Summer School Cargese 29 June 2018

Transport Phenomena: Stochastic Modeling and Upscaling

Marco Dentz

Institute of Environmental Assessment and Water Research (IDAEA)

Spanish National Research Council (CSIC), Barcelona, Spain
Outline

1 Porous Media Flow and Transport

2 Homogeneous Media

3 Dispersion

4 Anomalous Transport

5 Upscaling
Advective Transport
Advective-Diffusive Transport

6 Summary and Conclusions

Porous Media Flow and Transport

Pore scale

Stokes equation

∇2 v = µ−1 ∇p − ρf g

Advection-diffusion equation

∂c
+ v · ∇c − D∇2 c = 0
∂t

Dentz et al., J. Fluid Mech., 2018

Darcy scale

Darcy equation

q = −K ∇h, ∇·q=0

Advection-dispersion equation

∂c
φ + q · ∇c − ∇ · D∇c = 0
∂t
Levy and Berkowitz, J. Contam. Hydrol., 2003
Homogeneous Media

(Solute) particle motion under advection and diffusion

dx(t)
= v + v 0 (t)
dt
(Langevin, 1908)
Velocity fluctuations v 0 – Gaussian distributed
Particle velocities independent for t > τc

hv 0 (t)v 0 (t + τc )i = 0,

3
2.5
2
1.5
1
v

0.5
0
-0.5
-1
0 2 4 6 8 10
t

Diffusion coefficient (square displacement per correlation time)

h(v 0 τc )2 i Brownian motion kT

D= = σv2 τc =
τc 6πµr
(Einstein-Smoluchowski relation)
Homogeneous Media

Particle distribution
3
2.5
2
1.5
1
0.5
y

0
-0.5
-1
-1.5
-2
-2.5
-20 0 20 40 60 80 100 120 140
x

Advection-diffusion equation

∂c(x, t) ∂c(x, t) ∂ 2 c(x, t)

+v −D =0
∂t ∂x ∂x 2
(Sutherland, 1904; Einstein, 1905; Smoluchowski, 1906)
Homogeneous Media

Spatial moments of the concentration plume

hx(t)i = vt, h[x(t) − hx(t)i]2 i = 2Dt

Spatial distributions and breakthrough curves

Resident Concentration: Fickian Transport Flux Concentration: Fickian Transport
0.5 0.3
t=5
0.4 0.25

flux concentration
t = 10 0.2
concentration

0.3
t = 15
0.15
t = 20
0.2
0.1

0.1
0.05

0 0
0 5 10 15 20 25 30 0 5 10 15 20
x t

   
(x−vt)2 (x−vt)2
exp − 4Dt x exp − 4Dt
c(x, t) = √ , cf (t, x) = √
4πDt v 4πDt 3
Heterogeneity

