A Stability/Bifurcation Framework

For Process Design

C. Theodoropoulos1, N. Bozinis2, C. Siettos1,
C.C. Pantelides2 and I.G. Kevrekidis1

Department of Chemical Engineering,

1

Princeton University, Princeton, NJ 08544

2
Centre for Process System Engineering,
Imperial College, London, SW7 2BY, UK

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 Motivation
• A large number of existing scientific, large-scale legacy codes
–Based on transient (timestepping) schemes.
• Enable legacy codes perform tasks such as bifurcation/stability analysis
–Efficiently locate multiple steady states and assess the stability of solution branches.
–Identify the parametric window of operating conditions
for optimal performance

bif. quantity
–Locate periodic solutions
•Autonomous, forced (PSA,RFR)
–Appropriate controller design.
• RPM: method of choice to build around existing time-stepping codes. parameter

–Identifies the low-dimensional unstable subspace of a few “slow” eigenvalues

–Stabilizes (and speeds-up) convergence of time-steppers even onto unstable steady-states.
–Efficient bifurcation analysis by computing only the few eigenvalues of the small
subspace.
•Even when Jacobians are not explicitly available (!)

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 Recursive Projection Method (RPM)
• Treats timstepping routine, as a
Reconstruct solution: “black-box”
Initial state un
u = p+q = PN(p,q)+QF – Timestepper evaluates un+1= F(un)
F.P.I. • Recursively identifies subspace of
Newton slow eigenmodes, P
ons

Timestepping
iter ard

iterations
ati

Legacy Code • Substitutes pure Picard iteration with

Pic

F(un) –Newton method in P

Picard
iteration –Picard iteration in Q = I-P
Subspace Subspace P of few NO
Q =I-P slow eigenmodes
Convergence? • Reconstructs solution u from sum of
the projectors P and Q onto
YES subspace P and its orthogonal
complement Q, respectively:
Final state uf –u = PN(p,q) + QF

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 gPROMS:A General Purpose Package
Nonlinear Nonlinear
algebraic programming
equation solvers gPROMS solvers
Steady-state Steady-state &
& Dynamic Dynamic
Differential
Simulation Optimisation
algebraic
equation solvers Dynamic
gPROMS optimisation
Parameter Model solvers
Estimation
Data
Reconciliation

Maximum likelihood
estimation solvers

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 Mathematical solution methods in gPROMS
• Combined symbolic, structural & numerical techniques
 symbolic differentiation for partial derivatives
 automatic identification of problem sparsity
 structural analysis algorithms •well-posedness
•DAE index analysis
• •consistency of DAE IC’s
Advanced features:
•automatic block triangularisation
 exploitation of sparsity at all levels
 support for mixed analytical/numerical partial derivatives
 handling of symmetric/asymmetric discontinuities at all levels
• Component-based architecture for numerical solvers
 open interface for external solver components
 hierarchical solver architectures
• mix-and-match
• external solvers can be introduced at any level of the hierarchy

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 FitzHugh-Nagumo: An PDE-based Model
• Reaction-diffusion model in one dimension
• Employed to study issues of pattern formation
in reacting systems
– e.g. Beloushov-Zhabotinski ut   u  u  u  v
2 3

reaction
– u “activator”, v “inhibitor” v t  δ  2
v  ε (u  a1v  a0 )
– Parameters:
δ  4.0, a0  0.03, a1  2.0
– no-flux boundary conditions
– , time-scale ratio, continuation parameter
• Variation of  produces turning points
and Hopf bifurcations

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 Bifurcation Diagrams
Around Hopf Around Turning Point
<u>

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Eigenspectrum Around Hopf

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Eigenvectors
= 0.02

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 Arc-length continuation with gPROMS
dy
System:  f ( y, p)
dt y
f ( y; p*)
Det[ ]0
y p
Pseudo – arc length condition
0  f ( y, p) (1) ( y1  y0 )T ( p  p0 )
( y  y1 )  1 ( p  p1 )  S  0 (2)
S S

