Free convection in fractured porous media: a numerical study (2024)

Arash Andrea Roknian1  Anna Scotti2  Alessio Fumagalli 3333

(MOX - Dipartimento di Matematica “F. Brioschi”, Politecnico diMilano, via Bonardi 9, 20133 Milan, Italy
1 arashandrea.roknian@mail.polimi.it
2 anna.scotti@polimi.it
3 alessio.fumagalli@polimi.itSeptember 5, 2024
)

Abstract

The objective of this study is to better understand the influence of fractureson the possibility of free convection in porous media. To this aim, we introduce a mathematical model for density driven flow in the presence of fractures, and the corresponding numerical approximation. In addition to the direct numerical solution of the problem we propose and implement a novel method for the assessment of convective stability through the eigenvalue analysis of the linearized numerical problem. The new method is shown to be in agreement with existing literature cases both in simple and complex fracture configurations. With respect to direct simulation in time, the results of the eigenvalue method lack information about the strength of convection and the steady state solution, they however provide detailed (quantitative) information about the behaviour of the solution near the initial equilibrium condition. Furthermore, not having to solve a time-dependent problem makes the method computationally very efficient. Finally, the question of how the porous matrix interacts with the fracture network to enable free convection is examined: the porous matrix is shown to be of key importance in enablingconvection for complex fracture networks, making stability criteria based on the fracture network alone somewhat limited in applicability.

Keywords: free convection, variable density flow, fractured porous media, linear stability analysis

1 Introduction

The study of flow in porous media finds application in many different areas ranging from industrial, to biomedical and environmental applications.In the context of geological porous media many relevant problems such as geothermal engineering and contaminant transport are nowadays addressed with the help of numerical simulations, due to the necessity of estimating flow rates and pathways.

In many cases, due to either temperature or the presence of solutes, fluids can present density variations in space and time.Temperature gradients are particularly important in geothermal applications,while solute concentration gradients are found for instance in the study of contaminant plume migration or seawater intrusion phenomena.

In situations of inverse density gradients (denser fluid on top) the fluid may spontaneously develop unstable convective plumes.It is particularly important to predict the possible onset of such instabilities due to the strong rates at which convection can transport solutes with respect to diffusion alone.

The first studies dealing with free convection in porous media [6, 4] examined simple scenarios of inverse density gradients. The possibility of convection is linked to the Rayleigh number, which, accounting for both fluid and porous medium parameters, quantifies the strength of convection against that of diffusion.For large values of the Rayleigh number, there is the possibility of free convection.

In recent years, different authors have tried to understand how the presence of fractures influences the possibility and strength of free convection [10, 9, 17, 16, 11].While high-density fracture networks can be mostly treated through averaging/upscaling of porous media properties, low-density fracture networks can manifest unexpectedly high convection strength due to the particular geometry of the network.Even for simple geometries, e.g. for regular horizontal or vertical fracture grids, the unstable nature of convective plumes makes prediction very hard if not impossible [10].

The main focus of this study is the development of a new method based on the eigenvalue analysis of equilibrium solutions for assessing the possibility of convection in fractured porous media. Leveraging this new method will enable us to better understand the particular mechanisms by which fractures enhance convection. This idea is at the core of the results provided by [6], where the analysis is carried out analytically for homogenoues media, and in [8] for layered porous media. Here, given the geometrical complexity of the domain, eigenvalues will be computed by a suitable numerical algorithm starting from the discretized problem.

We start in section 2 with a detailed description of the mathematical model both in homogeneous and fractured media.As the focus of this study is the effect of fracture geometry, simple constitutive models are preferred over more elaborate (and more accurate) models.The Darcy law is used as constitutive law for filtration, Fick’s law is used to model solute diffusion and density is modeled as a linear function of solute concentration.

Particular care is given to the averaging procedure used for the dimensional reduction of fractures, consistent with the mixed-dimensional approach presented in [7].

In section 3 we present the discretization of the continuous model using the finite volume method in space and the implicit Euler scheme in time.The particular finite volume method used in the implementation is the Multipoint Flux Approximation method [1] for both the fluid mass conservation and the solute transport problems.The MPFA method is particularly appropriate due to its mass conservation properties and consistency for general grids.Again, density dependence must be treated with care for the numerical implementation to be consistent [12].

Two methods will be described for assessing the possibility of convective cell formation.

Section 3.1 describes what we call the direct method of assessing stability: starting from a non-equilibrium initial condition and integrating the time-dependent flow equations until steady state may result in either convective motion or a diffusive equilibrium solution. The two regimes are easily distinguished by measuring the amount of solute transport through the domain.

Section 3.2 describes the eigenvalue method for assessing stability. By linearizing the problem and numerically studying the eigenvalues of the resulting discrete system, we can assess the stability of arbitrary perturbations to any equilibrium solution without the need of solving the time-dependent problem.

Sections 4.1 and 4.2 test the two methods respectively with the Elder and HRL problems relying on the results of [17] and [2]: both are well known benchmark cases for density driven flow.Section 4.4 validates and examines a three-dimensional generalization of the HRL problem, based on the studies in [11, 16].In the HRL scenarios, the complementarity of the two approaches described above will enable us to better understand and examine the peculiarities of free convection in the presence of fractures.

The variety of scenarios is also useful for understanding the advantages and limitations of the eigenvalue method with respect to the direct method. A comparison of their computational cost is presented in section 4.5.

Finally, section 5 will conclude this study with a critical evaluation of what it has accomplished and suggest different options for further developments.

2 Mathematical model

The problem of our interest stems from the coupling between solute transport and density driven flow in a porous medium.The mathematical model is based on the one described in the review paper by Diersch and Kolditz [2], which will be here extended to account for the presence of fractures in the domain, since our main goal is to understand the impact of fracture networks on the onset of free convection.

Let us begin by considering a generic advection-diffusion equation expressing solute mass conservation in a porous medium:

t(ρϕω)+(ρϕω𝒖)+(ρϕ𝒊)=0,subscript𝑡𝜌italic-ϕ𝜔𝜌italic-ϕ𝜔𝒖𝜌italic-ϕ𝒊0\partial_{t}(\rho\phi\omega)+\nabla\cdot(\rho\phi\omega\bm{u})+\nabla\cdot(%\rho\phi\bm{i})=0,∂ start_POSTSUBSCRIPT italic_t end_POSTSUBSCRIPT ( italic_ρ italic_ϕ italic_ω ) + ∇ ⋅ ( italic_ρ italic_ϕ italic_ω bold_italic_u ) + ∇ ⋅ ( italic_ρ italic_ϕ bold_italic_i ) = 0 ,(1)

where ρ[M/Lv3]𝜌delimited-[]MsuperscriptsubscriptL𝑣3\rho\;[\mathrm{M}/\mathrm{L}_{v}^{3}]italic_ρ [ roman_M / roman_L start_POSTSUBSCRIPT italic_v end_POSTSUBSCRIPT start_POSTSUPERSCRIPT 3 end_POSTSUPERSCRIPT ] is the density of the fluid in which the solute is dissolved, ω[Ms/M]𝜔delimited-[]subscriptMsM\omega\;[\mathrm{M_{s}}/\mathrm{M}]italic_ω [ roman_M start_POSTSUBSCRIPT roman_s end_POSTSUBSCRIPT / roman_M ] is the concentration of the solute, 𝒖[L/T]𝒖delimited-[]LT\bm{u}\;[\mathrm{L}/\mathrm{T}]bold_italic_u [ roman_L / roman_T ] is the flow velocity, ρϕ𝒊[MsL2T]𝜌italic-ϕ𝒊delimited-[]subscriptMssuperscriptL2T\rho\phi\bm{i}\;[\frac{\mathrm{M_{s}}}{\mathrm{L}^{2}\mathrm{T}}]italic_ρ italic_ϕ bold_italic_i [ divide start_ARG roman_M start_POSTSUBSCRIPT roman_s end_POSTSUBSCRIPT end_ARG start_ARG roman_L start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT roman_T end_ARG ] is the solute mass flux due to diffusion and ϕ[Lv3/L3]italic-ϕdelimited-[]superscriptsubscriptLv3superscriptL3\phi\;[\mathrm{L_{v}^{3}}/\mathrm{L^{3}}]italic_ϕ [ roman_L start_POSTSUBSCRIPT roman_v end_POSTSUBSCRIPT start_POSTSUPERSCRIPT 3 end_POSTSUPERSCRIPT / roman_L start_POSTSUPERSCRIPT 3 end_POSTSUPERSCRIPT ] is the porosity of the medium.The subscript v𝑣vitalic_v in the length dimension L𝐿Litalic_L is used to differentiate void volumes from total volumes, while s𝑠sitalic_s is used to differentiate solute mass from fluid mass.

For the diffusive flux a Fick-type law is used: 𝒊=Dω.𝒊𝐷𝜔\bm{i}=-D\nabla\omega.bold_italic_i = - italic_D ∇ italic_ω .The diffusion tensor D[L2/T]𝐷delimited-[]superscriptL2TD\;[\mathrm{L}^{2}/\mathrm{T}]italic_D [ roman_L start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT / roman_T ] is usually modeled as the sum of two components:a part related to molecular diffusion and a part related to mechanical dispersion (function of the fluid velocity): D=Dd(𝒖)+DmI𝐷subscript𝐷𝑑𝒖subscript𝐷𝑚𝐼D=D_{d}(\bm{u})+D_{m}Iitalic_D = italic_D start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ( bold_italic_u ) + italic_D start_POSTSUBSCRIPT italic_m end_POSTSUBSCRIPT italic_I.In this study only the part related to molecular diffusion has been considered, thus

𝒊=Dmω.𝒊subscript𝐷𝑚𝜔\bm{i}=-D_{m}\nabla\omega.bold_italic_i = - italic_D start_POSTSUBSCRIPT italic_m end_POSTSUBSCRIPT ∇ italic_ω .(2)

In the following, it will be useful to indicate the combined advective and diffusive solute flux as𝒒[MsL2T]𝒒delimited-[]subscriptMssuperscriptL2T\bm{q}\;[\frac{\mathrm{M_{s}}}{\mathrm{L}^{2}\mathrm{T}}]bold_italic_q [ divide start_ARG roman_M start_POSTSUBSCRIPT roman_s end_POSTSUBSCRIPT end_ARG start_ARG roman_L start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT roman_T end_ARG ]:

𝒒=ω𝒖+𝒊.𝒒𝜔𝒖𝒊\bm{q}=\omega\bm{u}+\bm{i}.bold_italic_q = italic_ω bold_italic_u + bold_italic_i .(3)

The boundary conditions for equation (1) can beof Dirichlet type where we set the value of the solute concentration ω=ωD𝜔subscript𝜔𝐷\omega=\omega_{D}italic_ω = italic_ω start_POSTSUBSCRIPT italic_D end_POSTSUBSCRIPT,or of Neumann type where the total mass flux in the normal direction is specified 𝒒𝒏=qN𝒒𝒏subscript𝑞𝑁\bm{q}\cdot\bm{n}=q_{N}bold_italic_q ⋅ bold_italic_n = italic_q start_POSTSUBSCRIPT italic_N end_POSTSUBSCRIPT, where 𝒏𝒏\bm{n}bold_italic_n is the unit normal (by convention pointing outwards from the domain).

To close the system we still need an expression for the fluid velocity and a constitutive equation for density as a function of primary variables.The first can be determined as the solution of the Darcy problem, which is the model used to describe filtration in porous media. In particular we have a mass conservation law for the fluid:

t(ρϕ)+(ρϕ𝒖)=0,subscript𝑡𝜌italic-ϕ𝜌italic-ϕ𝒖0\partial_{t}(\rho\phi)+\nabla\cdot(\rho\phi\bm{u})=0,∂ start_POSTSUBSCRIPT italic_t end_POSTSUBSCRIPT ( italic_ρ italic_ϕ ) + ∇ ⋅ ( italic_ρ italic_ϕ bold_italic_u ) = 0 ,(4)

and a constitutive law classically used in the context of porous media, the Darcy law:

𝒖=kϕμ(p+ρ𝒈).𝒖𝑘italic-ϕ𝜇𝑝𝜌𝒈\bm{u}=\frac{k}{\phi\mu}(-\nabla p+\rho\bm{g}).bold_italic_u = divide start_ARG italic_k end_ARG start_ARG italic_ϕ italic_μ end_ARG ( - ∇ italic_p + italic_ρ bold_italic_g ) .(5)

where 𝒈=g𝒆z𝒈𝑔subscript𝒆𝑧\bm{g}=-g\bm{e}_{z}bold_italic_g = - italic_g bold_italic_e start_POSTSUBSCRIPT italic_z end_POSTSUBSCRIPT is the gravity acceleration vector, k𝑘kitalic_k is the permeability tensor of the porous medium k[Lv2]𝑘delimited-[]superscriptsubscriptL𝑣2k\;[\mathrm{L}_{v}^{2}]italic_k [ roman_L start_POSTSUBSCRIPT italic_v end_POSTSUBSCRIPT start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT ], and μ[M/LvT]𝜇delimited-[]MsubscriptL𝑣T\mu\;[\mathrm{M}/\mathrm{L}_{v}\mathrm{T}]italic_μ [ roman_M / roman_L start_POSTSUBSCRIPT italic_v end_POSTSUBSCRIPT roman_T ] is the viscosity of the fluid.

The boundary condition for (4) can beof Dirichlet type where the pressure is specified: p=pD𝑝subscript𝑝𝐷p=p_{D}italic_p = italic_p start_POSTSUBSCRIPT italic_D end_POSTSUBSCRIPTor of Neumann type where the normal flow velocity is prescribed, 𝒖𝒏=uN𝒖𝒏subscript𝑢𝑁\bm{u}\cdot\bm{n}=u_{N}bold_italic_u ⋅ bold_italic_n = italic_u start_POSTSUBSCRIPT italic_N end_POSTSUBSCRIPT.

For the density constitutive law, we will assume a linear dependence on the concentration ω𝜔\omegaitalic_ω

ρ=ρ(p,ω)=ρ0(1+αω),𝜌𝜌𝑝𝜔subscript𝜌01𝛼𝜔\rho=\rho(p,\omega)=\rho_{0}(1+\alpha\omega),italic_ρ = italic_ρ ( italic_p , italic_ω ) = italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT ( 1 + italic_α italic_ω ) ,(6)

where ρ0subscript𝜌0\rho_{0}italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT is a reference value and α𝛼\alphaitalic_α a dilation coefficient.

A large part of the following discussion applies unchanged to flows driven by temperature gradients instead of solute concentration gradients.Indeed, apart from a reinterpretation of some of the quantities introduced above e.g. thermal conductivity instead of diffusivity,the same model can be applied.

2.1 Oberbeck-Boussinesq approximation

The analysis and the solution of system (1) -(6) can be substantially simplified by assuming the solution satisfies what is known as the Oberbeck-Boussinesq (OB) approximation.

The OB approximation consists in neglecting all but the most important among the different density related nonlinearitiesin the system.In particular we will take ρ=ρ0(1+αω)ρ0𝜌subscript𝜌01𝛼𝜔subscript𝜌0\rho=\rho_{0}(1+\alpha\omega)\approx\rho_{0}italic_ρ = italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT ( 1 + italic_α italic_ω ) ≈ italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT everywhere except in the gravity term.

Using this approximation, and after some algebraic simplifications the system reduces to

{𝒖=0inΩ,tω+𝒒=0inΩ,𝒖=kϕμ(pe+ρ0αω𝒈)inΩ,𝒒=Dω+ω𝒖inΩ,\left\{\begin{aligned} &\nabla\cdot\bm{u}=0&&\text{in }\Omega,\\&\partial_{t}\omega+\nabla\cdot\bm{q}=0&\quad&\text{in }\Omega,\\&\bm{u}=\frac{k}{\phi\mu}(-\nabla p_{e}+\rho_{0}\alpha\omega\bm{g})&&\text{in %}\Omega,\\&\bm{q}=-D\nabla\omega+\omega\bm{u}&&\text{in }\Omega,\\\end{aligned}\right.{ start_ROW start_CELL end_CELL start_CELL ∇ ⋅ bold_italic_u = 0 end_CELL start_CELL end_CELL start_CELL in roman_Ω , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL ∂ start_POSTSUBSCRIPT italic_t end_POSTSUBSCRIPT italic_ω + ∇ ⋅ bold_italic_q = 0 end_CELL start_CELL end_CELL start_CELL in roman_Ω , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL bold_italic_u = divide start_ARG italic_k end_ARG start_ARG italic_ϕ italic_μ end_ARG ( - ∇ italic_p start_POSTSUBSCRIPT italic_e end_POSTSUBSCRIPT + italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT italic_α italic_ω bold_italic_g ) end_CELL start_CELL end_CELL start_CELL in roman_Ω , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL bold_italic_q = - italic_D ∇ italic_ω + italic_ω bold_italic_u end_CELL start_CELL end_CELL start_CELL in roman_Ω , end_CELL end_ROW(7)

with boundary conditions

{𝒖𝒏=uNonΩNp,p=pDonΩDp,{𝒒𝒏=qNonΩNω,ω=ωDonΩDω,\left\{\begin{aligned} &\bm{u}\cdot\bm{n}=u_{N}&\quad&\text{on }\partial\Omega%_{N}^{p},\\&p=p_{D}&&\text{on }\partial\Omega_{D}^{p},\end{aligned}\right.\qquad\left\{%\begin{aligned} &\bm{q}\cdot\bm{n}=q_{N}&&\text{on }\partial\Omega_{N}^{\omega%},\\&\omega=\omega_{D}&&\text{on }\partial\Omega_{D}^{\omega},\\\end{aligned}\right.{ start_ROW start_CELL end_CELL start_CELL bold_italic_u ⋅ bold_italic_n = italic_u start_POSTSUBSCRIPT italic_N end_POSTSUBSCRIPT end_CELL start_CELL end_CELL start_CELL on ∂ roman_Ω start_POSTSUBSCRIPT italic_N end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_p end_POSTSUPERSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL italic_p = italic_p start_POSTSUBSCRIPT italic_D end_POSTSUBSCRIPT end_CELL start_CELL end_CELL start_CELL on ∂ roman_Ω start_POSTSUBSCRIPT italic_D end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_p end_POSTSUPERSCRIPT , end_CELL end_ROW { start_ROW start_CELL end_CELL start_CELL bold_italic_q ⋅ bold_italic_n = italic_q start_POSTSUBSCRIPT italic_N end_POSTSUBSCRIPT end_CELL start_CELL end_CELL start_CELL on ∂ roman_Ω start_POSTSUBSCRIPT italic_N end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_ω end_POSTSUPERSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL italic_ω = italic_ω start_POSTSUBSCRIPT italic_D end_POSTSUBSCRIPT end_CELL start_CELL end_CELL start_CELL on ∂ roman_Ω start_POSTSUBSCRIPT italic_D end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_ω end_POSTSUPERSCRIPT , end_CELL end_ROW

where Ω=ΩNpΩDpΩsuperscriptsubscriptΩ𝑁𝑝superscriptsubscriptΩ𝐷𝑝\partial\Omega=\partial\Omega_{N}^{p}\cup\partial\Omega_{D}^{p}∂ roman_Ω = ∂ roman_Ω start_POSTSUBSCRIPT italic_N end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_p end_POSTSUPERSCRIPT ∪ ∂ roman_Ω start_POSTSUBSCRIPT italic_D end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_p end_POSTSUPERSCRIPT, Ω=ΩNωΩDωΩsuperscriptsubscriptΩ𝑁𝜔superscriptsubscriptΩ𝐷𝜔\partial\Omega=\partial\Omega_{N}^{\omega}\cup\partial\Omega_{D}^{\omega}∂ roman_Ω = ∂ roman_Ω start_POSTSUBSCRIPT italic_N end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_ω end_POSTSUPERSCRIPT ∪ ∂ roman_Ω start_POSTSUBSCRIPT italic_D end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_ω end_POSTSUPERSCRIPT.

Among the simplifications to reach the reduced system, we have replaced the unknown p𝑝pitalic_p with the excess pressurepesubscript𝑝𝑒p_{e}italic_p start_POSTSUBSCRIPT italic_e end_POSTSUBSCRIPT by removing the hydrostatic component ph=ρ0g(y0y)subscript𝑝subscript𝜌0𝑔subscript𝑦0𝑦p_{h}=\rho_{0}g(y_{0}-y)italic_p start_POSTSUBSCRIPT italic_h end_POSTSUBSCRIPT = italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT italic_g ( italic_y start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT - italic_y ) (defined for the reference density, in the absence of solute):

p=pe+ph𝑝subscript𝑝𝑒subscript𝑝\displaystyle p=p_{e}+p_{h}italic_p = italic_p start_POSTSUBSCRIPT italic_e end_POSTSUBSCRIPT + italic_p start_POSTSUBSCRIPT italic_h end_POSTSUBSCRIPT=pe+ρ0g(y0y),absentsubscript𝑝𝑒subscript𝜌0𝑔subscript𝑦0𝑦\displaystyle=p_{e}+\rho_{0}g(y_{0}-y),= italic_p start_POSTSUBSCRIPT italic_e end_POSTSUBSCRIPT + italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT italic_g ( italic_y start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT - italic_y ) ,
p+ρ𝒈𝑝𝜌𝒈\displaystyle-\nabla p+\rho\bm{g}- ∇ italic_p + italic_ρ bold_italic_g=peρ0𝒈+ρ0𝒈+ρ0αω𝒈absentsubscript𝑝𝑒cancelsubscript𝜌0𝒈cancelsubscript𝜌0𝒈subscript𝜌0𝛼𝜔𝒈\displaystyle=-\nabla p_{e}-\cancel{\rho_{0}\bm{g}}+\cancel{\rho_{0}\bm{g}}+%\rho_{0}\alpha\omega\bm{g}= - ∇ italic_p start_POSTSUBSCRIPT italic_e end_POSTSUBSCRIPT - cancel italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT bold_italic_g + cancel italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT bold_italic_g + italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT italic_α italic_ω bold_italic_g

For readability, in what follows we will drop the subscript e𝑒eitalic_e and use the variable p𝑝pitalic_p to indicate the excess pressure pesubscript𝑝𝑒p_{e}italic_p start_POSTSUBSCRIPT italic_e end_POSTSUBSCRIPT.