Medium heterogeneity is ubiquitous on all scales

Flow heterogeneity

Darcy Scale

Pore Scale
Dispersion

Particle motion in heterogeneous flow

15
30
10 85
25
5 80
20
y/λ

15 0 75

y/λ
10 -5 70

5 -10 65
0 -15 60
0 5 10 15 20 25 30 20 25 30 35 40 45 50 55 60
x/λ
x/λ

Random motion driven by pressure gradient

Kubo formula
Zt
D= dt 0 hv 0 (0)v 0 (t 0 )i = σv2 τc , σv2 ∝ v 2
0

For t  τc :
∂c(x, t) ∂c(x, t) ∂ 2 c(x, t)
+v −D =0
∂t ∂x ∂x 2
Taylor Dispersion

a2
Correlation time τD = Dm

a2 v 2
D = v 2 τD =
Dm
G. I. Taylor, 1951
Hydrodynamic Dispersion

W01202 BIJELJIC AND BLUNT: RAPID COMMUNICATION

Péclet number particle reaching the

location on the inlet. P
rate while keeping mole
Advection time τv = `c /v the model are described
accurately captures the
`2c
Diffusion time scale τD = D
number dependence of
sion coefficient, DL(Pe)
τD v `c
Pe = = 3. Transit Time Pr
τv D on Pe
[5] We use the netwo
Geometric dispersion probability y(t) as a f
equation (1). We estim
Correlation time τc = τv physical principles. t1 i
Dispersion D = v 2 τc = v `c Figure 1. Experimental measurements of longitudinal defined by L/u, where
dispersion coefficient, , as a function
DLResour. of Peclet number, throats and L is the me
Bijeljic and Blunt, Water Res. 2006; Pfannkuch, 1963
Pe, on bead packs, sand packs, and sandstones (circles and cutoff governed by th
Low Pe: D/D ∼ 1 dashed vertical lines) compared to predictions using pore- diffuse between pores, w
scale modeling (solid line) [Bijeljic et al., 2004]. For Pe $ plot y(t), where t = t/t1
High Pe: D/D ∼ Pe 1, there are two scaling regimes: DL/Dm ! Pe 3"b crit
for Pe > the match to equation
Intermediate Pe: D/D ∼ Pe1.2 (open and DL/Dm ! Pe for Pe > Pecrit, with Pecrit # 400 physically interpreted
Pe $ 1question)
and b = 1.8. lengths traveled. Equat
Empirical relation (Bear, 1972) time behavior that is aff
where t1 is the mean advective transit time, t2 is a late time but does accurately pre
cutoff and for t2 > t > t1 we see approximately power law single parameter b = 1
scaling with y(t) !Pe t"(1+b) where b is a parameter law scaling regime ove
DL/T = Dγ + αI v the porous medium
characterizing , heterogeneity. The from t # 5 (t = 5t1) to t
constant A is Pe fixed+ + 4δ 2 the integral of y(t) to is due to transport throu
by2normalizing
1. From equation (1) analytical expressions for the move- controlled by diffusion
cutoff occurs at larger t
Macrodispersion

Macrodispersion
`c
Correlation time τc =
v

Dispersion D = σff2 v `c

Relates medium and flow

properties to transport!

Transverse dispersion D ∼ σff2 v `c ?

(open question)
Gelhar, WRR, 1983; Dagan, Annu. Rev. Fluid. Mech, 1987 Gelhar and Welty, WRR 1992
Anomalous Transport

Spatial and temporal transport characteristics are not conform with ADE

(a) B1-2 push-pull (b) B1-4 push-pull

0 B1-2 convergent 0 B1-4 convergent
10 10

peak

peak
1

normalized concentration * time

normalized concentration * time

−1
1
−1
10 10
1.85

1.75

−2 −2
10 10

−3 −3
10 −1 0 1 2 10 −1 0 1 2
Stoehr, Doctoral Thesis, University Heidelberg, 2003 10 10 10 10 10 10 10 10
time / time time / time
peak peak

BTC in granite (Ploemeur, France), Kang et al., Water Resour.

W07402 BROMLY AND HINZ: NON-FICKIAN TRANSPORT IN UNSATURATED SAND
0 Res., 2015
10
concentration

-1
10

10-2

10-3
0 50 100 150 200 250 300
length [m]
Concentration distribution MADE site (data from Daniel Fernan- BTC unsaturated repacked columns, Bromly and Hinz, Water
dez Garcia, UPC) Resour. Res., 2003
Taylor Dispersion

140 25 3.5
120 3
20
concentration

concentration

concentration
100 2.5
15 2
80
1.5
60 10 1
40 0.5
5
20 0
0 0 -0.5
9.5 10 10.5 11 11.5 10 12 14 16 18 20 22 20 40 60 80 100 120
x x x

Incomplete mixing leads to non-Fickian (“anomalous”) transport

History-dependence of transport, memory of initial velocity
Pore Scale

Advective-diffusive
0
10
-2
10

10-4

f(t)
-6
10

10-8

10-10 -1
10 100 101 102
t/Tv
Confidential manuscript submitted to Water Resource Research

Purely advective
10 1

10 2

10 3

10 4
P (t)

10 5

10 6

10 7

10 8

10 9
101 102 103 104 105 106
t

Support scale not well-mixed 132 Figure 2. Breakthrough curves computed at the end of the sample. Uniform and flux weighted injection.
We can observe a sharper slope for the flux weighted injection.
Dependence on injection condition 133

