is concerned
the entropy n and the heat flux h are entirely indeterminate
These quantities are allowed to be any values required to satisfy
 76

the energy equation (1.3.14). Therefore, constitutive equations for

n and h need not be prescribed. The constitutive equations which
define the mixture are

and
~ ( T T T
~e = we gs' GRAD gs' Pd , ~s gradpd , ~d' ~s grad~d' ~SYd)'
(2.1.1)
where C
-s
is the nonlinear strain measure defined by

C = FT F (2.1. 2)
-s -s-s
and
vd=Xd-X. (2.1.3)
- - -s
In writing (2.1.1) it is understood that the index a ranges from
1 to N,. and the indices c and d range from 2 to N. The
subscript s is usually used to denote properties of the solid
rather than the index value 1. As written, the constitutive equa-
tions for ~ , E~' ~a and ~~ obey all restrictions required by the
axiom of mat~rial frame-inditference. The impact of this axiom in
the theory of mixtures is discussed in detail in (3, Section 2.5).
Roughly speaking, equations (2.1.1) remain invariant under transfor-
mations induced by the changes of frame of the form (1.1.25). Equa-
tions (2.1.1) also reflect the material symmetry of N-l fluids.
For now, no special material symmetry of the solid is assumed.
Material symmetry considerations for mixtures are discussed in (3,
Section 2.6). The mixture defined by (2.1.1) is homogeneous because
the response functions do not depend on the material coordinates
X , a = 1, ... , N. Equation (2.1.1)1 simply reflects the assumption
fRat there are no mass exchanges between the constituents allowed
for this model. Finally, the condition (1.2.7)Nis formally satisfied
by selecting ps
in (2.1.1)3 to be given by -~
--
Pb.
b=2 -
If (2.1.1)2 is differentiated and substituted into the isothermal
version of the entropy inequality (1.3.11)~ the result is
 77

(2.1.4)

where
_ CllJi r
f-b - ClP b ' (2.1.5)
CllJi r
°b = - CltPb '
(2.1.6)

fb = Eb - ~b grad Pb + 0b grad tPb + grad IJi b (2.1. 7)

and
(2.1.8)

The quantity IJi r is the Helmholtz free energy of the mixture per
unit of mixture volume. Given (2.1.1), the entropy inequality
(2.1.4) must hold for every value of the velocity gradients
15,12, ... ,1N. As a result of this fact, (2.1.4) implies that

CllJi r T
P K = -2F
5~5 ~5
~C
a
F,
~5
(2.1.9)
~s

(2.1.10)
and
(2.1.11)

The inner part of the stress tensor for the mixture is defined
by
N
Tr
~ = \'L-a
T . (2.1.12)
a=l

Because of the result (1.2.11), equation (1.2.10) shows that Tr

must be symmetric. Given (2.1.9), (2.1.10) and (2.1.5), it follows
from (2.1.12), (1.3.7) and (2.1.8) that
78

N d'¥ r
I Pc -
dP I_. (2.1.13)
c=2 c

Equation (2.1.13) is clearly symmetric and, thus, (1.2.11) ~s satis-

fied.
Next, certain results which follow from the residual entropy
inequality (2.1.11) will be recorded. As a function of
(S ,GRAD ~s, Pd' F~ grad Pd' ¢d' Pi
grad ¢d' £~Yd)' the left hand
s~ae of (2.1.11) vanishes for certain choices of variables. A full
discussion of the types of equilibrium states suggested by (2.1.11)
will not be presented here. The interested reader can consult
BOWEN (9). Here, an equilibrium state is when
v = 0 (2.1.14)
-b -
and
0b = 0, (2.1.15)
for b = 2, ... , N. It is convenient to assume that the N-1
eqns. (2.1.6) can be inverted·for the N-1 volume fractions
¢z, '¢N to obtain
(2.1.16)
This assumed inversion implies that the (N-1)x(N-l) symmetric mat-
rix

dOc Clzl\'r
(2.1.17)
Cl¢d =- Cl¢dCl¢c

is nonsingular for all values of its argument. GiVen (2.1.16), it

follows that, in the equilibrium state, ¢2' ... '¢N are determined
by ~s' and the fluid densities Pz, ... , PN·
In the equilibrium state defined by (2.1.14) and (2.1.15) it is
possible to use (2.1.11) and prove that
(2.1.18)

and
(2.1.19)
for b = 2, ... ,N. In (2.1.18) and (2.1.19) the "+" means that
the response functions are evaluated at the equilibrium state.
 79

Given (1.3.7), (2.1.5), (2.1.10) and (2.1. 7), it is possible to

show that (3, Section 2.3)
(2.1.20)

Given this result, the equations of motion for the j1uid constituents
can be written
(2.1. 21)

Because of the equilibrium result (2.1.18) and the form of the equa-
tions of motion (2.1.21), it is convenient to refer to the forces
td as drag forces. The equation of motion for the solid can be
derived in a fashion similar to the derivation of (2.1.21). However,
it is convenient to use a somewhat indirect approach and first derive
the equation of motion of the mixture. This equation results from
adding the N equations (1.2.16). The result along with (1.2.7)
yields

where II is given by (2.1.13) and b is given by

N
1
b
P a=l
I b .
Pa-a (2.1.23)

The quantity b represents the external body force density for the
mixture. The-acceleration of the fluids can be eliminated from
(2.1.22) by use of (2.1.21). The result of this calculation is
N
P5~5 = div II + I (P d grad ~d + 0d grad ¢d)
d=2
+ f-5 + P b ,
5-5
(2.1. 24)

where
N 3'¥I
I fd = £5 - ac- [grad ~5] + grad '¥ (2.1. 25)
d=2 -5 5

Equation (2.1.24) is a convenient form of the equation of motion of

the solid.
 80

2.2 Linear Dissipation and Center of Symmetry

The model developed in Section 2.1 is too general to be of im-
mediate use in an application. In particular, it is too general to
allow for specialization to classical porous media models. In this
section two major specializations are made. First, the constitutive
equations are specialized to the case where departures from the
state GRAD ~s = Q, grad Pd = Q, grad ~d = Q, ad = 0 and Yd = Q,
for d = 2, ... ,N, are small. Departures from this state are
measured by a positive number E defined by
N
E2 = GRAD C
~s
GRAD C
0
~s
+ \'L F:r gra d
d=2 ~s
F:r gra d Pd +
Pdo~s

N N N
+ I
d=2
F:r grad ~doFT grad ~d + I FTv oFTv + I a 2
-s ~s d=2 ~s~d ~s-d d=2 d
(2.2.1)

The state defined by E = 0 is a state of thermodynamic equilibrium.

In addition, GRAD ~s' grad Pd' and grad ~d' for d = 2, ... , N,
are zero. It easily follows from (2.1.18) that

(2.2.2)

Where the E are linear transformations, and the ~b~ are vectors.
From the con~~itutive assumptions, it is possible to conclude that
these quantities can always be written in the forms
E F 13 FT (2.2.3)
~bd = -s~bd~s
and
e~bd = F
-s-bd' e (2.2.4)
Where the IIAII quanti ties are functions of g and P , d = 2," . .. , N.
Material symmetry of the solid can simplify these quaRtities. For
example, if Q is orthogonal linear transformation in the symmetry
group of the solid, then ~bd must obey
-. T £ T
Q gbd(gs' Pz, ... , PN)Q = -bd(Q gs Q , P2 , ••• , PN),
(2.2.5)
A

and ~bd must obey

(2.2.6)
 81

For simplicity, the next specialization to be made is to assume that

the solid has at least a center of symmetry, i.e. Q = -I is in the
symmetry group of the solid. The immediate effect of this assumption
is ~bd = 0 for b,d = 2,3, '" , N. Therefore, (2.2.2) reduces to

tb =- (2.2.7)

By the same material symmetry assumption, the constitutive equation

for we can be written

~ -1 2
Wb =d,~=2Abe<PedOd + O(E: ), (2.2.8)

where (2.1.19) has been used. In (2.2.8)

and
(2.2.10)

As indicated in Section 2.1, the matrix [<p ed ] is nons ingul ar . The

quantities Ab have the physical dimension of reciprocal time.
They correspona to characteristic inverse times of the relaxation
process governed by (2.1.1)5.
The inequality (2.1.11) forces the coefficients in (2.2.7) and
(2.2.8) to satisfy the following inequalities:

(2.2.11)

and

Equation (2.2.11) holds for all vectors Y2' ... 'YN' Equation
(2.2.12) must hold for all scalars °2 , ••• , ON'
Given (2.2.7), the equations of motion for the fluids (2.1.21)
can be written
 82

(2.2.13)

Likewise, the equation of motion for the solid (2.1.24) can be

written
N N
Ps~s = div II + I
d=2
Pd grad ~~ -
u
L E dVd + P b + 0(E 2 ) ,
d=2 -s - s-s
(2.2.14)
where, from (2.2.7) and (2.1.25),
N
~sd = - I
b=2
~bd· (2.2.15)

Given (2.2.8), the volume fraction rate expression (2.1.1)5 becomes

(2.2.16)

In certain cases (2.2.16) is replaced by the N-l equations

(2.2.17)

As explained in Section 2.1, these equations can be inverted to ob-

tain ~2' ••• '~N as a function of C and P~, ... ,ON. Equa-
tion (2.2.17) can be viewed as a conseqUence of l2. 2.16) in the
limit of small characteristic times of relaxation.
2.3 InCompressible Models
As explained in Section 1.1, the mixture is incompressible if
Y1' Y2' ..• , and YN are constants. It follows from (1.1.16) and
(1.2.15) that for each constituent in an incompressible mixture
balance of mass (with ca = 0) takes the form
¢a + ~ a div ~ a = O. (2.3.1)

Given (2.3.1), it follows by differentiation of (1.1.17) that

N
I {<p a div x
a=l
+ x . grad ~ }, =
-a -a a
O. (2.3.2)

A more convenient form of (2.3.2) is

 83

N
I
a=l
{<jJ divi +v ·grad<jJ } = 0,
a a ~a a
(2.3.3)

where (1.1.17) and (2.1.3) have been used. Equation (2.3.3) reveals
an indeterminacy in so far as the entropy inequality (1.3.11) is
concerned. It follows from (2.3.3) that the isothermal, zero mass
supply version of (1.3.11) can be written
N N N
-a=l
I -'¥ a - tra=l
I (p a~a
K - <jJ AI)L - I v . (p - Agrad <jJ )20
a·~ ~a a=2~a ~a a
(2.3.4)

for any scalar mUltiplier A. This result suggests that the con-
stitutive assumptions for Ka, a = 1,2, ... ,N, and Pa , a = 2,···,N,
must reflect the indeterminacy consistent with the ~ntropy inequal-
ity. With this fact in mind, the following constitutive equations
are chosen as defining an incompressible mixture of an isothermal
solid and N-l isothermal fluids (6):
2a 0,

and

As in Section 2.1, in writing (2.3.5) it is understood that the

index a ranges from 1 to N, the index d ranges from 2 to
N and the index a ranges from 2 to N-l. The volume fraction
~N is not an argument in (2.3.5) because it is determined by the
formula
N-l
~N =1- I
0.=2
~
a.
- ~S . (2 • 3 • 6)

Equation (2.3.6) is simply (1.1.17) rewritten. The volume fraction

of the solid, ~s' is determined by

~SR = ~s I det:!:) , (2.3.7)

where ~sR is the volume fraction of the solid in its reference con-
figuratlon. Equation (2.3.7) follows from (2.3.1). From the defini-
tion (2.1.2), it is seen that Idetfsl = (det~s)1/2. As a result,
84

~N is determined by ~2'···'~N-l and ~s.

If (2.3.5)2 is differentiated and the result substitued into
(2.3.4), it follows that

(2.3.8)

where
(2.3.9)

for b = 2,3,···,N-l,
t-N = p* + grad 'I'N
F-s_N (2.3.10)

and '1'1 is the inner part of the free energy of the mixture defined
by

(2.3.11)

It follows from (2.3.5), (2.3.9), and (2.3.10) that

~b = ~S~b(~s,GRAD~s'~a't; grad~a,t; Yd) (2.3.12)

for b = 2,···,N.
By the same argument used in Section 2.1, (2.3.8) is satisfied
if and only if
all' I
~; -2 ac' (2.3.13)
-s
a'I' I
F K*F T
-s-S-s ="~S -a~ I- (2.3.14)
S

for S = 2,.··,N-l,
K*
-N = 0 (2.3.15)

and
 85

(2.3.16)

It follows from (2.3.5)~, (2.3.13), (2.3.14), and (2.3.15) that

(2.3.17)

(2.3.18)

for b = 2,···,N-l, and

(2.3.19)

The meaning of the multiplier A can be seen if one uses (2.3.11),

(2.3.17), (2.3.18), (2.3;19), (l.3.7), (l.l.17), and (2.l.l2) to de-
rive an expression for the inner part of the stress tensor II' The
result turns out to be

(2.3.20)

Therefore, A is an indeterminate hydrostatic pressure acting on

the mixture.
The pore pressure Pb for the bth fluid in the isothermal
incompressible mixture is defined by requiring that
(2.3.21)

It follows from (2.3.18) and (2.3.19) that

(2.3.22)

and
(2.3.23)

Therefore, an alternate interpretation of the multiplier A is that

it equals the pore pressure for the Nth fluid. By definition, the
capillary pressure Pb(c) for the bth fluid relative to the Nth
fluid is
 86

(2.3.24)

Thus, from (2.3.22), the capillary pressures ps(C), s = 2, ••. ,N-l,

are determined by the Helmholtz free energy ~I through the formula

P (c) _ a~I (2.3.25)

S - a-¢-'
S

As in Section 2.1, the residual inequality (2.3.16) restricts

the quantities f b , b = 2, ... ,N. One of these restrictions is that

fb(~s' GRAD~s,CPa,E: grad CPa,Q) = Q. (2.3.26)

It is natural to refer to the state vd = Q, d = 2, ... ,N, as the

thermodynamic equilibrium state for tfie isothermal incompressible
mixture.
The same type of calculation which produced (2.l.2~ for a com-
pressible mixture yields

diVIb+Pb= -¢bgradPb+fb (2.3.27)

for fluids in an incompressible mixture. Given (2.3.27), the equa-

tions of motion (1.2.16) reduce to

for b = 2, ... ,N. The equation of motion of the solid can be de-
rived by the same sequence of calculations used to derive (2.1.24).
The result turns out to be

(2.3.29)

where

(2.3.30)

As in Section 2.1 the forces f s ' f 2 "",fN shall be referrred to

as drag forces.
In the situation where departures from the state GRAD C 0,
-s -
grad CPa. = Q, a = 2, ;." , N-1, and Ycl_= Q, d = 2, .•. , N, are small,
approXlmatlons for ;b' b = 2, ... , N can be derived. As in
 87

Section 2.2, departures from this state are measured by a positive

number £ defined by

(2.3.31)

It follows from (2.3.12) and (2.3.26) that

N
-I ~bd Yd +0(£2), (2.3.32)
d=2
where the linear transformations ~bd can be written

If Q is an orthogopal linear transformation in the symmetry group

of the solid, then £bd must obey

(2.3.34)

Given the representation (2.3.32), it follows from (2.3.16) that

(2.3.35)

for all vectors Y2,···,YN.

The model formulation given here could be replaced by one which

viewed an incompressible mixture as a special case of a compressible
one. The details of this specialization will not be given here. It
is sufficient to simply outline the argument. First, one requires
that 0b = 0, b = 2, .•• , N. The N-1 equations (2.1.16) evaluated
at 0b = 0 are required to degenerate into Pb/~b = constant for
b = 2, ..• ,N. The constitutive equation for ~2 is required to
degenerate into the constraint (2.3.6). The'remaining constitutive
equations for ~2' ••• '~N-l are required to degenerate into
(2.3.25). This specialization, when carried out in detail, can be
shown to yield results exactly like those in this section. The
specialization of a compressible model to an incompressible one is
explained in detail in Section 3.1 for a linearized model.
 88

2.4 Pore Pressure

The reader has no doubt noticed that in Section 2.1 no mention
was made of the concept of pore pressure. In this section, this con-
cept will be introduced for compressible fluid constituents. For an
incompressible mixture, the pore pressure for the bth fluid was re-
lated to the chemical potential for the bth fluid by the formula

Because each Yb is a constant, (2.4.1) yields

(2.4.2)
where (1.1.16) has been used. Equation (2.4.2) appears to be the key
to a possible definition of pore pressure for a compressible fluid
constituent. An investigation of classical porous media formulations
suggests that a pore pressure definition which implies (2.4.2) should
be adopted. Examples of these formulations can be fomd in the work
of BlOT (10, 11) and KENYON (12).
In this work, the pore pressure for the bth compressible fluid
is taken to be defined by
Pb = fYb d~. (2.4.3)
While (2.4.3) reduces trivially to (2.4.1) for an incompressible
fluid, it has a nontrivial implication for a compressible fluid. In
order for (2.4.3) to be meaningful one must have the constitutive
equation
(2.4.4)
Of course, (2.4.4) must be consistent with the other constitutive
equations proposed for the compressible porous mixture. Given
(1.1.16), (2.1.8) and (2.1.5), (2.4.4) implies that
(2.4.5)
There are two distinct possibilities which arise from (2.4.5). First,
one could have the case where ~b in (2.1.5) degenerates into a func-
tion of the ratio Pb/~b' In th1S case, the fmction Yb is simply
the inverse fmction to ~b and (2.4.5) degenerates into an identity.
The second case arises when (2.4.5) is not an identity and, thus, it
forces a special, nontrivial, relation between the arguments
~s' P 2 , ••• , PN' ~2' ••• , ~N"

An example of the first case mentioned above is when (2.1.8)

takes the special form
 89

(2.4.6)

Because of (1.1.16), Yd is detennined by Pd and <Pd ' and

because of (1.1.17), <Ps is detennined by <P 2 , ••• ,<PN• By use
of (2.1.5) and (1.1.16), it follows from (2.4.6) that
_ d _ ~
~d - ap- Pd~d(Yd) - ~d(Yd) + Yd dy. (Yd) (2.4.7)
d d
and, thus, ~d is a ftmction of Yd. The inverse of this relation
yields an example of (2.4.4). It follows from (2.4.7) that

(2.4.8)

Equations (2.4.8) and (2.4.3) combine to yield

d~d
Pd = Pd(Y d) = Y~ dy (2.4.9)
d

for the pore pressure for the dth fluid. Equation (2.4.9) is the
classical thermostatic formula for the pressure of a compressible
fluid. The special assumption (2.4.6) arises when one allows each
fluid to exist in the pores without any thermodynamic coupling with
the solid or the other fluids. Given (2.4.6), one can generate an
interesting interpretation of the affinities O 2 , ••• 'ON. Because
of the relationship (1.1.17), it follows from (2.4.6), (2.4.9) and
(2.1. 6) that

(2.4.10)

If one adopts the definition (2.3.24) as the proper definition of

capillary pressures for a compressible mixture, then (2.4.10) yields

(c) _
Pd - ad - oN· (2.4.11)

In the second case mentioned above, (2.4.5) does not degenerate

into an identity. If the composition Ybolb is written rb , then
(2.4.5) repeated is
(2.4.12)
Relations such as (2.4.12) are not consistent with the constitutive
 90

equations unless further assumptions are made. A natural way to ob-

tain a result consistent with (2.4.12) is to assume the relaxation
process governed by (2.2.16) occurs instantly. In this case (2.2.16)
is replaced by (2.2.17). In Section 2.1, these equations were
assumed to be invertible to obtain ~b(~s,Pd)' Given this inversion,
one can always form
(2.4.13)
which is consistent with (2.4.12). The formal construction leading
to (2.4.13) from (2.2.17) still does not necessarily yield a relation
consistent with (2.4.5). In order that (2.4.13) yield a relation of
the form (2.4.5), it must be true that
(2.4.14)
for all values of the arguments ~s, P2' ... ,PN' Equation
(2.4.14) places a restriction on the solution (2.4.13) and, thus, on
 91

In this case ~s and Ps do not appear in the entropy inequality

(1.3.11). This fact suggests that these quantities are indeterminate.
From (1.3.7) it follows that Ts is indeterminate. As a result,
when the solid is rigid the eqUations of motion (1.2.16) are only
utilized for the fluid constituents.
When the solid is rigid it is trivially incompressible. Thus,
Ys cannot depend upon time. Here the true density of the rigid
solid shall be taken to be a constant. This fact along with (2.5.1)
and (1.1.16) reduces balance of mass for the solid to

d~
5
~ = O. (2.5.3)

The porosity of a porous solid is defined by

f = 1 - ¢5 . (2.5.4)
Therefore, the porosity is at most a function of position. It fol-
lows from (2.5.4) and (1.1.17) that
N
I ~b f. (2.5.5)
b=2

Because f is a prescribed property of the solid, (2.5.5) is a con-

straint on the N-2 volume fractions ¢2' ... '~N' If we take the
fluids to be incompressible, (2.5.5) is a special case of the con-
straint (2.3.6).
In the case where the fluids are compressible, the constitutive
equations which replace (2.1.1) are taken to be
ea =0
~
a
= ~ a (Pd '¢a ,x)
-
Pc = Pc(P d , grad Pd ' ~a' grad ¢a' 3d , ~)

~c = ~c(Pd' grad Pd ' ¢a' grad ¢a' ~d' ~)

and
(2.5.6)

As before, it is understood that the index a ranges from 1 to

N and the indices c and d range from 2 to N. In addition,
Greek indices a and S range from 2 to N-l. The explicit
dependencd on ~ in (2.5.6) can be thought 01 as arising from a
92
possible dependence of the porosity on position. A rate type consti-
tutive equation of the form of (2.5.6)5 has not been proposed for
~N because of the relation (2.5.5).

Because of the constraints (2.5.1) and (2.5.2), the entropy in-

equality which restricts (2.5.6) is
N N N
- \L ~ a - tr \L pc-c-c
KL - \L x
-c 'p-c ~ o. (2.5.7)
a=l c=2 c=2

It follows from (2.5.6) and (2.5.7) that

K
-c
=].l I
c-
(2.5.8)
and

(2.5.9)

where

(2.5.10)

alJl I
- acp , (2.5.11)
S

~s = Ps - ].lp grad Ps + aS grad ~s + grad IJI S (2.5.12)

and
(2.5.13)

Again the quantity IJI I denotes the inner part of the Helmholtz free
energy of the mixture measured per unit of volume and is defined by

IJI
I
= (2.5.14)

The definition of equilibrium and its consequences can be read off

from the results of Section 2.1. In addition, the equations of
motion for the fluids can be shown to again reduce to (2.1.21) except
that one must formally take oN to be zero for the equation of
motion of the Nth fluid.
 93

It should be noted that the above results could have been stated
in terms of different, and sometimes more convenient, independent
variables (6, Section 5). Rather than utilizing the volume fractions
¢2' ... , ¢N l' one could utilize the saturations S2' ... , sN_1
defined by -
s c = ¢c If. (2.5.15)
The saturation Sc represents the volume fraction of the cth fluid
in the volume occupied by all of the fluids. It is a consequence
of (2.5.15) and (2.5.5) that
N
I s = l. (2.5.16)
c=2 c

If the fluids contained in the rigid solid matrix are incom-

pressible, then the constitutive equations (2.3.5) are simply replaced
by

':I:'a = ':I:'a(¢a.,:~J,
Ec - A grad ¢c = E~(¢a.' grad ¢a.' ~d' ~)
and

-c (¢a. , grad ¢a. , xd ' x),

p K - ¢c AI- = K* (2.5.17)
c-c - -

where, again, the dependence on the position ~ can be thought of

as arising from a possible dependence of the porosity on position.
The thermodynamic restrictions on (2.5.17) are formally very similar
to those given in Section 2.3 except that one must ignore results
like (2.3.17). The chemical potential tensors again turn out to be
diagonal. The pore pressures are defined such that (2.3.21) remains
valid. If the capillary pressures are again defined by (2.3.24), it
turns out that (2.3.25) holds. Likewise, the equations of motion
for the fluids again take the form of (2.3.28), where the fb are
defined by -

(2.5.18)

for S = 2, ... ,N-l, and

The drag forces ~2' .•. ,fN are restricted by a residual inequality
exactly like (2.3.16).
 94

2.6 Some Classical Porous Media Models

Given the formulations in Sections 2.1 through 2.5, it is pos-
sible to specialize to several classical porous media models. The
first model to be presented is one of the simplest. This model con-
sists of a rigid solid and a s.ingle incompressible fluid. Thus, it
is a special case of the mixture defined by (2.5.17). For the fluid
balance of mass is usually written

div <;:f = 0, (2.6.1)

where c£ is the fluid filtration velocity or specific discharge
defined Dy
(2.6.2)
Equation (2.6.1) is a consequence of (2.3.1). The fact that
¢f = l-¢s = f (see (2.3.6)) has also been used to obtain (2.6.1).
As indicated in Section 2.5, the fluid equations of motion are given
by (2.3.28). Therefore, the equation of motion of the fluid is
(2.6.3)
The single constitutive equation which applies for this model is the
one for the drag force !f. For this constitutive equation take

f-f = -E-.X
-t~f'
(2.6.4)
where gf is, at most, a possible function of position. Equation
(2.6.4) follows by essentially the type of argument which produced
(2.3.32) and the omission of all second order terms. The linear
transformation gf is restricted by the residual entropy inequality
The same argument that yielded (2.3.35) shows that
v·E v ~ 0 (2.6.5)
- -f-
for all vectors v.
Equations (2.6.1) through (2.6.4) represent a possible system
of equations for the determination of ~f and Pf . Of course, the
volume fraction ¢f is regarded as a given property of the solid.
The classical model results if one neglects the inertia of the fluid
and then derives from (2.6.3) the formula
(2.6.6)
where (2.6.4) and the definition (2.6.2) have been used. The next
formal assumption is that the linear transformation gf is invertible.
This assumption allows (2.6.6) to be written in the form of Darcy's
 95

(2.6.7)
Equation (2.6.7) can be written in the classical form of Darcy's
law if one writes the coefficient $~~l in the form
K
<p~F.-l = -f (2.6.8)
r-=f nf

The quantity Kf is the permeability of the solid matrix, and the

quantity nf Is the viscosity of the pore fluid. Equations (2.6.7)
and (2.6.1) define the classical model of a rigid solid containing
an incompressible fluid. If the solid has special material symmetry,
then (2.3.34) can be used to simplify the linear transformation gf
and, thus, ~f' For example, if the solid is isotropic, then gf
takes the form
(2.6.9)
Finally, one can establish from (2.6.5) and the invertibility of gf
that the linear transformation ~f/nf obeys
(2.6.10)
for all vectors y. Because one always takes the fluid viscosity to
be positive, (2.6.10) yields the classical result that the permeabil-
ity must be positive semi-definite.
If the fluid is compressible rather than incompressible, balance
of mass for the fluid can be written

(2.6.11)

Equation (2.6.11) is simply another form of (1.2.15) (with ea = 0).

Balance of linear momentum for the fluid is
(2.6.12)

Equation (2.6.12) follows from the observation in Section 2.5 that

(2.1.21) is the proper form of the equation of motion for compressible
fluids in a rigid solid except that one must formally take aN = O.
The constitutive equations which apply for this model are taken to be
(2.6.13)
96

ani

t-f = -E-x
-r-=f' (2.6.14)
where, from (2.5.10),
a'¥r
l1f = l1f(Pf'~) = ap- (2.6.15)
f
Equation (2.6.13) is the appropriate special case of (2.5.14) for
N=2. Equation (2.6.14), like (2.6.4), results from the type of
argument which produced (2.2. ~ and the assumption that second order
terms can be neglected. One can introduce a pore pressure for the
fluid in place of the chemical potential l1f by a procedure essen-
tially like the first one discussed in Sectlon 2.4. For one fluid
and for a rigid solid the appropriate special case of (2.4.6) is

'¥r = 'lis + Pf~f(Yf)' (2.6.16)

where, from (1.1.16),
(2.6.17)
The free energy of the solid, '11, is taken to be constant. It
follows from (2.6.15) and (2.6.lB) that

d~f(Y f)
l1f = ~f(Yf) + Yf dYf (2.6.18)

Just as (2.4.8) follows from (2.4.7), (2.6.18) yields

d]lf dP f
Yf dy = dy , (2.6.19)
f f

where Pf is the pore pressure defined by

d~f
Pf = Y~ crv::-
Yf = Pferf)·
(2.6.20)

Equation (2.6.19) allows (2.6.12) to be written

-1 ...
Y~f = - grad Pf + YfQf - ¢f f~f' (2.6.21)

where (2.6.14) has been used. Equations (2.6.11), (2.6.12), (2.6.17)

and (2.6.20) represent a possible system of equations for the deter-
mination of ~f' Yf and Pf. The classical model results if
(2.6.11) is replaced by
 97

o (2.6.22)

and (2.6.21) is replaced by (2.6.7), where the pore pressure is now

given by (2.6.20). Equation (2.6.22)foUows from (2.6.11), (2.6.17)
and the definition (2.6.2). Equation (2.6.7) follows from (2.6.21)
by the same assumptions used in the incompressible fluid case.
The third model to be summarized is one which generalizes the
first one by allowing N-l incompressible fluids. Balance of mass
for each fluid takes the form

acjl b + dOlV 9
at -- 0 , (2.6.23)
b

for b = 2,···,N. Equation (2.6.23) is a consequence of (2.3.1)

and the definition

(2.6.24)

for the filtration velocity of the bth consituent. Because the

porosity of the rigid solid is regarded as given, the N-l volume
fractions are related by (2.5.5). As explained in Section 2.5, the
equations of motion for the fluids are given by (2.3.28). Repeating
these equations here, it follows that
(2.6.25)

The constitutive equations which apply to this model are

(2.6.26)
and

(2.6.27)

where, from (2.3.24) and (2.3.25),

(2.6.28)

for B = 2, 3, ... ,N-l. Naturally, (2.6.27) is just the rigid solid

version of (2.3.32) with second order terms omitted. The same argu-
ment that yielded (2.3.35) shows that
 98

(2.6.29)

for all vectors Y2,""YN' Equations (2.6.23), (2.5.5), (2.6.25),

(2.6.27) and (2.6.28),represent a possible system of equations for
the determination of ~b, $b and Pb for b = 2, ... ,N. The clas-
sical model results if (2.6.25) is replaced by

£b = -$~:§~l(gradPb-Yb Qb)' (2.6.30)

In addition to the usual assumption that fluid inertias can be ne-

glected, equation (2.6.30) assumes that (2.6.27) can be replaced by
f = -E-b X.
-b -D' (2.6.31)

where :§b= £bb is a nonsingular linear transformation. Equation

(2.6.31) follows from (2.6.27) if one takes :§bd = Q for b d. r
This specialization results when one neglects mutual drags between
the fluid constituents. As with (2.6.8), the factor <Pb ~b can be
written in terms of the permeability of the solid to the bth fluid
divided by the viscosity of the bth fluid.
For N > 2 it is customary to rearrange the governing equa~
tions for the model just summarized into a set of equations for the
volume fractions and a mean velocity ~ defined by
N
~ = I <Pb ~. (2.6.32)
b=2
It follows from (2.6.23), (2.6.24) and (2.5.5) that
div ~ = O. (2.6.33)
If one defines linear transformations Gb and ~e by
N
Gb = <Pb2 Eb- 1 ( I <Pd2 Ed-I) -1 (2.6.34)
- - d=2 -

and
(2.6.35)

then (2.6.30) can be replaced by

 99

(2.6.36)

where the definition of capillary pressures (2.3.24) has been used.

If (2.6.36) is substituted into (2.6.23), the result is (6, Section
6)

(2.6.37)

Given the constitutive equation (2.6.28), (2.6.33), and (2.6.37) rep-

resent a system of equations for the determination of the volume
fractions and the mean velocity ~. Because the definitions (2.6.34)
and (2.6.35) imply that

N
I G =! , (2.6.38)
b=2- b
N
I :'\e = 0
e=2
(2.6.39)
and
N
I ~e = 0- , (2.6.40)
b=2

only N-2 of the N-l equations (2.6.37) are independent. In any

case, if one takes the solid to be isotropic and neglects the body
forces and the capillary pressures, the resulting equations are the
basis for the study of the famous Buckley - Leverett problem (13,14).
If the last model is modified so as to allow the N-1 fluids
to be compressible, equation (2.6.25) is replaced by

Equation (2.6.41) is the rigid version of (2.2.13) with second order

terms omitted. The constitutive equation which replaces (2.6.26) is
(2.5.14), where

3'1' I
~b = ap- (Pd'¢a'~)' (2.6.42)
b

The same argument which produced (2.2.16) from (2.1.1)5 can be used
 100

to derive from (2.5.6)5 the following approximate constitutive equa-

tion for CPs:
N-2
I A 4>-1 a , (2.6.43)
n,y==2 Sn ny y
where

(2.6.44)

and the nonsingular matrix [4>yn] is defined by

(2.6.45)

Of course, (2.6.45) is the rigid version of (2.2.10). Equations

(2.6.41), (2.6.43) and balance of mass for the constituents in the
form

(2.6.46)

represent a possible system of equations for the determination of

~b' Pb, for b = 2,···,N, and cp , for a = 2, ... ,N-l. The vol-
ume fraction CPN-l is determined~y (2.5.5). If one proposes that
the relaxation process governed by (2.6.43) occurs instantly, then
(2.6.43) is replaced by the N-2 equations
(2.6.47)

For this model one can obtain results similar to the incompressible
case by neglecting the inertia of each fluid and making assumptions
sufficient to introduce a pore pressure for each fluid. The details
of this specialization will not be presented here.
The next logical class of models to extract from the general
formUlations given earlier is the class where the solid is allowed
to deform. The reader can readily generalize each of the four models
summarized here by simply including the equation of motion of the
solid in the list of field equations and by modifying the constitu-
tive equations consistent with the results in Sections 2.1 through
2.3. For our purposes here, models governed by linear partial dif-
ferential equations will be stressed. These models result from a
formal linearization of the constitutive equations and field equations
about a known static solution. The models which result shall be
 101

referred to as poroelastic models. The features of these models

and their relation to the material in Sections 2.1 through 2.3 is
the subject of Chapter 3 of this work.
2.7 Thermodynamic Models
In this section it is shown how one can include temperature ef-
fects in porous media models. In them6dels discussed in Sections 2.1
through 2.6 the temperature for every constituent was a common con-
stant. In general one would expect each consituent to have its own
temperature and that this temperature is not a constant. For sim-
plicity, in this section it is assumed that. the single temperature
constraint (1.3.10) is valid. Unlike earlier sections, it will not
be assumed that the temperature for the mixture is a constant.
Therefore, the entropy inequality which is important to model for-
lIlulations is (1.3.11).
As an illustration of how one includes thermal effects in por-
ous media models a generalization of the model studied in Section 2.1
will be presented. The constitutive equations which generalize
(2.1.1) are taken to be (7, Section 3)
A

C = 0 ,
a
~a = ~a(e'~s,Pd'~d) •
n = n(e'~s,Pd.$d) •
A T A T T T
£a = Es£;(e,t s ~,gs·GRADgs,Pd,ts gradPd'~d,rs grad$d,r s :':d)'
h = tsh* (e ,rs T~,gs' GRAD gs 'P d ,t/ grad Pd'~ d ,Es T grad $d .r sTyd ) ,
_ *( T T d T T ) T
~a - rs~a S,ts ~,gs,GRADgs'Pd,rs gr.d. Pd,$d'£s grad$d'~s:':d ~s
and

If (2.7.1)2 is differentiated and substituted into (1.3.11) the re-

sult is

N N
+ I
b=2
(J~ - m' g/ e - I v ' f ~ 0,
b b ~ - b=2 -b -b
(2.7.2)

where
 102

(2.7.3)

(2.7.4)

(2.7.5)

N d'l'
m = h+ e \'L.. ~u (2.7.6)
- -
a=l de -a
and

(2.7.7)

By the same type of argument used several times before in Sections

2.1, 2.3, and 2.5, (2.7.2) implies that

(2.7.8)

!5t = flb ~, (2.7.9)

a'l'I
pn - as (2.7.10)

and
N N
I a ~ - m· g/ e - b=2
b=2 b b - -
I v· f
-b -b
? o. (2.7.11)

Equations (2.7.8) through (2.7.11) replace (2.1.9) through (2.1.11).

The equations of motion which replace (2.1.21) turn out to be

(2.7.12)

Likewise, the equation of motion of the solid which replaces (2.1.24)

turns out to be
 103

N
P5~5 diV'Ir+dLCPdgrad )ld+adgradcjld)+pn¥
a'¥
+_5 g +
ae - f-5 +pb
5-5'
(2.7.13)

where

(2.7.14)

The energy equation which follows from (1.3.14) and the thermodynamic
restrictions turns out to be
N a'¥ a N N
div (L .-ae lt a)
• \
e{pn - = -divl]- IYd'!d+ I ad~d+pr
a=l d=2 d=2
(2.7.15)
As with earlier models, the residual inequality (2.7.11) implies
certain thermodynamic equilibrium results. The definition of equi-
librium is the same as that used in Section 2.1 and the requirement
that the temperature gradient, g, vanish in equilibrium. In the
notation adopted in Section 2.l,-the equilibrium results which fol-
low from (2.7.11) turn out to be
(2.7.16)

(2.7.17)

and
(2.7.18)
If we generalize the approximation given in Section 2.2 to include
a dependence on temperature gradients, the results which generalize
(2.2.7) and (2.2.8) tum out to be

" N
!b = -~b¥ - d~lbd Yd + O(E: 2 ) ,
(2.7.19)

N
I Ab <I>-dIad + O(E: 2 ) (2.7.20)
d ,c=2 C C

and
 104

C2.7.2l)

where the nonsingular matrix [~dc] is defined by an obvious gen-

eralization of (2.2.9). The parameter E: is defined by (2.2.1)
except that a term tsTg·EsTg is included on the right hand side.
Given (2.7.19) through r2.7.21), the residual inequality (2.7.11)
implies that

(2.7.22)

and
N
I a A ~b-dl ad ~ 0, (2.7.23)
b,c,d=2 c cb

for all vectors ~, Y2,···,vN and all scalars a 2 ,···,aN•

The approximate field equations which utilize the approximations

(2.7.19) through (2.7.21) turn out to be

a1J'd N 2
PdiSd = -Pdgrad~d+ae~-!2d~- b~2IldbYb+Pdl?d+O(E:), (2.7.24)

N
PsiS s = divIr + d~/d grad ~d + pn¥
all' N
+_Sg_B g- \' E v +p b +OCE:2) (2.7.25)
ae - -s- d~2-Sd-d s-s '

(2.7.26)

and

(2.7.27)

In addition to the above field equations, the statements of balance

c
of mass in the form (1.2.15) (with a = 0) must be obeyed. ,These
field equations represent a complicated system of partial
 105
differential equations for the determination of the temperature e,
the volume fractions ¢2,'" ,¢N and the motions of the N consti-
tuents.

3 POROELASTICITY
In this work poroelasticity refers to linearized porous media
models Which allow the solid to undergo infinitesimal deformations.
The infinitesimal deformations are understood in the sense of class-
ical elasticity. Because of space limitations, the presentation in
this chapter will be brief. Additional details can be found in ref-
erences 6 and 7.
Section 3.1 is concerned with the statement of the poroelastic
model Which results from a linearization of the model formulated
in Sections 2.1 and 2.2. This model turns out to be characterized
by eight material constants. The restrictions on these constants
implied by the entropy inequality and by classical stability argu~
ments are presented. Special cases of this model Which are discus-
sed include those Which obey the shifting equilibrium assumption.
Within this special case are examples of compressible models with
pore pressure and incompressible models.
As in most of Chapter 2, thermal effects are omitted in this
chapter. The reader interested in poroelasticity models which in-
clude these effects should consult references 7.15, and 16.
3.1 Linearization
The poroelastic model described here results from a linear-
ization of- the model formulation in Sections 2.1 and 2_2_ It is a
model of an isotropic solid and one fluid. The linearization is
about a state Which is a static solution of the field equations.
This state is taken to be coincident with the reference configura-
tion for the solid. Therefore, for the static solution F~ = I.
The fluid density in this state is a constant denoted by ~-Pf'~ and
the volume fraction is a constant ¢f calculated from (2.1.15).
In order for the reference state to be a solution of the field equa-
tions one must take
b~f = b = O.
~s ~
(3.1.1)

If ~denotes the material coordinates for the solid, the displace-

ments ~s for the solid and ~f for the fluid are defined by

w
~s
= X (X
~S ~,
t) - X
~
(3.1.2)
and
106

(3.1.3)

In the sense of classical elasticity, balance of mass for the fluid

and the solid are, respectively,
(3.1.4)

and
(p -p +)/p + = -Divw. (3.1.5)
5 5 5 -5

The equations of motion for the fluid and the solid turn out to be

+
a2 w-f ~
+f (3.1.6)
Pf af2 -- -p+GRAD)l
f f ~f

and

(3.1. 7)

The linearized version of the relaxation formula (2.2.16) turns out

to be

(3.1.8)

(3.1.9)

+ _ a'¥ I
Pf llf - apf -A sf ( tr fs) + AiPf - p/) /p/ - r f(<P f - <p/),

(3.1.11)
 107

(3.1.12)
and

(3.1.13)

where AS' WS' Asf' A£, ff' f~, ~ and ~ are material constants.
The quantity fs in l3.1.9) 1S ~e infinitesimal strain tensor for
the solid defined by
T
2E
-5
= GRADw-5 + (GRADw)
-5
. (3.1.14)

Given (3.1.10) and (3.1.11), the stress II is given by

T +K + I
-I -P s Pf Wf-
-5 -
(A5 + A5 f) ( tr E ) I +. 2 11'"'5 E
-5 - -5
-(Af+\fHP f - pf+)/p/I+ (ff+fs)(<fJ f - <fJ/n. (3.1.15)

Equation (3.1.15) shows that II is the shear modulus for the solid.
The drag coefficient ~ in (3.1.13) must obey the inequality
~ ~ o. (3.1.16)
The ratio Af/~f in (3.1.8) must obey

AfI~f ~ O. (3.1.17)

The inequalities (3.1.16) and (3.1.17) can be shown to follow from

(2.2.11) and (2.2.12), respectively.
If the consitutive equations are substituted into (3.1.6),
(3.1.7) and (3.1.8), the results are
108

a<p f + fs . rf .
~t = -A.f {<p f - <P f +-D1VW +-D1V~f} (3.1. 20)
o ~f -5 ~f '

where (3.1.4) and (3.1.5) have been used.

There are certain natural restrictions which one can place on
the seven material constants As' Jls, Asf' Af, ~f, f s·, and rf
which appear in (3.1.9). The mo~ivation for these restrictions is
the following identity:

a 1 + aWf2 1 + a ~s 2
a:tCl'r+zPf (at) +zP s (3f ) )
. a~s + a~f aws
= Dlv{Ir at - Pf Jlf (3f - 3f )}
aWf aws 2 Af 2
-E;(a-t -at) - ¢ Of • (3.1. 21)
f
Equation (3.1.21) follows by differentiation of (3.1.9) and uti-
lization (3.1.6), (3.1. 7), (3.1.8), (3.1.11), (3.1.12), (3.1.13),
and (3.1.15). Because of the thermodynamic results (3.1.16) and
(3.1.17), it follows from (3.1.21) that

1 aw 2 1 aw 2 3w + a~f aws
a (1Ji r +-n
at 2~f
+(~f)
at +-n
2~s
+(~s) ~s - Pf Jlf("t
at ) .,; Div{T-rat a
- "t
a
)}.
(3.1.22)
The integral of (3.1.22) over a volume yields an energy inequal-
ity upon Which one can base a uniqueness theorem for the governing
partial differential equations. A key requirement in order to prove
such a theorem is for IJir to be a positive definite quadratic form.
It follows from (3.1.9) that IJir is positive definite if and only if

Jls > 0 (3.1.23)

and the 3 x 3 matrix

Af Asf rf
2
"sf A5 ~Jl5 r5
rf r5 1>f

is positive definite. It is readily established that this matrix is

positive definite if and only if
~f > 0, (3.1.24)
 109

(3.1. 25)
and
(3.1. 26)
where

Xf = Af - r/N f , (3.1. 27)

Xs A5 - r 2 S /iJ,Jf (3.1.28)
and
(3.1.29)

It is possible to show that the material properties Af, Xs , and

Xsf are properties calculated at constant of. Therefore, they are
shifting equilibrium coefficients. The corresponding unbarred co-
efficients, Af, As and Asf, are calculated at constant ¢f. It
is convenient to refer to these quantities as frozen coefficients.
The assumed inversion which produced (2.1.16) requires that iJ,Jf be
nonzero. Equation (3.1.24) strengthens this result. Given (3.1.24),
it follows from (3.1.17) that
I\f~O. (3.1.30)

There are two special cases which are worthy of mention here.
The first special case is the constant volume fraction or frozen
model. In this case
Af o. (3.1.31)
+
Equations (3.1.31) and (3.1.8) imply that ¢f = ¢f and, from
(3.1.11) and (3.1.15), P£,"Wf and II are determined by the frozen
constants Af, As, and Asf and the shear modulus Ws.
The second case is the shifting equilibrium model mentioned
previously. In this case,
1
- = 0 (3.1.32)
!l.i
and, from (3.1.8),
(3.1.33)

Given (3.1.33), it follows from (3.1.12) that the volume fraction

<l>f is given by
110

r r
CPf - CP+f = -~ trE + --.f. (p f - Pf+)/P+f . (3.1.34)
<P f -s <Pf .
Given (3.1.34), cP - cP+ can be eliminated from (3.1.11) and (3.1.16)
to obtain f f

and

Tr =
- exs + I s f) (trE-s )1- + 2 IIs E-s - (If + I s f)(P f - Pf+)/Pf+r.- , (3.1.36)
Thus llf and Ir are determined by the shifting equilibrium con~
stants ~f, ~sf and ~s along with the shear modulus lls. There
are other cases which fall naturally as special cases of the shifting
equilibrium model. If the fluid is incompressible one must take
r = 0 (3.1.37)
s
and
+
rf = CPf <P f · (3.1.38)

These reduce (3.1.34) to

(3.1.39)

which implies Yf is a constant. If the solid, rather than the

fluid, is incompressible, one can show that the desired result is
obtained by taking
rf = 0 (3.1.40)

and

(3.1.41)

If both the fluid and the solid are incompressible there are
two possible approaches to the formulation of a linear isotopic
model. The straight forward approach is to linearize the results
presented in Section 2.3. The constitutive equations which result
from this linearization turn out to be (6, Section 7)

'fir = 1:.2 A* (tr E ) 2 +]1 tr E2, (3.1.42)

s -s s-s
 111

and
II = - PfI + As* (tr E ) I + 2].1 E ,
~ ~s ~ s~s
(3.1. 43)

where As* and ].1s are material constants and p is the indeter-
minate pore pressure for the fluid. The lineariz~d field equations
for this model turn out to be

(3.1.44)

a2 w~s
+
p --
s
+
au = - <jJ s GRADP f + (A s* +].1)
s GRAD (Divw~s )
a~f a~s
+].1 s Div ( GRAD w
~s
) + t; ( -
at - -
at ) (3.1.45)

and
(3.1.46)

where <jJ+ is the reference volume fraction of the solid and is given
by 1 - <jJ~. Equations (3.1.44) and (3.1.45) are the equations of
motion. Equation (3.1.46) is the incompressibility constraint. The
second approach to the linearized incompressible model is the one
mentioned at the end of Section 2.3. This approach is to view an
incompressible mixture as a special case of a compressible one. As
explained in (7, Section 8), the incompressible model results from
the following limits of the compressible model:

(3.1.47)

Xsf 1-<jJ +f
- - -+- (3.1.48)

(3.1.49)

In addition, one must recognize the pore pressure Pf as given by

(3.1.50)

It is useful to note that (3.1.47) through (3.1.49) imply that

 112
A O-¢f')'
-'+_..2~ (3 . 1.51)
If 4>?
The shear modulus Us in the ccmpressihle model and the inc.anpres-
sible model are not distinguished.
The question of pore pressure for the compressible case was dis-
cussed in Section 2. 4. It is interesting to view this question in
the context of the linear tOOdel fornrulated here. The first case is
the one (2 . 4.6) is valid.
~nere This case is achieved as a special
case of (3.1 . 9) if
(3.1.52)

(3 . 1.53)

and

I " ·
tf·Af~f (3 . 1.54)

The resulting expression for the chemical potential Jl turns out

f
to be
,
+... Yf-Y f
(3.1.55)
Pf Jl f = Af - - . -
Yf
Given (3 .1.55) • it follows from (2 .4.8) and (2 .4.9) that
,
... Af Yf-Y f
Pf ,. Yf llf = --:; + • (3.1.56)
4>£ Yf
The result (3 . 1.52) implies a rather special decoupling of the con-
stitutive equations . The second case mentioned in Section 2.4 does
not yield this undesirabl e result. For this case of is zero and
one has relations of the fonn (2 .4. 13) . The linear version of
(2 .4 .13) follows f r om (3.1.34) written in the form
+ + ,
Pf-Pf $f-$f rf Pf- Pf rs
-----=
+ +
(1---) - - + - - t r E .
+ + + -+ + -s
(3. 1. 57)
Pf ~f ~ftf Pf ~ftf
It follows from (3.1 . 57) and (3.1 . 35) that (2 .4.15) is valid if and
only if
r If
.....! '" -'- (3 .1. 58)
rf I
f
In Section 2.4 it was shown that (2 . 4.15) is a consequence of a
 113

relationship Yf = Yf(flf)' For a linear model, (3.1.58) actually

implies Yf = Yf(~f)' The explicit form of this relationship turns
out to be, in inverted form,
+
+ Af Yf-Y f
P = --. (3.1.59)
f
}J
f l-r f /~+~+
'Pf f Yf
+

Of course, the pore pressure for this case is given by

(3.1.60)
cP; l-rf/cp;~; Y;
Equation (3.1.60) relates pore pressure to true density and, as such,
allows one to obtain an explicit formula for the fluid's compressibi-
lity coefficient Kf . This coefficient is given by

(3.1.61)

Because a properly defined compressibility coefficient is positive,

it follows from (3.1.61) and the fact that Xf is positive that
rf
- - < 1. (3.1.62)
+
CPf~f
As one would wish for a properly defined compressibility coefficient,
(3.1.38) shows that Kf + if the fluid is incompressible. Given
00

(3.1.24), it follows that (3.1.62) can be replaced by

(3.1.63)

Given (3.1.58) and (3.1.60), equations (3.1.35) and (3.1.57) can

be replaced by
+ - - +/+ (3.1.64)
CPf Pf =-\ftrfs+Af(Pf-Pf) Pf
and

(3.1.65)

The c0nstitutive equation for the stress is given by (3.1.36). If

one uses (3.1.64) to express the stress in terms of pore pressure,
the resul t turns out to be
 114

TI
-
= 0:.
~AS - X5 fAf) ( tr E
2 ) I + 2]..1 5-5
-5 -
E - (1 + X5 fAf) cj> r~PfI.
- (3.1. 66)

Another form of the stress constitutive equation can be shown to be

+ - + +
TI + .h f Pf I = A (tr E ) I + 211 E - A f (p f " Pf) / Pf!' (3.1.67)
- ~ - 5 -5 - 5-5 5 -

The sum TI + cj>fPfI is known as the effective stress. The field

equations-for the-compressible model with pore pressure turn out to
be
a~ ~ ~
p+ ~ = X GRAD(Divw ) + X GRAD(Divw) - ~( -f -~) (3.1.68)
f at f -f sf -5 at at
and

(3.1. 69)

As shown in (7, Section 9), the poroelasticity model defined by

(3.1.64). (3.1.67) and the field equations (3.1.68) and (3.1.69)
contain the classical BlOT (17) consolidation model. The reader
interested in the BlOT model should consult the formulation presented
by RICE &CLEARY (18). Material properties for various rocks have
been tabulated by RICE &CLEARY. They ~resent numerical values for
a drained Poisson's ratio \lp • an undra1ned Poisson's ratio \1m.
and a SKEMPTON coefficient B in addition to the shear mod~us_ l1·s'
The coefficients \lp. \1m and B are defined in terms of Af, Asf ,
Xs and)1s by the following formulas:

(3.1. 70)

(3.1. 71)

and

(3.1. 72)
 115

The BlOT consolidation model neglects the inertia terms in (3.1.68)

and (3.1.69). BOWEN and LOCKETT (19) have investigated the effect
of neglecting these terms for certain one-dimensional problems.
They utilized the properties summarized by RICE &CLEARY and calcu-
lated the corresponding values of Xs , Xsf and Xf by inverting
(3.1.70) through (3.1.72).

REFERENCES

1. Truesdell, C. Su11e Basi della Thermomeccanica, Rend. Lincei (8)

22 (1957) 33-38.
2. Truesdell, C. and R. Toupin. The Classical Field Theories, in
Handbuch der Physik (S. F1ugge, ed.), Vol. 111/1. Springer-
Verlag, Berlin, 1960.
3. Bowen, R. M. Theory of Mixtures, in Continuum Physics (A. C.
Eringen, ed.), Vol. 3. Academic Press, New York, 1976.
4. Barenb1att, G. I. and Iu. P. Zhe1tov. On the Basic Equations of
Seepage of Homogeneous Liquids in Fissured Rocks, Dok1. Akad.
Nauk. SSSR 132 (1960) 545-548.
5. Barenb1att, G. I., Zhe1tov, Iu. P. and I. N. Kochina, Basic Con-
cepts in the Theory of Seepage of Homogeneous Liquids in Fissured
Rocks, PPM 24 (1960) 1286-1303.
6. Bowen, R. M. Incompressible Porous Media MOdels by use of the
Theory of ~tixtures, Int. J. Engng. Sci. 18 (1980) 1129-1148.
7. Bowen, R. M. Compressible Porous Media ~bde1s by use of the
Theory of Mixtures, Int. J. Engng. Sci. 20 (1982) 697-735.
8. Drumheller, D. S. The Theoretical Treatment of a Porous Solid
Using a Mixture Theory, Int. J. Solids Structures 14 (1978)
441-456.
9. Bowen, R. M. The Thermochemis try of a Reacting Mixture of
Elastic Materials with Diffusion, Arch. Rational Mech. Anal. 34
(1969) 97-127.
10. Biot, M. A. Theory of Finite Deformations of Porous Solids,
Indiana University Math. J. 21 (1972) 597-620.
11. Biot, M. A. Variational Lagrangian-Thermodynamics of Noniso-
thermal Finite Strain Mechanics of Porous Solids and Thermo-
molecular Diffusion, Int. J. Solids Structures 13 (1977) 579-597.
12. Kenyon, D. E. The Theory of an Incompressible Solid-Fluid
Mixture, Arch. Rational Mech. Anal. 62 (1976) 131-147.
13. Buckley, S. E. and M. C. Leverett, Mechanism of Fluid Displace-
ment in Sands, Trans. A. I. M. E. 146 (1942) 107-116.
14. Bear, J. Dynamics of Fluids in Porous Media, Elsevier, New
York, 1972.
15. Bowen, R. M. Plane Progressive Waves in a Heat Conducting
Fluid Saturated Porous Material with Relaxing Porosity, Acta.
Mech. Forthcoming.
 116
16. Bowen, R. M. Diffusion MJdels Implied by the Theory of Mixtures
in forthcoming edition of Rational Thennodynamics (ed. C. Trues-
dell) .
17. Biot, M. A. General Theory of Three-Dimensional Consolidation,
J. Appl. Phys. 12 (1941) 155-164.
18. Rice, J. R. and M. P. Cleary. Some Basic Stress Diffusion
Solutions for Fluid-Saturated Elastic Porous Media with Com-
pressible Constituents, Reviews of Geophysics and Space Physics
14 (1976) 227-241.
19. Bowen, R. M. and R. R. Lockett, Inertial Effects in Poroelas-
ticity, Forthcoming.
 117

IMPORTANT SYMBOLS
For th e a th constltuent lTI
0 °the mlXture:
0

~a Deformation function
X
_a Material coordinate
x_a Velocity
x-a Acceleration
F Deformation gradient
-a
L
_a Velocity gradient
Pa Bulk density
Ya True density
¢a Volume fraction or external volume supply (Sect. 1.2)
u Diffusion velocity
-a
~a Free energy density or quantity to be valanced (Sect. 1.2)
Ya Contact supply
~ Local volume supply
a
Mass supply
Partial stress tensor
External body force density
Momentum supply
Moment of momentum supply
Skew - symmetric tensor representation of J;l_a
Partial internal energy density
Partial heat flux vector
External heat supply density
Energy supply
Entropy density
Temperature
Free energy per unit of mixture volume
Chemical potential tensor
Spatial temperature gradient
Velocity relative to the solid
Nonlinear strain measure
118

E
_a Infinitesimal strain measure
(J Affinity
a
t_a Drag force
].1a Chemical potential for a fluid constituent
Pa Pore pressure
P (c) Capillary pressure
a
.6 a Saturation
c Filtration velocity
-a
w Displacement
-a
For the mixture:
x Spatial position
p Density
x Velocity
T Inner part of the stress
-x
n Entropy density
8 Temperature
h A heat flux vector
m A heat flux vector
¥ Spatial temperature gradient
r Heat supply density
~I Inner part of the free energy per unit of mixture volume
b External body force density
e Mean velocity

Material constants which arise from linearizations

~bd' :bd' ~bd' §bd' Abc' ¢bc' sb'

~, ~bd' ~b' ~, ~, A , X.6' A.6 Af' Af , A.6f' X.6f'
].1.6' f.6' ff' Kf , V p' vm' B
 119

Other important symbols

det determinant
I Identity linear transformation
9 Orthagonal linear transformation
f Porosity
 121

HEAT AND MASS TRANSFER IN POROUS MEDIA

R. G. Carbonell and S. Whitaker

ABSTRACT 123
1. INTRODUCTION 124
2. METHOD OF VOLUME AVERAGING 125
3. DIFFUSION AND REACTION IN POROUS MEDIA 140
4. HEAT CONDUCTION IN TWO-PHASE SYSTEMS 150
5. DISPERSION IN POROUS MEDIA 157
6. LONGITUDINAL AND LATERAL THERMAL DISPERSION
IN PACKED BEDS 164
ACKNOWLEDGEMENT 193
NOMENCLATURE 194
REFERENCES 196
 123

HEAT AND MASS TRANSFER IN POROUS MEDIA

Ruben G. Carbonel I and Stephen Whitaker

Department of Chemical Engineering

University of Cal ifornia
Davis, CA 95616 USA

ABSTRACT

In this article we use the method of volume averaging to

derive the governing equations for heat and mass transport in a
rigid porous medium. These equations involve spatial derivations
of the temperature and concentration and suitable representations
of these deviations are required in order to ·obtain a closure. In
our approach, the closure is based on the governing diff€rential
equations for the spatial deviations and it al lows for the direct
determination of the transport coefficients that appear in the
volume-averaged equations. These calculated coefficients are com-
pared with experimental measurements for the fol lowing cases:
diffusion and reaction in porous media, heat conduction in two-
phase systems, dispersion of a non-adsorbing solute and thermal
dispersion in a packed bed. For conductive and diffusive trans-
port, excel lent agreement between theory and experiment is found
using the spatially periodic model of a porous medium. The com-
parison between theory and experiment for convective processes
indicates that the detai Is of the structure of a real porous medium
are important and not adequately described by the spatially
periodic models used in this study.
124

1. INTRODUCTION
In this article we consider the problem of heat and mass
transport in a rigid, porous medium such as that illustrated in
Fig. 1-1. The fluid is designated as the 8-phase while the rigid
solid is designated as the a-phase. The transport of heat, mass
and momentum in a fluid-solid system is described by transport
equations of the form

( 1-1)

Here Eq. 1-1 represents the transport equation for some quantity
~B in the 8-phase, and the boundary condition at the 8-a interface
mlght take the form
B.C. (1-2)

if ~8 represented P8~8' If one thinks of ~8 as the concentration

of some non-absorbing chemical species, an appropriate boundary
condition would be
B.C. nQ
.....f..la
• (a. 'i7~ Q )
.... f..l
= 0, (1-3 )

The solution of transport equations of the form given by

Eq. 1-1 is routine provided the location of the 8-a interface is

Figure I-I. Fluid-Sol id System

 125
known and not overly complex. For the types of systems under con-
sideration the position of the interface is never known, thus we
are forced to give up the possibility of determining the details
of the ~B-field. This is not a serious drawback since, for most
practical problems of this type, it is sufficient to know the vol-
ume-averaged or spatially smoothed value of ~S. This average value
is determined by integration of ~S over the averaging volume
illustrated in Fig. 1-1, and it is usually assumed that the
radius of the averaging volume r must be large compared to 2S in
order to obtain sufficiently 0 smooth values of the
averaged quantity. If averaged quantities undergo significant
variations over the length L, one further assumes that L must be
large compared to ro in order that the average of the spatial
deviations be zero. This leads to a constraint on the length
scales given by
(1-4)

The nature of our problem is quite similar to what one

encounters in turbulent transport processes where it is the time-
averaqed or time-smoothed value of the dependent variable that is
of prime importance. In time averaging one always assumes that
the characteristic time associated with the turbulent fluctuations
is small compared to the characteristic time associated with the
time-averaged variables. Thus one imposes constraints on the
characteristic times that are identical to the constraints imposed
on the characteri sti c 1engths by Eq. 1-4. The time-averaged tran-
port equations always contain products of the temporal fluctuations
for which constitutive equations are needed in order to obtain
closure. A similar problem arises in the method of volume averag-
ing where constitutive equations are needed for the spatial devia-
tions in order to obtain closure.
The method of volume-averaging will be outlined in the first
part of this article, and this will be followed by a discussion of
special cases of heat and mass transfer in porous media with special
emphasis on the closure problem and the comparison of theory and
experiment in the absence of adjustable parameters.

2. METHOD OF VOLUME AVERAGING

The mathematical application of the method of volume-averaging
seems to have originated with Anderson and Jackson (1) who derived
the equations of motion for fluidized beds, with Slattery (2) who
studied the problem of viscoelastic flow in porous media, and with
Whitaker (3) who used the method to both derive a dispersion equa-
tion for mass transport in porous media and to ,outline a method of
closure. The key mathematical theorem used in those studies is
126

known as the averaging theorem and it was presented independently

by the above workers in 1967; however, Lehner (4) has pointed out
that the origin of the theorem actually rests with Hadamard (5).
The method of volume-averaging is based on the idea that with
every point in space there is associated an averaginq volume or a
representative elementary volume (REV). He designate this volume,
illustrated ln Fig. 1-1, by V and to be definitfve we think of this
volume as a sphere with radius roo Average values of any function
computed on the basis of this volume are assigned to the cen-
troid of the volume. Since there is an averaging volume associated
with every point in space, i.e., in both the S and a-phase, we can
generate a field of average values. For the S-phase there are two
averages that are useful. The first of these is referred to as the
phase average and is defined by

<~Q>
fJ vJv S~ SdV
= 1 ( (2-1)

Here Vs represents the volume of the S-phase contained within the

averaging volume, thus we can express the latter as
(2-2)

The phase average is the quantity that appears in the primary form
of the averaging theorem which we list as

')\';S> = ;:<';8> + &l.1!80';sdA (2-3)

Asa
Here Asa represents the interfacial area contained within the
averaging volume and nSa is the outwardly directed unit normal
vector for the s-phase as illustrated in Fig. 2-1. One can view
Eq. 2-3 as simply a three-dimensional version of the Leibnitz rule
for interchanging differentiation and integration; however, the
intensity with which it has been investigated [Hhitaker (6), Drew
(7), Bachmat (8), Gray and Lee (9)] suggests that the result is not
a trivial extension of the classic one-dimensional version.
In general, the phase average that appears in Eq. 2-3 is not
the average of choice in the analysis of multiphase transport phe-
nomena and we will usually work in terms of the intrinsic phase
average which is defined as
 127

Interfac ia I
Area A{:JCT

Area of Entrances
and Exits A{3e

Figure 2-1. Fluid-Solid System

128

(2-4)

Note that if the quantity ~S is a constant, the intrinsic phase

average is equal to that constant whereas the phase average is
related to that constant by the volume fraction and the relation
<~ S> = ES<~ S> S ( 2-!i )

In the analysis of multiphase transport phenomena it is wise to be

precise about the distinction between these two averages, for the
failure to do so may result in an error on the order of ES.
A useful lemma can be obtained from Eq. 2-3 by considering the
case ~S = 1. This leads to
~~s = 0, (2-6)

and Eq. 2-3 provides us with an expression for the gradient of the
volume fraction

VE
"" S
- - 11 - - n dA
V A ""Sa
(2-7)
Sa
Formation of the volume-averaged form of the transport equation
represented by Eq. 1-1 will illustrate the application of the above
results and will indicate the closure problem with which we are
faced.
Integration of Eq. 1-1
over the volume Vs and division by the

1
averaging volume V leads to

~ ('a':j dV + <,::0 ('i14) > " ~o ("J('~» + <v (2-8)

S

Since the a-phase is taken to be a rigid solid, the volume Vs is

not a function of time so that the first term in Eq. 2-8 can be
expressed as

a<~s>
(2-9)
at
 129

Application of the averaging theorem to the convective transport

term yields

(2-10)

For the system under consideration the last term in Eq. 2-10 is
zero and we can use Eqs. 2-9 and 2-10 in Eq. 2-8 along with another
application of the averaging theorem to obtain
a<1jJ >
__S_ + 'V'<1jJ V > = 'V'<a'V1jJ >
at "'" (3MI3 ,... "" S

(2-11)

If we are willing to neglect variations of the transport coeffi-

cient a over distances on the order of the radius of the averaging
volume, Eq. 2-3 can be used again to express Eq. 2-11 as

(2-12)

As we suggested earlier, it is the intrinsic phase average quantity

for which we seek a transport equation, thus it is appropriate to
make use of Eq. 2-5 and express Eq. 2-12 as

a<1jJs>S
ES at + !'<1jJ~s> = J: {a[ E~<1jJS> S

+ <"lzEs + iT J .!'Il<r" sdAj}

AS0
+ iT J~cr·
AS0
(o.z." S)dA + <'8'
(2-13)
130

It should be clear that the average of the product <~~s> must be

~eplaced with the product of averages if we are to obtain an equa-

tion for <~S>s, and we decompose the ~s andJS fields as suggested

by vJhitaker (3) and made clear by Gray (10) to obtain

<~s>s + ~s (2-14a)
S 'V
(2-14b)
';.Xs> +.xS
'V 'V
Here we have used ~S and!S to represent the spatial deviations,
and it is the accurate modelling of these terms that comprises the
central theoretical problem in all of multiphase transport phenom-
ena. Use of Eqs. 2-14 allows us to express the convective trans-
port term as
«~ >S<v >S> + <~Q<vQ>S>
6 -6 I-' ""'I-'

+ «~S>r:y6> + <~J6> (2-15)

This expression is greatly simplified if one can treat the intrinsic

phase averages as constants, and in order to explore the nature of
that approximation we form the intrinsic phase average of Eq. 2-14a
to obtain
(2-16)

Here we think of <~6>6 as an average value associated with the cen-

troid of the averaging volume; however, when integrating Eq. 2-14a
we make use of values of <~6>S associated with points throughout
the averaging volume. Thus in Eq. 2-16 we have used <~6>Slr to
represent the intrinsic phase average evaluated at the point: r where
~ is the position vector relative to the centroid of the averaging
volume. A Taylor series expansion leads to
<~Q>6Ir = <~ >6 + ro'V<1jJ >6 + l-rr:'V'V<1jJ >6 + (2-17)
I-' .,.. 6..,.. - 6 2 ---- 6
and allows us to express Eq. 2-16 as
<~ >6 = «~ >6>6 + <~ >6 + <r 'V<1jJ >6>6
6
0

6 6 S '\0--

(2-18)
 131

Since the function <~6>6 and its gradients are evaluated at the
centroid, they are constants with respect to the integration process
As we mentioned earlier, the intrinsic phase average of a constant
is equal to that constant, thus Eq. 2-18 takes the form

<~ >6
6
= <~ S>S + <~ S>S + <r>6.v<~
......... S
>S

+ 1 <rr>S:vv<~ >S + (2-19)

2 --- ,.- S
This result allows us to obtain an expression for the average of a
deviation which is given by

<~ >S
S
= (2:.20)

If the system under constderation were isotropic we woul d require

that <,W'S be zero; however, we will not impose that restriction Oil
this development.
We are now in a position to return to Eq. 2-15 and make use of
relations of the form given by Eqs. 2-17 and 2-20 to obtain

(2-21)

Traditionally only the first two terms on the right hand side are
retained and we would like to know under what circumstances this
simplification is satisfactory. He can draw upon the work of
f~agland (11) to obtain the order of magnitude estimates

<r >S O( Sa -1 r 2,..,vS a ) (2-22a)

.".. No", 0...."'
O(r 2) (2-22b)
- 0

and we follow the usual rules (12, Sec. 2.9) to estimate the
gradients as
132

(2-23a)

(2-23b)

(2-23c)

Here we have used LE to represent the distance over which signifi-

cant changes in the s-phase volume fraction occur. One should note
that Eq. 2-23a represents an over-estimate of ~ES and a more accur-
ate estimate would be ~ES/LE where ~ES is the change in ES that
occurs over the distance L. Since we wish to develop criteria for
E
neglecting the last five terms in Eq. 2-21, it is appropriate to
overestimate the magnitude of these terms. Similar to LE , we have
used L~ and Lv to represent the distances over which significant
vari ati ons in <!J!S>s and <"xS)3 occur. ['Ie wi 11 refer to these 1engths
as macroscopic lengths and we will designate the smallest of these
lengths by L.

(2-24)

(2-25)

(2-26)

The last two terms in Eq. 2-21, along with the dispersion vector
ES<~S~>s, are a bit ~ore difficult to estimate since they involve
spatial deviations.
 l33

Equation 2-20 can be applied totl:1espatial deviations in the

veloci ty,

(2-27)

Using the order of magnitude estimate for ~>s given in Eq. 2-22a,
one can see that the order of magnitude of ~S>s can be written,
to a first approximation, as

<~)3
~B
=
_
0 (~s>Br
L L
2
0 )
(2-28)
E V

Here we have used the estimates of ,...VES and N\V<vS>S given in Eqs.
~

2-23a and 2-23c.

If one assumes that r and~Sare uncorrelated we have as a rea-
sonable estimate, 1"1''''''''

(2-29)

However, the idea that ~S and rare uncorrelated may not be par-
"'" .-
ticularly appealing. An interesting porous medium to consider is
a regular array of capillary tubes. If ~S>B is constant and the
centroid is chose~ as the center of one of the tubes we have a
relation between!s and 1: given by
regular array of
ls(~) = lB(-~)' capi 11 ary tubes (2-30)

From this relation it is not difficult to show that

regular array of
capi 11 ary tubes (2-31)

Since the regular array of capillary tubes is a highly structured

porous medium, the estimate given by Eq. 2-29 is very appealing and
entirely consistent with Eq. 2-31 because L = for this special
00

case. v
Our order of magnitude estimate of the term <~Br;S is based on
our studies of heat and mass transport that indicate that ~S can be
expressed as
 134

(2-32)

The magnitude of ;t. is on the order of Q,S' thus the estimate of

<~Sr:S is given by

(2-33)

Our estimate of the dispersion vector follows from Eqs. 2-27, 2-28,
and Eq. 2-32, and a tabulation of the estimates of all the terms on
the right hand side of Eq. 2-21 relative to ES<~8>S~S>S is given
in Table 'j-l.
He \"ou.ldrul~ke tO,neglect the last five terms in Eq. 2-21 rela-
tive to ES<~SX? and ln order to do so we require that
2
Q,s ro
» (2-34)
L l2
This result can be expressed as

Q,s r
0
r0 »
L (2-35)

and it should be clear that this is a more severe constraint on the

characteristic lengths than \"las given earlier by Eq. 1-4. In practi-
cal applications it is usually quite easy to satisfy Eq, 2-35 since
the ~acroscopic length scale is so large compared to Q,S' However,
laboratory experiments are another matter and it is the rule rather
than the exception to ignore the constraints that should be imposed
on the length scales.
If we accept the constraint given by Eq. 2-35 we can write
Eq. 2-15 as

(2-36)

and this allows us to write the volume-averaged transport equation

given by Eq. 2-13 in the form
 135

Term Relative Estimate

£iL~

ro2/L~Lv
€ <v >S<r>S.v<~ >S
S'-S ,... "" S r 0 2/L€L~
€ <~ >S<r>S.v<v >S r 2/L L
S S ,.,. ""''''S o € V

£{/L~Lv

ro4/L€2L~LV

Table 1-1. Order of Magnitude Estimates for

Convective Transport Terms Relative to €S<~S>S~S>S

'V 'V S
- V· (€ <~ Q V Q> )
,.... S JJ"JJ

( 2-37)

llere we find ourselves with a transport equation containing the

desired dependent variable <~S>S along with the point value ~S and
the spatial deviation ~S' The problem can be simplified somewhat
by use of the decor.lposition given by Eq. 2-l4a. Directing our
attention to the first area integration in Eq. 2-37, we make use of
136
Eqs. 2-14a and 2-17 to obtain

(2-38)

Since <1);S>S' j<1);S>S, etc. are evaluated at the centroid, they are
constants with respect to integration over ASa and they can be
removed from the integrals to obtain

(2-39)

In order to obtain an estimate of the last term in this result

we make use of the divergence theorem to obtain

(2-40)

J
Here is the unit tensor and the terms Ase and ~ are identified
in Fig. 2-1. Over the surface Ase we have for a spherical averag-
ing volume

N'o
r = (2-41)
and Eq. 2-40 takes the form
 137

(2-42)

Our problem at this point has been reduced to evaluating the area
integral over Ase. One method of evaluating this integral is to
postulate that the local area fraction of the S-phase is given by
the local volume fraction. This leads to

(2-43)

v/here Esl represents the volume fraction at the position.! rela-

tive to L the centroid. The area A represents the surface of th
spherical averaging volume and n represents the unit outwardly
directed normal for the averaging volume.
A Taylor series expansion for the local volume fraction yield
(2-44)

and use of this result in Eq. 2-43 allows us to express the area
integral as

The integrals can be evaluated by recognizing that r ro~' and

this leads to ~

l~dA -4 rrr 2 I
3 oz:
(2-46)

1
Q!JJ:.dA
A
r £nnndA
o --
A
0 (2-47)
138

r o2j}nnnndA
~
= .185 nr o~
4A (2-48)
A

Here~ is a fourth order, conplete1y symmetric, isotropic tensor

withtne components given by
Aijk1 0jkOkl + °ikOj1 + °i1°jk (2-49)

Use of Eqs. 2-45 through 2-49 leads to

2
r 2
t, Jl!aa!.dA _ _0_ [IV's
5 ;:: S + 22,Ys SJ (2-50)
ASa
One must remember that this result is based on the plausible hypoth-
sis given by Eq. 2-43 and thus cannot be thought of as rigorous.
An alternate approach to this problem begins with the definition
of a function ¢(r) which describes the geometry of the system
according to the-relations
¢(r)
,.,. = 1, ~hen,J:1oca tes a point (2-51a)
ln the s-phase
<I> (r)
,.,. 0, 1ocates a point
~hen"r:. (2-5lb)
ln the a-phase
Use of this function allows us to write

"J~dAA
(2-52)

and it is important to note that this is an exact relation. The

function ¢ can be decomposed according to
¢ = <¢> + ~ (2-53)
where the spatial average of ¢ is the volume fraction of the 13-
phase, i.e.,

(2-54)
 139

~se of Eqs. 2-53 and 2-54 in Eq. 2-52 leads to

1
A
E sl JmdA
or
+l~JW.dA
A
(2-55)

On the basis of Eq. 2-53 we know that ~ has the properties

over the surface area (2-56a)
Ase 'V ESA
over the surface area C2-56b)
Aoe 'V (1 - ES)A

These representations of the areas Ase and Aoe are inherent in

Eq. 2-43, and naturally encourage one to assume that

o (2-57)

Under these circumstances Eq. 2-55 reduces to Eq. 2-43 and the
plausibility of Eq. 2-50 rests on the acceptance of either Eq. 2-
43 or Eq. 2-57. Clearly there is further work to be done concern-
ing the evaluation of the integral on the left hand side of Eq. 2-
50; however, if we accept that result we can express Eq. 2-39 as

~f ~Ba"BdA = ~f ~a~BdA - (yc s)'V 6

Aso Aso

+ O(E r 2/L 2)v<wS>S (2-58)

""" 0 E ....

When this result is used in Eq. 2-37 we need only impose the trivial
restriction

(2-59)

in order to drop the last term in 2-58 so that Eq. 2-37 takes the
form
140

(2-60)

At this point the t\'10 major problems of multiphase transport phenom-

ena become~clear. First, a constitutive equation for the spatial
deviation ~S is needed and second, a representation for the inter-
facial flux term is required. Often this is done in an ad hoc man-
ner in which ex is replaced by an "effective coefficient", the
dispersion is modelled as a diffusive mechanism, and the interfacial
flux is represented in terms of some overall driving force and a
coefficient. In the following sections we will illustrate a funda-
mental approach to these problems and compare our theoretical results
with experimental data.

3. DIFFUSION AND REACTION IN POROUS MEDIA

The process of diffusion and heterogeneous reaction in porous

media is encountered most in chemical reactor design. The general
problem involves convective transport, because of the change in the
number of moles that occurs with chemical reaction, in addition to
both bulk and Knudsen diffusion. The system under consideration is
illustrated in Fig. 1-1 where the S-phase is likely to be a gas
phase and the a-phase is the catalyst support phase. When catalytic
material is deposited on the surface of the a-phase only a small
fraction of the surface area is covered and the mass transfer
process may involve both surface and bulk phase diffusion to the
catalytic sites where reaction takes place.
In our study of this proble!1 we will tab:. the traditional
approach and consi der the S-a interface to be a homogeneous, cata-
lytic surface at which a first-order, irreversible reaction takes
place. Under these circumstances the transport of species A is
described by

o (3-1)
 141

....noNA
80- = kC A' (3-2)

\~henpressure and temperature variations are negligible and the

concentration of species A is sufficiently small, the transport
process can be described by

(3-3)

- Vn Q o'Vc
,... i->O ItA A
(3-4)

The method of volume averaging described in the previous section

can be applied to Eq. 3-3 to obtain

(3-5)

Here a v represents the interfacial area per unit volume of porous

media and is given explicitly as
(3-6)

The last term in Eq. 3-5 represents an area average given by

(3-7)

The details of the analysis leading to Eq. 3-5 are given by Ryan
et al. (13) and it is limited only by the restrictions leading to
Eqs. 3-3 and 3-4 and the restriction on the lengths given by
(3-8)

In order to obtain t:1e governing differential equation for C'A we

restrict the analysis to homogeneous porous media and express
Eq. 3-3 in the form
142

(3-9)

Keeping in mind that the spatial deviation is defined as

(3-10)

we subtract Eq. 3-~ fro~ Eq. 3-9 to obtain the governing differen-
tial equation for cA'

:;-(£r!?A) -:r+sV[JJ~:AdA]}
+ kav«cA>S + <~A> ) (3-11 )
So
If one co~pares this result with Eq. 3~3, it might see~ that we are
losing ground in our effort to obtain a simple and reliable descrip-
tion of diffusion and reaction in porous media; however, there are
several simplifications that can be made in Eq. 3-~1 and our final
result will be a relatively simple expression for cA. Ryan et al.
(13) have shown that the order of magnitude ~f ~A for this particu-
lar process is given by

(3-12)

where ~ represents the Thiele ~odulus defined by

~2 = kavL2/v (3- 13)

For cases of practical importance the Thiele modulus is rarely

larger than 10, thus the restriction
2
~ « L/£S (3-14)
is quite reasonable and Eq. 3-12 reduces to

~A = 4~~<CA>S} (3-15)

This indicates that ~A is small compared to <CA>S and the last

term in Eq. 3-11 can be dropped leading to
 143

(3-16)

There are many transient mass transfer processes involving diffusion

and reaction in porous media. Transient effects are important when
the characteristic ti~e t* is comparable to or smaller than L2/V, i.e.,

vt * /L 2 < 1, for a transient process (3- 17)

Because of the constraint on the length scales imposed by Eq. 3-8,

it is quite reasonable to impose the restriction

vt */9v S2 » (3-18)

so that the cA field is quasi-steady and Eq. 3-16 reduces to

-!+VPsl~:~Ad~} + k"v'cA>B (3-19)

In the second term in this result we have the divergence of an

averaged quantity, and if we remenber that the length scale associ-
ated with averaged quantities is L we obtain the estimate

1 CSV[Jsl~SG~Ad~J
0
{ = ~{,~:~i (3-20)
ASa
Here we have used the fact that VS/ASa is on the order of 9v S. From
an estimate of the first term in Eq. 3-19

:J..(ESVJ.~A) -_ -9. ~ {ESV~A} ( 3- 21 )

S
we conclude that the second term can be neglected relative to the
first term and Eq. 3-19 simplifies to
144

(3-22)

The boundary condition associated with Eq. 3-4 can be obtained by

use of

(3-23)

along with the esti~ate given by Eq. 3-15 to obtain

B.C. 1 (3-24)

For completeness we require a boundary condition on ~A at the

entrances and exits of the 6 phase and we indicate this boundary
conditi on by
8.C. 2 g(r) , (3-29)

At this point we have developed a reasonable attractive govern-

ing equation for ~A; however, we require some type of geometrical
model if we are to solve for ~A. We choose as a model a spatially
periodic porous ~ediu~ such as that illustrated in Fig. 3-1 and we
assume that the boundary condition given by Eq. 3-25 will have a
negligible influence on the ~A-field. This is consistent with the
idea that the length scale associated with Eq. 3-22 is 16 while the
boundary condition given by Eq. 3-25 is imposed over a domain with
a length scale L. This assumption, and the use of a spatially peri-
odic porous ~edium, allowed Ryan et a1. (13) to prove that a unique
solution to cA was given by
'\,
cA f.V<c >6 + s<c >6 (3-26)
...... "'" A A
f is deterr:1i ned by
The vector ,..,.

V2f = 0 (3-27a)
""
--60-
n ·lJf
N"\ .v.60- '
on A60- (3-27b)

--
f(r+1.)
... , ...
f( r),
,.,. 1 ,2,3 (3-27c)
 145

Figure 3-1. Two-Dimensional Spatially Periodic Porous 11edium

146

Ivhile the scalar s is a solution to the following boundary value

problem
2
srPIJ s -ka v (3-28a)

- Vn oVs k, on ASo (3-28b)

-So"'"

,.... + ,.,-,
s(r Q,.) = s (r). i = 1,2,3 (3-28c)
""
Equations 3-27c and 3-28c require that). and s be spatially periodic
and t:,ese conditions replace the boundary condition given by Eq.
3-25.
We now return to the volume-averaged transport equation given
by Eq. 3-5 and note that the last term can be neglected to obtain

(3-29)

In keeping with the use of a s~atially periodic model we have

restricted our analysis to homogeneous porous media in addition to
requiring that the diffusivity be a constant. Substitution of Eq.
3-26 into Eq. 3-29 leads to

a<cA>S
Ss at = ~ff:~<CA>S - kav<cA>S + ssk.5:!<cA>S (3-30)

Because the tensor ~<cA>S is symmetric, only the symmetric part of

the effective diffusivity tensor is retained and t~is is given by

(3-31)
~eff

The vector r; is given by

"""'
 147

s)rna
l
1;;
#'
= -v
ffJ
AS0
0
(Vs/k)dA (3-32)

From Eqs. 3-27 and 3-28 it is easy to see that ~ and s/k depend
only on the geometry of the porous medium, thus and i arekff
material properties for the particular process under investigation
here. From Eqs. 3-27 and 3-28 we have the estimates
f
'If'
(3-33a)

(3-33b)

and from the second of these \'1e can estimate the magnitude of the
vector 1;; as
1;;
-
= O( 1)
These estimates are confirmed by the detailed calculations of Ryan
(14) and the one given by Eq. 3-34 allOl-Js us to ne!11ect the last
(3-34)

term in Eq. 3-30 to obtain

(3-35)

Components of ~eff were determined for several two-dimensional arra.ys

such as t~ose illustrated in Fig. 3-2. It is interesting to note
that flodel A and [lodel B gave the same values for the bIG non-zero
components of Jgeff and these values are presented as Dxx/V as a func-
tion of €S in Fig. 3-3. The agreement with the experimental data of
Currie (15) is quite good for those systems which would tend to be
isotropic. The system having the largest deviation from the theo-
retical values for a = b is mica, and that system is obviously aniso-
tropic. In Currie's experiments, hydrogen and air underwent an equal
molar counter diffusion process parallel to the direction of the
gravity vector. If He assume that the mica particles tended to line
up in a direction orthogonal to the gravity vector, \"Ie could model
that system by requiring that a > b in 1lodel C s:,own in Fig. 3-2.
For alb = 3 we see better agreement between the theory and the
experimental data for mica, and the more detailed calculations of
Ryan (14) suggest that a perfect fit between theory and experiment
is obtained for alb: 8. Those calculations would be informative
if the geometry of the mica particles were known or if the other
component of the effective diffusivity tensor had been measured. In
148

A B

Figure 3-2. Two-Dimensional Models of a Spatially

Periodic Porous Medium
 149

1.0

vMica
0.8 • Carborundum • Vermiculite
... Sodium Chloride )( Steel Wool
o Soi I Crumbs • Celite

0.6
On
l>
0.4

0.2

o
o 0.2 0.4 0.6 0.8 1.0

Figure 3-3. Theoretical and Experimental Values

of the Effective Diffusivity for Unconsolidated
Porous Media
150

the absence of that information we can do nothing more than adjust

a parameter to fit the data, and we have chosen not to show that
adjustable fit in Fig. 3-3. Instead we only note that the theory
is capable of predicting observed effects of anisotropy using .rea-
sonable particle geometries.

4. HEAT CONDUCTION IN TWO-PHASE SYSTEMS

In this section we make use of the method of volume averaging
and the closure scheme described in Sec. 3 to analyze the process of
heat conduction in a two-phase system. We again consider the system
illustrated in Fig. 1-1 and describe the process under investigation
by the following governing differential equations and boundary con-
ditions

(pcp)a 3t
3T
= "'"
1I·(k liT )
a ..... a
(4-1)

3T 13
(pcp)S at = !. (ksZ.T 13) (4-2)

B.C. nSo 'k~T S ..,.nS a ·k 0-

lIT 0 , on ASa (4-3)

B.C. 2 TS = To' on ASo (4-4)

For the present we assume only that the densities and heat capaci-
ties are constant and form the volume average of Eqs. 4-1 and 4-2 to
obtain

= IV'-
l
1I.{t: a ka [II<T a>0 + -v
a
in J
.... 01-' a dAJ}
AaS

+ rn
lv );01-' Q' k lIT
a~ a
dA (4-5)

Aas
 151

(4-6)

These two results are similar in form to Eq. 3-5 and are derived on
the basis of material presented in Sec. 2. At this point one can
think of Eqs. 4-5 and 4-6 as a two equation model of heat conduction
in porous media. In the absence of convective transport one can
generally adopt the assumption of local thermal equilibrium (Whitaker
16) and describe the process with a one equation model. To identify
the nature of the assumption of local thermal equilibrium, one decom-
poses the intrinsic phase average temperatures according to

<T> + Ta (4-7a)

(4-7b)

Here <T> represents the spatial average temperature which is given

expl icitly as

<T> = -1V J V
TdV = Ea <Ta >a + (4-8)

Use of Eo. 4-7a in Eo. 4-5 leads to

E (pc)
a 0a a~Tt>
a
= V.{E k [V<T> + \,1 -
"" a a ..... 0)rn:0 S1'adJl'J}
f.'so

+ -
V
11n ·k vT dA -
N'O S 0'" a
{aT
E (pc) ~ - VO[E k VT ]
a p a at"" a a 0-
A } (4-9)

ASo
The assumption of local thermal eouilibrium renuires that the last
152

term in Eq. 4-9 be negligible so that Eqs. 4-5 and 4-6 can be
expressed as

+ lv (n
J/lJvoiJ
Qok '\iT dA
a"'" a
(4-10)
ASa

ES(PC p ) S a~~> = ::'.:{CskS[!<T> + Js J:Ba~ sdAJ}

Asa

(4-11 )

The constraints that must be satisfied in order that the assumption

of local thermal equilibrium be valid are given elsewhere (16) and,
in general, they are easily satisfied for problems of practical
importance. For the special .case we are considering here, these
constraints can be expressed as

EW(PC~)wQ,w (Q,kw + Q,n)« (4- 12a )

t w kn

(.Q,w + Q,n.)«
£w EWkw (4-12b)
L2 k k
awn
v
where the subscripts are governed by
w = a,S

n S,a

w t n
The assumption of local thermal equilibrium also leads to the rela-
tion
 153

(4-13)

thus Eqs. 4-10 and 4-11 can be added to obtain a single equation for
the spatial average temperature

<p>C p ';~> = !"{(oaka + °SkS'Z<T>

+ kS ~ ka,~sa~sdA} (4-14)
Asa
Here <p> is the spatial average density and Cp is the mass-fraction
weighted heat capacity given by
( 4- 15)

To obtain a closure scheme we need to evaluate ~s = ~a over the

interfacial area Asa and this requires a complete determination of
the ts and to' fields. Our route to the governing equation for ~a
begins with Eqs. 4-1 and 4-10 and follows the route outlined in
Sec. 3. For simplicity we are forced to restrict the analysis to a
homogeneous porous medium so that CO' is a constant, and we make
repeated use of the length scale constraints given in Sec. 2 to
arrive at

= """
V· k vt )
a 0'- a
(c In .
- 1V -as ka....vta dA (4- 16)

ASa
Here the spatial deviation ~o is defined in terms of the spatial
average temperature according to
ta = T
a
- <T> ( 4-1 ?)

The '"
T -field will be quasi-steady when
a

»1 ( 4-18)
154

and inspection of Eq. 4-12a indicates that the above inequality is

always satisfied when the restriction given by Eq. 4-12a is valid.
This means that the spatial deviation fields are always quasi-steady
when the assumption of local thermal equilibrium is satisfied, and
we are left with a closure problem given by

o = II' (s
..... 0"
k rn S·ka""Ill'a dA
01'Ill'" a ) - 1V J:O
Aso

o 'yO(Csksil's) - J, J!!1lo0ks~tsdA (4-20)

Aso

B.C.

B. C. 2 1'0, (4-22)
Here the ratio of thermal conductivities is given by
(4-23)

The last term in Eq. 4-21 can be thoMght of~as the generator of the
spatial deviation fields since both To and IS are zero when
(K - l)II<T> is zero. The second term in Eqs. 4-19 and 4-20 acts
like a source and Nozad (17) has been able to show that these terms
make a negligible contribution to the spatial deviation fields.
Because of this the governing differential equations for l' and 1'(3
can be expressed as a

(4-25 )
for the case of a homogeneous porous medium and constant physical
properties.
Following the method R,f Ryan~et al (13) one can demonstrate
that unique solutions for To and IS are given by
l'a __
g'II<T> (4-26a)

,..f'II<T>
,.,. (4-26b)
 155

where 9 and f satisfy the following differential equations and

boundary conditions
"lg.- 0 (4-27 )

g(r + t.) g( r) , 1 ,2,3 (4-281

"" N' "",1 h ' N\

'If1'\1'"
= 0 (4-29)

f(r + t.) f( r 1, 1 ,2,3 (4-30)

"'" "" "...1 ""' .....

B.C. KnQ oVg + (K - l)nQ '

....1->0 ""'- "" 1->0
(4-31 J
B.C. 2 f g, (4-32)
'\I' h'

As in our previous studies of diffusion and reaction, the uniqueness

proof is based on the spatially periodic model of a porous medium,
thus the periodicity constraints are imposed on 9 and f by Eqs.
4-28 and 4-30. "'" '"'"
When either of Eqs. 4-26 are used in Eq. 4-14 and the restric-
tion of a homogeneous porous medium with constant physical proper-
ties is imposed we obtain

<p>C p ---ar-
8<T>
= Jeff:2Y<T> (4-331

Because the tensor Vv<T> is symmetric, only the symmetric part of

the effective therm1rr conductivity tensor is retained a~d this is
given by

kS - koJl
K
~eff
= (E a ka + EQkQ)J
I-> I-> " "
+ V -2 (nQ f + fnQ )dA
..... 1->0'" .-. 1->0
(4-341
.- ASa

Values of the effective thermal conductivity have been determined

by Nozad (17) for the two confi~urations shown in Fig. 4-1. When
there are no contact points between the a-phase particles, the
predicted values of Keff/KS are in good agreement with the experi-
mental data provi ded the rati 0 of conducti vites K = ka/ks is less
than or equal to 10; however, for large values of K this theoretical
curve lies far below the experimental data. If the o-phase parti-
cles are joined by contact points comprising only 2% of the
1000 .....
\J1
0\
• PRESTON 0.4-0.49
o WILHELM and JOHNSON 0.4-0.52
• KRUPICZKA 0.4 - 0.45
o VERSHOOR and SCHUlT 0.38-0.42
... SHUMANN and VOSS 0.35-0.44
6 KLING 0.38
<> WADDAMS 0.4-0.49
• VAGI and KUNI 0.4
100 <I GORRING and CHURCHILL 0.45
e> KANNULUIK and MARTIN 0.31-0.35
o THIS WORK ,0.39 - 0.:41 ,
, i
Void Fraction:. ff$
I-L-J
Keff l k~
I~
!+a-i
10
Continuous
~-Phase

f f$ = 0.36 For Theoretica I Calculations

Ie = ker f k~
1 k:t! I
1 10 100 1000 10,000 100,000

Figure 4-1. Theoretical and Experimental Values

of the Effective Thermal Conductivity
 157

surface area, the theoretical prediction is in good agreement with

a wide range of experimental data. A detailed comparison between
theory and experiment would involve matching the values of €S;
however, it is clear from the results shown in Fio. 4-1 that an
accurate description of the contact points represents the most
important aspect of heat conduction in porous media.

5. DISPERSION IN POROUS MEDIA

In the previous two sections we have illustrated the method of
volume averaging and presented a closure scheme that allowed for a
comparison between theory and experiment in the absence of adjustable
parameters. In general, good agreement was obtained, and the
observed differences between theory and experiment probably result
from the use of overly simplistic geometrical models. In this sec-
tion we consider a process involving convective transport, thus our
closure scheme will involve a solution of the Navier-Stokes equa-
tions.
We consider the porous medium illustrated in Fig. 1-1 and
describe the process under consideration in terms of the governing
differential equation and boundary condition

= ,.,.11· (VIIC
..... A) (5 -1 )

(5-2)

Our analysis is clearly restricted to dilute concentration of spe-

cies A with no absorption at the S-a interface. We avoid any
statement concerning the boundary condition at the entrances and
exit~ of the system with the thought that these will not influence
the cA-fie1d. For pulsed systems the initial condition can be
stated as
t =0 (5-3)

and later we will restrict our~ana1ysis to cases where this initial

condition does not affect the cA-fie1d.
The details of the volume averaging are given by Carbonell
and Whitaker (18) and here we simply note that the averaged form
of Eq. 5-1 is
158

!+iP[;;<CA>~ J~l;~cr~AdAl}
+ (5-4)

The velocity deviation is defined as

(5-5)
and is not restricted to ho~ogeneous systems. In order to obtain
the governing equation for cA we do impose the constraint that €s
is a constant. This allows us to multiply Eq. 5-1 by €s and sub-
tract Eq. 5-4 from that result to obtain

d<=A 'V 'V S 'V

at + )t:'J,.cA + ~.:'l<cA> J: (V'!CA)

"'"
l
- vo{[V- ~~
VB J:!'Bcr A
ABcr
dAJ} +
.
VO<~A~>B
......-
(5-6)

When the quasi-steady restriction is imposed by

Vt * » 1 (5-7)
~
B
and the usual length scale arguments are used, Eq. 5-6 simplifies
to

--A
'V
--
VoVc + ~ov<cA>B = VV 2'VcA

provided the diffusivity is constant.

(5-8)

The boundary condition given

by Eq. 5-2 can be used to obtain
B.C. 1 -n OV"( = nB ov<cA>B, on AScr (5-9)
-Bcr ,.,. A -cr""
Here we see that the "(A-field results from a source given by
~.v<cA>B and from a flux at the B-cr interface given by nQ ov<cA>B,
~~ ~~a~

If one is'Vwilling to neglect the influence of the boundary condi-

tion for cA at the entrances and exits, given earlier by Eq. 3-25,
 159

and make use of the spatially periodic model of a porous medtum, one
can prove (18) that a unique solution for ~A is given by
~A ~-~cA>S (5-10)

Here the vector field f results from the following boundary value
problem

--
~ + v-Vf
"'"
Vv 2J. (5-11 )

B.C. 1
f(r
.......

-n
_ + -1
t.)
-
f(r), i = 1,2,3 (5-12)

(5-13)
""Sa -Vf
,...... ~Sa' on ASa

Substitution of Eq. 5-10 into Eq. 5-4 and imposing the restrictions
that the porous medium is homogeneous and the diffusivity is con-
stant, we obtain

(5-14)

Here the symmetric total dispersivity tensor is given by

(5- 15)

Notice that when convective transport is negligible this result

leads to an effective diffusivity that differs from the definition
given by Eq. 3-31 by a factor of ES. It is unfortunate that these
two different definitions exist throughout the literature where
one finds that Eq. 3-31 is preferred in studies of diffusion in
catalyst pellets and Eq. 5-15 is preferred in the analysis of dif-
fusion and dispersion in porous media.
In order to compare theory and experiment solutions of the
Navier-Stokes equations, along with the solution of Eqs. 5-11
through 5-13, were required. A finite element code was used to
determine the velocity field for the six different configurations
illustrated in Fig. 5-1. The details are given by Eidsath, et al
(19) and we will only note here that good agreement between theory
and experiment was obtained for the pressure drop-flow rate relation.
Our comparison between experimental values of the axial dispersion
160

A. In-Line Blocks B. In-Line Cylinders

rEiD J.-2a - l
1M 1--2a --I

C. Staggered Cylinders D. Staggered Cylinders

E. Staggered Cylinders
Triangular

Figure 5-1. Two-Dimensional Arrays of Particles

 161

coefficient and the theoretical value predicted by Eq. 5-15 will be

limited to the in-line and staggered configurations shown in Figs.
5-1B and 5-10 with a void fraction of ES = 0.37.
Use of the hydraul i c diameter (20) iOs preferred in the corre-
lation of transport coefficients for p~cked beds, thus the experi-
mental data are presented in terms of O~x/V as a function of the
particle Peclet number which is defined as

Pe p = (5-16)

To our knowledge, the only experimental measurements of O~x for a

spatially periodic porous medium are those of Gunn and Pryce (21).
Their results for a cubic array of spheres and a random packing of
spheres are shown in Fig. 5-2 along with our calculations using the
in-line array of cylinders shown in Fig. 5-1B. The theoretical
results are in excellent agreement with the experimental data for
Peclet numbers less than 100; however, the trend of the two sets of
data is rather different with the ~ubic array illustrating a much
stronger dependence on the Peclet number than the random packing.
The Peclet number dependence of the theoretical values is
quite close to that illustrated by the cubic array and is signifi-
cantly different from that found for randomly packed beds. This is
seen more clearly in Fig. 5-3 where we have compared the in-line
cylinder results with a wide range of experimental data. For com-
parison we have also included the Taylor-Aris theory which takes
the form

+w
0* Pe 2
xx Tayl or-Ari s ( 5-17)
-V-

It seems clear from both the theoretical and experimental results

that the structure of a packed bed, i.e., ordered versus random,
has a strong influence on the axial dispersion coefficient. For
Peclet numbers less than one, randomness seems to have a negligible
influence on O;x as we have seen in Sec. 3 for diffusion and Sec.
4 for heat conduction. For Peclet numbers in the range of 1 to 100
the ordered and random packing results of Gunn and Pryce are rela-
tively close together and all the experimental results for the cubic
array are larger than those predicted by the spatially periodic
model. For Peclet numbers larger than 100 the randomly packed beds
obviously give lower values for the dispersion coefficient, while
one can speculate that the cubic array of Gunn and Pryce might well
illustrate attractive agreement between theory and experiment if
16.2.

Gunn and Pryce

o Cubic Array (€'13=0,48)
10 4 o Random Packing (fl3 = 0.37)
0

10 3

10 2

°xx*
1>
10 1 0
0
OJ
0
ct,0
DO
10°

10-1~~~----~-------L------~------J

Figure 5-2. Comparison of Theory and Experiment for

Ordered and Random Packing of Spheres
 101

• Pfannkuch
/ •
10 6 v Ebach and White / ~
• Carberry and Bretton / ~~
"'T']
.. ....
o Edwards and Richardson / 7;jt . V •
lC
I:: 10 5 • Blackwell et aI / ,.J!. v
-s o Rifai
ro
c..n
I ''1' •
r h~"V v
I
w *,,-11-
104
("") ~
0
3
--t)"'O CD
oOJ 103
-s
-s .....
'"C III
OJo
(') ::::5
A
roo 10 2 Theory
0.. --t)

to --i
ro::::5'"
o..ro
III 0
101
~
OJ
::::5
0..
rrI 100 In - Line Cylinders
X
"'0
ro
-s
.....
3 10-1
ro
::::5
c-+ 10- 4 10-2 10 0 102 104 10 6

Pep ....
0\
W
164
values of D;x/V had been measured at higher values of the Peclet
number.
The effect of randomness on the dispersion coefficient is also
illustrated by our calculations for in-line and staggered cylinders.
These results are shown in Fig. 5-4 and there we see that the most
ordered array (in-line cylinders) gives rise to the largest values
of D;x and the effect of structure disappears for Peclet numbers
less than one. The results for staggered cylinders suggest (but
do not confirm) that increasing the particle size distribution gives
rise to an increase in the axial dispersion coefficient.
While the agreement between theory and experiment for longi-
tudinal dispersion coefficients indicates some degree of success,
the calculated lateral dispersion coefficients are another matter.
Han and Carbonell (22) have collected all the available experimental
data and have added much of their own; however, a comparison between
theory and experiment is of no value since the calculated values bear
little resemblance to the measured values. For completeness we have
listed the calculated values in Table 5-1. For Peclet numbers less
than one Dyy is simply an effective diffusivity and agreement
between theory and experiment is quite good as we have indicated in
Sec. 3. However, the results listed in Table 5-1 exhibit only a
slight dependence on the Peclet number and at a Peclet number of
10 3 the calculated values of the lateral dispersion coefficient are
a full order of magnitude less than those found in the experimental
study of Harleman and Rumer (23).
It seems clear that the spatially periodic model of a porous
medium is satisfactory for the modelling of diffusive transport and
has some attractive characteristics for the modelling of longitudinal
dispersion; however, it cannot be used (at least in the simple forms
that we have explored to date) to model lateral dispersion processes.
In the models illustrated in Fig. 5-1 the streamlines are restricted
to a lateral meander of one-half a particle diameter or less. In a
real porous medium there are local heterogeneities (24) that must
generate a much larger lateral motion which, in turn, is responsible
for the lateral dispersion coefficients observed in the laboratory.

6. LONGITUDINAL AND LATERAL THERMAL DISPERSION IN PACKED BEDS

In the study of the transient response of packed beds to
thermal pulses or step inputs, two types of models have been pro-
posed. In the continuum model (25-27) both the fluid and solid
phases are treated as continua so that there are governing equations
for the average temperature in the fluid and solid phase respectively.
In the discrete model (28-30) a continuum equation for the fluid
phase is coupled to a single particle equation for the temperature
 165

In - Line Cylinders - - -___

ffJ =0.37
Staggered Cylinders - -- ........
ffJo=c O.37 , RO/RI =5

Staggered Cylinders
ffJ =0.38, RO I Rl = 2

10-1~----~----~----~----~----~----~
10-1

Fi gure 5-4. Theoreti ca 1 Values for In .. line

and Staggered Cylinders
166

In-Line Cylinders Staggered Cylinders, Ro/R1=2

pep yy IV
D* pep D*yy IV

0.8 0.55 0.6 0.62

8.0 0.55 6.0 1.03
80.0 0.62 60.0 1.86
800 0.70 600 3.24
8000 0.91 6000 5.32

Staggered Cylinders, R/R 1=5

Pep D*yy IV

0.7 0.58
7.0 0.63
70.0 0.83
700 1.02
7000 1. 91

Table 5-1. Calculated Values of the

Lateral Dispersion Coefficient
 167

as a function of position and time within the particle. There has

been some controversy in the literature (28-31) regarding the
applicability of one-equation models to study the thermal response
of packed beds. These one-equation models assume that the fluid
and solid are both at the same average temperature. In using these
one-equation models, some controversy has also arisen as to the
values of the longitudinal dispersion coefficients one should apply
to account for temperature pulse spreading. The method of volume
averaging provides a rigorous approach to the solution of these dif-
ficulties through the development of a closure scheme for the spatial
deviations in the temperatures of the fluid and solid phases. In
this section we present the outline of the development and some
comparison to experimental data, and refer the readers to more com-
plete treatments that should soon find their way into the literature
(32-34) .
We begin by writing down the point equation and boundary con-
ditions for the temperature in the fluid and solid phases

(PC p)S[3,:: + ~S·t'.TsJ = 2· (ks:l.TS) (6-1)

dT
(pcp)O" 3tO" 2.,.. (kO"YTO") in V0" (6-2)

(6-3)
T
0"

(6-4)

Using the spatial averaging theorem, and defining the spatial devia-
tions in temperature and velocity

T0" <T >0" +l' in V0" (6-5)

0" 0"

TS <T S>S + l'S in Vs (6-6)

= <v >S + '::S

'\,
in Vs (6-7)
~S ...;.s
we arrive at the transport equations for the average temperature
of fluid and solid phases respectively
168

- (pcp)sl'-~s~l + Jsl!!.sa kil'SdA 0 (6-8)

Asa
and

l
+ -V
a
fn
~I-'
vr
o"k a-a dA (6-9)

ASa
Here we have assumed that the volume fraction of fluid £S is a con-
stant, and that the flow of fluid in the S phase is incompressible.
One should recall that in this application of the averaging theo-
rem -I-'a
no = -n"'al-'0 as was the case in our previous analysis of heat con-
duction in two-phase systems. Again we are faced with the problem
of closure of Eqs. 6-8 and 6-9. We need to dev~.lop a closure scheme
that will relate the spatial deviations ~S and fa to the average tem-
peratures <TS>S, <Ta>a and their derivatives. As was the case in
all our previous studies, we beg1n the analysis by subtracting the
averaged equations 6-8 and 6-9 from the point equations 6-1 and
6-2 respectively in~order ~o develop transport equations for the
spatial deviations IS and la which are given by
 169

(PCp)sl',: + ~°.l'.<Vs lso2.~s] • !o(ks2.~B)

+

- is j2{JaokBiYsdA - 2.(~: yrx/SdV (pCp)s~~Btl + (6-10)

ASo ASo

and = I)-
""
(k 1)1' ) - _1
0- a V
a
jn
""-aS
-k 1)1' dA
a .... a

ASo

(6-11)

Boundary conditions for the spatial deviations can be derived by

substituting Eqs. 6-5 and 6-6 in the boundary conditions for the
point temperatures given by Eqs. 6-3 and 6-4. This leads to

(6-12)

and
nQ .kQ~1'B
"",...,0
1-"'--
= ""...,0
nQ·k 0_1)1'a

(6-13)

If we consider times t* long enough that the constraints

ex t* ex t*
S
7s , 7a »1 (6-14)
a

are satisfied, we can simplify Eqs. 6-10 and 6-11 by making them
quasi-steady. In addition, since averaged quantities vary over
distances of order L and spatial deviations vary over distances £,
where L » £, we can use previous scaling arguments to drop all
derivatives of averaged quantities from Eqs. 6-10 and 6-11 leading to
170

(6.,15)

and o = II· (k lit )

"" cy"" CY
- _1
V
CY
fn . lit
k
""CYS CY- CY
dA, (6-16)

ASCY

In Eq. 6-15, the gradient of the average temperature in the

fluid Phase~<Ts>S appears as a source term in the 1's equation.
This gradient also influences the relationship between gradients of
spatial deviations in the boundary condition in Eq. 6-13. We also
notice that in Eqs.6-12 and 6-13 the difference between solid and
fluid temperatures [<Tcy>CY - <TS>S] and the gradient of the solid
II<TCY >CY both influence the solution for 1's and l'CY .
phase temperature ~
Thus, in analogy with our previous studies of heat~and m~s transfer,
we are led to consider constitutive equations for IS and Tcy of the
form

where f, g, and h are functions of position only. One can show

that tne Tunctions 1Ji S and 1Jicy are identically zero for the case of
spatially periodic models of porous media (35), making the represen-
tations in Eqs. 6-17 and 6-18 exact in this case.
We can obtain governing differential equations and boundary
conditions for the functions .t, 9,., and h by substituting Eqs. 6-17
and 6-18 in Eqs. 6-15,6-16,6-1'2, and 6-13. The results are shown
in Table 6-1. In deriving these equations, we neglect all derivatives
of averaged quantities relative to derivatives of the functions f,
....g, and-h, so that, for example ~

v1'S =VfS·II<TS>S
"'" """'" ,.,..
+ IIgS·II<T >CY + IIhS[<T >CY - <TS>S]
......... ,.,.., 0" """" 0"
(6-19)
 171

~o(kB~) - J J!lsa
S
0
ksJ]SdA

ASo

o Phase (V 0 )

0 V·(k Vf) - _1
- 0--0 V
0
1"
_oS 0 koUodA

ASo

0 V· (k Vg ) - _1
- 0-:;;0 V0 In
....oS 0 k0_0
Vg dA

ASo

0 V· (k0 .....
_
Vh 0 ) - _1
V
0
In
-os 0 k0-
vh 0 dA

ASo

(continued on next page)

Table 6-1. Governing Equations for the

Closure Functions in Temperature
 172

Boundary Conditions (A So)

1s f
"'0

=
1s ,20

hS = h0 +

n ·k Vf - kQ_nQ~
-So 0-0 fJ fJV

n ·k Vh
.... So 0- 0

(Table 6-1. Concl usion)

 173

This is consistent with our previous scaling arguments. The func-

tions ~, g, and h vary over distances of order t « L, just like
the spatial deviations in temperature, so that the neglect of the
higher derivatives of averaged quantities is justified in Eq. 6-19.
The equations in Table 6-1 were obtained by collecting all terms
proportional to 17<Ta>S, 17<T >0 and [<T >0 - <Ta>S] and setting
.... fJ -0 (5 fJ

the coefficiencts equal to zero so that they satisfy the differential

equations and boundary conditions, Eqs. 6-15, 6-16, 6-12, and 6-13.
If we introduce the representation of the spatial deviations
given in Eqs. 6-17 and 6-18 into the the averaged equations, Eqs.
6-8 and 6-9, we obtain the final form of the transport equations
for the averaged temperatures in the fluid and solid phases

(6-20)

(6-21)

There are three types of coefficients in these model equations: con-

vective coefficients U, dispersive coefficients D* and overall heat
transfer coefficientsys and y (5. These are relifed to the closure
functions f, ll, and h defined in Eqs. 6-17 and 6-18 according to the
formulas founa- in Table 6-2. Note that the leading convective term
in Eq. 6-20 is the interstitial velocity in~S. However, there
are also convective contributions arising from the heat exchange
between phases through the ~, t, and d terms. If there were no heat
flux to the particles, all these termSwould be zero, and in fact,
traditional models for heat transfer in packed beds set

u --
..-.aa <v >13 . U
-13 ',...130'
=-aa
U =U =0
_0'0'
. 0*
' t:$130'
~ 0*
~0'13
=0 (6-22)
174

Convective Coefficients

Uaa -ex (2t + I; )

""" a ,..(J .,;;.era

11,..,. Q = ex ( 2t I; Q)
'''''-'I-' a,..a - _a I-'

where:

aS~Sa°.u:S>Sa jaa = a <n oVg >

lss a -as _a Sa

aS~sao22S>Sa JaS
= aa<n
_as °Vf
_a >Sa
lsa

..:S aS~sahS>Sa -a
t aex-a
<n Sh a>S a

'V S
js -':;' ShS>

(continued on next page)

Table 6-2. Coefficients in the Model Equations

for Heat Transfer in Two-Phase Systems
 175

Dispersive Coefficients

D*
~88

D*
~8o
= ex o(2'Q)IJ ,Z'fJO'
+ Do
'=/JO

D*
~oo
ex (I
a.::::::.
+ 2,;:;::.00 )

D* ex (2, Q)
~08 a .:;::0 fJ

where:
a <n f >
J88 8 -80-8 80 °
a <n Qf~>Q
a - fJ""'V fJO

, ,
::c;oo
~80

D
~8o

Overall Heat Transfer Coefficients

k a <n -l7h >

a 0_08 -. ° 8o

(Table 6-2. Continued)

176

Relations between Coefficients

aoys = -a Sy 0

aoksiso -a k t;.
S cw-oo

aak&,sS = -askJaS

aa.!S -a t
~

aa,i;ss -a~as

a T
a::t3o
-a S,:::aa
T

(Table 6-2. Conclusion)

 177
As we will see later, these terms can be important in establishing
the proper pulse separation between fluid and so.1id temperature
profiles in packed beds and the approximations in Eq. 6-22 can lead
t? serious errors. T~e dispersive coefficient~ ~*.have ~ contr~bu­
tlOn from the tortuoslty l. and from hydrodynamlc dlsperslon D, Just
as in the dispersion probiem in mass transfer previously di~ussed.
At high Peclet numbers we expect the hydrodynamic contributions to
dominate, while at low Peclet numbers only the conductive part
(tortuosity) will contribute. The factor of 2 multiplying the tor-
tuosities comes from the term involving heat exchange between phases
and is a direct consequence of the lack of local thermal equilibrium.
If we take <To>o = <TS>S then one can add the two energy equations
as was done in Section 3 to obtain a single contribution to the
tortuosity. The overall heat transfer coefficients depend on gra-
dients of h at the fluid-solid interface. The fact that the spa-
tial deviations in temperature and the fluxes at the fluid-solid
interfaces are related by Eqs. 6-12 and 6-13 gives rise to constraints
or relations between the overall heat transfer coefficients y, the
~ terms, and the tortuosities T. These are listed also in Table
1>-2. Since the y's are relat~ to the h field, and the h field
solution depends on both fluid phase and solid phase contributions,
as evident from the governing equations in Table 6-1, the y's are
true overall heat transfer coefficients with a resistance from the
fluid phase and one from the solid phase.
The a priori calculation of all of the coefficients found in
Table 6-2 presents a formidable problem since it requires a solu-
tion to the equations in Table 6-1. These equations are not all
coupled, but the..fS equation is coupled to the !.a equation, the
_~
gQ equation is coupled to the g equation, and hQ is coupled to h0 .
~ ~

These solutions can be carried out for spatially periodic models of

porous media by using the spatial periodicity of the ~'JlS' and hS
fiel~s as boundary conditions on the unit cell surface. This ap-
proach has already been discussed in previous applications. How-
ever, so far we have only solved the equations in Table 6-1 for a
very simplified spatially periodic structure: an array of capillary
tubes (32) as shown in Fig. 6-1. In this particular geometry
g = go = 0 so that all terms in Table 6-2 involving the functions
.....0 -~
g are zero. In addition, there are no tortuosities so that all the
1[ and t's in Table 6-2 also become zero. The ratio of the volume
1FractiCin of solid to that of fluid in the capillary tube shown in
Fig. 6-1 can be written as,

(6-23)
178

I ,: ' .', '

I
I
I
I
I
I

.
.., . I
--... I.
<:Q.
>

I .~
...
) !I ~
,I~ I
j~ .

I
, Q) .

.. if..
. 11\
' 1;1 ' ~H
.::
D.. .
· b <:Q.I

J
...
N

Figure 6-1. Capillary Tube Model for Porous Medium

 179

Similarly, the ratios of surface area of interface to the volumes of

fluid and solid are related to r l and ro by

(6-24)

a (6-25)
o

Zanotti and Carbonell (32) were able to show that in the case of
laminar flow in this very simple geometrical structure assumed for
the porous medium, the transport coefficients in Eqs. 6-20 and 6-21
take on the values:

{6-261

(6-27)

u00 0 (6-28)

(6-29)

0*
So
0*
oS
o (6-31)

0*
00
= C(
0
(6-32)

Of course these are the components along the flow direction of the
vectors and tensors in Table 6-2. In the equations above, K is the
ratio of heat capacities of the solid and fluid
180

(6-33)

while U is an overall heat transfer coefficient related to YS and

y by
cr
(6-34)

y
cr = -a cr U (6-35)

The overall heat transfer coefficient has a contribution from con-

~uction in the fluid phase and the solid phase as discussed previ-
ously

(6-36)

Where Acr is a complex function of the volume fraction of fluid with

a value of 1/4 when €S = 0.4 (32).
We can make the following observations regarding Eqs. 6-26
to 6-32. Note that if the term

ua s- l
kS
= [1 2
+ A (asks)l-l
cr acrkcr J ( 6-37)

is set equal to zero, all the values of the convective coefficients

reduce to the set given in Eq. 6-22. Thus, all quantities contain-
ing this term represent the modification of the traditional heat
transfer models resulting from the closure scheme we have developed.
It should be noticed that these modifications are not small. For
example, if we divide Eq. 6-26 by <vs>s and substitute Eq. 6-37 we
see that

U
-=mL [ a k~
= l+ll+A ]-l (6-38)
<v >S 3 2 cr a k
S cr cr

If the ratio of solid to fluid conductivities is very large then the

right hand side will reduce to

+.£ (6-39)
3
 181

indicating a significant correction to the traditional value of 1.

In Eq. 6-30 we see that the first two terms are nothing more than
the Taylor-Aris result for dispersion in a capillary tube. The last
term is the modification due to heat transfer. Again, it is of the
same order of magnitude as the leading terms. Thus, we are led to
conclude that it is possible that in analyzing transient problems
in heat transfer in packed beds, significant errors can be made if
these important new contributions are not accounted for properly.
In order to test this hypothesis, we decided to carry out some
experiments on the response of packed beds to step changes in tem-
perature in the fluid phase in order to determine if indeed the
the corrections predicted by the capillary tube model can be observed
experimentally in a real porous medium.
We first analyzed the response of the set of equations 6-20
and 6-21 to pulses of temperature in the fluid phase using the
method of moments. Defining the nth axial moments of the tempera-
ture in the fluid and solid phases by

(6-40)

Mncr = J~<T
-00
cr >cr - T0 ]xndx (6-41)

we can derive equations for the time dependence of r4ns and Mncr by
multiplying Eqs. 6-20 and 6-21 by x n , and integrating from _00 to
+00. These can then be solved to predict the time dependence of the
zeroth, first, and second moments of the temperature pulses. In
the equations above To is the initial temperature of the bed and x
is the direction of flow, the axial direction. The mean positions
of the pulses in the fluid and solid phases are equal to the first
absolute moments of the temperature profiles

J.ll~cr -- Mlcr1Mocr (6-42)

The spreads of the temperature pulses relative to their mean posi-

tions are equal to the second central moments of the temperature
distributions
J.l2cr = (M2cr/Mocr) - (J.l 1cr )2

(6-43)
 182

It was found that the zeroth moments of the temperature profiles

become equal, MoS = Moa ' when the time t is sufficiently long to
satisfy the constraint

(6-44)

This corresponds to a condition of overall thermal equilibrium

between fluid and solid phases, but it does not imply that
<TS>S = <Ta>a locally. At the same time, the pulse velocities in
the fluid and solid phases become equal. These pulse velocities are
defined in terms of the time rate of change of the mean pulse posi-
tions so that

dillS <v >S

_13_
Us dt 1+ K
(6-45)
dill a <v >13
and ua _S_
dt 1+ K

The temperature pulses move with a velocity equal to the interstitial

fluid velocity divided by one plus the ratio of heat capacities
given by Eq. 6-33. Once the pulse velocities become constant, the
difference between the average positions of the pulses in the fluid
and solid phases also becomes constant and given by

~ ~ (pcp) 13 ( K J[ (U U) + (U U) ]
~ = illS - Ill a = YS \~) 1313 - aa Sa - as

(6-46)
where the velocity coefficients U are given in Table 6-2. Note that
the terms UQfJa ' Ua Q'
fJ
and Uaa contribute to the separation between
pulses. If these terms are significant, one would expect to have
difficulty matching experimental data on pulse separation between
fluid and solid phases with the values for U given in Eq. 6-22.
Under conditions such that the time constraint in Eq. 6-44 is satis-
fied, the time rate of change of the pulse spreads also become equal
for the two phases, namely
 183

and 0.*
S
= 1 d]J2S _
2 dt -
l[_K_ \'
2 1 + K La
+ _1_ \ ' ]
1 + KL S
(6-47)

In the equations above the terms L a and Ls are given by

(6-48)

(6-491

The results of Eqs. 6-45 through 6-47 imply that for sufficiently
long times the average temperature of the fluid and the solid are
governed by identical equations

a<T s>s a<Ts>S a2<Ts>S

at + u 0.* (6-50)
ax ai

a<T >a a<T >a a2<T >a

a a a
at + u
ax = 0.* (6-51)
ai
where u is given by Eq. 6-45 and 0.* is given by Eq. 6-47. The 0.*
is a thermal dispersion coefficient for the spread of the temperature
pulses. However. the local temperatures are not equal since the
mean pulse positions are separated bya distance given by Eq. 6-46.
This situation is illustrated in Fig. 6-2. Note that the value of
0.* depends on all the dispersive coefficients in Eqs. 6-20 and 6-21
as well as the convective coefficients through the terms ~. Uas ,
and Usa in Eqs. 6-48 and 6-49. Thus the transient behavior of tem-
perature pulses can be significantly influenced by the complex coup-
ling between terms in Eqs. 6-20 and 6-21. In summary. the two equa-
tion model reduces to a single equation model for sufficiently long
times. However. the coefficients in the single equation model
depend explicitly on the transport parameters in the two equation
model in a rather complicated fashion. Furthermore. without a
184

<I

I
..L

-
CI
II

Figure 6-2. Pulse Response of the Model Equations

 185

detailed knowledge of the separation ~ between pulses it is impossi-

ble to model the temperature profiles in the fluid and the solid.
The capillary tube model provides some insight into the importance
of the various transport coefficients in Eqs. 6-20 and 6-21 on the
pulse separation and rate of spread. We can substitute Eqs. 6-26
through 6-32 into Eqs. 6-46 and 6-47 in order to obtain equations
for the pulse separation and thermal dispersion coefficients as
predicted by the capillary model .

(6-52)

a*
[Sa{pcp)a t sS{pcp)SJ

conduction cbntribution

+l2~BaB
1 +11 ~K)}
3 aSkS 1.,l-:tK
(6-53)

coupling
term
hYdrO~namic
dispersion in
absence of
heat exchange

Here a is the surface area per total volume of bed. In Eqs. 6-52
and 6-~3 the overall heat transfer coefficient U is given by Eq.
6-36. The net effect of the unusual coupling terms in the model
equations, Eqs. 6-20 and 6-21. is that they increase the pulse
186

separation by the quantity 1/6aSkS in Eq. 6-52 and they increase

the dispersion by the additional term

~ aslks (1 ~ K) .
Neither of these terms is negligible when compared to the other
contributions to the dispersion and pulse separation. If one adopts
the more traditional approach of using the approximations given in
Eq. 6-22, then the expressions for ~ and a* will be missing these
significant contributions.
In order to analyze experimental data, we can begin by substi-
tuting the definitions of the convective coefficients in Table 6-2
into the equation for the pulse separation, Eq. 6-46, to obtain

~p (::~~B G~ KJ[<vl -"S (,SS + 'sa) C; K)] (6-54)

Here we have used the relations between the ~ quantities given in

Table 6-2 and we have divided by dp ' the parl1cle diameter, in order
to make the equation dimensionless. We can define an overall heat
transfer coefficient U by analogy to Eq. 6-34 for the capillary tube
YS = asU. The surface area per unit volume of fluid as can be
relatea to the particle diameter by the usual expressions for
spherical particles

(6-55)

We can also use the definitions in Table 6-2 and write

(6-56)

where SSS and SSa are dimensionless quantities. Substituti ng Eqs.

6-55 and 6-56 into Eq. 6-54, we obtain

~
dp = "6l~( K)
Nu 1+K - ( 6-57)

where Pep is the Peclet number

(6-58)
 187

and Nu is a Nusselt number based on the overall heat transfer coef-

ficient

(6-59)

We can consider U to have contributions from both fluid and solid

phase resistances, as is the case in Eq. 6-36 for the capillary
model. However, without solving for all the details of the hS field,
which determines ys' it is impossible to describe exactly how these
resistances are to be added. In order to allow us to make some
progress in this matter, we propose that the overall heat transfer
coefficient be written as the sum of a fluid phase heat transfer
resistance and a solid phase resistance in analogy with Eq. 6-36

(6-60)

Here hf is a film heat transfer coefficient which we can take to be

the steady-state heat transfer coefficient in packed beds as
recently correlated by SchlUnder (36), for example. The coefficient
Ao for spheres has been found to be equal to 3/5 by Green et al. (25)
in contrast to the value of 1/2 in the capillary tube model. Since
a = a /E , Eq. 6-60 results in the following expression for Nu
o v 0

(6-61)

where (6-62)

and K = ( 6-63)

In this way, all the terms on the right hand side of Eq. 6-57 can
be estimated, except for the sum SSS + SSo. From experimental data
of ~/dp we can determine the magnitude of these coefficients in
packed beds.
We can follow a similar procedure in handling the axial dis-
persivity a*. First we combine Eqs. 6-47 through 6-49, multiply
by the heat capacity of the bed
188

<p>C p = Ecr(PCp)cr + Ee(PCp)e (6-64)

and divide by the fluid phase thermal conductivity in order to

obtain an expression for the effective thermal conductivity along
the flow direction
K*xx
=
k8

(6-65)

In the expression above we have used the relations for DSS and DScr
in Table 6-2. We can now introduce into Eq. 6-65 the definitions of
UcrS and UBcr in Table 6-2, eliminate the term (~SS +;~scr) using Eq.
6-54 and make use of the definitions of the Peclet and Nusselt num-
bers to obtain the final result

~
K~x ( ) () ( ) } conductive
KEcr + Ee + 2EcrTcrcr K - 1 + 2EeTee 1 - ~ contribution

(6-66)

In the equation above we have used the definitions of 2s and ls in

Table 6-2 to write

( 6-67)

(6-68)
 189

where DS and ~S are dimensionless quantities given by

D
S
= -<0'x hS>S ,
.... S
= (6-69)
'V
Here U is the dimensionless x-component of the spatial deviations inthe
velocity. Both DS and 's are of order £/L «1 since hS is of that
order. As a result, the heat capacity ratio term in the heat
exchange contribution should tend to dominate over most practical
fluid-solid combinations in packed beds. One should note the con-
ductive and hydrodynamic contributions in Eq. 6-66. The conductive
part is very similar to the form for the effective thermal conduc-
tivity under no-flow conditions and local thermal equilibrium given
by Eq. 4-34. The hydrodynamic part should exhibit some influence
from the heat conduction between phases. This is clear if we con-
sider Eq. 6-30 where the effect of heat transfer between phases is
to reduce the hydrodynamic dispersion in the absence of heat trans-
fer. It is common to try to estimate axial effective conductivities
in these transient systems by combining effective conductivities
under no-flow conditions for the conductive contribution and dis-
persion coefficients from mass transfer data for the hydrodynamic
contribution. Thus, one can try to estimate the effective conduc-
tivity in Eq. 6-66 by the relations

{co~~~1~~i:~~} K~:f = [from Fig. 4-1) (6-70)

{~~~~1~~~!~} = Es[D~x - D~ffj (6-71)

(from Fig. 5-3)

~ 1
(from Fig. 3-3)
so that

K~.kSx ~ Keff +
kS
rD~xvi _ Deffl+
ESL
(A.-) Pe P (_K_)
V J EO d 1 +K
(6-72)
p

conductile
contribution
~drodYnamic
dispersion
heat exc:tnge
contribution
contribution
In Eq. 6-22 we have neglected the Os and 's terms and consider ~/dp
to be calculable from Eq. 6-57 or to be known from experimental data.
Our experience from the capillary tube model indicates that this
190

wi 11 lead to an overestimate of the magnitude of ~x due to the

fact that

[ ~SS + ~Gls Jheat < [ D~X _D~ff] (6-73)

mass
transfer transfer
as discussed previously.
We performed experiments in a 21 cm x 21 cm x 100 cm plexiglass
column filled with urea formaldehyde spheres of 0.55 cm diameter.
The fluid used was water. The column was allowed to reach a steady
state at a temperature of about 20°C and at a time t = 0, we induced
a step change in the fluid temperature to 50°C. Special probes
were designed that would allow measurements of the fluid temperature,
the centerline temperautre of a solid particle, and the surface tem-
perature of the solid at 6 different axial positions as a function of
time. From the response curves we computed two parameters: the
distance of separation between fluid and solid temperature break-
through curves '. Md p ' and the effecti ve conducti vity of the bed,
K* ,from the spreads of the breakthrough curves. We found ~/d
xx p
and K* to depend on position at large Peclet numbers because the
xx .
time constraint of Eq. 6-44 becomes more difficult to satisfy at
fixed probe locations with increasing flow rate. There is less
time to reach the overall thermal equilibrium condition implied by
Eq. 6-44. In Fig. 6-3 we show the experimental values of ~/dp
as a function of Pep' The line in the Figure is the value of ~/dp
computed from Eq. 6-57 with the coupling terms SSS + SSG neglected.
Note that there is a factor of 3 difference in the pulse separation
measured experimentally to the theoretical values without the coup-
ling terms. The value of Nu in Eq. 6-57 was calculated according
to Eq. 6-72 with SchlUnder's correlation (36) for NU f . There is
nothing to justify a lower value of Nu by a factor of 3 in order
to bring theory and experlment to match. We are led to conclude
that the quantity SSS + SSo should be negative, in order to account
for the larger values of ~/dp' This is the case in the capillary
rube model where we find

_ SSS = _l_(~) Pe (6-74)

Nu 196 E G P
The order of magnitude of the correction indicated by Eq. 6-74 is
about the same required to bring agreement between theory and
 191

Ie = 1.7 000
dp = 0.55 em 0
0
101 €~= 0.390 0
€~= 0.398 0
0
0

•
c:t. 0
"C

----
<J

100
Eq. 6- 57
S~f!J + Sf!J(j= 0

Figure 6-3. Separation between Fluid Phase

and Solid Phase Temperature Responses
192

K =0.90 iI.

..
Ie =1.70
I.
/.
Keff / k~ =1.40

.
/
o E{j= 0.390} _ /
dp - 0.55 em
• E p= 0.398 /

.
• €p =0.398 ; dp = 0.25 em I •
/.
/
1.0
10
/0
I·

- - - Eq. 6-72 , .6. / dp experiment

Eq. 6-72, S{j{3 + S{3O" = 0

10° ~------I------'-____--.JL-....J

Figure 6-4. Axial Thermal Conductivity

in Packed Bed.
 193

experiment for Md p . However, before any final correlations are

proposed, additional data need to be taken on the effect of K on
Md p .
In Fig. 6-4 we show the experimental results for K~x/kS as a
function of Peclet number compared to the predictions of Eq. 6-72
with the experimental values of ~/dp. As one can see, this rela-
tion overestimates the value of K~x. From our discussion above,
we ascribe this overestimate to the fact that hydrodynamic disper-
sion contributions are lowered by heat exchange between phases.
In Fig. 6-4 we also show what happens when K~x is calculated
using Eq. 6-72, but with ~/dp given by the solid curve in Fig. 6-3.
This is the curve obtained if the coupling terms (SSS + Ssa) are
neglected in Eq. 6-57. This leads one to underestimate the value
of the effective thermal conductivity since ~/dp is underestimated.
In order to get a more complete agreement between theory and
experiment, we need to solve the set of equations in Table 6-1 in
order to compute the transport coefficients in Table 6-2. This can
be accomplished by considering spatially periodic models of the por-
ous media as done in the work described in previous sections. How-
ever, the capillary tube model has allowed for some significant
insights into the complex heat transfer processes taking place in
a packed bed. The closure scheme has allowed us to explain devia-
tions between theory and experiment which would be impossible to
ascertain without the presence of the additional coupling terms
in Eqs. 6-20 and 6-21.

ACKNOWLEDGH1ENT
In this summary we have utilized the results of several gradu-
ate and post-doctoral students: D. Ryan, I. Nozad, F. Zanotti, and
J. Levec. Their efforts in the preparation of this manuscript are
much appreciated. We also acknowledge financial support from the
National Science Foundation (NSF Grant 7913269), and Lawrence Liver-
more Laboratory (Grant 7355409).
194
NOMENCLATURE
Roman Letters
av interfacial area per unit volume (m- l )
A fourth order, completely symmetric, isotropic tensor
~
A area (m 2)
A surface area of the averaging volume (m 2 )
cA concentration of species A (moles/m 3 )
cp constant pressure heat capacity (kcal/kg OK)
Cp mass fraction weighted heat capacity (kcal/kg OK)
V molecular diffusivity (m 2/s)
~eff effective diffusivity tensor (m 2/s)
0* dispersivity tensor (m 2/s)
~
vector field relating spatial deviations to gradients of
intrinsic phase average quantities (m)
g vector field relating spatial deviations to gradients of
""" intrinsic phase average quantitites (m)
h scalar field relating spatial deviations to differences of
intrinsic phase average quantities (m)
I unit tensor
~
k thermal conductivity (kcal/s m OK) and heterogeneous reac-
tion rate coefficient (m/s)
~ff effective thermal conductivity tensor (kcal/s m OK)
K ratio of volumetric heat capacities
t length scale associated with the pore size or particle
size (m)
macroscopic length (m)
lattice vector (m)
nth moment
molar flux of species A (moles/m 2 s)
Nusse It number

-
n outwardly di rected unit normal
particle Peclet number
radius of averaging volume (m)
position vector (m)
 195

s scalar field relating spatial deviations to intrinsic phase

average quantities
t time (s)
t* characteristic time (s)
T temperature (OK)
U effective velocity for convection of thermal energy (m/s)
u pulse velocity (m/s)
,.,..v fluid velocity vector (m/s)
v averaging volume (m 3)
v volume ofa phase contained within the averaging volume (m 3)
Greek Letters
thermal diffusivity (m 2/s). and an unspecified transport coef-
ficient
y overall heat transfer coefficient (kcal/s m2 OK)
E volume fraction
K ratio of thermal conductivities
lln nth central moment
p density (kg/m 3)
tortuosity tensor
Thiele modulus
Mathematical Definitions
quantity associated with the S phase
phase average
intrinsic phase average
~S - <~s>S' spatial deviation
spatial average
<~s>S - <~>. spatial deviation
Subscripts
S refers to the S phase
Sa refers to the S-a interface
Sa refers to the entrances and exits of the S phase
< >sa area average over fluid-solid interphase
 196

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for Two-Phase Systems. Chern. Engr. Sci., submitted 1982.
36. SchlUnder, E.U .. In Chemical Reaction Engineering Reviews -
Houston. D. Luss and V. Weekman, Eds. (ACS, Washington,
D.C., 1978) 110-161.
 199

A NEW LOOK AT POROUS MEDIA FLUID MECHANICS - DARCY TO TURBULENT

A. Dybbs and R. V. Edwards

ABSTRACT 201
1. INTRODUCTION 202
2. BACKGROUND AND PERTINENT PREVIOUS WORK 204
3. THE FLOW REGIMES OF POROUS MEDIA 208
3.1 The Experiments 208
3.1.1. The Flow Visualization 210
3.1.2. The Velocity Measurements 211
3.2 Darcy Flow Regime 214
3.3 The Inertial Flow Regime - A Steady
Non-Linear Laminar Flow Regime 222
3.4 Unsteady Laminar Flow Regime 230
3.5 The Unsteady and Chaotic Flow Regime 246
4. FLUID MECHANIC IMPLICATIONS OF EXPERIMENTS 248
4.1 Modelling the Inertial Flow Regime 248
4.2 The Internal Heat Transfer Coefficient
in the Darcy and Inertial Flow Regime 250
5. CONCLUSIONS 251
ACKNOWLEDGEMENTS 251
REFERENCES 252
SYMBOLS 255
 201

A NEW LOOK AT POROUS ~ffiDIA FLUID MECHANICS - DARCY TO TURBULENT

A. Dybbs and R.V. Edwards

Department of Mechanical and Aerospace Engineering, Depart-

ment of Chemical Engineering, Case Western Reserve Universi-
ty, Cleveland, OR 44106

ABSTRACT

The purpose of this review paper is to present the results

of laser anemometry and flow visualization studies of the flow of
liquids in porous structures. Three dimensional velocity pro-
files and movies of dye streaklines will be shown. The porous
media consisted of plexiglas spheres in a hexagonal packing and
glass and plexiglas rods arranged in a complex, fixed three di-
mensional geometry. The liquids used were water, silicone oils,
Sohio MDI-57 oil and mineral seal oil. The Reynolds number based
on average pore size and average pore velocity ranged from 0.16
to 700.

The results indicate the existence of four flow regimes in a

porous medium: 1. The Darcy or creeping flow regime where the
flow is dominated by viscous forces and the exact nature of the
velocity distribution is determined by local geometry. This type
of flow occurs at Re < 1. At the Re ~ 1, boundary layers begin
to develop near the solid boundaries of the pores. 2. The iner-
tial flow regime. This initiates at Re between 1 and 10 where
the boundary layers become more pronounced and an "inertial core"
appears. The developing of these "core" flows outside the boun-
dary layers is the reason for the non-linear relationship between
pressure drop and flow rate. As the Re increases, the "core"
flows enlarge in size and their influence becomes more and more
significant on the overall flow picture. This steady non-linear
laminar flow regime persists to a Re - 150. 3. An unsteady lam-
inar flow regime in the Reynolds number range of 150 to 300. At
202

a Re - 150, the first evidence of unsteady flow is observed in

the form of laminar wake oscillations in the pores. These oscil-
lations take the form of traveling waves characterized by dis-
tinct periods, amplitudes and growth rates. In this flow regime,
these oscillations exhibit preferred frequencies that seem to
correspond to specific growth rateq. Vortices form at Re - 250
and persist to Re - 300. 4. A highly unsteady and chaotic flow
regime for Re > 300, qualitatively resembling turbulent flow ..

Based on these results, an analytical model is presented

that exhibits similar pressure drop behavior as porous media from
the Darcy to the inertial flow regime. In addition, the implica-
tions of these fluid mechanics results for other transport
phenomena are discussed.

1. INTRODUCTION

The understanding of the nature of flow in porous media is

essential for many science and engineering applications. Such
diversified fields as geohydrology, powder metallurgy, chemical,
mechanical, aerospace and petroleum engineering to name just a
few, need to understand transport phenomena in porous media.
Ever since the original work of Darcy [1] in 1856, much experi-
mental and analytical work has been devoted to the application of
Darcy's empirical relationship and its extensions. More recent-
ly, the need to understand heat and mass transfer phenomena in
porous media has gained importance because of such applications
as geothermal power production, secondary oil recovery, and tran-
spiration cooling. For a review of some of this research, see
Refs. 2-7.

Despite all of this work, little seems to be known about the

detailed nature of the interstitial velocities in porous media.
Analytically the problem of studying the fluid mechanics of a
cloud or cluster of arbitrary shaped closely packed particles has
proved intractable. Experimentally, velocity probes such as hot
film anemometers cannot be successfully used in porous media.
Thus, while the details of momentum transfer for a single sphere
are understood, those for a cluster of spheres are not. Conse-
quently little is understood about heat and mass transport for
clusters of spheres. As an example of this, consider the deter-
mination of the internal heat transfer coefficient for fluid
flowing in porous media. The inability of any theoretical
analysis to predict these coefficients has led to many experimen-
tal correlations (8-11). A comparison of these correlations
shows qualitatively a power law relationship between an appropri-
ately defined Nu and Re number in the form Nu = constant Re
where n ranges from 0.5 [9] to 2.0 [10]. The numerical value of
the heat transfer coefficient can differ as much as two orders of
 203

magnitude (12) and this is true even for the same porous materi-
als tested under ostensibly similar conditions. The flow regimes
studied are from laminar to turbulent and these wide variations
occur at all Reynolds numbers. There is apparently an as yet
unknown parameter or set of parameters that governs interphase
heat transport in these systems. It is quite possible that the
details of the flow are different and thus the local heat
transfer coefficients are different. To adequately explain these
apparent discrepancies, there is a need to understand intersti-
tial velocities in porous media flows.

Fluid flow tracer experiments (residence time distribution

measurements) show that the flow in porous media is not slug flow
even in systems with large ratios of system diameter to particle
diameter. In reactors such as catalyst bed reactors, it is im-
portant and useful to control the flow patterns in order to effi-
ciently utilize the catalyst. A better understanding of the flow
patterns in porous media is also important for the design of
chromatographic columns and the understanding of adsorption and
multi-phase flow in porous media. Up until now, information
about the above areas has been inferred from measurements made
external to the media. Such areas as the following need clarifi-
cation and better understanding.

1) The effect of the packing geometry on the interstitial

and gross flow behavior.

2) The nature of the flow near a solid boundary.

3) The understanding of the transition from the Darcy flow

regime to the "inertial"' regime.

4) The understanding of the "inertial" flow regime.

5) The understanding of the transition from "inertial" to

the "turbulent" flow regime.

6) The nature of the mixing that takes place within an in-

terstitial space.

7) The nature and control of channeling phenomena.

The purpose of this paper is to review the results of laser

anemometry and flow visualization studies of the flow of liquids
in porous media. Three dimensional vel~city profiles and movies
of dye streaklines are presented. The porous media consisted of
plexiglas spheres in a hexagonal packing and glass and plexiglas
rods arranged .in a complex, fixed three dimensional geometry.
The liquids used were water, silicone oils, Sohio MDI-57 oil and
204
mineral seal oil. The Reynolds number based on average pore size
and average pore velocity ranged from 0.16 to 700.

In addition to clarifying some of the above areas, the

results indicate the existence of four flow regimes in a porous
medium: 1) The Darcy or creeping flow regime where the flow is
dominated by viscous forces and the exact nature of the velocity
distribution is determined by local geometry. This type of flow
occurs at Re < 1. At Re ~ 1, boundary layers begin to develop
near the solid boundaries of the pores. 2) The inertial flow
regime. This initiates at Re between 1 and 10 where the boundary
layers become more pronounced and an "inertial core" appears.
The developing of these "core" flows outside the boundary layers
is the reason for the non-linear relationship between pressure
drop and flow rate. As the Re increases, the "core" flows en-
large in size and their influence becomes more and more signifi-
cant on the overall flow picture. This steady non-linear laminar
flow regime persists to a Re - 150. 3) An unsteady laminar flow
regime in the Reynolds number range of 150 to 300. At a
Re - 150, the first evidence of unsteady flow is observed in the
form of laminar wake oscillations in the pores. These oscilla-
tions take the form of traveling waves characterized by distinct
periods, amplitudes and growth rates. In this flow regime, these
oscillations exhibi t preferred frequencies that seem. to
'correspond to specific growth rates. Vortices form at Re - 250
and persist to Re - 300. 4) A highly unsteady and chaotic flow
regime for Re > 300, qualitatively resembling turbulent flow.

2. BACKGROUND AND PERTINENT PREVIOUS WORK

Most of the experimental studies of flow in porous media

have been concerned with determining gross correlations of flow
properties. These studies treat the porous medium as a black box
through which fluid flows. This has been due, in part, to the
fact that instruments capable of measuring within porous media
were nonexistent. Such instruments as the hot wire, hot film,
and thermistor anemometers are difficult to use because of their
size, the problem of moving them to measure more than one point
in the flow, and the uncertainty as to how they would influence
the flow field.

Thus the black box approach is characterized by measuring

the pressure drop generated by various flow rates through a
porous medium. The data generally display linear behavior in the
viscous-dominated Darcy flow regime changing smoothly to a
higher-order relationship in the inertia-dominated flow regime.
Although it is generally accepted that this first transition to
non~linear flow is both laminar in nature and due to the increas-
ing effects of inertia in the internal microscopic flow field,
 205

disagreement still exists as to when a second transition from

non-linear laminar to fully turbulent flow occurs and what the
physical mechanisms governing that transition are. For these
reasons, examination of the miscroscopic flow field of a
representative porous medium model offers an opportunity to gain
an understanding of the physics of flow through porous media at
non-Darcy Reynolds numbers.

As noted by Scheidegger (2) and Bear (6) in their comprehen-

sive reviews of porous media research up to 1974, two main ap-
proaches are used in the reduction and characterization of flow
rate pressure drop data. The first, introduced by Forcheimer
(2) is to fit a second- or third-order equation to the data in
the following relationship:
2 3
Vp = aq + bq + cq (2.1)

where Vp is the pressure gradient across the porous bed, q is the

average macroscopic fluid velocity defined as the total system
flow rate divided by the cross-sectional area of the vessel con-
taining the porous structure, and a, b, and c are constants of
fit. Note that the average macroscopic velocity q is also re-
ferred to as the superficial or filter velocity in the litera-
ture.

A second method of data reduction uses similarity theory to

reduce the black box data to a functional relationship involving
appropriately defined dimensionless parameters (6). The primary
parameters resulting from dimensional analysis are the Euler
number:

Eu=~2 (2.2)
pq
and the Reynolds number:

Re =~ (2.3)
II
where p is the fluid density, II is the fluid viscosity, and d is
a characteristic length scale typical of the internal structure
of the porous medium. In addition, a set of parameters associat-
ed with the actual porous structure include the porosity and a
set of length scale ratios which characterize constituent parti-
cle or pore size, internal surface roughness and bed packing
geometry.

Ergun (13) in 1952 defined a modified friction factor:

r =~ . i . _E_3_ (2.4)
2 L 1 - E
pq
and a modified Reynolds number:
206
Re' = .e.g;!. 1 (2.5)
J1 ~
Also, he found that an equation of the form:

f'=~+B
ReI (2.6)

fits the data well over the entire range of Reynolds numbers.
Specifically, he found the values of the constants to be A=150,
B=1.75. The Ergun equation has become a more commonly used rela-
tionship characterizing porous media for practical engineering
applications, although a recent paper by Macdonald, et al. (14)
suggests that modifying the above coefficients to be A=lBO,
B=1.B-4.0 provides a better correlation to a large body of exist-
ing data. Macdonald suggests that the variation in B is due to
internal surface roughness differences at high flow rates, analo-
gous to turbulent flow in pipes, although roughness data verify-
ing this assertion was not available for the media involved.

