Continuous Time Random Walk Formulation Research Articles

Statistical scale-up of 3D particle-tracking simulation for non-Fickian dispersive solute transport modeling

Numerical techniques for subsurface flow and transport modeling are often limited by computational limitations including fine mesh and small time steps to control artificial dispersion. Particle-tracking simulation offers a robust alternative for modeling solute transport in subsurface formations. However, the modeling scale usually differs substantially from the rock measurement scale, and the scale-up of measurements have to be made accounting for the pattern of spatial heterogeneity exhibited at different scales. Therefore, it is important to construct accurate coarse-scale simulations that are capable of capturing the uncertainties in reservoir and transport attributes due to scale-up. A statistical scale-up procedure developed in our previous work is extended by considering the effects of unresolved (residual) heterogeneity below the resolution of the finest modeling scale in 3D. First, a scale-up procedure based on the concept of volume variance is employed to construct realizations of permeability and porosity at the (coarse) transport modeling scale, at which flow or transport simulation is performed. Next, to compute various effective transport parameters, a series of realizations exhibiting detailed heterogeneities at the fine scale, whose domain size is the same as the transport modeling scale, are generated. These realizations are subjected to a hybrid particle-tracking simulation. Probabilistic transition time is considered, borrowing the idea from the continuous time random walk (CTRW) technique to account for any sub-scale heterogeneity at the fine scale level. The approach is validated against analytical solutions and general CTRW formulation. Finally, coarse-scale transport variables (i.e., dispersivities and parameterization of transition time distribution) are calibrated by minimizing the mismatch in effluent history with the equivalent averaged models. Construction of conditional probability distributions of effective parameters is facilitated by integrating the results over the entire suite of realizations. The proposed method is flexible, as it does not invoke any explicit assumption regarding the multivariate distribution of the heterogeneity. In contrast to other hierarchical CTRW formulation for modeling multi-scale heterogeneities, the proposed approach does not impose any length scale requirement regarding sub-grid heterogeneities. In fact, it aims to capture the uncertainty in effective reservoir and transport properties due to the presence of heterogeneity at the intermediate scale, which is larger than the finest resolution of heterogeneity but smaller than the representative elementary volume, but it is often comparable to the transport modeling scale.

Transient modeling of non-Fickian transport and first-order reaction using continuous time random walk

Contaminants in groundwater may experience a broad spectrum of velocities and multiple rates of mass transfer between mobile and immobile zones during transport. These conditions may lead to non-Fickian plume evolution which is not well described by the advection–dispersion equation (ADE). Simultaneously, many groundwater contaminants are degraded by processes that may be modeled as first-order decay. It is now known that non-Fickian transport and reaction are intimately coupled, with reaction affecting the transport operator. However, closed-form solutions for these important scenarios have not been published for use in applications. In this paper, we present four new Green's function analytic solutions in the uncoupled, uncorrelated continuous time random walk (CTRW) framework for reactive non-Fickian transport, corresponding to the quartet of conservative tracer solutions presented by Kreft and Zuber (1978) for Fickian transport. These consider pulse injection for both resident and flux concentration combined with detection in both resident and flux concentration. A pair of solutions for resident concentration temporal pulses with detection in both flux and resident concentration is also presented. We also derive the relationship between flux and resident concentration for non-Fickian transport with first-order reaction for this CTRW formulation. An explicit discussion of employment of the new solutions to model transport with arbitrary upgradient boundary conditions as well as mobile–immobile mass transfer is then presented. Using the new solutions, we show that first-order reaction has no effect on the anomalous spatial spreading rate of concentration profiles, but produces breakthrough curves at fixed locations that appear to have been generated by Fickian transport. Under the assumption of a Pareto CTRW transition distribution, we present a variety of numerical simulations including results showing coherence of our analytic solutions and CTRW particle tracking.