Not all “particles” are equal

Puyguiraud et al., 2018; Dentz et al., JFM, 2018
Darcy Scale

Purely advective
50 4 VARIANCE OF PARTICLE DISPLACEMENTS
2
40
0

30 -2
Log-normal
y/λ

-4
20 -6
-8
10
-10
0 -12 pre-asymptotic
0 10 20x/λ 30 40 50

85 Uniform
80 FW
75 CTRW-OU
y/λ

70

65

60
20 25 30 35 40 45 50 55 60
x/λ

Not all “particles” are equal

Dependence on injection condition
(Hakoun et al., 2018; Comolli et al., 2018; see poster Vivien Hakoun)
 Darcy Scale

Advective-diffusive

FIGURE 4. Breakthrough curves for the six experiments performed, shown as a function of pore volume flushed into the chamber. The
experiments in the intermediate- and high-contrast chambers are composed of more than 500 data points each (thus appearing like lines,
although they are actually discrete points). Differences between the tails of the high- and intermediate-contrast experiments are greater
at the faster flow rate (1.32 mL/min) than the slower flow rate (0.66 mL/min). 0.001 C0 represents the lower limit of outflow measurement
accuracy.

(Zinn et al., ES&T, 2004)

Support scale not well-mixed
eries of color images representing solute concentration as a function of time for each of the three chambers; all three experiments run at 1.32 mL/min.
on is represented as fraction of initial, as noted on color bar to the right. Close-up of a single emplacement is shown for the two mass transfer cases,
Not all “particles” are equal
one dominated by diffusion and the other by slow advection.

Practical course: column experiment with swelling beads

Reminder

Fickian transport
Velocity distribution Gaussian
Correlation time τc much smaller than observation time.
Particles are statistically equal

Non-Fickian transport
continous time random walks
fractional advection-diffusion equations
moment equations
multirate mass transfer
open question: relation to medium and Eulerian flow properties

Recall macrodispersion:

D = σff2 v `c
Velocity Distribution

Pore scale
101
100
10-1
-2
10

pe(v)
-3
10
-4
10
-5
10
10-6 -4
10 10-3 10-2 10-1 100 101
v

Stokes equation

∇2 v(x) = µ−1 ∇p

Velocity PDF determined by

pore-geometry (open question)
Dentz et al., J. Fluid Mech., 2018
Velocity Distribution

Darcy scale

102
100
10-2

pe(v) / pk(k)
10-4
10-6
10-8
-10
10
10-12
10-14 -8
10 10-6 10-4 10-2 100 102 104 106 108
v/k

Darcy equation

q(x) = −K (x)∇h(x), ∇ · q(x)

Velocity PDF determined by

conductivity distribution
(open question)

Velocity PDFs are non-Gaussian

Hakoun et al., 2018
Correlation Times

Pore scale
8

6 (a)

v/ v
4

0
0 1 2 3 4 5

6 (b)

v/ v
4

0
0 1 2 3 4 5

6 (c)

v/ v
4

0
0 1 2 3 4 5
t/ v

3
2.5
2
1.5
1
v

0.5
0
-0.5
-1
0 2 4 6 8 10
t

Intermittency
de Anna et al., PRL, 2013; Holzner et al., Phys. Rev. E, 2015; Morales et al., Geophys. Res. Lett., 2017
Correlation Times

Darcy scale

10
v/<v>

5
0
0 20 40 60 80 100
τ
3
2.5
2
1.5
1
v

0.5
0
-0.5
-1
0 2 4 6 8 10
t

Intermittency
Hakoun et al., 2018
Physical Non-Equilibrium

dynamic mixing scale

spreading scale
constant blockscale

Incomplete mixing gives rise to non-Fickian transport

Velocity statistics are non-Gaussian and determined by the medium
Particle velocities are intermittent, strongly correlated in time
Diffusion into low permeability regions
Advective Transport

