Fluid Phase Equilibria 358 (2013) 304318

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Fluid Phase Equilibria

journal homepage: www.elsevier.com/locate/fluid

Application of a global optimization algorithm to phase stability

and liquidliquid equilibrium calculations
Stanislaw K. Wasylkiewicz a, , Yau Kun Li a , Marco A. Satyro a,b ,
Monika J. Wasylkiewicz a,b,1
a
Virtual Materials Group Inc., Calgary, Alberta, Canada
b
The Schulich School of Engineering, University of Calgary, Calgary, Alberta, Canada

a r t i c l e i n f o a b s t r a c t

Article history: A global optimization algorithm was developed for nding all singular points (minima, maxima and
Received 29 May 2013 saddles) of an objective function by exploring the natural connectedness that exists between their singular
Received in revised form 19 August 2013 points. The idea of following ridges and valleys using information gathered along the way was signicantly
Accepted 25 August 2013
enhanced by applying the arc length continuation method. The algorithm was applied to the Gibbs tangent
Available online 8 September 2013
plane stability test for multiphase liquid mixtures. The global optimization algorithm gives an efcient
and robust scheme for locating all stationary points of the tangent plane distance function predicted by
Keywords:
any thermodynamic model. Since it provides very good initial estimates for the liquidliquid equilibrium
Global optimization
Gibbs tangent plane stability test
calculations, it became an integral part of a combined phase equilibrium and stability algorithm. The
Liquidliquid equilibrium combined algorithm is self-starting and signicantly improves reliability and robustness of multiphase
Arc length continuation equilibrium calculations. It was successfully tested on a variety of problems and is applicable to any
components mixtures and any number of liquid phases. Solutions have been found for the entire phase
diagram.
2013 Elsevier B.V. All rights reserved.

1. Introduction
Geometric methods based on residue curve map (RCM) technol-
ogy are efcient tools for distillation process synthesis and design
[1,2]. In modern process simulators, designers need tools for gen-
eration of RCMs and liquidliquid equilibrium (LLE) diagrams to
help visualize the phase behavior from the global thermodynamic
space perspective. Unfortunately, most of these tools fail if more
than two liquid phases are present at equilibrium [3]. Even if such
phenomena are not observable in reality, it is important to cal-
culate a stable LLE solution, as predicted by the thermodynamic
model. Incorrect single liquid solutions or unstable liquid phases
may result in program failures or erroneous results. To nd a glob-
ally stable equilibrium solution, a stability test in terms of the
tangent plane criterion [48] is commonly performed using global
optimization techniques [917].
Finding all solutions of mathematical models is still a challeng-
ing problem in many areas of science and engineering. There are
Corresponding author. Present address: Computer Modelling Group Ltd., 150,
3553 31 Street NW, Calgary, Alberta T2L 2K7, Canada. Tel.: +1 403 531 1307.
E-mail addresses: stan.wasylkiewicz@cmgl.ca, stan.wasylkiewicz@gmail.com
(S.K. Wasylkiewicz).
1
Current address: Department of Chemical and Materials Engineering, University
of Alberta, Edmonton, Alberta, Canada.
various methods for nding one or more solutions resulting from
model equations, but they do not guarantee that the solution corre-
sponds to a tangible physical criterion such as minimum free energy
or that all solutions have been found. This can be of paramount
importance for some modeling problems of physical systems. For
example in liquid phase stability analysis, we have to nd all sta-
tionary points of a tangent plane to the Gibbs free energy surface
to determine whether the examined liquid is stable or not.
In this paper, we describe a general approach for nding all
singular points of mathematical models by exploring the natural
connectedness that exists between singular points of an objective
function. The idea of following ridges and valleys using informa-
tion gathered along the way is not new and was used in many of the
hill climbing or direct search optimization techniques developed in
the 1960s [18]. However, since these optimization techniques do
not use derivative information to determine the search direction,
they have difculties tracking strong curvature and are not useful
for large-scale problems. They are generally considered to be less
efcient than derivative-based methods.
Van Dongen and Doherty [18] used ideas from differential
geometry and the theory of differential equations to describe the
dynamics of distillation processes. They dened a ridge on a topo-
graphic map of a boiling temperature surface that contains contour
lines for different temperature values as a location where the con-
tour lines exhibit maximum curvature. They gave also another
denition for ridges (valleys) as maxima (minima) of an objective

0378-3812/$ see front matter 2013 Elsevier B.V. All rights reserved.
http://dx.doi.org/10.1016/j.uid.2013.08.030
 S.K. Wasylkiewicz et al. / Fluid Phase Equilibria 358 (2013) 304318 305

its ridges and valleys. They conjectured that the ridges and val-
List of symbols leys of F(x) are all connected to each other and that this connected
domain contains all the stationary points. This was later proved up
aij , bij binary interaction parameter in the VLE model, K or to R3 by Cheng-Dong and Xiao-Xia [20].
cal/mol Valleys and ridges of the least-squares landscape are specic
c contour line value of the potential function, F(x) integral curves of the gradient vector eld and have been dened
F(x) tangent plane distance function by Lucia and Feng [21] as a collection of constrained extrema over
F( x) gradient of the potential function F(x) a set of level curves. Based on this denition they developed a so
G(x, , t, s) augmented homotopy function, Eq. (19) called global terrain method, which consists of a series of down-
g(x) molar Gibbs free energy, J/mol hill, equation-solving computations and uphill, predictorcorrector
g(x, , t, s) pseudo arc length equation, Eq. (20) calculations. They noticed that the nonlinear optimization prob-
H Hessian matrix lems used to dene valleys and ridges can be quite difcult to solve
Hj (2 , . . ., p ) RachfordRice equation, Eq. (A.5) because they are inherently poorly scaled.
J Jacobian matrix To overcome the difculties with tracking of ridges and valleys
K liquidliquid equilibrium constant [13,21], we developed a new arc length continuation method that is
L(x, z) tangent plane to the Gibbs energy surface at com- based on a method originally developed by Wasylkiewicz et al. [22]
position z to nd all homogeneous and heterogeneous azeotropes predicted
L( x, ) Lagrangian function for the optimization problem, by a thermodynamic model. First we created the Lagrangian func-
Eq. (17) tion for the optimization problem and applied the KuhnTucker
N dimension of the optimization problem, N = Nc 1 conditions. Then we added an additional equation dening the arc
Nc number of components length to the system of original equations to form an augmented
Nmax number of maxima system. During branch tracking we look for bifurcation points, from
Nmin number of minima which additional branches are later started in eigendirections [23].
Np number of liquid phases We applied this new global optimization algorithm to the Gibbs
Nsad even number of even saddles tangent plane stability test for multiphase liquid mixtures. The
Nsad odd number of odd saddles algorithm relies on a new arc length continuation method that gives
Ntng number of tangent nodes a robust scheme for locating all stationary points of the tangent
MAX maximum plane distance function predicted by a thermodynamic model. With
MIN minimum all stationary points located the corresponding Gibbs free ener-
R gas constant, J/mol K gies can be calculated and it is a simple matter to determine the
SA saddle point that corresponds to the most stable solution. The algorithm
s arc length can be applied to any components mixtures and any number of
T temperature, K liquid phases, is self-starting and signicantly improves reliability
t continuation parameter and robustness of multiphase equilibrium calculations. The devel-
p pressure, kPa oped technique was successfully tested on a variety of problems. In
x mole fractions of the liquid phase this article we show examples of three different mixtures, ranging
z overall composition of the liquid mixture from a ternary system with three liquid phases to a ve component
system with two liquid phases. LLE and VLLE solutions have been
Greek symbols
successfully found for the entire phase diagrams.
ij binary interaction parameter in NRTL model
i activity coefcient of component i
ij Kronecker delta function 2. Tangent plane stability test
 tuning factor in pseudo arc length equation
 Lagrange multiplier Gibbs [4,5] showed that, at a xed temperature T and pressure p,
i chemical potential of component i, J/mol a necessary and sufcient condition for absolute stability of a mix-
 time ture of overall composition z is that the Gibbs free energy surface
liquid phase fraction g(x) be at no point below the plane L(x, z) tangent to the surface at
the composition z. This can be expressed mathematically as follows
Subscripts
i component index
b derivative computed at the bifurcation point for the F(x) g(x) L(x, z)0 x (1)
old branch
0 derivative computed at the bifurcation point for the The tangent plane distance function F(x) is the distance from the
new branch Gibbs free energy surface to the tangent plane at z, evaluated at a
composition x.
Superscripts
The necessary and sufcient condition for phase stability is given
k liquid phase index
by theorems 3 and 4 of Baker et al. [6]. The mixture is stable if and
T transposed vector or matrix
only if the tangent plane distance function F(x) is non-negative at
all stationary points.
The molar Gibbs free energy of a mixture of overall composi-
function F(x) taken in the constraint plane normal to the ridge-top tion z can be expressed in terms of chemical potentials i ( z) of all
locus. The second denition, together with gradient system prop- components as follows
erties, was used by Wasylkiewicz et al. [13,19] to develop a robust
global algorithm for implementation of the Gibbs tangent plane 
Nc

analysis for complex liquid mixtures. The algorithm locates all the g(z) = zi i (z) (3)
stationary points of the tangent plane distance function by tracking i=1
306 S.K. Wasylkiewicz et al. / Fluid Phase Equilibria 358 (2013) 304318