2.2 Horton-Rogers-Lapwood (HRL) problem

The HRL problem is a simple scenario aiming to study the possible onset and strength of natural convection.The idea is to impose, through the boundary conditions, a layer of heavier fluid overlaid on lighter fluid in a two-dimensional vertical cross section of a homogeneous porous medium.The density gradient can be caused by temperature difference (as in the original description [6]), or by solute concentration difference.In a situation of inverse mass gradient, the fluid will form convective cells only if diffusivity is small enough to allow it.The contrast between convection and diffusion speed, respectively vgsubscript𝑣𝑔v_{g}italic_v start_POSTSUBSCRIPT italic_g end_POSTSUBSCRIPT and vdsubscript𝑣𝑑v_{d}italic_v start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT, is described by the Rayleigh number

𝑅𝑎=vgvd=kϕμρ0αωmaxgDH,𝑅𝑎subscript𝑣𝑔subscript𝑣𝑑𝑘italic-ϕ𝜇subscript𝜌0𝛼subscript𝜔𝑚𝑎𝑥𝑔𝐷𝐻\mathit{Ra}=\frac{v_{g}}{v_{d}}=\frac{\frac{k}{\phi\mu}\rho_{0}\alpha\omega_{%max}g}{\frac{D}{H}},italic_Ra = divide start_ARG italic_v start_POSTSUBSCRIPT italic_g end_POSTSUBSCRIPT end_ARG start_ARG italic_v start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT end_ARG = divide start_ARG divide start_ARG italic_k end_ARG start_ARG italic_ϕ italic_μ end_ARG italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT italic_α italic_ω start_POSTSUBSCRIPT italic_m italic_a italic_x end_POSTSUBSCRIPT italic_g end_ARG start_ARG divide start_ARG italic_D end_ARG start_ARG italic_H end_ARG end_ARG ,(8)

where H𝐻Hitalic_H is the height of the domain, and other quantities have been introduced in the previous section.In the original presentation of this problem [6], the possibility of convective motion is linked to the value of 𝑅𝑎𝑅𝑎\mathit{Ra}italic_Ra: 𝑅𝑎c=4π2subscript𝑅𝑎𝑐4superscript𝜋2\mathit{Ra}_{c}=4\pi^{2}italic_Ra start_POSTSUBSCRIPT italic_c end_POSTSUBSCRIPT = 4 italic_π start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT is the critical number i.e. a threshold such that, for Ra>Rac𝑅𝑎𝑅subscript𝑎𝑐Ra>Ra_{c}italic_R italic_a > italic_R italic_a start_POSTSUBSCRIPT italic_c end_POSTSUBSCRIPT convection occurs.Why is free convection only possible for such values of the Rayleigh number?For high enough diffusion, convective cells cannot sustain the concentration/temperature difference and thus they simply decay.Figure 1 illustrates how the diffusive flow tries to restore concentration imbalances caused by the convective motion.

Free convection in fractured porous media: a numerical study (1)

Note that convective motion in general enhances solute transport.For this reason, an indicator of the presence of convection is the Sherwood number 𝑆ℎ𝑆ℎ\mathit{Sh}italic_Sh, defined as

𝑆ℎ=A𝒊𝒏A𝒊0𝒏=A𝒊𝒏DHA,𝑆ℎsubscript𝐴𝒊𝒏subscript𝐴subscript𝒊0𝒏subscript𝐴𝒊𝒏𝐷𝐻𝐴\mathit{Sh}=\frac{\int_{A}\bm{i}\cdot\bm{n}}{\int_{A}\bm{i}_{0}\cdot\bm{n}}=%\frac{\int_{A}\bm{i}\cdot\bm{n}}{\frac{D}{H}A},italic_Sh = divide start_ARG ∫ start_POSTSUBSCRIPT italic_A end_POSTSUBSCRIPT bold_italic_i ⋅ bold_italic_n end_ARG start_ARG ∫ start_POSTSUBSCRIPT italic_A end_POSTSUBSCRIPT bold_italic_i start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT ⋅ bold_italic_n end_ARG = divide start_ARG ∫ start_POSTSUBSCRIPT italic_A end_POSTSUBSCRIPT bold_italic_i ⋅ bold_italic_n end_ARG start_ARG divide start_ARG italic_D end_ARG start_ARG italic_H end_ARG italic_A end_ARG ,(9)

where A𝐴Aitalic_A is the diffusive inflow surface (top boundary) and 𝒊0subscript𝒊0\bm{i}_{0}bold_italic_i start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT is the diffusive flow in the absence of convection. When convection is not present inside the domain, 𝒊=𝒊𝟎𝒊subscript𝒊0\bm{i}=\bm{i_{0}}bold_italic_i = bold_italic_i start_POSTSUBSCRIPT bold_0 end_POSTSUBSCRIPT and thus 𝑆ℎ=1𝑆ℎ1\mathit{Sh}=1italic_Sh = 1. Note that the boundary conditions for the HRL problem being of zero fluid mass flow all around, the solute transport on the inflow surface A𝐴Aitalic_A is entirely due to diffusion, regardless of whether convection is present inside the domain. However, when convection is present, the (overall) larger concentration gradient at A𝐴Aitalic_A makes 𝒊>𝒊𝟎𝒊subscript𝒊0\bm{i}>\bm{i_{0}}bold_italic_i > bold_italic_i start_POSTSUBSCRIPT bold_0 end_POSTSUBSCRIPT and 𝑆ℎ>1𝑆ℎ1\mathit{Sh}>1italic_Sh > 1.

2.3 Dimensional reduction

Porous media often present heterogeneities in their material properties.A particularly strong kind of heterogeneity are fractures: regions of different material properties, with negligible aperture (thickness) with respect to both their length and the characteristic lengths of the medium.Very different material properties in fractures, such as permeability, can compensate for their small dimensions so that, overall, fractures can strongly influence the behaviour of flow in the medium. Let us define

k=k(𝒙)={kb𝒙Ωb,kf𝒙Ωf,k=k(\bm{x})=\left\{\begin{aligned} &k_{b}\enspace&&\bm{x}\in\Omega_{b},\\&k_{f}&&\bm{x}\in\Omega_{f},\end{aligned}\right.italic_k = italic_k ( bold_italic_x ) = { start_ROW start_CELL end_CELL start_CELL italic_k start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT end_CELL start_CELL end_CELL start_CELL bold_italic_x ∈ roman_Ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL italic_k start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT end_CELL start_CELL end_CELL start_CELL bold_italic_x ∈ roman_Ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT , end_CELL end_ROW

where ΩfsubscriptΩ𝑓\Omega_{f}roman_Ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT denotes the fracture, ΩbsubscriptΩ𝑏\Omega_{b}roman_Ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT the bulk medium and Ω=ΩbΩfΩsubscriptΩ𝑏subscriptΩ𝑓\Omega=\Omega_{b}\cup\Omega_{f}roman_Ω = roman_Ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT ∪ roman_Ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT.

Free convection in fractured porous media: a numerical study (2)

The approach known as discrete fracture modeling aims to solve this problem by treating fractures as separate domains, often of reduced dimensionality, coupled to the bulk medium by coupling conditions at their interface.

We will now rewrite the fluid mass conservation equation and associated Darcy law as a mixed-dimensional equation.To keep our derivation simple, we will treat a single two-dimensional fracture as illustrated in figure 2. The domain ΩΩ\Omegaroman_Ω is split between bulk medium and fracture Ω=ΩbΩfΓΩsubscriptΩ𝑏subscriptΩ𝑓Γ\Omega=\Omega_{b}\cup\Omega_{f}\cup\Gammaroman_Ω = roman_Ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT ∪ roman_Ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT ∪ roman_Γ, where Γ=Ωb¯Ωf¯Γ¯subscriptΩ𝑏¯subscriptΩ𝑓\Gamma=\overline{\Omega_{b}}\cap\overline{\Omega_{f}}roman_Γ = over¯ start_ARG roman_Ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT end_ARG ∩ over¯ start_ARG roman_Ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT end_ARG denotes the interface between subdomains. We assume that ΩfsubscriptΩ𝑓\Omega_{f}roman_Ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT can be expressed as

Ωf={𝒙Ω:𝒙=𝜸+α𝒏,γΓ0,α(b/2,b/2)},subscriptΩ𝑓conditional-set𝒙Ωformulae-sequence𝒙𝜸𝛼𝒏formulae-sequence𝛾superscriptΓ0𝛼𝑏2𝑏2\displaystyle\Omega_{f}=\{\bm{x}\in\Omega:\bm{x}=\bm{\gamma}+\alpha\bm{n},\>%\gamma\in\Gamma^{0},\>\alpha\in(-b/2,b/2)\},roman_Ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT = { bold_italic_x ∈ roman_Ω : bold_italic_x = bold_italic_γ + italic_α bold_italic_n , italic_γ ∈ roman_Γ start_POSTSUPERSCRIPT 0 end_POSTSUPERSCRIPT , italic_α ∈ ( - italic_b / 2 , italic_b / 2 ) } ,
Γ0={𝒙Ω:𝒙=𝒙0+s1(𝒙1𝒙0)+s2(𝒙2𝒙0),si(0,1)},superscriptΓ0conditional-set𝒙Ωformulae-sequence𝒙subscript𝒙0subscript𝑠1subscript𝒙1subscript𝒙0subscript𝑠2subscript𝒙2subscript𝒙0subscript𝑠𝑖01\displaystyle\Gamma^{0}=\{\bm{x}\in\Omega:\bm{x}=\bm{x}_{0}+s_{1}(\bm{x}_{1}-%\bm{x}_{0})+s_{2}(\bm{x}_{2}-\bm{x}_{0}),\>s_{i}\in(0,1)\},roman_Γ start_POSTSUPERSCRIPT 0 end_POSTSUPERSCRIPT = { bold_italic_x ∈ roman_Ω : bold_italic_x = bold_italic_x start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT + italic_s start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT ( bold_italic_x start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT - bold_italic_x start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT ) + italic_s start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ( bold_italic_x start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT - bold_italic_x start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT ) , italic_s start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT ∈ ( 0 , 1 ) } ,

where we have assumed a planar midsurface Γ0superscriptΓ0\Gamma^{0}roman_Γ start_POSTSUPERSCRIPT 0 end_POSTSUPERSCRIPT as shown in figure 3. The lateral boundary of ΩfsubscriptΩ𝑓\Omega_{f}roman_Ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT will be treated differently from the top and bottom boundaries. We define

Γ±={𝒙Ωf:𝒙=𝜸±b2𝒏,γΓ0},superscriptΓplus-or-minusconditional-set𝒙subscriptΩ𝑓formulae-sequence𝒙plus-or-minus𝜸𝑏2𝒏𝛾superscriptΓ0\displaystyle\Gamma^{\pm}=\{\bm{x}\in\partial\Omega_{f}:\bm{x}=\bm{\gamma}\pm%\frac{b}{2}\bm{n},\>\gamma\in\Gamma^{0}\},roman_Γ start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT = { bold_italic_x ∈ ∂ roman_Ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT : bold_italic_x = bold_italic_γ ± divide start_ARG italic_b end_ARG start_ARG 2 end_ARG bold_italic_n , italic_γ ∈ roman_Γ start_POSTSUPERSCRIPT 0 end_POSTSUPERSCRIPT } ,
Σ={𝒙Ωf:𝒙=𝝈+α𝒏,σΓ0,α(b/2,b/2)},Σconditional-set𝒙subscriptΩ𝑓formulae-sequence𝒙𝝈𝛼𝒏formulae-sequence𝜎superscriptΓ0𝛼𝑏2𝑏2\displaystyle\Sigma=\{\bm{x}\in\partial\Omega_{f}:\bm{x}=\bm{\sigma}+\alpha\bm%{n},\>\sigma\in\partial\Gamma^{0},\>\alpha\in(-b/2,b/2)\},roman_Σ = { bold_italic_x ∈ ∂ roman_Ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT : bold_italic_x = bold_italic_σ + italic_α bold_italic_n , italic_σ ∈ ∂ roman_Γ start_POSTSUPERSCRIPT 0 end_POSTSUPERSCRIPT , italic_α ∈ ( - italic_b / 2 , italic_b / 2 ) } ,

such that Γ=Γ±ΣΓsuperscriptΓplus-or-minusΣ\Gamma=\Gamma^{\pm}\cup\Sigmaroman_Γ = roman_Γ start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT ∪ roman_Σ.Superscripts + and - will also be used to denote quantities evaluated on Γ±superscriptΓplus-or-minus\Gamma^{\pm}roman_Γ start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT.

Free convection in fractured porous media: a numerical study (3)

Starting from the continuity equation and the associated Darcy law in the two domains, we enforce pressure continuity and conservation of mass across the interface ΓΓ\Gammaroman_Γ:

{𝒖b=0inΩb,𝒖b=kb/(ϕμ)(pb+ρ0αωb𝒈)inΩb,𝒖𝒇=0inΩf,𝒖𝒇=kf/(ϕμ)(pf+ρ0αωf𝒈)inΩf,trpb=trpfonΓ,tr𝒖b𝒏b=tr𝒖𝒇𝒏bonΓ,\left\{\begin{aligned} &\nabla\cdot\bm{u}_{b}=0&&\text{in }\Omega_{b},\\&\bm{u}_{b}=k_{b}/(\phi\mu)\;(-\nabla p_{b}+\rho_{0}\alpha\omega_{b}\bm{g})&%\qquad&\text{in }\Omega_{b},\\[2.84526pt]&\nabla\cdot\bm{u_{f}}=0&&\text{in }\Omega_{f},\\&\bm{u_{f}}=k_{f}/(\phi\mu)\;(-\nabla p_{f}+\rho_{0}\alpha\omega_{f}\bm{g})&&%\text{in }\Omega_{f},\\[2.84526pt]&\operatorname{tr}p_{b}=\operatorname{tr}p_{f}&&\text{on }\Gamma,\\&\operatorname{tr}\bm{u}_{b}\cdot\bm{n}_{b}=\operatorname{tr}\bm{u_{f}}\cdot%\bm{n}_{b}&&\text{on }\Gamma,\\\end{aligned}\right.{ start_ROW start_CELL end_CELL start_CELL ∇ ⋅ bold_italic_u start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT = 0 end_CELL start_CELL end_CELL start_CELL in roman_Ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL bold_italic_u start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT = italic_k start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT / ( italic_ϕ italic_μ ) ( - ∇ italic_p start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT + italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT italic_α italic_ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT bold_italic_g ) end_CELL start_CELL end_CELL start_CELL in roman_Ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL ∇ ⋅ bold_italic_u start_POSTSUBSCRIPT bold_italic_f end_POSTSUBSCRIPT = 0 end_CELL start_CELL end_CELL start_CELL in roman_Ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL bold_italic_u start_POSTSUBSCRIPT bold_italic_f end_POSTSUBSCRIPT = italic_k start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT / ( italic_ϕ italic_μ ) ( - ∇ italic_p start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT + italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT italic_α italic_ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT bold_italic_g ) end_CELL start_CELL end_CELL start_CELL in roman_Ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL roman_tr italic_p start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT = roman_tr italic_p start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT end_CELL start_CELL end_CELL start_CELL on roman_Γ , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL roman_tr bold_italic_u start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT ⋅ bold_italic_n start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT = roman_tr bold_italic_u start_POSTSUBSCRIPT bold_italic_f end_POSTSUBSCRIPT ⋅ bold_italic_n start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT end_CELL start_CELL end_CELL start_CELL on roman_Γ , end_CELL end_ROW(10)

where 𝒏bsubscript𝒏𝑏\bm{n}_{b}bold_italic_n start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT is the normal vector defined on ΓΓ\Gammaroman_Γ, exiting from ΩbsubscriptΩ𝑏\Omega_{b}roman_Ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT.At the end of dimensional reduction, the equations solved on the three-dimensional domain ΩfsubscriptΩ𝑓\Omega_{f}roman_Ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT will be replaced by the solution of (different) equations on the two-dimensional domain Γ0superscriptΓ0\Gamma^{0}roman_Γ start_POSTSUPERSCRIPT 0 end_POSTSUPERSCRIPT.For the sake of simplicity, we will suppose that fractures differ from the bulk only in their permeability: all the other material parameters will be common to both.

We proceed by integrating the mass conservation equation in the fracture across the aperture.

0=b/2b/2𝒖𝒇=b/2b/2(T𝒖𝒇+N𝒖𝒇)=τ𝒖𝜸(𝒖b𝒏b)+(𝒖b𝒏b),0superscriptsubscript𝑏2𝑏2subscript𝒖𝒇superscriptsubscript𝑏2𝑏2Tsubscript𝒖𝒇Nsubscript𝒖𝒇subscript𝜏subscript𝒖𝜸superscriptsubscript𝒖𝑏subscript𝒏𝑏superscriptsubscript𝒖𝑏subscript𝒏𝑏0=\int_{-b/2}^{b/2}\nabla\cdot\bm{u_{f}}=\int_{-b/2}^{b/2}\nabla\cdot(\mathrm{%T}\bm{u_{f}}+\mathrm{N}\bm{u_{f}})\\=\nabla_{\tau}\cdot\bm{u_{\gamma}}-(\bm{u}_{b}\cdot\bm{n}_{b})^{+}-(\bm{u}_{b}%\cdot\bm{n}_{b})^{-},0 = ∫ start_POSTSUBSCRIPT - italic_b / 2 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_b / 2 end_POSTSUPERSCRIPT ∇ ⋅ bold_italic_u start_POSTSUBSCRIPT bold_italic_f end_POSTSUBSCRIPT = ∫ start_POSTSUBSCRIPT - italic_b / 2 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_b / 2 end_POSTSUPERSCRIPT ∇ ⋅ ( roman_T bold_italic_u start_POSTSUBSCRIPT bold_italic_f end_POSTSUBSCRIPT + roman_N bold_italic_u start_POSTSUBSCRIPT bold_italic_f end_POSTSUBSCRIPT ) = ∇ start_POSTSUBSCRIPT italic_τ end_POSTSUBSCRIPT ⋅ bold_italic_u start_POSTSUBSCRIPT bold_italic_γ end_POSTSUBSCRIPT - ( bold_italic_u start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT ⋅ bold_italic_n start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT ) start_POSTSUPERSCRIPT + end_POSTSUPERSCRIPT - ( bold_italic_u start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT ⋅ bold_italic_n start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT ) start_POSTSUPERSCRIPT - end_POSTSUPERSCRIPT ,

where we have denoted by TT\mathrm{T}roman_T, NN\mathrm{N}roman_N the projection operators specific to the fracture:N𝒗=(𝒗𝒏)𝒏N𝒗𝒗𝒏𝒏\mathrm{N}\bm{v}=(\bm{v}\cdot\bm{n})\bm{n}roman_N bold_italic_v = ( bold_italic_v ⋅ bold_italic_n ) bold_italic_n andT𝒗=(IN)𝒗T𝒗IN𝒗\mathrm{T}\bm{v}=(\mathrm{I}-\mathrm{N})\bm{v}roman_T bold_italic_v = ( roman_I - roman_N ) bold_italic_v, where 𝒏𝒏\bm{n}bold_italic_n is the normal vector to the fracture plane (as indicated in figure 3), and II\mathrm{I}roman_I is the identity operator.We also denoted the in-plane gradient operator by τ=Tsubscript𝜏T\nabla_{\tau}=\mathrm{T}\nabla∇ start_POSTSUBSCRIPT italic_τ end_POSTSUBSCRIPT = roman_T ∇, and by 𝒖γsubscript𝒖𝛾\bm{u}_{\gamma}bold_italic_u start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT the integral of the tangential flow field:

𝒖γ=b/2b/2T𝒖𝒇,[L2/T].subscript𝒖𝛾superscriptsubscript𝑏2𝑏2Tsubscript𝒖𝒇delimited-[]superscriptL2T\bm{u}_{\gamma}=\int_{-b/2}^{b/2}\mathrm{T}\bm{u_{f}},\quad[\mathrm{L}^{2}/%\mathrm{T}].bold_italic_u start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT = ∫ start_POSTSUBSCRIPT - italic_b / 2 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_b / 2 end_POSTSUPERSCRIPT roman_T bold_italic_u start_POSTSUBSCRIPT bold_italic_f end_POSTSUBSCRIPT , [ roman_L start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT / roman_T ] .

Indeed, given these definitions,

b/2b/2(T𝒖𝒇)=b/2b/2τ(T𝒖𝒇)=τb/2b/2T𝒖𝒇=τ𝒖γ.superscriptsubscript𝑏2𝑏2Tsubscript𝒖𝒇superscriptsubscript𝑏2𝑏2subscript𝜏Tsubscript𝒖𝒇subscript𝜏superscriptsubscript𝑏2𝑏2Tsubscript𝒖𝒇subscript𝜏subscript𝒖𝛾\int_{-b/2}^{b/2}\nabla\cdot(\mathrm{T}\bm{u_{f}})=\int_{-b/2}^{b/2}\nabla_{%\tau}\cdot(\mathrm{T}\bm{u_{f}})=\nabla_{\tau}\cdot\int_{-b/2}^{b/2}\mathrm{T}%\bm{u_{f}}=\nabla_{\tau}\cdot\bm{u}_{\gamma}.∫ start_POSTSUBSCRIPT - italic_b / 2 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_b / 2 end_POSTSUPERSCRIPT ∇ ⋅ ( roman_T bold_italic_u start_POSTSUBSCRIPT bold_italic_f end_POSTSUBSCRIPT ) = ∫ start_POSTSUBSCRIPT - italic_b / 2 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_b / 2 end_POSTSUPERSCRIPT ∇ start_POSTSUBSCRIPT italic_τ end_POSTSUBSCRIPT ⋅ ( roman_T bold_italic_u start_POSTSUBSCRIPT bold_italic_f end_POSTSUBSCRIPT ) = ∇ start_POSTSUBSCRIPT italic_τ end_POSTSUBSCRIPT ⋅ ∫ start_POSTSUBSCRIPT - italic_b / 2 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_b / 2 end_POSTSUPERSCRIPT roman_T bold_italic_u start_POSTSUBSCRIPT bold_italic_f end_POSTSUBSCRIPT = ∇ start_POSTSUBSCRIPT italic_τ end_POSTSUBSCRIPT ⋅ bold_italic_u start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT .

To obtain a law for 𝒖γsubscript𝒖𝛾\bm{u}_{\gamma}bold_italic_u start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT, we integrate the in-plane component of the Darcy law:

𝒖𝜸=b/2b/2T𝒖𝒇=kfϕμb/2b/2T(pf+ρ0αωf𝒈)=bkfϕμ(τpγ+ρ0αωγ𝒈𝝉),subscript𝒖𝜸superscriptsubscript𝑏2𝑏2Tsubscript𝒖𝒇subscript𝑘𝑓italic-ϕ𝜇superscriptsubscript𝑏2𝑏2Tsubscript𝑝𝑓subscript𝜌0𝛼subscript𝜔𝑓𝒈𝑏subscript𝑘𝑓italic-ϕ𝜇subscript𝜏subscript𝑝𝛾subscript𝜌0𝛼subscript𝜔𝛾subscript𝒈𝝉\displaystyle\bm{u_{\gamma}}=\int_{-b/2}^{b/2}\mathrm{T}\bm{u_{f}}=\frac{k_{f}%}{\phi\mu}\int_{-b/2}^{b/2}\mathrm{T}(-\nabla p_{f}+\rho_{0}\alpha\omega_{f}%\bm{g})=\frac{bk_{f}}{\phi\mu}(-\nabla_{\tau}p_{\gamma}+\rho_{0}\alpha\omega_{%\gamma}\bm{g_{\tau}}),bold_italic_u start_POSTSUBSCRIPT bold_italic_γ end_POSTSUBSCRIPT = ∫ start_POSTSUBSCRIPT - italic_b / 2 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_b / 2 end_POSTSUPERSCRIPT roman_T bold_italic_u start_POSTSUBSCRIPT bold_italic_f end_POSTSUBSCRIPT = divide start_ARG italic_k start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT end_ARG start_ARG italic_ϕ italic_μ end_ARG ∫ start_POSTSUBSCRIPT - italic_b / 2 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_b / 2 end_POSTSUPERSCRIPT roman_T ( - ∇ italic_p start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT + italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT italic_α italic_ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT bold_italic_g ) = divide start_ARG italic_b italic_k start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT end_ARG start_ARG italic_ϕ italic_μ end_ARG ( - ∇ start_POSTSUBSCRIPT italic_τ end_POSTSUBSCRIPT italic_p start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT + italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT italic_α italic_ω start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT bold_italic_g start_POSTSUBSCRIPT bold_italic_τ end_POSTSUBSCRIPT ) ,

where pγ=1bb/2b/2pfsubscript𝑝𝛾1𝑏superscriptsubscript𝑏2𝑏2subscript𝑝𝑓p_{\gamma}=\frac{1}{b}\int_{-b/2}^{b/2}p_{f}italic_p start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT = divide start_ARG 1 end_ARG start_ARG italic_b end_ARG ∫ start_POSTSUBSCRIPT - italic_b / 2 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_b / 2 end_POSTSUPERSCRIPT italic_p start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT, ωγ=1bb/2b/2ωfsubscript𝜔𝛾1𝑏superscriptsubscript𝑏2𝑏2subscript𝜔𝑓\omega_{\gamma}=\frac{1}{b}\int_{-b/2}^{b/2}\omega_{f}italic_ω start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT = divide start_ARG 1 end_ARG start_ARG italic_b end_ARG ∫ start_POSTSUBSCRIPT - italic_b / 2 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_b / 2 end_POSTSUPERSCRIPT italic_ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT and 𝒈𝝉=T𝒈subscript𝒈𝝉T𝒈\bm{g_{\tau}}=\mathrm{T}\bm{g}bold_italic_g start_POSTSUBSCRIPT bold_italic_τ end_POSTSUBSCRIPT = roman_T bold_italic_g. Differently from 𝒖γsubscript𝒖𝛾\bm{u}_{\gamma}bold_italic_u start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT, scalar quantities in the fracture are averaged across the fractures thus maintaining the same dimensions as the corresponding bulk quantities.Coupling conditions at the interface must also be expressed in terms of the averaged variables:

(tr𝒖b𝒏b)±bkfϕμ(pb±pγb/2+ρ0αωb±gn).superscripttrsubscript𝒖𝑏subscript𝒏𝑏plus-or-minus𝑏subscript𝑘𝑓italic-ϕ𝜇superscriptsubscript𝑝𝑏plus-or-minussubscript𝑝𝛾𝑏2subscript𝜌0𝛼superscriptsubscript𝜔𝑏plus-or-minussubscript𝑔𝑛(\operatorname{tr}\bm{u}_{b}\cdot\bm{n}_{b})^{\pm}\approx\frac{bk_{f}}{\phi\mu%}(\frac{p_{b}^{\pm}-p_{\gamma}}{b/2}+\rho_{0}\alpha\omega_{b}^{\pm}g_{n}).( roman_tr bold_italic_u start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT ⋅ bold_italic_n start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT ) start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT ≈ divide start_ARG italic_b italic_k start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT end_ARG start_ARG italic_ϕ italic_μ end_ARG ( divide start_ARG italic_p start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT - italic_p start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT end_ARG start_ARG italic_b / 2 end_ARG + italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT italic_α italic_ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT italic_g start_POSTSUBSCRIPT italic_n end_POSTSUBSCRIPT ) .