Advective Transport
Lagrangian Velocities

Pore scale

100
10−1
velocity

10−2
10−3
10−4
10−5
0 100 200 300 400 500 600 700 800
time/τc

100
velocity

10−1
10−2
10−3
10−4
10−5
0 100 200 300 400 500 600
distance/lc

Intermittency due to spatial persistence on characteristic scale `c ∼ pore length

Spatial sampling along streamline removes intermittency
Puyguiraud et al., 2018
Lagrangian Velocities

Darcy scale

10
v/<v>

5
0
0 20 40 60 80 100
τ
10

5
0
0 20 40 60 80 100
s/λ
Intermittency caused by spatial persistence on correlation scale `c
Spatial sampling along streamline removes intermittency
Hakoun et al., 2018
Lagrangian Velocities

Are subsequent particle velocities

independent?

t(ime)-Lagrangian velocities

sn+1 = sn + vt (tn )∆t, tn+1 = tn + ∆t

s(pace) Lagrangian velocities

∆s ∆s
sn+1 = sn + ∆s, tn+1 = tn + , τn =
vs (sn ) vs (sn )

Continuous time random walk, time-domain random walk

Cvetkovic et al., Stoch. Hydrol. Hydraul., 1991; Delay et al., Vadose Zone J., 2005; Benke and Painter, Water Resour. Res., 2002;
Berkowitz et al., Rev. Geophys., 2006
Eulerian and Lagrangian Velocities

Predictability: Relate medium to flow to transport

– Eulerian velocity PDF–volumetric sampling (flow attribute)

– Space Lagrangian PDF–Sampling along trajectory (transport attribute)

Ergodicity & volume conservation:

s-Lagrangian vPDF = flux-weighted Eulerian vPDF

vpe (v )
ps (v ) =
hve i

Transition time PDF related to Eulerian vPDF [τn = ∆s/vs (sn )]

∆s ∆s 1
ψ(t) = ps (∆s/t) = pe (∆s/t)
t2 hve i t 3

Universal property from pore to regional scale

Dentz et al., Phys. Rev. Fluids, 2016; Kang et al., Adv. Water Resour., 2017; Comolli et al., EPJB, 2017
Pore Scale

Experiments in 3D beadpacks Particle tracking velocimetry

Index-matched transparent 3D porous

media (3 different packings)
dg ∼ 10−3 m, dp ∼ 10−3 − 10−4 m)
Particle tracking velocimetry (50 Hz
frame rate)
500 particles, ∼ 104 trajectories

Holzner et al., Phys. Rev. E, 2015; Morales et al., GRL, 2017

Lagrangian Velocities–Intermittency

Velocity increments

∆τ vt (t) = vt (t + τ ) − vt (t)

(a) (b) (c)

10 -5 10 -5 10 -5
( ))
v/v

10 -10 10 -10 10 -10

P(

10 -15 10 -15 10 -15

-10 -5 0 5 10 -10 -5 0 5 10 -10 -5 0 5 10

v/ v
( ) v/ v
( ) v/ v
( )

Increment statistics non-Gaussian

Peak at 0 indicates strong persistence

Lagrangian Velocity Distributions

10 0

Early and late PDFs are different

10 -2
Injection is not ergodic
P(v/<v>)

Late time and global PDF are

ve
10 -4 quite similar (stationarity)
fit M e = -0.099, e
= 0.800
vl
fit M l = -0.401, = 0.703 Can be well approximated by a
l
v
-6 lognormal PDF
10 fit M = -0.265, = 0.729

-2
10 10 0
v/<v>
Stochastic Velocity Dynamics–s-Lagrangian

velocity 10-2 10-2

velocity
10-3 10-3
10-4 10-4
10-5 10-5
10-6 10-6
0 0.5 1 1.5 2 2.5 0 1 2 3 4 5 6 7
t / τv s / lc

Ornstein-Uhlenbeck process
s
∆s 2Σ2s ∆s
wn+1 = wn − (wn − µs ) + ηn , vn = exp(wn )
`c `c

Initial and steady state w–distributions

1 ∞ 1
pw (w, n = 0) = p0 [exp(w)], pw (w) = ps [exp(w)]
w w
Particle motion
∆s
tn+1 = tn + ∆s exp(−wn ), xn+1 = xn +
χ