Introduction of the following simple relationship, known as

Dupuit's approximation (2):

v=3. (2.7)
t:
into the modified friction factor and Reynolds number of Ergun
yield the following microscopic or "bed" quantities:
d t: tP t:
tP* = ~2 1 - t: bed
(2.B)
L 1 - t:
pv
Re* = pvd t:
= Re.. (2.9)
J1 bed 1 - t:
where v is the average microscopic or "pore" velocity. In this
case, a velocity is used which is consistent with a pore diameter
d and thus more suitable for an investigation that emphasizes mi-
croscopic flow. The porosity factor t:/(1-t:) assumes new physical
meaning as a void-to-solid fraction ratio characterizing the
medium. For these reasons, the quantities defined in Eqs. 2.8
and 2.9 above will be used in this review.

Flow field characteristics have been mainly inferred from

local averaged measurements made external to the porous media.
For example, measurements of the flow field were made downstream
of a packed bed by Schwartz and Smith (15), Rhoades (16), Murphy
(17) and Musser (18,19) in order to determine the effect of chan-
neling. These studies are not conclusive and in some cases are
contradictory (19). In particular, each study observed average
peak velocities near the wall, and each developed a different
criteria for the position of this peak velocity. The relation-
ship between this peak, the geometry of the packing and the gross
flow rate was not clearly established.
 207

Flow visualization studies (20,21) and some transport stu-

dies (22,23) of a single particle in a packed bed have inferred
some interesting flow patterns which deserve further study.
Visualization of the internal flow in a porous medium has been
accomplished by Hanratty and co-workers (21,23). Jolls and Han-
ratty (23) examined the pathlines of flow through a packed bed of
plexiglas spheres using dye injection into a fluid with a refrac-
tive index closely matching that of the plexiglas. They found
that transition to unsteady flow occurred between Reynolds
numbers of 110 and 150, where the Reynolds number was based on
macroscopic filter velocity and sphere diameter. Using the
porosity of 0.41 cited, this equates to bed Reynolds numbers of
268 and 366 for this study. In addition, the gradual transition
to unsteady flow observed did not yield any discontinuity in mass
transfer, consistent with the smooth behavior of the traditional
friction factor-Reynolds number plot.

In a second study by Wegner, Karabelas, and Hanratty (21)

detailed visualization of the flow on a sphere in a geometry
identical to the above was performed. At a bed Reynolds Number
200, characterized by steady flow, nine distinct regions of re-
versed flow were observed on the surface of a test sphere, which
the authors referred to as "separation bubbles". At a bed Rey-
nolds number of 488, the flow was unsteady as evidenced by path-
line movement in time, and the same regions of reversed flow were
found, but were larger. The authors referred to the unsteady
flow at this Reynolds number as "turbulent".

In addition to these findings, several authors (6) have

placed the transition to "turbulent flow" between macroscopic
Reynolds numbers of 150 and 300, again based on filter velocity.
However, the use of the term turbulent appears inappropriate in-
sofar as some authors, according to Bear (6), simply interpret
this as unsteady flow, which could still be laminar in nature;
whereas others consider it to mean fully turbulent flow in the
classical sense. As a result, there is little consensus as to
what the distinct flow regimes and associated critical Reynolds
numbers are for flow beyond the Darcy range. Moreover, several
candidate mechanisms have been proposed to govern these transi-
tions. These include non-uniformity of pore size distribution,
internal surface roughness, mixing of intersecting stream tubes,
and separation of the microscopic flow field from the internal
local geometry.

Analytical approaches to flow in porous media take essen-

tially three different approaches. One approach is the method of
geometric modelling in which one postulates a geometry resembling
the structure of the porous media, yet is simple enough to allow
the governing differential equations to be solved. Such a model,
the "straight- capillary" model, has been used by Kozeny (24) and
208

modified by Carmen (3) to obtain expressions for the permeability

of porous media. A minor variation of the model is the skewed
capillary model. A review of the above "capillaric" models has
been given in Refs. 2 and 7.

Brenner (25) has proposed a model made up of an infinite ar-

ray of unit cells having boundaries of arbitrary shape and con-
taining one or more particles of arbitrary shape. To make the
flow amenable to analysis, it is required that the boundary of
the unit cell be a fluid surface. Since a porous medium is gen-
erally not a well ordered structure, the idea of using statisti-
cal models is appealing, and a number of attempts have been made
in this area (26,27,28). Both Beran (27) and Scheidegger (28)
feel that this approach will ultimately prove the most fruitful.

A third approach is the development of the correct averaged

forms of the governing differential equations (6,7,29-32). These
resulting equations should be valid for any porous media geometry
and any statistical model should be in accord with these equa-
tions.

All of the three methods lead to unspecified parameters

which must be determined experimentally.

3. THE FLOW REGIMES OF POROUS MEDIA

Four different flow regimes of fluids flowing in porous

media have been identified by interstitial velocity measurements
and flow visualization experiments. The regimes are the Darcy or
creeping flow regime, the inertial flow regime, the unsteady lam-
inar flow regime, thE' highly unsteady and the chaotic flow re-
gime. The porous media studied consisted of spheres in a hexago-
nal close packing and rods in a complex three dimensional
geometry. The Reynolds number based on average pore size or par-
ticle size and average pore velocity was varied from 0.16 to 700.

3.1 The Experiments

Flow visualization was performed throughout the four flow

regimes and three dimensional interstitial velocity profiles were
measured to determine the details of each flow regime. The velo-
city measurements were made using laser anemometry and were per-
formed on porous media consisting of spheres in a close hexagonal
packing and cylindrical rods in a complex geometrical structure.

A cross section of the packed bed of spheres is shown in

Fig. 3.1. This porous medium consisted of 1.27 cm (1/2 inch)
plexiglas spheres in a hexagonal close packing. Each layer of
spheres was identical to the one twice removed from it. In all,
 209
PLEXIGL ASS SPHERES

PL EXIGL ASS STRIPS

Fig. 3.1 Cross sec:ion of porous medium packed bed of spheres

and locat10n of axial velocity measurements.

four hundred and eighty-five spheres were used, eight layers of

thirty-seven spheres and seven layers of twenty-seven spheres.
Plexiglas strips along the wall of the pipe test section held the
spheres in a hexagonal close packing arrangement without the use
of glue, which was optically desirable. Additional experimental
details can be found in Refs. 33-35. The void fraction of ths
porous medium was 0.394 and the permeability, k, as calculated
from Darcy's law was 8.6± 0.9 x 10 4 Darcys.

A model of the rod porous medium is shown in Fig. 3.2. It

was constructed of pyrex glass rods 1.27± 0.04 cm in diameter
and consisted of vertical rods fixed symmetrically in a hexagonal
shape; the space between these rods being filled by horizontal
rods, some perpendicular to the side walls of the test section
and the bulk flow direction and som~ at ± 30° angles to the side
walls of the test section. A total of eighty-eight rods was
used, thirty-three were fixed vertically by two 1.27 cm thick
aluminum plates and the remaining fifty-five filled the void
spaces as shown in Fig. 3.2. Wall effects were eliminated by
cutting the horizontal rods and fitting them along the walls.
Such an arrangement of rods needs no glue. This porous structure
has an inhomogeniety in porosity in the bulk flow direction that
varies from 0.33 to 0.79. The friction factor - Reynolds number
210

Fig. 3.2 Photograph of half-scale model of complex rod structure

porous medium.

plot for this porous medium is shown in Fig. 3.3, along with the
Ergun equation, which correlates to the experimental data to
within the experimental error. Note that the pore length scale
used is the diameter of the constituent rods. See Refs. 36 and
37 for details.

3.1.1 The flow visualization. The flow visualization was done in

the complex three dimensional rod bundle porous medium shown in
Fig. 3.2. The test section was placed in an open loop flow sys-
tem. A dye solution consisting of 5% potassium permanganate by
weight was injected by a variable-flow infusion pump from a 50ml
syringe through microbore tubing to a set of 22 gauge injection
needles. The infusion pump was capable of flow rates between
0.04 and 33 ml/min. The injection needles in turn were inserted
into the top of the test section through gasketed fittings locat-
ed above selected rods. At these locations, glass rods were re-
placed by plexiglas rods with grooves cut down their lengths.
The injection needles were then inserted into these grooves, al-
lowing a minimum disturbance of the surrounding local flow field
during dye injection. By sliding the needles up or down in these
 211

k, ,, PA,Rtl.MEtERS
POROSITY' £ . 0 496
~
SfM
o
o
FLUIO MUlTURE
OIL
w.o.T(R
l E'IIC,TH ROllO 0084 o
,
'HOTE.R +- GLvC.EROL

'!'!;' "-
~ I02 "- ,.,
~... , ,
"'
g
~
....
~ '0'
Q

:3'"
,
0

MODIFIED REYNOLOS NUMBER Re- ' ( p~d)( I ~E")

Fig. 3.3 Modified friction factor - Reynolds number plot;

correlation of the data of Rosenstein [36,37] to
equation of Ergun.

grooves, dye illumination was possible throughout a field of in-

terest that avoided entrance and exit regions of the bed. This
field, delineated by a dotted line, is shown in Fig. 3.4, which
is a side view of the rod bundle in the photographic plane. Due
to the relatively small differences in the refractive indices of
water and glass/plexiglas, reasonable resolution of dye streak-
lines was limited to three or four rod diameters away from the
near test section wall. Care was taken to approximately match the
dye injection flow rate to the overall water flow rate so as to
minimize disturbing the internal flow field being visualized.
The ratio of dye-to-water flow rate averaged 10- 4 for most cases.

Streakline patterns were recorded by means of both a 35 mm

Nikon F2 camera and a Canon 1014 Electronic Super 8 move camera.
Further experimental details can be found in Refs. 38 and 39.

3.1.2 The velocity measurements. The laser anemometer used to

make the measurements consisted of a two component three beam po-
larized TSI Inc. system. The application of the laser anemometer
to this study of flow in porous media requires minimal distur-
bance of the incident and scattered light as it transverses in-
side the plexiglas spheres and glass rods and as it crosses the
fluid-solid interfaces. This was accomplished by closely
212

TOP VIEW

SIDE VIEW

, IElD OF INTEREST
CELLS STuDIED IN DETAI L

Fig. 3.4 Diagram of Rod bundle: partial top view shows grooved
injection rods (shaded), side view defines general
field of interest (dashed line), cells studied in
detail (solid line).

matching the index of refraction of the plexiglas spheres and

pyrex glass rods with a mixture of silicone fluids.

The TSI laser anemometer included all the optics necessary

to make two overlapping velocity sample volumes in the intersti-
tial spaces of the porous medium,. Each sample volume had a cross
stream length of 0.165 cm and a width of 0.012 cm (36). In addi-
tion, the system is capable of sensing the direction of the flow
by means of a Bragg cell frequency shifter that is driven by a 40
MHz oscillator. The receiving electronics are designed to deter-
mine if the received signal is above or below 40 MHz, indicating
if the flow direction is plus or minus. The outputs of the two
receivers (one for each velocity component) are sent to a fre-
quency tracker which was specially designed for the two component
system (see Ref. 40).

Each channel of the tracker has a local oscillator which

continually tracks the frequency of the incoming signal, averages
 213

HORIZONTAL ROD
BULK ~O NORMAL TO THE WALLS
FLOW "-
DIRECTION ,
/
l'

Z • .&2
HORIZONTAL ROD
30' TO THE WALLS Z' .50
y

Fig. 3.5 Structure of the cell in complex rod bundle porous

medium.

Fig. 3.6 Cross section of representative measurement cell in

plane Z = 3.00 in. (from bottom of test section)
--- • ---, represents cell boundary; --, represents
cylinders in plane;-- •• --, represents cylinders
in the plane below, and -- --, represents cylinders
in the plane above.
214

the mean frequency of each component of velocity for 1, 10, or

100 seconds and converts the resulting frequency to binary digi-
tal form and displays the result.

The test section of either plexiglas spheres or glass rods

and the mixture of silicone oil was of uniform refractive index.
In addition, the pyrex glass windows in the complex rod structure
were parallel to each other and together perpendicular to the
optical axis of the laser anemometer. The test sections were
oriented so that one of the velocity components measured was
aligned with the direction of the bulk flow and the other in the
vertical plane perpendicular to the bulk flow direction.

The working fluid that matched the index of refraction of

the plexiglas spheres and test section components consisted of a
mixture of 73% by weight Dow Corning 550 fluid (n = 1.4974, v
125 cs at 22°C) and 27% by weight Union Carbide L42 fluid (n
1.4711, v = 400 cs at 22°C). The resulting mixture had the fol-
lowing properties at the operating temperature, 22°C: n = 1.4905,
v = 188 cs, and p = 1.04 g/cm3 •

The working fluid, that matched the index of refraction of

the pyrex rods was a mixture of silicone oils composed of 48.5%
by weight Dow Corning 556 (n = 1.4600, v = 22.5 cs, p = 0.98 g/cm
at 25°C) and 51.5% by weight Dow Corning 550 (n = 1.495, v = 125
cs, p = 1.07 g/cm at 25°C). The working fluid was used at 28.1°C
where the mixture had the same index of refraction of pyrex glass
n = 1.4731 and the following properties: v = 43.3 cs and p
1.03 g/cm3 . The details of the index matching procedure can be
found in Refs. 36 and 37.

The representative cell of the complex porous structure

(Fig. 3.2) in which the velocity measurements were made is shown
in Fig. 3.5 and its location in the porous medium is shown in
Fig. 3.6. The cell sliced in the Z direction is shown in Fig.
3.7. Since the cell is symmetric, only one-half, from Z = 0.5 to
Z 10, is shown. The bulk flow direction is always in the Y
direction.

The two measured velocity components were collected and

analyized using a real time interactive computer system (41,42).
The third component of velocity was calculated using an
analytic-numeric scheme discussed in Ref. 43.

3.2 Darcy Flow Regime

The Darcy or creeping flow regime is dominated by viscous

forces and the exact nature of the velocity profiles is deter-
 215

IlOO
THE wAllS

t-MIZONTAl ROO
_ NORMAL TO THE WALL
DfGRf ASfS IN SlZf

Z '0 ee

lOwER EOGE fF HORIZONTAL

ROO NORMAL TO WALL

Z '0 75
UPP(R EDGE Of HORIZONTAL
ROO :50. TO THE W.c.LLS

111 HORIZONTAL RODS

'~- )0. TO THE WALLS
FULL SIU

Z 'O~
I --
. I
x

Fig. 3.7 Sliced cell.

mined by the local geometry. This flow regime occurs at Re < I

and is illustrated by velocity profiles in both the packed bed of
spheres and the complex rod bundle structure.

Velocity profiles for the packed bed of spheres (Fig. 3.1)

have been made at Re = 0.154. The bulk or axial component was
measured:

1. Across several representative geometric sections of the

porous medium, normal to the gross flow direction.

2. Along a wall region of the bed, axially and radially.

3. In an interstitial space of a unit cell of the geometric

packing.
216

Axial velocity measurements were made in the representative

geometric section of the porous medium in the plane of the third
bead from the bed entrance normal to the flow direction. This
region is shown in Fig. 3.1. An unsmoothed three dimensional
plot of this axial velocity is shown in the plots of Figs. 3.8
and 3.9. Each figure shows a different perspective of the pro-
files. The height of the graph represents the velocity at the X,
Y position. The wall effect is clearly demonstrated. The average
velocity in the region near the wall is twice that at the center
of the porous medium. In addition the fact that the wall effect
is felt more than one sphere diameter from the wall may indicate
cross flows. Further evidence of the wall effect can be seen in
Fig. 3.10 where the axial velocity at the center of the wall re-
gion along the entire length of the porous medium is shown. As
shown in Figs. 3.8 and 3.9 the average axial velocity is about
twice that observed in the enter of the bed. This average value
of the axial velocity persists the entire length of the bed and
changes in response to the local geometry of the spheres. Radjal
measurements of the axial velocity were made in the region shown
in Fig 3.11. These measurements were made along five coplanar
lines spaced 1 mm apart. The resulting velocity scans are shown
in Figs. 3.12-3-.14. The data does suggest a ·'jet like" velocity
in the wall region.

Schwartz and Smith (15) observed similar velocity distribu-

tions in this flow regime by measuring velocity profiles above
porous media packed with particles of various sizes. They found
that for ratios of dt/dp (where dtis the porous medium diameter
and dp is the particle diameter) of less than 30, a peak velocity
near the wall ranged from 30 to 100 percent greater than the
velocity at the center of the porous medium. In particular for
the case of thi& study (Fig. 3.1) adt/dp ratio of 8, they found
that velocity gradients are large and that the peak velocity was
about 100% above that found in the center of the porous medium.
Musser (17,18) using hot wire anemometry also measured velocity
profiles above packed beds of spheres. He found similar peak
velocities near walls, but found them to exist at much higher
dt/d ratios than the 30 value given by Schwartz and Smith (15).
Refe¥ring to Figs. 3.8-3.9, the distance from the wall to the
point where the velocity has reached its minimum value averages
approximately 1.5 sphere diameters. This data would imply that
the velocity "defect" at the wall propogates no more that two
particle diameters in from the wall of the porous medium. This
result is consistent with that of Schwartz and Smith (15), who
found that the velocity remains relatively constant to within two
particle diameters from either wall, where it begins to increase
to its peak velocity.
 217

Fig. 3.8 Perspective view of axial velocity profile of porous

medium shown in Fig. 3.1.

Fig. 3.9 Perspective view of axial velocity profile of porous

medium shown in Fig. 3.1, also see Fig. 3.8.
218

VELOCITY (em".e)

0 . 30

j I! f
0.20

0. 10

o L-~0~~ln~~2n~3~n~4~.0~5~
.0~6~n~~~0~B.~0-9~.0~I*Q~
0 ~1~1.0~12~D~
DISTANCE FROM BED ENTRANCE (em)

Fig. 3.10 Axial velocity for porous medium shown in Fig. 3.1
at the center of the wall region along the entire
length of porous medium.

Fig. 3.11 Region in which radial measurements of axial velocity

were made. Scans are lines along which velocity
measurements were made.
 219

VELOCITY (cmlSe< I SCAN 2

0.30

f
1 fI
0 .20
!
0.10

____-L____ ~ ____ ~ ____ ~ __- - J

OL---~~--~

BED WALL 1.0 2.0 3,0 4 .0 5.0 6 .0

RADIAL DISTANCE FROM WAL L (m m)

Fig. 3.12 Axial veloci ty scan #2, made radial ly in wall region .
See Fig. 3.11.

VELOC I TY Icrn/secl SCAN 3

030

0 .20

0 , 10

SEaWALL 1,0 2.0 3.0 4 .0 50 6 .0

RADIAL DISTANCE FROM WALL 1m m)

Fig. 3.13 Axial veloci ty scan #3, made radial ly in wall region .
See Fig. 3.1l.
22Q

VELOCITY (em/seel SCAN 4

0.30

0.20

0.10

o '--_~~_-----'L. I o
BED WALL 1.0 2.0 3 .0 4 .0 5 .0 6 .0
RADIAL DISTANCE FROM WALL (mm)

Fig. 3.14 Axial velocity scan #4, made radially in wall region.
See Fig. 3.11.

VELOCITY (em/sec)
0.30

~t::.
t::. ~
'1

0.20 &
~ '"
0

J ~ <0
0 ~
0.10
OVELOCITY MEASUREMENT IN PLANE
OF THIRD ROW OF SPHERES

[). VELOCITY MEASUREMENT IN PLANE OF

ELEVENTH ROW OF SPHERES
'--BED WALL BED WALL-"""" I

o ~~~--~~----~~--~~----~~--~~--__-L____~L-__-LI-L__
0.0 1.0 2.0 3.0 4.0 5.0 6 .0 7.0 B.O
RADI AL DIS TANCE (em)
Fig. 3.15 Comparison of axial velocity profiles in the plane
of third row of spheres from the entrance with those
in the eleventh row of spheres from the entrance.
 221

In this flow regime the velocity profiles, once developed,

remain constant throughout the porous medium. Fig. 3.15 shows a
comparison of axial velocity profiles in the plane of the third
row of spheres from the entrance with those from the plane of the
eleventh row of spheres from the entrance in the geometrically
representative region (Fig. 3.1). To within experimental error
the two sets of measurements are identical. Thus the axial velo-
city profile remains constant from the third row of spheres on.
These results also delineate an upper bound on the entrance re-
gion of a porous medium of this type. The entrance region being
defined as the distance from the beginning of the porous medium
to that place at which the flow becomes a constant flow. For
this case it appears to be three particle diameters.

Velocity measurements made with a unit cell of a cluster of

spheres halfway down the porous medium indicate approximately the
same interstitial velocity at all points in the cell. This was
anticipated from the profiles shown in Figs. 3.8 and 3.9.

Similar results were found for the complex rod bundle struc-
ture shown in Fig. 3.2.

Figure 3.16 shows the velocity component, Uy , in the bulk

flow direction for Re; 0.8. Each of the plots in Fig. 3.16
corresponds to a horizontal "slice" of the representative cell at
constant Z-coordinate. (Also see Fig. 3.7.)

Even at this Reynolds number a comparison of the velocity

profiles shows the presence of boundary layers in the most narrow
"pass" of the cell. In between these boundary layers, the velo-
city profile is almost flat (see Fig. 3.16a). With the increas-
ing influence of a new horizontal rod (see Fig. 3.16c), the velo-
city profile changes completely and gets redeveloped according to
the geometry at Z ; 0.8 and Z ; 0.64. The flow at this Re number
is very sensitive to the continuously changing boundary condi-
tions along the Y coordinate. No evidence of separation can be
seen.

Figure 3.17 shows the vertical component of velocity, UZ ' in

the Z direction. The positive and negative areas of the velocity
profiles can be distinguished. An interesting feature at
Re = 0.8 can be seen by comparing some of the plots from Figures
3.16 and 3.17.

In Fig. 3.17, the vertical component of velocity of the op-

posite sign does not correspond to a change of sign in the hor-
izontal flow direction. Such a flow corresponds to mixing taking
place inside the porous medium.
222
Re • 08 R. ' 0 .8

~
~
I
Z ' LO
I
<<I ) :~Z'1.0
I I
I I
I I
I I
I I : I I I
I ; I

:~
I
:
I: ~ I
I Z'0 .8
:~
I
\:
I
,
I
IZ'
I
,
0 .8

I I (11) I ,
I I' I I
I I I I
I I I I
I I I
I I ' ,

~:
I

:~I\
I I
I
I Z . 064
I
.
'~"O"
I (t:)

3.16 3.17

Fig. 3.16 Velocity component in bulk flow direction UY' Re = 0.8

Fig. 3.17 Velocity component in vertical direction UZ ' Re - 0.8

For Re = 0.8, the flow is an almost viscous mixing of two

flows; one of them is directed upwards, the other downwards, but
both having positive velocity in the bulk flow direction.

The velocity distribution at Re = 0.8 in the bulk flow

direction (see Fig. 3.16) displays some flatness in the region of
the most contraction. This distribution is different from the
one at higher Reynolds numbers where viscous forces are not
strong enough to resist the formation of the "jet like" flow.

3.3 The Inertial Flow Regime - A Steady Non-Linear Laminar Flow

Regime

This flow regime initiates at a Reynolds number between 1

and 10. At a Re - 1, boundary layers begin to develop near the
solid boundaries of the pores. As the Reynolds number is further
increased the boundary layers become more pronounced and an
 223

"inertial core" appears. This core flow enlarges in size and its
influence becomes more and more significant in the overall flow
picture. The developing of these core flows outside the boundary
layers is the reason for the non-linear relationship between
pressure drop and flow rate.

These features can be seen from the velocity measurements in

the complex rod bundle structure porous medium. Profiles for
the three velocity components in the unit cell for Reynolds
number 7 are shown in Figs. 3.18-3.20. Even though the velocity
profiles are somewhat similar for Re = 0.8 and Re = 7.0 (see
Figs. 3.16 and 3.18; 3.17 and 3.19), the behavior of the flow
field is different.

At- Re = 7 the boundary layers are steeper and there is evi-

dence of a core like flow. While the Reynolds numbers (Figs.
3.16 and 3.18) differ by a factor of nine, the local velocities
differ by a greater factor. Thus more flow takes place in the
bulk flow direction at Re = 7 than at Re = 0.8.

Re J 7
Re ; 7

~
:
Z'0. 88
. ( )
:~Z'0.88
I I I I
I I I
I I I
I I I I I
I I
I
I
IZ ' 0 .76 I Z. 0 .76
I. I
I (b)
I
I I
I
I
I I
I I
I I I I I

i~: ~
I ~
I I
iZ ' 0 .67 I I IZ ' 0 .67
I I I I
, (c) I

3.18 3.19

Fig. 3.18 Velocity component in bulk flow direction Uy ' Re = 7.0

Fig. 3.19 Velocity component in vertical direction UZ ' Re = 7.0

224

Roe • 7 Re " 28

:~l'096
I I
I
I I I
I I I

I~I:
I
I
I I I
I z, 0 76
I . Iz· 0 81
I I (b) I I
I
I I I

I I
I I
I
I I I I I
I I
:I:

~
I I I
I I I
I I :Z'O 67
~I
,~,.,,,
I (C)

3.20 3.21

Fig. 3.20 Calculated horizontal component of velocity UX' Re 7

Fig. 3.21 "Bulk" flow Uy component at Re = 28

The other two components Uz and IX are useful in order to

complete the general picture of this three-dimensional flow. The
"bulk" component of velocity Uy (Fig. 3.18) is the only component
that is positive everywhere.

The vertical velocity UZ is formed in the same way as the

vertical component of the flow around horizontal cylinders: One
would expect the flow to be of the opposite sign in the lower and
upper parts. This also can be seen in Fig. 3.20 which represents
the calculated transversed horizontal velocity. As in the case
of a single cylinder, the flow displays better memory of the
events (such as change of boundary conditions, mixing, etc.) for
higher Re.

Figure 3.21 shows the velocity component U in the bulk flow

direction for Re = 28. The velocity distribution between boun-
dary layers is no longer flat and corresponds to the increasing
importance of inertial forces. In this "core" area, inertia is
the dominant force whereas in the boundary layers, both the iner-
tia and viscous forces are important.
 225

Figure 3.22 shows the vertical component of velocity U in

the Z direction. The velocity patterns in Fig. 3.22 are slmilar
to those of Figs. 3.17 and 3.19.

The third component, UX' was numerically calculated using

the continuity equation as described in Ref. 43. Figure 3.23
shows the calculated Ux component of the velocity for Re = 28.
The flow in the direction normal to the bulk flow is very sensi-
tive to the change in the boundary conditions. The Ux component
does not display any boundary layer or "core"-type flow. The po-
sitive or negative sign (Fig. 3.23) corresponds to a three-
dimensional flow mixing, positive or negative in the X-direction.

Figure 3.24 shows the velocity component Uy in the bulk flow

direction for three different Re numbers at Z = 0.93. The change
in the Re from 0.8 to 7 produces steeper boundary layers and less
flatness in the velocity of the "core". The Re = 28 displays
even steeper gradients of the velocity outside the boundary
layers. This velocity profile persists until the flow reaches
the horizontal rod located downstream in the Y direction.

Re I 2a

Fig. 3.22 Flow pattern in vertical direction UZ ' Re 28

226

Re '28 Z ' 08 1 Re ' 28 Z ' 0.7 5 Re '28 Z · 0 .5 6

u,
y I
x

o o o

114.2c.m Isec

Fig. 3.23 Calculated component of vector-velocity UX' Re 28

Re • 0 . 8 Z ' 095 Re' 7 Z' 0 92

o o o

1.4 em I sec I 3.6 em I sec I 14 .2 em/sec

Fig. 3.24 Developing of boundary layers and "core" flow for

Re = 0.8, 7 and 28. Bulk flow velocity component Uy
 227

Figure 3.25 shows the vertical component of fluid velocity

for the same Re number as shown in Fig. 3.24. Comparison with
Fig. 3.17 shows that for Re = 0.8 the flow is an almost viscous
mlxlng of two flows--one of them is directed upwards, the other
downwards, but both have positive velocity in the bulk flow
direction. At Re = 28 the mixing is more jet-like in nature with
each of the jets more inertial than viscous.

This steady non-linear laminar flow persists to a Reynolds

number of 150. The flow visualization of this regime can be seen
in Figs. 3.26-3.30, Figs. 3.26-3.28 show an overview of the
porous medium. The flow is always from right to left and I is
the dye injection flow rate in ml/min. Figure 3.26 taken at a
Reynolds number of 45, shows two injection needles in two of the
grooved vertical rods. The slight negative buoyancy of the dye
is apparent in this photograph. At higher Reynolds numbers this
buoyancy effect is not seen as evidenced in Fig. 3.27 which is
for a Reynolds number of 86. Features to note in these two fig-
ures are the well defined streaklines indicative of laminar flow,
and the dispersion of the dye downstream, indicative of the com-
plicated tortuous path an individual fluid particle follows as it
is transported through the porous medium. Figures 3.29 and 3.30
show a sequence of photographs reproduced from Super 8 movie
frames taken of the microscopic celli. (See Fig. 3.4). At Rey-
nolds numbers of 86 and 130 in Figs. 3.29 and 3.30 respectively,
the dye streakline boundaries are smooth and the flow is still
able to conform to local geometry.

Re ' 0 .8 Z' 095 Re·7 Z' 0 . 92 Ro '28Z '0. 91

l_ 4em/sec. 13.6 emf sec 114-2 em Isec

Fig. 3.25 Vertical component of velocity, Uz for Re 0.8, 7 and

28
 N
N
00

Flow {3.26

+--

3.27}

Fig. 3.26 Re=4.5±6, 1= 2 x 0.30 cc/min. Fig. 3.27 Re=86 ±16, I = 2 x 0.30 cc/min.
Fig. 3.28 Re= 14&t6, I = 2 x 1.1 cc/min.
Fig. 3.29 Re=86 ±lO, I 30 cc/min.

{3.28

Flow

+--

3.29}
 {3.30
Flow

+--
3.3l}

Fig. 3.30 Re,.,130 ±10, I 0.30 cc/rnin.

( "'- _ _1
'[ I
Fig. 3.31 Re=190±12, I 2 x 1.1 cc/rnin.
Fig. 3.32 Re=215±18, I 2 xLI cc/rnin.
Fig. 3.33 Re=225tl5, I 2 x 2.2 cc/rnin.

{3.32
now

---
3.33}

N
N

'"
230

The non-linear laminar flow regime varies from a Reynolds

number between 1 and 10 to a Reynolds number about 150. The
transition from the Darcy flow regime to this inertial flow re-
gime is due to the development of boundary layers near Reynolds
number one and the subsequent appearance of an "inertial core",
which assumes more significance as the Reynolds number increases.

The fluid flow in this flow regime can be represented as

flow inside a stream tube bounded by solid boundaries. At the
locations where two such stream tubes (or more) merge, complicat-
ed mixing takes place and the flow starts adjusting itself to the
local geometry. The geometry changes continuously and, in this
sense, the flow never becomes fully developed (even for very low
Reynolds numbe rs).

The nature of the complicated geometry of a porous medium

and the influence of the inertia terms appears to have been
neglected in all previous theoretical models. The fluid flow has
been analyzed as being fully developed. The presence of the mix-
ing process creates a new velocity profile different from a fully
developed one and the adjustment of the flow must show up in any
model of a porous medium until the next mixing takes place.

An important and interesting feature of the flow through the

porous media studied is that there is no change in the flow
structure at a given Reynolds number from pore space to pore
space as one goes downstream. But in any given pore the velocity
profiles are developing (for Re > 1). Hence at any position in
the porous medium the inertial effects are important since the
boundary effects have not penetrated the core flow. This pattern
of flow development repeats itself time and time again in the
pores as one proceeds downstream.

3.4 Unsteady Laminar Flow Regime

This flow regime begins at a Reynolds number about 150 and

persists to a Reynolds number of 300. At Reynolds number 150 ~n~­
tial unsteadiness is seen in the form of slight oscillations of
dye streamers in cells 2 and 3 of the complex rod bundle porous
medium (see Figs. 3.2 and 3.4). As Figs. 3.31 and 3.32 show, the
flows remains laminar throughout the field of interest after the
onset of unsteadiness. By a Reynolds number of 225 (Fig. 3.33),
however, dye streamers are beginning to break up as they exit
cell 1, and the dye exiting the bed is dispersed. Super 8 movies
of this sequence of Reynolds numbers showed that as oscillations
set in, they first appeared in the "pore" or open spaces between
rods, typified by cells 2 and 3, and that at certain Reynolds
numbers between 150 and 250, the oscillations had regular periods
which were measureable. Moreover, all the oscillations in the
 231

bed at a particular Reynolds number had the same period. Beyond

a Reynolds number of 300, though, the unsteadiness ceased to be
regular and took on a random nature instead.

Details of the microscopic flow through cell lover this

Reynolds number range are shown in Figs 3.34-3.36. At a Reynolds
number of 199 in Fig. 3.34 the streakline edges are kinked or
wavy and dye is being flung into the upper yawed rod surface as
opposed to flowing smoothly around it as in Fig. 3.29. This pro-
vides qualitative evidence of the increasing effects of inertia
in the microscopic flow field, as would be expected when the Rey-
nolds number is increased. Figures 3.35 and 3.36 also show a
laminar flow which was unsteady, as seen from the movie se-
quences. Another feature of the flow through this cell is the
crossing of streaklines originating on either side of the
upstream rod and exiting the pore on the opposite side of the
downstream rod. This "mixing" of apparent "stream tubes", as
mentioned previously, has been proposed as a mechanism governing
the transition to turbulence (2), although the flow in Figs.
3.34-3.36 is not turbulent.

Detail movie sequences were made of individual streakline os-

cillations in the unsteady transitional range of Reynolds numbers
between 150 and 250. Two such sets are shown in Figs. 3.37 and
3.38. First, a sequence of prints reproduced from movie frames
separated by 0.112 sec are shown. Taken at a Reynolds number of
161, this sequence corresponds to the onset of initial unsteadi-
ness. A traveling wave of very small amplitude, on the order of
1/20 of a rod diameter, can be seen in the lower pore streakline
(cell 3). A more apparent traveling wave can be seen in the Fig.
3.38 sequence by following a trough in the lower dye streakline
of cell 3. This wave, at a Reynolds number of 173, appears to
have an amplitude of about 1/10 a rod diameter and a period of
0.40± 0.05 sec, which places one complete cycle between Figs.
3.38-4 and 3.38-5. A more accurate method of determining the
period (counting the number of oscillations over a given period
of time while viewing the actual movie film), was used to obtain
a value of 0.41± 0.06 sec.

A second oscillation of the same period is shown in Fig.

3.39. This sequence of four exposures was taken at a Reynolds
number 212 with the 35 mm camera connected to a motor drive fir-
ing five times a second. As this sequence clearly shows, the
period of the oscillation is exactly 0.40 sec within the accuracy
of the motor drive unit which was calibrated to ±.01 sec.
Another striking feature of this wave is the oscillation about
either end of the downstream rod. This implies a traveling wave
with an amplitude that has apparently grown from near zero at the
injection point near the forward boundary of cell 2 to a length
on the order of a full rod diameter as it impinges on the down-
 N
W
N

Fig. 3.34 Re= 199±15, I = 0.59 cc/min. Fig. 3.35 Re=225±15, I 1.1 cc/min.

Fig. 3.36 Re=242±13, I 2.2 cc/min.

 233

Fig. 3.37 Cell 3 streakline oscillation; Reynolds

number = 161±10; Injection rate = 0.59
cc/min.; 3.37-1. T = 0 sec; 3.37-2.
T = 0.11 sec; 3.37-3. T = 0.22 sec;
3.37-4. T = 0.34 sec; 3.37-5. T = 0.45 sec.

3.37-1

3.37-2

3.37-3
234

3.37-4

3.37-5

Fig. 3.38 Cell 3 streakline oscillation; Reynolds number

173±9; Injection rate = 2.2 cc/min.
3.38-1. T 0 sec.; 3.38-2. T = 0.11 sec.;
3.38-3. T 0.22 sec.; 3.38-4 T = 0.34 sec.;
3.38-5. T 0.45 sec.

3.38-1
 235

3.38-2

3.38-3

3.38-4

3.38-5
 N
I.;.J
0\

Fig. 3.39 Cell 2 wake oscillation; Reynolds number = 212 ± 12;

Injection rate = 1.1 cc/min. 3.39-1. T = 0 sec.;
3.39-2. T 0.20 sec.; 3.39-3. T = 0.40 sec.;
.3...3..9-4. T = 0.60 sec.

3.39-1
237
238
239
240
Fig. 3.40 Cell 2 streakline oscillation; Reynolds number =
22~15; Injection rate = 2.2 cc/min. 3.40-1.
T = 0 sec.; 3.40-2. T = 0.17 sec.; 3.40-3. T
0.34 sec.; 3.40-4. T = 0;50 sec.; 3.40-5. T
0.67 sec.

3.40-1

3.40-2

3.40-3
 241

3.40-4

3.40-5

Fig. 3.41 Cell 2 vortex shedding; Reynolds number =232 ±8;

Injection rate = 4.4 cc/min. 3.41-1. T = 0 sec.;
3.41-2. T 0.11 sec.; 3.41-3. T 0.22 sec.;
3.41-4. T = 0.34 sec.; 3.41-5. T = 0.45 sec.

3.41-1
242

3.41-2

3.41-3

3.41-4

3.41-5
 N
.p.
w
Fig. 3.42 CellI vortex shedding. 3.42-1 Re 237 ±1l,
I = 0.59 cc/lilin.
244

~
a
......
(.)
(.)

......
......
......

.H

N
I
N

"'"
C'"l
 245

stream rod. Based on the increase in growth rate with increase

in Reynolds number seen in photo sequences of Figs. 3.37-1
3.37-5, 3.38-1 - 3.38-5, and 3.39-1 - 3.39-4, one might expect to
ultimately see actual vortex formation in the pore spaces between
horizontal rods at sufficiently high Reynolds numbers comparable
to the flow about an isolated circular cylinder.

Two final sequences of streakline oscillations, again repro-

duced from movie frames, are shown in Figs. 3.40 and 3.41. Fig-
ures 3.40-1 - 3.40.5 show a traveling wave on the densest dye
streakline in cell 2. One cycle can be seen over approximately
four of the five frames, which are separated by 0.166 sec,
corresponding to a period of 0.55 ± 0.08 sec. Verification by
direct movie viewing yields a period of 0.53 ± 0.06 sec. Note
also that the amplitude at the downstream rod, and thus the
growth rate through this pore, does not seem to be as large as
that of the preceding wave at a Reynolds number of 212.

The second sequence of Figs. 3.41-1 - 3.41-5 at a Reynolds

number of 232 shows a sharp change in the character of the flow.
Instead of a traveling wave, the dye appears to be illuminating
actual vortex formation in the pore space of cell 2. Individual
vortices are evidenced by the sharp reversals of the lower dye
streamer as it enters the pore space. These reversals subse-
quently expand as they are transported downstream. A regular fre-
quency of this shedding was not apparent, either from the photo
sequence or the movie.

Further evidence of the existence of distinct vortices in

the pore spaces of the representative cells is seen in Fig. 3.42.
These two single instant 35 mm exposures, at Reynolds numbers of
237 and 305, clearly show individual vortices being shed into the
pores of cells 2 and 3. Again, characteristic frequencies proved
too difficult to obtain with the visualization techniques used.

The existence of vortex formation in the pore spaces strong-

ly suggests that a laminar, wake instability may be responsible
for the transition from laminar, steady flow to highly unsteady,
chaotic flow in this particular rod bundle geometry. This is typ-
ical of flows about bluff bodies. Interestingly, the frequency
of the traveling waves was not a monotonically increasing func-
tion of Reynolds number. This is seen in Figure 3.43 which plots
a dimensionless frequency of laminar oscillation versus bed Rey-
nolds number. Data points were obtained by both viewing movie
sequences and actually counting oscillations in real time obser-
vation of the bed in connection with 35 mm photography. Note the
apparent sharp breaks in the data at Reynolds numbers of about
210 and 255. This would seem to indicate that the flow
throughout the bed as a whole prefers certain critical frequen-
cies. This speculation is reinforced by the fact that oscilla-
246

SYMBOL SOURCE

q
16 0 35mm STILL

~+
0 SUPER B MOVIE
15
~I>
1.4

,.. 1. 3
u
;z
w 1. 2
:>
0
w
a:
..... 1, 1 ,

4= ~
V>
V>
w 1.0
..J

.-f-+~
;Z

+
0 09
u;
;z
w
::;: 0 ,8
is
07
200 210 220 230 240 250 260 270 280 290 300 3 10
pVd
REYNOLDS NUMBER Re' -".
-

Fig. 3.43 Dimensionless frequency of wake oscillation versus

Reynolds number in unsteady flow regime; parameters
based on average pore velocity and rod diameter.

tions at different points in the bed were observed to have the

same frequency at a given Reynolds number. These characteristic
critical frequencies, in turn, may correspond to laminar insta-
bilities having the largest growth rates which allow a small per-
turbation to amplify in preference to disturbances at other fre-
quencies. In order to verify this, a determination of the param-
eters of the cylinder wakes, including wake width and velocity,
will be necessary.

3.5 The Unsteady and Chaotic Flow Regime

A highly unsteady and chaotic flow regime exists for Rey-

nolds numbers greater than 300. The flow visualization results
for the complex rod bundle porous medium clearly show this re-
gime. As seen in Fig. 3.44, at a Reynolds number of 305, the dye
streaklines are breaking up and dye is dispersed even in cell 1.
This photo, along with Fig. 3.45, portrays a highly unsteady,
chaotic flow that is not laminar, but rather is reminiscent of
the turbulent mixing of dye first seen by Reynolds in his classic
pipe transition experiment and visualized by many other research-
ers over the years.

The microscopic flow through cell 1 indicates a similar type

of flow. Figures 3.46 and 3.47 at Reynolds numbers of 449 and
622, show a highly unsteady, chaotic flow that exhibits the dye
 0.44

3.45}

Fig. 3.44 Re=305±13, I 2 x 4.4 cc/min. Fig. 3.45 Re=514±22, I 2 x 8.6 cc/min.

Fig. 3.46 Re=44~±24, I 4.4 cc/min. Fig. 3.47 Re=622±30, I 8.6 cc/min.

{3.46

3.47}
N
-I'-
-..J
248
dispersion characteristic of classic turbulent flow. At best,
these photos provide qualitative evidence of the existence of
true turbulent flow in a porous medium, although quantitative,
time-dependent measurements will be required to verify this.

4. FLUID MECHANIC IMPLICATIONS OF EXPERIMENTS

The above results can be used to aid in the modelling of

porous media flows and to improve the understanding of heat and
mass transport in porous media. As an illustration of this, con-
sider the following: 1. The modelling of the inertial flow re-
gime and the tansition from the Dracy to the inertial flow re-
gime, and 2. The difference in the internal heat transfer coef-
ficient of a porous medium in the Darcy and the inertial flow re-
gimes.

4.1 Modelling the Inertial Flow Regime

The behavior of the flow in the Reynolds number range 1-28,

appeared to be a "developing" laminar flow: The momentum defect
due to the solid boundaries did not penetrate to the center of
the flow pores.. A calculation of the pressure drop through a
typical pore structure would thus proceed as a calculation for an
entrance flow where the intertial terms are important - even in
the laminar flow region (for a pipe). The pressure drop per unit
length would be higher than for a fully developed flow. What is
needed at this point is an idea of how long the "entrance length"
is compared to the total length. Two additional experimental ob-
servations help to clarify this length scale.

1. The friction factor behavior of the porous medium is

identical to that of other porous media.

2. For the Reynolds number range studied the flow pattern

after the first three "unit cells" from the entrance, are identi-
cal within experimental error. Thus, on a macroscopic scale, the
flow is a developing one in that the wall effects do not
penetrate to the core of the pores.

The porous medium can be modelled in the Re number range of

the study as a series of geometric sections each with the identi-
cal entrance flow and within each the flow is developing. In the
porous medium of this study "length of a section" is well de-
fined, being the downstream length of a unit cell. Denote this
length 2. Since the porous medium behaves on a macroscopic scale
the same as other porous media, it is reasonable to assume that
the concept of a section length, 2, would be valid for any porous
medium. Further, the friction factor should be a function of the
Reynolds number (based on a pore diameter d) and the ratio 2/d.
 249

,('
f = f (Re, d)' (4.1)

In most porous media ~/d would be of order one.

To get a feel for how a system like this should behave quan-
titatively, we performed a calculation of the friction factor as
a function of Reynolds number for pipe sections of ~/d - 1. The
result of the calculation was

f =~
Re
+ B, (4.2)

where A and B are function of ~ /d. The pressure drop in the

porous media is then n times the pressure drop for one section if
the bed is n sections long. The shape of the friction factor
curve should then mimic the curve of one section. The computed
friction factor curve matched the measured data for a ~/d value
of 1.1, as is shown in Fig. 4.1.

/ADJUSTED VALUE OF 1jJ : oV' 64 FOR Re "

_ .- ERGUN EOUATION { 19521

- EXPERIMENTAL DATA

d Il
~----2 . 0

:;:~::3:::::::===
":: 1. 2
1.1
~~:::::=1.0
.9

DARCY' 5 LAW .5

10 ' 10 2
pVd
REYNOLDS NUMBER Re ' T

Fig. 4.1 Adjusted friction factor - Reynolds number plot;

Rosenstein results [36]; experimental, analytical,
correlation with Ergun equation.
250

--
I I I
S'~OERS i.'J5 ;'./

10
-== - . rrrt=!
:~
>~ -l IGANSON

, ;"'-:--E~ ~
~ . ,~
,
>1 I,
:1 I .;~r
'I
I .e°1" -
1
c--- '--'--
.r-r-
'0 '" '-" -~

r - KAR AND f-~

I~ ,
f-- DYBBS ~ ~ 7) _ " V
. -~--rH ~ ,~ I~
H-4
I II '}
'.." III
I . ~ ;r. I f- LU
I - - r- -t '" :!.!Lf:tt -- ~ - l-
I -~-~ I
1'71 I
1------'- - 1-
-
I? I II I I I I!I I
";'1 II II I I II

. 10 2
10 10

md p
Re
"
Fig. 4.2 Internal heat coefficients for various porous media
after Kunii [44].

4.2 The Internal Heat Transfer Coefficient in the Darcy and

Inertial Flow Regime.

The experiments indicate a difference between the fluid

mechanics in the Darcy and intertial flow regimes. One would ex-
pect this difference reflected in the heat and mass transport in
porous media. Figure 4 . 2 shows a compilation of the internal
heat transfer coefficient data for many different porous media.
At a Reynolds number between 1 and 10 the Nusselt vs Reynolds
number correlation changes. In the Darcy regime the power of the
Reynolds numbers is - 1.36, in the inertial flow regime it is
- 1 . 0. It is interesting to note that between Reynolds numbers
150 and 400 there appears to be another change in the correla-
tion , perhaps corresponding to the unsteady laminar flow regime.
 251

The above two examples are illustrative of the manner in

which the fluid mechanics results reported in this review paper
can be used.

5. CONCLUSIONS

This paper has presented the results of experiments that in-

dicate some new and interesting phenomena about flow in porous
media. In particular four flow regimes have been indentified.
These are: 1) The Darcy or creeping flow regime where the flow
is dominated by viscous forces and the exact nature of the velo-
city distribution is determined by local geometry. This type of
flow occurs at Re < 1. At Re 1, boundary layers begin to
develop near the solid boundaries of the pores. 2) The inertial
flow regime. This initiates at Re between 1 and 10 where the
boundary layers become more pronounced and an "inertial core" ap-
pears. The developing of these "core" flows outside the boundary
layers is the reason for the non-linear relationship between
pressure drop and flow rate. As the Re increases, the core
flows enlarge in size and their influence becomes more and more
significant on the overall flow picture. This steady non-linear
laminar flow regime persists to a Re - 150. 3) An unsteady lam-
inar flow regime in the Reynolds number range of 150 to 300. At
a Re - 150, the first evidence of unsteady flow is observed in
the form of laminar wake oscillations in the pores. These oscil-
lations take the form of traveling waves characterized by dis-
tinct periods, amplitudes and growth rates. In this flow regime,
these oscillations exhibit preferred frequencies that seem to
correspond to specific growth rates. Vortices form at Re -250
and persist to Re - 300. 4) A highly unsteady and chaotic flow
regime for Re > 350, qualitatively resembling turbulent flow.

These results indicate some areas of future study. The de-

tailed nature of the unsteady flow regime needs to be measured,
using laser anemometry, in particular the oscillation frequency
as a function of Reynolds number. Pressure distributions in each
of the flow regimes should be computed along streamlines using
the detailed velocity measurements. Finally the relationship
between the velocity profiles and transport behavior has to be
elucidated.

ACKNOWLEDGMENTS

The authors acknowledge the useful discussions on transition

flows with Prof. Eli Reshotko. In addition, the partial finan-
cial support of this work by the National Science Foundation
Fluid Dynamics Program Grant HCME79-13389 is gratefully appreci-
ated.
252

REFERENCES

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Paris, Victor Dallmont, (1856).
2. Scheidegger, A.E., The Physics of Flow Through Porous Media.
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3. Carmen, P.C., Flow of Gases Through Porous Media. New
York, Academic Press, (1956).
4. Collins, R.E., Flow of Fluids Through Porous Materials.
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5. Irmay, S. Ed., Physical Principles of Water Percolation and
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6. Bear, J., Dynamics of Fluids in Porous Media. New York,
American Elsevier Co., (1972).
7. Dullien, F.A.L., Porous Media Fluid Transport and Pore
Structure. Academic Press, New York, N.Y., (1979).
8. Jakob, M., Heat Transfer Vol. 2, John Wiley Sons, New York,
New York, 394, (1957).
9. Barker, J.J., Heat Transfer in Packed Beds. Ind. and Eng.
Chemistry, 57:43, (1965).
10. Kunii, D., and Suzuki, Particle-to-Fluid Heat and Mass
Transfer in Packed Beds of Fin~ Particles., Int. J. Heat
Mass Transfer, 10;845, (1967).
11. Nelson, P.A. and Galloway, T.R., Particle-to-Fluid Heat and
Mass Transfer in Dense Systems of Fine Particles.,Chem.
Engr. Sci., 30:1, (1975).
12. Curry, D.M., and Cox, J.E., The Effect of the Porous Materi-
al Characteristics on the Internal Heat and Mass Transfer.
ASME Paper 73-HT-49.
13. Ergun, S., Fluid Flow Through Packed Columns. Chem. Eng.
Progress, 89.48, (1952).
14. Macdonald, I.F., EI-Sayed, M.S., Dullien, F.A.L., Flow
Through Porous Media - The Ergun Equation Revisited. Ind.
Eng. Chem., Fundamentals, 18.3. (1979).
15. Schwartz, C.E., and Smith, J.M., Flow Distribution in Packed
Beds. Ind. and Eng. Chem., 75:1209, (1953).
16. Rhoades, R.G., Flow of Air in Beds of Spheres; A Statistical
and Theoretical Approach. Ph.D. Thesis Rensselaer Polytech-
nic Institute, (1963).
17. Murphy, D., Experimental Study of Low Speed Momentum
Transfer in Packed Beds. Ph.D. Thesis, Case Western Reserve
University, (1967).
18. Musser, W.N., The Design of Inlet J)istributors for Large-
Scale Chromatographic Columns. M.S. Thesis, Case Western
Reserve University, (1968).
19. Musser, W.N., Low Dispersion Columns for Large Scale Chroma-
tographic Separations. Ph.D. Thesis, Case Western Reserve
University, (1971).
 253

20. Irmay, S .. The Mechanism of Filtration of Non-Colloidal

Fines in Porous Media. Symposium on the Fundamentals of
Transport Phenomena in Porous Media, Haifa, Israel, (1969).
21. Wegner, T.H., Karabelas, A.J., and Hanratty, T.J., Visual
Studies of Flow in a Regular Array of Spheres. Chem· Engr.
Science. 2659, (1971).
22. Jolls, K.R., and Hanratty, T.J., Use of Electro-Chemical
Techniques to Study Mass Transfer Rates and Local Skin Fric-
tion to a Sphere in a Dumped Bed. AIChE J., 15.199, (1969).
23. Jolls, K.R., and Hanratty, T.J., Transition to Turbulence
for Flow Through a Dumped Bed of Spheres. Chem. Engr. Sci-
ence, 21;1185, (1966).
24. Kozeny, J., Flow in Porous Media. S.B. Akad, Wiss. Wien,
Abt., IIa.126, (1927).
25. Brenner, H., Rheology of Two Phase Systems. in Vol. 2 Annu-
al Review of Fluid Mechanics ed. Van Dyke et aI, (1970).
26. Aranon, R.H., Statistical Approach to Flow Through Porous
Media. Phys. Fluids, 9;1721, (1966).
27. Beran, M.J., Statistical Continuum Theory, New York, Inter-
science, (1968).
28. Scheidegger, A.E., Statistical Theory of Flow Through Porous
Media Trans. Soc. Rheol., 9;313, (1965).
29. Slattery, J.C., Momentum, Energy. and Mass Transfer Con-
tinua, New York, McGraw Hill Co" (1972).
30. Whitaker, S., Advances in the Theory of Fluid Motion in
Porous Media. Ind. and Eng. Chem., 61.14, (1969).
31. Dybbs, A., and Schweitzer, S" Forced Convection in Saturat-
ed Porous Media. Heat Transfer 1970, U. Grigull and E.
Hane, eds. Elsevier Pub. Co., Amsterdam (1970).
32. Gray, W.G., A Derivation of the Equations for Multi-Phase
Transport. Chem. Engr. Sci. 30, (1975).
33. Johnston, W., Dybbs, A., and Edwards, R.V., Measurements of
Fluid Velocity Inside Porous Media with a Laser Anemometer
Department of Fluid Thermal and Aerospace Sciences, Case
Western Reserve University, Report FTAS/TR-74-98 (1974).
34. Johnston, W., Dybbs, A., and Edwards, R.V., Measurement of
Fluid Velocity Inside Porous media with a Laser Anemometer
Phys. Fluids Case Western Reserve University, 18,7, (1975).
35. Stephenson, D.B., Laser Anemometry Measurements of Fluid
Velocities Inside Porous Media. M.S. Thesis, Case Western
Reserve University, (1976).
36. Rosenstein, N.D., Non-Linear Laminar Flow in a Porous Medi-
um. Ph.D. Dissertation, Department of Mechanical and
Aerospace Engineering, Case Western Reserve University,
(1980).
37. Rosestein, N.D., Dybbs, A., and Edwards, R.V., Porous Medium
Veloity Profiles - Darcy to Inertial. in press.
38. Bilardo, Jr., V.L., The Flow Regimes of Flow in a Porous
Medium. M.S. Thesis, Department of Mechanical and Aerospace
Engineering, Case Western Reserve University, (1982).
254

39. Bilardo, Jr. V.L., Dybbs, A., and Edwards, R.V., Visualiza-
tion of the Flow Regimes in a Porous Medium. in press.
40. Edwards, R.V., Lading, L., and Coffield, F .. Design of a Fre-
quency Tracker for Laser Anemometer Measurement. University
of Missouri, Rolla, (1977).
41. Dybbs, A. and Bradshaw, F., A User Oriented Mini-Computer
System for a Fluid Mechanics Laboratory. Computers and Edu-
cation, Vol. 1, 167-175 (1977).
42. Dybbs, A., and Bradshaw, F., A Microprocessor Based Ring
Network for Experimentation. Advances in Computer
Technology--1980, Vol. 2, ed. A. Seireg, ASME Press,
(1980).
43. Rosenstein, N.D., Dybbs, A., and Edwards, R.V., Data Ac-
quisition and Processing from A Laser Anemometer. in Comput-
ers in Flow Predictions and Fluid Dynamic Experiments, eds.
K.N. Ghis, T.J. Mueller and B.R. Patel, ASME Publications,
New York, New York, (1981).
44. Kunii, D. and Smith, J. M., Heat Transfer Characteristics of
Porous Rocks: II. Thermal Conductivity of Unconsolidated
Particles with Flowing Fluids. AIChE Journal, Vol. 7, 29
(1961).
45. Saunders, O. A. and Smoleniak, S., General Discussion on
Heat Transfer. Section V, Inst. Mech. Eng., 443 (1951).
46. Gamson, B. W.) Thodos, G., and Hougen, O. A., Heat and Mass
and Momentum Transfer in the Flow of Gases Through Granular
Solids. Presented at the AIChE Meeting at Cincinnati, OH,
Nov. 16-17 (1942).
47. Kar, K. K., Internal Heat Transfer Coefficients of Porous
Metals. to be presented at ASME Winter Annual Meeting,
Phoenix, Arizona, Nov. 1982.
 255

SYMBOLS

a constant
A slope of Ergun equation
b constant
B constant in Ergun equation
c constant
d characteristic pore dimension (m)
d particle diameter (m)
P
dt tube diameter (m)
2
Eu Euler number = IIp/(pq )
3
f ~~_E:_
I modified friction number
2 L l-E:
pq
k permeability (Darcy)
1 passage length (m)
L characteristic length of porous medium
n exponent
N frequency of oscillation in Hz
P pressure (kP a )
lip Pressure drop across rod bundle
Pe Peclet number
q macroscopic fluid velocity (m/sec)
Q volumetric flow rate
Re Reynolds number pqd/)..l
modified Reynolds number =~_l_
Re'
)..l l-E:
Re* modified Reynolds number
S Strouhal number
t time in seconds
T temperature in °c
v average pore velocity (m/sec)
v velocity (m/sec)
x co-ordinate directions (m)
 256

y co-ordinate directions (m)

z co-ordinate directions (m)

Greek symbols

E porosity = void volume/total volume of rod bundle

n index of refraction
~ absolute fluid viscosity (kg/m-sec)
v kinematic viscosity (m 2 /sec)
p fluid density (kg/m3 )
~ friction factor
~* modified friction factor
T dimensionless time or time constant
t passage length or length of section
 257

INFILTRATION IN UNSATURATED SOILS

M. Vauclin

ABSTRACT 259
INTRODUCTION 259
A. THE PHYSICS OF INFILTRATION 260
A.l. One-Phase Flow Approach 260
A.l.l. General Flow Equation 260
A.l.2. Quasi-Analytical Solutions
of Infiltration 264
1. Philip's Solutions 264
2. Parlange's Solutions 266
3. Flux-Concentration
Relations 268
A.l.3. Numerical Solutions 272
1. 0-based Equation 272
2. h-based Equation 272
3. U-based Equation 273
A.2. Extension to Swelling Soils 276
A.3. Two-Phase Flow Approach 277
A.3.l. Continuity Equations for
Each Phase 278
A.3.2. Flow Equations for Each
Phase 278
A.3.3. Perfect Gas Law for an
Isothermal Process 280
A.3.4. Capillary Equation 280
B. THE LAWS OF INFILTRATION 281
B.l. Introduction 281
B.l.l. General Description of the
Infiltration Process 281
B.l.2. Soil Infiltrability 283
258

B.2. Infiltration Equations 283

B.2.1. Empirical Laws of Infiltration 283
1. Kostiakov's Equation 284
2. Horton's Equation 285
3. Holtan's Equation 285
B.2.2. Physically-Based Laws of
Infiltration 286
1. Green-Ampt Equation 286
2. Philip's Equation 288
3. Green-Ampt versus
Philip's Equation 289
B.2.3. Conclusions 290
C. SPATIAL VARIABILITY OF INFILTRATION 290
C.1. Introduction 290
C.2. Spatial variability studies 291
C.2.1. In-Situ Infiltration Tests 291
C.2.2. Data Analysis 293
1. Distribution Function 293
2. Spatial Structure 294
3. Scaling Theory 298
C.3. How to Cope with Measured Variability
of Infiltration 299
C.3.1. Analytical Techniques 299
C.3.2. Numerical Techniques 301
1. Deterministic Models 301
2. Monte-Carlo Simulations 301
3. Stochastic Approaches 302
CLOSING COMMENTS 302
REFERENCES ~3
SYMBOLS 312
 259

INFILTRATION IN UNSATURATED SOILS

Michel Vauclin
Chercheur CNRS
Institut de Mecanique de Grenoble
B.P. 53 X - 38041 GRENOBLE CEDEX - FRANCE

ABSTRACT

The physics of infiltration based on one and two phase-flow

approaches are discussed. Quasi-analytical and numerical solutions
of infiltration equations are reviewed and illustrated by several
examples. An emphasis is put on field infiltration studies in-
cluding statistical and geostatistical data analysis, stochastic
modeling through the scaling theory.

INTRODUCTION

Infiltration is the term commonly applied to the physical

process of water entry into the soil through the surface or through
a shallow hole or pit dug in the soil. It can be caused by rain,
irrigation, liquid waste disposal into the soil, leakage losses
from ditches, and reservoirs. Such process involves the air
displacement by water in the porosity of the soil matrix. Study
of this three-phase system has been of great interest in soil
physics over the last decades. Furthermore, in field situations
and/or catchment hydrology studies, this process is complicated by
boundary conditions of water application and soil characteristics
which both vary in time and space.

We begin by setting out the basic equations describing the

infiltration in unsaturated soils by considering successively one-
phase flow approach (for non-swelling and swelling soils) and two-
phase flow approach. Some illustrative examples are given.
260

We then review some hydrological approaches to the estimation

of infiltration (mainly expressed in terms of law of infiltration)
and attempt to interpret these approaches with this theory.
Finally we examine the problems related to the spatial variability
of the infiltration in field situations. Some of these aspects
are presently well-known, some other need further research.

A - THE PHYSICS OF INFILTRATION

1 - ONE-PHASE FLOW APPROACH

1.1 - General flow equation

By combining the generalized Darcy's law with the continuity

equation, the partial differential equation used to describe
isothermal water movement in soils is:

~~ = V{K(e) • V H} (lA)

where e is the volumetric water content (m 3 /m 3 ), t the time (sec ),

H the hydraulic head (m of water) and K(e)'the hydraulic conduc-
tivity (m/s). Soil air phase is assumed to be at the atmospheric
pressure and water is incompressible.

1.1.1 - Soil-moist~re characteristic curve. For a non swelling

soil the hydraulic head H which represents the energy of soil
water per unit of weight at a given depth z (oriented positively
downward) is defined as:

H = h(e) - z (2A)

by neglecting the osmostic component that arises from the presence

of solutes in the soil water. In Eq. (2A) the water pressure head
h(e) which is variously called moisture, matric or capillary
potential is related to the water content because of capillary and
absorptive interactions between the water and the soil particles.

I t is classically defined by:

h(e) (JA)

where Patm and Pw are the atmospheric pressure and water pressure
respectively. Pw is the water specific weight (kg/m3 ) and g the
gravitational acceleration (m/s 2 ). h(e) takes negative values in
the unsaturated zone and positive values in the saturated zone.
 261

The relation h(G) is strongly hysteretic and is a

characteristic property of a particular soil. Hysteresis can be
important during infiltration into soils in which the initial
water content profile is non-uniform [1]. An example is given in
Fig. 1 for an infiltration experiment in a vertical soil column.

From a theoretical standpoint, hysteresis has been described

by the independent domain theory [2,3,4] and by more satisfying
numerical approaches [5,6,7]. Not too much attention has been
paid on the effect of hysteresis associated with non uniform rain-
fall patterns in field conditions. It should be pointed out that
the relation h(G) may also be affected by rate and duration of
water changes [8,9].

The h(G) relationships are obtained by classical techniques

such as pressure plate, pressure chamber methods or by simultaneous
measurements of pressure head (by tensionmeters) and water content
(by gamma-ray attenuation or neutron scattering). They are also
derived from particle size distribution by statistical analysis
[10] or physicoempirical models [11,12].

1.1.2 - Hydraulic conductivity curve. In Eq. (lA), K(G) is the

isothermal hydraulic conductivity originally introduced by Darcy
for saturated soils and extended to unsaturated soils by Bucking-
ham [13] and Richards [14]. From a theoretical standpoint, K(G)
can be expressed as:

K(G) = k.f-.k
w r (G) (4A)
w
where k is the intrinsic permeability (m 2 ), and kr (G) is the
relative water-permeability which varies from 0 fo' a completely
dry soil to 1 for a fully saturated soil. In Eq. (4A), f w is the
water fluidity defined as:

f
w 1lw

where 1lw is the water viscosity coefficient.

Eq . (4A) shows that the soil conductivity depends on the

soil matrix (k), the moving fluid (f w) and the amount of fluid in
the soil (k r (G».
w
For each particular soil, the relations K(G) are either
predicted by models based on some more or less realistic capillary
assumptions [15,16,17,18,19,20] or experimentally determined in
laboratory [21,22,23,24,25,26,27] as well as in field [28,29,30]
conditions. As an illustrative example, Fig. 2 gives for
262

-!20

-
-
l-
e CI
I» + C2
... C3

-
0 -100 o C4
~ t () C5
I I
I
'V C6

0 I 19 -
G C7
D C8
I
E -80 I J, •
e:, C9
CIO _ _---"
u
I
\ 4\~\~
0
«
LLI -60 ~-+_ _~~~C)
\
\
4 :::1 1
\.,,--
,
~ _.~_ _ _ _ _ _~_ _ _ _ _ __ _
:I:
\
lJJ \
a:: \\ ,
~ - 4 0 1--- -
, ----lI:-\--l.rl',~------+--'~--~
\..............
en \
\
LLI \
a::
Q..
I
I
- 20 1
~ CON-ST-AN T FLUX
.....
« INFIL TRATION
~
O'----~-=--------L:------L------'
0,10 0,20 0,30 0,40

WATER

Fig. 1 - Water pressure head-water content relationships during

a constant flux infiltration experiment. (after
Vachaud-Thony [1]).
 WATER CONTENT ( cm 3 /cm 3 )
OJ '.1 OJ
" --,-

: r{'~': ~;::~:: :I:

.. ~4' ." ,.lI t"V ~J J)~ • .:r., ... .__.___ iIr:ZI
..a... .IIXJ .. M.~?,.-.o::.1(1'JrJ1o -~~~_
=--;L.Jd-- ~. .
-_ __ . . -<
c
, ;0
• l>
C
o r
- .., 0
E
u
" 0
o 0
<l z
I.&J c
:I: c
0
I.&J -t
a:: <
:::I
CIl -t
CIl -<
I.&J
a:
no 3
3
a: ......
I.&J Q.
~ " g
<l ~
~

"

Fig. 2 Hydraulic properties of 5 soil-types in N

Senegal (after Hamon [31]). '"w

264

different soils in Senegal [31] the characteristic curves heEl) and

K(e) determined by the internal drainage method [29].

1.2 - Quasi-analytical solutions of infiltration

Introducing the soil water diffusivity [32] defined as:

dh
D(e) = K(e) (5A)
de

into Eq. (lA) gives for one-dimensional vertical flow:

(6A)

Eq. (6A) is only valid if both h(e) and K(e) relationships are
assumed to be unique. Due to the strong non-linearity of Eqs. (lA
and 6A) there exists no general analytical solution. However
quasi-analytical solutions of Eq. (6A) were proposed by several
authors for specific conditions.

1.2.1 - Philip's solutions. A solution of Eq. (6A) was first

obtained by Philip [33] in the case of water infiltration in a
homogeneous semiinfinite medium satisfying the following
concentration-type boundary conditions:

t < 0 z ~ 0
(7A)
t ~ 0 z = 0

where en is initial water content and eo is surface water content.

/2 The Philip's solution takes the form of a power series of

tl :
n=oo
z(G,t) ~ f (e) • t n / 2 (8A)
n
n=l

where the coefficients fn(G) are each solution of ordinary differ-

ential equations and their numerical values depend on the soil
characteristics. The details may be found in the Philip's paper
[33] and a corresponding numerical Fortran code is available from
[34]. Since the series converges only for finite t, the solution
given by Eq. (8A) becomes unreliable as t -+ 00. The time range of
convergence depends upon the soil characteristics and the
initial and boundary conditions as well. As an example, Fig. 3
gives the first four terms of Eq. (8A) as function of water con-
tent for a sandy soil (3a) and a clayed soil (3b). The
 265

60 ~ __________-L__________~

I')
'+-
co
~.,.3'
10 ... N

~O
II>
Q

Fig. 3 - First four terms of the Philip's series as function of

water content for two soils. S is the sorptivity.
266

corresponding water content profiles are given in Fig. 4 for

concentration-type infiltration (Eq 7A).

It should be pointed out that f l (8) is the solution of the

gravity free form of Eq. (6A) (horizontal imbibition). In this
case, the solution is:
1/2
x(8,t) = f l (8).t (9A)

where x is the horizontal coordinate.

During horizontal infiltration into an initially dry soil the

wetting front is usually visible and corresponds to a moving zone
of practically constant moisture. In this case, fl(8) can be
assumed to remain ~onstant and the wetting front advance is
proportional to t l/2 •

The corresponding cumulative volume of water entering through

a unit area of the entry plane (x=O) is given by:

I = fe8 0
x(8,t) d8 = St
1/2
(lOA)
n
where S is called the sorptivity (m s -1/2 ) and it is defined by:
8
S =~ f 0
f (8) d8
1
(llA)
8
n

Note that S depends on initial boundary conditions, as well as soil

characteristics.

1.2.2 - Parlange's solutions. By introducing the relation:

(12A)

Eq. (6A) may be transformed into:

~ + ~ {D(8) • d8} = dK (13A)

dt de dZ de

In a series of papers, Parlange [35,36] has proposed a quasi-

analytical solution of Eq. (13A) with the boundary conditions
given by (7A) as well as with a constant flux-type boundary
conditions:
 8,cm3/cm3 8,cm 3/cm 3
00;2 0;3 10 4 , 0.4 0.5 o 0 0 .1 0.2 ...,0 . 3
.;...(

10 5

2°1 Y : / II
501 d..-n ~ / II

cloy I II I 40
100LJ
E
u
E
u N
~

N
60

150
)1
801 r
sec.
a b
2001 ,
Fig . 4 - Comparison between water content profiles calculated by Philip 's solution
(circles) and obtained by solving the Richards ' equation (solid lines) for N
constant head infiltration . (after Haverkamp et al . [37]). 0'
-...J
268

t < 0 z 8 = 8n
}
~ 0
(14A)
a8
t ~o z = 0 K(8) - 0(8) . az = qo
For instance, the solution of Eq. (13A) subject to (14A) was
found to be:

z(8,t) = I81(t)

8
(15A)
- {K(S)-K(8 )}
n

An example of the time evolution of 81 (t) is given in Fig. 5

for an infiltration into a sandy soil at q = 13.69 cm/h [37].
o
1. 2.3 - Flux-concentration r.e1ations.Philip [38] introduced the
flux-concentration relation F(8*,t) for solving the unsaturated
flow equation (horizontal and vertical infiltration) in both
"linear" (0(8) = constant) and "delta-function" (0(8) assimilated
to a Dirac function) soils, subject to concentration and f1ux-
type boundary conditions. For a one-dimensional vertical flow in
homogeneous and semiinfinite medium F(8*,t) was defined as:

q - K(8n )
F(8*,t) (17A)
qo - K(8n )

where q is the flux at any depth and e* is reduced water content

defined by:
8 - 8
n
8*
8 o - 8n

This relation of which the properties were studied in details

in [38] was used to solve Eq. (6A) for one-dimensional sorption
and infiltration subject to Eq. (7A) by Philip and Knight [39].
General iterative schemes were also given for two- and three-
dimensional sorption.

This approach was applied by White [40] to a horizontal water

absorption carried out in a fine band. Fig. 6 shows the corres-
ponding flux-concentration relations obtained for "linear,"
 269

b
30~---L------------~------~

0.15 1-----,------------,------- +- -

T (h)
I
+ Po rlonge

- - - h.implicil
+
O.IO I-----.-------------.f------ / --

r
+

0.05t---t - -- -- - + - -i ' - - - - I

o~-y~++
0.1 0.2
8.
a
. 0.3
(em 3 , em 3 ,)

Fig. 5 - Comparison between Parlange's solution (crosses) and

numerical solution for constant flux infiltration.
(Sa): Evolution of the water content at the soil
surface with time.
(5b): Water content profiles.
(after Haverkamp et al. [37]).
270

Time (sec)

·
o
951
1860

J
• 1980
• 2208
o 2111
A ·3096

o 0.2 0.' 0.6 0.8 1.0

e

1,0 r--....-~-r--..--'T"-....,..--r---y-----,---r,. <-

" _;:~40
:......'.. ,
.".::~.

./'..::e.
0.8
,. ;.' .
.,:.
~. :,. .
.... . ..
:
~. ~
'
0.6 ' ~

.... :o.~••.
."

-
F
.; ;I •
.
..'" .
0.4
;\.: .
••jr •

.ct •
..-:: "

0,2 ......".~"
;t B
r
V'
o 0.2 0.4 0.6 0.8 1.0
e

Fig. 6a - Flux-concentration relations for constant-concentration

(A) and constant-flux (B) boundary conditions.
 271

0.3

0.2

8.

0.1

o 1.0 2.0
T(10~ m' sec")

0.3 ,..---.,--, - - - , - - , - - - - , ---,

0.2

O'---L--'----.J"-----''-----'_---1
° 0.2 0.4 0.6 0.8 1.0 1.2

X (IO,om' s')

Fig. 6b - Predictions of the time-dependence of the surface water

content (C) and of moisture profile during constant flux
absorption for a IIlinear" soil and fine sand. The re-
duced time T is defined as T = q~t. (by courtesy of L
White [40]) reproduced from SSSAJ Vol 43 (1979) by
permission of the Soil Science Society of America.
272

"delta-function" and real soils with both cqnstant concentratiqn-

and constant flux-conditions as well as the prediction of water
content profiles. The solution for constant-flux infiltration
into vertical systems was also derived [41]. It is clearly showed
that the time-dependence of F(0*,t) can be ignored for most
practical situations.

1.3 - Numerical solutions

A serious limitation of the use of quasi-analytical solutions

for solving practical problems arises from the representativity of
the initial and boundary conditions (7A and l4A). The soil pro-
file is considered to be semiinfinite with an initial uniform
water content, the boundary conditions are constant in time; the
flux at the soil surface cannot exceed the infiltrability - or if
it is the case, the solutions are valid only until ponding occurs,
heterogeneity cannot be easily taken into account. Most of these
conditions are scarcely met in practice. Consequently, numerical
solutions without such restrictions were developed. They mostly
differ in the way of discretization (Finite difference, Finite
element, Perturbation methods, CSMP ••. ) or in the method of
linearization (explicit, implicit, Crank-Nicolson, iterative
procedures). A comprehensive study of these aspects was given by
Vauclin et al. [34], for the infiltration problem in the unsatu-
rated zone. Some peculiar points were also reported in [37, 42,
43]. Let us summarize in this text the main results:

1.3.1- 0-based equation. Eq. (6A) was numerically solved mainly

by using a continuous system simulation language CSMP [44, 45, 46,
47]. For the integration of Eq. (6A), CSMP provides six fixed-
step integration routines and three variable-step integration
methods. The availability of these and other preprogrammed sub-
routines makes this a very simple approach. However Eq. (6A)
cannot be used for stratified profiles because of water content
discontinuities at the interface between two layers of soil,
neither for the case of a saturated zone (ponding infiltration,
recharge of free surface water table, leakage from reservoirs,
etc •.• ) •

1.3.2 - h-based equation. If both saturated and non-saturated

regions in the soil profile are of interest, it is necessary to
consider h instead of 0 as the independent variable. Using the
specific water capacity defined as:

C(h) = d0 (18A)
dh

Eq. (lA) is then transformed into:

 273
Clh
C(h) • --
Clt
= ~ {K(h)'~H} (19A)

In the saturated zone Eq. (19A) becomes Laplace's equation pro-

vided the soil is homogeneous and isotropic.

This equation called Richards' equation has been intensively

used to simulate or to predict the infiltration of water into
soils subject to either concentration (Dirichlet) - or flux
(Neumann) type boundary conditions at the surface for one- two-
or three-dimensional flows into homogeneous or stratified profiles.
Vauclin et al. [34] provided a general survey of the numerical
problems which are involved in solving Eq. (19A).They carried
out a comparative analysis between 40 numerical schemes based on
the finite difference technique for solving the infiltration
equation. The numerical solutions studied in terms of stability,
convergence and computational time were compared to quasi-
analytical (for particular situations) and to experimental
solutions.

As examples, numerical water content profiles are reported in

Fig. 4 and Fig. 5 for comparison with the Philip's solution
(Dirichlet-type boundary conditions) and with the Parlange's
solution (Neumann-type boundary condition). Fig. 7 gives the
comparison between experimental and numerical water content and
hydraulic head profiles for a constant-flux infiltration into a
multi-layered soil. Furthermore, it should be emphasized that
numerical models can provide misleading results: e.g., Fig. 8
gives the comparison between cumulative infiltration obtained
experimentally and calculated by various numerical schemes. Some
numerical solutions can differ as far as 40% of the experimental
values (see Haverkamp and Vauclin [42] for further details).

1.3.3 - U-based equation. In order to overcome stability problems

due to the presence of very high water pressure gradients near
the wetting front during infiltration into a dried soil the
Kirchhoff transformation has also been used [48,49,50]:

U(h) ( 0
K(h) dh (20A)

Eq. (lA) is then written as:

F(U) . dtdU flU - C(U) •

au
dZ
(21A)

C(h)
where: F(U)
K(h)
1 dk(h)
and: G(U)
K(h) dh
 N
-...J
~

HYDR AULIC HEAD (em of woter) WATER CONTENT ( em 3/ em 3 )

-800 -600 -400 -200 o 0 0.10 0.20 030 040

........ 21'1 '

'~ +
.-.-.-.-.-. ~-::- .- .- ·_ ·_ ;· 41\·_ ·_ ·- ·_ ·_ ·_ ·

:;0 I
, • I
''8, -;/
~ ,6h 0

_._._._._.'- _.-1. I eh ~
e I ..
- . - . -.- . ~ . - . - . - . - ==-9h~=-==

100 1 ----+--==-_\
_.-'...._._.-"d - L._._._ e
..
In l!

i ol
z I + 2 h
( em) I •
I • 4

'
~ A 6·
- - -- - -t----/! ..
IJ 9.
e·
I
I

Fig. 7 - Comparison between experimental and numerical hydraulic head

and water content profiles for a constant flux infiltration
into a multi-layered soil. ( a fter Vauclin and Vachaud [127]).
 275

CD
10 0: 0
CD :.:
.....
-lD N
.....
If)
CD
.,.
CD
po..
CD
ai
•
:E
~

0-
.&.
~
....: - ....: - - .a ~

0
0
....I
0
0
....I
0
0
0
0
0
0 ...e +'

-
....I ....I ....I 0
I
• + (;]
* <:)
N
tn <l
I--
...J

J
::::>
tn
UJ <t
a:: * • +

\
I
o

...J
<.(
*• ID +

\
I--
z
L&J

-
\
~
*• +
a:
UJ +
a..

\
x *•
LaJ +
I *• rn- ! - - + N
ci

*.
\rn +

*
.\ +

..
*-.\0 \
--+-

* . • 00+
~

E \
+
0
* \ 8<:)
00

.
* • \G0 ++
I'l....
E
OJ

*
•
~

"~0+
-
I-f
• B....
tt1 0 10

Fig. 8 - Comparison between cumulative infiltration data obtained

experimentally and by different numerical models.
(further details are given in Haverkamp-Vauclin [42]).
276

This equation was used for solving one-dimensional [34,48], two-

dimensional [50,51] infiltration problems as well as for studying
line and trickle source irrigation systems [52,53,54,55]. Vauclin
et al. [34,43] showed that Eq. (21A) is the most appropriate form
of Eq. (lA), in terms of accuracy, stability and convergence of
the numerical solution for solving the one-dimensional
infiltration into unsaturated soils.

2 - EXTENSION TO SWELLING SOILS

Although water movement in unsaturated rigid soils is not a

simple process, the behavior of both water and soil becomes more
complicated if the soil is capable of swelling when wetted. The
resultant movement of soil particles causes both the bulk density
and the moisture content to change.

The theory of water flow in nonswelling soil has provided

the basis for the mathematical description of one-dimensional flow
in soils of which volume depends on the water content.

This theory as proposed by Philip [56] is based on the

following ideas:

i) - Darcy's law applied to flow relative to the mobile

particles:

qr = - K(v) • ~
dz
(22A)

where v is the moisture ratio (volume of water per unit volume of

solid).

ii) the total water potential ~ is defined as:

~ = H+ ~ (23A)

where ~ is the overburden potend.al. It represents the "work

performed per unit weight of wat~r added to realize the required
soil movement against gravity and any external load" (Philip
[56]).

By introducing a material coordinate m (Lagrangian

description) defined by:

dm 1
(24A)
dz 1 + e
where e is the void ratio (volume of void per unit volume of solid)
and by combining the continuity equation with the Darcy's law
(Eq. 22A) Philip [56] derived the following general equation
 277

describing unsteady vertical flow in swelling soils:

dV a { () dV}
at = am Dl v • am (25A)

where Dl(v) and Kl(v) are complex function of moisture ratio

(Philip [56]).

Eq. (25A) is quite similar to Eq. (6A) for non-swelling soils

and the solutions as well. For instance, for a vertical infil-
tration into a semiinfinite homogeneous system of initial uniform
moisture ratio profile subject to concentration-type boundary
conditions, the solution takes the form:

00

m(v, t) l: f (v) t n / 2 (26A)

n
n=l

where f (v) are solutions of ordinary differential equations.

n

More details about that theory can be found in a series of

papers written by Sposito [57,58,59,60,61] and in [62,63] as well.

Smiles [64] analyzed a series of infiltration experiments

into saturated clayed soils with this theory and found that the
infiltration process had more in common with capillary rise than
with infiltration in a rigid soil. Some laboratory experiments
[65,66] have been carried out to study the infiltration of water
into unsaturated swelling soils by using dual-energy gamma
apparatus [67,68] in order to measure simultaneously both water
content and bulk density changes. However, at the present time,
reliable empirical data that can be used to check the theoretical
results are very few (as compared to non-swelling soils at least!).
Although the available data are supportive for the theory, it is
clear that they must be improved by more laboratory and field
experimentations. Furthermore, the theoretical description of
field experiments involves many complications: the swelling curve
e(v) and the overburden potential must be known at every depth in
the soil profile; the specification of the coordinate system in
which the equations are written; the presence of cracks [69,70,
71] which greatly affects the vertical flow of water especially
into initial dry swelling soils. In the last case, the prediction
of the infiltration process may be quite difficult.

3 - TWO-PHASE FLOW APPROACH

The infiltration theory presented above neglects the effects

due to the displacement of air because of large differences in
dynamical viscosity values and because it is assumed that air can
278

move freely to the atmosphere. However in certain situations, air

may not be free to escape (flooding situation, heavy rain, strati-
fied soil profile). For such situations the air pressure ahead of
the wetting front is increased [72,73,74,75] and the infiltration
rate can be significantly reduced.

An example is given, Fig. 9, which presents the water content

profiles during an infiltration experiment described in [76] when
the air is either free to escape from the column or not. The
corresponding cumulative infiltration curves are also reported.

Air effects were also reported in field studies [77,78]. In

these situations the two-phase flow approach should be considered
for treating the water infiltration process. The mathematical
formalism can be briefly summarized as follows:

3.1 - Continuity equations for each phase

ClS Clq
w
n ~=
3t dZ
(27A)
a(p a sa ) a(Paq)
n
at az
subject to the constraint:

Sw + Sa 1 (28A)

where n is the porosity, S is degree of saturation, P is specific

mass, q is volumetric flux. The subscripts wand a refer to water
and air phase respectively.

3.2 - Flow equations for each phase

k
- k . w
r Clp
(azw - P g)
w
llw
(29A)
k
r ap
- k •
fla
a
(az-a - P g)
a

where k r . is the relative permeability of phase i, which is function

of S • p~ is pressure of phase i and fli is viscosity coefficient
of pl'{ase 1 i.
 279
Wale. conlenl (cm 3/cm 3 )
o 0 I 0.2 0.3 0.4 0 0.1 0.2

A
!

10
I 000' -v1-
I!,JL~
I Ij

&~ ~~
- 20 1--~!-'--+__/

~ ~
..,E
'l~ \ O~
./
-- -
'-r'. .

.7
\
\

.
\
4C 40
\ 05"

06

50 \ t- 07
\ \
\

6OL===:.....J
~"1 -- __ :-"L _
LATERAl. AIR FI.J)N AIR CC:WPR£ssrON
6C
Fig. 9a - Water content profiles obtained during a constant head
infiltration with lateral air escape (A) and with air
compression (B). Parameter time (in hours) from the
beginning of the ponding. (after Vachaud et al. [74]) .
./
..,E 15
If)

~
to
.2
"0
~
10
~

~
E
"
(.)

0.5 1.5
Time (h)

Fig. 9b - Cumulative infiltration with lateral air escape (curve 1)

and with air compression (curve 2). The enlargement
given in the lower right-hand corner corresponds to the
initiation of each experiment. (after Vachaud et al.
[74]).
280

3.3 - Perfect gas law for an isothermal process

Pa = Pa RT (30A)

3.4 - Capillary equation

(3lA)

The problem is well defined (7 unknowns and 7 equations)

provided that the initial and boundary conditions are specified
as well as the soil characteristics in terms of krw(Sw), kr (Sw)
and pc(Sw) relations. An example is given in Fig. 10 for t~e soil
of the experiment of which the water content profiles are given
in Fig. 9.

10
9.
Y

'\ ,,
8

. ,:
0 .7 5
, , a

1\-!tO --,
,
k(W , f--_ ...... -t
{_K"C"

\
';: O. 5
¥-
, I " \
I
,,
4
I
\".181 ~{.
\•
0.2 I 0, jlt
~ ,,
" 2 ~

~
~(.. ~,w,o
~, ~;:a
o r----O,25 o~ 0,75, I ..Jl A .! ......
......
o 0.105 0.£10 o 0.1 0.2 0.3 0.4
A B e (em'/em")

Fig. 10 - Relative permeabilities to air kr a and water krw (A) and

conductivities to air Ka and water ~ (B). (after
Vachaud et al. [74]).
 281

More1-Seytoux and co-workers presented a numerical solution

of this set of equations [79] for a flux-condition at the soil
surface and several other simplified analytical solutions [80,81].

However, the problem is probably more difficult than a simple

two fluid movement problem because of the instabilities that occur
during downward displacement of a less-dense by a more-dense fluid.
This aspect was discussed by [82,83] and some criteria of in-
stability were developed by Philip [84] for the "delta-function"
soil.

The use of this two phase flow approach which is common in

petroleum engineering, has probably contributed to reconciliate
the viewpoints between soil physicists, hydrologists and porous-
media physicists.

B - THE LAWS OF INFILTRATION

1 - INTRODUCTION

1.1 - General description of the infiltration process

If the soil surface is sprinkled at a steadily increasing

rate R(t) sooner or later the supply rate will exceed the soil-
limited rate of absorption which has been defined by Hillel [85]
as the infi1trability. This corresponds to the infiltration flux
i(t) resulting when water at atmospheric pressure (h = 0) is
freely available at the soil surface. The infiltration process
can be described as follows:

i) - As long as R(t) < i(t), water infiltrates as fast as it

arrives and the actual rate of infiltration qo(t) is equal to
R(t). The process is called supply- or flux-controlled. In case
of constant supply rate (R(t) = Ro) a uniform moisture profile 8 0
develops such as K(8 0 ) = Ro' Rubin [86] termed this non-ponding
infiltration.

ii) - When R(t) exceeds i(t), the soil-infiltrability

determines the actual infiltration rate (qo(t) = i(t» and thus
the process becomes profile-controlled. The soil surface.becomes
saturated and the excess of water (R(t) - i(t» will accrue over
the surface or run off. Rubin [86] ~ivided this into two compo-
nents: pre-ponding and post-ponding infiltration and called the
instant at which the surface is saturated (under steady supply
flux) the ponding point. Fig. ll-a summarizes the different
features of the infiltration process under a steady supply rate
Ro'
282
\ initially ponded
\ infiltration
\~-------'--
\
\
\
\
o pr~- ponding post - ponding
0"
\
I.&J i nfi\tration infiltration
.....
<l
0::
\
,
z Ro~------~'.-~~~~~~
o
~
<l
0::
..... K - - - - - . - - -
...J o
-----
---------------------------------
lL
Z

o Tp
TIME
Fig. lla - Infiltration rate as function of time under a constant
flux R·.
o

soil
0
0"

w
.....
«
a::
z wet soil
0
.....
«
a::
.....
...J K0
u::
z

TIME

Fig. lIb - Infiltrability as function of time for an initial

ponding condition.
 283

1.2 - Soil infiltrability

Soil infiltrability and its variations with time depend on

the initial moisture content (or pressure head) as well as the
texture, structure and uniformity of the soil profile. Initially
high in the early stages of infiltration (particularly high when
the soil is initially dry), the infiltrability decreases with time
and tends to approach asymptotically a constant rate Kowhich is
called steady state infiltrability (see Fig. II-b). Several
reasons can be invoked to explain this pattern: deterioration of
the soil structure, formation of a dense surface crust, swelling
of clay, entrapment and compression of air and mainly the in-
evitable decrease of water pressure head gradient which occurs as
infiltration proceeds. For a horizontal absorption, the infil-
trability tends to zero (since dH/dx ~ 0). For a vertical infil-
tration, the water flow tends to be governed by gravity (dH/dz ~
- 1). In summary, soil infiltrability depends on the following
factors:

i) - time from the beginning of rain or irrigation.

ii) - initial wetness: the wetter the soil is initially the

lower the infiltrability will be and the faster the steady-state
infiltrability will be reached (Fig. II-b).

iii) - hydraulic conductivity: the higher the saturated

hydraulic conductivity of the soil will be, the higher its
infiltrability will be too.

iv) - surface conditions.

v) - the presence of impeding layers inside the soil profile.

2 - INFILTRATION EQUATIONS

Several equations, some empirical and other physically-based,

have been proposed to describe the infiltration of water as a
function of time, expressed in terms of flux (i(t» or cumulative
infiltration (I(t)) per unit area of soil defined as:

I(t) = It i(t) dt (lB)

o

2.1 - Empirical laws of infiltration

Empirical formulas were historically developed to analyze the

results of infiltrometer tests, and the resulting equations were
applied to describe a rate of infiltration decreasing from an
initial maximum to a final minimum rate.
284

2.1.1 - Kostiakov's equation. Kostiakov [87] proposed the

following equation:
. = at -8
1 (2B)

where a and 8 are two constants to be determined for each situation.

This equation provides an infinite initial rate (as it should
physically be) but implies that i approaches zero as t increases.
It is clearly unrealistic for vertical infiltration.

More recently, Smith [88] proposed the following modified

Kostiakov's equation:

i = i
c
+ a(t-t )-8
0
for t > t
o
OB)

where i c ' to and 8 are parameters unique to a given soil, initial

moisture content and rainfall rate. to was thought as the vertical
asymptote for Eq. (3B) extended as shown in Fig. 12 (curve A).

'.,,~B
.""" ........
z
"-.
o I
t-
«
0:: I
1---
t-
...J Ko
lL
Z
I

TIME
Fig. 12 - Infiltration rate as function of time for various
constant fluxes (curves A), and locus of ponding points
(curve B). (after Smith [88]).
 285

The author also derived the locus of ponding points (t p )

termed as "the infiltration envelope" (curve B in Fig. 12) which
is of great interest in hydrological studies, since that corres-
ponds to the onset of the runoff process. Smith's approach was
verified by numerical solution of Eq. (i9A) for one-dimensional
vertical infiltration.

2.1.2 - Horton's equation. Horton [89] studied outflow

hydro graphs from small plots subjected to natural and artificial
rainfall of high intensity. He derived the following equation:

i = i
c
+ (i 0 - i c ) exp (- kt) (4B)

where i o ' ic and k are three characterizing constants. At t = 0,

the infiltration rate is finite (i = io) and k describes how
quickly i decreases from i to ic (final value of the
infiltration rate). 0

2.1.3 - Holtan's equation. A somewhat more general formula was

proposed by Holtan [90] to describe infiltration (and
redistribution as well):

i = i
c
+ a (W _ I)n (SB)

where i c ' a and n are experimentally determined constants. W-I

represents the hypothetical available soil moisture storage where
I is the cumulative infiltration and W is the soil porosity, above
some impeding layer. The meaning of W for a soil without such a
stratum is not very clear.

It should be pointed out that the U.S. Department of

Agriculture has established values for i c ' a and n for most major
soil types in USA. Furthermore Eq. (SB) is incorporated in the
USDA Hydrograph Laboratory Hydrologic Model [91].

Eqs. (2B), (3B), (4B) and (SB) are straightforward integrable

to calculate the cumulative infiltration, but Eq. (SB) only pro-
vides t as an explicit function of I.

All these more or less empirical formulas present some

important limitations. The parameters have little or no physical
meaning and they cannot be determined or estimated from knowledge
of the soil. They are selected to provide the correct qualitative
shape of the infiltration curve. These models cannot account for
changes in initial and boundary conditions. Most of them con-
sider only a ponding infiltration (which is a poor model for
rainfall pattern) and thus cannot accurately predict the ponding
time.
 286

2.2 - Physically-based laws of infiltration

2.2.1 - Green and Ampt's equation. The basic assumptions of the

Green and Ampt's approach [92] are:

i) - there exists a precisely defined wetting front for which

a water pressure head h f remains constant with time and position.

ii) - behind the wetting front, the soil profile is uniformly

wet with a constant conductivity K (corresponding with natural
. )•
saturat10n s

The application of the Darcy's law between the soil surface

where the water pressure head ho is constant and the wetting front
located at zf' provides the following infiltration rate:

'U
i K (6B)
s

Since an uniform wetted zone between the soil surface and the
wetting front is assumed, the cumulative infiltration should be
equal to:

(7B)

where ~8 is the moisture content increment in the wetted zone.

Deriving Eq. (7B) in time yields:

i = ~~ =M . ::f (8B)

Putting Eq. (6B) into Eq. (8B) and integrating in time gives the
following cumulative infiltration law:

(9B)

The Green and Ampt model has been the subject of considerable
developments in literature because of its simplicity and its
satisfactory performance for a great variety of hydrological
problems. For instance it has been extended to soils of non-
uniform initial moisture content [93,94] to layered soils [95] and
to crust-topped soils [96,97]. It has also been applied to infil-
tration into homogeneous soils from constant rainfall [98,99] as
well as from unsteady rainfall [100,101]. Freyberg et al. [102J
applied the original Green-Ampt model to infiltration under time-
dependent surface water depths (ho(t». Also lumped parameter
forms of the Green-Ampt model has been used to represent the
infiltration component of the rainfall-runoff process on a basin
scale [103,104].
 287

There has also been substantial dis~ussion in the literature

~ver the proper assignment of values to Ks and hf in Eq. (9B).
Ks is often improperly refe~red to as the saturated hydraulic
cond~ctivity Ks' In fact, Ks is expected to be somewhat less
~han Ks ' because of air entrapment. Bouwer [105] suggested
Ks = 0.5 Ks'

For many years, h f in Eq. (9B) has been considered as an

empirical parameter (devoid of any obvious physical meaning) to
be experimentally found. However, Bouwer [105] suggested that h f
be linked to measurable soil characteristics through the
relationship:

hf
I: n
k
r
w
(h) dh (lOB)

where h n is the initial water pressure head.

Recognizing the need for a theoretical justification of

Eq. (lOB), Mein and Farrell [106] reported a tedious attempt to
derive it analytically. A more satisfying intepretation of the
physical nature of h f has been proposed by Morel-Seytoux and
Khanji [107]. By assuming that the air is incompressible and
remains at atmospheric pressure they obtained the following
equation:

(llB)

where hc is capillary pressure head, h cn is initial capillary

pressure head below the wetting front and fw(hc) is the fractional
flow function defined as:
1
fw (h c) = ---=k-=--'-).l- (12B)
r w
1 + _;_a=-_
k
r ').l a
w

In order to evaluate hf by Eq. (llA) the relationships kr (h c ) and

kr (h c ) should be known. However measuring kr (h c ) requi~es an
exfra-work, and so far, there has been no evid~nce in the litera-
ture to indicate that Eq. (llB) leads to a better agreement with
experiment than Eq.(lOB) does, as it has been pointed out by
Neuman [108]. On the contrary, the author derived a theoretical
expression of h f which is identical to that previously suggested
by Bouwer [105]. He also pointed out that Eq. (lOB) would not be
expected to hold at small value of time and he suggested another
definition of hf attributed to J. Y. Parlange:
288

I:
8-8
1 (h) • (1 + _ _ n) dh
-2 k (l3B)
r
w EJ -G
n s n

where ~ is the natural saturated moisture content. Some other

authors s [109,110] have proposed to link hr with the desorption air
bubbling pressure. Note that the use of Eq. (lOB) for predicting
h f needs the a-priori knowledge of the soil hydraulic conductivity
curve.

Philip [102] termed the Green and Ampt model as the "delta-
function" approximation since it corresponds to the non-linear
diffusion description of infiltration into a soil of which the
diffusivity is a Dirac-function. According to Philip, this model
represents a good approximation for one-dimensional, infiltration
(under ponding conditions) into soils which are coarse-textured,
initially dry and without any air entrapment problems.

2.2.2 - Philip's equation. The integration of the continuity

equation corresponding to a vertical infiltration process subject

r
to concentration-type boundary cOLlditicms (Eq. 7A) yields

= {G(z,t) - G }dz =G
.0 z(G,t) dG (14B)
I - K(Gn)t
o n I8n
where K(G )t is the cumulative flux from the profile. From Eq.
(8A), it ¥ollows that:

I (15B)

where S is the sorptivity previously defined CEq. llA).

For relatively short times (time period for which the ratio
between the third and the second term of Eq. (15B) is less than
some arbitrarily small number [112]), Eq. (15B) takes the truncated
form:

I = St l / 2 + At (16B)

where S and A must be thought as two parameters. The corresponding

infiltration rate is:

i = dI =! St- l / 2 +A (17B)
dt 2
Philip [113] noted that Eqs. (16B) and (17B) are not appropriate
for long-time experiment since the infiltrate rate should be:
 289
'U
lim i K (l8B)
s
t -+ 00

'U
And A is not equal to Ks. Although several authors used A =
1/3 ~s' there is no general analytical relationship between A and
Ks [114].

This model has been extensively used to analyze infiltration

experiments carried out on infiltrometers (single and/or double
rings). From a practical standpoint, Smiles an1 Knight [114]
suggested that data should be graphed with It- l 2 as a function of
t l/2 • The two parameters S and A emerge respectively as the
intercept and slope of the line (Eq. l6B). Several examples are
given in the Smiles' paper [114].

As it has previously been noted, the sorptivity is not only

a soil characteristic, but it also depends on initial and boundary
conditions. Talsma [115] has experimentally studied the depend-
ence of S on depth of water over soil during infiltrometer tests,
performed on different soil-types.

2.2.3 - Green-Ampt versus Philip's equations. The Green and Ampt

and Philip infiltration equations have been compared over the
whole. time range from zero to infinity [116,117].

i) - For small time values, Eq. (9B) can be approximated by

the following series expansion:
'U
I {,f K (19B)
s

which can be written as:

(20B)

On the other hand, Eq. (16B) can be approximated by:

12 II S2 t (21B)

Identifying Eqs. (20B) and (21B) yields:

S2 # - 2 ~s (hf-h0 ) ~e (22B)

Thus Eq. (22B) provides an estimation of h f in the Green-Ampt model

since measurements of S and ~s are not too difficult [115]. This
equation is similar to that developed by Philip for taking into
account the effect of water depth ho on sorptivity values.
290
ii) - For long time values, compared with the Green and Ampt
equation, the two-term Philip equation is never more than 15 %
higher [116].

3 - CONCLUSIONS

Only few infiltration equations have been presented.

However, some general conclusions can be drawn:

3.1 - The simple empirical models present some strong limitations:

the parameters are devoid of physical meaning, they cannot account
for changes in initial and boundary conditions.

3.2 - The physically-based models are more appropriate. However

they have been derived for particular cases even if they can be
modified to account for more realistic situations.

3.3 - None of them permit calculation of water content profiles.

3.4 - All these infiltration equations have developed either from

data of limited area, run-off plots or from physical and computer
models where some uniformity of soil properties was implicitly
assumed. In the reality other factors (heterogeneity of soil
characteristics; topographical effects, etc ••• ) tend to complicate
both the empirical and theoretical relationships described above.

3.5 - To overcome these limitations, a more satisfactory approach

could be provided by numerical integration of the non-linear
general flow equation for specified initial and boundary conditions
which can be time-dependent. Many results have been published
about the simulation of the infiltration of water into columns or
slabs of soil, where the soil properties and the boundary con-
ditions were well-known. They generally agree well with experi-
mental data. Some attempts have been made to model in-situ
infiltration process on large surfaces. However the difficulties
arise from the spatial variability and the boundary conditions
as well.

C - SPATIAL VARIABILITY OF INFILTRATION

I - INTRODUCTION

One of the most important drawbacks in infiltration studies

has been the disregard of spatial (and temporal) heterogeneity.
As a matter of fact, most models use soil hydraulic properties
and/or infiltration curves determined or estimated at one site
either in the field (for agricultural purposes) or in the
watershed (for hydrologic studies).
 291

However the spatial variability of some agricultural lands

(from 1 to 10 ha) mainly evaluated in terms of hydraulic properties
[118,119,120,121,122 and many others] implies a large variability
in infiltration behaviour too. Fig. 13 gives the cumulative
infiltration as function of time measured from 17 double-ring
infiltrometers on 1 ha bare plot (Vauclin et al. [132]). Similar
studies [123] could be made on watersheds but it leads to a time-
consuming process. It is one of the reasons why variability in
infiltration at the hydrologic scale has been mainly evaluated in
terms of bulk parameters [124]. The main points of this aspect
are briefly developed below.

2 - SPATIAL VARIABILITY STUDIES

2.1 - In-situ infiltration tests

2.1.1 - General description. Infiltrometers are popular tools of

infiltration determination because they are cheap to manufacture
and easily operated at many locations in field situations. The
aims of the instruments are multiple:

i) - measuring the transient and steady-state infiltrability

of the soil for some initial and specified concentration-type
surface conditions

ii) - studying the relationships between rain intensity and

soil moisture profiles during infiltration for sprinkling
irrigation

iii) - determining the soil hydraulic properties (with or

without impeding layers) by measuring simultaneously the time- and
space-evolutions of water content (neutron probe) and hydraulic
head (tensiometers) both during infiltration and redistribution.

No standardization of the instrument has yet been proposed

and each worker runs his own procedure. However, the general
features can be described as follows:

• An infiltrometer is generally composed of two concentric

rings which are driven into the soil to about 10 cm of depth.
The inner ring diameter goes from few centimeters to several tens
of centimeters. The outer ring should be as large as possible
because its aim is to create a buffer area in order to minimize
the lateral flow component during the infiltration. The cylinders
are 15-20 cm in height.

Note that several workers use single ring or square

infiltrometers.
292

+
E 30
u

Z
0
.....
+ *
:j:
+

j~r
ct
II:
~ 20
iL
~

!-
> +
.....
~
I

<
...J
=>
10 I
:if
=>
S {~ At
0

20 40 60
TIME (min)

Fig. 13 - Cumulative infiltration as function of time measured at

17 locations in 1 ha bare field. The solid curve
represents the mean cumulative infiltration calculated
by the Phi17~'s infiltration equation with S =
9.35 cm.h- l and A = 14.32 cm.h- l . (after Vauclin
et al. [132]).
 293

For case i) a separate constant head device (so-called

Mariotte bottle) supplies water to each ring in such a way that a
constant depth of water (few centimeters) is maintained over the
soil surface. The device is also designed for measuring the
infiltrated volume of water .

. More sophisticated devices have been developed for case ii)

[125,126,127) in order to simulate the rainfall in terms of
intensity, but not necessarily in terms of kinetic energy and
drop effects on the surface .

• For case iii) the experimental site is equipped with a

neutron access tube and a set of tensiometers installed at several
depths.

2.1.2 - Limitations. Although intensive infiltrometer experiments

have been made for many years several problems are involved in the
use of this instrument:

i) - in any infiltration experiment the measured infil-

trability has two components: "true" vertical infiltrability and
lateral seepage which can be minimized by using an outer ring but
not necessarily completely eliminated. Some useful comments about
this point can be found in [128,129).

ii) - the results may also be affected by the ring sizes

themselves as reported by Sisson and Wierenga [130). They showed
that the variance of several measurements of steady-state infil-
tration rates performed on a 40 m2 -plot decreases rapidly with
increasing ring diameter of the infiltrometer. That may be
related to the characteristic scale of heterogeneity.

2.2 - Data analysis

The variability of the infiltration measurements has mainly

been evaluated in terms of bulk parameters describing the law of
infiltration and/or steady-state infiltrability. From a non-
exhaustive survey of literature the following general findings
can be drawn.

2.2.1 - Distribution function. One classical way to express the

variability of any soil parameter is through the coefficient of
variation CV evaluated as the ratio between sample standard
deviation (0) and mean value (~). This implies the identification
of the nature of the distribution function in order to obtain the
best estimate of ~ and o.

Table 1 summarizes some results relative to the S- and A-

parameters of the Philip's infiltration equation and to the steady-
state infiltration rate KO as well. The distribution functions
294
are determined either by visual inspection of the cumulative
frequency distribution [124,130.,133] or by uS,ing statistical tests
such as chi-square [131], Kolmogorov-Sm~rnov, Cramer-Von Mises and
Shapiro [132]. Sharma1s study [124] was performed on'a watershed,
while the other studies were carried out on agricultural fields.

No general conclusions can be drawn about either the nature

of the distribution function or the importance of the variability.

2.2.2 - Spatial structure. The previous analysis implicitly

assumes that all the observations are independent of one another
regardless of their location either in the field or in the
watershed.

Recently, a great emphasis has been placed on the fact that

variations of soil properties are not necessarily completely dis-
ordered in space. This spatial structure, which must be taken
into account in the data-treatment is analyzed by means of the
geostatistical concepts originally developed for mining studies.

For instance, by using autocorrelation functions, Russo and

Bressler [121] showed that their sorptivity measurements (see
table 1) were autocorrelated till more or less 80. m of distance.
Autocorrelation functions were determined and power spectra were
computed by Sisson and Wierenga [130.] as shown in Fig. 14 and a
first-order autoregressive process (with an integral scale of
13.2 cm) was found to adequately describe their infiltration rate
data. On the other hand, Vieira et al. [133] applied semi-
variogram functions to their Ko-values and they found a range
(i.e. the distance over which the observations are independent of
one another) of about 80. m (see Fig. 15). By using the same tools
no spatial structure was found for the data obtained by Vauclin et
al. [132]. Although Sharma et al. [124] did not mention this
aspect semi-variogram functions show that, if the S-values could
be considered as independent of one another, the A-values were
autocorrelated.

This kind of analysis provided useful informations about the

spatial structure of the infiltration parameters determined over
different surface areas. It appears that, for sampling purposes,
the experimental sites should be widely dispersed to avoid diffi-
culties in the data-analysis arising from autocorrelation between
the measurements. If it is not the case, the possible auto-
correlation between the measurements should be taken into account
in their statistical treatment (for instance, the Central limit
theorem does not apply!) and in the spatial interpolations for
mapping purposes. In the latter case, the kriging procedure is
the most appropriate technique as clearly shown by Vieira et al.
[133].
 295
I.U

.0 I~ A

t .6
-r\

it
<:
o
~ .~ -

~t d 1%-
-'
....
0:
0:
8 .2 -
I\.

1
.0
I I

-.2

5 10 15 20 25
LAG ___

Fig. l4a - Autocorrelation function for steady-state infiltration

rates. The solid curve is the estimated first-order
autocorrelation model. (by courtesy of Sisson and
Wierenga [l30]).

0.5 B

~
::>
0::
0.05
.... I·".
. ..'-.-
t-
U

.... .
W
c..
III
0
'0 0
.' 0

0::
w
3:
0 0.005
c..

.95 .10 .15 .20 .25

f (CYCLE S / 2.54 eM)

Fig. l4b - Power spectrum corresponding to the autocorrelation

function given in Fig. l4a. Solid curve is the
theoretical spectrum for first-order autoregressive
model. (further details in [130]).
296

12r------r-----.------.-----~----~

10 .
o
8

h
Y = ~-:------
4 1.207 + 0.105 h

r = 0.858

°0~----~2~0-----~40~----~6=0-----8~0----~100
LAG DISTANCE h (m)

Fig. 15 - Semivariogram function calculated for 1280 measured

values of the steady-state infiltration rate. The
sample variance is 7.77 (mm. h- 1 ) 2. (by courtesy of
Vieira et al. [133]). .
 Number
Parameters toistri bution a CV Surface of
funotions II Methods References
area
measurements

S(cm h- 1/ 2 ) Log-normal 4.95 2.44 0.49

double-ring
A(cm h- 1) Log-normal 1.46 0.88 0.60 infiltrometer
9.6 ha 26 (4)in .45.7 cm Sharma et al
las Log-normal 1.24 1.23 0.99 [ 124)
4>out-76.2 cm)
IaA Log-normal 0.94 0.28 0.31

S(emh- 1/ 2 ) Normal 11.04 0.84 0.076 0.8 ha 30 cylinder Russo and

(4) • 30 cm) Bresler [131)

S(em h- 1/ 2 ) Normal 9.35 3.20 0.34

double-ring
!A(em h- 1 Normal 14.3 3.8 0.26 infiltrometer
1 ha 19 (4)in .. 58 em Vauclin et al
las Normal 1.10 0.72 0.65 [132)
4>out .. 96 cm)
laA Normal 0.98 0.13 0.136
i

IK.o(cm h-1 ) Log-normal 0.27 0.19 0.71 625 single-ring

infiltrometer
(4> .. 5 em)

IK.o(em h-1 ) Log-normal 0.35 0.19 0.56 40 m2 125 (4> .. 25 em) Sisson and
Wierenga [130) i

-1 I
lKo{em h ) Log-normal 0.36 0.08 0.22 25 (4> .. 127 em)

I
. single-ring
ltcoCcmli-:-1l Normal 0.69 0.28 0.40 0.88 ha 1280 infiltrometer Vieira et al
[133)
II
(4) .. 45.7 em)
N
1.0
Table 1: Variability of some soil hydraulic parameters, -...J
298

2.2.3 - Scaling theory. An attractive way to express spatial

variability is through the scaling theory since only one single
physically-based parameter is involved.

Although natural soils usually do not satisfy the similar-

media requirement [134] the theory has been applied in an
approximate form.

Pioneering work of Reichardt et al. [135] showed that

laboratory measured horizontal infiltration could be successfully
scaled and scaling factors were derived from simple infiltration
tests. More recently, Warrick et al. [136], Simmons et al. [137],
Russo and Bressler [138] evaluated scaling factors for the h(G)
and K(G) curves collected from a large number of field-sites.
From our knowledge only two studies [124,132] dealing with scaling
of field-measured infiltration have been reported.

i) - Basic ooncepts

With the concept of similar media (i.e. two porous media are
similar if they differ only in the scale of their internal micro-
scopic geometries) any soil-water property Wi determined at any
location i can be scaled as follows:

(lW,i ·W.=W
1. m
(lC)

where Wm is the scale mean function representing the property W,

aW i the scaling factor associated with Wi and p a constant
exponent depending on the associated scaling rule: p=l for water
pressure head, p=-2 for both hydraulic conductivity and A-
parameter, p=-l for capillary diffusivity and p=-1/2 for sorptivity.
By using this concept, the Philip's infiltration equation (Eq. l6B)
can be written as:

(2C)

Where I * and t * are respectively the scale mean (or reduced)

cumulative infiltration and time defined by:

I *= ex I and (3C)

In Eq. (2C) S and A are respectively the scale mean values of

S and A which can be estimated by the mean values over the field
(by respecting their distribution function).

If the similar-media concept holds, aA or as can be

indifferently used in Eq. (3C) and the relation I*(t*) should be
unique for the whole field.
 299

ii) - Examples of application

Since natural soils do not verify exactly the similar-media

assumptions, only approximations can be obtained.

For instance, the use of a A i calculated as (Ai/A)1/2) in

Eq. (3C) notably reduced the dispersion of the infiltration data
given by Vauc1in et a1. [132] as compared to the original ones
(Fig. 16). However, the coalescence is not perfect. Note that
Sharma et a1. [124] used the harmonic mean between as,i and a A i
for scaling their infiltration measurements. The statistics o~
the scaling factors as and aA are given in table 1. It should be
pointed out that variation in S could be due to spatial varia-
bility in initial water content and variations in inherent soil
properties as well. That may explain the highest coefficient of
variation of as as compared to a A in both studies.

Although the results of these two studies seem to be

promising for scaling field-measured infiltration data, further
work is required to know whether a set of scaling factors thus
obtained could be applied to other soil-water properties such as
water pressure and hydraulic conductivity.

3 - HOW TO COPE WITH MEASURED VARIABILITY OF INFILTRATION

Due to the inherent variability of ~oil hydraulic properties,

a pure deterministic approach (as presented in part A for instance)
is not satisfying for describing the infiltration process over
the whole field or watershed. That implies that a stochastic
description of the parameters governing the water flow processes
should be considered as well as for the initial and boundary
conditions. It is only recently that methods for evaluating such
effects have been developed.

3.1 - Analytical techniques

One possible way is to compute analytically the distribution

of infiltration rate (or cumulative infiltration) over the field
by assuming some prescribed distribution functions of the parame-
ters describing the infiltration process. For instance, Maller
and Sharma [139] calculated the distribution of infiltration rate
(given by Eq. (2C) and ponding time under the assumption of joint
log-normality of the parameters Sand A. Their analytical results
(which are free from sampling errors inherent in simulation) were
presented in terms of probability density function, expected and
standard deviation values.

Warrick and Amoozegar-Fard [140] solved Eqs. (6A) and (7A) in

a form valid for using scaled soil hydraulic properties. As an
example, Fig. 17 gives the moisture profiles during an infiltration
300

1\1
..... o
o
..
-
I I
L:. L:.
E E
+ I<{
U U

+ L() C\J
+ '"
r<)
:::
..4-
r<)
0) ~
t::

.8
J(I) II /I
I(/) I<{ E
.-I
•I-

+:\+
r---------------~-----
++ +
+

+
+
~+ +
~+-------~
oL()

t If
+++ +
+

"_ E
-
u
or<) o
C\l
o o

Fig. 16 - Reduced cumulative infiltration as function of reduced

time corresponding to the raw data given in Fig. 13.
The reduced values are calculated by using uA-scaling
factors. (after Vauclin et al. [132]).
 301

into the Panoche clay loan [118] for 3 values of the scaling factor
a corresponding to 75, 50 and 25 percentile values for a log-
normal distribution.

3.2 - Numerical techniques

3.2.1 - Deterministic models. The effects of measured variability

in soil properties on the water balance components have been
studied [141,142,143] mainly for watersheds by means of simulation
models. In these studies the variability was described through
the scaling theory by assuming a prescribed distribution function
of the scaling factors: normal in [141] and log-normal in [142,
143]. For instance, Sharma and Luxmoore [142] showed that the
partition between the different components of the water budget
(runoff, drainage, evapotranspiration) calculated by the
Terrestrial Ecosystem Hydrology Model [144] is highly dependent
on the extent of variability (expressed by the coefficient of
variation of a) and the a-frequency distribution function as well.

3.2.2 - Monte-Carlo simulations. Monte-Carlo simulations have

also been used to analyze the effects of random distribution of
soil infiltration properties. These studies were carried out
through the scaling theory [140] or directly through an equation
of infiltration [145]. It should be emphasized that most of these
Monte-Carlo simulations were run by implicitly assuming that the
parameters and the imputs were independent of each other, regard-
less of their locations in the domain. In case of spatially-
distributed variables (in the sense of the theory of regionalized
variables [146]) more sophisticated approaches should be used.
s s s
0.5 0 0.5 0 0.5
00
0:=1.23 0:=0.87 0:=0.62

20

1.0

1.0

.z 1.0
1.5

Ii:w
0
1.5
80

2.0
100

Fig. 17 - Moisture profiles during an infiltration into the Panoche

clay loam, calculated by the Philip's solution for 3
values of the scaling factors. (by courtesy of A. W.
Warrick [140)).
302

3.2.3 - Stochastic approaches. These approaches have recently

formed the subject of great developments mainly in mining [147]
and groundwater flow [148,149,150,151] studies. For instance,
Gutjahr et al. [149] solved the stochastic differential equation
describing one-dimensional flow in a statistically homogeneous and
saturated porous medium by using autocovariance functions and
spectral analysis. Smith and Freeze [150] carried out a stochastic
analysis of one-dimensional steady-state groundwater flow through
a bounded domain by using Monte-Carlo simulations in which the
auto correlated hydraulic conductivity values were considered by a
first-order nearest neighbor stochastic process model-Delhomme
[151] proposed a geostatical approach based on the coupling between
"Conditional simulation" and groundwater flow model for charac-
terizing the uncertainty about the transmissivity field of an
aquifer and analyzing its effects on predicted hydraulic head
values. All these studies deal with flow processes described by
a "linear equation" (in that sense that the characteristic
parameters are not function of water pressure head). From our
knowledge, no attempt has yet been made to apply these approaches
to "strongly non linear equations" as they are for the water flow
in unsaturated soils. Nowadays this represents one of the most
challenging problems to be solved in soil physics.

CLOSING COMMENTS

During the last decades, notable improvements were made in

the scientific knowledge of the hydrodynamics of the unsaturated
zone in general, and of the infiltration process in particular.
Existing theory for one-phase infiltration into rigid soils was
extended to swelling soils and applied to two-phase infiltration,
flows involving sources, sink and saturated-unsaturated zones. In
much of these works it appears that the most important problem
facing soil physicists and hydrologists is the measurement of soil
hydraulic properties and their representativity on a scale useful
for application. This problem is enhanced by the spatial hetero-
geneity of natural systems. As pointed out by Molz et al. [152],
we do not know clearly if the solution is conceptual or techno-
logical in nature: should we continue to develop sophisticated
measurement techniques or devices in order to apply the existing
conceptual models in a predictive way or should we develop other
theories and models being able to interpret the field data as
they are? Obtaining an answer will probably be of great
importance in the near future.
 303

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SYMBOLS

C(h) specific water capacity

D(6) capillary diffusivity
f fluidity
F * flux-concentration relation
g gravitational acceleration
h(6) water pressure head
H hydraulic head
i soil infiltrability
I cumulative water infiltration
k intrinsic permeability
kr relative conductivity
K(e) hydraulic conductivity
K natural saturated conductivity
s
m Lagrangian coordinate
n porosity
p pressure

Patm atmospheric pressure

Pc capillary pressure
q water flux density
R gas constant
R(t) rain intensity
S sorptivity
t time
T absolute temperature
U water flux potential
v moisture ratio
x horizontal coordinate
z vertical coordinate
 313

a scaling factor
e volumetric water content
e* reduced volumetric water content
~ viscosity
p specific weight
~ total water potential
n overburden potential
Subscripts
a air
f wetting front
w water
 315

WELL HYDRAULICS IN HETEROGENEOUS POROUS MEDIA

T. D. Streltsova

1. INTRODUCTION 317
2. ASSUMPTIONS ON FLUID FLOW IN A HETEROGENEOUS MEDIUM 319
3. ANALYSIS OF ASSUMPTIONS ON INTERFLOW MECHANISM 321
3.1. Distribution of Pressure and
Intercomponent Fluxes 321
3.2. Validity of the 'Lumped' Crossflow
Assumption 324
3.3. Numerical Simulation of Flow in
Heterogeneous Porous Media 326
4. PRESSURE DISTRIBUTION FOR FLOW TO A WELL PRODUCING
FROM A HETEROGENEOUS FORMATION 326
4.1. Pressure Behaviour of a Producing Bed 327
4.2. Small Time Approximation for Pressure
Behaviour of Producing Bed 334
4.3. Producing Formation Behaviour for a
Two-Aquifer System Separated by a
Semi pervious Bed 336
4.4. Extension to Triple-Porosity Formations 336
4.5. Pressure Behaviour of a Supporting Bed 339
5. CONCLUSIONS 341

REFERENCES 343
SYMBOLS 346
 317

WELL HYDRAULICS IN HETEROGENEOUS POROUS MEDIA

T. D. Streltsova
Exxon Production Research Co.
P.O. Box 2189, Houston, TX 77001

1 INTRODUCTION
Heterogeneo~s porous media consisting of components of
markedly different properties are commonly encountered in under-
ground engineering practice. In groundwater and petroleum
reservoir engineering these are, for. example, the sedimentary
deposits of clay interbedded with layers -of sand, fractured
formations of tight matrix rock broken up by fissures of secon-
dary origin, or multiporous carbonate sediments such as lime-
stones and dolomites. The mechanism of fluid flow in such
heterogeneous formations is governed by distinct diffusivities
along the characteristic flow paths within each component.
Intercomponent interaction is provided by fluid transfer from a
component of low diffusivity (with a resulting slow response to
pressure changes) to a component of high diffusivity (correspon-
dingly rapid response to pressure changes). This crossflow
enhances the flow through one component of the medium while
depleting the other until the transient flow interaction achieves
a quasi-steady state and the medium behaves as an equivalent
uniform system with composite properties. In naturally fractured
reservoirs, for example, fractures serve as high permeability
conduits that transmit fluids to a well, while contributing very
little to the original reservoir porosity (or storage.) Hence,
the high diffusivity of a fracture results in a short, almost
instantaneous, response along the fracture to any pressure change
such as that due to well production. The rock matrix, on the
contrary, has a low permeability but relatively high primary
porosity that contains the fluid. The low matrix diffusivity
results in a 'delayed ' matrix response to pressure changes that
occur in the surrounding fractures. Such nonconcurrent response
318

causes an intercomponent pressure depletion that induces matrix-

to-fracture crossflow. The flow to a well, now enhanced by a
time-variant crossflow, is no longer radial. As time progresses,
the matrix blocks near the well deplete to pressure equilibrium
with the fractures. The crossflow must then be provided by
matrix components ever farther from the well. A time is there-
fore reached when the delay in transportation through the de-
pleted fractures to the well exceeds the time of release of fluid
by the matrix. Beyond this time, the fractured formation behaves
as a uniform medium having an effective fracture permeability and
a composite storage which is the sum of the matrix and the
fracture storages.
If the behavior of a heterogeneous formation during tran-
sient intercomponent flow is of interest, such as is the case in
well testing which is based on the interpretation of shapes of
transient pressure responses, then the time-dependent pressure
alterations caused by such crossflow must be taken into account.
Conventional well test analysis methods, developed basically for
homogeneous reservoirs with radial flow to a well, will no longer
be adequate. The interpretation of reservoir transient pressure
behavior that is modified by interacting components depends,
however, on the particular assumptions we make in our conceptual
models to represent such an interaction.
Responses of a fluid saturated two-component porous medium
to pressure changes are reviewed here for two types of boundary
conditions whereby these components interact, the linear or
Ilumped parameter l interaction and the capacitive or Idistributed
parameter l interaction. The consequences of a particular formu-
lation appear in the medium1s behavior during the transitional
states, before the intercomponent fluxes reach pseudo-equilib-
rium. Therefore, the appropriateness of a particular formulation
will depend first, on the time region of interest (transitional
or composite) and second, on the disparity of the relevant
component parameters. Stratified deposits (Ileakyl aquifers,
aquifer-aquitard formations) and naturally fractured formations
are considered here as examples of heterogeneous porous media.
Developments on unconfined aquifers are commented upon where
appropriate since a similar conceptual model has been applied to
describe their behavior. Extention to triple-porosity media is
also made.
Pressure response patterns that are of direct consequence to
formation parameter evaluation by well testing is considered here
in detail. However, the general results from application of
Ilumpedl or Idistributed l type of interaction is of interest to
such a diverse transport phenomena as heat and mass transfer
where fluids, pollutants and thermal energy are diffused,
 319

diffusion of chemical species and mixtures, water transport in

plant tissue, blood plasma diffusion, etc.

2. ASSUMPTIONS ON FLUID FLOW IN A HETEROGENEOUS MEDIUM

Although the diffusivity process governs fluid flow in each
component of which a heterogeneous medium consists, a set of
simplified assumptions is introduced to describe the flow in such
a medium. Generally, it is assumed that an interconnected
network of paths along the component of principal permeability
(and of negligible storage) represents the direction of fluid
flow. So, in a naturally fractured reservoir, the network of
fractures brings the fluid to a well. In a stratified formation,
the layers of permeable sand are the flow passages. This flow is
proportional to the potential gradient and subject to the dif-
fusivity equation along the flow direction. Transverse to the
flow direction within this component of high permeability, i.e.
over the fracture aperture or permeable layer thickness, the
potential is averaged. The intercomponent crossflow, accounted
for by a Isource l function, is assumed to represent a time-
variant fluid transfer from a low permeability, high storage
component (matrix block, aquitard) to a component of a higher
permeability and a lower storage (fractures, sand layers). Once
the higher storage component achieves a pseudo-steady state such
that the pressure changes throughout the component at the same
rate as does its boundary pressure, then the medium behaves as if
uniform with the composite properties. The time-variant cross-
flow, as an amount of fluid added to the principal flow, is
averaged along the flow paths normal to the principal flow direc-
tion. As such, it is dependent on the contributing component
size, permeability and intercomponent pressure difference. The
quantity of released fluid may as a first approximation be
assumed to be proportional to the intercomponent pressure
difference, or it may be assumed in a more realistic form to be
determined by the non-linear diffusion process within the com-
ponent. The former assumption implies a linear type of coupling
between the components for which the crossflow is affected only
by the medium resistivity. The latter assumption refers to a
capacitive type coupling, where, in addition to resistivity, the
pressure distribution and, accordingly, the flow is affected by
storage properties of both components. These assumptions,
whereby two components interact, will be referred to as Ilumped l
and Idistributed l types.
The effect of medium heterogeneity, a subject of study by
now for more than half a century, was initially incorporated into
flow solutions by assuming Ilumpedl components interaction. The
first analysis that took account of flow replenishment from
adjoining semi-pervious beds was developed in the 1930 l s by De
320

Glee [1] and Steggewentz and Nes [2] in order to predict the
groundwater level in polders of the Netherlands. The theory of
transient flow in multiple 'leaky' aquifers was developed by
Jacob [3J, Hantush and Jacob [4J and Hantush [5, 6J. Flow in
naturally fractured formations was studied by Barenblatt et al.
[7J and Warren and Root [8J. The unconfiried aquifer developments
were presented by Boulton [9, 10J, Dagan [llJ, Neuman [12, 13,
14J Gambolati [15J, Streltsova [16, 17, 18J, while aquifer-aqui-
tard formation solutions were given by Boulton [19J and Boulton
and Streltsova [20], among others. The 'lumped ' intercomponent
flow was assumed to result from an instantaneous fluid release by
the component of principal storage (aquitard, matrix bloc or
effective porosity under gravitational drainage) in response to
any interface pressure changes. This approach neglected the
component's compressibility.
A capacitive, or 'distributed ' type of component coupling
where storage properties of both components are taken into
account is a relatively recent development in flow solutions.
For multilayered and fractured formations, these solutions are
basically by Hantush [21, 22J Neuman and Witherspoon [23, 24,
25J, Herrera [26, 27J and Boulton and Streltsova [28, 29, 30J.
The 'distributed ' parameter formulation proportions flux to
pressure gradients, with pressure distribution governed by the
diffusivity equation. Thus, there is a dependency on both the
permeability and storage capacity for each of the medium compo-
nents. The presence of two types of basic elements (resistance
and capacitance) implies that the pressure response does not
achieve its final (or pseudo-steady state) value instantaneously
as in the case of the 'lumped' parameter formulation, but main-
tains different transient characteristics within the medium
(across the aquitard or matrix block thickness). The pressure
and, accordingly, the fluxes released by such a medium are
storage dependent.
The effect of these two different coupling assumptions on
the component pressure distributions and the overall responses of
a heterogeneous medium is the subject of this paper. The dis-
cussion can be extended to general fields whose extensive vari-
ables are governed by diffusion type equations. For example, in
heat conduction, the distributed parameter formulation would
embody Fourier's law relating heat flux to temperature gradient,
whereas the lumped parameter formulation would employ Newton's
law of cooling relating heat flux to temperature difference. In
electrical fields, the distributed parameter formulation would
correspond to resistance-capacitance type response of a medium
while the lumped parameter formulation would embody Ohm's law
relating current to a potential difference between the points of
the medium.
 321

3 ANALYSIS OF ASSUMPTIONS ON INTERFLOW MECHANISM

3.1 Distribution of Pressure and Intercomponent Fluxes
The differential equation for radial flow to a well enhanced
by crossflow, vz ' from adjoining confining beds is
(~ + 1 ~) = 1~ + v IT (1)
ar2 r ar n at z
where n = k/nc~ = TIS is the diffusivity of the principal
permeability component (fracture, aquifer) and p is its mean
pressure (averaged over thickness b of the component).
The interface boundary condition at z = 0, is
~ apl(z) = SI apl(z) z = 0
vz(z) =- ~ az at (2)

where vz(z) is a fluid volume per unit area per unit time
released by the adjoining low permeability bed (matrix block,
aquitard) .
If the interface boundary condition (2) is assumed to
represent a crossflow proportional to the intercomponent pressure
difference, then an averaging of pl(Z) over the component thick-
ness, b' , along the flow, leads to the following 'lumped ' cross-
flow relationship:

b' b'
- ~ J apl(z) dz = n'c'b'J ap~tz) dz,
II 0 az o
or
- ~I [pl(Z)J~1 = n ' c ' b '2 ~~I
Since pi =P at z = 0, the above gives
~
at
_
-
k' (p_pl) = ex(p_pl) (3)
~n'c'b'2
where
ex = n'/b '2 , n l = k'/n'c'~ = T'/S ' (4)

A solution of the first order linear Eq. (3), provided that ex =

const, is the time-dependent pressure, pi, in a form

(5)
 322

which gives the interface flux, vz' as

V = aSI(p-pl) = aSlpe -at (6)

Z

or, in the integral form of Boulton (10), as

t
v = aS I J ~ e-a(t-t) dt (7)
z 0 at t=t
If, however, the crossflow from a low permeability, adjoin-
ing bed is assumed to result from a non-linear diffusivity type
pressure distribution, the results (5) and (6) will be modified
as follows.
The differential equation for matrix block (aquitard)
pressure distribution in a direction, z, normal to the fracture
(aquifer) principal flow direction is

IT - 1 lL (8)
az
2 - TJT at
whose solution, subject to the boundary conditions
pi = p at z = 0

lL
az -- 0 at z = b '
is

4 ~ 1 nnzl nn 2
pl(zl) = p{1 - - ~ sin(-2---)exp[-(~) at]} (9)
n n=1,3,5 n

The interface flux, vz' is then obtained as

Vz
=~
~b
i
n=I,3,5
exp[_(nn)2 at]
2
(10)

Comparing the matrix block (aquitard) pressure distribution,

pi, resulting from the two crossflow assumptions, i.e. comparing
Eq. (5) with Eq. (9), one can see that the pressure pi from Eq. (9)
is dependent on the relative coordinate, Zl = z/b l , in addition
to the time-dependent parameter, at, common to both equations.
The dimensionless pressure distribution, p'(z')/p, calcula-
ted from Eq. (9) for various at values is plotted in Fig. 1
 32.3

...
-...

Fig 1_ Dimensionless pressure distribution, pl(ZI)/p, over

thickness of the low permeability component.
versus the dimensionless coordinate Zl from 0 to 1. As one can
see from this figure, the pressure change over the thickness Zl
is substantially non-linear. This does affect the distribution
of the intercomponent fluxes.
To compare the pressure behavior in time for the two cross-
flow assumptions, the dimensionless pressure (9) is replotted in
Fig. 2 as a function of at for a given relative coordinate, Zl.
The solid circles line in Fig. 2 is the mean dimensionless pres-
sure value, pl/p, pi being obtained by integrating Eq. (9) over

at

Fig 2. Dimensionless pressure, pl(ZI)/p, as a function of at for

a given relative coordinate, Zl.
 324

Zl from 0 to 1:
8 1 nTI 2
pi = p{l - TI2 I ~ exp at]}
[-(~) (11)
n=1,3,5
The open circles line plotted in Fig. 2 is the dimensionless
pressure, pl/p, calculated from Eq. (5). Examination of these
two lines shows that the pressure response (5) predicted by the
'lumped' coupling lags significantly behind that given by the
'distributed ' interaction, which indicates a considerable delay
before the former affects the overall media behavior by induced
crossflow. Accordingly, the transitional pressure portion that
depicts crossflow influence as a departure from an initial
Ei-type response for the principal permeability component begins
much later for the 'lumped' crossflow assumption than it does for
the 'distributed ' crossflow (see the illustration of it in
Section 4,Figs. 3,.4 and 5). At late times, however, the two
lines converge. Being delayed in response at early times, the
'lumped' crossflow flux must subsequently change at a more rapid
rate than does that from the 'distributed ' crossflow. This
results in a leveling and an inflection point in the transient
pressure curves (see Fig. 4 and Fig. 8 in Section 4). The
distributed cro~sflow assumption leads to a transient pressure
pattern with a storage-dependent departure time for a curve that
on a semilog plot develops into a straight line with a slope half
the value of the slope for the limiting Ei-type pressure segments
[31, 32, 33J. This pressure pattern is discussed in details in
Section 4.
3.2 Validity of the 'Lumped ' Crossflow Assumption
To assess the validity of the 'lumped' crossflow assumption,
we compare the flow rate from Eq. (6) with that from Eq. (10).
If only the first term in the series (10) is taken, i.e., if

(12)

then the crossflow (12) will be identical to that of (6) provided

a and SI are each multiplied by a constant such that
(13)

$1 = 8n'c'b'/TI2 (14)
Qualitatively, the first term approximation (12) compares
favorably with Eq. (10) only when t is large.· The assumption of
a 'lumped ' crossflow relationship is, therefore, valid only for
the late time periods. For example, for at = 0.5, the first term
of series (12) is exp(-O.25TI2) = 0.2912, while the second is
 325

exp(-1.125~2) =
0.000015. However, for at = 0.005 the first term
is exp(-(0.00125~2) = 0.9877, the second is exp(-0.01125~2) =
0.8949, the third is exp(-0.0375~2) =
0.7346. The term for n =
15 still gives a contribution of exp(-0.281~2) = 0.0625. There-
fore, for small values of time, when convergence is slow, it is
necessary to take several terms in the series (10). The first
term approximation, which is the assumption of purely resistive
component coupling, will inevitably modify the early time
pressure behavior.
Quantitatively, the validity of the first term approximation
can be assessed with a given accuracy for a rapidly convergent
series. Assuming, for example, that the second term in series
(12) should be no larger than 10% of the first term, we obtain
the following relationship:
exp (-9x) ~ 0.1 exp (-x)
which is satisfied whenever
x = 0.25 ~2at ~ 0.288
Therefore, the first term approximation is satisfactory when at
is sufficiently large that
(15)
which may be further expressed as
b' ~ 2.93 In't (16)
If one increases the accuracy so that the second term in
series (10) is no larger than 1% of the first term, the constant
0.1167 in Eq. (15) should be replaced by another constant,
0.2333, which would give 2.07 in Eq. (16) instead of 2.93.
Thus, the first term approximation is valid only when the
source component (matrix block, aquitard) is sufficiently small
to be contained within the area of pressure depletion (the radius
of investigation) at any particular flow time. Eq. (16) means
that the crossflow has attained a pseudo steady-state condition
with an instantaneous adjustment of fluxes to interface pressure
changes. Only the resistance to flow across the thickness b ' ,
k'/b ' , attenuated by the storage, SI, is assumed to affect the
flux magnitude at any time.
The condition of an 'instant ' flux adjustment or 'instant-
aneous l flow replenishment implied by a 'lumped' parameter
crossflow is plausible for systems containing a water table in a
low permeability layer ('leaky' aquifers, unconfined aquifers,
 326

aquifers overlain by an aquitard with a free surface). There is

a substantial difference in the storages involved in a flow
mechanism which is initially elastic (S = nc) and which then
progresses to gravitational for a formation draining under
water-table conditions (S'=n). The ratio of storages, S'/S, can
be thus two to three orders of magnitude. Since the storage
ratio determines the duration of the transitional flow period,
condition of the gravitational drainage allows the development of
a transient pressure pattern characteristic of the 'lumped'
parameter assumption with requirement (16) satisfied at early
time. Such an S-shaped characteristic pressure pattern is often
manifested by field records of tests in unconfined and leaky
aquifers [34, 35, 36J.
On the other hand, application of the purely resistive
crossflow assumption, for example, to naturally fractured forma-
tion is questionable. To attain the quasi-steady conditions for
matrix-to-fracture flow, given the usually low value for matrix
diffusivity, n', requires, according to (16) either very large
flow times, t, or quite small matrix block sizes, b', for a
typical well test times. Inadequacy of the S-shaped flow pattern
predicted by a 'lumped' parameter crossflow in matching field
data from tests in naturally fractured formations has also been
observed [37, 38, 39, 40J.
3.3 Numerical Simulation of Flow in Heterogeneous Porous Media
The 'lumped' crossflow as a source term expressed by
Boulton's convolution integral can be numerically simulated with
the use of Duhamel's principle to include the variable pressure
change at the interface boundary (Cooley [41J, Herrera and
Minzoni [42J). The 'distributed' fluxes require a much more
complicated numerical technique. The difficulties and approxima-
tions made to include a source term represented by an infinite
exponential series expansion are discussed by Premchitt [43J,
Herrera and Rodarte [44J and Herrera and Yates [45J, among
others.
A 'Multiple Interacting Continua' method with no analytical
approximations made for the intercomponent coupling which is
treated instead by a numerical technique is presented by
Narasimhan [46J and Pruess and Narasimhan [47J.

4 PRESSURE DISTRIBUTION FOR FLOW TO A WELL PRODUCING FROM A

HETEROGENEOUS FORMATION
In this section, pressure behavior is discussed for radial
flow to a well that is augmented by intercomponent crossflow.
The crossflow is taken into account by two formulations: as a
 327

flux resulting from diffusion through the contributing component

('distributed' quantity) and as a flux proportional to the
intercomponent pressure difference ('lumped' quantity). Pressure
pattern modifications due to the effect of storage is emphasized.
Pressure behavior for two constituents of a composite media is
considered: for the high-diffusivity 'producing' beds of primary
flow paths (fractures, aquifer, etc. transmitting fluid to a
well) and for the low-diffusivity 'supporting' beds (matrix
blocks, low permeability beds adjoining aquifers, etc.) that
release fluid from their storage to the primary flow paths.
4.1 Pressure Behavior of a Producing Bed
Pressure behavior of a high diffusivity bed (fluid-transmit-
ting fracture system, aquifer) that is produced by a well at a
constant rate, Q, while augmented by 'distributed' crossflow, is
given (as a solution to Eqs. 1, 2, and 10) by the following
equation [28, 31, 32J:

p = 2~T i Ko{[s + rO/sS'/S tanh(/sS'/S/r O)J 1/ 2 } (17)

where

T' = k'b', T = kb
and s is a positive constant in the Laplace transformation.
Although the inverted form of this equation is available
(Ref. 28, Eq. 14, page 263), Eq. (17) is most convenient for
calculating the pressure, p(r,t), by applying the numerical
Laplace transform method presented by 5tehfest [48J.
Oimensionless pressure values, W = 4nTp(r,t)/Q, calculated
from Eq. (17), are plotted in Fig 3 in semilogarithmic coordi-
nates as a function of 4nt/r2 for various values of the parameter
rO and for a fixed storage ratio, 5'/S = 100. The rO parameter
is a characteristic of the 'leaking'properties of the low perme-
ability, adjoining beds that support producing formations by
crossflow. This property is incorporated in rO as the ratio of
transmissibilities, T'/T. The smaller the thickness, b', the
larger is the rO value and the quicker is the time the crossflow
reaches the principal flow paths. Also, the greater the distance
from the producing well, r, the larger is the volume of flow that
augments the radial flow to the well. Thus, the effect of
crossflow upon the drawdown measurements is such that the greater
the amount of crossflow, the greater is the deviation of the
transitional curve from the early-time limiting curve on the
left, which is the Ei-curve based on properties of the high
 328

12 ~--~~---.-----.----~-----.~/~--r---~
II
10
9

e... 7
'.-i< 6
i 5
4

10'
4'1t1r'
Fig 3. Dimensionless pressure of a producing bed, W = 4TITp/Q,
plotted in semilogarithmic coordinates for SIS = 100
('distributed ' crossflow assumption, Eq. 17).
diffusivity component exclusively, -Ei(-r2/4nt). The limiting
curve on the right is the Ei-curve, -Ei(-r2/4n1t), that
develops when the component pressures equalize. It is based on
the principal flow transmissibility and 'cumulative storage of the
media, n1 = T/(S'+S). The shape of each transient r D curve as
well as the time at which each curve deviates from the initial
Ei-curve is dependent on the storage capacity ratio, SI/S. In
semi-logarithmic coordinates, each parametric rO curve develops
during the transitional time into a straight line with a slope
one-half that of the limiting Ei-type straight line segments.
This one-half slope along with early deviations from the initial
Ei-curve are characteristics of a system whose components are
coupled by 'diffusion ' type fluxes that are one-dimensional.
Pressure behavior for a producing bed when crossflow is
taken as a 'lumped parameter I flux, is given (as a solution to
Eqs. 1, 2 and 6) in the Laplace space by the equation [10, 7, 8]:

- n 1
p =~ - K (qr)
2TIT s 0
(18)
where

q2 = sS + aS I __s__ =~ s(s+a/w) (18a)

T T S+a 82 (s+a)a(1/w-1)
w = S/(SI+S) , 1/8 2 = as'/T = T'/(Tb '2 )
The inverted form of this equation is given by 8oulton (Ref.
10, Eq. 14, page 479). Dimensionless pressure values, W =
 329

12,---- ,- - - - - , - - - -- ,- - - - , - - -- - , - - - - - , - - - - ,
11
10
S·/S· 100

g 7
i 6
i 5
4

2·

10' 10' 10' 10' 10'

41')1/<'

Fig 4. Oimensionless pressure of a producing bed, W=4nTp/Q,

plotted in semilogarithmic coordinates for SI/S = 100
(Ilumped l crossflow assumption, Eq. 18).
4nTp(r,t)/Q, are plotted in Fig. 4 on the same coordinate system
as Fig. 3 with the same parametric values rO = riB and the same
storage ratio of 100. Values were calculated from Eq. (18) with
the previously cited inversion method of Stehfest. At early
times, when only the high diffusivity component releases fluid,
the medium response is described by an Ei-solution based on the
properties of that component, -Ei(-r2/4nt). As time increases,
crossflow retards the drawdown causing the transitional curves to
deviate from the initial Ei-curve. Each transitional curve has a
characteristic S-shaped pattern, with an inflection point
attained when the total flow reaches a temporary equilibrium (no
change in drawdown when total crossflow volume equalizes with the
well production). That this is necessarily a temporary equilibrium
follows from the fact that the supporting components are
progressively depleted at any location in the reservoir. When,
finally, the component pressure stabilize and fluid release is
from both component storages, the transitional rO curves merge
with the limiting Ei-curve, associated with the cumulative
storage of the media, -Ei(-r2/4nlt), nl = T/(SI+S). The two
Ei-type limiting curves are displaced horizontally, as in the
case of Fig. 3 as well, by a number, n, of log cycles in time
such that
n = log (n1/n) = log (l+S I/S) = log (l/w) (19)

For a given horizontal displacement, however, the parametric rO

curves of Fig. 4 are of the same shape, merely displaced verti-
cally upwards as rO decreases. This similarity in shapes is a
 330

12 , - - - - , , - - - - - , - - - - - , - - - - , , - - -- , - - - - - , - - - - - .

4'1llr'

Fig 5. Comparison of pressure patterns when assumptions of

'lumped' and 'distributed ' parameter crossflow are
employed.
consequence of the lumped crossflow assumption that reflects an
instantaneous flow adjustment to interface pressure changes. The
same drawdown pattern for transient curves means, however, that
the curve matching procedure becomes non-unique. On the other
hand, the parametric rO-curves of Fig. 3 for the distributed flux
model are of similar shape only during the straight-line, one-
half slope, portion of the transition. This alleviates somewhat
the non-uniqueness of a curve matching procedure.
Fig. 5 emphasizes the basic difference in drawdown patterns
when the two assumptions on crossflow are employed. This differ-
ence lies in the time at which a transient curve begins to
develop and to deviate from the initial Ei-curve segment and the
shape of the transitional curve. For the case of a 'distributed '
crossflow with storage dependency, the greater the storage
capacity of the contributing component, the earlier is the time
at which a parametric pressure curve deviates from the initial
Ei-type pressure segment. Neglect of the storage effect, as
implied by the 'lumped' crossflow assumption, leads, accordingly,
to a delayed effect of the contributing component. Fig. 5
reflects this by a considerable delay in points of departure of
transient curves predicted by the 'lumped ' crossflow model as
compared to the earlier departure for the distributed crossflow
model. A 'catch-up' effect is implicit for the 'lumped ' cross-
flow in the subsequent inflection point in the transient curves
that shows the change in intensity of intercomponent flow. When
the component pressure equalize, transient rO curves merge with
the final Ei-curve segment indicating quasi-steady state flow.
The shape of an rO curve for the 'distributed ' crossflow
 331

lOG TIME

Fig 6. The transient pressure portion with one half the limiting
Ei-type segments l slope.
assumption, as one can see from Figs. 3 or 5, is of linear
character over most of its duration. The inflection point is not
present. A feature of particular interest is that the slope of
this transitional straight line is one-half that of the limiting
Ei-curve segments (Fig. 6).
To prove the quantitative validity of the one-half relation-
ship between the slopes of the transitional and the limiting
pressure curves, it is better to use an alternative solution to
Eq. (9) which is valid for short and intermediate times [49]:

PI(ZI) =p :
n~l
(_1)n+1[ f (2n-1)-z' + f (2n-1)+z']
er c 2/at er c 2/at
(20)

At small values of at, all the terms of the series are

infinitesimal except for the first, since the erfc function
rapidly decreases with an increase in the argument. The mean
pressure of contributing component (the closed circles line in
Fig. 2) for small values of at is attained by integrating the
first term in series (20) over Zl value from 0 to 1. This gives
pi = 2p/athr (21)
Eq. (21) very closely approximates the exact solution (11)
up to a time at = 0.5, as is shown in Table 1, where the dimen-
sionless pressures, pl/p, are calculated from the exact solution,
Eq. (11) and its approximation, Eq. (21), for a given parameter
at. During this time, the contributing component pressure and,
consequently, the crossflow augmenting the flow to a well is
proportional to It. The initial Ei-segment slope (zero crossflow
contribution) with a slope proportional to ln t is then changed
 332

during this time to half of its value. Table 1, in fact, shows

that the intermediate pressure curve is quite uniform, maintain-
ing this one half slope during almost the entire transient
process as the component pressures converge. If one assumes that
the equalization in pressures is complete at at = 2.5 when pl/p
differs from unity by less than 1% (see Fig. 2), then the
transient pressure segment merges with the final Ei-curve segment
at the time, t,
t = 2.5b '2 /n' (22)

Relation (22) can also be obtained from Fig. 3 (or Fig. 4)

by picking the times at which the transitional curves merge with
the final Ei-curve pressure segment.
TABLE 1: DIMENSIONLESS PRESSURE VALUES, pl/p,
FROM EXACT SOLUTION, EO. 11, AND ITS APPROXIMATION, EO. 21
(11}-(21) %, 0

at Eg. 11 Eg. 21 ( 11}

0.001 '0.0316 0.0316 0.0
0.005 0.0798 0.0798 0.0
0.01 0.1128 0.1128 0.0
0.02 0.1593 0.1593 0.19
0.05 0.2518 0.2523 0.20
0.1 0.3558 0.3568 0.28
0.2 0.5024 0.5046 0.44
0.5 0.7643 0.7373 3.53
1.0 0.9314 1.1284 21.15
1.5 0.9800 1.3820 41. 02

To summarize, for a single well testing, the interpretation

of which is based on slopes of pressure measurements plotted in
semilogarithmic coordinates, the one half relationship between
the slopes of the transitional portion of the pressure curve and
the limiting pressure segment provides an important additional
criterion. This relationship may be particularly useful if the
early time pressure segment is, as is often the case, distorted
due to the finite storage capacity of the wellbore (afterflow
production) while the late time pressure segment is not developed
due to a limited flow period. In such cases, the transitional
slope is sufficient to determine reservoir parameters.
For an interference well test analysis, however, it is the
early time pressure behavior (r is large) that of importance
along with the time at which the transitional curves deviate from
 333
10. , - - - - - , - - - - - , - - - . - -- - - - r - -----:=--___- -.