Solve (1) & (2)

continuation
continuation F.P.I (I)
within
(II)
gPROMS
through
FORTRAN

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 System Jacobian
dx
dx  f ( x, y , p )
ODEs :  f ( x, p ) DAEs : dt y  y * ( x)
dt 0  g ( x, y , p )

F.P.I R.P.M. Obtain “correct”

through Jacobian of leading
FORTRAN eigenspectrum
Continuation
Getting system
within F.P.I Jacobian
Cannot get “correct”
gPROMS Jacobian from
through an FPI augmented system

1
f ( x, p ) f f  g  g
  
x x y  y  x
Jacobian of the ODE Stability matrix

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 Tubular Reactor: A DAE system
Dimensionless equations:
x1 1  x1
2
x1 x2
 Pe1   Da (1  x1 ) exp[ ] (1)
t z 2
z 1  x2 / 
x2 1  x2
2
x2 x2
 Pe2   x 2  BDa (1  x1 ) exp[ ]  x2 w (2)
t z 2
z 1  x2 / 
Boundary Conditions:
x1 ( z  0, t ) x2 ( z  0, t ) (3)
 Pe1 x1  0  Pe2 x2  0
z z
x1 ( z  1, t ) x2 ( z  1, t ) (4)
0 0
z z
Eqns (1)-(4): system of DAEs. Can also substitute to obtain system of ODEs.

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 Bifurcation/Stability with RPM-gPROMS

•Model solved as DAE system

•2 algebraic equations @ each boundary
1 •101-node FD discretization
0.8
•2 unknowns (x ,x ) per node
1 2

0.6 Hopf pt.

•State variables:
x1

0.4 99 (x 2) unknowns at inner nodes

•Perform RPM-gPROMs at 99-space
0.2 to obtain correct Jacobian
0
0.1 0.11 0.12 0.13 0.14
Da

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 Eigenspectrum
1 6.00E-02

5.00E-02
0.5

4.00E-02
0
3.00E-02
-1 -0.5 0 0.5 1 1.5 
-0.5 2.00E-02

1.00E-02
-1
0.00E+00

Da=0.121738 0 20 40 60 80 100 120

1 3.50E-02

3.00E-02
0.5 2.50E-02

2.00E-02 Im
0
1.50E-02
-1 -0.5 0 0.5 1 1.5
1.00E-02 Re
-0.5
5.00E-03
-1 0.00E+00
0 20 40 60 80 100 120

Da=0.110021

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 Stability Analysis without the Equations
1

SYSTEM AROUND STEADY STATE

Leading 0.5

y k 1  (y k ) Spectrum -1 -0.5

0
0 0.5 1

-0.5

y(k) -1

Matrix-free ARNOLDI
C h o o s e q 1 w ith q 1  1
+
F o r j = 1 U n til C o n v e r g e n c e D O
( 1 ) C o m p u t e a n d s t o r e Aq
εq j

(y k   q)  (y k ) ( 2 ) C o m p u t e a n d s t o r e h t , j   Aq , q t  , t  1 , 2 ,... j

Aq 
j

 ( 3 ) r j  Aq j  
j
h t, j q t
t1

Large-scale eigenvalue calculations (4 ) h j1, j  rj,rj1/2

(Arnoldi using system Jacobian):
(5 ) q j1  rj /h j1, j
R.B. Lechouq & A.G. Salinger,
Int. J. Numer. Meth.(2001) End For

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 Rapid Pressure Swing Adsorption
1-Bed 2-Step Periodic Adsorption Process
t=0 to T/2 •Isothermal operation t= T/2 to T
•Modeling Equations (Nilchan & Pantelides)
Ci(z=0)=PfYf/(RTf) Ci
Mass balance in ads. bed ( z  0)  0
z=L z
P(z=0)=Pf Ci qi  (vCi )  2 Ci
t  b   Di P(z=0)=Pw
t t z z 2
n
P
  Ci
RT i 1
P 180v (1   b ) 2
 Darcy’s law
z=0 z d p2  b3
qi
t
 ki (mi pi  qi ) Rate of ads .
Step 2: Depressurisation
Step 1 :
Pressurisation
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 Rapid Pressure Swing Adsorption
1-Bed 2-Step Periodic Adsorption Process
q , c (t=T)
Production of oxygen enriched air
Zeolite 5A adsorbent (300m) q ,c (t=0) q , c (t=T/2)

