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Mo Et Al. - 1998 - Study of Flow and Transport in Fracture Network Using Percolation Theory
Mo Et Al. - 1998 - Study of Flow and Transport in Fracture Network Using Percolation Theory
a
Department of Civil Engineering, South China University of Technology, Guangzhou, China
b
Rock Mechanics Institute, The University of Oklahoma, Norman, OK 73019, USA
Received 27 August 1996; received in revised form 3 February 1998; accepted 3 February 1998
Abstract
A fracture network model based on algebraic topology theory has been developed to study ¯uid ¯ow and solute
transport in fracture dominant media. The discrete fracture network is generated stochastically while the ¯ow and
transport in each individual fracture are solved using a continuum approach. Alternative to the traditional formula-
tions, the fracture geometries, connectivities and ¯ow characteristics follow a topological structure appropriate to
the class of fracture networks or systems. The innovative natures also include the development of a transport mecha-
nism in which dispersive±convective solute migration through discrete fracture network can be evaluated. Ó 1998
Elsevier Science Inc. All rights reserved.
1. Introduction
In the fractured dominant media, ¯uid ¯ows mainly through fractures. Since the hydraulic be-
havior of a rock mass is largely determined by the geometry of the fracture system, the ®eld in-
vestigations of ¯ow in fractured rock have clearly demonstrated that modeling the rock as a
homogeneous continuum can create serious simpli®cations. Goodness-of-®t statistics show that
the semi-analytic models do not calibrate as well to measured heads as do the continuum models.
A porous media modeling approach is restricted because of the heterogeneities, such as fractures,
which cannot be explicitly included in the modeling. Thus, in order to analyze the hydraulic be-
havior of massive rocks, the necessary step includes a detailed description of the characteristics
and geometries of individual discontinuities and of the discontinuity system.
The discrete approach involves modeling ¯uid ¯ow and mass transport in a network intended
to quantify hydrogeological factors such as storativity and conductivity in complex domains. Due
to the importance and practicality of the subject, numerous discrete fracture network models have
been developed and tested [1±7]. Using topology as a framework for the fracture system refers
that the topological information is explicitly available and that it serves as the organizing factor
in the data structure used in the presentation of ¯ow and transport systems. The advantage of
*
Corresponding author. Tel.: +1 405 325 2900; fax: +1 405 325 7511; e-mail: mao@rmg.uoknor.edu.
using this approach is to provide a uni®ed total structure where all topological information is as-
sociated in a concise form. In view of topological approaches, Barker [8] provided a proof that the
reciprocity principle applies to Darcian ¯ow in a network of heterogeneous branches. Lin and
Fairhurst [9] are among the ®rst to apply algebraic topological theory to describe the ¯ow in
the network.
Dershowitz and Einstein [7] provided a comprehensive discussion to characterize the natural
fractures by their shapes, roughness, sizes, locations, spacings, density and orientations. Among
these factors, the fracture lengths and orientations may be more critical in the determination of
the induced parametric anisotropy. Although the fracture system plays a dominant role in the
¯ow and transport process [10], signi®cant testing eorts still focus on the characteristics of a sin-
gle fracture due to experimental constraints [11].
Many properties of a macroscopic system are determined by the connectivity of the system el-
ements. The special properties of a system, emerging at the onset of macroscopic connectivity
within it, are known as percolation phenomena [12]. It is a misconception that all fractures in a
system contribute to the total ¯ow. Only those fractures, which are connected from initial to ter-
minal points of interest, are contributing to the total ¯ow (i.e., percolating fractures). More rep-
resentative work in applying the percolation theory to hydrology can be referred to Jerauld et al.
[13], Charlaix et al. [14], Sahimi [15], Silliman and Wright [16], Sahimi and Imdakm [17], Renault
[18], Balberg et al. [19], and Kueper and McWhorter [20].
Topological concepts may appear rather abstract. However, the steps to accomplish the topo-
logical approaches are in fact quite simple. When the network elements may be characterized by
linear equations (algebraic or dierential) with constant coecients, a network formulation can
be conveniently derived essentially via purely algebraic steps. In this paper, topological aspects
of networks composed of fracture branches and sources or sinks are introduced, followed by
the algebraic de®nitions of dierential operators involved in the characterization of ¯ow and
transport systems. Rules of ¯ow and transport in the fracture network are established to depict
critical ¯ow paths while ignoring the nonpercolating dead-end fractures. The tasks are minimized
through producing an ecient computer program. Examples are given to illustrate the changing
pressure and concentration pro®les due to ¯uid ¯ow and solute transport from a stochastically
generated fracture network.