1.

...
!::'
~ 0.1
~

0.01

0.001
10" 10'
41'j1/r'
Fig 7. Dimensionless pressure of a producing bed, W=4TITp/Q,
plotted in logarithmic coordinates for 5 1 /5=100
('distributed ' crossflow assumption, Eq. 17)
the first Ei-curve pressure segment. Interference test interpre-
tation employs the type curves plotted in logarithmic coordi-
nates. Figs. 7 and 8 are such plots of dimensionless pressures
computed from Eq. (17) and Eq. (18) for the 'distributed ' and
'lumped ' crossflow assumptions, respectively. The type curves of
Fig. 7 for 'distributed ' crossflow are storage dependent, with
the transitional curves deviating from the initial Ei-curve at
earlier times as the storage of the contributing component
increases. The effect of the simplifying 'lumped ' crossflow
assumption is, however, converse to this behavior: the influence
of the contributing component is delayed, with a transitional
curve deviating at some later time with the result that the early
time pressure portion corresponds longer to an Ei-type curve.
Because of the late time departure inherent in the 'lumped ' flux
model, use of the Ei-curve for interference test analysis of data
from a composite medium will result in gross overestimation of
the medium permeability.
The dependency of the early time behavior on the storage
ratio, 5 1 /5, in addition to the permeability ratio, shown by the
parametric value of a transient curve r D parameter, is more
easily recognized from the expression that simplifies Eq. (17)
for small times. This case of small time values is considered in
the following section.
334

'0' .----.------,------.---,---=::-;;~~-I

'O' i----+-- ~~=---

'O-,I----D~------::~""'-"__:rl---r_- - - - 1 - - ----1

0-:-
10-',1:-, ..6L.-:':":"'"---f:::~-~:;-------;;;:;---,;'n0"---;',10'
41')1/,'

Fig 8. Dimensionless pressure of a producing bed, W=4nTp/Q,

plotted in logarithmic coordinates for S'/S=100 ('lumped'
crossflow assumption, Eq . 18).

4.2 Small Time Approximation for Pressure Behavior of Producing

Bed
The case of small time values corresponds to large p values
in Eq . (17). As p increases, the hyperbolic tangent in Eq. (17)
rapidly approach unity. For example, tanh 2 = 0.9640, tanh 3 =
0.9951. If one assumes that tanh 110 = 0 .9964 can with a suffi-
cient accuracy be replaced by unity , then the dimensionless time
corresponding to such a replacement is:
to ~ 0.1 (n/n')(b'2/r2) (23)

The solution, alternative to Eq. (17) for such small times,

was obtained by Hantush (20). In the inverted form, it is

-x ~/4tO
P = l4nT J _e-erfc
[/x(X-1/4t (24)
1/ 4t O
x O)]dX

where

~ = 0.25r O/S'/S (25)

The storage ratio, thus, appears explicitly in Eq. (24).
Oimensionless pressure drawdown values, W = 4nTp/Q, calculated
from Eq. (24) for various ~ and 4tO = 4nt/r2 values are shown
plotted in semi logarithmic and logarithmic coordinates in Figs. 9
and 10, respectively . From these Figures one can see that the
greater the crossflow, i.e . the greater the ~ value, the greater
 335

4'111r'

Fig 9. Small time dimensionless pressure behavior of a producing

bed (Eq. 24) plotted in semi logarithmic coordinates.
is the deviation of the ~-curve from the limiting Ei-curve,
-Ei(-r2/4nt), that describes dimensionless pressure drawdown
without crossflow. Therefore, if one employs the Ei-curve to
data from a formation augmented by crossflow, then the calculated
formation permeability will be overestimated.
The shape of the ~-type curves is not as sensitive to the
ratio of storages, especially at early time, as is the shape of
the r D curves. Therefore, the application of the ~ curves to

10', . - - - - - - , - - - - - - ; - - - - - - - , - - - , - ------=

10'

t
i
10'

10·'

Fig 10. Small time dimensionless pressure behavior of a

producing bed (Eq. 24) plotted in logarithmic
coordinates.
 336

~~
14

12 ,.,..)~

10
~
Q.

...I::
l-
8
:I:"
6

10' 10' 10' 10' 10' 10' 10'

4'1t/r'

Fig 11. Dimensionless pressure of a producing layer in a

two-layer system separated by a semipervious bed.
matching field data is straightforward. An estimate of the ratio
of storages, however, is still required if one wants to determine
the ratio of transmissibilities, TilT, from a given ~ value and
assumed contributing bed size, b l •
4.3 Producing Formation Behavior for a Two-Aguifer System
Separated by a Semipervious Bed
The pressure behavior of a producing formation will be even
more complex if the confining semipervious beds are in turn
overlain by another permeable formation (Ref 22). Then the
volume of fluid influencing the producing well will be enlarged
not only by the volume from the semi pervious beds but by that
from the adjacent permeable formations. These formations would
contribute further to pressure support of the producing zone.
Pressure behavior of such a system (Fig. 11) will show a
transitional region, which at first will indicate the effect of
semipervious bed, but which will then grade into a third segment
with a slope whose value is dependent upon the transmissibility
ratio for the producing and the supporting formations. This
third slope that indicates the influence of the overlying or
underlying permeable beds masks completely the middle time region
required for an analysis of the producing formation parameters.
4.4 Extension to Triple-Porosity Formations
A localized fracture system of relatively high density
coupled with a lower density network of more extensive fractures,
plus matrix blocks with a higher storage will constitute a medium
with not two but with three types of porosity. Each type of
porosity will release fluids for transport to a well through
fractures. Fractured reservoirs or stratified formations with
 337

'0·'1:----1·.,. f
I
I
I
I
I
lD·;·\::;O",~..u....~i:-;L-""""'c.....u.~~~~,O·'~~~'O;-
' ~~"":'~O.~~.o..u..o:!
lO'

4~W

Fig 12. Dimensionless pressure of a producing bed, W=4nTp/Q, for

parameters 5=0.0001, 5'=0.001, 511 =0.1, 0;=1000 and 0;2=1 (Eq. 26).

continued production that progress to gravitational flows also

give 'triple-porosity' type behavior.
The producing formation behavior will then be described in
the Laplace space by (30):

(26)

where

0; 511
s5 0;5' s 2 s
r +
T S+o;
+
-T- s+a 2 (27)

/
/
/
1
I'"
<---
,o··'~--J4-- ~-/-Ht-----1-
I Iii
, ----1------,1
: ' ·1
I
I
10·';':'11"" ........L..>..u"!:.:'- -'-.........4 ,0;,-
, --'-.........'"'"';';;1G',.......-->....l...w.u~
,O':-'-.....................,':':;
D.--'-~~'D.

4~1/r'

Fig 13. Dimensionless pressure of a producing bed, W=4nTp/Q, for

parameters 5=0.0001, 5'=0.001, 511 =0.1, 0;=1000 and a 2=0.1 (Eq. 26)
338

10' .. / - + - - ---1
/",
I~~~'"
I
I".,~
.

+--4- I
I
I
I
I
lO-;·\,:;
D·,,.-'-.LL...~:!---,-----'-"'--,--,--,-,;:!;;-~~":!
'0;;-
' ~""""'''''f.;;~''''''''''~;;--''--'-'~1O'

l~tIr'

Fig 14. Dimensionless pressure of a producing bed, W=4~Tp/Q, for

parameters 5=0.0001, 5 1=0.001, 5"=0.1, a=10,000 and a 2=1 (Eq. 26)

i.e. another term is added to Eqs. 18-18a that describe a

'double-porosity' media. This third term accounts for the
contribution to the principal flow that the storage (porosity)
of the third component provides. A 'lumped' crossflow is
assumed for the development of Eqs. (26) and (27). The inverted
form of this equation is available in Ref. 30 (Eq. 37, page
359). Pressure behavior of such a media is illustrated in Figs.
12, 13 and 14 for assumed values of a = n l /b" 2 , a 2 = n l /b" 2 and
storages, 5, 51 and 5", at various distances from the producing
well, r. The initial portion of each drawdown curve represents
an Ei-curve based on properties of the component with largest
diffusivity, Ei(-r2/4nt). The delayed response of the second
component that contributes to the flow causes a subsequent devi-
ation from the first Ei-type segment with an approach to a
second Ei-curve based on the double storage parameter,
-Ei(-r2/4n1t), n1 = T/(5+5 1 ) . The influence of flow
contribution from storage of the third component, however,
supersedes the limiting effect of the second component with the
result that the pressure curve deviates again and approaches
finally the Ei-curve based on cumulative storage if the media,
-Ei(-r2/4n2t), n2 = T/(5+5 1+5"). Each drawdown curve has thus
two inflection points: the first is on a horizontal asymptote,
W= 4~Tp/Q = 2K o(r/8), where 82 = T/a5 1 , and the second on a
horizontal asymptote, W= 4~Tp/Q = 2Ko(r/8), where 82 = T/a 25".

A parallel development is possible for a triple porosity

media with a distributed flux coupling. The differences between
the models would be similar to that discussed for the double
porosity media.
 339

·, L--~'...lL--LL~-'---:1~
10·'1l,:O-" O':------::
10::-
' ---::1:-:
0'--~10'
4~t/r'

Fig 15. Dimensionless pressure of a supporting bed, W'=4TITp'/Q,

plotted in logarithmic coordinates for S'/S=100
('distributed' crossflow assumption, Eq. 28).
4.5 Pressure Behavior of a Supporting Bed
If a well is completed in a 'contributing' semipervious bed
(aquitard, matrix block) which supports the main flow by fluid
released due to a pressure gradient across the bed, then the
drawdown pattern for such a well will be very different from
those discussed above.
For the case of a 'distributed' crossflow assumption, the
drawdown pressure, p', in the Laplace space is (28)

p' = p [tanh (b'/s/n')]/b'/s/n' (28)

where p is the pressure response of the producing component (Eq.
17). The inverted form of this equation is available in Ref. 28
(Eq. 18, page 264).
Dimensionless pressure values, W = 4TITp'/Q, calculated from
Eq. (28) with the Stehfest numerical Laplace transform inversion
method are plotted in Fig. 15 as a function of 4nt/r2 for various
r D values. As one can see, the type curves, plotted in logarith-
mic coordinates, have a characteristic half slope. The time at
which this half slope is reached ;s controlled by the ratio of
the component storages. The greater the storage capacity of the
contributing component relative to that of the producing compo-
340

10', . - - - ---,--- - - - , - - -- ---,.- - - - , - - - ,

10' 1-----I---J~~I<--_7"_'--....,.<j-_7"_--+----l

10· ' 1----A",.¥---,~---,:A_-F_-_I----t_-_i

10·;':-:0·'----'------:':10"0""'-----:1:'=0
0'-------:0
10::-'-----:1"==0'------'
4~tI,.

Fig 16. Dimensionless pressure of a supporting bed, W'=4nTp'/Q,

plotted in logarithmic coordinates for S'/S=100
('lumped' crossflow assumption, Eq. 29).
nent, the earlier is the time at which one observes a half slope
in drawdown measurements. The physical reason for a half-slope
pattern lies in the linear (one-dimensional) diffusion mechanism
that is assumed for a contributing component. This linear type
behavior, proportional to It almost up to a time at = 1 (see Eq.
21 and Table 1), i.e. almost up to the time·the component pres-
sures equalize, appears on a logarithmic plot as a straight line
with one half slope.
If a 'lumped parameter' crossflow assumption is employed,
then the pressure distribution in the supporting component,
according to (3), is

(29)

where p is the pressure response of the producing component (eq.

18). The inverted form of this equation is available in Ref. 40
(Eq. 41, page 380).
Dimensionless pressure values, W = 4nTp'/Q, calculated from
Eq. (29) with the previously referenced method are plotted in
Fig. 16 as a function of the same variables as in Fig. 15.
'Lumped parameter' crossflow corresponds to quasi-steady state
conditions, for which drawdown is proportional to storage. For a
constant production rate the drawdown is therefore proportional
to time, t. Pressure, proportional to time, is depicted on a
logarithmic plot by a unit slope.
 341

Two assumptions on crossflow discussed above lead to a

completely different type of pressure response for the supporting
bed: one with a half slope when storage is taken into account
and the other with a unit slope when only the resistivity is
accounted. For observation wells near a production well, pres-
sure response will be predicted by the capacitive delay for fluid
release from the supporting bed. Consequently, the 'distributed '
flux model would be more appropriate. At large distances, how-
ever, the response is dominated by the resistive delay in trans-
porting fluid to the producing well. In this situation, the
'lumped' flux and the 'distributed ' flux models give the same
results.
5 CONCLUSIONS
This discussion illustrates the influence exercised on the
interpretation of pressure behavior of a multicomponent medium by
the assumptions on the nature of the flux coupling the medium
components. A heterogeneous medium with components that are
assumed to be coupled by 'distributed ' fluxes resulting from a
diffusion transport mechanism displays pressure drawdown pattern
of different shapes and of greater diversity of shapes than does
a composite medium with a 'lumped' intercomponent exchange, or
pseudo-steady state exchange. The differences appear in both the
shape of the transitional pressure responses and the time at
which these transitional pressure curves begin to develop.
It is shown here that a simplified 'lumped parameter 1 flux
delays the influence of the low permeability slower responding
component relative to its influence with a 'distributed
parameter 1 flux. The time at which the transitional pressure
deviates from the initial -Ei(-r2/4nt) segment for the 'distri-
buted ' flux model depends not only on the ratio of the component
transmissibilities, but also on the ratio of component storages.
The greater the storage capacity of the contributing component,
the earlier is the time of the transitional curve deviation.
Thus, the effect of the coupling flux is most pronounced at the
early time and during transitional time periods of the drawdown.
This time of deviation and the initial shape of the drawdown
curve affect basically interference test interpretation. If the
test is long enough for the data to match an entire transitional
curve so that the ratio of storages, SI/S, can be established
from the displacement of the limiting Ei-curves, then reservoir
parameters can be determined uniquely from such a match. If the
test time is too limited to determine the ratio SI/S from the
interference data itself, then this ratio should be estimated
independently in order to match the data to the appropriate set
of the transitional type curves. An estimate of the SI/S can be
made from results of single well tests.
 342

The 'distributed ' flux model also shows that the transitional
pressure segment in a plot of drawdown versus log time is, in
fact, a straight line. Furthermore, the slope of this straight
line is equal to one-half the limiting, the Ei-type, segment
slope. This half slope relationship allows one to determine
reservoir parameters from single well tests data without having
the early and late time pressure segments required by the 'lumpe1
parameter l crossflow model. This result is particularly signifi-
cant for exploration well testing.
 343

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Jour. Geophys. Res. (to appear, 1982). Paper SPE 10509
presented at the SPE Symposium on Reservoir simulation, New
Orleans, Louisiana, Feb. 1-3, 1982.
48. Stehfest, H. Algorithm 358. Numerical Inversion of Laplace
Transofrms. Communications of the ACM. 13 (1970) 47-49.
49. Luikov, A. V. Analytical Heat Diffusion Theory (Academic
Press, 1968).
346

SYMBOLS
b thickness of aquifer (fracture), L.
b' thickness of semi-pervious bed (half-depth of matrix
block), L.
= (T/aS,)1/2 = (Tb'/k,)1/2, L.
= (T/a 2SII )1I2, L.
total compressibility, LT2/M.
fluid compressibility, LT2/M.
permeability (intrinsic), L2.
permeability of semi-pervious bed, L2.
volumetric coefficient of compressibility.
porosity, dimensionless.
p pressure along producing bed, ML- 1T- 2
p' -1 -2
pressure along contributing bed, ML T .
rate of production, LT- 3 .
radial distance from the well, L.
= r/T'/T/b = riB, dimensionless.
positive constant in Laplace transformation.
2 2 -1
S = Ssb, storage of producing bed, L T M

storage of contributing bed, L2T2M- 1

= nc = specific storage defined per unit pressure, LT 2M-1 .
time from start of production, T.
= nt/r 2 , dimensionless.

= kb/p, transmissibility, L4TM- 1 .

4 -1
= k'b'/p, transmissibility of semi-pervious bed, L TM .
-1
flow rate per unit area, LT .
= 4nTp/Q, dimensionless pressure.
vertical coordinate, L.
a = r'/b,2, T- 1 .
= r"/b" 2 , T- 1 .
= 0.25 rD/S'/S, dimensionless.

n = k/pnc = TS, diffusivity of producing bed, L2T- 1 .

n' = k'/pn'c' = T'/S', diffusivity of supporting bed, L2T- 1 .
= T/(S+S'),L 2T- 1 .
= T/(S+S'+S"), L2T- 1 .
dynamic viscosity, ML- 1T- 1 .
PART 2
DEFORMATION OF POROUS
MEDIA
 349

THE THEORY OF CONSOLIDATION

A. Verruijt

ABSTRACT 351
1. THE EFFECTIVE STRESS CONCEPT 351
2. BASIC DIFFERENTIAL EQUATIONS 355
3. ONE-DIMENSIONAL CONSOLIDATION 358
4. ESTIMATION OF THE RATE OF DISSIPATION 361
5. UNDRAINED RESPONSE 363
6. APPROXIMATION OF A CONSOLIDATION PROBLEM 364
7. ANALYTICAL AND NUMERICAL SOLUTIONS 365
REFERENCES 367
SYMBOLS 368
 ~l

THE THEORY OF CONSOLIDATION

Arnold Verruijt
University of Delft, The Netherlands

ABSTRACT

The basic differential equations of the linearized theory of conso-

lidation are derived, taking into account a small compressibility
of the pore fluid and the particles. The presentation follows the
concepts of classical soil mechanics, paying special attention to
Terzaghi's principle of effective stress. It is shown that the
equations are in agreement with the equations used in rock mechanics
and reservoir engineering, in which disciplines the compressibility
of the particles is usually more important than in soil mechanics
and in geohydrology, in which the particle compressibility is
usually disregarded. Some general properties of the solutions of
the consolidation equations are discussed, and a procedure is de-
scribed to estimate the rate of dissipation of pore pressures. Ana-
lytical and numerical solutions are briefly described, and some
examples are given.

THE EFFECTIVE STRESS CONCEPT

Consider a porous medium consisting of an assembly of loose

particles. Forces can be transmitted from one grain to another in
isolated contact points. The porespace of the material is filled
with a homogeneous fluid of low compressibility. The pressure 1n
the fluid is denoted by p, and the total tensor in the porous medium
averaged over a sufficient number of particles, is denoted by 0ij'
defined in such a way that compressive stresses are positive. The
total stress can be decomposed into a part due to the fluid pres-
sure, POij, and a part representing the intergranular forces.
352

Thus one may write

0 .. =
1J
a1J.. + po 1J
.. ( 1)

where 0ij is called the intergranular stress. It should be noted

that in this separation the pressure p is considered to act over
the entire surface of a section. The basic idea leading to this
notion, which is one of the fundamental principles of soil mechanics,
is that a pressure p in the fluid will give rise to a pressure of
the same magnitude in the grains, which are completely surrounded
by the fluid. In addition to this pressure stresses may be generated
in the grains due to the concentrated forces in the contact points.
Thus the stress 0i·, defined by eq. (I) is a measure for the inter-
granular forces, w~ich are considered to be mainly responsible for
the deformations of the material. Although the particles themselves
may be somewhat compressible the principal mechanisms for the defor-
mation of a granular material are slipping and rolling of particles
in the contact points.
It is now assumed that the pore fluid is linearly compressible,
so that

(2)

where Vf is a volume of fluid, and where Sf is the compressibility

of the fluid. Futhermore it is assumed that volume changes of the
particles can be described by the relation

~V = - Ss~p V - S ~a Vs (3)
s sp
where Vs is the volume of particle material, a is the isotropic
component of the intergranular stress (0 = 0kk/3), and Ss and Sp
are compressibilities for changes in the allround fluid pressure p,
and the intergranular stress, respectively. These compressibilities
are of course closely related, because they are both dependent upon
the elasticity of the solid material. One might suppose that, appro-
ximately, Ss = (I - n)Sp' where n is the porosity. This would be
true if the response of the solid particles to a unit increase of
the average stress induced by the intergranular forces would equal
the response to a unit increase of the uniform stress induced in
these particles by the fluid pressure. This is not necessarily true
because the stress concentrations near the contact points in the
former case may result in a larger average volume change than the
volume change caused by a uniform stress of the same average value.
Thus it can be expected that Ss is somewhat smaller than (I-n)Sp.
In a compression test on a dry sample the intergranular stress
B equals the total stress 0. In such a test the volume change of
the solid particles is

~V
s
=- (I - n) S
p
~0 V (4)
 353

where V is the total volume. Due to the volume change of each par-
ticle the pore space would also change. As a first approximation
one may assume that no change of structure would be entailed by
this type of compression. This seems to be a reasonable assumption
for a porous medium consisting of a rather uniform composition. Thus
the volume change of the soil would be, if there were no structural
changes,

!::.VI =- Sp !::.o V (5)

In reality there will also be changes in structure, due to sliding

and rolling in the contact points, resulting in a change of poro-
sity. The total compressibility may be defined by

- S !::.o V (6)

Because this volume change includes the compression of the particles

it follows that !::.V > !::.VI, hence

S > Sp (7)

In real soils the value of S may well be an order of magnitude

greater than the value of Sp. .
Next consider a compression test on a saturated sample, with
drainage being prevented by an impermeable membrane surrounding the
sample. The total volume change of the sample now consists of two
parts. The first part is similar to the volume change in the dry
test, governed by the increment of the intergranular stress !::.B, and
an additional part due to the compression of the grains because of
the incremental fluid pressure !::.p. The total volume change can now
be expressed as

!::.V = - S !::.B V - S !::.p V (8)

s
Since there is no drainage the total volume change equals the sum
of the volume change of the particles and the pore fluid,

!::.V = !::.Vs + !::'V f (9)

or, with (2) and (3),

- (1 - n) S !::.p V - (I - n) S !::.B V - nSf !::.p V (10)

s P
With M !::.O - !::.p it now follows from (8) and (10) that

B (11)
I + n(Sf - Ss)/(S - (I -n)Sp)

The ratio of the pore pressure increment to the increment of the

total stress in undrained conditions is usually denoted by B, after
354

Skempton [1]. I t follows from eq. (11) that B = 1 when both the par-
ticles and the fluid are incompressible, which is a common notion in
soil mechanics. It also follows that when the particles are consi-
dered to be incompressible «(3s = (3p = 0), Skempton' s coefficient re-
duces to

B (12)

which is usually close to 1, because the fluid compressibility is

usually much smaller than the compressibility of the soil. Eq. (12)
is in agreement with soil mechanics literature [2, 3]. The more
general formula (11), which includes the effect of the compressibi-
lity of the particles, is equivalent to similar formulas used in
rock mechanics and reservoir engineering [4], disregarding insigni-
ficant differences of notation and definition of the various com-
pressibility coefficients, and when identifying (1 -n)(3p with (3s'
Formula (11) was derived earlier by Bishop [5], again assuming
that (1 -n)(3p = (3s' which seems to be not generally justified.
It is of some interest to note that for an incompressible
fluid «(3f = 0), the value of B ~s not equal to 1, but

(3 = 0 ( 1 3)
f B = 1 -n(3 /«(3 (1 -n)(3 )
s p
which is greater than 1. Even though this is a case of academic
interest only, it may be helpful to try to understand this situa-
tion. An increment of the fluid pressure ~p will lead to a compres-
sion of the particles, which entails, if there is a uniform defor-
mation only, a reduction of the pore space. This would be impossi-
ble if the fluid is indeed incompressible and if there is no drai-
nage. Thus the decrease of the pore space would have to be balanced
by an increase of the porosity caused by a decrement of the inter-
granular stress, which explains that ~p would be greater than ~a,
and thus B > 1.
It may be convenient to introduce an effective stress, to be
denoted by aij', in such a way that deformations of the soil ske-
leton are fully determined by that stress. It is assumed that this
can be accomplished by writing, in general,

a.. = a .. ' + (1 - y)po .. (14)

~J ~J ~J

where y is as yet undetermined, but probably small. In the linear

isotropic case one may write

~a .. ' = - 3 ) eO..
(K-.k - 2G E: .. ( 15)
~J ~J ~J

where E:ij is the (incremental) strain tensor, with e = E:kk' and K

and G are the compression modulus and the shear modulus.
 355
By contraction it now follows from (14) and (IS) that
I 6V
- - + (I -y)6p (I6)
S V
where K has been written as lIS, with S representing the total com-
pressibility. Formula (16) is in agreement with eq.(8) if

( 17)

In most natural soils the value of y will be very small, so that

the effective stress may be identified with the intergranular stress
defined by eq. (I). In the general case, assuming a small but non-
zero compressibility of the particles, the value of y is small, but
non-zero. Eq.(17) is in full agreement with the stress-strain-rela-
tion commonly used in rock mechanics [6], which has been developed
from the classical work of Biot [7], who was the first to present a
consistent theory of consolidation of soils.
In many applications in the field of soil mechanics the com-
pressibility of the particles may well be disregarded. The compres-
sibility of the fluid is often taken into account, for instance as
a first approximation for the case of a pore fluid containing a
small amount of air, in the form of air bubbles [8].

2 BASIC DIFFERENTIAL EQUATIONS

In order to develop the basic differential equations of the

linear theory of consolidation it is most convenient to start from
the general equations of conservation of mass. For that purpose the
basic assumptions regarding the compressibilities of the pore fluid
and the particle material, eqs.(2) and (3) have to be formulated as
equations of state. This can be done by writing

Po exp(Sf(p -po» (I8)

PI exp(S (p-p ) + S (0 -
sop
(j»
0
(I9)

where Pf and Ps are the densities of the fluid and the particle
material, respectively. The quantities Po, PI, Po and Go are refe-
rence densities and reference stresses. It follows from (18) that

Sf Pf dp (20)

Ss Ps dp + Sp Ps do (21 )

which are in agreement with (2) and (3).

The equations of conservation of mass of the fluid and the
particles are

o (22)
356
a
~t«1 -n)p ) + «I -n)p w.) . = 0 (23)
a S S 1 ,1

where vi is the average velocity of the fluid, and wi the average

velocity of the particles. From (22) and (23) one obtains, with
(20) and (21), and disregarding non-linear terms

an + iJQ ap + ( ) 0
at n f at nV i ,i =
an
- - + (l-n)S ~P+(I-n)S ~O'+w . . -(nw.). o
at s at p at 1,1 1 ,1

Elimination of 3n/3t from these two equations gives,

3p 30' ae
(nSf + (I -n)S )~ + (I -n)S ~+~+ q . . = 0 (24)
S at pat at 1,1

where e is the volume strain of the soil, and qi is the specific

discharge of the fluid, with respect to the grain skeleton,

q.
1
new.1 - v.)
1
(25)

Eq.(24) is usually called the storage equation. In this equation

all stresses and deformations can be considered to be incremental
quantities, with reference to an initial state of equilibrium. The
specific discharge is related to the gradient of the incremental
pressure by Darcy's law,

q. (26)
1

where k is the permeability, and ~ is the viscosity of the fluid.

As stated before the deformations of the grain skeleton are
governed by the effective stresses crij', which are related to the
total stresses by the relations:

cr .. = cr .. ' + (I -y)po .. (27)

1J 1J 1]
where y = Ss/S, see (17). The total stresses have to satisfy the
equations of equilibrium,

cr . . . - f. = 0 (28)
1] ,1 ]

where fj is the body force. Finally the effective stresses have to

be related to the deformations, and thus to the displacements. The
most simple stress-strain relation is Hooke's law for the case of
linear isotropic elasticity,
2
cr .. ' = - (K -;.G3 ) eo .. - 2G E •• (29)
1J 1J 1J
where E··
1J
is the strain tensor,
1
E iJ· = -2 ( u . . + u. .) (30)
1,J J,1
 357
The equations of equilibrium (28) can be expressed in the displace-
ments by consecutive substitution from (30), with (29) and (27).
The result is
2
«K-~3 )e) . + (G(u . . +u . . » . +f.J - (I -y)p . = 0 (31 )
,J 1,] J,1 ,1 ,J
where the volume strain e is related to the displacement vector by
e = ui i·
The total stresses 0ij are related to the displacements by
2
0 .. =-(K-~3 )eo .. -G(u . . +u . . ) + (I -y)po.. (32)
1J 1J 1, J J .1 1J
This equation is of special importance for the formulation of the
boundary conditions.
The storage equation (24) can also be expressed in the displa-
cements and the pore pressure only, as follows. The intergranular
stress a can be related to the effective stress 0' by combining (I)
and (14). This gives

a= 0' - yp (33)

It now follows, with (29), that

a6 ae ap
at = - K at - y at (34)

Here K represents the compression modulus of the soil, which is the

reciprocal of the compressibility ~. With (26) and (34) eq.(24)
becomes
ap ae k
n~ ' - + (I -y')- = (::p .) . (35)
at a t ] . l ,1 ,1
where y' is a small coefficient defined by

y' = (I -n)~ /~ (36)

p
and where n~' is a modified compressibility of the fluid,

n~' = n~ + (J - n) (~ - y~ ) (37)
f s P
Eqs. (31) and (35) are the basic differential equations of the con-
solidation process.
In the following paragraphs restriction will be made to the
case of a soil in which the compressibility of the solid particles
is sufficiently small, compared to over-all compressibility so that
the coefficients y and y' may be disregarded. The basic differential
equations then reduce to
2
«K - ~3 )e)
,J
. + (G(u.
1.J
. + u.
J,1,1
.» . + f. - p .
J ,]
o (38)
358

nQ
~
' ~ +
at ae
at = (k
~,i ,i
) (39)

The stresses are in this case

2
a .. = - (K - ~3 )eo .. - G(u . . + U •• ) + po .. (40)
~J ~J ~ ,J J,~ ~J

All quantities in these equations are to be considered as in-

crements to an initial state of equilibrium. In this state the dis-
tribution of the pore pressure is hydrostatic. From a certain ini-
tial value of time, say t = 0, external loads are applied, in the
form of a body force fJ' or along the boundaries. The boundary con-
ditions are supposed to be (for t > 0), for the soil,

a . . n. t. (41 )
~J ~ J
u. a. (42)
~ ~

where SI +S2 is the total surface. The boundary conditions for the
pore fluid are supposed to be

p g (43)

q.n. h (44)
~ ~

where S3 + S4 is again the total surface.

3 ONE-DIMENSIONAL CONSOLIDATION

A classical application of the theory of consolidation in soil

mechanics is the one-dimensional vertical deformation occurring in
the laboratory in a so-called oedometer test, or in the field under
the influence of a load of very large horizontal extent [9].In this
case the volume strain e equals the vertical stress, which will be
denoted by E. With Ux = u y = 0 the stress-strain-relation in the
vertical direction now is, from (40),

a zz - (K + ~3 )E + P

which will be written as

E = - a(a zz - p) (45)

The coefficient a is the compressibility ~n the case of complete

lateral confinement,
4
a = I/(K + ~) (46)

The storage equation (39) now reduces to

 359

ao
(a + nS,)ap -a~ a (~ap) (47)
at at 3Z )J az

An important problem is the case of the response generated by a

sudden application of a stepwise load increment. In that case the
vertical load is constant, so that the second term in eq.(17) va-
nishes. Assuming a homogeneous soil and fluid eq.(47) then reduces
to

(48)

where c is the coefficient of one-dimensional consolidation,

(49)

The initial condition can be obtained from the general equation

(47) by integration over a small time interval ~t, and then letting
~t + O. This gives

a
t = 0 p ----reT 0
a + nS' zz
(50)

When the fluid is incompressible the initial pore pressure ~s equal

to the load applied.
The analytical solution of the problem for a layer of thick-
ness 2h, fully drained at the upper and lower boundaries was given
by Terzaghi [9]. A simple computer program, in BASIC, calculating
the values of the dimensionless pore pressure plpo as a function
of the dimensionless depth z/h, for a given value of ct/h 2 (indi-
cated as a dimensionless time t in the program), is reproduced be-
low, as Program I. The problem can also be solved very easily by

10 PI=3.14!59:A=4/PI:PP=PItPl!4:B=2JPP:N=20:DIM PIN)
20 INPUT'\}alue of t':T:PRINT:J=O:U=I:FOR 1=0 TO N:Plli=O:NEH 1:[=-1
30 C=-C:J=J+I:JJ=2tJ-l:JT=JJtJJtPPtT:E=EXPI-JTI:U=U-BtE!(JJtJJ)
40 FOR K=O TO N:Z=2tK/N:IF K=O OR K=N 60TO 60
50 PIK)=PIKltAtEtCfJJtCDSIJJtPI/2tll-Z)
60 NEXT K: IF HCO GOTO 30
70 FOR K=(! TO N: PRINT'z=" ;2tK!N; TAB (15); "p="; P(K) : NEXT K:PRINT
80 PRINT" tillf=";T;', U=H;U:PRINT:60TO 20

Program I. I-D Consolidation, analytical solution.

a numerical method, using an explicit forward finite difference

approximation, see Program 2. In this program numerical stability
is ensured by taking the value of the time step small enough, such
that the parameter A, in line 10, is smaller than ~. The programs
360

10 H=1:C=1:N=20:A=1/4:DZ=2*H/N:DT=AtDZ*DZ/C:D1H PINI,PAINI
20 FOR 1=0 TO N:PI!I=1:NEXT I
30 PR1NT:U=1:T=T+DT:FOR 1=1 TO N-1:PAtI I=Pt1I+AtIPt1+11-2*Ptll+Pt1-111:NEXT I
40 FOR 1=0 TO N:PR1NT'z='j1*DZjTABtI5Ij'p='jPA(1):PI1I=PAI1I:U=U-Pt1I/N:NEXT I
50 PR1NT:PR1NT' tile=';Tj", U=';U:PR1NT:60TO 30

Progral 2. I-D Consolidation, nUlerical solution.

can readily be run on a small micro-computer. Both programs also

give the value of the so-called consolidation ratio U, which ex-
presses the total settlement, as a ratio to the final settlement.
The pore pressure distribution, as a function of time, is illustra-
ted in figure 1. The data for this figure have been calculated from
the analytical solution as well as by the finite difference method.
It appears that the numerical results are fairly accurate.
2

,
_! ___ ....L
I I
I I

t~O . 5:
z/h

o
o

Figure 1. l-D Consolidation.

 361

4 ESTIMATION OF THE RATE OF DISSIPATION

The rather complicated system of equations of consolidation

appear to reduce to the much simpler diffusion equation (48) in the
one-dimensional case. This has sometimes lead to the speculation
that the pore pressure perhaps can be found from a diffusion-type
equation, also in three-dimensional cases. It can be shown that for
certain problems involving irrotational deformation such a reduc~
tion is indeed possible, though not in all irrotational problems
[3]. Another approach was suggested by Rendulic [10], on the basis
of the stress-strain relation (40), from which one obtains, by con-
traction,

cr =- Ke + p (51 )

Of course this is nothing more than Hooke's law for the volumetric
deformation of the soil. Rendulic proposed that, as a first appro-
ximation, one might assume that for certain classes of problems
the isotropic total stress cr remains constant during the consoli-
dation process. Then one obtains from (51) that
K ae = ap (52)
at at
Substitution into the storage equation (39) now indeed loads to an
equation of diffusion-type

ap _ 2
(53 )
at-c''Vp

with
, k
c =)l (1 /K + nS') (54)

Unfortunately it has been found that such a simplified approach

may lead to erroneous results. A typical example is Cryer's pro-
blem of the consolidation of a massive sphere [II]. Biot's coupled
theory predicts a gradual rise of the pore pressure in the center
of the sphere, in the early stages of the consolidation. This type
of behaviour, which cannot be predicted by a diffusion equation,
has indeed been observed experimentally [12,13].
Even though the reduction to a diffusion equation is in gene-
ral not justified it may be a practical way of obtaining a first
estimation of the rate of dissipation of excess pore pressure. A
useful formula, which may be used to determine the order of magni-
tude of the consolidation time, can be derived as follows [14]. The
storage equation (39) is first rewritten in the following form,
with (51),

(nS' + I /K) ap _ (I /K) acr = - q. . (55)

at at 1,1
362

Next this equation is integrated over the entire volume of the soil
body, and it is assumed that in this process the second term gives
no contribution. This means that it is assumed that the t~tal
stress does not change with time when averaged over the entire
volume. Of course this is not completely justified, but it may be
considered acceptable for a rough estimate. Thus, one obtains from
(55) with the divergence theorem,

(nS' + l/K)dd-P V = -
tAl 1
f
q. n.dA (56)

where p is the average pore pressure and V is the total volume of

the soil body. The surface integral in (56) will contAin contribu-
tions only from the drained part of the boundary. Along impermeable
parts of the boundary the normal component of the specific dis-
charge, qi ni, wi 11 vanish. It is now assumed that the spatial
variation of the excess pore pressure is parabolic, between zero
and a maximum value Pm' Then one may write
k Pm
qini = 2 il T
where £ is the drainage length. The parabolic variation of the pore
pressure implies that p = 2/3Pm' and hence one may write
k -
q.n. = 3 - £ (57)
1 1 j1 £
Substitution of (57) into (56) now leads to the following ordinary
differential equation for the average pore pressure

(58)

where c' is defined by (54), taking average values for the soil
parameters, and where £' = V/Ad' Ad being the area of the drained
surface. The solution of the differential equation (58) is

p = po exp(-3c't/££') (59)

It should be emphasized that eq.(59) is certainly not an accurate

general formula. It can be considered to give a reasonable first
insight into the behaviour of the pore pressures with time. The
pore pressures will be reduced to one-tenth of their initial values
after a time tc such that

t '" 0.8 H'/c' (60)

c
An example of the applicability of this simple estimation is given
ln paragraph 6.
 363

5 UNDRAINED RESPONSE

The physical mechanism of consolidation is that the deforma-

tion of the soil skeleton is coupled to the flow of the pore water
through the storage equation, which expresses continuity of the
volumetric deformations. The major terms in this equation are the
time rate of the volume strain of the porous medium and the diver-
gence of the specific discharge. Thus this equation states that,
apart from small contributions from the compressibilities of the
particles and the fluid, a volume strain is possible only when ba-
lanced by a net supply or a net expulsion of water. Because of the
frictional resistance of the porous medium to flow of the pore
fluid the physical process can be summarized by stating that the
presence of the pore fluid resists rapid volumetric strains of the
soil.
A shear strain is not resisted by the pore fluid. This means
that in case of a sudden application of a load a porous medium re-
acts as a deformable, but practically incompressible, material. It
is of some interest to investigate this behaviour separately, in
order to obtain some more insight in the consolidation process.
The starting point of the analysis is the storage equation in
the form of eq. (39),

nf3' ap + ~ = (k p ) - - q. . (61 )
at at ~ ,i ,i - ~,~

After integration over a very short time interval ~t one obtains

from this equation, assuming that the right hand side of (61) is
always finite,

M -+ 0 nf3'p + e = 0 (62)

The excess pore pressure p can now be eliminated from the equations
of equilibrium (38), which then reduce to

«K + Ilnf3' - ~32 )e) . + (G(u . . + u . . ») . + f. = 0 (63)

,j ~,J j,~,~ J
These are nothing but the general equations of equilibrium from
the theory of elasticity (Navier's equations), with the exception
that the compression modulus K has to be replaced by K+ I/nf3'. The
same thing happens in the expression for the total stresses, eq.(40)
which can now be written as
2 .
0 .• = - (K+ I/nS' -~3 )eo .. - G(u . . +u . . ) (64)
~j ~J ~,J J,~

This means that the initial deformations and stresses in a soil

body loaded by some stepwise incremental forces, can be calculated
from elastic theory, taking a modified compression modulus [3].
Because in general the compressibility of the fluid 13' is very
small, the apparent compression modulus K + Ilnf3' is very large,
indicating that the medium is almost incompressible. This does not
364

mean that there can be no deformations, of course, because there is

no extra resistance against shear deformation. The initial defor-
mations will be practically isochoric, which may mean that they are
sometimes difficult to calculate numerically, in view of the fact
that many numerical methods are inaccurate if Poisson's ratio ap-
proaches the limiting value 0.5. When an analytical expression is
available the initial deformations and stresses can immediately be
found by replacing the compression modulus by K + 1 InS' .
The initial pore pressures can be obtained from (62) and the
contracted form of (64). The result is
P I
t = 0
a = I + nS' (K + 4/3G)
(65)

where a is the isotropic total stress, a = 0kk/3. The right hand

side of eq. (65) is in general close to I, which means that the
initial pore pressure is practically equal to the isotropic total
stress. This is equivalent to stating that Skempton's coefficient
B is close to unity, and in fact eq.(65) is a special case of eq.
(II), for the case of incompressible grains.

6 APPROXIMATION OF A CONSOLIDATION PROBLEM

With the aid of the formulas derived above it is now possible

to give an approximation of the complete solution of certain con-
solidation problems, namely those for which the boundary conditions
are that at time t = 0 a stepwise load is applied, which then re-
mains constant in time. The initial deformations can be calculated
from elastic theory, as described in the previous paragraph, with
a modified compression modulus. The ultimate deformations can also
be calculated from elastic theory, using the true value of the com-
pression modulus, because then the pore pressures will have been
completely dissipated. Finally the transition from the initial res-
ponse to the final response can be estimated to occur at an average
rate as described in paragraph 4. As an example consider the case
of a porous elastic layer on a smooth base, with a strip load, see
figure 2. The settlement of the center of the load can now be

Figure 2. Strip load on a consolidating layer.

 365
approximated by

W = Wo + (W -W0 )(1 -exp(-3c't/H'))

(lO
(66)

where Wo is the initial settlement, and W~ is the final settlement.

For this case there happens to be a complete solution of the coupled
consolidation problem [15]. The approximate solution is compared
with the analytical solution in figure 3. The approximation appears

o 0.5
o

\;;G/ qh
~,
'" ~ ~-~
--:::..:: - =:::...:: -
0.5

Figure 3. Comparison of analytical and approximate solutions.

to be very good in this case. Some more examples have been given
elsewhere [14].

7 ANALYTICAL AND NUMERICAL SOLUTIONS

Analytical solutions of the complete system of equations of

coupled consolidation have been obtained only for soil bodies of
simple geometrical shapes, such as cylindrical or spherical bodies,
half-planes or half-spaces, or a layer in plane strain or under
axially symmetric conditions [15]. Most of these solutions are in
the form of infinite series or integrals, and thus may require con-
siderable effort to obtain numerical data. Only for special bounda-
ry coriditions it is possible to give a closed form solution with
one or two terms only. An example of such a problem is the half-
space in which excess pore pressures are generated by standing or
running water waves on the upper surface [16], a problem of some
interest in offshore engineering.
366

The most effective method to solve consolidation problems seems

to be the finite element method. Many authors have developed and
presented or described computer codes, see for instance [17] and
[18], in which further references to the literature may be found.

Figure 4. Consolidation of cylindrical sample.

An example is illustrated in figure 4, namely the case of a cylin-

drical sample, loaded and drained along its surface. The analytical
solution of this problem was given by De Leeuw [19]. For the nume-
rical data one quarter of the full circle has been modelled. The
numerical results for the pore pressure in the center of the sample
are compared with the analytical solution in figure 5. The accuracy
of the numerical results seems to be sufficient. These results were
obtained on an Osborne I micro-computer, using a program in BASIC,
compiled with Microsoft's compiler BASCOM. Computation time in this
case, with 34 nodes and 47 elements (i.e. 102 degrees of freedom),
is about 4 minutes per time step, and about 12 time steps, of gra-
dually increasing magnitude, are necessary to run through the
entire consolidation process. Even though computation time for a
consolidation problem may be one hour for a single complete run,
the low price of microcomputers may very well mean that a small
system is much more efficient than a large main frame system.
 367

•
1
K
. .

\
\ I'x.
pip
o \ .
K
---R -.:..:......:. r:.-:-:.-
o
o 1

Figure 5. Comparison of analytical and numerical results.

REFERENCES

1. Skempton, A.W. The pore pressure coefficients A and B. Geo-

technique 4, (1954) 143-147.
2. Lambe, T.W. and R.V. Whitman. Soil Mechanics (New York, Wiley,
1969).
3. De Josselin de Jong, G. Consolidatie in drie dimensies. LGM-
mededelingen 7 (1963) 25-73.
4. Palcianskas, V.V. and P.A. Domenico. Characterization of drained
and undrained response of thermally loaded repository rocks.
Water Resources Res. 18 (1982) 281-290.
5. Bishop, A.W. The influence of an undrained change in stress on
the pore pressure in porous media of low compressibility. Geo-
technique 23 (1973) 435-442.
6. Geertsma, J. The effect of fluid pressure decline on volumetric
changes of porous rocks. Trans AlME 210 (1957) 331-343.
7. Biot, M.A. General theory of three-dimensional consolidation.
J. Appl. Phys. 12 (1941) 155-164.
8. Teunissen, J.A.M. Mechanics of a fluid-gas mixture in a porous
medium. Mech. Materials 1 (1982) at press.
9. Terzaghi. K. Theoretical soil mechanics (Chapman and Hall,
London, 1943).
10. Rendulic, L. Porenziffer und Porenwasserdruck in Tonen. Der Bau-
ingenieur 17 (1936) 559-564.
11. Cryer, C.W. A comparison of the three-dimensional consolidation
theories of Biot and Terzaghi. Quart.J.Mech.Appl.Math.16 (1963)
401-412.
368

12. Gibson, R.E. Knight, K and P.W. Taylor. A critical experiment

to examine theories of three-dimensional consolidation. Proc.
Eur. Conf. SMFE Wiesbaden 1 (1963) 69-76.
13. Verruijt, A. Discussion. Proc. 6th Int. Conf. SMFE Montreal 3
(1965) 401-402.
14. Verruijt, A. A simple formula for the estimation of pore pres-
sures and their dissipation. Appl. Ocean Res. 2 (1980). 57-62.
15. Gibson, R.E., Schiffman, R.L. and S.L. Pu. Plane strain and
axially symmetric consolidation of a clay layer on a smooth im-
pervious base. Quart.J.Mech.Appl.Math. 23 (1970) 505-520.
16. Verruijt, A. Approximations of cyclic pore pressures caused by
sea waves in a poro-elastic half-plane. Soil Mechanics Transient
and Cyclic Loads, Edited by G.N. Pande and O.C. Zienkiewicz
(London, Wiley, 1982) 37-51.
17. Desai, C.S. and J.T. Christian, Numerical methods in geotech-
nical engineering (New York, McGraw-Hill, 1977).
18. Verruijt, A. Generation and dissipation of pore-water pressures.
Finite elements in Geomechanics. Edited by G. Gudehus (London
Wiley, 1977) 293-317
19. De Leeuw, E.H. Consolidatie in drie dimensies. LGM-Mededelingen
9 (1964) 17-48.

SYMBOLS

e volume strain
f body force
G shear modulus
K compression modulus
k permeability
I drainage length
n porosity
p pore pressure
q specific discharge
t time
u displacement of soil
v velocity of pore fluid
w velocity of soil
x coordinate
a, 8 I/(K + 4/3G), compressibility of soil
8f compressibility of fluid
8p , 8s partial compr~ssibilities of particles
y 8s /8
E strain
II viscosity of pore fluid
Pf density of pore fluid
Ps density of particles
(5 total stress
(51 effective stress
5 inter granular stress
 369

LAND SUBSIDENCE -
A STATE-OF-THE-ART REVIEW

M. Yavuz Corapciog1u

ABSTRACT 371
1. INTRODUCTION 372
1.1. Description of the Phenomenon 372
1.2. Types of Processes Causing Land Subsidence 372
1.3. Types of Soil Behaviour 373
1.4. Need for Modelling Studies 378
2. PREVIOUS MODELLING STUDIES 378
2.1. A Short Outline of Modelling Studies 378
2.2. The Depth-Porosity Model 379
2.3. Models Based on Laboratory and/or Field
Data 380
2.4. Empirical Relations 383
2.5. Semi-Infinite Elastic Solid Models 384
2.6. Models Based on Elastic Constitutive
Relations 394
2.7. Viscoelastic Modelling 409
2.8. Models Considering Plastic Deformations 415
2.9. Models for Horizontal Movements 420
2.10. Models Considering Land Subsidence in
Geothermal Reservoirs 423
3. CONCLUSIONS 432
ACKNOWLEDGEMENT 433
REFERENCES 434
 371

LAND SUBSIDENCE -
A. A STATE-OF-THE-ART REVIEW

M. Yavuz Corapcioglu

Department of Civil Engineering

University of Delaware
Newark, DE 19716

ABSTRACT

Following a description of the phenomena of land subsidence,

its main features and its occurrence tn many parts of the world,
the review starts with the simplest depth-porosity model and
models that are based on field data and empirical relations. It
then continues through models that are based on the theories and
physical concepts. The first studies of these kind are the semi-
infinite elastic solid models which assume the earth to behave
like a homogeneous, isotropic half space with a uniform elasticity
modulus. A more rigorous approach to model land subsidence in-
cludes transient flow and equilibrium equations for isothermal
reservoirs. A solution of this set of coupled equations can be
obtained either by full-coupling whrch could be quite lengthy or
by partial coupling which can be separated into two subgroups:
"leap frog" and "two step" techniques. In the "two-step" method,
the aquifer flow equation is solved in a three or two-dimensional
space and then it is assumed that the solid deformation is one
dimensional and one-dimensional consolidation equations are solved
for aquitards in the reservoir. The results of the flow equation
are the time dependent boundary conditions of the consolidation
equations. An alternative approach to explain the behaviour of
aquitards is given by viscoelastic models which assume a rheologi-
cal constitutive equation instead of an elastic one as employed
by the "two-step" technique. Later, models using a plastic stress-
strain relation, and models for horizontal displacements are also
reviewed. Finally, geothermal reservoir models that require an
additional energy equation are discussed.
372

1. INTRODUCTION

1.1 Description of the Phenomenon

Land subsidence is a phenomenon that involves the lowering or

settling of the Earth's surface due to various factors. It can
occur naturally, or under the impact of a wide variety of human
activities, and it is with the latter that we are most concerned.
Poland et al. [1] defined subsidence as the "sinking or settle-
ment of land surface, due to any of several processes. As commonly
used, the term relates to the vertical downward movement of natural
surfaces although small-scale horizontal components may be present.
The term does not include landslides, which have large-scale
horizontal displacements, or settlement of artificial fills."

1.2 Types of Processes Causing Land Subsidence

Various subsidence mechanisms are reviewed in detail by Scott

[2]. They include crustal isostatic adjustments, volcanic and
tectonic activities, earthquakes, solid extraction (coal and
mineral mining), solution mining, surface loading, hydrocompaction,
and, most importantly, fluid (oil, groundwater, gas, hot water)
withdrawal from underground reservoirs. Some of these mechanisms,
like crustal movements, have a very long time scale (e.g., 10,000
years) and have almost no engineering significance or impact on
human activities. A much larger effect develops by fluid with-
drawal from deep formations. Therefore, the discussion of land
subsidence in this paper is limited to subsidence caused by fluid
extraction. By this mechanism, the pore-fluid pressure in a
reservoir decreases and the effective (grain-to-grain) stress
increases. This, in turn, causes compaction. Most of the com-
paction is non-recoverable, and this presents a permanent
decrease in the storage volume of the reservoir.

The worldwide exploitation of oil, gas, and geothermal water

has created many areas of land subsidence in which heavy damages
have been incurred. However, subsidence is more commonly produced
by the excessive pumping of groundwater basins than in oil and gas
fields. The areas of greatest extent and maximal settling in the
United States, and probably in the world, are found in California.
Nine meters (29.5 ft) of subsidence was measured at Bench Mark
S 611 in the San Joaquin Valley, where large quantities of ground-
water have been pumped to support the valley's immense irrigation
needs. Subsidence in Japan has caused dangerous environmental
problems in heavily populated areas. For example, in Tokyo two
million people live in an area of 80 sq km (30 square miles) which
subsided 2.3 m below mean sea level [3]. To prevent a disaster,
several measures had to be taken, such as raising stream banks,
building a flood wall, and installing drainage pumps. Sometimes
environmental conditions associated with subsidence may be more
 373

critical than the magnitude itself in determining its importance.

For example, Venice, Italy, subsided only 8 cm (3 in.) in a 16-
year period, but the ground surface there is less than 1-2 m (3-
7 ft) above the mean sea level [3]. In the Galveston area in
Texas, where property values have plummeted because of land
sinking, the pumping of groundwater caused the earth to subside
and tidewater from the Galveston Bay to invade. Subsidence due to
groundwater pumpage has also been reported in Osaka, Niigata,
Chiba (Japan), Ravenna (Italy), Taipei (Taiwan), Mexico City
(Mexico), Bangkok (Thailand), London (England) and Santa Clara
Valley, South Central Arizona, and Las Vegas (U.S.A.)[170].

A recent analysis by Chi and Reilinger [4] of repeated level-

ings conducted by the National Geodetic Survey indicates many
locations of anomalous relative subsidence in the United States.
In addition to previously reported areas, over 35 new locations
of subsidence due to water withdrawal have been identified. Oil
fields in California (Inglewood, Long Beach-Wilmington), Texas
(Goose Creek), and Venezuela (Lake Maraeaibo) have experienced land
subsidence ranging from 1 to 9 m (3-29 ft). Also gas fields in the
Po Delta, Italy and at Niigata, Japan have subsided at least 2.4 m
(8 ft). At the Wilmington oil field, extensive remedial measures
have been taken to keep the sea from invading the subsiding area
which is intensively industrialized. Much of the subsiding area
was initially only 1.5-3 m (5-10 ft) above sea level. In 1962,
subsidence was 8 m (27 ft) at the center [3].

Areas of major land subsidence due to groundwater overdraft

were reviewed in various references (e.g., Poland and Davis [5],
Poland [3], Corapcioglu and Brutsaert [6]). A case book of land
subsidence is under preparation and will be published by UNESCO.
There have also been three international conferences on land
subsidence sponsored by various organizations, one in Tokyo in
1969, the second in Aneheim, California in 1976, both organized
by UNESCO .and the International Association of Hydrological
Sciences, and the third in Pensacola Beach, Florida in 1978,
organized by Engineering Foundation and NSF. In addition to
these, a one-day symposium was organized by the Geological Society
of America in November, 1980 in Atlanta, Georgia to honor J. F.
Poland, who studied land subsidence for over 40 years.

1.3 Types of Soil Behaviour

In any study to predict land subsidence, the behaviour of the

soil has to be idealized in terms of physical models. Although
simplified assumptions give approximate results, most of them are
acceptable for practical purposes. The compacted reservoir is
considered as a porous medium which is a combination of a defor-
mable solid material (grains) and one or more viscous compressible
or (ass~ed) incompressible fluids (e.g., water,gas, oil).
374

In the theory of the flow of fluids through deformable porous

media, it is assumed, in general, that the solid skeleton through
which the fluid flows, deforms either elastically, or plastically,
or viscoelastically, or by a combination of them, due to the
change in pressure of the incumbent fluid.

A medium exhibiting Hookean behaviour is characterized by an

instantaneous linear relation between the components of stress and
strain, and by elasticity. By instantaneous we mean that rhere is
no time lag between the stress change and the resulting strain
change. By elasticity, we mean reversibility of strain. The
recovery of strain upon release of stress mayor may not be
instantaneous. Thus, not all elastic materials are Hookean, but
all Hookean materials are elastic. Another name for a Hookean
behaviour is linear elasticity. The simplest form of Hooke's law
specifies the following linear relation between stress 0, and
elastic strain E e , in uniaxial compression or tension. In this
paper, the original notation of the respective authors was
followed and almost no attempt was taken to unify the notation.

(1.3.1)

where the proportionality constant E is called the Young's modulus.

Usually, materials obey Hooke's law only in a certain range of
small strain. When a material is strained beyond an elastic limit,
Hooke's law no longer applies. In other words, plasticity is
characterized by the existence of a yield point beyond which
permanent strains appear. It must be emphasized that the onset
of plasticity is not indicated by the nonlinearity of the stress-
strain curve beyond point A (see Fig. 1), but by the irreversi-
bility of the path beyond this point. Also, when speaking of
plasticity, one usually implies the theory of time-independent
instantaneous plastic deformations.

In order to describe the plastic behaviour of a porous

material like soil, it is first necessary to establish a criterion
of yielding. A yield criterion defines the state of stress, under
which the plastic flow may begin. The collected set of plastic
stress states will appear as a surface in a stress space. The
locus of points bounding the elastic region of the stress plane
is called the yield locus, or the yield surface. In other words,
the concept of the yield point A in the uniaxial case may be
replaced by a yield criterion for a small macroscopic element of
material subject to an applied stress tensor. The yield
function, f, is a scalar function of stress of the material, such
that f(o)<O corresponds to the elastic range of the medium and
f(o)=O ~orresponds to the appearance of irreversible deformations.
It~is the equality which is termed the yield criterion. No
combination of stresses interior to the yield locus can cause a
 375

a
Stress

A,-_ _ _ _ __
a
y

K-__________________ E

<l' TOTAL STRAIN

Strain

a. Elasto-Plastic b. Ideally Elasto-

Material Plastic Material

Figure 1. The Uniaxial Stress - Total Strain Curves

permanent strain. With a perfectly plastic material, the yield

function does not vary. However, for ' a work-hardening material
like soils, the yield function varies as the permanent deformation
continues and a distinction must be made between the original and
current yield surfaces. In addition, the plastic deformation of
porous materials causes volume changes. Therefore the yielding of
these materials includes the effect of mean hydrostatic stresses
(first invariant of stress tensor). Hardening in terms of plas-
ticity means an expansion of the yield surface (see Fig. 2). These
will be written as f(a,H)=O, where H stands for all the work-
hardening parameters. These are defined as the supplementary
parameters which, along with the actual state of stress, make it
possible to determine the plastic behaviour of the medium. For
porous materials, such parameters are functions of porosity
(Corapcioglu [7], Corapcioglu and Uz [8]), angle of internal
friction, and cohension stress (e.g., Mohr-Coulomb criterion).
The yield criteria for porous materials in the literature is
reviewed in three categories: yield criteria based on the Mohr-
Coulomb theory, yield criteria based on Drucker-Prager type
surfaces, and critical state theories. Desai et al. [9] and
Corapcioglu [10] present reviews of yield surfaces for porous
materials (see Fig. 25).

The plastic strain increments are determined by the partial

differentiation of a plastic potential, which is identical to the
yield surface, with respect to stress. This is known as the
associated flow rule
376

/ ~ • 2.0 .1
,,/"
~

STRESS , ------------

/'

.p
PLA-STIC STRAIN

a. The Uniaxial Stress - Plastic b. Yield Surfaces in

Strain Curve Relabeled as the Principal Stress
Stress-Strain Curve Coordinate Space

Figure 2. Graphical Representation of Isotropic Strain-Hardening

Plasticity Theory.

1--.11. (1.3.2)
dO

where the symbol ~ under a variable, denotes a tensor quantity,

and 1--. is a positive constant of proportionality.

So far, we have neglected the effect of time in the discussion.

However, most materials show time dependent effects. While these
may be neglected in many engineering problems, a proper description
of them is of the greatest importance in some geological problems
and in rheology which is the study of flow in general. These
time effects may be described phenomenologically by combinations
of simple elements as discussed below.

In the general sense, a viscoelastic stress-strain equation

differs from the elastic law only in the fact that the stresses
and strains are related by time derivatives. Thus a general
viscoelastic stress-strain equation is (Schiffman [11])

n
I A
n
(1.3.3)
n=O

Thus for an elastic deformation n=m=O, and E=B fA in Eq. (1.3.1).

o 0
The concepts reviewed above are best illustrated by means of
simple uniaxial rheological models. The components which combine
to form these models are shown in Fig. 3 together with their
 377

•
a a a
+

1 w
i
a
y

Stress, a Stress, a Stress, a

(a) Linear Elasticity (b) Ideal Plasticity (c) Viscous Component

Figure 3. Simple Uniaxial Rheological Models

corresponding stress strain behaviour. Linear' elasticity is

represented by a Hookean spring which has a linear relation
between stress and strain. Ideal plasticity is represented by a
Saint-Venant's resistance which has zero strain until the stress
reaches the yield stress, 0y' at which point the strain becomes
indeterminate. The viscous component is represented by a Newton's
dashpot in which strain rate is related to the stress by the
viscosity. The difference between a Newtonian dashpot and the
Saint-Venant resistance lies in the fact that the coefficient of
viscosity n represents a physical property of the material while
the coefficient A depends only on the invariants of stress and
strain tensors. So the fundamental property of a fluid is that
it can withstand no shear stress without permanent deformation.

The rheological model for an elasto-plastic material consists

of a Hookean spring and Saint-Venant resistance in series. The
most common viscoelastic model for soil creep behaviour is the
Kelvin unit which characterizes elastic effects delayed in time
(a spring coupled in parallel with a dashpot). Other models can
be produced by placing individual units in series or parallel,
thus enabling more complex material behaviour to be reproduced
(e. g., Zienkiewicz and Cormeau [12]).
378

1.4 Need for Modelling Studies

Developing a sound and reliable model for predicting land

subsidence has been a challenge for researchers working in this
area. The modelling of land subsidence is a continuous effort
since 1908 when Fuller [13] related subsidence to groundwater
pumping. A predictive model for land subsidence is an important
and practical tool in the long term evaluation of the risk of
excessive settlement of the ground surface and optimal use of
underground fluids (oil, water, gas, geothermal water). Also, such
a model would provide reasonable answers in the shortest time even
if this means using models based on simplifications and ideali-
zations of the complete problem. Another advantage of modelling
studies is that they can be used to check the effectiveness of the
proposed preventive measures, e.g., fluid injection to the reser-
voirs, a new pumping schedule, etc. This would help to eliminate
potentially dangerous environmental conditions, or at least to
reduce the costly results.

In modelling, we translate the physics of the phenomenon into

mathematical terms, that is, make appropriate assumptions and
develop governing equations which constitute the mathematical
model. The value of the mathematical model directly depends on
how closely it represents the real system which it seeks to repre-
sent. Therefore, the conditions of the reservoir should dictate
the framework of its mathematical descriptions. However, there
are several elements of reservoir modelling which appear in all
models: a governing equation of fluid flow, an energy transport
(if non-isothermal) equation, and an equation representing
reservoir skeleton deformation.

2. PREVIOUS MODELLING STUDIES

2.1. A Short Outline of Modelling Studies

As noted above, the modelling of land subsidence includes

flow and equilibrium equations for isothermal reservoirs. For
non-isothermal cases like geothermal reservoirs,additional energy
equation(s) either in terms of enthalpy for multiphase fluids or
temperature for a single fluid is required. Their solution either
analytical or numerical can be obtained in various ways. One way
of achieving this could be by full-coupling of three-dimensional
transient flow and equilibrium equations [14]. Although this
might seem the most ideal one, the solution procedure could be
quite lengthy, but with efficient computer techniques this could
easily be overcome. As an alternative to this, partial coupling
may be useful. This approach can be separated into two subgroups,
1) "leap frog" technique in which flow and energy equations are
solved alternatively by interlacing their solutions in time [15].
 379

This approach could also be used for coupling flow and equilibrium
equations. Since the settlement of the earth occurs more slowly
than the pore pressure drop, much smaller time steps can be taken
in the flow equation than in the equilibrium equations. 2) The
reservoir fluid flow equation is solved in a three or two-
dimensional space and then it is assumed that the solid defor-
mation is one dimensional and one-dimensional consolidation
equations are solved for aquitards in the reservoir. The results
of the fluid flow equation are the time dependent boundary
conditions of the consolidation equations [16,17].

Decoupling of the governing equations is also possible and

yields to simpler solution techniques. This could be achieved
either for steady state cases [18] or known flow field or by some
mathematical manipulations [19]. The last one is not a decoupling
technique in the real sense. The nature of the coordinate system
and properties of the solution technique would introduce an
efficient method.

Previous subsidence studies have been outlined in various

review papers. Finnemore and Gilham [20] and Saxena [21] tabu-
lated previous subsidence models known to them. Corapcioglu and
Karahanoglu [22j and Pinder [23] have reviewed and thoroughly
discussed the governing equations of earlier geothermal subsidence
models. Sandhu [24] reviewed the development of land subsidence
models and noted certain differences of opinion in setting up
constitutive relationships. Helm [25] compared major conceptual
models of subsidence (depth-porosity, half-space, viscoelastic,
and elastic aquitard-drainage) and developed an alternative
approach.

2.2 The Depth-Porosity Model

As noted by Helm [26]: "Choice of a predictive technique for

land subsidence should be based on availability of appropriate
field data. If only the depth and thickness of compressible beds
can be estimated, a simple hand calculation is available as a
predictive technique .... " Such an attempt would be to estimate
subsidence from a "depth-porosity" relation for a reservoir
obtained from downhole logging data. A depth-porosity relation
would show that porosity would decrease asymptotically with depth.
Porosity decrease is greatest at shallow depth and least near the
bottom. Schatz et al. [27] argue that such an in situ relation
would give an estimate of ultimate volume change with depth. It
is also assumed that the sediments in the reservoir are normally
consolidated and normally pressured. Then, Schatz et al. esti-
mated the upper bound of surface subsidence 0 resulting from a
calculated pressure drop distribution 6p by
Ii =h lip (2.2.1)
3b
380
where h is the thickness of the aquifer and b is the reservoir
effective modulus. The factor of three reduction appearing in
the denominator is a crude estimate of the reduction of surface
subsidence caused by bulking and arching in the layers between
the reservoir and the surface. They fit a logarithmic porosity
law to estimate b
Y(l - p)
b (2.2.2)
¢(~ ~n¢/~z)

where ¢ is the porosity, y is the average buoyant density of over-

burden, and z is the depth from surface. ~ denotes incremental
changes.

By this method, the vertical strain is approximated as one-

third of total volume compaction. At this point we should note
that Corapcioglu and Bear [19] have shown that in an axi-symmetric
flow to a single pumping well, the vertical strain is approximately
one half of the total volume strain. The horizontal displacement
accounts for the other half.

2.3 Models Based on Laboratory and/or Field Data

Several studies have sought to establish the response of the

reservoir to stress changes, beginning from existing stress con-
ditions. One of these approaches is based upon Terzaghi's [28]
theory of consolidation, using the results of one-dimensional con-
solidation tests made on core samples of the aquifer system, and
the decline in artesian head that has occurred. By refining a
method outlined by Gibbs [29], Miller [30] described a method of
computing groundwater compaction from consolidation tests and
artesian-pressure decline. The amount of compaction in a particu-
lar zone that results from the computed change in void ratio is
expressed by [30]
el - e2
~H = 1 + el H (2.3.1)

where ~H is the compaction of the zone, el is the initial void

ratio, e2 is the void ratio after loading and H is the thickness
of the compacted zone. Values of e l and e 2 are obtained for each
zone in the reservoir from particular semi-logarithmic curves
(Fig. 5) obtained by one-dimensional consolidation tests. The
effective overburden stress (grain-to-grain) on each zone is
computed for several periods of artesian pressure change. The
compaction of each lithologic zone is then computed using these
values of effective stress, and using one-dimensional laboratory
consolidation test data for the same range of loads. The total
aquifer compaction is equal to the sum of compactions of all zones
subject to the increase in effective stress. The method was
applied in various subsidence areas in California by Green [31]
 381

and Lofgen and Klausing [32]. A comparison of computed and actual

subsidence is given in Fig. 4.

This method is obviously superior to the depth-porosity model,

but it requires a good number of samples and a record of reservoir
pressure. Also, we should note that when the void ratio (or
porosity n = e/(l+e» of a compacting layer several hundreds or
maybe thousands of feet thick is estimated from a laboratory con-
solidation test on one sample of about 2-3 cm thick, the accuracy
of the estimate depends on how representative the sample is of the
entire layer.

Bouwer [33] has proposed an expression in the form

C Pi2
flH = H 1 + ~l log - -
Pil (2.3.2)

where Pi is the inter granular stress (= total stress - hydraulic

pressure). The total stress at a given depth is calculated as the
weight per unit area of all solids and fluids present above that
point. Hydraulic pressure is hydrostatic and varies linearly with
depth. This approach is very similar to the one given by (2.3.1).

Equation (2.3.2) is based on the fact that when e is plotted

against log P, sigmoid curves were obtained which show flat
portions at the low and high values of log P. but essentially
linear sections for the mid-range of Pi valu~s (Fig. 5). The slope
of the essentially linear portion of the curve is called the com-
pression index Cc of the particular material. Equation (2.3.2) is
valid only for the linear portion of the curve. Another modifi-
cation of (2.3.1) is also given by Bouwer [33] simply by defining
the Young's modulus of elasticity as E = (F. 2-P'1)/(flH/H). Then
(2.3.1) would yield to 1 1

o
~-;t~,s•• _1
!\
(J''''o~'''"cre
·"~I" ~"., I
~ 2 - "~~-;;:'l'!!!?.. I \
I~ _ ,

;r. ~---- --\...,

~ ' ...~"<>I .. ~
Z
o .........
'-...
'
;:: 5
u
it. 6 ..... __
Con,~ut"d com 'b. ''/..'''I A
~-- I"".:,
-- -. -
-ptlo~_

6u 7
8
I
,- - - - - ' -

Figure 4. Computed Compaction and Actual Subsidence at Core Hole

7S/1E-16C6 and Hydrography of Nearby Water Well in the
Santa Clara Valley, California [31].
382

1.00
- '\ -

--
\
-
0.90
C.=0.40 _
r,
0.80
... ~. -
0.70

\
------I- '\- -
'-
0.60

-- --
f-
0.50
f-
r--__ \
-'~

0.40
f- -
0.30
0.1 1.0 10 100 1000
LOAD, IN POUNDS PER SQUARE INCfoI

Figure 5. One Dimensional Consolidation Data, Semilogarithmic

Plot.

lIH (2.3.3)

Equations (2.3.2) and (2.3.3) give very close results.

Another method for estimating land subsidence for elastic

artesian aquifers which requires known values for the storage
coefficient S, average porosity of the reservoir n, and the thick-
ness of the aquifer, was presented by Lohman [34] in the form

lIH = lIP(~ - n H s) (2.3.4)

where y is the specific weight of water (62.4 Ib/ft 2 ), lip is the

reduction in artesian pressure, and S is the compressibility of
water. As noted by Poland [35] and Lohman [36], if S is deter-
mined from short-term pumping tests, Eq. (2.3.4) may give extremely
small predictions for reservoirs containing highly compressible
clay beds. Since some of the components of S, i.e., those due to
elastic expansion of the water and elastic compression of aquifer,
are much smaller (up to fifty times) than the component due to the
storage derived from compaction of clay interbeds and confining
beds, these layers are much more porous than associated sand or
gravel in the reservoir; hence they yield more fluid per unit
volume at a given pressure. When the pore pressure is gradually
reduced, as by fluid withdrawal from wells, such beds slowly
release fluids and undergo irreversible compaction. This idea has
led to the development of aquitard-drainage and viscoelastic
models which will be discussed in sections 2.6 and 2.7 respective-
ly. These two models address the observed time lag between the
pressure reduction and deformational response.
 383

Zeevaert [163] has given a formula to compute the compaction

of each stratum in a soil mass by employing vertical hydraulic
gradients. Zeevaert's formula may be written in the form

os (2.3.5)

where 0 is the total ground subsidence, m . is the coefficient of

volume ~ompressibility, d j is the thicknesXJ of an individual layer,
and (A i +A.+l )/2 is the average piezometric water level reduction
for ea~h ~tratum. This equation uses the vertical distribution
of piezometric heads, which should be known at every point on
the surface.

Long-term values of the storage coefficient can be obtained

from records of piezometric levels and deformations in the reser-
voir. The latter are recorded by highly sensitive borehole
extensometers. As shown by Riley [37] the extensometer records
are combined with hydro graphs for the aquifers to form stress-
strain diagrams on which the cycles of piezometric head decline
and recovery generate a series of open ,loops. These graphs (Fig.
6) can be viewed as a result of a large-scale field consolidation
test. From these graphs the components of storage coefficient (or
in other words gross compaction, elastic expansion, and net perma-
nent compaction) can clearly be defined. Poland et at. [38] has
also given stress~strain graphs at various subsidence areas in
the San Joaquin Valley in California.

2.4 Empirical Relations

The simplest approach to predict future subsidence is based on

an empirically observed relation between water-level decline and
land subsidence. Studies by Lofgren and Klausing [32] and Gabrysch
and Bonnet [39] are some examples to this approach. Lofgren and
Klausing computed the ratio of average rate of subsidence to
average rate of piezometric head decline at nine locations in the
Tulare-Wasco area, California. The values ranged from 0.005 to
0.05. The subsidence to head-decline ratio is smallest in areas
of least subsidence and is greatest where subsidence has continued
for many years and where the amount of subsidence is the greatest.
As tested by Lofgren and Klausing [32],' this ratio is a rough
measure of the response of the reservoir to changes in stress, but
it may also be used to approximate future subsidence, provided
the ratio is applied only to water level declines in excess of
prior historic levels.

Holzer [40] has found that in some subsidence areas these

ratios were constant until water level declines exceeded a value
that ranged from 16 to 63 m, then increased to new and constant
384

COMPACTION

-
0 .8
I- -......... / ' 355-760 FOOT ZONE
UJ "-
UJ
lL
2.4

- L
I
-
4.0
~ O'.--n~~---'~--~~---,~--~----'-----,"----'-----~---'

I B~_~~~~ ~ ~r.. *'$~~

lL , -- - - -- - ~~J~'i~ B'

8 ~T¥fCHANGC==
:l:

1: :
lL 1960 1962 1964 19 66 1968

0 100 =
""" -~ 1962

:"~'" ~2
I-

UJ
~
0
A __

0 .8
________

1.0 1.2
• ,
1.4 1.6 1.8 2.0
•
•
2 .2

Figure 6. History of Compaction and Stress Change, and the

Relationship Between Stress Change and Compaction
Near Pixley, Tulare County, California [37].

values. "On this basis the water level decline at which the ratio
of subsidence to unit water level decline changed indicates approxi-
mately the amount by which the preconsolidation stress exceeded
the stress on the aquifer that existed before groundwater with-
drawals begin" [40]. That is, many subsiding groundwater reser-
voirs in the United States have been overconso1idated by an
amount that ranged from 16 to 63 m before pumping started.

2.5 Semi-Infinite Elastic Solid Models

One of the early attempts to formulate a mathematical model

to compute land subsidence is by Carrillo [41]. In the half-space
model of Carrillo, the earth is assumed to behave like a homo-
geneous, isotrQpic haZf-space with a uniform elasticity modulus.
Then, within this half-space, if a spherical subsurface volume
(its center is called "tension center" by Carrillo) compacts due
to a uniform tensile stress applied on its surface, it is possible
to compute the resulting movement of every point in the surround-
ing earth, both on the land surface and below. The significant
result of this analysis is that if a tension center causes a land
subsidence, the location of this tension center can be determined
from field data on surface movement without any specific information
 385

regarding the elastic properties of the soil and geometric

properties (shape and dimensions) of the compacting subsurface
volume. Carrillo [41] concluded that "in a simple case, the
depth of the tension center is equal to the radius on the surface
at which the subsidence is 35% of its maximum value. At this
radius also the horizontal movement is equal to the vertical
subsidence." In a theoretical analysis based on the concepts of
classical elasticity, Carrillo obtained the following expressions
for horizontal and vertical displacements on land surface produced
by a tension center at a depth h beneath the surface in a semi-
infinite elastic solid

U (2.5.l)
r

2
4(1 - v )c 1
w (2.5.2)
Eh2 [1 + (r/h)]3/2

where Ur and Ware the horizontal and vertical surface movements,

respectively, at a radius r from the tension center (see Fig. 7a),
v is the Poisson's ratio, E denotes Young's modulus of elasticity,
and c is a constant involving the magnitude or intensity of the
tension center. The increase of E with depth would give a slightly
sharper bowl of subsidence as noted by Carrillo.

The approach taken by Carrillo [41] is based on theoretical

concepts of the theory of elasticity as introduced by Boussinesq
and Cerruti for problems of a normal force and a tangential force
acting on the boundary of a semi-infinite elastic solid (see e.g.,
Fung [42]). The semi:"infinite earth is represented as a non-
porous elastic solid. The pore pressure drop in the reservoir due
to fluid withdrawal from a well is replaced by a uniform tensile
stress at the surface of a small spherical cavity with radius Ro.
This assumes a steady state reservoir condition. The assumptions
that (Ro/h)3 is negligible and that the material is removed from
the spherical cavity, bring an infinitely compressible reservoir
within an elastic half-space (Helm [25]). I t further introduces
an instantaneous pore-pressure response of the reservoir due to
fluid withdrawal. Carrillo [41] noted that if the small sphere in
Fig. 7a is filled with material identical with the rest of the
solid, Boussinesq's and Cerruti's solutions give the exact
correction to the stresses at the surface.

Carrillo had concluded from his calculations that a single

tension center placed at a depth of about 6000 feet would give a
good fit to the observed subsidence as measured along the major
axis. He also showed that three equally spaced and equally
weighted tension centers could be placed at a depth of 3000 feet
386

land surface
~r

h
P
.-,Ah
tensIon center fp-Ll
vertical pincer

(A) (B)

tan d surface
~r

of

(C)

Figure 7. Various Half-space Models.

 387

(the center of the subsiding region) in such a way as to give a

good fit to the observed surface subsidence at Long Beach.

McCann and Wilts [43] have developed the "vertical pincer"

model in addition to the "tension center" model introduced by
Carrillo. For both models, they presented expressions for hori-
zontal and vertical displacements for all values of vertical dis-
tance z. For z=O at the land surface, these expressions reduce to
(2.5.1) and (2.5.2) for the tension center model. The second model
consists of a pair of equal vertical pressures acting in opposite
directions a short distance apart. For mathematical convenience,
two colinear opposite forces are postulated at an infinitesimal
distance apart, but the product of force times separation distance
is kept finite. This system of forces has been called a "vertical
pincer" by McCann and Wilts (see Fig. 7b). The solution for a
"pincer" is obtained by differentiation of the solution for a unit
force acting along the vertical z-axis. The solution for a single
force can be obtained in the same manner as for a tension center.
In principle, the method of solution is identical; in detail it is
more difficult. The fundamentals of classical theory of
elasticity for a solid are utilized in the solution.

The horizontal and vertical components of subsidence at land

surfaces obtained by the '~ertical pincer" model are given by

U
5Pllh
--2
(r/h)
2 3/2
1·
5(1-v)
~.
2-(1-2v)
2}
-
r
8nGh [l+(r/h)]

(2.5.3)

5Pllh
(2.5.4)
W = 8nGh 2

where G is the shear modulus, G=E/2(1+v), and P is the strength of

vertical forces. The quantity llh is closely analogous to the
thickness. The pore-pressure drop in a stratum due to fluid with-
drawal would be lip. Therefore,in the subsidence calculations Pllh
should be replaced by llpTllA, where T is the thickness of the
stratum, and llA is the area associated with the point in question.
Again, as in the tension center model, the pressure drop is steady.

A graphical comparison of solutions obtained by the "tension

center" and the "vertical pincer" is given in Fig. 8. McCann and
Wilts noted that the physical model which seems to be the most
plausible is the tension center. It was also noted that one can
388

VERTICAL DISPLACEMENT(w)
AT THE SUR FACE

HORr ZANTAL DIS PLACEM ENT( Ur )

AT THE SU R FACE

Figure 8. Graphical Comparison of Exact Solutions For Surface

Displacements Due to a Single Tension Center (TC)
and Vertical Pincer (VP).
 389

devise a system of tension centers to represent the effect of pore-

pressure reduction in any number of strata. Based on the compari-
son with measured displacements, only the tension center model was
given further consideration by McCann and Wilts.

The tension center model excludes the presence of solid

material (cavity) in the depressurized reservoir. This could only
be justified if the reservoir is isolated, with an impermeable
boundary from the rest of the elastic space. Such an idealization
is physically imprecise and does not occur in nature. To overcome
this contradiction, Geertsma [44,45] introduced a "strain nucleus"
model at which the center is homogeneous with the rest of the
medium, i.e., same elastic constants inside and outside the
nucleus. Although the closed reservoir is assumed to be separated
from the semi-infinite surroundings by an impermeable barrier, the
reservoir boundaries can be regarded as traction free surfaces
dividing the two regions of identical elastic properties. The
whole idea is to determine the interaction between the shrinking
inclusion (reservoir) due to pressure drop and its surroundings
to which it is connected. Later, Gambolati [46] considered
different ratios of coefficients of volume compressibility
[C b =3(1-2v)/E] for the nucleus and the remaining medium (CbN/C bM ).

Geertsma's model is based on a solution of the equilibrium

equations in a poroelastic medium given that the spatial distri-
bution of pore-pressure in a certain instant is either known from
the solution of the reservoir flow equation or measured in the
field. Such an approach assumed no delay between the change of
pore-pressure and displacements. By following the solution for
the displacement field around a nucleus of thermoelastic strain in
a half space with a traction free surface obtained independently
by Mindlin and Cheng [47] and Sen [48], Geertsma calculated the
displacements caused by a bounded volume of reduced pore pressure
by employing the nucleus concept. Outside a nucleus at depth of
burial z=h, the displacements U~ and U~ for an unconsolidated
medium per unit volume dv, and pressure reduction 6p, at the land
surface at a radial distance r from the nucleus amount to
1 r
U*(z=O) 3n (1 + v)C b 2 2 3/2 (2.5.5)
r
(r + h )
1 h
W U~(z=O) = - 3n (1 + v)C b (r 2 + h 2 )3/2 (2.5.6)

The results of the "strain-nucleus" concept can be applied to real

reservoir conditions in a number of ways. One possibility is the
evaluation of the displacement field U, for the surroundings of a
disc-shaped reservoir of thickness H (Fig. 7c). As long as H/R«l
(R is the radius of the disc), the integral effect of a finite
thickness on the displacement field is nearly linear. Then
390

Geertsma [45] obtained

U
f:f: L'lpU*dv (2.5.)1

U* is the Green's function for the displacements. Then, if

pressure reduction is assumed to have a uniform value through~ut
the reservoir, the integration (2.5.7) would yield
1
U
r
2 3 (l+v)CbL'lpHB(p,n) (2.5.8)

W = 2 3- (l+v)CbL'lpHA(p,n) (2.5.9)

where functions A(p,n) and B(p,n) are given in Tables 1 and 2.

Geertsma [45] has shown that the ratio between maximum

subsidence and reservoir compaction is in essence determined by
the ratio between depth of burial and the lateral extent of the
reservoir. Small, deeply buried reservoirs are therefore hardly
capable of producing significant subsidences, even if their
reservoir compaction cannot be. neglected. In contrast, extremely
large reservoirs at large depths may be potential candidates for
subsidence provided that there is a substantial pore-pressure
reduction. For example [44], let us take h=lOOO m, R=lO,OOO m,

Table l. Values of A(p, n) for Values of P r/R and n h/R.

0.0 0.2 0.4 0.6 0.8 1.0 1.2 U 1.6 1.8 2.0 3.0
L
0.0 1.0000 0.8039 0.6286 0.4855 0.3753 0.2929 0.2318 0.1863 0.1520 0.1258 0.1056 0.0513
02 10000 0.7983 0.6201 0.4771 0.3683 0.2876 0.2279 0.1835 0.1500 0.1244 0.1045 0.0510
0.4 1.0000 0.7789 0.5924 0.4508 0.3473 0.2720 0.2167 0.1754 0.1442 0.1202 1.1014 0.0502
0.6 1.0000 0.7349 0.5377 0.4043 0.3124 0.2470 0.1989 0.1628 0.1351 0.1135 0.0965 0.0488
0.8 1.0000 0.6301 0.4433 0.3368 0.2658 0.2147 0.1762 0.1465 0.1234 0.1049 0.0901 0.0470
1.0 0.5000 0.3828 0.3105 0.2559 0.2130 0.1787 0.1510 0.1286 0.1102 0.0951 0.0827 0.0449
1.2 0.0000 0.1544 0.1871 0.1795 0.1621 0.1433 0.1257 0.1103 0.0965 0.0848 0.0748 0.0424
U 0.0000 0.0717 0.1101 0.1216 0.1197 0.1120 0.1024 0.0925 0.0831 0.0744 0.0667 0.0398
1.6 0.0000 0.0400 0.0682 0.0829 0.0876 0.0865 0.0824 0.0768 0.0707 0.0646 0.0589 0.0370
1.8 0.0000 0.0249 0.0449 0.0580 0.0647 0.0668 0.0659 0.0633 0.0597 0.0557 0.0516 0.0343
2.0 0.0000 0.0168 0.0312 0.0418 0.0485 0.0519 0.0528 0.0520 0.0502 0.0477 0.0450 0.0315
3.0 0.0000 0.0042 0.0082 0.0118 0.0149 0.0174 0.0193 0.0207 0.0216 0.0221 0.0222 0.0198

Table 2. Values of B(p ,n) for Values of P = r/R and n = h/R.

0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4 1.6 1.8 2.0 3.0
L
0.0 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
0.2 0.1015 0.0954 0.0804 0.0628 0.0472 0.0350 0.0259 0.0194 0.0147 0.0113 0.0089 0.0032
0.4 0.2134 0.1979 0.1622 0.1238 0.0917 0.0675 0.0500 0.0375 0.0285 0.0220 0.0173 0.0062
0.6 0.3530 0.3163 0.2443 0.1789 0.1298 0.0949 0.0703 0.0529 0.0405 0.0314 0.0248 0.0090
0.5721 0.0391 0.0311 0.0117
0.8
1.0 ., 0.4573
0.5456
0.3151
0.3422
0.2197
0.2355
0.1570
0.1693
0.1147
0.1252
0.0854
0.0945
0.0648
0.0726
0.0500
0.0567 0.0448 0.0359 0.0139
1.2 0.5235 0.4278 0.3072 0.2237 0.1666 0.1265 0.0976 0.0764 0.0605 0.0485 0.0393 0.0158
U 0.3293 0.3026 0.2482 0.1958 0.1535 0.1208 0.0958 0.0766 0.0619 0.0504 0.0414 0.0174
1.6 0.2338 0.2228 0.1962 0.1650 0.1358 0.1110 0.0907 0.0743 0.0611 0.0506 0.0422 0.0185
1.8 0.1767 0.1711 0.1566 0.1377 0.1180 0.0997 0.0838 0.0703 0.0590 0.0496 0.0420 0.0194
2.0 0.1390 0.1358 0.1272 0.1152 0.1018 0.0885 0.0762 0.0653 0.0559 0.0478 0.0410 0.0199
3.0 0.0580 0.0576 0.0562 0.0541 0.0514 0.0483 0.0449 0.0414 0.0380 0.0346 0.0314 0.0190
 391

H=100 m. The reservoir pressure is reduced by -&p = 75 kg/cm 2 .

Also take G = 10,000 kg/cm 2 , v = 0.25, and Cb = 5.94 x 10-5 cm 2 /kg,
W at r=O would give 34 em surface subsidence. However, a reservoir
with r = 1,000 m could cause only 11 em subsidence.

Gambo1ati [46] has generalized the Geertsma's solution by

considering different compressibility coefficients for the nucleus
and the medium. For the vertical surface subsidence, Gambo1ati
obtained

dW (2.5.10)

where subscripts Nand M denote the nucleus and the surrounding

medium, respectively. The volume dv of the nucleus may have any
form whatsoever. Figure 9 shows the dimensionless function
W*(r,o)h 2 /CbN as a function of r/h and CbN/CbM with v = 0.25.
As seen, the model of McCann and Wilts [43] (or Carri~10 [41])
give values almost twice of Geertsma's. As noted earlier by taking
CbN = 00, the presence of solid material in the reservoir is ex-
cluded (i.e., infinitely elastic nucleus). Such an assumption
almost doubles the surface subsidence. If the nucleus is homo-
geneous with the rest of the medium CbN = CbM . In case of an
infinitely rigid nucleus CbN = O.

o J

---
-- --

0;
o 2
-- "
-.. .........
......... '
....."
I'-..
b,.,

-
......... "-
\0 '.N/cIoN ~"~Mc.Cnnn and WHlsl I--I---

1'-. 5
.........
~ I'-. ~ -- -- -- -- .- _.. -
~

-
I" ~
" '"
!--
-.. ~

-
0·\
r--.- I-, i'-. ~ ~

- -
t-.. 0 · 6 t-... '-... I" ~
(j. ~l!fI51t1oQ"""'"

f- -
l;"-t::-., . . . . . ........ I'- ~ ~ ~
r-- .-.
f=~--- r- h-
l"-
~ r-- ~
t=-"
o
o 05 ./h I5

Figure 9. Diagrammatic Representation of the Influence Between

The Compressibility of the Medium and That of the
Nucleus [46].
392
Another application of Geertsma's approach is given by Finol
and Farouq Ali [49] to compute oil field subsidence. First, two
dimensional horizontal two phase flow equations, one for gas, the
other for oil, are solved simultaneously by assuming vertical
compressibility of the reservoir only

kk ro iJ
;B
o 0
Po
J + Q
g
1
5.615

+ R:08)0 + (J8 + ~
RB 8) (CM + (1- )C ) ~
~ (2.5.11)
o
B
g 0
n r at

iJ' ~kroBiJpJo+o
].I
1
Q = 5.615
o 0

(2.5.12)

where subscripts r, 0 and g refer to rock, oil_and gas phase,

respectively, p is the pressure of any phase, p denotes the average
pore pressure, k and kr are absolute and relative permeability
terms, respectively, ].I is the viscosity, B denotes the formation
volume factor, Q is the source or sink flow rate, 8 is the phase
saturation, C is the compressibility of the rock matrix, CM is
the uniaxial tvertical) compaction coefficient (psi-I) [for uncon-
solidated materials = (Cb/3)(1+v)/(1-v), in general it should be
multiplied by (l-S'), where S' is the ratio of rock matrix and
rock bulk compressibilities], and Rs denotes the gas solubility.
The numerical solution of reservoir equations (2.5.11) and (2.5.12)
is then used to solve three-dimensional equilibrium equations,

aO. . a
~-~=O i,j x,y,z (2.5.13)
ax.J ax.~
or in terms displacement tensor u

G iJ2 u + (A. + G) ~ = ~ (2.5.14)

" ax.
~
ax.
~

where A. =vE/ [(1-2\!) (l+\!)], and E:(=iJ'u) is the volumetric strain.

In fact, the solution of (2.5.14) was the ultimate purpose of re-
searchers working on models based on a semi-infinite elastic
solid. Finol and Farouq Ali [49] !ntegrated (2.5.7) numerically
(in cartesian coordinates), where p was obtained from the solution
of (2.5.11) and (2.5.12) to generate the formation profiles and
the ground subsidence bowl.
 393

Equations (2.5.11) and (2.5.12) assume one-dimensional

compressibility of the reservoir, but the surrounding infinite
medium was assumed to have a three dimensional displacement field.
Gambolati [50,51] has made use of a different approach. Instead
of separating the reservoir from its surrounding and using a
different set of equations for each (continuity equations for the
reservoir, equilibrium equations for the semi-infinite surround-
ings), the porous medium was represented by a half space which is
homogeneous and isotropic exclusively from a mechanical stand-
point. Then he assumed that the dilatation at a point of the
system can be viewed as the result of two separate effects: pore
pressure variation at that point and pore pressure variation
outside that point. This assumption yields

E =
:::::
~ ·u
:::::
= ap + fE* P dv (2.5.15)

where a = Cb (1+v)/[3(1-v)]. The second term of (2.5.15) gives the

volume strain produced by the "tension center." If (2.5.15) is
inserted into the three-dimensional flow equation,

(2.5.16)

~ is the hydraulic conductivity tensor. S denotes the compressi-

fiility of water. z is the vertical cartesian coordinate. The
last term introduces the effects of a three-dimensional displace-
ment field and introduces an additional soil compression which
retards the pore-pressure head decline. This way, the equilibrium
half-space model was coupled with the reservoir flow equation.
This has been called "second-order theory" by Gambolati [50]. The
strain expression was obtained from the tension center concept by
Gambolati [50] as
2 2
E* = a(1-2v) 2(z+h) - r (2.5.17)
w [r2 + (z+h)2]5/2

It has been shown by Gambolati [51] that the pressure decline

obtained from (2.5.l5) is slower than envisaged by the Theis
solution (where the last term of (2.5.16) vanishes). At large
values of time the vertical component of flow and the horizontal
strain components vanish, the diffusion equation holds, and the
solution becomes similar to the Theis solution. It should be
noted that a more general (i.e., time dependent) E: expression
(2.7.4) was introduced to the governing flow equation by
Corapcioglu and Brutsaert [52] to analyze the time delay in
pressure head decline.

In Gambolati's model the solution of the quasi-static

equilibrium equation is independent of the flow field. In fact,
the independence of the equilibrium and reservoir flow equations
394

is required by this theory. However, the solution of the flow

equation is an input to the equilibrium equation which is governed
by a different concept. Rather than analyzing the effect of
reservoir compaction (one or three dimensional) on the surrounding
medium, Gambolati [50,51] reflected the effect of three dimensional
compaction of the surrounding field into the reservoir flow
equation. This brings a combination of two independent concepts
in one equation.

One very important conclusion for semi-infinite elastic

models was made by Helm [25]. Helm stated that "the hydrodynamics
of withdrawing fluid from storage within a reservoir and a resulting
decrease in porosity would tend to give the reservoir a transient
compressibility that is much larger than the surrounding non-
draining half space."

Later, Helm [167] developed a hybrid method to estimate the

vertical component of ultimate subsidence. His method consists
of combining the depth-porosity model and a modification of the
nucleus of strain model. Helm applied the resulting method to
make initial estimates of ultimate subsidence at the center of
possible future subsidence bowls. Geertsma's model is used to
approximate the degree to which vertical displacement is attempted
between the upper boundary of an idealized reservoir and land
surface.

2.6 Models Based on Elastic Constitutive Relations

A large number of land subsidence models fall into this

category. Before starting to review the models in the literature,
let us give the elastic stress-strain relations for an isotropic
porous solid

au. au.]
(dX~
°ij = G
J
+ at.-
1
+ A (:~] O••
1J
i x,y,z (2.6.1)

where £ = auk/axk , A and G (Shear modulus) are the Lame constants,

and A = vE/(1+v)(1-2v). 0ij is the Kronocker delta. In case of
a one-dimensional deformation, e.g., i = x (2.6.1) reduces to

o xx = . X lax
(A + 2G)aU = (A + 2G)£ X (2.6.2)

where a = (A+2G)-1 has the dimensions of compressibility and it

is called the coefficient of matrix compressibility.

Domenico and Mifflin [53] have shown how the solution of

Terzaghi's one dimensional consolidation equation can be applied
to land subsidence problems. Pumping from different levels of an
aquifer-aquitard system would create a total loss in piezometric
 395

head across the confining layer which varies linearly from ~h at

the bottom to zero at the top. By considering changes in aquifer
pressures both above and below a confining layer, the migration of
isochrones over the limits of time can be visualized as a pro-
gressive increase in the effective pressure or consolidation of
the stratum as it drains. It was demonstrated by Domenico and
Mifflin that the amount and rate of land subsidence is a function
of the specific storage of strata and the development of a head
loss across them. The time lag inherent in release of stored
water from compressible layers and their subsequent compaction has
also been demonstrated. Their analysis is the first theoretical
development of the "tuJo-step" method which will be described in
this section. As noted earlier, the concept of representing an
aquifer as a combination of fine grained interbeds and coarse
grained material was originally developed by a team of researchers in
the USGS Office of Subsidence Research (Poland, Lofgren, and Riley)
and dates back to 1940 [164]. As acknowledged by Witherspoon and
Freeze [165], the two-step model was initially part of USGS's
development of a field method [37].

Gambolati and Freeze [17] have developed a predictive

mathematical model that relates possible pumping patterns in the
complex aquifer-aquitard system of Venice to subsidence rate.
Gambolati and Freeze designed a two-step model for this purpose.
In the first step, the regional pressure head declines (draw-
downs) are calculated in an idealized two-dimensional vertical
cross section in axi-symmetric radial coordinates using the
transient groundwater flow equation

v • [K .. (Vpfy + Vz)] = (~ + 1113) dpJat (2.6.3)

1J w
Solutions for (2.6.3) are obtained using a finite element technique.
The geological stratigraphy was idealized using a 10-layer repre-
sentation. The withdrawals from the aquifers were specified by a
time dependent function. A single pumping site was considered to
be mathematically equivalent to the 40-odd pumping wells. Two
upper boundary conditions were used in the model; one a prescribed
potential at the surface, and the other an impermeable boundary
at the top of the upper aquifer. The lower boundary of the system
is impervious. There is full linkage between aquifers and aqui-
tards. In the second step, the computed drawdowns for each
aquifer in the system are employed as time-dependent boundary
conditions in a set of one-dimensional vertical consolidation
equations (Terzaghi's) applied to each aquitard.

I:
az3 ~zj 3¢l _
~ - yw(a j + njl3)
3¢
at (2.6.4)

where ¢ = p/yw+z. Subscript j denotes the individual aquitards.

Figure 10 shows the application of Gambolati and Freeze's model.
396

•... :.- ~ .••..;... . .r,: -, ';" .' "- . -.' ~-~

.... : ~ •.• j' .-:. ... -:-.,.:...... ~ ·;--· ... eq.( 2.6.4)
1- d'1m. f lON
l-dim. con.

3 -dim. flON
1-dim. con.

Figure 10. Idealized Representation of an Aquifer-Aquitard System.

An implicit finite difference method was used to solve (2.6.4).

Gambolati et al. [54] applied their model to the prediction of
future subsidence at Venice under a variety of possible pumping
schedules. The original estimates of the formation parameters
were adjusted to bring the output into line with the set of
available measurements for subsidence and water levels in several
wells. Some of the results obtained are given in Figures 11 and
12. Carbonin et aZ.'s [55] measurements show the model's validity
for a predictive study. It was noted that reinjection will not
recover the land to the original position as it has been observed
that the reservibility o~ the compaction of the aquitards is
possible for only 20%.

The subsidence of Venice was also studied by Lewis and

Schrefler [56] by using a fully coupled consolidation model
developed by Lewis ei; al. [57]. The model used by Lewis and
Schrefler was based on a hyperbolic (non-linear) stress-strain
relation given by Duncan and Chang [58]. The tangent modulus
Et is written as follows

(2.6.5)

where c and ¢ are Mohr-CouZomb strength parameters (see section

2.8), Rf is the failure ratio of values less than unity (0.35-
1.00), Gl and G3 are major and minor principal stresses
 397

15 ~--~~--~----~----~

10
E E
u
S 10
u
E
t:'" Q C\I
Q
5

0
1930 60 70
YEAR
Figure 11. Subsidence at Venice as Provided by the Model of
Gambolati et aZ. [54] for Two Combinations of
Calibration Parameters [54].

20

2nd II "d AOUFERS

o
19~6-;;;:0--:7~O--;8!-:::0:---:90~-20
=:-::!OO
YEAR ~970;;;;;--=
80:---:90
~---J·
eo 90 0000
YEAR
~ ~ ,~

Figure 12. Predicted Subsidence in Venice for Several Future

Pumping Schedules by Gambolati et al. [54).

respectively, Pa is the atmospheric pressure, M is the modulus

number and n is the exponent determining the rate of variation of
initial tangent modulus with 03. M and n can be obtained from
initial tangent modulus versus 03 graph on a double log paper by
fitting a straight line through the data. Although the use of
constitutive equation (2.6.5) is described by Lewis and Schrefler,
a linear elastic stress-strain relation was assumed for the grain
skeleton along with a linear fluid flow regime, because of the
lack of available information concerning the nonlinear behaviour
of (2.6.5). The compressibilities have been related to the
modulus of elasticity by assuming a Poisson ratio of 0.25 for
398

sand and of 0.45 for clay and silt. In contrast to Gambolati and
Freeze [17], Lewis and Schrefler [56] did not replace a large
number of wells by a single pumping site, since they argued that
such an assumption changes the relationship between the area open
to flow and the outflow, and thus produces extremely high body
forces with resulting large settlements. The boundary conditions
assumed were a fixed potential with zero horizontal displacem~nts
at the external vertical boundary. The base of the system was
assumed to be rigid and impervious. A free surface was assumed at
the top. They did not assume an impervious boundary at the top of
the aquifer, as was supposed by Gambolati et al. [54] since this
would exclude the compaction of the upper part of the aquitard.
The first equation of the model is given by

_ mTDT] ~+
3K
s
at

q (2.6.6)

where m is the second rank unit tensor (=I), q is the rate of in-
flow from an external source, DT is the tangential matrix and g is
the creep function. The first term in the bracket is due to the
hydrostatic strain caused by uniform compression of the solid
particles by pore fluid pressure. In soils, this term is insig-
nificant, but as Lewis et al. [57] noted for the case of rocks or
concrete it should be considered. Ks is the bulk modulus of the
solid phase. Equation (2.6.6) is coupled with equilibrium
equations (in discretized finite element form)
K du _ L ~ _ df - C = 0 (2.6.7)
T dt dt dt
KT , Land C are defined in terms of known quantities and variables.
For a detailed analysis and finite element solution of the model
the reader should refer to Lewis and Roberts [59] in this book.
Lewis and Schrefler [56] have concluded that the two-step model
of Gambolati and Freeze seems to overestimate the time delay
between drawdown in the aquifer and compaction in the adjacent
aquitards. This time delay accounts for the different conclusions
reached by these two different approaches. Whereas Gambolati et
al. [54] obtained good correlation in the subsidence values by
adjusting the material parameters, the coupled model [56] gave
subsidence values, (see Fig. 13) which are different from the
recorded values. The coupled model has also been applied to study
the surface subsidence in the Polesine area, a region in north-
eastern Italy where the withdrawal of water containing methane and
natural gas caused abnormally large surface settlements [60].
Another application of the model was given by Schrefler et al. [61]
 399

15

o
1930 190 1950 1960 1970
Tim.

Figure 13. Subsidence at Venice as Provided by the Model of

Schrefler and Lewis [56] at 5 and 8 km from the
Center of the Model.

to predict subsidence above both volumetric and water drive gas

reservoirs. In this case, an additional material balance equation
for the gas phase is introduced as [59)

GB .
g1
= (G - G)B + W - B W
P g e w p
(2.6.8)

where Bg and Bw are the formation volumes for gas and water
respect1vely. Formation volume represents the volume of the
solution of wetting and non-wetting fluid per unit volume of pure
wetting fluid. Subscript, i, denotes the initial value. Gp and
Wp denote gas and water production respectively. G is the gas
initially contained in the reservoir. We is the water influx from
the adjacent aquifer. Equation (2.6.8) is employed to compute the
pressure variation in the reservoir and the resulting distribution
is incorporated with the coupled model. Morgan et al. [62] has
investigated the multiphase flow through a compacting porous
medium. They derived the nonlinear partial differential equations
governing the flow regimes which are similar to (2.5.11) and
(2.5.12) given by Finol and Farouq Ali [49]. The combined stress
and flow problem is then solved using the finite element method.
A simulation is made of a typical cross section of the North Sea
Forties Oil Field. The details of the method are given in [59].

Another study of the subsidence of Venice was given by

Sparks [63]. Sparks [63] described a computational method for
the settlement analysis of a large aquifer-aquitard system.
Conceptually, their model is similar to Jwo-step models. The
plan area of the region was divided into gridsa;f equilateral
triangles which form a hexagonal pattern. They further assumed
that the flow is lateral in aquifers and vertical in aquitards.
A finite difference technique was used to compute settlement
successively.
400

Helm [16] has described a linear one-dimensional mathematical

model of aquitard deformation. The "aquita;rod drainage" model,
developed by Helm [16] while working with the U.S.G.S., attributes
the observed time lag of compaction response to stress change to
the vertical component of flow from aquitards (interbed) to aquifer
within the system itself (see Fig. 14). Note that in Domenico
and Mifflin's [53] conceptual model such a time lag was attributed
to the vertical flow in confining layers between aquifers. Also
the same approach was taken by Gambolati and Freeze [17]. The
presence of slow-draining interbeds (clay and silty clay lenses)
within an aquifer are very much different than that of confining
(or semi-confining) layers. The latter serves as an aquifer's
lower or upper boundaries and hydraulically separates one aquifer
from another. Interbeds (aquitards) do not serve as hydraulic
boundaries [16]. An alternative approach to explain the behaviour
of aquitards was given by Corapciog1u and Brutsaert [52] using
viscoelastic models which will be reviewed in the next section 2.7.

In Helm's model, aggregate one-dimensional consolidation of

a series of aquitards in a compacting aquifer system has been
simulated through the use of a finite difference representation of
the vertical stress distribution within an idealized aquitard.
The model essentially uses Terzaghi's consolidation equation
(2.6.4). Field values for applied stress which serve as boundary
conditions for the consolidation equation are estimated from water
level recorder graphs. Within aquitards transient pore water
pressure decays to zero slowly as water drains from an aquitard
and stress equilibrium is approached. Average values for vertical
hydraulic conductivity, specific storage, and thickness of fine

~~~__~~~__~~~~ground
),?@<' >M$R m surface

1flIIllIIllUIIl7lllllllllllllU ~~~~ ~n ing

~ •. ; .. .r.~=,.:a;;>

cw·· .. · o • •

"""''''''''''''''''''''''''''~'''''''''''''''''''''''''''''''''''''''''''''''''P'!'9' rm p erv IOU 5

lip!IiIi/iii/lii//TIII/Jill/III111111111/12 bo t tom
Figure 14. Aquitards in a Confined Aquifer.
 401

grained beds are required along with applied stress values in

order to compute compaction at one site. Riley's [37] study
describes a field method to evaluate the first two parameters using
stress-strain relationship derived from the continuous records
(see Fig. 6). Riley assumes that the aquitard parameters are not
only constant in time but are also vertically homogeneous. Two
different storage coefficients, one for recoverable, and the other
for nonrecoverable deformations, are. used in the computations.
Helm applied his m()delto.~imulate land suflsicience near Pixley
[16] and Santa Clara [65] both in California. The results are
compared to measured computer data (Fig. 15).

Later, Helm [64] improved his simulation of observed

compaction by calculating non-recoverable compaction with a model
that allows parameters to be stress-dependent rather than constants
as in the previous one. Both models used an identical Crank-
Nicholson type of numerical formulation. By using a double trans-
formation of stress to linearize the nonlinear partial differential
equation, hydraulic conductivity at Pixley was evaluated to de-
crease by more than one order of magni tude during 12 years of
record. Also, the model itself can be used as an independent
method of parameter evaluation [64,65]. Helm [107] has also shown
how to obtain appropriate parameters for the model from field data.

a b

OBSERVED/' 'l),,~ .•'.

. ."""
1955 1960 1965

Figure l5A. Linear Simulation of Compaction at the Pixley Site,

Using Riley's Paramters. (al Total Compaction of 21
Aquitards from April 3, 1952, to February 4, 1971.
(b) Departure of Calculated Compaction From Measured
Compaction from January 1, 1959, to February 4, 1971,
After [16].
402.
u...
400 Ocr:
enD:
5~140 500 I-
w
..... ~ 160 w "'"
we::{
w 600 u...3:
~u...180
0 . - 0.5
-0. 1
0.0 0
en
a: I-
w 0 .2
..... w
w
w 0.4 u...
~

0.6 2
1960
Figure l5B. Simulation of Compaction Based on Water-Level Data
for Well 6S/2W-25Cl (1960-72) and Compaction Data
Observed in Well -24C3 in Santa Clara Valley.
After [65].

An alternative approach to developing a three-dimensional

stress-strain approach has been proposed by Helm [25]. It relates
the velocity field for solids in three dimensions to appropriate
force fields. Helm [25] developed governing equations from which
transient solid velocity can theoretically be solved from specified
initial and boundary conditions. After the cumulative displace-
ment field Ucum is found directly by integrating the solid.
velocity over time, finite volume strain can be calculated uniquely
from the divergence of cumulative displacement field. From these
calculated transient distributions of volume strain, a transient
distribution of fluid pressure can then be obtained from an
appropriate stress-strain relation. The governing equation in
terms of solid velocity vector Vs is given by

(2.6.9)

The subscript Po specifies a fixed point (in space) of interest

where evaluation of equation takes place. j is the unit vector in
the vertical direction. Gs is the specific-gravity of solids.
The coefficients are required to be constant with respect to time
and the reservoir is assumed to be homogeneous. K is the hydraulic
conductivity, and SsK is the specific storage (compressibility) of
the reservoir. Later Helm [169] solved (2.6.9) analytically for
horizontal and vertical displacements based on specified boundary
and initial conditions.

Narasimhan and Witherspoon [66] have presented a theory for

numerically simulating the movement of water in unsaturated
 403

deformable porous media. The theoretical model considers a

general three-dimensional vertical deformation field. The
governing equation expresses the conservation of fluid mass in
an elemental volume that has a constant volume of solids. Permea-
bility and the compressibility coefficients may be nonlinearly
related to effective stress. Narasimhan and Witherspoon's model
is another attempt of "two-step" procedure. Their model is capable
of simulating unsaturated field although previous studies are
restricted to saturated flow. The governing equation is given by
Ky
-V·p [- ~ V~) = M ~ (2.6.10)
w ~ c at
where ¢ is the pressure head. Pw is the density of water. Mc is
called "specific fluid mass capacity" and is expressed by

Mc =~:J Gw ey)3 + Swywxav + e ::w] (2.6.11)

a is the slope of the e vs. 0' curve and is called the coefficient
o¥ compressibility (see Fig. 5). It is related to volumetric
compressibility as
1
a = a(l + e) A + 2G (1 + e) (2.6.12)
v
Sw denotes the degree of saturation, S is the compressibility of
water. X is referred to as Bishop's parameter in soil mechanics.
It is also called the boundary porosity. The modified form of
effective stress for an unsaturated porous medium is expressed
as [69,70)

0' = 0 - XY ~ (2.6.13)
w
where 0' and 0 denote effective and total stress respectively, and X
is a function of degree of saturation. The functional dependence
of X and S is given in Fig. 16. Alternative forms of (2.6.13)
have been investigated by Fredlund and Morgenstern [71], Sparks
[72], and Morland [73]. Bear and Corapcioglu [74] and Safai and
Pinder [79] have utilized a simplified form of (2.6.l3) as

0' =0 - Sw p (2.6.14)

Fig. 16 shows that the effective stress expression given by

(2.6.14) is a good approximation.

The three terms on the right side of (2.6.11) denote three

distinct physical phenomena. The first term expresses the ability
of water to expand due to changes in hydrostatic pressure, the
second represents the compressibility of the porous medium, and
the last one represents the desaturation of the medium (67).
 404

'-0

08
><
0::
w 0-6
I-
W
~ 0-4
0::
«
rt 0-2

SATURATION Sr"/.
40 60 80 100
SATURATION S,o/. (b)
(a)
o VI CONSTANT, VARIOUS (q-l!.)
• o;-U,,: O. VARIOUS W VALUES
D q-u,,: 30 PSI , VARIOU S
w VA LL'E!";
Figure 16. Relationship Between X and Sw [68].

Narasimhan et aZ. [75] presented an integrated finite

difference algorithm for numerical solution of (2.6.10). Using
this algorithm, Narasimhan and Witherspoon [76,77] applied (2.6.10)
to several porous media deformation problems including land s.ubsid-
ence near PiKley, California. .The Pi;x}ey consolidation was simu-
lated in a one-dimensional consolidation problem for 17 identical
doubly draining clay layers. Due to sYmmetry considera-
tions, only one half of the aquitard column was modelled. The
column was discretized into 20 elements and subjected to time
dependent boundary conditions obtained from water level records.
The methodology is identical to Helm's [16J who also used a
weighted average aquitard thickness. Agreement between the
observed data and numerical results was very good. For the period
1966-1968, Helm [16] obtained slightly better agreement than
Narasimhan and Witherspoon, probably because of Helm's consideration
of all 21 beds in the aquifer. The results are given in Figure 17.

Kashef and Chang [78] developed a finite-difference numerical

solution to determine the land subsidence due to groundwater
pumping in a phreatic aquifer overlying an aquitard. The changes
in pore water pressure within the aquitard due to pumping from
the upper unconfined aquifer are considered. The total land
subsidence resulting from the compressibility of both the aquifer
and the aquitard is determined in the vertical direction by a
time-dependent summation procedure based on the consideration of
the pressure head diagram in the same direction. The physical
possibility of the problem considered by Kashef and Chang is
extremely questionable.
 405

0 .0

o.2
.. ~
Pilll." c;o",pottio",

<> Obl.tv.a

\ Thi •• Iud,

~ o.•
" t:~

"' ...
E
D 0.6
'0;;;;
...
- "'-
D

Ii.
.:: 0.8
~

1.0 \ ~

...... b..
~

19" I'" 1960 1961 1962 1963 196' 1965 1966 1967 1968 1969 1970
'Yeon - -
Figure 17. Land Subsidence at Pixley, Observed and Computed
Results by [76].

Madhav and Basak [168] presented analytical solutions for

rate of subsidence and pore pressure distribution in an aquitard
caused by a sudden increase in the effective stress due to an
instantaneous lowering of the water table in an overlying phreatic
aquifer. They assumed a non-Darcy flow expression of nonlinear
type. In a comparison of Darcian and non-Darcian flow, Madhav
and Basak inadvertently concluded that subsidence and pore pressure
distributions are independent of the thickness of the deforming
medium and drawdown for Darcian flow.

Safai and Pinder [79] have considered three-dimensional land

subsidence in an unconfined aquifer. The region above the water
table was considered as an unsaturated porous medium. The
equations governing saturated-unsaturated soil deformation are
obtained as a simplification of mu1tiphase formulation. Soil
deformation due to flow of two immiscible fluids (air and water)
can be described by a general three-dimensional deformation field
coupled with a three-dimensional flow field. The system of non-
linear partial differential equations governing saturated-
unsaturated flow in a deforming porous medium is

GV 2u + (A + G)V V . .,.u V . (Sw p I) 0 (2.6.15)

V'[K K /y )(Vp + pF)] a (V'u) + n S B ~ (2.6.16)

:: rw w - at w at

where K and K are intrinsic hydraulic conductivity tensor and

" rw
406
relative hydraulic conductivity, respectively. F is the body force
per unit mass. Sw is the degree of saturation for water, ~ is the
unit second rank tensor, ~ is the compressibility of water, and
Yw is the specific weight of water~ Note that the region above
the water table (see Fig. 18) is unsaturated Sw<l, and that below
the water table, is completelY'saturated S\V=l. Lowering of
the water table would increase the depth of unsaturated zone and
would desaturate it due to gravity flow. The functional relation-
ships between Krw , Sw and p are determined experimentally for
each specific kind of soil. Safai and Pinder [79] used

Krw = [1 + (a IplY I b -a.

. w ) ] (2.6.17)

Sw = e r Ie s + (1 - e r Ie s )[1 + (~IP/y
. w IC)]-a.
(2.6.18)

where a, b, c, S, and a. are material parameters. 8r and e s are

the residual and saturated moisture contents (e=nS w)' The graphi-
cal representation of (2.6.17) and (2.6.18) are given in Fig. 19
[80]. Note that in (2.6.16) the desaturation term of the
"specific fluid mass capacity" (the third term of (2.6.11)) was
totally neglected. The consideration of desaturation would bring
an extra term to the right-side of (2.6.16), n(aSw/ap)(ap/at), and
aSw/ap could be determined from the slope of retention curve given
in Fig. 19.

iP*-
t • B

Figure 18. Unconfined Aquifer Problem Studied by Safai and Pinder

[79]. The Section of the Screened Well Where Seepage
with the Well Can Take Place is Designated by W.
(after [79]).
 407

1.0 r--........,..-....'"
\
\
\
0.1 'foam
\
\
Krw \ Sw
\
0.01 \
\
\
\
0.0001 '-.-....1-----L..O..a.--IOOI..---_4-0~0..... 00 -200
-4 -10 -4 -
hJcml h(cm)
w
Figure 19. (a) Relative Hydraulic Conductivity versus hw = p/Yw
(b) Degree of Saturation versus h for Two
w
Soil Types (after [80]).

The simultaneous solution of (2.6.15) and (2.6.16) was

obtained using an iterative Galerkin finite element technique with
a weighted implicit finite difference approximation of the time
derivative. The solutions obtained are given in Fig. 20.

Later Safai and Pinder [14] simulated the subsidence of a

confined aquifer due to pumping from either fully or partially
penetrating wells. The same set of equations (2.6.15) and (2.6.16)
werre employed with Sw=l.O. A non-linear distribution of vertical
displacement versus aquifer depth is calculated in the case of a
partially penetrating well. For a fully penetrating well, however,
a linear distribution is observed. The solution exhibits a
vertically uniform horizontal displacement in the case of a fully
penetrating well, and for a partially penetrating well, the maximum
horizontal displacement occurs at the elevation of the well
bottom. Some results are given in Fig. 21.

Barends [106] has obtained an analytical expressi.on for

consolidation due to a point source (pumping well) in an elastic
half space. Equilibrium and fluid flow expressions were expressed
in terms of a scalar function and a vector function. Application
408

Fig. 20a. Horizontal Distribution of

I .OI...-------::::=~=,.,.., Saturation for the Given
Times. Qw = 20.0 m3 /h;
z/h 1.0; h /R ~ 0.1;
W/h = 0.25. After [79].
O_B

0 .6
.·0 1.200=---- - - - - - - - - - -----,
:; ~;:::_:0~Z/h.1.0
--....::::o~ - 075
-
e 0
-0-50
'0
'0 0 0

'0 0 ~
)0
<II
--;. 0 .8 -0:25
~
I'"
Z
Q
>---
«
c:
0.4
0 _4 o----=:~~
:J
>---
«
<II
~ °0~----4~----~8~----~12L-~======18~
DISTANCE, r (m)

Fig . 20b. Horizontal Variations in

Horizontal Displacement at
the Given Time . Qw =
720 . 0 m3/h; z/h 0.5;
oL-__ ~ __ ~ ____L -__ ~ __ ~

W/h = 0.25; h/R = 0 .5.

o 20 40 60 80 100
After [79] .
DISTANCE ,rim)

&-r----------------------~

20 40 60 80 100
DI STANCE_. r tm )

Fig. 20c. Horizontal Variation of Subsidence for 3

Different Vertical Locations. ~=20.0 m Ih;
h/R~O.l; W/h=0.25; t=O.17 h. After [79].

Figure 20. Results Obtained by -Safai and Pinder [79].

 409

.
]
...
"......
;z Ow" 6.81 m3 /hr w/h: 0.0
w 0.12
::::i; ___'_'2_3_2.?6 DAYS
w ~"'0.01
------= '.---___ ..·~T.32
0

~
~
...J 0.08 .!.h =0.5 •
Il. ______ 39.1'5
en ~.- '027.21
C ~:~.- " ' 8.24
...J 0 .04 ~;~:-' '011.84
t!z .~!~!=---.
0
N a
c:0 0 200 400 600 800 1000
::r: HORIZONTAL RADIUS. r (m,

..
E
Q-
-1.2 °W=6.8Im3/hr
h/R ;:0.01
x z/h = 1.0
N -0.8
"
... -04 !"I;:-....
~
...J
i=
~
~
C
• [~~':::~~:~~~~~~~~~~~~'~~W~/~h~=~0~.7~5~~~~~
'. __ I .
a::...J 0 200 400 600 800
'" :; HORIZONTAL RADI US. r(m)
> S

Figure 21. Results Obtained by Safai and Pinder [14] For a

Confined Aquifer with a Fully Penetrating Well.
After [14].

of Laplace transformation with the Schapery's [98] approximate

inversion technique has lead to an approximate solution.

2.7 Viscoelastic Modelling

The observed time lag between the change of average

piezometric head in an aquifer and the resulting observed com-
paction is usually expressed by employing different conservation
of mass equations for each relatively thin. indiyidual layer in a
complex reservoir system (e.g., Gambolati and Freeze [17]). This
time lag is due to the fact that in the soft lenses imbedded in
the reservoir, the reduction in piezometric head lags behind the
changes that take place in the average piezometric head in the
reservoir. Again, the lag is due to the low permeability and
other material properties of these soft lenses. In a viscoelastic
reservoir model by Corapcioglu [81], Corapcioglu and Brutsaert
[52] and Brutsaert and Corapcioglu [82], the compression mechanism
of a reservoir is linked to the flow equation through a visco-
elastic rheological constitutive equation to simulate the observed
time lag. In this approach, the reservoir with imbedded lenses in
410
it is considered as a single unit instead of by analyzing a large
number of individual layers.

The presence of clay and silty clay beds or lenses in the

reservoir brings an additional component to the compaction. Yet
there are indications that during subsidence this additional
component called "secondary consoZ-idation" is important. Zeevaert
[83] has observed this phenomena during land subsidence of Mexico
City. Also Lohman [36] pointed out that clay and silty clay beds
in aquifers are more porous than associated sands and gravels,
and their compaction is much greater than that of elastic materials.
Soils with high compressibility would also exhibit high rates of
delayed or secondary consolidation. Viscoelastic theory provides
a possible extension of the classical elastic theory that allows
the inclusion of this secondary consolidation. In the soil
mechanics literature various viscoelastic models have been
proposed in order to overcome the deficiencies of the linear
elastic theory. At this point we should note that when time is
involved, the behaviour is characterized as "viscoelastic" rather
than "plastic" in the sense used in this'paper.

Secondary compression may be defined as the continuation of

the compaction mechanism initiated during primary compression.
This mechanism includes compression of domains or packets in clays,
as compression of organic fibers as in fibrous peat, plus the
relative movements of individual particles with respect to each
other, that is, changes in average particle spacings due to net
positive or negative normal stresses or due to shear displace-
ments at particle contacts caused by shear stresses exceeding
shear resistance bond. Investigations on the structure of fine
grained soils such as clay and peat have shown that the soil
skeleton is composed of an assemblage of very small segments;
between the segments connecting in edge to face contact, there
is a thin layer of adsorbed water which binds up the segments.
Segments in the skeleton are assumed to bind themselves by inter-
particle forces (Coulomb and London-Van der Walls forces) as noted
by Tan [84]. Therefore, secondary consolidation results. from a
readjustment of the skeleton structure, even though in a sense it
represents a viscous response, it has a stable limit with time
(Tan, [84]). It has been observed that primary and secondary
consolidation occur simultaneously (Tan [85]).

The disagreement between Terzaghi's elastic consolidation

theory and the behaviour of soil samples consolidated in the
laboratory was first rationally investigated by Taylor and Merchant •.
Taylor and Merchant [86] developed a new form of the differential
equation of consolidation accounting for the observed secondary
compression effects. As observed in the lab, Merchant assumed
that primary and secondary consolidation start simultaneously.. It
can be shown that Merchant's differential equation corresponds to
 411

that obtainable for a body consisting of a Hookean spring placed

in series with a Kelvin body; a Kelvin body consists of a linear
spring placed in parallel with a linearly viscous dashpot. The
Kelvin body was assumed to represent the behaviour of the soil
under secondary consolidation whereas the Hookean element was
assumed to describe the behaviour during primary consolidation
(see Fig. 22).

To derive the stress-strain relationship of this model it

is convenient to visualize the behaviour of the aquifer solid
skeleton as being equivalent to that of this viscoelastic model.
Because the porous material is assumed to be a continuum, the
force acting on the spring and on the Kelvin body is actually the
stress; moreover, if the displacement is in the vertical only,
this effective stress equals the incremental pore pressure, p.
Similarly, the time dependent strain is E. A Hookean spring with

q"
'1
:: ~
al
a C1

a
.to.

------------------t
a

e:

Figure 22. Viscoelastic Model of Corapcioglu and Brutsaert [52]

and Stress-Strain Behaviour of the System.
412
strain EH and a Kelvin body with strain EK, subject to a stress,
p, are characterized by

(2.7.1)

and
dE
K
P = q"o E
K
+ q"1 at (2.7.2)

respectively. The values of E and qQ are the elastic moduli of

the two components: and ql is the v1scosity of the Kelvin body.
For the series arrangement of the present model ·the total strain
is E=EK+E H, so that combining (2.7.1) and (2.7.2) one obtains

E q"E + E q" ~ = (q" + E)p + q" ap (2.7.3)

o 1 at 0 1 at
A more convenient stress-strain relationship can be obtained by
solving (2.7.3) for any known function p of time. Thus, the
Laplace transform solution of (2.7.3) would give

dt) = alP(t) + qll J: p(L)expt<a~t~~BdL (2.7.4)

in which a l = (l!E) and a 2 = (l/qC;) denote the primary and

secondary compressibilities, respectively. The details of the
solution can be found in Brutsaert and Corapcioglu [82].

Several other viscoelastic models have been proposed in the

soil mechanics literature to simulate soil behaviour under the
action of sustained stress. Reviews of these attempts have been
given by Christie [87], Murayama and Shibata [88], Schiffman et
al. [89], Schiffman [11], Suklje [90], and Brutsaert and Corap-
cioglu [82]. The most recent studies on this topic include
Komamura and Huang [91] and Aziz and Laba [92]. The first one
incorporated the soil plasticity into a rheological model, and the
second one considered the effect of ice to simulate the behaviour
of a frozen cohesive soil. Taylor and Merchant [86] solved the
consolidation equation with this model but they felt that their
solution was only approximate. In 1961 Gibson and Lo [93] derived
the exact solution but subsequently Christie [87] showed that both
solutions are in fact mathematically equivalent. Many others
[87,94,95] used Merchant's model in their respective studies.
Berry and Poskitt [152] improved it with a nonlinear dashpot. Tan
[85,96] developed a one-dimensional linear model that consists of
a spring in parallel with an element made up of a spring in series
with a dashpot. Although this might appear conceptually quite
different, it is in fact equivalent to Merchant's and it leads to
the same solutions albeit with different coefficients. Wu et al.
[153] later used Tan's model with a nonlinear viscosity. In
summary, Merchant's model is probably one of the most popular
 413

models and it forms the basis for several others. Its main
advantage is that it represents some essential features of a
consolidating soil, while requiring a minimal number of parameters.

Brutsaert and Corapciog1u [82] analyzed land subsidence due

to groundwater withdrawal from a confined aquifer having the
characteristics of a Merchant body. Based on the analysis of
Brutsaert and Corapciog1u [82], Corapciog1u [81] obtained the
groundwater flow equation for a viscoelastic fully saturated
homogeneous and isotropic leaky aquifer with a one-dimensional
displacement (i.e., horizontal displacements neglected) of the
soil skeleton whose stress-strain relation is given by (2.7.4).

k1' dS
- bb 1 y w s = (nS + 0. 1) 8t

(2.7.5)

where k is the hydraulic conductivity, Yw the specific weight of

water, n the porosity, and 13 the compressibility of water. b
denotes the thickness of the reservoir. In leaky aquifers, the
term for leakage flow through its upper boundary is directly re-
lates to 1eakance (k1 /b1) where k1 is the hydraulic conductivity
and b 1 is the thickness of the confining layer. Note that for an
elastic porous material with compressibility, a, (2.7.2) reduces
to the Hantush and Jacob [97] equation (to the Jacob's equation
in case of confined aquifers).

As is described by Brutsaert and Corapciog1u [52], it is

possible to derive a simpler solution by applying the Schapery's
[98] approximate method of Laplace transform inversion. By com-
paring it with the exact solution it was found that the approxi-
mate result is not only computationally more convenient but also
sufficiently accurate for practical problems (Brutsaert and
Corapciog1u [99]). This approximate solution of (2.7.5) for
radial flow to a single pumping well is

s = Z~T m~t[nB
Ko

+ ;fTI1/Zr} (2.7.6)

where T=kb is the transmissivity of the aquifer, Q is the rate of

pumping and K ( ) is the zero-order modified Bessel function of
the second kigd. The effective stress in the aquifer can be
414

calculated simply by multiplying the pressure head by the specific

weight of the fluid. The strain corresponding to this stress can
be calculated by using (2.7.4). The vertical displacement of the
ground surface can be obtained by mUltiplying the strain by the
thickness of the aquifer.

The application of (2.7.6) requires the determination of four

model parameters. A first estimate of the transmissivity can be
obtained from an analysis of drawdown data on the basis of the
Theis solution. As is shown elsewhere (Brutsaert and Corapciog1u
[52])" approximate first estimates of ul' u2 and q" can be ob-
tained from subsidence data by considering the be~aviour of (2.3.4)
for very large values of t.

The theoretical model was applied to the subsidence problem

existing at the San Joaquin Valley in California by Corapciog1u
and Brutsaert [52] (see Fig. 23). The aquifer at the San Joaquin
Valley is a confined aquifer (i.e., k = 0). The accuracy of the
results suggests that the approach ta~en with a minimal number of
bulk parameters is quite satisfactory to interpret and predict

300
I' 1'''''1''' ' '1'''''1' I"" I
1-1962-+--+196' -1----+-1966 +---+1968-1
B-Visooolastic Solution w,th A-VIScoelast ic Solulion With
Monthly VarYing PumpaQ~ Constant Pumping

--- . -~.- .. ~. -
E
g 8 c
..... , .....-

~--------------------~

200

00
1"','I""'l'''' I' "'1" '1,,' I' "I
H9 62+-----t-196' -t---I-I966 t - -+1968-1

E
o C- EI .. tlC Solution With
v
Consta nt PumPIng

Figure 23. Recorded and Predicted Piezometric Level and

Compaction at Observation Well at the Pixley Site.
Solid Line Represents Observed Values; Dashed Line
Represents Predicted Values. After [52].
 415

drawdown and vertical compaction of a subsiding reservoir system.

It allows the direct application of data obtainable in situ by
considering the reservoir system as a whole instead of by analyzing
a large number of layers in it. In this model the behaviour and
influence of overburden material are neglected.

2.8 Models Considering Plastic Deformations

Plastic deformation of fluid filled porous media has been

considered in several studies. As noted earlier to describe the
plastic behaviour of a porous medium, three fundamental con-
stituents are necessary: an initial yield criterion specifying
the states of stress for which plastic deformation first begins,
a hardening rate specifying the behaviour of the yield surface
as work hardening progresses, and an associated flow rule con-
necting the plastic strain increment with the stress and stress
increment. Also, one should note that the term plasticity as
used here means time-independent inelastic behaviour.

Kojic and Cheatham [18] have developed a general theory of

plasticity of a saturated porous medium. The set of equations
developed include the equations of motion for the solid and fluid
phases, Darcy's law, steady state conservation of mass equation
for each phase, a yield criterion, and' the associated flow rule
to calculate the strains.

The equation of motion for the porous solid for the case of
incipient plastic deformation reduces to the following
equilibrium equation

v• a + (1 + n)F + P = 0 (2.8.1)
" :::s
where a is the partial stress tensor of the solid, Fs is the body
force acting on the solid per unit volume of the soiid material,
~ is the interaction force between the solid and the fluid, and
n is the porosity. The partial stress tensor can be considered
as the effective stress tensor used in soil mechanics. From the
equation of motion for the fluid, the interaction force P can be
expressed as

P = Fin
- -f
+ n F-f + V • T-f (2.8.2)

where ~~n is the inertial force of the fluid per unit volume of
the mixture andE f is the body force acting on the fluid per unit
volume of fluid. The stress tensor of fluid ~f is related to the
pore fluid pressure p by

;f =- P; (2.8.3)

where I is the unit tensor. Then the interaction force becomes

416

~ = - ~p + n ~f (2.8.4)

where the inertial forces of the fluid are neglected. Now (2.8.12
can be written as

~ • ~ - ~p + (1 - n)~s + n ~f = 0 (2.8.5)

The last three terms constitute the total body force acting on the
solid. Kojic and Cheatham [18] assumed the fluid to be incom-
pressible, i.e., the density of the fluid P f is constant. Using
Darcy's law and the conservation of mass equation for the fluid
phase gives

k
~ • [p
f
~(- -
II
~p - F f )] =0 (2.8.6)

where k is the permeability of the porous medium, II is the

viscosity of the fluid. Kojic and Cheatham considered the in-
dentation of a semi-infinite medium by an axially symmetric punch
as a particular example. It was assumed that the porous material
is a Coulomb plastic material. Then the stress components or' 0y'
Try in axis-symmetric cylindrical coordinates satisfy the Mohr-
Coulomb field condition (see Fig. 25).

T/2 -°
2
f [[\"y) + "r y
+0
~ sin¢ - c cos¢ o (2.8.7)

where ¢ is the angle of internal friction and c is the cohesion.

By using Fig. 24 the stresses satisfying (2.8.7) are substituted

( b)

'"

Fig. 24. (a) Indentation of a Half Space by an Axially SYmmetric

Punch with Fluid Flow Through the Punch. [18].
(b) Mohr Circle of Material at Yielding. [18].
 417

into (2.8.5) and the equilibrium equations were transformed into

the characteristic form to be solved by the method of character-
istics. The fluid pore pressure is determined from a steady state
solution of (2.8.6). The problem considered is the determination
of the load required for incipient plasticity of a porous Mohr-
Coulomb material under an axially symmetric flat punch when fluid
flows through the face of the punch. Fluid flow through the punch
reduces the effective stresses under the punch and reduces the
forces on the punch required for incipient plasticity. It was
concluded that an increase of fluid pressure reduces the size of
the field of plastic deformation.

Although the theory presented is general, Kojic and Cheatham

decoupled the equilibrium and continuity equations for a steady
state case. This enabled them to employ the method of character-
istics to solve the equilibrium equations for a stress field.
However, for a fully coupling problem like compaction due to
fluid withdrawal requires different solution techniques.

A similar problem (a strip footing) but with coupled equations

is formulated by Zienkiewicz and Naylor [100] to be solved by
finite elements. In this problem pore pressures are either de-
pendent on both time and the applied loads on the surface (the
partly drained case) or on the applied loads only (the undrained
case). It was also assumed that the pore fluid has linear elastic
compressibility. The system of equations is of similar form
used by Kojic and Cheatham. But the yield criterion is based on
the critical state concept developed by Roscoe and his co-workers
at Cambridge [101,102] (see Fig. 25). The critical state theory
is based on an elliptical yield function as illustrated in Fig. 25,
and these stages of soil deformation are proposed to describe
strain hardening and strain softening behaviour of clay. The
elliptical yield surface of Roscoe and Burland [101] can be
written as

o (2.8.8)

where J l 0
x + 0y + 0 z .
+ , xy
2 2 2 2
J 2' (0 -0 )
x y + (0 y -0 z ) + (0 z -0x ) (2.8.9)

+ ,yz + , zx
2 2
(2.8.9)

where 0i and 'ij denote normal and shear stresses respectively.

p is the initial mean stress (initial value of J l /3). m is the
s~ope of critical state line

(2.8.10)
418

Critical state

(c)

Figure 25. Various Yield Surfaces.

Later Zienkiewicz et al. [103] computed the central

displacement of footing by employing various yield criteria. The
application of foundation load under drained conditions represents
the long term behaviour of the foundation. Undrained conditions
prevail when the loads are applied so rapidly that all drainage is
prevented. Zienkiewicz and Cormeau [12] extended the plasticity
analysis to include time dependent viscoelastic creep effects.
Their model consists of a Hookean spring placed in series with
another body consisting of a Newtonian dashpot placed in parallel
with a Saint-Venant resistance representing either Mohr-Coulomb
or Drucker-Prager yield condition (see Fig. 25). Drucker-Prager
condition can be formulated as

f = exJ1 + IJ.:"
2 - k = 0
(2.8.11)

ex and k are positive material constants.

 419

Desai and Siriwardane [104] have presented a finite element

procedure for two-dimensional (cartesian) steady state consoli-
dation and its application for computing settlements caused in
porous media by application~f external loads and by simulation of
underground cavities. The constitutive law is based on the theory
of plasticity as contained in the critical state concept. The
proposed procedure for plasticity analysis is similar to the one
used by Zienkiewicz and others. The material in the cavity was
assumed to be fractured and different values of the permeability
were chosen for the fractured medium. The cavity was simulated
by introducing zero pore pressure boundary conditions at the
nodes on the walls of the cavity.

None of these studies applied their models to analyze the

fluid flow in compressible reservoirs. Runesson et al. [105]
appears to be the first one employing an elasto-visco-plastic
constitutive equation and an associated flow rule to compute the
settlement of the ground due to a well pumping. Their results are
given in Fig. 27 where the extremes of no drainage or free drainage
along the well are compared. The plastic part of the model is
represented by an anisotropic extension of Drucker-Prager cri-
terion. First" time dependent pore pressure changes are calcu-
lated from an axis-symmetric elastic aquifer equation (Jacob's
equation). This gives the pore pressure values at the upper
boundary of the aquifer. Then, these values are used as time
dependent boundary conditions to solve steady-state coupled
equilibrium and mass conservation equations along with the
equations of the model given in Fig. 26 for the layer overlying
the aquifer; the results are shown in Fig. 27. The method is
similar to uncoupled models of Helm [16] and Gambolati and Freeze
[17] with an elastic stress-strain relation for clay layers. They
also either computed or used the recorded values of pore pressure
to solve the governing equation of the clay layers in or above
the aquifer.

(J 2

re1 &et1c-ViBCOP18sttC- P l&8tic

• elastic-v1scoplastic

elastic
f2 g 0
f, - 0
~~~--~~.I~----~o'1

Figure 26. The Model of Runesson et al. [105].

 420
1 mo 1 y 10 Y
10 6 10 1 10 8 10 9

..~,
10'
t(sec)

.. T

iII I I
0.10
:m:
~:,
I
I

I
0.20
10m
0.30
\ \~
\\
"" . .
p - -100 N/m~ m I I
~.40
No drainage along the wei
3m 0.,0 I-- ... no cree:p
\
\..
Drainage along the w ~ll: :
o no creep
0.60 I-- • creep
I I
r--=-
0 . 70
w(m)

Figure 27. Settlement at Symmetry Axis due to foint Well

Discharge (Arter Renesson et al. [105]) .

Recently Lewis and Karahanoglu [132J presented a formulation

for a finite element model to analyze the deformation of geo-
thermal reservoirs in terms of the unknown variables of displace-
ment, pore pressure and temperature, using an elastoplastic stress-
strain relationship. More recently, Corapcioglu [134] presented
a theoretical analysis of non-isothermal elasto-plastic
deformation of porous materials.

Geothermal reservoir models will be discussed in detail in

section 2.10.

2.9 Models for Horizontal Movements

In one-dimensional analysis of subsidence based on Jacob's

groundwater flow equation for elastically compressible reservoirs,
the horizontal displacements are neglected. In fact, both vertical
and horizontal displacements take place as a result of changes in
the effective stress. Horizontal ground displacement, sometimes
of significant and damage causing magnitudes, has actually been
observed (Castle and Yerkes [108]). It has been found by Verruijt
[109] that the horizontal displacements may be of the same order
of magnitude as the vertical settlements depending upon some
reservoir properties. Bear and Corapcioglu [19] have shown that
half of the volume strain is produced by the horizontal movements
and the maximum horizontal displacement occurs at a distance of
rm = 1.1367(Tt/S)1/2 from a single well pumping from an infinite
homogeneous reservoir. Three-dimensional models which link the
equilibrium equations with the reservoir fluid flow equation make
it possible to analyze the horizontal displacements as well as
the vertical one [e.g., 14,79,19]. Also semi-infite elastic solid
 421

models reviewed in section 2.6 give expressions (2.5.1), and

(2.5.3) for horizontal displacement.

Other than the aforementioned studies, there are works

conducted specifically to investiage the horizontal movements
related to subsidence (e.g., [110]). It is generally found that
the cumulative radial displacement of soil is toward the pumping
well and increases from zero near the well to a maximum at a
distance r [113].
m

In a series of papers Lee studied the prediction of horizontal

displacements in various oil fields. Lee and Shen [110], in his
early work, suggested the expression

U
r
=k h a (2.9.1)

where h is the thickness of the consolidating upper stiff layer on

top of a deep compressible layer. a is the slope of the subsidence
profile at the point of interest. k is a correction factor
(0 ~ k ~ 1). A value of k=2/3 is found to be the best estimate.
Equation (2.9.1) is based on beam analogy of horizontal movements.
Lee [110,lll~12] used finite element models to compute horizontal
displacements. The loading used to simulate the oil removal was
defined in terms of changes in pore pressure throughout the pro-
ducing zone. Following the principles in soil mechanics, the
only net loading that is to be considered in the analysis is the
isotropic change in effective stress which is equal and opposite
to the change in pore water pressure. Therefore, the appropriate
values of ~a' at the center of each element within the producing
zone were converted to nodal point forces as the sole source of
loading. The model used by Lee was a simple linear elastic model
which requires the stress data to be known in advance. A result
of Lee's calculations is shown in Fig. 28. Later, Jachens and
Holzer [166] used Lee's model to predict the earth fissures caused
by localized differential compaction.

Attempts have been also made to reproduce horizontal ground

motions due to changes in groundwater reservoirs which have been
observed and measured in the field. Davis et al. [114] have
observed a close coupling of strain and hydraulic conditions in
the aquifer as indicated by the almost instantaneous response of
the land surface. The observed general shape of the depression
of the land surface near a well is shown in Fig. 29. As seen in
this figure, the measurements of radial surface strains near a
pumping well showed compression near the well that changed to
tension further away from the well.

Two simplified models [115,116] were formulated to estimate

the horizontal and vertical displacements. However, they both do
not include the coupling of pore pressure drop and elastic
422

~~ 10
~o ,5
~::2
~a 20
•
_ _ COMPUTEO

RADIAL DISTANCE FFiOM C£~U:A OF SUBSIDENCE BOWL. A - IL

Figure 28. Observed and Computed Ground Surface Movements at the

Long Beach Harbor Area (1937-1954). Lee [112].

PUMPING
WELL ~
I

L~.~.~.~~~~.~~~.~. i.~:~~.I
. .~~...... LAN 0 5 URFACE

~=-----~

Figure 29. General Shape of the Depression of the Land Surface

Near a Well. Diagram Shows Zones of Tension and
Compression as Registered by the Horizontal
Extensometer.
 423

deformation processes. Wolf [115] solved the equilibrium equation

d(a -p) d 2 (a -p) ~
3 ar + ~ - 2v ~p = - ~ (2.9.2)
t ar or or

with a known p and then calculated strain by elastic stress-strain

relations. Brown and Burges [116] developed a similar theory in
a two dimensional space (r,z) as opposed to Wolf [115] which had
only radial dependency. They also considered unsaturated zone due
to water-table lowering. The results obtained are shown in Fig.
30. A comparison with Fig. 20 would show the difference between
the two studies.

2.10 Models Considering Land Subsidence in Geothermal Reservoirs

Deformation characteristics of geothermal reservoirs have

been studied in a small number of publications, although the
mathematical simulation of geothermal reservoirs has received a
large attention from various researchers.

A study reviewing and comparing the various balance equations

which appeared in earlier works was presented in detail by Corap-
cioglu and Karahanoglu [22]. Mercer'and Faust [117] presented a
descrtptive review of numerical geothermal models. Also, Pinder
[23] reviewed multiphase (liquid water and steam) distributed
parameter models in which the properties of the reservoir rock and
the fluid are allowed to vary in space. The study includes
governing equations, a description of the numerical procedures
used to solve these equations, and an evaluation of each model.
Single phase models and lumped parameter models in which the system
is considered as a single time-dependent unit are excluded.

>0 1>0

",
r
~ ~ .... 1 ;;

" ,,
~
!l" !J,j
"-
s '0 200
j

L "'- '-.
" ..... ....
~ )OJ "-
'-..
"- .........
'>01
tOO l
--
10 ~
,:;
.
'. -...
-"-" ~ ~
.i . lOi
~
IQ j r
., 0
~ ·""0 1M'
60 80
~sllt'
OJ I/O 140 20 '0
" 8IJ
Rat!'1V1 Uti "" '20 '40

Figure 30. Radial (Solid Line) and Vertical (Broken Line) Surface
Displacements Resulting from Single-Well Pumping from
an Unconfined Aquifer (Drawdown = 0 @ r = r') [116].
424
Justification for developing geothermal models arises from
their use in better understanding of specific geothermal fields
and from their predictive capacities. A well conceived model
can be used to estimate the quantity of recoverable energy and
the optimum rates at which mass and energy can be extracted from
a given geothermal system. A review of reservoir models reveals
that, most of the time, the mathematical model consists of a fluid
mass conservation equation and an energy balance equation, both
for a compressible fluid and a deformable medium, but does not
take into account the complete coupling effect of subsidence.
Normally, porosity is assumed to be a function of pressure only
[118,119]. The pressure and temperature related equilibrium
equations are not included in the model. There are also various
studies based on the mechanism of fluid flow and energy transport
in a geothermal reservoir without any reference to the
compressibility.