Particle velocity and displacement

vt (t) = vnt , s(t) = nt ∆s, nt = sup(n|tn ≤ t)

Stochastic Pore Scale Particle Motion

Velocity Increments
(a) (b) (c)

-5 -5 -5
10 10 10
( ))
v/v

10 -10 10 -10 10 -10

P(

10 -15 10 -15 10 -15

-10 -5 0 5 10 -10 -5 0 5 10 -10 -5 0 5 10

v/ v
( ) v/ v
( ) v/ v
( )
Stochastic Pore Scale Particle Motion

Displacement moments
(a) (b) (c)

10 0 10 0 10 0
v
/s

-2 -2 -2
10 10 10
0 0
10 10 10 0
t/ v
t/ v
t/ v

(a) (b) (c)

10 0 10 0 10 0
2 2
s v
/

10 -2 10 -2 10 -2

10 -4 10 -4 10 -4
0 0
10 10 10 0
t/ v t/ v t/ v
Darcy Scale

Multi-Gaussian log-conducitivity field f (x) = ln K (x) with σff2 = 7

15 100 8
30
10 6
25 90
4
20 5
80 2
y/λ

y/λ
15 0
10 -5 70 -2
5 -10 -4
60
-6
0 -15
50 -8
0 5 10 15 20 25 30 100 110 120 130 140 150
x/λ x/λ

2
10
1
85 10
0
80
p(k)/ p(|ve|)

10
-1
75 10
y/λ

-2
70 10
-3
65 10
-4
60 10
20 25 30 35 40 45 50 55 60 10-6 10-4 10-2 100 102
x/λ k / |ve|
Darcy Scale

Continuous time random walks

Equation of motion

dx(s) dt 1 dw(s)
= χ−1 ,
p
= , = −γw(s) + 2γξ(s)
ds ds vs (s) ds

Streamwise particle velocity vs (s) = Ps−1 (Φ[w(s)]), correlation length `c = γ −1

VARIANCE OF PARTICLE DISPLACEMENTS

Comparison of direct simulation and CTRW prediction

10−1
Log-normal

10−2

pre-asymptotic
f (t)

10−3

10−4
Uniform
FW
10−5
10−1 100 101 CTRW-OU
t/τ
Advective-Diffusive Transport

Advective-Diffusive Transport
Pore Scale

µ∇2 v(x) = ∇p(x)

∂c(x, t)
+ ∇ · v(x)c(x, t) − D∇2 c(x, t) = 0
∂t

Lhu1 i
Pe =
D

Grain-size Weibull-distributed with shape parameter k = 7.

Icardi et al., Phys. Rev. E, 2014
Breakthrough Curves

100 100
-2
10 10-2
-4 -4
10 10
f(t)

f(t)
-6
10 10-6

10-8 10-8
-10 -10
10 -1 0 1
10 -1 0 1 2
10 10 10 10 10 10 10
t/Tv t/Tv

100

10-2 Advection-dispersion model

10-4
f(t)

10-6 Breakthrough curve tailing

-8
10

10-10 -1
Advective heterogeneity
10 100 101 102
t/Tv

Pe = 30, 500, 1000

Conceptual picture
Continuous time random walk

Advective transitions
Space-time random walk

`p
xn+1 = xn + χ`p , tn+1 = tn + ηn , ψη (η) = exp(−η)
vn
Advective tortuosity

hs(L)i hve i
χ= =
L hu1 (x)i

Velocity PDF

vpe (v )
ps (v ) =
hve i
Velocity PDF

Velocity profiles at cross-section

Poiseuille flow in pores

"  2 #
a2 r
ve (r ) = v0 1−
`20 a

Volumetric sampling

b`20 `p 1
Z
pe (v ) = da H[v0 (a/`0 )2 − v ]pa (a),
hVp i v0

(Saffman, JFM, 1959; de Anna et al., Phys. Rev. Fluids, 2017; Dentz et al., JFM, 2018)
Breakthrough Curves