We conclude by replacing ΩfsubscriptΩ𝑓\Omega_{f}roman_Ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT with its center plane Γ0superscriptΓ0\Gamma^{0}roman_Γ start_POSTSUPERSCRIPT 0 end_POSTSUPERSCRIPT and extending ΩbsubscriptΩ𝑏\Omega_{b}roman_Ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT: Ω=ΩbΩfΓ(ΩΓ0)Γ0Γ±ΩsubscriptΩ𝑏subscriptΩ𝑓ΓΩsuperscriptΓ0superscriptΓ0superscriptΓplus-or-minus\Omega=\Omega_{b}\cup\Omega_{f}\cup\Gamma\approx(\Omega\setminus\Gamma^{0})%\cup\Gamma^{0}\cup\Gamma^{\pm}roman_Ω = roman_Ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT ∪ roman_Ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT ∪ roman_Γ ≈ ( roman_Ω ∖ roman_Γ start_POSTSUPERSCRIPT 0 end_POSTSUPERSCRIPT ) ∪ roman_Γ start_POSTSUPERSCRIPT 0 end_POSTSUPERSCRIPT ∪ roman_Γ start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT. Even though the fracture domain ΩfsubscriptΩ𝑓\Omega_{f}roman_Ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT and the interface ΓΓ\Gammaroman_Γ have collapsed on one another geometrically, the two play distinct roles and must be kept conceptually separate.

Collecting the last steps, we can write the Darcy part of the mixed-dimensional system:

{𝒖b=0inΩb,𝒖b=kb/(ϕμ)(pb+ρ0αωb𝒈)inΩb,τ𝒖𝜸=[λ]inΓ0,𝒖𝜸=bkf/(ϕμ)(τpγ+ρ0αωγ𝒈𝝉)inΓ0,tr𝒖b𝒏b=λonΓ±,λ=kf/(ϕμ)(pγtrpbb/2+ρ0αtrωbgn)onΓ±.\left\{\begin{aligned} &\nabla\cdot\bm{u}_{b}=0&&\text{in }\Omega_{b},\\&\bm{u}_{b}=k_{b}/(\phi\mu)\;(-\nabla p_{b}+\rho_{0}\alpha\omega_{b}\bm{g})&&%\text{in }\Omega_{b},\\&\nabla_{\tau}\cdot\bm{u_{\gamma}}=[\lambda]&&\text{in }\Gamma^{0},\\&\bm{u_{\gamma}}=bk_{f}/(\phi\mu)\;(-\nabla_{\tau}p_{\gamma}+\rho_{0}\alpha%\omega_{\gamma}\bm{g_{\tau}})&&\text{in }\Gamma^{0},\\&\operatorname{tr}\bm{u}_{b}\cdot\bm{n}_{b}=\lambda&&\text{on }\Gamma^{\pm},\\&\lambda=k_{f}/(\phi\mu)\;(-\frac{p_{\gamma}-\operatorname{tr}p_{b}}{b/2}+\rho%_{0}\alpha\operatorname{tr}\omega_{b}g_{n})\qquad&&\text{on }\Gamma^{\pm}.\\\end{aligned}\right.{ start_ROW start_CELL end_CELL start_CELL ∇ ⋅ bold_italic_u start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT = 0 end_CELL start_CELL end_CELL start_CELL in roman_Ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL bold_italic_u start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT = italic_k start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT / ( italic_ϕ italic_μ ) ( - ∇ italic_p start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT + italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT italic_α italic_ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT bold_italic_g ) end_CELL start_CELL end_CELL start_CELL in roman_Ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL ∇ start_POSTSUBSCRIPT italic_τ end_POSTSUBSCRIPT ⋅ bold_italic_u start_POSTSUBSCRIPT bold_italic_γ end_POSTSUBSCRIPT = [ italic_λ ] end_CELL start_CELL end_CELL start_CELL in roman_Γ start_POSTSUPERSCRIPT 0 end_POSTSUPERSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL bold_italic_u start_POSTSUBSCRIPT bold_italic_γ end_POSTSUBSCRIPT = italic_b italic_k start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT / ( italic_ϕ italic_μ ) ( - ∇ start_POSTSUBSCRIPT italic_τ end_POSTSUBSCRIPT italic_p start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT + italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT italic_α italic_ω start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT bold_italic_g start_POSTSUBSCRIPT bold_italic_τ end_POSTSUBSCRIPT ) end_CELL start_CELL end_CELL start_CELL in roman_Γ start_POSTSUPERSCRIPT 0 end_POSTSUPERSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL roman_tr bold_italic_u start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT ⋅ bold_italic_n start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT = italic_λ end_CELL start_CELL end_CELL start_CELL on roman_Γ start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL italic_λ = italic_k start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT / ( italic_ϕ italic_μ ) ( - divide start_ARG italic_p start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT - roman_tr italic_p start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT end_ARG start_ARG italic_b / 2 end_ARG + italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT italic_α roman_tr italic_ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT italic_g start_POSTSUBSCRIPT italic_n end_POSTSUBSCRIPT ) end_CELL start_CELL end_CELL start_CELL on roman_Γ start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT . end_CELL end_ROW(11)

In writing (11), we have introduced the new variable λ[L/T]𝜆delimited-[]LT\lambda\,\mathrm{[L/T]}italic_λ [ roman_L / roman_T ] and the jump operator [v]=v++vdelimited-[]𝑣superscript𝑣superscript𝑣[v]=v^{+}+v^{-}[ italic_v ] = italic_v start_POSTSUPERSCRIPT + end_POSTSUPERSCRIPT + italic_v start_POSTSUPERSCRIPT - end_POSTSUPERSCRIPT.For v𝑣vitalic_v defined on Γ±superscriptΓplus-or-minus\Gamma^{\pm}roman_Γ start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT, we will consider [v]delimited-[]𝑣[v][ italic_v ] to be defined on Γ0superscriptΓ0\Gamma^{0}roman_Γ start_POSTSUPERSCRIPT 0 end_POSTSUPERSCRIPT.Note that ΣΣ\Sigmaroman_Σ collapsed onto a lower-dimensional object (the boundary of the center plane Γ0superscriptΓ0\partial\Gamma^{0}∂ roman_Γ start_POSTSUPERSCRIPT 0 end_POSTSUPERSCRIPT) onto which we will have to impose boundary conditions. We will ignore its contribution to the mass exchange between fracture and bulk by setting zero normal flux (note that this flux scales linearly with the fracture aperture b𝑏bitalic_b) on immersed fracture boundaries (or tips) whereas fractures will inherit boundary conditions from the bulk if they touch the boundary.

Note that two sources of modeling error associated with dimensional reduction: (i) by collapsing the thin dimension of the fracture we have reassigned part of the domain which previously belonged to the fracture to the bulk medium and (ii) the flux λ𝜆\lambdaitalic_λ exchanged between the bulk medium and the fracture is a first order approximation to the true flux due to the presence of the normal gradient of the pressure p𝑝\nabla p∇ italic_p.

2.4 Mixed-dimensional transport

We can now re-apply the reduction procedure to the transport problem. We start by splitting the equation in the two domains and prescribing compatibility conditions at the interface

{tωb+𝒒𝒃=0inΩb,𝒒𝒃=Dωb+ωb𝒖binΩb,tωf+𝒒𝒇=0inΩf,𝒒𝒇=Dωf+ωf𝒖finΩf,trωb=trωfonΓ,tr𝒒b𝒏b=tr𝒒𝒇𝒏bonΓ.\left\{\begin{aligned} &\partial_{t}\omega_{b}+\nabla\cdot\bm{q_{b}}=0&&\text{%in }\Omega_{b},\\&\bm{q_{b}}=-D\nabla\omega_{b}+\omega_{b}\bm{u}_{b}&&\text{in }\Omega_{b},\\[2%.84526pt]&\partial_{t}\omega_{f}+\nabla\cdot\bm{q_{f}}=0&&\text{in }\Omega_{f},\\&\bm{q_{f}}=-D\nabla\omega_{f}+\omega_{f}\bm{u}_{f}\qquad&&\text{in }\Omega_{f%},\\[2.84526pt]&\operatorname{tr}\omega_{b}=\operatorname{tr}\omega_{f}&&\text{on }\Gamma,\\&\operatorname{tr}\bm{q}_{b}\cdot\bm{n}_{b}=\operatorname{tr}\bm{q_{f}}\cdot%\bm{n}_{b}&&\text{on }\Gamma.\end{aligned}\right.{ start_ROW start_CELL end_CELL start_CELL ∂ start_POSTSUBSCRIPT italic_t end_POSTSUBSCRIPT italic_ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT + ∇ ⋅ bold_italic_q start_POSTSUBSCRIPT bold_italic_b end_POSTSUBSCRIPT = 0 end_CELL start_CELL end_CELL start_CELL in roman_Ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL bold_italic_q start_POSTSUBSCRIPT bold_italic_b end_POSTSUBSCRIPT = - italic_D ∇ italic_ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT + italic_ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT bold_italic_u start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT end_CELL start_CELL end_CELL start_CELL in roman_Ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL ∂ start_POSTSUBSCRIPT italic_t end_POSTSUBSCRIPT italic_ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT + ∇ ⋅ bold_italic_q start_POSTSUBSCRIPT bold_italic_f end_POSTSUBSCRIPT = 0 end_CELL start_CELL end_CELL start_CELL in roman_Ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL bold_italic_q start_POSTSUBSCRIPT bold_italic_f end_POSTSUBSCRIPT = - italic_D ∇ italic_ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT + italic_ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT bold_italic_u start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT end_CELL start_CELL end_CELL start_CELL in roman_Ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL roman_tr italic_ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT = roman_tr italic_ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT end_CELL start_CELL end_CELL start_CELL on roman_Γ , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL roman_tr bold_italic_q start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT ⋅ bold_italic_n start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT = roman_tr bold_italic_q start_POSTSUBSCRIPT bold_italic_f end_POSTSUBSCRIPT ⋅ bold_italic_n start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT end_CELL start_CELL end_CELL start_CELL on roman_Γ . end_CELL end_ROW(12)

We integrate the conservation equation over the fracture, splitting the fluxes into their normal and tangential parts:

0=b/2b/2tωf+𝒒𝒇=btωγ+τ𝒒𝜸(𝒒b𝒏b)+(𝒒b𝒏b)=0.0superscriptsubscript𝑏2𝑏2subscript𝑡subscript𝜔𝑓subscript𝒒𝒇𝑏subscript𝑡subscript𝜔𝛾subscript𝜏subscript𝒒𝜸superscriptsubscript𝒒𝑏subscript𝒏𝑏superscriptsubscript𝒒𝑏subscript𝒏𝑏0\displaystyle 0=\int_{-b/2}^{b/2}\partial_{t}\omega_{f}+\nabla\cdot\bm{q_{f}}=%b\partial_{t}\omega_{\gamma}+\nabla_{\tau}\cdot\bm{q_{\gamma}}-(\bm{q}_{b}%\cdot\bm{n}_{b})^{+}-(\bm{q}_{b}\cdot\bm{n}_{b})^{-}=0.0 = ∫ start_POSTSUBSCRIPT - italic_b / 2 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_b / 2 end_POSTSUPERSCRIPT ∂ start_POSTSUBSCRIPT italic_t end_POSTSUBSCRIPT italic_ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT + ∇ ⋅ bold_italic_q start_POSTSUBSCRIPT bold_italic_f end_POSTSUBSCRIPT = italic_b ∂ start_POSTSUBSCRIPT italic_t end_POSTSUBSCRIPT italic_ω start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT + ∇ start_POSTSUBSCRIPT italic_τ end_POSTSUBSCRIPT ⋅ bold_italic_q start_POSTSUBSCRIPT bold_italic_γ end_POSTSUBSCRIPT - ( bold_italic_q start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT ⋅ bold_italic_n start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT ) start_POSTSUPERSCRIPT + end_POSTSUPERSCRIPT - ( bold_italic_q start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT ⋅ bold_italic_n start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT ) start_POSTSUPERSCRIPT - end_POSTSUPERSCRIPT = 0 .

As we did for the fluid mass conservation equation, we introduced fracture quantities ωγ=1bb/2b/2ωfsubscript𝜔𝛾1𝑏superscriptsubscript𝑏2𝑏2subscript𝜔𝑓\omega_{\gamma}=\frac{1}{b}\int_{-b/2}^{b/2}\omega_{f}italic_ω start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT = divide start_ARG 1 end_ARG start_ARG italic_b end_ARG ∫ start_POSTSUBSCRIPT - italic_b / 2 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_b / 2 end_POSTSUPERSCRIPT italic_ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT and the integrated tangential solute mass flux qγ=b/2b/2T𝒒fsubscript𝑞𝛾superscriptsubscript𝑏2𝑏2Tsubscript𝒒𝑓q_{\gamma}=\int_{-b/2}^{b/2}\mathrm{T}\bm{q}_{f}italic_q start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT = ∫ start_POSTSUBSCRIPT - italic_b / 2 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_b / 2 end_POSTSUPERSCRIPT roman_T bold_italic_q start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT. As done before, scalar quantities are averaged while vector quantities are integrated.

Unlike the continuity equation, a new approximation is needed in the averaging step to deal with the nonlinearity of the advective term: let us consider a splitting of ωfsubscript𝜔𝑓\omega_{f}italic_ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT into ωγ+ω~fsubscript𝜔𝛾subscript~𝜔𝑓\omega_{\gamma}+\tilde{\omega}_{f}italic_ω start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT + over~ start_ARG italic_ω end_ARG start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT, where ωγsubscript𝜔𝛾\omega_{\gamma}italic_ω start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT is constant across the fracture and ω~fsubscript~𝜔𝑓\tilde{\omega}_{f}over~ start_ARG italic_ω end_ARG start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT is a null average fluctuation, and similarly for 𝒖fsubscript𝒖𝑓\bm{u}_{f}bold_italic_u start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT. We will neglect the product of fluctuations assuming that they are small, i.e.

b/2b/2(ωf𝒖f)ωγ𝒖γ.superscriptsubscript𝑏2𝑏2subscript𝜔𝑓subscript𝒖𝑓subscript𝜔𝛾subscript𝒖𝛾\displaystyle\int_{-b/2}^{b/2}\nabla\cdot(\omega_{f}\bm{u}_{f})\approx\omega_{%\gamma}\bm{u}_{\gamma}.∫ start_POSTSUBSCRIPT - italic_b / 2 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_b / 2 end_POSTSUPERSCRIPT ∇ ⋅ ( italic_ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT bold_italic_u start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT ) ≈ italic_ω start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT bold_italic_u start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT .

For fractures of non-negligible aperture however, internal motions (see e.g. intrafractrure mode 2A in figure 23) could make this approximation inappropriate.

Just as for Darcy’s law, Fick’s law will look identical when projected in the fracture plane, while for the normal projection, we will have to resort to a first order approximation

(tr𝒒b𝒏b)±=D(ωb±ωγb/2)+ωb±λ±superscripttrsubscript𝒒𝑏subscript𝒏𝑏plus-or-minus𝐷superscriptsubscript𝜔𝑏plus-or-minussubscript𝜔𝛾𝑏2superscriptsubscript𝜔𝑏plus-or-minussuperscript𝜆plus-or-minus(\operatorname{tr}\bm{q}_{b}\cdot\bm{n}_{b})^{\pm}=D(\frac{\omega_{b}^{\pm}-%\omega_{\gamma}}{b/2})+\omega_{b}^{\pm}\lambda^{\pm}( roman_tr bold_italic_q start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT ⋅ bold_italic_n start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT ) start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT = italic_D ( divide start_ARG italic_ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT - italic_ω start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT end_ARG start_ARG italic_b / 2 end_ARG ) + italic_ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT italic_λ start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT

Finally, we obtain a mixed-dimensional system for the transport of a solute in a fractured porous medium,

{tωb+𝒒b=0inΩb,𝒒b=Dωb+ωb𝒖binΩb,btωγ+τ𝒒γ=[θ]inΓ0,𝒒γ=bDτωγ+ωγ𝒖γinΓ0,tr𝒒b𝒏b=θonΓ±,θ=D(trωbωγb/2)+trωbλonΓ±,\left\{\begin{aligned} &\partial_{t}\omega_{b}+\nabla\cdot\bm{q}_{b}=0&&\text{%in }\Omega_{b},\\&\bm{q}_{b}=-D\nabla\omega_{b}+\omega_{b}\bm{u}_{b}&&\text{in }\Omega_{b},\\&b\,\partial_{t}\omega_{\gamma}+\nabla_{\tau}\cdot\bm{q}_{\gamma}=[\theta]&&%\text{in }\Gamma^{0},\\&\bm{q}_{\gamma}=-bD\nabla_{\tau}\omega_{\gamma}+\omega_{\gamma}\bm{u}_{\gamma%}&&\text{in }\Gamma^{0},\\&\operatorname{tr}\bm{q}_{b}\cdot\bm{n}_{b}=\theta&&\text{on }\Gamma^{\pm},\\[%5.69054pt]&\theta=D(\frac{\operatorname{tr}\omega_{b}-\omega_{\gamma}}{b/2})+%\operatorname{tr}\omega_{b}\lambda&&\text{on }\Gamma^{\pm},\\\end{aligned}\right.{ start_ROW start_CELL end_CELL start_CELL ∂ start_POSTSUBSCRIPT italic_t end_POSTSUBSCRIPT italic_ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT + ∇ ⋅ bold_italic_q start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT = 0 end_CELL start_CELL end_CELL start_CELL in roman_Ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL bold_italic_q start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT = - italic_D ∇ italic_ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT + italic_ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT bold_italic_u start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT end_CELL start_CELL end_CELL start_CELL in roman_Ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL italic_b ∂ start_POSTSUBSCRIPT italic_t end_POSTSUBSCRIPT italic_ω start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT + ∇ start_POSTSUBSCRIPT italic_τ end_POSTSUBSCRIPT ⋅ bold_italic_q start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT = [ italic_θ ] end_CELL start_CELL end_CELL start_CELL in roman_Γ start_POSTSUPERSCRIPT 0 end_POSTSUPERSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL bold_italic_q start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT = - italic_b italic_D ∇ start_POSTSUBSCRIPT italic_τ end_POSTSUBSCRIPT italic_ω start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT + italic_ω start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT bold_italic_u start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT end_CELL start_CELL end_CELL start_CELL in roman_Γ start_POSTSUPERSCRIPT 0 end_POSTSUPERSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL roman_tr bold_italic_q start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT ⋅ bold_italic_n start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT = italic_θ end_CELL start_CELL end_CELL start_CELL on roman_Γ start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL italic_θ = italic_D ( divide start_ARG roman_tr italic_ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT - italic_ω start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT end_ARG start_ARG italic_b / 2 end_ARG ) + roman_tr italic_ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT italic_λ end_CELL start_CELL end_CELL start_CELL on roman_Γ start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT , end_CELL end_ROW(13)

to be complemented with boundary and initial conditions.It is important to notice that the equations in the bulk and the equations in the fracture, both in (11) and (13), are entirely decoupled apart from their interaction through the interface variables λ𝜆\lambdaitalic_λ and θ𝜃\thetaitalic_θ.The way these variables appear in the equations reveals how the domains are coupled across different dimensions: in the higher-dimensional domain interface variables appear as Neumann boundary conditions, while in the lower-dimensional fracture they appear as sources inside the domain.Although the averaging procedure has been carried out for a three-dimensional domain with a single fracture,the exact same procedure works for a generic n𝑛nitalic_n-dimensional domain (n=1,2,3𝑛123n=1,2,3italic_n = 1 , 2 , 3) with multiple, possiblyintersecting fractures. In this case, the procedure is conceptually carried out hierarchically: n𝑛nitalic_n-dimensionalquantities are coupled to (n1)𝑛1(n-1)( italic_n - 1 )-dimensional quantities through (n1)𝑛1(n-1)( italic_n - 1 )-dimensional interface fluxes (figure 4).

Free convection in fractured porous media: a numerical study (4)

In view of dealing with the general case of multiple fractures of different dimensions, we want to write equations which hold for each dimension.Apart from making the system of equations more compact, it will also make the mechanism by which different domains interact more clear.

We collect all domains of equal dimension d{0,1,2,3}𝑑0123d\in\{0,1,2,3\}italic_d ∈ { 0 , 1 , 2 , 3 } in a single domain ΩdsubscriptΩ𝑑\Omega_{d}roman_Ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT, and denote by ΓdsubscriptΓ𝑑\Gamma_{d}roman_Γ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT the interface between domains ΩdsubscriptΩ𝑑\Omega_{d}roman_Ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT and Ωd+1subscriptΩ𝑑1\Omega_{d+1}roman_Ω start_POSTSUBSCRIPT italic_d + 1 end_POSTSUBSCRIPT. We also introduce mixed-dimensional variables ωd,pdsubscript𝜔𝑑subscript𝑝𝑑\omega_{d},p_{d}italic_ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT , italic_p start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT, fluxes 𝒖d,𝒊dsubscript𝒖𝑑subscript𝒊𝑑\bm{u}_{d},\bm{i}_{d}bold_italic_u start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT , bold_italic_i start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT and in-plane gradient operator dsubscript𝑑\nabla_{d}∇ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT defined on ΩdsubscriptΩ𝑑\Omega_{d}roman_Ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT, interface fluxes λd,θdsubscript𝜆𝑑subscript𝜃𝑑\lambda_{d},\theta_{d}italic_λ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT , italic_θ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT defined on ΓdsubscriptΓ𝑑\Gamma_{d}roman_Γ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT.