Measurements and models of reactive transport in geological media

AbstractReactive chemical transport plays a key role in geological media across scales, from pore scale to aquifer scale. Systems can be altered by changes in solution chemistry and a wide variety of chemical transformations, including precipitation/dissolution reactions that cause feedbacks that directly affect the flow and transport regime. The combination of these processes with advective‐dispersive‐diffusive transport in heterogeneous media leads to a rich spectrum of complex dynamics. The principal challenge in modeling reactive transport is to account for the subtle effects of fluctuations in the flow field and species concentrations; spatial or temporal averaging generally suppresses these effects. Moreover, it is critical to ground model conceptualizations and test model outputs against laboratory experiments and field measurements. This review emphasizes the integration of these aspects, considering carefully designed and controlled experiments at both laboratory and field scales, in the context of development and solution of reactive transport models based on continuum‐scale and particle tracking approaches. We first discuss laboratory experiments and field measurements that define the scope of the phenomena and provide data for model comparison. We continue by surveying models involving advection‐dispersion‐reaction equation and continuous time random walk formulations. The integration of measurements and models is then examined, considering a series of case studies in different frameworks. We delineate the underlying assumptions, and strengths and weaknesses, of these analyses, and the role of probabilistic effects. We also show the key importance of quantifying the spreading and mixing of reactive species, recognizing the role of small‐scale physical and chemical fluctuations that control the initiation of reactions.

Continuous time random walks for the evolution of Lagrangian velocities

We develop a continuous time random walk (CTRW) approach for the evolution of Lagrangian velocities in steady heterogeneous flows based on a stochastic relaxation process for the streamwise particle velocities. This approach describes persistence of velocities over a characteristic spatial scale, unlike classical random walk methods, which model persistence over a characteristic time scale. We first establish the relation between Eulerian and Lagrangian velocities for both equidistant and isochrone sampling along streamlines, under transient and stationary conditions. Based on this, we develop a space continuous CTRW approach for the spatial and temporal dynamics of Lagrangian velocities. While classical CTRW formulations have non-stationary Lagrangian velocity statistics, the proposed approach quantifies the evolution of the Lagrangian velocity statistics under both stationary and non-stationary conditions. We provide explicit expressions for the Lagrangian velocity statistics, and determine the behaviors of the mean particle velocity, velocity covariance and particle dispersion. We find strong Lagrangian correlation and anomalous dispersion for velocity distributions which are tailed toward low velocities as well as marked differences depending on the initial conditions. The developed CTRW approach predicts the Lagrangian particle dynamics from an arbitrary initial condition based on the Eulerian velocity distribution and a characteristic correlation scale.

Continuous time random walks for non-local radial solute transport

This study formulates and analyzes continuous time random walk (CTRW) models in radial flow geometries for the quantification of non-local solute transport induced by heterogeneous flow distributions and by mobile–immobile mass transfer processes. To this end we derive a general CTRW framework in radial coordinates starting from the random walk equations for radial particle positions and times. The particle density, or solute concentration is governed by a non-local radial advection–dispersion equation (ADE). Unlike in CTRWs for uniform flow scenarios, particle transition times here depend on the radial particle position, which renders the CTRW non-stationary. As a consequence, the memory kernel characterizing the non-local ADE, is radially dependent. Based on this general formulation, we derive radial CTRW implementations that (i) emulate non-local radial transport due to heterogeneous advection, (ii) model multirate mass transfer (MRMT) between mobile and immobile continua, and (iii) quantify both heterogeneous advection in a mobile region and mass transfer between mobile and immobile regions. The expected solute breakthrough behavior is studied using numerical random walk particle tracking simulations. This behavior is analyzed by explicit analytical expressions for the asymptotic solute breakthrough curves. We observe clear power-law tails of the solute breakthrough for broad (power-law) distributions of particle transit times (heterogeneous advection) and particle trapping times (MRMT model). The combined model displays two distinct time regimes. An intermediate regime, in which the solute breakthrough is dominated by the particle transit times in the mobile zones, and a late time regime that is governed by the distribution of particle trapping times in immobile zones. These radial CTRW formulations allow for the identification of heterogeneous advection and mobile-immobile processes as drivers of anomalous transport, under conditions relevant for field tracer tests.

Interpretation and nonuniqueness of CTRW transition distributions: Insights from an alternative solute transport formulation

The continuous time random walk (CTRW) has both an elegant mathematical theory and a successful record at modeling solute transport in the subsurface. However, there are some interpretation ambiguities relating to the relationship between the discrete CTRW transition distributions and the underlying continuous movement of solute that have not been addressed in existing literature. These include the exact definition of “transition”, and the extent to which transition probability distributions are unique/quantifiable from data. Here, we present some theoretical results which address these uncertainties in systems with an advective bias. Simultaneously, we present an alternative, reduced parameter CTRW formulation for general advective transport in heterogeneous porous media, which models early- and late-time transport by use of random transition times between sparse, imaginary planes normal to flow. We show that even in the context of this reduced-parameter formulation there is nonuniqueness in the definitions of both transition lengths and waiting time distributions, and that neither may be uniquely determined from experimental data. For practical use of this formulation, we suggest Pareto transition time distributions, leading to a two-degree-of-freedom modeling approach. We then demonstrate the power of this approach in fitting two sets of existing experimental data. While the primary focus is the presentation of new results, the discussion is designed to be pedagogical and to provide a good entry point into practical modeling of solute transport with the CTRW.