Only a few geothermal fields are known to have subsided as a

result of fluid production. However, the magnitude of the surface
deformations may be significant, as indicated by the behaviour of
liquid-dominated fields in New Zealand. Wairakei, the earliest
and most extensively developed, has experienced maximum ground
motions of 5.0 m vertically and 0.8 m horizontally in twenty-five
years. On the basis of these indications and the behaviour of
other geothermal reservoirs, researchers have attained a general
consensus on the potential for fluid-withdrawal subsidence in
different types of geothermal areas. The anticipated amounts of
subsidence vary, but are quite large for certain types of hydro-
thermal systems such as liquid-dominated and geopressured
reservoirs.

Lippmann et al. [120] introduced a model which can be used

to simulate the effects of geothermal production as well as rein-
jection on the deformation of liquid dominated geothermal systems.
Their approach combines a numerical method for mass and energy
equations with another method for one-dimensional consolidation.
Their flow and energy equations in the integral form are

~
at f v -p- (eS + de,)PDV =
l+e do
fs kp (Vp-pg)'n ds +
)J
Jv QdV (2.10.1)

a
~
ot
fv
(pc) T dV = J
ms
~
KmVT'n ds

+ fv qdV (2.10.2)

where (pc) is the heat capacity of solid fluid-mixture, CF is the

m
fluid specific heat capacity, T is the temperature, and aT is the
difference between mean temperature within V and that on the sur-
face s. Km
is thermal conductivity of the solid-fluid mixture.
 425
~
n is the outward unit normal on surface, s, and Q is the mass
injection (or withdrawal) rate per unit volume. q denotes heat
injection (or extraction) rate per unit volume. The reservoir
temperature (2.10.2) and pore pressure (2.10.1) are obtained by
interlacing mass and energy equations in time, and the pressure
changes are then used to determine the volumetric and vertical
deformations. Since the temperature field varies much more slowly
than the pressure, much smaller time steps have been taken in the
flow cycles than in the energy cycles in order to compute pressure
variations accurately (leap frog method). Concurrent with the
mass and energy flow, the vertical deformation of the geothermal
system is simulated based on the one-dimensional consolidation
theory of Terzaghi. A comparison of isothermal and non-isothermal
systems is shown in Fig. 31.

The full interaction of porous solid matrix and the fluid in

geothermal models, involving momentum and energy transfer and the
dependence of porosity and permeability upon fluid and rock
stresses is discussed in the study of Brownell et al. [121]. Garg
and Pritchett [122] have shown that pressure work and viscous
dissipation can be neglected. The ground surface subsidence history
of Wairakei geothermal system have been examined in terms of the
calculated two-phase fluid flow and the local geology in Pritchett
et al. [123] in three-dimensions. They have also attempted to
approximate the precipitation of salt in brine. The governing
equation of Garg et al. [124] for the geopressured case are
similar to those for normally-pressured hydrothermal two-phase
reservoirs except that a methane mass balance equation was added
and the steam/water equation of state was replaced by one for a
water/methane mixture. Their model has been developed for the
Gulf Coast region of Texas which is underlain by deeply buried
sandstone reservoirs containing low salinity hot water at abnormal

0r---~-----'-----.-----.-----'

10

- ISOTHERMAL. COfISTANT PROPERTIES

- _ _ HON--ISOTHEAMAl... 'f'APJA8LE PAOPEflTIES

( -Z400 DAYS

o 2 • 4
RADIAL Dt'STA"'C:E tl"'~

Figure 31. Consolidation versus Distance Under Isothermal and

Nonisothermal Conditions. After [120].
426

pressures and elevated temperatures. In addition, the water

probably contains significant amounts of dissolved methane. Later
Garg et al. [125] added a wellbore model to their geopressured
geothermal reservoir model. Garg et al. 's [124] governing equation
can be written as follows by assuming that i. the rock matrix
undergoes only uniaxial compaction and that the overburden remains
essentially constant, ii. capillary pressure is negligible, iii.
liquid water (with or without dissolved methane) and gaseous meth-
ane are in local pressure and thermal equilibrium (Pg, = P g = P,
T = T = T), iv. pore fluid and the rock matrix are in local
tfiermaf equilibrium (Ts=T), v. and the fluid motion is governed
by Darcy's law.

Mass conservation for total fluid (liquid + gas)

!t [n(l-S)Pn+nSp ] + V'[n(l-S)Pn v + nSp v ] m (2.10.3)

o '" g . )(,-£ g-:-g
Mass conservation for methane (dissolved in liquid water + gas)
a
8t [n(l-S)p9,md + nSPg]+V'[n(l-S)p9,md~9,+nSPgXg] = m
m
(2.10.4)

Liquid velocity
R9, k
~9, =- n(l-S)\1 (Vp - P t .&) (2.10.5)
9,
Gas velocity
R k
v
-:-g m~\1 g (Vp - p g -g) (2.10.6)

Energy conservation for rock-liquid-gas mixture

a
at [(l-n)ps Es + n(l-S)P£ E£ + nS Pg Eg]

+ V'[n(l-S)p9, E9, ~9, + nS Pg Eg Xg

+ n(l-S)v
-",n
p + nS -g
v p]

n[ (l-S)Pn~n
,"Iv
+ S Pg-g
v].& + V'K m (n)

+ e (2.10.7)

where e is the power source (or sink), E. is the specific internal

energy of ith phase (i=s, rock matrix, i~£, liquid, i=g, gas),
£ is the acceleration due to gravity, k is the absolute rock
permeability, md is the mass of dissolved methane per unit mass
of liquid (=l-pw/ P£, where Pw = density of liquid water without
dissolved methane), m is the fluid mass source (or sink), IDm is
the methane mass source (or sink), p is the pressure, Ri is the
 427

relative permeability for ith phase (i=,e"g), S is the relative gas

volume of "gas saturation" (gas volume/total fluid volume), T is
the temperature, t is the time, ~ is the velocity vector of ith
phase (i=,e"g), ~ is the space vector, Km is the mixture (rock-
liquid-gas) thermal conductivity, ~i is the viscosity of ith phase
(i=,e"g), Pi is the density (i=s,,e,,g), and n is the porosity.

"A few remarks are now in order concerning the basic

assumptions and the balance laws. For water-gas systems, the
capillary pressure is less than a bar, and is, therefore, likely
to be insignificant in comparison with the pressure changes in-
duced by production/injection. Capillary pressure (if desired)
may be included in the balance laws by modifying the pressure
equilibrium relation (P,e,=P =p). The momentum balance relations
(2.10.6) and (2.10.7) merery state that the fluid velocities are
small enough so that the inertia terms (in the general momentum
balance relation) may be neglected. We also note that the
assumption of local thermal equilibrium (T,e,=Tg=Ts=T) obviates the
need to consider energy balance separately for each constituent"
[124] .

Garg et ar.
[124] assumed that the reservoir compaction is
uniaxial, and the Overburden remains essentially constant. Then
it can be shown that incremental changes in porosity are given by

¢= (l-¢){C
m
p+ [C T - 3n ]T}
s
(2.10.8)

where
1 311K
C CT = K + 4/3
m K + 4/3 ~p ~p

K(~ ) denotes the bulk (shear) modulus of porous rock, and l1(l1 s )
dengtes the coefficient of linear thermal expansion of po rOllS rock
(rock grain). "In writing down the above relationship for ¢, it
is implicitly assumed that the bulk modulus of the porous rock K
is much smaller than the bulk modulus of the rock grain Ks
(K « K s )."

.In addition to the reservoir's mass balance equations,

Brownell et al. [121] and [125] have given the equilibrium
equations to be solved either interactively or in tandem with
the balance equations.

(2.10.9)

where Pc is the composite (rock/fluid) pressure, ~ is the devia-

toric stress tensor for the rock matrix, P is the-composite density
(=(l-n)Pr+¢P f ), P and Pf are the rock grain and fluid densities,
respectively, andrthe dot denotes the time-rate of change.
428

Assuming small deformations, we have the following constitutive

relations for p and S
c :::

(2.10.10)

.
S = 2jJ e (2.10.11)

where K(Ks) is the instantaneous bulk modulus of porous rock (rock

grain), n is the linear thermal expansion coefficient for porous
rock, and II is the shear modulus of porous rock.

The bulk• volumetric strain-rate E

r
and the deviatoric strain-
rate tensor e are given by

E = v ..
r 1,1

1 Er
e 2 (vi,j + vj,i) -:r °ij (2.10.12)

where u. is the displacement of the rock matlix. The porosity

change +
1S governed by

(2.10.13)

where ns denotes the linear thermal expansion coefficient of the

rock grain.

"We note that K - the bulk modulus of the porous rock -

depends upon (Pc-Pf)' the loading direction (i.e., increase or
decrease in (Pc-Pf)' and the past stress history. This dependence
of K on the loading direction and history is responsible for the
hysteretic effects observed in ground subsidence/uplift due to
change in subsurface pore pressure. In many instances it is
either not possible to measure K and II separately or it is suf-
ficient to consider the reservoir compaction to be primarily uni-
axial. The uniaxial compaction coefficient c m is related to K
and II through the relation:
1
c (2.10.14)
m
(K + 3"4 ll)

The system of equations (2.10.9) through (2.10.12) can be used to

describe the stress-strain response of both the reservoir and the
 429

surrounding rocks (overburden/underburden). The overburden/

underburden rocks are usually represented by linear (or non-linear)
elastic material models and the pore pressure (in case these
formations are fluid-saturated) is not explicitly considered.
Putting Pf = 0 in equations (2.10.9) through (2.10.12), we obtain
the governing equations for a homogeneous nonlinear elastic
material."

Garg et al. [125] presented a numerical finite difference

solution of (2.10.9) coupled with a system of reservoir equations
(see Fig. 32). Pritchett et al. also studied land subsidence in
Wairakei geothermal field. The second term in (2.10.8) was
neglected because the temperature change is relative small «20 0 e).
Narasimhan and Goyal [127] have also examined the subsidence
behaviour at Wairakei to make a preliminary study of the
phenomenon.

Aktan and Farouq Ali [128] in their numerical mathematical

model, analyzed the thermal stresses induced by hot water injec-
tion. The model describes the unsteady state, two dimensional
flow of a single phase, single component, slightly compressible
hot water and calculates the stress distributions in the reservoir.
The equations of mass and energy balance and the elastic stress-
strain relations are treated separately and the solutions are
obtained by utilizing finite element approximation. The equations
solved by Aktan and Farouq Ali are

'V (\Bw 'V Pw)

w
+ qw = 5.~15 Kt rjl Bw ::w (2.10.15)

'V (K 'VT) - P u e 'VT + 5.615 qVJ pWSC epw (T.l.nJ. - T)

-11 w w pw

(2.10.16)

where k t is the rock compressibility, Bw is the water formation

volume factor, liw is the velocity, and epw is the specific heat
of water.

Similarly, Ertekin and Farouq Ali [129] developed a two-

dimensional two-phase fluid flow, a three-dimensional heat flow,
and a two-dimensional displacement model to simulate the subsid-
ence-compaction phenomena in a hot water flooded oil reservoir.
The flow and energy balance equations are solved by using finite
difference techniques and the equilibrium equation by a finite
element method. It has been concluded that thermally induced
stresses dominate the state of stress and overshadow the effects
of pore and mechanical stresses as the temperature increases due
to hot fluid injection.
430

~dhll"
, .
r IIO~ ~I

_ I.
~
,"

..
c

i'

Figure 32. Computed Surface Vertical and Horizontal Displacements

at t = 30.282 Years in Wairakei Geothermal Field.
With Various Material Parameters. After [125].
 431

Recently, Narasimhan [130] indicated that high temperature,

high pressure testing of cores in the laboratory suggests that
the geothermal reservoir materials may exhibit creep behaviour.
His conclusions are based on measurements obtained by Schatz et
al. [131]. Another recent study on simulation of subsidence in
geothermal reservoir has been done by Lewis and Karahanog1u [132].
A finite element algorithm is presented to analyze the deformation
of geothermal reservoirs in terms of the unknown variables of
displacement, pore pressure and temperature by employing an
e1asto-p1astic stress-strain relationship. The governing equations
are based upon constant physical parameters (except density of
water) and formulated for liquid-dominated (hot water) geothermal
systems. The equilibrium equation in deforming geothermal
reservoirs is expressed by
a ao .. aF s
--~+ (1 - n)
ax.1 at -.i
at + (2.10.17)

where 0 is the total stress, n the porosity, F S and Ff are body

forces acting on the solid and fluid, respectively. The flow
equation through a porous medium is expressed by

a a
k .. "I
ax.1 1J ox.
J

aE S aQ
+ (l-n) ~
at + ~
at = 0 (2.10.18)

where k is the permeability, p the PIessure, Yf the unit weight of

fluid, H the height above a datum, EV and ES ,the volumetric com-
pression of the fluid and solid phases, andvQ the volumetric
s
outflow of fluid to an external drain per unit volume of solid.
f and ES in (2.10.18) are temperature
The volumetric strain terms Ev
. v
and pressure dependent, that 1S,
f
E
v
= E vf (p, T) (2.10.19)

The transport of energy through a porous medium is expressed

by

(2.10.20)

where Ps • Cs ' Pf' Cf are heat capacities of the solid and fluid
phases. T is temperature. K is thermal conductivity, V~1 is
432

apparent velocity of the fluid, and Q is the outflow of heat to

an external drain. Equation (2.l0.20~ is rewritten, considering
a pressure and temperature dependent fluid density and keeping
the other terms constant,

(2.10.21)

The constitutive relations, supplementing the above equations,

relate the total and skeletal stress increments to the strains by

(2.10.22)

(l-n)da~j + (l-n)oijdP = Dijk£(dC~£ - dc~i

c T
- dckJ1, - dckJ1,)

where D is the stress/strain tensor, dC~£ is the strain increment

due to creep and dc~£ is the total strafn increment. The strain
increments due to pore pressure and temperature are denoted by
dCkl and dc~£.
More recently Bear and Corapcioglu [133J presented a
mathematical model for regional land subsidence in a thermoelastic
aquifer due to hot water injection or pumping. The details of
their methodology are given in the following paper. Following the
development of three-dimensional conservation of mass and energy
equations and equilibrium equations in terms of horizontal and
vertical displacements, Bear and Corapcioglu [133] derived a
mathematical model by averaging the three-dimensional model over
the vertical thickness of the aquifer, subject to conditions of
plane total stress. The resulting averaged coupled equations are
in terms of pore water pressure, temperature, and vertical and
horizontal displacements which are functions of x, y, and t only.
Equations and appropriate boundary conditions in radial coordinates
have also been presented for an example of a single well.

3. CONCLUSIONS

We presented a review of mathematical models to predict land

subsidence. It appears that most of the models reviewed in this
paper regard the deforming reservoir as a compressible porous
medium with a compressible fluid (water) in it. As a result of
 433

water or gas or oil pumping, the pressure in the fluid decreases.

This is accompanied by an increase in the intergranular stress in
the solid matrix, and compaction of the solid skeleton of the
aquifer ensues. The latter manifests itself in the form of land
subsidence.

Some of these porous media models treat the aquifer as a

whole rather than considering individual aquitards in it [14,52,
155], while others use a "two-step" approach [16,17,156] to explain
the observed time lag between the change of average piezometric
head and the resulting compaction. It seems that not anyone of
these models is superior to another in accuracy. However, the
"one-step" approach is simpler and easier to use.

One very important note should be made in regard to use of

these predictive studies. The user should ensure the availability
and correctness of the model parameters and coefficients needed
as input to the model. It is up to the user to provide real
material parameters to derive reliable results from his/her
particular application. Finally, we would like to emphasize
that in view of the various assumptions and approximations, the
results which may be obtained by solving the mathematical model
either by analytical or most possibly by numerical techniques
should be viewed as estimates. The estimates, however, should be
useful for assessing the effects of various pumping or injection
schemes on vertical subsidence and vertical displacement.

ACKNOWLEDGEMENT

This work has been supported partially by grants from UDRF

(University of Delaware Research Foundation) and the Engineering
Foundation RC-A-79-lA.
4~

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 445

LAND SUBSIDENCE -
B. A REGIONAL MATHEMATICAL MODEL FOR LAND SUBSIDENCE DUE TO
PUMPING

M. Yavuz Corapciog1u and Jacob Bear

ABSTRACT 447
1. INTRODUCTION 448
2. THREE DIMENSIONAL MODEL 451
2.1. The Stress Field in Land Subsidence Problems 451
2.2. Biot's Model 452
2.3. Reduction to Terzaghi-Jacob Equations 455
3. AVERAGING OVER THE AQUIFER'S THICKNESS 457
3.1. Principles of Averaging Along the Vertical
Thickness 457
3.2. Boundary Conditions for Various Types of
Aquifers 458
4. REGIONAL MODEL FOR VERTICAL CONSOLIDATION ONLY 461
4.1. The Flow Equations 461
4.2. Land Subsidence for a Confined or
Leaky Aquifer 465
4.3. Land Subsidence for a Sjng1e Pumping Well 467
5. REGIONAL MODEL FOR VERTICAL CONSOLIDATION AND
HORIZONTAL DISPLACEMENTS 468
5.1. The Averaged Flow Equations 468
5.2. The Averaged Equilibrium Equations 471
5.3. Subsidence and Horizontal Displacement
in the Vicinity of a Single Pumping Well 476
5.4. Subsidence Model for a Phreatic Aquifer 482
6. AVERAGED LAND SUBSIDENCE EQUATIONS FOR GEOTHERMAL
RESERVOIRS 486
6.1. Boundary Conditions for Heat Flow 486
6.2. Averaged Flow Equation 487
6.3. The Energy Conservation Equation 488
446
6.4. The Averaged Equilibrium Equations 489
6.5. The Regional Subsidence Model 489
7 • CONCLUS IONS 490
REFERENCES 491
ACKNOWLEDGMENT 493
SY~ffiOLS 493
 447

LAND SUBSIDENCE -
B. A REGIONAL MATHEMATICAL MODEL FOR LAND SUBSIDENCE DUE TO
PUMPING

M. Yavuz Corapcioglu Jacob Bear

Dept. of Civil Engineering Dept. of Civil Engineering
University of Delaware Technion-Israel Inst. of
Newark, DE 19716 Technology
Haifa, 32000, Israel

ABSTRACT

A regional mathematical model for land subsidence and

horizontal displacement resulting from p~mping from an aquifer is
developed on the basis of the works of Biot and Verruijt on con-
solidation. The regional mathematical model is obtained by
integrating the equations that describe soil deformation in a
three-dimensional space over the aquifer's thickness, assuming
conditions of plane excess total stress. These equations involve
coupling between the equations of equilibrium of the porous medium
and those of mass conservation. The resulting model yields both
the aquifer compaction and the horizontal displacements, as
functions of space coordinates and of time, for confined, leaky
and phreatic aquifers.

An analytical solution is presented for the special case of

a well pumping from an infinite homogeneous isotropic aquifer.
The solution provides estimates of drawdown (of averaged piezo-
metric head),vertical land subsidence and horizontal displacement
as functions of distance from the well and time. The results
indicate that approximately half the volume strain is produced by
vertical subsidence, while the other half is produced by the
horizontal displacement. Hence, vertical subsidence is
overestimated by noncoupled models.

We also study the case for a phreatic aquifer where the

total stress changes due to water table fluctuations and averaged
land subsidence equations for a single-fluid geothermal reservoir.
448

1. INTRODUCTION

The objective of this review is to develop a mathematical

model for regional aquifer consolidation due to pumping, in which
both the vertical compaction of the aquifer (= land subsidence)
and horizontal displacement are represented.

Land subsidence is often caused by the withdrawal of water

from an underlying aquifer or the withdrawal of gas and oil (and
water) from an underlying reservoir. As a result of pumping, the
pressure in the water (= pore pressure) decreases. This is
accompanied by an increase in the integranular stress (= effective
stress) in the solid matrix, and compaction of the solid skeleton
of the aquifer ensues. The latter manifests itself in the form of
land subsidence. For the sake of simplicity we shall assume that
the entire (vertical) compaction manifests itself as land subsidence,
although in reality the presence and response of the soil over-
lying the aquifer should be taken into account when compaction is
translated into land subsidence.

We have introduced here the term 'regional' to emphasize that

we are not interested in a 'local' problem, where horizontal
distances of interest are comparable in magnitude to the thickness
of the considered aquifer. Instead, the considered problem of land
subsidence and horizontal displacements, when these are also con-
sidered, is such that horizontal distances of interest, say between
wells and points at which subsidence is determined, are much
larger than the thickness of the aquifer. We then have the case
where flow in the aquifer is considered essentially horizontal,
and the hydraulic approach is applicable (Bear [ I ]). In a
similar way we may integrate (or average) Jacob's [ 2] model of
vertical displacement only, or Biot's [3] three-dimensional
consolidation model over the thickness of an aquifer and obtain a
model in which the dependent variables (averaged piezometric head
in the aquifer, averaged horizontal displacement, and land subsi-
dence) are functions of plane coordinates and of time only. The
two-dimensional problem is simpler than the three-dimensional one.
One should note that the considerations of an aquifer system as a
thin, two-dimensional slab have been reported by a number of
authors, e. g., Corapcioglu and Brutsaert [4 J, but their models
are different from those obtained by averaging over the aquifer's
thickness. Obviously, the integrated approach should not be used
for problems of a local nature.

Compaction and horizontal displacement in aquifers and

aquifer systems occur primarily due to the presence of soft
material. This may take the form of a semipervious layer - an
aquitard - between two aquifers, or of lenses of soft material -
usually of high porosity but very low permeability - imbedded in
an aquifer. Here we shall deal only with the latter case, adding
 449

the assumption that due to the presence of well distributed soft

lenses, the entire aquifer behaves as if comprised of an equivalent
homogeneous soft material. The permeability and compressibility of
the aquifer material will reflect the presence of the soft lenses
in it.

While consolidation takes place, a time Zag is observed

between change of average piezometric head in an aquifer and the
resulting (observed) compaction in the fact that in the soft lenses
imbedded. in the aquifer, the reduction in piezometric head lags
behind the changes that take place in the average piezometric head
(with vertical equipotentials) in the aquifer (regarded as some
equivalent homogeneous material). Again the lag is due to the low
permeability and other material properties of these soft lenses.
Corapcioglu and Brutsaert [ 4] postulated a viscoelastic rheologi-
cal material to account for this observed lag. In the present work
we have overlooked this phenomenon, not because it is insignificant,
but because it requires a special treatment, while we wish to
present a certain methodology for dealing with aquifer problems.
The time lag can be obtained by treating the aquifer as two over-
lapping continuums with fluids (and stresses) exchanged between
them.

Based on the effective stress concept introduced by Terzaghi

[5 ], two basic approaches may be found in the literature on land
subsidence. In the first approach, originally presented by Biot
[ 3 ] a simultaneous solution is sought for the pressure in the
water and for the strain in the solid matrix. Actually, Biot's
theory describes the strain in the solid matrix in a three-
dimensional space, i.e., with both vertical and horizontal dis-
placements taking place. Verruijt [ 6 ] , who employs Biot's
approach, shows that when only vertical displacement is being
considered, Biot's formulation reduces to that presented by Jacob
[ 2] who assumed vertical consolidation only. In the second
approach, following Terzaghi [ 5 ] , water pressure is first
obtained by solving a simple partial differential equation
(expressing water mass conservation) in terms of water pressure
in the aquifer as the only dependent variable. In deriving this
equation it is assumed that pressure changes produce changes in
the effective stress, which, in turn, produce changes in the
porosity of the solid skeleton. Once the water pressure distri-
bution has been derived, the effective stress and the resulting
strain distribution are determined. Finally, the latter is used
to determine land subsidence. Thus Terzaghi's theory is imple-
mented as a two-step procedure, e.g., Helm [ 7 ] Pore pressure
distribution is either obtained from field measurements or calcu-
lated independently by solving the fluid flow equation. In this
approach the land subsidence is assumed to be one-dimensional
(vertical) only. Gambolati and Freeze [ 8] and Narasimhan and
Witherspoon [ 9] made use of this approach.
450

The first approach stated above, based on Biot's [ 3] fully

coupled three-dimensional formulation in terms of pore pressure
and displacements, has been further developed by several research-
ers. In a coupled three-dimensional model, one fluid flow
equation in terms of pressure or piezometric head and three
equilibrium equations in terms of vertical and horizontal dis-
placements are the governing equations. Consequently, numerical
methods for the simultaneous solution of the coupled partial
differential equations have been utilized. Ghaboussi and Wilson
[ 10 ], Schrefler et al. [ 11 ] and Lewis and Schrefler [ 12 ]
present finite element solutions. Safai and Pinder [ 13 ] extend
this approach to subsidence of saturated-unsaturated porous medium.
It should be emphasized again that by this approach the lateral
deformation can also be simulated.

In principle, the problem can always be treated as one in a

three-dimensional space, determining the stresses and the cor-
responding strains at every point within the flow domain. The
strains are then interpreted as vertical and horizontal displace-
ments. However, in regional land subsidence problems we are
usually interested not in the variations of displacement, say, in
the vertical direction, along the vertical thickness of an aquifer,
but rather in the integrated effect over the entire thickness of
the aquifer. The integrated effect is a function of the
horizontal coordinates and of time only. The present paper
describes how the integrated, or averaged, effect can be obtained.

The present work contains two parts. Firs~ the regional land
subsidence model is obtained by employing Terzaghi's concept of
effective stress, and assuming vertical soil compressibility only.
The three-dimensional equation of (saturated) water mass conser-
vation is developed for compressible fluid and solid matrix. This
equation is then integrated over the aquifer's thickness, taking
into account conditions on the top and bottom surfaces bounding
the aquifer. The result is a flow equation in terms of averaged
piezometric head. By relating changes in head to land subsidence
a single equation is then obtained for land subsidence as a single
dependent variable. In this way, land subsidence is obtained as
a single-step procedure. The development is carried out for a
single confined aquifer. An example is given of the application
of the equation describing land subsidence in a layered confined
aquifer,

In the second part, the three dimensional equations are based

on Biot's [ 3 ] theory of consolidation. The· three-dimensional
model is then integrated to yield a regional (io e., horizontal two-
dimensional) model. involving both vertical and horizontal dis-
placements. The methodology is applied to a confined aquifer,
where no change takes place in the total stress, and to a phreatic
 451

one where the total stress varies as a result of the changes that
take place in the elevation of the water table.

An extensive literature survey on land subsidence is

presented by Corapcioglu in the preceeding paper of this volume.
The present review is based on the work of Bear and Corapcioglu
[14,15] and Corapcioglu and Bear [16].

2. THE THREE-DIMENSIONAL MODEL

In what follows,it will be assumed that both the fluid that

fills the entire void space and the solid skeleton are compressible.
It will also be assumed that the solid behaves as a perfectly
elastic solid material.

2.1. The Stress Field in Land Subsidence Problems

In order to determine land subsidence, we have to know the

distribution of effective stress within the solid matrix that
comprises the a~uifer. The some stress-strain relationship is
assumed in order to determine the distribution of the resulting
strain.

Our starting point is Terzaghi's [5] concept of inter-

granular stress:

o = 0'
:::,
- pI::::: (2.1.1)

where 0 is the total stress, 0' is the effective (or intergranular)

stress~ p is the pressure in the water (positive for compression),
! is the unit second rank' tensor, and it is assumed that no shear
stresses exist in the water.

Actually, the total (macroscopic) stress ~ at a point in the

porous medium can be shown (Bear and Pinder, [17] ) to be
-w
Q = (1 - n) ~s s - n pw w ~ ; pw "p (2.1.2)

where n is porosity and the average stresses a

s in the solid and
pw w in the water (positive for compression) ~~e intrinsic phase
averages defined by

(2.1.3)
452

where Uo and Uo are the Representative Elementary Volumes of

solid an~ water,wrespectively, around any considered point within
the porous medium domain, and x' is the microscopic point within
the individual phases.

However, in the practice of Soil Mechanics, Terzaghi's

concept of effective stress q', is defined by (2.1.1), i.e.,
-w
o = 0' - P I (2.1.4)
:::" w"
where each solid particle is assumed to be completely surrounded
-w
by water at pressure pw. The latter produces a stress in the
solid particle. However, as solid density is assumed to be
oonstant, no strain is groduced in the solid by this stress, only
the difference (l-n)[~s + Pww !] produces solid deformation. By
comparing (2.1.2) witfi (2.l.4),-we obtain
-s -w -w
o = (1 - n) 0 - n p I = 0' - P I (2.1.5)
~ "s w,," w"
where the deformation-producing effective stress is
-w -s -w
0' = o + P
" w
I
~
= (1 - n)[o
~s
+ p
w
I]
~
(2.1.6)

This corresponds to Terzaghi's definition as employed in Soil

Mechanics. Equation (2.1.4) will be employed in the present work.

The averaging procedure employed above is discussed in detail

by Bear and Bachmat in the first paper of this volume.

2.2 Biot's Model

We start from the three-dimensional equation of mass

conservation for a saturated porous medium (e.g., Bear [ 18
v • pq + a(pn) = 0 q = nV (2.2.1)
at
where y and g are the water's velocity and the specific discharge,
respectively, and p is the density of the water. In deriving
(2.2.1), we have neglected both the dispersive flUX and molecular
diffusion due to spatial variations in water density within the
pore space. In a deforming porous medium it is the speoifio dis-
oharge, relative to the moving solid, q_r ,that is expressed by
Darcy slaw

~r = q - n~s =- ~ • V~* (2.2.2)

where V is the velocity of the solid, ~* is Hubbert's [19 ]

piezomefric head for a compressible fluid (see below) and K is the
:::
hydraulio oonduotivity tensor.
 453

We introduce the definition of a materiaZ derivative with

respect to the flowing water

v = q/n (2.2.3)

and with respect to the moving solids:

d s () a( )
~ = ~ + Ys . 'l( ) (2.2.4)

By inserting (2.2.2) into (2.2.1), and employing (2.2.3) and

(2.2.4), we obtain
d p d n
pV'q +n~+ p __s_ + pnV.V =0 (2.2.5)
_r dt dt -s
Assuming that the solid's density Ps is constant, the equation of
solid mass conservation can be expressed by

'l.(l _ n)V + a(l - n) =0 (2.2.6)

_s at
from which we obtain

(2.2.7)

Equation (2.2.5) is the three-dimensionaZ mass conservation

equation. With vector U denoting the solid's displacement and E
denoting the volumetric-strain, we have

au au au
V'U = ~ + ......J... + ___z
ax ay dZ
(2.2.8)

By using (2.2.8) to express V'V and dsn/dt, and assuming

I aE/at I » Iv °VE I and I ap/at I-~> IVo'lp I, (2.2.5) becomes
-s -

v • q_r + ~
at
+ nS 1E-
at
=0 S =!~ (2.2.9)
p ap

where S denotes the coefficient of compressibility of the fluid

for p pep). Or, in terms of ~*

p ~
v • q +~+ pgnS a~* = 0 + J.pO (2.2.10)
_r at at Z
gp (p)
 454

In addition to the mass conservation equation, we have to

satisfy equilibpium equations. The components of the total stress
tensor, a, at a point within the porous medium domain satisfy the
following equilibrium relationships (Biot [ 3 ]; Verruijt [ 6 ])

da da da
~+--E..+~+f 0
dX dy dZ x

da da da
-E!. + -.lfl... + - E + f
dX Cly Clz Y
o (2.2.11)

Cla dO dO
~+~+~+f =0
Clx Cly dZ Z
where f represents the body force and the inertial force components
p[(Cl2U~)!(dt2)], i=x,y,z, have been neglected. Using (2.1.4) to
express the total stress in terms of effective stress and pressure
(positive for compression) in the water, asd separating both g'
and p into steady initial values 0,0 and p , and consolidation
producing incpemental effective stpess o'e and excess pressure pe,
we obtain for the initial steady state equations

dO, ~O
~
aX j o i,j x,y,z (2.2.12)

and for the incremental effective stress and pressure

i,j x,y,z (2.2.13)

The summation convention is to be invoked in both (2.2.12) and

(2.2.13) as in subsequent equations written in identical notation.
In writing the last two equations, we have assumed (as a good
approximation) that the body force remains unchanged, i.e.,
f,e = 0, i=x,y,z.
~

We assume that the solid matrix is isotpopic and (for the

relatively small deviations considered here) pepfectly elastic.
For such a solid matrix, the stpess-stpain pelationship is
expressed by

0, • [
au ,] +A [dUk]
,e = G -ClUi + -.J.. - (2.2.14)
~J dX, Clx. dx.
J ~ I;'

where £=dUk!Clxk' G=E!2(1+v) is the shear modulus, E is the modulus

of elasticity, v is Poisson's ration, and A=vE!(1+v)(1-2v); A and
 455

G are the Lame constants. Relationships other than (2.2.14) may

also be used for non-elastic solid matrices.

By inserting (2.2.14) into (2.2.11), we obtain the

equilibrium equations in terms of displacements

G v2 U. = (A + G) dE/dX. = dp/dX. (2.2.15)

1 1 1

2.3 Reduction to Terzaghi-Jacob Equations

If we assume that do=O, i.e., no change takes place in total

stress (as when pumping takes place with no change in the over-
burden pressure), then

dg' = d(p~) (2.3.1)

Assuming vertical compressibility only~ (2.3.1) is replaced by

do' dp (2.3.2)

We may now return to (2.2.7), and in view of (2.3.2), based on the

assumption that dq=O, rewrite it as
1 - d n d 0' d p
v·v-s = ___ __s_ = a' _s_
1 - n dt dt
a' _s_
dt,
(2 3 3)
. .

where a' is the coefficient of solid matrix compressibility of a

moving solid. Equation (2.3.3) actually serves as a definition
for a'. In Soil Mechanics, a coefficient of soil compressibility
a is often used such that
v
de a'
a v = dO' = ~ = a' (1 + e) (2.3.4)
wfiere e is the void ratio, equal to eO+a (0'_0'°), e=n/(l-n), and
e and 0,0 are the initial values of e aXd 0'.

The compressibility of water (in motion) is defined as

d p
~' = ! ~ (2.3.5)
p dp
where we focus our attention on a moving fixed mass of water.

By inserting (2.3.3) and (2.3.5) into (2.2.5), we obtain

d pdp
w s
V·n
~r
+ n~' - - + a' - - =
dt dt
Q (2.3.6)

By assuming that Jnap/atJ»Jq.VpJ and Jdp/dtJ»JV s .VpJ, we

may approximate (2.3.6) by
456

(2.3.7)

It can be easily verified that in writing (2.3.7), we have

neglected the term [n~'V+a'Vs]'Vp on the left-hand side. We note
that the term q·Vp is proportional to <Vp)2 and hence is negligibly
small. Similar considerations justify the other approximations.

By assuming that Inap/atl»lq·vpl, and (as an approximation)

defining the solid and fluid compressibilities in (2.3.3) and
(2.3.5) by partial derivatives rather than by material ones (using
the symbols ~ and a, respectively, to indicate this approximation,
(2.2.1) reduces to

Voq_ + Sop .£E.

at = 0 SOp = (1 - n)a + Sn (2.3.8)

where So may be interpreted as the specific stopativity with

pespect ~ ppessupe changes (equal to volume of water added to
storage per unit volume of porous medium per unit rise in
pressure).

From (2.2.1), by assuming that Inap/atl»lq·vpl and lap/atl»

Iv_s oVpl, we obtain

Voq_r + (a' + n~)ap/dt =0 (2.3.9)

Thus we see how different approximations lead to different forms

of the continuity equation. Often, (a'+na)~(a+nS) is referred to
as specific storativity with respect to pressure changes.

The relative specific discharge q in the continuity equation

-r
(2.3.9) can be expressed by Darcy's law, written in the form

~r
-
= - KoV~* = - ~
'"
k

II
o(VP+pgVz) ~* = z + J
p
p
~
d
gp (p)
(2.3.10)
o
where k is the medium's permeability (or scaler k for an isotropic
mediumj and II is the dynamic viscosity of the water.

Finally, (2.3.9) can be rewritten in terms of ~* as

VO~r + So* ~
at = 0 (2.3.11)

where So* = gp(a'+nS). Because in (2.3.11) we have V·qr and not

V'g, it would not be appropriate to refer to So* as a-specific
stopativity (that is, the change of water volume per unit volume
of porous medium per unit change of ~*), although often So* is
defined so in the literature. It is also often assumed that
a»nS, so that nS is omitted.
 457

Equation (2.3.7), or (2.3.8), or (2.3.9), or (2.3.6) appears

in various places in the literature. Terzaghi [20] gave it as a
generalization of his one-dimensional consolidation equation [5]
It is similar to the equation obtained by various authors in
groundwater literature (Jacob [2 ] , Cooper [21] , DeWiest [22] ).
Definitions of compressibility have been discussed in detail by
Gambolati [23,24] and Cooper [21]. In conclusion we should
note again that all these equations assume vertical compressibility
only.

Various other three-dimensional theories are presented in

addition to Biot's [ 3 ]. Rendulic [25] , Heinrich and Desoyer
[26] have also proposed three-dimensional consolidation theories.
Rendulic's [25] theory is a special case of Biot's theory. Cryer
[27] has presented a comparison of Biot's and Terzaghi's theories.
Cryer concluded that "neither theory can present a complete
picture of consolidation, since for one dimension both reduce to
Terzaghi's one-dimensional theory which does not explain secondary
consolidation." McNabb [28] , Taylor and Merchant [29] and many
others presented modifications to allow for secondary consoli-
dation. Later, Brutsaert [30] has presented a three-dimensional
theory of elastic consolidation and flow of two immiscible fluids
in a porous medium. He has shown that this general theory reduces
to various well-known equations for special cases.

3. AVERAGING OVER THE AQUIFER'S THICKNESS

3.1 Principles of Averaging Along the Vertical Thickness

The dependent variables in the fluid mass conservation

equation (2.2.5) and equilibrium equations (2.2.11) are all
functions of x, y, z, and t. By integrating (or averaging) these
equations over the vertical thickness of the aquifer, these
variables, as well as the various aquifer properties, will be
replaced by averaged dependent variables and properties which
are only functions of t and of the horizontal coordinates x and y.
With the nomenclature presented in Fig. 1, we follow the inte-
gration procedure outlined by Bear [1,31]

a. For any vector of J=J(x,y,z,t), and lower surface b l =b 1 (x,y,t),

and upper surface b2~b2(x,y,t)

,..,
B V'U" (3.1.1)

b. For any scalar ~=~(x,y,z,t)

458

_ __ """" ""*" >qo: ground surface

~"" 'f" """,««"""",F2 :Q,confining layer

B tiix,y,tl Aquifer

...J.-b·lIFi"""f·>m"''''''"",,,mn ~r;'r:;:ious
__'--_J... Oilt u m
F1:Q,

Figure 1. Nomenclature of a Single-Layered Aquifer.

B
........
~
at
= I
b

b
2 d1Ji

1
-
at
dz (3.1.2)

(3.1.3)

where the average is defined by

~(x,y,t) B (3.1.4)

and the prime indicates a vector or a vector operation in the xy

plane only. In (2.3.8) and (2.3.9), ~If ' ~IF ' 1JiI F ' etc. are
conditions on the surfaces Fl and F2 wh1~h bouad thelaquifer.
They will be discussed in Sect. 4.2.

If we assume that

~ ,: 1Ji1
,: 1Ji1 (3.1.5)
Fl F2
i.e., the values of 1Ji on the bottom and on the ceiling of the
aquifer at a point x,y at time t can be approximated by the
average value ~, then (3.1.2) and (3.1.3) reduce to

(3.1.6)

3.2 Boundary Conditions for Various Types of Aquifers

In order to complete the integration along the vertical, we

have to know the boundary conditions on the top and bottom
bounding surfaces of the aquifer. We shall consider three types
of top and bottom aquifer boundary surfaces: an impervious
 459

boundary, a semi-pervious one, and a phreatic surface (with or

without accretion) [32]. To simplify the discussion, we shall
assume here that the shape of the lower aquifer boundary is steady
(i.e., independent of time). Denoting the elevation of a point on
this surface by b 1 =b 1 (x,y), the shape of this surface may be
described by the function

F1 (x,y,z) :: z - b 1 (x,y) = 0 (3.2.1)

We shall assume that the shape and position of the upper

surface vary with time; the elevations of points on it are given
by b 2=b 2 (x,y,t). The function describing this surface is

F2 = F 2 (x,y,z,t) :: z - b 2 (x,y,t) = 0 (3.2.2)

This thickness of the aquifer is given by B=b 2 -b 1 =F 1 -F 2 (Fig. 1).

For any moving boundary we also have
dF ClF
dt
-at + u·V'F = 0 (3.2.3)

where u is the speed of displacement of the boundary.

When we consider the flow of water, the condition of flux

continuity (assuming [p]u,t=O) to be satisfied at any boundary is

[q_ - nu]
- u,t • V'F = 0 (3.2.4)

where [A] t=AI -Al t denotes a jump in A from the upper side
(subscrip~'u) tg the lower (aquifer) side (subscript £) of the
boundary.

In view of (3.2.3), another form of (3.2.4) is

[q ·V'F = - [n] ~ (3.2.5)

-u,t u,t at
An impervious boundary is a material surface with respect to
the water (i.e., no water passes through it). Hence the condition
on it reduces to

(~-
_ n~)ln·V'F::
~
(q_r + n(V_s - u»1
_ £ ·V'F = 0 (3.2.6)

If we also assume that F is a material surface with respect

to so lids ~ then

(3.2.7)

Hence (3.2.6) written for the impervious boundary F2 becomes

q ·V'F = 0 (3.2.8)
_r 2
460

An alternative form of boundary conditions can be obtained in

terms of q from (3.2.3) and (3.2.6).

For a moving surface, the condition is

For a stationary surface, the condition is (3.2.9)

q_ It 'V'F 2 = 0

where nlt=n is the aquifer's porosity at the impervious boundary.

In a leaky aquifer, let F2=O be the surface through which

leakage takes place. If the surface is also assumed to be a
material surface with respect to the solids, the boundary
condition on it is

[q] 'V'F = 0 q I 'V'F = q I 'V'F = _Ks'V'¢*1 ·V'F (3.2.10)

_r u,t 2 _r t 2 _r u 2 u 2
S
where K is the hydraulic conductivity of the semipervious for-
mation overlying the aquifer. When the leakage takes place through
a relatively thin layer of thickness BS , and resistance LS=Bs/Ks ,
we may write the condition in the form
¢ * - ¢*
q lo'V'F 2 = 1 (3.2.11)
_r Iv LS

where (¢1*-¢*) is the difference in head across this layer.

When a phreatic surface with accretion serves as the upper

boundary of a flow domain, we employ (3.2.5) to obtain the
condition

~lt'V'F2 NV'z'V'F 2 + [n]u,t dF 2/ dt

(3.2.12)
~lt'V'F2 N + [n]u,tdF2/dt

where ql = N = -NV'z is the rate of accretion, and -[n] =

nlt-nl u ~ nl~-80 = S should be interpreted as effectiv~tporOSity
or specific yield. y

The condition to be satisfied by the total stress at any

boundary F=O is

[a]
::; u,t 'V'F"" 0
(3.2.13)

or, in terms of effective stress and pressure,

 461

[a' - pI] -VF = 0 (3 _2 .14)

::: u,t
Separating q' and p into initial steady state and displacement-
producing excess effective stress and pressure, we obtain for the
upper surface (F 2=0)
o e 0 0 e e
(~+~ )u- VF 2 {(~' -p p + (~' -p ;)}t- VF 2

where, as before, u and t denote the upper (or external) and lower
(or internal) sides of F respectively. Hence

~0IU-VF2 (<2",0 - p oI) II - 'VF

::: 't 2

{l u -VF 2 (Q ,e _peI)I_VF
:: ::: t 2
Assuming now that the total stress~ ~~ remains unchanged~ i. e. ,
ae 0, we obtain the condition

(a,e_ pel) I ·VF = 0 (3.2.15)

::: '" F2 2
In a similar way we obtain for the lower surface (Fl=O)

(a,e _ pel) I -VF = 0 (3.2.16)

:: ::: Fl 1
In a phreatic aquifer, the total stress at each point within
the aquifer varies continuously as changes in the water table
elevations take place. This means that qe I O. The corresponding
land subsidence model is presented by the authors in a separate
paper (Corapcioglu and Bear, [16]).

4. REGIONAL MODEL FOR VERTICAL CONSOLIDATION ONLY

4.1 The Flow Equations

As stated earlier, our objective is to obtain a regional

model to be used for predicting subsidence as a function time and
of the horizontal coordinates x and y only. To achieve this goal,
we start by integrating (2.3.6), describing saturated flow in a
three-dimensional space, along the vertical thickness of a con-
sidered aquifer, taking into account the various boundary con-
ditions on its top and bottom surfaces. This will yield equations
written in terms of dependent variables which are averaged values.
The latter are functions of time and the plane coordinates x and
y only. Following the procedure outlined by Bear [1, 31 ] , the
integration of (2.3.6) means
462
b2 (X,y,t)
f l ~oq_r + S
Q
d¢*)
* at dz = 0 (4.1.1)
b ()
1 x,y

By performing the integration, we obtain

~ a~* +
o

L at
(4.1.2)

where the primed symbols indicate vector conponents and derivatives

in the x,y directions only. By assuming vertical equipotentials
for a confined aquifer, i.e., ¢* ~ ¢*IF ~ ¢* and using the t '
condition given by (3.2.8), (4.1.2) red6ces to 1

lI'oBq'+S*B d ¢*=O (4.1.3)

r 0 at
In (4.1.3), all dependent variables and coordinates are now
averaged values. The average relative specific discharge, qr',
may be expressed in terms of ¢*, assuming vertical equipotentials,
by

-! f
b b2
-
q_r '(x,y,t) l
= -B f 2

b
q '(x,y,z,t)dz =
_r
K'·~¢*dz
B b ::
1 1

K'
B

- ¢* I IIF] = - K' . II' ¢* (4.1.4)

Fl 1
where K(x,y,z) and K'(x,y) are the hydraulic conductivity tensor
and its average over the vertical, respectively. Hence, (2.1.1)
becomes

(4.1.5)
 463

Let us introduce the following approximations for the spatial

and temporal derivatives of ~*:

~IJ'P+'V'z ;¢ (4.1.6)
gp

~ Clp + Clz (4.1.7)

- Clt at
gp

where ~ bl+B/Z indicates the average elevation of the (moving)

mid-thickness of the aquifer.

By integrating (Z.3.8) instead of (Z.3.6), and making use of

(3.Z.9), we obtain
,_ ClF Z ClF l - _ Cl¢*
IJ ·Bq - n Z at + n l ar-
+ SOp pg B at = a (4.1.8)

By assuming that n
~ nlF ~ nlF (or accurately so, if the aquifer
is homogeneous, (4.1.8) lbecome~
- ClB - -
- 1J"Bq' = nat + Sap pBg
3¢*
ac- (4.1.9)

Since we have assumed that the bottom surface at z=bl(x,y) is

stationary, we can redefine (:\' in (Z.Z.7) for vertical compres-
sibility only, as

, 1 ClB 1 ClB 1 Clb Z

(4.1.10)
(:\ = B Clo' = B Clp = + B 3p'
From (4.1.7), we obtain

d~*
Clt
= (10 +
2
_l_J.
(:\-'B-pg
~
3t
(4.1.11)

Or, since usually a'Bpg/Z«l (e.g., for a sandy clay aquifer,

pg = 100 N/m 3 , a' = 10- 7 mZ/N, 1/&' Bpg 1000, B = 50 m),

- 3~* (4.1.lZ)
Bpg ~

Hence (4.1.9) reduces to

-
_ 'V' Bq' = S ** B Cl¢* (4.1.13)
o at
!Jere !o** = pg(~(:\' + SQ~' If we use (3.3.5)_an~ apPEoximate
So = tl-n)(:\ + nS ~ (l-n~(:\~ + n~, then S ** = pg«(:\' + nS): i.e.,
wi~h these approximations q' ~ q " and goth (4.1.9) and (4.1.13)
may be approximated by - _r
464

(4.1.14)

where 50 = So* = 50 ** is the average specific storativity.

If net withdrawal takes place at a rate of Q = Q(x,y,t) (in

terms of volume of water per unit area per unit time), we should
add - Q(x,y,t) on the left-hand side of (4.1.14). This comment
is valid also for the other aquifer equations developed below.

We note that in (4.1.14), the transmissivity of the aquifer

T = K' B, and its storativity S = SOB vary with B. In fact, gl
and So also depend on the porosity n which varies continuously
during the consolidation process. Usually this effect is
neglected in aquifers (but should not be neglected in clays).

Equation (4.1.14), usually neglecting the affect of changes

in B on T and S, is the basic continuity equation for aquifer floU),
i.e., for predicting the piezometric head distribution ~* =
~(x,y,t) in an aquifer.

For a leaky aquifer, where F2 is a semipervious boundary by

following the procedure outlined above, and using on F2 the
condition expressed by (3.2.11), we obtain

VI Bq- I + q I 'VF + - a~*

S * B --- =0 (4.1.15)
_r _r u 2 0 at
For a confined aquifer grlu'VF2 vanishes. For a leaky top layer,
this term may be exprEssed by either (-Ksv¢*l u 'VF 2)!u or, for a
semipervious layer which is a relatively thin (B') membrane, by
~¢*/Ls where LS = BS/Ks is the resistance of the membrane and ~¢*
is the difference in ¢* across the membrane (positive for leakage
from the aquifer).

Inserting q-r I leads to

So*B d;P*
Clt
(4.1.16)

We may also apply to (4.1.16) the same approximations leading to

(3.3.14). When pumping takes place, we add the term -Q(x,y,t)
on the left-hand side of (4.1.16).

For an unconfined aquifer, the upper boundary is a phreatic

surface, we shall replace b2(x,y,t) by the elevation h(x,y,t) so
that the thickness of the saturated flow domain will now be given
by B = h - bl .

Following the procedure and assumptions (e.g., vertical

equipotentials) outlined above for a confined aquifer, we first
obtain (4.1.2), rewritten in the form
 465

-
V' Bq_r I + q_r IF 2 oVF 2 - q_r IF1 oVF l + SO*B
a¥*
~t
a
= ° (4.1.17)

From (3.2.9) it follows that on the impervious bottom,

q
_r IFl °VF1 = ° (4.1.18)

For the phreatic surface, we obtain from (3.2.12)

dF 2
q IF oVF 2 = - N - S -"- - (nV ) I oVF 2
_r 2 y at -s F2
(4.1.19)

q IF .VF 2 = - N + S ~dh - (nV ) IF .VF

_r 2 y at _s 2 2

where Sy = - [n]u ~ is the specific yield of the phreatic aquifer.

We often neglect the third terms on the right hand side of (4.1.19),
assuming that nY s oVF 2«Sydh/at. Then, with ¢* ~ h, (4.1.17)
becomes

V' Bq_r I - N = - (S y + SO*B)ah/dt (4.1.20)

In general, SO*B«Sy'

For a phreatic aquifer, the total flow is given

Bq
r
I = I
h(X,y,t)

bl(x,y)
(-K'V¢*)dz = (4.1.21)

where the approximation is due to the assumption h

¢I h . The resulting equation is therefore

(4.1.22)

4.2 Land Subsidence for a Confined or Leaky Aquifer

At this point, the usual procedure for determining land

subsidence 8(x,y,t), in an aquifer, due to pumping, is to start
by using (3.3.14) to determine the piezometric head distribution
¢ = ¢(x,y,t) or the drawdown s = ~(x,y,O) - ~(x,y,t) in the
aquifer, as produced by the pumping distribution described by
-Q(x,y,t). Then the total subsidence, 8(x,y,t)=BO(x,y)-B(x,y,t),
say, for a confined aquifer, is determined by using
a
8(x,y,t) = Ba'pg(s - 6z) ~ Ba'pgs = B l:e 6p (4.2.1)

where, usually, B is taken as its initial value, BO. One may also
adjust Band nand K' in (3.3.21), as subsidence and soil
compaction progresses.
466

Instead, let us try to state the problem directly in terms of

o = o(x,y,t) as the dependent variable. We shall continue to
assume that bl = bl(x,y), i.e., independent of time. We shall
assume, as is common in consolidation studies, that some initial
steady state exists, and that pumping produces incremental
effective stresses and pressures which cause subsidence.
Accordingly, with ~ replacing ~*, we write for the deviation
from steady state produced by pumping
-e
~'.(i'B.~,~e) - Q(x,y,t) SOB ~ (4.2.2)
at
Now

= [_1_ +
- -'B 2
1) ~at + _1_
- -,
0 ~ (11 "' _1_ ~
at B) - - at
(4.2.3)
pga pga pga'B

i.e., the effect of changes in the direction of the aquifer's

mid-point is negligible, and
l7;;:e -e
V'Y
1
= -:- ~p + ~z-e = -:-
1
~
pg pg

[_ 1 + 1)~0 + -1 o~ (-1-] ::: -1- 'I/o (4.2.4)

- - 'B
pga 2 pg a'B pga'B

where we have assumed that a'B may vary in the xy plane; yet, we
have assumed that

1 ao
6at 16 'I/o » 1B ~B + ~ ~a'
a'
1 »
1 (4.2.5)
pgo.'B
2

With these approximations, we obtain from (4.1.14)

~. (i' • ~o ] - Q(x,y,t) = sr ao
at (4.2.6)
J.!;;"

where
So
S
r
=--=
pg;;"
(1 + Ii CiB,} K' K' pg/J.!
 467

In Soil Mechanics, the coefficient of consolidation for an

isotropic medium is defined by

C
t
= k/~&' = k(l + e)/~a v ~ k(l + eO)/~av (4.2.7)

For clay, nS «a'. Then, Sv = [1 + n(S/a')] 1 and (4.2.6)

with Cv K'/a'~ may be written in the form
v.(ev 'Vo) _ Q = 00
at (4.2.8)

In order to solve (4.2.8) for 0 = o(x,y,t), with known

o(x,y,O) = 0 in a given aquifer domain, we have still to provide
boundary conditions on the boundaries of the flow domain in the
xy plane. We usually assume that at a sufficiently large distance
from the zone of pumping, subsidence vanishes, i.e., 0 = O.

It is of interest to note that the thickness B is eliminated

from both the partial differential equation (4.2.8) and the
boundary conditions. Puzzling as this may seem at first, this
is a reasonable consequence of the linearization and of the fact
that for the same Q, drawdown is inversely proportional to thick-
ness while subsidence is proportional to drawdown. The advantage
in using (4.2.8) rather than (4.1.16) and (4.1.23) lies in
determining o(x,y,t).

4.3 Land Subsidence for a Single Pumping Well

The solution of (4.2.8) for an extensive aquifer with a single

pumping well, using axis-symmetrical cylindrical coordinates, is

~
0=-- W-- [r2] (4.3.1)
471C
v
4C t t
Equation (4.3.1) is analogous to the classical Theis solution for
drawdown in a single pumping well; W( ) is the well function for
a confined aquifer.

Thus, by averaging the three-dimensional equation of water

mass conservation over the thickness'of an aquifer and intro-
ducing a relationship between changes in averaged piezometric head
and land subsidence, a single equation in terms of land subsidence
has been obtained for pumping from a confined aquifer. The
development has been based on (1) Terzaghi's concept of effective
stress, (2) an assumption of essentially horizontal flow in the
aquifer, and (3) an assumption of vertical aquifer compressibility
only and no horizontal displacements.
468

5. REGIONAL MODEL FOR VERTICAL CONSOLIDATION AND HORIZONTAL

DISPLACEMENTS

5.1 The Averaged Flow Equations

As an alternative model for regional subsidence, Biot's [3J

three-dimensional equation could be averaged over the thickness of
an aquifer, and such a model would provide also the estimates of
averaged horizontal displacements.

By integrating (2.2.10) over B b 2 -b l , using the procedure

presented earlier, we obtain

b2 (X,y,t)
f (vog r + ~~ + pgnS ~:*J dz o (501.1)
b l (x,y,t)

V'oBq , + [q IF oVF 2 - q I °VF 1 + B i£ + pgnSB a~*

_r _r 2 _r Fl 1 at at
-
+ pgnS~-* aB +
at
~*I F aF 2
at -
~* aF~
IF -at = 0 (5.1.2)
2 1
For impervious top and bottom boundaries which are also
material surfaces for the solid, the second term on the left-hand
side of (5.1.2) vanishes in view of the condition groVF = 0 that
should be satisfied on an impervious boundary described by
F(x,y,z,t) = z-b(x,y,t) = 0, where ~r = - ~oV¢*.

By assuming vertical equipotentials, i.e., ¢* ~*IF = ~*IF ' =

the last term on the left-hand side of (5.1.2) also vanisftes. 2
We obtain
,...., -
V'oB- , + B i£ + - nOB a~* = 0 (5.1.3)
~r at pg at . jJ

where Bq_r , is expressed by

Bq_r , =- BK'oV'¢* (5.1.4)

In the presence of distributed pumping of magnitude

Q(x,y,t), (5.1.3) becomes
,...., -
V'oBq , + B i£ + pgnSB d~* +
_r at at
Q= 0 (5.1.5)

Note that the symbol Q stands for volume of withdrawal per unit
area and per unit time.
 469

In a leaky aquifer ~r\F .VF 2 expresses the leakage through

F 2 . We shall express this 2leakage by ~¢*/L, where L is the
resistance of the semipervious layer, equal to the ratio of the
thickness to the hydraulic conductivity of that layer, ~¢* denotes
the difference between the averaged piezometric head in the aquifer
and that in an overlying one. The continuity equation then becomes
~

V.Bq- , + B ~ +
_r at
pgn-SB at
a~* + ~¢*
L
+ Q- =0 (5.1.6)

Because we are interested only in subsidence, we separate the

flow into (1) steady flow, including possibly steady pumping, with-
out subsidence, and (2) excess flow producing subsidence. Denoting
parts (1) and (2) by superscripts 0 and e, respectively, (5.1.5)
can now be separated into

V.Bq ,0 +
-r
6. 0 = 0 (5.1.7)

and

V.B~r'
- e
+
B ~
at
+ pgnSB
- - ~ a~*e + Q
-e
=0 (5.1.8)

For a leaky confined aquifer we add ~¢*/L on the left-hand

side of (5.1.8).

In separating gr' into its two parts, we have neglected the

effect of consolidation on k, p, etc. Equation (5.1.8) may be
rewritten in terms of average excess pressure, pe, by employing

1 -
V'~* '" V'~ =:- V'p + V'z ¢ z +l
pg pg

bi + b 2
z = 2
(5.1.9)

and
a(ji* .zf l:.- i£. + az (5.1.10)
at '" at - at
pg at
,-....'
The averaged temporal rate of change of E, aE/at can be
obtained as follows

---
aE:
B at =
--
BV·'!s v ' •BV +
-s
V \
-s F2
• VF
2
- V \
_s Fl
• VF
1
(5.1.11)

Since the top and bottom surfaces are assumed to be material

surfaces with respect to the solid, we have on them

(V_s - u)\
_ F ·VF = 0 (5.1.12)

Hence
470

':'sIF· IlF = u·IlF = - aF/at (5.1.13)

,...,
and (S.1.12) reduces to
aF 2 aF l
B -
aE:
= ,
Il'BV_s - + (S.1.14)
at at at
with v_s defined by (2.2.8), we obtain

au'
B at
+
l-~, aB + U'
at - F2
I

(S.1.1S)

At this point, following the integration procedure, we need

information on ~'IF and~' IF' This information is not available.
One could use an as~umption with respect to slip or to shear
stresses on the boundaries. Instead, we introduce a simplified
assumption, namely that practically no variations occur in
horizontal displacements along the vertical, i.e.,

(S.1.16)

In view of (S:l.lS) and (S.1.16), we now obtain

~ au' au'
B ~
at
= 1l"B
at
+ ~Bt
a at
'Il'B + B a 1l"U' + ~
at at
The continuity equation (S.1.8) can therefore be rewritten for a
confined aquifer in terms of variables ¢*e (or pel and U' (or
components 5 and 5 ) as
x y
au'
11' 'Bq
,e - +
+ 11' 'B -- + pgnSB -at
-+ Q
aB a$*e -e
= 0 (5.1.17)
_r at at
where (S.1.4) can be used to express Bq_r
, in terms of ~*e.

For a leaky confined aquifer, we add ~¢*/L on the left-hand

side (S.1.17). Equation (5.1.17) can be linearized by introducing

B(x,y,t) = b 2 (x,y,t) - b l (x,y,t) = b 2 0(X,y) + U IF

z 3

- (b l O (x,y) + u I = BO (x,y) + ~
z Fl z
 471

(5.1.18)

and neglecting second-order small terms.

5.2 The Averaged Equilibrium Equations

Next, we integrate the first equation in (2.2.11) , i.e., for

i=x, we obtain
dF Z oFl a
a (Be;: ,e)
ax xx + °xx ,el F h- °xx
,el
F1 -
ax
- +ay
- (B~
xy
,e)
2

(5.2.1)

However, from the first equations of (3.2.15) and (3.2.16), we

obtain
dF l dF l ,e dF l
,el ,el
°xx F --+
dX °xy --+ xz
F dy ° IF1 dZ
1 1

dF l
plF dX o i 1,2 (5.2.2)
1

Since dFi/dt 1 for i=1,2, by inserting (5.2.1) into (5.2.2),

we obtain

2.- d d (Bpe)
dX
(Bo
xx
,e) +-
dy
(Bo
xy
,e)
dX
= 0 (5.2.3)

In a similar way, from the two remaining equations of (2.2.11),

we obtain
d (Ba ,e) a (Bpe)
yx
+~ (Ba ,e) 0 (5.2.4)
ax dy yy ely

a (Ba ,e) +2.- (Ba ,e) = 0 (5.2.5)

ax xz ay yz
in which all averaged values are functions of x, y, and t only.

We now express the average excess stress components in terms

of averaged displacements, making use of (2.2.14) and the
assumption expressed by (5.1.16). We obtain
472
au au au au au to.
e: e: x + e: y + e: z =~+---'y+ __ z =~+---.Y+~ (5.2.6)
ax ay az ax ay B

a-
,e au (au to. )
AE + 2GE x (A + 2G) ~ + A ---.Y + ~ (5.2.7)
xx ax y B

,e au au to.
0-
yy AE + 2GE y A~+
ay (A + 2G) --Y
ay
+ A~ (5.2.8)
B

axy ,e a-
eu au }
G--Y+~ ,e
(5.2.9)

t
ax ay yx

au
a
j.e G(au
__ au )
z+~ G __ z+Q u~+u OF
_2
c;xz ax az ax B z ax ZlF2 ax

- UZ 1F1 a;z-aF~ (5.2.10)

a-
yz
,e Geu
__
ay
au )
z + ---.Y
az
au
G __
ay
z+Q
B t
U aB + u
z ay
_2
ZlF2 ay "
- UZ 1F1 "~
ay (5.2.11)

au
- to.
a zz
,e A£- + 2G -az z = A (au au ) +
~ +---.Y (A + 2G) z (5.2.12)
ax ay B
By inserting these expressions into (5.2.3) through (5.2.5),
we obtain three equations in the four variables pe, Ux' Uy and u z '
all functions of x, y, and t .

..1...
ax .
{B~A
~
+ 2G) aux + A (auy + to.zTI} +.1... {BG(auX
ax ay B ay· ay

(5.2.13)

.1... {BG(auX + auy ).} + .1... {BG.. au x + (A + 2G)

ax. ax ay ay ~ ax ely
~ + A to.Bi]}
J
a (Bp-e )
- -ay o (5.2.14)
 473

° (5.2.15)

°
For constant I>- and G (actually>: and G) and with B(x,y,t) =
B (x,y) + ~z(x,y,t), ~ «BO, we obtain, by linearizing (5.2.13)
and (5.2.14) z
d(~ /BO) -e
z
+ G) dE ~=
°
GV',2U
x + dX - G
(A (5.2.16)
dX dX

a(~ /BO) -e
dE z - ~ =
+ G) -ay-
°
GV',2u + (A G (5.2.17)
Y dy dy
or d(~ /BO) -e
GV',2U
x +
(dU
(A + G) a/ +
dU )
af
+ A
z
dX
iL=
ax
° (5.2.18)

a(~ /BO) -e
+ + G) ru au )
~ + -.-Y z _ iL =
°
GV',2u (I>- + A (5.2.19)
Y dX dy dy dy
The second and third terms on the left-hand side of (5.1.17)
may also be written in a linearized form:
au' -
IJ'·B --- + ~ .. BO ~ (5.2.20)
dt at dt
where B = BO + ~ ,~ «BO' and we have assumed that IV~·IJ'BI
«laB/atl. In t5.2~12) we have used uxl F = uxl F and uyl F -
Uy IF as in (5.1.16). We note that in (5 J .15), w~ have 2
onlylU z . In principle, together with (5.1.17), we have four
equations for the four dependent variables. However, in these
four equations we have UzlF and uzl F and (~z = UzlF - uzl F ,
B = BO + ~z}' These are ad:ually conditions on the t~o
°
boundaries, Fl = and F2 = 0, for which we have no information.
1

In fact, the land subsidence Uz IF2 is the very unknown for which
a solution is sought in most subsldence problems.

At this point we may continue by introducing further

simplifying assumptions instead of the missing information. For

°
example, we may assume that the bottom of the aquifer is station-
ary, i.e., UzlF = and that Uz varies linearly with z, i.e.,
Uz = i Uzl F 2
= :8/2, where 8 is the land subsidence (positive
downward). We end up with four equations for Uz, UY' 8, and
pe (or ~*e).
474

Another approach is to assume that consolidation occurs

under the condition of p~ane incrementa~ tota~ stress, as
suggested by Verruijt [ 6]. This means

o
xz
e
= 0 zx e o o
yz
e o
zy
e =0 (5.2.21)

As indicated by Verruijt, this assumption is justified when

the aquifer is between two soft confining layers (e.g., clay)
which cannot resist shear stress. Furthermore, this assumption
also justifies (5.1.16), since in a relatively thin aquifer, as
implied by the plane stress assumption, lateral deformation is
more or less uniform throughout the relatively small thickness.
From (5.2.21) it follows that (2.3.2) reduces to
,e
dO~j
dx.
o i x,y (5.2.22)
J
with the boundary conditions (3.2.15) and (3.2.16) also written in
the xy coordinates only. Following the integration procedure
which led above to (5.2.3) through (5.2.5), we now obtain only
(5.2.3) and (5.2.4). Equation (5.2.5) drops out. We could have
obtained the same result from (5.2.3) through (5.2.5) by assuming
that deformation occurs under conditions of p~ane incrementa~
averaged tota~ stress described by (5.2.21).

Accordingly, (5.2.15) vanishes, but (5.2.13) and (5.2.14),

or (5.2.16) and (5.2.17), or (5.2.18) and (5.2.19) remain un-
~han~ed._ We now have to solve (5.2.1), (5.2.18) and (5.2.19) for
pe, Ux ' Uy, and I'1 z . The needed fourth equation is now obtained
from the first condition in (5.2.21), which leads to
o ,e = pe (5.2.23)
zz
~e
and therefore, from the expression for 0 I in (5.2.6), we obtain
zz

-e (dUx
p = A -ax- + ydUy ). + (A + 2G)
I'1 z
B =
_
AS + 2G
I'1 z
B (5.2.24)

This completes the formulation of the problem where

pe(x,y,t), Ux(x,y,t), U (x,y,t), and I'1 z (x,y,t) are the sought
unknowns. Usually we a§sume uzl F = 0; hence the land subsidence
I'1 z = Uz IF2 = -o(x,y,t). 1

Initially, the values of these variables are zero. As

external boundary conditions we shall usually assume vanishing
values of all these variables at a distance sufficiently remote
from the zone of pumping.
 475

By differentiating (5.2.16) with respect to x, (5.2.17)

with respect to y, linearizing them and then adding the two
equations and integrating the resulting equation with constant
A, G., and BO, we obtain
dU
(A + 2G) (~ + --L +A 2-
au J ~
= (A + 2G) E - 2G 2-
~
ax dy BO BO

e
p + f(x,y,t) (5.2.25)

where f satisfied V2f = 0 for every t. By comparing (5.2.24) and

(5.2.25), obtained by introducing the plane stress assumption, we
find that

f = 2G(dUX +
dX
~
dy
_ ~z) = 2G(E
BO
(5.2.26)

where E is defined by (5.2.6).

If we assume that Qe = 0 and that there are no average

lateral displacements, i.e., = 0, (5.1.17) reduces to Q'
- dB _ _ d¢*e
V'.Bqr' + at + pgnSB ~ =0 B = BO + ~z (5.2.27)

and from (5.2.24) we obtain

~
-e
p (A + 2G) BZ (5.2.28)
-e
These are two equations in p and ~z.

By combining (5.2.27) and (5.2.28) we obtain

-e
,
V ·Bqr
-, 1 G - op
+ B A + 2G + nS~ ~ = 0 (5.2.29)

where we have assumed that ~z «B. For a leaky confined aquifer,

we add + ~~*/L on the left-hand side of (5.2.27).

Equations (5.2.27) through (5.2.29) are obtainable also by

assuming vertical compressibility only, with a'= l/(A + 2G), as
was assumed in Sec. 4.1 above.

I f we now compare (5.2.25) with ~' = 0, with (5.2.24),

obtained by the horizontal plane,stress assumption and vertical
displacement only, we obtain
~
f = - 2G 2- (5.2.30)
B
476

As pointed out by Verruijt [ 6 ] the function f "describes

the deviation of the simplified Terzaghi-Jacob Theory from the
Biot Theory", where the former assumes vertical consolidation only,
while the latter considers the three-dimensional nature of con-
solidation. Here f expresses the deviation when integrated
aquifer consolidation equations are used.

It is of interest to note that here, in the comparison

between (5.2.25) and (5.2.28), f does not vanish, while Verruijt
[137] shows that in the comparison between Biot's [3 three-
dimensional considerations and (5.2.28), f vanishes.

5.3 Subsidence and Horizontal Displacement in the Vicinity of a

Single Pumping Well

When we consider consolidation in the vicinity of a single

pumping well, we start by writing all flow and equilibrium equations
in cylindrical coordinates, then assume axial symmetry, and inte-
grate the equations over the aquifer's thickness (Bear and
Corapcioglu [15 ]). Equation (5.1.17) becomes

1 a
- -
r ar
e
_r r
1 a
(rB(q »+ - - rB -
r ar
-r
at
aB
+ -at - -
+ pgnSB --( au)
-e
a¢*
at
= 0 (5.3.1)

For a leaky confined aquifer we add + 6¢*/L on the left-hand side

of (5.3.1). Under the conditions of pZane inarementaZ totaZ
stress~ the only remaining averaged equilibrium equation reduces
to
:mCi ,e
rr
or
+ ~
r
(a rr ,e - Gee
,e)
-
0
ar (Bpe) = 0 (5.3.2)

After substituting constitutive equations into (5.3.2), we obtain

ar
~l
- a B(au
2G ----I + AE
ar
)~ (au
+ -B 2G ----I -
r <lr
(5.3.3)

From the assumption of plane incremental total stress, we

obtain
zz
a
e = 0 = Ci ,e - pe. Hence
zz
-e 6z [aU r Ur ) _ 6z
P = (2G + A) 13 + A ~ + r - = AE + 2G 13 (5.3.4)

(to be compared with (5.2.24) above).

Equations (5.3.1), (5.3.3), and (5.3.4) constitute now a set

- -e -
of equations to be solved for Ur ' 6 z ' and p. By inserting Ur = 0
in (5.3.4), we obtain the relationship for the assumption of
vertiaaZ aompressihiZity only.

By linearizing (5.3.3), we obtain

 477

-e
d (dDr
2G - - - + -Dr) + A dE: ~= 0 (5.3.5)
dr dr r 3r 3r
Integration of (5.3.5) with constant G and A, yields
11
= (2G + A)E - 2G BZ _ pe g(t)(5.3.6)

where g(t) is an arbitrary function of t.

Equation (5.3.6) has also been derived by Verruijt [137]

without the vertical integration. However, for the particular set
of assumptions underlying the analysis here (plane stress assump-
tions and vertical integration), f in (5.2.25) and g in (5.3.6)
are identical.

A comparison of
- -
pe = 2G I1 z + AE = (2G + A)E _ 2G[3Ur + Ur ] (5.3.7)
B ar r
obtained by employing the plane stress conditions, with (5.2.25),
leads to

f(r,t) = 2G(::r + U
rr - :~) = 2G (e:- 2 :~) (5.3.8)

which is similar to (5.2.26). The term I1 z /B, representing the

effect of boundary conditions on Fl = 0 and F2 = 0, is introduced
by the vertical integration procedure.

It is of interest to note that the term

'V'oU' = (au
ax
x +~)
3y
(5.3.9)

is replaced in the radial case by

au U
! adr (ru r ) = 3r r +-f::: 'V"D' (5.3.10)

where U'
- = Ur lr
- , lr is a unit vector in radial direction.
o

By inserting (5.3.4) into (5.3.3), we obtain

2G (ClD r + Dr _ I1 z)· :: 2G(E _ 2 I1z) = g(t) (5.3.11)

dr r B B
From (5.3.8) it then follows again that here g(t) = f(r,t).
In comparison to Verruijt's [137] nonintegrated equations, we
observe that in Verruijt's case f(r,t) - g(t) = 2G(3U z /dZ). The
 478

difference is due to the fact that he does not introduce the plane
stress assumption in the equations written inCartesian coordinates.

Now, let us consider a single fully penetrating well of

radius r w' pumping at a constant rate Qw e = Qw' from an infinite
single layered confined aquifer. We wish to estimate the subsid-
ence 8(r,t), the horizontal displacement Ur(r,t) and the pressure
drop _pe(r,t). Initially, the aquifer's thickness is BO(x,y) =
constant. The coefficients, k, A, ~nd G are assumed constant.
The governing equations and the definitions can be rewritten iV
cylindrical coordinates. Bear and Corapcioglu [15] have shown
that the continuity equation (5.3.1) reduces to

a2 - e 1 ape 1:.ape -0
~ 8g(t) =
°
~+-- (5.3.12)
C at at
dr2 r dr v kO

where a" 1/(G + A) and

i(0 i(0
T
C (5.3.13)
v -0 -0 S
]J (a" + nOB) p g(a" + flo B)

where S is the aquifer's storativity and T is its transmissivity.

Verruijt indicated already that (5.3.12) (except for the last term
on the left-hand side, which will be shown below to vanish as
get) = 0) is identical to the commonly used aquifer continuity
equation~ derived by assuming vertical compressibility only. How-
ever, in (5.3.12), the aquifer's compressibility is defined by a"
rather than by a' = leA + 2G) (compare with (5.2.29).

The solution of (5.3.12), obtained by the Laplace trans-

formation is [19]
-e 0 / Sr2
-e p ~
¢ = ~ = - 4rrT W(u) u = 4C t = 4Tt (5.3.14)
p g v
which is the usual expression used for drawdown in a confined
aquifer. For a leaky aquifer, Verruijt [ 6 ] obtained the same
result except that W(u) is replaced by the well function for a
leaky confined aquifer. In writing (5.3.14), pep) was taken a
constant as far as it affects T. Also, we have neglected the
change in z
(see (5.1.10» in the relationship between ¢e and pe.

Note that the definition of diZatation is

au
£= __r+2+~
U /':,
(5.3.15)
dr r BO

Equation (5.3.6) can be rewritten as

 479

I'>
(2G + A)E - 2G ~ = pe + 2g(t) (5.3.16)
BO

where the 2 was added for convenience.

Then (5.3.4) becomes

I'>
-e
p 2G ~ + AE: (5.3.17)
BO
By summing (5.3.16) and (5.3.17), we obtain
-e
p (A + G)E = 'E/a" (5.3.18)

Hence -0
_ ~p ga"
E: = - 41TT W(u) (5.3.19)

If we assume a" » nS, we may neglect fluid compressibility,

and (5.3.19) may be rewritten as
2
E:-
~ r
o W(u) u =--
4C t
C
v
(5.3.20)
41TCv B v

Equations (5.3.16) and (5.3.17) may also be combined to yield

au
U I'>
---E.+~=~='£ (5.3.21)
ar r B 2
which is a very interesting result. Under the assumption of
vertical compressibility only, we obtain (5.2.28) while here, the
relationship between pe and E is given by (5.3.18). We note also
the difference in the compressibility coefficient as indicated
already by Verruij t [6].

Accordingly, the subsidence, 0 -I'>z' is given by

~
o = --
81TC
W(u) (5.3. 2 2)
v
This is approximately half the value given by (4.3.1), where it
was assumed that only vertical consolidation takes place. The
latter assumption leads to an overestimation of subsidence. The
ratio is not exactly one half because of the difference between
the definitions of Cv here (with a") and earlier (with a');
0.'/0." = (A + G)/(A + 2G)"1.
From (5.3.21), by integrating, we obtain the horizontal
displacement expression
480

U
r
~r
-"----0 ~W( u) (5.3.23)
l67fC B
v

Since Ur = °
at both r = rw and r = 00, it may be of interest
to find its maximum value which occurs at a distance at r = rm.
From 3U /3r 0, we obtain
r

1 _ e- u
W(u) u =- 0.323
u
(5.3.24)

r 1.1367(C t)1/2 1.1367 (Tt/S)1/2

m v
Figure 2 gives the plots of
47fC BO 87fC l67fC BO
__v-,--_ E
~ ~
V ° ___
v_
~r
U
r

Given T, B~, Qw' CV ' ct",_r, and t, we calculate u

determine ¢e, E, 0, and U from these curves.
r

For a leaky aquifer the analysis is very similar to that

given above for a confined aquifer, except that the well function
for a confined aquifer, W(u), is replaced by' the well function for
a leaky aquifer, W[u,r/(TL)17 2 ]. The (TL)172 is the leakage
factor. This means that the same replacement should be introduced
also in (5.3.19) and (5.3.22). For the horizontal displacement
U , we obtain
r
2
~r l_e-u-(r /4TLu)
Ur w[u,r/(TL)1/2] +
2
(5.3.25)
u + r /(4TLu)

As a numerical example, consider the following data: a

confined aquifer Iith T = 821 m2 /d = 95 cm 2 /s; BO = 142 m; Ow
180 m3 /h = 5 x 10 cm 3 /s and C = 6 x 10 3 cm2 /s. For this case,
r/U- max = 51093. Figure 3 showsv pe, 0, -
and Ur as functions of r
after 3 years of pumping. Figure 4 shows variation of pe, 0, and
Ur with time at 3 km from the pumping well.
Figures 3 and 4 should be compared with those obtained by
Safai and Pinder [13, 33], and presented by Corapcioglu in
the review preceeding this paper. It is observed that horizontal
displacements are of the same order of magnitude as are vertical
ones.
 1~8l

Rlul

-!!!.!.r
Ow
I
.!.!!s.,
Ow

for ~~r oInd S, usc W(u] CUf""

fo' UrUU RlulcUfU

~IO~D~O~O~I~~OO±O~I~~~OO~I~~~~OJ~~~~~~~~~~--~'00
u.,2~'CJ}

Figure 2. Universal function for drawdown and subsidence in

radial flow to a single pumping well.

so nrne T R 91j, cm'l/5CC

c; S.ltrcm2/slC.
Q"
t ., 3 Yf.an
8'. "2m 'rtr 8S64 rn

'm. 10 IS 20
,lkmJ

Figure 3. Spatial change of average piezometric head, subsidence,

and horizontal displacement after 3 years of continuous
pumping.
O.-________________'0~____~I~IY~.=.~"~)__~2~O

r " 3.0 km

Figure 4. Temporal change of average piezometric head, subsidence,

and horizontal displacement at 3 km from a pumping well.
482

5.4. Subsidence Model for a Phreatic Aquifer

In the case of unconfined aquifers, the procedure is the same

but there are some differences arising from the existence of a free
upper surface (see Fig. 5 for nomenclature). In confined aquifers
it is assumed that the total stress remains unchanged at point
within the aquifer. This stems from the fact that the total stress
is related only to overburden weight. Under this assumption,
aquifer deformation is caused by changes in effective stress,
which, in turn, are produced by changes in pore water pressure.
In a phreatic aquifer, assuming as before that the total stress is
due to water and soil overburden weight only, as elevations of the
water table change with time, the total stress continuously varies
as a function of these changes. We assume that vertical soil
compaction and horizontal displacements are produced only within
the flow domain where changes in water pressure occur. Then they
are transmitted upward without change to the ground surface, where
they may be observed. In reality, the displacements may be
attenuated. We also assume that a phreatic surface (on which p =
0) serves as the upper boundary of the flow domain. In reality,
a certain distribution of moisture exists above this surface and
up to the ground surface, with temporal variations due to infil-
tration and evaporation from the ground surface. In a three-
dimensional model or in a one-dimensional vertical model, one can
treat the saturated and unsaturated zones simultaneously, i.e., as
a single system of flow through a deformable porous medium (e.g.,
Narasimhan and Witherspoon [34,35], Safai and Pinder [13]). Be-
cause our interest in this paper is in regional subsidence due to
pumping when employing the hydraulic approach, there is no justifi-
cation for averaging over unsaturated zone under conditions of
downward infiltration. In equations (2.3.1), (3.2.15), and (5.2.23)
which lead to (5.2.25), it is assumed that qe = O. Corapcioglu and
Bear [16] have studied the variability of total stress in phreatic
aquifers. In their study, the relationship between average change
in pressure pe within the flow domain and change in water table
elevations is obtained as follows:
o - -0-
h - h = ¢-e = - s ¢- ¢ =

-e
- s +L
Yw

- s (5.4.1)

where z indicates the midpoint of the saturated zone between b l

 483

Fig. 5. Phreatic surface

and assumed
moisture
distribution in
the unsaturated
zone.

ground
surface
f. =z-b
ground
surfac
-1.------- ---
~.b..Lter
table

, \

datum
Fig. 6a. Nomencluature for Fig. 6b. Changes in b l , b2'
vertical integr.ation. b 3 and h during
I(hours) t.m
fit.
Or-------~~------~~~--~

Fig. 7. Comparison of vertical displacement flb 2 for confined and

phreatic aquifers at r = 50 m.
 484

and h. Hence
-e = lIb l _ s
.L (5.4.2)
2 2
Yw
I
The 7 factor that appears in (5.4.2) results from our assumption
that the averaged pressure occurs at the continuously moving
midpoint z.

By inserting the averaged stress-strain relations into these

equilibrium equations, we obtain three equations in the variables
0xD, 13 D, OzD, UzlF ::: lIb~, uzl F ::: lIb 2 , s, and reD (;:pe).
Togethet with the flow lequat10n and 2 (5.4.2), we have still only
five equations. Actually, UzlFI and uzl F are conditions on the two
boundaries, FI=O and F2 =O, for which we h~ve no information. In
fact, uzl F is the land subsidence for which a solution is being
sought. 2 .
If we overlook the fact that midpoint moves, the change in the
(hydrostatic) pressure in the aquifer pe = pe = - sYw' rather than
-(s/2)y w as indicated by (5.4.2).

At this point we introduce two assumptions. The first one is

that the bottom surface b l remains fixed, i.e., lIb l = O. The
second is a e = aelz i.e., that the average excess total stress can
be represented by the excess total stress at the midpoint of the
flow domain. This assumption leads to

e o
a
zz a zz el -z a zz 1-z - a zz 1-z "'- s

(5.4.3)

which should be combined with the assumption of plane incremental

excess stress, expressed by
e e e e
axz a
zx =0 (J
yz
a
zy
0 (5.4.4)

For s » lib 2 , (5.4.3) can be approximated by

-*+ S y-}
e
a
zz - s { - -Ym
2 y w
(5.4.5)

where the first term in the brackets results from the lowering of
the midpoint z
by an amount s/2 (neglecting lIb l /2). If you over-
100k the fact that midpoint z
changes, i.e., Z - zO = 0, (5.4.5)
becomes
 485

e e ~

a = a s5 Y (5.4.6)
zz z y w

We note also that

azz e =a
zz
*e _ pe (5.4.72

Then (5.2.25) should be replaced by

-s {- - - + 5 y
Ym* ~ }
2 y w

L'lb 2
+ (A + 2G) D (5.4.8)

where D = b 2 - bl,while B h - b l . The superscript D shows the

length over which the integration is performed. We note that in
evaluating ozze we have made use of some averaged values of Yw
and Ys and therefore the (elastic) storativity 5«<5 y ) is not
shown in the brackets on the left-hand side. We are interested in
the boundary value of Uz IF2 = L'lb 2 which is directly reflected to
the ground surface.

To obtain averaged flow equation we assume that B ~ D so that

the average of dE/dt in the flow equation can be approximated by
its average over D. Then, Corapcioglu and Bear [16] separated
(3.2.12) into steady state and displacement-producing excess
components

(5.4.9)

to obtain the averaged flow equation for phreatic aquifers.

dU'D
'V' 'Bq r e' _ Ne _ 5 ~ + 'V' 'D _-_ + 3D
Y dt at at
- - as -e
- ~gnSB at + Q = 0 (5.4.10)

At this point the formulation of the problem is complete. Equations

(5.4.10), (5.2.16), (5.2.17) (integrated over D and L'l z = - L'lb 2 ),
(5.4.2) and (5.4.8) can be solved in terms of the sought unknowns,
s, pe, UD, UD, and 6b2' Since they are excess values, these
variablegf areYinitially zero. At a distance sufficiently remote
from the zone of pumping, all these variables vanish.
486
6. AVERAGED LAND SUBSIDENCE EQUATIONS FOR GEOTHERMAL RESERVOIRS

6.1 Boundary Condition for Heat Flow

The boundary conditions for flow and for stresses are given
in Sec. 3.2. For the present case, we need also the heat flow
boundary conditions. We shall assume that the temperature of the
solid, Ts ' and ~f the fluid, Tf, are equal to each other. We.
shall denote th1s temperature by T.

For the flow of heat by convection and conduction, the general

condition on a boundary whose geometry is given by F(x,y,z,t) = 0,
is given by the following expressions;

Continuity of total heat flux through the fluid phase (per unit
area of porous medium), is stated by

[p f C¥ T(q_ - nu)
_
- nA~f ·nl u,£ 'V'F = 0 (6.1.1)

where C¥ is the coefficient of the fluid's specific heat at

constant volume, and ~f is the heat conductivity of the fluid
filled void space. -

Continuity of heat flux through the solid phase (per unit area of
porous medium) is expressed by

[p C T(l - n) (V
s € _s
- u) - (1 - n)A
~s
.nl u,£.,VF = 0 (6.1.2)

where C€ is the solid's heat capacity, and ~s is the solid matrix

thermal conductivity.

Together we have, for the porous medium as a whole,

[PfC_T(,!-n~) + p C T(l-n) (V -u) - A

v s e s ::m
·nl u,£ 'VF = 0 (6.1.3)

where ~m = n~f + (l-n)~s is the thermal conductivity of the

saturated porous medium.

For a boundary which is a material surface with respect to the

solid, (Ys - ~)'VF = 0 for both sides of F. Hence the second term
in the square brackets vanishes, and the first term reduces to
PfC¥Tgr'VF, which vanishes for an impervious boundary. If the
upper side of F is assumed to be impervious to fluid (n = 0),
then Am 7 As and (6.1.3) reduces to

- Am'n I£ .V'F = - As • n Iu .VF (6.1.4)

where subscript £ denotes the aquifer side of F.

 487

If the solid on the external side of the boundary is assumed

to be impervious to fluid and to be an insulator with respect to
thermal conduction, (6.1.4) reduces to

Am·VTI.Q,·'VF = 0 (6.1.5)

If the boundary (say, the upper one) is not an insulator and

heat can leak through it, we have to use (6.1.4). We may replace
the right-hand side of (6.1.4) by some estimate of the rate of
heat loss by conduction.

Equation (6.1.3) may also be rewritten as

[pfC Tq
~ r
+ (PC) mI(V s - u) - A .nl u,t ''VF
m
= 0 (6.1.6)

or

[pfCv + (PC) s
Tqr m TV - Am''VTI U,i(,n''VF [(PC) mTin
U,i(,

'u'VF = - [(PC) TI
m u,t
~
at (6.1.7)

For an impervious insulator boundary, (6.1.7) reduces to

{PfC Tq
¥ r
+ (pC) mTV s - Am''VT}IF'V'F ~ ~ (pC) mT ~F
at
(6.1.8)

where subscript F denotes the aquifer's side.

6.2 Averaged Flow Equation

Since in this case, P = p(p,T), Bear and Corapcioglu [36]

subject to certain simplifying assumptions obtain the following
mass conservation equation

(6.2.1J

The corresponding averaged mass conservation equation for a

oonfined aquifer, taking into account the appropriate boundary
conditions for the flow of water and heat, is

- n8-B ~Tt -
r '"
STBq_T 'VI = 0 (6.2.2)

Note that, in general,liS PfgB/2 «1. Then we can neglect in

(6.2.2) the term ii~PPfgB/~ .. In (6.2.2) we assume that the pressure
distribution in the·aquifer is hydrostatic, then we obtain the
approximate expression
 488

~ k
Bq
_r
:. - B ~
]J
• 'V ' P B ~ ·('V'P + Pfg'Vz)
(6.2.3)
z = bl + ~
where z = (b l + b 2 )/2 and a hydrostatic pressure distribution has
been assumed along B with a fixed bottom at b l = bl(x,y). In
(6.2.2) a p is the coefficient of matrix compressib1lity at constant
temperature, aT is the thermal expansion coefficient of the solid
matrix at constant pressure, Sp is the fluid coefficient of com-
pressibility at constant temperature, and ST is the fluid
coefficient of thermal expansion at constant pressure. In this
equation, the cross-transport phenomena, like the Soret effect or
the Dufour effect have not been included.

6.3 The Energy Conservation Equation

Subject to certain assumptions, Bear and Corapcioglu [36]

develop the following equation as an expression of conservation of
heat

~
(pC) m at -'V·A_m ·'VT + PfCv_r
q .'VT + (T S
ST - p) .'Vq_r
p

+ G(T :; - p) + (l-n)Tj ~~ =0 (6.3.1)

By integrating (6.3.1), subject to certain simplifying

assumptions, we obtain the averaged heat balance equation in the
form

+ (l-ii)TY}.['V'.B aN' +.£!. o (6.3.2)

at at>

where (pC) represents the heat capacity, per unit volume, of the
saturated ~orous medium. The pairs of equation (6.3.1) and (6.2.1)
for the three dimensional approach, and (6.2.2) and (6.3.2) are
the coupled governing equations for the temperature and pressure
fields in a porous medium and in an aquifer, respectively, in non-
isothermal flow. Obviously, other simplifications and approxi-
mations are also possible, depending on an estimate of the order
of magnitude of the various terms. In all these equations we have
a clear coupling between pressure, temperature, and dilatation
(or changes in porosity).
 489

The last two terms in (6.3.l) express the source of heat due
to the internal energy increase per unit volume of Dorous medium
by viscous dissipation and by compression. They may be relatively
small in many cases of practical interest. The corresponding
terms in (6.3.2) may also be neglected.

6.4 The Averaged·Eguilibrium Equations

Bear and Corapcioglu [36] obtained the averaged pumping

equations for a deformable thermoelastic aquifer. The constitutive
equation of the solid matrix is assumed to be

Ie _ ( au.1 au.)
--2. ~ aUk e]
a .. - G -a- + a + A -a- - yT 0 •• (6.4.1)
1J Xj Xi ~ 1J

where y= (ao~i·/aTs)1 _ . This thermoelastic constitutive

equation was a1so emplo~ggst~n~arious researchers [37-39].
The integrated equilibrium equations are for this case

GV ,·2u
x
+ CU au )
(A + G) axx + ~. + A
(l(V /B o )
z
ax
a:- e are
-~- y - = 0 (6.4.2)
ax dX
- - d(V /B o )
GV ,·2u + (A + G) cu au ) +
axx + a/
z
y ily
a-e aTe
-~--=o (6.4.3)
ay ay
They are the same as (5.2.18) and (5.2.19), except for the last
term on the L.R.S. Instead of using the integrated equilibrium
equation in the z-direction, we introduce the assumptions that the
stress distribution satisfies the condition of plane incremental
total stress as was done previously. Then

au au } D.
pe = A [~ + --.I + (A + 2G) z (6.4.4)
ax ay B

6.5 The Regional Subsidence Model

The complete mathematical model consists of the following

equations: (1) The fluid mass conservation equation (6.2.2),
with q_r I expressed by

Bq I = -
~
B-
K
'V'p - - B T. '(V'p+pfgVz) z (6.5.1)
_r II ...
490

(2) the energy balance equation (6.3.2), (3) the equilibrium

equations (6.4.2) and (6.4.3), and (4) equation (6.4.4). These
equations have to be solved for the variables pe, Te, Ux , fly and
~z. However, we note that these equations also contain p and T
as dependent variables as well as pressure and temperature
dependent fluid and solid properties.

7 CONCLUSIONS

By averaging the three-dimensional equation of water mass

conservation over the thickness of an aquifer and introducing a
relationship between changes in averaged piezometric head and land
subsidence, a single equation in terms of land subsidence has been
obtained for pumping from a confined aquifer. When only vertical
aquifer compressibility was considered, frequently observed hori-
zontal displacements, which are due to the nonuniform distribution
of drawdown, could not be taken into account in the model. In
order to include heavy model displacements, another model for
regional subsidence, based on averaging Biot's coupled three-
dimensional model, was developed. The development is based on
(1) Terzaghi's concept of effective stress, (2) an assumption of
essentially horizontal flow in the aquifer, (3) elastic stress-
strain relations, and (4) an assumption of plane stress and shear
free boundaries. The resulting model consists of a set of averaged
(over the vertical thickness of the aquifer), mass conservation and
equilibrium equations, with averaged pressure, volumetric strain,
and vertical and horizontal displacements as dependent variables
for which a solution is sought.

In this work, perfectly elastic stress-strain relations have

been assumed. The results of many uniaxial tests indicate an
approximately linear void ratio versus effective stress relation
on a semilog scale. In many cases the effect of hystersis due to
swelling and reloading is neglected. This indicates that com-
paction of soils is not elastic in nature. This is especially
exhibited by various clay and sand type soils. When rebounds
occur, different coefficients of compressibility may have to be
introduced for the rebounding process which are much smaller than
those for compaction. The land subsidence occurring during pump-
ing is mostly permanent and cannot be recovered by termination of
pumping, or by injection.

The assumption underlying this work is that the aquifer is

made up of deformable material, or that its averaged behaviour is
that of such material, due to layers and lenses of soft materials
imbedded in it. The same is true for a leaky aquifer; the con-
solidation (which may be very significant) or compaction of the
semipervious layers separating leaky aquifers is not taken into
account here. The general model presented here can be solved,
 491

using numerical solution techniques, for nonhomogeneous aquifers

and for other than elastic stress-strain relationships.

REFERENCES

l. Bear, J. Hydraulics of Groundwater. McGraw Hill, New York,

1979.
2. Jacob, C. E. The Flow of Water in an Elastic Artesian
Aquifer. EOS Trans. American Geophys. Union 21 (1940)
574-586.
3. Biot, M. A. General Theory of Three-Dimensional
Consolidation. J. Appl. Phys. 12 (1941) 155-164.
4. Corapcioglu, M. Y., and W. Brutsaert. Viscoelastic Aquifer
Model Applied to Subsidence Due to Pumping. Water Resour.
Res. 13 (1977) 597-604.
5. Terzaghi, K. Erdbaumechanik auf bodenphysikalischer
Groundlage, Franz Deuticke, Vienna, 1925.
6. Verruijt, A. Elastic Storage of Aquifers. in Flow Through
Porous Media, edited by R. J. M. DeWiest. Academic, New
York (1969) 331-376.
7. Helm, D. A. One-dimensional Simulation of Aquifer System
Compaction Near Pixley, California. 1. Constant Parameters.
Water Resour. Res. 11 (1975) 465-578.
8. Gambolati, G., and R. A. Freeze. Mathematical Simulation of
the Subsidence of Venice. 1. Theory. Water Resour. Res. 9
(1973) 721-723.
9. Narasimhan, T. N., and P. A. Witherspoon. Numerical Model
for Land Subsidence in Shallow Groundwater Systems. Proc.
Second Int. Symp. on Land Subsidence. Anaheim, Calif. Int.
Assoc. of Hydrological Sciences Pub. No. 121 (1977) 133-143.
10. Ghaboussi, J., and'E. L. Wilson. Flow of Compressible Fluid
in Porous Elastic Media. Int. J. Numer. Meth. Eng. 5 (1973)
419-422.
11. Schrefler, B. A., R. W. Lewis, and V. A. Norris. A Case
Study of the Surface Subsidence of the Polesine Area. Int.
J. Num. Anal. Meth. Geomech. 1 (1977) 377-386.
12. Lewis, R. W., and B. Schrefler. A Fully Coupled Consolidation
Model of the Subsidence of Venice. Water Resour. Res. 14
(1978) 223-230.
13. Safai, N. M., and G. F. Pinder. Vertical and Horizontal
Land Deformation in a Desaturating Porous Medium. Adv. Water
Resour. 2 (1979) 19-25.
14. Bear, J., and M. Y., Corapcioglu. Mathematical Model for
Regional Land Subsidence Due to Pumping. 1. Integrated
Aquifer Subsidence Equations Based on Vertical Displacement
Only. Water Resour. Res. 17 (1981) 937-946.
15. Bear, J., and M. Y. Corapcioglu. Mathematical Model for
Regional Land Subsidence due to Pumping. 2. Integrated
Aquifer Subsidence Equations for Vertical and Horizontal
Displacements. Water Resour. Res. 17 (1981) 947-958.
492

16. Corapcioglu, M. Y., and Bear, J. A. A Mathematical Model for

Regional Land Subsidence Due to Pumping. 3. Integrated
Equations for a Phreatic Aquifer. Water Resour. Res. 19
(1983) 895-908.
17. Bear, J., and G. Pinder. Porous Medium Deformation in
Multiphase Flow. J. Eng. Mech. Div., American Society of
Civil Engineers 104 (1978) 881-894.
18. Bear, J. Dynamics of Fluids in Porous Media. American
Elsevier. New York (1972).
19. Hubbert, M. K. The Theory of Groundwater Motion. J. Geol.
48 (1940) 785-944.
20. Terzaghi, K. Theoretical Soil Mechanics. John Wiley, New
York (1943) 290.
21. Cooper, H. H. The Equation of Groundwater Flow in Fixed and
Deforming Coordinates. J. Geophys. Res. 71 (1966) 4785-
4790.
22. DeWiest, R. J. M. On the Storage Coefficient and the
Equations of Groundwater Flow. J. Geophys. Res. 71 (1966)
1117-1122.
23. Gambolati, G. Equation for One-dimensional Vertical Flow
of Groundwater. 1. Rigorous Theory. Water Resour. Res. 9
(1973) 1022-1028.
24. Gambolati, G. Reply. Water Resour. Res. 10 (1974) 1262.
25. Rendulic, L. Porenziffer und Porenwasserdruck in Tonen.
Der Bauingenieur 17 (1936) 559-564.
26. Heinrich, G., and K. Desoyer. Theorie of Driedimensionaler
Setzungsvorgaenge in Tonschichten. Ing.-Arch. 30 (1961)
225.
27. Cryer, C. W. A Comparison of the Three-dimensional Consoli-
dation Theories of Biot and Terzaghi. Quart. J. Mech. Appl.
Math. 16 (1963) 401-412.
28. McNabb, A. A Mathematical Treatment of One-dimensional Soil
Consolidation. Quart. Appl. Math. 17 (1960) 337-347.
29. Taylor, D. W., and W. Merchant. A Theory of Clay Consoli-
dation Accounting for Secondary Compression. J. Math. Phys.
19 (1940) 167-185.
30. Brutsaert, W. Elastic Consolidation and Flow of Two
Immiscible Fluids in a Porous Medium. Unpublished
Manuscript.
31. Bear, J. On the Aquifer's Integrated Balance Equations. Adv.
Water Resour. 1 (1977) 15-23.
32. Bear, J. On the Aquifer's Integrated Balance Equation,
Technical Comment. Adv. Water Resour. 3 (1980) 141-142.
33. Safai, N. M., and Pinder, G. F. Vertical and Horizontal Land
Deformation due to Fluid Withdrawal. Int. J. Numer. Anal.
Meth. Geomech. 4 (1980) 131-142.
34. Narasimhan, T. N., and P. A. Witherspoon. Numerical Model
for Saturated-Unsaturated Flow in Deformable Porous Media.
1. Theory. Water Resour. Res. 13 (1977) 657-664.
 493

35. Narasimhan, T. N., and P. A. Witherspoon. Numerical Model

for Saturated-Unsaturated Flow in Deformable Porous Media.
3. Applications. Water Resour. Res. 14 (1978) 1017-1034.
36. Bear, J., and M. Y. Corapcioglu. A Mathematical Model for
Consolidation in a Thermoelastic Aquifer Due to Hot Water
Injection or Pumping. Water Resour. Res. 17 (1981) 723-736.
37. Derski, W., and S.J. Kowalski. Equations of Linear
Thermo-Consolidation. Arch. Mech. 31 (1979) 303-316.
38. Pecker, C., and H. Deresiewicz. Thermal Effects on Wave
Propagation in Liquid-Filled Porous Media. Acta Mechanica
16 (1973) 45-64.
39. Schiffman, R. L. A Thermoelastic Theory of Consolidation.
in Environmental and Geophysical Heat Transfer, American
Society of Mechanical Engineers (1971) 78-84.

ACKNOWLEDGEMENT

The first author (M. Y. Corapcioglu) appreciates the support

of the Engineering Foundation (Engineering Research Initiation
Grant Program) and the University of Delaware Research Foundation
(UDRF) for this work. Mr. Shashi Mathur of the University of
Delaware has taken part in the work presented in section 5.4.

SYMBOLS

a coefficient of soil compression

phase average, equal to (1/Uo)J(UO)AdU
elevation of bottom and top aquifer bounding
surfaces
elevation of ground surface
aquifer thickness, equal to b 2 - b l
thickness of semipervious layer
fluid's heat capacity (specific heat) (per unit
volume) at constant volume
C solid's heat capacity (specific heat) at constant
E
strain
Cijkl = (do Ie/dE e) I
ij kl T=constant
C consolidation coefficient of confined aquifer
v
Cv ** consolidation coefficient of phreatic aquifer
ds ( ) /dt total derivative of ( ) with respect to the moving
solid
494

dw( )/dt total derivative of ( ) with respect to the moving

water
D thickness of the compressible layer, equal to
b Z - bl
e void ratio
f as a superscript or a subscript, denotes fluid
f body force
F 0 equation of a surface, where F(x,y,z,t) =
z - b(x,y,t)
FI=O, FZ=O equations describing top and bottom surfaces,
respectively
get) a function of time
G shear modulus
g gravitational acceleration
h elevation of water table
hf fluid enthalpy
I::; Unit second rank tensor
IO,KO,KI Bessel functions
J conductive flux
k::; permeability tensor
K hydraulic conductivity tensor
K S hydraulic conductivity of the semipervious layer
LS BS/KS resistance of a semipervious layer
L resistance of semipervious confining layer
n porosity
N rate of accretion

Pw pressure in water
q specific discharge of water
specific discharge relative to solids
~r
Q distributed withdrawal from an aquifer, LIT
3
Qw rate of withdrawal from a well, L IT
r,e cylindrical coordinates
r radial coordinate
R(u) a universal function
R radius of circular pumping area
 495

Laplace transform variable

s drawdown, equal to hO - h
s storativity, equal to ( So B)
s0' s0 * = pg(a' + nl3)
Sw degree of saturation
So an approximation of So *
So ** = pg(na' + S
op
) = pg(a + nl3)
S specific storativity with respect to pressure
op
ranges, equal to (l-n)a + nl3
S specific yield of phreatic aquifer
Y
T temperature
T tortuosity
T transmissivity tensor
t time
u speed of displacement of the body
u radial displacement
r
U solid displacement
U volume of solid
OS
U volume of water
OW
V,V water and solid velocities, respectively
- -s
W( ) well func tion
x,y horizontal cartesian coordinate
z vertical cartesian coordinate
z average elevation of the mid thickness of the
aquifer
= (ooSijloTs)I£=constant
specific weight of water-solid mixture
specific weight of solid particles
specific weight of water
coefficient of matrix compressibility
a' coefficient of matrix comrressibillty of a moving
solid, equal to (X + 2G)-
a' , coefficient of matrix compressibility, equal to
(X + G)-l
496

= (de:/dp) Ir=const
= (de:/dT)lp=const
coefficient of water compressibility
fluid coefficient of compressibility, at constant
temperature
fluid coefficient of isothermal (volumetric) expansion,
at constant pressure
= - (da ,e/dT)1
ij· e:=const
coefficient of compressibility of moving water
Kronocker delta
land subsidence
e: volume dilatation
e: .. solid strain
1J
II dynamic viscosity of water
P water density
(pC) heat capacity (per unit volume) of saturated porous
m
medium
a a'
-.
-'
<a>s
total and effective stress tensors, respectively
solid stress tensor
4>* Hubbert , s potential, equal to z + J[~]
( )
gpp
e moisture content
irreducible moisture content
= l/BJ(B)~*dz (and similarly for other variables and
parameters)
piezometric head, equal to z + p/pg
B - B
o
a Lame constant
heat conductivities of fluid and solid, respectively
heat conductivity of fluid-filled void space and solid
matrix, respectively
s tress in fluid
thermal conductivity of .saturated porous medium
as a superscript, denotes a microscopic value
over a letter, denotes an average over the vertical
 497

over a letter, denotes the deviation from the average

over the vertical
2
over a vector, a tensor, or an operator (~' ,~'), denotes
vector components or operators in an xy plane only
over a letter, denotes the deviation from intrinsic phase
average
o
as a superscript, denotes initial steady state value
[( )[1 2 = ()11 - ( )12 = jump in the value of ( ) from side 1 to
, side 2 of a boundary.
c,p as subscripts, denote leaky confined and leaky phreatic
aquifers, respectively
e as a superscript, denotes excess value
o,e as superscripts, denote initial values and incremental,
or excess, unsteady ones, causing consolidation
s as a superscript or a subscript, denotes solid
u,~ as subscripts, denote the upper and lower side of
surface F(x,y,z,t) = 0
w as a subscript, denotes water
 499

ANELASTIC DEFORMATION OF POROUS MEDIA

D. Kolymbas

l. INTRODUCTION 501
2. EXPERIMENTAL METHODS 503
2.l. Triaxial Test 503
2.2. Oedometric Test 504
2.3. Direct Shear Test 505
2.4. True Triaxial Test 505
2.5. Plane Strain Test 506
2.6. Simple Shear Test 506
2.7. Torsion Test 506
3. EXPERIMENTAL FINDINGS 507
4. GENERAL PROPERTIES OF THE MECHANICAL BEHAVIOUR OF
GRANULAR MEDIA 510
4.1. Rate Dependence 510
4.2. Self-Similarity 512
4.3. Proportional Stress Paths 513
4.4. Limiting Condition 514
4.5. Dilatancy 514
4.6. Shakedown 514
4.7. Dynamic Behaviour 514
5. MATHEMATICAL MODELS 515
5.l. General Considerations 515
5.2. Review of the Classical Theory of
Plasticity 513
5.3. The Cam-Clay Model 518
5.4. The Constitutive Law of Duncan and Chang 519
5.5. A Constitutive Equation of the Rate Type 520
500

ACKNOWLEDGEMENT 523
ADDENDUM 523
REFERENCES 523
SYMBOLS 524
 501

ANELASTIC DEFORMATION OF POROUS MEDIA

D. Kolymbas

Institute for Soil and Rock Mechanics, University of Karlsruhe,

7500 Karlsruhe 1, West-Germany

1 INTRODUCTION

In this paper porous media will be considered from the view-

point of soil mechanics. Within this framework porous media are
particulate materials consisting of grains or flat particles. In
soil mechanics two main groups of soils are considered, sands con-
sisting of grains and clays consisting of flat particles. Anyhow,
in this paper all particles will be referred to as grains. Contrary
to a widespread opinion, recent experimental work in Karlsruhe
points to the fact that no fundamental difference exists between
the mechanical behaviour of sands and normally consolidated clays [1]
The voids between the grains can be fully or partly saturated with
water or any other fluid.

Since a granular medium is a heterogeneous material consisting

of solid, liquid and gazeous phases, each place x may be regarded
as occupied simultaneously by several different particles, one for
each constituent. Each constituent~ is regarded as beeing subject
to the partial stress o~ whose action upon any imagined closed dia-
phragm is equipollent to the action of all constituents exterior to
the diaphragm upon the material of the constituent Jf within the
diaphragm (2]. In soil mechanics the partial stresses acting upon
the grains are called effective stresses, and the partial stress
acting upon the fluid within the voids is called pore pressure. In
this paper only the relation between the effective stresses and the
deformations of a granular medium will be considered. This is the
first step when analyzing problems where the interrelation of the
solid and the fluid components is of importance.

Apart from its academic interest, the knowledge of the mechani-

502

cal behaviour of granular media can help to answer practical que-

stions such as: How much will a layer of porous material settle if
it is loaded by a construction? How will the settlement proceed in
time if the voids are filled with water? What is the resistance
exerted by a porous medium upon a cavity expanding within its in-
terior? At which stresses is folding or cracking of a layer of
porous medium possible? Which pore pressure increase will be in-
duced by the deformation of a saturated porous medium?

Knowledge of the mechanical behaviour means knowledge of the

relation between stresses and strains holding for a particular ma-
terial. Note that it does not suffice to ask which stress corres-
ponds to a given strain, because this question automatically im-
plies a very particular mechanical behaviour, namely elastic be-
haviour. Thus, the problem referring to the mechanical behaviour
of a medium is to investigate which stress results from a given
strain history. The treatment of this problem is twofold: First,
empirical knowledge of the mechanical behaviour must be gathered,
and secondly, the loose empirical facts should be condensed into
a mathematical model called the "constitutive law" of a particular
medium. An intermediate step consists in formulating general pro-
perties based on experimental observations. These general proper-
ties are not the final mathematical model itself but they help to
develop the latter. In this paper a review of these three steps
will be given in the subsequent sections. Bibliographical data
given in parentheses are by no means exhaustive.

As stated in the heading, this paper deals with anelastic de-

formations. The deformation is expressed by the strain tensor,
which measures the departure of the present configuration around a
point from some reference configuration. Many different strain ten-
sors have been introduced; in this paper we use the logari thmic
strain defined by

au. au. a~ dUk

E .•
~J
1 in (--~ + ---2 +
2 ax. ax. ax. --+
ax. o.. )
~J
(1 )
J ~ ~ J

where u. is the displacement vector. If a rod of the initial length

10 is h6mogeneouslY elongated by ~l the corresponding logarithmic
strain reads E = in (1 + ~l/lo).

It is common to distinguish between elastic, plastic and vis-

cous strains but, to the authors opinion, this distinction is quite
artificial and meaningless. Note that such a distinction can only
be based on some constitutive law. Since many traditional consti-
tutive laws are superpositions of laws holding for elastic solids,
plastic solids and viscous fluids, this distinction came into use.
Although it might be comfortable, it is by no means realistic for
soils, as will be shown later. Note, further, that there is not
 503

any exhaustive classification of all possible constitutive laws,

and thus no classification of several deformations can be establish-
ed. Regarding granular media it can only be stated that their me-
chanical behaviour is anelastic and rate-dependent. Anelastic be-
haviour just means that the behaviour is not elastic, the latter
being defined by the requirement that the actual stress 0ij depends
only on the actual strain Ekl (i.e. the existence of a functional
dependence 0ij = f(Ekl) implies elastic behaviour). Rate indepen-
dence means that the stress response of a given material is in-
variant upon changes of the time scale of deformation. For example,
,a rate independent material will exhibit the same stress response
to a given deformation regardless of whether this deformation took
place within a second or within a year. It could be said that rate
dependent materials are viscous materials but the notion of vis-
cosity can only be established within the framework of special con-
stitutive laws.

As the deformation of granular media cannot be clearly separa-

ted into elastic, plastic and viscous, the present paper seeks to
give a general survey over the whole range of anelastic deformations
of granular media.

2 EXPERIMENTAL METHODS

Soil mechanics comprise several experimental tests, such as

penetration and vane tests, which furnish data of technological
importance. Anyhow, if the tests are to reveal particular aspects
of the mechanical behaviour of a material they have to fulfil the
requirement of homogeneous deformation: Otherwise they cannot be
evaluated. A deformation is called homogeneous if every point with-
in a tested sample is subject to the same strain. The following
main types of tests are used in soil mechanics:

Triaxial test, oedometer test, direct shear test, true tri-

axial test, plane strain test, simple shear test, torsion test.

2.1 Triaxial test

A cylindrical soil sample is compressed by the axial thrust of

a piston with a (constant) lateral pressure exerted by a cell fluid,
s. Fig. 1. There are many variants of the triaxial test. The piston
may move downwards (compression) or upwards (extension). Tests are
conducted either by constant lateral stress, 02 = 03 = const, or
with constant axial stress, 01 = const, or with constant hydro-
static stress, 01 + 02 + 03 = const, or with constant volume,
E1 + E2 + E3 = O. The latter is achieved under undrained conditions,
when the saturated sample is covered with a rubber membrane. In
this case the pore pressure can be measured by pore pressure trans-
ducers, a difficult technique requiring considerable amount of skill.
504

At drained conditions the sample undergoes volume changes

which can be measured either by circumferential bandages. or by mea-
surement of the volume of water squeezed out from the saturated
sample. In all cases the axial strain Eland the axial stress 01
developed in the course of the test must be determined. Since
strains and stresses cannot be measu~ed directly, the determination
of El and 01 occurs indirectly through measurement of the axial
displacement and of the axial force of the piston. This evaluat~on
procedure presumes homogeneous deformation of the sample. To assure
this, the friction acting between the end platens and the sample
must be eliminated (for example, by the use of grease and of appro-
priate rubber membranes). A low height/diameter ratio of the sample
is also advantageous in this point [3]. Unfortunately, the require-
ment of homogeneous deformation is often overlooked and triaxial
tests are still evaluated when the samples are bulged, tilted or
traversed by shear bandsj in these cases El and 01 are variable
throughout the sample. It should be noted that even when special
care is taken in order to avoid inhomogeneous deformation, the lat-
ter sets on at some late stage of the deformation [3, 4]. When this
occurs, the test should be terminated since any continuation is
useless.

2.2 Oedometric test

In the oedometric test the sample is cylindrical as well (the

cross section of the sample is, actually, immaterialj for example,
it can be rectangular), but the lateral expansion is suppressed by
lateral walls (Fig. 2). An inconsistency with respect to homo-
geneity of deformation is the friction at the side walls which does
not allow the principal stress directions to be vertical and hori-
zontal. Again, a low height/diameter ratio of the sample is hoped
to diminish the importance of this shortcoming.

p:>rous 5 tone 5

-. -
2 /'
;>;
sample

---
sample

/
3/

Fig. 1 : Principal array of Fig. 2: Principal array of

triaxial test oedometric test
 505

2.3 Direct shear test

Direct shear machines are boxes of rectangular or circular or

annular cross section. Any shear box consists of two parts, called
the upper frame and lower frame. The box holds the sample, half of
which is within either frame. A normal load applied to the top of
the sample causes a pressure across the plane of separation between
the upper and the lower frames. The sample is subiected to rupture
at the plane of separation (Fig. 3). Direct shear tests are of
great tech~ological importance since they can be easily performed.
Anyhow, homogeneity of the deformation can only be expected within
the shear band which is gradually forma ted between the upper and
lower halves of the sample.

2.4 True triaxial test

Contrary to the usual triaxial tests which are characterized

by cylindrical symmetry, true triaxial tests enable the application
of different loads and strains in all three directions [5]. They
enable, within limited ranges of strains, the performance of mo-
tions of the sample called rectilinear extensions. True triaxial
machines are devices of very sophisticated lay-out, and only a few
of them exist at advanced soil mechanics ,laboratories such as
Cambridge, Grenoble, Karlsruhe. It is noteworthy that, to the
author's knowledge, within the whole science of materials the only
rigorous realization of rectilinear motions occurs with soils test-
ed in true triaxial machines. The reason for this is obviously the
relatively low stiffness and strength of soils as compared with
metals and other materials.

piston

Fig. 3: Principal array of Fig. 4: Principal array of

direct shear test biaxial test
 506

2.5 Plane strain test

Plane strain is defined by the requirement £3 = 0, which is

achieved by deforming the sample between two fixed walls. The plane
deformation is effectuated either by so-called biaxial machines,
(Fig. 4), or by machines of the HAMBLY - type (Fig. 5) 1 . The
elimination of the friction along and between the confining walls
is the main difficulty of these experiments. Note that £3 = 0 does
by no means imply 03 O.=
2.6 Simple shear test

Simple shear machines are to enable shear deformations accord-

ing to the principle shown in Fig. 6. Control measurements of the
stress distribution at the sample boundaries have shown that homo-
geneous conditions within the sample have not yet been achieved.

2.7 Torsion test

In investigating metals, the torsion of hollow cylinders with

axial and possibly also with radial loads has been the only method
to apply three different principal stresses upon the sample.
Furthermore, it has been the only method to apply shear departing
from rectilinear extensions. This method came into use also in soil
mechanics. Nevertheless, it should be stressed out that no homo-
geneous deformation can be achieved by torsion of a hollow cylinder.
This is so not only due to shortcomings of the technical realization but
also because of the very nature of this sort of motion. To see this,
consider the components of the corresponding stretching tensor E ..
~J
expressed in cylindrical co-ordinates r, ~, z:

1
-----+ sample
sample

t
Fig. 5: Principle of HAMBLY Fig. 6: Simple shear machine
 507

dU 1:.. (1:..
dU + dV ~) 1 (~ + dW)
dr 2 r d1jJ dr r 2 dZ Clr

£ ..
1 (1:..
dU + dV 1 dV
y) - -+ -
U 1 (dV + 1:.. dW)
(2 )
~J 2 r d1jJ dr r r d1jJ r 2 dZ r d1jJ
1 (~ 1 (dV + 1:.. dW) dW
+ dW)
2 dZ dr 2 dZ r d1jJ dZ

U, v, ware the components of the velocity vector in radial, tangen-

tial and axial directions, respectively. Setting the six different
components £ij equal to some constants, i.e. £i~ = const, i ~ j,
a system of s~x partial differential equations ~s obtained. By
taking into account the condition of cylindrical symmetry, Cl/d1jJ = 0,
one gets the result that there is no vector field fulfilling these
differential equations unless €12 and £23 vanish. In other words,
homogeneity of deformation excludes shear in the direction of the
torsional moment.

3 EXPERIMENTAL FINDINGS

The stress paths of experiments with cylindrical symmetry lie

in a plane of the stress space comprising the 0l-axis and the line
01 02 = 03. Thus, the graphical representation of strain paths
and stress paths is, in this case, facilitated. In Fig. 7 typical
stress paths of triaxial experiments are shown. The stress path AB
corresponds to a triaxial test of a soil sample with constant la-
teral stress, 02 = 03 = const. The stress path CD represents an ex-
tension test, and the stress path EF corresponds to an undrained
(i.e. with constant volume) triaxial compression. This curve appro-
aches asymptotically the line OB'. Cyclic loading of an undrained
sample of medium-dense or dense sand produces the stress path GH.
Finally, the path OI represents oedometric loading (i.e. compres-
sion) with subsequent unloading and re-loading.

Regarding the corresponding stress strain curves it can be ge-

nerally stated that their slope (i.e. the instantaneous stiffness)
increases monotonically for proportional stress paths (see Sec.
4.3), whereas this slope decreases for stress paths approaching the
limiting condition (see Sec. 4.4). In particular, the stressstrain
curves are as follows: At triaxial compression with 02 = 03 = const
the slope of the lot-021 versus 1£11 curve decreases until a maxi-
mum value of 101-02 is reached, s. Fig. 8. This maximum value is
proportional to 02 such that normalized stress strain curves of tri-
axials compressions conducted at different lateral stress levels
coincide, s. Fig. 9. There are many different ways to normalize
the stress values: The rations 01/°2' (°1-°2)/°2, (°1-°2)/(°1+°2),
(°1-°2)/(°1+2°2) etc. are possible normalized stresses. The volu-
metric strain curve pertaining to a triaxial compression is shown
in Fig. 10. Volumetric strain curves obtained at different lateral
508

o~====~=============----.~
Fig. 7: Axisymmetric stress paths

Fig. 8: Stress strain curve of Fig. 9: Normalized stress strain

triaxial compression curve of triaxial com-
pression
 509

stress levels appear to coincide. Note that in Figures 8, 9, 10

the absolute values of 0i and £1 are taken, since compressional
strains and stresses are by convention negative. The outcomes of
triaxial extension tests are similar to the plots of Figures 8, 9,
10 although in this case the lOll-value decreases, as shown in
Fig. 11. The oedometric stress path is, in its virgin part, a pro-
portional stress path. Its constant ratio 02/01 is often denoted
by Ko. At unloading 02 = 03 is only slightly reduced and, at re-
loading, the direction of the previous proportional stress path is
gradually taken. The corresponding stress strain curve is usually
represented as a plot of the void ratio e (defined as the ratio
(volume of voids)/(volume of solids» versus ln I011, s. Fig. 12.
For a wide stress range e is proportional to the logarithm of 1011
i.e. the following relation holds for compression:

~e = - C • ~ln 10
c 1
I (~e < 0) (3)

For unloading the corresponding relation reads:

(~e > 0) (4)

Cc and Cs are two material constants. For very low and for very
high stresses the above relations are no more valid since at zero
stress and maximum void ratio the contacts between the grains are
lost, whereas an upper limit exists as the void ratio cannot be
decreased to zero without crushing the grains.

The common triaxial experiments are subject to two main pos-

sible sources of error. Whereas in Fig. 8 the stress strain curve

IE11
Fig. 10: Volumetric strain at Fig. 11: Stress strain curve of
triaxial compression triaxial extension
510

approaches a horizontal asymptote corresponding to the so-called

limiting condition (see Sec. 4.4), many experimentally obtained
curves are reported to follow the branch BC. The reason for this is
that from some point B, called the bifurcation point, onwards the
deformation ceases to be homogeneous, and some kind of non-homo-
geneous deformation sets on instead ~, 4]. Thus, the stress strain
curves of common triaxial tests are often reported to have a de-
creasing slope (so-called softening) after having reached a maximum
(peak) value. A second possible source of error is manifested by
the significant scatter between the volume measurement methods. Each
of them provides a relatively smooth curve of the type shown in
Fig. 10, but two curves obtained from the same experiment by diffe-
rent methods can deviate considerably.

4 GENERAL PROPERTIES OF THE MECHANICAL BEHAVIOUR OF GRANULAR MEDIA

This section refers to the experimentally conducted explorations

of the stress space. Almost all available experimental results are
obtained with fixed directions of principal stresses and principal
strains. Therefore, we will consider the three-dimensional stress
space of the three principal stresses. The subsequently presented
general properties are characteristic of granular media.

4.1 Rate dependence

It seems that for every anelastic deformation of any solid the

following statement is true: The stress response to a deformation
depends on the rate of the deformation such that stress changes ~o
due to changes of the strain rate are proportional to the logarithm
of strain rate, ~o:= 02-01 ~ In(£2/£1). This relation holds not only
for clays and sands but also for any sort of frictional resistance,
as PRANDTL reports [6J. PRANDTL invented a microscopic theory de-
scribing this phenomenon; later, the same theory became known under
the name "rate process theory".

Experimentally, this rate dependence can be revealed with

strain controlled tests: A sudden change (jump) of the strain rate
produces sudden changes of stress. The higher the strain rate the
greater the deformation resistance and the strength of a material
is. The rate sensitivity, defined as do/d(ln£), becomes increasing-
ly important as the strength of the material is reduced. Thus, the
rate sensitivity of sand can be almost equal to the rate sensitivity
of clay, but it is of importance only for soft clay, being negli-
gible for sand and stiff clay. Anyhow, there are cases where the
rate sensitivity plays an important role, not only for sands but
also for sandstone and other rock materials of high strength. To
see this, consider a material which has the strength 0 0 when tested
with the strain rate Eo' At any other strain rate £ the strength
equals a = 0 0 + C In (£/£0) with c = const. It then follows:
 511

A exp (Ba) (5)

with A = E exp(-a Ic) and B = l/c. This mathematical relation has

the follow~ng pecu~iar property: The plot of £ vs. a depends on the
time scale, i.e. on the dimension of time choosen arbitrarily for
the £-axis (Fig. 13). The plots of Fig. 13 suggest the existence

L----------+lnlal

Fig. 12: Compression diagram for soils

E[% Isecond 1 i: [% Iyear)

a a
Fig. 13: Plots of £ vs. a according to equ. 5 for different time
scales
 512

of threshold stress values, beyond of which the material yields.

The analogy to the behaviour of the so-called BINGHAM-material

is obvious. Anyhow, this threshold stress is solely due to a scale
effect and it does by no means signify any transition of a solid
into a fluid. This consideration explains why materials such as
rocks, which exhibit high strengths within loading durations acces-
sible to human beings, are subject to big creep deformations with-
in geological time lapses.

The rate dependence is also manifested by the so-called se-

condary compression. The latter is the compression of porous media
which is not controlled by the viscosity of the fluid squeezed out.
It is rather a creep deformation due to the rate dependent behaviour
of the grain skeleton and it proceeds, approximately, according to
BUISMAN's law:

E = Eo + a In t, a = const. (6)

When the deformation process is suddenly stopped stress re-

laxation, i.e. an exponential decay of stress with time is observed.
When the deformation is continued again, the stress attains rapidly
its previous value.

Note that the rate dependence described here cannot be repre-

sented by any model using combinations of dashpots, springs etc.,
although it is a common opinion that a sufficiently sophisticated
array of such 'rheological models' is capable of describing any sort
of time dependence.

When experiments are carried out with almost constant strain rate
the rate dependence of the considered solid material is not manifested,
and the rate independent aspects of the material behaviour can be
investigated. This will be done in the following sections.

4.2 Self-similarity

Two stress-paths 0i(t), t1 s t S t2 and ail t ) , t1 ~ t ~ t2 are

called similar if for t1 S t ~ t2 the relation 0l(t) =A 0i(t),
A = const, holds (s. Fig. 14) 0i(t) and ai(t) must not comprise the
stress free state. Self-similarity is the property according to
which similar stress paths are associated with the same strain path.
If we introduce the incremental stiffness Eijkl defined as

(7)

or, more precisely,

(8)
 513

Fig. 14: Similar stress paths

(the dot denotes the time derivative), self-similarity may be ex-

pressed as follows: Eijkl is proportional to the actual hydrostatic
stress, defined as (01 + 02 + 03)/3. Due to self-similarity, model
tests with reduced geometric scale may be conducted with the same
material as in the prototype: If the stresses within the model are
due to gravity, all stiffnesses are reduced by the geometric scale
factor.

It appears that self-similarity holds only for loose granular

media, i.e. the grains should not be cemented. Even then, self-
similarity requires that the stresses are not so high as to cause
crushing of the individual grains. Note that the notion of self-
similarity introduced here is not identical to the self-similarity
introduced by SEDOV [7].

4.3 Proportional stress paths

Proportional stress-paths (PSP) are defined by Gilt) = 0oi·A(t).
Thus, PSP are straight lines passing through the origin of the
stress space. Due to their outstanding simplicity, PSP deserve
special consideration. It has been observed that PSP are produced
by proportional strain paths, which are defined analogously [1, 8].
The .directions of any proportional strain path and of the corres-
ponding PSP generally do not coincide. Moreover, there are propor-
tional strain paths which are not applicable when their initial
state is the stress free state. For example, an isotropic volume
increase £1 = £2 = £3 > 0 is not feasible when starting from the
stress-free state because it would imply a loss of the contacts be-
tween the grains.

When proportional straining does not start from the stress free
state the corresponding stress path tends to take asymptotically
the direction of the pertinent PSP [1, 8].
 514
4.4 Limiting condition

Not every point of the stress space is attainable. As stated

in the previous section, there are proportional strainings which do
not possess a corresponding proportional stress path when started
from the stress free state. When the initial state of such strain
histories is any arbitrary stress state, then it is observed that
the corresponding stress path is limited even upon infinite con-
tinuation of the straining. The envelope of all stress limit-points
(or of all stress-paths) is a surface in the stress space described
by the so-called limiting condition [1].

4.5 Dilatancy

The notion of dilatancy includes negative dilatancy, which is

also called contractancy. Dilatancy is the tendency of granular
media to change their volume at shear. This property, first con-
sidered by O. REYNOLDS, is of great mechanical importance. It is
noteworthy that upon stress path reversals dilatancy turns round to
contractancy which is of greater amount than the previous dilatancy
[9). If the voids are saturated with an incompressible fluid which
cannot escape (undrained conditions), then suppressed contractancy
leads to pore pressure increases.

4.6 Shakedown

A path is called cyclic if its initial and final points coin-

cide. In soils, cyclic stress paths do not generally produce cyclic
strain paths and vice versa, a fact which clearly demonstrates
their anelastic behaviour. If the sequence of strains produced by
consecutive stress cycles is bounded then so-called shakedown is
said to occur, otherwise 'incremental collapse' takes place. Very
few experimental results on cyclic behaviour of granular media are
available. For the time being, it only can be stated that there are
cases where shakedown occurs, but at different conditions incre-
mental collapse must be expected. Note that even when shakedown has
occured stress cycles are connected with energy dissipation [1].

4.7 Dynamic behaviour

Although the anelasticity of granular media is generally accep-

ted, investigators involved with soil dynamics operate successfully
with the theory of linear elasticity. This contradiction can only
be resolved if we take into account that due to the minute strains
and due to the high number of cycles shakedown sets on and thus
linear elasticity combined with hysteretic damping becomes appli-
cable. However, for big deformations and few number of cycles, as
this is the case with shocks released by explosions or impacts, the
above argument is no more valid, and dynamic considerations in com-
bination with anelastic material behaviour are needed. In this diffi-
cult field almost nothing is yet available.
 515

5 MATHEMATICAL MODELS

5.1 General considerations

The granular structure of soils might suggest a microscopic

approach, i.e. a (possibly statistical) consideration of the indi-
vidual grains and of the forces acting upon them. Several researchers
try to follow this way but the corresponding results are rather poor.
To the author's opinion, the only feasible way to describe the me-
chanical behaviour of granular media is the continuum mechanics
approach, the basic notions of which are taken here for known.

The main mathematical feature of anelastic behaviour seems to

be the non-linear relation between stress increments and strain in~
crements. This non-linearity is understood here as follows: Even if
the increments dOij and dEkl are very small no linear relation of
the form dOij = Lijkl dEkl can be established such that the compo-
nents of the matrix Lijkl are constants. This statement might be
striking at the first instance because "linearity in the small" is
commonly thought to be self-evident. Although it is true for any
differentiable function y(x) that 6y ~ y' (xo) ·6x holds for 6x + 0,
there is no reason for a relation dOij = Lijkl dEkl to be necessari-
ly linear for small dEkl.A non-linear relat~on can be formulated
either by introducing piecewise linear relations holding each one
for different sectors of the Eij-space or by using continuously non-
linear relations. In any case, a continuous response in the sense

Ida.: - do.~ I +0 for _ dE 21

kl
+ 0
~J ~J

should be assured [10].

In comparing several constitutive laws one would like to know

which one is the best. In this respect, the following fact should
be stressed out: Although the advantages and disadvantages of dif-
ferent laws can and should be pointed to (provided a commonly ac-
cepted experimental basis exists), it is impossible to state that a
particular law is the best one because there is no way to measure
the relative importance of their several merits and shortcomings.
Only with respect to a special property a particular law could be
said to be preferable [11].

5.2 Review of the classical theory of plasticity

In order to describe the anelastic behaviour of solids the so-

called plasticity theory has been conceived (see for example [12]).
As any theory it is burdened by some restrictions arising from its own
postulates. Since the classical plasticity theory is not the only
way for describing anelastic behaviour not only the fulfilment of
its prerequisites but also its merits should be carefully considered
with respect to its application in soil mechanics. The first ex-
516
perimental investigations of the mechanical behaviour of solids have
been carried out with quasi one-dimensional rods. It has been ob-
served that for small deformations the behaviour was elastic, where-
as irreversible deformations occured when the stress went beyond
some limit value a e • Thus, the mathematical condition (criterion)
for plastic deformation to occur is the fulfilment of the inequality
lal < 10el. The formulation of such a criterion became problematic
as soon as two- or three-dimensional stress states were considered
because vectors, as (01, 02' 03), cannot be subject to inequalities.
The obvious generalization of the criterion stated above is to de-
fine an elastic range in the stress space and to claim that plastic
deformations occur only when the stress goes beyond the boundary of
this elastic range. Analytical formulations of such criteria became
complicated since it has been accepted that this boundary, called
load surface, can be carried behind the actual stress state when
the latter is mooving in the stress space. This motion of the load
surface in the stress space is called hardening. Several types of
hardening have been taken into consideration, such as isotropic
hardening (expansion centered at the origin of the stress space),
kinematic hardening (translation of the load surface), strain har-
dening (if the hardening parameters Vk depend on invariants of Eij)'
work hardening (if the hardening parameter V is computed from the
equation ~ = aik Eik). Stress paths inside the load surface are
supposed to be elastic whereas stress increments starting from the
load surface are either unloadings, if they point to the interior
of the load surface or, otherwise, loadings. If the load surface is
represented by the equation

f (a . . , Ilk) = 0 (9)
~]
pl
where the hardening parameters Ilk depend on Ekl (i.e. the plastic
part of the strain Ekl , Ekl = EPl + Eel), then loading is de-
kl kl
fined by
af
a da. .
+ afpl d pl = 0
E.. , and (lOa)
a ij ~] aE. . ~J
~J

f = 0, and (lOb)

af d a .. >
-,,- 0 (lOc)
oa. . ~J
~J

Unloading is defined by

af da .. <.0 (11 )
aO ij ~J

Hence, the function f( ••• ) serves to distinguish whether a stress

increment doij corresponds to loading or unloading. By the above
equations no relation between dE~~ and do .. has yet been established.
~J ~J
 517

To achieve this, a further function g(aij)' called plastic potential,

must be introduced with the property
pl
de:, , (12)
~J

The scalar factor A of the above equation, which is called the flow
rule, can be determined from equ. 10 a. The combination of the
equations stated above with the equation describing elastic be-
haviour,
el el
da ij = Cijkl de: kl ' (13)

yields finally the matrix Cijkl connecting de:kl with da ij ,

as

~cel ~
Cla mnkl Cla
el cel mn uv
Cijkl • a. (14)
ijuv
Clf cel ~_ ~~
Clam, n , m'n'pq Clapq "oe: pI Cla rs
rs

with
Clf
1 (if f o and ac;-- da" > 0)
ij ~J
and (15)

a. =o ,af
(~f au-- da, , ~ 0) •
ij ~J

It should be noted that many theorems can be derived from the assump-
tion that the functions g( ••• ) and f( ••• ) are identical, this case
being called the one with 'associated flow rule' or 'normality con-
dition'. From equation 14 it can be seen that normality implies
symmetry of the matrix Cijkl (i.e. Cijkl = Cklij). From the nor-
mality condition bound theorems concerning the collapse loads of
plastic bodies can be derived [1~. For example, the lower bound
theorem states that if a stress field exists which fulfils the equi-
librium conditions and the stresses lie everywhere within the ela-
stic range, then the body will not collapse. This theorem is very
valuable for it tells us if a body will be able to carry its loads.
Note that this estimation occurs without knowing the real failure
mechanism, since it suffices to find any stress field fulfiling the
above condition. Experiments with sand disprove the associated flow
rule.
 518
From the flow rule (equ. 12) it follows that the principal axes
of dE~! are identical with the principal axes of 0ij such that their
direction does not depend on d0 ij . As a consequence, the response at
sudden departures from rectilinear extensions, i.e. motions with
fixed principal axes of €ij' (so-called loading to the side) is
assumed to be purely elastic. This assumption of co-axiality
between dEf! and 0ij is inherent to the classical plasticity
theory but i t has never been experimentally corroborated because
the experiments needed for this would be very difficult.
5.3 The cam-clay model

The widely known cam-clay model is perhaps the first consti-

tutive law developed for soils. It is an elastoplastic law. Laying
aside its lengthy derivation from various energetic considerations,
i t can be presented along the formulism of the previous section.
Being, in its original version, only applicable to problems with
plane strain or with cylindrical symmetry, i t uses the variables
p, q, v, E, which are defined, for cylindrical symmetry, as follows:

- (E 1 + 2E 2) ,
2
E = - 3" (E 1 - E2) (16)

With these variables the load function f reads:

2 2
f =g = q - M [p(pc-p )] (17)

with Pc being the consolidation pressure, i.e. the maximum pressure

ever acted upon the soil in its past history. The hardening para-
meter v Pl depends on Pc in the following way:
A - K dpc
(18)
1 + e

In the elastic range the following relations hold:

dp K • dv (19)

dq 3G • dE (20)

with K = (l+e)p/K. e is the void ratio and A, K, G, M are material

constants. The above relations specify the material behaviour accord-
ing to this model. For calculations, the matrix coefficients Dij
appearing in the relations

dv D ll dp + D12 dq
(21)
dE D21 dp + D22 dq

can be derived from equ. 14 to

 519

A-K a K 1 A-K b 1
-- - + --'-; D =D ---+- (22)
1 +e p 1 +e p 12 21 l+e p 3G

with the abbreviations

n q/p; b (23)

For unloading and repeated (cyclic) loading the model predicts

elastic behaviour and, thus, it is not realistic. In order to in-
corporate cyclic effects it has been proposed [14] that Pc should
decrease for dp < 0 according to the equation

21 2 '[(M2_n 2 )dP + 2Mndq] (24)

p
M +n

with e being a material constant. With this modification the curve

of Fig. 15 is obtained for undrained cyclic deformation.

5.4 The constitutive law of DUNCAN and CHANG

Many finite-element calculations are reported to be executed

with the constitutive law of DUNCAN and CHANG r151 which makes use
of HOOKE's law of elastic behaviour. In equ. 25 it is written for
the 2 dimensional case:

Fig. 15: Stress path according to equ. 17 - 24 for undrained

cyclic strain
 520

/j.o 3B+E 3B-E 0 /j.£

x x
/j.o
y
--_.
3B
9B- E
3B-E 3B+E 0 /j.£ (25)
Y
!J.T 0 0 E /j.Yxy
xy

with the tangent moduli E and B being picked from the stress
strain curves of triaxial experiments. This law can only be expected
to furnish reliable results if all soil elements perform the same
deformation as soil samples subjected to triaxial tests. Being only
applicable to special stress paths realized by triaxial tests i t is
not written in general (invariant) form and it does not comprise
any loading-unloading criterion and, thus, i t hardly deserves the
name of a general constitutive law.

5.5 A constitutive equation of the rate type

In the following, a constitutive equation developed by

the author will be described. This is an equation of the rate type
[16) which expresses the co-rotated stress rate gij as a function
of Oij' £ij' ~ij. T.he co-rotated stress rate is an objective stress
rate, i.e. an objective time derivative of the CAUCHY stress, de-
fined [17J as:
o
°ij·- °ij - wik °kj + °ik w kj (26)

with Wij being the spin tensor related to the velocity field u. (x.)
by ~ J
1 au. au.
w • = - (--!. - ~) (27)
ij· 2 ax. ax.
J ~

~ij is the so-called second stretching tensor [16J. For motions with
Wij =: 0 it holds:

(28)

The specification 'objective' denotes the independence from rotations

and translations of the frame of reference [16J. The constitutive
equation can be splitted into two parts:

o (£.) (. (29)
°ij = h ij °kl' pq + ~ij £pq' ~rs)

the second of which is capable of describing the rate dependent be-

haviour of soils as stated in Sec. 4.1. It reads
B
g;J.
•
(e: pq ,~ rs ) (30)

VC 2 + -2
1 £ .. £ ..
~J J~
 521

with Band C being material constants. Integration of this differen-

tial equation yields the stress chang;s ~Oij resulting from sudden
changes of the deformation velocity ~co 0:
l.)

~Oo (31 )
l.)
0

In the following only the part h ij ( ..• ) describing the rate inde-
pendent behaviour of soils will be considered. In its recent version
i t reads:

°l.]00
4
ho h •
l.)
0

.*
""it
000
• /I'
coo + C1
c·It
ik c kj
1
'3 C 1
V.1t .it'
c ik c ki 0l.] +
VE~ c.ki*
l.] l.]
0 0

O~o
+ C2 21.
0kk
y::::::
.
Co C
l.k kl.
.
0

(32)
°ik Eki °ik °kl El m Emi 0

Ekk C3 + C4 + Cs
°kk (Okk)ZVEi k c ki

~
with C1 ••.• C 7 being material constants and 0ij denoting the deviatoric
part of 0ij:
0*ij·.= 1 0
°ij - '3°kk ij·

This equation claims to describe the rate independent behaviour of

soils without making use of additional notions such as elastic range,
yield surfaces, intrinsic time, neither it separates the deformation
into elastic, plastic and viscous parts. From a physical point of
view, its main feature is that the stress response gij depends, be-
sides Ekl' on 0ij as the only further variable. In other words, the
influence of the strain history (or of the stress history) on the
actual response behaviour is expressed by the actual stress tensor
0ij. The principle of objectivity requires the tensor valued func-
tion hij( ••• ) to be isotropic in its arguments Eij and 0ij. The
origin of equ. 32 is the so-called hypoelastic constitutive equation
522

[1~ • The latter is a specialization of the constitutive equations

of the rate type. It results from the requirement that the co-
rotated stress rate gij expressed as a function of Eij and 0ij is
linear in Eij. Due to this linearity, the hypoelastic constitutive
equation is not capable of describing anelastic behaviour [17].

Some aspects of the material behaviour predicted by this con-

stitutive law can be illustrated by the plots of various stress
paths produced by axisymmetric deformations (i.e. E2 =
E3). The axi-
symmetric deformations considered here are characterized by an angle
Ct :
E

(33)

Thus, for 0 0 < Ct < 3600 all possible axisymmetric deformations can
be covered, e.g.ECt = 90 0 means oedometric compression etc. The
corresponding stre~s paths are shown in Fig. 16. Herein, the initial
stress state has been assumed to 01 = -3, 02 = 03 = -2. It can be
seen that the stress paths corresponding to Ct E = 3100 . . . 135 0 are un-
limited and exhibit an asymptotic behaviour, whereas the stress
paths corresponding to Ct E = 135 0 • . . 3100 are limited and many of
them lead to the stress free state. The kidney-shaped curve shown
in Fig. 16 is also characteristic of the material response at the
stress state {Ol = -3; 02 = 03 = -2}. This curve is the locus of
all stress rates {61, 02} produced by the strain rates according
to equ. 33 for 0 < Ct < 3600 .
E

6.0

3.0
3~S'
======~-------- l~o'
~--- _ _ _ _ _ _ _ l2S0
------~lo·

0.0
0.0 3.0 6.0 9.0
Fig. 16: Stress paths for axisymmetric strain paths according to
equ. 32
 523

Acknowledgement:
The author wishes to thank Prof. Dr. Ing. G. Gudehus and Dipl.-Ing.
K. Kuntsche for their many valuable suggestions to this paper.
ADDENDUM: Eq. 1 can only be applied if the cartesian coordinates x.
~;incide with the principal axes of E ...• This can always be achie~ed
by an appropriate rotation of the coofdinates

REFERENCES

1. Kuntsche, K. Materialverhalten von wassergesattigtem Ton qnter

ebenen und zylindrischen Verformungen. Dissertation, Karlsruhe,
1982.

2. Truesdell, C., R.A. Toupin. The Classical Field Theories.

Encyclopedia of physics, Vol. 3/1, Springer, 1960.

3. Vardoulakis, I. Bifurcation Analysis of the Triaxial Test on

Sand Samples. Acta Mech., 32 (1979) 35-54.

4. Kolymbas, D. Bifurcation Analysis for Sand Samples with an

Non-Linear Constitutive Equation. Ingenieur-Archiv 50 (1981)
131-140.

5. Goldscheider, M. and G. Gudehus. Rectilinear Extension of Dry

Sand: Testing Apparatus and Experimental Results. Proceed.
8. Int. Conf. Soil Mech. Found. Eng., Moscow, 1972.

6. Prandtl, L. Ein Gedankenmodell zur kinetischen Theorie der

festen K6rper. ZAMM 8 (1928) 85-106.

7. Sedov, L.I. Similarity and Dimensional Methods in Mechanics.

Infosearch, London, 1959.

8. Goldscheider, M. Grenzbedingung und FlieBregel von Sand.

Mech. Res. Comm., 3 (1976) 463-468.

9. Goldscheider, M. Dilatanzverhalten von Sand bei geknickten

Verformungswegen. Mech. Res. Comm., 2 (1975) 143-148.

10. Gudehus, G. A Comparison of Some Constitutive Laws under

Radially Symmetric Loading and Unloading. Proceed. 3. Int. Conf.
Num. Methods Geomechanics, Vol. 4, Aachen, 1979.

11. Proceedings of the International Workshop on Constitutive Be-

haviour of Soils. Grenoble, September 1982 (to appear).

12. Sedov, L.I. A Course in Continuum Mechanics. Noordhof-Wolters,

Groningen, 1971.
 524

13. Koiter, W.T. General Theorems of Elastic-Plastic Solids, in

'Progress in Solid Mechanics', North Holland, 1960.

14. Carter, J.P., J.R. Booker, C.P. Wroth. A Critical State Soil
Model For Cyclic Loading. Research Report, University of Queens-
land, 1979.

15. Duncan, J.M., C.Y. Chang: Nonlinear Analysis of Stress and

Strain in Soils. Proceed. ASCE, SM5, 1970.

16. Truesdell, C., W. Noll. The Non-Linear Field Theories of

Mechanics. Encyclopedia of Physics, Vol. 3, 3, Springer, 1965.

17. Owen, D.R., W.o. Williams. On the Time Derivatives of Equi-

librated Response Functions. Arch. Rat. Mech. Analy. 33 (1969)
288-306.