An oriented graph G(N, E) consists of a set, N (elements of nodes), and a set E of ordered pairs
of the forms (ni , nj ), while ni ; nj 2 N (oriented edge of G(N, E) or branches). ni and nj are the ini-
tial and terminal nodes (end points),
H. Mo et al. / Appl. Math. Modelling 22 (1998) 277±291 279
The branch is the connection in an orientated path. The simple rule is that when the branch is
connected from its initial point to its ®nal point, the mark +1 is given. The connection with the
opposite direction is marked )1. Thus each path determines a vector e
e1 ; e2 ; . . . ; ek ; . . .T with
integer coecients, where the coordinates of the vector e are labeled by the branches of the graph;
with ek +1, for example, the branch is indicated in the positive direction. Similarly, ek )1
marks a branch with a negative direction.
A ¯ow rate distribution of the network can be viewed as a vector q
qe1 ; qe2 ; . . . ; qei . . .T
whose coordinates are labeled by the branches, where q, for example, is the real number related
to the ¯ow rate through the branch ei while assuming that the one-dimensional fracture network
is the complex of branches of a two-dimensional fracture system. In other words, the fractures are
located in a 2-D domain where the ¯ow in the individual fracture is in 1-D setting.
The boundary map, ¶, is de®ned as a linear map from C1 to C0 . To de®ne the map ¶ it is suf-
®cient to prescribe its values on each of the branches, since the branches form a basis for C1 . Each
branch has an initial point and a terminal point and a branch is equal to the subtraction between
the terminal and initial nodes. Thus, for example, if a branch goes from ni to nj , ek nj ÿ ni .
The above concept can be illustrated by Fig. 2. Considering an oriented graph G
N ; E of frac-
ture network, one has
N fn1 ; n2 ; n3 ; n4 g;
1
E fe1 ; e2 ; e3 ; e4 g:
2
It is clear that the path S e1 e2 e3 e4 which is obtained by joining together the four
branches, i.e., e1
n2 ; n1 , e2
n3 ; n2 , e3
n1 ; n3 and e4
n4 ; n1 (Fig. 2).
Applying the boundary operator to S leads to
¶S ¶
n2 ; n1 ¶
n3 ; n2 ¶
n1 ; n3 ¶
n4 ; n1
3
n2 ÿ n1
n3 ÿ n2
n1 ÿ n3
n4 ÿ n1
4
n4 ÿ n1 :
5
Further rules are set as: the elements of boundary operator ¶ are (a) set to 0 if the branch j is
not associated with node k; (b) set to +1 if ¯uid in branch j ¯ows toward associated node k; and
(c) set to )1 if ¯uid in branch j ¯ows away from associated node k. Since each branch leaves a
single node, each column of matrix ¶ contains a single +1 and a single )1, with all other elements
being equal to zero. For a connection with four nodes and four branches, this relationship can be
expressed in a matrix form as
0 1
ÿ1 0 1 ÿ1
B 1 ÿ1 0 0 C
B C
¶B C:
6
@ 0 1 ÿ1 0 A
0 0 0 1
Recall that a path joins the node na to the node nb if na is the initial point of the ®rst segment of
the path and nb is the ®nal point of the last segment of the path. If w is the one-chain with integer
coecients corresponding to this path, then it is clear that ¶w nb ÿ na . Since we can compute ¶q
by adding the boundaries of all the individual branches, all the intermediate nodes vanish. This is
the essence of the topological concept.