The equation of the plane tangent at z to the Gibbs energy surface yields the stationary conditions, Eq. (12), written assuming the use
is given by of an activity coefcient model.
  g(x) 
Nc 1
F(x)
L(x, z) = g(z) + (xi zi ) (4) = j (x) Nc (x) j (z) + Nc (z)
xi xj
i=1 x=z
 
By applying the BakhuisRooseboom equation [24] xj j (x) zNc Nc (z)
= RT ln =0 (12)
xNc Nc (x) zj j (z)
g(x)
= i (x) Nc (x) (5)
xi
j = 1, . . ., Nc 1
We have

Nc

Nc 1

Nc The linear term L(x, z) in Eq. (1) does not inuence the second
L(x, z) = zi i (z) + [i (z) Nc (z)] (xi zi ) = zi i (z) derivative of F(x). Therefore, the Hessian matrix of F(x) and g(x) are
i=1 i=1 i=1
identical [25], Eq. (13):
   

Nc 1

Nc 1

Nc F(x) i (x) Nc (x)
+ i (z)(xi zi ) Nc (z) (xi zi ) = zi i (z) J [ F(x)] = H [F(x)] = = = H [g(x)]
xi xj xj xj
i=1 i=1 i=1 (13)


Nc 1 Nc

+ i (z)(xi zi ) + Nc (z)(xNc zNc ) = xi i (z) (6)   

F(x) xi i (x)
i=1 i=1 = RT ln
xi xj xj xNc Nc (x)
Finally, the expression for the tangent plane distance function  
ij ln i (x) 1 ln Nc (x)
in terms of chemical potential can be written as Eq. (7). = RT + + (14)
xi xj xNc xj

Nc

F(x) = xi [i (x) i (z)] (7) ij is the Kronecker delta function. The partial derivatives of
i=1 activity coefcients ln j (x)/xj in Eq. (9) are calculated analyti-
where the chemical potential of the i-th component of the mixture cally or numerically for any suitable activity coefcient model (e.g.
i ( z) is calculated at the overall composition z and i ( x) at any NRTL, UNIQUAC, etc.) using a routine [26] specially designed to give
point from the composition space, Eq. (8). smooth derivatives close to composition boundaries and compo-
Nc nent vertices.
xi 0 i = 1, . . ., Nc , xi = 1 (8)
i=1
3. Global optimization in process design
Michelsen [7,8] noted that all of the minima in F(x) are located
in the interior of the permissible region. Therefore, F(x) will be Optimization methods are now routinely applied at each level
non-negative if it is non-negative at all stationary points where of system and process design. Optimization is also progressively
its derivatives with respect to all of the independent variables (xi becoming more important in plant operations. Modern mathemat-
i = 1, . . ., Nc 1) vanish. The mole fraction of component c can be ical optimization methods can deliver adequate globally optimal
calculated from Eq. (8) and substituted into Eq. (7) giving to the solutions [27] if the proper method is selected for a particular prob-
following expression for the tangent plane distance function, Eq. lem.
(9). The objective of global optimization is to nd the best solution of
  highly nonlinear models that may have a number of locally optimal

Nc 1 
Nc 1
F(x) = xi [i (x) i (z)] + 1 xi [Nc (x) Nc (z)] solutions. For some optimization problems, global optimization can
be extremely difcult and frequently engineers are forced to set-
i=1 i=1
tle for solutions that are good enough because nding the best

Nc 1
solution could be prohibitively expensive.
= xi [i (x) Nc (x) i (z) + Nc (z)] + Nc (x) Nc (z)
Finding an arbitrary local minimum is relatively straightforward
i=1
by using classical local minimization methods. Finding the global
(9)
minimum of a function that has a large number of local minima and
maxima is far more difcult. Numerical solution strategies used for
Differentiation of F(x) with respect to the Nc 1 independent global optimization [28] can be grouped into the following three
mole fractions gives Eq. (10). categories:
 Nc 1  
F(x) i (x) Nc (x) Nc (x)
= j (x) Nc (x) j (z) + Nc (z) + xi + = j (x) Nc (x) j (z) + Nc (z)
xj xj xj xj
i=1
 
  (x)
Nc 1 
Nc 1
Nc (x)   (x) Nc
i i
+ xi + 1 xi = j (x) Nc (x) j (z) + Nc (z) + xi j = 1, . . ., Nc 1 (10)
xj xj xj
i=1 i=1 i=1