SYMBOLS

Xi spatial co-ordinates
ui displacement vector
E, , logarithmic strain tensor
~J

Eij stretching tensor

e void ratio
6, , Kronecker symbol, unit tensor
~J

~ij second stretching tensor

u,v,w cylindrical co-ordinates
CAUCHY stress tensor
01'02'03 principal components of 0"
o ~J
OJ co-rotational stress rate
spin tensor
deviatoric part of any tensor W, ,
~J
 525

CONSOLIDATION OF UNSATURATED POROUS MEDIA

D. G. Fredlund

ABSTRACT 527
1. INTRODUCTION 527
2. TYPICAL EXAMPLES REQUIRING CONSOLIDATION ANALYSIS 528
2.1. Construction of a Homogeneous Rolled
Earth Dam 528
2.2. Oedometer Tests on Unsaturated Soils 529
2.3. Triaxial Tests Using the Axis-
Translation Technique 535
2.4. Heave Due to Swelling 535
2.5. Waste Management 540
3. BRIEF HISTORY 540
4. PHYSICAL RELATIONS REQUIRED FOR THE FORMULATION 542
4.1. Flow Laws 542
4.1.1. Water Phase 542
4.1.2. Air Phase 545
4.2. Stress State Variables 545
4.3. Constitutive Relations 548
4.3.1. Soil Structure 548
4.3.2. Water Phase 551
4.3.3. Air Phase 553
4.4. Other Physical Relations 555
5. DERIVATION OF CONSOLIDATION EQUATIONS 555
5.1. Water Phase Partial Differential
Equation (One-Dimensional) 557
5.2. Air Phase Partial Differential
Equation (One-Dimensional) 559
5.3. Dimensionless Consolidation Parameters 561
5.4. Two-Dimensional Case 562
5.5. Numerical Solution Using the Finite
Difference Technique 565
52.6
6. COMPLETE CONDITIONS TO SATISFY 567
6.1. Initial Conditions 567
6.2.. Boundary Conditions 567
6.3. Auxiliary Conditions 569
7. TRANSLATION OF PORE-PRESSURES TO VOLUME-MASS SOIL
PROPERTIES 571
7.1. Void Ratio (Swell or Shrinkage) 571
7.2.. Water Content (Gravimetric) 571
7.3. Degree of Saturation 571
8. FUTURE NEEDS 572
9. REFERENCES 572
SYMBOLS 575
 527

CONSOLIDATION OF UNSATURATED POROUS MEDIA

D. G. Fredlund

University of Saskatchewan,
Saskatoon, Saskatchewan, Canada.

ABSTRACT

The necessary physical relations are presented for the formu-

lation of a theory of consolidation model for unsaturated soils.
This model is an extension of the saturated soil consolidation theory
commonly used in geotechnical engineering. The model involves the
simultaneous solution of two partial differential equations; one for
the water phase and one for the air phase (i.e., two phase flow
approach). The model allows the computation of pore-air and pore-
water pressure as a function of time and space. These pressures can
be substituted into the constitutive relations for the soil to com-
pute void ratio, water content and degree of saturation.

1 INTRODUCTION

The consolidation theory for saturated soils, derived in the

1930's by Terzaghi, provided a valuable context for understanding the
volume change behavior of saturated soils. Only recently has a
similar type of formulation appeared in the literature for unsatu-
rated soils. These formulations are proving to be useful, primarily
in better comprehending and visualizing the mechanisms associated
with the consolidation of an unsaturated soil. The term "consoli-
dation" has, in general, been reserved for describing transient
processes where the change in volume of the soil mass is predicted.
It has most commonly been applied to saturated soils in geotechnical
engineering where the dissipation of an excess pore-water pressure
(i.e., due to an applied load) results in a time dependent volume
change. The changes in pore-water pressure are substituted into the
constitutive relationship to predict volume change.
 528
For an unsaturated soil, it is necessary to formulate more
than one constitutive relationship in order to define the volume-
mass soil properties. This is readily understood by considering
the volumetric continuity requirement for a referential type element
of unsaturated soil (Fredlund and Morgenstern, 1976).
e: ew + ea { \ .
,L.,J

where: e: = volumetric strain of the soil structure: that is,

e: = e: + e: + e: where £ , £ and £ are the normal
x y z x y z
strains in the x, y and z directions, respectively.
e w
net inflow or outflow of water for the element,
ea change in volume of air in the element due to flow
or compression.

Equation (1) shows that it is necessary to have two indepen-

dent constitutive relationships for an unsaturated soil df volume-
mass properties are to be computed. It is also necessary to derive
two independent transient flow, consolidation equations since two
phases of an unsaturated soil flow.

During the past few years, there has been a considerable

increase in the understanding of the behavior of unsaturated soils.
This paper concentrates on the application of this knowledge to
the derivation of the consolidation theory for unsaturated soils.
The emphasis will be primarily on the one-dimensional theory while
reference will be made to multi-dimensional consolidation. As well,
this paper is restricted to isothermal consolidation, although
research has been done on the nonisothermal case (Dakshanamurthy
and Fredlund, 1981). An attempt will be made to parallel in
concept, the derivation used for the conventional, saturated soil,
consolidation theory.

2 TYPICAL EXAMPLES REQUIRING CONSOLIDATION ANALYSIS

There are numerous situations, primarily in the discipline of

geotechnical engineering, where th~ theory of consolidation is
applicable. Several typical examples will be described.

2.1 Construction of a Homogeneous, Rolled Earth Dam

The construction of a homogeneous, rolled earth dam involves

compacting a soil in approximately 6 inch lifts from its base to
the full height of the dam. The compacted soil generally has an
initial degree of saturation around 80 percent. Figure la) shows
a dam at approximately 1/2 of its design height, with a lift of
soil having just been placed. The pore-air pressure in the upper-
most layer of soil being compacted is approximately equal to
atmospheric conditions (Hilf, 1948). The pore-water pressure is
 529

negative, often considerably lower than 1 atmosphere.

The soil at lower elevations in the fill (i.e., below place-

ment level) is compressed by the placement of the overlying fill.
Compression results in a change in the pore-air and pore-water
pressure. Hilf (1948) and Bishop (1957) outlined a procedure for
computing the relationship between a change in pore-air pressure
as a result of changing the overburden stress. This analysis was

.... .-- - ... ...

..... .... ....
.... .... flo-v ...
- --=-......
~
,c=--- -+- -
~ o-vot ~
~ SANOY CLAY T 0 floo<~

If)
w
a:
:::)
If)
If)
w SATURATION
a:
a..
a:
w
.... + flu o
~
W
I
uoo
+
a: I
0
a.. PRESSURE
0
z
<t

a:
<t PORE- WATER
I
W
a:
0
a..

FIG. I CHANGES I N PORE - PRESSURE DUE TO THE

PLACEMENT OF FILL ON A PARTIALLY CON-
STRUCTED DAM
530

later extended by Hasan and Fredlund (1980) to independently predict

the pore-air and pore-water pressure changes due to changes in total
stress (Figure lb). The construction of the fill is generally rapid
enough that tLe soil undergoes volume change under undrained condi-
tions. At any time during construction, it is possible to contour
the pore-air and pore-water pressures within the fill (Figure 2).

In reality, some dissipation of the pore pressures will occur

as fill placement continues to full height. The pore-air pressure
slowly dissipates to its atmospheric boundary condition. Corres-
pondingly, the water pressure will tend to go more negative.
However, the pore-water pressure is also a function of the surface
flux boundary condition. In other words, evaporation or infiltra-
tion may occur at the dam surface. All changes in pore pressure
produce volume changes in accordance with the constitutive relation-
ships for the soil.

Figure 3 shows typical pore-air and pore-water pressures in the

earthfill after partial filling of the reservoir. As the reservoir
is filled, the upstream face of the dam becomes a constant water
head boundary. The remaining surface of the dam has a water flux
boundary condition dependent on evaporation and infiltration.
Eventually, a steady state flownet is established which is somewhat
affected by the surface boundary conditions. At some distance above
the line of seepage, the soil remains unsaturated with the air phase
in equilibrium with atmospheric conditions.

The example described is complex, involving drained and

undrained volume changes. As well, the problem is multi-dimensional.
However, to comprehend the transient mechanisms involved, it is
necessary to understand the relationship between changing pore
pressures and the volume-mass properties.

2.2 Oedometer Tests on Unsaturated Soils

It is common practice in geotechnical engineering to obtain

undisturbed soil samples during a field exploration program. Many
soils sampled from above the water table are unsaturated and the
pore-water pressure is negative. The undisturbed samples are
placed in a one-dimensional oedometer in the laboratory and tested
to obtain data on their stress state and compressibility (and
swelling) properties. One of two test procedures is generally
used; namely, the "constant volume" procedure or the "free swell"
procedure (Fredlund, 1979). Figure 4 shows the stress path
followed in each case. In the "constant volume" test, the sample
is placed in the oedometer and maintained at a constant volume
while it is immersed in water. The total stress on the sample is
increased as the matric suction is released to zero (Figure Sa).
 531

NUMBERS ARE PRESSURES IN kPo

..... ...

~-200 -'50~
-100
-50~

(0) PORE - WATER PRESSURES

NUMBERS ARE PRESSURES IN kPo

~~:=_-==_-==-_=_0_+_4-0~_-+-+2-:-0~
( b) PORE - A I R PRESSURES

FIG. 2 PORE - AIR AND PORE - WATER PRESSURES

AFTER PARTIAL CONSTRUCTION OF THE DAM
532

NUMBERS ARE PRESSURES

IN kPa
FLUX BOUNDARY
CONDITION

WATER LEVEL
______ --O---~

------+30---------------
+60

(a) PORE - WATER PRESSURE

NUMBERS ARE PRESSURES

IN kPa
ATMOSPHERE

( b) PORE - AIR PRESSURE

FIG. 3 PORE -AIR AND PORE -WATER PRESSURES

AFTER SOME DISSIPATION OF PRESSURES
AND PARTIAL FILLING OF RESERVOIR
 533

INITIAL STRESS
I FREE SWELL TEST I
STATE (LAB>

jI
/
/
/
/ 0.1 LOG (Ua - Uw >
/'

(o--Ua>

I FREE SWELL I TEST

LOG (Ua - Uw)

FIG. 4 LABORATORY TESTING OF UNSATURATED SOILS

IN A ONE - DIMENSIONAL OEDOMETER
534

CONSTANT VOLUME OEDOMETER TEST

c 100
a..
.lr: SWELLING PRESSURE
w
~

80
£r
::>
(f)
(f)
w 60
£r
a..
0 40
w
::::i
a.. 20
a..
«
0
0.1 1.0 10 100 1000 10,000

LOG TIME ( MINUTES)

5 a) RATE OF DEVELOPMENT OF SWELLING PRESSURE

1.3
FREE SWELL OEDOMETER TEST

/
/ - w Gs /100
---
e

1.2 /
0
Q
/
"- I.I /
II>
l!)
~

...
0
1.0

Q)
0.9

0.8
0.1 1.0 10 100 1000 10,000

LOG TIME ( MINUTES)

5 b) RATE OF VOLUME CHANGE DURING SUBMERSION OF

SAMPLE

FIG. 5 TRANSIENT PROCESSES ASSOCIATED WITH

OEDOMETER TESTING OF UNSATURATED SOILS
 535

In the "free swell" test, the sample is subjected to a token

pressure and allowed to swell when immersed in water. The void
ratio and water content increase as the soil goes toward satura-
tion (Figure 5b).

Transient processes are involved in both tests. These

processes can be modelled in terms of a one-dimensional consoli-
dation type of analysis. To date, little has been done on
analysing this problem. However, using a back analysis of theory
to laboratory data, it should be possible to obtain useful infor-
mation on the properties and behavior of the soil.

2.3 Triaxial Tests Using the Axis-Translation Technique

In 1961, Bishop and Donald applied the axis-translation

technique to the testing of unsaturated soils in a conventional
triaxial cell. Two main modifications to the triaxial cell were
required (Figure 6). First, a "high air entry" ceramic disc was
sealed onto the base pedestal of the triaxial cell. This disc
allowed the passage of water but prevented the flow of free air,
thereby facilitating the independent "control" or "measurement"
of the pore-water pressure. Secondly, a "low air entry", coarse
disc was placed on the top of the sample to facilitate the
"control" of the pore-air pressure. These modifications allowed
the translation of the air pressure to a sufficiently high value
to prevent cavitation of the water below the "high air entry" disc.
In other words, all pressures were translated to positive values
relative to atmospheric conditions.

The volume change behavior of unsaturated soils could now be

studied under controlled total, pore-air and pore-water pressure
conditions. In 1973, Fredlund performed volume change studies on
a compacted kaolin. The tests were performed in a triaxial cell
modified in a manner similar to that described by Bishop and
Donald (1961). Figure 7 shows the change in overall volume, ~V,
and the water phase volume, ~v , as a result of increasing the
w
total stress around the soil. The results indicate that two
independent, transient type processes are simultaneously taking
place. Figures 8 and 9 show similar volume change plots when the
pore-air and pore-water pressure boundary conditions are changed,
respectively. In each case, two independent volume changes must
be monitored. The associated transient processes can best be
modelled in terms of an unsaturated soil consolidation theory.

2:4 Heave Due to Swelling

Lightweight buildings or other engineering structures placed

on desiccated clay soils are subjected to distress as a result of
subsequent swelling of the soil (Hamilton, 1969). This is a
 536

f'\

TOP PORT
10~ LOADING RAM

~ (U nL------L,-
~ ,.-I---,
L Ill: L-- ~ J- TOP

LUCITE
rL----.---r_....Jr~---+-+-+-+- LOAD CELL
CYLINDER
W =il
rlhrr==="

"
II
CAP ::
(
r-~.....
~"'-+-+-+- 0 - RINGS
COARSE
''--1I1f---*l--+-+-t- CORUNDUM
STONE (liS" THICK)

HIGH AIR
TO PORE-WATER SAMPLE
PRESSURE CONTROL
AND VOLUME
V Al+-I-+-4- EN TRY 01 SC
(1/4" THICK; 5 BAR)

~
CHANGE INDICA\ r t" /
, 1l;1'"::x;p:~r:d _"V I-
,-,1-1-- PEDESTAL

~
PORE - AIR
PRESSURE
~I
r l:~
/1

'7
t-'
~
PORE- WATER
PRESSURE TO CELL PRESSURE CONTROL
TRANSDUCER TO FLUSH AND. TRANSDUCER

FIGURE 6 MODIFIED TRIAXIAL CELL FOR TESTING UNSATURATED SOILS

 0.4 Iii 1111 IIII IIII lill

0.2 C7' = 81.35 PSI, INCREASED TO 110.7 PSI

Ua = 31.27 PS I , (KEPT CONSTANT)
0.-.-.-._.___ Uw = 23.85 PSI, (KEPT CONSTANT)

0.2
•
0.4
0~

0.6 COMPACTED KAOLIN 6.v w

w -
<.!)
z 0.8
~
I
."V
u •'\
1.0 _ . _ .---._. S OIL STRUCTURE •
w
~
::::> 1.2
-I
0
\ .,
> 1.4 ~• •'
1.6
............
.....
~
1.8 •'.~
~.
2.0
.-. ...
••
2.2
I 10 100 1000 10,000 100,000

ELAPSED TIME, MIN.

FIG. 7 VOLUME CHANGES ASSOCIATED WITH AN INCREASE IN TOTAL

STRESS
I.J1
W
-...J
 1.11
W
00

4
TOTAL PRESSURE = 68.91 PSI (KEPT CONSTANT)
3
LLJ AIR PRESSURE = 57.70 PSI, DECREASED TO 29.77 PSI
0~ CJ)
<t WATER PRESSURE = 6.00 PS I, (KEPT CONSTANT)
LLJ 2 "
LLJ 0::
I!)
Z
U
Z
,,,"
... ...-.---.-.-...
WATER PHASE
<t
:I: - __ ___ • __ ._ _ • ._
U - _ • • • • • • _ . _ . _ • __ . - . - Ll
AVW
~O
.". v
LLJ
~ LLJ
CJ) COMPACTED KAOLIN
::> <t
...J
0 LLJ
0:: 2
> U -
LLJ
0
3
"'. '.-.- .- ... - ..........-.-. .-.-.-.,
SOIL STRUCTURE .'.
4
" ,
t::.V ,
v ., ,
5

6
0.1 10 100 1000 10,000

ELAPSED TIME, MIN.

FIG. 8 VOLUME CHANGES ASSOCIATED WITH A DECREASE IN PORE-

AIR PRESSURE
 1.6

1.4 TOTAL PRESSURE = 88.66 PS I, (KEPT CONSTANT)

AIR PRESSURE = 77.16 PSI> (KEPT CONSTANT)
1.2 WATER PRESSURE = 24.68 PS I, INCREASED TO 53.37 PS I
0~
./
~
1.0
.,. --•
WATER PHASE ./
w
l!) ",
2 6.v w ",
0.8
<t /
I v ", e
u
WW
0.6
e ",
...
• ./
.,....-.-
~~ 0.4
~w " .'" " .... ....
...10:: e/
Ou
>2 0.2 _ e- _e- SOIL S
_. ___I = .e=e __e _ e - _ e - _ e . / .". TRUCTURE
.-. _. __ . _ - . - . - . ,.- 6.v
v

--0 I , "'"
0.2 IIIII
til
G:l
~<t 0.4 11111 " ", I I " I
o 0.1 10 100 1000 10,000

ELAPSED TIME, MIN.

FIG. 9 VOLUME CHANGES ASSOCIATED WITH AN INCREASE IN PORE-

WATER PRESSURE
U1
W
\0
 540

problem of enormous financial magnitude in many countries of the

world. The volume change of the swelling soil occurs in response
to a change in the boundary conditions subsequent to construction.
For example, the placement of an asphaltic concrete pavement
prevents evaporation and evapotranspiration from the ground surface.
As a result, moisture accumulates below the pavement, reducing the
sJction (or negative pore-water pressure). The net result is a
swelling of the soil causing distress to the engineering structure.

A prediction of the amount and rate of movement that can be

anticipated requires the formulation of a one-dimensional consoli-
dation theory for an unsaturated soil. The boundary condition is
a moisture flux related to the microclimate at the site.

2.5 Waste Management

There are many other applications where the unsaturated

consolidation theory is applicable. One such area is waste manage-
ment associated with tailings from mining operations. The tailings
are often placed in waste areas as slurries which subsequently dry
and become unsaturated. The tailings generally contain undesirable
chemicals which move into the local groundwater system. The move-
ment of the chemicals is highly controlled by the flow of water.
The mathematical modelling of these and other processes should
include the effects of volume change associated with saturated and
unsaturated soils in and around the waste area.

3 BRIEF HISTORY

A large number of disciplines have been interested in

moisture movement through porous media. Numerous partial differen-
tial equations have been derived in soil physics, soil science and
other disciplines to describe unsteady state moisture movement
(Richards, 1931; Philip and de Vries, 1957). The proposed seepage
equations generally assume that the soil structure of the
unsaturated soil is incompressible. Therefore, they do not make
use of the conventional form of constitutive equations familiar to
geotechnical engineers. The coefficient of permeability with
respect to the water phase is assumed to vary during the transient
process and be a function of soil suction, degree of saturation
or water content. The driving potential causing flow can take a
variety of forms. The emphasis has been on moisture movement
without relationship to associated soil structure volume changes.
The effect of externally applied loads is not addressed.

In 1941, Biot presented an analysis of the transient flow

problem for unsaturated soils. The formulation was similar in
format to that used by Terzaghi. The air was assumed to be in an
occluded state with no outflow of air during the consolidation
 541

process. In the derivation, Biot used two independent constitutive

equations for unsaturated soils. That is, one to relate the void
ratio to the stress state and one to relate the water content to
the stress state of the soil.

During the 1950's, Bishop proposed an effective stress

equation for unsaturated soils and proceeded to study volume change
in unsaturated soils (Bishop, 1959). The proposed single valued
effective stress equation subsequently proved to have severe
limitations in describing the deformation behavior of unsaturated
soils (Burland, 1965). Later, Bishop and Blight (1963) suggested
that void ratio should be treated as a function of two independent
stress variables (i.e., (0 - u ) and (u - u ) where 0 = total
a a w
stress, u = pore-air pressure and u = pore-water pressure).
a w
In 1965, Barden presented an analysis of the one-dimensional
consolidation of compacted, unsaturated clay. Several analyses
are proposed depending on the degree of saturation of the soil.
However, the analyses remain indeterminate due to the lack of
information on the stress state and the constitutive relations for
the unsaturated soil.

Matyas and Radhakrishna (1968) provided experimental data

that demonstrated the form of the constitutive surfaces for void
ratio and degree of saturation, in terms of two independent stress
state variables. Other studies to test the uniqueness of the
constitutive surfaces were conducted by Barden, Madedor and Sides
(1969).

Narasimhan and Witherspoon (1977) utilized Bishop's effective

stress equation to develop a numerical model for three-dimensional
water flow and one-dimensional consolidation of an unsaturated soil.

Fredlund and Morgenstern (1977) provided additional support

for the use of two independent stress state variables for unsatu-
rated soils on the basis of the equilibrium equations for a multi-
phase system. These were also verified experimentally. The element
of unsaturated soil was considered as a four phase system with two
phases that come to equilibrium under applied stress gradients
(i.e., soil particles and contractile skin or air-water interface)
and two phases that flow under applied stress gradients (i.e., air
and water). Fredlund and Morgenstern (1976) also proposed and
experimentally tested constitutive relations for volume change in
unsaturated soils. In addition, the continuity requirement for an
element of unsaturated soil was defined. The description of the
stress, continuity, constitutive relations and suitable flow and
compressibility laws for air and water provided the necessary
physical requirements for a more generalized formulation of tran-
sient processes in unsaturated soils. A one-dimensional theory of
consolidation which utilized the verified physical relations for
542

an unsaturated soil was presented (Hasan and Fredlund, 1977;

Fredlund and Hasan, 1979). The formulation consisted of two
partial differential equations, one for the water phase and one
for the air phase, which were solved simultaneously to give the
pore-water and pore-air pressures as a function of time. The
formulations were similar in form to the conventional one-dimen-
sional Terzaghi derivation and demonstrated a smooth transition
between the unsaturated and saturated cases. The coefficient of
permeability with respect to the water phase were assumed constant
in the derivation but could be redefined during the solution of the
equations in accordance with any desired functional relationship.
The analysis was subsequently enhanced to include nonisothermal
conditions (Dakshanamurthy and Fredlund, 1980a; 1980b; 1981). The
nonisothermal conditions also required the solution of the heat
flow partial differential equation. A two-dimensional, uncoupled
formulation was also presented by Dakshanamurthy and Fredlund
(l980a) •

In 1981, Lloret and Alonso presented equations to describe

the consolidation behavior of unsaturated soils. The equations
are essentially the same as those presented by Fredlund and Hasan
(1979). Spline functions were used to define the constitutive
relations for the unsaturated soil. The role of air-dissolution
in the soil water was also included in their formulation. The
initial and final air pressure, boundary conditions are generally
the same for most practical problems; thus minimizing the signi-
ficance of the solution of air in water. The proposed equations
are solved using a one-dimensional finite element model.

4 PHYSICAL RELATIONS REQUIRED FOR THE FORMULATION

The necessary physical relations required for deriving the

partial differential flow equations for the unsaturated soil con-
solidation theory, are as follows.

4.1 Flow Laws

4.1.1 Water Phase. The driving potential for the water phase of
an unsaturated soil is the same as for a saturated soil (Figure 10).
If the velocity head is neglected, the driving potential can be
written as a hydraulic head (i.e., elevation head plus pressure
head).
u
h y+~ (2)
w gpw
where: h total head in the water phase,
w
Y elevation head from an arbitrary datum,
 GROUND SURFACE

TENSIOMETER

(NEGATIVE)

DATUM
Uw
hw = Y + gpw

FIGURE 10 CONCEPT OF TOTAL HEAD FOR SATURATED

AND UNSATURATED SOILS
U1
.t:-
W
 544

Uw pore-water pressure
Pw density of water
g acceleration due to gravity.

The gradient producing flow in the water phase takes the same
form above or below the arbitrary phreatic line (Freeze and Cherry,
1979), independent of whether the degree of saturation is 100 percent
or less. Flow of water through a saturated soil is commonly des-
cribed using Darcy's law.

dh
w
v -k (3)
w w dy
where: v velocity of water,
w
k coefficient of permeability with respect to the
w
water phase,
y coordinate in the direction of gravity.
The coefficient of permeability with respect to the water
phase is generally assumed to be a constant during transient
processes in saturated soils. Darcy's law also applies for the
flow of water through an unsaturated soil (Childs and Collis-George,
1950). However, it becomes increasingly important to recognize
that the coefficient of permeability is a variable. For example,
the degree of saturation and the water content of the soil may vary
considerably during a transient process. The"coefficient of
permeability is a function of any two of three possible volume-mass
properties.

k k (S,e) or
w w
k k (e,w) or (4)
w w
k k (w,S)
w w

where: S degree of saturation

e void ratio
w water content

The coefficient of permeability is a measure of the space

available for water to flow. This varies with void ratio (or
water content) for a saturated soil (Lambe and Whitman, 1969) and
void ratio and degree of saturation (or water content) for an
unsaturated soil (Lloret and "Alonso, 1981). The coefficient of
permeability must be revised during the transient process as the
volume-mass soil properties change. For many situations, the
change in void ratio may be of secondary importance and the
coefficient of permeability can be satisfactorily defined as a
function of degree of saturation (or water content). Corey (1957)
suggested the following mathematical approximation between degree
 545

of saturation and coefficient of permeability.

k
w kws [l~O-_S~,]' (5)

where: k coefficient of permeability of the soil

ws
at saturation
S residual degree of saturation in decimal form
r
~ an exponent varying between 3 and 4.

Figure 11 shows how the coefficient of permeability with

respect to the water phase varies in accordance with equation (5)
when ~ is equal to 4. Other relationships have also been proposed.
For example, Green and Corey (1971) and Elzeftawy and Dempsey (1976)
related the change in coefficient of permeability with respect to
the water phase to the volumetric water content of the soil.

4.1.2 Air Phase. The driving potential for the air phase of an
unsaturated soil can be written as a pressure head since the eleva-
tion head is negligible.

u
h
a (6)
a g~

where: h total head in the air phase

a
u pore-air pressure
a
Pa density of air.

The flow of air through an unsaturated soil can be described

using Fick's law (Blight, 1971).

au
v
a -D* ay-a (7)

where: v mass rate of air flow (kg/m 2 /s)

a
D* constant of proportionality equal to Dig
D a transmission constant having the same units
as coefficient of permeability (m/s)

The transmission constant can also be related to the degree of

saturation of the soil taking on an inverse form of that used for
the coefficient of permeability with respect to the water phase
(Corey, 1957).

4.2 Stress State Variables

The soil structure of a saturated soil eventually comes to

546
Ix 10-3 ~-----------------"'lxI0-3

lL ,,
o /

....
.Z , "
/
/

lLI I
U /
It I
/

8 Sr-O.5

Ix 10-10'----'-....£.L----'-----'------''-------'
o 20 40 60 80 100
DEGREE OF SATURATION C%)
FIG. II CHANGE IN COEFFICIENT OF PERMEABILITY
WITH DEGREE OF SATURATION (AFTER
COREY. 1957 )
 547

equilibrium after a change in the stress state. The equilibrium

states for the soil structure are described by a constitutive
equation relating the stress state with strain. The stress state
variable for a saturated soil is called effective stress and is
defined as (0 - u). Likewise it is necessary to know the stress
w
state for an unsaturated soil and relate it to the strain and
volume-mass soil properties.
Numerous attempts have been made to describe the state oE
stress for an unsaturated soil in the form of a single valued
equation (Bishop, 1959). However, the use of two independent stress
tensors has proven to be more satisfactory (Fredlund and Morgenstern,
1977). Although various combinations of independent stress state
variables are possible, the (0 - u ) and (u - u ) combination is
a a w
advantageous since the effects of total stress changes and pore-water
pressure changes can be separated. This is beneficial both from a
conceptual and analytical standpoint since pore-air pressure is most
often atmospheric.
The complete description of the stress state for an unsaturated
soil (i.e., three-dimensional) can be written as two independent
tensors. The first tensor is,

(0 - u ) T T
X a xy xz
T (0 -u) T
yx y a yz
T T (0 - u )
zx zy z a
and the second tensor is,

a~ uJ
o
(u - u )
a w
o (U

T ,T ; T ,T and T , T are the shear stresses on the x,

xy xz yx yz zy zx
y and z planes of an element. 0, 0 and 0 terms are the normal
x y z
stresses on the x, y and z planes, respectively.
The first stress invariants of the first and second stress
tensors, respectively, are
01 + 02 + 03 3u
a
(8)
3(u - u ) (9)
a w
where: 01 major principal stress
02 intermediate principal stress, and
03 minor principal stress.
548

~he second stress invariants of the first and second stress

tensors, respectively, are

121 (°1 - u)(02- u ) + ( °2 - u )( 03 - u )

a a a a (10)
+ ( °3 - ua )( 01 - u a )
2
122 3(u - u ) (11)
a w
The third stress invariants of the first and second stress
tensors, respectively, are

( °1 °
u a )( 2. - u a )( 03 u )
a
(12)
3
(u - u ) (13)
a w
Since the stress invariants of the second stress tensor are related,
only one invariant is required. Therefore, the three-dimensional
stress state can be described in terms of four stress invariants
for an unsaturated soil as opposed to three stress invariants for
a saturated soil.

The above stress state variables provides for a smooth transi-

tion in stress description when going from the unsaturated to the
saturated soil case. As the degree of saturation approaches 100%,
the pore-air pressure and the pore-water pressure become approxi-
mately equal in magnitude. Therefore, the matric suction term goes
to zero and the pore-air pressure in the (0 - u ) term becomes the
pore-water pressure. a

4.3 Constitutive Relations

Volumetric continuity of an unsaturated soil requires that two

constitutive equations must be formulated in order to define the
volume-mass properties of the soil. Constitutive equations for the
soil structure (or overall element) define the volumetric strain, t.
The water phase can be used to formulate a second independent consti-
tutive equation. The proposed constitutive equations are similar
to those suggested by Biot (1941) and Coleman (1962). They form an
extension of the semi-empirical elasticity formulation commonly
used in saturated soil mechanics.

4.3.1 Soil Structure. Let us assume that the soil behaves as an

isotropic, linear elastic material. Although this is not acceptable
for large stress changes, it is acceptable in. an incremental sense
and provides an extension of the forms commonly accepted for
saturated soils.
(0 - u ) (u - u )
x a a w
e:
x El HI
 549

(0 - u ) ].11 - u ) (u
y a w a
E (ox + 0
z
- 2u ) +
a
(14)
Y El El HI
(Oz - ua ) (u - u )
E
~ (0 + 0 - 2u ) + a w
z El El x y a HI

where: El Young's modulus with respect to (0 - u )

a
].11 Poisson's ratio
HI Elastic modulus with respect to (u - u )
a w
The sum of the normal strains gives the volumetric strain and
can be written using compressibility moduli soil properties.

E mS d( 0 - u ) + m2s d(u - u ) (15)

1 a a w
where: compressibility of the soil structure when
d(u - u ) is zero,
a w
compressibility of the soil structure when
d(o - u ) is zero.
a
The compressibility moduli, m~ and m~, can be related to the
elastic parameters for specific types of loading. For example,
for K loading the relationships are as follows~
o

(1 + ].11)(1 - 2].11)
E (1 - ].I )
.!. ].I)
(1 1 (16)
1
H (1 + ].I )
1 1
For one-dimensional, K or isotropic loading conditions, the
volumetric strain can be p18tted versus the stress state variables
to form a three-dimensional constitutive surface (Figure 12a). In
order to retain consistency with saturated soil mechanics termino-
logy, it is also possible to plot void ratio, e, versus the stress
state variables. In either type of plot, the constitutive surface
is nonlinear but coefficients of compressibility can be defined in
a linear form for small stress increments. The slopes of interest
are those associated with each of the stress state variables. On
the void ratio plot, the coefficient of compressibility with
respect to a change in (0 - u ) can be" defined as,
a
-de/d(o - u ) ( 17)
a
and the coefficient of compressibility with respect to a change in
matric suction can be defined as,
550

12 a) SOIL STRUCTURE SURFACE

8w

12 b) WATER PHASE SURFACE

Ua -U w

12 c) A IR PHASE SURFACE

FIG. 12 CONSTITUTIVE SURFACES FOR THE VARIOUS

PHASES OF AN UNSATURATED SOIL
 551

a -de/d(u - u ) (18)
m a w
The coefficients of compressibility (Le., at and am) can be
converted to compressibility moduli values (m~ and m~) by dividing
by (1 + e). For corresponding stress ranges, m~ will approximately
equal m~ when the degree of saturation is near 100%. As the degree
~ s
of saturation decreases, IDz becomes less than ml'

Little experimental data are available on the shape of the

entire constitutive surface. One set of data were published by
Matyas and Radhakrishna (1968) in which they tested a mixture of
potter's flint and kaolin. Two constitutive surfaces, one in terms
of void ratio and the other in terms of degree of saturation, were
plotted versus the stress state variables (Figure 13). Uniqueness
of the soil structure constitutive surface has been demonstrated as
long as the deformation conditions are monotonic (Barden, Madedor
and Sides, 1969; Fredlund and Morgenstern, 1976).

4.3.2 Water Phase. The net inflow or outflow of water from a

referential type element can be written as a linear combination of
the effects of each stress state variable (Biot, 1941; Coleman,
1962; Fredlund and Morgenstern, 1976).

( 0
x
+ 0
y
+ 0
z
- 3u )
a
(u
a
- u )
w
8
w
+ (19)
3HI R
I I
where: HI water phase (elasticity type) parameter with
respect to (0 - u ), and
y a
water phase (elasticity type) parameter with
respect to (u - u )
a w

Equation (19) can also be written using a compressibility form.

w
8 m d(o - u ) + mW d(u - u ) (20)
w 1 y a 2 a w
w
where: m slope of the (0 - u ) versus 8 plot when d(u - u )
I y a w a w
is zero.
w
m slope of the (u - u ) versus 8 plot when d (0 -u )
2 a w w y a
is zero.
Equation (20) can be plotted as a three-dimensional plot of the
stress state variables versus a change in volumetric water content,
8 for one-dimensional, K or isotropic loading conditions.
w 0
Equation (20) can also be written in terms of gravimetric water
content, in keeping with soil mechanics convention.
552
e

0 .80

0 .70

060

13 a) VOID RATIO CONSTITUTIVE SURFACE

5"1.

100

I NIT I AL CONDITION
OF SPECIMENS
Yd • 89 .2 PCF

w"2 1.5 '1o

S "67.6 '10

13 b) DEGREE OF SATURATION CONSTITUTIVE SURFACE

FIGURE 13 VOID RATIO AND DEGREE OF SATURATION

CONSTITUTIVE SURFACES FOR A MIXTURE OF
FLINT AND KAOLIN (FROM MATYAS AND
RADHAKRISHNA • 1968 )
 553

Procedures to evaluate the various soil moduli are beyond the

scope of this paper. Rather, only a few comments will be made on
the relationship between the various moduli. It is difficult, time
consuming and costly to perform a detailed investigation of the
constitutive surfaces. In most cases it may prove sufficient to
measure deformation along one stress path and estimate the moduli
corresponding to other stress paths. As an example, let us con-
sider the case of loading, (i.e., ~(o - u » an initially saturated
silt soil. The relationship between the ~et total load, (0 - u ),
and the overall volume change (or void ratio) can be measured i~ a
triaxial cell using isotropic consolidation (Figure 14). If the
same soil were loaded by increasing the matric suction, the volume
change would be the same as long as the soil remained saturated.
Once the soil starts to desaturate, a matric suction change would
not be as effective as a net total stress change in producing a
volume change. On the other hand, a matric suction change would be
more effective than a net total stress change in removing water from
the soil. The relationship between the corresponding soil moduli
can be observed in Figure 14.

The direction of deformation must be monotonic with respect to

both stress variables. In other words, if the change in one stress
variable is causing a volume decrease while a change in the other
stress variable is causing a volume decrease, hysteretic effects
must be taken into account. It should be noted that as saturation
is approached, all four moduli (i.e., m~, m~, m~ and mW~ approach
the same value.
4.3.3 Air Phase. The change in volume of air in an element of
unsaturated soil can be written as the difference between the
volumetric strain of the soil structure and the net inflow (or out-
flow) associated with the water phase constitutive relationship.

a
ea m d( 0
1 y
- u ) + rna d(u - u )
a 2 a w
(21)
a
where: m1 slope of the
y
- u ) versus
(0
a
ea plot when
d(u - u ) is zero, and
a w
a
~ slope of the (u - u ) versus
a w
ea plot when
d( 0 - u ) is zero.
y a
Figure 12 shows the relationship between the three constitutive
surfaces. At any stress point on the constitutive surfaces, the
compressibility moduli are related as follows:

(22)
 I.J1
I.J1
."..

PRECONSOLIDATION
PRESSURE

1.00 I oc: _____ !

0
0
"-
0.95
>- COMMENCEMENT OF
I- 1
~ DESATURATION
~ 0.90
a::
l!) ~~
0 u 0.85 \ ~
z ,,
<l u: , ~,
U
UJ 1.00
.......... .......
0 Q. 0.80 eo \
III \ ... -----_ e vs (ua- Uw I
So = 100 % \
~ )(
,,
a:: 0.75 , ------------- -------
I- Wo· 37.0 %
0 Z
0 UJ
",
I-
> Z 0.70 ""
0 " ....
U "" ........
a:: """"" Gs w/IOO VS (ua-uwl
UJ
0.65 .....
I- ..........
<l ...........
3= .......
0.60
... ...
-....... - ---
0.55' •
o 200 400 600 800 1000 1200 1400

CT - Ua) or ( ua - Uw ) . k Po

FIG. 14 RELATIONSHIP BETWEEN MODULI DURING LOADING

( SOIL INITIALLY SATURATED)
 555

4.4 Other Physical Relations

An attempt is made to concentrate on the main physical relations

required in the derivation of the transient flow equations. Most
additional physical relations required relate to the behavior of air
and air-water mixtures (Fredlund, 1976). For example, the density
of air under isothermal conditions is as follows:

(23)

where: density of air

molecular weight of the mass of air
universal gas constant
absolute temperature
absolute pore-air pressure (i.e., p
u atmospheric pressure.
atm
The isothermal compressibility of air-water mixtures (assuming
no air diffusion into the water) in the presence of a soil matrix
(Fredlund, 1976), can be written,

du
SB
w
+~
du
(1 - S)/p (24)
w
where: B compressibility of an air-water mixture
Bm
w compressibility of water

When the solution of air in water is taken into account, the

compressibility of an air-water mixture can be written,

du (1 - S) du HS
SB + ~ ____ + __a _ (25)
w du p du p
w w
where: H Henry's volumetric coefficient of solubility.

5 DERIVATION OF CONSOLIDATION EQUATIONS

For a simple, isothermal, transient flow problem, two fluids

can flow independently from an unsaturated soil; namely, water and
air. Therefore, two independent partial differential equations are
required to solve for the pore-water and pore-air pressures with
time (i.e., two phase flow approach). The pore-water and pore-air
partial differential equations must satisfy continuity of the water
and air phases, respectively. For two- and three-dimensional cases,
it is necesary to couple the continuity equations with the equili-
brium equations for a rigorous formulation. In many situations it
556
may be satisfactory to use an uncoupled form of the continuity
equation when solving consolidation problems in unsaturated soils.

For some problems, the excess pore-air pressure throughout the

soil mass will be negligible. In these situations, only the water
phase partial differential equation needs to be solved. This may
be the case, for example, when predicting the swelling of an
unsaturated soil as a result of a slow wetting at the boundary.
Other problems may require that only the excess pore-air pressure
is significant and in these cases only the pore-air partial differ-
ential equation must be solved.

The application of a total stress to an unsaturated soil and

observing the resulting consolidation is a problem of interest in
geotechnical engineering. After applying a load, there will be an
immediate settlement and then a dissipation with time of the excess
pore-water and pore-air pressures. In order to predict the pore-
water and pore-air pressures as a function of time it is necessary
to simultaneously solve the pore-water and pore-air partial differ-
ential equations. The initial excess pore-air and pore-water pore
pressures can be considered as initial conditions and these can be
evaluated using the Band B pore pressure parameters (Hasan and
w a
Fredlund, 1980). The application of a total load. will always induce
a smaller excess pore-air than pore-water pressure. The magnitudes
of each pressure depends upon the compressibility moduli of the
unsaturated soil and the compressibility of the air-water mixture.
The one-dimensional transient flow equation for the water and
air phases can be derived by equating the time derivative of the
relevant constitutive equation to the divergence of the velocity
as described by the flow law. The time derivative of the consti-
tutive equation controls the amount of deformation that occurs
under various stress conditions while the divergence of velocity
controls the rate at which the flow of air and water occurs.

The assumptions used in the derivation will be the same as

those proposed by Terzaghi for saturated soils, with some exceptions
and additions.

i) The air phase is assumed to be continuous. However, even

when the air phase becomes occluded, the coefficient of permeability
with respect to the air phase approaches the diffusivity of air
through water. At the other extreme, the excess pore-air pressure
is assumed to remain at atmospheric pressure when the air voids are
large. This negates the need for solving the air phase partial
differential equation for this case.
w w a
ii) The compressibility moduli of the soil (i.e., mI , ~, m1
and m;) remain constant during the consolidation process. However,
 557

it is possible to make the various moduli a function of the stress

state during the solution of the partial differential equations.

iii) The coefficients of permeability with respect to the air

and water phases are assumed to be a function of the volume-mass
soil properties during the consolidation process. However, the
case where the coefficients of permeability are assumed to remain
constant is also emphasized.

iv) The effect of air diffusing through water, air dissolving

in water and the movement of water vapor are ignored. In most
practical problems, the initial and final states of stress in the
air phase are the same (i.e., atmospheric). Therefore, although air
may go into solution under increased pressure, it can also be assumed
that it comes out of solution in response to a return to atmospheric
boundary conditions.

The above assumptions are not completely accurate for all

cases; however, they are reasonable for a first attempt to derive
a general consolidation theory for unsaturated soils.

5.1 Water Phase Partial Differential Equation (One-Dimensional)

Let us consider a referential element of unsaturated soil.

During the consolidation process, water flows out of the element
with time. The constitutive relationship for the water phase
defines the volume of water in the element for any combination of
total, air and water pressures. The volume of water entering and
leaving the element in the y-direction is described by Darcy's law
as:

- fk ahw] dx dz

J
V (26)
we Lwa y
and

- [k ~ah + --
a (k ~ah) dy dx dz (27)
w ay ay w ay

where: V volume of water entering the element,

we
Vwl volume of water leaving the element.

The net flux of water per unit volume of the element is

ae w k a2u 1 ak au ak ]
- [~ ----.!!: + --- ~ ~ + ~ (28)
at
p g ay2 p g ay ay ay
w w
The net flux of water can be equated to the time derivative
of the constitutive relation for the water phase.
558

a(o - u ) 3(u - u )
m lW _ _ _-=a'- + ~ w _---=a'--_-"w_
3t 3t (29)
k 32 u 1 3k 3u 3k
_ ~ ----Y!!. _ __ ---Y!.. w w
p g 3y 3y 3y
w
During the consolidation process, the change in total stress
with respect to time is generally set to zero. Simplifying and
rearranging, the water phase partial differential equation can be
written:

3u 3u 32 u c w 3u 3k 3k
w
~+ c w ----Y!!. + _v_ ---Y!.. ---Y!.. + w
C
w 3t v 3r k
w
3y 3y
c
g 3y
(30)

where: C (1 - mW/mw) (mw/mw) and is called the interactive

w 2 1 2 1
constant associated with the water phase equation.
w
c
v
k
w
Ipwg mW and is called the coefficient of
2
consolidation with respect to the water phase.
c l/mw and is called the gravity term constant.
g 2
Equation (30) assumes that the coefficient of permeability
varies significantly with space in the unsaturated soil. The
coefficient of permeability can be independently written as a
function of the volume-mass properties of the soil (Corey, 1957;
Green and Corey, 1971). When solving the partial differential
equation using a numerical technique, the coefficient of permea-
bility can be assumed to be constant over each time step and then
revised for the next time step. Since the constitutive equations
for the unsaturated soil are known, the void ratio, degree of
saturation and water content can be computed for each time step
and used to revise the coefficient of permeability. The last two
terms in equation (30) account for the variation in coefficient of
permeability with respect to space. If the coefficient of permea-
bility does not vary significantly with space, these terms can be
dropped from equation (30). There may also be situations where
the (3u 13y)(3k 13y) term is negligible while the gravity term,
w w
c 3k 13y, should be retained.
g w

3u
w
au
C ~+ C w (31)
at w at v

This form for the water phase partial differential equation

demonstrates the smooth transition between the unsaturated soil
consolidation theory and the conventional Terzaghi consolidation
 559

equation for a saturated" soil. As a soil becomes saturated, the

interactive constant, C , approaches zero. If the pore-air pressure
w
induced is small relative to the pore-water pressure, the equation
will again revert to Terzaghi's consolidation equation. The fact
that the air phase cannot remain continuous as a soil goes towards
saturation is a physical restriction; however, it does not pose a
mathematical problem.
5.2 Air Phase Partial Differential Equation (One-Dimensional)

The air phase is compressible and flows in response to an air

pressure gradient. The constitutive relationship for the air phase
defines the volume of air in the element for any combination of the
total, pore-air and pore-water pressures. The time derivative of
the air phase constitutive equation can again be equated to the
divergence of the mass velocity of air to give a partial differen-
tial equation for the air phase. According to Fick's law, the mass
of air entering and leaving the element is,

M
ae
D* 1£. dx dz (32)
ay
and

ID* 1£.ay + ~ay (D* 1£.)

L ay
d Y] dx dz (33)

mass of air entering the element;

mass of air leaving the element.

Let us assume that the space change in coefficient of permea-

bility with respect to the air phase is negligible. The net mass
flux of air through the element is,

am (D* ~) (34)
at
ay2
where: m the mass of air.

The mass rate of change is written in terms of a volume rate

of change by differentiating the relationship between the mass and
volume of air:

ae a a(m/ p g) 1 am 1 ap
a
_ _-=ac- =-_ -----m (35)
at at at p2g at
a

The density of air can be written in terms of pressure and

temperature using the gas law. The mass of air can be written in
terms of the density of air, p, the degree of saturation, S, and
the porosity of the soil, n: a
 560

m (1 - S)n p g (36)
a
Differentiating the density of air equation (23) and substi-
tuting equations (34) and (36) into equation (35), gives

as a (1 - S)n ap
(37)
at p at

Equation (37) can be equated to the time derivative of the

air phase constitutive relation.

a a(o - u ) a a(u - u )
m1 Y.. a + ID2 a w
at at
(38)
2
a u (1 - S)n au
- D*RS a a
wp ay2 p at

The change in total stress with respect to time is generally

set to zero for the consolidation process. Simplifying and
rearranging equation (38) gives the air phase partial differential
equation.

au au a2 u
a
C ---Y!... + c a a
(39)
a v ay2
at at
where a a
II2 1m 1
C
a a a {l - S)n
(1 - II2 1m 1) +
(u
a
+ u atm )ma1
and is called the interactive constant associated
with the air phase equation.

a D*RS 1
c
v w

an.d lis called the coefficient of consolidation

with respect tq the air phase.

As a soil becomes completely dry, the interactive constant, C ,

approaches zero and equation (39) reverts to the form presented bya
Blight (1971). Equation (39) is nonlinear since the pore-air
pressure must be assumed in order to solve the equation. However,
the nonlinearity effect is slight and can be ignored or an iterative
 561

procedure can be used in solving the equation. There is also non-

linearity associated with the constant of proportionality, D*.
This problem can be essentially overcome by writing the constant of
proportionality as a function of the volume-mass properties of the
soil and revising its magnitude as the solution proceeds.

The change in pore-air and pore-water pressures is obtained by

simultaneously solving equations (30) and (39) (or equations (31)
and (39». The solution is later demonstrated using a finite
difference technique.

5.3 Dimensionless Consolidation Parameters

The results of the simultaneous solution of the pore-water and

pore-air partial differential equations (i.e., equations (31) and
(39» can be expressed in terms of dimensionless numbers similar to
those used for saturated soils. The dimensionless numbers are the
average degree of consolidation and the time factor for the water
and air phases. The average degree of consolidation for the water
phase is defined as:

uw (40)

where: U average degree of consolidation with respect to

w
the water phase;
u , initial pore-water pressure;
W1
u pore-water pressure at any time; and
w
h length of drainage path.

The time factor for the water phase is defined as:

C t
v
T (41)
w

where: t elapsed time.

Similarly, the average degree of consolidation and the dimen-

sionless time factor with respect to the air phase are defined as:

r2h
J O u a dy
U 1 - r 2h (42)
a J,o u ,dy
a1

and
562

a
c t
v
T (43)
a h

where: U average degree of consolidation with respect

a
to the air phase.
T time factor with respect to the air phase;
a
u . initial pore-air pressure; and
al
pore-air pressure at any time.
u
a
Figure 15 shows the water phase degree of consolidation versus
time factor curves for various air-water interaction constants.
Similar curves for the air phase are shown in Figure 16. The inter-
active constant in the air phase partial differential equation was
assumed to be constant for the calculation of pore-air pressure
dissipation. The curves show a smooth transition towards the case
of a completely saturated soil (Terzaghi, 1943) and the case of a
completely dry soil (Blight, 1971).
5.4 Two-Dimensional Case

Consolidation equations for two- and three-dimensional problems

can either be formulated in an uncoupled or coupled manner. The
uncoupled form assumes that the total mean stress remains constant
during the consolidation process. Therefore, transient seepage
equations can be derived by satisfying the continuity of the water
and air phases.

5.4.1 Water Phase. Assuming isotropic soil properties and iso-

thermal conditions, the uncoupled pore-water consolidation equation
for the two-dimensional, plane strain case is as follows
(Dakshanamurthy and Fredlund, 1980a).

3u 3u 32 u <lk
w --'! + c W _ _w _+ c w
C (44)
3t w 3t v <ly 2 g <ly
w w w w
where: C -(1 ~ 1m 1) I (~/ml); interactive constant
w
associated with the water phase partial differentiai
equation.
k
w w
c the coefficient of consolidation for the
v
water phase with respect to x- and
y-directions.
c 1
g and is called the coefficient associated
w
m with the gravity term.
2
 0 ...• I

Cw RANGING FROM 0.0 TO 5.0

0.1
Co RANGING FROM 0.0 TO 1.0

0.2 f- Cw
Co
z 0.3 ~
0 Cw 5.0
....................
"' " .........
i=
<(
Cl Cw = 1.0 Cn < 0.1
0.4 y"" " "\. .I
...J
0
r Co < 0.1
<fl
z 0.5
0
u
~~~y-Cw = 4.0
I..L. Cn < 0.1
0 O.J
w
w Cw < 1.0
a::
C) 0.7 I
w ALL Co VALUES
Cl

0.8

0.9

1.0
0.01 0.1 1.0 10
TIME FACTOR ( WATER PHASE)

FIGURE 15 DIMENSIONLESS TIME FACTOR VERSUS DEGREE OF

CONSOLIDATION CURVES FOR THE WATER PHASE Ul
0-
W
 VI
0\
-l:-

0 , , , , I

Co RANGING FROM 0.0 TO 1.0

0.1
Cw RANGING FROM 0.0 TO 5.0

0.2

z 0.3
0
~
«0
0.4 ~~ ~ Co<O.OI
...J
0 r- ALL VALUES
Vl
z
1 ~ Cw

0 0.5
u
LL
0 0.6
IJ..J Co = 0.4
IJ..J ~
D: \ \ Co = 0.1
(!) Cw <1.0 Cw < 1.0
IJ..J
0
07~ \ \ r -
0;8
I
Co = 0.2

0.9 [ Cw < 1.0

1.0 I I I
0.001 0.01 0.1 1.0

TIME FACTOR (AIR PHASE)

FIGURE 16 DIMENSIONLESS TIME FACTOR VERSUS DEGREE OF CONSOLIDATION

CURVES FOR THE AIR PHASE
 565

5.4.2 Air Phase. Similarly, the two-dimensional, uncoupled pore-

air consolidation equation can be written as follows:

aua
(45)
at
where:

C
a (1 _ rna 1ma) + __(.>..::l=--.---=..SL.)-=n:=..-_
2 1 rna (u + u )
1 a atm
the interactive constant associated with the air
phase equation.

a D*R8 1
c
v w a a a
(1 - m 1m )(u + u atm ) m 1 + (1 - S)n
2 1 a
the coefficients of consolidation for the air phase
with respect to x- and y-directions.

The coupled consolidation equation satisfies the equilibrium

equation in addition to the continuity of the water and air phase.
Biot (1941) derived the coupled equations for a saturated soil,
assuming isotropic and linear elasticity. All the physical
relations are now available to perform a similar derivation for
unsaturated soils; however, the author is not aware of such an
analysis having been performed.

5.5 Numerical Solution Using the Finite Difference Technique

Dakshanamurthy and Fredlund (1981) used a special finite

difference procedure to obtain the simultaneous solutions of the
water and air phase partial differential equations (i.e., equations
(31) and (39)). These two equations are solved herein using an
explicit forward difference technique (Figure 17). Since the air
phase and water phase equations are nonlinear, this procedure is
advantageous because it transforms the nonlinear partial differen-
tial equation into a linear differential equation. The following
steps are used to solve the water phase and air phase transient
flow equations.

Write the transient flow equation for the water phase in a

finite difference form:

C .)
u w('1,J'+1) - uW1,J u a ('1,]'+1) - u a1,J
(' ')
lit
cw lit
 1.11
~
TIME SCALE (jl ~

I I
r -- dy Uw(ltl,j-l)
t
i 6. y -----L- I
T I
Uw(i,j-I) Uw(i, j)
I
... --0.
~ ~
en T h
Uw(i-I,j-I)
:I:
'------- -------- --
I-
0.
W
o

I-- j t::. t ----l WATER PHASE

--I 6. t I- -I
TIME SCALE (j )
I I
r -6,..y Ua(itl,j-I)
i6.y ~ ...T I
Ua(i,j-I) Ua (i,i)
i ~uen T ,. h
I
Ua ( H, j-I)
:I: ... --
I-
0.
W
o
r--Jt::.t-J AIR PHASE
-I 6.t I-

FIG. 17 FINITE DIFFERENCE MESH FOR THE TRANSIENT FLOW EQUATIONS

 567

compute the pore-water and the pore-air pressures at a given

time step from the known values at the previous time step. When
computations for both pore-water and pore-air pressures for all
depth steps are completed, march forward to the next time step.
Repeat the above procedure until equilibrium has been achieved for
the air and water phases. The solution of the finite difference
equations is obtained by setting the values for S ,S and S ~ 0.5
twa
in order to satisfy stability conditions.

6 COMPLETE CONDITIONS TO SATISFY

Other conditions, in addition to the mass conservation equations

for the air and water phases, must be defined to complete the speci-
fication of the consolidation problem. These conditions are the
initial state of stress, the boundary stress conditions and the
auxiliary stress changes during the consolidation process. The
boundary conditions for saturated soil consolidation problems have
classically involved the specification of head or flux at all
geometric boundaries. The flux condition is generally an impervious
boundary (i.e., zero flux). For unsaturated soils, the boundary
conditions that must be specified become more complex. Generally
a portion of the boundary is exposed to the environment. The micro-
climate controls both the air and water phases.

6.1 Initial Conditions

The initial boundary conditions must be specified for the air

and water phases as well as for the total stress. This applies to
all parts throughout the soil mass.

6.2 Boundary Conditions

Either the head or flux condition can be specified at the

boundaries during the consolidation process. The specification of
a head or pore-water pressure at the boundary is referred to as a
Dirichlet type designation. The specification of a flux across
the boundary is referred to as a Neumann type designation. The
Dirichlet or Neumann type boundary condition must be independently
specified for the air and water phases.

In general, the air phase surface boundary condition will be

of the Dirichlet type with the air pressure set equal to atmospheric
pressure. The water phase surface boundary conditions is generally
of the Neumann type for an unsaturated soil. In other words, there
will be a moisture flux outward or inward at the surface boundary
depending on whether there is evaporation or infiltration at the
boundary. The water phase boundary conditions must be based on
representative microclimatic conditions. These boundary conditions
are difficult to assess and are a subject requiring further research.
 568

w u W("+1
1 ,]") - 2uw ("1,]") + u w ("1- 1 ,]")
+ c (46)
v
11 y2

where: i space increment in the y-direction

j time increment.

Write the transient flow equation for the air phase in a

finite difference form:

u a ("1,J"+1') - u a ("1,]" ) " 1) ,- u w ("1,J")

u w ("1,J+
C
I1t a I1t

a u a("+1
1 , J")-2ua1,]
(" ")+u a1-,]
(" 1")
c (47)
v

Multiply equation (47) by C. Solve the equations (46) and

w
(47) simultaneously for the pore-water pressure. Simplify and
rearrange the resulting equation such that the unknown pore-water
pressure at the given time step (i.e., (j+l)th) are on the right-
hand side of the equation. '

w -C
uW(i,j+l) u (" ") + 8wg 1 ( w )8 f a (48)
w 1,J ~CC)+ 1 C Cal
a w a w

where:
8 8
w a

w
g1 u W("+1
1 ,J") - 2uw ("1,J") + uw ("1- 1 ,J")

f 1a u a ("1+ 1 ,J") - 2u a ("1,J") + u a ("1-: 1 oJ")

Multiply equation (46) by c.

a
Solve equations (46) and (47)
simultaneously for pore-air pressure. Simplify and rearrange the
resulting equation such that the unknown pore-air pressure at the
given time step (i.e., (j+l)th) is on the left-hand side and all
known variables at the previous time step (i.e., jth) are on the
right-hand side of the equation.

C 8 f a
( a 8 W a 1
(49)
ua(i,j+l) u ("
a 1,J
") + ""-l---C-C-) w 1 + (1 - C C )
a W
g
a W
 569

6.3 Auxiliary Conditions

The auxiliary condition of interest in geotechnical engineering

is the generation of pore-air and pore-water pressure arising from
a change in total stress conditions. Pore pressure generation can
be assessed by assuming undrained loading conditions at the instant
of time when the external total stresses are applied. The pore-air
and pore-water pressures generated are added to the existing pore
pressures and the consolidation process can proceed. For a two-
dimensional problem, the pore pressures generated can be written
in terms of changes in the major and minor principal stresses
(Hasan and Fredlund, 1980).

lIu (50)
w

(51)

where B and B pore pressure parameter for isotropic loading

w a
for the water and air phases, respectively.
Aw and Aa pore pressure parameter for deviator stress
loadings for the water and air phases,
respectively.
0 major principal stress
1
03 minor principal stress

The A and B pore pressure coefficients can either be measured

or computed from theoretical relations if the compressibility moduli
and volume-mass properties of the unsaturated soil are known. The
theoretical derivation of the Band B pore pressure parameters
is of particular interest in ge~techni~al engineering practice.
Two independent pore pressure generation equations can be derived
based on the continuity requirements for an unsaturated soil.
Overall continuity requires that the compression of the soil struc-
ture must equal the compression associated with the pore-fluid
phases.

s s
mIll (cr - u a ) + mIll (u a - uw )

[(1 - S) + HSjJ
(u +u ) nll. u (52)
a atm w

A second equation can be derived based on the continuity of

the air phase. In this case, the volume change corresponding to
the compression of the air must equal the volume change defined by
the air phase constitutive relationship.
 570

a
u ) + m1 (u - u )
a a w
(53)
[(1 - S)n/(u + u )] lIU
a atm a

Equations (52) and (53) can be solved for the changes in pore-
air and pore-water pressures resulting from a change in the applied
load. These equations can be simplified by defining the following
variables.
ms ) (1 - S)n + HSn
( 2 - 1 - ------
m 1s
(u + u )m s
a atm 1
(54)

R (55)
2

a a
m2 1m 1
R (56)
3
(1 - S)n + HSn
)
- 1 - -(-u-+-u--)-m-t·
a atm

1
R (57)
4
(1 - S)n + HSn
)
1 ---
a
(u + u ) m
a atm 1
Equations (52) and (53) can be combined and solved to give two
pore pressure parameters that can be used to compute pore pressure
generation due to isotropic loading.
B (58)
w
B (59)
a
Equations (58) and (59) require an iterative technique in their
solution since R1, R3 and R4 contain the absolute pore-air pressure
value.
 571

7 TRANSLATION OF PORE-PRESSURES TO VOLUME-MASS SOIL PROPERTIES

The pore-air and pore-water pressures computed during the

consolidation process can be used to calculate the void ratio, degree
of saturation and water content at any time. The void ratio change
can be converted into a prediction of swell or shrinkage.

7.1 Void Ratio (Swell or Shrinkage)

The void ratio, e, at various times during the transient process

can be written,
e e.+Lie t60)
1

where: e. void ratio at the beginning of the transient

1
process, and
Lie change in void ratio during the transient process.

The volumetric strain of the soil structure (i.e., equation (15»

can be used to calculate the change in void ratio, Li.e. The amount
of swell or shrinkage, LiH, during the transient process is,

Lih h [ Lie ] (61)

i 1 + ei

where: hi initial thickness of soil layer.

7.2 Water Content (Gravimetric)

The change in volume of water in the soil can be computed by

substituting the change in the stress state variables at any time
into the water phase constitutive relation (i.e., equation (20».
The gravimetric water content at any time, w, during the transient
process can then be written:

w w. (62)
1

where: water content (gravimetric) at the beginning

of the transient process, and
dry density of the soil.

7.3 Degree of Saturation

The degree of saturation is calculated using the following

volume-mass relationship.

Se wG (63)
s
 572
8 FUTURE NEEDS

Presently, there is a need for additional research in the

following areas:

i) the development of suitable analytical, numerical computer

programs for the saturated-unsaturated soil consolidation.

ii) the solution and publication of further case histories

which further verify and demonstrate the application of the
saturated-unsaturated consolidation model.

iii) the solution of coupled, two- and three-dimensional

seepage problems.

iv) a further knowledge on the relationship between the

various soil moduli required for the seepage model, as well as
testing procedures suitable for the evaluation of the various
soil moduli.

v) the relationship between the coefficients of permeability

and the volume-mass soil properties.

vi) the evaluation of suitable flux boundary conditions based

on the microclimate for the site under consideration.

9 REFERENCES

1. Barden, L. "Consolidation of compacted and unsaturated clays."

Geotechnique, 15(3) (1965) 267-286.
2. Barden, L., Madedor, A. o. and Sides, G. R. "Volume change
characteristics of unsaturated clay." ASCE, Journal of Soil
Mechanics Foundation Division 95 (SM1) (1969) 33-51.
3. Biot, M. A. "General theory of three-dimensional consolidation."
Journal of Applied Physics, No. 12 (1941) 155-164.

4. Bishop, A. W. "Some factors controlling the pore pressures

set up during the construction of earth dams." Fourth Inter-
national Conference on Soil Mechanics and Foundation Engineering,
Vol. 2 (1957) 294-300.

5. Bishop, A. W. "The principle of effect:;i.ve stress." Technisk

UkefZad No. 39 (1959).
6. Bishop, A. W. and Blight, G. E. "Some aspects of effective
stress in saturated and unsaturated soils." Geotechnique,
Vol. 13 (1963) 177-197.
 573

7. Bishop, A. W. and Donald, 1. B. "The experimental study of

partly saturated soil in the triaxial apparatus." Proceedings
of the Fifth International Conference on Soil Mechanics and
Foundation Engineering (1961) 13-21.

8. Blight, G. E. "Flow of air through soils." Journal of the

Soil Mechanics and Foundation Division 3 ASCE3 April (1971)
607-624.

9. Burland, J. B. "Some aspects of the mechanical behavior of

partly saturated soils." In: Moisture Equilibrium and
Moisture Changes in Soils Beneath Covered Areas. Butterworth
and Company (Australia) Ltd., Sydney, Australia (1965).

10. Childs, E. C. and Collis-George, N. "The permeability of

porous materia1." Proceedings of Royal Society, 201A (1950).

11. Coleman, J. D. "Stress/strain relations for partly saturated

soil." Correspondence in Geotechnique 3 12(4) (1962) 348-350.

12. Corey, A. T. "Measurement of water and air permeability in

unsaturated soi1." Proceedings of the Soil Science Society of
America, Vol. 21, No. 1 (1962) 7-10.

13. Dakshanamurthy, V. and Fredlund, D. G. "Moisture and air flow

in an unsaturated soil." Proceedings of the Fourth International
Conference on Expansive Soils, American Society of Civil
Engineering, Vol. 1 (1980a) 514-532.

14. Dakshanamurthy, V. and Fredlund, D. G. Computer Documentation

CD16.3. "Transient flow analysis (coupled water vapor)."
Department of Civil Engineering, University of Saskatchewan,
Saska toon, Canada (1980b).

15. Dakshanamurthy, V. and Fredlund, D. G. "A mathematical model

for predicting moisture flow in an unsaturated soil under
hydraulic and temperature gradients." Water Resources Research
Journal 3 Vol. 173 No. :3 (1981) 714-722.
16. E1zeftawy, A. and Dempsey, B. "Unsaturated transient and
steady-state flow of moisture in subgrade soi1." Proceedings
of Transportation Research Board, No. 612, National Academy
of Sciences, Washington, D. C., U. S. A. (1976) 56-61.

17. Fredlund, D. G. "Volume change behavior of unsaturated soils.'·'

Ph.D. Dissertation, University of Alberta, Edmonton, Alberta (1973).

18. Fredlund, D. G. "Density and compressibility characteristics

of air-water mixtures." Canadian Geotechnical Journal 3 Vol. 133
No. 4 (1976) 386-396.
574
19. Fredlund, D. G. "Appropriate concepts and technology for
unsaturated soils." Second Canadian Geotechnical Colloquium,
Canadian Geotechnical Journal, Vol. 16, No. 1 (1979) 121-l39.

20. Fredlund, D. G. and Morgenstern, N. R. "Constitutive relations

for volume change in unsaturated soils." Canadian Geotechnical
Journal, Vol. 13, No. 3 (1976)261-276.

21. Fredlund, D. G. and Morgenstern, N. R. "Stress state variables

for unsaturated soils." ASCE, Vol. 103, GT5 (May) (1977)
447-466.

22. Fredlund, D. G. and Hasan, J. U. "One-dimensional consolidation

theory: unsaturated soils." Canadian Geotechnical Journal,
Vol. 16, No. 3 (1979) 521-531.

23. Freeze, R. A. and Cherry, J. A. "Groundwater." Prentice-Hall

Inc., New Jersey (1979).

24. Gardner, W. R. "Soil suction and water movement," in pore-

pressure and suction in soils. London: Butterworths (1960)
137-140.

25. Green, R. E. and Corey, J. C. "Calculation of hydraulic

conductivity: a further evaluation of some predictive methods."
Proceedings of Soil Science Society of America, Vol. 35 (1960)
3-8.

26. Hamilton, J. J. "Effects of environment on the performance of

shallow foundations." Canadian Geotechnical Journal, Vol. 6
(1969) 65-80.

27. Hasan, J. U. and Fredlund, D. G. "Consolidation theory for

unsaturated soils." Presented to the Symposium on Water
Movement and Equilibrium in Swelling Soils. Organized by the
Committee on Water in the Unsaturated Zone of the Section of
Hydrology of the American Geophysical Union, San Francisco,
U. S. A. (1977).

28. Hasan, J. U. and Fredlund, D. G. "Pore pressure parameters

for unsaturated soils." Canadian Geotechnical Journal, Vol. 17,
No. 3 (1980) 395-404.

29. Hilf, J. W. "Estimating construction pore pressures in rolled

earth dams." Proceedings, Second International Conference
on Soil Mechanics and Foundation Engineering, Rotterdam,
Vol. III (1948) 234-240.

30. Lambe, T. W. and Whitman, R. V. "Soil Mechanics." John Wiley,

New York (1969).
 575
31. Lloret, A. and Alonso, E. E. "Consolidation of unsaturated
soils including swelling and collapse behavior." Geotechnique,
30(4) (1980) 449-477.

32. Matyas, E. L. and Radhakrishna, H. S. "Volume change

characteristics for partly saturated soils." Geotechnique,
18(4) (1968) 432-448.

33. Narasimhan, T. N. and Witherspoon, P. A. "Numerical model

for saturated-unsaturated flow in deformable porous media.
1. Theory." Water Resoupces Research, 13(:3) (1977) 657-664.

34. Philip, J. R. and de Vries, D. A. "Moisture movement in

porous materials under temperature gradients." Transactions,
American Geophysical Union, Vol. 38, No.2 (1957).
35. Richards, L. A. "Capillary conductance of liquids through
porous mediums." Physics 1 (1931) 318-333.

36. Terzaghi, K. "Theoretical soil mechanics." John Wiley and

Sons, New York (1943) 510.

SYMBOLS

A Pore-air pressure parameter for deviator stress loading.

a
a Coefficient of compressibility with respect to a change in
ill
(u a - llw)·
Coefficient of compressibility with respect to a change in
(0 - u a ).
A
w
Pore-water pressure parameter for deviator stress loading.
B
a
Pore-air pressure parameter for isotropic loading.
B Pore-water pressure parameter for isotropic loading.
w
Ca Interactive constant associated with the air phase equation.
c
g
Gravity term constant.
C Interactive constant associated with the water phase
w
equation.
a
c Coefficient of consolidation with respect to the air phase.
v
w
c Coefficient of consolidation with respect to the water phase.
v
D A transmission constant having the same units as
coefficient of permeability (m/s).
dx X-dimension of a referential element.
dy Y-dimension of a referential element.
576

dz Z-dimension of a referential element.

D* Constant of proportionality equal to Dig.
e Void ratio.
Void ratio at the beginning of a transient process.
Young's modulus with respect to a change in (0 - u ).
a
Acceleration due to gravity.
Henry's volumetric coefficient of solubility.
h Length of drainage path.
Elastic modulus with respect to a change in (u a - u w ) .
Water phase (elasticity type) parameter with respect to a
change in (0 - u a ).
h Head in the air phase.
a
h. Initial thickness of a soil layer.
l
h Total head in the water phase.
w
i Space increment in the y-direction in a finite difference
solution.

III First stress invariant for the first stress tensor.

112 First stress invariant for the second stress tensor.

121 Second stress invariant for the first stress tensor.

122 Second stress invariant for the second stress tensor.

131 Third stress invariant for the first stress tensor.

132 Third stress invariant for the second stress tensor.

j Time increment in a finite difference solution.
k Coefficient of permeability with respect to the water phase.
w
k Coefficient of permeability of a soil at saturation.
ws
m Mass of air.
Mass of air entering a referential element.
Mass of air leaving a referential element.
Slope of the (Oy - u a ) versus 8 a plot when d(u a - u w ) is
zero.
Slope of the (u a - u w ) versus 8 plot when d(o U ) is
a y a
zero.
s
ml Compressibility of the soil structure when d(u a - u w ) is
zero.
 577

Compressibility of the soil structure when d(o

y
zero.
Slope of the (0 u ) is
y w
zero.
Slope of the (u - u ) versus
a w
ew plot when d(o
y
- u ) is
a
zero.
Absolute pore-air pressure.
Universal gas constant.
Water phase (elasticity type) parameter with respect to
(u - u ).
a w
S Degree of saturation in either a percentage or decimal form.
S Residual degree of saturation in decimal form.
r
t Time (or elapsed time) .
T Time factor with respect to the air phase.
a
T Time factor with respect to the water phase.
w
U Average degree of consolidation with respect to the air
a
phase.
u Pore-air pressure.
a
u . Initial pore-air pressure.
al
u atm Standard atmospheric pressure.
U Average degree of consolidation with respect to the water
w
phase.
u Pore-water pressure.
w
u . Initial pore-water pressure.
Wl
V Overall volume of an element (or soil sample).
v Mass rate of air flow (kg/m 2 /s).
a
V Volume of water in an element (or soil sample).
w
v Velocity of water.
w
V Volume of water entering a referential element.
we
Vwl Volume of water entering a referential element.
w Water content (gravimetric).
Initial water content (gravimetric).
Elevation head from an arbitrary datum.
Coordinate in the direction of gravity.
578

Compressibility of an air-water mixture.

Compressibility of water.
Change in thickness of a soil layer.
Volumetric strain of a soil element.
E Normal strain in the x-direction.
X
E Normal strain in the y-direction.
Y
E Normal strain in the z-direction.
Z

~l Poisson's ratio.
w Molecular weight of an air.
Density of air.
Dry density of a soil.
Density of water.
Vertical overburden pressure.
a Initial overburden pressure.
vo
a Total stress in the z-direction.
x
a Total stress in the y-direction.
y
a Total stress in the z-direction.
z
Major principal stress.
Intermediate principal stress.
Minor principal stress.
Shear stress in the x plane in the y-direction.
Shear stress on the x plane in the z-direction.

•yx Shear stress on the y plane in the x-direction

•yz Shear stress on the y plane in the z-direction.

T Shear stress on the z plane in the x-direction.
zx
•zy Shear stress on the z plane in the y-direction.
8 Absolute temperature.
8 Change in volume of air in an element due to flow or
a
temperature.
8 Net inflow or outflow of water for the element.
w
 579

DETERMINATION OF MATERIAL PARAMETERS OF POROELASTIC MEDIA,

H. B. Kingsbury

ABSTRACT 581
1. INTRODUCTION 581
2. REVIEW OF BlOT'S GOVERNING EQUATIONS FOR POROELASTIC
MODEL 582
3. ON THE NATURE OF POROELASTIC COEFFICIENTS 591
3.1. Shear Test 592
3.2. Jacketed Compressibility Test 593
3.3. Unjacketed Compressibility Test 594
3.4. Coefficient of Fluid Content 596
4. DYNAMIC MEASUREMENT OF POROELASTIC COEFFICIENTS 599
4.1. Experiment Procedure and Specimens 601
4.2. Results 603
4.3. Conclusions 606
REFERENCES 607
LIST OF SYMBOLS 615
 581

DETERMINATION OF MATERIAL PARAMETERS OF POROELASTIC MEDIA

Herbert B. Kingsbury

University of Delaware, Department of Mechanical and Aerospace

Engineering, Newark, Delaware 19711

ABSTRACT

This paper addresses the interpretation and determination of

the material coefficients appearing in Riot's formulations of the
equations of poroelastic media. Experimental methods suggested by
Biot and Willis as well as those employed by the author and their
results for a variety of material systems are discussed.

1. INTRODUCTION

The theory of poroelastic media has its origns in the one

dimensional theory o~ consolidation formulated by Terzaghi [1] for
use in soil mechanics where settling of water soaked soils under
load is called consolidation.

Beginning in 1941, M. A. Biot published a series of papers

([2], [3], [4], [5], [6], [7]) dealing with a general theory of be-
havior of what are now termed poroelastic materials.

Biot's poroelastic materials are two phase solid-fluid filled

systems. The porous solid skeleton is linearly elastic and under-
goes small deformations while the flow of fluid produced by deform-
ation of the materials is governed by Darcy's Law. In Biot [2], the
isotropic poroelastic materials is considered and in Biot [3] the
theory is generalized to anisotropic mat"erials. In Reference [4],
Biot presents general solutions to the poroelasticity equations
while a dynamic theory for such systems is developed and employed
in Biot [5], [6], [7], for the study of wave propagation. Biot's
contributions to the development of the theory of poroelasticity
prior to 1963 have been summarized in a survey paper by Paria [8].
 582

The Terzaghi consolidation theory also appears to have been

generalized independently by Heinrich and Desoyer [9], [10], [11].

The Biot equations were derived in a somewhat intuitive way on

the basis of mechanical considerations. A more rigorous approach
was taken by Trusdell [12] who employed thermodynamic theory of mix-
tures as the basis of the derivation of constitutive equations for
fluid saturated solids. Trusdell's work has subsequently been ex-
tended by a number of investigators including Trusdell and Noll [13],
Adkins [14], [15], Green and Adkins [16], Green and Naghdi [17],
Bowen [18], [19], and Rice and Cleary [20] and others.

The Biot theory is a special case of these more complete form-

ulations but, as has been pointed out by Rice and Cleary [20], the
latter may present little or no improvement on the classical Biot
formulation for quasi-static elastic deformation problems.

Although a number of theoretical investigations have been

carried out in which Biot's poroelasticity theory has been applied
to problems in biomechanics (summarized by Kingsbury [21]), lubrica-
tion, paper making, vibrations, acoustics, and well as solid and
rock mechanics, its general utility has been limited by the absence
of reliable values for the material coefficients appearing in the
constitutive equations.

Biot and Willis. [22] have suggested experimental methods for

determining the four coefficients which characterize the deformation
response under load of poroelastic materials. Although these exper-
iments provide an excellent conceptual basis for study of basic
nature of the coefficients, they may be difficult to physically im-
plement.

This paper addresses the interpretation and determination of

the material coefficients appearing in Biot's formulation of the
equations of poroelastic media. A method of determining these co-
efficients on the basis of complex modulus tests is discussed and
results presented for certain sand and fluid systems are presented.

2. REVIEW OF BlOT'S GOVERNING EQUATIONS FOR POROELASTIC MODEL

The quasi static poroelastic theory as presented by Biot is

based on several fundamental assumptions. The two-phase poroelastic
material is considered to be comprised of a solid material forming
a framework possessing a statistical distribution of small pores
filled with, in general, a Newtonian viscous, compressible fluid.
The bulk material is assumed to be homogeneous on a microscopic scale
and the pores to be all interconnected. The deformation of the solid
and fluid are taken to be reversible with the solid skeleton being
linearly elastic and undergoing small deformations. The fluid is
 583

assumed to follow Darcy's law of filtering and the stresses in the

bulk material are assumed to be smoothly divided between the solid
and the fluid. In the quasistatic theory the inertia effects, con-
sidered in the dynamic theory, are neglected.

The porosity "n" of a poroelastic material is defined as the

ratio of pore volume to the volume of the bulk material. As dis-
cussed by Bear [23], due to the homogenpity assumption this also
implies that it is equal to the ratio of the void area to the total
area of any cross section of the bulk material.

Several different measures of stress are defined by Biot. Let

FTi be the xi component of the total force acting on a small sur-
face of area A with outward normal x. of a fluid filled porous sol-
J
id. If FS. is the corresponding force component acting on the soI-
l
id phase ~f the surface material and F f . the force component on the
l
fluid phase (normal component only) then,

(2.1)

The average total stress (T ij ), the average solid stress (Oij)

and the average fluid stress (0) are obtained then defined respec-
tivelyas:

T ••
lJ FT. lA, o ..
lJ
Fs./A,
l
0 = F f . IA (2.2)
l l

so that

T .•
lJ
= o .. +
lJ
08 . . '
lJ
(2.3)

The actual stress, 0 .. , acting as the solid phase material of

lJ
area AS and the fluid pressure, p, acting on the fluid area Af are
given by

0 ..
lJ
(2.4)

Since AS = (l-n)A and Af = nA, the average and actual solid

and fluid phase stresses are related by

O ••
lJ
(1-n)0 .. , o = -np. (2.5)
lJ
 584

In the absence of body forces, the stress equilibrium equations

are:

dT ..
ax. - o.
~- (2.6)
J

Although it is possible to define a solid displacement field

within the solid phase and a fluid displacement field within the fluid
phase, the locations of the solid and fluid phase must then be moni-
tored in order to known which displacement vector is defined at an
arbitrary point within the material.

To eliminate this ambiguity, average solid and fluid displace-

ments are introduced such that at each point within the material
both an average solid displacement and an average fluid displacement
are defined. To do this we consider a solid phase surface of area
A which originally lies in an x l -x 2 plane. The displacement of each
point of the solid surface is given by u3 (xl ,x 2 ). For all points
corresponding to points not in the solid phase, u3 = o. An average
displacement in the x 3-direction, u 3 , may be defined by the following
equation

1
A

Next the element of surface is shrunk to differential size, wh~ch

is small enough to be considered a point when compared to the scale
of the problem, but large enough to exhibt the property of porosity.
Also, the differential area is small enough that the function 3 u
(xl,X2) is constant over this area. This constant it the true or
physical, displacement of the solid phase. If the true displacement
of the solid phase is denoted u3 of Equation (2.6) can be written
as:

A .d'
u3 = u- 3 ( sol~ JI. - (1 )-
A - -n u 3 · (2.8)

The average fluid phase displacement component U. may be defined

~
by in an analogous manner.
The components of average small strain, e .. , for the solid is
~J
defined in terms of the solid average displacement component in the
usual manner as
 585

e .. =-2
lJ
1 [au
,
ax-+
i
.
J
~l
ax. l

Similarly, the solid dilatation, e, and the fluid dilatation,

E:, are defined by:
au._l
_ au.
e = ax. , E: = _ax.l _ (2.10)
l l

An additional measure of solid and fluid strain, ~, may also

be introduced, this quantity, defined as

~ = n(e-e::}
represents the increment of fluid content in the porous material
during a deformation.

It is seen that the state of stress and strain in a poroelastic

material may be characterized by six components of solid strain and
the fluid dilatation.

Biot has formulated several forms of a linear relationship be-

tween the seven stress components and seven strain components. The
most general of those (Biot, [3]) may be expre;3sed as:

Cll C12 Cl3 C14 C15 C16 Cn e

0
xx
xx

0 C22 C23 r;24 C25 C26 C27 e

xy xy
0 C33 C34 C35 C36 C37 e
zz zz
0
xz C44 C45 C46 C47 2e
xz
0
yz C55 C56 C57 2e yz
(2.11)
0
xy C66 C67 2e
xy
0 E
L CnJ

By postulating the existence of a potential energy function

V = -21 {o .. e .. +OEj
lJ lJ

the above matrix of elastic coefficients is symmetric.

586

For the isotropic poroelastic material it may easily be shown

(Biot, [3]) that only four of the coefficients in Equation (2.11)
are independent.

Two different forms of isotropic stress-strain relations are

most often employed.

The first of these (Biot [4], [5], [6], Biot and Willis [22])
is of the form:

0 ••
lJ
= 2Ne lJ
.. +(Ae+Q£)o'j
l
(2.12a)

o = Qe+RE. (2.12b)

A second form (Biot [7], Biot and Willis [22]) which employs
the total stress T .. is given by
lJ
2
T •• 2~*e .. +(A*+a M)e-aM s (2.13a)
lJ lJ

p =- aMe+Mi;; (2.13b)

where the coefficients appearing in Equation (2.13) are related by:

N
Q2
A* A= -
R
R
M =-
2
n

(2.14)

As pointed out by Biot and Willis [22] use of the constants

~*, 1..*, a, and M is more convenient in application to problems which
inertia forces may be neglected while A, N, Q and R have been intro-
duced in connection with wave propagation.

Equations analogous to the Navier equations of elasticity may be

obtained by combining a set of constitutive equations with the
stress equilibriums and strain displacement equations. Upon writing
the stress equilibrium equations in terms of the average fluid and
solid phase stresses, employing Equations (2.6) and (2.12), and
assuming the material coefficients are not functions of the spatial
coordinates, the following equations of equilibrium result
 587

At this point there are seven unknown stress components, seven

unknown strain components, and six ~nknown displacement components
giving a total of twenty unknowns. Also, there are seven stress-
strain equations, seven strain-displacement equations, and the three
equilibrium equations written above or seventeen equations. The
discrepancy between the number of equations and unknowns requires
that another physical principle must be used.

The constitutive equations and the force equilibrium equations

describe the infinitesimal deformations of the poroelastic material
when subjected to external forces. These equations do not complete-
ly describe the behavior of a poroelastic material because there is
another mechanism by which the external forces can be balanced.
The forces could produce a flow field within the material. Equations
describing the flow of fluid through porous media will be discussed
next and will be used to complete the formulation. More complete
discussions of Darcy's law may be found in a book by Bear [23],
and in papers by Hubbert [24] and Verruijt [25].

Flow through porous media was pioneered by Henry Darcy (or

D'Arcy) in the 1850's. From his experiments with water flowing
through sand, Darcy deduced the following relationship.

Q = -KA--¥J
[ h -h (2.16)

where Q is the volume flow rate, K is a constant called the perme-

ability, A is the cross sectional area of the cylinder containing
the porous medium, h the total head, measured with a manometer and
L the distance between the two head measurements.

In terms of the specific volume discharge q = Q/A, Equation

(2.16) may be rewritten as:

- dh
q -K dL

To use Equation (2.17) in an analytical treatment of flow through

porous media an expression must be derived which relates the total
head to the variables of the system. The total head is proportional
to the total energy of the fluid. The following expression for the
total head suits Darcy's apparatus,

(p-p )
h _ _",,-0_ + Z
pg
588

where p is the mass density of the fluid.

A more general form of Equation (2.17) may be derived.,

By the procedure used to deriving the Bernoulli equation, the follow-
ing general expression for the total energy of the fluid is obtained.

<!> = Gz + IP .dR + V
2
• (2.18)
P p 2
o

It will be assumed that the velocities are small enough that the
kinetic energy term in Equation (18) is negligible. This form of
the potential is used in the study of ground water flow (Hubbert,
[24]) with the potential energy due to gravity. The relationship
between the above potential and the expression used in Darcy's law
is obtained using Liebnitz' rule for differentiating an integral
with respect to a parameter.

(p-p )

f:
dP 0
h
p pG
0

I:
d<!> d 1 dP .1 dP o 1 dP
dL dL [;) dP + p dL p dL p dL
0

or,

~=1.dP=Gdh . (2.19)
dL p dL dL

Now Darcy's law can be written as follows.

K d<!>
q (2.20)
g dL

where
dP
p
o

Hubbert [24] has argued that two of the variables contained in the
coefficient K are the density and the dynamic viscosity of the fluids
so that Equation (2.20) can be written as:
 589

p d
q = -K - - (2.2l)
n dL
where n is the dynamic viscosity of the fluid and K a constant of
dimension "L2" also called the permeability. Two constants called
permeability (K,K) are presented here because both are in current
use. Both constants must be experimentally determined, and s~nce
they are not independent they do not have the same dimensions,
notice must be taken of the permeability when comparing work done
by different authors.

Although Equation (2.21) was obtained by manipulating Darcy's

law, it can also be derived by a more direct method. Hubbert [24]
has shown that by considering the resultant of the inertia, surface,
and body forces acting on a fluid element, Equation (2.21) may be
obtained but only by neglecting the inertia forces. It may be con-
cluded that the description of flow through porous media given by
Equation (2.21) is valid only when the kinetic energy and the inertia
forces are neglible.

For use in a three-dimensional field, Equation (2.21) may be

expressed in the following manner

-K Q.~ (2.22)
n ax.l

In a poroelastic problem the solid phase is also moving, so

the specific volume discharge will be interpreted as being the
velocity of the fluid phase relative to the solid phase so that

(2.23)

An extension of Equation (2.19) to the three-dimensional case

yields

aqJ
-= -
1
---
ao (2.24)
ax.l pn axl..

Finally, the form of Darcy's law given below is obtained by

combining Equations (2.23) and (2.24)

~t (u.l.-u.)
l
=~
nn
~~i . (2.25)

At this point all of the material coefficients which appear in

Biot's formulation of the equations governing flow and deformation
 590

of poroelastic media have been introduced.

Before discussing means of evaluating these coefficients for

various material systems, several useful formulations of Biot's
equations of poroelasticity will be presented.

The first of these representations is given by Equations (2.25)

and (2.15). By using the constitutive equation, 0 = Qe+R€, the
equations above may be recognized as six equations in six unknowns,
the components of the solid and fluid displacement fields.

In many problems there are only seven quantities of interest:

the solid displacement field, the fluid pressure, and the fluid
velocity. The velocity and pressure of the fluid are related by
Darcy's law, so there are really only four independent variables.
The governing equations can be recast into a system of four equations
in four unknowns by taking the divergence of Equation (2.25) which
yields

(2.26)

Then, since

€=Q. .9. e
R R
Equation (2.26) becomes:

= (nnJ ~ - (nnJ.
KR dt K R+l
(~) de
dt
(2.28)

Upon combining Equations (2.27) and (2.15), the equilibrium

equations become:

fR +~
dX. dX.
ax
de
j
I-R!J dO
+ -"-'N-- - - = O.
~Xj
(2.29)
l l

Equations (2.28) and (2.29) are often phrased in terms of the

alternative poroelastic coefficients ]1*, A*, M and Ct using Equations
(2.14) .
The fluid velocities are not explicitly contained in Equation
(2.29) but they may be recovered using Equation (2.25).
Another useful form of the governing equtions may be obtained
using the variable r;; = n (e-d. In terms of this variable, Equation
 591

(2.26) becomes

(J = (Q+R)e-nRZ;;. (2.30)

Combining Equation (2.30) with (2.26) yields

~
at
= _ l
2
{(Q+R) _ Rn a2 z;;
ax. ax.
}. (2.31)
n n l l

Next, arrange the divergence of Equation (15) in the form:

(A+2N+Q)
a2 e + (Q+R)
a2 E o
ax. ax. ax. ax.
l l l l

Since E = e- 1. Equation (2.32) may be written

n

(A+2N+2Q+R)
a2 e -n(Q+R) a2 z;; O. (2.33)
ax.ax. ax. ax.
l l l l

When v2 Z;;, obtained from Equation (2.33), is substituted into Equation

(2.31) the following equation governing 1;; is obtained

K r::
(Q+R)2
nn ~- (A+2N+2Q+R)
J 2 - ~
V Z;; - at . (2.34)

Finally Equation (2.15) is restated in terms of U. and Z;; in

l
the following form

NV 2u.+(A+2Q+N+R) ~ =l(Q+R) ~ .
l ax. n ax.
l l

Although all three forms shown here may be useful depending on

the problem to be solved and the method of solution, Equations (2.34)
and (2.35) are often most convenient because the quantity Z;; may be
obtained directly by solving the diffusion equation (2.34) leaving
only Equation (2.35) to be solved for the displacement components.

3. ON THE NATURE OF POROELASTIC COEFFICIENTS

Definition of a "Biot" poroelastic material requires knowledge

of the porosity of the bulk porous skeleton material, of the material
permeability and of the fluid dynamic viscosity which appears in Dar-
cy's Law in additon to some set of four parameters which occurs in one
of the forms of constitutive equations proposed by Biot.
 592
Methods of determining fluid viscosity are discussed by Bear
[25]. The permeability, or its inverse the resistivity, of the
porous skeleton is determined by measuring flow rate through a
specimen of material along with pressure drop across the specimen.
Such measurements are widely carried out for acoustic materials as
well as for rocks and soils. A typical apparatus for permeability
measurement with rock specimens is discussed by Yew and Jogi [26].

Although determination of the material parameters associated

with Darcy's Law is at least conceptually straight-forward, the
physical meaning of the material constants of Biot's constitutive
relations is not necessarily clear nor are methods of their deter-
mination.

In at least three of his papers ([2], [3J, [7]), Biot discusses

the physical interpretation of certain of these material constants.
Biot and Willis [22] have proposed a set of experiments to measure
four quantities from which, in turn, the constants ~*, A*, a and
M or, N, Q, A and R may be determined. These measured quantities
are the shear modulus, the jacketed compressibility, the unjacketed
compressibility, and the coefficient of fluid content. These ex-
periments are next reviewed not only because they have been employed
to determine the required coefficients (Fatt [27J, Yew and Jogi [26]),
but more importantly, because they provide insights into the physical
significance of the Biot coefficients.

3.1 Shear Test

The first test proposed by Biot and Willis is a simple shear

test of the bulk material. For the case of pure shear. Equations
(2.3) and (2.5) yield

T ••
lJ
= 0 lJ
•• = (l-n)a ...
lJ

Since Equations (2.12a) and (2.13a) are the same for this case, we
may conclude ~* and N are identical.

Pure shear stresses cannot produce any dilatation of the bulk

material. Since the flow of fluid is produced by volume dilatation
of the pores of the solid matrix, there can be no flow of the fluid
in the poroelastic system undergoing pure shear deformation. Resist-
ance to shear deformation is, therefore, provided solely by the solid
skeleton of the material.

The shear modulus of the skeleton may be measured directly by

means of one of the common methods, such as the direct shear test,
the cylindrical or triaxial test, the four-point plate bending plate
bending test, or the torsional shear test. Details of measuring
technique are explained in many texts and numerical values are
 593
are available for common structural materials. If the presence of
the fluid phase of the poroelastic system effects the shear modulus
of the skeleton by some internal lubrication mechanism, then the
skeleton shear tests should be carried out in the presence of the
fluid.

3.2 Jacketed Compressibility Test

The second test proposed by Biot and Willis is the Jacketed

compressibility test. In the jacketed compressiblity test, a
sample of the porous materi~l is enclosed in a thin flexible imperm-
eable jacket. The inside of the jacket connects to a reservior of
fluid pressure. To conduct the test, a uniform external pressure
PI is applied, and the dilatation, e, of the specimen skeleton is
measured.

I
I
t
.....
:. .. .. . ...
impermeable jacket

-. ' . ... . : ,~. .

.' .1,....-- _ _ _ _ _ connected to reservoir
: ::.'. : :-~.~. '~" t - - -__
,'~ ',:/ :-.".:": ::':::. _ poroelastic material

Jacketed compressibility test.

This measurement yields the coefficient of the jacketed compressi-

bili ty K defined by

K =- e

Since the fluid pressure at equilibrium is constant and equal

to zero, Equation (2.l3b) becomes

(3.2)

Also, since the internal fluid is maintained at zero pressure, the

entire external pressure is transmitted to the solid skeleton only.
 594
Therefore,

0xx = 0yy

For an isotropic material, the solid skeleton strains are all equal
and given by

e xx = e yy = e zz (3.4)

which, when substituted in Equation (2.12a), gives

- £. NKP -AKp +Qe: = -1' •

311 1

Eliminating PI and e: between Equations (3.2) and (3.5) gives

£.N+A""~=!
3 R K·
(3.6)

Using the relationships between two different sets of poroelastic

coefficients in Equation (2.14), Equation (3.6) can be written as

2 1
- ].I*+A* =
3 K

Since the pore pressure remains constant and thus the fluid
does not resist dilatation of the bulk material, K must be the
compressibility of the porous elastic skeleton. Therefore, the
coefficient A* is the second Lame constant for the skeleton.

Since the fluid pressure remains constant in the jacketed com-

pressibility test, the increment in the fluid content ~ in Equation
(2.13b) becomes

~ = a.e. (3.8)
The coefficient a. is, therefore, the ratio of change in pore volume
to skeleton dilatation. If the interior of the jacket is connected
with the reservoir by a tube, the quantity ~ may be measured by the
amount of fluid flowing through the tube. This will yield the val-
ues of a. if e is measured.

3.3 Unjacketed Compressibility Test

In the unjacketed compressibility test, the third proposed by

Biot and Willis, a sample of the material is immersed in a fluid,
 595

to which is applied a pressure P2. (See Figure) When the fluid

pressure has penetrated the pores completely, the dilatation, e, of
the bulk specimen is measured. The unjacketed compressibility co-
efficient 0 is defined by

0=-

The fluid pressure acts on both the solid and fluid portions
of the specimen, giving

fluid

Q
poroelastic material
~ '.'. ' .. :.
. ...
'
- .. ' . - ; " , . r - t - - - - - container
',':': .,

Unjacketed compressibility test.

(J
xx
= (J
yy
= a
zz
=- (l-n)P
2
(j .10)

(j.11)

Since each of the normal strains is eQ.ual to one-third of the dila-

tation,
oP 2
e = e = e -- (3 ..12)
xx yy zz 3

We obtain from Equation (2.12a) a third equation relating the co-

efficients to a measured quantity.

(j.13)
596

The above equation may be simplified by combining it with Equation

(3.6) to yield:

1- .§. (3.14)
Ie

In the unjacketed compressibility test the volume change of a

sample depends only on the compressibility of a solid material since
the dilation of the sample is measured when the fluid pressure acts
completely on the solid material. The coefficient 0 is, therefore,
equal to the compressibility of a solid material without pores. This
interpretation of 0 was also noted by Dziecielak [28], and has been
proved rigorously by Rice and Cleary [20].

Because the solid materials comprising such porous bulk materials

as sand and stone have large bulk moduli, very high pressures may be
required to obtain measurable values of the unjacketed compressibil~
ity. .If other methods are used to obtain 0 then a specimen of mater-
ial without pores must be obtained.

Next, Equations (2.14)and (3.14) may be combined to yield:

a = 1- -
5 . (3.15)
Ie

This means that, if 0 is known as well as Ie, coefficient a can be

calculated from bulk volume changes by means of Equation (3.15) and
also by means of the ratio of change in pore volume to dilatation
in a jacketed test. (See Equation (3.5)) Conversely, if a and Ie
are known, 0 can be calculated independently of the unjacketed com-
pressibility test.

3.4 Coefficient of Fluid Content

As Biotand Willis indicate, in order to determine the four

constants of the poroelastic material, one additonal measurement
involving the fluid strain, is required. The volume of fluid enter-
ing the pores of a unit volume of porous material during an unjacket-
ed test is measured and the coefficient of fluid content, y, is de-
fined by

y
= n(e-E)
p
- L
p • (3.16)
2 2

Upon solving for the fluid strain, we obtain

 597

so that the constitutive equation (12b) gives

n = Qa+Ra+R L.
n
(3.18)

Thus, the measurement of y gives the above fourth relation for the
determination of the coefficients N, A, Q, and R.

As noted by Biot and Willis, if the material of the porous

matrix is homogeneous and isotropic and the fluid completely satur-
ates the pores, the pore space will undergo the same strain as the
matrix during the unjacketed compressibility test. Therefore, the
porosity of the material will not change and the fluid dilatation
will be given by

where c is the fluid compressibility. By Equations (3.12), (3.17),

and (3.19), this gives for the coefficient

y = n(c-a). (3.20)

It is seen that for this case the measurement of y becomes

redundant if c and a are known.

The coefficient M of Equation (2.13) may be phrased in terms

of y either by combining Equations (2.14) and (3.18) or, more di-
rectly, by noting that for the unjacketed compressibility test
Equation (2.13b) may be written

which, when solved for M yields:

M _1_ = _--..:l=--_
a . (3.22)
y+az;:
y+z;: (1- ~)
It is seen from Equation (3.22) that when both the fluid phase
and the solid material comprising the solid phase are incompressible
(a = c = 0). then M + 00 and furthermore. from Equation (3.15) a = 1.
Furthermore. since it has been shown that both Q and R are intrin-
sically positive (Biot & Willis [22])). Equation (2.14) indicates
a > n.
 598
To summarize, it has been shown that the poroelastic coeffici-
ents A, N, Q, and R in Equations (2.12) may be expressed in terms
of four directly measurable coefficients ~*, K, 8, and y, in addi-
tion to the porosity n. Other poroelastic coefficients ~*,A*, ct,
and M in Equations (2.13) may be expressed in terms of the measurable
coefficients ~*, K, 8, and A without a measurement of porosity. Use
of coefficients ~*, A*, ct, and M is more convenient in application
to consolidation problems while A, N, Q, and R in Equations (12)
have been introduced in connection with wave propagation (Biot [4],
[5]) .

At this point, the following expressions for the Biot material

coefficients in terms of the measured parameters have been obtained.
For N, A, Q, and R, we obtain equations

(3.23 )

2
- ~* (3.24 )
3

(3.25 )

2
n
R + (3.26)

~*, y*, ct, and M are related to the measured quantities through the
following equations

1 2
y* = ~* (3.27)
K 3

(1. = 1- i (3.28 )
K

1
M (3.29 )
82
y+8-
K

where, for the homogeneous, isotropic completely saturated material

y = n(c-8). (3.30 )
 599

Biot and Willis note that, in addition to these four measured

quantities, ~*, K, 8, and y, it is possible to measure directly the
coefficient a by means of the ratio of change in pore volume to
skeleton dilatation in the jacketed test. (See Equation (3.8))
Therefore, four tests provide five related quanti ties \1*, K, 8, y,
and a.

By examination of Biot and Willis's arguments, further conclu-

sions regarding methods of experimental characterization of the
poroelastic coefficients and of the fundamental nature of the co-
efficients themselves can be drawn.

It is evident from the previous review that the shear modulus

\1* of the bulk material is the same as N and is, in fact, the shear
modulus of the skeleton forming a bulk material. It is also found
that the coefficient of the jacketed compressibility K is the in-
verse of the bulk modulus of the skeleton and that the coefficient
of the unjacketed compressibility 8 is the compressibility of solid
material which forms the skeleton. The coefficient of the fluid
content y depends on the properties of both the solid material and
fluid (Equation (3.30).

The choice of the four fundamental or intrinsic poroelastic

coefficients from which all others are considered to be derived is,
of course, quite arbitrary. It is realized, however, that the most
suitable choices are those parameters which depend only on the pro-
perties of the individual phase, solid or fluid, rather than the
bulk material and, if possible, which may be easily measured or ob-
tained from the literature.

4. DYNAMIC MEASUREMENT OF POROELASTIC COEFFICIENTS

Next, a method of determining two of the poroelastic coefficient,

is introduced which is different from any of these mentioned in the
preceding discussion. The procedure based on a standard method of
dynamically characterizing materials with strain rate, or frequency,
dependent properties. Since it will provide two coefficients simUl-
taneously, its results are partially self-checking for those material,
for which three of the coefficients are known.

In theory the four material constants appearing in Equations

(2.12) or (2.13) can be calculated once any two of the isotropic
elastic constants of the porous skeleton are known in addition to the
bulk moduli of the fluid and of the material comprising the solid
phase. Even if all of these quantities are known, independent direct
determination of at least some of the constants is desirable because
the real material may differ from the ideal poroelastic model. In
this analysis, for example, the discrete grains of sand are assumed
to behave, in aggregate, as a continuous porous skeleton. More
 600

generally, deviation from the ideal poroelastic material system may

arise because the material is not homogeneous, not istropic, the
constituents are not chemically inert, or the void spaces not inter-
connected.

Wijesinghe and Kingsbury [28] have shown that the ratio of sur-
face displacement to normal stress of·a disk of poroelastic material
subjected to a harmonically time varying load can be represented by
a complex number or complex stiffness which, in turn is an explicit
function of the poroelastic material coefficients ~*, A*, a and M.

In their analysis, a disc or slab of poroelastic material is

subjected to harmonic loading at a frequency w on one surface. It
is assumed that the loading is applied through a freely draining
porous disc and that the specimen has imperrreable surfaces at the
bottom and at the circumference (Figure 1). The ratio of normal
stress to normal displacement at the loaded surface is a complex
number E given by

-
E (4.1)

where

b =.!L..
2 MK

and d is the thickness of the specimen and K is the permeability.

Once E has been determined by experiment, and the two Lame

constants of the porous skeleton (A*, ~*) are known, then the re-
maining two coefficients can be obtained from Equation (4.1).

Although the material constants of an ideal poroelastic material

are frequency independent quantities, the complex stiffness of a
poroelastic material is necessarily measured dynamically and is
generally frequency dependent.

The subsequent portion of this paper reports. on results of

experiments suggested by the analysis of Wijesinghe and Kingsbury.
In these experiments driving point and transfer impedance tests are
carried out in circular disc specimens of fluid filled porous solids.
Based on the results of these tests, a frequency dependent complex
modulus is obtained for the material system tested. Poroelastic
coefficients are then calculated using Equation (4.1).
 601

Application of this method to material systems consisting of

either polyurethane foam or wool felt as the solid and air, water,
or .silicone fluid in the fluid phase has been reported by Kim and
Kingsbury [29]. This paper reports on results of experiments car-
ried out on specimens of fine and coarse sand containing as the
fluid phase, either air, water, 'or silicone fluid. The frequency
range explored is 20 hz to 100 hz. By testing a variety of material
systems, the effect of fluid phase compressibility and viscosity
and of solid phase permeability and porosity in viscoelastic and
poroelastic material properties of fluid filled sand is determined.

Tensile and shear complex modulus of dry sand have been deter-
mined by Chae [29] who reported that the dry material is nearly ela-
stic in the frequency range 200 hz - 4000 hz.

The poroelastic material coefficients of soil have been cal-

culated by Dziecielak [28] and Ishihara [30]. Dziecielak has cal-
culated the poroelastic constants of sandy silt and flour of sand
containing water from the quoted values of Young's modulus, Poisson's
ratio, and compressibilities. Ishihara has determined the poroelas-
tic coefficients for sand and clay containing water based on the
quoted values of compressibilities of solid particles and the assumed
values were not directly determined by tests, the ranges of the values
may be useful for a reference.

4.1 Experiment Procedure and Specimens

The complex moduli of the specimens were obtained by standard

transfer impedance tests which determined the ratio of imposed dis-
placement at the upper surface of the specimens to the resultant
force at the lower surface.

The testing apparatus is shown in Figure (2) and a schematic

diagram of the configuration and instrumentation in Figure (3).

The test specimens consisted of 5 cm of fluid covered sand

contained in a cylinder 9 cm in diameter. The cylindrical container
was supported by the load cell and to measure force at the base of
the specimen. The load cell was mounted on the lower crosshead of
the load frame.

Displacement was imposed on the upper surface of the specimen

by means of a perforated steel disc (8.8 cm dia.) which was driven
through a rod by a servo-hydraulic actuatorl attached to the upper
crosshead of the load frame. The actuator was capable of applying
force of 4.5 KN at a frequency of 100 hz.

1
Instron Corporation, Canton, Massachusetts - Model 300-08.
 602

Displacement of the disc was measured using a LVDT mounted in

the actuator assembly. The amplitude ratio and phase angle of the
force and displacement signals were measured using a vector volt
meter. The signals were also simultaneously displayed on a dual
channel oscilloscope where an elliptical Lissajous figure gave
assurance that the system was behaving linearly.

Calibration of this test system was accomplished by first deter-

mining the complex ratio of base force to driving point displacement
over the frequency range 20 - 100 hz with the sand replaced by an
elastic element of comparable and known stiffness. A fixed edge
circular steel plate was used for this purpose. Upon analytically
removing the known stiffness of the series calibration element, the
apparent complex impedance of the measuring system is obtained. This
complex number, or phasor, could then be removed from the impedance
measured with the fluid-sand specimen in place to yield the complex
impedance of the specimen alone.

Four different material systems were investigated. Sands of two

different grain sizes, whose physical properties are given in Table I
were used as the solid phase. The more coarse sand was tested with
air (dry), water, and silicone fluid, while the finer grain sand was
tested only in silicone fluid. Physical properties of the fluids are
presented in Table II.

Since sand is a system of discrete, unbonded particles, its

mechanical properties may be affected by a large number of experiment
parameters such as mean compressive force (preload), amplitude of
oscillation, degree of saturation and density. The preload in all
tests was 500 N and the amplitude of the applied harmonic load was
100 N. The amplitude of oscillation was in the range .015-.100 mill,
depending on a frequency. The measured degrees of saturation of
silicone fluid in coarse and fine sands were 85 and 80 percent re-
spectively, while those of coarse and fine sand in water were 95 and
85 percent. The dry density of the coarse sand was 1.42 x 10 4 Newton/
m3 , and that of the fine sand 1.47 x 10 4 Newton/m3.

The number of different specimens tested of each material sys-

tem is noted in Table III. Each specimen was tested three times at
5hz intervals in the frequency range 20 - 100 hz. The value of im-
pedance at each frequency used for calculation of complex modulus
was the average of all test values on all specimens at that frequency.

Denoting the measured complex ratio of base force to surface

displacement by Z, the complex modulus (E) of the specimen was deter-
mined by

E = Z- t/A
where t and A are the thickness and cross section area respectively
 603

of the specimens. Given E and the values of the Lame constants A*

and ~* for the dry sand, (Table I), a and M were calculated from
Equation (4.1) using Brown's method [31].

4.2 Results

Results of the tests to determine the storage modulus and loss

tangent for sand are summarized in Figures (4) and (5).

The storage modulus for dry coarse sand was found to be 324 MN/
M2 at 20 hz and to increase only slightly with frequency. This value
is in good agreement with those for static Young's modulus of 15 x 10 3
psi to 50 x 10 3 psi (103 MN/M2 to 345 MN/M2) reported by Lambe and
Whitman [32]. It should also be recalled that since the modulus
measured here is a mixture of bulk and Young's modulus, a value
somewhat higher than Young's modulus should be expected.

Values of storage modulus and loss tangent for dry sand are
also in good agreement of those obtained by Chae [29] who employed
the "amplitude ratio" method for determination of the complex modulus
of Ottawa dry sand. Chae found the storage modulus to increase
slightly with frequenc~ in the range of 250 - 500 hz and to have a
mean value of 300 MN/M (43.6 x 10 3 psi). The loss modulus was
"very small" and not shown.

Figure (4) illustrates the effect of both the fluid medium and
of grain size in the dynamic storage modulus.

Dry (air filled) sand was found to have the smallest storage
modulus as well as least variation of this property with frequency,
while silicone fluid sand exhibited the highest storage modulus and
largest variation with frequency. Furthermore, fine sand in sili-
cone fluid appears stiffer dynamically than coarse sand. These
phenomena illustrate the hydraulic stiffening provided by the resis-
tance to flow of the porous medium. Since the viscosity of silicone
fluid is greater than that of water and water greater than air the
resistance to flow of these fluids varies in the same manner. Fur-
thermore, since resistance to flow is also proportional to the rel-
ative velocities of the fluid and porous matrix (filtering velocity),
the material system with the more viscous fluid phase would exhibit
the greatest change in stiffness with frequency.

The fine sand containing silicone fluid is stiffer than the

corresponding coarse sand system because the lower permeability and
porosity (Table II) of the former provide greater resistance to flow
of the fluid phase. This relative stiffness decreases rapidly at
lower frequencies because of smaller effect of hydraulic stiffening
at low filtering velocities.
 604
The measured loss tangents of the various material systems are
presented in Figure (5). It is seen that the less viscous fluids
yield the smaller loss tangent and that the fine sand and silicone
fluid, which is the system with the most viscous fluid phase and the
highest resistance to flow, exhibits the largest loss tangent at all
frequencies. The very low value of loss tangent of the air filled
(dry) system compared to those of the fluid filled system indicates
that fluid flow, rather than r~lative granular motion, is most re-
sponsible for energy dissipation in pre-compressed sand .. '

Since the loss tangent must be zero at 0 hz, the loss tangent
curves are seen to exhibit a maximum which is between 30 hz and 40
hz for the water-coarse sand system and at less than 20 hz for both
silicone fluid systems. Also since the storage modulus is changing
most rapidly in this frequency range, the apparent viscoelastic be-
havior of these fluid filled porous systems mimics the rubber-to-
glass transition phenomena of true viscoelastic materials. This
effect was predicted by Wijesinghe and Kingsbury [28].

It is hypothesized that the most total flow occurs within the

systems at the frequencies corresponding to these maxima. At higher
frequencies the resistance to flow increases decreasing the total
volume flow within the material and thus the energy dissipation.

Table III presents the average values (~, M) of the poroelastic

material constants a and M for each material system as well as the
slopes (B) and zero frequency intercepts (A) of a least squares
straight line obtained by linear regression analysis. Also listed
in Table III is the normalized standard deviation (8) of the data
with respect to the straight line (Equation (4.2)).

There exist a number of means to examine the validity of the

data presented in Table III for the poroelastic coefficients M and a.

First, it is noted that the condition n ~ a < 1 is satisfied

for all the material systems tested both by the average and by the
zero frequency intercept values of a and M.

A measure of the proximity of the data to the straight line

determined by the regression analysis is provided by the normalized
standard variation s presented in Table III. This quantity is de-
fined by

1-
1 n2
s =- [ L (y -y )]
(4.2)
y 1=1 1 1c

n-l
 605

where y is the average value of M or a over the frequency range,

Yi is the actual value at frequency, while Yic is the corresponding
point on the line y = a + bw. In all cases, s is within 5.4 per-
cent of the straight line value.

It has already been noted that the poroelastic coefficients for

an ideal poroelastic material must be rate, or frequency, indepen-
dent. The values of the straight line slopes (B) listed in Table
III show that the values of a and M determined here are dependent
only to a very small extent on frequency. Since all of the material
systems tested correspond only approximately to the ideal poroelastic
material, it is not clear whether the small but finite variations of
a and M with frequency are caused by the method of determination or
by deviations of the mateials from the ideal.

From Equations (3.2a) it is seen that the magnitude of M should

be proportional to the fluid phase bulk moduli. That this is the
case for the sand systems tested can be verified by comparing the
compressibilities listed in Table II with the results for M presented
in Table III.

By Equation (3.25) the poroelastic c'oefficient a should be

independent of the fluid phase. The combined data for sand for all
fluids are summarized in Table III where it is seen that the average
value regression analysis coefficients are essentially identical to
the individual value while the data scatter. measured by s, is only
slightly increased.

Another check on the accuracy of the results is provided by the

redundancy of material property information which this method yields.

Calculations of a and M from measured complex stiffness E using

Equation (4.2) requires, along with the medium permeability and the
fluid dynamic viscosity, only knowledge of the shear modulus (~*)
and the Lame constant (A*) of the porous elastic skeleton. If, in
addition, another material property, such as the bulk modulus (Bf =
l/c) of the fluid phase is known, then the solid phase bulk modulus
(Bs = lis) can be calculated from the measured value of a using
Equations (3.7) and (3.28). The final poroelastic coefficient (M)
can then be calculated using Equation (3.29). Since the fluid phase
compressibilities of all of the systems tested are documented in
the literature (Table II), values of M could be calculated in all
cases from the experimentally determined values of a.

Since sand is composed of particles of quartz, mixed perhaps

with feldspars, its solid phase material bulk modulus (Bs) can be
taken as that of these minerals. For the fluid filled sand poroelas-
tic systems therefore, not only are A*, ~*, and Bf known, but Bs is
also .established. In this case, both of the coefficients a and M
can be calculated using Equations (3.27), (3.28), and (3.29). In
 606
these calculations the solid phase material bulk modulus (Bs) is
if taken as 3.5 x 109 Pa [33J.

Table IV presents for comparison the average values of M and a

1M and ~) obtained from experiment, values of M (Ml) calculated using
a and the fluid phase bulk moduli, and values of both M and a (M 2
and a2) calculated using the bulk modulus of the solid phase particles
as well as the fluid compressibilities.

Explanations for the difference between theoretical and calcul-

ated values of M and a and measured values include both experimental
errors and deviations of the material systems tested from the theore-
tical material described by Biot's equations.

Possible sources of experimental error are failure to exactly

reproduce the flow and traction boundary conditions assumed by the
model and incomplete saturation with liquid of the systems using
water or silicone fluid as the fluid phase.

None of the material systems tested exactly conform to the

theoretical poroelastic material. Since sand is a system of discrete,
unbonded particles, its mechanical properties are affected by a
large number of experiment parameters such as mean compressive force
(or preload), amplitude of oscillation, degree of saturation, and
density.

For all of these reasons, it is not easy to determine which

part of the differences between the values presented in Table IV can
be attributed to experimental technique and which to inexact modeling
of the real material by Biot's equations.

4.3 Conclusions
Both storage modulus and loss tangent in direct compression of
fluid filled sands are frequency dependent quantities whose values
depend primarily on the viscosity of the fluid phase and the stiff-
ness, permeability and porosity of the porous solid phase.

Storage modulus generally increases with frequency in the range

20 - 100 hz with rate of increase greater for systems with the more
viscous fluid phase. Such a direct relationship between storage
modulus and fluid phase compressibility was not demonstrated.
Storage modulus was also found to be greater at all frequencies for
systems with finer sands. These are both less permeable and less
porous than the more coarse grained material. Loss tangent for dry
(air filled) sand is of the order of 0.01 and is constant with fre-
quency. With water and silicone fluid, loss tangent is bound to be
larger and more variable with frequency. Values of loss tangent
reach a maximum in the frequency range 0 - 30 hz with values approa-
 607
ching 0.2 for the more viscous, silicone fluid, system. The combina-
tion of the least porous, least permeable sand and the most viscous
fluid produces the largest loss tangent.

These results indicate that energy dissipation within liquid

filled sand is caused primarily by fluid flow rather than relative
motion of the individual particles.

Values of the poroelastic material constants a and M determined

by the test method employed agree closely, but not exactly, with
values predicted based on theoretical considerations. As predicted
by theory, a is close to unity and independent of fluid phase proper-
ties. Also, the constant M increases directly with increasing fluid
bulk modulus. Experimentally determined values of M and a are essen-
tially frequency independent as is required.

Although differences between values of a and M determined by

these experiments and those predicted on the basis of constituent
material properties may be caused not only by experimental error but
also by inexact representation of the real material by the theoretical
model, the general agreement of measured and theoretical values in-
dicates that Biot's poroelastic material model does apply to fluid
filled sands under compressive loading.

REFERENCES

1. Terzaghi, K. Theoretical Soil Mechanics. John Wiley and

Sons, N.Y. (1943).
2. Biot, M.A. General Theory of Three Dimensional Consolida-
tion. Journal of Applied Physics l2 (l94l) l55-l64.
3. Biot, M.A. Theory of Elasticity and Consolidation for a
Porous Anisotropic Solid. Journal of Applied Physics 26 (1955) 182-
185.
4. Biot, M.A. General Solutions of the Equations of Elasticity
and Consolidation for a Porous Material. Journal of Applied Mechanics
(Trans ASME) 23 (1956) 91-96.
5. Biot, M.A. Theory of Propagation of Elastic Waves in a Fluid-
Saturated Porous Solid I. Low-Frequency Range. Journal of the Acous-
tical Society of America, 28 (1956) 168-178.
6. Biot, M.A. Theory of Propagation of Elastic Waves in a Fluid
Saturated Porous Solid II. Higher Frequency Range. The Journal of
the Acoustical Society of America, 23 (1956) 179-191.
7. Biot, M.A. Mechanics of Deformation of Acous.tic Propagation
in Porous Media. Journal of Applied Physics, 33 (1962) 1482-1497.
8. Paria, G. Flow of Fluids Through Porous Deformable Solids..
Applied Mechanics Reviews 16 (1963) 421-423.
9· Heinrich, G., K. Desoyer. Hydromechanische Grundlagen fllr
 608

die Behandlung von Stationaren and Instationaren Grundwasser-stromun-

gen. Ingenieur Archiv 23 (1955) 73-84.
10. Heinrich, G. and K. Desoyer. Hydromechanische Grundlagen
fUr die Behandlung von Stationaren and Istationaren Grundwasser-stro-
mungen. II Mitteilung. Ingenieur Archiv 24 (1956) 81-84.
11. Heinrich G. and K. Desoyer. Theorie Driedimensionaler,
Setzungsvorgaenge in Tonschichten. Ingenieur Archiv 30 (1961) 225-
253.
12. Trusdell, C. Mechanical Basis of Diffusion. Journal of
Chemical Physics. 37 (1962) 2336.
13. Trusdell, C. and W. Noll. The Nonlinear Field Theories of
Mechanics. Encyclopedia of Physics. III/3 Springer-Berline (1965).
14. Adkins, J.E. Nonlinear Diffusion I Diffusion and Flow of
Mixtures of Fluids. Philos. Trans. of the Royal Society Series A
255 (1963) 607~634.
15. Adkins, J.E. Nonlinear Diffusion II. Constitutive Equations
for Mixtures of Isotropic Fluids. Philo. Trans of the Royal Society
Series A 255 (1963) 635-654.
16. Green, A.E. and J.E. Adkins. A Contribution to the Theory
of Nonlinear Diffusion. Arch. for Rational Mechanics and Analysis..
15 (1964) 235.
17. Green, A.E. and P.M. Naghdi. A Dynamical Theory of Inter-
acting Continua. Int. Journal of Engineering Science 3 (1965) 231-
248.
18. Bowen, R.M. Toward a Thermodynamics and Mechanics of Mix-
tures. Archive for Rational Mechanics and Analysis 24 (1967) 370.
19. Bowen, R.M. Theory of Mixtures Continuum Physics Vol. III
Mixtures and EM Field Theories edited by A. Cemal Erigen. Academic
Press New York (1976) 560-569.
20. Rice, J.R. and M.P. Clearly. Some Basic Stress Diffusion
Solutions for Fluid-Saturated Elastic Porous Media with Compressible
Constitutents. Reviews of Geophysics and Space Physics. 14 (1976)
227-241.
21. Kingsbury, H.B. Applications of the Theory of Poroelasticity
in Biomechanics. Proceedings of the Mechanical Engineering Congress,
Pahlavi University edited by M.A. Satter. Pahlavi University, Shiraz,
Iran (1975) 990-1006.
22. Biot, M.A. and D.G. Willis. The Elastic Coefficients of
The Theory of Consolidation. Journal of Applied Mechanics (1957)
594-601.
23. Bear, Jacob. Dynamics of Fluids in Porous Media. American
Elsevier, New York, 1972.
24. Hubbert, M. King. The Theory of Ground-Water Motion. The
Journal of Geology ILVIII Ft. 1 (1940) 785-944.
25. Verruijt, A. Elastic Storage of Aquiers Flow Through
Porous Media. Edited by Roger J. M. DeWiest. Academic Press N.Y.
(1969) 331-375.
26. Yew, C. H. and P.N. Jogi. The Determination of Biot's
Parameters for Sandstones - Part 1: Static Tests. Experimental
Mechanics (1978) 167-172.
 609

2-7. Fatt, I. The Biot-Willis Elastic Coefficients for a Sand-

stone. Journal Applied Mechanics, 26 (1959) 296-297.
28. Dziecielak, R. On the Determination of the Constants of
Consolidating Medium. Acta Technica Academiae Scientiarum '
Hungaricae, 73 (1972) 4~3-429.
29. Chae, Y.S. The Material Constants of Soils as Determined
from Dynamic Testing.· Proc. Int. Symp. on Wave Propagation and
Dynamic Properties of Earth Materials (1967) 759-770.
30. Ishihara, K. Propagation of Compressional Waves in a Satur-
ated Soil. Proceedings Inter. Symposium on Wave 'Propagation and
Dynamic Properties of Earth Materials. University of New Mexico
Press, Albuquerque (1967) 451-457.
31. Brown, K.M. A Quadratical-ly Convergent Newton-like Method
Based upon Gaussian Elimination, SIAM Journal of Numerical Analysis
6 (4) (1969) 560-569.
32. Lambe T.W. and R.V. Whitman. Soil Mechanics, John Wiley and
Sons, Inc. N.Y. (1965).
33. Handbook of Chemistry and Physics. 55th Edition CRC Press
Cleveland, Ohio (1974).
34. Wijesinghe, A.M. and H. B. Kingsbury. On the Dynamic Be-
havior of Poroelastic Materials. Journal Acoustical Society of
America 65 (1979) 90-95.
35. Kim, Y.K. and H. B. Kingsbury. Dynamic Characterization of
Poroelastic Materials. Experimental Mechanics 19 (1979) 252-258.
 610

TABLE I
Physical Properties of Porous Solids
Young s P018S0n 8 Permeabihty Shear Coeff1cient
Modulus (E) Ratio (K) Porosity Modulus (II *) (). *)
(Pa) (1) (2) (em2) (3) (f) (3) (Pa) (Pa)

COARSE 2.25 x 10 8 0.3 3.62 x 10- 8 0.48 0.979 x 10 8 1.29 x 10 8

SAND
(281m)

FINE 2.45 x 10 8 0.3 0.565 x 10- 8 0.38 1.06 x 10 8 1.31 x 10 8

SAND
(CN50l)

(1) Ishihara (30)

(2) Lambe and Whitrr,an (32)
(3) Measured Values

TABLE II
Physical Properties of Fluids
SILICONE WATER (2) AIR (2)
FLUID (1)

er~amiC
iscosity (025C) 0.487xlO- l 0.894xlO- 3
IPa-sec) (v) .1849xlO- 4

Specific
eravity
0.836 0.887 --
:ompressibility .999xlO- 9 .5l0xlO- 9 --
IPa- l )

(1) Arthur H. Thomas Co., Philadelphia, Pa.

(2) Handbook of Chemistry and physics. (33)
 TABLE III

Average Values (y), Linear Regression Analysis Coefficients (A,B) and Standard

Deviation (s) of Data

Y/y A + Bw

No. of a M
Specimens
M(XlO- 8 )
a A B(xl0 5 ) S (xl02) (Pa) A B(xl0 5 ) S (xlO2)

Coarse 3 .97 1.00 -9.28 1. 42 11.9 1.00 - 3.64 .25

Sand
(Water)

Coarse 3 .98 1.00 -3.57 .93 5.58 1.00 -11.6 5.41

Sand
(Silicone
Fluid)

Coarse 3 .98 1. 00 3.06 1.17 0.00576 .99 23.7 1.66

Sand
(Air)

Fine Sand 4 .96 1. 01 -0.79 1.05 6.64 1.00 - 0.19 1. 32

(Silicone
Fluid)

Coarse 9 .98 1.00 6.2 2.21

Sand
(all
fluids)

I-'
I-'
'"
 612

TABLE IV

Caapariaon of Average Measured Val~s (a.

ii) with
Calculated Values of CoefficienU

0 02 II III _ M
Measured Calc. Measured Using 0 Eq. h2)/
Bq. (11) (Pa) (Pa) (Pa)

Coarse Sand .97 .992 < o < .998 l.UxlO' 2.97xlO' 2. 36xlO ll
(Water)

Coarse Sand
(Silicone Fluid)
.98
· • 56xlO ll l.88xI0!' 1.20xl0 9

Coarse Sand
(Air)
.98
· 5.76xl0 5 2.12xl0 5 2.11xIO S

Fine Sand
(Silicone Fluid)
.96
· • "4xl0 9 l.86xlO 9 l.24xlO 9

Rigid Porous Plug

Smooth Rigid-Walled
Container
Poroelastic
Material

Figure 1: Poroelastic Column Subjected to Harmonic

Surface Displacement.
 613

Figure 2: Test Apparatus Showing Cylindrical Container,

Perforated Disk, and Hydraulic Exciter.

E1citer

Sp eci men
Disk
o
Osc; 110-
scope

Cyl i nder
V ector
Voltmeter

Figure 3: Schematic Diagram of Test Apparatus and

Instrumentation.
614

60 o

50
a
CL
~

'0
..
-...
40

: : ::
Coor .. Sand

: ::
Woler

:;
• 0
I 1 8 : :
Coar .. Sand
Air
30
0 20 40 60 80 100
Frequency ( hll

Figure 4: Measured Storage Moduli for Material Systems.

Fine Sand
Silicone Fluid
0.2 o

'I) 0. 1
• e e
•
Coarse Sand e
•
e
•
Water

Coor se Sand
Air .:.
0

0 20 40 60 80 100
Frequency ( hz)

Figure 5: Measured Loss Tangents of Material Systems.

 615

List of Symbols

A Poroelastic constant
A Area
Af Fluid phase area
As Solid phase area
CijPoroelastic coefficient
e Solid phase dilatation
eijSolid phase strain
~ Complex modulus
FTi Total force on element area in xi direction
Fsi Force on solid phase in xi direction
Ffi Force on fluid phase in xi direction
h Total head
K Permeability
K Permeability
M Poroelastic coefficient
n porosity
N Poroelastic constant
p Fluid pressure
q Specific flow rate
~ Poroelastic constant
Q Volume flow rate
R Poroelastic constant
S Standard variation
t Time
t Specimen Thickness
ui Average solid phase displacement component
ui Solid phase displacement component
Ui Fluid phase displacement component
V Potartial energy function

a Poroelastic coefficient
y Coefficient of fluid content
o Unjacketed compressibility coefficient
£ Fluid dilatation
1;; Increment of fluid content
n Fluid dynamic viscosity
K Jacketed compressibility coefficient
A Poroelastic coefficient
~ Poroelastic coefficient
p Fluid mass denisty
a Fluid stress
a Average solid stress
a Actual solid stress
T Average total stress
w Frequency
Q Frequency parameter (Eq. (4.1))
 617

A BIBLIOGRAPHY OF CONSOLIDATION

R. L. Schiffman

ABSTRACT 619
1. INTRODUCTION 619
2. BIBLIOGRAPHY 619
 619

A BIBLIOGRAPHY OF CONSOLIDATION

Robert L. Schiffman
University of Colorado, Boulder, Colorado, U.S.A.

ABSTRACT
This is a citation bibliography of works dealing with the
quasi-static theory of consolidation of soil, and rock, as at 1982.

1. INTRODUCTION
The citations which follow are an unannotated bibliography of
technical papers, theses, and reports on the quasi-static theory
of consolidation as at 1982. They include work on theory, laboratory
and model studies, engineering predictions and field observations.
The references are largely confined to the English language
although some references in other languages are included.

2. BIBLIOGRAPHY
Abbott, M.B., (1960), "One-Dimensional Consolidation of Multi-
Layered Soil s," Geotechnique, !.Q., pp. 151-165.
Abelev, M. Yu., and Tsytovitch, N.A., (1964), "Problems of
Application of the Theory of Consolidation for Fully Saturat-
ed Clayey Soils," (In Russian), Osnovanija Fundamentyi
Mekanika Gruntov, No.3, pp. 11-14.
620

Adachi, T., Oka, F., and Tange, Y., (1982), "Finite Element
Analysis of Two Dimensional Consolidation Using an E1asto-
Viscop1astic Constitutive Equation," Proceedings, Fourth
International Conference on Numerical Methods in'Geomechan-
ics, (Edited -by Z. Eisenstein), A.A. Ba1kema, Rotterdam, The
Netherlands, !, pp. 287-296.
Aboshi, H., and Monden, H., (1963), "Determination of the Horizon-
tal Coefficient of Consolidation of A1uvia1 Clay," Proceed-
ings, Fourth Australia - New Zealand Concerence on Soil
Mechanics and Foundation Engineering, pp. 159-164.
Aboshi, H., and Yoshikuni, H.-, (1967), "A Study on the Consolida-
tion Process Affected by Well Resistance in the Vertical
Drain Method," Soil and Foundation, 2., No.4, pp. 38-58.
Aboshi, H., Yoshikuni, H., and Maruyama, S., (1970), "Constant
Loading Rate Consolidation Test," Soils and Foundations, 10,
No.1, pp. 43-56. -
Aboshi, H., Yoshikuni, H., and Uchibayashi, T., (1969), "Stability
of Soft Clay Foundations Underneath Embankment, Consolidated
by Means of Card-Board Drains," Soils and Foundations, 9,
No.2, pp. 1-14. -
Absi, L, (1965), "Generalisation de 1a Theorie de Consolidation
de Terzaghi au Cas d'Une Mu1ticouche," Anna1es de lnstitut
Technique de Batiment et des Travaux Publics, 18, No.
211/212, pp. 1014-1015. -
Agbezuge, L.K., and Deresiewicz, H., (1974), "On the Indentation
of a Consolidating Half-Space," Israel Journal of Technology,
g, pp. 322-338.
Akai, K., and Tamura, T., (1978), "Numerical Analysis of Stress
Path Under Multi-Dimensional Consolidation," Proceedings of
the Specialty Session on Computers in Soil Mechanics:
Present and Future, Ninth International Conference on Soil
Mechanics and Foundation Engineering (Edited by R.L.
Schiffman), MAA Publishing Co., Taipei, Republic of China,
pp. 30-53.
A1-Dhair, Z.A., and Tan, S.B., (1968), "A Note on One-Dimensional
Constant-Head Permeabil ity Tests," Geotechnique, 18, pp.
499-505. -
 621

Alonso, LE., and Krizek, R.J., (1975), "Consolidation of Randomly

Heterogeneous Clay Strata," Transportation Research Record
No. 548, pp. 30-48.

American Society of Civil Engineers, (1933), "Earths and Founda-

tions, Progress Report of Special Committee," Proceedings,
American Society of Civil Engineers, ~, No.5, pp. 777-820.

American Society of Civil Engineers, (1941), "Soil Mechanics

Nomenclature," Manuals of Engineering Practice, No. 22.

Anandakrishnan, M., and Kuppusamy, 1., (1970), "Consolidation

Under Constructi on Type of Loadi ng," Proceedi ngs, Second
Asian Conference on Soil Engineering, pp. 335-343.

Asaoka, A., and Matsuo, M., (1980), "An Inverse Problem Approach
to Settlement Prediction," Soils and Foundations, 20, No.4,
pp. 53-66. -

Athanasiou-Grivas, D., and Harr, M.L, (1978), "Consolidation - A

Probilistic Approach," Journal of the Engineering Mechanics
Division, ASCE, 104, No. EM3, Proceedings Paper 13850, pp.
681-690. -

Atkin, R.J., and Craine, R.E., (1976a), "Continuum Theories of

Mixtures: Basic Theory and Historical Development," Quarterly
Journal of Mechanics and Applied Mathematics, 29, pp.
209-244. -

Atkin, R.J., and Craine, R.L, (1976b), "Continuum Theories of

Mixtures: Applications," Journal of the Institute of
Mathematics and Its Applications, ~, pp. 153-207.

Atkinson, M.S., and Eldred, P.J.L., (1981), "Consolidation of Soil

Using Vertical Drains," Geotechnique, ~, pp. 33-43.

Baker, R., (1976), "The Effect of Horizontal Consolidation'on

Differential Settlements of Footings on Clay," Canadian
Geotechnical Journal, ~, pp. 442-451,

Balasubramaniam, A.S., and Brenner, R.P., (1981), "Consolidation

and Settlement of Soft Clay," Soft Clay Engineering (Edited
by E.W. Brand and R.P. Brenner). Elsevier Scientific
Publishing Company, Amasterdam, The Netherlands, pp. 481-566.

Baligh, M.M., and Fuleihan, N.F., (1978), "Consolidation Theory

with Stress Reduction due to Settlement," Journal of the
Geotechnical Engineering Division, ASCE, 104, No. GT5,
Proceedings Paper 13755, pp. 519-534. -
622

Baligh, M.M., and Levedoux, J.N., (1978), "Consolidation Theory

for Cyclic Loading," Journal of the Geotechnical Engineering
Division, ASCE, 104, No. GT4, Proceedings Paper 13708, pp.
415-431. ---

Banerjee, S., and Mitchell, J.K., (1980), "In-Situ Volume-Change

Properties by Electro-Osmosis -- Theory," Journal of the
Geotechnical Engineering Division, ASCE, 106, No. GT4,
Proceedings Paper 15370, pp. 347-365. ---

Barden, L., (1965a), "Conso1 i dation of Compacted and Unsaturated

Clays, "Geotechnique, ~, pp. 267-286.

Barden, L., (1965b), "Consolidation of Clay with Non-Linear

Viscosity," Geotechnique,~, pp. 345-362.

Barden, L., (1968), "Primary and Secondary Consolidation of Clay

and Peat," Geotechnique, 18, pp. 1-24.

Barden, L., (1969), "Time Dependent Deformation of Normally

Consolidated Clays and Peats," Journal of the Soil Mechanics
and Foundations Division, ASCE, 95, No. SM1, Proceedings
Paper 6337, pp. 1-31. --

Barden, L., and Berry, P.L., (1965), "Consolidation of Normally

Consolidated Clay," Journal of the Soil Mechanics and Founda-
tions Division, ASCE, 91, No. SM5, Proceedings Paper 4481,
pp. 15-35. --

Barden, L., and Younan, N.A., (1969), "Consolidation of Layered

Clays," Canadian Geotechnical Journal, ~, pp. 413-429.
Barden, L., Berry, P.L., Poskitt, T.J., and Wilkinson, W.B.,
(1969), "Non1inearities in the Consolidation of Clay and
Peat," Advances in Consolidation Theories for Clays, (Edited
by H.B. Poorooshasb), Proceedings of Specialty Session No.
12, Seventh International Conference on Soil Mechanics and
Foundation Engineering, University of Waterloo, Waterloo,
Canada, pp. 1-11.

Barron, R.A., (1948). "Consolidation of Fine-Grained Soils by

Drain Well s," Transacti on, ASCE, 113, pp. 718-754.
 623

Barvenik, M.M. Jr., (1971), "Generation of Pore Pressures in

Dredged Material," S.M. Thesis, Department of Civil
Engineering, Massachusetts Institute of Technology,
Cambridge, Massachusetts.
Basak, P., (1977), "Consolidation by Sand Drains in Initial Gradi-
ent Soils," Journal of the Geotechnical Engineering Divi'ion,
ASCE, 103, No. GT11, Proceedings Paper 13313, pp. 1327-1332.
Basak, P., and Madhav, M.R., (1978), "Analytical Solutions of Sand
Drain Problems," Journal of the Geotechnical Engineering
Division, ASCE, 104, No. GT1, Proceedings Paper 13453, pp.
129-135. -
Battelino, D., (1973), "Oedometer Testing of Viscous Soils,"
Proceedings, Eighth International Conference on Soil
Mechanics and Foundation Engineering, 1.1, pp. 25-30.
Bear, J., and Corapcioglu, M.Y., (1981), "Mathematical Model for
Regional Land Subsidence due to Pumping. 1. Integrated
Aquifer Subsidence Equations Based on Vertical Displacement
Only," Water Resources Research, g, pp. 937-946.
Bear, J., and Corapcioglu, M.Y., (1981), "Mathematical Model for
Regional Land Subsidence due to Pumping. 2. Integrated
Aquifer Subsidence Equations for Vertical and Horizontal
Displacements," Water Resources Research, ~, pp. 947-958.
Becker, D.E., and Lo, K.Y., (1981), "Settlements Under Intermit-
tent Load," Proceedi ngs, Tenth I nternati onal Conference on
Soil Mechanics and Foundation Engineering!, pp. 35-40.
Been, K., (1980), "Stress Strain Behaviour of a Cohesive Soil
Deposited Under Water," Ph.D. Dissertation, University of
Oxford, Oxford, United Kingdom.
Been, K., (1981), "Non-Destructive Density Measurement Techniques
for Examining Effective Stress Development in High Void Ratio
Soils," Department of Engineering Science, University of
Oxford, Oxford, United Kingdom, Report No. OUEL 1350/81.
Been, K., and Sills, G.C., (198!), "Self-Weight Consolidation of
Soft Soils: An Experimental and Theoretical Study,"
Geotechnique, ~, pp. 519-535.
Berry, P.L., and Poskitt, T.J., (1972), "The Consolidation of
Peat," Geotechnique, ~, pp. 27-52.
624

Berry, P.L., and Vickers, B., (1975), "Consolidation of Fibrous

Peat," Journal of the Geotechnical Engineering Division,
ASCE, 101, No GT8, Proceedings Paper 11493, pp. 741-753.

Berry, P.L., and Wilkinson, W.B., (1969), "The Radial Consolida-

tion of Clay Soils," Geotechnique, .!2., pp. 253-284.

Bijsterveld, J.J. Van, (1976), "Een Toepassing van Numerieke

Analyse bij Twee-Dimensionale Consolidatieproblemen," LGM
Mededelingen, Delft, The Netherlands, 17, No. 3/4, pp.
98-113. -

Biot, M.A., (1935), "Le Probleme de la Consolidation des Matieres

Argileuses sous une Charge," Annaies de la Societe
Scientifique de Bruxelles, Series B, ~, pp. 110-113.

Biot, M.A., (1941a), "General Theory of Three-Dimensional Con-

sOlidation," Journal of Applied Physics, g, pp. 155-164.

Biot, M.A., (1941b), "Consolidation Settlement Under a Rectangular

Load Distribution," Journal of Applied Physics, 12, pp.
426-430. -

Biot, M.A., (1955), "Theory of Elasticity and Consolidation for a

Porous Anisotropic Solid," Journal of Applied Physics, 26,
pp. 182-185. -

Biot, M.A., (1956a), "General Solutions of the Equations of Elas-

ticity and Consolidation for a Porous Material," Journal of
Applied Mechanics, 23, pp. 91-96.
Biot, M.A., (1956b), "Theory of Deformation of a Porous Viscoelas-
ti c Ani sotropi c Sol i d," Journal of Appl i ed Physi cs, 27, pp.
459-467. -

Biot, M.A., (1963), "Theory of Stability and Consolidation of a

Porous Medium Under Initial Stress," Journal of Mathematics
and Mechanics, g, pp. 521-541.

Biot, M.A., (1965), Mechanics of Incremental Deformations, John

Wiley and Sons, Inc., New York, New York.

Biot, M.A., (1972), "Theory 'of Finite Deformations of Porous

Solids," Indiana University Mathematics Journal, 21, pp.
597-620. -

Biot, M.A., and Clingan, F.M., (1941), "Consolidation Settlement

of a Soil with an Impervious Top Surface," Journal of Applied
Physics, ~, pp. 578-5a1.
 625

Biot, M.A., and Willis, D.G., (1957), "The Elastic Coefficients of

Consolidation," Journal of Applied Mechanics, 24, pp.
594-601. ---
Bishop, A.W., and Al-Dhahir, I.A., (1969), "Some Comparisons
Between Laboratory Tests, In Situ Tests and Full Scale
Performance, with Special Reference to Permeability and
Coefficient of Consolidation," In Situ Investigations in
Soils and Rocks, Proceedings of the Conference organized by
the British Geotechnical Society, pp. 251-264.
Bishop, A.W., and Gibson, R.E., (1963), "The Influence of the Pro-
visions for Boundary Drainage on Strength and Consolidation
Characteristics of Soil Measured on the Triaxial Apparatus,"
Laboratory Shear Testing of Soils, ASTM, Special Technical
PUblication No. 361, pp. 435-451.
Bishop, A.W., and Henkel, D.J., (1962), The Measurement of Soil
Properties in the Triaxial Test, Second Edition, EdWard
Arnold Ltd., London, United Kingdom.
Bjerrum, L., (1967), "Engineering Geology of Norwegian Normally-
Consolidated Marine Clays as Related to Settlements of
Buil dings." Geotechnique, .!I, pp. 81-118.
Bolger, J.C., (1960), "Rheology of Kaolin Suspensions," Doctor of
Science Thesis, Department of Chemical Engineering,
Massachusetts Institute of Technology, Cambridge,
Massachusetts.
Bonaparte, R., and Mitchell, J.K., (1979), "The Properties of San
Francisco Bay Mud at Hamilton Air Force Base, California,"
Geotechnical Engineering, Department of Civil Engineering,
University of California, Berkeley.
Booker, J.R., (1973a), "A Numerical Method for the Solution of
Biot's Consolidation Theory," Quarterly Journal of Mechanics
and Applied Mathematics, 26, pp. 457-470.
Booker, J.R., (1973b), "The Finite Element Solution of Consolida-
tion Problems Using the Laplace Transform," Proceedings,
Eighth International Conference on Soil Mechanics and Founda-
tion Engineering, 4.3, p. 92.
Booker, J.R., (1974), "The Consolidation of a Finite Layer Subject
to Surface Loading," International Journal of Solids and
Structures, lQ, pp. 1053-1065.
 626

Booker, J.R., and Small, J.C., (1974), "An Investigation of the

Stability of Numerical Solutions of Biotls Equations of Con-
solidation," International Journal of Solids and Structures,
!l. pp. !107-917.
Booker, J.R., and Small, J.C., (1975), "An Investigation of the
Stability of Numerical Solutions of Biotls Equations of Con-
solidation," International Journal of Solids and Structures,
~, pp. 907-917.

Booker, J.R., and Small, J.C., (1977), "Finite Element Analysis of

Primary and Secondary Consol i dati on," I nternati onal Journal
of Solids and Structures, ~, pp. 137-149.
Booker, J.R., and Small, J.C., (1979), "Finite Element Analysis of
the Consol i dati on of Layered Soil s," Proceedi ngs of the Thi rd
International Conference in Australia on Finite Element
Methods, pp. 485-500.
Booker, J.R., and Small, J.C. (1982a), "Finite Layer Analysis of
Consolidation, I," International Journal for Numerical and
Analytical Methods in Geomechanics, ~, pp. 151-171.
Booker, J.R., and Small, J.C., (1982b), "Finite Layer Analysis of
Consolidation, II, II International Journal for Numerical and
Analytical Methods in Geomechanics, ~, pp. 173-194.
Bowen, R.M., (1976), "Theory of Mixtures," Continuum PhysiCS,
(Edited by A.C. Eringen), 3, Academic Press, New York, New
York, pp. 1-127. -

Bowen, R.M., (1982), "Compressible Porous Media Models by Use of

the Theory of Mixtures, II International Journal of Engineering
Science, 20, pp. 697-735.
Bredehoeft, J.D., and Hanshaw, B.B., (1968), "On the Maintenance
of Anomalous Fluid Pressures, I. Thick Sedimentary
Sequences," Geological Society at American Bulletin, 79, pp.
1095-1104. -

Brinch Hansen, J., and Inan, S., (1969), "Test and Formulas Con-
cerning Secondary Consolidation," Proceedings, Seventh Inter-
national Conference on Soil mechanics and Foundation
Engineering, l, pp. 45-53.
Bromwell, L.G., and Carrier, W.O. III, (1979), "Consolidation of
Fine- Grained Mining Wastes," Proceedings, Sixth Pan-American
Conference on Soil Mechanics and Foundation Engineering, I,
pp. 293-304. -
 627

Bronwell, L.G., and Lambe, ToW., (1968), "Comparison of Laboratory

and Field Values of Cv for Boston Blue Clay," Highway
Research Record, No. 243, pp. 23-37.

Buisman, A.S.K., (1936), "Results of Long Duration Settlement

Tests," Proceedings, International Conference on Soil
Mechanics and Foundation Engineering, l, pp. 103-106.

Burland, J.B., (1971), "A Method of Estimating the Pore Pressures

and Displacements Beneath Embankments on Soft, Natural Clay
Deposits," Stress-Strain Behavior of Soils, (Edited by
R.H.G. Parry), G.T. Foulis &Co., Ltd., Henley-on-Thames,
Oxfordshire, United Kingdom, pp. 505-536.

Burmister, D.M., (1942), "Laboratory Investigation of Soils at

Flushing Meadow Park," Transactions, ASCE, 68, pp. 187-200.

Campanella, R.G., and Mitchell, J.K., (1968), "Influence of Temp-

erature Variations on Soil Behavior," Journal of the Soil
Mechanics and Foundations Division, ASCE, 94, No. SM3,
Proceedings Paper 5958, pp. 709-734. --

Cargill, K.W., (1982), "Consolidation of Soft Layers by Finite

Strain Analysis," Geotechnical Laboratory, U.S. Arllo/ Engineer
Waterways Experiment Station, Miscellaneous Paper GL-82-3.

Carillo, N., (1942), "Simple Two- and Three-Dimensional Cases in

the Theory of Consolidation of Soils," Journal of Mathematics
and Physics, i!., pp. 1-5.

Carrier, W.D., III, (1982), "Predicting Consolidation of Phospha-

tic Clay Waste," Conference on Consolidation and Dewatering
of Fine Particles, University of Alabama, Tuscaloosa,
Alabama.

Carrier, W.D. III, and Keshian, B. Jr., (1979), "Measurement and

Prediction of Consolidation of Dredged Material," Paper
presented at Twelfth Annual Dredging Seminar, Houston, Texas.

Carter, J.P., Booker, J.R., and Small, J.C., (1979), "The Analysis
of Finite Elasto-Plastic Consolidation," International
Journal for Numerical and Analytical Methods in Geomechanics,
~, pp.107-129.

Carter, J.P., Randolph, M.F., and Wroth, C.P., (1979) "Stress and
Pore Pressure Changes in Clay During and After the Expansion
of a Cylindrical Cavity," International Journal for Numerical
and Analytical Methods in Geomechanics, ~, pp. 305-322.
 628

Carter, J.P., Small, J.C., and Booken, J.R., (i977), "A Theory of
Finite Elastic Consolidation, II International Journal of
Solids and Structures, ~, pp. 467-478.
.
Caseini, L., (1979), "UnlAnslisi Delle Provedi Permeabilita a
Carico Idraulico Variable," Rivista Italiana Di Geotecnica,
Q, No.1, pp. 7-18 •.
Casteleiro, M., (1975), "Mathematical Model of One-Dimensional
Consolidation and Desiccation of Dredged Materials," Ph.D.
Dissertation, Department of Civil Engineering, Northwestern
University, Evanston, Illinois.
Casteleiro, M., Krizek, R.J., and Edil, T.B., (1981), "Mathemati-
cal Model for One-Dimensional Dessication and Consolidation
of Sedimented Soils," International Journal for Numerical and
Analytical Methods in Geomechanics, ~, pp. 195-215.
to.
Cavounidis, S., and Hoeg, K., (1977), "Consolidation During Con-
struction of Earth Dams,1I Journal of the Geotechnical Engin-
eering Division, ASCE, 103, No. GT10, Proceedings Paper
13299, pp. 1055-1067.
Chang, Y.C.E., (1981), IILong Term Consolidation Beneath the Test
Fills at Vasby, Sweden,1I Swedish Geotechnical Institute,
Report No. 13.
Chang, C.S., and Duncan, J.M., (1977), IIAnalysis of Consolidation
of Earth and Rockfill Dams,1I Department of Civil Engineering,
University of California, Berkeley, California, Geotechnical
Engineering Report TE 77-3, !,& ~.
Chaput, D., and Thomann, G., (1975), IIConsolidation dlun Sol avec
Drains Verticaux Sous Charge Variable-Solution Analytique-
Methodes des Diff~rences Finies, II Laboratoire Central des
Pontes et Chauss~es, Paris, France, Rapport de Recherche No.
47.
Chen, A. T-F., (1966), IIPlane Strain and Axisymmetric Primary Con-
solidation of Saturated Clays,1I Ph.D. Dissertation, Depart-
ment of Civil Engineering, Rensselaer Polytechnic Institute,
Troy, New York.
Chiarella, C., and Booker, J.R., (1975), liThe Time-Settlement
Behavior of a Rigid Die Resting on a Deep Clay Layer,1I
Quarterly Journal of Mechanics and Applied Mathematics, 28,
pp. 317-328. --
 629
Christensen, R.W., and Wu, T.H., (1964), "Analysis of Clay Deform-
ation as a Rate Process," Journal of the Soil Mechanics and
Foundations Division, ASCE, 90, No. SM6, Proceedings Paper
4147, pp. 125-127. --

Christian, J.T., (1976), "Consolidation with Internal Pressure

Generation," Journal of the Geotechnical Engineering
Division, ASCE, 102, No. GT10, Proceedings Paper 12445, pp.
1111-1115. ----

Christian, J.T., (1977a), "Consolidation with Triangular Pressure

Generation," Journal of the Geotechnical Engineering
Division, ASCE, 103, No. GT2, Proceedings Paper 12712, pp.
133-136. ----

Christian, J.T., (1977b), "Two- and Three-Dimensional Consolida-

tion," Numerical Methods in Geotechnical Engineering (Edited
by C.S. Desai and J.T. Christian), McGraw-Hill Book Company,
New York, New York, pp. 399-426.

Christian, J.T., and Boehmer, J.W., (1970), "Plane Strain Consoli-

dation by Finite Elements," Journal of the Soil Mechanics and
Foundations Division, ASCE, 96, No. SM4, Proceedings Paper
7437, pp. 1435-1457. --

Christian, J.T., Boehmer, J.W., and Martin, P.P., (1972), "Consol-

idation of a Layer Under a Strip Load," Journal of the Soil
Mechanics and Foundations Division, ASCE, 98, No. SM7,
Proceedings Paper 9030, pp. 693-707. --

Christie, I.F., (1959), "Design and Construction of Vertical

Drains toAccelerate the Consolidation of Soils," Civil Engin-
eering (United Kingdom), February, March and April, 1959,
pp. 2-12.

Christie, I.F., (1964), "A Re-Appraisal of Merchant's Contribution

to the Theory of Consolidation," Geotechnique, 14, pp.
309-320. --

Christie, I.F., (1965), "Secondary Compression Effects During One-

Dimensional Consolidation Tests," Proceedings, Sixth Interna-
tional Conference on Soil Mechanics and Foundation Engineer-
ing, l, pp. 198-202.

Christie, I.F., (1966), "The Solution of Consolidation Problems by

General-Purpose Analogue Computer," Geotechnique, 16, pp.
131-148. --
 630

Cleary, M.P., (1977), "Fundamental Solutions for a Fluid-Saturated

Porous Solid," International Journal of Solids and
Structures, 1l, pp. 785-806.
Corapcioglu, M.Y., and Bear, J., (1982), "Land Subsidence,"
Selected TOSiCS in Mechanics of Fluids in Porous Media
(Edited by. Bear and M.Y. Corapcioglu), Martinus Nijhoff,
The Netherlands.
Corotis, R.B., Krizek, R.J., and El-Moursi, H.H., (1975), "Probab-
ilistic Approach to Prediction of Consolidation Settlement,"
Transportation Research Record, No. 548, pp. 47-61.
Cotte, B., (1981), "Theory of Multi-Dimensional Coupled Consolida-
tion," M.S. Thesis, Department of Civil Engineering,
University of Colorado, Boulder, Colorado.
Covington, B.J., and Ray, J.R., (1965), "A Consolidation Study,"
College of Engineering, Louisiana State University and
Agricultural and Mechanical College, Baton Rouge, Louisiana,
Engineering Research Bulletin, No. 82.
Crawford, C.B., (1959), "The Influence of Rate of Strain on
Effective Stresses in Sensitive Clay," Papers on Soils-1959
Meetings, ASTM Special Technical Publication No. 254, pp.
36-61.
Crawford, C.B., (1964a), "The Resistance of Soil Structure to
Consolidation," Canadian Geotechnical Journal, ~, pp. 90-97.
Crawford, C.B., (1964b), "Interpretation of the Consolidation
Test," Journal of the Soil Mechanics and Foundations
Division, ASCE, 90, No. SM5, Proceedings Paper 4056, pp.
87-102. ---
Croce, P., (1982), "Evaluation of Consolidation Theories by
Centrifugal Model Tests," M.S. Thesis, Department of Civil
Engineering, University of Colorado, Boulder, Colorado.
Cryer, C.W., (1963), "A Comparison of the Three-Dimensional Conso-
lidation Theories of Biot and Terzaghi," Quarterly Journal of
Mechanics and Applied Mathematics," ~, pp. 401-412.
Cumming, D.A., (1962), "The Consolidation of a Layer of Saturated
Soi 1 Under Movi ng Loads," Proceedi ngs, Fi rst Conference of
the Australian Road Research Board, !, pp. 730-739.
 631

Dakshanamurthy, B., and Fredlund, D.G., (1981), "A Mathematical

Model For Predicti'ng Moisture Flow in an Unsfiturated Soil
Under Hydraul i c and Temperature Gradi ents," Water Resources
Research, lI, No.3, pp. 714-722.

Da Si 1 vei ra, 1., (1953), "Consol i dati on of aCyl i ndri cal Cl ay Sam-
ple with External Radial Flow of Water," Proceedings, Third
International Conference on Soil Mechanics and Foundation
Engineering, !, pp. 55-56.

Davis, E.H., (1971), "Non-Linear Consolidation and the Effect of

Layer Depth," Procedings, Fi rst Austral ia - New Zealand
Conference on Geomechanics, pp. 105-111.

Davis, E.H., and Lee, I.K., (1969), "One-Dimensional Consolidation

of Layered Soil s," Proceedi ngs, Seventh I nternati ona 1
Conference on Soil Mechanics and Foundation Engineering, 2,
pp. 65-72. -

Davis, E.H., and Poulos, H.G., (1968), "The Use of Elastic Theory
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PART 3
STOCHASTIC APPROACH
TO POROUS MEDIA
 673

STOCHASTIC ANALYSIS OF FLOW IN HETEROGENEOUS POROUS MEDIA

L. W. Gelhar

1. INTRODUCTION 675
2. RANDOM FIELDS AND SPECTRAL REPRESENTATION 679
3. SPECTRAL SOLUTIONS OF PERTURBED STOCHASTIC FLOW
EQUATIONS 686
4. SOME RESULTS AND APPLICATIONS 695
4.1. Head Variance and Covariance 695
4.2. Effective Hydraulic Conductivity 700
4.3. Macroscopic Dispersion 702
4.4. Unsaturated Flow 706
4.5. Analysis of Observation Networks 707
5. COMMENTS AND FUTURE DIRECTIONS 711
6. REFERENCES 713
PRINCIPAL SYMBOLS 717
 675

STOCHASTIC ANALYSIS OF FLOW IN HETEROGENEOUS POROUS MEDIA

Lynn W. Ge1har

Massachusetts Institute of Technology

Cambridge, Massachusetts

1 INTRODUCTION

It is becoming widely recognized that natural earth materials

are rather heterogeneous in terms of their hydrologic properties.
Figure 1 shows observations of permeability and porosity in a sand-
stone aquifer in Illinois. These data are based on laboratory
analysis of cores collected from deep boreholes in the Mt. Simon
aquifer in central Illinois. The variation of permeability is seen
to be rather large; the values range over four orders of magnitude.
Porosity on the other hand shows a somewhat smaller degree of vari-
ability but still a significant percentagewise change. Figure 2
is the second example of the variability of permeability in earth
materials. These data show observed infiltration rates of surface
soils along a transect some 700 m long in an irrigated area near
Socorro, New Mexico. Here the saturated hydraulic conductivity is
seen to vary over two orders of magnitude. The observations in
Figure 1 and 2 also illustrate that the variation of hydraulic
conductivity or permeability is not completely disordered in space.
There is some spatial structure which should be taken into account
when considering the effects of such heterogeneity. Many other
observations from different geologic environments show similar
kinds of natural variability of permeability and other properties.
Summarized in Table 1 is some information on the variation of
hydraulic conductivity K or transmissivity T characterized by the
standard deviation of In K or In T. The degree of variability is
conveniently characterized by the standard deviation of the log-
arithm because these parameters usually are normally distributed.

The basic problem is one of. predicting the field scale be-
havior of hydrologic systems which exhibit this large variability
676

o
r<"i
>-
I-
::::!o
~N
w
~
0:
W
a.q
C)
o
...J

o
o

~~~~~----~~4r--+-~~-+------~--~~----~~e---~
o 100 200
DISTANCE. FEET

oN

>-
I-
en
o
0: 0
o-
Il.