Up to now, only spaces C0 and C1 are introduced. Because the nodal pressure pn may be con-
sidered as the quantities of another but related space, thus a pressure vector p
p1 ; p2 ; . . ., and is
assumed to lie within the `dual space' of the space C1 . This dual space is called space of one-co-
chain, and denoted by C1 , which is also the space of linear functions on C1 . Similarly, the space C0
of linear functions on C0 can be introduced as the space of zero-cochains. The adjoint boundary
operator, which is denoted by d, is a linear map from C1 to C0 , and is de®ned as coboundary op-
erator. Since e is a branch and oe n2 ÿ n1 , there exists a function, pn , on the nodes, i.e., a zero-
cochain, such that pb pn2 ÿ pn1 . For the network shown in Fig. 2, the coboundary operator d
has the following matrix representation:
0 1
ÿ1 1 0 0
B 0 ÿ1 1 0 C
B C
dB C:
7
@ 1 0 ÿ1 0 A
ÿ1 0 0 1
Recall Eq. (6), it can be seen that d is the transpose of the ¶.
2.6. Matrix form of restrict boundary operators and restrict coboundary operator
When evaluating ¯uid ¯ows through a network, a reference nodal pressure must be known.
The restricted boundary operator ¶ can be obtained by simply deleting components correspond-
ing to prescribed nodes from expression as a vector in C0 . For the network shown in Fig. 2, one
can eliminate one row from the matrix expressed in Eq. (6), since this row is the negative sum of
all the other rows. Thus, ¶ becomes
0 1
ÿ1 0 1 ÿ1
B C
¶ @ 1 ÿ1 0 0 A:
8
0 1 ÿ1 0
The mapping d , induced from a map d, is de®ned as the restricted coboundary map, whose
adjoint is the map ¶ . The matrix representing d is just the transpose of ¶ , or,
H. Mo et al. / Appl. Math. Modelling 22 (1998) 277±291 283
0 1
ÿ1 1 0
B 0 ÿ1 1 C
B C
d B C:
9
@ 1 0 ÿ1 A
ÿ1 0 0
Under creeping-¯ow conditions the equations governing the ¯ow in the network are linear. As-
suming quasi-steady state, the problem for a certain ¯ow situation is reduced to solving a system
of linear algebraic equations.
The nodes of the network (excluding the boundary ones) are numbered in a convenient but ar-
bitrary manner by assigning indices k 1; 2; . . . ; Np , where Np is the number of interior nodes. The
branches of the network are given indices, j 1; 2; . . . ; Nb , where Nb is the total number of
branches. The `positive' ¯ow direction on each branch can be chosen arbitrarily. The ¯ow rates
and pressures for the network are de®ned as: (a) qbk and pbk are the ¯ow rate and pressure across
branch k; and (b) qsk and psk are the independent ¯ow rate source and pressure in branch k.
If qb is a one-chain describing the ¯ow rate distribution of a network, then
¶ qb qs 0;
10
where ¶ is given in Eq. (8), and qs is the node ¯ow-source vector, which has Np elements.
Let pn be the vector of node pressure, i.e., a zero-cochain, the branch pressures pb is designated
by the relationship
pb d pn
11
where d is described by Eq. (9).
The sum of pressure drop around each mesh, due to both the mesh ¯ow rates and the sources,
is zero as required by Kirchho's law. The relationship between branch ¯ow rate qb , branch pres-
sure pb and the branch source pressure ps can be represented by
qb G
pb ÿ ps ;
12
where G is the branch conductivity matrix. For the chosen oriented graph of the network, G has
the dimension Nb ´ Nb , and is of isotropic nature.
Substituting Eqs. (11) and (12) into Eq. (10), yields,
¶ Gd pn ¶ Gps ÿ qs :
13
Each diagonal entry in ¶ Gd is the sum of the conductivities of all the branches connected to a
node. The component of
¶ Gd pn represents the net ¯ow rate which would ¯ow out of each node
if there were no sources. The components of
¶ Gps ÿ qs are the net ¯ow rates which would ¯ow
into each node if all node potentials were equal to zero.
The node pressure pn can thus be determined from the expression
pn
¶ Gd ÿ1
¶ Gps ÿ qs :
14
Boundary conditions at the inlet and outlet of the network can be prescribed. In our calcula-
tion, constant pressure boundary conditions are assumed.
284 H. Mo et al. / Appl. Math. Modelling 22 (1998) 277±291
For convenience and simplicity, adding boundary conditions to Eq. (13), the following formu-
lae may be obtained:
X
aij pj Qi ;
15
j
where
aij ÿgij ; i 6 j;
16
X
aii ÿ aik ;
17
k6i
where gij are conductivity of branch ij. With the help of Eq. (15), an ecient computer program
can be easily developed.