along with the use of the GibbsDuhem equation at constant tem-

perature and pressure, Eq. (11),


Nc   Deterministic methods (e.g. inner and outer approximation, cut-
i (x) ting plane methods, branch and bound methods [12], interval
xi =0 (11)
xj methods [17], homotopy continuation [16], methods based on
i=1 T,p,x
differential geometry [13,21]).
 S.K. Wasylkiewicz et al. / Fluid Phase Equilibria 358 (2013) 304318
Stochastic methods (e.g. simulated annealing [29], Monte-Carlo
sampling, stochastic tunneling [30], parallel tempering).
Heuristic strategies that search the optimization domain in a
more or less intelligent way (e.g. genetic algorithms [31,32], evo-
lution strategies, swarm-based optimization algorithms [33], ant
colony optimization, reactive search optimization, differential
evolution [34], harmony search [35], cuckoo search [36]).
The deterministic methods theoretically guarantee convergence
to the global solution. Unfortunately, most current deterministic
global optimization methods are too expensive in terms of com-
putational effort even for moderate size problems. Also, for some
methods, problem reformulation is needed depending on the ther-
modynamic model being used [912].
The stochastic and heuristic global optimization methods are
easy to implement and use, are independent of a model and can
handle large number of decision variables. They can locate good
solutions within a reasonable CPU time although they often face
difculties in nding the global solution [37] and do not guarantee
the global optimality. If it is acceptable for a particular optimization
problem, these methods may offer the best compromise between
quality of solution and efciency for multivariable optimization.
Especially if calculations of a single point of an objective function is
very time consuming (e.g. in reservoir modeling and optimization
[38]), stochastic or heuristic global optimization methods are the
only reasonable choice. On the other hand, if the objective function
calculation is quick and partial derivates can be easily calculated
analytically or numerically, the more reliable deterministic meth-
ods should be used.
Heuristic global optimization methods have been frequently
used for solving parameter estimation problems in phase equi-
librium modeling [34]. Using locally instead of globally optimal
parameters for thermodynamic models are potential sources of
problems for design of separation processes, resulting in errors and
uncertainties in equipment design and erroneous model perfor-
mance [39,40].
Failure to nd the globally optimal solutions in phase stability
calculations can have even more serious consequences in subse-
quent process calculations. Using an erroneous VLE solution instead
of a correct VLLE one, or vice versa, or switching between them dur-
ing distillation column simulation, can cause convergence failure
in the column or give erroneous conclusions about simulated plant
performance.
4. Stationary points of a potential function
The tangent plane distance function (Eq. (7)) is a potential func-
tion. Some properties of this type of functions are essential for our
global optimization algorithm and are summarized in this para-
graph.
A gradient system in RN is an autonomous ordinary differential
equation, Eq. (15):
dx
= F(x) (15)
d
dened by the gradient F( x) of a potential function F(x) where
F(x): RN R and F(x) C .
The gradient system has the following useful properties:
The singular points of Eq. (15) occur at stationary points in F(x)
and vice versa.
The Jacobian is a symmetric matrix and has all real eigenvalues.
Unstable nodes occur at maxima in F(x), stable nodes occur at
minima in F(x), and saddle points occur at saddles in F(x).
Ridges in F(x) correspond to the unstable manifolds of Eq. (15),
and valleys correspond to the stable manifolds.
307
Trajectories of Eq. (15) converge toward stable manifolds and
diverge from unstable manifolds.
The ow of trajectories is always downhill (i.e., F(x) decreases
along every solution curve) and is perpendicular to the level
curves of F(x).
Ridge-top and valleys-bottom trajectories are tangent to eigendi-
rections of the Jacobian J[F(x)] or Hessian H[F(x)] matrix at the
stationary points.
There are no periodic solutions of Eq. (15).
Level curves of F(x) on a topographic map that contains con-
tour lines for different elevations exhibit maximum curvature at
ridges and valleys of F(x).
Ridges (valleys) are maxima (minima) of the potential func-
tion F(x) taken in the constraint planes normal to the ridge-top
(valleys-bottom) locus [18].
Ridges and valleys of F(x) are all connected to each other and this
connected domain contains all the stationary points [20].
The connectedness that exists between singular points of the
potential function is essential for our global optimization algo-
rithm. We explore this connectedness by following ridges and
valleys of the potential function.
5. Ridges and valleys of a potential function
Ridges and valleys of a potential function F(x) are specic inte-
gral curves of the gradient vector eld and have been dened by Van
Dongen and Doherty [18] as a locus on a topographic map where the
contour lines for different elevations exhibit maximum curvature.
Later, Lucia and Feng [21] dened ridges and valleys as a collection
of constrained extrema over a set of level curves. Mathematically,
these denitions can be expressed as the following constrained
optimization problem [21,23], Eq. (16):
opt F(x)T F(x) (16)
x
s.t. F(x) = c
where F(x) is the gradient of the potential function F(x) at point
x and c is any given value (or level, or elevation) of the potential
function F(x). For any given contour line at a specied value of c,
we can nd a point on the line that corresponds to a local opti-
mum in the gradient norm by solving the constrained optimization
problem described by Eq. (16). The collection of these optima for
all level values contains all of the ridges-tops and valleys-bottoms.
Cheng-Dong and Xiao-Xia [20] showed that all stationary points of
a potential function F(x) are connected by a network of ridges and
valleys. Therefore we can quickly nd all the stationary points by
exploring the problem domain not by random guesses but rather by
systematic movement along ridges and valleys. This is an important
advantage viz.-a-viz. traditional phase stability algorithms.
By applying the KuhnTucker conditions [41] to the Lagrangian
function L(x,) for the optimization problem described by Eq. (16)
L(x, ) = F(x)T F(x) +  [F(x) c] (17)
we can get Eq. (18)
Lx (x, ) = 2H[F(x)]T F(x) +  F(x) = 0 (18)
L (x, ) = F(x) c = 0
Eq. (18) contains N + 1 unknowns (independent variables x1 ,
x2 ,..., xN , and Lagrange multiplier ) and one parameter (contour
line value c). A current branch that follows valley-bottoms or
ridge-tops can be tracked by gradually increasing or decreasing
parameter c and solving Eq. (18). The contour line value is then an
ideal continuation parameter for this global optimization problem.
308 S.K. Wasylkiewicz et al. / Fluid Phase Equilibria 358 (2013) 304318
Various algorithms were previously used [13,18,21] to follow
ridges and valleys of the potential function. To enhance reliabil-
ity and efciency of the algorithm we developed a new arc length
continuation method described in details in the next paragraph.
6. Tracking continuation branches
Efcient tracking of continuation branches is crucial for the suc-
cess of the global optimization method. One can attempt to track
the branches of Eq. (18) starting from any stationary point of F(x),
gradually increasing or decreasing the value of the continuation
parameter t and using the most recently calculated point as an ini-
tial guess for the next one on the branch. However, this type of
parameter continuation can fail at turning points or other singular-
ities where the continuation parameter must start to decrease or
increase to follow the branch. To resolve these problems, a mod-
ied arc length continuation was used [22], where an additional
equation g(x, , t, s) dening the arc length has been added to the
system of Eq. (18) to form the following augmented system, Eq.
(19).
Lx (x, , t)
G(x, , t, s) = L (x, , t) =0
g(x, , t, s)
Eq. (19) contains N + 2 unknowns (x1 , x2 ,..., xN , , t) and one
parameter, the arc length (s). The current branch can be tracked
by gradually increasing parameter s and solving Eq. (19). Since the
continuation parameter t is one of the unknowns it can increase or
decrease, while the arc length always increases.
Since the arc length is a nonlinear function of the independent
variables [22], for the arc length relationship g(x, , t, s), we adopted
the pseudo arc length equation dened by Keller [42]

N dxi (sk )
g(x, , t, s) =  [xi xi (sk )] + [ (sk )]
i=1 ds
  dt(sk )
+ 1  [t t(sk )] (s sk )
ds
where  is a tuning factor selected close to 0.99 to place more
emphasis on the original problem independent variables than on
the continuation parameter.
xi (sk ), (sk ) and t(sk ) are known from the previously calculated
point k for an arc length sk . The vector tangent to the continuation
path at this point [dxT (sk )/ds, d(sk )/ds, dt(sk )/ds] can be approxi-
mated by the secant vector connecting points k 1 and k. Therefore
Eq. (20) is linear with regard to the independent variables xi and 
and continuation parameter t. This secant vector is used in a pre-
dictor step during branch tracking. In a corrector step, we solve Eq.
(19) by the NewtonRaphson method. We optimize the Newton
step length and take the problem constraints into account.
The arc step size (s sk ) is set initially to 0.01 and then reduced
for strongly nonlinear paths or enlarged for nearly linear ones far
from bifurcation points. While tracking the continuation branches,
we monitor the determinant of the Jacobian matrix of Eq. (19). If
it changes sign between two consecutive points on the branch, we
calculate a new bifurcation point [22]. The direction of the sec-
ond branch that intersects the current brunch at this bifurcation
point is then calculated from the Kellers [42] approximation of the
algebraic bifurcation equation
dx0
Lxx (x, , t) F(x) 0
ds
F(x)T 0 1 d0
=0
dxT ds
b db dtb
  (1 ) dt0
ds ds ds
ds
where the subscript b indicates derivatives computed at the bifur-
cation point for the old branch and the subscript 0 for the new
branch. The top left part of the above matrix can be calculated [23]
from the following equation, Eq. (22).
 
Lxx (x, , t) = 2J H[F(x)]T F(x) + H [F(x)] (22)
The Jacobian matrix in Eq. (22) is calculated numerically using
a routine [43] specially designed to give smooth derivatives close
to the composition boundaries and component vertices. Instead of
switching suddenly from the forward to the backward difference
formula just before independent variable reaches the boundary, we
use a difference formula that does this gradually. Since very close
to a vertex this difference formula cannot be applied, we choose
two points close to the vertex, calculate two derivatives and then
extrapolate them to the original point.
The algorithm for tracking of continuation branches to nd all
stationary points inside the problem domain is summarized as fol-
lows.
1. The algorithm starts from any stationary point inside the
problem domain. For the tangent plane distance function, the
(19) composition of the original mixture z is usually selected as the
starting point for the algorithm since at this point F(z) = 0 and
F(z) = 0.
2. Calculate the Hessian matrix H[F(x)] at the stationary point, and
then its eigenvalues and eigenvectors.
3. Add new stationary point to the set of found stationary points
(SFSP).
4. Add new stationary point coordinates and corresponding eigen-
vectors to the set of initial conditions (SIC) for subsequent
branches to be started from.
5. Take one point from SIC and start a new branch in one of the
 eigendirections. Follow the branch up to a new stationary point
d(sk )
or to a boundary of the domain. Check for bifurcations along the
ds
continuation branch. If a bifurcation has been detected, add the
bifurcation point coordinates and corresponding eigenvectors to
(20) SIC for later exploration.
6. If a newly found stationary point is not in SFSP, go to step 2.
7. If there are some unused initial conditions in SIC, go to step 5.
8. Check the topological criterion (see Appendix B) for all stationary
points from SFSP.
The reliability and efciency of the algorithm is crucial for the
success of the search for all stationary points of the tangent plane
distance function F(x). To speed up the branch tracking, at rst,
we explore only directions that correspond to dominant geomet-
ric distortion on the objective function [21]. For uphill movement,
it corresponds to the smallest positive eigenvalue of the Hessian
matrix, for downhill movement to the most negative eigenvalue.
If after exploring all dominant geometric distortion directions the
topological criterion is not fullled, other directions from the set of
initial conditions are explored.
7. Combined phase equilibrium and stability algorithm
Without good initial estimates for the number of liquid phases
and their compositions, the liquidliquid equilibrium calculations
can easily fail to converge to a stable solution. Also, the number
of liquid phases in equilibrium cannot be determined on the basis
of tangent plane analysis alone. The stability test usually does not
deliver the exact compositions of phases in equilibrium and some-
(21) times predicts incorrect number of phases. Fortunately, it provides
good initial estimates for the LLE calculations. For that reasons,
the combined phase equilibrium and stability algorithm should be
used. It is summarized as follows.
 S.K. Wasylkiewicz et al. / Fluid Phase Equilibria 358 (2013) 304318 309