With these quantities at hand, we can generalize systems (11, 13) to

{d𝒖d=[λd]inΩd,b3dtωd+d𝒒d=[θd]inΩd,𝒖d=b3dkd/ϕμ(pd+ρ0αωd𝒈dτ)inΩd,𝒒d=b3dDωd+ωd𝒖dinΩd,tr𝒖d𝒏d=λd1onΓd1,tr𝒒b𝒏b=θd1onΓd1,λd=b2dkd/ϕμ(trpd+1pdb/2+ρ0αωd𝒈dn)onΓd,θd=b2dDtrωd+1ωdb/2+ωdλdonΓd.\left\{\begin{aligned} &\nabla_{d}\cdot\bm{u}_{d}=[\lambda_{d}]&&\text{in }%\Omega_{d},\\&b^{3-d}\partial_{t}\omega_{d}+\nabla_{d}\cdot\bm{q}_{d}=[\theta_{d}]&&\text{%in }\Omega_{d},\\&\bm{u}_{d}=b^{3-d}k_{d}/\phi\mu\;\left(-\nabla p_{d}+\rho_{0}\alpha\omega_{d}%\bm{g}_{d}^{\tau}\right)&&\text{in }\Omega_{d},\\&\bm{q}_{d}=-b^{3-d}D\nabla\omega_{d}+\omega_{d}\bm{u}_{d}&&\text{in }\Omega_{%d},\\[5.69054pt]&\operatorname{tr}\bm{u}_{d}\cdot\bm{n}_{d}=\lambda_{d-1}&&\text{on }\Gamma^{d%-1},\\&\operatorname{tr}\bm{q}_{b}\cdot\bm{n}_{b}=\theta_{d-1}&&\text{on }\Gamma^{d-%1},\\[5.69054pt]&\lambda_{d}=b^{2-d}k_{d}/\phi\mu\;\left(\frac{\operatorname{tr}p_{d+1}-p_{d}}%{b/2}+\rho_{0}\alpha\omega_{d}\bm{g}_{d}^{n}\right)\qquad\qquad&&\text{on }%\Gamma_{d},\\&\theta_{d}=b^{2-d}D\frac{\operatorname{tr}\omega_{d+1}-\omega_{d}}{b/2}+%\omega_{d}\lambda_{d}&&\text{on }\Gamma_{d}.\\\end{aligned}\right.{ start_ROW start_CELL end_CELL start_CELL ∇ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ⋅ bold_italic_u start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT = [ italic_λ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ] end_CELL start_CELL end_CELL start_CELL in roman_Ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL italic_b start_POSTSUPERSCRIPT 3 - italic_d end_POSTSUPERSCRIPT ∂ start_POSTSUBSCRIPT italic_t end_POSTSUBSCRIPT italic_ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT + ∇ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ⋅ bold_italic_q start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT = [ italic_θ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ] end_CELL start_CELL end_CELL start_CELL in roman_Ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL bold_italic_u start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT = italic_b start_POSTSUPERSCRIPT 3 - italic_d end_POSTSUPERSCRIPT italic_k start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT / italic_ϕ italic_μ ( - ∇ italic_p start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT + italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT italic_α italic_ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT bold_italic_g start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT ) end_CELL start_CELL end_CELL start_CELL in roman_Ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL bold_italic_q start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT = - italic_b start_POSTSUPERSCRIPT 3 - italic_d end_POSTSUPERSCRIPT italic_D ∇ italic_ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT + italic_ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT bold_italic_u start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT end_CELL start_CELL end_CELL start_CELL in roman_Ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL roman_tr bold_italic_u start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ⋅ bold_italic_n start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT = italic_λ start_POSTSUBSCRIPT italic_d - 1 end_POSTSUBSCRIPT end_CELL start_CELL end_CELL start_CELL on roman_Γ start_POSTSUPERSCRIPT italic_d - 1 end_POSTSUPERSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL roman_tr bold_italic_q start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT ⋅ bold_italic_n start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT = italic_θ start_POSTSUBSCRIPT italic_d - 1 end_POSTSUBSCRIPT end_CELL start_CELL end_CELL start_CELL on roman_Γ start_POSTSUPERSCRIPT italic_d - 1 end_POSTSUPERSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL italic_λ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT = italic_b start_POSTSUPERSCRIPT 2 - italic_d end_POSTSUPERSCRIPT italic_k start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT / italic_ϕ italic_μ ( divide start_ARG roman_tr italic_p start_POSTSUBSCRIPT italic_d + 1 end_POSTSUBSCRIPT - italic_p start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT end_ARG start_ARG italic_b / 2 end_ARG + italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT italic_α italic_ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT bold_italic_g start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_n end_POSTSUPERSCRIPT ) end_CELL start_CELL end_CELL start_CELL on roman_Γ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL italic_θ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT = italic_b start_POSTSUPERSCRIPT 2 - italic_d end_POSTSUPERSCRIPT italic_D divide start_ARG roman_tr italic_ω start_POSTSUBSCRIPT italic_d + 1 end_POSTSUBSCRIPT - italic_ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT end_ARG start_ARG italic_b / 2 end_ARG + italic_ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT italic_λ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT end_CELL start_CELL end_CELL start_CELL on roman_Γ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT . end_CELL end_ROW(14)

with suitable boundary conditions.

2.5 The impact of fractures on convection onset

The original discussion of the HRL problem addressed the question of the possible onset of convection.This was expressed as a critical Rayleigh number 𝑅𝑎csubscript𝑅𝑎𝑐\mathit{Ra}_{c}italic_Ra start_POSTSUBSCRIPT italic_c end_POSTSUBSCRIPT, such that convective motion is possible for 𝑅𝑎𝑅𝑎c𝑅𝑎subscript𝑅𝑎𝑐\mathit{Ra}\geq\mathit{Ra}_{c}italic_Ra ≥ italic_Ra start_POSTSUBSCRIPT italic_c end_POSTSUBSCRIPT.

In recent years, different studies have tried to understand in what way fractures influence the possibility of convection.It is clear that highly permeable fractures constitute preferential paths for flow, thus enabling convection or enhancing its strength.As shown in [17], for large fracture density, calculating an average Rayleigh number based on the average (upscaled) permeability (neglecting the specific fracture configuration) can be effective at predicting the onset and strength of convection.

For lower fracture densities however, this approach is not adequate.As shown in figure 5, a continuous fracture loop barely modifying the permeability, such that the average Rayleigh number is well below the critical Rayleigh number for homogeneous media, still exhibits convective motion.In [17], the key factor for enabling convection in the case of low-density fracture configurations is shown to be the presence of continuous fracture circuits, around which convection cells can form.Simple scenarios (also used as validation cases in this work) tried to relate the location, aspect ratio and size of fracture circuits to the possibility and strength of convection.

A more systematic study remains to be done, with the aim of uncovering better quantitative relations that can be extended to more complex fracture configurations. Moreover, we have to consider that in applicative scenarios the particular geometry of the underground fracture network is mostly unknown, or in the best cases described by statistical parameters such as fracture density, mean lengths and orientations.In these cases, being able to relate statistical parameters such as the ones mentioned to a quantitative estimate on the strength of convection and its uncertainty would be both useful from an applicative standpoint and interesting in its own right.

Free convection in fractured porous media: a numerical study (5)


Remark 1.

Let us consider the diffusion of a solute in a domain cut by a horizontal fracture.The continuous equidimensional problem (12) admits the linear concentration profile solution for the boundary conditions prescribed by the HRL problem.

ωj=ωmaxyH,𝒊j=Dωj=DωmaxH𝒆𝒚formulae-sequencesubscript𝜔𝑗subscript𝜔𝑚𝑎𝑥𝑦𝐻subscript𝒊𝑗𝐷subscript𝜔𝑗𝐷subscript𝜔𝑚𝑎𝑥𝐻subscript𝒆𝒚\omega_{j}=\omega_{max}\frac{y}{H},\quad\bm{i}_{j}=-D\nabla\omega_{j}=-D\frac{%\omega_{max}}{H}\bm{e_{y}}italic_ω start_POSTSUBSCRIPT italic_j end_POSTSUBSCRIPT = italic_ω start_POSTSUBSCRIPT italic_m italic_a italic_x end_POSTSUBSCRIPT divide start_ARG italic_y end_ARG start_ARG italic_H end_ARG , bold_italic_i start_POSTSUBSCRIPT italic_j end_POSTSUBSCRIPT = - italic_D ∇ italic_ω start_POSTSUBSCRIPT italic_j end_POSTSUBSCRIPT = - italic_D divide start_ARG italic_ω start_POSTSUBSCRIPT italic_m italic_a italic_x end_POSTSUBSCRIPT end_ARG start_ARG italic_H end_ARG bold_italic_e start_POSTSUBSCRIPT bold_italic_y end_POSTSUBSCRIPT

for j{B,f}𝑗𝐵𝑓j\in\{B,f\}italic_j ∈ { italic_B , italic_f }.

With dimensional reduction, the system of equations to be solved is replaced by (13), which yields a piecewise linear concentration profile:

ωb={(ωmaxδω)y/Hy<H/2,(ωmaxδω)y/H+δωy>H/2,\displaystyle\omega_{b}=\left\{\begin{aligned} &(\omega_{max}-\delta\omega)\,{%y}/{H}\qquad&&y<H/2,\\&(\omega_{max}-\delta\omega)\,{y}/{H}+\delta\omega\quad&&y>H/2,\end{aligned}\right.italic_ω start_POSTSUBSCRIPT italic_b end_POSTSUBSCRIPT = { start_ROW start_CELL end_CELL start_CELL ( italic_ω start_POSTSUBSCRIPT italic_m italic_a italic_x end_POSTSUBSCRIPT - italic_δ italic_ω ) italic_y / italic_H end_CELL start_CELL end_CELL start_CELL italic_y < italic_H / 2 , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL ( italic_ω start_POSTSUBSCRIPT italic_m italic_a italic_x end_POSTSUBSCRIPT - italic_δ italic_ω ) italic_y / italic_H + italic_δ italic_ω end_CELL start_CELL end_CELL start_CELL italic_y > italic_H / 2 , end_CELL end_ROW
ωf=ωmax/2subscript𝜔𝑓subscript𝜔𝑚𝑎𝑥2\displaystyle\omega_{f}=\omega_{max}/2italic_ω start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT = italic_ω start_POSTSUBSCRIPT italic_m italic_a italic_x end_POSTSUBSCRIPT / 2
δω=ωmax1+H/b,𝛿𝜔subscript𝜔𝑚𝑎𝑥1𝐻𝑏\displaystyle\delta\omega=\frac{\omega_{max}}{1+H/b},italic_δ italic_ω = divide start_ARG italic_ω start_POSTSUBSCRIPT italic_m italic_a italic_x end_POSTSUBSCRIPT end_ARG start_ARG 1 + italic_H / italic_b end_ARG ,

b𝑏bitalic_b being the fracture aperture. Fractures which qualify as thin enough to be treated as lower-dimensional regions will always satisfy bHmuch-less-than𝑏𝐻b\ll Hitalic_b ≪ italic_H,thus making the error in the concentration profile small: δωωmaxmuch-less-than𝛿𝜔subscript𝜔𝑚𝑎𝑥\delta\omega\ll\omega_{max}italic_δ italic_ω ≪ italic_ω start_POSTSUBSCRIPT italic_m italic_a italic_x end_POSTSUBSCRIPT. This small model reduction error however can manifest itself in the form of (small) artificial fluxes around fracture tips: the concentration gradient that arises from matching the two solutions creates a circulating diffusive flux, as illustrated in figure 6 on the left. The exact same reasoning can then be applied for the fluid mass conservation equation: small artificial fluid mass fluxes may appear around fracture tips due to the discontinuity of pressure across the fracture (see figure 6 on the right).

Free convection in fractured porous media: a numerical study (6)

3 Numerical discretization

This section is dedicated to the discretization of system (14).The method chosen for the spatial discretization of the system is the finite volume method.In the fractured problem, we have a sequence of domains Ωd,d{0,1,2,3}subscriptΩ𝑑𝑑0123\Omega_{d},\,d\in\{0,1,2,3\}roman_Ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT , italic_d ∈ { 0 , 1 , 2 , 3 }.We start by defining a mesh on each of them.While the different meshes in principle can be completely independent, the mathematical formulation is more easily expressed using conforming meshes: lower dimensional meshes are implicitly defined by their higher dimensional neighbour.

Free convection in fractured porous media: a numerical study (7)

The sequence of meshes for each of the domains ΩdsubscriptΩ𝑑\Omega_{d}roman_Ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT will be denoted by 𝒯dsubscript𝒯𝑑\mathcal{T}_{d}caligraphic_T start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT, the set of edges of 𝒯dsubscript𝒯𝑑\mathcal{T}_{d}caligraphic_T start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT by dsubscript𝑑\mathcal{E}_{d}caligraphic_E start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT.Even though the interfaces ΓdsubscriptΓ𝑑\Gamma_{d}roman_Γ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT are co-located with the lower dimensional domains ΩdsubscriptΩ𝑑\Omega_{d}roman_Ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT, we keep the two separate by defining interface meshes 𝒢dsubscript𝒢𝑑\mathcal{G}_{d}caligraphic_G start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT.In what follows, K𝐾Kitalic_K will denote a generic element of mesh 𝒯dsubscript𝒯𝑑\mathcal{T}_{d}caligraphic_T start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT, γ𝛾\gammaitalic_γ a generic element of the interface mesh 𝒢dsubscript𝒢𝑑\mathcal{G}_{d}caligraphic_G start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT and σ𝜎\sigmaitalic_σ a generic face of dsubscript𝑑\mathcal{E}_{d}caligraphic_E start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT.We will also indicate the normal pointing inside the fracture at element γ𝛾\gammaitalic_γ as 𝒏γsubscript𝒏𝛾\bm{n}_{\gamma}bold_italic_n start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT.

The set dsubscript𝑑\mathcal{E}_{d}caligraphic_E start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT, or equivalently the faces of any element K𝐾Kitalic_K, can be partitioned into three sets:(i) internal or belonging to the Dirichlet boundary,(ii) belonging to the Neumann boundary,(iii) adjacent to a lower-dimensional domain.Notice that we get two different partitions based on which boundary conditions we use to split the boundary (boundary conditions related to the flow problem or to the transport problem):K=KipKNpKf=KiωKNωKf𝐾superscriptsubscript𝐾𝑖𝑝superscriptsubscript𝐾𝑁𝑝subscript𝐾𝑓superscriptsubscript𝐾𝑖𝜔superscriptsubscript𝐾𝑁𝜔subscript𝐾𝑓\partial K=\partial K_{i}^{p}\cup\partial K_{N}^{p}\cup\partial K_{f}=\partialK%_{i}^{\omega}\cup\partial K_{N}^{\omega}\cup\partial K_{f}∂ italic_K = ∂ italic_K start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_p end_POSTSUPERSCRIPT ∪ ∂ italic_K start_POSTSUBSCRIPT italic_N end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_p end_POSTSUPERSCRIPT ∪ ∂ italic_K start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT = ∂ italic_K start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_ω end_POSTSUPERSCRIPT ∪ ∂ italic_K start_POSTSUBSCRIPT italic_N end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_ω end_POSTSUPERSCRIPT ∪ ∂ italic_K start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT.Also, thanks to the conforming mesh hypothesis, faces in Kfsubscript𝐾𝑓\partial K_{f}∂ italic_K start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT can be identified with elements of the interface mesh 𝒢dsubscript𝒢𝑑\mathcal{G}_{d}caligraphic_G start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT, thus enabling us to legitimately write integrals such as γλdsubscript𝛾subscript𝜆𝑑\int_{\gamma}\lambda_{d}∫ start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT italic_λ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT where γKf𝛾subscript𝐾𝑓\gamma\in\partial K_{f}italic_γ ∈ ∂ italic_K start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT.

Free convection in fractured porous media: a numerical study (8)

With the notation in place, we can start integrating the conservation equations in system (14) over a generic element K𝒯d𝐾subscript𝒯𝑑K\in\mathcal{T}_{d}italic_K ∈ caligraphic_T start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT:

Kd𝒖d𝑑xd=K[λ]𝑑xd,subscript𝐾subscript𝑑subscript𝒖𝑑differential-dsuperscript𝑥𝑑subscript𝐾delimited-[]𝜆differential-dsuperscript𝑥𝑑\displaystyle\int_{K}\nabla_{d}\cdot\bm{u}_{d}\,dx^{d}=\int_{K}[\lambda]\,dx^{%d},∫ start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT ∇ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ⋅ bold_italic_u start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT = ∫ start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT [ italic_λ ] italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT ,
Kb3dωdt𝑑xd+Kd𝒒d𝑑xd=K[θ]𝑑xd.subscript𝐾superscript𝑏3𝑑subscript𝜔𝑑𝑡differential-dsuperscript𝑥𝑑subscript𝐾subscript𝑑subscript𝒒𝑑differential-dsuperscript𝑥𝑑subscript𝐾delimited-[]𝜃differential-dsuperscript𝑥𝑑\displaystyle\int_{K}b^{3-d}\frac{\partial\omega_{d}}{\partial t}\,dx^{d}+\int%_{K}\nabla_{d}\cdot\bm{q}_{d}\,dx^{d}=\int_{K}[\theta]\,dx^{d}.∫ start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT italic_b start_POSTSUPERSCRIPT 3 - italic_d end_POSTSUPERSCRIPT divide start_ARG ∂ italic_ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT end_ARG start_ARG ∂ italic_t end_ARG italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT + ∫ start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT ∇ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ⋅ bold_italic_q start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT = ∫ start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT [ italic_θ ] italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT .

Working on the integrals one by one we have

Kd𝒖d𝑑xd=K𝒖d𝒏𝑑xd1=Kiσ𝒖d𝒏𝑑xd1+Kfσλd1𝑑xd1+KNpσ𝒖N𝑑xd1,subscript𝐾subscript𝑑subscript𝒖𝑑differential-dsuperscript𝑥𝑑subscript𝐾subscript𝒖𝑑𝒏differential-dsuperscript𝑥𝑑1subscriptsubscript𝐾𝑖subscript𝜎subscript𝒖𝑑𝒏differential-dsuperscript𝑥𝑑1subscriptsubscript𝐾𝑓subscript𝜎subscript𝜆𝑑1differential-dsuperscript𝑥𝑑1subscriptsuperscriptsubscript𝐾𝑁𝑝subscript𝜎subscript𝒖𝑁differential-dsuperscript𝑥𝑑1\displaystyle\int_{K}\nabla_{d}\cdot\bm{u}_{d}\,dx^{d}=\int_{\partial K}\bm{u}%_{d}\cdot\bm{n}\,dx^{d-1}=\sum_{\partial K_{i}}\int_{\sigma}\bm{u}_{d}\cdot\bm%{n}\,dx^{d-1}+\sum_{\partial K_{f}}\int_{\sigma}\lambda_{d-1}\,dx^{d-1}+\sum_{%\partial K_{N}^{p}}\int_{\sigma}\bm{u}_{N}\,dx^{d-1},∫ start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT ∇ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ⋅ bold_italic_u start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT = ∫ start_POSTSUBSCRIPT ∂ italic_K end_POSTSUBSCRIPT bold_italic_u start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ⋅ bold_italic_n italic_d italic_x start_POSTSUPERSCRIPT italic_d - 1 end_POSTSUPERSCRIPT = ∑ start_POSTSUBSCRIPT ∂ italic_K start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT end_POSTSUBSCRIPT ∫ start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT bold_italic_u start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ⋅ bold_italic_n italic_d italic_x start_POSTSUPERSCRIPT italic_d - 1 end_POSTSUPERSCRIPT + ∑ start_POSTSUBSCRIPT ∂ italic_K start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT end_POSTSUBSCRIPT ∫ start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT italic_λ start_POSTSUBSCRIPT italic_d - 1 end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d - 1 end_POSTSUPERSCRIPT + ∑ start_POSTSUBSCRIPT ∂ italic_K start_POSTSUBSCRIPT italic_N end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_p end_POSTSUPERSCRIPT end_POSTSUBSCRIPT ∫ start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT bold_italic_u start_POSTSUBSCRIPT italic_N end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d - 1 end_POSTSUPERSCRIPT ,
K[λd]𝑑xd=K±λd𝑑xd,subscript𝐾delimited-[]subscript𝜆𝑑differential-dsuperscript𝑥𝑑subscriptsuperscript𝐾plus-or-minussubscript𝜆𝑑differential-dsuperscript𝑥𝑑\displaystyle\int_{K}[\lambda_{d}]\,dx^{d}=\int_{K^{\pm}}\lambda_{d}\,dx^{d},∫ start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT [ italic_λ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ] italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT = ∫ start_POSTSUBSCRIPT italic_K start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT end_POSTSUBSCRIPT italic_λ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT ,
Kb3dtωddxd=b3dddtKωd𝑑xd,subscript𝐾superscript𝑏3𝑑subscript𝑡subscript𝜔𝑑𝑑superscript𝑥𝑑superscript𝑏3𝑑𝑑𝑑𝑡subscript𝐾subscript𝜔𝑑differential-dsuperscript𝑥𝑑\displaystyle\int_{K}b^{3-d}\,\partial_{t}\omega_{d}\,dx^{d}=b^{3-d}\frac{d}{%dt}\int_{K}\omega_{d}\,dx^{d},∫ start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT italic_b start_POSTSUPERSCRIPT 3 - italic_d end_POSTSUPERSCRIPT ∂ start_POSTSUBSCRIPT italic_t end_POSTSUBSCRIPT italic_ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT = italic_b start_POSTSUPERSCRIPT 3 - italic_d end_POSTSUPERSCRIPT divide start_ARG italic_d end_ARG start_ARG italic_d italic_t end_ARG ∫ start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT italic_ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT ,
Kd𝒒d𝑑xd=K𝒒d𝒏𝑑xd1=Kiσ𝒒d𝒏𝑑xd1+Kfσθd1𝑑xd1+KNωσ𝒒N𝑑xd1,subscript𝐾subscript𝑑subscript𝒒𝑑differential-dsuperscript𝑥𝑑subscript𝐾subscript𝒒𝑑𝒏differential-dsuperscript𝑥𝑑1subscriptsubscript𝐾𝑖subscript𝜎subscript𝒒𝑑𝒏differential-dsuperscript𝑥𝑑1subscriptsubscript𝐾𝑓subscript𝜎subscript𝜃𝑑1differential-dsuperscript𝑥𝑑1subscriptsuperscriptsubscript𝐾𝑁𝜔subscript𝜎subscript𝒒𝑁differential-dsuperscript𝑥𝑑1\displaystyle\int_{K}\nabla_{d}\cdot\bm{q}_{d}\,dx^{d}=\int_{\partial K}\bm{q}%_{d}\cdot\bm{n}\,dx^{d-1}=\sum_{\partial K_{i}}\int_{\sigma}\bm{q}_{d}\cdot\bm%{n}\,dx^{d-1}+\sum_{\partial K_{f}}\int_{\sigma}\theta_{d-1}\,dx^{d-1}+\sum_{%\partial K_{N}^{\omega}}\int_{\sigma}\bm{q}_{N}\,dx^{d-1},∫ start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT ∇ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ⋅ bold_italic_q start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT = ∫ start_POSTSUBSCRIPT ∂ italic_K end_POSTSUBSCRIPT bold_italic_q start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ⋅ bold_italic_n italic_d italic_x start_POSTSUPERSCRIPT italic_d - 1 end_POSTSUPERSCRIPT = ∑ start_POSTSUBSCRIPT ∂ italic_K start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT end_POSTSUBSCRIPT ∫ start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT bold_italic_q start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ⋅ bold_italic_n italic_d italic_x start_POSTSUPERSCRIPT italic_d - 1 end_POSTSUPERSCRIPT + ∑ start_POSTSUBSCRIPT ∂ italic_K start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT end_POSTSUBSCRIPT ∫ start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT italic_θ start_POSTSUBSCRIPT italic_d - 1 end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d - 1 end_POSTSUPERSCRIPT + ∑ start_POSTSUBSCRIPT ∂ italic_K start_POSTSUBSCRIPT italic_N end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_ω end_POSTSUPERSCRIPT end_POSTSUBSCRIPT ∫ start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT bold_italic_q start_POSTSUBSCRIPT italic_N end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d - 1 end_POSTSUPERSCRIPT ,
K[θd]𝑑xd=K±θd𝑑xd.subscript𝐾delimited-[]subscript𝜃𝑑differential-dsuperscript𝑥𝑑subscriptsuperscript𝐾plus-or-minussubscript𝜃𝑑differential-dsuperscript𝑥𝑑\displaystyle\int_{K}[\theta_{d}]\,dx^{d}=\int_{K^{\pm}}\theta_{d}\,dx^{d}.∫ start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT [ italic_θ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ] italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT = ∫ start_POSTSUBSCRIPT italic_K start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT end_POSTSUBSCRIPT italic_θ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT .

Now introducing the discrete variables and fluxes

PK=1|K|Kpd𝑑xd,subscript𝑃𝐾1𝐾subscript𝐾subscript𝑝𝑑differential-dsuperscript𝑥𝑑\displaystyle P_{K}=\frac{1}{|K|}\int_{K}p_{d}\,dx^{d},\;italic_P start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT = divide start_ARG 1 end_ARG start_ARG | italic_K | end_ARG ∫ start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT italic_p start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT ,UKσσ𝒖d𝒏K𝑑xd1,subscript𝑈𝐾𝜎subscript𝜎subscript𝒖𝑑subscript𝒏𝐾differential-dsuperscript𝑥𝑑1\displaystyle U_{K\sigma}\approx\int_{\sigma}\bm{u}_{d}\cdot\bm{n}_{K}\,dx^{d-%1},\;italic_U start_POSTSUBSCRIPT italic_K italic_σ end_POSTSUBSCRIPT ≈ ∫ start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT bold_italic_u start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ⋅ bold_italic_n start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d - 1 end_POSTSUPERSCRIPT ,ΛK±=K±λd𝑑xd,subscriptΛsuperscript𝐾plus-or-minussubscriptsuperscript𝐾plus-or-minussubscript𝜆𝑑differential-dsuperscript𝑥𝑑\displaystyle\Lambda_{K^{\pm}}=\int_{K^{\pm}}\lambda_{d}\,dx^{d},roman_Λ start_POSTSUBSCRIPT italic_K start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT end_POSTSUBSCRIPT = ∫ start_POSTSUBSCRIPT italic_K start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT end_POSTSUBSCRIPT italic_λ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT ,(15)
WK=1|K|Kωd𝑑xd,subscript𝑊𝐾1𝐾subscript𝐾subscript𝜔𝑑differential-dsuperscript𝑥𝑑\displaystyle W_{K}=\frac{1}{|K|}\int_{K}\omega_{d}\,dx^{d},italic_W start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT = divide start_ARG 1 end_ARG start_ARG | italic_K | end_ARG ∫ start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT italic_ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT ,QKσσ𝒒d𝒏K𝑑xd1,subscript𝑄𝐾𝜎subscript𝜎subscript𝒒𝑑subscript𝒏𝐾differential-dsuperscript𝑥𝑑1\displaystyle Q_{K\sigma}\approx\int_{\sigma}\bm{q}_{d}\cdot\bm{n}_{K}\,dx^{d-%1},italic_Q start_POSTSUBSCRIPT italic_K italic_σ end_POSTSUBSCRIPT ≈ ∫ start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT bold_italic_q start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ⋅ bold_italic_n start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d - 1 end_POSTSUPERSCRIPT ,ΘK±=K±θd𝑑xd.subscriptΘsuperscript𝐾plus-or-minussubscriptsuperscript𝐾plus-or-minussubscript𝜃𝑑differential-dsuperscript𝑥𝑑\displaystyle\Theta_{K^{\pm}}=\int_{K^{\pm}}\theta_{d}\,dx^{d}.roman_Θ start_POSTSUBSCRIPT italic_K start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT end_POSTSUBSCRIPT = ∫ start_POSTSUBSCRIPT italic_K start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT end_POSTSUBSCRIPT italic_θ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT .

we can write the discrete version of the conservation equations in (14):

KiUKσ+KfΛγ+KNpUN,σ=ΛK±,subscriptsubscript𝐾𝑖subscript𝑈𝐾𝜎subscriptsubscript𝐾𝑓subscriptΛ𝛾subscriptsuperscriptsubscript𝐾𝑁𝑝subscript𝑈𝑁𝜎subscriptΛsuperscript𝐾plus-or-minus\displaystyle\sum_{\partial K_{i}}U_{K\sigma}+\sum_{\partial K_{f}}\Lambda_{%\gamma}+\sum_{\partial K_{N}^{p}}U_{N,\sigma}=\Lambda_{K^{\pm}},∑ start_POSTSUBSCRIPT ∂ italic_K start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT end_POSTSUBSCRIPT italic_U start_POSTSUBSCRIPT italic_K italic_σ end_POSTSUBSCRIPT + ∑ start_POSTSUBSCRIPT ∂ italic_K start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT end_POSTSUBSCRIPT roman_Λ start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT + ∑ start_POSTSUBSCRIPT ∂ italic_K start_POSTSUBSCRIPT italic_N end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_p end_POSTSUPERSCRIPT end_POSTSUBSCRIPT italic_U start_POSTSUBSCRIPT italic_N , italic_σ end_POSTSUBSCRIPT = roman_Λ start_POSTSUBSCRIPT italic_K start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT end_POSTSUBSCRIPT ,(16)
b3d|K|ddtWK+KiQKσ+KfΘγ+KNωQN,σ=ΘK±.superscript𝑏3𝑑𝐾𝑑𝑑𝑡subscript𝑊𝐾subscriptsubscript𝐾𝑖subscript𝑄𝐾𝜎subscriptsubscript𝐾𝑓subscriptΘ𝛾subscriptsuperscriptsubscript𝐾𝑁𝜔subscript𝑄𝑁𝜎subscriptΘsuperscript𝐾plus-or-minus\displaystyle b^{3-d}|K|\frac{d}{dt}W_{K}+\sum_{\partial K_{i}}Q_{K\sigma}+%\sum_{\partial K_{f}}\Theta_{\gamma}+\sum_{\partial K_{N}^{\omega}}Q_{N,\sigma%}=\Theta_{K^{\pm}}.italic_b start_POSTSUPERSCRIPT 3 - italic_d end_POSTSUPERSCRIPT | italic_K | divide start_ARG italic_d end_ARG start_ARG italic_d italic_t end_ARG italic_W start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT + ∑ start_POSTSUBSCRIPT ∂ italic_K start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT end_POSTSUBSCRIPT italic_Q start_POSTSUBSCRIPT italic_K italic_σ end_POSTSUBSCRIPT + ∑ start_POSTSUBSCRIPT ∂ italic_K start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT end_POSTSUBSCRIPT roman_Θ start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT + ∑ start_POSTSUBSCRIPT ∂ italic_K start_POSTSUBSCRIPT italic_N end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_ω end_POSTSUPERSCRIPT end_POSTSUBSCRIPT italic_Q start_POSTSUBSCRIPT italic_N , italic_σ end_POSTSUBSCRIPT = roman_Θ start_POSTSUBSCRIPT italic_K start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT end_POSTSUBSCRIPT .

The last step is the discretization of the constitutive laws for the fluxes.Integrating the constitutive laws gives

σ𝒖d𝒏𝑑xd1=b3dkd/(ϕμ)(σpdndxd1+ρ0α𝒈𝒏σσωd𝑑xd1),subscript𝜎subscript𝒖𝑑𝒏differential-dsuperscript𝑥𝑑1superscript𝑏3𝑑subscript𝑘𝑑italic-ϕ𝜇subscript𝜎subscript𝑝𝑑𝑛𝑑superscript𝑥𝑑1subscript𝜌0𝛼𝒈subscript𝒏𝜎subscript𝜎subscript𝜔𝑑differential-dsuperscript𝑥𝑑1\displaystyle\int_{\sigma}\bm{u}_{d}\cdot\bm{n}\,dx^{d-1}=b^{3-d}k_{d}/(\phi%\mu)\;\left(\int_{\sigma}-\frac{\partial p_{d}}{\partial n}\,dx^{d-1}+\rho_{0}%\alpha\,\bm{g}\cdot\bm{n}_{\sigma}\int_{\sigma}\omega_{d}\,dx^{d-1}\right),∫ start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT bold_italic_u start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ⋅ bold_italic_n italic_d italic_x start_POSTSUPERSCRIPT italic_d - 1 end_POSTSUPERSCRIPT = italic_b start_POSTSUPERSCRIPT 3 - italic_d end_POSTSUPERSCRIPT italic_k start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT / ( italic_ϕ italic_μ ) ( ∫ start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT - divide start_ARG ∂ italic_p start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT end_ARG start_ARG ∂ italic_n end_ARG italic_d italic_x start_POSTSUPERSCRIPT italic_d - 1 end_POSTSUPERSCRIPT + italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT italic_α bold_italic_g ⋅ bold_italic_n start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT ∫ start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT italic_ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d - 1 end_POSTSUPERSCRIPT ) ,
γλd𝑑xd=b2dkd/(ϕμ)γ(trpd+1pdb/2+ρ0αtrωd+1𝒈𝒏γ)𝑑xd,subscript𝛾subscript𝜆𝑑differential-dsuperscript𝑥𝑑superscript𝑏2𝑑subscript𝑘𝑑italic-ϕ𝜇subscript𝛾trsubscript𝑝𝑑1subscript𝑝𝑑𝑏2subscript𝜌0𝛼trsubscript𝜔𝑑1𝒈subscript𝒏𝛾differential-dsuperscript𝑥𝑑\displaystyle\int_{\gamma}\lambda_{d}\,\,dx^{d}=b^{2-d}k_{d}/(\phi\mu)\;\int_{%\gamma}\left(\frac{\operatorname{tr}p_{d+1}-p_{d}}{b/2}+\rho_{0}\alpha%\operatorname{tr}\omega_{d+1}\,\bm{g}\cdot\bm{n}_{\gamma}\right)\,dx^{d},∫ start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT italic_λ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT = italic_b start_POSTSUPERSCRIPT 2 - italic_d end_POSTSUPERSCRIPT italic_k start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT / ( italic_ϕ italic_μ ) ∫ start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT ( divide start_ARG roman_tr italic_p start_POSTSUBSCRIPT italic_d + 1 end_POSTSUBSCRIPT - italic_p start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT end_ARG start_ARG italic_b / 2 end_ARG + italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT italic_α roman_tr italic_ω start_POSTSUBSCRIPT italic_d + 1 end_POSTSUBSCRIPT bold_italic_g ⋅ bold_italic_n start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT ) italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT ,
σ𝒒d𝒏𝑑xd1=b3d(Dσωdndxd1+σωd𝒖𝒅𝒏𝑑xd1),subscript𝜎subscript𝒒𝑑𝒏differential-dsuperscript𝑥𝑑1superscript𝑏3𝑑𝐷subscript𝜎subscript𝜔𝑑𝑛𝑑superscript𝑥𝑑1subscript𝜎subscript𝜔𝑑subscript𝒖𝒅𝒏differential-dsuperscript𝑥𝑑1\displaystyle\int_{\sigma}\bm{q}_{d}\cdot\bm{n}\,dx^{d-1}=b^{3-d}\left(D\int_{%\sigma}-\frac{\partial\omega_{d}}{\partial n}\,dx^{d-1}+\int_{\sigma}\omega_{d%}\bm{u_{d}}\cdot\bm{n}\,dx^{d-1}\right),∫ start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT bold_italic_q start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ⋅ bold_italic_n italic_d italic_x start_POSTSUPERSCRIPT italic_d - 1 end_POSTSUPERSCRIPT = italic_b start_POSTSUPERSCRIPT 3 - italic_d end_POSTSUPERSCRIPT ( italic_D ∫ start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT - divide start_ARG ∂ italic_ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT end_ARG start_ARG ∂ italic_n end_ARG italic_d italic_x start_POSTSUPERSCRIPT italic_d - 1 end_POSTSUPERSCRIPT + ∫ start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT italic_ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT bold_italic_u start_POSTSUBSCRIPT bold_italic_d end_POSTSUBSCRIPT ⋅ bold_italic_n italic_d italic_x start_POSTSUPERSCRIPT italic_d - 1 end_POSTSUPERSCRIPT ) ,
γθd𝑑xd=γ(b2dDtrωd+1ωdb/2+ωdλd)𝑑xd.subscript𝛾subscript𝜃𝑑differential-dsuperscript𝑥𝑑subscript𝛾superscript𝑏2𝑑𝐷trsubscript𝜔𝑑1subscript𝜔𝑑𝑏2subscript𝜔𝑑subscript𝜆𝑑differential-dsuperscript𝑥𝑑\displaystyle\int_{\gamma}\theta_{d}\,dx^{d}=\int_{\gamma}\left(b^{2-d}D\frac{%\operatorname{tr}\omega_{d+1}-\omega_{d}}{b/2}+\omega_{d}\lambda_{d}\right)\,%dx^{d}.∫ start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT italic_θ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT = ∫ start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT ( italic_b start_POSTSUPERSCRIPT 2 - italic_d end_POSTSUPERSCRIPT italic_D divide start_ARG roman_tr italic_ω start_POSTSUBSCRIPT italic_d + 1 end_POSTSUBSCRIPT - italic_ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT end_ARG start_ARG italic_b / 2 end_ARG + italic_ω start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT italic_λ start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT ) italic_d italic_x start_POSTSUPERSCRIPT italic_d end_POSTSUPERSCRIPT .

We rewrite each of these laws in terms of the discrete variables defined in (15):

UKσ=b3d|σ|kd/(ϕμ)(Pσ+ρ0α𝒈𝒏σWσ),subscript𝑈𝐾𝜎superscript𝑏3𝑑𝜎subscript𝑘𝑑italic-ϕ𝜇subscript𝑃𝜎subscript𝜌0𝛼𝒈subscript𝒏𝜎subscript𝑊𝜎\displaystyle U_{K\sigma}=b^{3-d}|\sigma|k_{d}/(\phi\mu)\;\left({\nabla P}_{%\sigma}+\rho_{0}\alpha\,\bm{g}\cdot\bm{n}_{\sigma}W_{\sigma}\right),italic_U start_POSTSUBSCRIPT italic_K italic_σ end_POSTSUBSCRIPT = italic_b start_POSTSUPERSCRIPT 3 - italic_d end_POSTSUPERSCRIPT | italic_σ | italic_k start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT / ( italic_ϕ italic_μ ) ( ∇ italic_P start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT + italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT italic_α bold_italic_g ⋅ bold_italic_n start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT italic_W start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT ) ,(17)
ΛK±=b2d|K|kd/(ϕμ)(PK±PKb/2+ρ0α𝒈𝒏K±WK±),subscriptΛsuperscript𝐾plus-or-minussuperscript𝑏2𝑑𝐾subscript𝑘𝑑italic-ϕ𝜇subscript𝑃superscript𝐾plus-or-minussubscript𝑃𝐾𝑏2subscript𝜌0𝛼𝒈subscript𝒏superscript𝐾plus-or-minussubscript𝑊superscript𝐾plus-or-minus\displaystyle\Lambda_{K^{\pm}}=b^{2-d}|K|k_{d}/(\phi\mu)\;\left(\frac{P_{K^{%\pm}}-P_{K}}{b/2}+\rho_{0}\alpha\,\bm{g}\cdot\bm{n}_{K^{\pm}}W_{K^{\pm}}\right),roman_Λ start_POSTSUBSCRIPT italic_K start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT end_POSTSUBSCRIPT = italic_b start_POSTSUPERSCRIPT 2 - italic_d end_POSTSUPERSCRIPT | italic_K | italic_k start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT / ( italic_ϕ italic_μ ) ( divide start_ARG italic_P start_POSTSUBSCRIPT italic_K start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT end_POSTSUBSCRIPT - italic_P start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT end_ARG start_ARG italic_b / 2 end_ARG + italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT italic_α bold_italic_g ⋅ bold_italic_n start_POSTSUBSCRIPT italic_K start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT end_POSTSUBSCRIPT italic_W start_POSTSUBSCRIPT italic_K start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT end_POSTSUBSCRIPT ) ,
QKσ=b3d|σ|DWσ+WσUKσ,subscript𝑄𝐾𝜎superscript𝑏3𝑑𝜎𝐷subscript𝑊𝜎subscript𝑊𝜎subscript𝑈𝐾𝜎\displaystyle Q_{K\sigma}=b^{3-d}|\sigma|D\,\nabla W_{\sigma}+W_{\sigma}U_{K%\sigma},italic_Q start_POSTSUBSCRIPT italic_K italic_σ end_POSTSUBSCRIPT = italic_b start_POSTSUPERSCRIPT 3 - italic_d end_POSTSUPERSCRIPT | italic_σ | italic_D ∇ italic_W start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT + italic_W start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT italic_U start_POSTSUBSCRIPT italic_K italic_σ end_POSTSUBSCRIPT ,
ΘK±=b2d|K|DWK±WKb/2+WK±ΛK±,subscriptΘsuperscript𝐾plus-or-minussuperscript𝑏2𝑑𝐾𝐷subscript𝑊superscript𝐾plus-or-minussubscript𝑊𝐾𝑏2subscript𝑊superscript𝐾plus-or-minussubscriptΛsuperscript𝐾plus-or-minus\displaystyle\Theta_{K^{\pm}}=b^{2-d}|K|D\frac{W_{K^{\pm}}-W_{K}}{b/2}+W_{K^{%\pm}}\Lambda_{K^{\pm}},roman_Θ start_POSTSUBSCRIPT italic_K start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT end_POSTSUBSCRIPT = italic_b start_POSTSUPERSCRIPT 2 - italic_d end_POSTSUPERSCRIPT | italic_K | italic_D divide start_ARG italic_W start_POSTSUBSCRIPT italic_K start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT end_POSTSUBSCRIPT - italic_W start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT end_ARG start_ARG italic_b / 2 end_ARG + italic_W start_POSTSUBSCRIPT italic_K start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT end_POSTSUBSCRIPT roman_Λ start_POSTSUBSCRIPT italic_K start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT end_POSTSUBSCRIPT ,

where the quantities ϕσsubscriptitalic-ϕ𝜎\nabla\phi_{\sigma}∇ italic_ϕ start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT and ϕσsubscriptitalic-ϕ𝜎\phi_{\sigma}italic_ϕ start_POSTSUBSCRIPT italic_σ end_POSTSUBSCRIPT, i.e. gradients and face values, depend on the particular finite volume scheme. We choose the Multipoint Flux Approximation scheme described in [1], which computes the gradient on a face by considering values of all cells sharing a node with the face.As for all finite volume schemes, fluid mass and solute mass conservation is guaranteed.In contrast to a two-point scheme (TPFA) however, the MPFA scheme is consistent on general grids.

Note that we make use of a centered scheme for the advective term in the concentration equation. This choice, unlike upwind, is known to produce numerical oscillations for convection dominated flows.In all our numerical experiments however, convection is mild enough for our centered scheme to be numerically stable.We can easily relate the already introduced Rayleigh number to the Peclet number:

𝑃𝑒=uhD=uHDhH=𝑅𝑎hH𝑃𝑒𝑢𝐷𝑢𝐻𝐷𝐻𝑅𝑎𝐻\mathit{Pe}=\frac{uh}{D}=\frac{uH}{D}\frac{h}{H}=\mathit{Ra}\frac{h}{H}italic_Pe = divide start_ARG italic_u italic_h end_ARG start_ARG italic_D end_ARG = divide start_ARG italic_u italic_H end_ARG start_ARG italic_D end_ARG divide start_ARG italic_h end_ARG start_ARG italic_H end_ARG = italic_Ra divide start_ARG italic_h end_ARG start_ARG italic_H end_ARG

where hhitalic_h is a characteristic cell diameter, H𝐻Hitalic_H is a characteristic length of the domain.

In all the the following numerical experiments, sufficiently fine grids will be computationally feasible for 𝑃𝑒𝑃𝑒\mathit{Pe}italic_Pe to be O(1)𝑂1O(1)italic_O ( 1 ).The 𝑃𝑒𝑃𝑒\mathit{Pe}italic_Pe number is nonetheless numerically monitored in all the following simulations.

3.1 Time discretization and direct solution method

We denote as "direct solution method" the integration of the model equations forward in time starting from a zero-solute or equilibrium initial condition, to assess the possible onset of convection.Once a steady state has been reached, we must verify whether convective motion is present.We will use the implicit Euler method for advancing in time for its unconditional stability. An adaptive time-stepping is also used to reduce the amount of computation necessary to reach steady state, see section 4.2 for details.

To discretize in time, define a set of timesteps{tn}n=0Nsubscriptsuperscript𝑡𝑛𝑛0𝑁\{t^{n}\}_{n=0\dotsc N}{ italic_t start_POSTSUPERSCRIPT italic_n end_POSTSUPERSCRIPT } start_POSTSUBSCRIPT italic_n = 0 … italic_N end_POSTSUBSCRIPTand write our discretized system as:

KiUKσn+1+KfΛγn+1+KNpUN,σn+1=ΛK±n+1,subscriptsubscript𝐾𝑖superscriptsubscript𝑈𝐾𝜎𝑛1subscriptsubscript𝐾𝑓superscriptsubscriptΛ𝛾𝑛1subscriptsuperscriptsubscript𝐾𝑁𝑝superscriptsubscript𝑈𝑁𝜎𝑛1superscriptsubscriptΛsuperscript𝐾plus-or-minus𝑛1\displaystyle\sum_{\partial K_{i}}U_{K\sigma}^{n+1}+\sum_{\partial K_{f}}%\Lambda_{\gamma}^{n+1}+\sum_{\partial K_{N}^{p}}U_{N,\sigma}^{n+1}=\Lambda_{K^%{\pm}}^{n+1},∑ start_POSTSUBSCRIPT ∂ italic_K start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT end_POSTSUBSCRIPT italic_U start_POSTSUBSCRIPT italic_K italic_σ end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_n + 1 end_POSTSUPERSCRIPT + ∑ start_POSTSUBSCRIPT ∂ italic_K start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT end_POSTSUBSCRIPT roman_Λ start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_n + 1 end_POSTSUPERSCRIPT + ∑ start_POSTSUBSCRIPT ∂ italic_K start_POSTSUBSCRIPT italic_N end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_p end_POSTSUPERSCRIPT end_POSTSUBSCRIPT italic_U start_POSTSUBSCRIPT italic_N , italic_σ end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_n + 1 end_POSTSUPERSCRIPT = roman_Λ start_POSTSUBSCRIPT italic_K start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_n + 1 end_POSTSUPERSCRIPT ,(18)
b3d|K|WKn+1WKnΔtn+KiQKσn+1+KfΘγn+1+KNωQN,σn+1=ΘK±n+1,superscript𝑏3𝑑𝐾superscriptsubscript𝑊𝐾𝑛1superscriptsubscript𝑊𝐾𝑛Δsuperscript𝑡𝑛subscriptsubscript𝐾𝑖superscriptsubscript𝑄𝐾𝜎𝑛1subscriptsubscript𝐾𝑓superscriptsubscriptΘ𝛾𝑛1subscriptsuperscriptsubscript𝐾𝑁𝜔superscriptsubscript𝑄𝑁𝜎𝑛1superscriptsubscriptΘsuperscript𝐾plus-or-minus𝑛1\displaystyle b^{3-d}|K|\frac{W_{K}^{n+1}-W_{K}^{n}}{\Delta t^{n}}+\sum_{%\partial K_{i}}Q_{K\sigma}^{n+1}+\sum_{\partial K_{f}}\Theta_{\gamma}^{n+1}+%\sum_{\partial K_{N}^{\omega}}Q_{N,\sigma}^{n+1}=\Theta_{K^{\pm}}^{n+1},italic_b start_POSTSUPERSCRIPT 3 - italic_d end_POSTSUPERSCRIPT | italic_K | divide start_ARG italic_W start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_n + 1 end_POSTSUPERSCRIPT - italic_W start_POSTSUBSCRIPT italic_K end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_n end_POSTSUPERSCRIPT end_ARG start_ARG roman_Δ italic_t start_POSTSUPERSCRIPT italic_n end_POSTSUPERSCRIPT end_ARG + ∑ start_POSTSUBSCRIPT ∂ italic_K start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT end_POSTSUBSCRIPT italic_Q start_POSTSUBSCRIPT italic_K italic_σ end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_n + 1 end_POSTSUPERSCRIPT + ∑ start_POSTSUBSCRIPT ∂ italic_K start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT end_POSTSUBSCRIPT roman_Θ start_POSTSUBSCRIPT italic_γ end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_n + 1 end_POSTSUPERSCRIPT + ∑ start_POSTSUBSCRIPT ∂ italic_K start_POSTSUBSCRIPT italic_N end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_ω end_POSTSUPERSCRIPT end_POSTSUBSCRIPT italic_Q start_POSTSUBSCRIPT italic_N , italic_σ end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_n + 1 end_POSTSUPERSCRIPT = roman_Θ start_POSTSUBSCRIPT italic_K start_POSTSUPERSCRIPT ± end_POSTSUPERSCRIPT end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_n + 1 end_POSTSUPERSCRIPT ,

where K𝒯d,d{0,1,2,3}formulae-sequence𝐾subscript𝒯𝑑𝑑0123K\in\mathcal{T}_{d},\,d\in\{0,1,2,3\}italic_K ∈ caligraphic_T start_POSTSUBSCRIPT italic_d end_POSTSUBSCRIPT , italic_d ∈ { 0 , 1 , 2 , 3 }, Δtn=tn+1tnΔsuperscript𝑡𝑛superscript𝑡𝑛1superscript𝑡𝑛\Delta t^{n}=t^{n+1}-t^{n}roman_Δ italic_t start_POSTSUPERSCRIPT italic_n end_POSTSUPERSCRIPT = italic_t start_POSTSUPERSCRIPT italic_n + 1 end_POSTSUPERSCRIPT - italic_t start_POSTSUPERSCRIPT italic_n end_POSTSUPERSCRIPT, n{0,,N1}𝑛0𝑁1n\in\{0,\dotsc,N-1\}italic_n ∈ { 0 , … , italic_N - 1 }.