0~----4------+------+-----~------~----~----~~----~
o 100 200
DISTANCE. FEET

Figure 1. Permeability (mi11idarcy) and porosity space series

from laboratory analysis of cores from a borehole in Mt. Simon
sandstone aquifer'in Illinois (Bakr, 1976).
 3., i I

10
2.

1• L. I 1\ r \ 1\ I Ii I \ 1\ 1\ I IU I
.'"
In I

Tl
9. rAIII '\ I III III V ~ II ~V V
V' cm/hr
II I \ I I I IIIIIIU II I
-1 .

-2. I \l I I I I
9 . \90 . 299. 399 . 490. S00. 690. 790.
I- 0.1
DISTANCE METERS

Figure 2. Infiltration rate I of surface soil in an irrigated area on the floodplain of

the Rio Grande near San Acacia, New Mexico; measurements were made at 7.62 m intervals;
(j\
0ln I .....,
= 1.0. .....,
678

Parameter Material Range of

a 1n K or a 1n T

hydraulic conductivity, K rock cores, soils 0.46 - 3.6

(Freeze, 1975)

aquifer transmissivity, T sandstone, limestone, 0.8 - 2.3

(De1homme, 1979) alluvium

hydraulic conductivity, K unsaturated soils 1.2 -1.7

(Warrick and Nielsen, 1980)

Table 1. The range variability of hydraulic conductivity K and

transmissivity T.

of key parameters. A logical approach would be to ignore some of

the fine scale detail of the variations and determine some flow
laws or descriptions and appropriate flow parameters which then can
be used to predict the behavior of the large scale flow system.
Therefore one goal is to develop the theoretical basis for the
average or effective description of the large sca1eiheterogeneous
system. In addition we would like to be able to evaluate the
degree of variability around the average predictions that are
obtained by this approach. A stochastic approach provides a formal
procedure for addressing these questions of the mean behavior and
the variation about the mean.

In developing a stochastic approach parameters such as the

hydraulic conductivity will be viewed as random variables or more
precisely in a spatial sense as random processes or spatial random
fields. A key assumption and underlying concept in this approach
is that of the ergodic hypothesis; that is,we are presuming that
useful information about the behavior of one aquifer or soil
system can be obtained by treating mathematically the behavior of
the large collection of such systems represented by the ensemble
of the probabilistic approach. This approach will be reasonable
when the overall scale of the problem is large compared to the
scale of the heterogeneity. The question of whether a given aquifer
or soil system is actually a random process is essentially a phil-
osophical one which we do not attempt to answer. A stochastic
approach will be appropriate if the results prove to have utility
in some sense. Thus it is appropriate to focus on observable
features which offer some basis for evaluation of a stochastic
theoretical approach.

From observations such as those illustrated above, there is

absolutely no question that natural earth materials are highly
variable especially in terms of the permeability or hydraulic con-
ductivity. The overall problem then is to determine how that
 679

variability will affect a large scale flow description. The broad

objective of these stochastic approaches then can be viewed in
terms of three questions:
(1) What are the effective or mean properties of parameters
to be used in large scale field prediction?
(2) What degree of the confidence can one assign such mean
predictions or what is the prediction variance?
(3) How does this natural variability affect the design and
interpretation of field observations?
The general approach to these problems is to seek analytical
solutions of the governing stochastic differential equations which
describe the flow process at least on a small laboratory scale.
The emphasis is on general behavior without reference to specific
sites or specific sets of observations. This generic approach is
a reasonable one because we now know that natural variability of
hydrologic properties is the rule rather than the exception and can
argue that such heterogeneity exists regardless of whether it is
observed in detail at a given site. In additio~ this general an-
alytical approach allows us to clearly separate probabilistic
analysis from the problem of statistical inference. The ques-
tion of how the actual data at a given site are incorporated in a
stochastic model is an important one but the generic approach dis-
cussed here has the advantage that the data limitations can be
evaluated clearly.

The following developments summarize primarily the work of our

group at New Mexico Tech. This paper is not intended to be a com-
prehensive review of recent research on stochastic subsurface
hydrology; other work is discussed only as it relates to results
developed here. The overall objective is to illustrate some details
of this stochastic methodology as well as some results that
have evolved through this kind of analysis. The discussion focuses
on some of the key problems which remain to be solved.

2 RANDOM FIELDS AND SPECTRAL REPRESENTATION

The spatial variation of porous medium properties, such as the

hydraulic conductivity, will be represented by a spatial stochastic
process or a random field. Consider first a one-dimensional case
where the hydraulic conductivity K is expressed as a function of
distance x as

In K = F(x) + f(x), E(f) =0 (2.1)

where F is the expected value of In K and f is the zero-mean per-

turbation. A complete probabilistic description of the sto-
chastic process f(x) encompasses joint probability density
functions between all points in space, a completely impractical
 680

requirement. More realistically the covariance function

serves as a useful measure of the spatial correlation structure.

Furthermore if f(x) is a Gaussian process, then knowledge of
Rff(XI, X2) implies complete knowledge of the joint probability
densities of f(x).

The process f(x) is statistically homogeneous (or stationary)

in the second order sense if the covariance function depends on
only the difference Xl - X2 = ~,

(2.2)

Physically this homogeneity indicates that the degree of variability

and the correlation structure do not depend on the location.

If the process is stationary it is always possible to represent

f(x) in terms of a complex stochastic process Zf(k) as a Fourier-
Stieltjes integral,
ooJ ikx
f(x) e dZf(k), (2.3)
_00

0 i f k " k'
{
Sff(k)dk if k = k'
where Sff(k) is the spectral density function or spectrum depending
on the wave number k and the asterisk denotes the complex conjugate.
This theorem essentially states that the process f(x) is composed
of a sum of uncorrelated or orthogonal increments in the wave number
domain. Furthermore the representation (2.3) is unique (Brieman,
1969; Koopmans, 1974) and provides a convenient formalism for treat-
ing differential equations involving stationary variables (Lumley
and Panofsky, 1964).

The covariance function of a real-valued stationary process

f(x) can be written terms of the spectral representation theorem
(2.3) as follows:

Rff(~) = E[f(x + ~) f *(x)]

E[ jeik(X
_ 00
+ ~)dZf(k) j e-ik'xdZ;(k')]
 681

_ 00

Jj ei[k(x + ~)-ktx]E[dZf(k)dZ;(kt)]
_ 00

I
00

ik~
= e Sff(k)dk (2.4)
- 00

This result is the classical Fourier transform relationship between

the covariance ang the spectrum, the inverse of which is written

(2.5)
- 00

when ~ = 0 in (2.4) the covariance becomes the variance cr~:

cr~ = j Sff (k) dk

_ 00

which illustrates that spectral density function gives the distri-

bution of variance contributions over wave number.

These same spectral methods are easily generalized to multi-

dimensional fields with simultaneous time variability (Lumley and
Panofsky, 1964); the representation theorem for the three-
dimensional case is
-+-+
ik·x
JII
-+ -+
f(x) = e dZf(k) (2.6)
_00

- {:ff(k)dk -+
k =
-+
kt
-+ -+
where x = (xl. x2' x3) and k = (k l , k 2 • k3) are vectors.
The Fourier transform relationships for the covariance and spectrum
are then

HI
00

.! Sff(k)dk-+
-+ -+
Rff(O = e ik
.,.00 (2.7)
00
-+-+

=~HJ
-+
Sff(k) e-ik·~ Rff(t)dt
68Z

+
where the separation ~ = (~l' ~2' ~3) is a vector. For multidimen-
sional homogeneous processes the covariance function can ~epend on
both the magnitude and direction of She separation vector ~; if Rff
depends only on the magnitude ~ = I ~ I the process is statis-
tically isotropic.

A somewhat more general second moment property is the variogram

(Z.8)

which will be dependent only on xl - x2 = ~ when the differences are

stationary. If f(x) is a mean zero stationary process,

rf(O = t 'E[f(x1 ) - f(x Z)]2

= t {E[f 2 (XI)] + E[f 2 (X2)] - ZE[f(xI) f(x2)]}

(Z.9)

The covariance function and the variogram are essentially equiva-

lent in the stationary case. Of course the variogram also applies
to the multidimensional case with x as a vector.

A common form of the one-dimensional covariance function is

the exponential function

Rff(~) = cr~ exp(-I~I/A) (Z.lO)

where A is the integral scale. Then from (Z.5) the spectral density
function is

(2.11)

The integral scale can also be expressed in terms of the spectrum

(2.5) as follows:

A= j Rff(~)/cr~ d~ = USff(O)/cr~
o
(2.12)

The integral scale is the average correlation distance of the

process. The separation at which the correlation function drops to
e-1 is often a convenient correlation scale; the scale is desig-
nated by A which, in the case of the exponential covariance (2.10),
is equal t5 A.
 683

In three dimensions an isotropic covariance

(2.13)

has,

(2.14)

Anisotropy of the In K field would be expected in natural media;

the anisotropic generalizations of (2.13) and (2.14) are

(2.15)

and

(2.16)

where the A. are correlation scales in the three directions.

1

Covariance functions and spectra are usually estimated from

single realizations of one-dimensional series of finite length
using well established numerical techniques (e.g., Jenkins and
Watts, 1968; Koopmans, 1974). A key feature of spectral estimation
is the statistical statement of confidence intervals which is
possible because the estimates at different wave numbers are
asymptotically independent (Koopmans, 1974). The use of a single
realization of finite length requires that the process be ergodic.
Lumley and Panofsky (1964) present a pragmatic discussion of the
effects of finite record length in time series analysis; essent-
ially the ergodic hypothesis is reasonable for a stationary process
when the record length is much greater than the integral scale of
the process. They also discuss pragmatic aspects of the notion of
stationarity for real finite series, emphasizing the effects of
large scale trends.

Figure 3 shows spectral estimates for the log-permeability and

porosity series of Figure 1. Note that even for these relatively
long series (~200 data points) the confidence intervals are quite
wide. Since,from (2.12), the integral scale is proportional to the
spectrum at zero frequency (wave number), this reflects a relative-
ly large uncertainty in the integral scale (say at least ± 50%).
Figure 4 shows autocorrelation functions of In K (Rff(S)/cr~) for 8
different boreholes in the Mt. Simon sandstone. The exponential
covariance (2.10) was fit to those estimates and the estimated
integral scales were in the range 0.4 to 1.0 m.
684
10.0

t-
w
W
LL
z
0
t-
u
z 1.0
I
95%
I
80%

:::>
LL
>-
t-
en
z
w
0
-.l
<{
ex:
t-
u
w
a.. 0.1
en

0.03L-----~~----~------~------~------~
0.0 0.1 0.2 0.3 0.4 0.5
FREQUENCY, CYCLES/FEET
Figure 3. Estimates of the spectral density function for the
permeability (circles) and porosity (triangles) for the Mt. Simon
data of Figure 1; 80 and 95 percent confidence intervals are shown
above (from Bakr, 1976).

The correlation function for the In I horizontal series of

Figure 2 is shown in Figure 5; the estimated correlation scale A
in this case is about 7 m. These observations illustrate the e
larger horizontal correlation expected in gravitationally stratified
sedimentary deposits. Smith (1981) also observed this feature in
glacial outwash. Such observations suggest that an anisotropic
covariance function such as (2.15) to represent natural hetero-
geneity of hydraulic conductivity.

For two-dimensional unequally spaced data variogram analysis

is usually used to characterize the spatial statistical structure
(Delhomme, 1978). Figure 6 shows a variogram based on 1280 ob-
servations of infiltration rate in Yolo loam soil (Vieira et al.,
1981). Using (2.9), these observations suggest a correlation
scale A on the order of 10 m. Variogram analyses are convenient
for int~rpretation of two-dimensional unequally spaced, sparce
data sets but have the disadvantage that methods of evaluating the
 685

1.0 -t-- - -- - - - -- - - - -- - - -- - - ------.

0.5

--
0::

•
00
o
~________________L __ _ _ _ _ _ _ __ _ _ _ _ _ _ _L __ _ _ _~.
fj.. •
=__=6____~C~

o 2 3

Figure 4. Correlation function for ln K series from 8 boreholes

in the Mt. Simon aquifer compared with (2.10) the solid line;
0.4 < A < 1.0 m (from Bakr, 1976).

t .0

separat i on ~ - meters
Figure 5. Covariance function of the infiltration rate series of
Figure 2.
686

separation (m)
Figure 6. Variogram of infiltration rate (nun/hr) of Yolo loam
based on 1280 measured points in an area 160 m by 55 m (after
Vieira et al. (1981)).

statistical reliability of such estimates pave not been developed.

Realistically it must be expected that the correlation scales
based on variograms will be subject to rather substantial uncer-
tainty as indicated from the spectral interpretation in the one-
dimensional case.

3 SPECTRAL SOLUTIONS OF PERTURBED STOCHASTIC FLOW EQUATIONS

For this analysis it is assumed that the usual continuum des-

cription of flow in a porous medium is valid. The concept is that
the flow description represents an average over a small "represen-
tative elementary volume" (REV, Bear, 1972) which encompasses a
large number of pores but is small compared to the scale of the
problem. Although the concept of an REV has not been tested
explicitly, there is little question that the Darcy equation is
applicable for many small scale laboratory measurements on cores or
sand columns. Here the essential notion is that the scale of the
heterogeneity is significantly larger than that of the REV. For a
sandstone aquifer a REV less than 1 cm3 would be expected whereas
the scale heterogeneity may be on the order of a meter. In the
case of fractured rocks the REV will be much larger but this
approach can still be meaningful if the scale of heterogeneity is
distinctly larger.

Consider steady three-dimensional flow of an incompressible

fluid in a locally isotropic rigid porous medium which is hetero-
geneous with respect to hydraulic conductivity; the governing
partial differential equation is
 687

a (Kl.L) 0, i 1, 2, 3 (3.1)
ax. ~
ax. ~

where ~ is the piezometric head. Considering K to be non-zero,

(3.1) can be written

~+ dIn K • l.L = 0 (3.2)

ax. ax. ax.
~ ~ ~

Then using (2.1) and the head expressed in terms of the mean and
perturbation, ~=R+h, E(h) = 0, (3.2) becomes

g+~+2.L.£!L+2.L~+lL~+lL~= 0 (3.3)
ax. ax. ax. ax. ax. ax. ax. ax. ax. ax.
~ ~ ~ ~ ~ ~ ~ ~ ~ ~

and with F = E(ln K) = In K{ = constant, after taking the expected

value of (3.3),

~x2M. +
o
E (lL~)
ax. ax.
o (3.4)
~ ~ ~

Subtracting this mean equation from (3.3),

g+lL~+lL~_ E(lL~) o (3.5)

ax. ax. ax. ax. ax. ax. ax.
~ ~ ~ ~ ~ ~ ~

and neglecting the second order terms involving products of per-

turbations,

(3.6)

which is the first order approximation relating the head perturba-

tion to the perturbation in In K. Note that the flow equation has
been written in a form which is linear in In K; this form is advan-
tageous because perturbations in In K will be smaller than those in
K. Also, since In K is usually observed to be normally distributed,
the use of In K as the variable offers the prospect that the In K
stochastic process is Gaussian and will be completely characterized
by its covariance function.

A solution of the stochastic partial differential equation

(3.6) is sought for the case of quasi-uniform mean flows in which
the mean hydraulic gradient J. = - aR/ax. is approximately constant.
~ ~
 688

Essentially then, the change in the hydraulic gradient must be small

over the correlation scale of the head process. The flow is then
viewed as a uniform constant gradient flow in an infinite domain.
Under these conditions it is reasonable to seek solutions in which
head process is stationary (locally). Using the representation
theorem (2.6),
ooJ ik.x.
h = JJ e ~ ~ dZh(k i ) (3.7)

and (3.6) becomes

Jff o (3.8)

By the uniqueness of the representation theore~this becomes formally

(3.9)

where k 2 = kI + k~ + k~. The head spectrum is the determined from

the property of the representation theorem,

which, from (3.9), yields

+ J.J.k.k. +
S (k) ~ ] ~ ] S (k) (3.10)
hh = k4 ff

The head covariance function is then determined by taking the

Fourier transform (2.7); the transform has been evaluated for the
case of the isotropic In K field of (2.13) by Bakr et al., (1978).
A key feature of the head covariance function is the reSUlting
anisotropy as illustrated in Figure 7. The head variance for the
isotropic case is found by evaluating the covariance at zero sep-
aration (Bakr et al. 1978, eq. 30),

(3.11)

where J is the magnitude of the mean hydraulic gradient. This

results demonstrates the very simple local head variance relation-
ship, showing dependence on the mean solution through J and on the
statistical properties of the In K process through the variance a~
and the correlation scale A. Head variance calculations have been
carried out for several other flow problems in one and two dimens-
ions; these results will be summarized in the next section.
 689

1.0

\
til
\
~
1-1
\
\
E-t

~ \
~
\
i
1-1 0.5
\
u
\
\
\
\
\
"- "-
........
10

Figure 7. Correlation functions of In K (dashed line) and head

(solid lines) for three dimensional flow; X is the angle between
the mean flow direction and the separation vector. Note the higher
head correlation perpendicular to the mean flow.

The mean flow behavior of such heterogeneous media can be

explored by determining the mean specific discharge

E(qi) = E(-K~) = K E[ef(J. - ~)]

ax. t ~ ax. ~ ~

~ Ko E[(1+f+f2/2)(J. _ ~h )]
.(.. ~ aX.
~

Kt [(1 + cr~/2)Ji - E(f ~~.)] (3.12)

~

where terms higher than the second order in perturbations have been
neglected. Equation (3.12) can be expressed in the form of a mean
Darcy equation as follows
 690

(3.13)

-
K .• J.
1J J
where 0 .. is the Kronecker delta, Fi . J. = E(fah/ax.) and K.. is the
effecti~ hydraulic conductivity tenaor~ To show t~at the 1 J F ••
term can be written in this form, the term E(fah/ax.) is evaluatJd
using the representation theorem for the cross spe~trum of f and
ah/ax .• When integrated over wave number, using (3.9),
1

J-
(3.14)
J k.k.J. -+
\~ ] Sff(k)dk FijJ j
-+
k

The last expression establishes the form of Fi .• Considering now

the general anisotropic spectrum of In K (2.163 with axes of sym-
metry, the .primed coordinates, oriented arbitrarily relative to the
mean flow as shown in Figure 8, the components of the wave number
vector transform as k = a .. k: where a .. = cos(x!, x.) denotes the
matrix of direction c~sinea~ JNoting J1 that the J Jac6bian of the
transformation is one and that k 2 = k,2, the integral for F .. ,
(3.14), becomes 1J

F •. (3.15)
1J
-+ -+
k' S (k' )dk'
n ff
k,2 0 2
f
-+
k'
-+
where Sff(k') is given by (2.16). Then the effective hydraulic
conduct1vity tensor in (3.13) becomes

Ku[(l + Of2/2) 0 .. - Of2 a .a jg ] (3.16)

-l. 1J m1 n mn

From the form of gmn it i~ evident that gmn = 0 if m ~ n because Sff

is even in k!; therefore K.. is a second rank symmetric tensor.
The ~ inte~rals, which d~~end only on the ratios 1..1/1..2 and 1.. 1 /1.. 3 ,
were e~aluated numerically (Gelhar and Axness, 1981, 1983); the
results are shown graphically in Figure 9.
 691

Figure 8. Coordinates systems for the three dimensional anisotropic

analysis; the primed system corresponds to the principal axes of
the In K covariance and of the effective hydraulic conductivity
tensor; the x~ are principal axes of the macrodispersivity tensor
A. .• 1
1J

The above analysis of the mean flow behavior under these quasi-
uniform conditions shows that flow in heterogeneous porous media is
described by a Darcy type equation wherein the effective conductiv-
ity is a tensor when the covariance function of In K is statisti-
cally anisotropic. The mean behavior may also be considered in
terms of the equation describing the mean head, (3.4). The expected
value term can be evaluated as

E(dZhdZ *
E(ah ~)
ax. ax.
1 1 J (ik. )(-ik.)
+
1 1 f)

k
-ik.J. + +
k2 ( 1 1)
Sff(k) dk 0
J j k2
+
k
+
Because of the symmetry of Sff(k)with respect to each of the k.,
this integral will always be zero.· Therefore (3.4) becomes th~
Laplace equation which governs the mean head field when the mean
hydraulic conductivity is constant (F = constant).
 0\
\0
1.0, ~ N

2
922
2~

J "
0.8
gil.
'"
5, "
" "'- ,
>-/>-2
, ',"'-
10, ,,,,- 933
, ""'-
.01 " , " , "'- ,
20, "" ,", , "'- , 0.6
""","" ""","
9" "" ",
50" ,
"
.001
AI/A2
" '"
100,
',. 0.4 2
,
200
10 100
10 100
\ /A 3
>-,/>-3
Figure 9. The results of numerical evaluation of the g .. integrals.
1J
 693

Solute transport in heterogeneous media can also be treated

using this apptoach. Consider an incompressible fluid transgorting
an ideal solute which does not affect the fluid properties or react.
The flow is then described by ·the above analysis and, for a steady
state concentration field, the solute concentration c is described
by

ik _d_ (E ~) (3.17)
qi dX.
1
= dX.·
1
ij dX.
J

with E .. = n D.. where the porosity n, and the dispersion co-

effici~rtt tens6t D .. are taken to be constant. Expressing the
specific discharge 1Jnd concentration in terms of means and pertur-
bations, q. = qi + q~, E(q~) = 0 and c = + c', E(c') = 0, the c
expected v!lue of (3;17) b~comes

E1J
d2
.• "ox. "aX.
e (3.18)
1 J

The term q!c' is the additional solute flux due to the correlation
between th~ flow and concentration perturbations; the analysis
focuses on the evaluation of that term. After subtracting the mean
equation (3.18) from (3.17) and using the continuity equation
dq dq!
--.i = 0, __
1 = 0
dX. dX.
1 1

the perturbation equation becomes

, de + - dC' E a2 c' (3.19)
qi dX. qi ax. ~ ij aX. ax.
1 1 1 J

where terms involving products of perturbations have been neglected.

If the coordinate system is selected with xl aligned with the mean
flow ql = q, the magnitude of mean specific discharge, q2 q3 = 0
and E .. = q a .. where a .. is the local dispersivity tensor; then
(3.l9}JbecomegJ 1J
de dC' d 2 C' (3.20)
q '. '"Ix.
1 a
+ q -"- = q
oXl a.."
1J oX. "ox.
1 1 J

Assuming local statistical homogeneity of the c' and.q! processes

and using the spectral representation theorem, (3.20), lleads to

q(ikl + a .. k.k.) dZ G.dZ G.dZ (3.21)

1J 1 J C 1 qi J qj
 694

where G. = - ac/ax. is the mean concentration gradient vector. In

order tJ assume that c' is statistically homogeneous, the mean con-
centration gradient must be independent of space. The approximation
will be reasonable if the mean concentration is locally linear in
the space coordinates as would case for large distance from the
solute source. The cross-spectrum between c' and q~, S ,is con-
structed by multiplying (3.21) by dZ'~ : cqi
qj
+ +
(ikl + a k k )qS (k) G. S (k) (3.22)
mn m n cqi J qjqi

The additional flux term is then evaluated by integrating over wave

number
+ +
J Scqi (k)dk = qA .. G.
1J J
(3.23a)
+
k

A.. (3.23b)
1J
_ 00

where A.. is the macroscopic dispersivity tensor. Equation (3.23)

is a gefi~ral tensorial expression of the Fickian-type gradient
transport relationship describing dispersion due to the variability
of the specific discharge field. Note that Fickian behavior has not
been assumed but arises naturally through the solution of the sto-
chastic differential equation describing c', (3.20).

In order to evaluate the macrodispersivity tensor A.. , the

specific discharge spectrum Sq.q. must be evaluated. Thl~ can be
obtained explicitly from the J 1 previous flow solution. Follow-
ing (3.12) the specific discharge perturbation can be written, to
first order in perturbations, as

(3.24 )

and using the representation theorem and (3.9),

KoJ.(o .. - k.k./k 2)dZ f (3.25)

-i.. J 1J 1 J
 695

Thus the spectrum of specific discharge becomes

S
q.q.
-+-
(k) = K~J J (0.
.(..mn ~m
- k.k
~m
/k2) (0. - kJ.kn / k 2 )Sff(k)
In
-+- (3.26)
J ~

which, when used in (3.23b), allows evaluation of the complete

macrodispersivity tensor. For locally isotropic media the local
dispersivity tensor is usually taken in the form all = aI' a22 =
a33 = a2' a = 0 i ~ j where al and a2 are longitudinal and trans-
verse dispe!~ivities (Bear, 1972). The macrodispersivity inte~ral
(3.23b) has been evalua~ed for several different forms of Sff(K),
the spectrum of In K, by Gelhar and Axness (1981); some of tliese
results will be summarized in the next section. The case of a
perfectly stratified medium (AI, A2 -+- 00) is analyzed by Gelhar et
al. (1979) and Matheron and deMarsily (1980).

4 SOME RESULTS AND APPLICATIONS

4.1 Head Variance and Covariance

Head variance calculations have been made for several different

flow configurations including one, two and three dimensional flows
and confined or phreatic flows (Gelhar, 1977; Bakr et al., 1978;
Mizell, et al., 1982). The results are all in the general form of
(3.11), but in the phreatic aquifer case there is also dependence
on the slope and aquifer thickness. For example, Gelhar (1977),
equation (33), found that the head variance for two-dimensional
flow in a sloping phreatic aquifer is of the form

(4.1)

where b is the aquifer thickness, J is the water table slope and A

is the distance to e- l correlation in In K. The various results e
are shown graphically in Figure 10. The normalization in terms of
b was used to accommodate the phreatic cases; in the confined cases
this normalization is arbitrary as the results are independent of b.
The 2 to 1 slope in the confined cases shows the dependence of a~
on the square of JA as in (3.11). The two and three dimen-
sional results are for an isotropic In K covariance. In the two
dimensional confined case the two results designated A and B show
the effect of two different assumed forms of the In K covariance
function (Mizell et al., 1982).

Figure 10 shows the variance reduction effect produced by the

higher dimensionality flows. There is a significant reduction in
head variance between the one and two dimensional cases but the
difference between two and three dimensional cases is quite small.
 696

.I
/
i
.I
1 /

i
i
//.
1
,i~
-
//~
r
Ii
//-.

~/ III
,/'/ /;
/' /
, /
/ /
, i /,
ID-P /' I ' H
.' ,/Jj
/ -j /;
./ /It
/
/ I /;

ID-C / /,
II lD
; ' ~ 2D =-:..-.= }phreatic
2D-P
2D-CA ~
Ii
n
2D [ ! =-.
ID ------}

3D - -
= confined

- 3D
20-CB /

.01 .1 1
J}. /b
e
Figure 10. Sunnnary of head variance results for one, two and three
dimensional confined and phreatic aquifer flows; the data points
are identified in Table 2.

The variance reduction of the higher dimensionality flows reflects

the fact that the flow can be diverted laterally around low con-
ductivity zones whereas for one dimensional systems the flow is
constrained to pass through the low conductivity zones.

When comparing the result for the different dimensionalities

it should be recognized that covariance properties are not neces-
sarily equivalent because the one or two dimensional cases can be
thought of as averages of the general three dimensional process
over a plane or a line. As discussed by Gelhar et al. (1977), the
variance of the averaged process will be smaller than the original
 697

process and it can also be shown that the correlation scale of the
average will be larger. However such averaging effects do not
appear if the input variances are considered to be based independent
measurements of the appropriated averaged parameter for each dimen-
sionality. For example, in two dimensional depth-averaged descrip-
tions of aquifer flow, the transmissivity T, an implicitly depth-
averaged quantity, is observed and the appropriate input covariance
parameters are then the variance and correlation scale of In T.

The results summarized in Figure 10 or equations such as (3.11)

represent local variance relationships in which the head variance
is ~roportional to the square of the mean hydraulic gradient and to
O~A. These local variance relationships were developed under the
ass~mptions of local statistical homogeneity, quasi-uniform constant
gradient flow and small perturbations in In K, and their validity
under realistic field conditions must be evaluated. The results of
Monte Carlo simulations of Delhomme (1979) and Smith and Freeze
(1979b), and field observations analyzed by Binsariti (1980) are
compared with the theory in Figure 10. The parameters and results
for the simulations and observations are summarized in Table 2. The
mean gradient for the Smith and Freeze (1979b) simulations was meas-
ured between the 0.7 and 0.5 mean head lines along a flow line
passing just above the 0.5 in Figure 7A. In the case of Binsariti
(1980) the mean gradient was estimated from the southwestern half of
the water table map (Figure 4.4.1) where most of the wells are
located. The comparison in Figure 10 shows rather good agreement
between the simulations and observations, and the perturbation
theory for the two-dimensional cases. Although the simulations of
Delhomme (1979) and Smith and Freeze (1979b) include the effects of
boundaries, flow nonuniformity, conditioning and large In T vari-
ance, these appear to be secondary factors; the magnitude of 0 is
largely determined by the combination Of A J appearing in the ~ocallY
.1.
stat~onary so ut~ons.
e

The head covariance function found from three dimensional

spectral theory (Figure 7) illustrates some important features.
The head covariance is seen to be anisotropic with a larger cor-
relation scale in the direction normal to the mean flow. Also the
head process is correlated over significantly larger distances than
the input In K process, and a~h/a~ = 0 at the origin; physically
these features indicate that tHe head field will be much smoother
than the In K field. The same features are found in the two di-
mensional analysis (Mizell et al., 1982), but in this case the
steady theory shows that head field will be stationary (statisti-
cally homogeneous) only for restricted forms of the input In K
covariance function. If the input covariance is non-negative, the
variogram of h will grow logarithmically for large separation as
illustrated in Figure 11 (Chirlin and Dagan, 1980; Mizell, et al.,
1982). As a result the head variance will be affected by the
 698

distance from boundaries and boundary conditions regardless of how

far from the boundary. This feature has been analyzed explicitly
by Gutjahr and Gelhar (1981) for one dimensional flow in a finite
length column; that analysis shows that the nonstationary pertur-
bation approximation with log-linearization as in Section 3 is in
reasonable agreement with Monte Carlo simulations (Smith and Freeze,
1979a) even for the largest cr = 4.6. These nonstationary results
for one and two, dimensional s£eady confin~d flows indicate that
the local variance relationships of Figure 10 may not always be
appropriate. On the other hand it can be argued (Mizell et al.,
1982) that the nonstationarity is a mathematical idiosyncrasy
caused by the restrictive physical flow assumptions. For three
dimensional flow (Gutjahr and Gelhar, 1981), one and two dimen-
sional phreatic aquifer flow (Gelhar, 1977) and leaky aquifer flow,
stationary head solutions are generally possible. Also recent
results by Dagan (1982c) indicate that one dimensional unsteady
flow will yield stationary variograms. Thus it is important to
consider more general flow models when treating the head variance
in applications. \

3D
------ 2D nonstationary
y =-=- : }2D s ta t ionary

0.5

o o 5
U'A e

Figure 11. Head variograrns for two and three dimensional flows;
y= Yh/J2cr~A~ (from Mizell et al., 1982).
 02 JA
_h_ e
02b 2 Symbol
Data Source Parameters °h f _b_ in Fig. 10
Delhomme (1979) of 2.28 20.4*4.lm .022 .21 0
(see pg. 274)
A 6.3 km
e
b 60 m
J 2m/kIn

Smith and Freeze (1979b) of 0.99

Fig. 7A J 0.01
Fig. 7B A 17.6 0.13 .017 .18 6.
e
Fig. 7C A 25.6 0.17 .029 .26
e V
(b 1)

Binsariti (1980)
Tucson basin aquifer
Fig. 3.2.5 of 1.02
A 2640 ft.
e
Fig. 4.4.1 J 0.005
Fig. 4.4.10 13.8ft.
Assumed b = 300ft. .0020 .044 a
Table 2. Head variance results for two dimensional Monte Carlo simulations and
field observations.
0'>
~
\0
700

4.2 Effective Hydraulic Conductivity

The general expression for the effective hydraulic conductiv-

ity tensor (3.16) can be used to determine the mean behavior of
several special cases. If the medium is considered to be perfectly
Istratified so that Al and A2 in (2.15) become indefinitely large,
gIl = g22 + a and g33 + 1. Then in the case x. = x! (a .. = 0 .. ),
(3.16) gives 1 1 1J 1J

(4.2a)

(4.2b)

which represent the effective conductivities for flow parallel and

perpendicular to layering. It is well known that for the perfectly
layered case with log-normally distributed K the exact effective
conductivity is the arithmetic mean KA = K~exp (cr~/2) for flow
parallel to layering and the harmonic mean = K[ exp(-a~/2) for
flow perpendicular to the layers. The resul s of (4.2) are seen
to be the first order approximation (in cr~) of the exact results.
Clearly (4.2b) can not be correct for a~ 5 2 as K33 would be neg-
ative. Thus we consider a generalization of (3.16) as follows.
For the general case of distinct A., the principal components of
K.. are obtained by using x. = x! 1(a .. = 0 .. ) in which case
1J 1 1 1J 1J

(4.3)

where the prime indicates the principal components. In view of the

above discussion, a generalization of (4.3) which produces the
correct exact results for the perfectly layered case is

K!. = Ko l - g .. )] (i
exp [a f2 (-2 = 1,2,3; no sum on i) -(4.4)
11 ~ 11

This hy~othesized relationship will be used to consider cases with

large af'

A three-dimensional medium with Al = A2 > A3 could be thought

of as a model of imperfectly stratified sediments with isotropy in
the plane of bedding. In this case gIl = g22 (see Figure 9) and
the anisotropy ratio is

which is shown in Figure 12. The behavior shown there offers some
prospect for indirect determination of the horizontal correlation
scale Al from observations of hydraulic anisotropy and vertical
borehole information giving cr~ and A3'
 7Ql

100r-----~~~------~----------

50

5
10

5
2

I~--------~----·--~~--------~
o 2 4 6

Figure 12. Hydraulic anisotropy as a function of the variance of

In K and the aspect ratio Al/A3'

For a three dimensional isotropic medium (AI = A2 = A3 = A),

gIl = g22 = g33 = 1/3 and the isotropic effective hydraulic conduc-
tivity is, from (4.4),

K = K.e. exp (<1~/6) (4.6)

which, to first order in <1~' is the same as found by Gutjahr et a1.,

(1978) and Dagan (1979).
702

A two dimensional flow system is obtained from the general

result by taking A3 + ~ ; then g .. can be evaluated as
~J

gIl = A2/(A1+A2), g22 = A1/(A1+A2), g33 =0

and for the isotropic case (AI = A2), gIl = g22 = 1/2, (4.4) yields
simply

(4.7)
where Kl = exp E[ln K] is the geometric mean. This result, which
was found by Matheron (1967), Gutjahr et al. (1978) and Dagan (1979),
is important practically because it provides a rational basis for
determining the effective transmissivity to be used in numerical
models of two dimensional depth-averaged aquifer flow. If there
are several observations in a block or element of the model, the
appropriate transmissivity could be determined by simply averaging
the logarithms of transmissivity. It is best to work with log-
transmissivity when estimating spatial distribution by manual
methods or by some automated interpolation technique such as kriging.
Also the use of log-transmissivity statistically sensible because
transmissivity is observed to be normally distributed and is phys-
ically reasonable because of the In K or In T term in the flow
equation (3.6). Delhomme (1979) recommends the use of log T in
kriging transmissivity data and Neuman (1980) adopts this approach
in the inverse problem.

Transmissivities obtained by the logarithmic averaging sug-

gested above are, of course, effective or mean parameters so that
model head predictions will correspond to the expected value. In
order to evaluate the uncertainty in the head prediction due to
the spatial variability of transmissivity, the local variance re-
lationships summarized in Figure 10 can be used with mean gradient
from the simulation. This approach should give an upper bound on
the head variance for areas not influenced by boundaries or points
of head observation. Such observation points will reduce the head
variance within a few correlations scales of the point but in an
actual prediction of future conditions such observations do not
exist. Hence the local variance relationships such as (4.1) seem
to offer a simple first estimate to model reliability.

4.3 Macroscopic Dispersion

The macroscopic dispersion tensor A.. from (3.23b) has been

evaluated for several special cases (Gelfiar and Axness, 1981).
For statistically isotropic media (A = Al = A2 = A3), (3.26) and
(3.23b) produce the following asymptotic results for the case with
alIA « 1; i.e., when the local dispersivity is much smaller than
 703

the correlation scale:

(4.8)

A.. = 0 for i I j
1J
where y = q/KlJl exp(a~/6) from (4.6) for the isotropic case.
Gelhar and Axness (1981) also evaluate A. for the case of iso-
tropic local dispersion (al = aZ) with a~itrary aI/A; comparisons
with those general results show that the asymptotic results (4.8)
are valid for aliA < 0.01, a physically reasonable condition.
Equation (4.8) shows that the longitudinal macrodispersivity is
controlled by convection (i.e., is independent of local dispersion)
but that the transverse term is determined by local dispersion.
The ratio Azz/AII = (al+4aZ)/15A will be very small; typically al
is on the order of a few rom, az = O.lal and correlation scales on
the order of a meter or more, so that Azz/All ~ 0(10-3) which is
unreasonably small. Dagan (1982b) also has found extremely small
transverse dispersion in the isotropic case. The two-dimensional
isotropic result is obtained by taking A3 + 00 the asymptotic
;

form is the same as (4.8) but y = 1 from (4.7) and

(4.9)

Of course natural materials would not be expected to be

statistically isotropic. Evaluation of A .. in the general statis-
tically anisotropic case with arbitrary oflent at ion of the princi-
pal axes of the anisotropy (Gelhar and Axness, 1981, Chap. 6) shows
that all of the components of A .. are then affected by convection
in the case with al «AI. Als5 J the off-diagonal terms in A .. are
non-zero so that the mean flow direction is not a principal 1J axis
of A.. in this general case. The behavior in the statistically
anis5tropic case is illustrated by the following two examples. The
first example considers a configuration in which the mean flow is
at an angle e with direction of bedding xi (the direction of maxi-
mum correlation, see Figure 8). The parameters used in the example
are shown in Figure l3a; a~ and A3 are based on the Mt. Simon
aquifer, AI/A3 is simply a guess, and isotropy is assumed in the
plane of bedding (AI = AZ). Note that these parameters yield a
hydraulic anisotropy of about 10 from Figure 12. The resulting
components of A.. are given in Figure l3a, note that the transverse
terms Azz and A~~ ~re on the order of 10- I All' and that the off-
diagonal term AI3 is greater in magnitude than the transverse
(diagonal) terms but is negative. As a result the orientation of
7Q4

(0)

XI

- CONSTANT C

( b)

~-------=~~~~~ ____________ XI
-'it =11.6('
xI*

CONSTANT C
Figure 13. (a) Configuration of a dispersing pulse with mean flow
inclined to the bedding for a~ = 2.5, A3 = .5m, Ad A3 = 20, Al = AZ
giving All = 1.4m,Azz/AII = .17, A33/ AII = .29, AI3/ AII = -.35.
(b) Configuration of a dispersing pulse with mean flow
in the plane of bedding with horizontal anisotropy for parameters
of (a) except AI/AZ = 5 giving All = 1.0m, AZZ/AII = .041, A33/ AII
= .0014, AIZ/AII = -.20.
 7Q5

of the principal axes of A.. differs significantly from the mean

flow direction as shown by~the angle n in Figure 13a (xt is the
major principal axis of Aj . ) . The results are illustrated graph-
ically in Figure 13a whicnJdepicts, in a vertical plane, the
configuration of the average sediment lenses as the dashed ellipse
with major and minor axes as Al and A3, and the orientation of the
solute plume resulting from an instantaneous point injection, shown
as the solid ellipse with major and minor axes proportional to
IAfl and IA~3 where A~. indicates the principal components. The
direction of the mean ff§draulic gradient j is also shown; evidently
the orientation of the plume is affected by the direction of the
mean gradient.

In the second example the mean flow is taken to be parallel

to the bedding (Xl = xi) but horizontal anisotropy is introduced
(AI/A2 = 5). The A.. components in Figure 13b show that transverse
dispersion in this Ease is distinctly anisotropic (A22/A33=29) and
that the off-diagonal term is again large in magnitude and nega-
tive. Figure l3b illustrates, in a fashion analogous to Figure
13a, the configuration of the sediment lenses (the dashed ellipse)
and the resulting solute plume (the solid ellipse) in a horizontal
plane. In this case the major principal axis of A.. is practically
aligned with the mean gradient. ~J

Some field observation of dispersion show feature qualitative-

ly similar to the above theoretical results. Tracer tests in a
thin (4 m) confined sand and gravel aquifer near Bonnaud, France
yield data (see Figure 33, Gaillard et al., 1976) from which dis-
persivities of All = 2.5 m and A22 = 0.14 m (A22/AII = 0.056) are
found; these results are consistent with the comparable case in
Figure l3b. Sudicky et al. (1983) report comprehensive three-
dimensional observations in a stratified sandy aquifer with mean
flow parallel to bedding as in the second example. These obser-
vations indicate that the ratio A22/A33 is around 35; this is
of the same magnitude as the result in Figure l3b. Observations
reported by Robson (1978) and Perlmutter and Lieber (1970) also
indicate a high degree of anisotropy of transverse dispersion in
stratified sediments.

The theoretical results are compared with some results of

Monte Carlo simulations in Figure 14. The three dimensional
simulations by Warren and Skiba (1964) show a roughly linear in-
crease of All with ai, this being consistent with the three-
dimensional isotropic result All = a~A2, (4.8) with y ~ 1 for
small a;. The correlation scale for an independent block model
is rougfily 1/2 of the block size of 1/12 so that the theory would
give All = 1/24 when ai = 1 as indicated. The simulation data
fall somewhat below that point, probably indicating that the
model was not long enough to attain full development of the
706

SMITH AND
SCHWARTZ (1980)

10 >"=IO~
>..=2.572
1
1
.1
HELLER (1972) 1/24-
WARREN AND
SKIBA (1964)
.01

.001

.001 .01 .1
0"2
f

Figure 14. Comparison of the isotropic theory (4.8) or (4.9) with

Monte Carlo simulations.

dispersion process. Heller's (1972) simulations show that the rate of

increase of All with a~ varies by less than 1 percent. The theory
(4.9) implies that A = 2.57 whereas Heller estimated the size of
the heterogeneities to be 3 units. Smith and Schwartz (1980) pre-
sented results for a number of selected realization corresponding
to the range of All shown in Figure 14. This range is consistent
with the theory (4.9) with the actual correlation scale of 10 m
obtained using the corrections discussed by Gutjahr and Gelhar
(1981).

4.4 Unsaturated Flow

The same general stochastic approach as developed in Section

3 can be used to analyze the effects of heterogeneity in unsat-
urated flow. Recent work by Yeh (1982) treats steady vertical
infiltration in three dimensional statistically anisotropic soil
with the hydraulic conductivity model for the dependence on cap-
illary pressure head ~,
 707

K(W) = Ks exp(-aw) (4.10)

where K is the saturated hydraulic conductivity and a is a para-

meter. SBoth K and a are treated as random fields (spatial sto-
chastic proces~es) and the perturbation equation describing the
capillary head process is solved via spectral techniques.
The key results are:
1) The capillary head variance is dependent on the variance
of In K and its correlation scale as in saturated flow but, be-
cause o~ the variability of a, also shows dependence on the mean
capillary pressure, increasing sharply as the mean tension in-
creases.
2) The effective unsaturated hydraulic conductivity is a
second rank symmetric tensor for which the degree of anisotropy
increases with mean capillary pressure.
The second point is very important in considerations of the move-
ment of liquid wastes in the unsaturated zone as it indicates a
strong tendency for horizontal moisture movement from localized
sources when the moisture content is low or the tension is high.
Figure 15 shows the ratio of horizontal to vertical unsaturated
effective hydraulic conductivity for a perfectly layered medium
based on the statistical parameters of two different soils. For
soils with a large variance of a the dependence of the anisotropy
on mean capillary pressure is most pronounced. This behavior is
drastically different from that usually presumed on the basis of a
homogeneous unsaturated system where isotropy is usually assumed
or at least the possibility of change of anisotropy with moisture
content is ignored.

4.5 Analysis of Observation Networks

The stochastic theory can also be used to evaluate the effects

of natural heterogeneity on field observations. Consider first a
qualitative example using the spatial correlation structure of the
head process to illustrate some of the effects of aquifer hetero-
geneity. A two dimensional depth-averaged steady aquifer flow can
be viewed in the applied context of mapping the constant head
lines. The head distribution in the aquifer, of course, is thought
of as a single realization of the underlying stochastic process so
that the point head variance is not very meaningful; however,
assuming ergodicity, the spatial correlation properties contain
useful information about actual head field.

For a two dimensional flow with a constant mean hydraulic

gradient J in the xl direction, the displacement d(X2) of the con-
stant head lines from the mean xl = constant can be approximated to
first order in the head perturbation h, as (see Figure 16)
708

10000900.

\002000.

112221213.
Maddock
sa.ndy loam
10000.

1020.

-K22
101C!.

Kll
10.

.. " ..
\ . Ponache silty clay loam

. 1~--~--~----~--~----~--~--~~--~--~
0. 20. 41C!. 60. SIC!. I ta2. I 20 • 141C!. I 62 • HI2 .
-
1/1 cm
Figure 15. Anisotropy ratio of effective hydraulic conductivity of
~ns~turated_soils as a function of the mean capillary pressure head
1/1; K22 and Kll are in the horizontal and vertical directions respec-
tively (Yeh, 1982).

8(X2)~h(L, X2)/J (4.11)

where L is the distance to the mean head line. Therefore a~ =

a~/J2 = C a~A2 where C = 0.68 for the two dimensional confined case
A of Figure 10. Thus for a~ = 1, a typical variability for an
alluvial aquifer, the departure of the constant head line will be
within + O.68A of the mean head line roughly 2/3 of the lateral
distance if nofma1ity of h is assumed. Because of the head covar-
iance results discussed in Section 4.1 (Figures 7 and 11) the
displacement 8(X2) will be correlated over several times the lat-
eral distance that In K is correlated as sketched in Figure 16. In
the longitudinal direction the head perturbations are correlated
over a shorter distance so that the displacement at 4A downstream
will appear to be unrelated as shown. It is easily sh5wn the
E(hf) = 0 for two dimensional confined flow so that the In K and 8
fluctuations should be unrelated at a given downstream location.
 7Q9

5
-4JA e

Figure 16. Sketch of constant head lines in for two-dimensional

flow in a heterogeneous aquifer with variation of log-transmissiv-
ity as shown above for crln T ~ 1.

The notable feature of Figure 16 is the rather large change in

flow direction that is implied even for the modest value of cr f •
This feature is quantified in the network analysis summarized
next.

Consider the standard problem of estimating magnitude and

direction of the hydraulic gradient from three observation wells.
The estimate is based on the assumption that the piezometric sur-
face is a plane but, because of the heterogeneity of T, that
assumption is only approximate. The resulting error can be eval-
uated by expressing the estimator equation in terms the mean and
perturbed head and calculating the expected value of the squared
error of the estimate (Mizell et al., 1980). The results of that
type of calculation for an isosceles right triangle are shown in
Figure 17 for the case of the error e in the estimate of the angle
~. The key element of this analysis is the head covariance which
determines the behavior for L/A of order 1 or less; the effect of
independent measurement error with variance cri is shown as the
dashed lines. For small L/A with negligible measurement error the
plateau of the solid line shows that error is bounded as the size
of the network is decreased. This reflects the fact that the head
710

'-

"
.001
\

,
\ \
\
.0005 ,

,, "
'\ \

.0001
'\'

" " " ",~, I i3 n/4

.....
.... - ,,~... .- .- . '"
t 0 2 /0 2
e: h
o '.
\
\.
'~ i3 =0,n/2
.\
\

.001
8=3n /4

. 01 10

Figure 17. Mean squared error in the estimate of the direction of

the gradient for covariance A with A = 1.4 A where A is the
integral scale (from Mizell et al., 1980).

field is strongly correlated at small separations. Under that

condition with 0 2 = 1, E(sin 2 e) = 0.12 and, assuming normality, we
could say that t~ere is roughly a 2/3 chance that sin 2 e < 0.12 or
-21° < e < 21°. This example demonstrates the rather large error
that can be expected when estimating the direction of the mean
gradient using a well spacing less than the correlation scale.
From Figure 17 it is seen that the error in estimating the gradient
direction decreases rapidly as well spacing increases. The error
is seen to depend on the orientation of the network; wells placed
symmetically relative to the mean gradient produce less error.
 711

Other examples of error analysis of observation system are

developed by Gelhar (1977), Bakr et al. (1978) and Mizell et al.
(1980). It should be recognized that the kind of error analysis
described here is distinctly different from kriging analysis.
Kriging is essentially an estimate of the expected value con-
ditioned on observations and as such produces an estimate which is
smoother than the actual realization. Similarily the kriging
variance treats the error in that expected value estimate whereas
the above analysis considers the variance over the ensemble of
realizations.

5 COMMENTS AND FUTURE DIRECTIONS

The results discussed in the previous section clearly demon-

strate the fundamental role of the spatial correlation structure
of the hydraulic conductivity or transmissivity field in determin-
ing the head variance and covariance. The head variance is gener-
ally proportional to the square of the correlation scale of In K
or In T as in (3.11), (4.1) or Figure 10. Regardless of what
stochastic modeling approach may be used, it is important to recog-
nize the strong dependence of the prediction variance on the cor-
relation scale.

In terms of statistical inference, there will always be severe

limitations on the reliability of estimates of the correlation
scale. Spectral interpretations permit an objective evaluation of
this uncertainty, which may be unrecognized with other procedures
such as variogram analysis and kriging. There is little prospect
that direct data on hydraulic conductivity or transmissivity at a
given site will allow evaluation of the head variance within± 50
percent. There is a need for investigations which relate the
spatial variability properties of aquifer materials to geologic
setting and geomorphic considerations. Such generic information
could yield head variance estimates of comparable accuracy.

For two-dimensional aquifer descriptions correlation scales

from less than 1 km to tens of km have been reported based on
variogram estimation with field data (Delhomme, 1979). With
such large correlation scales the head variance according to (4.1)
would be very large. However, there is the possibility that these
large scales represent a systematic trend in transmissivity field.
In such cases the condition effect of known transmissivity values
can reduce the head variance (Delhomme, 1979; Dagan, 1982a). The
simulations by Delhomme (1979) did not seem to produce major head
variance reduction due to transmissivity conditioning but this
effect requires more evaluation under field conditions.

In many applications the head variance may not be as useful as

712
the spatial head differences which are characterized by the head
covariance or variogram. The smoothing of the head field (see
Figures 3, 11 and 16) means that interpretations which depend on
head differences can be subject to much less uncertainty than the
head at a single point. This feature was illustrated in the net-
work example of the previous section. The importance of the
spatial structure of the head has been illustrated for a simple
local inverse (transmissivity estimation) problem (Mizell et al.,
1980). This smoothing effect does not seem to be incorporated
explicitly in the statistical inverse procedure of Neuman (1980);
in fact, his argument in Appendix A on the ill-posed nature of the
inverse problem ignores the spatial correlation of head perturba-
tions. It is important to explore the effects of spatial smoothing
of the head field in inverse solution procedures. An approach
which simultaneously incorporates the effects of head and trans-
missivity observations is needed.

The stochastic analysis of the mean flow behavior in the sat-

urated case establishes that a Darcy-type equation applies to
describe the large scale steady flow in heterogeneous aquifers.
This result justifies the use of the traditional deterministic
equations to describe the mean flow, and provides a basis for
weighting variable observations to produce the effective parameters.
For unsaturated flow the stochastic analysis provides new insight
on the mean flow behavior, establishing the tension dependence of
unsaturated hydraulic anisotropy. Problems of unsteady flow and
the interpretation of field observations in the unsaturated zone
need to be addressed.

Generally both the analytical approach (e.g. Bakr et al., 1978;

Dagan, 1979) and the numerical techniques of stochastic analysis
(e.g. Sagar, 1978; Dettinger and Wilson, 1980) assume some type of
linearization. Monte Carlo simulations are not restricted by
linearization but the available results are not adequate to eval-
uate the linearization methods in the multi-dimensional cases.
Carefully designed Monte Carlo simulations of demonstratable
accuracy are required to evaluate the linearized approaches.

The effects of temporal variability have received only limited

attention in groundwater flow (Gelhar, 1974; Gelhar et al., 1979)
but it seems likely temporal variability will play a significant
role in any realistic assessment of the reliability of long term
predictions. There is a need for theoretical developments which
treat simultaneous temporal and spatial variations.

In the case of solute transport the effects of spatial vari-

ability are more pronounced than for flow p:J;'oblems. The mean
behavior, as reflected in the macrodispersivity tensor, is directly
affected by the variance of In K (see (4.8») whereas the effective
 713

conductivity is only weakly dependent on 0'1 (see (4.6». The sto-

chastic analysis of anisotropic media has produced new results
showing the importance of the off-diagonal terms in the dispersion
tensor and the anisotropy of transverse dispersion. The stochastic
approach also yields results on the concentration variance; Ge1har
et a1., (1981) have shown that the concentration variance can be
quite large in the perfectly stratified case. The concentration
variance is an important factor in evaluating the adequacy of clas-
sical transport models and determining the reliability of long term
contaminant transport predictions. The stochastic approach has the
potential of producing fundamental new results on the behavior of
non-ideal solute in large scale heterogeneous porous media. Prob-
lems such as spatially variable reactive properties, solutes affect-
ing density and viscosity, heat transport, multiphase transport,
and transport in fracture rocks are all practically significant
and theoretically challenging. At the same time there is a need
for parallel development of controlled field scale solute transport
experiments to evaluate the theories.

6 REFERENCES

1. Bakr, A.A.M. Stochastic Analysis of the Effects of Spatial

Variations of Hydraulic Conductivity on Groundwater Flow.
Ph.D. Dissertation, New Mexico Institute of Mining and Tech-
nology, Socorro, New Mexico (1976).
2. Bakr, A.A., L.W. Gelhar, A.L. Gutjahr, and J.R. MacMillan.
Stochastic Analysis of Spatial Variability in Subsurface Flows
1. Comparison of One- and Three-dimensional Flows. Water
Resour. Res., 14 (1978) 263-271.
3. Bear, J. Dynamics of Fluids in Porous Media (American Elsevier
Publishing Company, Inc., New York, 1972).
4. Binsariti. A.A. Statistical Analyses and Stochastic Modelling
of the Contaro Aquifer in Southern Arizona. Ph.D. Dissertation,
Dept. of Hydrology and Water Resour., Univ. of Arizona, Tucson
(1980).
5. Brieman, L. Probability and Stochastic Processes: With a View-
point toward Applications (Houghton-Miflin, 1969).
6. Chirlin, G.R. and G. Dagan. Theoretical Head Variograms for
Steady Flow in Statistically Homogeneous Aquifers. Water Resour.
Res. (1980) 1001-1015.
7. Dagan, G. Models of Groundwater Flow in Statistically Homo-
geneous Porous Formations. Water Resour. Res. 15 (1979) 47-63.
8. Dagan, G. Stochastic Modeling of Groundwater Flow by Uncon-
ditional and Conditional Probabilities, Part 1: Conditional
Simulation and the Direct Problem. Water Resour. Res. 18 (1982a)
813-833.
714
9. Dagan, G. Stochastic Modeling of Groundwater Flow by Uncon-
ditional and Conditional Probabilities. Part 2: the Solute
Transport. Water Resour. Res. 18 (1982b) 835-848.
10. Dagan, G. Analysis of Flow through Heterogeneous Random
Aquifers 2: Unsteady Flow in Confined Formations. Water Resour.
Res. 18 (1982c) 1571-1585.
11. Delhomme, J.P. Kriging in the Hydrosciences. Advances in Water
Resour. 1 (1978) 251-266.
12. Delhomme, J.P. Spatial Variability and Uncertainty in Ground-
water Flow Parameters: A'Geostatistical Approach. Water Resour.
Res. 15 (1979) 269-280.
13. Dettinger, M.D. and .r.L. Wilson. First Order Analysis of Un-
certainty in Numerical Models of Groundwater Flow, 1, Mathe-
matical Development, Water Resour. Res. 17 (1981) 149-161.
14. Freeze, R.A. A Stochastic-Conceptual Analysis of One-Dimen-
sional Groundwater Flow in Nonuniform Homogeneous Media.
Water Resour. Res. 11 (1975) 725-741.
15. Gaillard, G., A. Lallemand-Barres, J. Molinari, and P.
Peaudecerf. Etude M~thodologique des Caracteristiques de
Transfert de Substances Chimiques dans les Nappes. Centre
National de la Recherche Scientifique. SARR/GARTHI/76-07/JM-BG
Orleans, France, 43 pp. (1976).
16. Gelhar, L.W. Stochastic Analysis of Phreatic Aquifers. Water
Resour. Res. 10 (1974) 539-545.
17. Gelhar, L.W. Effects of Hydraulic Conductivity Variations on
Groundwater Flows. Proceedings Second International Symposium
on Stochastic Hydraulics, Lund, Sweden, in .Hydraulic Problems
Solved by Stochastic Methods, Water Resources Publications,
Fort Collins, CO (1977) 409-431.
18. Gelhar, L.W., A.A. Bakr, A.L. Gutjahr and J.R. MacMillan.
Comments on a Stochastic-Conceptual Malysis of One-Dimension-
al Groundwater Flow in Nonuniform Homogeneous Media by R.A.
Freeze. Water Resour. Res. 13 (1977) 477-479.
19. Gelhar, L.W., C.J. Duffy, and G.W. Gross. Stochastic Methods
of Analyzing Groundwater Recharge. Proceeding IAHR Symposium
on Hydrology of Areas of Low Precipitation, Canberra, IAHS-AISH
Pub. No. 128 (1979) 313-321.
20. Gelhar, L.W., A.L. Gutjahr and R.L. Naff. Stochastic Analysis
of Macrodispersion in a Stratified Aquifer. Water Resour. Res.
15 (1979) 1387-1397.
21. Gelhar, L.W. and C.L. Axness. Stochastic Analysis of Macro-
dispersion in Three-Dimensionally Heterogeneous Aquifers, New
Mexico Institute of Mining and Technology, Hydrology Report
H-8 (1981).
22. Gelhar, L.W. and C.L. Axness. Three-Dimensional Stochastic
Analysis of Macrodispersion in Aquifers, Water Resour, Res.
19 (1983) 161-180.
23. Gelhar, L.W., A.L. Gutjahr and R.L. Naff. Reply to Comments on
Stochastic Analysis of Macrodispersion in a Stratified Aquifer.
Water Resour. Res. 17 (1981) 1739-1740.
 715
24. Gutjahr, A.L., L.W. Gelhar, A.A. Bakr and J.R. MacMillan.
Stochastic Analysis of Spatial Variability in Subsurface Flow.
Part II: Evaluation and Applications. Water Resour. Res. 14
(1978) 953-959.
25. Gutjahr, A.L. and L.W. Gelhar. Stochastic Models of Subsurface
Flow: Infinite versus Finite Domains and Stationarity. Water
Resour. Res. 17 (1981) 337-350.
26. Heller, J.P. Observations of Mixing and Diffusion in Porous
Media. Proceedings of the Second Symposium on Fundamentals of
Transport Phenomena in Porous Media, IAHR-ISSS, Vol. 1, Guelph,
Canada (1972) 1-26.
27. Jenkins, G.M. and D.G. Watts, Spectral Analysis and Its
Applications. (Holden-Day, San Francisco, 1968).
28. Koopman, L.H. The Spectral Analysis of Time Series. (Academic
Press, 1974).
29. Lumley, J.L. and H.A. Panofsky. The Structure of Atmospheric
Turbulence (John Wiley, New York, 1967).
30. Matheron, G. Composition des Permeabilities en Milieu Poreux
Heterogene Methode de Schwydler et Regles de Ponderation.
Rev. Inst. Fr. Petrole (1967) 443-466.
31. Matheron, G., and G. DeMarsily. Is Transport in Porous Media
Always Diffusive? A Counter Example. Water Resour. Res. 16
(1980) 901-917.
32. Mizell, S.A., L.W. Gelhar and A.L. Gutjahr. Stochastic
Analysis of Variability in Two-Dimensional Groundwater Flow
with Implications for Observation-Well-Network Design. Hy-
drology Research Report No. H-6, New Mexico Institute of
Mining and Technology (1980).
33. Mizell, S.A., A.L. Gutjahr, and L.W. Gelhar. Stochastic
Analysis of Spatial Variability in Two-Dimensional Steady
Groundwater Flow Assuming Stationary and Nonstationary Heads.
Water Resour. Res. 18 (1982) 1053-1067.
34 .. Neuman, S.P. A Statistical Approach to the Inverse Problem.of
Aquifer Hydrology 3. Improved Solution Method and Added
Perspective. Water Resour. Res. 16 (1980) 331-346.
35. Perlmutter, N.M., and M. Lieber. Dispersal of Plating Wastes
and Sewage Contaminants in the Ground Water and Surface Water,
South Farmingdale-Massapequid Area, Nassau County, New York.
U.S. Geological Survey Water-Supply Paper 1879-G (1970).
36. Robson, S.G. Application of Digital Profile Modeling Technique
to Ground-Water Solute Transport at Barstow, Calif. U.S.
Geological Survey Water Supply Paper 2050 (1978).
37. Sagar, B. Ga1erkin Finite Element Procedure for Analyzing
Flow through Random Media. Water Resour. Res. 14 (1978) 1035-
1044.
38. Smith, L. and R.A. Freeze. Stochastic Analysis of Steady State
Groundwater Flow in a Bounded Domain, 1, One-Dimensional
Simulations. Water Resour. Res. 15 (1979a) 521-528.
39. Smith, L. and R.A. Freeze. Stochastic Analysis of a Steady
State Groundwater Flow in a Bounded Domain 2. Two-Dimensional
Simulations. Water Resour. Res. 15 (1979b) 1543-1559.
716

40. Smith, L., and F.W. Schwartz. Mass Transport 1. A Stochastic

Analysis of Macroscopic Dispersion. Water Resour. Res. 16
(1980) 303-313.
41. Smith, L. Spatial Variability of Flow Parameters in a Strati-
fied Sand, Mathematical Geology 13 (1981) 1-21.
42. Sudicky, E.A., J.A. Cherry, and E.O. Frind. Hydrogeological
Studies of a Sandy Aquifer at an Abandoned Landfill: 4, A
Natural Gradient Dispersion Test. Journal of Hydrology
63 (1983) 81-108.
43. Vieira, S.R., D.R. Nielsen, and J.W. Biggar. Spatial Vari-
ability of Field-Measured Infiltration Rate. Soil Sci. Soc.
Am. J. 45 (1982) 1040-1048.
44. Warren, J.E., and F.F. Skiba. Macroscopic Dispersion. Trans.
AIME, 231 (1964) 215-230.
45. Warrick, A.W., and D.R. Nielsen. Spatial Variability of Soil
Physical Properties in the Field. 'in Hillel, D. Applications
in Soil Physics. Academic Press (1980) 319-344.
46. Yeh, T.-C. Stochastic Analysis of Effects of Spatial Vari-
ability on Unsaturated Flow. Ph.D. Dissertation, New Mexico
Institute of Mining and Technology (1982).
 717

PRINCIPAL SYMBOLS

A .. macroscopic dispersivity tensor

1J
b aquifer thickness
c solute concentration
E(y) expected value of y(=y)
F E(lnK)
f 1nK - E(lnK)
H mean piezometric head, E(~)

h perturbation in piezometric head

mean hydraulic gradient
hydraulic conductivity
effective conductivity tensor
exp[E(lnK)]
wave number
specific discharge
covariance function of f
spectrum of f
transmissivity
spatial coordinates
local dispersivity tensor
variogram of f
integral correlation scales
-1
distance to e correlation
variance of 1nK or 1nT

head variance
piezometric head
angle between flow direction and separation vector
capillary pressure head
 719

SPATIAL VARIABILITY OF PROPERTIES IN POROUS MEDIA:

A STOCHASTIC APPROACH

G. de Marsily

ABSTRACT 721
1. WHY STOCHASTIC? 723
1.1. Pore Scale 723
1.2. Regional Scale 725
1.3. The Intrinsic Hypothesis 727
2. A PROBLEM OF ESTIMATION AND ITS SOLUTION BY KRIGING 729
2.1. The Problem of Spatial Interpolation 729
2.2. Kriging in the Intrinsic Hypothesis 729
3. SOME USEFUL REMARKS CONCERNING KRIGING 733
3.1. Kriging is Called a "BLUE" 733
3.2. Kriging is an Exact Interpolator 733
3.3. Confidence Interval 733
3.4. Computation of the Complete Convariance
Matrix 733
3.5. The Kriging System Does Not Depend on
the Measurements Zi 734
3.6. Drawing Contour Maps with Kriging 734
3.7. Estimating Average Values Over a Mesh
Instead of Punctual Values 734
3.8. Kriging with Uncertain Data 735
3.9. Determination of the Variogram 736
3.10. Kriging with a Moving Neighborhood 740
3.11. Anisotropy in the Variogram 742
3.12. Verification of the Validity of the Model 743
3.13. Network Optimisation 743
4. KRIGING TRANSMISSIVITIES 745
5. CONDITIONAL SIMULATIONS OF TRANSMISSIVITIES 752
5.1. Definition 752
5.2. Conditional Simulations 752
720

6. THE INVERSE PROBLEM 753

6.1. Definition 753
6.2. Prerequisities for the Solving of the
Inverse Problem 753
6.3. Another Way to Incorporate a Priori
Information into the IP, and Avoid
Zoning 757
6.4. The Idea: the "Pilot Points" 758
6.5. Kriging the Transmissivities 759
6.6. Minimisation 760
6.7. Bounds on T 761
6.8. How to Select the Pilot Points 761
6.9. Validation of the Variogram 762
6.10. Conditional Simulations after Inverse 762
REFERENCES 763
LIST OF SYMBOLS 764
 721

SPATIAL VARIABILITY OF PROPERTIES IN POROUS MEDIA

A STOCHASTIC APPROACH

G. de MARSILY

Director, Centre d'Informatique G~ologique

Ecole des Mines de Paris, Fontainebleau, France

ABSTRACT

Stochastic methods may be applied to flow problems in porous

media because they are well suited to cope with the variability of
the physical properties in space.

Indeed, it is well known that natural media are not homogeneous

in space, on whichever scale they are studied, and that this spatial
variability has very important effects on the flow and, above all, on
the transport of solutes.

The classical analytical method only applies to homogeneous

media and has therefore led to the concept of "mean equivalent pro-
perties" used to describe real media. This "mean value" is generally
taken as a spatial average or space integral.

The discrete numerical approach allows us to define cells in

space, where the properties of the medium are given and, if neces-
sary, variable from one to the other. It has, thus, become possible,
during the last twenty years to build digital models of hetero-
geneous media by fitting "representative" parameters on each cell of
the model.

Up till now, these representative parameters were seen as local

spatial averages on each cell, and no hypothesis existed as to the
law of spatial distribution obeyed by the studied parameter and,
consequently, none as to the type of averages one would use.

Geostatistics offer a useful tool for evaluating and studying

the spatial characterist ics of a "regionalized variable", i. e. a
 722

variable typical of a phenomenon developing in space (and/or time)

and possessing a certain structure. Experience has shown that geo-
logic phenomena are indeed "structured", viz. that the variables
which characterize a geologic series, or a geologic phenomenon (gra-
de of an orebody, thickness of a layer, permeability of a formation,
flow through a stratum) are regionalized variables which are corre-
lated in space.

Thus, geostatistics make it possible to study the "spatial law"

typical of a property such as that which governs flow. This means
that it allows us to rigourously define the notion of averages and
their estimation.

But, by considering the physical properties as "variables" ra-

ther than as parameters, geostatistics enable us, furthermore, to
situate the problem within a probabilistic framework. Because of the
uncertainties (due to lack of data) concerning the parameters and
their evaluation, the parameters are taken to be "random variables",
Le. variables which may assume an infinite number of different
values. But the values assumed in space by each parameter are not
independent ; on the contrary, they are linked together by the "spa-
t ial law" of the studied phenomenon. This leads us to imagine a
stochastic process defined in space, a "realization" of which (a
kind of drawing of lots) has a determined value at each point accor-
ding to the rules of the "spatial law" of the phenomenon. It is the
infinite number of realizations of the stochastic process which
constitutes the random variables or, better" the "random functions".

What is the use of this concept ? It is to enable us to treat

the problem of uncertainty concerning the hydraulic magnitudes such
as head, flow, •••• , which are the useful or "economic" consequences
of flow, using the uncertainty concerning the parameters as a basis,
that is to say to quantify the confidence which may be placed in the
previsions made by the hydrogeologists and thei~ models.

This is done by considering the flow equations as stochastic

partial differential equations (Le. equations the parameters of
which are random variables).

This paper focuse~on four major themes:

1) Definition of physical properties of porous media as random
functions.
2) Kriging, a theory of estimation of parameter values from
local measurements within a stochastic framework.
3) Additional identification of parameters by solving the in-
verse problem.
4) Stochastic simulations of flow problems using random para-
meters with or without conditioning, by Monte-Carlo techniques.
 723

1 WHY STOCHASTIC ?

1.1 Pore scale

Although there are many different scales in porous media, we

will discuss here only the pore scale, the local scale, and the
regional scale.

Defining a parameter like permeability is a local problem. It

is generally treated conceptually as a space averaging concept : the
Representative Elementary Volume (REV) is defined as a volume (big
enough with respect to the pore scale, but small enough with respect
to the problem to be solved), over which average quantities can be
defined, such as porosity, velocity, head of the water ••• and hence
permeability. This "local space average" was the concept used by
DARCY when he defined the permeability of a sample in his sand box.

The problems with this approach are : (i) the size of the REV is
not easy to define ; (ii) it is not adapted to handle the problem of
discont inuit ies in the medium (boundaries, limit between two me-
dia) ; (iii) it does not furnish any basis for studying how the given
parameter may vary in space. One can say that the very common assump-
tion of "homogeneous medium" (e.g. in the Theis equation) is the
result of this REV concept, assuming that the property remains cons-
tant as the size of the REV grows to infinity.

The stochastic concept is a more powerful tool. One decides

that the porous medium is one realisation of a random process. To
simplify this concept of realisation, one can imagine several sand
columns, in the lab, each filled with the same sand (or the same
sample, used several times). Each column represents the same porous
medium, but is somehow different from the others. Each column is a
realisation of the porous medium, defined as the ensemble of all the
possible realisations (in infinite number) of the same process,.

A property like porosity can then be defined at a given point in

space as the average over all possible realisations of the punctual
value (defined as 0 in a grain, and 1 in a pore). One speaks of
"ensemble average" instead of "space average".

Permeability can also be defined in this manner, although it

requires a change of scale : at the pore scale, the NAVIER equations
apply, and not DARCY's law. SCRWYDLER [16] and MATHERON [10] have
shown that DARCY's law is a consequence of the linearity of NAVIER's
equations, and the geometric property of the porous medium. If these
geometric properties are defined by "ensemble averages", as poro-
sity, then one can also conceptually link permeability to an ensem-
ble average which is, however, defined on the local scale.

The immense advantage of the stochastic approach is that one

 724

can study other statistical properties of the porous medium in the

ensemble average, not only the expected value : one very often uses
the variance (called dispersion variance) of the property, which
characterises the magnitude of the fluctuation with respect to the
mean, and the covariance, which characterises the correlation of the
parameter at two contiguous points. We will redefine these quan-
tit ies later.

However, when studying a given porous medium, one, will only

have one realisation of the conceptual random medium. Some assump-
tions are necessary to make this concept useful. We will use two
here : stationarity and ergodicity.

Stationarity assumes that any statistical property of the me-

dium (mean, variance, covariance, higher order moments ••• ) is sta-
tionary in space, i.e. does not vary with a translation: it will be
the same at any point of the medium. Weak stationarity refers to a
medium where only the first two moments are stationary : if Z(x) is
the studied property, x being the coordinates, in 1-, z-
or 3-D then
the random function (R.F.) Z(x) verifies:

expected value E[Z(x)] = m, not a function of x

covariance : E[(Z(x)-m)(Z(x+h)-m], not a function of x

only a function of the lag h (vector in 2- or 3-D).
By developing, and noting C(h) this covariance :

C(h) E[Z(x).Z(x+h)] - m2

Variance : by definition : 02 = E[(Z(x)-m 2 ] = C(O)

z
In more rigorous terms, stationarity means that all the probability
distribution functions (pdf) of the random function Z(x) are inva-
riant by translation 1 point p(Z. (x» or n points p(Z. (xl)'
••• Z.(x
J n
» 1 1

Ergodicity implies that the unique realisation available beha-

ves in space with the same pdf as the ensemble of possible reali-
sations : in other words, by observing the variation in space of the
property, it is possible to determine the pdf of the random function
for all realisations. This is called the "statistical inference" of
the pdf of the R.F. Z(x).

In the stochastic vocabulary, a phenomenon which is "statio-

nary" and "ergodic" is called homogeneous. We should then use "uni-
form" to qualify a medium in which the property does not vary in
space, which geologists used to call "homogeneous".
 72S

1.2 Regional scale

The permeability (or transmissivity) in an aquifer, defined on

the local scale, varies from place to place when we consider it on
the regional scale. One then assumes that this quantity is the reali-
sation of a random function which is stationary and ergodic. How-
ever, one must not forget that the randomness stems from the fact
that one has one unique realisation instead of all the different ones
that are possible : this unique realisation is completely determined
in space (deterministic) but unknown. We will simply show that the
stochastic approach gives us powerful tools for handling the problem
of estimating the parameter at points in space where it has not been
measured and that we will be able to do this with a "confidence
interval", or precision, which we are able to evaluate.

Many authors have tried to determine the pdf of permeability

(or transmissivity) in an aquifer e.g. by analysing the results of
pumping tests. With one point, p(Z.(x» is mostly found to be lognor-
mal in space. The ergodicity hypofhesis then tells us that the true
pdf of the R.F. Z(x) is lognormal.

For lognormal Iv distributed Dermeabilities. a very interesting

result was obtained by MATHERON [10] : for a (regional) uniform
flow in a given (regional) area, the velocity of water is governed by
an average permeability (or transmissivity for flow) given as the
geometric mean 1) of the local permeabilities (or transmissivities)
in the given area. This result is only valid in 2-D. For 1 or 3-D, or
for non lognormal distribution, the true average permeability is
always bounded between the arithmetic 1) and the harmonic 1) mean.
There, uniform flow means that the stream lines are parallel, and
constant in time. This is the case, for instance, in a mesh of a
digital model of an aquifer, if the mesh is fine enough for the flow
to be approximately uniform within each mesh.

So far, we have looked only at the pdf at one point. What about
two points, or covariance '1 The stationarity hypothesis tells us
that the covariance C(h) should only be a function of the distance h
between the two points, not of the position of the two points in the
aquifer. Covariance functions are thus computed by taking the ave-
rage, over the aquifer,of all available pairs of points (we will
discuss this later. with the "variogram").
 726

r.(h) = E[Z(x).Z(x+h)] - m2 (1)

These functions generally show a more or less rapid decrease of

the correlation between two points, as h increases:
2
Covariance C(h) Ok
correlation in space

space

\ h(distance)
'almost no correlation in space
In the vertical direction, analyses of sediment permeabilities
show that they are correlated over distances in the magnitude of a
meter (from a fraction, to several meters), i.e. before C(h) ~ o.

In the horizontal direction, analyses show much longer corre-

lation distances, but generally at several imbedded scales:
Oik2 C (h)

h
- high correlation at small distances,
- decreasing with each imbedded structure of the sediment.
C(h) can reach several km (up to 20 km in chalk) before going to
zero.

The variance 9K2 = C(O) of permeabilities or transmissivities can

be relatIvely large :
2
oK
-- from 0.25 to 1 or even 2 to 3
K2

02 0.4 to 1.5
log 10K (in m/sec)
and the same order of magnitude applies to transmissivities.

This variance (or dispersion variance) of permeabilities shows

that this parameter often varies greatly inside a given aquifer, and
that the analytical approach, which supposes this quantity to be
"uniform", or the numerical one, which often supposes to be it to
vary smoothly, may be quite far from reality.
 727

It is often found, also, that the variance of K increases if the

size of the aquifer (or the size of the portion of the aquifer
studied) increases. This is also true for other geological phenomena
(e.g. concentration of minerals in an ore body). This implies that
the phenomenon in question is not strictly stationary. This is the
reason why another hypothesis, the "intrinsic hypothesis", weaker
than the weak stationarity, has been proposed by G. MATHERON [11].
It will also help us to build the "statistical inference" (Le.
determination of the type of correlation function in space) in an
easier way than computing the covariance C(h).

1.3 The intrinsic hypothesis

It consists in assuming that, even if the variance of the R.F.

Z(x) is not finite (Le., increases toward infinity if the area
investigated goes to infinity), the variance of the first increment
of Z is finite, and that this increment is weakly stationary, namely
Z(x+h) - Z(x) verifies

E[Z(x+h) - z(x)] = m(h), not a function of x

Var[Z(x+h) - Z(x)]= function of h only, not of x

Although this is not absolutely necessary, it is usually assu-

med that m(h) = O. The variance of the increment then defines a new
function, called the variogram y(h) :

E [Z(x+h) - Z(x)] = 0 equivalent to E Z(x) = m = constant (2)

y(h) = ! Var[Z(x+h) - Z(x)] = ! E[(Z(x+h) - Z(x»2] (3)

y (h) is the mean quadratic increment for two points at the

distance h from one another.

In comparing the "intrinsic hypothesis" with the weak statio-

narity, one sees that (2) is equivalent to having a constant expec-
tat ion m, but that (3) is less demanding than (1). It is even pos-
sible, in the case where both hypotheses hold, to relate the vario-
gram to the covariance: if we have weak stationarity, we can write:

y(h) = ! E[(Z(x+h) - Z(x»2]

=! E[Z(x+h)2] - E[Z(x+h).Z(x)] + ! E[Z(x)2]

But weak stationarity implies that, from (1)

E[Z(x+h)2] = E[Z(x)2] = C(O) + m

2

E[Z(x+h).Z(x)] = C(h) + m2
 728

Thus

y(h) = C(O) - C(h)

t(;; ~ ~ _~ -':) I<: /_a_~_~_,_a_l_s_~_~_a_lle_~_I

If we know the covariance function, the variogram is simply the
symetric with a translation :

C(h) __ __
'S_i_l_l_"__
_

h h
When cr~ is finite, the variogram attains an asymptotic value
equal to th1s variance (the distance at which this asymptotic value
is reached is called the "range" and the variance is' called the
"sill" of the variogram).

But if there is no finite variance, the variogram may never

reach an asymptotic value
a' (h)

h
There is much to say about the variogram, because, as we will
see later, the statistical inference (or "structural anal,Ysis") is
always made by computing the variogram of the data, before solving
any estimation problem. We will show some variograms later on, but we
must first emphasize that any function y(h) cannot be a variogram (as
it is well known that a covariance function must be positive defi-
nite). It is possible to show that:

• Minus y must be conditionally positive definite, i.e.

x n points of space Rm
n
A
n
n coefficients verifying EA.
1
=0
then -I
• •
A.A.y(X.-x.) ~ 0
1 J 1 J
1,J 2
for h ~ 00 necessarily increases less than h ,
i.e. lim .r.ili2. ~ 0
Ihl-+oo h2
In practice, only a limited class of functions is used as vario-
grams. We will introduce these later on.
 729

Note that the computation of a varfogram is easier than that of

a covariance, as the mean m need not be known to estimate the former.

2 A PROBLEM OF ESTIMATION AND ITS SOLUTION BY KRIGING

We will limit our discussion to the estimation of a variable

Z(x) verifying the "intrinsic hypothesis", although kriging can be
applied to many other problems (e.g. non stationary).

2.1 The problem of spatial interpolation

Example in 2-D, but the theory applies to 1-, 2-, or 3-D.

- let Xl' x 2 ••• x be the location of n measurements;
x. denotes Phe 1, 2 or 3 coordinates of point i
- let Z.1= Z(x.) be the value measured at point i.
1 1

The estimation problem is to determine the value of the quan-

tity ZO' for any point Xo which has not been measured :
(Z2)
*

by continuously modifying the position x o ' we shall estimate the

whole field of Z.

Usual methods: - linear interpolation (by hand) •••

- trend surface analysis, least squares fitting •••

These methods work, but cannot give the confidence interval of

the estimation ; furthermore, they do not take into account the
spatial structure of the phenomenon. Examples : the piezometric head
in an aquifer is a rather smooth and continuous process, with a drift ;
a transmissivity distribution is much less smooth, with a random
nature ; the presence of an organic contaminant in the ground can
sometimes be purely random. All these quantities cannot adequately
be interpolated by a unique technique.

The stochastic approach used in "KRIGING" enables us to build

the estimation according to the type of spatial correlation of the
R.F. Z(x), studied through its variogram.

2.2 Kriging in the intrinsic hypothesis

Note that this type of hypotheses (e.g. stationarity, intrin-

 730

sic ••• ) are only working hypotheses, for the purpose of estimation,
and do not imply that transmissivities, for instance, are indeed
realisations of stationary processes. As long as these hypotheses
are (locally) compatible with the data, the proposed model may be
used.

The estimation Z~ of the unknown quantity Zo will be given as a

linear combination of all available measurements of Z in the aquifer
n ~
Z~ = L AO Zi (4)
i=l
.Z. : measurements at the n points X., i = l ••• n.
A~:~optimal weight to be computed: t\e index "i~ refers to measu-
r~ment point, the index "0" refers to estimation point.
Kriging is thus a linear estimator of the unknown quantity Z00
In order for this estimator to be optimal, we will impose two cond~­
tions on Z~ : that it is unbiased and has minimum variance.

unbiased

(5)

which means that the expected value of Z~ should be equal to that of

ZO' for all possible realisations of the process. Although we do not
know Z* and ZO' this condition can be expressed in terms of the A's
as fol~ows. Let "m" be the expected value (unknown) of the intrinsic
process Z :

m = E[Z(x)] V x
(4) substituted into (5) gives

i
or LAO E[Zi] E[ZO]

but E[Zi] E[ZO] =m

i

"
then LAO m m

or [ill
.I
~=1
A~ = 1 condition of non-bias (6)

Minimum variance estimator *

We want the error of estimation , Zo - ZO' to be as small as
possible. We will therefore minimize the expected value of the esti-
mation error, in quadratic mean :
 731

E[(Z* - Z )2] Minimum (7)

o 0
We can develop (7) ,because of (6)
E[(Z* - Z )2] Z. - Hoi ZO)2]
o 0 1 i

(8)

Let us return to the definition of the variogram (3)

y(x.-x.)
1 J
=! E[ (Z.-Z. )2]
1 J
2
t E[«Zi-ZO) - (Zj-ZO» ]

= ! E[(Zi-ZO)2] + ! E[(Zj- ZO)2] - E[(Zi-ZO)(Zj-ZO)]

y(x.-x.) = y(x.-x O) + y(x.-x O) - E[(Z.-ZO)(Z.-ZO)] (9)
1 J 1 J 1 J
We can now use (9) to derive the expectation needed in (8)

+ n: "i"j
.. 0 0
1J
in .the two last terms of the RHS of this equation, we can put p~ or
nO in factor ;. but after (6), .these expressions are equal td- one
furthermore, r"~ Y(xi-x O) = ~,,~ Y(xj-x O)' therefore:

t"o .y(xi-xO)
• J •
*
E [(Zo - ZO)]
2
= - g "0"0 Y(Xi-X
1 J
j) + 2
1
(10)
(10) is a quadrat ic funct ion of the unknowns to minimize (10) "0;
subject to condition (6), we will use the technique of the Lagrange
multipliers and write :

t E [(zt - ZO)2] - ).l [P~ - 1] Minimum (11)

1

where ).lis a new variable, callep a Lagrange multiplier, which we add

to the n previous variables "0.
One can show that when the above
expression is minimum, the linear const~aint E"~ = 1 is satisfied,
and our initial objective (E[(Z~ - ZO) ]) is at its minimum. Note
that we have divided by t and set a minus value before ).l just to
simplify the later expressions ; as ).l is a variable , this does not
make any difference. Minimizing (ll)with respect to the n and]..l, "b
is obtained by setting the partial derivatives of (11) with respect
to these variables to zero. One obtains :
732

n
L ~)0 y(x.-x.
. J~
) + ].I
i = ' ••• n
j=I
(12)
n
Ai = 1
I 0
i=I
This is a linear system of (n+1) equations with (n+1) un-
knowns ; if we write it in full, in matrix form, we obtain:
0 YI2 Y13 ••••••• YIn Ab YIO
0 Y23 ••••••• Y2n A02 Y20
Y2I
(13)
Yni Yn2 Yn 3 i
o
NB we have noted here y .. = y(x.-x.)
~J ~ J
The kriging system is always regular if -Y is a conditionally
positive definite function. Note also that the matrix of the LHS of
(13) is not a function of x : it needs to be inverted only once for
all points Xo to be estimateS: the resolution of (13) will then give
us the values of the A's to introduce into the estimation formula
(4).

Once this is done, we can also estimate the variance of the

estimation (i.e. the uncertainty associated with ZO) :
Var (Z * - Z ) = E[ (Z * - Z )2] because E[ZO - ZO] = 0
o 0 0 0
By substituting the solution of (12) into (10), we obtain
n .
Var (Z; - ZO) = L ].I A~ y(x.-x O) + (14)
i=l ~
It is very important to realize the great difference bitween
the estimation variance (14), and the disper.sion variance O'~~ The
latter indicates the range of variability of the parameter Z ~nside
the field, whereas the former gives the residual uncertainty' in the
value of Z a location Xo when "n" measurements have been taken of Z
at locations x .• The dispersion variance is stationary, whereas the
estimation variance varies from place to place, and is zero at a
point x. which has been measured.
1
 733

3 SOME USEFUL REMARKS CONCERNING KRIGING

3.1 Kriging is called a "BLUE"

Meaning !est ~inear ~nbiased ~stimate.

3~2 Kriging is an exact interE?lator

If one tries to compute the value of Z at a point ~ which has

been measured (Le. ~ e [xl x ], the kriging system gives :
n
(value measured), i . e • A~ = 1, A~ = 0, i " k

Z )
k
=0 (no uncertainty in a measured point)

This contrasts with a least squares fitting of a polynomial,

which will never give the true value at the measurement points.

3.3 Confidence interval

Knowing the variance of the error of estimation is, in prin-

ciple, not enough to determine the confidence interval of the esti-
mates. However, one can very often assume that the distribution of
this error is Gaussian: in that case, we can say, for instance, that
the 95 % confindence interval is ± 20, 0 being the standard devia-
tion, i.e. the square root of the variance.
o '" , / Var (Z* - Z )
V 0 0

Then the estimate of ZO' with 95 % chance, is

Z~ '" r A~ Zi ± 20

It is also well known that many other distribution functions

also verify a ± 20 confidence interval at 95 % and consequently this
expression is very often used.

3.4 Computation of the complete covariance matrix

Instead of computing only the variance of the estimation error,

Var (Zo - ZO), it is also possible with kriging to compute the
complete covariance matrix of this error of estimation. One can show
that
 734

3.5 The kriging system does not depend on the measurements Z.

1

Only th~ locations x. of the measurement points are needed to

compute the ).1; these may fhen be used for different situations (e.g.
observations in time).

3.6 Drawing contour maps with krising

By solving the kriging system, one can estimate Zo at any point

xO' In order to be able to draw a contour map, one will generally
choose a large number of points xO' on a regular mesh, regardless of
the position of the measurement points :

1111111111111111111111111111111111111 i
The contour lines are then drawn by hand, or with a standard
computer code, which generally requires as input the value of Z on
such a regular mesh. One must always also plot the map of the va-
riance of the estimation, to understand the uncertainty associated
with the estimation. One can also plot the map 20.

3.7 Estimating average values over a mesh instead of punctual values

Instead of estimating the value Zo at a point x O' it is also

possible to estimate directly any linear combination of such esti-
mates, in particular an average of Z over a given area So :

Zo = fo iSo Z(x)dx
We will also build the estimate as a linear combination of the
available data :
-* _ i
Zo - 1Po Zi
Note that So can be a given mesh, or even the whole domain (e.g.
for estimating an average water depth on a watershed from rain-
gauges).

Using the now common conditions of unbiased and optimal esti-

mation, and with some manipulations, one gets:

I
Kriging system

r.).~
j
y(x.-x.)
1 J (15)
pi
1 0
 735

where -Y(X.-X o)
1
If
= --s
0 S
y(x.-x)dx
1
(averaged variogram
o over the area SO)

Variance of estimation

var[Z~- ZO] LA~ Y(xi-x O) + ~ - Y(x O)

where: Y(x O) = ~
So
11So y (x-:-y) dxdy
This shows that the variance of estimation of integral values
will generally be smaller than punctual values (new term y (xO) which
is equal to zero when punctual values are considered).

In the same way, it is possible to use, as measurements, values

of Z obtained as an average over a certain area. For instance, if Z.
is an average over S., in the kriging system y(x.-x.) will be repla1
ced by : J 1 J

y(x.-x.) = _1_ r y(x. -x)dx

1 J Sj JS j 1

and y(xj-x o) in the RHS

by y(xJ.-x o) = _1_
SOSj
1soJsr j
y(x-y)dxdy

This makes it possible to use data obtained by different me-

thods (core measurements, slug tests, long pumping tests ••• ).

3.8 Kriging with uncertain data

So far we have assumed that the measured values Z. are known

without any uncertainty. In reality, however, this is 1not always
true. For example, transmissivities can be measured in an aquifer by
pumping tests, or only by specific drawdown (or specific yield)
measurements, and with a correlation function between the two (cf
example later on).

Kriging can handle data with uncertainties, provided that the

errors E.1 associated with each measurement Z.1 are

- not systematic errors, i.e. E[Ei] = 0, i = I ... n

- uncorrelated with one another, i.e. Cov(Ei,Ej) = 0, Vi ~ j
- uncorrelated with Z, Cov(Ei, Z(x» = 0, Vi, Vx
- of a known variance, at
(different for each i)

One can easily show that the kriging system becomes, for ins-
tance for point values :

estimate
 736

"" j ,i 2
~I\o Y( x.-x. ) 1\0 0i + ]1 i I ... n
J 1 J
system
LAi = I
i 0
variance Var (Zo - Z ) = LA i Y (x 1• -x O) + ]1
o i 0
2
The only modification is that the kriging system has now -0.
1
on the diagonal, instead of zero.

One can, in particular, use "certain" and "uncertain" data at

the same time : one just sets of to zero for the certain data.
1

3.9 Determination of the Variogram

We have defined the variogram. by

I 2
y(h) = 2 E[(Z(x+h) - Z(x)) ]

To estimate the variogram, one simply uses the measurement

points Z., assuming ergodicity in the increments (i.e. that space
averages 1 can be used to estimate the ensemble averages).

One first defines a certain number of classes of distances

between the measurement points, e.g.

0 < d 1 < 1 km
1 < d 2 < 2 km
2 < d3 < 3 km
3 < d4 < 5 km
5 < d5

Then, taking all the possible pairs of points i and j, one

computes, for each class of distance

- the number of pairs present in the class

- the average distance in the class 2
- the average square increment, (Z. - Z.)
1 J
One will obtain, for instance, with a set of 50 measurements
Classes dl d2 dJ d4 d5

number of 500 100 25

350 250
elements

average 0.7 1.3 2.4 3.8 6.2

distance

(ZCZ ,2
130 275 350 570 400
averai.
 737

j,II) ------ -1-----

1

I
I
I
I
I
I

3 5 h.k'"

Note t~aE1 fhe number of pairs that can be formed between n

points is ~. n 2 ' for 50 points, this gives 1,225 pairs. But gene-
rally, they are not evenly distributed, there are more pairs at short
distances than at long ones. The variogram will be more and more
uncertain as h increases. However, we have seen that any function
cannot be a variogram. One therefore fits an analytical function to
the observed points in the previous graph.

The principal types of variograms used in practice are

- linear
- in h A , \<2
- spherical type and equations given next
- exponential page (from DELHOMME [3])
- Gaussian

For instance, the variogram of the preceding graph would be

interpreted as spherical, and the two parameters wand a of this type
of variogram adjusted by hand on the data :

~(h)
500

400 /
/
---- -- ...
,/
/
/
300
1'1
>II = 430
200
a = 3 km

100

2 3
, 5 6 7 h

Spherical variogram
738

- ----- - -,,----------
/I
I
I
I

05

spherical model
3 Ih l I
y( h) • w [ _ J..!!.l. - - h<a
2 a 2
y( h) - w h>a

~
1 ____________ "'
_ _- - - - -
ass -- - - - - - - ---

as

l.

[ _ltl]
exp nential aIOdel Ga.ussian model

y(h) - w 1-. a y( h) • w
[ l-e _( ah) 2]

IKhI
y(h).
! 13.3Ih l +60
J I hi I I h iJ
13 . 3Ihl+60(- J..!!.l. - _ (J..!!.l.) )
2 1.5 2 1.5
f or lh l <I. 5
for Ih i > 1. 5

CHIEF VARIOGRAM MODELS

1)0 USED AND EXAMPLES OF FITTING
110

6Cl
,
-
-- /~~\~-.----------~-=------
~ ,

~;ifI· I . ___ .--

10
/ 1 : \~~
20 I Irt-
I _ _ ~ ..... ~

as 1 15 From DELHOMME [3]

f itting on a. "linear + spherical u model
 739

Behaviour for 1arse h

Note that an unbounded variogram (e.g. linear

denotes an infinite variance, a covariance does not-exist in such a

situation, only the intrinsic hypothesis is acceptable.

On the contrary, if the variogram comes to a sill,

then a covariance exists for the phenomenon.
(e.g. i~ )

h
Behaviour for small h

For h = 0, y(h) = 0 for any variogram. But very often, vario-

grams exhibit a jump at the ori2in :

c~
nugget effect
I o h
This apparent jump at the origin is called the "nugget effect"
as it originated in the mining industry. Indeed, if a core hits a
nugget, the concentration will be very high, whereas neighbouring
cores, even with high concentration, will never be as rich: there is
an "erratic" component in the behaviour.

Such behaviour is very frequently found when data are analysed

(e.g. transmissivites). To take that into account, one just adds the
quantity C to the variogram fitted on the data as if C were the
origin :

y(h) = C(1-6) + YO(h)

6 = Dirac's function
y = variogram fitted with C as origin
o
Such a "nugget effect" can also be attributed to measurement
errors, or to the fact that the data have not been collected with a
sufficiently small interval to show the underlying continuous beha-
viour :
 740

..... * ... data collected

"real" '\ apparent nugget effect

variogram

h h
Variograms can also show other behaviours

completely random
(no spatial structure)
"nested structures"

h h

periodic structure
h
etc •••

3.10 Kriging with a moving neighbourhood

The iclea is as follows : instead of kriging will all the data

points, i = 1 ••• n, one will use only the data points falling in a
given neighbourhood of the point to be estimated :
 741

x data
point i
x x X~
)(

x o
x
x :x
x
x
point to be kriged, Xo
neighbourhood of point Xo
This neighbourhood can be defined :

- either as all the data points at a distance less than "R" from the
point xo
- or as the closest "m" points of the point xO.

There are several reasons for using a moving neighbourhood.

a) The variogram is best known for small h, and becomes less and
less certain as h increases ; therefore it may be more efficient to
use only data close enough to xo ' so that Jx.-x.J remains in the
range where the uncertainties in yare still sJal¥.2)

a) By using only a limited number of neighbours, the kriging

system has less equations, and therefore less effort is required to
invert the matrix ; on the other hand, each time the set of neigh-
bouring points is modified, one must compute and invert the matrix of
the kriging syste, again.

y) By this procedure, one can somewhat relax the assumption of

stationarity (or "intrinsic" behaviour) of the phenomenon Z : one
only requires pseudo-stationarity in the limited area of the moving
neighbourhood, and can allow for a long range trend.

Trying to estimate the uncertainty in the variogram (Le. its

variance) will require knowledge of the fourth moment of Z, and will
never be achievable in practice.
 742

For example, if we krige the elevation of the ground in a

mountainous area, stationarity will be a question of scale :

large scale stationary

~~~
/
~~~
medium scale non stationary (bl~~

\
smaller scale locally stationary
\
3.11 Anisotropy in the variogram

rt is also useful to compute the variogram while assuming that

y(h) is also a function of the direction of the vector h. Of course,
this requires more data points in order to be significant.

One would, for instance, use four (or eight) classes of direc-
tions, and plot each variogram separately:

_--5
~_--W
....... , ··E

___ - - - N

..-

h
Generally, variograms do not show anisotropy like this graph.
If they do

- this may be a sign that the assumption of stationarity (or even

intrinsic behaviour) does not hold : one should switch to genera-
lised kriging, using generalised covariances (cf. DELHOMME [3, 4f).

- or, if intrinsic or stationary behaviour is valid, this anisotropy

 743

can be eliminated by an appropriate linear transformation in the

coordinate system. This will permit us to krige as usual in the new
system.

3.12 Verification of the validity of the model

To check the validity of all the assumptions used in kriging

(e.g. stationarity, good estimation of variogram ••• ), it is prefe-
rable to test the capacity to predict known data :

- one takes out of the set of data points, used in kriging, a given
value at point i (say Z.)
1

- one computes the predicted value at point i obtained by kriging

with all other values (say Z~)
1

- one can then estimate the error of kriging exactly at this point,
and compare it with the variance of estimation at this point (or
rather the standard deviation cr z )

- by doing this successively for all data points, one can check

- that there is no systematic bias

n
(- 0.026 was found in the
L (Z.-Z~) '" 0 Aquitaineaquifer, see chap. 4)
n i= 1 1 1

- that the kriging erros are coherent with the predicted variance :

1 n (Zi-Zi)2
-~--
n cr z
"'1
(0.96 was found in
Aquitaineaquifer, chap. 4)
the

3.13 Network optimisation

The variance of the estimation is a powerful tool for optimi-

sing a network, as :

Var [ZO - Zo ] = r A~ Y(xi-xO) + 11

in which expression, the measured value Z. at each measurement point

x. does not enter. 1
1

One can therefore add a new "fictive" measurement point, com-

pute the map of the variance of estimation with this new point, and
compare it with the previous one. One will therefore locate the
additional measurement points in the area where the variance of
estimation is high. Example : piezometric head, variance with exis-
ting network and with one additional fictive measurement point, from
DELHOMME [3], on the HUVEAUNE Aquifer.
744

.. a
..
'"z "
<
~
.:

...== ...'"..'"'"
E;
~
....
@j
0

..!i
0 .i:! en
0
0 0 ~
....
0
0 0
z
....~
..:= '""" >
0 0
0 0
Ii: 0
0

J r
0 ~ '" ;i!
~ <
0
...'" :!..'"
el
en

0
 745

The quality of the measurement (variance, or "uncertainty" of

the .measurement) can also be included as shown before.

On the other hand, a network which is too cost ly to maintain can

be reduced by maintaining only the observation points which give the
most acceptable map of estimation variance, in view of the objec-
tives of the observation (general surveillance, or local zone of
interest ••• ).

Furthermore, if the purpose of the ~etwork is to estimate the

average of Z over the. entire domain (e.g. rainfall, computation of
the average water depth), then the variance of esti~ation is only a
number, not a map, for the entire domain.

One can then move the fictive point inside the entire domain,
and plot the "increase in precision" defined by :

Var[Z*-Z] - Var[Z*-Z],
G(x)
Var[Z*-Z]
where the "prime" shows the variance computed with the fictive
point. Example: raingauge, KADJEMEUR Watershed, from DELHOMME [3].

Having selected the best first additional point, one can repeat
the calculation for a second point, and so on.

The suppression of one or several measurement points can be

decided according to the increase of the global variance.

4 KRIGING TRANSMISSIVITIES

4.1 Instead of working with

Z = Transmissivities,
one generally uses their logarithm

Z = Log (Transmissivities)

There are at least two reasons for doing so :

a) numerous studies have shown that permeabilities (and trans-

missivities) are lognormally distributed in a given aquifer (these
studies also generally assume that transmissivities are independent,
as we have seen earlier).
746

_____-----00 ' - - - - - - -
o "

o o
o _ _ '0
''''-_ _
o o
o
o
o

"""

THE KAIlJEMEUR WATERSHED DISPOSITION OF RAIN GAUGE NETWORK

THE FICTIVE POINT METHOD : GRAPHES OF EQUAL GAINS IN PRECISION

 747

Matheron has shown that the structure of the phenomenon is much

better (i.e. the variogram shows a better correlation) if the log of
the variable is used instead of the raw value.

Example Transmissivities of the eocene upper sands, Aquitaine Basin

for raw values, T in 10 -3 m2 / s
y
o(h)

100

h
20 1,0 60 80 km

2
~(h) for loglOT, T 1n 10-3 m /s

,-
,-
,-
,-
,- ,-
,- ,-
.,-
.,-

.,-
./
h
;,-

1,0 60 80 km
20
b) If transmissivities are lognormally distributed,· then we
have seen that in 2-D, the expected average transmissivities should
be taken as the geometric mean, and not as the harmonic mean.

This writes :
T average transmissivity
Log T =E (Log t)
t local transmissivity

Now, if one uses kriging to estimate values of transmissivities

over a mesh, then, working with Z = Log T, one will automatically
compute the geometric mean over each element.

Note that a return to natural values after kriging modifies the

confidence interval into a multiplicative one :
Z +2a
Log T =Z ± 2a ~ T = lOx 10-
 748

b) Examples

Variograms of transmissivities (cf. also preceding page)

~(h) on Log) 0 T

T in )0- 3 m2 /s

Q5

chalk aquifer, Northern France

o 40 I/O
k ..
dist.anc:e

~(h) Log T

25

limestone
Campo de ~ijar.
Spain

;p----
10 ~m

Oih)
[12

alluvial material
Kairouan. Tunisia

20 km
 749

~ (h) lo9'O T

limestone aquifer
(Bathonian in
Normandy)

I
I
I
I
I
I
0.5 I
I
I
I
I
I

0
10 ~ 30 40 km

Kriging of the transmissivities of the Eocene aquifer in Aquitaine

- Pumping test data assumed certain (29 ,measurements)

- Specific capacity data assumed to have a variance given by the regres-

sion analysis (57 measurements) :

2
cr. j = 1 ••• m
J

where

n : number of pairs used in regression

n
n
L Log 10 (Q/S).
i=l 1

Results : see next page, transmissivity and standard deviation

These tran~issivities were then used as inputs for a digital

model of the aquifer.
750

Transmissivity map drawn manually from

the measurements, from ASTlE et a1 [1]
Eocene Aquifer in Aquitaine
T in 10-3 m2 /s .
 751

KRIGED MAP OF TRANSMISSIVITY.

T in 10-3 m2/sec. Eocene Sand. Aquitaine.
from DELP.O~ [3 1

++++++ = .anticline
= sync l ine

f~P OF THE PRECISION OF T~E ESTlMATInN (ecr)

•
 752

5 CONDITIONAL SIMULATIONS OF TRANSMISSIVITIES

5.1 Definition

In statistics, "simulation" means production of several "reali-

sations" of a stochastic process. For instance, if z is a random
number, with a normal pdf, then to generate "simulations" of z will
be to create a sequence of numbers, drawn at random, but normally
distributed. This is also called ''Monte-Carlo simulations". For the
particular example above, it is well known that the average of -for
instance- 12 purely random numbers will give a sequence of numbers
with an approximately normal distribution.

In 2-D, simulating a random function Z(x), x e R2 will be to

generate "realisations" zk(x), k = 1 •••M, each realisation with the
pdf in space of the RF Z(xJ, for a stationary and ergotic process and
with the same pdf in the ensemble average as well. This holds for the
pdf at one point, or several points (covariance).

What is the use of simulation in hydrogeology? Please refer to

FREEZE [6]. He assumed that the permeability K in a porous medium
was a random process, with a lognormal pdf, but no spatial corre-
lation (independence of the values of K at any two points). By Monte-
Carlo simulation, he generated approximately 500 "realisations" of
the permeability (i.e. maps of K in space having the required pdf as
an ensemble). He then computed (with a digital model) the flow in
each of these 500 K maps, with given boundary condit ions. He was then
able to determine, pointwise, the mean and the variance of the head
for the porous medium, where K was supposed random. In other words,
he determined how the uncertainty associated with the knowledge of K
resulted in an uncertainty in the head. His was the first paper in
hydrogeology where this was achieved, and it is highly intersting.
First done in 1-0, the work has now been extended to 2-D and includes
spatial correlation (SMITH and FREEZE, [17]).
5.2Conditional simulations

In Freeze's work, as well as in all the work of previous au-

thors, the uncertainty associated with K (or T) was assumed to be the
dispersion variance of t.he pro.cess. In other words, one assumed
knowledge only of the pdf of the RF K(x), and not of a single value
of K at any location. Obviously, this case is extreme. It is diffi-
cult to imagine that one knows the pdf of K in an aquifer without
having sampled and measured it. Thus one knows, at the sampling
points, the value of K, which therefore ceases to be an unknown RF at
these points. Uncertainty at these points is no longer equal to the
dispersion variance.

In kriging, however, the rema1n1ng uncertainty associated with

a given set of sampling points (or rather, measurement points) is
 753

given by the estimation variance associated with an.estimated value

of K at any non-sampled point (c£'chap. 2.2)-. "Conditional simulation"
is exactly tailored to" solve this problem, i.e. generate simulations
of K which

- take the observed value at the measured points ;

behave in space as the true (but unknown) random process K, i.e.

have the same spatial covariance ;

- have, as an ensemble, the given pdf of K (e.g. lognormal).

In other words, "conditional" refers to the "conditioning" of

the realisations of K upon the values measured in the field (as one
talks about the "conditional" probability of observing a phenomenon
zl at time t1 given that Zo has been observed at to' P(zl zO)·

Conditional simulation is a nay of showing the residual uncer-

tainty of K in the aquifer. For the theory and application, see
DELHOMME [5] with an example on the following pages.
It is interesting to see that, in these examples at least, even
if the uncertainty (in T and head) is reduced by the conditioning on
the measured values, it is not so reduced that one can say that a
usual density of pumping tests are enough to predict T (and heads)
with sufficient certainty for practical predictions."

This will lead us to further conditioning : the inverse pro-

blem.

6 THE INVERSE PROBLEM

6.1 Definition

Measurements of transmissivities in an aquifer are generally

too few to completely determine the transmissivity field; however,
other data are available, namely hydraulic heads measured in piezo-
meters throughout the aquifer. Obviously, the two are connected :
the correct transmissivity field should be able to reproduce, with a
"perfect" model of the aquifer, the observed heads. Thus inferring
transmissivities from measurements of heads (and flow rates or flu-
xes) also constitutes an identification p:t;'ob1em, called the "inverse
problem".

6.2 Prequisites for the solving of the inverse problem

It has been known for a long time that the "IP" is an improperly
posed problem, i.e. that the usual amount of data available makes it
 ".ICINC STAWDA.' OEVIATICNS
LeCta 1 , ;• . _ ,,".. -...J
lOCIO T '"ICI~C rOll "ATE' V1
7 1 • _I 7 " .po.
".
".

o
,~ ."

.~~

Example of Conditional Simulations (CS), from

'51 DELHOMME [5]. Theoretical case.
0
1\ I I The transmissivity measurements come from a real
" !\ aquifer (the Bathonian in Normandy). 2
(a) Kriged 10gIO Transmissivity, T in m Is
(b) Experimental variogram and model used
I,
:>
(c) Kriging standard deviation of 10gIOT, with
H

~Iil location of sample points.

::s To compute heads on this rectangle (10 x 7.5 km)
~.51 of given transmissivity, no-flow boundary condi-
>< tions are imposed on 3 sides, and a prescribed
Iil
head (h = 0) is im~osed on the left side. Uniform
} recharge (5 l/s.km ) is applied.
20 ' 1.h-~ . 20 .
o. 10.
DISTANcE 30.
(KM)
 ~~.~

.. ~~

~.