Bed 1m long, 5cm diameter

Must obtain:
Short q , c (t=T) = q , c (t=0)
cycle
–1.5s pressurisation, 1.5s depressurisation

– T= 3s

Low feed pressure (Pf = 3 bar)

Periodic steady-state operation
–reached after several thousand cycles

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 Typical RPSA simulation results
(Nilchan and Pantelides, Adsorption, 4, 113-147, 1998)

50 0.5

45
c1(z=0.5) (mol/m )
3

40
0
-1 -0.5 0 0.5 1
35

30
-0.5

25
Time (s)
20
0 50 100 150 200 -1

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 PRM-gPROMS Spatial Profiles (t=T)
30
0.3

c1 mol/m3 q1 mol/kg
20 0.2

10 0.1

0
0
0 0.2 0.4 0.6 0.8 x 1
0 0.2 0.4 0.6 0.8 x 1

z z
90 0.3
c2 mol/m3 q2 mol/kg

60 0.2

30 0.1

0 0
0 0.2 0.4 0.6 0.8 x 1 0 0.2 0.4 0.6 0.8 x 1

z z

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 Leading Eigenvectors, =0.99484
0.16 0.0012

c1 q1
0.12 c1 q1
0.0008

0.08

0.0004
0.04

0 0

0 9 0 1 0 0 1 1 0 1 2 0 1 3 0 1 4 0 1 5 0 1 6 0 1 7 0
0.00E+00

-0.05 -2.00E-04

-0.1 -4.00E-04

c2 q2
c2 q2
-6.00E-04
-0.15

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 Conclusions
• Can construct a RPM-based computational framework around large-scale
timestepping legacy codes to enable them converge to unstable steady states and
efficiently perform bifurcation/stability analysis tasks.
– gPROMS was employed as a really good simulation tool
– communication with wrapper routines through F.P.I.
• Both for PDE and DAE-based systems.
• Have “brought to light” features of gPROMS for continuation around turning
points and information on the Jacobian and/or stability matrix at steady states of
systems.
• Employed matrix-free Arnoldi algorithms to perform stability analysis of steady
state solutions without having either the Jacobian or even the equations!
• Used the RPM-based superstructure to speed-up convergence and perform
stability analysis of an almost singular periodically-forced system
• Have enabled gPROMS to trace autonomous limit cycles
• Newton-Picard computational superstructure for autonomous limit cycles.

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 gPROMS
• General purpose commercial package for modelling, optimization and control of process
systems.
• Allows the direct mathematical description of distributed unit operations
• Operating procedures can be modelled
– Each comprising of a number of steps
• In sequence, in parallel, iteratively or conditionally .
• Complex processes: combination of distributed and lumped unit operations
– Systems of integral, partial differential, ordinary differential and algebraic equations
(IPDAEs).
– gPROMS solves using method of lines family of numerical methods.
• Reduces IPDAES to systems of DAEs.
– Time-stepping or pseudo-timestepping.
• Jacobians NOT explicitly available.
– Cannot perform systematic bifurcation/stability analysis studies.

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 Tracing limit cycles
Tracing Limit Cycles

continuation
(I) F.P.I R.P.M
within through
gPROMS FORTRAN
continuation F.P.I
(II)
through
FORTRAN F.P.I Getting system
tracing Jacobian
limit cycles through an FPI
within gPROMS

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 Tracing limit cycles
Tracing Limit Cycles
dy
SYSTEM:  f ( y, p)
dt

Periodic Solutions: y(t+T)=y(t)

Period T not known beforehand

d y
 dt   f ( y, p ) y(0)  y (T )  0
 dT    
   0  G ( y (0), p)  0
 dt 
G ( y (0), p)  yi (0)  a  0
dy (0)
G ( y (0), p )  i 0
dt
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