1. For a liquid of an overall composition z, at temperature T and

pressure p, nd all stationary points of the tangent plane dis-
tance function F(x) using algorithm described in the previous
paragraph and check the stability of the liquid. If the liquid is
globally stable, then end.
2. Otherwise, save the coordinates of all minima of F(x) and go to
step 3.
3. Use the coordinates of the minima of F(x) (up to the limit allowed
by the phase rule) as an initial guess in calculations of the liq-
uid phases in equilibrium. Make use of the rigorous LLE ash
calculation routine described in Appendix A.
4. If one or more of the phase fractions converge to zero, eliminate
the corresponding liquid phases from the solution.
5. Check the global stability of one of the liquid phases present
in the LLE calculation solution. If the calculated equilibrium is
globally stable, then end.
6. Otherwise, save the coordinates of all minima of F(x) found dur-
ing the last stability test calculations and go to step 3.

In the following paragraph, we show in details all steps of the

combined phase equilibrium and stability algorithm applied to
Fig. 1. Branches for tracking ridges and valleys of the dimensionless tangent plane
one ve-component and two ternary mixtures. All selected com- distance function F(x, z)/RT calculated for the overall composition z = [0.2, 0.4, 0.4]
positions were unstable and end up at two or three liquid phase at temperature 338.48 K.
equilibria. Notice that for the two examples of liquidliquidliquid
equilibrium the nal stable three phase equilibrium was found after
previously nding unstable two liquid phase equilibrium.

8. Examples

8.1. Ternary mixture of ethanol, water and benzene

Vaporliquidliquid equilibrium (VLLE) for the mixture of

ethanol, water and benzene at pressure 101.325 kPa was calculated
by NRTL/Ideal/Chemical model using the chemical process simula-
tor VMGSim [44]. The dimensionless interaction parameters  ij in
the NRTL model are related to the interaction energy parameters
gij and dened as  ij = gij /RT = aij + bij /T + cij ln(T). The nonzero
binary interaction parameters are shown in Table 1. They were
calculated using experimental data from [45,46].
To create a VLLE diagram, as in Fig. 4, we repeatedly applied bub-
ble point calculations to cover all possible heterogeneous regions in
the composition space. An important part of VLLE calculations is the
liquid stability test and LLE ash calculations, which are imbedded
in the search for a correct bubble point temperature for a particular
mixture. In this example, we show a comprehensive procedure for Fig. 2. Initial (LLEStrtPnt) and nal (LLE) tie lines for LLE calculations, and branches
correctly calculating the LLE for the overall composition z = [0.2, 0.4, for tracking ridges and valleys of the dimensionless tangent plane distance func-
tion F(x, z)/RT calculated to test stability of one liquid phase L1 = [0.10761, 0.03325,
0.4] at a saturation temperature of 338.48 K. We use our stability
0.85914] at temperature 338.48 K.
test several times along with rigorous LLE ash calculations to make
sure that the LLE is correct and all liquid phases in equilibrium are
stable. (see Appendix B), we conclude that all stationary points in this case
We start with the stability test for the overall composition have been found.
z = [0.2, 0.4, 0.4] as shown in Table 2 and Fig. 1. In this case the Since values of the dimensionless tangent plane distance func-
starting point for branch tracking (overall composition z) is a sad- tion F(x, z)/RT are negative at both minima (Table 2), the overall
dle point on the dimensionless tangent plane distance function composition z represents an unstable liquid. Now we switch to
F(x, z)/RT. One eigenvalue at this stationary point is positive, our rigorous LLE ash calculation routine described in Appendix
the other one is negative. Using our global optimization routine, A. From all stationary points found in the previous stability test
two other stationary points (minima) have been found in the step (Table 2) we select both minima which compositions are good
entire composition space. Since the topological criterion is satised initial guesses for LLE ash calculations (see Table 3 and Fig. 2). The

Table 1
NRTL/Ideal/Chemical binary parameters for the mixture of ethanol (1), water (2) and benzene (3). Binary interaction parameters bij are in K.

i bi1 bi2 bi3 i1 i2 i3

1 71.36832 82.33937 0.29814 0.22474

2 683.40577 1690.67004 0.29814 0.30000
3 571.40053 1357.21198 0.22474 0.30000
310 S.K. Wasylkiewicz et al. / Fluid Phase Equilibria 358 (2013) 304318

Table 2
Results of the search for all stationary points for the mixture of ethanol (1), water (2) and benzene (3). Temperature 338.48 K. NRTL/Ideal/Chemical model. z = [0.2, 0.4, 0.4].

Type Index F(x, z)/RT x1 x2 x3 Eigenvalues

SA 1 0.0 0.2 0.4 0.4 0.49665 4.85742

MIN 1 0.06755 0.05166 0.01617 0.93217 46.83048 12.7859
MIN 1 0.07999 0.05908 0.93398 0.00694 4.78161 264.0048

Topological criterion: Nmax + (1)N Nmin + Nsad even Nsad odd = (1)N is satised (N = 2)
Number of minima Nmin = 2
Number of odd saddles Nsad odd = 1

Table 3
NEWTON LLFLSH calculations for the mixture of ethanol (1), water (2) and benzene (3). Temperature 338.48 K. NRTL/Ideal/Chemical model. z = [0.2, 0.4, 0.4].

x1 x2 x3 k g(x)/RT

Overall composition z 0.2 0.4 0.4 0.26525

Starting point L1 0.05166 0.01617 0.93217
Starting point L2 0.05908 0.93398 0.00694
L1 at LLE 0.10761 0.03325 0.85914 0.38409 0.19063
L2 at LLE 0.25762 0.62871 0.11367 0.61591 0.34836
Mixture of L1 and L2 0.28778

Table 4
Results of the search for all stationary points for the mixture of ethanol (1), water (2) and benzene (3). Temperature 338.48 K. NRTL/Ideal/Chemical model. z = [0.10761,
0.03325, 0.85914].

Type Index F(x, z)/RT x1 x2 x3 Eigenvalues

MIN 1 0.0 0.10761 0.03325 0.85914 20.5528 2.98595

SA 1 7.77E-03 0.22844 0.16898 0.60258 0.54572 4.72213
MIN 1 6.44E-05 0.28444 0.54716 0.16840 0.05590 6.66389
SA 1 1.92E-08 0.25762 0.62871 0.11367 0.04733 10.5054
MIN 1 6.79E-04 0.17381 0.78856 0.03763 0.23057 39.4499