Anomalous subdiffusion with multispecies linear reaction dynamics

We have introduced a set of coupled fractional reaction-diffusion equations to model a multispecies system undergoing anomalous subdiffusion with linear reaction dynamics. The model equations are derived from a mesoscopic continuous time random walk formulation of anomalously diffusing species with linear mean field reaction kinetics. The effect of reactions is manifest in reaction modified spatiotemporal diffusion operators as well as in additive mean field reaction terms. One consequence of the nonseparability of reaction and subdiffusion terms is that the governing evolution equation for the concentration of one particular species may include both reactive and diffusive contributions from other species. The general solution is derived for the multispecies system and some particular special cases involving both irreversible and reversible reaction dynamics are analyzed in detail. We have carried out Monte Carlo simulations corresponding to these special cases and we find excellent agreement with theory.

Measurement and analysis of non-Fickian dispersion in heterogeneous porous media

Contaminant breakthrough behavior in a variety of heterogeneous porous media was measured in laboratory experiments, and evaluated in terms of both the classical advection–dispersion equation (ADE) and the continuous time random walk (CTRW) framework. Heterogeneity can give rise to non-Fickian transport patterns, which are distinguished by “anomalous” early arrival and late time tails in breakthrough curves. Experiments were conducted in two mid-scale laboratory flow cells packed with clean, sieved sand of specified grain sizes. Three sets of experiments were performed, using a “homogeneous” packing, a randomly heterogeneous packing using sand of two grain sizes, and an exponentially correlated structure using sand of three grain sizes. Concentrations of sodium chloride tracer were monitored at the inflow reservoir and measured at the outflow reservoir. Breakthrough curves were then analyzed by comparison to fitted solutions from the ADE and CTRW formulations. In all three systems, including the “homogeneous” one, subtle yet measurable differences between Fickian and non-Fickian transport were observed. Quantitative analysis demonstrated that the CTRW theory characterized the full shape of the breakthrough curves far more effectively than the ADE.

DC currents in Hamiltonian systems by Lévy flights

We study the mechanism leading to directed transport in the stochastic layer of AC-driven Hamiltonian systems. We show that current rectification is obtained by breaking the symmetry of Lévy flights in ballistic channels which exist due to resonance islands with nonzero winding numbers. In the framework of the continuous time random walk (CTRW) approach, we construct a generalized asymmetric flights model and derive an expression for the current in terms of the characteristics of the relevant ballistic channels. We find very good agreement between the results of direct integration of the dynamical equations and the CTRW formulation.

Towards a unified framework for anomalous transport in heterogeneous media

Abstract We develop a unified framework to model the anomalous transport of tracers in highly heterogeneous media. While the framework is general, our working media in this study are geological formations. The basis of our approach takes into account the different levels of uncertainty, often associated with spatial scale, in characterizing these formations. The effects on the transport of smaller spatial scale heterogeneities are treated probabilistically with a model based on a continuous time random walk (CTRW), while the larger scale variations are included deterministically. The CTRW formulation derives from the ensemble average of a disordered system, in which the transport in each realization is described by a Master Equation. A generic example of such a system – a 3D discrete fracture network (DFN) – is treated in detail with the CTRW formalism. The key step in our approach is the derivation of a physically based ψ( s ,t) , the joint probability density for a displacement s with an event-time t. We relate the ψ( s ,t) to the velocity spectrum Φ(ξ) (|ξ|=1/v, ξ = v ) of the steady flow-field in a fluid-saturated DFN. Heterogeneous porous media are often characterized by a log-normal permeability distribution; the Φ(ξ) we use in this case is an analytic form approximating the velocity spectrum derived from this distribution. The common approximation of ψ( s ,t)∼p( s )t −1−β with a constant β, is evaluated in these cases. For the former case it is necessary to include s −t coupling while the latter case points to the presence of an effective t-dependent β. The full range of these features can be included in the CTRW solution but, as is shown, not in the fractional-time derivative equation (FDE) formulation of CTRW. Finally, the methods used for the unified framework are critically examined.