100 100
-2
10 10-2
-4 -4
10 10
f(t)

f(t)
-6
10 10-6
-8
10 10-8
-10 -10
10 10
10-1 100 101 10-1 100 101 102
t/Tv t/Tv

101
100
100
10-2
10-1
10-4 pe(v)
f(t)

10-6 10-2

10
-8 10-3

10-10 -1 10-4 -4
10 100 101 102 10 10-3 10-2 10-1 100 101
t/Tv v
Effective Velocity PDF

Particle velocities homogenize within the pore (Saffmann, JFM, 1959)

an2
vn = v0
2`20

PDF of mean pore velocities

ba2 `p
Z
pm (v ) = da δ[v0 (a/`0 )2 /2 − v ]pa (a),
hVp i
Breakthrough Curves

Advective transitions by mean pore velocity

100 100
-2
10 10-2
-4 -4
10 10
f(t)

f(t)
10-6 10-6

10-8 10-8
-10
10 10-10 -1
10-1 100 101 10 100 101 102
t/Tv t/Tv

101
100
100
10-2 10-1
10-4 10-2
pe(v)
f(t)

-6 10-3
10
10-4
10-8
10-5
10-10 -1 10-6 -4
10 100 101 102 10 10-3 10-2 10-1 100 101
t/Tv v
Breakthrough Curves

Diffusion into low velocity zones in the wake of grains

100

10-2
-4
10

f(t)
10-6

10-8
-10
10
10-1 100 101 102
t/Tv

Diffusion across streamlines into

300
vertical pores
250
PDF of diffusion times
200

exp(−t/τD ) `2p
τD

150
ψf (t) = , τD =
τD 2D 100

50
Characteristic time scale
0
0 200 400 600 800 1000
`2p Pe
τD = ∝ Peτv
2D
Breakthrough Curves

Advective transitions and diffusion into low velocity zones

100 100
-2
10 10-2
-4 -4
10 10
f(t)

f(t)
10-6 10-6

10-8 10-8
-10
10 10-10 -1
10-1 100 101 10 100 101 102
t/Tv t/Tv

100

10-2

10-4 Variability of mean pore velocities

f(t)

10
-6 Trapping in vertical pores
10
-8 CTRW+Trapping
-10
10
10-1 100 101 102
t/Tv
 Darcy Scale

Multirate mass transfer/matrix diffusion

Transport equation

Zt
∂cm (x, t)
φm + φim dt 0 ϕ(t − t 0 )cm (x, t 0 )
∂t
0

∂c(x, t) ∂ 2 c(x, t)
= −q +D
∂x ∂x 2
Memory function

exp(−t/τD ) r02
ϕ(t) ∼ , τD =
t 1/2 6D

(Zinn et al., ES&t, 2004; Haggerty et al., 1995; Carrera et al., 1998)
Series of color images representing solute concentration as a function of time for each of the three chambers; all three experiments run at 1.32 mL/min.
tion is represented as fraction of initial, as noted on color bar to the right. Close-up of a single emplacement is shown for the two mass transfer cases,
Practical course: column experiment with swelling beads
g one dominated by diffusion and the other by slow advection.
 are composed of more than 500 data points each (thus appearing like lines,
enDarcy
the tails of the high- and intermediate-contrast experiments are greater
Scale
e (0.66 mL/min). 0.001 C0 represents the lower limit of outflow measurement
Summary and Conclusions

Macrodispersion relates medium and Eulerian flow properties to transport

Non-Gaussian velocity PDFs, intermittent particle velocities due to spatial
persistence
Predictability: Relation of Eulerian vPDF (K –PDF), s-Lagrangian vPDF and
transition time PDF
Spatial Markov (CTRW) model for particle velocities (stochastic relaxation),
conditioned on initial velocities
Open Questions
Transverse macrcodispersion
Relation medium properties Eulerian flow field
“Realistic” heterogeneity representation
Multidimensional large scale models
Impact on mixing (Tanguy Le Borgne and Emmanuel Villermaux)
...
Acknowledgments:
European Research Council (ERC) through consolidator grant MHetScale (617511)
(www.mhetscale.wordpress.com)