Topological criterion: Nmax + (1)N Nmin + Nsad even Nsad odd = (1)N is satised (N = 2)
Number of minima Nmin = 3
Number of odd saddles Nsad odd = 2

calculation routine converges quickly to the two-phase LLE solution
shown in Table 3. We calculate the Gibbs free energies for both liq-
uid phases (L1 and L2) and their mixture, and then compare to the
value calculated for the overall composition z. Since the value for
the mixture is lower than that for the overall composition, we con-
clude that the liquid z will possibly split into L1 and L2. Now we
have to check if the liquids L1 and L2 are stable.
We perform the stability test for one liquid phase (e.g. liquid
L1 from Table 3). In this case the starting point for branch tracking
is a minimum on the dimensionless tangent plane distance func-
tion (see Table 4). Using our global optimization routine, four other
stationary points (minima and saddle points) have been found in
the whole composition space (Fig. 2). Since values of F(x, z)/RT are
negative at both minima, liquid L1 is unstable.
Now we switch again to our rigorous LLE ash calculation rou-
tine. The compositions of three minima found in the previous
stability test step (Table 4) are very good initial guesses for LLE ash
calculations (see Table 5). Now the calculation routine converges
to the three-phase LLE solution shown in Table 5. We calculate the
Gibbs free energies for all liquid phases (L1, L2 and L3) and their
mixture and then compare to the value calculated for the overall
composition z. Since the value for the mixture is lower than that
for the overall composition, we conclude that the liquid z will pos-
sibly split into L1, L2 and L3. Notice that the Gibbs free energy for
the two-liquid mixture in Table 3 is higher than that for the three-
liquid mixture in Table 5. Now we check if the liquids L1, L2 and L3
are stable.
To be sure that we have found a stable three liquid phase solu-
tion, we choose one liquid phase (e.g. liquid L1 from Table 5) and
perform the stability test. In this case the starting point for branch
tracking is a minimum on the dimensionless tangent plane distance
function (see Table 6 and Fig. 3). Using our global optimization rou-
tine, four other stationary points have been found in the whole
composition space. Since values of F(x, z)/RT are non-negative
(within assumed tolerance 1.0E-06) at all stationary points, liquid
L1 is stable. There is no need to check stability of the other two liquid
phases in equilibrium (L2 and L3 from Table 5) since the points rep-
resenting these liquids must have a common tangent plane to the
Gibbs free energy surface (necessary conditions for equilibrium).
In other words, the number, locations, and values of all stationary

Table 5
NEWTON LLFLSH calculations for the mixture of ethanol (1), water (2) and benzene (3). Temperature 338.48 K. NRTL/Ideal/Chemical model. z = [0.2, 0.4, 0.4].

x1 x2 x3 k g(x)/RT

Overall composition z 0.2 0.4 0.4 0.26525

Starting point L1 0.10761 0.03325 0.85914 0.45715
Starting point L2 0.28444 0.54716 0.16840 0.36833
Starting point L3 0.17381 0.78856 0.03763 0.17452
L1 at LLE 0.29063 0.52356 0.18581 0.41589 0.38052
L2 at LLE 0.10827 0.03347 0.85826 0.36548 0.19130
L3 at LLE 0.18094 0.77769 0.04137 0.21863 0.27339
Mixture of L1, L2 and L3 0.28794
 S.K. Wasylkiewicz et al. / Fluid Phase Equilibria 358 (2013) 304318 311

Table 6
Results of the search for all stationary points for the mixture of ethanol (1), water (2) and benzene (3). Temperature 338.48 K. NRTL/Ideal/Chemical model. z = [0.29063,
0.52356, 0.18581].

Type Index F(x, z)/RT x1 x2 x3 Eigenvalues

MIN 1 0.0 0.29063 0.52356 0.18581 0.09429 5.97733

SA 1 3.07E-04 0.24292 0.66400 0.09308 0.06444 13.33974
MIN 1 3.85E-07 0.18095 0.77768 0.04137 0.16635 35.27175
SA 1 7.57E-03 0.22859 0.16793 0.60348 0.54349 4.73123
MIN 1 2.02E-07 0.10827 0.03347 0.85826 20.40576 2.93791

Topological criterion: Nmax + (1)N Nmin + Nsad even Nsad odd = (1)N is satised (N = 2)
Number of minima Nmin = 3
Number of odd saddles Nsad odd = 2

points of tangent plane distance function must be the same for each
liquid phase in equilibrium and a stability test for any one of the
compositions satisfying the LLE is sufcient [13].
8.2. Ternary mixture of ethylene glycol, lauryl alcohol and
nitromethane
The ethylene glycol lauryl alcohol nitromethane system is
known to have three liquid phases in equilibrium in part of the
composition space (see e.g. Fig. 5). The system was investigated
by several researchers [9,4751]. They tested phase stability for a
number of mixture compositions using various calculation meth-
ods. The pure component and binary parameters calculated based
on data from [9,50] are presented in Table 7. The dimensionless
interaction parameters  ij in the UNIQUAC equation are related
to the interaction energy parameters uij as  ij = exp( uij /RT),
where R = 1.9858 cal/(mol K).
Contour lines of the dimensionless tangent plane distance func-
tion F(x, z)/RT calculated for the overall composition z = [0.27078,
0.47302, 0.25620] at temperature 295 K are shown in Fig. 6 and
Fig. 7. The UNIQUAC model was used for calculations. The binary
and pure component parameters are shown in Table 7.
Efcient tracking of ridges and valleys of the potential func-
tion F(x, z)/RT is crucial for the success of our global optimization
method. We start at an overall composition z (trivial solution for
the tangent plane stability problem) in a dominant eigendirection
and follow the valley up to the lauryl alcohol vertex using the con-
tinuation method (see branch 1 in Fig. 8). Then we follow the valley
in the opposite direction (branch 2) up to a stationary point, in this
case a saddle point. We store this point as another starting point
for branch tracking and calculate all eigenvalues and eigenvectors
necessary for determination of the type of the stationary point
as well as possible directions to start new branches. We continue
branch tracking until all starting points have been examined and

Fig. 3. LLLE calculation results, and branches for tracking ridges and valleys of the dimensionless tangent plane distance function F(x, z)/RT calculated to test stability of one
liquid phase L1 = [0.29063, 0.52356, 0.18581] at temperature 338.48 K.
312 S.K. Wasylkiewicz et al. / Fluid Phase Equilibria 358 (2013) 304318

Table 7
UNIQUAC binary and pure component parameters for the mixture of ethylene glycol (1), lauryl alcohol (2) and nitromethane (3). Binary interaction parameters uij are in
cal/mol.

i ui1 ui2 ui3 ri qi

1 490.8898 108.6252 2.4088 2.248

2 138.3904 606.7016 8.8495 7.372
3 929.1161 264.4887 2.0086 1.868

Table 8
Results of the search for all stationary points for the mixture of ethylene glycol (1), lauryl alcohol (2) and nitromethane (3). Temperature 295 K. UNIQUAC model. z = [0.27078,
0.47302, 0.25620].

Type Index F(x, z)/RT x1 x2 x3 Eigenvalues

MIN 1 0.0 0.27078 0.47302 0.25620 1.01885 7.80981

SA 1 0.02522 0.53802 0.18824 0.27374 0.96906 3.92990
SA 1 0.01677 0.51886 0.01731 0.46383 26.3081 0.90359
MIN 1 0.01689 0.90590 0.01366 0.08044 72.9342 3.12370
MIN 1 0.00200 0.24249 0.00167 0.75584 530.977 1.48015

Topological criterion: Nmax + (1)N Nmin + Nsad even Nsad odd = (1)N is satised (N = 2)
Number of maxima Nmax = 0
Number of minima Nmin = 3
Number of even saddles Nsad even = 0
Number of odd saddles Nsad odd = 2
Number of tangent nodes Ntng = 0

the topological criterion is fullled. In this case we have found two
more minima and one more saddle point (see Fig. 7 and Fig. 9). All
stationary points found in the process are summarized in Table 8.
Liquidliquid equilibrium (LLE) for the mixture of ethylene gly-
col, lauryl alcohol and nitromethane at a temperature of 295 K
(Fig. 5) was calculated by UNIQUAC/Ideal/Chemical model using
VMGSim [44] with the binary interaction parameters shown in
Table 9. The dimensionless interaction parameters  ij in the UNI-
QUAC equation are related to the interaction energy parameters
uij and dened as ln( ij ) = uij /RT = aij + bij /T + cij ln(T).
In the following few tables, we show an example of the detailed
procedure for correct calculations of LLE for the overall composition
z = [0.4, 0.2, 0.4] at a temperature of 295 K. We use our stability test
and LLE ash calculations to make sure that the LLE is correct and
all liquid phases in equilibrium are stable.
Table 9
UNIQUAC/Ideal/Chemical binary parameters for the mixture of ethylene glycol (1),
lauryl alcohol (2) and nitromethane (3). Binary interaction parameters bij are in K.
i bi1 bi2 bi3
1 118.48063 478.35228
2 162.55850 516.51748
3 140.25308 72.59988
We start with the stability test for the overall composition
z = [0.4, 0.2, 0.4] (see Table 10). In this case the starting point
for branch tracking (overall composition z) is a saddle point on
the dimensionless tangent plane distance function F(x, z)/RT. One
eigenvalue at this stationary point (trivial solution z) is positive,
the other is negative. Using our global optimization routine, two
other (nontrivial) stationary points (minima) have been found in
the whole composition space. Since the topological criterion is sat-
ised (see Table 10), we conclude that all stationary points in this
case have been found.