If the timestep is long enough and the solution stops changing (according to the norm of the difference between two timesteps of the solution), we declare the system to have reached steady state.Note that since the system of equations is nonlinear, each timestep requires the solution of a nonlinear problem.In our case we use Newton iterations by leveraging the automatic differentiation capabilities of the implementation.In the test cases, the tolerance for the Newton procedure is set to 1×1081E-81\text{\times}{10}^{-8}start_ARG 1 end_ARG start_ARG times end_ARG start_ARG power start_ARG 10 end_ARG start_ARG - 8 end_ARG end_ARG for the concentration increment.

3.2 Eigenvalue analysis

The previously outlined method for assessing stability, while effective at predicting stability, has some shortcomings.Among the disadvantages are its reliance on the choice of perturbation for the hydrostatic solution (if not starting from zero solute everywhere) and having to reach and assess the steadiness of the solution.The computational cost of reaching the steady state may become an issue: advancing a nonlinear equation in time with an implicit scheme requires the solution of multiple linear systems for each timestep advancement.

An alternative method, presented in detail below, relies on inspecting the nonlinear system of equations linearized around the equilibrium solution.The nonlinear discrete system (16) and (17) can be written abstractly as

MdWdt+F(W,Y)=0,𝑀𝑑𝑊𝑑𝑡𝐹𝑊𝑌0\displaystyle M\frac{dW}{dt}+F(W,Y)=0,italic_M divide start_ARG italic_d italic_W end_ARG start_ARG italic_d italic_t end_ARG + italic_F ( italic_W , italic_Y ) = 0 ,(19)
G(W,Y)=0,𝐺𝑊𝑌0\displaystyle G(W,Y)=0,italic_G ( italic_W , italic_Y ) = 0 ,

where Wn𝑊superscript𝑛W\in\mathbb{R}^{n}italic_W ∈ blackboard_R start_POSTSUPERSCRIPT italic_n end_POSTSUPERSCRIPT collects the degrees of freedom relative to the discrete variable W𝑊Witalic_W, and YNn𝑌superscript𝑁𝑛Y\in\mathbb{R}^{N-n}italic_Y ∈ blackboard_R start_POSTSUPERSCRIPT italic_N - italic_n end_POSTSUPERSCRIPT collects the degrees of freedom relative to the discrete variables P𝑃Pitalic_P, ΛΛ\Lambdaroman_Λ and ΘΘ\Thetaroman_Θ.F:n×Nnn:𝐹superscript𝑛superscript𝑁𝑛superscript𝑛F:\mathbb{R}^{n}\times\mathbb{R}^{N-n}\to\mathbb{R}^{n}italic_F : blackboard_R start_POSTSUPERSCRIPT italic_n end_POSTSUPERSCRIPT × blackboard_R start_POSTSUPERSCRIPT italic_N - italic_n end_POSTSUPERSCRIPT → blackboard_R start_POSTSUPERSCRIPT italic_n end_POSTSUPERSCRIPT and G:n×NnNn:𝐺superscript𝑛superscript𝑁𝑛superscript𝑁𝑛G:\mathbb{R}^{n}\times\mathbb{R}^{N-n}\to\mathbb{R}^{N-n}italic_G : blackboard_R start_POSTSUPERSCRIPT italic_n end_POSTSUPERSCRIPT × blackboard_R start_POSTSUPERSCRIPT italic_N - italic_n end_POSTSUPERSCRIPT → blackboard_R start_POSTSUPERSCRIPT italic_N - italic_n end_POSTSUPERSCRIPT collect the linear and nonlinear discrete operators in (16).Any discrete equilibrium solution (Ws,Ys)subscript𝑊𝑠subscript𝑌𝑠(W_{s},Y_{s})( italic_W start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT , italic_Y start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT ) will satisfy the system

F(Ws,Ys)=0,𝐹subscript𝑊𝑠subscript𝑌𝑠0\displaystyle F(W_{s},Y_{s})=0,italic_F ( italic_W start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT , italic_Y start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT ) = 0 ,
G(Ws,Ys)=0.𝐺subscript𝑊𝑠subscript𝑌𝑠0\displaystyle G(W_{s},Y_{s})=0.italic_G ( italic_W start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT , italic_Y start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT ) = 0 .

To assess whether the equilibrium solution is also asymptotically stable we perturb the time-dependent system:

M(dWsdt+dδWdt)+limit-from𝑀𝑑subscript𝑊𝑠𝑑𝑡𝑑𝛿𝑊𝑑𝑡\displaystyle M(\frac{dW_{s}}{dt}+\frac{d\delta W}{dt})+italic_M ( divide start_ARG italic_d italic_W start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT end_ARG start_ARG italic_d italic_t end_ARG + divide start_ARG italic_d italic_δ italic_W end_ARG start_ARG italic_d italic_t end_ARG ) +F(Ws+δW,Ys+δY)=0,𝐹subscript𝑊𝑠𝛿𝑊subscript𝑌𝑠𝛿𝑌0\displaystyle F(W_{s}+\delta W,Y_{s}+\delta Y)=0,italic_F ( italic_W start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT + italic_δ italic_W , italic_Y start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT + italic_δ italic_Y ) = 0 ,
G(Ws+δW,Ys+δY)=0,𝐺subscript𝑊𝑠𝛿𝑊subscript𝑌𝑠𝛿𝑌0\displaystyle G(W_{s}+\delta W,Y_{s}+\delta Y)=0,italic_G ( italic_W start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT + italic_δ italic_W , italic_Y start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT + italic_δ italic_Y ) = 0 ,

and linearize, taking advantage of the fact that δW,δY𝛿𝑊𝛿𝑌\delta W,\delta Yitalic_δ italic_W , italic_δ italic_Y are small perturbations:

MdWsdt+MdδWdt+𝑀𝑑subscript𝑊𝑠𝑑𝑡limit-from𝑀𝑑𝛿𝑊𝑑𝑡\displaystyle M\frac{dW_{s}}{dt}+M\frac{d\delta W}{dt}+italic_M divide start_ARG italic_d italic_W start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT end_ARG start_ARG italic_d italic_t end_ARG + italic_M divide start_ARG italic_d italic_δ italic_W end_ARG start_ARG italic_d italic_t end_ARG +F(Ws,Ys)0+FW|Ws,YsδW+FY|Ws,YsδY=0,superscriptcancel𝐹subscript𝑊𝑠subscript𝑌𝑠0evaluated-at𝐹𝑊subscript𝑊𝑠subscript𝑌𝑠𝛿𝑊evaluated-at𝐹𝑌subscript𝑊𝑠subscript𝑌𝑠𝛿𝑌0\displaystyle\cancelto{0}{F(W_{s},Y_{s})}+\frac{\partial F}{\partial W}\Bigr{|%}_{W_{s},Y_{s}}\delta W+\frac{\partial F}{\partial Y}\Bigr{|}_{W_{s},Y_{s}}%\delta Y=0,SUPERSCRIPTOP cancel italic_F ( italic_W start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT , italic_Y start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT ) 0 + divide start_ARG ∂ italic_F end_ARG start_ARG ∂ italic_W end_ARG | start_POSTSUBSCRIPT italic_W start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT , italic_Y start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT end_POSTSUBSCRIPT italic_δ italic_W + divide start_ARG ∂ italic_F end_ARG start_ARG ∂ italic_Y end_ARG | start_POSTSUBSCRIPT italic_W start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT , italic_Y start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT end_POSTSUBSCRIPT italic_δ italic_Y = 0 ,
G(Ws,Ys)0+GW|Ws,YsδW+GY|Ws,YsδY=0.superscriptcancel𝐺subscript𝑊𝑠subscript𝑌𝑠0evaluated-at𝐺𝑊subscript𝑊𝑠subscript𝑌𝑠𝛿𝑊evaluated-at𝐺𝑌subscript𝑊𝑠subscript𝑌𝑠𝛿𝑌0\displaystyle\cancelto{0}{G(W_{s},Y_{s})}+\frac{\partial G}{\partial W}\Bigr{|%}_{W_{s},Y_{s}}\delta W+\frac{\partial G}{\partial Y}\Bigr{|}_{W_{s},Y_{s}}%\delta Y=0.SUPERSCRIPTOP cancel italic_G ( italic_W start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT , italic_Y start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT ) 0 + divide start_ARG ∂ italic_G end_ARG start_ARG ∂ italic_W end_ARG | start_POSTSUBSCRIPT italic_W start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT , italic_Y start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT end_POSTSUBSCRIPT italic_δ italic_W + divide start_ARG ∂ italic_G end_ARG start_ARG ∂ italic_Y end_ARG | start_POSTSUBSCRIPT italic_W start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT , italic_Y start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT end_POSTSUBSCRIPT italic_δ italic_Y = 0 .

Renaming the partial derivatives to ease the notation

Aww=FW|Ws,Ys,subscript𝐴𝑤𝑤evaluated-at𝐹𝑊subscript𝑊𝑠subscript𝑌𝑠\displaystyle A_{ww}=\frac{\partial F}{\partial W}\Bigr{|}_{W_{s},Y_{s}},italic_A start_POSTSUBSCRIPT italic_w italic_w end_POSTSUBSCRIPT = divide start_ARG ∂ italic_F end_ARG start_ARG ∂ italic_W end_ARG | start_POSTSUBSCRIPT italic_W start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT , italic_Y start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT end_POSTSUBSCRIPT ,Awy=FY|Ws,Ys,subscript𝐴𝑤𝑦evaluated-at𝐹𝑌subscript𝑊𝑠subscript𝑌𝑠\displaystyle A_{wy}=\frac{\partial F}{\partial Y}\Bigr{|}_{W_{s},Y_{s}},italic_A start_POSTSUBSCRIPT italic_w italic_y end_POSTSUBSCRIPT = divide start_ARG ∂ italic_F end_ARG start_ARG ∂ italic_Y end_ARG | start_POSTSUBSCRIPT italic_W start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT , italic_Y start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT end_POSTSUBSCRIPT ,
Ayw=GW|Ws,Ys,subscript𝐴𝑦𝑤evaluated-at𝐺𝑊subscript𝑊𝑠subscript𝑌𝑠\displaystyle A_{yw}=\frac{\partial G}{\partial W}\Bigr{|}_{W_{s},Y_{s}},italic_A start_POSTSUBSCRIPT italic_y italic_w end_POSTSUBSCRIPT = divide start_ARG ∂ italic_G end_ARG start_ARG ∂ italic_W end_ARG | start_POSTSUBSCRIPT italic_W start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT , italic_Y start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT end_POSTSUBSCRIPT ,Ayy=GY|Ws,Ys,subscript𝐴𝑦𝑦evaluated-at𝐺𝑌subscript𝑊𝑠subscript𝑌𝑠\displaystyle A_{yy}=\frac{\partial G}{\partial Y}\Bigr{|}_{W_{s},Y_{s}},italic_A start_POSTSUBSCRIPT italic_y italic_y end_POSTSUBSCRIPT = divide start_ARG ∂ italic_G end_ARG start_ARG ∂ italic_Y end_ARG | start_POSTSUBSCRIPT italic_W start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT , italic_Y start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT end_POSTSUBSCRIPT ,

the system becomes

MδWt+limit-from𝑀𝛿𝑊𝑡\displaystyle M\frac{\partial\delta W}{\partial t}+italic_M divide start_ARG ∂ italic_δ italic_W end_ARG start_ARG ∂ italic_t end_ARG +AwwδWsubscript𝐴𝑤𝑤𝛿𝑊\displaystyle A_{ww}\delta Witalic_A start_POSTSUBSCRIPT italic_w italic_w end_POSTSUBSCRIPT italic_δ italic_W+AwyδYsubscript𝐴𝑤𝑦𝛿𝑌\displaystyle+A_{wy}\delta Y+ italic_A start_POSTSUBSCRIPT italic_w italic_y end_POSTSUBSCRIPT italic_δ italic_Y=0,absent0\displaystyle=0,= 0 ,
AywδWsubscript𝐴𝑦𝑤𝛿𝑊\displaystyle A_{yw}\delta Witalic_A start_POSTSUBSCRIPT italic_y italic_w end_POSTSUBSCRIPT italic_δ italic_W+AyyδYsubscript𝐴𝑦𝑦𝛿𝑌\displaystyle+A_{yy}\delta Y+ italic_A start_POSTSUBSCRIPT italic_y italic_y end_POSTSUBSCRIPT italic_δ italic_Y=0.absent0\displaystyle=0.= 0 .

Now, relying on the invertibility of Ayysubscript𝐴𝑦𝑦A_{yy}italic_A start_POSTSUBSCRIPT italic_y italic_y end_POSTSUBSCRIPT , we can eliminate δY𝛿𝑌\delta Yitalic_δ italic_Y to obtain a single evolution equation for the perturbation δW𝛿𝑊\delta Witalic_δ italic_W:

MδWt=(AwyAyy1AywAww)δW.𝑀𝛿𝑊𝑡subscript𝐴𝑤𝑦superscriptsubscript𝐴𝑦𝑦1subscript𝐴𝑦𝑤subscript𝐴𝑤𝑤𝛿𝑊M\frac{\partial\delta W}{\partial t}=(A_{wy}A_{yy}^{-1}A_{yw}-A_{ww})\delta W.italic_M divide start_ARG ∂ italic_δ italic_W end_ARG start_ARG ∂ italic_t end_ARG = ( italic_A start_POSTSUBSCRIPT italic_w italic_y end_POSTSUBSCRIPT italic_A start_POSTSUBSCRIPT italic_y italic_y end_POSTSUBSCRIPT start_POSTSUPERSCRIPT - 1 end_POSTSUPERSCRIPT italic_A start_POSTSUBSCRIPT italic_y italic_w end_POSTSUBSCRIPT - italic_A start_POSTSUBSCRIPT italic_w italic_w end_POSTSUBSCRIPT ) italic_δ italic_W .

Substituting an exponential in time trial solution δW(t)=weλt𝛿𝑊𝑡𝑤superscript𝑒𝜆𝑡\delta W(t)=w\,e^{\lambda t}italic_δ italic_W ( italic_t ) = italic_w italic_e start_POSTSUPERSCRIPT italic_λ italic_t end_POSTSUPERSCRIPT in the evolution equation yields an eigenvalue problem:

λMw=(AwyAyy1AywAww)w,𝜆𝑀𝑤subscript𝐴𝑤𝑦superscriptsubscript𝐴𝑦𝑦1subscript𝐴𝑦𝑤subscript𝐴𝑤𝑤𝑤\lambda Mw=(A_{wy}A_{yy}^{-1}A_{yw}-A_{ww})w,italic_λ italic_M italic_w = ( italic_A start_POSTSUBSCRIPT italic_w italic_y end_POSTSUBSCRIPT italic_A start_POSTSUBSCRIPT italic_y italic_y end_POSTSUBSCRIPT start_POSTSUPERSCRIPT - 1 end_POSTSUPERSCRIPT italic_A start_POSTSUBSCRIPT italic_y italic_w end_POSTSUBSCRIPT - italic_A start_POSTSUBSCRIPT italic_w italic_w end_POSTSUBSCRIPT ) italic_w ,

or, by defining the matrix S=M1(AwyAyy1AywAww)𝑆superscript𝑀1subscript𝐴𝑤𝑦superscriptsubscript𝐴𝑦𝑦1subscript𝐴𝑦𝑤subscript𝐴𝑤𝑤S=M^{-1}(A_{wy}A_{yy}^{-1}A_{yw}-A_{ww})italic_S = italic_M start_POSTSUPERSCRIPT - 1 end_POSTSUPERSCRIPT ( italic_A start_POSTSUBSCRIPT italic_w italic_y end_POSTSUBSCRIPT italic_A start_POSTSUBSCRIPT italic_y italic_y end_POSTSUBSCRIPT start_POSTSUPERSCRIPT - 1 end_POSTSUPERSCRIPT italic_A start_POSTSUBSCRIPT italic_y italic_w end_POSTSUBSCRIPT - italic_A start_POSTSUBSCRIPT italic_w italic_w end_POSTSUBSCRIPT ),

Sw=λw.𝑆𝑤𝜆𝑤Sw=\lambda w.italic_S italic_w = italic_λ italic_w .(20)

Note that λ𝜆\lambdaitalic_λ describes the evolution of the perturbation in time, while vector w𝑤witalic_w its shape in space because each component represent the value in a grid cell.The equilibrium solution Wssubscript𝑊𝑠W_{s}italic_W start_POSTSUBSCRIPT italic_s end_POSTSUBSCRIPT is then linearly stable if and only if all the eigenvalues associated to system (20) have negative real part. Conversely, if we can find one or more eigenvalues with positive real part the perturbation w𝑤witalic_w will grow and be sustained in time.

Three computational considerations: (i) to assess stability there is no need to compute the entire spectrum, it is enough to compute the eigenvalue of largest real part (ii) automatic differentiation of the discrete system (19) can yield the numerical value of the matrices Aww,Awy,Ayw,Ayysubscript𝐴𝑤𝑤subscript𝐴𝑤𝑦subscript𝐴𝑦𝑤subscript𝐴𝑦𝑦A_{ww},A_{wy},A_{yw},A_{yy}italic_A start_POSTSUBSCRIPT italic_w italic_w end_POSTSUBSCRIPT , italic_A start_POSTSUBSCRIPT italic_w italic_y end_POSTSUBSCRIPT , italic_A start_POSTSUBSCRIPT italic_y italic_w end_POSTSUBSCRIPT , italic_A start_POSTSUBSCRIPT italic_y italic_y end_POSTSUBSCRIPT without having to write explicit expressions for them (iii) iterative methods for computation of eigenvalue spectra are available e.g. power iterations which do not require explicit expression for the matrix under study, only the ability of computing matrix-vector products. In our case, this removes the need of explicitly inverting the matrix Ayysubscript𝐴𝑦𝑦A_{yy}italic_A start_POSTSUBSCRIPT italic_y italic_y end_POSTSUBSCRIPT. Furthermore, since the matrix only depends on the equilibrium solution, we can factorize the matrix only once using e.g. LU decomposition for fast matrix-vector products during the computation of the spectrum.

3.3 Implementation details

The implementation of the numerical methods outlined above is based on the PorePy library [5], which provides the necessary tools for meshing fractured domains and assembling the discrete mixed-dimensional operators. The framework also implements forward automatic differentiation, providing the numerical Jacobians used for performing Newton iterations.

For the eigenvalue analysis (3.2), the automatic differentiation part provides the Jacobian matrix.Once the different matrix blocks are identified, we can easily define the matrix-vector product procedure yielding Sv𝑆𝑣Svitalic_S italic_v.For the computation of few leading eigenpairs, the Krylov-Schur algorithm (outlined in [14]) has been combined with the dynamic restarting scheme described in [13].Using the inner product defined by the mass matrix for the orthogonalization part of the algorithm has been particularly beneficial in accelerating convergence.The use of a custom procedure for computing eigenvalues has been preferred to a default implementation such as ARPACK mostly due to the possibility of monitoring convergence and as a possible starting point for devising more efficient algorithms.

4 Results

The model and its numerical approximation have been validated against three reference papers: [2] which treats the Elder problem, [17] and [16] that treat the HRL scenario respectively in two and three dimensions. Both problems have been extensively used in the literature as benchmarks in the context of density driven flows.

4.1 Elder problem

The Elder problem was originally proposed in a paper by Elder [3], studying thermal convection in a Hele-Shaw cell.It was later reformulated into a solute convection problem by Voss and Souza [15],where the system of equations is similar to the homogeneous problem (7).

What this benchmark case aims to highlight and validate is the possibility of flow driven purely by density differences: no pressure gradient is being enforced by the boundary conditions.

The problem we want to solve is (7), the domain being Ω=[0,600]×[0,150]Ω06000150\Omega=[0,600]\times[0,150]roman_Ω = [ 0 , 600 ] × [ 0 , 150 ]. Boundary conditions are

{𝒖𝒏=0onΩ,ω=ωmaxonΩi,ω=0onΩo,𝒒𝒏=0onΩ(ΩiΩo),\left\{\begin{aligned} &\bm{u}\cdot\bm{n}=0&\quad&\text{on }\partial\Omega,\\&\omega=\omega_{max}&&\text{on }\partial\Omega_{i},\\&\omega=0&&\text{on }\partial\Omega_{o},\\&\bm{q}\cdot\bm{n}=0&\quad&\text{on }\partial\Omega\setminus(\partial\Omega_{i%}\cup\partial\Omega_{o}),\\\end{aligned}\right.{ start_ROW start_CELL end_CELL start_CELL bold_italic_u ⋅ bold_italic_n = 0 end_CELL start_CELL end_CELL start_CELL on ∂ roman_Ω , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL italic_ω = italic_ω start_POSTSUBSCRIPT italic_m italic_a italic_x end_POSTSUBSCRIPT end_CELL start_CELL end_CELL start_CELL on ∂ roman_Ω start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL italic_ω = 0 end_CELL start_CELL end_CELL start_CELL on ∂ roman_Ω start_POSTSUBSCRIPT italic_o end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL bold_italic_q ⋅ bold_italic_n = 0 end_CELL start_CELL end_CELL start_CELL on ∂ roman_Ω ∖ ( ∂ roman_Ω start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT ∪ ∂ roman_Ω start_POSTSUBSCRIPT italic_o end_POSTSUBSCRIPT ) , end_CELL end_ROW

where Ωi=(150,450)×150subscriptΩ𝑖150450150\partial\Omega_{i}=(150,450)\times 150∂ roman_Ω start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT = ( 150 , 450 ) × 150 and Ωo=(0,600)×0subscriptΩ𝑜06000\partial\Omega_{o}=(0,600)\times 0∂ roman_Ω start_POSTSUBSCRIPT italic_o end_POSTSUBSCRIPT = ( 0 , 600 ) × 0.Since the boundary conditions for the Darcy problem are of Neumann type over the whole boundary we have an ill-posed problem;we can however restore the well-posedness by adding an additional constraint, such as imposing zero mean pressure over the whole domain:Ωp=0subscriptΩ𝑝0\int_{\Omega}p=0∫ start_POSTSUBSCRIPT roman_Ω end_POSTSUBSCRIPT italic_p = 0.