I;
II \~ \

,'" "
r'I!'~'ij~I'
~~~;tI:~
'!.lllllL_L\
/ .I .

Two different CS of loglo - Transmissivity and corres- -..J

VI
ponding calculated lieads, from Delhomme, [5] VI
 .....
VI
0'\

I
II
1\ \ I
I ~;; ;. ~ ,,~ .( .---1
/ .~
11111 1 1 .. 01
~ II"'I I -f~' ;0' t'.J

Examp l e of the use of 50 CS, from

DELHOMME [5]

a = Pointwise mean of 50 com-

10 puted heads
m.41.26m
0" = 20.4Om
b Pointwise standard devia-
tion of 50 computed head
c Histogram of computed head
at central gridnode
d Computed head using kr i ged
T values

;, ~
-\ \
~ .-\.' \;
o().I I
100, C lJ__U 1 dl
 757
a nroblem without a uniaue solu~ion. and very sensitive to errors in
the head data (cf. EMSELLEM and MARSILY [7] ; NEUMAN [12, 13, 14]).

Prior information on transmissivity is therefore a perequisite

to be incorporated into the inverse. NEUMAN [12] has suggested the
following bi-criterion approach

Minimize J = Jh + AJ T

where J is a functional to be minimized with respect to the unknowns,

namely the transmissivities one will introduce into the model ;

- J h is a "fit" criterion, equal to the weighted sum of the

squares of the difference between the observed heads, h*, and those
computed by the model, h.

- J T is a plausibility criterion, equal to the weighted sum of

the squares of the difference between an a priori estimate of the
transmissivities, and those determined by the IP.

- A is the weighting factor, giving more or less importance to

J h or J T , according to the confidence given to the estimates of the
ODservea heads, or a priori transmissivities.

The confidence ratio, weighing factor in J h and J T , and optimal

value of A can all be derived form the theory of generalised least
squares, and the use of kriging for estimating the complete head
field, and the a priori transmissivity field : in other words, T
(estimated by IP) will remain close to T * (a priori estimates) in
areas where T is not a sensitive parameter, or where h* is poorly
known. It will differ (as little as possible) from T*, when it really
modifies significantly the fit criterion (h*-h).

If a finite element or a finite difference model is used, the

A

unknowns of the IP are the values of T in each mesh of the model. It

has been known for a long time that those unknowns are much too
numerous. If the mesh has 500 nodes, there will never be enough data
to identify 500 different values of T in the meshes of the aquifer.

To overcome this difficulty, the usual approach is "zoning" : T

will be assumed t.o be constant in given areas of the model. The
definition of these zones can be made easier by knowledge of the
geology but remains rather arbitrary.

6.3 Another way to incorporate a priori information into the IP, and
avoid zoning

What is knowq about T ?

- Measured values of T in the field (pumping tests, slug tests,

 758

specific capacity ••• ). These may have different radius of influ-

ence, and different precisions. ~(h)

h
- estimation (or "guest imat ion" from other aqu~ters of the same
type) of the covariance function of T, or rather the variogram
Ylog T(h)
10
We will propose a method which simultaneously incorporates this
information into the IP and solves the zoning problem.

6.4 The idea: the "pilot points"

- Suppose that the model has 300 meshes, i.e. 300 unknown values of
T.
- Suppose that 5 values of T have been measured in the field, and we
know the variogram.

Then we will choose, say, 50 "pilot points" which are selected

locations in the aquifer where we will try to identify the transmis-
sivities with the IP
~--.
( • ')
) • • 1\
/ • ~
( • l/
) • . • VV
/ • VV
I • V • loc ation where T
has been measured
l •
.. • • 10 cation of a

"'" ...........
""---
• )
h
-'
.
" p ~lot point"

We can then "krige" the value of the transmissivity in each mesh

of the aquifer using :

- the T measured in 5 locations

 759

- the 50 unknowns values of T at the pilot points

- the variogram.

The IP will then run as follows :

1. get 50 initial values of T. in the pilot points

~

2. using these 50 values, + the 5 knowns, + the variogram

compute by kriging T in each of the 300 meshes

3. using this T, compute the head h with GW model

4. compute J = (h*_h)TV-1(h*_h) where Vh is the covariance

h h
matrix of the error of
generalised'ieast Squ~ estimation of h; this
criterion is given by kriging the
heads.

5. Compute i 1 ••• 50 (the pilot points)

6. Modify the T. at the pilot points in order to minimize J h , and

iterate back to ~2.

Finally, the i obtained in this way will be

- coherent with the measured values
- coherent with the variogram of T (this will be checked)
- the one that minimizes the difference of heads (computed minus
observed)

In other words, the "J T" criterion of NEUMAN [12] is somehow

imbedded in the statement of the IP ; Furthermore, we have proposed
an alternative to zoning to limit the number of unknowns in the IP
(50 unknowns for 300 meshes for our exemp1e).

6.5 Kriging the transmissivities

Assuming that T is 10gnorma11y distributed, we know that the

average transmissivity which governs flow in a region of uniform
flow is the geometric mean

Log T = E (log t) T average

t local

We also have shown that kriging for T is better performed in the

log space, as the variogram of Log T will behave more regularly.

For these two reasons, kriging will be performed on the log

space, and averages over meshes (i.e. geometric mean) will be direc-
tly computed.
 760
Let Y = Log T

Let y. = Log T. be the measured values

1 1

Y.
1
Log T. 1
be the values at the pilot points

Then, at each mesh "zero", the value of the average transmis-

sivity will be :
*_ i
YO - LAOYi + LAOl j
j.~ (16)

The Ai, ~ are the kriging weights, they are independent of the
values y. and Y. and can be computed once by solving the kriging
system: 1 J

k
L AO y(x.-x.) + ~ (17)
k 1 J

where y is the integrated variogram

y(x-xo) = _1
So
1S
y(x.-x)dx
1
o
So : a mesh
Note that we thus solve the problem of determining the value in
a mesh, where a transmissivity T. has been measured: it should be
the integrated value over the mlsh (in the log space) taking into
account T., but also all other measurements of T : it will never be
equal to T.•
1

We can also write (16) as :

Ai Aj A

To* = II y. 0 Y. 0 II product (18)

1 J
6.6 Minimisation

Any inverse has to minimise J h , and thus must be able to compute

where T* is the value of T in each mesh

(or zone)
aJh
Here, we have to compute ~, as our unknowns are the values at
the "pilot points". Yj
 761
We·have

and' from (18)

. Tk*
A~ ~ which is easy to compute (19)
k y.
J

The pilot points can then be included in. any inverse method. Cf.
NEUMAN [12], or CHAVENT; DUPUY and LEMONIER [2].
6.7 Bounds on T

It is easy to impose bounds on the values of T at the pilot

points (and thus, almost, on every T)

Example T. > 0
~

at the pilot points is already imposed by' taking Yi instead of

T. as unknowns in the minimisation: T. = IOYi is always positive
~ ~

Example: o<
T.~ < Tmax
Then the unknown to use is Z. defined by
~
_z2
T.
~
= Tmaxe i

which can be introduced in the minimisation

6.8 How to select the pilot points

This is still somewhat arbitrary.

At the moment, it is possible to compute the "sensitivity ma-

trix" of the transmissivities.

T* : value of T in each mesh

The pilot points are located in the areas where the sensitivity
matrix has large coefficients, and also where these coefficients
change signs. This map of sensitivity helps to determine, by several
trials, the best locations -and optimal number- of pilot points.
 762
6.9 Validation of the variogram

Once the minimisation has been performed, it is possible to

compute the variogram of the transmissivities at the "pilot points"
only. One can then check that this variogram of T, estimated at the
points without any measurements, is equal to (or at least not too
different from) the one used in kriging.

If not, another variogram should be used and the whole proce-

dure repeated.

Actually, the values at the pilot points are computed as avera-

ges over the meshes (one should talk of "pilot meshes").! The ~riging
system is slightly modified to take this into account (y and 'Y in the
LHS and RHS of the kriging system (17) if i and! or j is a pilot
mesh) •

The variogram of the pilot meshes is then a :y and should be

compared to the integral of the real one.

6.10 Conditional simulations after inverse

This idea has been suggested by NEUMAN [15]. The values of T.

computed at each pilot mesh are not certain. The minimisation proce~
dure gives them uncertainty.

Assuming that J h is linear in T. (or of a first order lineari-

sation), the theory of generalised \east squares can give us the
variance of this estimation.

=
A

let e. Y.~ Y. the estimation error in the log

~ ~
space: Y estimates, Y true unknown

The covariance matrix of e is given by :

E[eTe] = [8T V-I 8 ]-1
Y =h Y
where 8y is the sensitivity matrix of the IP, whose terms are
n = 1 •••
ann p = 1
number of head nodes
number of pilot points
8np = ay
p

Once this estimation error is known, it is possible to use it in

kriging to generate, by conditional simulations, the possible maps
of T which are :

- consistent with the measured T

- consistent with the measured h
 763

Then, solving the direct equations for the prediction problem

at hand, e.g. influence of new wells in the aquifer, will give, by
pointwise average of the heads computed for each conditional simu-
lation of T, the mean and variance of the prediction (head, or also
flow rate).
Example: Origny aquifer in the chalk, from MARSILY [9], following
pages.
The method of the "pilot points" have recently been extended
to transient situations. more adapted to petroleum reservoir engi-
neering. where pressure records history during interference tests at
a limited number of observation wells is the only source of informa-
tion. See MARSILY et al [18].
REFERENCES

1. Ast i~, H. , M. Bourgeois, G. Turpin : Caract~rist iques hydrauliques

de la nappe des sables ~oc~nes de Gironde : essais de repr~sen­
tat ion cartographiques des transmissivit~s, BRGM, Rapport Service
G~ologique R~gional Aquitaine, 25 p., 1967.

2. Chavent, G., M. Dupuy, P. Lemonnier : History mat ching by use of

optimal control theory, Soc. of Petroleum Eng J., 74-86 February
1975.

3. DelhoJIDDe, J. P. : Application de la th~orie des variables r~giona­

lis~es dans les Sciences de l'Eau, Th~se d'Ing~nieur Docteur, Uni-
versit~ Paris VI, 170 p., 1976.

4. DelhoJIDDe, J.P. : Kriging in the hydroscience. Advance in Water

Resour. 1(5), 251-266, 1978.

5. DelhoJIDDe, J.P. : Spatial variability and uncertainty in ground-

water flow parameters : a geostatistical approach, Water Resour.
Res., 15(2), 269-280, 1979.

6. Freeze, R.A. : A stochastic-conceptual analysis of one dimensional

ground-water flow in non uniform homogeneous media, Water Resour.
Res., 11(5), 725-741, 1975.

7. Emsellem, Y., G. de Marsily : An automatic solution for the inverse

problem, Water Resour. Res., 7(5), 1264-1283, 1971.

8. Journel, J.A. : Mining geostatistics, Academic Press, New York,

1979

9. Marsily, G. de : De l' ident ification des sysUmes hydrog~olo­

giques, Th~se d'Etat, Universit~ Paris VI, 900 p., 1978.

10. Matheron, G. : El~ments pour une th~orie des milieux poreux,

Masson et Cie, Paris, 166 p., 1967.
 764

11. Matheron, G. : The theory of regionalized variables,and its

application, Cahier nO 5, Centre de Morphologie Math~matiques,
Ecole des Mines, Fontainebleau, 250 p., 1971.

12. Neuman, S.P., S. Yakowitz : A statistical approach to the inverse

problem of aquifer hydrology, 1, Theory, Water Resour. Res.,
15(4) 845-860, 1979.

13. Neuman, S.P., G.E. Fogg, E.A. Jacobson: A statistical approach

to the inverse problem of aquifer hydrology, 2, Case study,
Water Resour. Res., 16(1), 33-58, 1980a.

14. Neuman, S.P. : A statistical approach to the Inverse Problem of

Aquifer hydrology, 3. Improved Solution method and added Pers-
pective, Water Resour. Res., 16(2), 331-346, 1980b.

15. Neuman, S.P. : Statistical characterisation of aquifer heteroge-

neities. An overview, Recent trends in Hydrogeology, Geo1. Soc.
Amer. Spe. Pap., in press, 1982.

16. Schwyd1er, M. 1. • Flow in heterogeneous media (in Russian).

Izv. Akad. Nauk. SSSR, mekh i mas, nO 3, 185-190, 1962.

17. Smith, L., R.A. Freeze : Stochastic analysis of steady state

ground-water flow in a bounded domain, 2 : Two dimensional simu-
lations, Water Resour. Res., 15(6), 1543-1559, 1979.
18. Marsi1y. G. de. Lavedan. G•• Boucher. M•• Fasanino. G. : Inter-
pretation of interference tests in a well field using geosta-
tistical techniques to fit the permeability distribution in a
reservoir model. In : Geostatistics For Natural Ressources Cha-
racterization. Part 2. 831-849. G. Verly et al editors, Reidel.
1984.
LIST OF SYMBOLS

C(h) Covariance function

E() Expected value

h Lag vector in 1, 2 or 3 D

h* = Estimated head from measurements

= Computed head with digital model
A

i, j Index

J Functional to be minimized

k = Local permeability

K = R~giona1 permeability
 765

m = Mean value

pdf = Probability distribution function

Q/S Specific capacity of a well

RF Random function

So = Area of a mesh or zone

t Local transmissivity

T = Regional transmissivity

Var Variance

x Coordinate, in 1, 2 or 3 D

Y Log T

Z(x) Random function, a given property of a porous medium

y(h) = Variogram
y(h) Integrated variogram

Y(h) Variogram integrated twice

A Kriging weight

~ = Lagrange multiplier

o~ Variance (dispersion variance of Z)

0z Standart deviation of Z
 "-I
0-
0-

Example of Inver •• Problem, fro~ Haraily, "1978

ORIGNY Af'}ui!er in tl,e chalk. Wa. ... !r table c.ondition.
Kriged hc .. d (in ID) map obtained :rOlD 95 ob.ervation well. (left)
Kriging atandard deviation "if ,riaht)
Finite difference model, ~~~~~e arid 1 ~ I km
Preacribed head (rivers) o~ •••• idea, but for. water divide (no flow)
on the right "ide, !Darked with' 1""'«0'
Eumph of Inver.@ Problem, (,om Haroily. 1978
Oklr.NT Aquifer. Final Tranlmi •• ivity map (in
10- 2 m2,. obtained froe 1.1. Initial tranami.si-
vity map va. uniform at 10-2 .2,". Square .how
location. of mea.ured T value. (6 pumping test).
Circle. .hoy !.oeation of pilot point. (53 point.)

o
00

'AO
~
o 0

"-J
0-
"-J
 .....
0-
C»

EK8mple of Inver.e Problem from Marolly. 1978

ORICNY Aquifer
Compari.on of kriged head. (doted curve.) and
computed head. (.olld curve.) uoing the tran.-
ml •• lvitle. of the preceeding page. obtained
by I.P.

', ~ ~
'"'\""~
'I \
----j) " ~ •

.
/'-\/ -----.....
/
 769

1. ~(h)

o.s

o.
211 60 80 h. Icm

distance, km

Example of Inverse Problem from Marsily, 1978

ORIGNY Aquifer
Wariogram used for the I.P. (above) derived from a study of
the chalk in another area near-by, where more transmissivity
data were availablea
Variogram obtained from the pilot points (below), compared with
the previous one.
PART 4
NUMERICAL MODELLING
TECHNIQUES
 773

FORMULATION OF NUMERICAL EQUATIONS

T. N. Narasimhan

ABSTRACT 775
1. INTRODUCTION 776
2. THE PHYSICAL PROBLEM 777
3. THE NATURE OF THE PARAMETERS 786
3.1. Fluid Pressure 786
3.2. Fluid Density 787
3.3. Permeability 787
3.4. Fluid Mass Capacity 788
3.5. Pore Pressure Generation 788
4. THE NUMERICAL FORMULATIONS 789
4.1. The Meaning of Solution 789
4.2. The Fundamental Tasks of Numerical
Solution 790
4.3. The Geometric Tasks: IFDM and FEM 791
4.4. Alternate Formulations of the FEM 795
4.5. The Non~Geometric Tasks 797
4.5.1. Integration in Time 797
4.5.2. Handling Heterogeneities 800
4.5.3. Handling Pressure-
Dependent Parameters 800
4.5.4. Handling the Final System
of Equations 802
LIST OF PERTINENT REFERENCES 803
 775.

FORMULATION OF NUMERICAL EQUATIONS

T. N. Narasimhan

Earth Sciences Division

Lawrence Berkeley Laboratory
University of California
Berkeley, CA 94720

ABSTRACT

The purpose of this paper is to develop the numerical equa-

tions for the Finite Difference Method (FDM) I the Integral
Finite Difference Method (IFDM) and the Finite Element Method
(EEM). The numerical equations formulated will incorporate
appropriate provisions for handling such special features as
boundary conditions, initial conditions, heterogeneities, ani-
sotropy, sources, time- or potential-dependent changes in
parameters and so on. The next step is to describe the methods
by which various differencing schemes can be employed to march
in the time domain. The end-product of these efforts is an
assemblage of conservation equations for each discrete subspace
of the flow region of interest. If desired, these equations
can be organized as a matrix of equations which can be solved
by direct or iterative methods of solution.

Numerical equations are sufficiently general in their

structure to include porous or/and fractured materials. There-
fore, a discussion about the manner in which either type of
material can be handled in a generalized numerical formulation
is of considerable interest.
 776

The objective of this study is to provide an overall

conceptual-mathematical framework in which the different
numerical methods can be compared and contrasted. The treat-
ment will be restricted to isothermal fluid-flow in saturated-
unsaturated deformable media. This class of problems is usually
written in the form of a non-linear parabolic differential
equation. It is hoped that this section will serve as a
useful introduction to the next two papers.

1. INTRODUCTION

The purpose of this chapter is to formulate the numerical

equations for solving fluid flow in multidimensional systems.
We shall restrict attention to transient fluid flow in isothermal,
saturated-unsaturated systems that may undergo deformation.
We shall handle deformation in a simplified sense through
consideration of volume strains, to the extent that pore volume
changes govern transient fluid flow. As a consequence, we shall
not concern ourselves with the solution of a stress-strain
equation. Subject to this limitation, we shall allow for time--
or potential-dependent variations of system parameters, boundary
conditions and source terms. We shall restrict attention to
the flow of a slightly compressible fluid, namely water.

In developing numerical equations, it is customary in

the literature to start with the governing equations in the form
of partial differential equations which seek to describe the
physical phenomena occurring at a point in the flow domain and
integrate such equations in space and in time. In the present
work, however, we shall depart from this convention and deve10p
the numerical equations from direct integral statements of the
physical problem. Where appropriate, we shall enumerate the
relevance of the equations generated to those stemming from the
partial differential equations.

Many of the notions expressed in this paper are well-

established in the literature. This paper merely attempts to
put these ideas in perspective. For this reason, a departure
has been made from convention in that references are not cited
in the body of the text. Instead, a list of pertinent pub-
lications is provided at the end of this paper.

Accordingly, we shall start with an integral statement

of the physical problem of interest.
 777

2. THE PHYSICAL PROBLEM

The conceptual basis for the transient fluid flow equation is

the law of mass conservation. Mass being an extensive quantity
possesses the additivity property. The additivity property implies
the following: (i) Mass requires space for existence and (ii) If
MA is the amount of mass in a spatial domain A and ~ is that in
another spatial domain B separate from A, then, the total amount of
mass in (A+B) =MA+~. The mathematical object corresponding to an
extensive property in the theory of- integration is a "measure". A
measure, for our purposes, is a non-negative spatial function
possessing the property of additivity. Because of this additivity
property, a measure can be summed up over appropriate subsets of
space. When the number of such spatial subsets tends to i~finity,
the notion of an integral results. It is this analogy between an
extensive property and a measure that enables us to implement the
law of mass conservation through the mathematical operation of
summation.

In natural geologic systems water is continuously in a state

of motion, causing the fluid mass content of spatial subsystems
to vary continuously in time. From empirical knowledge it is
known that the motion of water is related to the variations of
concentration of mechanical energy in water in space. Concentra-
tion of energy is an intensive property. Specifically, the con-
centration of relevance to isothermal ground water flow is the
fluid potential which is defined as the quantity of mechanical
energy contained in a unit mass of water. To quantitatively
understand transient ground water flow, we need to (a) conserve
mass of water and (b) to move water according to the criteria of
motion. Conservation involves the use of the extensive property
and summation, while motion involves the use of the intensive
property and the nature of its spatial variation. The formulation
of a workable framework for quantifying transient ground wa'cer flow
requires a rationalization of this intimate interplay between an
extensive property and an intensive property. We therefore need
to postulate a basic relationship between the mass of water con-
tained in a small region of space (Fig. 1) and the corresponding
fluid potential, which is an averaged-property characterizing
that small region. Thus, we define,

(1 )

where ¢ is the averaged fluid potential over the small subregion.

The fluid potential ¢ is, in fact, made of three components, namely:
(a) a potential energy component due to the elevation of the unit
mass of water in the gravitational field; (b) an elastic energy
component due its own hydrostatic fluid pressure acting on the unit
mass and (c) a kinetic energy component due to the very motion of
the fluid. On empirical grounds we shall concern outs elves only
778

Fig. 1: A small region bounded by a closed surface r

with systems in which water velocity is very small so that the

kinetic energy component can be neglected in comparison with the
other two. Of the two remaining components, only the elastic
energy component is related to Mw. That is, Mw is independent of
elevation in the gravitational field. Therefore we shall rewrite

( 2)

where p is the averaged !luid pressure over the small region. The
relation between Mw and p is in general non-linear and is a property
of the particular porous material under consideration. As a
result,

M
w
p
M
w

P=Po
+ (
Po
M* (p)
c
- dp (3)

Together with the magnitude of Mw at p p- , the function r1 * (p)

-
completely defines the dependence of Mw
onop. M* is thus a c
correlation function which relates an extensive ~roperty to a
corresponding intensive property. An alternate term for the
correlation function is the term "capacity" function or, better
still, the Fluid Mass Capacity function, which denotes the rate of
change of Mw with reference to p over the volume element. Note
that M~ depends on the size of the subregion (i.e., its bulk
volume) as well as on the property of the material contained in the
subregion.

In view of the fundamental considerations outlined above, at

any instant in time t, a knowledge of Mw implies a knowledge of p
 779

and vice versa. If, for any reason Mw changes by ~Mw over small
time interval ~t, then p must change by an appropriate magnitude
* (p)~p.
~p such that ~M".,=Mc - -

The equation which relates the motion of water to the fluid

potential is based on the observation of steady flow of water in
a tube of uniform cross sectional area A and length L containing
the porous medium of interest, with uniform properties over the
length of the Lube. The tube is bounded by two surfaces of equal
fluid pressure Pl and P2. The observation, originally made by
Darcy in 1857, is that the rate of volumetric flow from side 1 to
side 2 can be represented by

( 4)

where k is a proportionality constant, ~ is fluid viscosity, g is

acceleration due to gravity and z is elevation. Implicit in (4) is
the fact that the volumetric rate of fluid flow depends on the
change of elevation and pressure along the flow length L. Con-
sequently, if we choose to use average pressures p over small
regions of the porous medium and to use' the spatial variations of
p to quantify volumetric fluid flow rates, then it is a fundamental
necessity to state, a priori, as to where, within the elemental
region, one should associate p. For, the actual location within
the elemental region will influence the magnitude of L as well as
the magnitudes of zl and z2. Despite this obvious fundamental
necessity, the notion of the location of the average has not been
addressed adequately in the literature. As. a cons.equence, the state-
ment of the transient ground w.aterflow problem is incomplete. in
so far as one choos.es· to state tne proolem wit-,h reference to
discrete elemental regions. In the recent past, I have addressed
this question from an axiomatic perspective and have come up with
an improved integral formulation which will be published elsewhere.
For purposes of the present work we shall merely take note of the
fact that failing to define the location of the average quantity
leads to an incompleteness in the problem statement.

Suppose, at an initial time t=O, we are given the observed

values of potential at k descrete locations k=1,2,3,4,.···. Kover
the flo\'l region R. These values, in view of (3), correspond to a
certain amount of water contained in the region R. If the
distribution of potentials at t=O do not correspond to a steady-
state condition, and/or there exists an influx of water or efflux
of water out of the system, then the water content of the region
R will change in time. Again, as a consequence of the change in
storage, the potentials at the K discrete locations will change in
time.
780
The physical problem of transient ground water flow has there-
fore the following components:

(i) How much of water is contained in the Region ~ at an initial

instant t=O?

(ii) How does this storage change. in time.?

(iii)How does the change in storage cause change in fluid potentials

over the flow region?

The first task in setting up the transient problem is therefore

to evaluate the amount of water contained in ~ using the spatial
distribution of fluid pressure Pk ' k=I,2,3···· K and using (3).
This task can be achieved by either of two different methods. In
the first method (Fig. 2) one simply associates, in a straight
forward fashion, a small subregion with each of the K points. For
example, the subregions may be formed by surfaces which perpen-
dicularly bisect the lines joining adjoining points. In the second
method (Fig. 3}, one evaluates the amount of water contained in ~
by a procedure of integrating a point quantity. Suppose we consider
a triangular elemental region ei (Fig. 3) formed by joining three

~------~~X~8~L~761-2049

Fig. 2: Explicit. partitioning of flow regions into

subregions
 781

XBL761-2050

Fig. 3: Partitioning of flow region into elements e i

adjacent points by straight lines. Within ei let us stipulate that

p at any location can be expressed as a weighted sum of the values
of p at the corner points 1, 2 and 3 of ei as shown in Fig. 4. Let
us now define specific fluid mass capacity m* to be fluid mass
capacity per unit volume of the material. Tfiat is, m~ is purely a

XBL761-20~1
Fig. 4: Subpartitioning of triangular element into
three equal parts
 782
material property. In contrast Mc* = vm includes effects of geo-
metry in addition to material property.c Thus,

(5)

where Xi denotes spatial coordinates within ei and Nl , N2 and N3

are non-negative weighting functions. That is, Nl , N2 , N3 are ~ o.
In view of (5), one can estimate the quantity of fluid contained in
ei by,

M (e.)
w ~
fm~ P(xi)dV
V
ei

(6)

If we assume that mc* is independent of p, at least over the range

of values bounded by PI' P2 and P3' then we may express (6) as

, It 1,2,3 ( 7)

in which the repetition of k denotes summation. The total quantity

of water contained in R then equals,

I
M (R)
w
=I M
w (e.)
~
(8)
e.=l
~

where I equals the total number of triangles in R.

From the form of (7) we can physically interpret that Pk is

an average over the fractional area i of ei represented by the
weighted spatial integral in (7). In Fig. 4, the fractional areas
k=1,2,3 are shown in roman numerals. If NK(X.) is an unbiased
weighting function, then ei is divided into tfiree equal parts as in
Fig. 4. Viewed in this f~hion Pk = Pk is an averag~ over a small
region surrounding point k as shown in Fig. 5 formed by one-third
 783

x 8 L 761 - Z0!52

Fig. 5: Partitioning of flow region into subregions by

weighted volume integration

the area of each triangle surrounding the point.

Thus, whether we choose to explicitly associate a subregion

with a point as in Fig. 2 or we choose to implicitly associate a
region as in Fig. 5, the potential at each point is an average
over small region.

We now address ourselves to the two rema1n1ng components of

the physical problem: how does storage change in time? how do~s
change in storage cause change in fluid potentials? In other words,
the change in storage in a subregion due to influx and efflux of
fluid causes its average potential to change. Conversely, the
time-wise changes in average potential ccmtrol the influx and
efflux of fluid.

The influx of the fluid into or efflux of fluid out of the

subregion is governed by the following causes: a) spatial variations
in ¢ existing at the initial time; the so-called initial conditions
b) interaction with ambient surroundings; the so-called boundary
conditions, and c) extraneous addition or removal of water; the
so-called source of sink terms.

In addition, the average pore water pressure over a subregion

can also change due to changes in external geological loads over
 784

the boundaries of R. When such load changes occur, the material in

R adjusts itself instantaneously 'to the new loading through changes
in pore geometry, leading to changes in the distribution of pore
water pressure. This instantaneous response is characterized by
the fact that there is no influx or efflux of fluid and hence
without any change in the amount of fluid contained in the sub-
region of interest. In other words p changes in response to a
cause other than change in storage. The dependence of p on storage
through the capacity function Me is often termed a "drained"
condition in the Soil Mechanics literature. In contrast, the
instantaneous change in p over an elemental volume due to external
loads and at constant water content is termed an "undrained"
condition.

In view of the foregoing, we are now in a position to state

the physical problem in terms of a discrete subregion k of the
flow region R. Let the bounding surface r of the subregion k
(Fig. 1) be divided into m internal segments across which subregion
k communicates with m other subregions and b external segments
across which subregion k communicates with the ambient surroundings.
Then, we have the following statement of conservation of mass for
subregion k:

\' -+-+
- L PW1ll.
q .n L'lr
m m
(9)

-+ -+
where Pw is the density of water at the interface L'lr m ~ ~.nm is
the darcy velocity along the outer normal to L'lr ,qb.~ is the
darcy velocity along the outer normal to the bo~ndary segment
L'lrb ' Gk is the volumetric rate at which water is being added to
the subregion k (the source term), M~ is the fluid mass capacity
of subregion k and L'lP k is the average'~ange in fluid pressure over
subregion k.

In view of (4) i t is clear that

q=:LQ_
A
~
II
~ wgVz + V~ (10)

Hence, (9) may be rewritten as:

L Pw -kJl ~P gVz+Vp
-+ -+~ . -+
nmL'lr
w m
m
k
M* L'lPk
-+
+ L Pw Jl
~wgvz+v~ . ~L'lrb + PwGk c,k (11)
b L'lt
 785

The above statement is to be augmented by the following additional

information:

Initial Conditions:

P k (t=o) (12)

zk(t=o) (13)

M(Pk ) M (14)
M
w, k(t=o) w ,0 w,k,o
Boundary Conditions:

( 15)

(16)

where ZB' ~B' and Q are all a priori prescribed over the interval
~t. Equatlon (15) ~s known as a prescribed potential or Dirichlet
boundary condition while (16) is known as prescribed flux or
Neumann boundary condition. In certain cases, one may have to
satisfy potential as well as flux conditions on ~rb' giving rise to
mixed boundary condition relating to a free-surface, a seepage face,
and evapo-transpiration boundary or a plant root-soil interface.

Pore Pressure Generation:

Let, over the interval ~t the external stresses on the sub-

region k be changed by an amount ~ak ' where ok. is the total stress.
Depending on the property of the material contained in k, the
undrained response of k will lead to a change in pore pressure
~Pk ,where the subscript g denotes generation. Now, since
~I\,g is caused by an "undrained" response over ~t, it is obvious
thatgit is not accompanied by any influx or efflux of water into k.
Hence we cannot include ~Pk into the mass conservation equation
(11). Instead, we have to s~ate the following auxiliary conditions:

( 17)

ak(o+M)
- + ~ak (18)
°k,o

Pk(oHt) Pk,o
+ ~Pk + ~Pk ,g (19a)

M k (o+~t) = M k (P k +~Pk) = M +M * ~P (19b)

w, w, ,0 w,k,o c,k k

Equations 11 through 19 completely describe the problem of transient,

isothermal ground water flow in general three dimensions. It is an
invariant statement and can be applied to an element which is made
up of a porous medium or a fracture.
 786
If we so desire, we could let the maximum dimension of the
subregion k to shrink in the limit to zero and at the same time
normalize both sides of (11) by the volume Vk of subregion k. In
this case we obtain the parabolic differential equation,

-div[pgVz+Vp] + pgk (20)

where gk = Gk/Vk

It is commonly understood that (20) is a "point" equation. Insofar

as certain types of information such as p and zk are concerned,
equation (20) is physically meaningful an~ its information content
is the same as that of (11). However, the stipulation of additional
information related to M (equation 14) and sources (gk in equation
20) lead to conceptual dIfficulties in relation to (20). Indeed
(20) is primarily concerned about the changes in potential at a
point rather than the amount of fluid storage or changes in fluid
storage. Moreover, with reference to gk' one cannot indeed inject
fluid into a point which has no spatial dimensions. The concept
of a singularity which is a mathematically convenient artifice
for obtaining analytical solutions is neither relevant nor required
when one is concerned with the physically more realistic integral
formulation.

Therefore, insofar as numerical models are concerned, we do

not require (20) at all. However, we have included it here partly
to conform to the tradition of expressing physical problems in
terms of differential equations and partly to take into account the
fact that the most customary method of formulating numerical
equations in the literature is to integrate point equations in
space and in time .

. 3. THE NATURE OF THE PARAMETF.Rq

Before we proceed to translate the physical problem described

by (11) through (19) into numerical equations, we need to describe
the various physical parameters that characterize the problem .

.3.1. Fluid Pressure

In an isothermal system Pk can be either greater than or less

than atmospheric pressure, Patm. It is customary to call Patm as
the "gauge pressure" and use l.t as a zerQ datum. Therefore, when
Pk<Patrn it is considered to be negative. When Pk<o, its absolute
value is variously termed as capillary pressure, moisture suction,
mat ric suction or moisture tension. When all the pores within
volume element k are fully saturated with water ~ ~ 0 and Sw k =1
where Sw k is water saturation in element k. When Sw k<l, tfie
material'in k is only partially saturated with water ~nd Pk<o.
 787

3.2. Fluid Densitv

In an isothermal groundwater system Pw is solely a function of

fluid pressure. The dependence of Pw 011 P is the equation of state
for water. Thus,

( 21)

where Pw 0 is the known density at the reference pressure Po'

usually Patm and Sw is the compressibility of water defined as
Sw = (~Vw/~p)/V , where Vw is the volume of water. Water being
a slightly comp~essible fluid, Sw is often treated as a constant.

3.3. Permeability

The meaning of permeability, k, as used in (11) needs

elaboration. If the material in subregion k were fully saturated,
then k is often known as absolute permeability or intrinsic
permeabili ty and is a function of the pore geometry. The pore
geometry, in turn, is related to the geologic stresses acting on
the subregion k. Under simplified conditions of incompressible
solids and full water saturation, L~e component of the geologic
stresses controlling pore geometry is the effective stress defined
by

(22)

where okis the average effective stress over subregion k. If,

over a time interval ~t one assumes Ok does not chanqe, then ok is
only a function of Pk'
Hence, over ~t the absolute permeability
k is indirectly a function of Pk'
The meaning of permeability in (11) becomes more complicated
when Sw<l; that is, the material is partially saturated. As will
be evident from Dr. Fredlund's lecture in this series, both pore
geometry and water s.aturation are functions of two independent
variables ok and capillary pressure in an unsaturated soil. Both
pore geometry and saturation will now affect fluid flow and we need
to replace k in (11) by keff where keff is the effective permeability
given by

k·k ( 23)
rw
where k is the relative permeability with reference to water and
rw
o~krw~l. krw=l for Sw=l. While k is controlled by pore geometry,
krw is controlled by Sw'

Additionally, in media in which the pores are well-structured,

k will have directional properties, which are usually incorporated
into the permeability tensor, k ij • Little is known about the
788

dependence of permeability tensor on either geologic stresses or

on sw'

3.4. Fluid Mass Capacitv

The quantity, fluid mass capacity of k, M* k denotes the

mass of water drained from element k when Pk iscdropped by unity
with -ok held constant. Mc* is governed by_three independent
phenomena all of which are functions of Pk in isothermal porous
media. These are: deformation of fluid; deformation of pores and
desaturation of pores. One can show that

* k = P kV k
Mc, w, s,
~eSww
B + X~ Sw -d
de ~+
0
e ( 24)

in which Vs,k is the volume of solids in subregion k, e is void

ratio, and X is a factor to account for the deviation of the
relation (22) for unsaturated soils. When Sw = 1, X~ = 1. Or,
equivalently, one can use bulk volume and porosity and rewrite (24)
as,

M* k = P ~S B X~S dndsw 1
c, w,
kVk
~ w w
+
w do~ + n d~ (25)

where Vk is bulk volume and n is porosity. It should be noted that

e, n, SW' de/do~, dn/do~ and dSw/dp are all, in general, functions
of o~ and p. In addition, de/do~ and dn/do~ are characterized by
non-recoverable (or plastic) properties, while dSw/dp is character~
ized by strong hysteresis. Hence, all the qu~ntities except Bw
in parentheses in (24) and (25) are non-unique functions of p. A
unique choice of a set of values for these parameters for a given
Pk presupposes a knowledge of the history of the material contained
in subregion k.

1.5. Pore Pressure GenPTntinn

The amount of pore pressure generated, ~Pk, in a volume

element due to undrained response is a function of the porosity
of the material as well as the relative magnitudes of Bw and
de/do~. Indeed it can be shown that

~Pk dn/do~
--,g- ( 26)
~ok dn
do~+ nBw

The ratio on the left hand side of (26) is sometimes known as Tidal
Efficiency or Skempton's pore pressure parameter B.
 789

In summary therefore, we have the following parameter

dependencies:

pw(p) ( 27a)
Pw

k .. kij(O',P) (27b)
1)

k k (S ) or k (p) (27c)
r r, Vi r

:: }
n n (0 , (27d)

e e (0, subject to (27e)

de ( 27f)
a - do~
a v (0, p) plastic response
v
dn ( 27g)
m m (0, p)
v do ~ v

X X~(o,p) (27h)

S S (o,p) ( 27i)
w w
dn
flPk ,g f ( do ~ , 13 w ' n) (27j)

4. THE NUMERICAL FORMULATIONS

A.I. The Meaning of Solution

Before we embark on formulating numerical equations, it is

advisable to identify what we are setting out to solve. One can
interpret the meaning of the word solution with reference to the
transient ground water equation in two broad ways.

The first of these is the traditional one. We assume that

the parabolic partial differential equation (20), which is valid
at every point in R, is a faithful analog of the physical problem.
We also assume that a continuous function P(x'i t) "exists" such
that the second partial derivative of p in spa~e is related in some
specified manner to its first partial derivative in time. The
goal of numerical simulation, then is to find the function p (xi, t)
subject to the restraints of material property variations, boundary
conditions, initial conditions, geometry and so on.

Strictly speaking, this approach concerns itself only with

changes in potential and it does not concern itself with the
content of 1\, (equation 14) or the external stresses (equations
17,18). In other words, "solution" here implies principally the
determination of P(X;i t). It is in this sense that the classical
metRod of Finite Diff~rences approaches the numerical solution of
 790
equation 20. Perhaps the most serious drawback of this approach is
that the scope of a solution is very limited. A natural field
system is generally quite complex and "solution" in a realistic
sense must consider the simultaneous evolution of several
different features such at void volumes, fluid saturations, geo-
logic stresses and so on, in addition to fluid pressures.

We will therefore take a more general view of the meaning of

"solution". To us, the observable variables such as fluid pressure
and stress are average quanti ties measured at discrete locations
using instruments of finite characteristic lengths. Hence, point
quantities are of only very limited validity and only under simple
circumstances. We shall, therefore, concern ourselves with the
evolution, in time, of the observed variables at discrete locations
over the flow region R. The evolution of these variables in time
shall be governed by the conservation statement (11) and the
additional constraints (12) through (19). Especially in view of
the strong parameter dependencies listed in (27a) through (27j)
and in view of the integral in (3), we shall, in general, proceed
from t=o to t=t through many small time intervals ~t.

In addition to the fact that this solution strategy

simultaneously considers several features of a complex system, a
distinctive feature of this philosophy is that one does not a
priori look for the existance of a solution. One simply follows
the evolution of the system from t=o through successive ~t's. As
long as one satisfies the criteria (12) through (19) with acceptably
low integration errors, the solution shall be deemed to be correct.
Conversely, if the solutions are not physically acceptable or
plausible, then, further criteria, in addition to (12) through
(19) must be postulated to render the information content of the
problem statement more complete. As was mentioned earlier, one of
the serious limitations at present is that we have not formulated
a definite criterion for the location of averages within an
elemental region. Some of recent studies, to be published else-
where, suggest that the validity of solutions in terms of (11)
through· (19) can be better delineated by simply embellishing the
problem statement with additional postulates.

FOr the present we shall take the second description in

regard to the meaning of a solution. To achieve this goal of
solution we shall take the numerical approach.

4.2. The Fundamental Tasks of Numerical Solution

--- -- ------ -----
The fundamental tasks of numerical solution are as follows:

(i) Partition the flow region into an appropriate number of sub-

regions with an associated nodal point interior to the subregion.
All intensive quantities averaged over the subregion are to be
 791

associated with the corresponding nodal point.

(ii) Choose a small time step 6t and compute 6p for each subregion
using the constraints (11) through (19) and follow the evolution
of the system over 6t.

(iii) Successively repeat (ii) to study system growth over long

periods of time.

The question of partitioning has already been discussed

through a discussion of Figures 2 to 5. Partitioning could be
achieved either explicitly (Figure 2) or by a procedure of weighted
volume integration (Figure 5). A second major task, as can be seen
from (11), is to evaluate the gradients, Vz and Vp between nodal
point k and a neighboring nodal point in or between nodal point k
and the ambient surroundings across 6f b' Both these tas.ks, namely,
partitioning and gradient measurement, are purely geometric in
nature and have given rise to two broad classes of techniques,
namely, the Integral Finite Differences (IFDM) and the Finite
Elements (FEM). In addition, there are several non-geometric tasks
involved in the numerical solution of the transient ground water
equation such as those relating to the handling of the parameter
dependencies given in (27a) to (27h). We shall discuss the geo-
metric and the non-geometric aspects separately.

4.3. The Geometric Tasks: IFDM and FEM

Consider the summations in (11). Suppose we partition the

region R explicitly as suggested in Fig. 2. Further, suppose
that the line along the expected flow path connecting two adjoining
nodal points k and m is perpendicular to the surface segment 6fm
in between. Then, for an isotropic material, we have all the
geometric information required*to evaluate the left hand side of
(11) as well as the quantity M on the right hand side. Thus, we
have the discretized form of (rl~ as follows:

k k,m [ 6f k
--
I Pw - - P (z -z ) + (Pm-Pk)] ~
11 LWg m k Dk,m
m

+ I Pw
~,b ~Wg (zb-zk) + (Pb -Pk )] 6f k ,b
11 Dk,b
b

6Pk
+ PwGk M* ( 28)
c,k 6t

in which ~ m and ~ b are distances between nodal points. This

manner of writing the governing equations has been termed the
792
"Integral Finite Difference Method". The ratiopale for this nomen-
clature is that (al the term' "Integral" denotes that intensive
quantities are volume averages and (b) that gradients are evaluated
by using finite differences.

As a special case, if we choose the nodal points distributed

along the grid lines parallel to a global coordinate system and
construct volume elements with surfaces that perpendicularly
bisect lines joining adjacent nodal points, the (28) essentially
reduces to the discretized equations of the conventional finite
difference method (FDM). Thus, the IFDM includes the FDM as a
special case.

Instead of the explicit partitioning of the IFDM suppose we

choose to use the weighted integration approach outlined earlier
(Fig. 5). In this case, for nodal point k, we need to evaluate
the rate of accumulation in the subregion Ak shown hatched in
Fig. 5. However, since the boundary surface of Ak is not explicitly
described and is only implicit in the weighted integration pro-
cedure (7), we cannot directly evaluate the rate of accumulation
as indicated in (11). Therefore, we once again revert to the
weighted integration procedure. Just as in the case of equation 5,
we shall assume that the rate of accumulation over any infinitesimal
volume element dV centered around a point xi within ei is distributed
among the corner points according to the same spatially dependent
weights used in equation 5. Therefore we may, instead of (28),
express the conservation equation for subregion Ak in terms of
volume integrals. In doing this we recognize that, by definition,
- div q = -V.q denotes the rate of accumulation of water per unit
volume over an infinitesimal volume element. Thus,

1e.
1
!PNi ~v
[p gVz+Vp]dV
w
Ii1
*
mcNkdV
lIPk
lit
(29)

V V
e. e.
1 1

conparison of (28) with (29) suggests that the sum on the right
hand side of (29) is the fluid mass capacity, Mc,k ' of subregion
Ak·

Let us now examine the left hand side of (29). First, since
Vp and Vz are values at a point, substitute the weighted average
values of z and p, as defined in (5), into the left hand side of
(29). Thus,
 793

~ I Nkdiv;k
;i +
[pwgVz+Vp]dV ~
V
e.
1

[ogVN z +VN P ]dV (30)

iN mm mm

Note that in (30) the repetition of the subscript m implies summa-

tion over m=1,2,3, with m denoting the corner points of ei' How-
ever, it turns out that for a triangular elemental region ei' the
weighting function varies linearly from a value of 1 at the nodal
point k to zero along the opposite k. Moreover, such a linear
function also describes the steady-state potential distribution
within the triangle. Hence, the term, div[pwgVNmZm+~Nmkm] in
(30) is identically zero and hence the second integral in (30) is
also identically zero. To make this integral practically usable,
therefore, one splits this integral into a volume integral and a
surface integral using Green's first identity. That is

~L f Nkdiv -[p
k
w
gVN z +VN P ]dV
mm mm jl
+ +
e.
1
V
e.
1

+ k -+ -+
VNk ' -[p gVN z +VN P ]dV
jl w mm mm

Ve.
1

+!J Nk
k
jl w
-+
[p gVN z +VN
mm
-+
p ]. n
III m
dr (31)

r
e.
1

in which r el. is the closed surface bounding the element. We may

add the source term and rewrite (29) as
794

k -+ -+
-[p
]l w
gVN z +VN P jdV
mm mm

V
e.
1

+ ti "'
f
e.
1
k
]l
-+
IwgVN mm
-+
mm
-+
z +VN p j·ndf + p Gk
w

( 32)

V
e.
1

Comparing (32) with the IFDM equation (28) we see by analogy that
the surface integral on the left hand side of (32) corresponds to
the boundary flux summation over b on the left hand side of (28).
And, the volume integral on the left hand side of (32) corresponds
to the internal flux summation over m on the left hand side of (28).
Indeed, by dividing the triangle ei into numerous small similar
triangles one can demonstrate that the volume integral on the left
hand side of (32) is indeed equivalent to the surface integral
over that part of the surface bounding the subregion ~ in Fig. 5
which is completely internal to R.

The aforesaid development essentially summarizes the philosophy

of the finite element method. There are several reasons why one
may prefer (32) over (28). First, it is possible to numerically
evaluate all the integrals in (32) using the coordinates of nodal
points rather:than explicitly using lengths, areas and volumes as
in (28). Secondly, one can take advantage of the form of
approximating p over ei' that is, p(ei)=NmPm not only to fit higher
order surfaces to fit the variation of p over ei but also to
evaluate spatial gradients of p and z in more than one direction at
a given location. This latter ability is a distinct advantage,
when the material occupying an element is anisotropic with reference
to permeability. Note that for an anisotropic material,

-+
q. = - - - p
-k 1J
.. G " oZ
+ a£l, i, j
1 ]l
.g~
w dX.
J
axJ
]
1,2,3 ( 33)
 795

where the summation is over j=1,2,3. Clearly, (33) is a much more

powerful technique for measuring fluxes than the simpler technique
of the finite differences, which enables the measurement of
gradient in only one direction.

4.4. Alternate Formulations of the FEH

In the foregoing, we formulated the FEM from physical con-

siderations, directly using concepts of integration. This approach
is compatible with the second of the two "meanings" of solution
that we described earlier. But, if we were to interpret "solution"
to imply the solution to the differential equation and if one
wishes to obtain such a solution using the FEM, then one would
tend to formulate the FEM equations by integrating the differential
equation in some manner or the other. In particular one would like
to arrive at weighted volume integrals of the partial differential
equa tion (20).

There are two ways in which the weighted volume integral of

the PDE can be arrived at. The first of these is through the use
of certain functionals called variational functionals, which
are global integral statements of the state of the physical
system. From physical considerations, these functionals will
attain extremum values (minima or maxima) for the condition
corresponding to the "solution" state of the system. Consider the
following variational functional,

rl (p(x,t» (34 )

Suppose, at the desired solution, rl has a minimum. Now consider a

set of slightly perturbed functions of P*(Xi,t) = P(xi,t)+AoP(xi,t),
where P(xi,t) is the exact solution. Obviously p*~p as A~. If
we now substitute P*(xi,t) into (34), differentiate rl with
reference to A, then drl/dA should attain a value of zero at A=O,
according to the extremum criterion. If we now use the finite
element approximation, p~NmPm and OP~NmOPm over a finite element
ei' and insert this approximation into (34), then, the approxi-
mated functional,

( 35)

becomes the starting point for deriving the FEM equations. When
one differentiates (35) with reference to A and sets A to zero,
then, one can obtain an expression similar to (30). The inter-
esting aspect here is that in the manipulative process, oPk will be
factored out while the weighting functionsN k associated with it
in (35) will become the spatial weighting function. This approach
is sometimes called the Rayleigh-Ritz method.
796

However, formulating the FEM equations using the variational

approach does not provide any practical advantages. It has been
suggested that it is easier and more practical to formulate the
FEM equations by directly weighting and integrating the PDE
according to the method of weighted residuals.

Consider the P.D.E.,

V· k [pgVz + Vp] m * (36)

)l c

Suppose we wish to express (36) in an approximate fashion using

the piece-wise approximation, p=NmPm over a small elemental region
ei ' then we may write,

( 37)

While at first sight (37) appears logical, a question arises

in regard to its right hand side. From a physical point
of view, ap/at is an average over an infinitesimal elemental
volume around a point. Now, since the partitioning is already
defined by equations 5 through 8 and Fig. 5, one can question the
appropriateness of substituting NmPm on the right hand side of (37)
On the other hand, one will require the use of NmPm on the left
hand side of (37) to approximately evaluate spatial gradients and
fluid fluxes. If so, we now have an alternate approximate
expression.

V· k [pgVN z + 'IN P ] m*
ap (38)
)l mm mm c at

For any discrete nodal point k in the flow domain, we may now use
a weighting function wk and integrate (37) or (38) in a manner
similar to (29) and write, (neglecting sources)

aN p
m*
k ~dv
-[pgVNmZ +VN p ]dV (39)
)l m mm c 3t

V
e.
1

if we use (37), or,

 797

d
V
e.
k
-[pgVN z +VN P ]dV
NkV- fl mm mm
d V
m* Nk

e.
c
apk
at
(40)

l l

The left hand side of (39) and (40) are identical in nature. They
are also identical to the left hand side of (31) which was derived
from physical consideration. However, in handling the time-
derivative we have two choices, as seen on the right hand side of
(39) and (40). Which of these is to be chosen?

One way to make the choice is to solve some problems with

known analytic solutions using (39) as well as (40) and to
evaluate which of the two yields better results. This approach
has been followed by many in the literature. For some problems
(39) is known to yield better results while for others, (40)
reportedly yielded better results. Obviously, the question is
problem-dependent and a rational choice cannot be made for complex
problems for which no analytic solutions are available. There-
fore, this approach of trial and error is unsatisfactory. Logi-
cally the judgement has to be eventually made from physical
considerations. Since the physical problem is an integral one,
there is a need to fully describe the physical problem in an
integral sense with all the fundamental postulates carefully
described. Without such a full description of the physical
problem, one cannot really have a rational basis for choosing
between the two possibilities. At present, the physical approach
appears to favor the form (40) over (39). Incidentally, (39) is
frequently termed the "consistent" matrix form or the "distributed"
matrix form while (40) is called the "lumped matrix" form.

4.5. The Non-Geometric Tasks

In the numerical formulations, the geometric tasks determine

the manner in which the domains of integration are defined and the
manner which spatial gradients are evaluated. The differences
between the IFDM and FEM techniques lie primarily within the
scope of the geometric tasks.

In addition to the geometric tasks, numerical formulations

must also take into consideration certain non-geometric aspects.
In general, these aspects are common to IFDM as well as FEM
techniques. We will now consider these non-geometric tasks.

4.5.1. Integration in time. As discussed under the section dealing

with the meaning or-solution, a basic feature of the numerical
approach is to proceed from t=to to t=t through several small
798
pre-selected time-steps, ~t. Looking at the governing equation 11,
it is apparent that in order to compute (~Pk/~t) on the right hand
side, one has to use Vp at different parts of the closed surface
r bounding the subdomain of integration associated with point k.
These Vp's are to be evaluated by applying finite-difference or
finite element approximations to the space-average values of
pressure P at point k and its immediate neighbors m. But since
Pk as well as p vary. during ~t, it is clear that one has to use
appropriate tim~-averaged values Pk and Pm in evaluating Vp on the
left hand side of (11).

For simplicity, consider the transfer of water, during ~t,

from a volume element m to its neighbor k across their common
interface ~rkm. Further assume that k is independent of p and
that we shall use finite difference approximation. The~ inasmuch
as both Pk and Pm vary over~t, the quantity of water, Qmk' passing
from element m to element k over ~t may be written as follows,
neglecting the effects of gravity:
t +~t

-+
Qmk J :Pm(tl-e.(tlJdt (41)

t
o

In view of (41), if we wish to use time-averaged values of p and

Pk , then these values should obviously satisfy the relation,m
t +~t

f :Pm(tl-Pk(tl Jdt (42)

t
o
Obviously, the values of p and p will depend on the time-
dependent functions P (t) ~nd Pk(~). However, these are the very
functions tha~we aremseeking to solve and are a priori unknown.
Moreover, since p will vary at different rates at different points
in the flow-region, the exact nature of the functional equality
(42) must vary over the flow region. In practice, we shall choose
an a~prox~mation t=chniqu~ to ~etermine_Pm and Pk . ,Thus w? ma~
let p ~ p (to)+A~P and Pk ~ P (t )+A~Pk' where A ~s a we~ght~ng
facto~ andm~p and ~k are in ~ctOthe solutions that are being
sought for. ~ote that A, in general, will have to vary both in
space and in time. However, most workers in the literature seek
to use a single value for A and fix it in.space and in time and
treat this as an adequate approximation. Some workers have let A
fixed in space but let it vary from one time-step to another.
 799

If P and Pk
vary more or less linearly over ~t, then A=O.S
will closlhy satisfy (42) and this value for A is known as the
central-difference or the Crank-Nicolson approximation. However,
when ~t is fairly large so that p and Pk vary non-linearly over
~t, the, (42) will be better sati~fied by values of A greater than
0.5 and less than 1.0. Th€ choice,A=l.O, is often called the
backward-difference or fully implicit approximation. When
A<O.S, departures. from the equality (42) will not only affect
accuracy but. also may lead to physically implausible results.
In particular an extreme case results when A=O, which is known as
the explicit or+the forward-difference approximation. In this
case, the flux Qrnk is either grossly overestimated or grossly
underestimated. If this gross error is combined with a ~t which is
larger than some critical value, physically meaningless values of
~Pk will result. Over successive time-steps these values will
fluctuate in an unbounded fashion. The critical time-step which
may also be called a "stable time step" or a "time-constant" is
an attribute of each volume element in the flow region and is
determined by the ratio of the capacity of the elemental volume
and the total conductance of its bounding surface f. Thus, for
the IFDM case, equation 28,

M*
c,k
M
stable,k k ~f
kk,b ~fk,b
k,m k,m
I Pw - -
~
---+
Dk,m
PwI ~ Dk,b
(43 )
m b

A similar expression could be derived for (40), the lumped-mass

FEM formulation.

It is clear that a choice of a proper value of A must become

more difficult for problems in which permeability is a function of
pressure. In this case kk,m in (41) must be included with the
argument in the integral. In this case it stands to reason that
A has to be suitably varied in space and in time for obtaining
reasonable solutions. Yet, no such attempt has apparently been
made to date in the literature.

While A=O leads to unstable solutions, one can show that

A=I.O always leads to an unconditionally stable solution. However,
a stable solution does not imply an accurate solution. Accuracy
will be governed by the closeness with which the chosen A helps
satisfy the equality in (42).

Now since the definition of Pk=P (to)+A~Pk ' includes ~Pk

which is itself the quantity being sofved for, the numerical
equations (28), (39) and (40) are all implicit equations. For a
given problem, each of these equations lead to a set of simultaneous
equations which need to be solved for the unknowns, ~Pk' k=1,2, ... K,
800

where K is the number of points or volume elements in the flow

region .•

4.5.2. Handling heterogeneities. In a heterogeneous system one has

to account for the spatial variability of permeability as well as
fluid mass capacity. The simplest form of heterogeneity is one in
which material properties change abruptly across material inter-
faces.

In the case of IFDM, each volume element includes a single

material. Therefore, the fluid mass capa~ity of that element is
merely a product of the bulk volume and mc is the fluid mass
capacity per unit volume of the material. However, since fluid
fluxes are evaluated at the surface r bounding the volume element,
one has to use an appropriate value of kk m which is the mean
permeability at the interface between adjoining volume elements
k and m. When k changes in a step-wise fashion at the interface
one can show, on the basis of continuity of flux at the interface,
that the correct mean value is the harmonic mean. That is,

~,m + d
m,k
k (44)
k,m d
_k,m
+
kk

Where d k m and d m k are, respectively, the distances from the nodal

points k'and m to' the interface and kk and k are the permeabilities
of the materials occupying the respective vo~ume elements.

In the case of the FEM, each finite element, e, includes in

itself a single material. Therefore, in evaluating the spatial,
weighted volume integral (left hand side of (39) or (40) element
by element, one merely uses the appropriateOk of the finite
element in question. There is no need to use spatially averaged
permeabilities. Looking at the right hand side of (~9) or (40),
however, one notices that the fluid mass capacity, Mc,k' or a
volume element is a function of the m~ of the materials in each
of the finite elements over which the I is carried out. The
e
*
The tacit assumption here is that Mc,k is exactly equal to the sum
of the capacities of portions of each finite element over which
summation is carried out. Whether this assumption is physically
justified or not does not appear to have been investigated.

4.5.3, Handlinq pressure-dependent parameters. In the most general

problem of saturated unsaturated flow ln a deformable medium, both
permeability and capacity are pressure dependent. As a result,
even in a homogeneous medium permeability and capacity vary
continuously in space. This continuous variability, in contrast
 801

to the step-wise variations of the heterogeneous case, is more

difficult to be accounted for. The difficulty is due to the fact
that one has to evaluate averages of kk,m and M~,k in space and in
time.

Let us consider permeability first. In this case one can

first account for the time-variation by first evaluating kk and
k m a! some appropriately estimated average values of Pk,est
and Pm est and treat these permeabilities as constants for the
time step 6t. In other words, one treats the overall non-linear
problem as a linear problem for any time-step 6t. This is the
so-called quasi-linearization approach. One now has to evaluate
appropriate spatially-a~eraged values of kk,m using kk and k m . We
need to separately consider IFDM and FDM.

First consider IFDM. In this case permeability varies

continuously from Kk _ at nodal point k to k m at nodal point m. The
correct mean value k~ at the interface depends on the mean
- .l).,ID
pressure Pk at the lnterface. This mean pressure is, however,
unknown sinc~ the spatial variation of pressure between the two
nodal points is unknown. Indeed, for the same magnitude of
pressure change between points k and m, the pressure distribution
will be different for different absolute values of ~ and Pm' An
added complexity is that the pressure distribution will also be
strongly influenced by the geometry of the flow system.
Consequently, one cannot determine mean-permeability unless one
knows the pressure distribution and one does not know the pressure
distribution unless the spatial variability of permeability is
known. It appears from the literature that no rational approach
has been developed to tackle this difficult problem. Instead,
ad hoc averaging procedures have been tested out for problems of
specific geometry and specific functional forms of pressure
dependencies. Such averaging procedures include arithmetic mean,
harmonic mean, geometric mean and upstream weights. Comparison
with known analytic solutions would indicate that one type of
averaging procedure yields better results for a given type of
problem. However, these experiments cannot be expected to provide
satisfactory guidelines as to the proper averaging procedure
to be used for an arbitrarily complex problem with no known
analytic solutions.
-*
In regard to m k it is customary to evaluate this quantity
at the estimated ti~e-averaged value Pk' In a volume element
over which p is varying, and hence also m* k' it is not entirely
* c
clear whether Mc k so estimated in the appropriate spatial
average of that quantity over that element. Indeed, no known
criterion appears to exist for defining a spatial average for m* k
c,
when it varies within a given volume element.
802
In the case of the finite element method, two approaches can
be used to handle pressure-dependent permeabilxty and capacity.
In the first, simplest case, one proceeds as follows. For each
element, e, define an appropriate estimate~ average value Pe,est
which is a function of the several val~es Pm ' m=1,2,3,4····,
where m denotes the nodal po~nts that define the element e. Both
the permeability value and mc to be used in (39) or (40) are
P
evaluated at this value e est. The second possibility is a
little more involved. Note from the left hand side of (39) and
(40) that k occurs within the V operator, which is a spatial
operator. Therefore, one could account for the spatial variability
of k by simply the spatial variability of k in much the same manner
as that of p by treating k anywhere within the element as a
linear combination of the corner point values, using an expression
such as (5). This approach, obviously, will lead to the addition
of an extra volume integral in the left hand side of the FEM
equation given in (32).

It must be noted that both these approaches are also ad hoc

in nature. Because of the dependence of permeab~lity on pressure,
the function which det~rmines the estimation of P e from the
appropriate values of Pm as well as the basis function used to
express the sapatial variability of k over an element will be
time-dependent. Appropriate physical criteria have to be developed
in order to rationally handle these dependencies as functions of
time.

4.5.4. Handling the final system of equations. Whether one employs

the IFDM or the~M, thediscretized numerical equations involving
the time-averaged values of the dependent variable, ~, lead to
a system of simultaneous equations involving K, unknowns where K
is the total number of nodal points or volume elements in the
flow region. Now since each nodal point k communicates directly
with but a few of its neighbors, the system of equations is
extremely sparse in nature. Furthermore, when handling problems
characterized by complex geometry and heterogeneity with IFDM or
FEM, coefficient matrix of the system of equation will .be poorly
ordered. Thus, we require efficient tools for solving large
systems of poorly ordered sparse matrices. One could solve these
by direct or iterative techniques. A discussion of the various
matrix-solving techniques are outside the scope of the present
undertaking. However, one concept of how the system of equations
may be set up before the actual solution process merits mention.

Note that if one uses A=O in conjunction with the IFDM

equation (28) or the lumped-matrix FEM equation (40), then, ~Pk is
explicitly computed for each k, without invoking the need for a
set of implicit equations. Furthermore, the problem of stability
which limits the effectiveness of the explicit computation of ~?k
is associated with a local phenomenon called stable time step, as
 803

defined in (43). When one is concerned with a large, heterogeneous

flow region, it is extremely likely that the chosen ~t will
exceed ~tstable for some volume elements while not for others. If
so, one can successfully use the explicit computation for all those
volume elements for which ~t<~tstable and set up a system of
simultaneous equations only for the rest. Also, if those volume
elements for which ~t~~tstable occur in groups separated by
regions of those with ~t>~t tabl ' then the ylobal system of
equations is actually partiE~onea into one or more smaller sub-
matrices that require matrix-solvers. The possibility of breaking
down a large matrix into one or more smaller submatrices has
distinct advantages of speed and economy.

LIST OF PERTINENT REFERENCES

1. Barenblatt, G.E., Zheltov, I.P. and Kochina, I.N. (1960) Basic

Concepts in the Theory of Homogeneous Liquids. J. Applied
Math, USSR, 24:5, 1286-1303.
2. Duguid, J.O. and Lee, P.C.Y. (1977) Flow in Fractured Porous
Media. Water Resources Res., 13:3, 558-566.
3. Edwards, A.L. (1969) TRUMP: A Computer Program for Transient
and Steady State Temperature Distributions in Multidimensional
Systems. National Technical Information Service, Springfield,
VA., 265.
4. Ergatoudis, 1., Irons, B.M. and Zienkiewicz, O.C. (1968)
CUrved Isoparametric, "Quadrilateral" Elements for Finite
Element Analysis. Int. J. Solids Structures, 4, 31-42.
5. Finlayson, B.A. and Scriven, L.E. (1967) On the Search for
Variational Principles. Int. Jour. Heat Transfer, 10,
799-82l.
6. Fredlund, D.G. and N.R. Morganstern (1976) Constitutive
Relationships for volume change in unsaturated soils, Canad.
Geotech. Journ., 13, 261-276.
7. Galerkin, B.G. (1915) Rods and Plates. Series in Some Problems
of Elastic Equilibrium of Rods and Plates. Vestn. Inzh.
Tech., (USSR) Translation 63-18924, Clearinghouse, Federal
Sci. Tech. Info., Springfield, VA.
8. Gray, W.G. and G.F. Pinder (1974) Galerkin approximation of
the time derivative in the finite element analysis of ground-
waterflow, Water Resources Res., 10 (4), 821-828.
9. Gurtin, M.E. (1965) Variational Principles for Linear Initial
Value Problems. Quarterly Applied Math, 22, 252-256.
10. Irons, B.M. (1970) A Frontal solution Program for Finite
Element Analysis. Int. J. Num. Meth. Eng., 2, 5-32.
11. Javandel, I. and Witherspoon, P.A. (1968) Application of
the Finite Element Method to Transient Flow in Porous Media.
Soc. Pet.' Eng. J., 8, 241-252.
12. Narasimhan, T.N. (1978) A Perspective on Numerical Analysis
of the Ditiusion_Equation. Adv. in Water Resources, 1:3, 147-
155.
804

13. Narasimhan, T.N. and witherspoon, P.A. (1976) An Integrated

Finite Difference Method for Analyzing Fluid Flow in Porous
Media. Water Resources Res., 12, 57-64.
14. Narasimhan, T.N. and P.A. Witherspoon (1977) Numerical model
for saturated-unsaturated flow in deformable porous media.,
1. Theory, Water Resources Res., 13(3), 657-664.
15. Narasimhan, T.N., A.L. Edwards and P.A. Witherspoon (1978)
Numerical model for saturated-unsaturated flow in deformable
porous media, 2. the algorithm, Water Resources Res.,
14(2), 255-261.
16. Narasimhan, T.N., Neuman, S.P. and Witherspoon, P.A. (1978)
Finite Element Method for Subsurface Hydrology Using a
Mixed Explicit-Implicit Scheme. Water Resources Res., 14:5,
863-877 .
17. Neuman, S.P. (1973) Saturated-Unsaturated Seepage by Finite
Elements. Proc. Am. Soc. Civil Eng., J. Hydraulics Div.,
99:HY12, 2233-2250.
18. Neuman, S.P., Feddes, R.A. and Bresler, E. (1975) Finite
Element Analysis of Two Dimensional Flow in Soils Considering
Water Uptake by Roots: I Theory. Proc. Soil Sci. Soc. Am.,
39:2, 224-230.
19. Neuman, S.P. and Witherspoon, P.A. (1971) Variational Prin-
ciples for Fluid Flow in Porous Media. Am. Soc. Civil Eng.,
J. Eng. Mech. Div., 97, 359-379.
20. Pinder, G.F. and Frind, E.O. (1972) Application of Galerkin's
Procedure to Aquifer Analysis. Water Resources Res., 8:1,
108-120.
21. Pinder, G.F., E.O. Frind and I.S. Papadopulos (1973) Func-
tional coefficients in the analysis of groundwater flow,
Water Resources Res., 9 (1), 222-226.
22. Remson, I., G.W. Hornberger and F.J. Molz (1971) Numerical
Methods in Subsurface Hydrology, Wiley-Interscience.
23. zienkiewicz, o.c. (1971) The Finite Element Method in
Engineering Science. McGraw Hill.
24. Zienkiewicz, O.C. and Cheung, Y.K. (1965) Finite Elements
in the Solution of Field Problems. The Engineer, 507-510.
 805

THE FINITE ELEMENT METHOD IN POROUS MEDIA FLOW

R. W. Lewis and P. M. Roberts

1. INTRODUCTION 807
1.1. Finite Element Concept 807
1.2. Discretisation 808
1.3. Approximation and Interpolation 808
1.4. Derivation of Element Equations 808
1.5. Assembly of Global Equations and
Boundary Conditions 809
1.6. Solution of Equations 809
1.7. The Weighted Residual Technique 810
1.8. The Galerkin Method, Point and
Subdomain Collocation 811
1.9. Element Types and Their Shape Functions 812
1.10. Numerical Integration and Coordinate
Transformations 820
1.11. Time Dependent Problems 823
1.12. Mass Matrix "Lumping" and Solution of
Equation Systems 826
2. SINGLE PHASE FLOW 827
2.1. Subsidence Models 827
2.2. Heat and Mass Transfer Models 838
3. TWO PHASE FLOW (INCOMPRESSIBLE MEDIUM) 852
4. TWO PHASE FLOW (COMPRESSIBLE MEDIUM) 861
5. THREE PHASE FLOW; MISCIBLE FLOW 870
5.1. Three Phase Flow 870
5.2. Miscible Flow 871
6. RECENT DEVELOPMENTS 875
6.1. Applications to Geothermal Reservoirs 876
6.2. The Moving Finite Element Method 880
6.3. "Upwinding" Techniques 885
806
6.4. Local Mesh Refinement 887
6.5. Discontinuous Elements 891
ACKNOWLEDGEMENTS 894
LIST OF SYMBOLS 894
REFERENCES 895
 807

THE FINITE ELEMENT METHOD IN POROUS M~DIA FLOW

ROLAND W. LEWIS and PETER M. ROBERTS

CIVIL ENGINEERING DEPARTMENT, UNIVERSITY

COLLEGE OF SWANSEA

1. INTRODUCTION

1.1 The Finite Element Concept

The finite element method was first developed by structural

engineers in the middle fifties as an alternative to classical math-
ematical techniques in dealing with the complex geometrical config-
urations encountered. Although the historical origins of the method
are undoubtedly interesting, and can be found in most standard texts
on the subject [1-7], it is not intended to review these in this
chapter. A major step in the evolution of the technique was the
realisation that the method was strongly related to variational
principles. The applicability of the method could thus be readily
extended to disciplines other than structural mechanics, and the
technique could approximate any mathematical or physical problem
whose solution could be expressed as a stationary value of a given
functional.

The variational approach has many mathematical advantages, notably

being able to provide existence proofs, there are inherent limitations
also. In some cases it can prove extremely difficult to determine
the variational formulation required to parallel a partial differ-
ential equation whose solution is required. This disadvantage was
overcome by the use of weighted residual techniques, particularly
the Galerkin method, which were shown to render identical equation
systems to those given by the variational method. The weighted
residual approach is now in widespread use and has served to promote
the finite element method to one of the most important tools for
numerical solution of differential equation systems.
808
For those readers not already familiar with the finite element
methodology, the following describes the various basic steps used
in applying the technique to a general mathematical problem. The
terms and ideas given here will be expanded upon later in greater
detail.

1.2 Di9cretisation

Firstly, the domain of interest is subdivided into a number of

distinct non-overlapping regions called "finite elements", over
which the unknown variables are to be interpolated. The unknowns,
i.e. the dependent variables in our mathematical model, are assoc-
iated with "nodes", or "nodal points", which are distributed in a
logical manner around the perimeter of the element, and occasionally
within the element itself. There are many different types of
element, the choice of which to employ depends to a large extent
on the nature of the domain. For example, a "line" element would
be the obvious choice if the domain is to idealize a one-dimensional
region. In two dimensions, triangular or rectangular elements
would be a natural choice, and similarly, tetrahedral or hexahedral
"brick" elements would be the choice in three dimensions. The use
of coordinate transformations, in particular with the concept of
"isoparametric" elements, allows a domain with irregular boundaries
to be easily considered.

1.3 Approximation and Interpolation

Once a finite element "mesh" has been constructed we must decide

on an approximation for the distribution of the unknown variable
and the nodes provide a convenient way of utilising functions, such
as the Lagrange interpolation polynomials, to describe the dist-
ribution of the unknown quantity over the domain of an element.
For instance, if there is a single unknown, denoted by u, this may
be approximated by
n
Nu
n n L N.u.
1 1
[1 .3.1 )
i=1
where ui are the nodal values, and Ni are the interpolation, or
"shape" functions. The outcome of the finite element process will
eventually be to give the nodal values of the unknown. The assumed
distribution then gives an approximation for u over the whole of
the discretized domain of interest.

1.4 Derivation of Element Equations

From our mathematical model, e.g. a partial differential

equation, we have certain equations which govern the behaviour of
the unknown quantity over the domain. Therefore, the next step is
to derive from these the equations which govern the behaviour of
the unknowns at an elemental level. There are several alternatives
 809

to perform this derivation. The two main techniques used are based
on variational principles (energy method), or residual methods
(weighted residuals). The more commonly adopted approach, that of
the weighted residual method, will be the one utilised in future
discussion.

This procedure leads to a system of equations, for a particular

element, which can be expressed in matrix notation as

[1.4.1)

where Ke = element property ("stiffness") matrix, u e vector of

unknowns at element nodes, and qe = vector of nodal "forcing"
terms for the element. -

1.5 Assembly of Global Equations and Boundary Conditions

The next step is to assemble the element equations into a

single system governing the entire mesh representing the domain of
interest. This may be written as

K u = g (1.5.1)

where K is assembled from the Ke etc ..

Frequently our mathematical model is constrained by boundary

conditions. These conditions or constraints must be directly trans-
lated into their equivalent for the global system (1.5.1). If a
nodal quantity is fixed, then it is termed an "essential" or
"forced" boundary condition. If the derivative, or gradient, of
the unknown variable is specified at certain nodes then we have a
"natural" boundary condition. The application of boundary conditions
usually occurs during the next step,i.e. the actual solution of the
system of equations.

t~6 Solution of Equations

The system ~.5.1 ) is a set of simultaneous algebraic equations

which may be solved in a variety of ways. Direct methods, such as
Gaussian elimination, or iterative methods may be employed. A
particularly elegant method, designed specifically for the nature
of finite element equations, is the "frontal" solution algorithm
which will be briefly described in a later section.

At this stage we have arrived at the end of the finite element

process and have obtained an approximate solution to the mathematical
problem which is based on values at discrete points. All that
remains is to evaluate secondary quantities which are dependent on
the solution obtained, and finally to interpret the results.
810

1.7 The Weighted Residual Technique

Let us assume that we can describe any mathematical problem in
the following manner. Denote the unknown quantity by u, e.g. an
unknown function which satisfies the following system of differential
equations

A(u) = 0 (1 .7.1 )

within the region of interest, n. Let us further suppose that u

must also satisfy a set of boundary conditions

B(u) = 0 (1.7.2 )

on the boundary, r, of n. Since (1.7.1) holds throughout the

domain n, it follows that

l.!iT A(~) dn:: 0 (1.7.3)

where W is a completely arbitrary set of functions. Moreover, it

can be-easily seen that the converse of this statement is also true.
That is, if (1.7.3) is ~atisfied for any W, then the set of diff-
erential equations (1.7.1) is satisfied by u throughout n.
Similar reasoning, applied to the boundary conditions (1.7.2),
results in the integral equation

J WT A(u) dn + J_~wT B(u) dr o (1.7.4)

n- r
~
Thus, if (1.7.4) is satisfied for any W, W, then u satisfies
both the differential equations and their boundary conditions. Of
~
course, certain reasonable restrictions must be imposed on .!i, .!i
~
and u for the integrals to exist. Hence W, Ware constrained to
be finite and single valued, whereas u must have the degree of
continuity required so that its derivatives, to the order of diff-
erentiation involved in A(u) and B(~), are finite and single valued.

It is often possible to reduce the order of differentiation

in the integrands of (1.7.4) via integration by parts, e.g. Green's
Theorem, resulting in the following form of equations,

f C(.!i)T D(~) dn + f E(~)T F(~) dr 0 (1.7.5)

n r
Thus, the continuity requirements on u have been relaxed, but those
~
of W, W have been constrained further. The integral statement
(1.7.5) is termed a "weak form" of the equation (1.7.4). Sometimes,
however, this 'weak' form represents a physical quantity, not
immediately apparent from the differential equation.
 811

Thus far the function u has been arbitrary, apart from con-
tinuity restrictions. Now we shall consider an approximate form
of u which is generated by the finite element procedure, i.e.

n
u ;; U L N.l u.l (1 .7.6 )
i=1

The integral statements (1.7.4 ), (1.7.5) enable us to construct

a system of equations from which u i may be obtained. If we use a
set of prescribed functions

w = -wj W
-
'U
= w. ,
'U

-J
j = 1,2, ... ,n (1.7.7 )
'U
rather than arbitrary W or W, the equation (1.7.4) becomes

f W:
-J
A( G) d~
+ f W. 'U

-J
B(u) dr 0, j 1, ... n (1.7.8 J
~ r
and similarly for (1.7.5),

f C(~j)T D(~) d~ + f E(~.)T -J

Flu) dr 0, j=1, ... ,n (1.7.9 )
~ r
The term A(u), or A(E N. u.), represents the error, or "residual",
l l l
obtained from the substitution of the approximation G into the
differential equations. The approximation method described above
has thus acquired the name "method of weighted residuals".

1.8 The Galerkin Method, Point and Subdomain Collocation

'U
A choice of the weighting functions W. (or W.) can be made
from virtually any set of independent functions.-J The three most
commonly adopted forms are listed below.

Point Collocation. In this method the "weights" ~ are chosen to

be Dirac delta functions centred at isolated points within the
domain, 1. e.

(1.8.1 )

Then,

W. (x)
-J -
o for x ;t x.
-J

and
W. d~ = -I
6( -J
where I is an unit matrix.
812

The points ~j' where !:!.j "f- 0, are known as "collocation" points.
In effect the residual is prescribed as zero at these points.

Subdomain CoZZocation. Here, the weights are taken to be equal to

unity on n "subdomains" ~j' not necessarily disjoint, and zero
elsewhere within ~,

f1, X E ~.
J
i
W. (x) ( 1. B. 2 )
-J -
0, x E[~-~.)
J

In this case the residual is prescribed as zero over specified

subdomains.

Galerkin Method. This method uses the original shape functions

Nj as the weights, in addition to constructing the finite element
approximation, i.e.

W. = N. ( 1. B. 3 )
-J J
The Galerkin method ensures that the residual is zero over the
whole domain. This can be deduced from the fact that a continuous
function is identically zero if it is orthogonal to all members of
a complete and orthogonal set of basis functions, and that the
shape functions Nj comprise such a set for the domain~. This
technique has become the most popular approach in finite element
analysis, principally because it yields symmetric matrix systems,
but also because it is closely related to variational principles.
Therefore, the Galerkin method will almost exclusively be adopted
in this chapter.

1.9 Element Types and their Shape Functions

The terms "finite element" and "shape function" have already

been mentioned several times. In this section a closer look is
taken at the possible element configurations, together with the
interpolation functions defined on their domains. Most of the
following is entirely descriptive and the discussion concerning
the merits or disadvantages of particular element types can be
found elsewhere. The shape or interpolation functions described
will be for "C(O)" elements i.e. elements having continuity of the
unknown variable from element to element which are based on
Lagrangian interpolation polynomials. Slope conforming or "[(1)"
elements, where continuity of first derivatives is preserved across
element interfaces (based on Hermitian interpolation), will not
be dealt with in this chapter.

When dealing with finite element meshes, a distinction is

often drawn between "global" and "local" quantities. For instance,
 813

a global shape function Ni interpolates for values of unity at node

'i', and zero at all other nodes of the mesh. It is also only non-
zero in elements connected by node 'i'. A local shape function,
Ni (e) say, is one which assumes a value of unity at node 'i' in
element 'e'; is zero at all other nodes in element 'e', but is not
defined in any other element. As will shortly be seen, it is often
convenient to use local, dimensionless, coordinates to define the
shape functions of an element.

One Dimensional Elements. The simplest 1-0 element is the 2-noded

linear element, having a node at each end and linear ("roof" or
"hat") functions defined on it. Then, for an element 'e' of length
£(e), with the left hand 1 at x ~ x1 and the right hand node 2 at
x ~ x2' the unknown variable u can be expressed in terms of the
(e) (e)
nodal values u1 ,u2 as
~ N (e) (e) + N (e) (e)
u 1 u1 2 u2 (1.9.1 )

(e) (e)
where N1 ,N 2 are shape functions defined by

N1 (e) (x)
(1.9.2 )
N (e)(x) (x-x (e))1£ (e)
2
1
as illustrated in Figure 1(a).

Shape functions for the 3-noded quadratic, and 4-noded cubic,

elements (Figure 1(b),(c)) can similarly be defined. These shape
functions are the Lagrange interpolation polynomials - e.g. for an
'n'-noded element, the shape function at node 'i' (a polynomial
of degree n-1), can be written as

n
N.(e)(x) TT (1.9.3 J
l
j ~1
j+'i

We can simplify matters by introducing a dimensionless, or

"normalized", coordinate ~, where

-1 at the left hand end of the element

{
~ ~ ~ at the centre of the element
at the right hand .end of the element.
814
21 2 31234
0----_0 0---(0)---0 ~

~Nlle)
1~1

(a)

FIGURE 1 1 - D ELEMENTS
(0)

~------------------------.x

FIGURE 2 NORMALIZED CO-ORDINATES FOR A RECTANGLE

 815

The polynomials (1.9.3 ) can now be expressed as

n 1;-1;. )
N. (e) (I;) [
-~j
7T (1.9.4 )
1 I;i
j =1
j"'i
Hence, fQr a 2-noded linear element with 1;1 -1, corresponding to
x = x 1 (eJ, and 1;2 = +1 ex = x/e)).

1;-1;
N (e) (I;) 2 1 (1-1;)
1 1;1-1;2 2

1;-1;
N (e) (1;) 1 1 (1 +1;) (1.9.5 )
2 - 1;2-1;1 "2
For a 3-node quadratic element (1;1= -1, 1;2=0, 1;3= +1) the following
shape functions are obtained,

(1;-1;2)(1;-1;3)
N (e)(1;) l (1;-1)
1 (1;1-1;2) (1;1-1;3) 2

(I; - 1;1) (I; -1;3)

N (e) (I;) 1-1;2
2 (1;2-1;1) (1;2-1;3)

(1;-1;1) (1;-1;2)
N (e) (1;) I; (1 .9.6
( I; +1 )
3 (1;3-1;1) (1;3-1;2) 2

Similarly, for a 4-node cubic element (1;1= -1, 1;2

1;4 = +1) the following ensues,
N (e) (I;) 9 1
(1;+ -) 1
-16" (1;- -) (1;-1)
1 3 3

N (e) (1;) 27 (1;+1 ) 1

(1;- -) (1;-1)
2 16 3

N (e) (1;) 27 1
(1;+1) (1;+ -) (1;-1)
3 16" 3

N (e) (I;) 9 1 1
(1;+1) (1;+ -) (1;- -) ( 1 .9.7 )
4 16 3 3

Two Dimensional Elements. In two dimensions we are free to choose

the shape of the elements as well as the distribution of the nodes
on them. The two main element shapes are rectangles and triangles
and these are almost universally used.
 00
....
a..

'0' -0', D
1
(a)
2 1 2
(b)
3
(e)

FIGURE 3 LAGRANGE RECTANGULAR ELEMENTS I (a) LINEAR I (b) QUADRATIC I (e) CUBIC

(a) (b) (e)

FIGURE 4
:0: ~O: D
·SERENDIPITY· 'RECTANGULAR ELEMENTS I (a) LINEAR I (b) QUADRATIC I (e) CUBIC

,~, 3
(a)
(b) (e)
FIGURE 5 TRIANGULAR ELEMENTS I (a) LINEAR I (b) QUADRATIC I (e) CUBIC
 817

Reotangular Elements. Firstly, we shall consider elements which

are part of the "Lagrangian" family. These correspond directly to
the 1-0 elements shown previously. Dimensionless coordinates
(~,n) for a rectangle will be used, as shown in Figure 2. The linear
(or "bilinear"), quadratic, and cubic rectangUlar elements of the
Lagrange family are depicted in Figure 3. The shape functions for
such elements are generated by products of Lagrange polynomials,
hence their name. The shape functions for a 4-noded linear element
are

N.(e)(Cn) 1 (1.9.8
-4 (1 + ~C) (1 + nn.) i=1,2,3,4
1 1 1

where (~.,n.) are the local coordinates of node 'i' (e.g. node 1
1 1
has ~1 = -1, n 1 -1 etc.,).

Thus: (e) 1 1 1
N1 (Cn) ="4 (1-~) (1-n) ="2 (1-0. "2 (1-n)

i·e.the result is the product of the (1-0) linear functions in both

~ and n directions. The shape functions for the 9-node quadratic
element are as follows:

(a) for corner nodes (i = 1,3,5,7)

1 (~2+~C) (n 2 +nn.)
N.(e) =-4
1 1 1

(b) for mid-side nodes (i=2,4,6,8)

N.(e) =~2n.2(n2+nn.)(1-<2) +~~ 2 (~2+~C) (1-n 2 )

1 1 1 c, 2i 1

(c) for the central node (i=9)

N. (e) = (1_~2) (1-n 2 ) (1.9.9
1

Although the shape functions for this family are easily gen-
erated, these elements are not often used (except the 4-node bi-
linear element). This is due to the presence of internal nodes
and the poor curve fitting ability of higher order polynomials.
Instead, attempts have been made to use elements whose nodes lie
solely on the boundary, giving rise to the "Serendipity" family of
elements, illustrated in Fig.4. The variation along the edges is
linear, quadratic, and cubic for the 4,8 and 12-noded elements
respectively. The 4-noded element is identical to the Lagrangian
element of the same configuration. The shape functions for the
8-noded quadratic 'Serendipity' elements are given as follows:
818

(a) for corner nodes (i=1,3,5,7)

N (e)
". (1+1;1;.) (1+nn.) (1;i;.+nn.-1)
i ., l l l 1

(b) midside nodes (i=2,4,6,8)

N. (e)
l
+
I;?
(1+l;l;i) (1-n 2 ) 2
(1.9.10)

For instance N (e)

1
4"1 (1-0 (1-n) (1+I;+n) takes the value unity
at node 1 (1;=1;1= -1, n=n 1 = -1), and is zero at all other nodes.
Unlike the corresponding corner node in the 9-noded Lagrangian
element, however, this shape function does not vanish at the element
centre (l;=n=O). The generation of these shape functions is accom-
plished in a systematic fashion. Mid-side node shape functions are
products of linear and higher order Lagrange polynomials, whilst
corner node shape functions are determined by subtracting fractions
of the mid-side functions from the bilinear corner functions to
ensure the function vanishes at the appropriate nodes.

Triangular Elements. To generate shape functions for triangular

elements, some of which are depicted in Fig.5, it is convenient to
choose a set of normalized coordinates (L1,L2,L3) known as "area-
coordinates". If (Xi,Yi) are the Cartesian coordinates of the
vertices of the triangle, the area-coordinates are defined as

1 = L1 + L2 + L3 (1.9.11)

For example, the values taken by L1 are shown in Fig.6;. further

details on area-coordinates can be found in most finite element
textbooks [1-7]. The shape functions for the linear triangle (Fig.
5(a)) are, by definition of the area-coordinates,
N (e) L , N (e) = L (1.9.12)
2
2 3 3

For the 6-noded quadratic triangle (Fig.5(b)) the shape functions

are given as
 819

FIGURE 6 AREA CO-ORDINATES

FIGURE 7 SOME 3 - 0 ELEMENTS

820
N (e) (2L 1 -1)L 1
1
N (e)
2 4L1L2

N (e) (2L 2 -1)L 2

e
N (e)
4 4L2 L3

N (e) (2L 3 -1)L 3

5
N (e) (1.9.13)
6 4L1 L3

Each N. (e) is equal to unity at node 'i', zero at all other nodes,
and vafies quadratically everywhere.

Three Dimensional Elements. Once the ideas put forward in one and
two dimensions are understood the extension to 3-~ elements is
straightforward. The various shapes of elements can be classified
in an analogous manner to those in 2-D. For instance, there are
rectangular prisms (Lagrangian and 'Serendipity'), and also tetra-
hedral elements (with "volume coordinates"), some of which are
illustrated in Fig.7.

1.10 Numerical Integration and Coordinate Transformations

The Galerkin weighted residual procedure leads to expressions

involving integrals which are sometimes quite complex. Exact
integration would be impracticable, especially for 'curved'
elements which will be discussed later in this section. The two
main methods used to numerically integrate these expressions are
the Newton-Coates and Gauss-Legendre quadrature rules. In order
to illustrate these rules we shall consider the numerical integration
of a function of a single variable, e.g. f(x).

For the Newton-Coates quadrature, a polynomial approximating f

is passed through values of the function at prescribed points

r
(usually equally spaced), and exactly integrated by the formula
n
I = f(~) d~ I Hi f(~i) (1 .10.1 )
-1 i=1

These formulae will exactly integrate polynomials of degree n-1

or less, for n points ~. and associated "weights" H.. For instance.
for n=2 we have the welt known trapezoidal rule 1

I = f(-1) + f(1)
 821

which will be exact if f is a straight line.

For n=3, the resulting expression is Simpson's rule

I = ~ [f(-1) + 4f(0) + f(1)]

which is exact for quadratic polynomials.

The Gauss-Legendre quadrature formulae are far more widely

r
used because of their greater accuracy.

I = f(U d~ = J1 Hi f(~i) (1.10.2)

-1
where now the points ~i are zeroes of Legendre polynomials of
degree n.

These quadrature formulae will exactly integrate polynomials

of degree 2n-1, or less. The positions of the sampling points ~.
(or "Gauss" points), and their corresponding weights H., are [1]1
1

for n=1, ~1 = 0 H1 = 2

for n=2, -1 H1

{" ~2 = + -
13
1
13
H =
2

for n=3, -0.774597 H1 5/9

{" ~2 0 H2 8/9

+0.774597 H3 5/9 (1.10.3)

~3

The integrals of functions involving two independent variables,

eog.rectangular elements, are determined by using the following
formulae

I -- J1 J1 f(Cn) d~dn (1 .10 .4 )

-1 -1
Similar rules, involving area-coordinates, have been devised for
triangular elements.

The elements described in the last section all conformed to

regular geometric configurations. In order to represent realistic
geometries the simple rectangles and triangles so far presented
should be 'distorted' by using the mathematical ideas of coordinate
transformations, into elements having a more arbitrary shape.
822

By the use of such coordinate transformations, the local normalised

coordinates of an element are 'mapped' into a set of curvilinear
coordinates,i.e. we can establish a one-to-one relationship of the
form

(1 .10.5 )

between the Cartesian and curvilinear, local, coordinates.

Making use of shape functions to define such a transformation,

results in the widely used "isoparametric" elements. For example,
if we write for each element,

x = L N. l
x.
l
i (1.10.6)

Y = L N. l Yi
i
where N. N.(~,n) are the element shape functions in terms of local
l l
coordinates, and xi,Yi are the (Cartesian) nodal coordinates, then
we have set up a one-to-one correspondence of the type expressed
in (1.10.5). Thus, the shape functions are used not only to app-
roximate the distribution of the unknown within an element, but also
to define the actual geometry of that particular element.

As a result of the weighted residual process, the global der-

ivatives of shape functions, 1.e. aN./a or V N. are frequently
l x - l
required. Using the chain rule for partial differentiation we can
write

aN.

~~an
aN.
l ay l

aT ~ ax
aN.
ax ay
an
l
ay

'N.}
or
raNi J
ax
l

1::'
an
aNi
ay-J (1 .10.7 )
 823

where J is referred to as the "Jacobiam matrix'" of the transform-

a~ion. The global derivatives are obtained by inverting J, ~e.

aN. aN.
l l
ax as
J- 1
aN. aN.
l l
ay an
If the isoparametric formulation is adopted, the Jacobian matrix
can be calculated explicitly in terms of local coordinates, e.

J ( 1.10.8)
aN.
I~x.
all l

1.11 Time Dependent Problems

Up to this point only "steady state" problems have been con-

sidered, for which discretisation is performed for the spatial
variables alone. The differential equations involved have spatial
quantities only as independent variables, but many problems include
time dependent variables e.g. the following initial-boundary value
problem,
T au
2· (.!s. 2u ) + Q at ( 1 .11 .1)

which is subject to the following boundary and initial conditions

u = uB on r l ' t > 0 ( 1 .11 .2)

(k T Ilu J. n+q+h(u-u ) 0 on r 2 , t > 0 ( 1 . 11 . 3)

- A
u(x,O) = u (x) in rl ( 1 .11 .4)
0-

where n is the outward normal to r r 1 U r 2 the boundary of

domain rl. The unknown u(x,t) may be approxlmated as
n
u - u = I u.(t) N.(x)
l l -
( 1 .11 . 5)
i=1
Applying the weighted residual method to ~.11.1 ), gives

f w[Il.(kT IlG) + Q - au] drl = 0 ( 1.11.6)

- - - at
824
which, after integration by parts, becomes

- f Vw. (k T ~
Vu) dn + f w(k T vC). ~ dr + f wQ dQ -
n r n
aG dn o (1 .11 .7 )
at
Using the Galerkin approach (w = L W.l W.
l l l
=
N.) equation ( 1.11.7),
after some rearrangement of terms, results in the following form:

A u = f + C u
. (1.11.8)

where the dot denotes differentiation with respect to time. Thus,

the problem reduces to one of solving the (matrix) ordinary diff-
erential equation (1.11.8), subject to the initial condition
M.11.4 J, for the nodal values u. This can be accomplished using
several standard finite difference "time-marching", or "time-
stepping", techniques (&g. the Runge-Kutta and "predictor-
corrector" methods).

It is possible to use finite elements over the whole (space

and time) domain of interest, but this would be computationally
expensive and so is very rarely attempted. Thus, a "semi-discret-
isation" method, as expressed by M.11.5 J where the nodal 'coeff-
icients' ui are functions of time, is utilised. It is possible,
however, to use finite element procedures, as shown below, to give
equation systems entirely analogous to the finite difference time
stepping schemes.

Let us assume that the time domain under investigation is a

single element of length ~t, as indicated in Fig.8. Discretising
in the usual manner, we can write at any node
u(e) (tJ = N (e) u + N(e) u ( 1.11.9)
i i i+1 i+1
where ui now denotes the value of u(eJ(t) at time t i , at the node
in question, and ~t = t. 1-t .. Using this approximation, and
l+ l
applying the Galerkin weighted residual method to M.11.8), we
obtain

f
~t
N.[C(u.N.+u. 1N. 1)-A(u.N.+u. 1N. 1)+fJ dt = 0,
J -l l -l+ l+ -l l -l+ l+ -
(1.11.10)

j=i,i+1
 825

/
/ "-
/
"

i+1
...·t-----llt ---""","~~

Fig.8. Shape functions for the time domain

From Fig.8 the shape functions N,(tl may be expressed in terms

of the local coordinate ~, ~e. 1

~ tiM 0 :;;; ~ :;;;

N. N, =-1/L1t
.
1-~
1 1

Ni +1 t; Ni +1 = 1/L1t (1.11.11)

On substituting these values into [1.11.10) and evaluating the

integrals, the matrix equation ensues

[[- 2.[
~:"l' ~t ~:.j
_ LIt A)
2 3 [.!.2 c - 6" All
o
(- 2. [ _ LIt A) (2. [ _ LIt A)
2 6 2 3 t1 • 11 .12)

Equation [1.11.12), for element 'i', is valid for a single time step
LIt but several such steps may be taken to traverse the whole time
domain. An analogous equation may be written for element 'i-1'
[i.e. from t, 1 -+ t,), and assembled with the above equation, giving
1- 1
826
1(- ~ C _ lit A) (~ C _ lit A) 0 f1
2 3 2 6 ~i-1 "2 f i-1

(- ~ C - lit A) _ 2(lIt) A) (~ C - lit A) +lIt f.

2 6 3 2 6 u.
-l -l
= 0

0 (- ~C - lit A) (~ C _ lit A) 1
2 6 2 3 ~i+1 "2 f i+1
(1 • 11 . 1 3)
Hence, for our initial value problem, where ~ is known,
equation (1.11.12) can be used to generate ~1' and ~ (i ~ 2), may
then be evaluated using (1.11 .13) .

1.12 Mass Matrix "Lumping" and Solution of Equation Systems

From an in spection of equat ion s (1 .11 .7 ), (1 .11 .8) it can be

seen that the matrix C has as its entries

C ..
lJ
= J N.l N.J
n
dn (1.12.1 )

This symmetric matrix is often referred to as a "mass", or

"capacity", matrix. The process of diagonalising this matrix a.e.
so that Cij = 0 for i 7 j) has proved to be a convenient and
economical artifice. The term "lumping" of mass matrices refers to
such diagonalising procedures (in dynamic problems the "mass" of an
element, represented by (1.12.1), is "lumped"at its nodes). This
lumping is usually effected, in a mathematically acceptable manner,
by one of two main schemes.

First, it should be noticed that the integrability conditions

require only that the shape functions, as used in (1.12.1), be
piecewise constant. Thus, for such integrals, Ni may be assumed
to be unity in a region surrounding node 'i', and zero elsewhere,
leading naturally to a diagonal matrix.

Second, if the sampling points used in numerical integration

are located at the nodes, where only one shape function is non-
zero, then the matrix C again becomes diagonal. Under certain
circumstances such lumping procedures have given improved accuracy
in addition to being a computational convenience.

After the various finite element discretisation techniques

have been utilised, we eventually have to solve a system of al-
gebraic equations which in matrix form are

K ~ = g (1.5.1)

Direct or iterative schemes may be employed in solving such a system.

 827

Iterative procedures include Gauss-Seidel, successive over relax-

ation (SOR), or conjugate gradient methods. The principal direct
method is Gaussian elimination. However, this method does not
exploit the "banded" nature of the coefficient matrix K (~8. the
non-zero terms tend to be located close to its leading diagonal.)
More efficient "band", "profile", and "frontal" solution algorithms
have been developed to reduce core storage requirements.

The most efficient, and complicated, of these is the "frontal"

solution technique. Here, the equations are assembled element by
element and, on the last occurrence of a dependent variable,
reduced as necessary (the "front" represents the number of unknowns
not eliminated as each element is taken into account). This pro-
cess is often referred to as a "forward substitution" and is
followed by "backward substitution" to obtain solutions for the
nodal variables. This algorithm thus minimises the storage needed
for a particular mesh, provided the elements are numbered in a
systematic fashion.

2. SINGLE PHASE FLOW

Having covered the basics of the finite element technique it

is now intended to demonstrate the numerous and varied applications
of the method. The subject of single phase flow through porous
media has naturally received a great deal of attention from many
branches of engineering science. In order to illustrate the app-
lication of finite element models in such circumstances, two
particular example problems are dealt with. First, we shall examine
the subsidence caused by the consolidation of soils due to the
withdrawal of underground fluids from the pores. Second, the drying
of various materials, e.g. bricks or timber, is another important
class of single phase flow in porous bodies, incorporating both
heat and mass transfer.

2.1 Sub5idence Models

In recent years it has been established that a prime factor
for the subsidence of the famous historical town of Venice, Italy,
is the extensive withdrawal of groundwater from the underlying
aquifer-aquitard system. This withdrawal occurs principally via
the pumping from the industrial area of Marghera, on the nearby
mainland. An early attempt at modelling this behaviour involved
a 'two-step' model to calculate the flow and settlement separately
via a finite element and finite difference technique [24,25]. This
scheme g,8!2med to over-estimate the time difference between draw-
down in the aquifers and compaction in the adjacent aquitards.
828

A fully coupled finite element model, as used by Lewis and

Schrefler [8] in 1978, gave a realistic correlatiGn
between the consolidation and the piezometric decline in the region.
It is this model, together with the underlying theory, which is
presented herein. Firstly, we demonstrate the governing equations
for the behaviour of the solid skeleton, and their finite element
discretization. The deformation of the porous medium is determined
by the effective stress 0', defined by

0' = a + mp (2.1 .1

where a is the total stress, p is the pore fluid pressure and m is

zero for shear stress components and unity for normal stress com-
ponents. The constitutive relation for a nonlinear material can be
expressed in a tangential form, i.e.

do' = (dr:: - dr::c - dr:: P ) (2.1.2 )

°T
where
dr::c g dt (2.1 .3

dr:: P-m(dp/3K ) (2.1 .4

s
allowing for plasticity and creep strains. In the above equations
r:: represents total strain, r:: c the creep strain, and r:: P the hydro-
static strain due to the pore pressure of the fluid. The creep
function g, and the matrix 0T' are dependent on the effective stress
0', and on r:: if strain effects are to be considered. The tangent
modulus Et is derived from the following hyperbolic stress-strain
relation

Et = ~ (2.1 .5 )

where - Mohr-Coulomb strength parameters

Rf - failure ratio of value less than unity ( 0.75-1.0)

01,0 3 - major, minor principal stresses

P - atmospheric pressure
a
M - modulus number

n - exponent giving rate of variation of initial

tangent modulus with 03

The general equilibrium statement giving the displacement vector u,

is formulated from the total stress 0, body forces b in domain n,
and boundary tractions t on the boundary f. From the principle of
virtual work [1], this may be written as follows:
 829

o (2.1.6)

where rt is that part of the boundary where tractions are pres-

cribed. Using a finite element discretization within the domain
n, we can express the unknown displacement in terms of nodal values
u. Then (2.1.6) reduces to
L~ df ( 2.1.7)
dt - dt - c = 0

where u Nu
p Np (pore pressure p is discretized in terms of
nodal parameters p)

KT f 8 T DT 8 drl
n
8 TN

T linear differential operator used to define strain-

displacement relationship

f
frl NT b drl fr +
NT t dr

frl 8
c T 0 g drl
T

L = f BT m N drl - f BT
N
DT m 3i( drl
s
n n
This completes the description of the formulation for the solid
phase behaviour.

The flow of the pore fluid is assumed to obey Darcy's law,

viz:

v = -k Vh (2.1.8)

where V is the usual "del", or "grad" vector differential operator,

and yh = p + yz. Conservation of mass requires the following ex-
pression to hold:
T
(rate of fluid accumulation) - V {-kV[(p+yz)/yl}
= (inflow from external source) (2.1.9 )
830

The rate of fluid accumulation comprises the following:

T aE:
change in total strain m at

change in grain volume due 1 ap

(1-n) - - n is the porosity of
to hydrostatic pressure K at
s the medium

change in fluid volume

change in grain volume due 1 TaG'

to effective stress - 3'K m at which from (2.1.2 )
s becomes

Thus (2.1.9) may be written as

T
T aE:
V k'V (p+yz) + [m T _ m3/ T)
s
at
+ ~1-n n 1
-K- + K + 3 (K )<
MT l
DTmJ'
~ + 1 T
3'K m DT g = q (2.1.10)
f at
s s s
where k' = k/y, and q = inflow from external source. Applying the
standard Galerkin procedure to this equation we obtain
- -
Hp - S dp - LT ~ - f = 0 (2.1.11)
dt dt P

where H f[(VN) T k' VN 1 dn

n

S
J
n
NT s N dn

s [(~:n) + !l...+
Kf
1 T
(3K )2 m DT mJ
s
T

J
L NT [m T _ m3K DT) B dn
s
n

- T
fn fn
m
and f
p
NT q dn -
N3'K DT g dn +
s fn (VN) T k' V yz dn
 831

Combi~ing (2.1.7 ) and (2.1.11) yields the matrix system

flo °l {"}
HJ P
> I'~: -sJ~ ~t {"}
P
(2.1.12)

From these equations, which are symmetric if K is symmetric, a

solution can be determined -for initial values of u, p and o. The
transient nature of these equations necessitates some form of time
stepping scheme, e.g.

du - u }
dt t+L1t12 L1t {u t +L1t t

or ut +L1t12 (u t +L1t + u t ) 12

q
and similarly for p. Equation (2.1.12) thus becomes

II>S~l}lP r >
[~>M12 Lt+L1t/2 u _ Kt+L1t/2 LUM l
Lt+L1t12 { (MI2)
) t +L1t
L; At!' {(MI2lH>SlJ lO t

rdf u + C1
( 2.1 . 13)
L1t f t f p r
l )

The stratigraphy of the Venice, Marghera, Mestre regions is

shown in Fig.9, and the relevant depths, material properties etc.,
of the aquifers, aquitards are described in Table I. The axi-
symmetric finite element mesh used to discretize this area is de-
picted in Fig.10; note that the sixth aquifer, exploited only in
Marghera, is combined with the fifth. Values of subsidence, at
distances of 5 and 8 km from the centre of the model are illustrated
in Fig.11. The piezometric decline in aquifers I and IV are given
by Fig.12; note the excellent correlation between these drawdown
profiles and the mean observed values between 1910 and 1970, as in
Fig.13, taken from Mozzi et al. [26]. A typical comparison with
results from the earlier two step model, e.g. for piezometric
decline [Fig.14), indicates the accuracy of the coupled finite
element model.
832
Uda

~
iF S;~ '0
&0
80
'00

lOOn.

......
~ GrQ~.1
0..
~
D
o

SaM
D
TOO ..

Clay-
5m
~S'"Y or
~ Cloy.y
Sand
Ia
~ PoOl o AqfJif~r$

Fig. 9. Geological stratigraphy with the tapped aquifers.

Radiol distanc, (ktn)

,. ,R
R'
Morgh.,.a "'·6 : 5
I ' 6·6 .8 20
300
I
I

I
I

100 I
I I

n
nr
/00 - I

I !i
I

I
I ll:
o
R' " - Rialla and Tranch,tto positi on in • Two· st.p· mod.t
R r- . "Coupl.d· mod.t

Fig.10. Finite element discretization.

TABLE I. Limits of the Aquifers, Aquitards, Material Properties, and Permeabilities Used

Aquifers Aquitards

Depth, m K,m/d' E,tlm' K,m/d E, t/ m'

0-94 0.0432 0.2636 X 10'

94-130 13.82 0.8333 X 10'
130,.135 0.00432 880.
II 135-166 4.147 0.8333 X 10'
166-168 0.864 X 10-' 1050
III 168-185 2.765 0.8333 X 10'
185-216 0.0138 1320
IV 216-238 5.616 0.8333 X 10'
238-263 0.00173 1760
V 263-310 5.616 0.8333 X 10'
 833
'5
At 5
"'§ kilometr.s

..•
..... '0
c:
:t 5
~
I/)

o
'930 1!150
Time
Fig.11. Subsidence versus time at 5 and 8 km from the center of the
model.

1930 '91.0 1950 1960 1970 1930 191.0 1950 1960 1970

,
2 2
I.

, ,
6 6

e
"'
.....
10 10
~
~ 12 12
~

~ "16 "
16

"
20
I "
20
22 22
2'
Fig.12 . Piezo metric declin e for two aquif ers
m m
.10

...............-- ... ..... , ,

.10

0
g.t.
- ...,
...
...

o
5

5 5

·10 ·10

1910 1920 '930 1940

Fig13. Observed piezometric decline from 1910 to 1970 in the most
significant zones.
834
2.

26

2'

22

20

"
16

"
~ 12
0
~
0

"• 10
0
Q

Distonc~ (km)

Fig.14. Piezometric decline versus distance from Marghera in 196t

in the first and fifth aquifers.

Tablell. Soil layer depths, radius of the production area Rw, material properties and permeabilities

B01 B02 B03 B04

Radius (Rwm) 1,500 500 1,500 1,500

Depth (m) Permeabilities (m/day)

0-240 4·32 x 10-' 8·64 x 10- 5 4·32 x Hr' 13,000

240-260 0·864 4·32 4·32 0·864

260-280 8·64 x 10- 5 4·32 x 10-' 8·64 x 10- 5 4·32 X 10- 4 13,000

II 280-330 0·864 4·32 4·32 0·864

330-360 8.64x 10- 5 4·32 X 10- 4 8·64 x 10- 5 4·32 x 10-' 13,000

III 360-390 0·864 4·32 4·32 0·864 0·82 x 10"

390-460 8·64 x 10- 5 4·32 X 10- 4 8·64 x 10- 5 4.32 X 10- 4 13,000

IV 460-480 0·864 4·32 4·32 0·864 0·82 x 10"

480-550 8·64 x 10- 5 4· 32 X 10- 4 8·64 x 10 .. 5 4·32 X 10- 4 13,000

V 550-600 0·864 4·32 4·32 0·864

 1959 19£>0 1961 1962 1963 196' 1965 1966
0

2()
- ---~ = ,--=..7...::_:-:- .::::..:::-..:::.. ~ =-=-~ ~~=-= ~~~__ ~-;: ;. . ~0-:: -___ -
EU '0
<lI
u
C
60
"':,.....
..
"..,,--
,,/' .- -"''.'-m-'---_4
______ ,J / / . _ Okm
<lI
~ . 80
~'--'~~~-
......: : : . -.". -"'-----------':'~~
"'-.,,- . .- / -- E
.0 - "-::..---- . - . -.
/ . E, ~ 1 Okm
:;, .-......::---------. - -.... .......---
(/) 100 Observe d S ___ . ___ .
--------- /"'" ' - '
BOlA ,b,id,"" .
---.--- ~ .~ . __ . ~:_._ Et' - lOE,
~
120 BOl8 R = 1500 m
Fig. 15. Surface subsidence versus time, for the permeability set B01, BOlA refers to a fixed potential for the flow on the outer boundary, B01B for an impermeable
boundary. E, = modulus for compression of the clay, E, = modulus for tension of the clay

1959 1960 1961 1962 1963 1961. 1965 1966

0

20 .. .. .. .. .. .. .. ..
5·0 km
E '0
__ _ _ __ __
~
<lI
_ . ._ - -_0·5km
.. _--
u 60
C
<lI
'0 80 ............... ~ .. .. .. .,/' - " - - " --"--"-
'iii .;' 0·25 km
.0
Observed subsidence '.
o km
~ 100
_ .. _ •. - B02
---- _-- R = SOD m --. '_ --- .. .--,.- - .. - - ..
120 ----- .,~ CXl
W
Fig. 16. Surface subsidence versus time, for permeability set B02 V1
---
836

The above model was also used to study the surface subsidence
of the Polesine region in northeast Italy. the results of which
are given by Schrefler. Lewis and Norris [9]. The settlements in
the particular area near Bosaro have been well documented. and
hence provided the opportunity for comparison with the numerical
model. The results obtained. using the coupled consolidation model
to study the effect of gas production wells. are summarised here.
As in the previous example the wells. at the centre of the area.
are represented by a single. radially symmetric. 'pumping zone'.
The material property sets utilised are given in Table II. The
measurement of settlements ceased after 1963. when the wells were
closed because of flooding of the Po river. The computed subsidence
values were compared with observed data for a reference point
0.25-0.5 km from the centre. Results for permeability set B01 are
given in Fig.15. Two different boundary conditions were modelled
for this set; an outer boundary with fixed head conditions (B01A).
and an impermeable outer boundary (B01B). The results indicate a
'rebound' of subsidence. which for the set B01B has diminished
5 km distant from the centre - in agreement with observation.
Therefore. the boundary condition B01B is the more realistic. Also.
the rebound at the centre was significantly reduced by assuming
the elastic modulus for expansion to be an order of magnitude higher
than that for compression. The more realistic boundary condition
was again used .for permeability set B02. whose results are indicated
in Fig.16. Two more permeability sets. B03 and B04. were tried but
led to unrealistic results. This investigation shows how the model
can 'history match' observed phenomena. after careful selection of
some parameters - e.g. permeability. boundary condition type etc ••
and thus may be used for reliable prediction of future behaviour.

A further application of the coupled consolidation model is

the simulation of surface subsidence above both volumetric and
water drive gas reservoirs [10]. In addition to the equilibrium
equations (2.1.2 1 and continuity equations C:2.1.1 OJ. an equation
expressing the material balance for the gas must be included. e.g.

GB . = (G-G J B + W - B W (2.1.1AJ
gl P g e w p
where subscript 'i' denotes initial values and.

G gas initially contained in the reservoir

G
p gas production

B formation volume factor for gas

g
B formation volume factor for water
w
W water influx from the adjacent aquifer
e
W water production
p
 837

This equation, only applicable to the reservoir as a whole, ex-

presses a volumetric balance of the fluids initially within the
gas reservoir, the portion of these fluids still remaining at some
later time, together with the water encroaching from an adjacent
aquifer, and water drained from bounding strata. The formation
volume factor may be written as

P sc Z T
8 -T- -P- (2.1.15)
g
sc
where the subscript 'sc' refers to standard conditions (on the
surface), and

P pressure

T temperature

Z(P,TJ compressibility factor

Hence, from (2.1.14) and (2.1.15),

(G-G ) T
P p
(2.1.16)
Z(P,T) T.l T
sc
GZ (P.,T.) -P P (W -8 W )
l l
l
. sc e w p
Thus, for a typical time step the logic of the solution algorithm
is as follows:

(a) Equation (2.1.16) yields the mean pore pressure in the reservoir,
since at time t the water influx, cumulative gas production, the
water and gas production for the next time step 6t are all known.

(b) Apply the resulting pressure variation to the coupled continuity

and equilibrium equation to give the increments of displacement and
pressure, plus the new water influx for the next time step.

The material balance equation (2.1.14) neglects such minor

factors as the change in porosity (and variation of volume of
interstitial water) with pressure. These may be included i f suff-
iciently accurate data is available. By employing a generalised
material balance equation such as [10]

N( B - 8 ) + N [8 + (R - R ) 8 ] + NmB r1 - : g J W -8 W
e w p
ti t P t P si g ti l gi
(2.1.17)
838

the study of surface subsidence could be extended to gas-condensate

reservoirs, under-saturated oil reservoirs, and dissolved gas drive,
gas cap drive, or water drive oil reservoirs.

The above scheme was applied to investigate a hypothetical

axisymmetric cross section with a gas reservoir 1800m below the
surface. The reservoir thickness varied between 40m and 80m, and
its radius between 1000m and 2000m. For a waterdrive reservoir
an adjacent aquifer was assumed, having the same thickness as the
reservoir itself. More details of the parameters studied may be
found in [10]. Both the reservoir and aquifer were assumed to be
overlain by a 80m thick layer of clay and the remaining depth of
the cross section to be composed of sand.

Several investigations were carried out to determine the

influence of certain key parameters (e.g the permeability, thick-
ness, and radius of the reservoir) on the reservoir pressure and
cumulative water inflow. Subsidence values for a waterdrive
reservoir are given in Fig.17, whilst those for a volumetric
reservoir are shown in Fig.18. These subsidence values are taken
at the centre of the model. It can be seen that the reservoir
compaction is considerably less than the surface settlement. Also,
for both types of reservoir, the compaction of the clay layer is
greater for the case Rw = 1000m. This can be explained by the
higher drop in reservoir pressure noted for the R = 1000m case.
w
A comparison of the Rw = 2000m curves in Fig.17 and Fig.18,
shows the maximum compactions of the reservoir and the clay layer
to be very close, but, after abandonment (10 years), the recovery
is quicker for the waterdrive reservoir. The subsidence bowl
profiles, the settlement of the clay layer, and the reservoir com-
paction versus radial distance (for both types of reservoir,
Rw 1000m) at the closedown of wells are shown in Fig.19.

The diameter of the subsidence bowl is found to be signif-

icantly greater for the waterdrive reservoir than th~t for the
volumetric reservoir. This is because the aquifer increases the
zone of influence of the pressure gradient, and also the fact that
the clay above the aquifer is consolidating. Studies into the
effect of depth of reservoir burial indicate that, although
reservoir compaction is unaffected, the surface settlement increases
with decreasing depth of burial.

2.2 Heat and Mass Transfer Models

From the theory of thermodynamics of irreversible processes,

Luikov [27] established a coupled system of partial differential
equations for heat and mass transfer potentials in porous bodies.
These equations govern many important processes, including the
practical problem of drying various porous materials, e.g. bricks
 839
Time (yearSI
orO_____2~~----~----~------------11--,~12---13~-14~-15------

reservoir

2
~/'
i /' surface
II
u
c ,,/'
...";;
II

.., top of clay layer

"3
VI

- - Rw ~ 1000m
---- Rw· 2000m
wate rdrive rese r vol r k = 12,8md

Figufl" 17. Waterdrive reservoir: settlement in time for two values of the reservoir radius

..
II
u
c

..,"";);
"
Vl3

k ~ 12,8md ----- Rw = 1000 m

- - - - - R.. = 2000m
voll,.lmetrlc reservoir

Figure 18.volumetric reservoir: settlement in time for two values of the reservoir
radius
84Q

Distance (km/
10 8 8 4 6 8 10

.Iterdrlve res. volumetric res .

I
3 .,
u
R. - l000m
..,
C
II
k ; 12.8 md
'iii
~

"
III

Figure 19. Subsidence bowl profile and settlements at different levels at the c1osedown of the wells for a
volumetric and a waterdrive reservoir; reservoir radius 1000 m

and timber, used in the building industry. The complex nature of

these equations precludes analytical solution, except for very
simple geometric configurations. Hence a numerical model is
required for the analysis of more realistic engineering problems.

A model based on the finite element method, proposed by Lewis

and Comini [11], is presented here. Assuming a constant total
pressure throughout the moist body, defined by some domain n, the
heat and mass transfer equations can be written as

aT au
p c k 'fJ2T + E A p c
q at q m at

au 12
P c k OrfT + kmV u (2.2.1
mat m

where T = temperature (heat transfer potential)

u mass transfer potential
t time
p dry body density
 841

c , c heat, moisture capacity

q m

k , k heat, moisture conductivity

q m
o thermo-gradient coefficient
t' vapour diffusion coefficient
£
ra 10 coefficient of total diffusion of moisture

= heat of phase change.

The terms p, c , c , k , k , £, A, 0 are all taken to be constant

q m q m
and equal to their mean values within each element. General
boundary conditions for the system (2.2.1 ) can be taken from:

T = T (2.2.2 )
W

on r 1 , that part of the boundary, r, with constant temperature

k 'VT.n + jq + a (T-T ) + ( 1-e) Aa (u-u ) 0 (2.2.3

q q a m a
on r 2 , where heat flux is specified

u = u
w
r 2.2.4 )

on r3 , that part of the boundary with constant moisture potential

k 'Vu. n + jm + k o'VT.n + a (u-u ) = 0 (2.2.5)

m m m a
on r4 , where moisture flux is specified.

In the boundary conditions defined by equations (2.2.2 ) to

(2.2.5 ) the subscript "a" denotes ambient, or surrounding,
values and

jq specific heat flux

jm specific mass flux
n outward normal to r
(y ,y ) in 2-D, where y denote direction cosines.
x y

The terms TW' uw' Ta' ua ' jq' jm' a q , am are given functions
of position and time. The problem defined by (2.2.1-2.2.5 ) can
be written in a 'dimensionless' form (generalised here to 2-D).
Using normalised variables such as T = TIT , U = ulu , e = tit ,
0 0 0
X = x/£, y = y/£, with T (=T), u (=u ), t and £ as reference
o a 0 a 0
values, we obtain the system
842

C
aT K (a'T + a'r) + K [~ + ~J
q ae q (lX·' aY' E: ax' aY'

c
m
au
as Ko
(a'T a'T] + K
ax"" + aY' m ax' [~+ ~J
ay' (2.2.6 )

T = T on r 1
w

Kq (aT aT Yy )
ax Yx + TI + J *
q
o on r 2

U = U on r3
w
au )
m ax Yx + ay Yy + J m* = 0 on r 4
and K (au

Also r8f8rr8d to in th8 abov8 ar8 g8n8ralis8d capaciti8s C,

transf8r c08ffici8nts K, and '8quiva18nt' forc8s J*. Th8 syst8m
(2.2.6 ) can b8 symm8triz8d by d8fining K to b8 8qual to K~ in
e: <5
some suitab18 mann8r, 8.g. 18t

KE: =K =sAk Q/k (2.2.7 )

°m
q
th8n i t follows that
rp C q£2] k
C
q lk q t 0
0
(:0 )
0
C
m
(: :m£ 2) (:A
m0 q
,m0 U o)

E:Ak U
K Cq +:AkmO) ('~O) J K
m 0
,0
q m k
q 0 q

and J * A (T-T ) + A (U-U ) + J J

q q a e: a q
J * Ao(T-T a ) + A (U- U ) + J J
m m a m
wh8r8 th8 g8n8ralis8d conv8ctiv8 c08ffici8nts A ar8 giv8n by

A
q
(:q£) [kq
q k
r' °1
+ E:A kmOl

q
0
) lUo )

A
m o (:m'] t -[,;,] ["Y]] [:',
m q q
k
m Uo
0
1
)

E:A
A
E: (1 ~E:] [:m£J Cq +
m
k
q
kmOJ [sA k kmOJ
q

Ao [E:\ kmO][:q£J
q q
 843

The system (2.2.6 ), with the relevant boundary conditions,

forms the basis for the finite element formulation. Discretising
the potentials T and U in the usual manner we have

M
T - T I
r=1
N (x,y) T ( e) = N T
r r

M
U- U I N (x,y) u ( e ) = N U
r r --
r=1
where T , U are the nodal values, and N the shape functions.
r r r
Using the Galerkin weighted residual procedure we obtain the
integral statements

2 a2 T) 2 U a2 ul aT~
J
n
N fK [a T
rL q ax2
+
ay2
+ K
E
[a
--
ax2 + ay2 ) cq ae
dn 0 (2.2.8 )

J N ~K (-
r 0
a2 T
--
ax 2
+ -- -]
a2 T
ay2
+ K [a 2U + a2 UJ
m ax2 ay2
_c au~
m ae
dO e 0 (2.2.9 )
n
Using Green's Theorem, and imposing the boundary conditions on
r(=r 1 U r 2 U r3 U r 4 ), results in a system of ordinary differential
equations whose matrix form is

Kz + C~ + J = 0 (2.2.10)

where the dot denotes differentiation with respect to time, and

K e ~q
Ko :J c =
~q :J (2.2.11)

The vectors z,J are defined

T
~ = [T,U] ; J = [J , (2.2.12)
q
Typical matrix entries are given by

K
rs I fne K (aN
ax
aN s + aN r aN)
--.-!:. __
ax
s
dnayay

crs C N N dn
I he r s

and (J )
r q I Ie (J
q
* + J *
m
K /K ) N dr
E m r
844

t-1200. t- 2400.
I t('C) I u('M)

fri1
I
i
t,- 60OC i
u -I I'M·
a I

(0 ) (b) (c)

FIG.2QDrying ofa brick. (a) Mesh used. (b) Potential distributions at t= 1200 s. ic) Potential distributions
at t = 24005.

01r------------------------------,
061-

0'1-

04t-

"
~ 0 3-

- Ana l y11col ~O lu flon

• F ,nlte e lement
~oluTlon

I
o 10

FIG.21. Comparison of analytical and finite element 'solu-

tions for the central point of slab AA.
 845

(J )
r m
L f (J *
m
+ J
q
* K IK ) N dr
s q r
(r,s=1, ... ,M)
re
To solve the system (2.2.10), a three level time stepping scheme
was employed, as given by the recurrence relation

zn+1 = _[Kn/3+Cn/(2~8)]-1 [Knzn/3+Knzn-1/3_Cnzn-1/(2~8)+Jn]

( 2.2. 13)
where n denotes the time level and M the time step size.

To illustrate the use of the above model, the problem of the

drying of a brick was considered. The geometry of the brick, and
the mesh used, are shown in Fig.20(a). The values used for the
physical properties p, c ,k etc., may be found in [11]. Potential
distributions at two dif~er~nt time levels are depicted on Fig.20(b
and Fig.20(c). Note the large moisture potential gradients at the
corners, indicating a possible failure due to induced shrinkage
stresses. Hence, a less intense drying procedure would be recom-
mended, for the parameters used in this case. To give some idea
of the accuracy of the model, results for the centre of section AA
(Fig.20(a)) are compared, in Fig.21, with the analytical solution
for a similar one dimensional problem.

An evaluation of the stresses induced by the drying of porous

materials, incorporating the above heat and mass transfer model,
was carried out by Lewis, Strada and Comini [12] in 1976. This
model was employed to determine the thermal and moisture potential
distributions as before. The next stage was a linear elastic
analysis, using the formulae for strains given in [28],i.e.

E E a T + a u
xx yy T u
E: ( 2.2.14J
xy
where a , a are linear expansion coefficients for the temperature
u
T
and moisture vari:ations respectively.

The brick drying problem was investigated using identical

parameters to those mentioned above. The region of interest is
the corner section, which is discretized as in Fig.22. The
resulting state of stress within the brick, at a time of 600 sec.,
is illustrated by the principal stress contours shown in Fig.23.
The zones of possible failure within such a brittle material are
clearly indicated.

A further improvement in analysing these drying induced

stresses was established by the use of an elastoviscoplastic model,
846

o 10"""

D'I>------~

Fig. 22. Fmite element discretization

.10 _ _ _ _ __ _ _ __ _ _ _ __ .J

.,------ -----..., .6

·I------~

.,..,
., ----~

, I
I

-+-

Fig. 23. Distribution of principal stressesu, (MN/m2) for the moisture potential distribution.
 847

replacing the previous linear elastic form, as described by Lewis

et a1. [13]. A full description of the elastoviscoplastic model,
utilising finite elements, would be beyond the scope of this paper,
and therefore, only the results obtained from such a scheme are
presented. The example chosen to test the model was that of the
drying of a brick. An identical mesh to that used previously, see
Fig.22, was employed for the elastoviscoplastic analysis. The
moisture potential contours at 300 secs are shown in Fig.24. The
corresponding elastic and alastoviscoplastic stress patterns are
given in Fig.25. The viscoplastic analysis is 'path-dependent'.
Therefore, the stresses were determined at close intervals of
change in moisture content, so that the correct stress path was
followed. Should the rate of drying be too intense, the buter
zones would be stressed above the yield limit, resulting in per-
manent deformation, or even cracking. The parameters used in the
above example did cause yielding as depicted by Fig.26. The
cumulative plastic deformation after 300 secs is shown in Fig.27
- note how the corner of the brick has shrunk towards the centre,
with the outside surface having shrunk more than the inside.

More recently, Thomas, Morgan and Lewis [14] performed a fully

non-linear analysis of equations (2.2.1 l, where the thermophysical
properties are allowed to vary as functions of temperature and
moisture. Thus, the linearising assumption that p, cq,kq etc., are
constant is removed. Two formulations were investigated; firstly
all the parameters were allowed to vary and, secondly, some para-
meters were assumed constant. The first case leads to non-symmetric
equations - an obvious computational disadvantage, which can be
overcome by assuming certain properties to be constant, hence the
second case was studied. Both analyses were compared with the
previous linearised model. For the non-linear case, the finite
element formulation gives an equation similar to (2.2.101 except
that the matrices now depend on T and U,i.e.

K(zl z + C(z) Z+ J =0 (2.2.15)

The Lees three-level time stepping scheme (2.2.13) was once again
used, this scheme having the advantage of not requiring iteration
(since the coefficient matrices are evaluated from previous time
level values).

The example investigated was the drying of timber, whose

cross section and finite element discretisation are shown in
Fig.28. The parameters taken as constant, to give the symmetric
non-linear case, are A and p. The results for both non-linear
analyses were virtually identical, showing that the fully non-
linear case is not justified. The temperature and moisture
potential variations for nodes 1 and 40 (see Fig.281 are shown in
Fig.29 and Fig.3D respectively. The small difference between the
linear and non-linear solutions suggests that, at least for the
848

__ ']0
,so

~
- ']0
'60 -r~CI

110

110

160 ZJ

""

Fig. 24.Moisture potential contours .

."

~
"l;

.~~
~ = ;J:o ~

~~0~~r:< .. &-

.. .. "" ..
~

-. .. ~:".
••

- - .... , .. :",' ~.
.

...
".
; t::!:
..... ., f ""-

! .":.~ .:.;
~:' "

Elastic Plast"

--=-=-- T~nslon
- - Compression

Fig. 25. Principal stress distribution.

 849

~ PIr:u"C ZOIJ.S Of 60 su~ --- ------- -- -,

0P1oulc zonu 01 ISO nC'S
frnP7Q.lt" 1000C'S 01 JOO ~C'CS

I'L _ __ ~

L _____ _

Fig.26.Spread of plastic zones. Fig.27. Cumulative displacement at

300 sec to an exaggerated scale.

Rodlol dorec t ion

AIY 0

t
SOrrm - -
-~ . -- - -- - - - - B
~7r~/
I
/
-
/
-
TlT9entiol
dlreclion
C x

1 200mm
i .1
y

A 0

f.
/
B
~,node 1 I x
node 40

Fig.28. X-section of timber, and f.e. discretisation

of shaded region.
850

60
----
50
'00 NODE 1
NODE 1 \
90
\
.
U <0 80
\

:- 70

"§ 60
C
linear
.! 50 -...
}O &. ""'----
Non - li....or - - - <0
~
::>
u; JO L l n ~r
"0
,0 ::E 2(} Non-lin~ r - --

'0

0
o 2(} <0 0 100 }OO
Ti me (minulesl Time (hoursl

Fig. 29. Temperature and moisture potential variation for

node 1.

60

50 , ()()

NODE 40 90 NODE 4D
40 (1J
U

:-
70
e::> JO 60
~., ]
.
---
Q. C 50
E
~ 20 Linea r 8. 40
---
e
..
Non- l i n~r - - -
2 JO Linear
0 Non-linear - - -
'0 ::E 20

10

0 0
0 }O 40 60 0 '00 XX)
Time (minut es) Time (hoursl

Fig.30. Temperature and moisture potential variation for

node 40.
 : NJO
Experimental
"" . /
.-
tID Compuled
/ ~
u
"r
",.
/
$ 70
:~
~ / ExpCflmMtol
1" 6tJ /
~ / Compuled C
~ 50 ! so
-. F
;t
. 4fJ ~ 40 "-,,-
... JO
'5 JO -
70 ~.1Q '-
:>: "'-"-" -'
/0 /0
~
_. __ .l-
~- w
~ ~
""" IIXJ /0f)(J
'" T.me Irntnutesl
Time Imlt'lulesJ

Fig.3l. Temperat ure and moisture content at the surface.

';~

"a
' 10 -- :00

~ 0;,'" ~-

~ ~ I /' ----~ ~ -------------------------- "- .......

2. lC /
o / c '"
.
~ ;
E / ExpenmtntO I § '"
i! 5< - - - ~)(penrnenlol
'" '" "-
/ Computed ,~ '" "
JC ~ lib _ - - - Compuled \.
/' \
If) /' ~ .lC ,
./ "-
)0 : - ' /

" "
'" ;- 10 ~IXO ----- -.- 1000
'" '"
Time fmlout@s l
TU1'~ (minutes]
00
Fig.32 . Temperat ure and moisture content at the centre. V1
,....
852

parameter values studied. the linearising assumptions are justified,

The numerical solutions obtained using the heat and mass

transfer model have also been shown to correlate favourably with
experimental data. Thomas. Lewis and Morgan [15] compared their
computed results with experimental values for the drying of timber.
given by Keylworth [29]. The analyses may be quickly summarised
by the graphs of Fig.31 and Fig.32. The numerical results compare
well with those of experiment. especially at the centre of the
timber board. The experimental results show a sharp decline in
moisture content at the surface between 40 and 100 min. which
does not occur at other regions of the timber section. Hence the
surface values given by experiment must be suspect - the greatest
difference between experimental and computational results occurs
in this surface region.

3. TWO PHASE FLOW (INCOMPRESSIBLE MEDIUM)

The simulation of multiphase flow in porous media is of great

importance. especially in petroleum reservoir engineering where
the results of reservoir simulation may lead to large capital
investments and may be a prime factor in estimating the amount of
oil (or gas) recovery. In this section we consider the case of a
two-phase immiscible flow system (ie. the fluids do not mix). in
which both the fluid phases are taken to be incompressible. and
where the porous medium does not deform. First, the non-linear
partial differential equations which govern the flow are derived.
Following this the spatial discretisation of the equations is
carried out via the use of finite elements. The particular algor-
ithm which will be shown [17] utilises sums and differences of
flow potential as dependent variables. This gives rise to a
significant bandwidth reduction for the matrix systems and hence
results in a faster algorithm. As a practical illustration of the
model. it is applied to a "five spot" problem (an extraction
pattern used in the field by reservoir engineers). The time
stepping schemes and boundary conditions used will also be dis-
cussed.

The velocity of a fluid in a porous medium cannot be precisely

determined, due to the tortuosity of the complex pore space.
However the flow is usually assumed to be governed by the empirical
"Darcy law":
K
q - - V(P + pgr:-:) ( 3.1 .1
~

where q. p. P. and ~ are. respectively. the velocity. pressure.

density. and dynamic viscosity of the fluid. K is the permeability
matrix of the medium. and Z represents the height with respect to
some arbitrary level. This law has been mentioned previously in
 853

the discussion of single phase flow. Le. equation (2.1.B ). but is

reiterated he~e for convenience.

When two or more phases are flowing simultaneo~sly, however,

(eg. water, oil and gas in a typical hydrocarbon reservoir) the
mobility of each phase is diminished by the presence of the
others. Several new definitions are therefore necessary, the
fraction of the pore volume occupied by a fluid is called the
"saturation" of that phase - Sn is used to denote the saturation
of the n-phase. Also the permeability of the medium is now
different for each phase. and thus a "relative permeability"
function krn (Sn) is introduced to modify the permeability tensor.
The relative permeability functions are in practise taKen to be
correlatjons of experimentally derived values, typical curves for
Krn in a two phase system are shown in Fig.33, where w denotes the
"wetting" phase and n the "nonwetting" phase (in an oil-water
system, water is the wetting and oil the nonwetting phase).

For the immiscible case we may define the "capillary pressure"

P as
c
P = P - P P = P (S) ( 3.1.2)
c n w c c
The saturation S may be derived from a knowledge of a Pc v S curve,
such as that given in Fig.34 (derived experimentally for the case
when the wetting phase is the driving or displacing fluid).

A fluid potential for the n-phase may be defined as

~n = Pn + Pn gz (3.1.3

The conservation of mass for each phase is expressed by the re-

lation

Il.q (3.1.4
n
where ~ is the porosity of the medium. If we write S Sw, and
define 0 by
n

{
-1 n = n
+1 n = w

then SUbstitution of ( 3.1.1) into ( 3.1.4) gives the equations

n=n,w ( 3.1.5)

The domain of interest n, and its boundary f are illustrated in

Fig.35. The boundary is divided into three distinct parts
f = f' U WI U wp. The no flow condition qw. n = a is assumed to
854

oL-__~~___________~~__~________~~
o 5
Figure 33.Typical relative permeability curves for oil and water

J
5
Figure34.Typical saturation-capillary pressure curve (S-Pc curve)

"

,'~----
Figure35.Region of solution bV finite element method showing
dissection of boundary r
 855

hold on r' (n being the exterior normal). The injection boundary

is denoted by wI' and here the sum of fluid flow rates is pres-
cribed. together with the capillary pressure. On the production
boundary. wp' the sum of potentials (~n+~w) is fixed to give a
datum level for the pressure. Initially it is assumed that there
is no fluid flow. and also there is a small value of the saturation
of the displacing (wetting) phase. throughout n. which in an oil-
water system is known as the connate water saturation. Thus P
can be fixed everywhere on n. except on wI where the boundary c
value is imposed.

The highly non-linear nature of equations (3.1.5) precludes

any attempt at analytical solution. except under certain simplifying
assumptions. Buckley and Leverett [23] obtained an exact solution
for the one dimensional case with zero capillarity. This solution
has frequently been used as a comparison with which to test many
reservoir simulations. Here however. two dimensional problems will
be treated. for which no exact solutions are currently available.

Following the standard Galerkin procedure. we multiply

equations (3.1.5) by the test function V and integrate over n
(using Green's theorem) to obtain

f Vq . n dr
1f

dS a
01f~ f ~at (~n-~w) dn; 1f=n.w (3.1.6)
n c

We now approximate ~ by the usual finite element discretisation of

1f
n'
~
1f
(x.t) - L 1/1 .(t) N.(x)
1fl l
(3.1.7)
i=1

where Ni are the usual shape or basis functions. Define the 1f-phase
mobility
k (S)
M (S) = r1f (3.1.8)
1f

and take the test function V to be as follows:

n'
V = L NJ. (3.1.9)
j=1

Substitute (3.1.7-9 ) into (3.1.6 1. resulting in the system

(3.1.10)
856

where
{tjJ .},
'Tn

[K ] •. 'ilN .' [KM (S) 'ilN.] dn

'IT lJ J 'IT 1

[C] ..
lJ Lf ~~ c Ni N.J dn
e ne

q .
'IT 1

WI
fw U
N. q . n dr
1 'IT

p
denotes summation over all elements, of domain n e ). By writing
1
P R - (tjJ -tjJ )
2 -n-w

M K +K N K -K w (3.1.11)
n w n

os = 0 +0
n w °d on-0 w
the equations (3.1.1Q) can be reformulated (by addition and sub-
traction) as

o MP + NR + 0
s
(3.1.12)

4CR
. = MR + NP + 0d (3.1.13)

where the dot denotes differentiation with respect to time.

Note that M,N, and C depend only on R, and thus they can be
evaluated given a known saturation distribution. Hence (3.1.12)
and (3.1.13) may be solved separately, first for P, then for R,
if they are left in the separated form. This results in a 75%
saving in the number of operations per time step, than if the
equations were solved simultaneously for P and R. This therefore
results in a much faster algorithm [16].

Two time stepping schemes have been employed to solve this

equation system; a two level predictor-corrector scheme and a
three level multistep method. Assuming M to be invertible the
system (3.1.12,13) can be reformulated as the initial value
problem

AR + V (3.1.14)

where A ! C- 1 [M-NM- 1 N]
4
V _! C-1 [NM -1 0 - 0 ]
4 s d
 857

The predictor-corrector scheme used to solve this equation can be

expressed as:
n+1 _ Rn
Predictor R1

Corrector Rn+1 _ Rn = ~t[(1_e)A(Rn+1)Rn+1 + eA(Rn+1)Rn]+~t Vn+1

p+1 p p+1 P

where p = 1,2, ... ,m. The algorithmisu83d:inthe form PE(CE)m where

P denotes an application of the predictor, C an application of the
corrector, and E an evaluation of the coefficient matrices. An
analysis of the stability of this scheme is given in [17], but here
we will present only the numerical solutions obtained with it.

First, consider the region n as a rectangle of unit width and

subdivided along its length to give the finite element mesh shown
in Fig.36. Fig.37 gives the calculated capillary pressure against
time for values of e = 0, 0.5 and 1. All the results show a surge
in capillary pressure, but for 8 = 0 and 8 = 0.5 there is a sig-
nificant improvement over e = 1.0. When e = 0.5 the smallest surge
is obtained, but for this case a smaller timestep ~t is required
to preserve stability.

From the solutions obtained, it was observed that when the

water-oil interface leaves the region of fine mesh the capillary
pressure became very oscillatory, therefore it would be desirable
to keep a fine mesh near this front. It would, however, prove to
be too computationally expensive to have a fine mesh throughout n.
Lewis et al. [17] therefore described an algorithm which determines
the position of the front and constructs a fine mesh in the imm-
ediate region about it. Progressively larger elements are then
used until the boundaries are met. As expected much improved
results were obtained which adequately modelled the front as it
passed along the mesh, see Fig.38.

Another problem encountered using this model was the realistic

modelling of the flow after "breakthrough", Le. after the front has
reached the production boundary Wp' The possible boundary con-
ditions for Wp include fixing either R or Qd' If R is fixed on
Wp then the saturation is held there and hence no water break-
through would be permitted, whilst if Qd is fixed then the water-
oil ratio after breakthrough would be a pre-determined constant.
If, as is usual for a reservoir simulation, this water-oil ratio is
required to be calculated after breakthrough, then a different
boundary condition must be sought. Lewis et al. [17] therefore
proposed a "mobility boundary condition" which can be expressed in
the form

(3.1.15)
858

Fig.36. Finite element mesh.

1 •

1 1

2
u 0'
a.

0'

0 0L--------,~0--------,-0--------,~0-----------
Fig.37. Variation of capillary pressure for
different time stepping parameters.

O.

oi

~
OIl 0'
Connole
01 wOler
Sa turation

o
o 10 30 xfcm}
Fig.3S. Modelling of water oil front at t=10,
and t=20 sec.

16

0.

0'

Flg.39. Water-oil front before and during breakthrough.

 859
Physically this implies that the flow of each phase is proportional
to its saturation, at the 'production well' Wp' Results given in
Fig.39, show that this boundary condition gives a realistic
behaviour after breakthrough, with no adverse effect on the model-
ling of the front before breakthrough.

White et al. [16] further developed this model by employing

more accurate three-level multistep methods for the time dis-
cretisation; these methods require an accurate knowledge of R at
two "starting" levels - these being obtained from the two level
predictor-corrector previously outlined. The model was used to
model a "five-spot" flooding pattern, as depicted in Fig.40. This
pattern is one which is used during the secondary recovery stage
of oil production (e.g. by a 'waterflood') - the lines of symmetry
shown are for the idealised case of an infinitely extended hor-
izontal field. The region investigated, because of this symmetry,
is the square marked 'A' in the diagram, and a corresponding
discretisation is given by the mesh shown in Fig.41. The physical
parameters used for this problem were

Dimensions 305m x 305m

Thickness 0.305m

Permeability k
x
= k y = 157.977 md

Relative permeability curves

S < 0 S < 0
o ;;; o ;;;
"ro'S) {l'-S)' S >
S ;;; 1 k
rw
(S) S ;;;
S > 1

Viscosities I-lo 4.0 cp

I-lw 1.0 cp

A simple linear relation was assumed between saturation and

capillary pressure, namely
P
S=1-
c
1O

The boundary conditions used, at first, were

a) R 0.0 and Qs 20.0 at node (injecting well Fig.41)

b) R 5.0 and P 0.0 at node 56 (producing well Fig.41)

and
R 5.0 was used as an initial condition at all nodes
(except node 1)
860

"17'1" 1/1" /
, 1/ _L~~__ L_" /_
1 /1" I /"
/1"-1/ " /1"
/ _1
_ 1_ _"*- I ";¥
1 _J._~ 1 / _-II __'"_
"-

/
----
/"-0 "-
:

1
1
/
/

,,/
1 "-,
1

A
:
/
/

- ~---+--
I

- 1-/1
1/
: "-"

/
I
1/

1
/

~-"-
" : / / I "- I / I" I //
", / 1 "I / I 1/
-~-t ,,- T - - I
/ I " I // I // I "
Figure4QRegion of analysis in five-spot problem. (- - -l. lines of
symmetry; (-), injection well; (.), production well

® ®

S . I '

· 1(xl '" 250 ~ 300 350

tn~l.ng w ("!1

Figure41. Typical mesh for five-spot

r-_ _ _ __ __ _ _ __ _
r--------------:=~...... ~'~
,~ ~c~

S,04 of-- - - - -___

s a'
S 04

S 08

, )6

JnJ(.."<:I'~~ n;ct.r'!9 'Wet

Figure42.Results for five-spot after 720 days' production Figure43.Five-spot after breakthrough
 861

The saturation contours a~ t = 720 days are depicted j in Fig.42.

At this stage the contours are nearly circular. The boundary
condition (b) fixes the saturation at the production well and
hence prevents breakthrough. Thus, the mobility boundary condition
(3.1.15) was employed, giving satisfactory results, as shown by
the contours after breakthrough, Fig.43.

A wide range of differing reservoirs may be simulated by the

above model, e.g. by the use of curved elements to discretize a
region n with curved boundaries, and by using elements with
varying material properties (e.g. permeability).

4. TWO PHASE FLOW (COMPRESSIBLE MEDIUM)

This section extends the ideas presented in the previous

discussion to include an analysis of the compaction of the porous
medium. The partial differential equations that govern the fluid
flow, and the numerical algorithms used in their solution have
already been discussed, (3.1.1-14): what follows is a demon-
stration of a technique enabling the effective stress patterns to
be predicted [18]. There is an obvious need for such an analysis -
the large pressure drop brought about by the removal of fluids
from, for example, a hydrocarbon reservoir can change the effective
stress pattern within the reservoir possibly resulting in signif-
icant settlements at the ground surface. These settlements have
occasionally caused damage in certain urban areas; the Wilmington
Field, Long Beach, California has given rise to a subsidence bowl
with a dip exceeding 8m at its centre. Another notable example is
the settlement created by the pumping of groundwater around Venice,
Italy - this has already been illustrated in the section on single
phase flow.

The well known expression for effective stress aij

aij = a ij - 0ij P
(where a .. = total stress tensor, p = pore fluid pressure, 0 ..
1J 1J
Kronecker delta) is only valid for inviscid single phase flow.
Hence, we will be required to find a generalisation of this
relation for two phase, viscous, flow.

The hydrocarbon deposits in naturally occurring reservoirs are

normally confined to a relatively small proportion of subsurface
rock strata by surrounding impervious rocks. Thus, any flow is
restricted to these porous strata, whereas the stress variation
will occur both in the reservoir and its "overburden", Fig.44.
The two domains should therefore be considered. The first is a
combination of both reservoir and overburden, where the stress
862

Sec -bed mounted

production platform

--
ReservOir
- --
Figure44.Typical cross-section of sub·sea reservoir

-J------\-~=7 Wettrng phasing

Figure45.Typical averaging volume for a multiphase flow

m subsea
Figure46.Geological structure of Forties Field reservoir
 863

analyses will be made, and the second being the reservoir alone,
where the flow regime will be determined. The combined reservoir/
overburden region will be denoted by n, and the subregion where
flow takes place by nf C n. Furthermore we shall denote the
finite element discretisation of these domains by nh and n~
respectively.

Let us first consider the theory which provides the math-

ematical model on which the approximation is to be based. If
0ij is the stress tensor, of rank 2, and b(x) represents a body
force acting at a point x, then the equations of equilibrium are
expressed as

a0 11 a0 12 a0 13
--+-- +-- + b(x).i 0
aX 1 aX 2 aX 3

a0 21 a0 22 a0 23
--+-- + + b(x).j 0 (4.1.1)
aX 1 aX 2 aX 3

a0 31
--+-- +
aX 1
a0 32
aX 2
a0 33
aX 3
+ b(x).k 0
)
where i,j,k are orthonormal vectors in the x1, x2, x3 directions
respectively, and x £ n. Also, if ,(x) represents a surface
traction on x, then

,[x).i
°11 t1 • "12 '2 • "13 '3}
Tlx).j (4.1.2)
°21 t1 + °22 t2 + °23 t3
,(x).k °32 t2
°31 t1 + + °33 t3

where t1,t2,t3 are direction cosines of the exterior normal. Note

that both (4.1.1 ) and (4.1.2) are required to preserve equil-
ibrium. Let u1' u2' u3 denote the displacements in the x1, x2' x3
directions respectively. The strains produced by these displace-
ments can be written in the form

1 [aUk aUt) k,t 1,2,3 ( 4.1.3)

£kt ="2 aX t + aX k

and the dilatation is given by

aU 1 aU 2 aU 3 3 aUk
£
aX 1
+ -- +
aX 2 aX 3 L aX k
( 4.1.4)
k=1
864

If we assume symmetry of the stress tensor (crk~ = cr~k)' then the

(elastic) strain-displacement relation for the medium can be
expressed as

where v is Poisson's ratio, and G is the bulk shear modulus of the

medium. Let us rearrange the stress and strain tensors into
vector form 0 and £, so that the discretisation process may be
more clearly presented. Thus, for a displacement field u in n,
producing strains £, we have:

u = L£ (4.1.6

where L is the relevant differential operator. So if u h denotes

the vector of nodal displacements of the finite element mesh nh,
and given nodal strains £h, we obtain the approximate relation
h
£ = B.u h (4.1.7

where, using shape functions N {N.}

1

uh = I. 1
u~ 1
N.
1

and B is a vector of matrices, [1], Bi given by

dN.
1
0
dX 1
dN.
1
B. 0 (4.1.8
1 dX 2

dN. dN.
1 1
dX 2 dX 1

for two space dimensions, x 1 ,x 2 .

From the principle of virtual work [1] we obtain the

following relation

f Qu. T dr + f Qu. b dn = f ~.~ dn

r n n
where QU denotes a 'virtual displacement'. Using our finite
element approximation, and noting that QU is arbitrary, we get
 865

f NT T dr + J NT b dQ = f BT ~ dQ ( 4.1.9 )
r Q Q
The stress-strain law, for initial stress 0° and initial strain E°
is given by

a = O(E-EO) + a°

Hence ( 4.1.9 ) becomes

fr NT T dr +
f NT b dQ {b BT 0 8 dQ} u
h
)
r BT 0 E° dQ +

Q Q

~ 8 a ° dQ
T

or, in matrix form

K u h = FT + Fb + FE °+ Fa ° ( 4.1.10 )

where
BT o
K
fQ 8 dQ

F
T fr NT T dr

Fb
fQ NT b dQ
FEO =
fQ BT OEO dQ
FoO = -f 8 T a ° dQ
Q
h
Thus, using the system of equations the approximation u can be
determined, given the initial stresses, initial strains, boundary
conditions and the body forces within Q (or Qh).

The analysis of the multiphase flow regime (two phases are

considered here) within the reservoir Qf (ie. on the mesh Q~) is
carried out using an identical model to that described in the last
section. This model solves for the sum and difference of flow
potential ~TI' and hence the pressure distribution (required later
for the stress calculation) can be determined in Q~. The same
notation as used previously is assumed in the following.
866

When the porous medium deforms si~ultaneously with the flow

the effective stress tensor may be written as

a~ . (4.1.11)
1J

where B is the ratio of the rock matrix compressibility to the

bulk compressibility Cb , where [33]

C = 3(1-2v)
b 2G(1+v)

Again this formula is restricted to single phase inviscid flow.

Thus, some form of generalisation of ( 4.1.11) is needed for a
multiphase flow system.

Gray and O'Neill [30] have expressed the interstitial

momentum balance equation to a form of Darcy's law by virtue of an
averaging technique due to Whitaker [31]. This averaging scheme
links the pore velocities to the fictitious Darcy velocity, and
the validity of the method has been established [31] for

max {% ' i} « 1
where i = length of averaging volume (Fig.45), L = characteristic
macroscopic length, and d = characteristic microscopic length
over which the space dependent parameters change significantly.
Given that V is time independent, we define the "phase average"
of some quantity, ~ say, as

« ~»
7T
1V f ~ 7T dV (4 •1 •12 )
V
where we denote the volume of region V by v, and ~7T is the value
of ~ in the 7T-phase. If we denote subregious V7T C V occupied
by each 7T-phase (with volume v ), then
7T
V = U V
7T
7T
(note: Vs is considered as a subregion occupied by the "solid
phase"). In addition let Vi be the region occupied by fluids,
and for the two phase case under consideration let w be the sub-
script denoting the wetting phase, and n the non-wetting phase.

Using the above definitions, the phase average of the total

stress can be written as
 867

« O ••
1J
»
~fV o 1J.. dV

v v
« s »
O •.
1J
+
n
V vR, fV
n
o .. dV
1J
+
w
V vR, fV
w
o .. dV
1J

Now Vrr/VR, is, by definition, the local saturation of the rr-phase,

i.e.S , or SV for the small volume V, thus
rr rr

« o~. » + SV « O~. » + o
w »
« °ij » 1J n 1J 1j

To evaluate the force terms in (4.1.10 ), the divergence of the

stress tensor is required, therefore we have

1/. « 0.. » » + Sv 1/. « on1. J' » + Sv 1/. « o~. »

1J n w 1J

(note: S~ is space independent in V - hence it appears outside

the vector differential operator). Summing this expression over
all volumes V C ~f' we obtain

1/. 0:.
1J
1/. 0.. -
1J
S
n
1/. o~.
1J
S 1/. o~.
W 1J
(4.1.13 )

Bear [32] has observed that for slow, ie. Darcy flow the shear
stresses in the fluid phases are negligible,i.e.

1/. ~~. ;:; 0 'IT n,w

1J

'IT 'V'IT
where 0ij = 0ij - P'IT gn' with gn being the identity tensor of
appropriate order. Thus (4.1.13 ) reduces to

1/. 0:. = 1/. 0.. - S I/p - S I/p (4.1.14 )

1J 1J nnw w

h
Using (4.1.10 to give displacements u , the total stress field 0
can be evaluated using the relation

o = D B.u h - DE O + 0°

Hence the nodal forces due to effective stresses 0' is given by

868

Fa' - f BT a dn + f (1-S) BT m Pn dn +

n n
F + F + F ( 4.1.15)
a n w

T
where for two space dimensions, m = [1,1,0]

Applying the above loading term to ( 4.1.10), i.e.

K u(x,t) = Fa + F
n
+ F
w + F
T
+ F
b
+ F
£0
+ F
a
°
from which the displacements u(x,t) at any time t can be evaluated,
the surface settlements at time t are then given by

S (x',t) u(x',t) - u(x',O) (4.1.16 )

where x' £ rh , the subset of rh of points on the ground surface.

s

The model described above has been applied [18] to a vertical

cross section of the Forties Field, in the North Sea. Figure 46
illustrates the geology of the cross section of the reservoir area,
beneath 210Dm of overburden. Wells FC26 and FD34 are treated as
injecting wells, whilst FC32 and FC62 are production wells. The
interchannel and margin shown are regions of low permeability and
porosity, and these separate the two major oil producing regions,
the main sands and the Charlie sands.

Initially no flow takes place, and a constant capillary

pressure p is assumed, the variation of saturation with height is
then givenCfrom the definition of p , ~e.
c

linear relative permeability curves (k rn = 1-S, krw = s) were used

to validate the model. Water is injected below the oil-water
contact line drawn in Fig.46. Using this model, the domains shown
in Fig.47 were analysed for various withdrawal flow rates. Examples
of the surface subsidence bowls obtained are depicted in Fig.48.

The depth of the subsidence bowl, for given material properties

varies both with reservoir depth and with fluid withdrawal rates.
Poro-elasticity theory has shown that surface settlement will
decline with increasing reservoir depth. Figure 48 clearly
illustrates the influence of fluid withdrawal rate on the magnitude
of the subsidence bowl depth. Of particular interest in the North
 869

I
leo bed

O verburden nh

Figure 47. Regions nand n, for Forties F ield problem

X , ( kml
0 r-________~lrO__________~
2-~O~~

Outflow . 6 12

-1-0

-20

Figure48,Deveiopment of subsidence bowl at ground surface

870
Sea. where tall structures are mounted on the sea-bed. is the
prediction of differential settlement. Due to the depth of the
reservoir and current withdrawal rates. for this example. the
surface settlement is only of the order of a few millimetres.
making the differential settlement negligible. Nevertheless. the
model has the capability of predicting such potentially dangerous
ground subsidence.

5. THREE PHASE FLOW; MISCIBLE FLOW

5.1 Three Phase Flow

This brief section discusses the modelling of the flow through

a porous medium of three phases. for instance oil. gas. and water
(as usually found in petroleum reservoirs). Essentially it des-
cribes an attempt to model the three phase Buckley-Leverett
problem. via the "XMPN" simulator developed by K.H. Johnson [19].
The unknown variables chosen were the pressure of one phase. oil
(P ). and the saturation of the other two phases. water and gas
o
(S~. ~ = w.g). The fluids were treated as incompressible. and a
one-dimensional spatial discretisation was used. The resulting
matrix system (using subscripts 0 = oil. w = water. g = gas) can
be written as

K P
~ 0
+15
~
C
~
S ~
q~ ~ o.w.g ( 5.1.1

where 15 ~ = 0
~ {-1
+1 ~ w.g

and [K] ..
~ ~J

Shape functions are denoted by N.• porosity ~. ~-phase injection

~

rate q • ~-phase viscosity ~ • absolute permeability k. and

~ ~

relative permeabilities k which were taken to be of the

linearised form r~

S (5.1.2
~

A Crank-Nicol~on time stepping procedure was used to integrate

equations ( 5.1.1 ) •
 871

Other assumptions made in the test problems were as follows.

All three fluids were taken to have unit viscosities (Wrr = 1) and
densities, the medium was of unit permeability (k=1), porosity
¢=0.1, and of 10 units in length (so that a pore volume of fluid
would pass through the mesh by time t=1). A mobility boundary
condition, discussed earlier, of q = -1 was taken at the outflow
end, and Po' Sw (=1), and Sg (=0) were specified at the inlet.
Initial conditions assumed an equal mixture of oil and gas,
except at the inlet where there was only water, in accordance with
the boundary condition there.

Results from these test problems showed close similarity in

accuracy to those of two phase flow (solved with the same simulator),
see reference [19]. The front was slightly too high, but well
represented despite being spanned by a single element, and oil and
gas were produced in equal quantities up to breakthrough.

5.2 Miscible Flow

In all the preceding sections the flow of more than one fluid
has been assumed to be immiscible,i.e. the fluids do not mix. Now,
we shall consider the miscible case, where the fluids are allowed
to mix via molecular diffusion and/or hydrodynamic dispersion. A
fully compositional model has been developed for a general model
of N components, each of which may exist in any or all of the M
phases (M,N can be as large as the array dimensions within the
computer code allow, and, of course, M < N). First, we shall
present the governing equations of the general compositional
model, and later consider the case of two component, single phase
miscible flow.

The differential equations are those expressing the conser-

vation of the total mass of each component. Let Cij denote the
mass fraction of the ith component in phase j. The mass of com-
ponent i, per unit bulk volume of porous media, is

M
¢ I ciJ' P J, S, ( 5.2.1
j =1 J

where S, saturation of phase j

J
Pj density of phase j

¢ porosity
The mass dispersion tensor is given by

¢ OJ Pj 'Ye,1J,
872
where 0 includes both diffusive and dispersive effects. The mass
flux for the ith component is given in terms of phase velocity u.
by J
M

j
I=1 c ..
lJ
p. u.
J J

Hence, if qi denotes the volumetric injection rate of component i,

we can express mass conservation as

D. PJ.
J
~C lJ.. } - ~.{ j I=1 p.
J
c .. uJ.}
lJ

( 5.2.2 )

i=1,2, ... ,N

Darcy's law is used to express the phase velocity in terms of

phase pressure P.,i.e.
J

u. ( 5.2.3 )
J

where k. total (absolute x relative) permeability of phase j

J
Il j viscosity of phase j
and Yj bulk density of phase j

Thus ( 5.2.2 ) becomes

M k.
V.
(~J1 D.
J
Pj VC lJ
. .) + v. I
j =1
Pj .. 2
clJ
Il j
(VPj-Y j Vz) + qi

a i=1, ... ,N
~ at (J1
Cij Pj Sj)
5.2.4 )

At this stage we could proceed and discretise these equations, and

introduce more complex ideas such as the adsorption of components
into the stationary rock phase. However, to clarify the pres-
entation, we consider the simplest case of interest - a single
phase (M=1) with two components (N=2). The resulting equations