Fig. 4. Vaporliquidliquid equilibrium for the mixture of ethanol, water and ben- Fig. 5. Liquidliquid equilibrium for the mixture of ethylene glycol, lauryl alcohol
zene at pressure 101.325 kPa. and nitromethane at temperature 295 K.
 S.K. Wasylkiewicz et al. / Fluid Phase Equilibria 358 (2013) 304318 313

Table 10
Results of the search for all stationary points for the mixture of ethylene glycol (1), lauryl alcohol (2) and nitromethane (3). Temperature 295 K. UNIQUAC/Ideal/Chemical
model. z = [0.4, 0.2, 0.4].

Type Index F(x, z)/RT x1 x2 x3 Eigenvalues

SA 1 0.0 0.4 0.2 0.4 0.51755 0.47273

MIN 1 0.00631 0.20268 0.10520 0.69212 4.31620 1.14639
MIN 1 0.15559 0.97101 0.00445 0.02454 244.348 23.1294

Topological criterion: Nmax + (1)N Nmin + Nsad even Nsad odd = (1)N is satised (N = 2)
Number of minima Nmin = 2
Number of odd saddles Nsad odd = 1

Table 11
NEWTON LLFLSH calculations for the mixture of ethylene glycol (1), lauryl alcohol (2) and nitromethane (3). Temperature 295 K. UNIQUAC/Ideal/Chemical model. z = [0.4,
0.2, 0.4].

x1 x2 x3 k g(x)/RT

Overall composition z 0.4 0.2 0.4 0.14696

Starting point L1 0.20268 0.10520 0.69212 0.73383
Starting point L2 0.97101 0.00445 0.02454 0.26617
L1 at LLE 0.21198 0.26469 0.52333 0.74885 0.22162
L2 at LLE 0.96063 0.00711 0.03226 0.25115 0.03840
Mixture of L1 and L2 0.17560

Since values of dimensionless tangent plane distance function

F(x, z)/RT are negative at both minima (Table 10), the overall com-
position z represents an unstable liquid. Now we switch to our
rigorous LLE ash calculation routine (see Appendix A). The compo-
sitions of minima found in the previous stability test step (Table 10)
are good initial guesses for LLE ash calculations (see Table 11).
The NEWTON LLFLSH routine converges to two-phase LLE solution
shown in Table 11. We calculate the Gibbs free energies for both
liquid phases (L1 and L2) and their mixture and then compare to
the value calculated for the overall composition z. Since the value
for the mixture is lower than that for the overall composition, we
conclude that the liquid z will possibly split into L1 and L2. Now
we check if the liquids L1 and L2 are stable.
We perform the stability test for one liquid phase (e.g. liquid L1
from Table 11). In this case the starting point for branch tracking is a
saddle point on the dimensionless tangent plane distance function
(see Table 12). Using our global optimization routine, two other sta-
tionary points (minima) have been found in the whole composition
space. Since values of F(x, z)/RT are negative at both minima, L1 is
unstable.

Fig. 6. Contour lines of the dimensionless tangent plane distance function F(x, z)/RT
calculated for the overall composition z = [0.27078, 0.47302, 0.25620] at tempera-
ture 295 K.

Fig. 7. Contour lines of the dimensionless tangent plane distance function F(x, z)/RT Fig. 8. Branches for tracking ridges and valleys of the dimensionless tangent plane
calculated for the overall composition z = [0.27078, 0.47302, 0.25620] at tempera- distance function F(x, z)/RT calculated for the overall composition z = [0.27078,
ture 295 K. Lower part of the composition space. 0.47302, 0.25620] at temperature 295 K.
314 S.K. Wasylkiewicz et al. / Fluid Phase Equilibria 358 (2013) 304318

Table 12
Results of the search for all stationary points for the mixture of ethylene glycol (1), lauryl alcohol (2) and nitromethane (3). Temperature 295 K. UNIQUAC/Ideal/Chemical
model. z = [0.21198, 0.26469, 0.52333].

Type Index F(x, z)/RT x1 x2 x3 Eigenvalues

SA 1 0.0 0.21198 0.26469 0.52333 0.66599 2.48297

MIN 1 0.01025 0.28617 0.48392 0.22991 1.22381 2.74535
MIN 1 0.00330 0.14699 0.13711 0.71590 1.35732 4.29993

Topological criterion: Nmax + (1)N Nmin + Nsad even Nsad odd = (1)N is satised (N = 2)
Number of minima Nmin = 2
Number of odd saddles Nsad odd = 1

Table 13
NEWTON LLFLSH calculations for the mixture of ethylene glycol (1), lauryl alcohol (2) and nitromethane (3). Temperature 295 K. UNIQUAC/Ideal/Chemical model. z = [0.4,
0.2, 0.4].

x1 x2 x3 k g(x)/RT

Overall composition z 0.4 0.2 0.4 0.14696

Starting point L1 0.28617 0.48393 0.22991 0.45698
Starting point L2 0.14699 0.13711 0.71590 0.27995
Starting point L3 0.96063 0.00711 0.03226 0.26307
L1 at LLE 0.14327 0.12684 0.72989 0.43450 0.18771
L2 at LLE 0.28944 0.46722 0.24334 0.30627 0.28926
L3 at LLE 0.96094 0.00691 0.03215 0.25923 0.03829
Mixture of L1, L2 and L3 0.18008

Table 14
Results of the search for all stationary points for the mixture of ethylene glycol (1), lauryl alcohol (2) and nitromethane (3). Temperature 295 K. UNIQUAC/Ideal/Chemical
model. z = [0. 14327, 0. 12684, 0. 72989].

Type Index F(x, z)/RT x1 x2 x3 Eigenvalues

MIN 1 0.0 0.14327 0.12684 0.72989 1.74497 4.54342

SA 1 6.20e-3 0.22688 0.28727 0.48585 0.68808 2.24902
MIN 1 3.83e-8 0.28944 0.46722 0.24334 1.11368 2.37591

Topological criterion: Nmax + (1)N Nmin + Nsad even Nsad odd = (1)N is satised (N = 2)
Number of minima Nmin = 2
Number of odd saddles Nsad odd = 1

Now we switch again to our LLE ash calculation routine.
The compositions of minima found in the previous stability test
step (Table 12) combined with the composition of liquid L2 from
Table 11 (not tested for stability) are good initial guesses for LLE
ash calculations (see Table 13). Now the NEWTON LLFLSH rou-
tine converges to three-phase LLE solution shown in Table 13. We
calculate the Gibbs free energies for all liquid phases (L1, L2 and L3)
and their mixture and then compare to the value calculated for the
overall composition z. Since the value for the mixture is lower than
that for the overall composition, we conclude that the liquid z will
possibly split into L1, L2 and L3. Notice that Gibbs free energy for
the two-liquid mixture in Table 11 is higher than that for the three-
liquid mixture in Table 13. Now we have to check if the liquids L1,
L2 and L3 are stable.
We perform the stability test for one liquid phase (e.g. liquid L1
from Table 13). In this case the starting point for branch tracking is
a minimum on the dimensionless tangent plane distance function
(see Table 14). Using our global optimization routine, two other
stationary points have been found in the whole composition space.
Since values of F(x, z)/RT are non-negative at all stationary points,
L1 is stable.

8.3. Five-component mixture

This example involves the ve-component mixture of acetic acid

Fig. 9. Branches for tracking ridges and valleys of the dimensionless tangent plane
distance function F(x, z)/RT calculated for the overall composition z = [0.27078,
0.47302, 0.25620] at temperature 295 K. Lower part of the composition space.
(1), benzene (2), furfural (3), cyclohexane (4) and water (5). The
UNIQUAC model is used. The binary and pure component parame-
ters taken from [49,52] are presented in Table 15.
To calculate LLE for the overall composition z = [0.2, 0.2, 0.2, 0.2,
0.2] at a temperature of 295 K, we start with the stability test (see
Table 16). In this case the starting point for branch tracking (overall
composition z) is a saddle point on the dimensionless tangent plane
distance function F(x, z)/RT. One eigenvalue at this stationary point
is negative, the other eigenvalues are positive. Using our global
optimization routine, two other stationary points (minima) have
been found in the whole composition space. Since the topological
 S.K. Wasylkiewicz et al. / Fluid Phase Equilibria 358 (2013) 304318 315

Table 15
UNIQUAC binary and pure component parameters for the mixture of acetic acid (1), benzene (2), furfural (3), cyclohexane (4) and water (5). Binary interaction parameters
aij are in cal/mol.

i ai1 ai2 ai3 ai4 ai5 ri qi

1 137.068 711.466 94.32388 255.456 2.2024 2.072

2 0.16405 11.836 66.07903 1382.577 3.1878 2.400
3 674.2505 137.8886 22.39649 294.5019 3.1680 2.484
4 409.1192 53.8012 784.1499 1421.175 4.0464 3.240
5 523.082 1172.771 216.8131 957.9283 0.9200 1.400

Table 16
Results of the search for all stationary points for the mixture of acetic acid (1), benzene (2), furfural (3), cyclohexane (4) and water (5). Temperature 295 K. UNIQUAC model.
z = [0.2, 0.2, 0.2, 0.2, 0.2].