Initial conditions prescribe ω(x,0)=0,xΩformulae-sequence𝜔𝑥00𝑥Ω\omega(x,0)=0,\,x\in\Omegaitalic_ω ( italic_x , 0 ) = 0 , italic_x ∈ roman_Ω.Equations are integrated in time until T=20yr𝑇times20yrT=$20\text{\,}\mathrm{y}\mathrm{r}$italic_T = start_ARG 20 end_ARG start_ARG times end_ARG start_ARG roman_yr end_ARG.

Free convection in fractured porous media: a numerical study (9)

All the other parameters of the problem are reported in table 1.

Permeabilityk𝑘kitalic_k4.845×10134.845E-134.845\text{\times}{10}^{-13}start_ARG 4.845 end_ARG start_ARG times end_ARG start_ARG power start_ARG 10 end_ARG start_ARG - 13 end_ARG end_ARGm2superscriptm2\mathrm{m}^{2}roman_m start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT
Porosityϕitalic-ϕ\phiitalic_ϕ0.11
Viscosityμ𝜇\muitalic_μ1×1031E-31\text{\times}{10}^{-3}start_ARG 1 end_ARG start_ARG times end_ARG start_ARG power start_ARG 10 end_ARG start_ARG - 3 end_ARG end_ARGkgm1s1timeskilogrammeter1second1\mathrm{kg}\text{\,}{\mathrm{m}}^{-1}\text{\,}{\mathrm{s}}^{-1}start_ARG roman_kg end_ARG start_ARG times end_ARG start_ARG power start_ARG roman_m end_ARG start_ARG - 1 end_ARG end_ARG start_ARG times end_ARG start_ARG power start_ARG roman_s end_ARG start_ARG - 1 end_ARG end_ARG
Freshwater densityρ0subscript𝜌0\rho_{0}italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT1000100010001000kg/m3kgsuperscriptm3\mathrm{k}\mathrm{g}\mathrm{/}\mathrm{m}^{3}roman_kg / roman_m start_POSTSUPERSCRIPT 3 end_POSTSUPERSCRIPT
Solute expansion coefficientα𝛼\alphaitalic_α0.20.20.20.21
Maximum concentrationωmaxsubscript𝜔𝑚𝑎𝑥\omega_{max}italic_ω start_POSTSUBSCRIPT italic_m italic_a italic_x end_POSTSUBSCRIPT11
Gravitational accelerationg𝑔gitalic_g9.81m/s2msuperscripts2\mathrm{m}\mathrm{/}\mathrm{s}^{2}roman_m / roman_s start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT
DiffusivityD𝐷Ditalic_D3.565×1063.565E-63.565\text{\times}{10}^{-6}start_ARG 3.565 end_ARG start_ARG times end_ARG start_ARG power start_ARG 10 end_ARG start_ARG - 6 end_ARG end_ARGm2/ssuperscriptm2s\mathrm{m}^{2}\mathrm{/}\mathrm{s}roman_m start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT / roman_s

In the absence of gravity, and for small enough 𝑅𝑎𝑅𝑎\mathit{Ra}italic_Ra, the solute will diffuse from the inlet ΩisubscriptΩ𝑖\partial\Omega_{i}∂ roman_Ω start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT until the solution reaches the diffusive steady state. The characteristic time of the evolution is Tdiff=H2/Dsubscript𝑇diffsuperscript𝐻2𝐷T_{\text{diff}}=H^{2}/Ditalic_T start_POSTSUBSCRIPT diff end_POSTSUBSCRIPT = italic_H start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT / italic_D, which, for the parameters listed above isT=(150m)2/3.565×106m2/s200yr𝑇superscripttimes150meter2times3.565E-6superscriptm2stimes200yrT=($150\text{\,}\mathrm{m}$)^{2}/$3.565\text{\times}{10}^{-6}\text{\,}\mathrm{%m}^{2}\mathrm{/}\mathrm{s}$\approx$200\text{\,}\mathrm{y}\mathrm{r}$italic_T = ( start_ARG 150 end_ARG start_ARG times end_ARG start_ARG roman_m end_ARG ) start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT / start_ARG start_ARG 3.565 end_ARG start_ARG times end_ARG start_ARG power start_ARG 10 end_ARG start_ARG - 6 end_ARG end_ARG end_ARG start_ARG times end_ARG start_ARG roman_m start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT / roman_s end_ARG ≈ start_ARG 200 end_ARG start_ARG times end_ARG start_ARG roman_yr end_ARG.

The corresponding characteristic time associated to convection induced by density differences is much smaller:

Tadv=Hϕμkρ0αωmaxg0.5yr.subscript𝑇adv𝐻italic-ϕ𝜇𝑘subscript𝜌0𝛼subscript𝜔𝑚𝑎𝑥𝑔times0.5yrT_{\text{adv}}=\frac{H\phi\mu}{k\rho_{0}\alpha\omega_{max}g}\approx$0.5\text{%\,}\mathrm{y}\mathrm{r}$.italic_T start_POSTSUBSCRIPT adv end_POSTSUBSCRIPT = divide start_ARG italic_H italic_ϕ italic_μ end_ARG start_ARG italic_k italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT italic_α italic_ω start_POSTSUBSCRIPT italic_m italic_a italic_x end_POSTSUBSCRIPT italic_g end_ARG ≈ start_ARG 0.5 end_ARG start_ARG times end_ARG start_ARG roman_yr end_ARG .

Note that the Rayleigh number presented above as a ratio of velocities 8 can be equivalently interpreted as a ratio of these timescales:

𝑅𝑎=TdiffTadv400.𝑅𝑎subscript𝑇diffsubscript𝑇adv400\mathit{Ra}=\frac{T_{\text{diff}}}{T_{\text{adv}}}\approx 400.italic_Ra = divide start_ARG italic_T start_POSTSUBSCRIPT diff end_POSTSUBSCRIPT end_ARG start_ARG italic_T start_POSTSUBSCRIPT adv end_POSTSUBSCRIPT end_ARG ≈ 400 .

As noted in [2], the solutions of the Elder problem present grid dependence even for moderately fine meshes, also due to the possible non-uniqueness of the solution.For this reason, instead of trying to achieve grid independence, we directly validate the implementation by comparing the solutions with [2] for corresponding levels of grid refinement.

We use quadrilateral grids identical to the ones reported in the reference paper: number of cells n=22l+1,l{4,5,6}formulae-sequence𝑛superscript22𝑙1𝑙456n=2^{2l+1},\,l\in\{4,5,6\}italic_n = 2 start_POSTSUPERSCRIPT 2 italic_l + 1 end_POSTSUPERSCRIPT , italic_l ∈ { 4 , 5 , 6 } and fixed timestep Δt=1/12yrΔ𝑡times112yr\Delta t=$1/12\text{\,}\mathrm{y}\mathrm{r}$roman_Δ italic_t = start_ARG 1 / 12 end_ARG start_ARG times end_ARG start_ARG roman_yr end_ARG. The qualitative comparison using the contours of the concentration profiles is reported in figure 10.

Free convection in fractured porous media: a numerical study (10)

While the differences in the continuous model (which is not explicitly detailed in [2])and discretization method ([2] uses adaptive time stepping and Galerkin-FEM) cause different solutions for low levels of grid refinement,for higher levels of grid refinement the solutions are in good agreement.

4.2 HRL problem

The HRL problem, already introduced in sections 2.2 and 2.5, is the test case analyzed in [17],which we will use as reference solutions for validating both the direct method and the eigenvalue method.The geometry of the domain and the parameters common to the different simulations are reported in figure 11 and table 2.

Free convection in fractured porous media: a numerical study (11)
Permeabilityk𝑘kitalic_k1×10161E-161\text{\times}{10}^{-16}start_ARG 1 end_ARG start_ARG times end_ARG start_ARG power start_ARG 10 end_ARG start_ARG - 16 end_ARG end_ARGm2superscriptm2\mathrm{m}^{2}roman_m start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT
Porosityϕitalic-ϕ\phiitalic_ϕ0.11
Viscosityμ𝜇\muitalic_μ1.1×1031.1E-31.1\text{\times}{10}^{-3}start_ARG 1.1 end_ARG start_ARG times end_ARG start_ARG power start_ARG 10 end_ARG start_ARG - 3 end_ARG end_ARGkgm1s1timeskilogrammeter1second1\mathrm{kg}\text{\,}{\mathrm{m}}^{-1}\text{\,}{\mathrm{s}}^{-1}start_ARG roman_kg end_ARG start_ARG times end_ARG start_ARG power start_ARG roman_m end_ARG start_ARG - 1 end_ARG end_ARG start_ARG times end_ARG start_ARG power start_ARG roman_s end_ARG start_ARG - 1 end_ARG end_ARG
Freshwater densityρ0subscript𝜌0\rho_{0}italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT1000100010001000kg/m3kgsuperscriptm3\mathrm{k}\mathrm{g}\mathrm{/}\mathrm{m}^{3}roman_kg / roman_m start_POSTSUPERSCRIPT 3 end_POSTSUPERSCRIPT
Solute expansion coefficientα𝛼\alphaitalic_α0.70.70.70.71
Maximum concentrationωmaxsubscript𝜔𝑚𝑎𝑥\omega_{max}italic_ω start_POSTSUBSCRIPT italic_m italic_a italic_x end_POSTSUBSCRIPT0.11
Gravitational accelerationg𝑔gitalic_g9.81m/s2msuperscripts2\mathrm{m}\mathrm{/}\mathrm{s}^{2}roman_m / roman_s start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT
DiffusivityD𝐷Ditalic_D1×1091E-91\text{\times}{10}^{-9}start_ARG 1 end_ARG start_ARG times end_ARG start_ARG power start_ARG 10 end_ARG start_ARG - 9 end_ARG end_ARGm2/ssuperscriptm2s\mathrm{m}^{2}\mathrm{/}\mathrm{s}roman_m start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT / roman_s

The system of equations solved is system (14), with boundary conditions given by

{𝒖𝒏=0onΩ,ω=ωmaxonΩi,ω=0onΩo,𝒒𝒏=0onΩ(ΩiΩo),\left\{\begin{aligned} &\bm{u}\cdot\bm{n}=0&\quad&\text{on }\partial\Omega,\\&\omega=\omega_{max}&&\text{on }\partial\Omega_{i},\\&\omega=0&&\text{on }\partial\Omega_{o},\\&\bm{q}\cdot\bm{n}=0&\quad&\text{on }\partial\Omega\setminus(\partial\Omega_{i%}\cup\partial\Omega_{o}),\\\end{aligned}\right.{ start_ROW start_CELL end_CELL start_CELL bold_italic_u ⋅ bold_italic_n = 0 end_CELL start_CELL end_CELL start_CELL on ∂ roman_Ω , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL italic_ω = italic_ω start_POSTSUBSCRIPT italic_m italic_a italic_x end_POSTSUBSCRIPT end_CELL start_CELL end_CELL start_CELL on ∂ roman_Ω start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL italic_ω = 0 end_CELL start_CELL end_CELL start_CELL on ∂ roman_Ω start_POSTSUBSCRIPT italic_o end_POSTSUBSCRIPT , end_CELL end_ROW start_ROW start_CELL end_CELL start_CELL bold_italic_q ⋅ bold_italic_n = 0 end_CELL start_CELL end_CELL start_CELL on ∂ roman_Ω ∖ ( ∂ roman_Ω start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT ∪ ∂ roman_Ω start_POSTSUBSCRIPT italic_o end_POSTSUBSCRIPT ) , end_CELL end_ROW

where Ωi=(0,20)×10subscriptΩ𝑖02010\partial\Omega_{i}=(0,20)\times 10∂ roman_Ω start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT = ( 0 , 20 ) × 10 and Ωo=(0,20)×0subscriptΩ𝑜0200\partial\Omega_{o}=(0,20)\times 0∂ roman_Ω start_POSTSUBSCRIPT italic_o end_POSTSUBSCRIPT = ( 0 , 20 ) × 0.As for the Elder problem, the model is supplemented by the additional constraint Ωp=0subscriptΩ𝑝0\int_{\Omega}p=0∫ start_POSTSUBSCRIPT roman_Ω end_POSTSUBSCRIPT italic_p = 0 to obtain a well-posed problem.The solution strategy is inspired by the one outlined in the reference paper: the initial diffusive steady state concentration is perturbedand the solution is advanced in time, gradually increasing the timestep ΔtΔ𝑡\Delta troman_Δ italic_t.Criteria for adapting the timestep ΔtΔ𝑡\Delta troman_Δ italic_t include both the number of Newton iterations required for convergence andthe norm of the concentration difference ωn+1ωnnormsuperscript𝜔𝑛1superscript𝜔𝑛\|\omega^{n+1}-\omega^{n}\|∥ italic_ω start_POSTSUPERSCRIPT italic_n + 1 end_POSTSUPERSCRIPT - italic_ω start_POSTSUPERSCRIPT italic_n end_POSTSUPERSCRIPT ∥.If ΔtΔ𝑡\Delta troman_Δ italic_t is large enough with respect to characteristic time scales, and the concentration difference between timesteps is small enough, we consider the solution to have reached steady state.

A quantitative comparison between our results and the one presented in the reference paper is presented in table 3.Concentration profiles for a few selected cases are also presented in figure 12.In all the test cases, there is agreement between our results and [17] on whether convective motion is present at steady state.In the majority of cases, there is both qualitative agreement in the concentration profiles and quantitative agreement on the strength of convection, as measured by the Sherwood number, even in test cases with complex fracture configurations such as 𝖤𝟫𝖺𝖤𝟫𝖺\mathsf{E9a}sansserif_E9a and 𝖤𝟫𝖻𝖤𝟫𝖻\mathsf{E9b}sansserif_E9b.As for the significant differences in cases such as 𝖡𝟥,𝖢𝟤,𝖢𝟥𝖡𝟥𝖢𝟤𝖢𝟥\mathsf{B3},\mathsf{C2},\mathsf{C3}sansserif_B3 , sansserif_C2 , sansserif_C3they might be due to important differences in the model solved in this study and the one in the reference paper:we use the Boussinesq approximation, neglect dispersivity, and use a different numerical method.These differences however seem to have a modest overall impact.

Free convection in fractured porous media: a numerical study (12)
Scenario𝑆ℎvgsubscript𝑆ℎvg\mathit{Sh}_{\text{vg}}italic_Sh start_POSTSUBSCRIPT vg end_POSTSUBSCRIPT𝑆ℎ𝑆ℎ\mathit{Sh}italic_ShϵSsubscriptitalic-ϵ𝑆\epsilon_{S}italic_ϵ start_POSTSUBSCRIPT italic_S end_POSTSUBSCRIPT
𝖠𝟣𝖠𝟣\mathsf{A1}sansserif_A11.001.000.00
𝖠𝟤𝖠𝟤\mathsf{A2}sansserif_A21.361.380.01
𝖠𝟥𝖠𝟥\mathsf{A3}sansserif_A31.561.770.14
𝖠𝟦𝖠𝟦\mathsf{A4}sansserif_A41.751.790.02
𝖡𝟣𝖡𝟣\mathsf{B1}sansserif_B11.001.000.00
𝖡𝟤𝖡𝟤\mathsf{B2}sansserif_B21.131.180.04
𝖡𝟥𝖡𝟥\mathsf{B3}sansserif_B31.491.19-0.20
𝖡𝟦𝖡𝟦\mathsf{B4}sansserif_B41.321.29-0.03
𝖢𝟣𝖢𝟣\mathsf{C1}sansserif_C11.001.000.00
𝖢𝟤𝖢𝟤\mathsf{C2}sansserif_C21.171.02-0.13
𝖢𝟥𝖢𝟥\mathsf{C3}sansserif_C31.211.06-0.13
𝖢𝟦𝖢𝟦\mathsf{C4}sansserif_C41.211.13-0.06
𝖤𝟫𝖺𝖤𝟫𝖺\mathsf{E9a}sansserif_E9a1.061.080.02
  
Scenario𝑆ℎvgsubscript𝑆ℎvg\mathit{Sh}_{\text{vg}}italic_Sh start_POSTSUBSCRIPT vg end_POSTSUBSCRIPT𝑆ℎ𝑆ℎ\mathit{Sh}italic_ShϵSsubscriptitalic-ϵ𝑆\epsilon_{S}italic_ϵ start_POSTSUBSCRIPT italic_S end_POSTSUBSCRIPT
𝖣𝟣𝖣𝟣\mathsf{D1}sansserif_D11.081.080.00
𝖣𝟤𝖣𝟤\mathsf{D2}sansserif_D21.001.000.00
𝖣𝟥𝖣𝟥\mathsf{D3}sansserif_D31.001.000.00
𝖣𝟦𝖣𝟦\mathsf{D4}sansserif_D41.011.020.01
𝖣𝟧𝖣𝟧\mathsf{D5}sansserif_D51.071.06-0.01
𝖣𝟨𝖣𝟨\mathsf{D6}sansserif_D61.081.090.01
𝖣𝟩𝖣𝟩\mathsf{D7}sansserif_D71.281.27-0.01
𝖣𝟪𝖣𝟪\mathsf{D8}sansserif_D81.151.160.01
𝖣𝟫𝖣𝟫\mathsf{D9}sansserif_D91.151.160.01
𝖣𝟣𝟢𝖣𝟣𝟢\mathsf{D10}sansserif_D101.451.450.00
𝖣𝟣𝟣𝖣𝟣𝟣\mathsf{D11}sansserif_D111.371.370.00
𝖣𝟣𝟤𝖣𝟣𝟤\mathsf{D12}sansserif_D121.391.390.00
𝖤𝟫𝖻𝖤𝟫𝖻\mathsf{E9b}sansserif_E9b2.692.920.09

The analysis of the different scenarios presented above can be complemented with the stability analysis based on eigenvalues outlined in section 3.2.We begin with a detailed analysis of scenario 𝖣𝟣𝟣𝖣𝟣𝟣\mathsf{D11}sansserif_D11.The method can provide the eigenpairs corresponding to k𝑘kitalic_k eigenvalues with largest real part, for reasonably small k𝑘kitalic_k.Figure 13 shows some of the computed eigenpairs, and, as we can see, one of them is positive, indicating the presence of natural convection.

Free convection in fractured porous media: a numerical study (13)

The computed eigenvalues are consistent with the direct simulation: indeed, the instability of the diffusive steady state is confirmed by the presence of one eigenvalue of positive real part.The numerical error due to the iterative nature of the eigenvalue computation is estimated by the formula ϵ=Sxλxλx\epsilon=\frac{\lVert Sx-\lambda x\lVert}{\lambda x}italic_ϵ = divide start_ARG ∥ italic_S italic_x - italic_λ italic_x ∥ end_ARG start_ARG italic_λ italic_x end_ARG, where S𝑆Sitalic_S is introduced in (20). Grid independence instead is assessed by computing the eigenvalues on a coarser grid and again computing a relative error: ϵg=|λλg|λsubscriptitalic-ϵ𝑔𝜆subscript𝜆𝑔𝜆\epsilon_{g}=\frac{\left|\lambda-\lambda_{g}\right|}{\lambda}italic_ϵ start_POSTSUBSCRIPT italic_g end_POSTSUBSCRIPT = divide start_ARG | italic_λ - italic_λ start_POSTSUBSCRIPT italic_g end_POSTSUBSCRIPT | end_ARG start_ARG italic_λ end_ARG, where λgsubscript𝜆𝑔\lambda_{g}italic_λ start_POSTSUBSCRIPT italic_g end_POSTSUBSCRIPT are the eigenvalues computed on a coarser grid.The corresponding errors for this scenario are reported in table 4. The errors ϵitalic-ϵ\epsilonitalic_ϵ, ϵgsubscriptitalic-ϵ𝑔\epsilon_{g}italic_ϵ start_POSTSUBSCRIPT italic_g end_POSTSUBSCRIPT are overall showing good accuracy for almost every scenario.

λ𝜆\lambdaitalic_λ ϵitalic-ϵ\epsilonitalic_ϵ ϵgsubscriptitalic-ϵ𝑔\epsilon_{g}italic_ϵ start_POSTSUBSCRIPT italic_g end_POSTSUBSCRIPT
61.750.00000.0014
-9.860.00010.0004
-15.430.00010.0007
-18.830.00010.0007
-37.260.00010.0014
-39.400.00040.0015
-41.480.00030.0016
-47.970.00080.0020

Apart from predicting the possibility of convection, the eigenfunctions and eigenvalues can give insight into the evolution dynamics in the vicinity of the diffusive initial condition.We start by noticing that not only all of the computed eigenvalues have imaginary part equal to zero, but the related eigenfunctions furthermore are all mutually approximately orthogonal. Let ei,ejsubscript𝑒𝑖subscript𝑒𝑗\langle e_{i},e_{j}\rangle⟨ italic_e start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT , italic_e start_POSTSUBSCRIPT italic_j end_POSTSUBSCRIPT ⟩ denote the scalar product between (normalized) eigenfunctions: we have that, if ij𝑖𝑗i\neq jitalic_i ≠ italic_j the value is about three orders of magnitude smaller than 1 for test case D11. We remark that the S𝑆Sitalic_S matrix is not symmetric for reasons due to the implementation of boundary conditions, so there is no obvious reason to expect these results.

The orthogonality in particular suggests the possibility of studying the time evolution of the concentration in the space spanned by these eigenfunctions: given the solution ω(t)𝜔𝑡\omega(t)italic_ω ( italic_t ) and the eigenfunctions {e1,,ek}subscript𝑒1subscript𝑒𝑘\{e_{1},\ldots,e_{k}\}{ italic_e start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT , … , italic_e start_POSTSUBSCRIPT italic_k end_POSTSUBSCRIPT }, let us define the scalar functions

αi(t)=ω(t)ω0,ei,i=1,,k,formulae-sequencesubscript𝛼𝑖𝑡𝜔𝑡subscript𝜔0subscript𝑒𝑖𝑖1𝑘\alpha_{i}(t)=\langle\omega(t)-\omega_{0},e_{i}\rangle,\,i=1,\ldots,k,italic_α start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT ( italic_t ) = ⟨ italic_ω ( italic_t ) - italic_ω start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT , italic_e start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT ⟩ , italic_i = 1 , … , italic_k ,(21)

representing the projections of ω(t)ω0𝜔𝑡subscript𝜔0\omega(t)-\omega_{0}italic_ω ( italic_t ) - italic_ω start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT on the eigenfunction basis.At steady state, different eigenfunctions give non-negligible contribution to the solution ω(t)𝜔𝑡\omega(t)italic_ω ( italic_t ): no obvious relationship exists between the eigenpairs and the steady state solution. This should come as no surprise given that the eigenvalue analysis is localized around the initial condition.In the early stages of the simulation however, not only the eigenvalue analysis correctly predicts the shape of the growing perturbation (identical to the only eigenfunction associated to a positive eigenvalue), but the eigenvalue λ1subscript𝜆1\lambda_{1}italic_λ start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT also provides a good estimate of its growth rate.