govern, for instance, the miscible displacement of oil by a
solvent, which is an important process in enhanced oil recovery
techniques. In this case we drop the subscript j, set s. = 1, and
then equation f 5.2.4 ) reduces to J
 873

dC i
k
V. {p~D VC.}
1
+ V.{pC. - (Vp-yVz)}
1 IJ
+ q.
1
p~ at i=1,2
( 5.2.5

Now, by definition, we have

therefore (5.2.5 ) can be given in terms of two unknown

variables, p and C2 , by substituting for C1 , i.e.

i=1:

i=2:

Applying the Galerkin weighted residual procedure to these

equations, with 'no floW' boundary conditions:

(Note: inflow and outflow wells are treated as point sources and
sinks in the differential equations). The resulting non-linear
matrix system is given by

Kz + C~ Q ( 5.2.6)

ie.

where
K1T1 fn (VN)T {p C1T ~ VN} drl
I-l

K1T2
<')
1T fn (VN)T {p~D VN} dn
 Q)
-...J
.p..

1
10
. -)C--_x ~~ '-x ._:::> /~ x
/arolytical sdution

0.8
6
:;:
2
tu 0.6
c
o 0.5 p.v.
u
C 0.4
Q)
>
~
0.2

o I =:""'1( _ _) ( - - _ _ X--)(--)(~
\x 1.0
X'L
RGURE 49. MISCIBLE DISPLACEMENT OF OIL BY SOLVENT USING CO FINITE ELEMENTS
 875

C1[2 <')
1[ Jp</>
n
NT N dn

{ 1, 1[=1
-J
<')
q1[ N q1[ dn 1[ -1, 1[=2

=- J (IlN) T {p C ~
1[ IJ
yllz} dn

The system (5.2.6 ) is integrated in time by a "predictor-corrector"

scheme, due to Douglas and Dupont, i.e.

with K, C, and Q evaluated at mid-time levels, i.e. using

8Z n - 11 + (1-8)z, 8E[O,1]
m+ m

where z is the unknown vector obtained at the last time step and
m
zn- 11 is obtained for the present time step from the last iteration
·m+
(the non-linearity is handled by Picard iteration or "successive
substitution"). Hence the final system to be solved is

[8K + (1/~t)C]znm+ 1 = [(8-1) K+(1/~t)C]z m - Qm+~ ( 5.2.7

Figure 49 shows the typical results obtained in a one-

dimensional simulation (the existing model also has the capability
of modelling two- and three-dimensional problems).

6. RECENT DEVELOPMENTS

This section introduces some of the novel finite element

techniqu~s evolved over the last few years which have particular
relevance to flow through porous media. The need for such special
techniques comes principally from the fact that standard methods
cannot adequately represent the sharp, sometimes almost discon-
tinuous 'fronts' which occur in the mathematical modelling of
multiphase flow through porous media. An alternative is to use
very fine, and hence very costly, meshes in the discretisation
process of standard methods. Before this topic is dealt with in
detail, an extension of the ideas put forward in a previous section
dealing with single phase flow, is presented.
 876

6.1 ,t;.pplications to Geothermal Reservoi-rs

In the section on single phase flow the consolidation of the

porous skeleton, and the effects of coupled heat and mass transfer
were discussed quite separately. These two concepts have been
combined [34] to const-ruct a finite element model for the deform-
ation of a liquid dominated (i.e.hot ~ater) geothermal reservoir.
The dependent variables solved for are displacement, pore pressure,
and temperature. An elastoplastic stress strain law is utilised,
and the physical parameters (excluding th~ density of water) in
the governing equations are assumed constant.

The equilibrium equations can be written as

_d (dO ij ) o ( 6.1.1 )
dX _ dt
1

where 0 =. total stress, ~ = porosity, FS = body force acting on

solid, and Ff = body force acting on fluid. Continuity of the
flow through the porous medium may be expressed as
f s
H} 1
d£ d£ ..
__
d_(k d {E- + + ~ ~ + 11
dX. ij dX. f J dt dt
1 J Y
( 6.1.2
f
where k = permeability, p = pore pressure, y = unit weight of
fluid, H = height above arbitrary level, 0e = volumetric outflow
to external drain per unit volume of solid, and £f and £s are the
v v
volumetric compressions of fluid and solid respectively. Now,
£f
v
= £sv (P,T) and £sv = £sv (as,T), and thus from the 'chain
rule' we obtain

d£f
v d£fl dP d£Vfl n
+
at dPV T at n P dt
( 6.1.3 )
dEs dEs s dEs
v v dO v dT
at --
dO s
at +
aT s dt
T 0
 877
s and S,
f , I<.B
Let KB f SS be t h e bulk modulus an d thermal expansion
coefficients for the fluid and solid phases, which are, by definition,

Sf = d< I
aT P
1
- K f
dE f I
dP v T
B

Therefore the continuity equation (6.1.2 can be written in the

form
_d_
dX.
[k ij _d_ {~
dX. f
1 J Y
s
(1-<jll dO ij dO
-;-sat"" (1-<jll SS 0
+ --3- ij
dT
at + ::It
e o ( 6.1.4 1
B

where 0 .. = Kronecker delta.

1J

The energy, or heat equation is expressed as

~: .J
::l ::l + PfC V~ ::IT
{[ (1-<jll P C +<jlp C IT} - -
at s s f f ::lx. [ k1J
.. f 1 dX.
1 J 1

::l°h
= 0 ( 6.1.5
::It
where PfCf = heat capacity of the fluid, Ps Cs = heat capacity of
the solid, T = temperature, K = thermal conductivity, Qh = heat
loss to external drain, and V~ = apparent veiocity of the fluid.
1
Noting that all parameters, except fluid density, are assumed
constant (6.1.5 1 reduces to
(lP f
aT ::l
(</lCfT) a:t+ [(1-<jll P s Cs + <jlPfCfl ::It aT)
::lx. [k ij ::lx.
1 J

aT ::l°h
+ PfC f v~1 ::lx. ::It
0 ( 6.1.6 1
1
878
Applying the chain rule once again, we may write

Pf
f
PfS. Thus (6.1.6 ) becomes
Kf
B

Pf dP f aT aT
(4)C f T) [f at - PfS at] + [(1-4» PsC s " 4>P f Cf l at
KB

o ( 6.1.7 )

The constitutive equations for total and skeletal stress increments

in terms of strains are given by

da ij + Qij dP = Dijkt {d£~t - d£~i - d£~t - d£~t}

(1 s..
~) da 1J (1~) ~ dP = 0 ijkt {d £kt-
s d £kt
pp - d £kt
c - d £kt
T }
-~ + -~ u ij
c
where 0 = stress/strain tensor, d£kt creep strain increment,
s
d£kt = total strain increment, which in terms of displacement u,
is given by
s 1 [dUk dutl
d£kt = 2" tdXt + dXJ
The pore pressure, and temperature strain increments are given by

dP T SS
d£~~
1J
o.. d£ .. 0 .. -3 dT
1J
1J 3K s 1J
B
The boundary conditions used, to complete the above model, include

(i) equilibrium of external loads and boundary stresses:

0, where n. = unit outward normal and

r 1
F = force/unit area on boundary

b
(ii) prescribed displacements: u = u
 879

(iii) fluid continuity across boundary:

_ n. k.. _a_
~ ~J ax.
(~
f
+ H) _ at
aqo ~ 0,
J Y
b
(iv) prescribed pore pressures: p ~ p

(v) continuity of heat flow across boundary:

a k i.!..... _ aqh = 0 ,
n i PfC f ViT - n i ij ax. at
J

where aqh/at is the heat outflow rate,

(vi) prescribed temperatures: T = Tb

The unknown variables u, P, and T in the finite approximation are
discretised in terms of nodal values and shape functions, ie.

substituting these approximations into the weak form of (6.1.1,

4, 7 ), provided for by the usual Galerkin weighted residual
method, yields the following coupled set of matrix equations:
K dU + L dP + TU dT dF (6.1 .8
dt dt dt dt

M dU + R P + S dP + TP dT aG + H (6.1.9
dt dt dt at
TL dP + TR T + TS dT dTG (6.1.10 )
dt dt dt

The matrices K, L, TU etc., are as defined in [34]. Time dis-

cretisation is accomplished by utilising the equations

U Nt Ut + Nt Ut+Ll.t
1 2

P Nt pt + Nt Pt+Ll.t (6.1.11 )
1 2

T Nt Tt + Nt Tt +Ll.t
1 2
880

where N~ = (1-t/~t), N~ = t/~t are shape functions in time, see

(1.11.9-11), and ~t is the time step size. Denoting a t/~t
the final, time marching, form of the system (6.1.8-10 ) is given
as

L TU

aRM+S TP

TL aTR~t+TS

F + LPt + TU Tt 1

~ ~t + [-(1-a)R~t+S] pt + TP Tt (6.1.12)
at J
aTG ~t + TL pt + [-(1-a) TR ~t + TS]T t
at

Thus, a finite element model has been developed to simulate both

the deformation and flow of a geothermal (hot water) reservoir.
The system ( 6.1.12) can be used to approximate the nodal dis-
placements, pore pressures, and temperatures at any particular
time. The physical parameters are maintained constant in the
above model, with the exception of a pressure and temperature de-
pendent fluid density.

6.2 The Moving Finite Element Method

In all the preceding finite element models the position of the

nodes remained fixed at all times. Miller et al. [22] have
recently introduced a method whereby both the nodal positions as
well as nodal values can vary with time. The results of using such
a scheme, from computational experience, show that the nodes
"migrate" to points where they are required to accurately represent
large spatial gradients, without exhibiting any oscillatory
behaviour or numerical diffusion. A brief summary of the basis of
the technique is: shown here, further details and applications may
be found in [22].

Suppose we have an equation of the form

~ = LCU) (6.2.1
at
where L is a nonlinear partial differential operator. This form
embraces the equations of multiphase flow in porous media. The usual
 881

finite element approach is to find an approximation V to U in the

form
n
V = L a.(t) N.(x)
J J
(6.2.2
j =1

where N. are the shape functions and a. the nodal values at fixed
nodal pdsitions S.. The coefficientsJa. are determined from the
set of ordinary differential equations: J

(N.,L(V)) i=1, ... ,n (6.2.3

l

where (a,B) =~ aB dQ -i.e. ( 6.2.3 ) is an expression of the

Galerkin weighted residual approach. Suppose the nodal positions

are allowed to vary, then we now seek an approximation of the
form:

From the chain rule of partial differentiation we can write

.
V L (~.N. + S.M. ) (6.2.4
j J J J J

where
av
N.
J = aa.- M.
J
_ dV
- as. (6.2.5
J J

Let R = V-LeV), the residual function. A system of ODE's

analogous to ( 6.2.3 ) can be derived by minimising (R,R) with
respect to all and S .. Now a. l l

(R,R) (V,V) - 2(V,L(V)) + (L(V),L(V))

L ((Nj,Nk)~j~k + 2(Nj,Mk)~jSk + (Mj,Mk)SjSk)

j,k

- 2 L ((N.,L(V))~. + (M.,L(V))S.) + (L(V),L(V))

j J J J J
(6.2.6

Differentiating (R,R) with respect to a i and Si' we obtain

(R,R) 2(N.,R)
l
o 2(M.,R)=O
l
i=1, •.. ,n
882
i.e. we have a set of 2n ODE's for the 2n unknowns a., S.
l l

L (N .. N.)~.
J J l
+ L (N.,M.)S.
J J l
(N.,L(V))
l
0
j j
i=1, ... ,n
L (M.,N.)~.
J J l
+ L (M.,M.)S.
J J l
- (M.,L(V))
l
0 (6.2.7
j j

The above expressions involve general basis functions N.,M. which

l l
satisfy (6.2.5 ), in addition to continuity and/or integrability
restrictions imposed by the order of L. As an example let the basis
functions N. be the one dimensional linear shape functions (1.9.2 ),
as in Fig.50, i.e.

(x - S. 1) / liS . xdS· 1 ,S.]

J- J J- J

l'
N. (x 1 (x-SJ/lIS j + 1 xdS"S'1]
J J J+
0 x < S. l ' or x > S.
l J- J
( 6.2.8
where liS. ~ S.-S. 1> o.To derive the corresponding basis function
J J J-
MJ., observe that in [So 1,S.J
J- J

v = a. 1 +m.(x-S. 1)
J- J J-

where m.=(a .-a. 1)/(S'-S' 1) is the slope of V in [So 1'S'J.

J J J- J J- J- J
Differentiating this expression with respect to S. gives, for
xdS. 1 ,S.) J
J- J

M. =
J
as
3V
j
= - rn.N.(x),
J J
and similarly for XE(S.,S. 1)
J J+

3V
M. = ~S - mJ'+ 1 NJ.(xl.
J o.
J
 883

1.0 •

•
FIG. 50. Graph of v(x, /) and the MFE basis functions a,{x) and P,{x).

.1
4
.1.
2

(c)
Fia.51. Linear one d1DeDllioual .hape fUDcti0D8 (a). ten fUDcticma (b) azul
mod1fyiDg fUDCtiOU (c).
884

Thus, Mj has a discontinuity at Sj (see Fig.sO). Then we have

-m. N.(x) xe:[S. 1'S,)

J J J- J
M. -m j +1 Nj(x) xdS"S'1)
J J J+
o x < S.J- l' or x > S.J + 1 (6.2.9 )

Re-ordering the variables ai' Si to give the vector

T
y(t) = (a 1 's1' .... ,a.,S., .... ,a S )
1 1 n n

equations (6.2.7 ) may be written in the form

A(y)y = g(y) (6.2.10 )

where A is an nxn block tridiagonal matrix

A1

C2
B1

A2 B2
l
A

A B
n-1 n-1

C A
n n

with
(N.'N.)
1 1
[ i=1, ... ,n
(M.,N.)
1 1

B.1 i=1, .... ,n-1

(N"N'
1 1- 1) (N.,M.
1 1- 1)]
[ i=2, ••. ,n
(M.,N.
1 1-
1) (M.,M.
1 1-
1)
 885
and (N .• UV))
~

i=1 •.•• ,n
(M .• UV))
~

The system ( 6.2.10) may be solved by any standard ordinary diff-

erential equations integrator, the types used in reference [22] are
the implicit stiffly stable methods due to Gear [35]. The solution
at each time step gives the nodal positions as well as the unknown
values. The scheme outlined above requires the use of "regularising"
terms which prevent nodes from 'overtaking' each other, or 'over-
lapping' - i.e. the relative motion of the nodes is. controlled by a
penalty approach. and there is a minimum allowable distance between
nodes (set by the user of such a method).

The scheme can be extended to more than one dimension, and to

systems of equations. In theory we could even have a different,
independently moving, set of nodal positions for each unknown
variable) which would prove useful in problems encountering multiple
fronts moving at differing velocities; this however would be
difficult to achieve in one dimension, let alone for higher
dimensions.
6.3 "Upwinding" Techniques

The use of 'upwind' finite difference schemes is a relatively

old technique, having its origins in the early 1950s. In these
schemes the second order accurate central difference approximations
to first order space derivatives were replaced by first order
accurate differences, biased in the direction opposite to the flow
(hence the name "up-wind"). For instance, suppose we have an
equation of the form

dU = K d2 U
dx dx 2

then a finite difference analogue of this equation, using central

differences, to approximate dU/dx is

U.~+ 1- U~-
, 1
2b.x

where Ui~ U(ib.x), and b.x is the grid spacing. Then, a simple
upwind scheme would be

U.~ -U.~- 1
dU
b.x where dx > 0
886
or U. 1-U, 2U .+ U . 1
1+ 1 K U.1- 1- 1 1+ dU
t:.X (t:.X) 2 where dx < 0

The motivation for deliberately accepting a loss in accuracy, came

from the fact that the central difference approach gave rise to
oscillatory behaviour, whereas upwind differencing lead to smooth
solutions, for convection-diffusion problems with steep fronts or
boundary layers. Asymptotically, as t:.x + 0, the central difference
oscillations would die away, giving a more accurate solution, for
a given t:.x, than the upwind method, which would exhibit a 'smearing'
of any sharp fronts due to the associated artificial or numerical
diffusion. The arguments for and against upwinding have been the
subject of much discussion in recent years and the authors do not
intend to comment on the relative merits of the technique.

The objective of obtaining oscillation free solutions on

comparatively coarse meshes, has stimulated much research into
developing finite element analogues of the upwinding principle.
Two main methods of approach have evolved. Firstly, many attempts
have been made at deriving upwind schemes via the use of upwind
biased test or weighting functions (differing from standard trial
or basis shape functions) in the weighted residual process. This
has given rise to several so-called Petrov-Galerkin methods (the
usual Galerkin method is sometimes known as the Bubnov-Galerkin
method for distinction). Secondly, special quadrature rules have
been devised (where the sampling points/weights are upwind or
'upstream' biased), for the integration required in generating the
element matrices associated with convection terms. Reference [21]
contains several articles on the subject of upwinding in both
finite difference and finite element fields. J.C. Heinrich and
D.C. Zienkiewicz [21, pp. 105-136] give a fairly complete review
of the development of finite element upwind techniques, and also
provide an extensive reference section on the subject.

In order to illustrate the Petrov-Galerkin approach let us

consider the following simple case. Trial functions Ni are taken
to be standard piecewise linear (Fig.51), which, in terms of local
coordinate -1 ~ ~ ~ 1, can be written as

N~(~)

where the superscript 'e' is used to emphasize that only the shape
functions within a single element 'e' are under consideration.
Test or weighting functions, as proposed by Christie et al. [36],
for a constant coefficient, steady state, one dimensional con-
vective-diffusion equation, can be constructed by using a modifying
function
 887

6.3.1 )

in the form
N~(s)

( 6.3.2

where a is a parameter chosen to depend on the local element

Reynolds or Peclet number (which represents the ratio of convective
to diffusive effects). When used in the weighted residual pro-
cedure the test functions l 6.3.2 ) produce equation systems
corresponding to central difference when a = 0, and to 'full' up-
wind differencing when a = ± 1 (sign depends on flow direction).
Figure 51 illustrates the test functions N~, N~ for the case when
a = 1.

6.4 Local Mesh Refinement

As previously discussed in the section on two-phase (incom-

pressible medium) flow, it would be advantageous to develop an
algorithm whereby a region of fine discretisation would 'track'
the oil-water interface, as it passed through the reservoir.
Lewis et al. [17] demonstrated the benefits of such a scheme for
a one-dimensional case, where increased accuracy was obtained over
the conventional 'fixed' mesh approach for similar numbers of
unknown parameters (or 'degrees of freedom'). Although the method
modelled the front adequately, it was realised that a more
sophisticated technique would be needed to generalise the 10cal
mesh refinemen~ procedure to more than one dimension and for non-
uniform meshes.

Therefore, recent effort has been directed by the research

team at Swansea to produce a two-dimensional automatic (or 'self-
adaptive') mesh refinement algorithm. Development is still at an
early stage, but initial results show the great potential, in
terms of computational efficiency, of the method. In the following
paragraphs the aims of the method will be outlined, and the results
achieved thus far will be presented.

The region under investigation is assumed to be rectangular

inform as in the 'five-spot' problem described earlier. This is
discretised into a relatively coarse mesh as shown in Fig.52.
The heavy lines represent possible contours, at different times
of the oil-water interface. In the diagramtt can be seen that
elements whose boundaries are crossed have been further sub-
divided to give the required local level of discretisation. Thus,
a fine 'mesh' would occur only in regions where high gradients
exist (or are likely to exist at the end of the next time step).
888

~v

FIGURE 52 COARSE MESH WITH REFINEMENT ABOUT FRONTS

 889

I 1::p~

:>
(b) x

I 1I1111I11111 I I I I I I I
(e)

I I I I11111111111111 I I I I
(e)

FIGURE 53 (a) COARSE MESH,(b) INITIAL SATURATION DISTRIBUTION,

(e) CALCULATED INITIAL RE~ED MESH, (d) SATURATION
AT LATER TIME,(e) MESH USED TO PROVIDE (d).
890
Away from these regions a much coarser mesh will adequately model
the problem.

Once the refined meshes have been constructed, the standard

Galerkin process can be applied in the usual manner to give the
necessary system of algebraic equations. However, the construction
of the refined elements in an automatic manner, and their de-
refinement after the front has passed through them requires complex
computer coding. The arrays containing information about the
finite element mesh, such as element numbering, nodal connectivities,
nodal coordinates, element material properties (for heterogeneous
reservoirs), etc., [1], [2], all have to be extensively manipulated,
both for the refining and the de-refining processes. Other
inherent difficulties include the interpolation between adjacent
coarse and refined elements, and the choice of time step size,
related to the level of discretisation, to maintain stability.
Thus the amount of 'book-keeping' involved in any code utilising
such a scheme would be greatly increased. Nevertheless, results
indicate that this increase in computer time is more than com-
pensated for by the large decrease in the number of degrees of
freedom required for a given accuracy.

As an example, a two dimensional mesh was generalised to model

a one dimensional 'waterflood' problem, with 10 coarse elements
and refinement taking place in one direction only, Fig.53(a).
Dimensionless parameters were used for the test problem, e.g.
L = 1, and the initial saturation distribution was taken to be
that shown in Fig.53(b). The degree of refinement was arbitrarily
chosen so that an element is divided into 6 smaller elements.
Fig.53(c) shows the refinement which has taken place due to the
imposition of the initial conditions. Note that both the element
enclosing the front, and the next element 'ahead' (in the
direction of flow) are refined. The front progresses along the
mesh successively refining and de-refining elements as it proceeds.
Fig. 53(d) shows the saturation distribution at a later time,
calculated using the mesh in Fig.53(e).

To evaluate the potential of this method, a comparison was

made with an essentially identical problem, but with 60 elements
used in the discretisation with no refinement (corresponding to
all 10 elements being subdivided by a factor of 6). The results
show virtually no difference in the saturation distributions, but
the local refinement method took markedly less computer time.
The times (measured on an ICL 19045 system at Swansea) are

60 element mesh
'" 2000 sees, for 20 time steps

10 element (refined mesh) 400 secs, for 20 time steps

'"
(The refinement method actually uses (10-2) + (2x6) = 20 elements
- since no more than 2 elements were refined during the 20 time
steps) •
 891
Hence, these results provide an impetus to develop more
complex algorithms using the above scheme as a basis. For example
it should be possible to have successive refinement (i.e.refine-
ment of previously refined elements) to further enhance the
accuracy in the neighbourhood of the front.

6.5 Discontinuous Elements

Another recently developed technique for solving problems with

steep 'fronts' is one which utilises "discontinuous elements".
This scheme has the ability to solve problems exhibiting discon-
tinuous 'shock' fronts (e.g. the Buckley-Leverett problem) to a
high degree of accuracy. Let us consider a 'normal' Co piecewise
continuous finite element mesh with nodes located at the position
of the discontinuity. Now, allow the frontal nodes to have two
distinct values for the variable being solved for, i.e.

such that

where H is the 'height' of the discontinuity. Thus if H is known

(or determined via an 'entropy' condition), and the velocity of
the discontinuity given by, for example, a Rankine-Hugoniot
condition, then the discontinuous element method may be expected
to yield e~act solutions. The concept of a discontinuous frontal
node is perhaps best described in one dimension, as in Fig.54.
Figure 54(a) shows the conventional method of discretisation with
a linear approximation to the shock front - note this is the best
linear approximation obtainable with such a coarse mesh, something
rarely achieved in practice. Figure 54(b) illustrates the dis-
continuous element approach. Note how the node nearest to the
discontinuity has moved to that position, and takes the two values
necessary to represent exactly the jump discontinuity.

In order to achieve this new discretisation, extra effort is

required for the list-processing or "book-keeping" involved in a
computer code. The moving node has to be identified and given
two values, as well as new coordinates. Also, the adjacent
elements have to make use of the appropriate value (~+ or ~_)
in constructing the relevant non-linear matrix system.

In two dimensional meshes a further complication has been

overcome by ensuring that the 'front nodes' are situated along the
contour of the discontinuity. A front tracking algorithm has been
developed which permits the mesh to deform locally in the vicinity
of the front, and subsequently to 'recover'. Typical deformations
are shown in Fig.56, for a triangular mesh used to analyse a five
spot problem.
892

1
normal ized <)-_--(:>-_--(:>-_-<>- -- -ardytical solution
saturation -best possible discretised
solution (linear elements)

(a)
distance

. 1
normallz ed o--~o----(:>----<>---.

saturation o conventional node

e discontinuous node

(b)
distance

FIGURE 54 DISCRETISATIONS. (a) CONVENTIONAL. (b) DISCONTINUOUS

- analytical solution
0.33 P.v.
• •• discontinuous element solution
(6 nodes)
05

'-;:---.,,-'-;;:=-.,,----:::L:'=--"---1-,, -----;:>~
><:Ox

0.0 0.25 0.5 0.75 1.0 x'L

e----.--. e----e----e
1 2 3 4 5 G

swt
1.ox---x---,,---><---x
0.75 P.V.
05

~ _ _~~___~~___ x._ _ _ *: ____~;.~

1.0
00.°____.0-°._25_-0-_0_.5--()....--<0)-.7_5_---<:1 x'L
1 2 3 4 5 6
FIGURE 55 BUCKLEY - LEVERETI SATURATION PROFLES (LINEAR R.P. CURVES
AND UNIT MOBLITY RATIO)
 893

base mesh

position of the ---~

d si cCf)tinuity

I
/
deformed mesh

FIGURE 56 MESHES USED IN ANALYSING FIVE SPOT PROBLEM

BY DISCONTINUOUS ELEMENT METHOD
 894

This technique has been successfully implemented both in 1

and 2 dimensions, showing excellent agreement with the Buckley-
Leverett (1-0) and Morel-Seytoux (2-D) analytical solutions,
provided that steady state conditions are achieved prior to the
introduction of the discontinuity into the domain (see Fig.55).

The major advantages of this scheme include its ease of

implementation, and the ability to represent discontinuities
accurately for very coarse meshes, giving substantial savings in
computational costs. The main limitation of the algorithm is that
only discrete discontinuities can be modelled to a high degree of
accuracy. However, investigations have shown that the technique
remains stable for low levels of dispersion (i.e. very sharp but
not discontinuous fronts), and still compares favourably with
standard simulation methods.

ACKNOWLEDGEMENTS

The authors wish to acknowledge the efforts of present and

former colleagues, some of whose work is reviewed in this paper.

LIST OF SYMBOLS

o diffusion/dispersion coefficient

~t time step size

V 'del', vector differential operator

E total strain

g gravitational acceleration

r boundary of domain of interest

J Jacobian matrix

k total permeability

k relative permeability
r
K bulk modulus of solid
s
Kf bulk modulus of fluid

L1 ,L 2 ,L3 area coordinates of triangle

~ viscosity

N. shape functions
l
 895

n unit outward normal to r

v Poisson's ratio

n domain of interest

P pore pressure

P capillary pressure
c
~ porosity

p density

S saturation of TI phase
TI

o total stress

0' effective stress

t time

T temperature

W. weight, or test functions

J
~,n local, 'normalised', element coordinates

REFERENCES
1. Zienkiewicz,D.C. The Finite Element Method, 3rd Ed.,
McGraw-Hill, 1977.
2. Hinton,E. and D.R.J. Owen. An Introduction to Finite Element
Computations. Pineridge Press, 1979.
3. Irons,8.M. and S. Ahmad. Techniques of Finite Elements.
Ellis Horwood, Chichester, England, 1979.
4. Martin,H.C. and G.F. Carey. Introduction to Finite Element
Analysis. McGraw-Hill, 1973.
5. Cheung,Y.K. and M.F. Yeo. A Practical Introduction to Finite
Element Analysis. Pitman, London, 1979.
6. Desai,C.S. Elementary Finite Element Method. Prentice Hall,
Englewood Cliffs, New Jersey, 1979.
7. Strang,W.G. and G.J. Fix. An Analysis of the Finite Element
Method. Prentice Hall, Englewood Cliffs, New Jersey, 1973.
8. Lewis,R.W. and B.A. Schrefler. "A Fully Coupled Consolidation
Model of the Subsidence of Venice". Water Resources Research
14 (1978) 223-230.
9. Schrefler,B.A., R.W. Lewis and V.A. Norris. "A Case Study of
the Surface Subsidence of the Polesine Area". Int. J. Num.
Anal. Meth. in Geomechanics 1 (1977) 377-386.
896

10. Schrefler,B.A., R·.W. Lewis and C. Majorana. "Subsidence

above Volumetric and Waterdrive Gas Reservoirs". Int. J.
Num. Meth. in Fluids 1 (1981) 101-115.
11. Comini,G. and R.W. Lewis. "A Numerical Solution of Two-
Dimensional Problems Involving Heat and Mass Transfer".
Int. J. Heat Mass Transfer 19 (1976) 1387-1392.
12. Lewis,R.W., M. Strada and G. Comini. "Drying Induced Stresses
in Porous Bodies" Int. J. Num. Meth. Eng. 11 (1977)
1175-1184.
13. Lewis,R.W., K. Morgan, H.R. Thomas and M. Strada. "Drying
Induced Stresses in Porous Bodies - An Elastoviscoplastic
'Model", Compo Meth. App. Mech. Eng. 20 (1979) 291-301.
14. Thomas,H.R., K. Morgan and R.W. Lewis. "A Fully Non Linear
Analysis of Heat and Mass Transfer Problems in Porous Bodies"
Int. J. Num. Meth. Eng. 15 (1980) 1381-1393.
15. Thomas,H.R., R~W. Lewis and K. Morgan. "An Application of
the Finite Element Method to the Drying of Timber". Wood
and Fiber 11 (1980) 237-243.
16. White,I.R., R.W. Lewis and W.L. Wood. "The Numerical
Simulation of Multiphase Flow Through a Porous Medium and its
Application to Reservoir Engineering". Applied Mathematical
Modelling 5 (1981) 165-172.
17. Lewis,R.W., I.R. White and W.L. Wood. "A Starting Algorithm
for the Numerical Simulation of Two Phase Flow Problems" ..
Int. J. Num. Meth. Eng. 12 (1978) 319-329.
18. Morgan,K., R.W. Lewis and I.R. White. "The Mechanisms of
Ground Surface Subsidence above Compacting Multiphase
Reservoirs and their Analysis by the Finite Element Method".
Applied Mathematical Modelling 4 (1980) 217-224.
19. Johnson,K.H. "The Finite Element Analysis of Multiphase Flow
Through Porous Media"., Ph.D. Thesis, University of Wales,
1980.
20. White,I.R. "The Finite Element Analysis of Multiphase Flow
in Porous Media and Its Application to Reservoir Engineering",
Ph.D. Thesis, University of Wales, 1978. .
21. Hughes,T.J.R. (ed.) Finite Element Methods for Convection
Dominated Flows. ASME AMD Vol.34.
22. Gelinas,R.J., S.K. Doss and K. Miller. "The Moving Finite
Element Method: Applications to General Partial Differential
Equations with Multiple Large Gradients". J. Compo Phys
40 (1981) 202-249.
23. Buckley,S.E. and M.e. Leverett. "Mechanism of Fluid Dis-
placement in Sands", Trans., AI ME 146 (1942), 108.
24. Gambolati,G. and R.A. Freeze. "Mathematical Simulation of
the Subsidence of Venice, 1, Theory". Water Resour. Res.,
9(3), 721-733, 1973.
25. Gambolati,G., P. Gatto and R.A. Freeze. "Mathematical
Simulation of the Subsidence of Venice, 2, Results".
Water Resour. Res. 10(3), 563-577, 1974.
 897

26. Mozzi, G. et al. "Situazione idrogeologica nel sottosuolo di

Venezia: Evoluzione delle pressioni di strato negli aquiferi
artesiani". Tech. Rep. 66, Cons. Nax. delle Ric., Lab.
per 10 stud. della Din. delle Gronde Masse, Venice, 1975.
27. Luikov,A.V. Heat and Mass Transfer in Capillary Porous
Bodies. Pergamon Pr., Oxford (1966).
28. Nikitenko,N.I., I.M. Piyevskiy and A.S. Khomenko. "Determination
of stresses arising in drying of ceramic blocks". Heat Transfer
- Soviet Research 5 (1973), 176-179.
29. Keylwerth,R. "The variation of the temperature of wood during
the drying of veneers and sawn wood". Holz Roh Werkst.
10(3), 1952, 87-91.
30. Gray,W.G. and K. O'Neill. "On the General Equations for Flow
in Porous Media and Their Reduction to Darcy's Law". Water
Resour. Res. 12(2), 1976, 148.
31. Whitaker,S. "Diffusion and Dispersion in Porous Media".
AIChEJ. 13 (1967), 420.
32. Bear,J. Dynamics of Fluids in Porous Media. American
Elsevier, New York, 1972.
33. Geertsma,J. "The Effect of Fluid Pressure Decline on Volume
Changes of Porous Rocks". Trans., AIME, 210 (1957), 331.
34. Lewis,R.W. and N. Karahanoglu. "Simulation of Subsidence in
Geothermal Reservoirs". 2nd Int. Conf. on Num. Methods in
Thermal Problems, Venice 1981, Published by Pineridge Press.
35. Gear, C.W. "The Automatic Integration of Ordinary Differential
Equations". Comm. Assoc. Comput. Mach. 14 (1971), 176-179.
36. Christie,I., D.F. Griffiths, A.R. Mitchell and D.C. Zienkiewicz.
"Finite Element Methods for Second Order Differential Equations
with Significant First Derivatives". Int. J. Num. Meth.
Eng. 10 (19763, 1389-1396.
 899

COMPARISON OF FINITE DIFFERENCE AND FINITE ELEMENT METHODS

w. G. Gray

1. INTRODUCTION 901
2. BASIC CONCEPTS OF NUMERICAL SOLUTION TO DIFFERENTIAL
EQUATIONS 902
2.1. Finite Difference Philosophy 903
2.2. Finite Element Philosophy 904
3. FINITE DIFFERENCE APPROXIMATIONS 905
3.1. Curve-Fitting for Finite Difference
Approximations (I-D) 905
3.2. Taylor Series Expansions for Finite
Difference Approximations (I-D) 912
3.3. Finite Difference Approximations in
Two-Dimensions on Arbitrary Nodes 914
3.4. Finite Difference Approximations on
a Two-Dimensional Regular Grid 920
3.5. Finite Difference Approximations on
a Three Dimensional Space-Time Regular
Grid 927
4. FINITE ELEMENT APPROXIMATIONS 930
4.1. The Method of Weighted Residuals 930
4.2. Finite Element Approximations on a
Two-Dimensional Regular Grid 934
4.3. Finite Element Approximations on a
Three-Dimensional Space-Time Regular
Grid 941
5. SUMMARY 948
6. REFERENCES 951
7. SYMBOLS 951
 901

COMPARISON OF FINITE DIFFERENCE AND FINITE ELEMENT METHODS

William G. Gray

Department of Civil Engineering

University of Notre Dame
Notre Dame, IN 46556

1. INTRODUCTION

A paper which purports to make a comparison between finite dif-

ference and finite element methods is doomed to be met with much
criticism. The reason for this inevitable fate is that a study
such as this must contain a high degree of subjectivity which many
readers will have cause to disagree with. Issues such as ulterior
motives of the author, the proficiency of a computer programmer,
the blurring of features which distinguish finite element from
finite difference methods and the reader's own biases or prefer-
ences make presentation of a satisfactorily complete and inoffen-
sive comparison of these two numerical techniques virtually impos-
sible.

Despite these drawbacks, a comparative discussion of finite

element and finite difference methods can be a fruitful exercise in
that many features traditionally associated with one method are re-
vealed to have some applicability to the other method. In fact, much
current research which ostensibly is designed to improve the finite
element method in fact is borrowing concepts from traditional finite
difference theory and incorporating those concepts into a different
framework. Of course, some advances in finite difference modeling
have also been made as counterparts to alleged advantages of finite
element modeling. The rather extensive cross-breeding of the two
methods, particularly in the last five years, has made a study today
which points out unique features of one of these methods more diffi-
cult than it would have been a few years ago. Furthermore because
numerical methods are used today in fields as diverse as quantum
mechanics, aerodynamics, and hydrology, the technical outlets for
advances in the use of numerical procedures are many and varied.
902

Thus a common feature of finite element applications in one field

may be essentially unknown in another field. A purported distin-
guishing feature between finite element and finite difference
methods in one field may be a unifying feature in another field.

In the present paper, we will consider some aspects of finite

element and finite difference modeling. Although some features will
be associated with one approximation, this does not exclude the
possibility of incorporating the feature into the other approxima-
tion. The goal here is not to show preference of one general numer-
ical procedure to another but to show numerical manipulations of
both methods which are responsible for the utility of each method
Comparisons of efficiency in both computer time and storage are
avoided becuase efficiency typically depends more strongly on the
ability of the programmer to make good use of his computer than any
other single item.

2. BASIC CONCEPTS OF NUMERICAL SOLUTION TO DIFFERENTIAL EQUATIONS

Numerical methods, as described here, are merely tools used

to enable one to replace a differential equation valid in a region
with an approximate set of algebraic equations in a similar region
which is then solved. If a differential equation were solved exact-
ly by analytic procedures, the solution would appear as some corrr
bination of mathematical functions. Subsequent interest in the
value of the solution at various locations within a domain of
interest would require that the functions be evaluated. Often, when
the functions are of a complex form, the computer must be used to
determine the values of the function at the points of interest. In
many cases the analytical solution will be in terms of an infinite
sum or some transcendental functions which can be evaluated only
approximately. Nevertheless it is often possible to control the
accuracy of the evaluation by careful use of the computer. The
steps outlined above do require some facility with number manipula-
tion on the computer and do yield an approximate value of the solu-
tion at points of interest. However the actual steps involve numer-
ical evaluation of an analytic solution to a differential equation
rather than numerical solution to the differential equation. The
differences between these concepts is the presence of an exact ana-
lytical expression as an intermediate step in the former case, and
the use of an approximation to the differential equation in the
latter case.

Numerical methods allow the scientist to replace a complex

problem involving differential equations with a similar but more
tractable problem. In the absence of any guidelines for performing
the replacement, the procedure could be hazardous and ineffective.
The finite element and finite difference methods are merely struc-
tured procedures for approximating the differential system. In
 903

philosophy the methods are quite different, but in practice they

have many similarities.

Numerical methods are used because they allow for solution of

a' broad range of problems which otherwise could not be treated.
Problems involving irregularly shaped boundaries, materials with
high variation in properties,_ non-linear differential equations,
and complex boundary conditions which may be unsolvable analytically
often reduce to straightforward exercises with numerical methods.
Furthermore, changes in problem geometry or physical parameters are
often easily accomodated within a numerical model whereas the use
of analytical methods would require a complete reanalysis of the
problem. Nevertheless analytical solutions are still useful in
that they often furnish information on the functional dependence of
one property on other properties. Analytical solutions to ideal-
ized systems also serve as standards for comparison of numerically
computed results.

With these preliminary considerations, we will now turn to the

phi~osophies and structure of the finite difference and finite ele-
ment procedures.

2.1 Finite Difference Philosophy

In elementary calculus we define the derivative as the dif-

ference between values of a function at two points divided by the
distance between the points taken in the limit as the distance ap-
proaches zero. For example
df = lim f(x + 6x) - f(x)
(1)
dx 6x~0 6x
Finite difference procedures involve the inverse of the above pro-
cess such that a derivative based on a differential distance dx is
approximated as a difference based on some distance 6x. Of course
in making the approximation an error is introduced. Finite differ-
ence theory is concerned with ensuring that the error is of a magni-
tude which is tolerable within the constraints of the problem under
study, the size of the computer, and the budget of the scientist.

The finite difference philosophy is based on replacing the dif-

ferential equation which holds for the entire domain under study
with a number of discrete approximations to the differential equa-
tion which model the equation at investigator-selected points. The
approximations are chosen according to the judgment of the user and
in such a way that the approximation at one point depends to some
degree on the nearby points. A simple approximation at a point may
only depend on the immediate neighboring points. A complex approxi-
mation conceivably could depend on all other points. Thus although
the finite difference procedure utilizes local approximations, we
see that it is possible for points throughout the entire domain to
contribute to the local approximation.
904

2.2 Finite Element Philosophy

In contrast to the finite difference procedure which involves

a number of local approximations, the finite element method relies
on looking at a problem from the global point of view. Firstly,
we recognize that any analytic solution might be expressed as an
infinite sum involving a complete set of basis functions. Analyti-
cal solutions typically involve series of orthogonal functions.
However for finite element analysis we will select the functions
that we wish to use, typically polynomials of some sort, and require
that the solution be expressed as a sum involving these polynomials.
Each polynomial in the sum has a coefficient and the solution of
the problem thus reduces to solving for those coefficients. Be-
cause we have approximated the solution, the differential equation
is not necessarily satisfied exactly but may contain an error.
Thus we solve for the coefficient in the summation by requiring the
error in the approximation to have certain properties. For example,
we could require that the error at certain points be zero, or we
could require that some weighted average error over the domain be
zero. We impose enough constraints so that we are able to solve
for all the coefficients in our series approximation. An interest-
ing point here is that we write an approximation to the solution
over the entire domain and require that some average errors over
the entire domain be zero. Thus, in contrast to the finite differ-
ence approximations, we adopt a global point of view rather than a
local viewpoint.

In discussing finite differences we said that the local ap-

proximations could draw information from the entire domain giving
them a pseudo-global character. This apparently implies that we
could view both finite element and finite difference procedures
from a global perspective. Alternatively, we may select the func-
tions used in our finite element series expansion such that each is
non-zero only over a limited region of the domain. Also we may
select the weighting function for the averag~ng of errors such that
they are non-zero only over localized regions. Although we would
still average over the entire domain, in fact only a portion of the
domain would contribute to each error averaging. The global finite
element method thus assumes a pseudo-local character and may be
viewed from the same perspective as finite difference approximations.

When developing computer codes based on numerical methods, it

is more efficient to consider many interacting juxtaposed local
regions than to consider one global region many different ways and
times. Thus finite element and finite difference procedures in ap-
plication both appear to be local approximations although they are
definitely obtained from differing perspectives.

In the sections which follow, we will examine the finite ele-

ment and finite difference procedures with a view toward their com-
 905

parison. However before this is done in the context of solution of

a differential equation, it will be useful to examine independently
the derivation of finite element and finite difference approxima-
tions.

3. FINITE DIFFERENCE APPROXIMATIONS

The finite difference method consists of developing approxima-

tions to a differential equation at many locations throughout the
domain of interest. The modeler discretizes the domain by select-
ing points or nodes at which he wishes to use the approximations.
Although, in theory, one may select nodes anywhere in the domain,
Shoup (1) points out that regular mesh patterns are usually required
and economical mesh grading is difficult to obtain. It is suggested
herein that the advantages of the finite difference procedures
lie in the use of a simple, regular grid which thus allows the user
to easily develop many alternative approximations to a differential
equation. If one wishes to use an irregular grid and develop all
the bookkeeping necessary to keep track of nodal locations and
derivative approximations, one might as well use the finite element
procedure.

Two methods in common use for the development of finite differ-

ence approximations are the curve fitting technique and the Taylor
series expansion technique. We will examine the techniques in de-
tail for one-dimensional problems and indicate how they are extend-
ed to problems of higher dimensionality.

3.1 Curve-Fitting for Finite Difference Approximations (I-D)

Consider the grid in figure 1 which lies in a portion of the

one-dimensional x-domain. Assume that this domain is discretized
and some of the nodes selected are indicated as x i _ 2 through x i +3 .

f
\

' ..
\

'-- ~
~---~

,
I

.,
• •+ •+
I
l. ______ •

Xi _ 2
•
X i-I Xi Xi I Xi 2
.------
Xi + 3 X

Figure 1. Plot of f as a function of x.

906

(We will adopt the convention that x j + l > Xj for all j.) The dis-
tance between nodes is not necessarily constant. We are' interested
in determining approximations to the derivatives of some function
f(x). By the finite difference procedure we wilt approximate these
derivatives in terms of f evaluated at the nodal locations where
f(X j ) = f j • If we are interested in the ~ derivative of f, we
must use at least N+l nodal locations to obtain a non-trivial ap-
proximation. For example, we may approximate f on the interval
x i _ 2 .::. x .::. x i +l as

1 1 (x - xi+k.)
f I f.+. 1f (1)
j=-2 1 J k=-2 (Xi+j - x i+k)
klj

where f is the approximation to f. Note that we have arbitrarily

elected to use all nodes between x i _ 2 and x i + l and only those nodes.
We could have included information from nodes outside the field of
interest and/or have excluded nodes within the range of interest.
Because we have used four nodes, we can approximate up to the third
derivative of f

I I I (x - xi+k.)
df I
-=
dx I fi+j I 1T (2)
j=-2 m=-2 (xi+j - xi+m) k=-2 (xi+j - xi+k)
mlj klj ,m

d2 f
I I I
I I
I fi+j I - x ) I -
dx2 j=-2 m=-2 (xi+j i+m n=-2 (xi+j xi+n)
mlj nlj,m

I (x - xi+k)
1f (x i + j - xi+k)
(3)
k=-2
kfj,m,n

I I I
d 3f I I
dx 3
I
j=-2
fi+j I
m=-2 (xi+j - xi+m)
I
n=-2 (xi+j - xi+n)
mlj n#j,m
 907

1
1
I (4)
k=-2
kij,m,n
A 2A
.. df d d f given in equations (2)
Note that the approxlmatlons to dx an ---
dx 2
and (3) depend on space. This means that different approximations
will be obtained at different locations. However the approximation
given by (4) for the third derivative does not depend on space and
hence we obtain a constant value for the third derivative when
using a four node approximation. The accuracy of the approximation
seems to decrease as we go to higher derivatives with an approxima-
tion using a finite number of points. Thus to maintain a similar
order of accuracy for all derivatives, we would need to use a
greater number of points for higher derivatives.

If we consider the case where the distance between nodes is

equal such that x = ph where h is the spacing, equations (2)-(4)
become: p

1 1 1 1
df Ix - (i + k)h]
dx I I fi + j (j _ m)h ~ (j - k)h
(5)
j=-2 m=-2
mfj kij,m

1 1 1 1
1 [x - (Hk)h]
I I I fi +j 2 1f (j-k)h
j=-2 m=-2 n=-2 (j-m) (j-n)h k=-2
mij nij,m kij,m,n

(6)

III
1
I I
m=-2 n=-2
I
k=-2
f.+.
l J (j-m) (j-n) (j-k)h
3 (7)

m#j nij,m kij,m,n

If we now eva1ua~e these derivatives at, for example, x. 2 we ob-

tain l-

df -l1f.l- 2 + 18f.l - 1 9f.l + 2fH1

(8)
dx 6h
xi _ 2

d2 f 2f.l- 2 - Sf.l- 1 + 4f.l - fHI

(9)
dx 2 h2
xi-;Z
908

-f i _ 2 + 3f i _ l - 3f i + f i +l
(10)
h3

These approximations depend on a) the location where the deriva-

tive is evaluated; b) the number of points used in the approxima-
tion; and c) the locations of the po in ts used in the approxima-
tion. In developing a derivative expression at a node, one is free
to determine b) and c) arbitrarily except for the constraint that
an efficient finite difference formulation will have a regular mesh
pattern. For example, at node i-2, the following alternative ap-
df
approximations for dx may be obtained using polynomial inter-
xi _2
polation and the indicated nodes where consecutively numbered nodes
are assumed to be separated by a distance h:

nodes i-2, i-l, i

df -3f. 2
l-
+ 4£.l- 1 f.l
(lla)
dx 2h
xi _2

nodes i-2, i-l

df -f. 2
l-
+ f.
l-l
(llb)
dx h
xi _2

nodes i-2, i

df -f. 2
l-
+ f.l
(llc)
dx 2h
xi _2

nodes i-2, i-l, Hl

df -8f. 2
l-
+ 9f. 1
l-
- fHl
(lld)
dx 6h
xi _2
 909

nodes i-3, i-2, i-I

df -f.1- 3 + f.1- I
(lle)
dx 2h

In a computer code it is therefore possible to select any of these

or the many other possibilities that exist for the approximation to
the derivative. The actual selection is usually made to optimize
the accuracy and the efficiency of the code.

In the above discussion, nothing has been said about the size
of the error generated when using discrete approximations to the
derivative. Indeed, one drawback to using polynomial interpolation
to generate the difference expressions is that no error estimate is
obtained directly. It is possible to determine the error by apply-
ing the difference expression successively to polynomials of higher
degree until an error is detected. Then the dependence of this
error on the grid size and the derivatives of the polynomial may
be obtained. For example, to determine the error of expression
(lId) consider the case where x i _ 2 = 0, ~i-l = h, and x i + l = 3h.

Expression (lId) is the expression for ~! Since we are inter-

ested in ~! ' there will be an error such that

df -8f, 2 + 9f, 1 - f'+l

1- 1- 1 + E (12)
dx 6h

When f = 1 df = O. Equation (12) reproduces this result exactly

, dx df
with E=O. When f=x, = 1 and equation (12) becomes
dx

1 -8(0) + 9(h) - (3h) + E (13a)

6h
or

1 = I + E (13b)

Thus (lId) is exact for first degree polynomials. When. f = x2,

df df
2x and - is zero. Equation (12) becomes
dx dx
910

-8(0) + 9(h 2 ) - [(3h)2] + E (14a)

o 6h
or

o=0 + E (14b)

This shows that (lId) is exact for second degree polynomials. For

the third degree function. f = x 3 , df

dx = 3x 2 and df
dx
x.1- 2=0
Here equation (12) becomes

-8(0) + 9(h 3 ) - [(3h)3] + E (lSa)

o h

or
(lSb)

Because the error is first non-zero for the third degree polynomial,
it is clear that the error depends on the third derivative or

2 3f
E = l8h = cd - (16)
dx 3

where C is a constant. Because the third derivative of x 3 is 6, C

must equal 3h 2 The error given by (16) is the leading error term
and then (12) becomes

df -8f. 2 + 9f. 1 - f·+ l d3f 2

1- 1- 1 . + 3 --- h + E (17)
dx 6h dx3 1

where El accounts for additional error which depends on derivatives

higher than the third. Of course the components of El may be cal-
culated by continuing to examine polynomials of higher degree.
Practically, the leading error term is usually the term of interest
and El would not be computed.

Although the above method for determining the error of an

approximation may seem clumsy, in fact it may be the simplest
method for determining the truncation error of a given complex ex-
pression. When an expression is being derived by the Taylor series
method, as discussed below, the error term is obtained directly as a
byproduct.
 911

In the preceding discussion, we have considered interpolation

usin~ ·only the values of the function at' nodes. Discrete approxi-
mations to derivatives are most often based on these types of inter-
polations. However, if the values of the function and some of its
d~rivatives are known at nodes, this derivative information can be
included in the interp~lation. For example if a function and its
first M derivatives are known, at N nodal locations, an interpola-
tion polynomial of degree (M+l)N-l may be fit through the data.
The most common usage of this type.of interpolation for finite dif-
ference models occurs when a function and its first derivative are
known at two locations. With M=l and N=2 our interpolation may be
done using a 3 rd degree, or cubic, polynomial. These polynomials
are known as Hermitian cubics. The interpolation fo'r this case
using nodes i and i+l is
2
1 (x - x'+ l .) (2x'- 3x.+. + x'+ l .)
-J ~ J
L
~ ~-J
f fi+J'
j=O

2
1 df '+. (x - x.+.) (x - x'+ l .)
+ L ~ ~ J ~ -J (18)
j=O dx (x i + l _ j - x i + j )2

Using this relation, we can obtain, for example, the approximation

for the second derivative by differentiating twice. At some posi-
tion x i + a

d2 £ (12a - 6) (6a - 4) df i (6a - 2) dfi+l

2 h2 (f i - f i + l ) + h dx + h dx
dx
i+a
(19 )
where

a is chosen such that 0 < a < 1, ana

By using successive substitution of polynomials of increasing de-

gree, it can be shown that the leading error term is

E (20)

which has a minimum at a 1/2, midway between the two interpola-

tion points.
912

Interpolation of this sort is not commonly used in finite dif-

ference simulations, in part because two unknowns per node, the
function and its derivative, must be solved for rather than only
one. However Holly and Preissman (2) have shown that this techni-
que may be used to good advantage when solving problems where the
first derivative is large.

In summary, we may obtain one-dimensional approximations to

the pth derivative of a function from interpolation polynomials of
degree p or higher. The leading error term of the approximation
may also be obtained by using the method of successive substitution
of polynomials into the difference expressions. The difference ex-
pressions obtained may be substituted into differential equations
as a basis for a numerical finite difference solution computer code.

3.2 Taylor Series Expansions for Finite Difference Approximations

(l-D)

The Taylor series method does not provide any additional in-
formation about difference expressions that cannot be obtained by
the interpolation procedure. This method is slightly more elegant
and may provide difference expressions on an irregular multi-dimen-
sional grid more easily than they could be obtained using interpo-
lation. Furthermore the Taylor series approach allows one to pro-
ceed directly from the nodal locations to the difference expression
without obtaining an intermediate curve-fit polynomial.

Difference approximations to derivatives are obtained from

Taylor series expansions around the point where the derivative is
to be evaluated. For example, with reference to figure 1, we may
.
d er1ve " df
an approx1mat10n to dx which makes use of information
xi _ 2
at nodes x.1- 2' x.1- l' and x·+ · (We have arbltrarily elected not to
1 l
include x. in the expression.) If x i _ 1 - x i _ 2 = hand x i + 1 - x i _ 2
1
= Sh we may perform the series expansion to obtain f i _ 1 and f i + 1 in
terms of f and its derivatives at x i _ 2 :

f + df
f.1- 1 i-2 dx
i-2
(21a)

i-2 i-2 i-2

(2Ib)
 913

df with the greatest accuracy pos-

To obtain an expression for --
dx
i-2
sible using this three-point difference expressions, we will com-
bine (21a) and (21b) so that the lowest order term in which we have
no interest is eliminated. In the current instance, we eliminate
d2 f
between the equations to obtain
i-2

( a2
f.> -
l)f
i-2
+ a(a _
f.> f.>
l)h df
dx
i-2

+ ... (22)
i-2

df
Solution of this expression for -- yields
dx
i-2

df
dx
+
i-2
i-2
(23)

where the last term is the leading error term of the expression.
If we consider a grid which has evenly spaced nodes such that
X. jh, S is equal to 3 and (23) becomes
J

df -8f.1- 2 + 9f.1- 1 - f·+

1 l
d3 f
3h 2 __
dx 6h + dx3
+ ... (24)
i-2

Equation (24) is identical with (17) which was developed using the
method of polynomial interpolation.
d2f
If we wish to ob tain --2 from knowledge of f at x.1- 2'
dx
i-2
Xi_I' and x i +l we may again use (21). In this instance the lowest
order term which is not of interest is the first derivative term.
Elimination of the first derivative between (21a) and (2Ib) yields
914

2 2
(13.- l)f, + 13(1- S)~;Ll,
~-2 2 dx~
i-2

+ ... (25)
i-2

d 2f
Rearrangement of this expression for - 2 II gives us
dx ~-
'2

d 2f 2(13 - 1)£,~- 2 - 213£,~- 1 + 2£'+1 3

~
- (13 + 1) .!!
d £ +
dx 2
i-2
ses - 1)h 2 3 dx3
(26)
When the grid is regular, x, = jh and 13 3 so (26) becomes
J

d 2£ 4£,~- 2 - 6£,~- 1 + 2£,~+1 4 d 3£

h- + •.. (27)
dx 2 6h 2 3 dx 3
i-2 i-2

Note that in both (24) and (27) the error term is proportional
3
d f
to ---3. Thus the expressions for the first and second derivatives
dx
are exact for polynomials of zero, first, and second degree. The
error o£ the first derivative is proportional to h 2 while that of
the second derivative is only proportional to h. Thus as the grid
spacing is decreased, the error in the first derivative expression
will decrease at a faster rate than the error in the second deriva-
tive. Furthermore this indicates that to obtain difference expres-
sions of a certain order of accuracy, we need more grid points as
the derivative becomes higher. One final observation which is im-
portant is that the expressions in (24) and (27) are one-sided in
that all nodes are located on one side of the point where the deri-
vative is evaluated. Generally when nodes are drawn drom both
sides of the point of interest, a higher degree of accuracy may be
obtained using a fixed number of points. Even spacing of the nodes
used also contributes to improved accuracy of the approximation.

3.3 Finite Difference Approximations in Two-Dimensions on Arbitrary

Nodes

The use of interpolating polynomials and of the Taylor series

expansion concept can be adapted for development of finite differ-
 915

ence expressions in multi-dimensions. For discussion purposes, we

will only consider two-dimensional expressions. Extrapolation to
higher dimensions is straightforward.

In two-dimensions, interpolation polynomials are most easily

applied when nodes lie on the boundaries of elements which have
sides parallel with the coordinate axes. In other cases it may
become difficult to determine the appropriate form for the poly-
nomial. Figure 2 contains a number of examples which help to
clarify this point. In figures (2a)-(2c) we see nodes which lie on
the sides of rectangles whose sides are parallel with the x- and
y-axes. The interpolation polynomial is determined from the values
of the function at the node locations and by deciding the degree of
the independent variable to be used in the interpolation. In (2a)
and (2b) we have built up the degree of the polynomial by taking
enough factors which are in terms of the lowest orders of the in-
dependent variable. For (2c) we have done the same thing but
elected to use x 2y2 rather than x 3 or y3 because this keeps the in-
terpolation symmetric. The interpolation formula for (2c) is thus

(28)

The nine parameters in this expression may be determined by requiring

this expression to be exact at the nine nodes where f is specified.
.. af 3f a 2 f a 2f a 2 f a 3f a3 f a4f
Approxlmatl0ns to ax' a'
y
3x3 ' --2' --2' --2-' ---2' and
y ax ay ax ay axay
2 2
ax ay
may be obtained from the interpolant. Note that even though one
fourth derivative in f is derivable from (28), not all the third
derivatives can be deduced.

Figure (2d) is a rectangle which begins to point out some of

the difficulties in generating approximating polynomials. Here we
have elected to add a term in x 2 to the interpolation that would be
used if nodes were only at the corners to account for the higher
order variability in x. However as the number of nodes increases
or if this rectangle were not alligned with the coordinate system,
the choice of i~terpolation polynomial would be complicated. In
figure (2e), the interpolation is straightforward because only one
plane can be used to intersect three points. Thus for (2e)

(29)

Figure (2f), how,ever, .presents a different problem as it is not

clear what additional term should be added to (29) to produce the
best interpolation formula from which to develop difference expres-
sions.
<Uo

y y

0
X
o x
4 nodes 8 nodes
interpolate in terms of interpolate in terms of
l,x,y,xy 222 2
l,x,y,xy,x ,y ,x y,xy
(2a)
(2b)

y y

El D
X x
9 nodes 5 nodes
interpolate in terms of interpolate in terms of
222 222
l,x,y,xy,x ,y ,x y,xy ,x Y l,x,y,xy,x 2
(2c) (2d)

y y

I> X x
3 nodes 4 nodes
interpolate in terms of interpolate?
l,x,y
(2e) (2f)

Figure 2. Node arrangements for interpolation polynomials.

 917

Three important considerations do help in the development of

approximations to derivatives using finite differences. The first
is that most efficient finite difference grids make use of regular
mesh patterns which are alligned with a coordinate system. Secondly.
if one insists on using interpolating polynomials. the rules for
development of appropriate interpolant families have been clearly
spelled out by finite element practitioners and are adaptable to
the current situations. Thirdly, one can simply use the Taylor
series expansion technique to develop expressions. This third con-
sideration is probably the most relevant, and we will use this ex-
pression for all development of multi-dimensional finite difference
approximations.

As an example of the use of Taylor series expansion, we shall

3f af
derive approximations to -- and -- at node 1 using the four nodes
ax oy
of figure 3. We use Taylor series expansion around the point
(xl'Yl) to obtain

+ ...
(30a)

()f l af l
fl + 2 - - !Jx + 2 -
()x ay- !Jy +

a2 f
+4 _ _ 1" + (30b)
()XdY LlXLlY •••

6y

X
Figure 3. Nodal locations for finite difference approximations.
 918

af l
f
4
= fl + 3 -ax t;x (30c)

af l
To obtain a good approximation to ~ , we should eliminate the
lowest order terms which represent error. It can be seen that if
af l
we eliminate -a-- between (30a) and (30b), we will also eliminate
af Y
1
and obtain
ax

(31)

We could use this expression in (30c) to eliminate the error term

in nx 2 but doing so will introduce second order errors in t;y2 and
af l
t;xt;y. Thus second order approximations to ~ are obtained either
from (30c) directly as
2
af l f -f a fl
4 1 - -3 - - t;x + ... (32a)
ax 3t;x 2 ax2

error

or by combining (31) with (30c) to obtain

l8f 2 + 2f4 - 9f3 - llfl

6t;x

------------~-----------
error (32b)

Equation (32b) contains the undesirable feature that i f t;x + 0 the

first error term becomes large. Finite difference expressions
which are useful typically contain the property that as the grid
size is decreased the difference expression approaches the differ-
ential expression and the error approaches zero. For this reason,
(32a) is probably preferable to (32b).
af l af l
To obtain an expression for --- we first eliminate a;: from
ay
(30a) and (30b) using (30c)
2
af l a f 1 nx 2
- 2£1 - 3 - t;y + 6 -2- -2- -
ay
ax
 919

a2 f 1
- 3 - - f1xf1y + ... (33a)
(lx(ly

(33b)

f1x2
We can subtract (33a) from (33b) to - - and obtain
2
(lf l ' a2f 1
fl - 3 -
ay
f1y 9 axay f1xf1y + ...

(34)
or'
2
df -f 4 + 3f3 - 3f 2 + fl d fl
1
-ay= 3f1 y
3 - - f1x +
dXdY

~--- ....- ....

,/.
error (35)

Besides the two-leading error terms in (35), additional error terms

which contain 1- exist. Thus if f1y is very small, the approxima-
f1y
tion given by (35) could contain a large error. An alternative ap-
af l a2f a2f
proximation to ay- may be derived by e 1 lmlnatlng
," --2-1 an d ~ 1
ay oXoy

between (33a) and (33b) to obtain

(36)

or
2
-2f 4 - 3f3 + 12f2 - 7fl + 3 d fl f1x2
-----+ (37)
6f1y 2 a/ f1y

error

Although both expressions (35) and (37) are first order accur-
ate, we see that the leading error terms depend on different deri-
 920

vatives of f. For (35) the error depends on ---2

a2 f a2 f
and ~ whereas
a oXoy

for (37) the error depends on ---2

a2 f y n m
If we let f = x y and evaluate
ax
af
ay at x = a~x and y = S~y, we can construct the following table

af
l
n m 1 n m-l
f =x y
~xfl~ym ay
-- = rna 13
a~x,S~y

m n Analytic Equation 35 Equation 37

0 0 0.0 0.0 0.0
0 1 0.0 0.0 0.0
1 0 1.0 1.0 1.0
1 1 a a+3 a
0 2 0.0 0.0 -3.0
2 2 2
1 2 a a +6a+7 a -313-2
\
2 0 213 213+3 213
2 1 2aS 2aS+3a+6S+7 2aS-2
3 3 2 3
1 3 a a +9a +2la-2S+lS a -9aS-'llS-6a-6

Table 1. Analytical and numerical approximations to the first deri-

vative.

It can be seen that the accuracy of the approximations depend on

position in space as well as the values of nand m. Thus if some-
thing is known of the form of the function woose derivative is being
approximated, it may be possible to select a more accurate finite
difference formula.

The techniques outlined above for obtaining finite difference

approximations to derivatives are useful if one wishes to use an
irregular grid or examine the error of a finite element approxima-
tion. However we are primarily concerned with finite difference
techniques on orthogonal grids of some regularity. Thus in the re-
mainder of this section, we will consider regions which are discre-
tized along lines parallel to the coordinate axes.

3.4 Finite Difference Approximations on a Two-Dimensional Regular

Grid

The first case we will use for illustrative purposes is the

discretization of the partial differential equation
 921

L (f) = l! _ E a2 f = 0 (38)
at ax2

which governs groundwater flow in one space dimension and time.

When applying the finite difference technique to this equation, it
is common to discretize the spatial derivative and then weight
it between two different time levels. On the other hand the time
derivative is most commonly discretizedin time and evaluated at a
single point in space. In fact a more general approach can be shown
to provide greater accuracy.

For discretization of equation (38), we will make use of the

grid in figure 4. Assume the solution for f is known at time level
t (i.e. f. k is known for all values of j), and we wish to derive
J,
a finite difference scheme which will generate the solution for f
at level t k+l • We will consider the difference approximation to
(38) around node (j,k) using three spatial positions and two time
levels. From a Taylor series expansion, we obtain
4 6
d f. 6 2 d f. 6 4
_--1~_--1~_ (39)
dX 4 12 dX6 360

~----------~~----­
truncation error

• • • • •
• • • • •
• • • • •
x

Figure 4. Two-dimensional space-time finite difference grid.

922
and

(40)

---------------~~--------------
truncation error

A general combination of these expressions which includes all six

nodal positions yields:

fj+l,k+l - 2f j ,k+l + fj-l,k+l

- eE 2
/'"x

f'+l k - 2f,J, k + f,J- 1 , k

_ KE J, o (41)
/'"x 2

where a, S, y, e, and K are parameters which may be chosen to im-

prove the accuracy. Obviously i f equation (41) is to model (38)
some constraints on the parameters must exist. These constraints
may be obtained by referring all the difference expressions in (41)
~ a2 f j ,k
to a and 2 by Taylor series expansions. In some cases
t dX
this must be done by a two step process. For example, from equa-
tion (40)

f j _ 1 ,k+1 - fj_l,k af '-1 k

J ! +
M at
(42)

Now the derivatives evaluated at j-1 must be written in terms of

derivatives at j such as
2 3
+ a f j ,k /'"x 2
() fJ' -1 , k Cl f, k
_~--'-_ =~ _ Cl f,J, k 6x
2 -2--
Clt at Cltax
CltClx
(43 )
or
 923

Clf.] - 1 , k 3
f I1x + f f I1x + (44)
Clt tx txx txxx 6

where the subscripts t and x are used to indicate partial differen-

tion with respect to time and space respectively, and the absence
of space-j and time-k subscripts indicates that the derivative is
understood to be evaluated at (j,k). After a significant amount
of algebra it can be shown that

fj_l,k+l - fj_l,k
f f /.'.x + f f
I1t t tx txx txxx

+ /.'.t
2
(f _tt
f
ttx
/.'.x + f /.'.x 2 f I1X 3 )
ttxx --2- - ttxxx 6

+ /.'. t 2
6
(f _ ttt
f
tttx
I1x + f
tttxx
/.'.x 2
2

_ f
tttxxx
I1x
6
3) +
... (45)

Similarly

f - f 2
j ,k+l j ,k f + I1t f + ~ f
t 2 tt 6 ttt + ... (46)
I1t

and

f - f 2 /.'.x3
j+l,k+l j+l,k f + f /.'.x + f /.'.x + f
/.'.t t tx txx 2 txxx --6-

+ /.'.t
2
(f tt
+ f
ttx
/.'.x + f
ttxx
/.'.x
2
2
+ f
ttxxx
3
I1X )
6

+ (jt2
6
(f ttt
+ f
tttx
I1x + f
tttxx

+f I1x 3 ) + ...
-6- (47)
tttxxx
 924

In an analogous manner, the second differences with respect to x in

(41) may be expressed in terms of derivatives by making Taylor
series expansions such that

f j + 1 ,k+1 - 2f j ,k+1 + f j - 1 ,k+1 2

2
f
xx
+ f
xx
t6.t + f ~
xxtt 2
6.x

+ f
xxttt
~ + 6.x
6
3
12
2
(f xxxx
2
+ f 6.t + f ~
xxxxt xxxxtt 2

3 4
+ f ~) + 6.x (f
xxxxttt 6 360 xxxxxx

2
+ f 6.t + f 6.t
xxxxxxt xxxxxxtt -2-

3
+f xxxxxxttt ~)+
6
(48)

f j + 1 ,k - 2f j ,k + f j _ 1 ,k 6.x 2 6.x 4
f +-- f +-- f + ...
xx 12 xxxx 360 xxx xxx
6.x 2
(49)

Combination of (45)-(49) according to (41) and neglect of higher

order terms yields

2 3
+ ~
6
f
tttxx
) + (
y-a
) 6.x
6
(f
txxx
+ 6.t f
2 ttxxx
 925

2
b.x 4
+ 360 f xxxxxx )-E8b.t (f xxt + b.x
12
f
xxxxt

2 2
b.x 4 +~ f
+ 360 f xxxxxxt ) - E8 b.t2 (f
xxtt 12 xxxxtt

2
b.x 4 b.t 3 + b.x f
+ 360 f ) - E8
xxxxxxtt 6 (fxxttt 12 xxxxttt

4
x
1:0. ) (50)
+ 360 fxxxxxxttt - 0

To determine the error of this approximation, we select values of

the parameters subject to the constraint of the differential equa-
tion (38)

Ef (51)
xx

Because (51) relates time derivatives to space derivatives, we must

be careful to note that some time derivatives in the error terms
may cancel with spatial derivatives. It may be noted that despite
this consideration the error term f multiplied by (y-a) does not
tx
cancel with any other error terms and hence to eliminate this error
we apply the constraint.

y = a (52)

Now we make use of constraint (51) to eliminate all spatial deri-

vatives from (50) and obtain
2
f t [ (20. + (3) - (8 + K)] + f
tt
[(20. + +~
6) .QJ:.
2 E
- 8b.t

(8 + K)b.X 2
l2E
J+ £
ttt
[ 2 a I:o.x 2 b.t
(20. + 6) b.t6 + --::---
2E

8 t b.x
1:0.

l2E
2
8 6t 2 _ (8 + ;) 6X 4 J + ... o
2 360E
(53)

Here higher order terms have been neglected. We now require

. 20. + (3 =1 (54)
 926

and note that zero order accuracy requires that the coefficient of
f t in (53) be zero or

(55)

We may now rewrite (41) subject to constraints (52), (54), and (55)
and obtain:

fj_l,k+l - fj_l,k fj,k+l - fj,k fj+l,k+l - fj+l,k

a LI t + ( 1 - 2a) LI t + a LI t

_ 6E fj+l,k+l - 2f j ,k+l + fj_l,k+l

L1x 2

f '+1 k - 2f, k + f '-1 k

_ (1- 6)E J, J, J. , 0
2
L1x
(56)

with (53) providing guidance for the choice of a and 6 in the form

f tt [ fL1 L1x2 ]
(1 - 26) + l2E (12a - 1) + f ttt
[L1 2
+
(1 - 36)

2 4
+ litL1x (6a _ e) _ ~] + o (57)
l2E 360E2

From (57) it can be seen that for arbitrary choice of a and 6,

finite difference equation (56) represents equation (38) with error
of order LI t in time and L1x 2 in space or 0 (L1 t ,L1x 2 ). However when 6 is
chosen as 1/2, the time error becomes O(L1t 2 ).Furthermore, if a is
4
chosen as 1/12, the. spatial error becomes O(L1x). Thus by judiciously
choosing the way in which a difference representation is spread over
space, even for a prescribed set of nodes, one may alter the accur-
acy of the approximation.

It should be pointed out that in the above discussion, stability

has not been considered. The purpose of the discussion is to sho~
how Taylor series expansions may be used to generate finite differ-
ence expressions. Subsequently we will see how these approximations
differ from or are similar to finite element approximations. Sta-
bility questions are of equal importance to both procedures but do
not rely on the method used to generate the discrete approximation.
 927

The main goal of this section is to illustrate the flexibility

that an investigator has in selecting a finite difference represen-
tation of a differential equation. Once a grid has been established,
the modeler may exercise discretion in including or excluding neigh-
bor n.odes in an approximation. In the above example we could have
included nodes at additional x positions (e.g. j~2 and/or j+2) to in-
crease the accuracy of the approximation or even have included ad-
ditional time levels. The decision on which nodes to actually in-
clude was not in any way determined by the grid layout, but was
made arbitrarily. How these nodes are included also has some degree
of arbitrariness (i.e. a range of a and 8 values may be selected
which will provide stable solutions) but this arbitrariness may be
tempered by examining the accuracy of the approxim'ation using a
Taymor series expansion.

3.5 Finite Difference Approximations on a Three-Dimensional Space-

Time Regular Grid

Prqblems which are one-dimensional in space and are also time

dependent can usually be solved with equal facility using the finite
difference and finite element frameworks. For problems which are
multidimensional in space, the two methods are quite different.
With the finite difference method, the grid is typically laid out
in an orthogonal fashion in space. The method is then usually formu-
lated so that one need not solve for all positions in space at one
time thereby saving computer time and storage. These techniques de-
pend on the grid being orthogonal so that deri vati ves may be formu-
lated along a line of nodes. Perhaps the best known of these methods
is the alternating direction implicit (ADI) which was developed by
Peaceman and Rachford (3) and is widely used.

Consider the two-dimensional transient equation which describes

flow in an aquifer

af
at (58)

From the previous discussion, it can be seen that there are a large
number of possibilities for discretizing this equation. Among some
of those which might be used are, with reference to figure 5,

f.l , ]. , k+l - f.l , ]., k 8E[fi+l,j,k+l - 2fi,j2k+l + fi_l,j,k+l

fit
6.x

+ f.l,j+,
I k + I - 2f.l,J'2
. k+l + f i,j-l, k+ I]

6.y
 928
(1 _ 8)E [fi+l,j,k - 2f i '1,k + fi-l,j,k
~x

f -
i,j+l,k
+ o (59)

where 8 is a user selected parameter. If f is known at time level

k and (59) is used to solve for f at level k+l, equation (59) con-
tains five unknowns. Approximations such as (59) written at all
nodes in space will result in a set of coupled algebraic equations
which must be solved simultaneously for all the values of f at the
new time level. Thus if there are M nodes in the x-direction and
N nodes in the y-direction, an MN x MN matrix will have to be solved

Figure 5. Nodes used for finite difference approximation to 2-D

groundwater flow equations.
 929

at each time step. This is costly and requires large amounts of

computer storage.

The ADI method uncouples the two directions by solving for a

fictitious itermediate value of f:

f.* o-f. Ok * 2f * *
+ f.1- 1 ,JoJ
1,J 1,J, = E [fi+1,j -
0 0

1,J
l!.t/2 2
l!.x

2f 0 0 k + f. 0-1 kJ
+ E [f i ,j+1,k- 1~J , 1, J , (60a)
2
l!.y

fi!j ,k+1
l!.t/2
- fo*
1,j E [, *0
f i +1,j- 2f 1,j
l!.x 2
d] i-1,j

2f k 1 + f i , j -1 , k+1 ]
1,J!
0 0

+
l!.l
(60b)

Note that (60a) has three unknowns, all in the x-direction. After
these are solved for, (60b) contains three unknowns in the y-direc-
tion. Thus to obtain a solution for f at the time level k+1, we
must first solve N M X M tridiagonal matrix problems and then M
N x N tridiagonal matrix problems. This requires considerably less
algebra than the solution of a single MN x MN problem as discussed
previously.

If the grid is not laid out in an orthogonal fashion, the ap-

plication of ADI is not straightforward. Furthermore if the problem
is highly non-linear, the creativity of the programmer will be im-
portant to developing an algorithm which incorporates the advantages
of the ADI procedure. In some applications, for example in surface
water modeling, staggered grids have been developed. With these
grids, some unknowns are solved for at some nodes, while other un-
knowns are solved for at other nodes (e.g. Leendertse, (4». These
methods allow highly efficient computational algorithms to be de-
veloped. However the staggered grid procedures rely very heavily
on a uniform grid so that one orthogonal grid may essentially be
slightly offset from another grid. When using the finite element
method, grids are typically non-uniform and the staggered grid pro-
cedure would be very cumbersome.
930

4. FINITE ELEMENT APPROXIMATIONS

To apply the finite element method, a region in space is sub-

divided into a set of smaller regions or finite elements. Nodes
are located at the vertices of the elements, along the sides of the
elements, and within the elements. Interpolation polynomials, or
basis functions, are defined over the elements which are piecewise
continuous and, in some instances have derivatives which are continu-
ous over element boundaries. The economy of the finite element pro-
cedure lies in the definition of basis functions to be non-zero
only over a limited portion of the grid. Typically each basis
function is associated with a node and is non-zeroi only in elements
which include that node.

The finite element procedure allows for the easy incorporation

of irregular node placement and element size in a computer simula-
tion. In fact once the code has been written with all the neces-
sary bookkeeping for keeping track of node locations and element
membership, alteration of the grid is quite simple. In some in-
stances a finite element code may be simply altered to allow a much
di:Herent problem to be solved than originally considered. Addi-
tionally, spatial variation of physical properties such as aquifer
thickness or permeability are easily accounted for in finite ele-
ment codes. The option to cluster nodes in a region of the grid
where large gradients exist yet use a coarse grid where gradients
are expected to be small is a primary advantage of the finite ele-
ment method. The price for this flexibility is higher overhead
costs for the finite element method than for the finite difference
method. Thus selection of one method as opposed to another should
be made by the modeler after consideration of the physical features
of the problem to be solved and the available computer as well as
the computer code.

Although finite element methods are often developed based on a

variational procedure (c.f. Zienkiewicz, (5», the most common tech-
nique in groundwater problems is the method of weighted residuals
(c.f. Finlayson, (6». In this study we will consider only the
weighted residual procedure because of its more general applica-
bility.

4.1 The Method of Weighted Residuals

The method of weighted residuals is a general mathematical

procedure whose applicability is not limited to finite element
numerical methods. To demonstrate this method, we will consider·
the time-space differential operator L which operates on f such
that

Lf - b o in S (61)
 931

where S is the domain of interest and b is a~specified function.

We now assume that f may be approximated by f which is made up of a
linear combination of trial functions and satisfies the principal
boundary conditions of the problem. Thus we select

M
f f I f . ¢ . (x, t)
J J -
(62a)
j=l

or
M
f f I f.(t)fl.(X)
J J-
(62b)
j=l

where x refers to spatial dependence, t refers to temporal depen-

dence,-f. are coefficients to be determined, and ¢. are a set of
J J
selected interpolations or basis functions which depend on time and
space while fl. are a set of selected basis functions which are only
J
spatially dependent. (In many finite element applications, (62b)
is used and finite differencing in time of f.(t) is performed while
J
the spatial discretization is performed using finite element con-
cepts.) The index M refers to the number of basis functions select-
ed for the approximation. Also it should be noted that whether or
not f. is the value of f at node j depends on the set of basis func-
J
tions selected. In general f. are merely undetermined coefficients.
J
Because f is only an approximation to f, substitution of f into
(61) may produce an error or residual R such that

Lf - b = R(x,t) (63)

If f were the exact solution to (61), the residual would be zero.

By the method of weighted residuals, R is forced to zero in some
average sense by appropriate selection of the parameters f .. The
J
constraints which allow for f. to be determined are the weighted
J
residual integrals of the form

o i = I,M (64a)

where w.(x,t)
l _
is the set of weighting functions. ~

If approximation (62b) is used for f, the weighting functions will

depend only on space and the integration is performed only over the
spatial domain or
 932

t x
R(x,t) w.1 (x)dB
_ X o i

The application of (64) to finite elements, rather than the en-

1,M (64b)

tire domain, is accomplished by selecting basis functions, ~. or ~.,

J J
and weighting functions, w., which are non-zero only on a limited
1
portion of the grid. For transient problems, the integration over
the time domain or finite differencing over time typically considers
only two or three time levels. Furthermore, the grid is laid out
so that element sides in one increment of the time domain are of
uniform length so that element sides are all either parallel with
or orthogonal to the time axis. Thus a transient solution may be
generated by considering successive "layers" of elements in time,
one "layer" at a time. Of course each layer in time may be of dif-
ferent thickness so that the time step of the computations changes
as the solution progresses. The form of the weighting in the spa-
tial domain is of greater concern here as the finite element discre-
tization depends upon the form of the weighting function selected.
When element sides are not parallel or perpendicular to the spatial
axes, as will be the case when the finite element concept is being
exploited to maximum advantage, there will be no uncoupling of spa-
tial directions as was obtained with finite differences. Neverthe-
less, the finite element discretization in space depends upon the
node locations, the interpolation functions selected, the weighting
functions selected, and the way in which the integrations are car-
ried out. For illustrative purposes we will now consider some of
the most commonly used spatial weighting functions.

4.1.1 Subdomain method. Here the spatial domain is divided

into M subdomains, B., and the weighting functions are
1

1 x in B.1
w.1 (x)
_

0 x not in B.1 (65)

Thus (64b becomes)

L R(x,t)dB 0 i 1,M (66)

1X

where B.1X is the region where w. = 1.

1

The error of the approximation averaged over small regions is thus

zero.
 933

4.1. 2 Collocation method. Here M points, known as colloca-

tion pOints, are selected at which the weighting function is a dirac
delta function or

w. ; 8 (x - x.) (67)
l __l

Thus (64b) becomes

R(x,t)8(x o i I,M (68)

J
S
x

This method is equivalent to requiring the residual or error to be

zero at certain points. The integrations are obviously easy to per-
form with this method but other disadvantages arise. It is usually
necessary to select basis functions which have at least continuous
first derivatives across element boundaries and to solve for the
derivatives of f as well as f at the collocation points. This method
is still in the developmental stage for field applications but some
interesting preliminary results have been reported by Shapiro and
Pinder (7) and Hayes, et. al. (8).

4.1.3 Least squares method. In this approach, the weighting

function is

(69)

where p(x) is an arbitrary positive function. Thus (64b) becomes

aR(x,t)
af.
dS o (70)
l

This expression is equivalent to minimizing the integral

I
tx
2
p(x)R (x,t)dS (71)

with respect to each of the coefficients f i • This method is not gen-

erally used because it leads to relatively cumbersome and compli-
cated integrals which must be evaluated.

4.1.4 Galerkin method. For this procedure the basis functions

(¢.J (x,t)
_ or ~.l (x)
_
in equation (62» are also used as the weighting
934

functions. Thus (64b) is of the form

L o I,M
R(x,
_
t)]l.1. (x)dS
_ X
i (72)

This procedure is the most commonly. used of the weighted residual

procedures for hydrologic modeling. Some examples and details may
be found in Pinder and Gray (9).

4.2 Finite Element Approximations on a Two-Dimensional Regular

Grid

Although it has been repeatedly stated that the finite element

method is used to its fullest advantage on an irregular grid, for
purposes of demonstrating a region of overlap between finite element
and finite difference procedures we will first consider a regular
grid. In fact we will again consider equation (38)

o (38)

on a linear space time grid as illustrated in figure 6a where the

grid spacing ~x is constant. Note that the six nodes illustrated
are the same six nodes as appeared in the finite difference
analogue (56) of equation (38).

The basis functions used for the elements of figure 6a are ob-
tained by requiring that the basis function for a node be equal to
1 when evaluated at the node but be equal to zero at all other nodes
in the element. The resulting basis functions are linear in t and
x and are generated by multiplying a linear interpolation in .x by
a linear interpolation in time such that

(3)

The basis functions are plotted in figures 6b and 6c. Note that in
6b basis function ~., for example, is non-zero over only two elements
J
and that its slope undergoes discontinuities at three positions in
x-space. Thus the derivative of ]lj is piecewise constant, and the
second derivative is related to Dirac delta functions at three ele-
ment boundaries and is zero within all elements. .A plot of 1.1.' and
J
its derivatives appears in figure 7. We will only consider the time
domain between tk and t k+l • We assume f has been approximated at
tk and we are interested in obtaining f at level t k+l • Because we
 935

I
I I
I I

~~J I
I
I
I
I
I
I
IT I~~
I
I
I

t:.x t:.x
Figure ~a. Linear space-time finite elements I and II on a regular
grid.

JLj-l JLj JLj+l

1.0 ,,,..,,
,, ,,
"
'" ,
_ _ _ _ _... '" ..... ...,'J-':.___ ___ ~ _ _ _ _ _ _..._
X. x
J

Figure 6b. Linear basis function in space. Each basis function is

non-zero over only two-elements.

T
Tk
1.0 A
,,
,,
/
/
,,
,
_ _ _ _ _ _~_ _ _....lL. _ _ _ _ _ _ _ _ _ _ _ _ _ ~

t k+ 1 t
Figure 6c. Linear basis function in time between tk and t k+l .
 936

Figure 7a. Basis function ]1 j : piecewise linear.

1 .,
bx I
I
I
d#£. I
_1
0
dx x;_) :xJ I X;+1 X
I
I I
__1 ,
I I,

bx

Figure 7b. First derivative of ]1.: piecewise constant.

J

1
.--8(X-l· 1)
ul J-

--
X

,
- - 2 l(x-x l )
6x
Figure 7c: Second derivative of ]1.: zero except at x. l' x., and
J J- J
Xj +l ·
 937

are using space-time finite elements, weighted residual formula

(64a) is appropriate where S is the entire x domain and the t domain
between tk and t k+l .

Because the grid is orthogonal, it is convenient to adopt a

double subscript notation such that the approximate expansion for
f is

M k+l
f '" f I I (74)
j=l £=k

where M is the number, of node locations in x. Selection of the basis

function in this fashion results in f. £ being the approximation to
J,
f at node j,£. In order to demonstrate and investigate some gener-
ality of the finite element method, we select w.(x,t) such that

°
~

wi (x,t) = (75a)

w.(x,t)
_(_x_-_x_~=.._-=l=.)_n_ [K (t
~ n LIt LIt
(x. - x. 1)
~ ~-

(75b)

( x) n
x i +1 -

(75c)

w.(X,t)
~
° (75d)

where n ~ 1, ~ and K are parameters to be chosen subsequently. The

spatial part of w. is W~ while the temporal part is a linear com-
1 ~

bination of Tk+l and Tk . When n is equal to 1 and ~ = 0, we have a

Galerkin formulation because wi = wi(x)T k+l (t) which is the expan-
sion function of equation (74). The weighted residual form of (38)
using (74) and (75) is
 938

I[
M k+l
L L f' 9,)l,
J, J
j=l 9,=k
S
i = I,M (76 )

If node i is in the interior of the domain of interest, the integra-

tions yield

+ !:J.x ] _ E (K!:J.3 t
2(n+1)(n+2) (f i + 1 ,k+1 - f i + 1 ,k)

+ 1jJ~t ) ( f i+, 1, ,k+1 + f i- 1 , k+1) _ E ( K~t

1 k+1 - 2f 6x

(77)

Now multiply by (n+1)/6x6t(K+~) to obtain term by term correspon-

dence with equation (56)

1 f i _ 1 ,k+1 - f i _ 1 ,k + (n+1) fi,k+l - fi,k

[
2(n+2) 6t (n+2) 6t

1 f i +1 ,k+1 - f i +1 ,k]
+ 2(n+2) !:J.t

(~ + t) (
f'1+1,k+1 - 2f,1,k+1 + f i-1,k+1 )
3 6 6x2

_ E (n+1) (~+.!1!.) ( f i + 1 ,k - 2f,1, k + f,1

-1, k) - 0
(K+~) 6 3 6 2 -
x ,
(78)
 939

Inspection of (78) reveals that K and ~ may not be specified inde-

pendently. When K and ~ are selected, (78) simulates (38) with an
effective E, denoted as Eeff' where

E(n+l) (79)
Ee£f = 2
To maintain Eeff equal to E to zeroth order, the only acceptable
value for n is

n = 1 (80)

Expression (78), obtained by the finite element procedure, would be

identical to the finite difference equation (56) if

1 - 4C1. (81)
n
2C1.
and

K = 66 - 2 (82a)

~ 4 - 66 (82b)

Because n is constrained by the finite element procedure to equal

1, we can see that (56) and (78) will be identical only if CI. = 1/6
and equations (82) are satisfied. Following equation (57) it was
pointed out that the most accurate representation of (38) occurs
when CI. = 1/12 and 6 = 1/2. Using the finite element formulation we
do not obtain this represen~ation. The manipulation of the error
term in .the finite element expression on a fixed grid with selected
basis functions can only be achieved by altering the weighting func-
tion w. or by using different approximate numerical integration pro-
1
cedures on the element.

Thus with n = 1 and K and ~ expressed in terms of 6 as in (82),

the Galerkin finite element representation of (38) is

_ E6(f i +l ,k+l - 2f i ,k+l + fi-l,k+l)

b.X 2
 940

f - 2f, k +
_ E(l _ 6) ( i+l,k 1, fi_l,k) = 0
2
b.x
(83)

If we set n = 1, do not require K and W to satisfy (82), and inte-

grate (76) approximately using the trapezoidal rule by which

fb f(,)d, _ (b ; a) [f(b) + f(a)l (84)

a
we obtain after division by b.xb.t

f -
(K + W) (fi,k+l - fi,k) E ~ ( i+l,k+l
2 b.t

f - 2f i ,k + fi_l,k )
_ E .t ( i+l,k
= 0
2
(85)

This equation approximates (38) without any additional constraints

on the sum of W + K. Recall that (83) has been obtained using the
exact integration of the Galerkin finite element formulation while
(85) has been obtained as an approximate integration of the same
formulation. Thus both are finite element equations and we could
say that their sum is also a finite element form. The sum of (85)
and (83), scaled by 2/(2+K+W), is

2 [1
2 + K+ W 6
fi_l,k+l - fi_l,k + 4 + 3K +
b.t 6
3W fi,k+l - fi,k
b.t

£ - £ -
i+l,k+l t i+l,kJ

_ E (26 + K ) (fi+l'k+l - 2f i ,k+l + £i-l,k+l)

2 + K+ W b.x 2

2 - 26 + w)(fi+l,k - 2f i ,k + fi_l,k) 0
(
- E 2 + K+ W b.x2
(86)

Finite element form (86) can be made into the minimum error form by
selecting
 941

(87a)

28 + K = 2 (87b)

In fact expression (86) has all the flexibility of the finite dif-
ference expression (38) while it is derived within a finite element
framework. In point of fact, the actual framework leading to a
discrete approximation is not important as long as it is useful for
solving its source equation. The above example is intended to il-
lustrate the difficulty involved in trying to label a discrete ex-
pression as "finite element" or "finite difference."

4.3 Finite Element Approximations on a Three-Dimensional Space-

Time Regular Grid

Because the finite element procedure is used to best advantage

on an irregular grid, we shall examine the formulation of this pro-
cedure in a space where element sides may be non-orthogonal. In
the current volume, Lewis (10) has presented the concept of iso-
parametric elements. This concept allows one to use irregular grid
spacing, curved-sided elements, and element shapes which are dis-
torted rectangles or bricks in two- and three-dimensions respec-
tively. A computer program which uses isoparametric elements has
within it the bookkeeping necessary to generate the effective dis-
cretization of a differential equation for a particular element
grid and basis function type. The development of the discrete
formulas is complex and does not lend itself to hand calculations.
However it is true that if one were determined to do so, one could
generate the finite element analogues using Taylor series expan-
sions. This process is not recommended.

The thrust of this section of the manuscript will be the ex-

amination of finite element formulas on a regular grid for the pur-
pose of demonstrating the relation between these formulas and
finite difference approximations on the same grid. We will begin
this discussion by considering equation (58)

af (58)
at

on the regular three-dimensional grid of figure 8.

Using the grid of figure 8, we can expand f in terms of the

trilinear basis function ¢ . . k(x,y,t) such that
~,J,

M N k+l
f f I I I f £¢ £(x,y,t) (88)
p=l q=l £=k p,q, p,q,
 942

Figure 8. Portion of 3-D trilinear finite element grid contributing

to the approximation of a differential equation using a
weighting function for node (xi,Y j ) and time tk and t k +l •

where

<P p (x)v (yh 0 (t) (89a)

p,q,t p q !<-

and

o
(xp+l - x) / /:,x x p -< x -< x p +1
p (x)
p
(x - x l)hx x p- 1 -< x -< x p
p-
o x < x p- 1 (89b)
 943

o Y > Yq+l
(y q+l - y) /toy Yq ~ Y ..::. Yq+l
v (y)
q
(y - ! q-l) /t.y Yq-l:::"y·~Yq

o Y < Yq-l (89c)

o t >- tJl,+l
(t Hl - t)/t.t
TJI,(t)
(t - tJl,_l) / t

o (89d)

We will assume that f is known at tk and we are solving for f at

t k + l so that the domain of interest is the x-Y area where (58) applies
and the portion of the time domain between level k and k+l.

We will examine the Galerkin procedure with

w. . = 1l.(X)V.(Y)[KTk+1(t) + 1j!T k (t)] (90)

~ ,J ~ J

Substitution of (88) through (90) into weighted residual form (64)

yields

M N k+l
I I
p=l q=l 9,=k
I

i I,M
j 1,N (91)

When node i,j is on the interior of the domain of interest, as in

figure (8), exact integration of (86) and multiplication by
l6/t.xt.yt.t gives
944

(K + 1ji)
2
{..!9 [fi-1,j-l,k+l -
lit
fi-1,j-l,k + fi-1,j+l,k+l - fi-1,j+l,k
lit

+ fi+1,j-l,k+l - fi+1,j-l,k + fi+1,j+l,k+l - fi+1,j+l,kl

lit lit J
+ ~ [fi,j+l,k+l - fi,j+l,k + fi,j-l,k+l - fi,j_l,k
9 lit lit

+ fi+1,j,k+l - fi+1,j,k + fi-1,j,k+l - fi_1,j,k]

lit lit

_ E (} + %){~[ £1+1 ,J+1 ,k+1 - 2£1,J:)k+1 + £1-1,J+1,ktl]

+ 38 [ f i+1·
,J, k+1 - 2f.1,J. 2k+1 + f.1- 1 ,J,
. k+l]
lIx

+~ [£1+1,J'I,k+l - 2£1,J-l~:;1 + £1-1,J-l,k+l]

+ 1 [fi+1,j+l,k+l - 2fi+1,jik+1 + fi+1,j-l,k+l]

3 fly

.!! [fi,j+l,k+l - 2fi ,j ,k+l + fi,j-l'l~+l]

+3 2
lIy

+ ~ [£1-1,]+1,k+1 - 2£1::2J ,k+1 + £1-1,J-l,k+1]}

_ E (~+ 1) {~[£1+1,J+1,k - 2f1~~;I,k + £1-1,J+1,k]

 945

8 f'1+1 ,J,
+-3 ' k - 2f,1,J,
, k + f 1'-1 ,J,
' k]
[
AX2

+ ~ [fi ,j+1,k -

Examination of (92) reveals that it may be thought of as an in-

tegrated or averaged version of equation (59). The time derivative
is weighted over node i,j and its eight neighbors in a manner ana-
logous to Simpson's rule integration. The x-derivatives are aver-
aged between two time levels and integrated over the y-direction
while the y-derivatives are averaged between two time levels and in-
tegrated over the x-direction. Although (92) has been obtained
from the finite element framework, it may also be obtained from
Taylor series expansions, using the finite difference framework.
Because this task is arduous, it will not be done here. Rather we
will address the question of obtaining equation (59) from the
finite element framework.

There are two simple ways to obtain equation (59) using finite
elements. The first involves using the grid of figure (8) and the
weighted residual expression (91). Instead of performing the inte-
grations exactly, we will use the two-dimensional trapezoidal rule
which yields, after minor rearrangement

'k+l- f 1,J,
f,1,J, , 'k K E [fi+l,j,k+l - 2f i ,j,k+1 + f i - 1 ,j,k+1
At (K + lji) !::'x2

+ f,1,J+,
, 1 k+1 - 2f,1,J,
, k+1
2 + f i,j-,
1 k+1]
!::'y

lji E [fi +1 ,j,k - 2f i ,j,k + fi-1,j,k

(K + lji) !::'x2
946

+ fi,j+l,k - 2f i ,j,k + fi,j-l,k] 0

I 2
/:::"y
(93)

This expression is identical to (59) with

e = __
K_
(94)
K + ljJ

The second simple method for obtaining a finite element based

version of (59) uses the grid of figure 9. The nodal placement is
identical to that in the grid of figure 8, but the elements have
been divided so that faces which lie in planes of constant time are
triangular. Application of the Galerkin procedure to this system
and exact integration yields

1 [6
12
fi,j,k+l - fi,j,k + fi-l,j+l,k+l - fi-l,j+l,k
/:::,.t /:::"t

+ f i,j+l,k+l - f i,j+l,k + fl+

. l,J,
. k+1 - f i+l,j ,k
/:::,.t /:::"t

+ fi+l,j-l,k+l - fi+l,j-l,k + fi,j-l,k+l - fi,j-l,k

/:::,.t /:::"t

+ fi-l,j,k+l - fi_l,j,k]
/:::,.t

f -
E(2K + ljJ) [ i+l,j,k+l 2f i ,j,k+l + fi-l,j,k+l
3(K + ljJ)

+ fi,j+l,k+l - 2f i ,j ,k+~ + fi,j-l,k+ll

/:::"y J
f - . . k + f.l- 1 ,J,
2f l,J, . k
E(K + 2ljJ) [ i+l,j,k
3(K + ljJ) 2
/:::"x

o (95)
 947

Figure 9. Regular rectangular grid in x-y-t space with spatial

rectangles divided into triangles.

Here the spatial derivative terms are identical to those in (59) but
the time derivative term is spread over seven nodes in space. Of
course, (95) may be derived by finite difference techniques. How-
ever to have made (95) identical to (59), all we need have done was
integrate over each triangular element using a nodal integration
scheme

(96)

where ~ is the area of the triangle, and

.
h l ,h 2 ,h 3 'are the values of the integrand at the nodes .
If the nodal integration scheme is used in space only, equation (95)
becomes the same- as (93) except that
 948

K 1'S 1 d b 2K + ~
K + ~
rep ace y 3(K + ~)

and

--~­ K + 2~
K + ~
is replaced by 3(K + ~)

If nodal, rather than exact, integration is used in time also, equa-

tion (93) is obtained using the grid in figure 9.

We have thus seen that finite element approximations are de-

pendent, at least to some degree, on the grid used for the solu-
tion of the differential equations. The approximations can be
modified somewhat by creative selection of weighting functions and
integration schemes. In fact the examples presented here are of the
most basic type. The point of this section is not to provide an
exhaustive summary of options but rather to provide an indication
of where flexibility may be gained in using finite elements and the
relation of this flexibility to finite difference equations. A
broader discussion of finite elements on their own merits may be
found in the current volume in the work of Lewis and Roberts [10].

5. SUMMARY

The current chapter has demonstrated that finite element and

finite difference methods are numerical procedures which arise from
different starting positions but which have similarities in final
application. Our purpose has not been to advance a position.that
both methods are always the same or always different but to show
that the two techniques have more similarities than casual inspec-
tion might reveal. Hopefully the reader will now not compare a par-
ticular finite element method with a particular finite difference
method and then draw conclusionsiabout the preferability of finite
element or finite differences in,general. Before making such com-
parison, a numerical analyst must somehow ensure that he is using
each method to best advantage. In fact discussions which argue
that one method is better than the other in fact often reflect that
the author has merely utilized and programmed one method better
than he has the other. Rather than showing the superiority of one
method we adopt the position that each method has special features
which may be desirable for a particular application. It can be ex-
pected that as developments are made in each method, which incorpor-
ate the best features associated with the other technique, additional
similarities will be revealed. For the present, table 2 seems to
provide a reasonable basis for categorizing a method as primarily
finite difference or finite element. In any event, the goal of
model developers should be to provide codes which are user-oriented
 949

and simulate realistic field situations regardless of whether its

roots are in finite element or finite difference theory.

Finite Difference Finite Element

Approximates derivatives of func- Approximates the functions

tions directly. themselves

lprovides approximations at points Provides global approxima-

which borrow information from tions which are restricted to
neighboring points to whatever neighborhoods of the grid to
degree desired. whatever degree desired.

Traditionally uses a regular mesh Structure of the method read-

(however see Thompson [11]). ily lends itself to irregular,
curved grids.

Approximations developed via Approximations developed from

curve fitting or Taylor Series families of basis functions
expansions. and integration over the grid.

Resultant difference expression Resultant difference expres-

explicitly provided by the pro- sion provided implicitly to
grammer to the code. Approxima- the code which performs the
tion I1)ay be "seen". integrations. Approximation
is buried in the integrals.

Complete freedom to select nodes Nodes included in discrete

to be used in a discrete approxi- approximation determined by
mation provided. basis functions, integration
rule, and weighting function.

On a regular grid, similar ap- Even on a regular grid, dif-

proximations are made at differ- ferent approximations may be
ent nodes. made at different nodes (e.g.
9-node Lagrangian elements).

Difference expressions are gener- Difference expressions are

ally in terms of function values l often written in terms of
only (see Holly and Preissman [2] function values and deriva-
for an exception). tives of the functions (e.g.
Hermitian cubic elements).

Table 2. The elements of finite differences which are different

from finite elements: a finite list of elementary dif-
ferences.
950
Finite Difference
Though not typically done, deri-
vatives with respect to one in-
dependent variable may be
weighted over another variable
(e.g. a time derivative approxi-
mation may be a sum of time der-
ivatives evaluated at different
spatial locations).
Commonly uses ADI requiring a
tridiagonal matrix solver.
Staggered grid easily implemen-
ted because of regular rectangu-
lar nodal placement.
Second or third type boundary
conditions applied by altering
the basic computational mole-
cule.
Moving boundary problems are
traditionally difficult (for re-
cent development see Thompson
Ill]) .
Large gradients require a fine
mesh for resolution.
For a regular mesh, a zone re-
quiring high resolution deter-
mines grid spacing.
Data input may be Simple be-
cause of regularity.
Regular grid interfaces easily
with computer graphics.
Table 2.
Finite Element
Though typically weighted over
different coordinates, deriva-
tives may sometimes be lumped
by selection of an appropriate
nodal integration formula (e.g ..
trapezoidal rule for bilinear
elements).
Commonly uses banded, frontal,
or sparse matrix solver. (ADI
is being considered, c.f. Hayes
et. al. [8].)
Staggered grid virtually im-
possible because of grid ir-
regularities. However mixed
interpolation is a partially
staggered grid.
Second or third type boundary
conditions are applied through
the boundary integral obtained
after application of Green's
theorem.
Moving boundary problems are
conceptually straightforward
(c.f. Lynch and Gray [12]).
Functional implanting may min-
imize need for fine mesh near
steep gradients (c.f. Hayes
et. al. [13]).
Localized refinement of compu-
tational grid is easily accom-
plished.
Data input is complex and un-
discovered data errors can be
a cause of trouble.
Graphics interface may be com-
plicated by .an irregular mesh
-'and isoQarametric elements.
(continued)
 951

6. REFERENCES

1. Shoup, T.E., A PracticaZ Guide to Computer Methods for Engineers,

Prentice-Hall, Englewood Cliffs, NJ (1978).
2. Holly, Jr., F.M., and A. Preissman, Accurate calculation of
transport in two-dimensions, J. Hydr. Div. ASCE, 103, (1977)
1259-1277 • -
3. Peaceman, D.W., and H.H. Rachford, Jr., The numerical solution
of parabolic and elliptic differential equations, J. Soc. Ind.
AppZ. Math., 3, (1955) 28-41.
4. Leendertse, J-:J., Aspects of a ComputationaZ ModeZ for Long-
Period Water-Wave Propagation, Rand Memorandum RM-5294-PR,
Santa Monica, CA (1967).
5. Zienkiewicz, O.C., The Finite EZement Method, 3rd ed., McGraw-
Hill, London (1977).
6. Finlayson, B.A., The Method of Weighted ResiduaZs and Varia-
tionaZ PrincipZes, Academic Press, NY (1972).
7. Shapiro, A., and G.F. Pinder, Analysis of an upstream weighted
collqcation approximation to the transport equation, J. Compo
. Phys., 39, (1981) 46-71.
8. Hayes, L., G. Pinder, and M. Celia, Alternating-direction col-
location for rectangular regions, Compo Meth. AppZ. Mech. and
Engrg., 27, (1981) 265-277.
9. Pinder, G:F. and W.G. Gray, Finite EZement SimuZation in Sur-
face and Subsurface HydroZogy, Academic Press, NY (1977).
10. Lewis, R.W. and P.M. Roberts, The finite element method for
porous media flow, in Fundamentals of Transport Phenomena in
Porous Media.ed. by J.Bear and M.Y. Corapcioglu,M.Nijhoff (1984).
11. Thompson, J.F. (ed.), Proceedings of the Symposium on the Numer-
icaZ Generation of eurviZinear Coordinate Systems and Use in
the NumericaZ SoZution of PartiaZ DifferentiaZ Equations,
Elsevier (1982).
12. Lynch, D.R. and W.G. Gray, Finite element simulation. of flow in
deforming regions, J. Compo Phys., 36, (1980) 135-153.
13. Hayes, L.J., R.P. Kendall and M.F. Wheeler, The treatment of
sources and sinks in steady-state reservoir engineering simula-
tions," in Advances in Computer Methods for PartiaZ Differen-
tiaZ Equations, IMACS (1977).

7. SYMBOLS

AI" •. A9 coefficients in equation (28)

Bl ,B 2 ,B 3 coefficients in equation (29)
C coefficient
E error of a Taylor series approximation, or coefficient
in a differential equation
higher order error term of a Taylor series approxima-
tion
952

f dependent variable
h grid spacing for uniform grid
N number of nodes
R residual error
S time-space domain
S space domain
x

Si subdomain
t time axis
w. weighting function
l

X coordinate axis
Y coordinate axis
a coefficient
S coefficient
y coefficient
t:.. area of a triangle
IS (x-x.)
__ l Dirac delta function
t:..t grid spacing along the time axis
t:..x grid spacing along the x-axis
6.y grid spacing along the y-axis
e coefficient
K coefficient
]J basis function in x
\! basis function in y
II product
L summation
T basis function in time
basis function in space and time
coefficient

Subscripts

i,j,k indicate position on the axis-

t differentiation with respect to t evaluated at (x j ,t k )
x differentiation with respect to x evaluated at (x j ,t k )
vector

Superscripts

* mid-step in the ADI procedure

approximation
 953

THE CONJUGATE GRADIENTS IN SUBSURFACE FLOW AND LAND SUBSIDENCE

MODELLING

G. Gambo1ati and A. Perdon

ABSTRACT 955
1. INTRODUCTION 956
2. NONLINEAR ITERATIONS 957
3. STEEPEST DESCENT (SD) 959
4. CONJUGATE GRADIENTS (CG) 961
5. ACCELERATION OF THE GRADIENT METHODS 968
6. EIGENVALUES ANALYSIS OF THE ITERATION MATRIX 971
7. APPLICATIONS TO SUBSURFACE FLOW AND SUBSIDENCE
MODELLING 972
8. CONCLUSION 982
REFERENCES 982
SYMBOLS 983
 955

THE CONJUGATE GRADIENTS IN SUBSURFACE FLOW AND

LAND SUBSIDENCE MODELLING

Giuseppe Gambolati and Annamaria Perdon

Instituto di Matematica Applicata

Universita' degli Studi, Padova, Italy

ABSTRACT

The gradient methods for the solution of large sparse sets

of linear finite element equations in subsurface flow and land
subsidence modeling may be extraordinarily accelerated by a
suitable matrix modification. While the accelerated steepest
descent turns out to converge fairly fast, the modified conjugate
gradient OfCG) scheme exhibits a much faster convergence. For the
range of the problem size N explored in the present paper
(800~N~2200) the iterations required by MeG t£-Provide very
accurate results prove to be of the order of IN.

The finite element mesh and the nodal ordering need not
satisfy any special property. No estimate of acceleration
parameter is required. A comparison with other solvers commonly
used for finite element sparse problems shows that the
superiority of MeG increases with N: for N close to 1500 the
experiments provide good evidence that the computer time may be
reduced by a factor 5 relative to the best traditional solution
techniques. i Therefore at present MeG appears to be the most
efficient tool for the accurate solution of the algebraic linear
equations arising in finite element modeling of groundwater flow
and land subsidence in realistically complex hydrogeologic
settings with a non-homogeneous distribution of hydromechanical
parameters, a mesh of arbitrary shape and a very large number of
nodes.
956
1. INTRODUCTION

Modeling of subsurface flow and land subsidence by finite

element in hydrogeological settings of realistic size and
complexity requires the numerical solution of large sparse sets
of linear symmetric positive definite equations. The search for
this solution represents the major computational effort, mainly
in term of processing time.

In recent years much attention has been devoted to the

problem of efficiently solving sparse systems. In this respect a
basic property for a tool to be efficient is its ability to
process only the non-zero elements of the matrix or at most a
small fraction of the zero elements. The methods that fulfill
this requirement and are commonly used to date fall broadly into
three main categories:

a)- Cholesky decomposition with preliminary optimal reordering,

symbolic factorization, numeric factorization and final
back-substitution.
b)- Frontal elimination where an advantageous strategy of
elimination is specified in advance.
c)- Successive over-relaxation (SOR) with optimum over-
relaxation factor where the latter is usually to be assessed
empirically.

Recently a modification of the old steepest descent CSD) technique

and of the younger conjugate gradient CCG) scheme has renewed the
interest in the gradient methods and has led to the derivation of
a modified conjugate gradient (MCG) which is competitive with the
aforementioned approaches and may also be significantly superior
to them if the size of the problem is sufficiently large.

The conjugate gr~ients were first introduced in 1952 by

Hestenes and Stiefel [1] but were soon abandoned as their
theoretical convergence properties are not satisfied when
computations are done on real computers, due to the presence of
unavoidable round-off errors. In the early seventies Reid 12]
pointed out that the CG procedures were promising for large
sparse systems and found [3] that CG becomes more efficient if
the matrix of the system possesses property A and is consistently
ordered (in this case however the successive over-relaxation
scheme prOVes to be better since it is possible to assess "a
priori" the best over-relaxation factor).

In recent years it has been noted that the CG schem~lmay be

accelerated by the introduction of an auxiliary matrix K
[4,5] which is practically obtained with the incomplete
Cholesky decomposition of the coefficient matrix A [6,7]
Gambolati [8] has shown that the conjugate gradient modified in
 957

this way (MCG scheme) is extraordinarily fast for the solution of

finite element flow problem of large size. No special properties
are to be satisfied by the f.e. mesh or by the nodal numbering.
The computational cost for computing the auxiliary matrix ~l is
very small (it is equivalent to half the time spent in one
iteration with the modified conjugate gradient scheme).

As a matter of fact also the modified steepest descent (MSD)

which makes use of the same matrix K-lturns out to be
accelerated. The reason for this behavior stems from the -1
distribution of the eigenvalues of the iteration matrix E=AK
which are much less scattered then the eigenvalues of A and are
clus tered in the vicinity of one. In other words the hyper-ellipsoid
associated to E is almost sph~ical and this accounts for the
great acceleration of the convergence of the gradient methods (if
all eigenvalues of A were equal, the hyper-ellipsoid associated
with A would be a hyper-sphere and all gradient methods would
converge to the exact solution in just one iteration).

In the present paper a review and an account of the

theoretical properties of the gradient methods are given using a
geometric interpretation. It is shown that by the use of ~l we
may transform the original finite element equations into a new
set of equations whose associated hyper-ellipsoid has become a
hyper-spheroid. While the convergence rate of SD and CG is
unacceptably slow, the rate of convergence of MSD and MCG will
turn out tobe much improved. and especially so for MeG. when
finite element equations of subsurface flow and land subsidence
are to be solved. The range explored for the problem size N is
between 800 and 2200. The extreme eigenvalues of the iteration
matrix will also be computed. Their values allow for an "a
priori" assessment of the performance we may expect from the MCG
scheme.

Finally it will be shown that for large size matrices MCG

converges faster than any other technique among those previously
mentioned. Its superiority increases with N and for N=1500 the
computer time turns out to be reduced by a factor 5 relative to
the best traditional techniques.

2. NONLINEAR ITERATIONS

Let the system:

Ah = b
to be solved. where A is a nonsingular (NxN) matrix, b is the
known vector and h is the wanted solution.
958

An iteration of degree m is defined as a function of the

form:'
(2)

where ~ is the approximate solution of (1) obtained from the

k-th iteration. The iteration is said to be stationary if the
function Fk is independent of k. i.e. it is the same for all
iterations. The process is 'linear if F is related linearly to
xk'~-l""~-m+l'
The gradient methods are nonlinear and non-stationary
iterations of degree one (m=l). Define the following error
measures:
(h-x)T(h-x) = eTe
(b-Ax)T(b-Ax) = rTr ( 3)
(h-x) T(b_Ax) = eTr

where x is an approximate solution, e=h-x is the error and

r=b-Ax is the residual vector.

The errors ~l (x) and ~2(x) are always positive, except for
x=~ when both ~l and ~2 become zero, while ~3(x). which can be
wr1tten as:
T
~3(x) = e Ae (4)

is always positive if and only if A is symmetric positive

definite and should be used exclusively in this case.

A gradient method is a method by which we search to m1n1m1Ze

one of the error measures given in (3) using an iteration of the
form:
(5)

where Pk is a vector parallel to the gradient of the specific

error measure we are considering and a k is a scalar taken as the
optimum parameter required to minimize the error measure along
the vector Pk through ~.

The gradient of ~l(x) involves the product between A-I and T

the residual r. The gradient of ~2(x) requires the product of A
and r. The gradient of ~~(x) is s1mply parallel to r. Therefore,
since the final matrices arising in the finite element modeling of
subsurface flow and land subsidence are symmetric positive defi-
nite, we choose to minimize the error measure ~3(x), i.e. eq.(4).
 959

3. STEEPEST DESCENT (SD)

Given the approximate solution ~h, ~ (x) takes a specific

value (which is unknown as we do not know €he true solution h).
If this value is now thought of as being fixed, the equation

~3(x) = constant ( 6)

represents a quadratic form in a N-dimensi.bnal space, Le. a

hyper-ellipsoid whose geometric center coincides with the solution
h. The shape of this hyper-ellipsoid along with the direction of
the axes are fully determined by the matrix A.

To see how this can happen let us change the reference

coordinate directions so as to express the equation of the
hyper-ellipsoid in its canonical form. Set:
x-h = Uz (7)

where z is the error vector in the new reference and U is a

matrix whose columns are given
uI,u2""'~ of A. As is well
symmetric matrix constitute an
satisfies the relation
UT = U- l
by the (ordered) eigenvectors
known the eigenvectors of a real
orthogonal set and hence U

i.e. U is an orthogonal matrix.

In the new reference system the axes origin is the center

of the hyper-ellipsoid. Moreover if £i denotes the i-th coordinate
vector (with the i-th component equal to one and the remaining
components equal to zero) we have:

namely the eigenvectors of A are the coordinate directions in

the new reference frame. In other words the eigenvectors of A
are parallel to the axes of the hyper-ellipsoid associated with
A.
Using the transformation (7) we easi ly ob tain the canonical
equation of the hyper-ellipsoid (6):

const (8)

where A is a diagonal matrix whose entries are the (ordered)

eigenvalues of A.
960

The length of the semi-axes of (8) are inversely

proportional to the square roots of the eigenvalues of A:

j '\
const j c~~t •... "I c~:t
In the most familiar steepest descent method (SD) , the scheme (5)
is used with Pk = -rk which is the gradient vector in x k ' normal
to the contour surface (6), i.e. to the hyper-ellipsoid through
~. The scalar a k is taken as the optimum parameter minimizing
the quantity:

Performing the derivative we obtain:

T T T
d~3/dak = 2b r k - 2rk ~ + 2~rk Ark o
from which a k is readily derived:
T T
a k = -rk rk/r k Ark (9)

Therefore the final form of the SD scheme is:

(10)

From a geometric standpoint eq. (10) is interpreted by stating

that, for a ~ given, ~tl is sought along the gradient direction
normal to the surface ~ x) = const through ~(Which coincides
with the residual direc~ion) at that distance from ~ in which
~3(~+1) turns out to be minimal (with respect to the scalar
ak) •

The concept of the hyper-ellipsoid associated with A is very

useful to understand the theoretical properties of the SD scheme.
First assume that the initial error e = h-x is orthogonal to
the i-th axis of the hyper-ellipsoid. o Then ~lso r = Ae is
orthogonal to the i-th axis and the same holds tru~ for 0
e l = h-x -a r = e -a r . Each vector of the sequence
e ,el, •• o,ek 0, ..o.1S 0ortnogona
0 0 1 to t h
e '1- th aX1s.
. If e 1S
.
s~mu taneously orthogonal to a large number of hyper~ellipsoid
axes the SD iteration will be usually accelerated since the
numerical scheme has to "adjust" a reduced number of components
of the successive approximate solution along the corresponding
axes.

Assume now that two eigenvalues of A, say Al_ and A2 , are

equal. Eq.(8) shows that the first two axes of Ehe hyper-
 961

ellipsoid are equal. that is the latter is spherical along e; and

8 2 (i.e. the first two eigenvectors of A). Since any vector oStained as
a linear combination of 8 1 and 8 2 is an axis of the hyper-
ellipsoid. it is possible to fina from 8 1 and 8 2 two new
orthogonal axes one of which is orthogonal to e. In other words.
e is orthogonal to an eigenvector of A, derivea from a linear
c8mbination of u1 and u 2 . If the distinct eigenvalues of A
are s (s<N). then the initial error e • although arbitrary.
has (N-s) zero components along (N-s)oappropriate orthogonal
eigenvectors of A. obtained from linear combinations of the
eigenvectors associated with the mUltiple eigenvalues. i.e. along
N-s axes of the hyper-ellipsoid. From what we have said before
the convergence will generally be improved.

In other words the more spherical the hyper-ellipsoid

associated with A is. the more rapidly the SD scheme will
converge. An almost spherical hyper-ellipsoid will occur when
most eigenvalues of A are clustered around a single eigenvalue or
a small number of basic eigenvalues. If the hyper-ellipsoid is a
hyper-sphere the SD scheme converges in just one iteration (this
is a trivial case where the matrix A is diagonal with all equal
diagonal elements).

4. CONJUGATE GRADIENTS (CG)

Let us first give the following definition. A set of vectors

Pk(k=O,l, .• ,N-I) is said to be A-orthogonal or A-conjugate,
where A is a symmetric positive definite matrix, if:
T
p.J A p.1 = ° i,j=O,1, •. ,N-1; i1j (11)

for any i~j. It may be proven that N vectors satisfying

(11) are linearly independent.

The conjugate gradient (CG) scheme to solve the system(1)

starts from an initial arbitrary vector p = b-Ax =r and
builds up a sequence of A-orthogonal vect8rs Pk' °Th~ iteration
is again given by (5) where a k is provided by:
T T
a k = (Pk r k ) / (rk Ark) (12)

Eq. (12) is similar to (9) and defines the optimal parameter

required to minimize the error measure (6) along the direction
Pk through ~.

The vectors Pk are supplied by the recursive formulas:

962

(l3)

The parameter 8k is found by requiring Pk+l to be A-orthogonal to

Pk :

that is:
(l4}

It can be shown that the vector Pk+l defined by (13) using

(14) is A-orthogonal alS? to ~he vectors Pk~1,Pk-2' ••• 'Po
previously constructed, 1.e. 1n general we-nave:

i=O,l, ••• ,k-l

It may also he shown that the residuals r k are mutually orthogonal,

that is they satisfy the relationship:

i=O,l, .•• ,k

The N-th residual is to be orthogonal to r ,rl , ••• ,rN_1 and

necessarily it has to he equal to zero. TRerefore we have:

~ '" h

The same reasoning shows that PH = 0, since PN must be

simultaneously orthogonal to N Iinearly independent vectors
APo,APl, •.• ,APN_l. Thus from (5) we get:

xN+l"'~"'h

It is easy to derive a recursive relationship between the

residuals:
(15)

On summary the CG scheme is the following:

(16)

r k+1 r k-akApk
where po=rO and the parameters a k and 8k are given by:
 963

( 17)

It should be noted that for both the SD and the CG schemes the
computationally heaviest operation at each step is the product
APk between the matrix A and the vector Pk. Therefore at any
iteration the computational effort is equ1valent to the effort
involved in the application of the Jacobi, Seidel and relaxation
schemes.

Owing to the rounding errors the residuals are only locally

orthogonal and this affects seriously the theoretical properties
of the CG method. The last residual rN is usually different from
zero and the equations given by (16) have to be repeatedly used
beyond N to get satisfactory results.

However if the matrix A is sparse the CG scheme may be

greatly accelerated. This result, which is quite new, has
revalued the conjugate gradient that appear to be today one of
the most efficient technique to solve large, sparse, synunetric
and positive definite systems.

Before concluding this section we want to shortly discuss

the geometrical interpretation of the CG scheme. Figure 1 shows,
for N=Z, how the CG achieves the solution with two iterations.
It should be noted that the directions p and Pl are conjugate
directions relative to the ellipse assoc~ated to the matrix
A. Given p =r in Figure 1 we determine xl using the condition
of minimal ~3 ~rror. The conjugate vector Pl through xl contains
the center of the ellipse, i.e. the wanted solution.

The geometrical interpretation of CG for N=3 is given in

Figure Z. Taken p =r we obtain xl and hence r . The vectors Po
i
and r l identify a ~lage which intersects the el ipsoid and
generate the ellipse (a) drawn in Figure Z. Direction PI is
conjugate to p with respect to this ellipse. Point X z 1S readily
determined (itOis the geometrical center of the ellipse (a» and
hence r Z. The new plane given by Pl and r Z goes through the
center of the ellipsoid and cuts the ellipse (b). In this plane
direction PZ is conjugate to PI relative to the ellipse (b) and
contains the solution point. Hence we have x 3=h.

Figures 3 and 4 show how it is possible to achieve the

solution with a number of iterations less than N for the case
N=3. In Figure 3 the initial error is orthogonal to the vertical
axis of the ellipsoid (i.e. to an eigenvector of A). In Figure 4
the ellipsoid is spherical in the horizontal plane.

When the SD scheme is accelerated, as we have shown in the

previous section, the CG scheme turns out to converge to the
964

Figure 1. Geometric interpretation of the convergence properties

of the conjugate gradient scheme for N=2.
 965

I \
I \
I \
IX \
I \

,
I \
I \

,,
\

,
I \
\

I ~ ,
I
- - , - . __ . I
. __ .--t-.

,,
I I
\
\
\
\
,
I
\ /
\ I
\ I
\ I
\ I
\ I
\
\
,, /
/
I

". . . . . _-+--" . ./
/

Figure 2. Geometric interpretation of the convergence properties

of the conjugate gradient scheme for N=3.
966

Figure 3. If the initial error is orthogonal to an axis of the

hyper-ellipsoid associated to A (i.e. to an eigenvector
of A) the CG scheme converges to the solution in two
iterations for the case N=3.
 967

,,
\
\
\
\
\
\
\
\
\
\

,,
\
\

, I
·-1·----

,,
1
I

I
I
I
I
I
I
I
I
,I

Figure 4. If the hyper-ellipsoid associated with A is spherical

in the plane orthogonal to the vertical axis (i.e. two
eigenvalues of A are equal) the CG scheme converges
to the solution in two iterations for the case N=3.
968

theoreti.cal solution with less than N iterations. Consequently to

accelerate the gradient methods it is necessary to round the
hyper-ellipsoid as much as possible and to start from an initial
solution whose associated error is orthogonal to a large number
of axes of the hyper-ellipsoid, i.e. eigenvectors of A.

5. ACCELERATION OF THE GRADIENT METHODS.

We have shown in the previous sections that the gradient

methods SD and CG are accelerated if the hyper-ellipsoid
associated with A is almost spherical, Le. if the eig:envalues of
A are clustered around few (possibly one) fundamental values. In
the finite element matrices arising in subsurface flow and land
subsidence modeling the eigenvalues (which are all real positive
values) are usually evenly distributed between Al and~. To
treat conveniently these sets of finite element equations by a
gradient scheme, it is first necessary to perform a linear
transformation in order to obtain a new hyper-ellipsoid showing a
pronounced sphericity.

Let us write the original system (1) as:

By=c (18)

where B=X- l AX-I, y=Xh and c=x-~, X-I being an auxiliary symmetric
matrix which aims at producing a matrix B whose eigenvalues fall in
the vicinity of one. Note that B is also symmetric and positive
definite, therefore the convergence of the SD and CG schemes to
solve (18) is theoretically assured.

If we write (10) for the system (l~l in terms of Yk and

next restore the original variable ~=X Yk with its residual r k ,
we obtain the following modified steepest aescent (MSD) scheme:
T -1 -1 T -1 -1
~+l=~+[(rk K rk)/(K r k ) A(K rk)]K rk (19)

-1 -1 -1
where K =X X is svrnmetric positive definite. K_l is close !1 -1
to A-I the :HSD convergence is fast. Ac tually i f K =A we have
(being e =A-lr ):
o 0

xl=x +[(eTr )/(eTr )]A-lr =h

00000 0

namely the ~SDscheme converges in one iteration. The reason

u~~er~Iing the previ~us behavior stems from the fact that, if
K =A ,being A=UAU we get:

B=I
 969

In this particular case matrix B turns out to be the identity

matrix and the associated hyper-ellipsoid is a hyper-sphere: the
gradient direction is a radial direction goinp through the center
of the sphere (i.e. the wanted solution).

In practice A- 1 is unknown but we will search for a matrix

-1
K satisfying the requirement:

AIC 1"'I (20)

The eigenvalues of B are the same as those of AK- 1 and, if
(20) holds, most of the eigenvalues of B will be clustered
aroun~ one, the associated hyper-ellipsoid is close to a
hyper-sphere and the gradient methods will converge fast.

For finite element flow and land subsidence matrices a fair

acceleration of the SD scheme is obtained by setting:
-1 -1
K =D (21)
where D is the diagonal matrix whose entries are the diagonal
elements of A (which are all positive).

However a far more pronounced improvement is obtained if K- l

is taken as:
( 22)

where L, lower triangular matrix, is given by the incomplete

Cho1esky decomposition of A,i.e. L is computed using the
Cholesky formulas:
1 11= Ml
lil= ail/\l i=2, •.. ,N
i-I
1 .. =(a .. - l: l~k)~ i=2, ... ,N (23)
11 11 k=l

i-I
1. .::(a .. - l: l'kl'k) 11 .. i=2, ..• ,N j=i+l, .•. ,N
1J 1J k= 1 1 J 11

where the elements 1 .. corresponding to zero-element a .. of A are

arbitrarily set equaIJ to zero (notice that the finite ~:iement
matrices are highly sparse matrices and hence the majority of the
elements a .. are zero).
1J

The experience has shown that, to obtain an incomplete

factorized matrix which is useful for the purpose of
significantly increasing the rate of convergence of the gradient
methods, a sufficient condition is the diagonal dominance of A.
 970

However, it must be emphasized that examples have been found

where this practical criterion was violated and nevertheless a
fast convergeJ1ce was obtained using (22).

When the incomplete factorization is done, the arguments of

some square roots in (23) may be negative. In this case the
diagonal element of L with a negative root is set equal to an
arbitrary positive value suggested by the experience.

A further improvement of the convergence rate is obtained

using the modified conjugate gradient method (MeG) instead of the
HSD method.

Apply (16) and (17) to solve the system (18) and then
turns back to the original variable~. After some simple
calculations we obtain the equations of the MeG scheme:
xk.+l=~+CtkPk

-1
Pk+l=K rk+l+SkPk (24)

with:
-1
P =K r
o 0
T T
Ctk=(Pkrk)/(PkAPk) (25)

T -1 T
Sk=-(rk+lK APk)/(PkAP k )
-1
The iteration matrix of the modified gradient method is E=AK •
It must be noted that the HSD and MeG schemes require at each
step basically two pr£~ucts between a matrix and a vector (i.e.
the product between K and a vector and between A and a vector) .

Disregarding the computational weight of the remaining

operations we can say that at each iteration the modified
gradient methods require twice as much work as the ordinary
gradient methods. This additional effort is lar~~ly compensated
by the acceleration of the convergence rate if K is taken as is
defined by (22) and (23).

As far as the initial guessed solution is concerned,

Gambolati I8] has shown that it may be convenient to start from
the result obtained by preliminary iterating the initial solution
x =b with the residual correction scheme. In the examples that
f8llow we will take xo=K-iJ, i.e. the result from the first
 971

iteration of the residual correction scheme.

6. EIGENVALUES ANALYSIS OF THE ITERATION MATRIX

To obtain an "a priori" information on the convergence

properties of the MCG method we should analyze the spectrum of
the eigenvalues of the iteration matrix E=AK- l Us.ually it is not
necessary to compute all the eigenvalues of E and in practical
work only the extreme (maximal and minimal) eigenvalues of E are
needed.

Since both A and K-l(be it. provided by (21) or by (22» are

symmetric positive definite, matrix E, although nonsymmetric,
has all real positive eigenvalues.

To determine the maximal eigenvalue of E the power method

may be used. We build up the sequence:
wk+l=Ewk
starting with an arbitrary vector wand the spectral radius
of E is given by: 0

Al(E)=lim Iwk+ll/lwki
k--
where IWkl is the Euclidean norm of wk'

For the minimal eigenvalue AN(E) we may again use the power
method with the matrix
-1
C = qI-E = qI-AK

where q is an arbitrary constant satisfying the requirement:

q>A l (E)

When the maximal eigenvalue Al(C) of C has been evaluated, the

eigenvalue AN(E) is obtained as:
AN(E) = q-A l (C) (26)

However if AN is a small number, as generally is the case, Al (C)

has to be assessed with a high accuracy and consequently a large
number of iterations of the power method are needed.

An extremely efficient approach for the computation of AN(E)

is to use the reverse power method:
972

where w is again arbitrary. The minimal eigenvalue is obtained

o
as:
(28)

The system (27) is first written as:

AYk=Wk (29)

Equations (29) are solved very efficiently by the MeG method

described in the previous section. The vector wk+1 is then.
computed by the relationship:
wk+1=KYk
It will be shown that the convergence of (28) is extraordinarily
fast.

Even for a finite element matrix A of order larger than

1,000 - 2,000 one iteration with the inverse power method may
provide a rough good estimate of ANeE). The experience has
shown that an accurate value for AN(E) is ob tained after 5 - 7
iterations (see Figure 6).

7. APPLICATIONS TO SUBSURFACE FLOW AND SUBSIDENCE MODELING

The performance of the modified gradient methods and the
acceleration of the convergence rate obtained with the MSD and
HCG schemes is analysed with three large sets of sparse linear
equations arising from three field problems in subsurface flow
and land subsidence solved by numerical finite element models.

The size N of the nodal grid ranges from 800 to 2200. The
models employ triangular elements and simulate steady state
problems .

The first example we will analyse is an axi-symmetric flow

problem giving rise to a steady-state finite element matrix with
N=812.

The flow equation is solved over an irregular triangular

mesh discretizing a 9-1ayer aquitard-aquifer system with
permeability contrasts up to 4 order of magnitude. The thickness
of the multi-aquifer system is 200 m and the radial length is
20,000 m. The single aquifers are pumped at different rates from
an abstraction well.
 973

1
10
0
MSD1
Irml
-2

-4

- 6

-12
- 13L-____~L__ _ _ _ _ _L __ _ _ _ _ _L __ _ _ _ _ _~------L-----~
10 0 100 200 300
number of i terat i ons

Figure 5. Average residual Ir I versus the number of iterations

for some gradient s~emes applied to the solution of
the finite element flow system with N=8l2.
 974
Table 1. }mximal eigenvalue AI' minimal eigenvalue AN and the
ratio AllAN for the lteration matrix E=AK- l , compared
with the extreme eigenvalues of A, for the finite
element matrix with (a) N=8l2, (b) N=1802, (c) N=2220.

(a)

A E"'AD- l E=A(LLT)-l

Al 3.0X1.0 2 2.0xlO o 1. 4xlO o

AN 1.8xlO- 7 3.6xlO -3 4.8xlO- 2

A/AN 1. 7xlO lO 5.6xl0 2 2.9xlO l

(b)

A E=AD- l E=A(LLT)-l

Al 1.4xlO 12 2.8XlO o 1. 8xlO o

AN 1. 7xlO 3 2.3xlO -4 2.2xlO -2

A/AN 8.2xlO 8 1. 2xlO 4 8.2xlO l

(c)

E=AD- l E=A(LL T)-l

A
.
Al 1.0 ylO 12 2.8x10o 1. 3xlO o

7.3x10- 3 1.6xlO- 3 -2
AN 1. 4xlO

3
A/AN 1.4y.1014 1.8x10 9.3xlO l
 975

3
10 r--,-------r------.-----~------~------~~

-5
10 ~~______~______~____~------~------L-~
12
number of iterations

Figure 6. Relative error Ie I versus the number of iterations in

the computation of the minimal eigenvalue by the
reverse pmver method and the MeG scheme for the matrix
with N=8l2.
976

Figure 5 shows the increase in the convergence rate when the

traditional SD scheme and the modified gradient methods are used.
MSD1 and MSD2 make use of the matrix K-1 defined by (21) and
(22), respec ti vely, while MCG uses invariab ly matrix (22).

Note that SD and MSD1 show a convergence rate which is

unacceptably slow. MSD2 converges fairly fast but the
convergence of MCG is much faster. MCG achieves a highly accurate
solution after 30 - 40 iterations (compared with 812 which is the
order of the finite element flow problem). Note that the
asymptotic rate of convergence of SD, MSDI and MSD2 is linear
while the rate of MCG is super-linear.

Table la shows the extreme eigenvalues Al and A of A and

of the iteration matrices obtained taking K-l from (~l) and (22).
Note the drastic reduction of the large spectral interval of A
when A is post-multiplied by D-l and (LLT)-l to give the
iteration matrix E. The Al values of E are close to one and most
eigenvalues aEr clustered in the Vicinity of one, and especially
so for A(LLT) as may be indirectly inferred by the behavior of
the convergence rate of HCG shown in Figure 5.

The minimal eigenvalue AN is given by (28). Convergence is

extremely fast as it is shown in Figure 6 where a value within 1%
of accuracy is achieved afterTverY few iterations. Note that a
rough estimate of AN for A(LL )-1 with a 10% error is obtained
already after two i~erations.

Figure 7a shows the histogram of the ratios ni

N
l: la.kl/a .. (30)
k=l l II

k#i

between the sum of the absolute values of the extra-diagonal

elements of row i and the diagonal element a... Figure 7a gives
the frequency distribution of the n. values ~~d shows that A is
diagonally dominant. l

The diagonal dominance has generally a favorable impact on

the rate of convergence of the modified gradient methods. However
it does not represent a strictly necessary condition to obtain a
good performance as it is proven by the second example dealing
with a non-diagonally dominant matrix (Figure 7b) with N=1802.

It may be observed in Figure 7b that the ratio n. given by

(30) takes for some rows a value close to two. This ffiatrix has
been generated with a land subsidence model where a non-homo-
geneous half-space has been discretized in finite annular elements
 977

of triangular cross-section. A disk-shaped gas reservoir is

located at a depth of 1,200 m, it is 100 m thick and its radius
is equal to 750 m.

It is assumed that a uniform fluid pressure decline occurs

within the reservoir and that the sediments underlying its
basement are ten times less compressible then the reservoir
itself. The compressibility of the overburden from the reservoir
top. to the land surface increases more or less regularly of two
other orders of magnitude. Assuming perfectly elastic soils the
finite element matrix has been obtained by applying the principle
of virtual works in the presence of radial symmetry. For each
node of the mesh there are two unknowns: the vertical and the
radial components of the displacement of the porous matrix.
Despite the fact that the resulting finite element system is not
diagonally dominant, the acceleration of the convergence rate
obtained with the modified gradient methods is quite high as is
shown by Figure 8 where the various profiles have the same
meaning as in Figure 5. Note that 50 - 60 iterations (compared
with N=1802) are sufficient to provide a very small residual
when MCG is used.

The extreme eigenvalues are reported in Table lb which

shows a progressive significant red~Ition of the tP~Itral
interval when one goes from A to AD and to A(LL )

The last example to be discussed deals with a finite element

flow model of large size (N=2220) of a very complex
aquifer-aquitard system confined by two impermeable layers. The
aquifer units are 10 and their hydraulic permeability is some
order of magnitude greater than the permeability of the
intervining aquitards.

The model is a two-dimensional plane model of the flow in

the aquifers coupled by the leakage through the aquitards.
The resulting steady state finite element matrix is diagonally
dominant (Figure 7c).

The extreme eigenvalues are given in Table lc. 14Note that

the ratio Al/AN for the matrix A is greater than 10 . Figure
9 shows the performance of the SD, MSDl, MSD2 and MeG schemes.
The convergence rate of SD and MSDI is very slow. MSD2
behaves fairly well but again MCG is far much better. Also in
this case 50 - 60 iterations (compared with N=2220) provide
excellent results (Figure 9).
978

40r-----~------~----~----~

%
30

2
20r------r------~----~----~

%
10

0.5 1,5 2

50 @]
%
40

30

.:;.-

20

10

0'
0 0~5 1 1.5 2
'YJ

Figure 7. Frequency distribution of the diagonally dominant rows

of the matrices with size (a) N=8l2, (b) N=1802, and
(c) N=2220.
 979

: "-.j-
13.-____- ,______- r______, -______r-____- y____~

Irm1101± :
SD
1011_~ 0 0 0 0 o 0 0 0 0 0

---

number of iterations

Figure 8. The same as Figure 5 for the finite element land

subsidence system with N=1802.
980

4
10 ~----~----~-----'-----.r-----~--~
SD

o
MSDl

-4

-6

-8

-9L-----~-----i------L---~~~--~----~3~00
10 0 100 200
number of iterations

Figure 9. The same as Figure 5 for the finite element flaw system
with N=2220.
 9tH

3
10 --0--- Crout
- - 4......- Crout A OR
tIS ) --0-- Cholesk y
-~-- Chole s ky AOR
••••••• Fronta l
. -... _. MCG 1
.-:y.-. MCG 2
2
10

1
10

500 1000
N

Figure 10. Comparison between the solution time required on an IBM

medium size computer to solve finite element flow
systeIT-s with the MCG scheme and some traditional direct
techniques versus problem dimension N (Crout and
Cho1esky mean the triangu1arization method, for non
symmetric and symmetric matrices respectively, done in
compact form with symbolic factorization, numeric
factorization and final back-substitution; AOR stands
for After Optimal Reordering; MCG1 and MCG2 refer to
unsteady and steady matrices, respectively).
982

8. CONCLUSION

The accelerated gradient methods have been experienced on

large finite element models used to simulate groundwater flow and
predict land subsidence. The examples discussed deal with complex
hydrogeologic settings where non-homogeneity of both the
hydraulic and mechanical parameters play an important role. The
number of nodes taken into account by these models ranges from
800 and 2200 and represents a quite realistic maximal size for
field prob lems.

The modified conjugate gradient which makes use of the

incomplete Cholesky decomposition of the finite element matrix
has proven to be by far the best solution scheme among all the
other gradient methods. The number of iterations necessary to
obtain a good solution is of the order of {N. No particular
requirement must. be satisfied by the mesh and by the nodal
ordering. No acceleration parameters are to be preliminary
estimated.

A set of tests up to N"'1500 published in [9] shows that

for large size finite element matrices MCG is decisively superior
to the traditional solution techniques (see Figure 10), including:
(1) the triangular factorization especially designed for sparse
matrices with preliminary optimal reordering, symbolic
factorization and numeric factorization; (2) the frontal solution
technique; (3) the successive over-relaxation schemes with optimal
over-relaxation factor. The convenience of using MCG increases
with N. For N"'1500 MCG turned out to be about 5 times faster than
the best technique among those explored. Also the storage
requirements for MCG are quite limited as storage demand grows
only linearly with N. Gambolati and Volpi [10] have also shown
that HCG is effective in dealing with ill conditioned flow
problems that could be hardly solved efficiently by any other
technique.

It may be concluded that the modified conjugate gradient

method appears to be today the most efficient tool to solve
finite element flow and land subsidence prOblems of realistically
large size.

REFERENCES

1. M.R. Hestenes and E. Stiefel. Methods of conjugate gradients

for solving linear systems, Nat. Bur. Stand. J. Res.,
49 (1952) 409-436.
 983

2. J.K. Reid. On the method of conjugate gradients for the

solution of large sparse systems of linear equations, Proc.
Conf. on Large Sparse Sets of Linear Equations, Academic
Press, N. Y. ( 19 71) .
3. J.K. Reid. The use of conjugate gradients for systems of
linear equations possessing Property A, SIAM J. Numer.
Anal., 9 (1972) 325-332.
4. B.M. Irons. The conjugate gradient method, Calgary Conf.
Proc. (1973).
5. P.Concus, G.H. Golub and D.P.O'Leary. A generalized conjugate
gradient method for the numerical solution of elliptic
partial differential equation, Symp. on Sparse Matrix
Computations, Argonne National Lab. (1975).
6. A. Meijerink and H.A.van der Vorst. An iterative solution
method for linear systems of which the coefficient matrix is
a synunetric ~1-matrix, Math. Comp., 31 (1977).
7. D.S. Kershaw. The incomplete Cholesky-Conjugate Gradient
Method for the iterative solution of systems of linear
equations, J. Compo Phys., 26 (1975) 43-65.
8. G. Gambolati. Fast solution to finite element flow equations
by Newton iteration and modified conjugate gradient method,
Int. J. Num. Methods Engng, 15 (1980) 661-675.
9. G. Gambolati and G. Volpi. Analysis of performance of the
modified conjugate gradient method for solution of sparse
linear sets of finite element equations, Third Int. Conf. on
Finite Elements in Flow Problems, Banff, Canada (1980).
10. G. Gambolati and G.Volpi. An improved iterative scheme for
refining the solution of ill-conditioned systems,
Information Processing 80, North-Holland (1980) 729-734.

SYMBOLS

A finite element matrix

b known vector
B coefficient matrix of the transformed system
c known vector of the transformed system
D diagonal matrix whose entries are the diagon~l elements of A
e error vector, equal to h-x
E iteration matrix, equal to AK- 1
h solution vector
I identity matrix
L incomplete triangular factor of A
K-lauxiliary acceleration matrix
N size of the finite element problem
Pi A-conjugate vectors
r residual vector, equal to b-Ax
u eigenvector of A
984

U matrix whose columns are the ordered eigenvectors of A

x approximate solution
y solution vector of the transformed system
z error vector in the new reference frame
ex parameter of the SD, HSD, CG and HCG schemes
B parameter of the CG and NCG schemes
A eigenvalue of A
fl diagonal matrix whose entries are the ordered eigenvalues of A
¢ error measure
n ratio showing if A is diagonally dominant
 985

SUBJECT INDEX

A
acceleration, 66
gradient methods, 968
advective flux, 41
air phase, 545, 559
Alternative Direction Implicit (AID), 927
amplitude ratio, 603
analytical solutions, 365
infiltration, 264
anelastic, 501
anisotropy, 707, 741, 742
approximation, small time, 334
aquifer
confined, 465
leaky, 465, 469
phreatic, 482
aquifer-aquitard, 320
aquitard drainage method, 403
area eoordinates, 818
areal average, 14
arithmetic mean, 725
associated flow rule, 475
auxiliary conditions, 569
average values, 734
averaged equations, 26,447, 471, 487, 489
averaging, 457
averaging rules, 23
averaging theorem, 126
averaging volume, 126

B
balance equations
energy, 22, 28, 71
macroscopic, 17, 25
986

mass of a component, 21, 28

mass, 20, 27, 70
microscopic, 18, 20
momentum, 21, 31, 32
phase, 20, 27
linear momentum; 70
moment of momentum, 71-
basis functions, linear, 931, 934, 935
beam analogy, 421
Bernoulli equation, 588
beta-curve, 334
Biot consolidation model, 114
Biot formulation, 449, 450, 452, 581
Bishop's effective stress, 541
body force, external, 70
boundary conditions, 46, 124, 358, 567, 784, 809
interface, 321
aquifers, 458, 486
component, 51
heat, 52
mass, 48
momentum, 50
volume, 49
boundary layers, 201, 222
Buckley-Leverett problem, 99
bulk modulus, fluid, 606
bulk modulus, solid, 606

c
cam-clay model, 518
capacity function, 777
capillary equation, 280
capillary pressure, 85
center of symmetry, 81
characteristic length, 9
chemical potential tensor, 73
Cholesky decomposition, 956, 969
classical porous media models, 94
closure problem, 125, 157
coefficient
compressibility, 593
consolidation, 467
fluid content, 596
frozen, 109
poroelastic, 591, 598, 599
shifting equilibrium, 109
collocation method, 933
 987

compaction,
horizontal, 448, 481
vertical, 448, 461, 481
complex number, 600
complex stiffness, 605
composite storage, 318
compressibility,
coefficient, 358, 593, 595
fluid, 453
solid, 455
test, jacketed, 593
test, unjacketed, 594
air, 555
fluid, 352, 363, 597
soil, 549
total, 353, 355
water, 555
compressible medium, 861
compressible models, 75
compression,
modulus, apparent, 363
modulus, 357, 363
compression test, 352
conditional simulations, 752, 762
conditional simulations, 752, 762
confidence interval, 733
conjugate gradient, 955, 956, 961
modified, 956, 970, 982
conservation of mass equation, 355, 452
consolidation, 351, 369
coefficient, 467, 560, 565
equation, 357
ratio, 360
Biot model, 114
coupled, 35
Cryer's problem, 361
degree of, 561
due to petroleum recovery, 861
equation of,555, 557, 559
models of, 827
numerical solution, 565
one-dimensional, 358, 359, 360, 557, 559
primary, 410
program, 359, 360
secondary, 410
two-dimensional, 562
unsaturated, 527
constitutive equations, elastic, 394
constitutive law, 502
constitutive relations, 548
988

contact supply, 69
continuum approach, 8
continuum, over lapping, 8
convective dispersion, coeeficient, 38
convective flux (see advective flux)
convergence rate, 957
coordinate transformations, 822
correlation scale, 682
counter maps, 734
coupling term, 185
covariance, 725, 726
covariance function, 680
covariance matrix, 733
covariance, head, 695
creep, 512
critical state theory, 417, 418, 475
critical time step, 798
crossflow, 317, 318, 321, 328
curve fitting technique, 905
cylindrical sample, 365

D
Darcy's law, 94, 356, 544, 557, 581, 587, 589, 723, 829, 852, 872
relative, 452
data analysis, infiltration, 293
deformation
function, 65
gradient of, 66
infinitesimal, 105
volumetric, 361
density
bulk, 67
mixture of, 67
true, 67
depth porosity, 379
deviations, spatial, 125, 130, 142
diffusion, 140
diffusive flux, 36, 452
diffusivity tensor, 146
dilatancy, 514
dilatation, 478
fluid, 585, 597
solid, 585
volumetric, 20, 392, 453
direct shear test, 505
discharge
specific volume, 587
specific, 94
 %9

discontinous finite element technique, 891

discretisation, 808
dispersion, 157
coefficient, 693
vector (see also dispersive flux), 132
vector, estimate of, 134
axial, 159
hydrodynamic, 41, 177, 189
lateral coefficient, 164
longitudinal coefficient, 164
macroscopic, 702
thermal coefficient, 189
thermal, 164, 188
dispersive flux, 37, 452
dispersivity , 694
longitudinal, 39
transversal, 39
displacement, 105, 471
fluid, 584
solid, 584
dissipation rate, 361
distributed crossflow, 326, 330
distributed parameter, 318, 319
distribution function, 293
divergence theorem, 362
double porosity, 338
drag coefficient, 107
drag forces, 79, 84
drainage path, length of, 561
drained Poisson's ratio, 114
drawdown, 482
Drucker-Prager criterion, 418, 475
Duncan and Chang, law of, 519
dynamic behavior, 514
dynamic measurement, 599, 601
dynamic storage modulus, 603

E
earth dam, 528
effective hydraulic conductivity, 690
effective stress, 33, 114, 351, 354, 357, 449, 451, 454, 541
Ei-curve, 338
eigen value, spectrum of, 971
eigenvalue, analysis, 971
elastic deformation, 848
elastic layer, 34
elasticity, 356, 374
empirical laws, infiltration, 283
990

empirical relations, land subsidence, 383

energy
equation, 22, 103, 488
inequality, 108
supply, 72
balance of, 71
total, 588
entropy density, 72
entropy inequality, 72
equation
for the mixture, 74
balance, 17, 18, 69
equilibrium, 356, 357, 363, 454, 471, 489, 584, 587, 590, 863
energy, 103, 488
hydrodynamic dispersion, 28
mass, 452, 461, 468, 487
motion, 21
infiltrations, 283
transport phenomena, 5, 52
equilibrium states, 78
ergodicity, 724
Ergun's friction factor, 205, 206, 211
erratic component, 739
error analysis, 711
error estimate, 909
estimate, 734, 735
order of magnitude, 131
variance, 732
Euler number, 205
Eulerian approach, 18
excess ·pore pressure, 361
expected value, 724
experimental methods, 503
explicit partitioning, 779
external body force, 70

F
factorization
diagonal, 982
incomplete, 970
triangular, 982
Fick's law, 38, 545
field data, models,' 380
filtration velocity, 94, 97
finite difference
methods, 901
technique, 565
 991

approximations, 905
arbitrary nodes, 914
comparison, 949
differential equation, 925
first derivative, 912
philosophy, 903
second derivative, 911
Taylor series, 912
three dimensional, 927
truncation error, 921, 922
two dimensional, 920
finite element
method, 790, 807, 901, 930
moving, 880
comparison, 949
philosophy, 904
three dimensional, 941
trilinear elements, 942
two dimensional, 934
first derivative, analytical approximation, 920
first derivative, finite difference, 920
five-spot flooding pattern, model of, 859
flow equation, 260, 278, 589
stochastic, 686
unsaturated, 540
flow laws, 542
flow regimes, 204, 208
flow rule, 517
flow
chaotic, 246
creeping, 201, 204, 214
Darcy, 204, 214
inertial, 201, 222, 248
laminar, 203, 248
microscopic, 231, 246
non-linear laminar, 222, 227, 230
one phase, 261
single component, 53, 55
single phase, 53, 55, 827
streak1ines, 222, 245
three phase, 870
turbulent, 203, 207
two phase, 277, 852, 861
unsteady laminar, 201, 204, 230
visualization, 201, 203, 210
vortica1, 202, 204, 245
fluid
compressibility, 597
constituents, 79
content, 596, 585
992

density, 786
dilatation, 585, 597
flow, 319
mass capacity, 777, 787
potential, 776
pressure, 785
stress, 583
transfer, 317
flux-concentration relations, 268
fluxes, 17, 34, 36, 37,41
force field, 402
Forcheimer equation, 205
Fourier transform, 681
fractured formations, 317, 320, 326
fractured reservoirs, 317, 336
frame, change of, 69
frequency, 246
friction factor, Ergun's, 205, 206, 211
friction factor, 205, 249
frontal elimination, 956
frontal solution, 982
frozen coefficients, 109

G
Galerkin method, 812, 933
gas law, 280
geometric mean, 725, 757
geometrical interpretation, 963
geometry
rods, 208, 210, 213
spheres, 208, 209
geostatistics, 721
geothermal reservoir, 420, 423
modelling of, 876
gradient
methods, 955
of the deformation, 66
velocity, 66
gravimetric water content, 571
Green-Ampt's equation, 286, 289

H
half-space models, 384
Hambly, principle of, 506
hardening, 51.6
harmonic mean, 725
 993

head covariance, 695

head variance, 688, 695
heat and mass transfer models, 838
heat capacity, 22
heat conduction, 150, 188
heat excahnge, 185, 187, 189
heat flow, 486
heat flux, partial, 72
heat transfer coefficients, 202, 250
heat transport, 123
heave, 535
Helmholtz free energy, 73
Hermitian cubes, 911
heterogeneity, 501, 675, 799
heterogeneous porous media, 317, 318, 319
homogeneous medium, 76, 723, 724,
homogeneous porous medium, 146, 153
Hontal's equation, 285
Hooke's law, 356, 361
horizontal compaction, 488, 481
horizontal movements, 420, 430
Horton's equation, 285
Hubbert's potential, 452, 588
hydraulic anisotropy, 701, 708
hydraulic conductivity, 452, 675
curve, 3, 5, 261, 263
effective, 700
hydraulic radius, 44
hydrodynamic dispersion, 185, 177, 188, 189
equation, 28
hydrostatic pressure, 85
hyper-ellipsoid, 957
canonical form, 959
hyper-sphere, 957

I
immiscible, 67
incomplete factorization, 970
incompressibility, 67, 82, 93
incompressible medium, 852
incompressible models, 82
indeterminate hydrostatic pressure, 85
index of refraction, 212, 214
inelastic deformation, 415
inference, statistical, 728
infiltrability, soil, 283
infiltration, 259, 281, 283
tests, 291
994

infinitesimal deformation, 105

infinitesimal strain, 107
inftial conditions, 46, 567, 784
instantaneous deformation, 374
integral scale, 682
integrated finite difference method (IFDM), 790
integration
in time, 796
nodal, 947
Simpson's rule, 940,945
intercomponent interaction, 317
interface boundary condition, 321
interface flux, 322
interference well test, 332, 333, 341
interflow mechanisms, 321
intergranular forces, 351
inter granular stress, 352
internal friction, 415
intrinsic
hypothesis, 727, 729
phase average, 12, 126, 129
inverse problem, 753
irregular grid, 941
isoparametric elements, 822, 941
isotropic
media, 695
relations, 586
solid, 95
iteration matrix, eigenvalues of
iterations, degree of, 958
iterations, nonlinear, 957

J
Jacob, 455
Jacobian matrix, 823

K
Kirchoff transformation, 273
Kostiakov's equation, 284
Kozeny equation, 45
Kriging, 722, 729, 733, 734, 740, 745, 759
 995

L
Lagrange interpolation polynomials, 813
Lagrangian approach, 18
Lagrangian elements, 817
Lame constants, 455, 586, 605
land subsidence, 45, 371, 372, 447, 448, 955, 969, 976, 982
three dimensional, 451
Laplace transform, 413
laser anemometry, 201, 203, 212
leakage, 459, 469
leaky aquifer, 325
leap frog method, 425
least square method, 933
length
scales, 125
characteristic, 9, 134
of drainage path, 561
macroscopic, 134, 136
limiting condition, 514
linear elasticity, 374, 377
linear momentum, balance of, 70
linear transformation, 69
linearization, 105
load surface, 516
local mesh refinement, 817
local thermal equilibrium, 151, 152
local, normalised coordinates, 813
loss tangent, 603, 606
lumped crossflow, 321, 326, 330
lumped parameter, 318, 319

r·'
macroscopic dispersion, 702
macroscopic level, 9, 17
mass
balance of, 70
conservation equation, 452, 461, 468, 487
matrix 'lumping' of, 826
supply, 70
transport, 123
material
constants, 107
derivative, 68, 453
frame-indifference, 75
parameters, 581
surface, 459
996

symmetry, 75, 80
mathematical models, 515
matrix solid, 5
mean velocity, 67, 98
mean, 725
arithmetic, 725
geometric, 725, 747
harmonic, 725
microscopic level, 8
minimisation, 760
miscible flow, 67, 871
mixture
equation for, 74
theory of, 65
model
capillary, 207, 208
geometric, 207
land subsidence, 378
statistical, 208
tests, 513
volume averaging, 208
modulus of elasticity, 454
Mohr-Coulomb criterion, 375, 396, 416, 418
moisture potential, 848
moisture, soil, 260
moment of momentum supply, 71
moment of momentum, balance of, 71
moments, axial, 181
moments, method of, 181
Monte Carlo simulations, 705
Monte Carlo techniques, 722
motion equation, 21
moving
finite element method, 880
neighbourhood, 740
sequences, 231
multiple interacting continua, 326

natural variability, 675

Navier equations, 363, 586
Navier-Stokes equations, 159
network optimisation, 743
non-geometric tasks, 796
non-isothermal conditions, 54
non-isothermal reservoir, 420
normality condition, 517
Nugget effect, 739
 997

numerical
equations, 775, 788
integration, 820
methods, 902, 903
simulation, 326
solutions, infiltration, 272
solutions, 365, 565
Nusselt number, 187, 250

o
observation networks, 707
oedometric test, 504, 530
one phase flow, 261
optimisation, network, 743
order of magnitude estimates, 131
orthogonal matrix, 959
orthogonal, transformation, 69
oscillation, 30, 31, 45, 230, 231, 245

p
packed bed, 205, 207
parameters
nature, 785
pressure dependent, 799
Parlange's solution, 266
partial heat flux, 72
partial stress, 501
partitioning of flow, 779
passage length, 248
Peclet number, 161
permeability, 45, 95, 544, 589, 600, 676, 725, 786
pressure distribution, 322, 326
perturbation, 687
perturbed equations, 686
petroleum reservoir simulation, 852
phase average, 126
Philip's equation, 30, 31, 288, 289
Philip's solution, 264
pilot points, 758, 761
Pixley subsidence, 401, 405
plane strain test, 506
plastic deformation, 415, 848
plastic potential, 517
plasticity, theory of, 515
Poisson's ratio, 114, 454
polynomial interpolation, 909, 916
998

pore pressure, 85, 88, 96, 112, 448, 784, 787

average, 32
change, 529
excess, 361
pore scale, 723
poroelastic coefficients, 591, 598, 599
poroelastic media, 581
poroelasticity, 105
porosity factor, 206
porosity, 7, 91, 583
porous media models, classical, 94
potential energy function, 585
potential, fluid, 776
potential, Hubbert's, 588
pressure, hydrostatic, 85
primary consolidation, 410
priori information, 757
producing bed, 327, 328, 334, 336
pumping well, 467, 476

R
random fields, 679
random function, 724
rate, independence, 503
rate, sensitivity, 510
reaction, heterogeneous, 140
rectangular elements, 817
reference configuration, 65
regional scale, 725
regionalized variables, 721, 722
regression analysis, 604
relaxation, times of, 81
relaxation, 512
representative elementary area (REA), 9
representative elementary volume (REV), 5, 79, 126, 723
representative theorem, 680
Reynolds numbe~, 202, 204, 205
residual, 931, 973
retention, curve (see soil moisture curve)
rheological equations, 409
rigid models, 90

s
Saint-Venant resistance, 377
saturation, 93
degree of, 545, 552, 571
 999

scaling theory, 298

second-order theory, 393
secondary consolidation, ilO
section length, 248
sedimentary deposits, 317
self-similarity, 512
semi-infinite models, 380
separation bubbles, 207
serendipity elements, 817
shakedown, 514
shape function, 812
shear
modulus, 110, 112, 114, 454, 592
test, 592
shifting equilibrium coefficients, 109
simple shear test, 506
Simpson's rule, 945
single component flow, 53, 55
single phase flow, 53, 55, 827
Skempton coefficient, 34, 114, 354
softening, 510
soil behavior, 373
soil infiltrability, 283
soil moisture curve, 260, 262, 263
solid dilatation, 585
solid matrix, 5, 7
solute transport, 693
spatial
average of temperature, 151
deviations, 125, 130, 142, 154
interpolation, 729
structure, 294
variability, infiltration, 290
variability, 721, 722
periodic model, 159
specific discharge, 94
specific fluid mass capacity, 35, 406
specific heat, 23
specific storativity, 456, 478
spectral representation, 679
spectral solutions, 686
spectrum, 68
staggered grids, 929
stationarity, 724
statistical inference, 724, 728
steepest descent
convergence, 961
modified, 957, 968
scheme, 956, 959, 960
1000

stochastic
analysis, 675
differential equation, 687
methods, 761
process, 679
storage equation, 356, 361, 363
storage modulus, dynamic, 603, 606
storage ratio, 334
storage, composite, 318
storativity, specific, 456, 478
strain, 528
fluid, 585
measure, 76
nucleus, 389
solid, 585, 594
tensor, 354, 356, 502
volume, 357
steam tubes, 231
stress
effective,.33, 114, 351, 354, 357, 541
fluid, 583
inner part, 71
intergranular, 352
invariants, 548
partial, 70, 501
state, 545, 547
total, 363, 583, 586
stress-strain
curve, 508
relations, 358, 361, 454, 586
structural analysis, 728
subdomain method, 932
subsidence, 827, 869
successive over-relaxation scheme, 956, 959, 960
supply
energy, 72
external volume, 70
local, 70
mass, 70
moment of momentum, 71
momentum, 70
supporting bed, 339
swelling, 535
soils, 276
symmetry group, 87
symmetry, center of, 81
 1001

T
Taylor series method, 912
Tay1or-Aris theory, 161
temperature separation, 191
temperature, 37, 73, 488
tension center, 384
Terzaghi, 449, 455, 457
test, see experimental methods, model tests
tests, infiltration, 291
thermal
conductivity, 37, 486
dispersion, 164
equilibrium, local, 151, 152
thermo-elastic aquifer, 433
thermo-plastic deformation, 420
thermodynamic models, 101
Thiele modulus, 142
three phase flow, 870
timber, 849
time discretisation, 823
time factor, 562
time lag, 409
time-independent deformation, 415
time-step, critical, 798
times of relaxation, 81
torsion test, 506
tortuosi ty, 177
total compressibility, 353, 355
total energy, 588
total stress, isotropic, 364
total stress, 363, 460, 461, 474, 484, 489, 583, 586
transformation, linear, 69
transmissivity, 478, 745, 752
transport
coefficient, 129
equation, 124, 134
equation, volume averaged, 136
phenomena, 5
transpose, 69
trapezoidal form, 940, 945
travelling waves, 204, 251
trial functions, 931
triangular elements, 818
triaxial tests, 503, 535
triple-porosity media, 318, 336, 337
true triaxial test, 505
truncation error, 921, 922
two phase flow, 277, 852, 861
1002
two-phase systems, heat conduction, 150
two-step approach, 449

u
uncertain data, 735
unconfined aquifer, 325
undrained poisson's ratio, 114
undrained response, 363
uniform flow, 725
unsaturated
consolidation, 527
flow, 706
media, 402, 405, 414
soils, 259
unwinding techniques, 885

v
variance, 724, 726, 730
dispersion, 732
estimation, 732, 735
head, 695
variation of the average, 14
variogram, 684, 727, 728, 736
velocity, 17, 66
axial component, 216, 217
bulk component, 222
diffusion, 67
field, 402
filtration, 94, 97
gradient, 66
horizontal component, 224
interstitial, 202
mass weighted, 17
mean, 67
measurement, 211
mixture, 67
pore, 246
profiles, 221
vertical component, 221, 222, 225
volume weighted, 17
verification, model, 743
vertical compaction, 448, 461, 481
vertical compressibility, 455, 476
vertical-pincher, 387
viscoelastic behavior, 449
viscoelastic modelling, 409
 1003

viscop1astic deformation, 419

viscosity, 95
void ratio, 455, 571
void space, interconnected, 7
volume averages, 11, 12, 125, 157
volume fraction, 67, 128
volumetric deformation, 361
volumetric fraction, 11

w
waste management, 540
water content, 571
weighted residual technique, 811
weighted residuals, method of, 930
well flow, 326
well function, 480, 481
well testing, 318, 322, 341

y
yield criterion, 374
yield function, 374, 517
yield locus, 374
yield point, 374
yield surface, 374, 516
:oung modulus, 374, 549, 603