Each branch of the network is bounded by two nodes i and j, and there is a ¯ow along the
branch which is characterized by a diusivity tensor kij . A one-dimensional ¯ow equation is ap-
plied to each fracture branch of the network, i.e.,
opij o2 pij
kij 2 :
18
ot ox
In the fracture network, the drawdown pij in each branch obeys the ¯ow equation, with the
initial condition pij
x; 0 0 and two boundary conditions described as
pij
0; t pi
t;
19
Through substituting Darcy's law into ¯ow equation, the pressure in Laplace space can be
solved as
pij
x; s Aij exp
aij x Bij exp
bij x;
24
where
r
s
aij ; bij ;
25
kij
where Aij and Bij are determined from the above boundary conditions and s is the Laplace trans-
form parameter.
H. Mo et al. / Appl. Math. Modelling 22 (1998) 277±291 285
where
aij ÿkij hij csch
hij Lij ; i 6 j;
29
X X
aii kik hik coth
hik Lik ÿ aik cosh
hik Lik :
30
k6i k6i
pj
s, can be obtained by solving Eq. (28). Then this function can be inverted into real space by
means of algorithm described by stehfest [21]. The solution for the drawdown at the nodes for the
entire network can be completed by summing up all paths from the inlet to the outlet of the net-
work.
The developed mechanism can be applied to the analysis of solute transport using conventional
dispersion±convection concept. For the radial ¯ow geometry, the following equation can be given
oc o2 c
vrc Dr 2 ;
31
ot or
where r is the distance from the a source/sink (e.g., a well), v the average ¯ow velocity, c the mean
concentration, and Dr the radial dispersion coecient.
For the fracture network, initial and boundary conditions can be expressed as
cij
xij ; 0 0;
32
where
ÿSij Dr
aij ÿ bij
aij ; i 6 j;
41
exp
aij Lij ÿ exp
bij Lij
X ÿSik Dr bik exp
aik Lik ÿ aik exp
bik Lik
aii :
42
k6i
exp
aik Lik ÿ exp
bik Lik
Real solutions can be obtained by numerical inversion of solutions of Eq. (40). Again, the con-
centrations at the nodes for the entire network are obtained by summing all paths from the inlet
to the outlet of the network.
4. Illustrative examples
The discrete fractures are stochastically generated. For a speci®c single fracture, its central lo-
cation, rotation, and radius are determined by Poisson, circular-normal, and exponential distri-
butions, respectively.
The presented percolation method is evaluated through examining a scenario where ¯uid ¯ow
across a domain exposed in the vertical cross-section, as shown in Fig. 5. Within the rectangular
domain, upper and lower boundaries are assumed to be impermeable. The ¯ow direction is pri-
marily in the horizontal direction starting from the right-hand side where the constant ¯ux is spec-
i®ed. Fluid exits from the left side boundary where the constant pressure is applied. Fractures
dominate the domain, and distribute in a random fashion. The fractures are individually identi®ed
and each branch and node are numbered by means of a self-developed computer program. In the
analysis, dead-end branches (fractures) are allowed and cannot be ignored in the unsteady state
¯ow analysis due to the existence of their storage capacity. However, these branches can be omit-
ted in the steady state ¯ow analysis.
By evaluating the ¯uid pressure variations, Fig. 5 shows the temporal evolution of ¯uid front
from the initial stage at t 0 h till reaching steady state ¯ow at t 20 000 h. Initially, there is no
¯ow due to pressure equilibrium. As a result of ¯uid injection through the right-side boundary,
pressure equilibrium breaks down. Then ¯uid begins to penetrate into the fractured domain, as
shown by the thick lines annotated by the arrows which mark the ¯ow directions (refer to the time
at t 1 h). The ¯uid penetration apparently is not uniform due to the random distribution of the
fractures. Flow inception mainly occurs towards the lower portion of the domain, with partial
H. Mo et al. / Appl. Math. Modelling 22 (1998) 277±291 287
penetration in the upper portion of the domain. The ¯ow develops slowly in the vertical orienta-
tion initially, and then spreads in the primary horizontal direction until it reaches the right-side
boundary at about t 25 h. The ¯uid ®lls majority part of the domain between t 25 h and
t 1000 h (thick lines). During this period, the ¯uid ¯ow is maintained across the domain due
to the pressure dierence between the right- and left-side boundaries, while the pore pressure at-
tempts to equalize within individual fractures. Once the equilibrium reaches, ¯ow ceases within
that particular fracture (dead-end branch). Disregarding those fractures no longer contributing
to the total ¯uid ¯ow, it appears that primary ¯ow paths narrow to the lower central part of
the domain, as shown for the t 5000 h in Fig. 5. The critical paths, which are de®ned as the only
¯uid-conducting channels, can be identi®ed as a few thick lines in the middle portion of the do-
main when t 20 000 h in Fig. 5.