Type Index F(x, z)/RT x1 x2 x3 x4 x5 Eigenvalues

SA 1 6.22E-16 0.2 0.2 0.2 0.2 0.2 33.1187 1.0370 7.3246 5.4159
MIN 1 2.64E-02 0.09356 0.26321 0.07430 0.53290 0.03603 14.1313 151.200 4.8843 1.1669
MIN 1 2.75E-02 0.23356 0.06767 0.26305 0.01925 0.41648 5.6783 16.585 7.9320 37.810

Topological criterion: Nmax + (1)N Nmin + Nsad even Nsad odd = (1)N is satised (N = 4)
Number of minima Nmin = 2
Number of odd saddles Nsad odd = 1

criterion is satised (see Table 16), we conclude that all stationary
points in this case have been found.
Since values of the dimensionless tangent plane distance func-
tion F(x, z)/RT are negative at both minima (Table 16) the overall
composition z represents an unstable liquid. Now we switch to our
LLE ash calculation routine (NEWTON LLFLSH). The compositions
of minima found in the previous stability test step (Table 16) are
good initial guesses for LLE ash calculations. The NEWTON LLFLSH
routine converges to two-phase LLE solution shown in Table 17. We
calculate the Gibbs free energies for both liquid phases (L1 and L2)
and their mixture and then compare to the value calculated for the
overall composition z. Since the value for the mixture is lower than
that for the overall composition, we conclude that the liquid z will
possibly split into L1 and L2. Now we have to check if the liquids
L1 and L2 are stable.
We perform the stability test for one liquid phase (e.g. liquid L1
from Table 17). In this case the starting point for branch tracking is
a minimum on the dimensionless tangent plane distance function
(see Table 18). Using our global optimization routine, two other
stationary points have been found in the whole composition space.
Since values of F(x, z)/RT are non-negative at all stationary points,
L1 is stable.
Now we switch to our rigorous LLE ash calculation routine. We
use the compositions of minima found in the previous stability test
step (Table 19) as the initial guess for the calculations. The LLE ash
calculation routine does not converge to a three-phase solution but
stops at the boundary shown in Table 20. The phase fraction 1 for
liquid phase L1 converged to zero.
Now we eliminate the liquid phase L1 from the solution and
repeat the LLE ash calculations using the two remaining phases as
the initial guess. The routine converges very quickly to two-phase
LLE solution shown in Table 21. We calculate Gibbs free energy for
both liquid phases at equilibrium and their mixture and then com-
pare to the value calculated for the overall composition z. Since the
value for the mixture is lower than that for the overall composition,
we conclude that the liquid z will possibly split into L1 and L2.
To be sure that we have found a stable two liquid phase solu-
tion, we choose one liquid phase (e.g. liquid L1 from Table 21)
and perform stability test. In this case the starting point for branch
tracking is a minimum on the dimensionless tangent plane distance
function (see Table 22). Using our global optimization routine, four
other stationary points have been found in the whole composition
space. Since values of F(x, z)/RT are non-negative (within assumed
tolerance 1.0E-06) at all stationary points, the liquid L1 is stable.

8.4. Ternary mixture close to liquid region boundaries 9. Conclusions

This example involves the three-component mixture of
ethanol, water and benzene, the same as in example 8.1. The
NRTL/Ideal/Chemical model is used with the binary interaction
parameters shown in Table 1. An overall composition z = [0.28, 0.48,
0.24] was chosen to illustrate how the step 4 of the combined phase
equilibrium and stability algorithm, described in paragraph 7, was
applied to nd correct number of liquid phases in equilibrium. The
overall composition is in the two-liquid region (see Fig. 4). It is
very close to the three-liquid region as well as to the homogeneous
liquid region.
We start with stability test for the overall composition z = [0.28,
0.48, 0.24] (see Table 19). In this case the starting point for branch
tracking (overall composition z) is a saddle point on the dimen-
sionless tangent plane distance function F(x, z)/RT. Using our global
optimization routine, four other stationary points (minima and sad-
dle points) have been found in the whole composition space. Since
values of dimensionless tangent plane distance function F(x, z)/RT
are negative at all minima, the overall composition z represents an
unstable liquid.
A general approach has been developed for nding all sin-
gular points of a mathematical model by exploring the natural
connectedness that exists between singular points of an objective
function. The idea of following ridges and valleys using informa-
tion gathered along the way, which was previously used in the hill
climbing optimization techniques, has been signicantly enhanced.
We developed a new arc length continuation method to overcome
the difculties with tracking of ridges and valleys of an objective
function. It gives an efcient and robust scheme for nding all sin-
gular points of a mathematical model.
The global optimization algorithm has been applied to the Gibbs
tangent plane stability test for multiphase liquid mixtures. The
algorithm quickly nds all stationary points of the tangent plane
distance function predicted by a thermodynamic model. The algo-
rithm is self-starting and signicantly improves reliability and
robustness of multiphase equilibrium calculations. The developed
technique was tested on three different mixtures, ranging from a
ternary system with three liquid phases to a ve component system
with two liquid phases.
316 S.K. Wasylkiewicz et al. / Fluid Phase Equilibria 358 (2013) 304318

Table 17
NEWTON LLFLSH calculations for the mixture of acetic acid (1), benzene (2), furfural (3), cyclohexane (4) and water (5). Temperature 295 K. UNIQUAC model. z = [0.2, 0.2, 0.2,
0.2, 0.2].

x1 x2 x3 x4 x5 k g(x)/RT

Overall composition z 0.2 0.2 0.2 0.2 0.2 1.71021

Starting point Liquid 1 0.09356 0.26321 0.07430 0.53290 0.03603 0.61574
Starting point Liquid 2 0.23356 0.06767 0.26305 0.01925 0.41648 0.38426
Liquid 1 at LLE 0.25477 0.12346 0.26894 0.04017 0.31266 0.56269 2.11206
Liquid 2 at LLE 0.12953 0.29849 0.11129 0.40565 0.05504 0.43731 1.22591
Mixture of L1 and L2 1.72454

Table 18
Results of the search for all stationary points for the mixture of acetic acid (1), benzene (2), furfural (3), cyclohexane (4) and water (5). Temperature 295 K. UNIQUAC model.
z = [0.25477, 0.12346, 0.26894, 0.04017, 0.31266].

Type Index F(x, z)/RT x1 x2 x3 x4 x5 Eigenvalues

MIN 1 0.0 0.25477 0.12346 0.26894 0.04017 0.31266 5.8570 20.8035 2.2215 15.1064
SA 1 7.07E-03 0.21286 0.23380 0.20694 0.17911 0.16729 35.3976 0.5109 7.0040 5.0370
MIN 1 9.06E-07 0.12952 0.29849 0.11129 0.40566 0.05504 10.6419 98.131 3.9641 0.6471

Topological criterion: Nmax + (1)N Nmin + Nsad even Nsad odd = (1)N is satised (N = 4)
Number of minima Nmin = 2
Number of odd saddles Nsad odd = 1

Table 19
Results of the search for all stationary points for the mixture of ethanol (1), water (2) and benzene (3). Temperature 338.48 K. NRTL/Ideal/Chemical model. z = [0.28, 0.48,
0.24].

Type Index F(x, z)/RT x1 x2 x3 Eigenvalues

SA 1 0.0 0.28 0.48 0.24 0.0122 4.77476

MIN 1 7.18E-03 0.12993 0.84847 0.02160 0.84230 74.93841
MIN 1 2.28E-06 0.28186 0.44457 0.27357 0.00947 4.30751
SA 1 3.27E-05 0.27499 0.35109 0.37392 0.03929 3.72136
MIN 1 2.44E-02 0.08783 0.02500 0.88717 28.40719 5.16810
Topological criterion: Nmax + (1)N Nmin + Nsad even Nsad odd = (1)N is satised (N = 2)
Number of minima Nmin = 3
Number of odd saddles Nsad odd = 2
Table 20
NEWTON LLFLSH calculations for the mixture of ethanol (1), water (2) and benzene (3). Temperature 338.48 K. NRTL/Ideal/Chemical model. z = [0.28, 0.48, 0.24].

x1 x2 x3 k

Starting point L1 0.12993 0.84847 0.02160

Starting point L2 0.28186 0.44457 0.27357
Starting point L3 0.08783 0.02500 0.88717
L1 at boundary 0.18001 0.77977 0.04022 0.0
L2 at boundary 0.29256 0.51726 0.19018 0.92323
L3 at boundary 0.10850 0.03333 0.85817 0.07677

Table 21
NEWTON LLFLSH calculations for the mixture of ethanol (1), water (2) and benzene (3). Temperature 338.48 K. NRTL/Ideal/Chemical model. z = [0.28, 0.48, 0.24].

x1 x2 x3 k g(x)/RT

Overall composition z 0.28 0.48 0.24 0.36836

Starting point L1 0.29256 0.51726 0.19018
Starting point L2 0.10850 0.03333 0.85817
L1 at LLE 0.29302 0.51391 0.19307 0.92939 0.38279
L2 at LLE 0.10868 0.03360 0.85772 0.07061 0.19171
Mixture of L1 and L2 0.36930

Table 22
Results of the search for all stationary points for the mixture of ethanol (1), water (2) and benzene (3). Temperature 338.48 K. NRTL/Ideal/Chemical model. z = [0.29302,
0.51391, 0.19307].

Type Index F(x, z)/RT x1 x2 x3 Eigenvalues

MIN 1 0.0 0.29302 0.51391 0.19307 0.11061 5.73339

SA 1 5.02E-04 0.23418 0.68295 0.08287 0.06212 15.34030
MIN 1 3.57E-04 0.18653 0.76894 0.04453 0.12266 32.32635
SA 1 7.45E-03 0.22864 0.16724 0.60412 0.54250 4.73831
MIN 1 -5.89E-08 0.10868 0.03360 0.85772 20.31344 2.90827

Topological criterion: Nmax + (1)N Nmin + Nsad even Nsad odd = (1)N is satised (N = 2)
Number of minima Nmin = 3
Number of odd saddles Nsad odd = 2
 S.K. Wasylkiewicz et al. / Fluid Phase Equilibria 358 (2013) 304318 317

In the paper we show that the number of liquid phases in equi- 6. Calculate and normalize new mole fractions x ik (i = 1, . . ., Nc ) in
librium cannot be determined on the basis of tangent plane analysis all other phases (k = 2, . . ., Np ) using Eq. (A.1).
alone and the combined phase equilibrium and stability algorithm 7. Calculate differences between guessed and calculated mole frac-
should be used. We also check global consistency of each tangent tions
plane stability test.
fj xik x ik i = 1, . . ., Nc 1 k = 1, . . ., Np

Acknowledgment j = 1, . . ., (Nc 1) Np (A.7)

and solve the set of equations

Virtual Materials Group Inc. is gratefully acknowledged for
nancial support of the project. fj = 0 j = 1, . . ., (Nc 1)p (A.8)

Appendix A. Calculation of liquidliquid equilibrium Using the NewtonRaphson (NR) method.

The algorithm is efcient at solving the LLE problems for two
Let us consider the liquidliquid equilibrium (LLE) problem for a liquid phases [26,54], where the algorithm reduces to only one
mixture of Nc components, at a specied temperature and pressure, RachfordRice equation (in point No. 4). In this case it can be solved
and overall composition z. The mole fractions (xi k , i = 1, . . ., Nc , k = 1, using a one-variable solver that is usually faster and more robust
. . ., Np ) and phase fractions (k , k = 1, . . ., Np ) for all Np liquid phases than multi-variable NR method. Even for this simplest case there
(2 Np Nc ) have to be calculated. To this end, the following set of are two issues when solving these types of equations [55]. The
equations has to be solved. existence of vertical asymptotes splits the equation domain into
Equilibrium equations a set of Nc 1 regions. Each one contains a different solution but
only one has physical meaning. Also, conventional solution meth-
i1 ods often exhibit slow convergence. A lot of efforts have been made
xik = xi1 = Kik xi1 i = 1, . . ., Nc k = 2, . . ., Np (A.1)
ik to overcome these problems, including utilizing proper function
transformation to make the transformed problem as linear as pos-
Summation equations sible [54], applying some special function classes [55], and using
the block-algebra approach [56] or various initialization schemes

Nc
[57].
xik = 1 k = 1, . . ., Np (A.2) To overcome numerical problems with the imbedding inner
i=1 loop NR solver (for phase fraction calculations in point No. 4) inside
the outer loop NR solver (for mole fraction calculations) for the
Material balances
LLE problems with more than two liquid phases, the set of Eqs.

Np (A.1)(A.4) has been rearranged as follows [19].
zi = k xik i = 1, . . ., Nc (A.3)

Np
k=1 xi1 k (xik xi1 ) zi = 0 i = 1, . . ., Nc 1 (A.9)
Summation equation for phase fractions k=2


Np
xik Kik xi1 = 0 i = 1, . . ., Nc 1 k = 2, . . ., Np (A.10)
k = 1 (A.4)
 
k=1

Nc 1 
Nc 1
KNk c 1 xi1 zi + xik 1 = 0 k = 2, . . ., Np (A.11)
The RachfordRice [53] formulation is commonly used to solve
this problem. The algorithm to calculate multiple-liquid equilib- i=1 i=1

rium (Np 2) is a follows [26,54] First we eliminated xN k (k = 1, . . ., N ) from the set of independent
c
p
variables using summation equations Eq. (A.2). The liquid phase
1. Guess xik , i = 1, . . ., Nc 1, k = 1, . . ., Np . fraction for the reference phase 1 was also eliminated using Eq.
k , k = 1, . . ., N , using Eq. (A.2).
2. Calculate xN p (A.4). Then we modied Eq. (A.3) to get Eq. (A.9), and Eq. (A.1) to get
c
3. Calculate Kik , i = 1, . . ., Nc , k = 1, . . ., Np , using Eq. (A.1). Eq. (A.10) for all independent mole fractions (xi k , i = 1, . . ., Nc 1,
4. Solve the set of p 1 RachfordRice equations obtained by com- k = 1, . . ., Np ) and Eq. (A.11) for the last component Nc .
bining equilibrium, summation and material balance equations. Now, the set of (Nc 1) Np + Np 1 equations (A.9)(A.11) can be
solved simultaneously to get all phase fractions and phase composi-
tions at equilibrium. The calculations are especially efcient when

Nc
j
Nc j
(Ki 1)zi a good initial estimate is provided from a rigorous Gibbs tangent
Hj (2 , . . ., p ) = (xi xi1 ) = Np plane analysis [13,23].
i=1
i=1 1 +
k=2
(Kik 1)k

= 0 j = 2, . . ., Np (A.5) Appendix B. Topological criterion for the tangent plane

distance function
for liquid phase fractions k (k = 2, . . ., p) using the
NewtonRaphson method. For the tangent plane distance function F(x), the ow of trajec-
5. Calculate and normalize new mole fractions in the reference tories is always into the permissible region. This special property
phase 1 combined with the common properties of gradient systems (15)
allowed developing the topological criterion [13], Eq. (B.1),
zi
x i1 = Np i = 1, . . ., Nc (A.6) Nmax + (1)N Nmin + Nsad Nsad = (1)N (B.1)
even odd
1+ k=2
(Kik 1)k
318 S.K. Wasylkiewicz et al. / Fluid Phase Equilibria 358 (2013) 304318
where Nmax is the number of maxima of F(x), Nmin is the number of
minima, Nsad even is the number of saddles with an even number of
negative eigenvalues, and Nsad odd is the number of saddles with an
odd number of negative eigenvalues of the Jacobian matrix J[ F(
x)].
The index of a stationary point x can be determined from the
eigenvalues i of the Jacobian matrix J[ F( x)] calculated at this
point

N [35] A. Bonilla-Petriciolet, Fluid Phase Equilib. 332 (2012) 720.
Ind(x) = sgn i (B.2)
i=1
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