288 H. Mo et al. / Appl. Math. Modelling 22 (1998) 277±291
Fig. 6 provides a scenario where ¯uid is injected from a well to expel the contaminant to more
remote locations. The pressures at all four outer boundaries are assumed to be at initial values.
The solution is uniquely determined for the steady state ¯ow analysis irrespective the existence
of dead-end branches. After obtaining the pressure at nodes, the ¯ow velocity in each branch is
obtained by means of Darcian law. Then the dispersion±convection problem can be solved via
equations derived in the previous section. It is interesting to note that the transport process in
the fracture network is dierent from that in the homogeneous media. As v ! 0, molecular dif-
fusion dominates the process and Dr tends to be a constant, re¯ecting the con®ned geometry
of network. For high velocity, Dr is controlled by mechanical mixing: dierent tracer particles
are convected along dierent ¯uid streamlines, each characterized by a distinct transit time across
the system. With respect to the average ¯ow, the tracer particle, therefore, performs a random
walk between pores, because the tracer is moving sometimes faster, and sometimes slower than
the average ¯ow.
By assuming the average dispersion coecient of fracture network to be 1.5 m2 /h, Fig. 7 de-
picts the solute breakthrough curves at the locations A, B, and C which are aligned from the in-
jection well. The ¯ow velocities are designated for each location only, which are in the magnitudes
of 0.19, 0.09, and 0.05 m/h for the points A, B and C, respectively. The curves are quite similar for
points B and C and exhibit less dispersive natures compared with the curve for point A. Because
the average velocity in dead-end fractures is equal to zero so that the concentration in these
branches does not vary. Only the ¯ow in the percolating fractures contribute to the total concen-
tration changes.
For larger dispersion coecients [(Dr 50, 100, 150 (m2 /h)] at three dierent times
ta 1 102 ; tb 1 103 ; tc 1 104
h, Fig. 8 shows the development of the plume fronts
in a dominant vertical direction (concentration magnitude change only), except at largest Dr
(150 m2 /h) and t (10 000 h). It should be emphasized that the results represent the spatial varia-
tions of solute concentration only along the sampling line (O-A-B-C) and along the designated
direction. It appears that the concentration changes are maintained within the line over a larger
span of time. The radial con®nement is primarily due to the lateral solute spreading in the region.
5. Conclusions
The analysis of ¯uid ¯ow and solute transport in the fracture network using the percolation
theory has been presented. Dierent from the conventional approaches, the present study adopts
a topological method which provides an abstract but more general mathematical formulation in
terms of fracture geometries, connectivities, and ¯ow characteristics. Based on the assumptions of
single channel between two nodes and no capacity in the nodes, the algebraic topology theory can
be used to construct a framework for analyzing ¯uid ¯ow through the fracture network. Discrete
fracture network is generated stochastically which can be varied in accordance with the local con-
ditions. The ¯ow and transport in each individual fracture are derived analytically and solved in
Laplace spaces. The real solutions are obtained through numerical inversion. The modeling eorts
include the analyses of steady and unsteady ¯uid ¯ow along with solute transport. Examples of
applying the percolation theory are given for both ¯ow and transport cases. The results provide
more transparent views on: (a) the preferred ¯ow routes such as the critical paths controlled by
the fracture distribution and percolating conditions, (b) ¯ow characteristics in the fracture dom-
inated media, (c) importance of the fracture connectivities, (d) speci®c natures of breakthrough
curves (e) spatial concentration variations for each sampling locations, and (f) particular concen-
tration evolution channeled by the ¯ow in the fractures.
Acknowledgements
Support of the National Science Foundation, Oklahoma State and Industrial Consortium un-
der contract EEC-9209619 is gratefully acknowledged.
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