Free convection in fractured porous media: a numerical study (14)

Let us now consider other scenarios. Table 5 provides the five eigenvalues with largest real part for each of the scenarios from [17] presented above. With no exception, a Sherwood number greater than 1 is associated to an eigenvalue with positive real part, thus correctly predicting the possibility or impossibility of convection. Moreover, larger 𝑆ℎ𝑆ℎ\mathit{Sh}italic_Sh are (weakly) associated to greater number of eigenvalues or eigenvalues greater in magnitude.

Scenario 𝑆ℎ𝑆ℎ\mathit{Sh}italic_Sh λ1subscript𝜆1\lambda_{1}italic_λ start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT λ2subscript𝜆2\lambda_{2}italic_λ start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT λ3subscript𝜆3\lambda_{3}italic_λ start_POSTSUBSCRIPT 3 end_POSTSUBSCRIPT λ4subscript𝜆4\lambda_{4}italic_λ start_POSTSUBSCRIPT 4 end_POSTSUBSCRIPT λ5subscript𝜆5\lambda_{5}italic_λ start_POSTSUBSCRIPT 5 end_POSTSUBSCRIPT ϵitalic-ϵ\epsilonitalic_ϵ ϵgsubscriptitalic-ϵ𝑔\epsilon_{g}italic_ϵ start_POSTSUBSCRIPT italic_g end_POSTSUBSCRIPT 𝑁𝑜𝐸/𝑁𝑜𝐸g𝑁𝑜𝐸subscript𝑁𝑜𝐸𝑔\mathit{NoE}/\mathit{NoE}_{g}italic_NoE / italic_NoE start_POSTSUBSCRIPT italic_g end_POSTSUBSCRIPT
𝖠𝟣𝖠𝟣\mathsf{A1}sansserif_A11.00-9.87-10.88-16.61-25.55-39.350.009190.000751.84
𝖠𝟤𝖠𝟤\mathsf{A2}sansserif_A21.3651.9230.362.30-9.87-39.430.014020.013511.86
𝖠𝟥𝖠𝟥\mathsf{A3}sansserif_A31.5616.0313.458.440.17-6.440.032320.075081.93
𝖠𝟦𝖠𝟦\mathsf{A4}sansserif_A41.7511.0810.990.69-0.17-9.870.006520.034901.47
𝖡𝟣𝖡𝟣\mathsf{B1}sansserif_B11.00-9.87-10.76-15.70-24.87-39.430.005000.001101.75
𝖡𝟤𝖡𝟤\mathsf{B2}sansserif_B21.1331.2926.310.96-9.87-18.210.002650.045761.73
𝖡𝟥𝖡𝟥\mathsf{B3}sansserif_B31.4915.319.311.63-4.05-9.870.006580.042651.64
𝖡𝟦𝖡𝟦\mathsf{B4}sansserif_B41.3211.624.39-0.54-3.63-9.870.021930.052611.39
𝖢𝟣𝖢𝟣\mathsf{C1}sansserif_C11.00-9.87-10.59-13.33-26.06-40.570.008270.029321.84
𝖢𝟤𝖢𝟤\mathsf{C2}sansserif_C21.171.900.91-4.11-9.87-39.450.001550.325621.59
𝖢𝟥𝖢𝟥\mathsf{C3}sansserif_C31.211.02-1.06-8.18-9.87-23.910.010080.088071.53
𝖢𝟦𝖢𝟦\mathsf{C4}sansserif_C41.211.84-1.02-6.77-9.87-22.380.002300.039801.61
𝖣𝟣𝖣𝟣\mathsf{D1}sansserif_D11.0841.75-9.86-14.06-16.43-39.390.001100.005261.71
𝖣𝟤𝖣𝟤\mathsf{D2}sansserif_D21.00-8.52-9.86-16.43-20.71-39.400.000120.009671.71
𝖣𝟥𝖣𝟥\mathsf{D3}sansserif_D31.00-1.99-9.86-16.44-16.68-39.390.000930.022191.71
𝖣𝟦𝖣𝟦\mathsf{D4}sansserif_D41.0217.12-9.86-13.38-16.40-39.390.000150.023641.68
𝖣𝟧𝖣𝟧\mathsf{D5}sansserif_D51.0635.55-9.86-13.60-16.43-38.180.000030.006421.69
𝖣𝟨𝖣𝟨\mathsf{D6}sansserif_D61.0948.39-9.86-13.02-15.31-39.400.000970.012941.71
𝖣𝟩𝖣𝟩\mathsf{D7}sansserif_D71.27305.11-9.86-11.95-15.69-37.380.000890.021381.74
𝖣𝟪𝖣𝟪\mathsf{D8}sansserif_D81.1647.5147.21-9.86-11.93-27.740.000020.004331.68
𝖣𝟫𝖣𝟫\mathsf{D9}sansserif_D91.1684.857.23-9.86-26.09-26.260.004180.010271.68
𝖣𝟣𝟢𝖣𝟣𝟢\mathsf{D10}sansserif_D101.45160.60-9.86-13.42-16.15-17.350.000010.018191.70
𝖣𝟣𝟣𝖣𝟣𝟣\mathsf{D11}sansserif_D111.3761.75-9.86-15.43-18.83-37.260.000140.001391.77
𝖣𝟣𝟤𝖣𝟣𝟤\mathsf{D12}sansserif_D121.3973.0122.01-9.86-12.47-20.320.000090.019131.74
𝖤𝟫𝖺𝖤𝟫𝖺\mathsf{E9a}sansserif_E9a1.06239.2367.6932.76-9.87-10.110.007070.050961.60
𝖤𝟫𝖻𝖤𝟫𝖻\mathsf{E9b}sansserif_E9b2.92495.15290.82238.04178.0186.360.000160.018461.53

As for the connection between the spectrum and the evolution dynamics at early times, scenarios 𝖠𝟤𝖠𝟤\mathsf{A2}sansserif_A2, 𝖡𝟤𝖡𝟤\mathsf{B2}sansserif_B2 and 𝖤𝟫𝖻𝖤𝟫𝖻\mathsf{E9b}sansserif_E9b have been analyzed, after checking the (approximate) orthogonality of the eigenfunctions.In figure 15, the comparison between the actual time evolutions and the one predicted by the spectrum as i=0Nexp(λit)eisuperscriptsubscript𝑖0𝑁subscript𝜆𝑖𝑡subscript𝑒𝑖\sum_{i=0}^{N}\exp(\lambda_{i}t)e_{i}∑ start_POSTSUBSCRIPT italic_i = 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_N end_POSTSUPERSCRIPT roman_exp ( italic_λ start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT italic_t ) italic_e start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT are represented. Here, we have used N=8𝑁8N=8italic_N = 8 for cases 𝖠𝟤𝖠𝟤\mathsf{A2}sansserif_A2, 𝖡𝟤𝖡𝟤\mathsf{B2}sansserif_B2 and N=12𝑁12N=12italic_N = 12 for 𝖤𝟫𝖻𝖤𝟫𝖻\mathsf{E9b}sansserif_E9b.

The presence of multiple positive eigenvalues precludes the possibility of pinning down uniquely the shape and rate of growth of the instability. In all cases however, the growing perturbation has the form of one particular eigenfunction and its rate of growth is given by the associated eigenvalue, see figure 16.The eigenvalue with largest real part thus also provides a numerical upper bound on the rate of growth.

Free convection in fractured porous media: a numerical study (15)
Free convection in fractured porous media: a numerical study (16)

4.3 The role of fracture circuits

In [17] the onset and strength of convection is linked to the existence of continuous fracture circuits, and different numerical experiments confirm its importance.In this section we argue that quasi-continuous fracture circuits can also enable convective motions, for a surrounding porous matrix of sufficiently high permeability.

Cases 𝖣𝟣𝖣𝟣\mathsf{D1}sansserif_D1 and 𝖣𝟤𝖣𝟤\mathsf{D2}sansserif_D2 in [17] are compared to show the necessity of circuit continuity for convection to occur.However, slightly changing the fracture geometry (parameters remain unchanged), as in scenario 𝖣𝟤superscript𝖣𝟤\mathsf{D2^{*}}sansserif_D2 start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT (see figure 17), we see that, although the strength of convection is significantly reduced, it is still possible.The permeability of the surrounding medium is indeed large enough for the medium to be part of the convective circuit,though not large enough for convection to occur without the presence of fractures.

Free convection in fractured porous media: a numerical study (17)

Scenario 𝖣𝟤superscript𝖣𝟤\mathsf{D2^{*}}sansserif_D2 start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT is purposefully built to highlight this phenomenon, we can however find similar configurations in more complex scenarios already introduced in [17].Let us consider for instance network 𝖤𝟫𝖻𝖤𝟫𝖻\mathsf{E9b}sansserif_E9b, shown in figure 18: velocity vectors plotted over the concentration profile clearly indicate, unlike what is claimed in [17], one large convective cell instead of two, separate ones.As in scenario 𝖣𝟤superscript𝖣𝟤\mathsf{D2^{*}}sansserif_D2 start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT, the convective loop is not limited to the fracture network but crosses the porous matrix as well.

Free convection in fractured porous media: a numerical study (18)

As further confirmation, we can decompose the solution of 𝖤𝟫𝖻𝖤𝟫𝖻\mathsf{E9b}sansserif_E9b using the approximate eigenvector basis (following the apprach outlined in section 4.2).In figure 19 we see how the dominant modes e6,e8subscript𝑒6subscript𝑒8e_{6},e_{8}italic_e start_POSTSUBSCRIPT 6 end_POSTSUBSCRIPT , italic_e start_POSTSUBSCRIPT 8 end_POSTSUBSCRIPT, i.e. the modes corresponding to the largest magnitudes of αisubscript𝛼𝑖\alpha_{i}italic_α start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT, both involve fluid motion across the gap in the fracture network, through the porous matrix,while modes looping around large continuous fracture circuits e1,e2,e4,e7subscript𝑒1subscript𝑒2subscript𝑒4subscript𝑒7e_{1},e_{2},e_{4},e_{7}italic_e start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT , italic_e start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT , italic_e start_POSTSUBSCRIPT 4 end_POSTSUBSCRIPT , italic_e start_POSTSUBSCRIPT 7 end_POSTSUBSCRIPT contribute only marginally to the steady state solution.

Free convection in fractured porous media: a numerical study (19)

Let us parametrize the geometry of a fracture circuit with a gap as in figure 20, to relate it to the possibility of convection with the analysis of eigenvalues sign. Results are reported in figure 21.As expected, for very small matrix permeability gaps stop flow, thus inhibiting convection.On the other hand, for larger matrix permeability km=3×1016subscript𝑘𝑚3E-16k_{m}=$3\text{\times}{10}^{-16}$italic_k start_POSTSUBSCRIPT italic_m end_POSTSUBSCRIPT = start_ARG 3 end_ARG start_ARG times end_ARG start_ARG power start_ARG 10 end_ARG start_ARG - 16 end_ARG end_ARG, the corresponding Rayleigh number is 𝑅𝑎20𝑅𝑎20\mathit{Ra}\approx 20italic_Ra ≈ 20, very near the critical 𝑅𝑎c=4π2subscript𝑅𝑎𝑐4superscript𝜋2\mathit{Ra}_{c}=4\pi^{2}italic_Ra start_POSTSUBSCRIPT italic_c end_POSTSUBSCRIPT = 4 italic_π start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT for which the matrix can exhibit convection even without the aid of fractures; convection is thus possible across very large gaps.For matrix permeability between these two extremes, the geometry of the gap determines whether convection across is possible or not.

Free convection in fractured porous media: a numerical study (20)
Free convection in fractured porous media: a numerical study (21)

This behavior can be explained, at least qualitatively, focusing on the top (broken) edge of the fracture circuit composed by the two fracture segments of length ΔxΔ𝑥\Delta xroman_Δ italic_x (segments A𝐴Aitalic_A and C𝐶Citalic_C), and the gap of width ϵitalic-ϵ\epsilonitalic_ϵ (denoted by B𝐵Bitalic_B). Assuming that across the gap flow occurs only across an area A𝐴Aitalic_A, and that exchange with the porous matrix elsewhere re negligible, to ensure convection in the circuit we have to guarantee that the conductivity GBGA=GCsubscript𝐺𝐵subscript𝐺𝐴subscript𝐺𝐶G_{B}\geq G_{A}=G_{C}italic_G start_POSTSUBSCRIPT italic_B end_POSTSUBSCRIPT ≥ italic_G start_POSTSUBSCRIPT italic_A end_POSTSUBSCRIPT = italic_G start_POSTSUBSCRIPT italic_C end_POSTSUBSCRIPT, which translates into

AkmϵkfbΔx,𝐴subscript𝑘𝑚italic-ϵsubscript𝑘𝑓𝑏Δ𝑥\dfrac{Ak_{m}}{\epsilon}\geq\dfrac{k_{f}b}{\Delta x},divide start_ARG italic_A italic_k start_POSTSUBSCRIPT italic_m end_POSTSUBSCRIPT end_ARG start_ARG italic_ϵ end_ARG ≥ divide start_ARG italic_k start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT italic_b end_ARG start_ARG roman_Δ italic_x end_ARG ,

or, equivalently,

kmAkfbΔxϵ1.subscript𝑘𝑚𝐴subscript𝑘𝑓𝑏Δ𝑥italic-ϵ1\dfrac{k_{m}A}{k_{f}b}\dfrac{\Delta x}{\epsilon}\geq 1.divide start_ARG italic_k start_POSTSUBSCRIPT italic_m end_POSTSUBSCRIPT italic_A end_ARG start_ARG italic_k start_POSTSUBSCRIPT italic_f end_POSTSUBSCRIPT italic_b end_ARG divide start_ARG roman_Δ italic_x end_ARG start_ARG italic_ϵ end_ARG ≥ 1 .

This relation correctly predicts the qualitative behaviour of the numerical simulations reported in figure 21: small gaps with large surface areas favour convection across the gap.The results of a more quantitative evaluation, checking the sign of eigenvalues for different combinations of the parameters, are illustrated in figure 22. Although the threshold does not appear to be so sharp, and its numerical value is closer to 101superscript10110^{-}110 start_POSTSUPERSCRIPT - end_POSTSUPERSCRIPT 1 than to 1111, the horizontal separation of positive leading eigenvalues from negative ones indicates that the model is capturing part of the physics of the phenomenon.

Free convection in fractured porous media: a numerical study (22)

4.4 Three-dimensional HRL problem

Both the direct method (exposed in section 3.1) and the eigenvalue method (section 3.2) make no assumptions on the dimensionality of the ambient space.In this section, we are going to apply the latter to simple three-dimensional scenarios.

In [11], a classification of possible modes of convection in fractured porous media is proposed.The paper further explains how the assumption of a two-dimensional domain severely limits the applicability to experimental cases.This is due to the three-dimensional character of the dominant mode of convection – mode 2B in figure 23 – which cannot be captured by a two-dimensional analysis.

In [16], different three-dimensional scenarios are analyzed and numerically simulated.The numerical results from the regular three-dimensional fracture circuit (here denoted as scenario 6), show that when convection is available (for large enough fracture aperture), the dominant mode is the interfracture mode 1.

The geometry simulated in [16] being practically identical to the geometry studied in [11], the two results stand in contradiction.Indeed, [16] acknowledges the contradiction,attributing it to both the matrix-fracture coupling conditions and to the Rayleigh averaging strategy used in the analysis of [11].In particular, the use of a Rayleigh number based on an averaged permeability was shown to be ineffective in the case of low density fracture networks in [17] (as briefly discussed in section 2.5).

Free convection in fractured porous media: a numerical study (23)

We analyze the 3D problem with the eigenvalue method for different scenarios presented in [16], and collect the results in table 6, where we report for different geometries and different fracture apertures the unstable modes, and compare them with the convection modes predicted by [16].

As in the two-dimensional case, the instability thresholds are identical to the ones obtained in [16], apart from a slight misprediction for scenario 𝟫𝖺9𝖺\mathsf{9a}sansserif_9 sansserif_a.

In all scenarios furthermore, the eigenfunctions clearly follow the classification proposed in [11], corresponding to either interfracture \square or intrafracture \circlearrowright modes.

Caseb×1×105m𝑏times1E-5meterb\times$1\text{\times}{10}^{-5}\text{\,}\mathrm{m}$italic_b × start_ARG start_ARG 1 end_ARG start_ARG times end_ARG start_ARG power start_ARG 10 end_ARG start_ARG - 5 end_ARG end_ARG end_ARG start_ARG times end_ARG start_ARG roman_m end_ARGMode [16]Eigenfunctions
𝟧5\mathsf{5}sansserif_51.8(1ϵ)1.81italic-ϵ1.8\,(1-\epsilon)1.8 ( 1 - italic_ϵ )
𝟧5\mathsf{5}sansserif_51.8(1+ϵ)1.81italic-ϵ1.8\,(1+\epsilon)1.8 ( 1 + italic_ϵ )\circlearrowright2×2\times\bm{\circlearrowright}2 × bold_↻
𝟧5\mathsf{5}sansserif_52.02.02.02.0\circlearrowright4×4\times\bm{\circlearrowright}4 × bold_↻
𝟨6\mathsf{6}sansserif_61.4(1ϵ)1.41italic-ϵ1.4\,(1-\epsilon)1.4 ( 1 - italic_ϵ )
𝟨6\mathsf{6}sansserif_61.4(1+ϵ)1.41italic-ϵ1.4\,(1+\epsilon)1.4 ( 1 + italic_ϵ )\square1×1×1\times\bm{\square}\quad 1\times\circlearrowright1 × bold_□ 1 × ↻
𝟨6\mathsf{6}sansserif_61.61.61.61.6\square1×2×1\times\square\quad 2\times\bm{\circlearrowright}1 × □ 2 × bold_↻
𝟨6\mathsf{6}sansserif_61.81.81.81.8\square1×4×1\times\square\quad 4\times\bm{\circlearrowright}1 × □ 4 × bold_↻
𝟨6\mathsf{6}sansserif_62.02.02.02.0\square1×12×1\times\square\hskip 5.0pt12\times\bm{\circlearrowright}1 × □ 12 × bold_↻
𝟫𝖺9𝖺\mathsf{9a}sansserif_9 sansserif_a1.51.51.51.5
𝟫𝖺9𝖺\mathsf{9a}sansserif_9 sansserif_a1.61.61.61.6
𝟫𝖺9𝖺\mathsf{9a}sansserif_9 sansserif_a1.71.71.71.71×1\times\bm{\circlearrowright}1 × bold_↻
𝟫𝖺9𝖺\mathsf{9a}sansserif_9 sansserif_a1.81.81.81.8absent\square\;\circlearrowright□ ↻1×2×1\times\square\quad 2\times\bm{\circlearrowright}1 × □ 2 × bold_↻
𝟫𝖺9𝖺\mathsf{9a}sansserif_9 sansserif_a1.91.91.91.9absent\square\;\circlearrowright□ ↻1×2×1\times\square\quad 2\times\bm{\circlearrowright}1 × □ 2 × bold_↻
𝟫𝖺9𝖺\mathsf{9a}sansserif_9 sansserif_a2.02.02.02.0absent\square\;\circlearrowright□ ↻1×5×1\times\square\quad 5\times\bm{\circlearrowright}1 × □ 5 × bold_↻
𝟫𝖻9𝖻\mathsf{9b}sansserif_9 sansserif_b1.51.51.51.5
𝟫𝖻9𝖻\mathsf{9b}sansserif_9 sansserif_b1.61.61.61.6
𝟫𝖻9𝖻\mathsf{9b}sansserif_9 sansserif_b1.71.71.71.7\square1×1×1\times\square\quad 1\times\bm{\circlearrowright}1 × □ 1 × bold_↻
𝟫𝖻9𝖻\mathsf{9b}sansserif_9 sansserif_b1.81.81.81.8\square1×2×1\times\square\quad 2\times\bm{\circlearrowright}1 × □ 2 × bold_↻
𝟫𝖻9𝖻\mathsf{9b}sansserif_9 sansserif_b1.91.91.91.9\square1×2×1\times\square\quad 2\times\bm{\circlearrowright}1 × □ 2 × bold_↻
𝟫𝖻9𝖻\mathsf{9b}sansserif_9 sansserif_b2.02.02.02.0\square1×6×1\times\square\quad 6\times\bm{\circlearrowright}1 × □ 6 × bold_↻

In particular, for scenario 6 we observe that (i) the interfracture mode is first unstable one appearing at b1.4×105m𝑏times1.4E-5meterb\approx$1.4\text{\times}{10}^{-5}\text{\,}\mathrm{m}$italic_b ≈ start_ARG start_ARG 1.4 end_ARG start_ARG times end_ARG start_ARG power start_ARG 10 end_ARG start_ARG - 5 end_ARG end_ARG end_ARG start_ARG times end_ARG start_ARG roman_m end_ARG(ii) already at b1.6×105m𝑏times1.6E-5meterb\approx$1.6\text{\times}{10}^{-5}\text{\,}\mathrm{m}$italic_b ≈ start_ARG start_ARG 1.6 end_ARG start_ARG times end_ARG start_ARG power start_ARG 10 end_ARG start_ARG - 5 end_ARG end_ARG end_ARG start_ARG times end_ARG start_ARG roman_m end_ARG, different intrafracture modes are available and dominate over the interfracture mode:λ1=21.0,λ2=20.1,λ=17.6formulae-sequencesubscriptsuperscript𝜆121.0formulae-sequencesubscriptsuperscript𝜆220.1superscript𝜆17.6\lambda^{\circlearrowright}_{1}=21.0,\,\lambda^{\circlearrowright}_{2}=20.1,\,%\lambda^{\square}=17.6italic_λ start_POSTSUPERSCRIPT ↻ end_POSTSUPERSCRIPT start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT = 21.0 , italic_λ start_POSTSUPERSCRIPT ↻ end_POSTSUPERSCRIPT start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT = 20.1 , italic_λ start_POSTSUPERSCRIPT □ end_POSTSUPERSCRIPT = 17.6(iii) intrafracture convection modes remain dominant for larger fracture apertures.

Thus, excluding apertures for which the setup is very near to the instability threshold, intrafracture convection modes dominate over interfracture convection modes when both modes are available.This conclusion also holds for scenarios 𝟫𝖺9𝖺\mathsf{9a}sansserif_9 sansserif_a and 𝟫𝖻9𝖻\mathsf{9b}sansserif_9 sansserif_b.

Although our results seem to confirm the results of [11], where the intrafracture mode is also identified as dominant,they do not contradict the results in [16].Indeed the eigenvalue analysis is strictly localized around the diffusive equilibrium solution. In particular, the eigenvalues give no indication on which modes will be present at steady state.As seen in e.g. scenario 𝖠𝟤𝖠𝟤\mathsf{A2}sansserif_A2 (figure 16), even modes with decaying behaviour near equilibrium may turn out to be dominant at steady state.

Free convection in fractured porous media: a numerical study (24)

4.5 Computational considerations

We want to discuss some of the computational aspects of the eigenvalue method, comparing it in particular to the direct method of assessing stability in terms of computational cost.

The computationally expensive steps of the eigenvalue method can be divided in(a) grid construction, initial operator discretization and Newton iterations to reach steady state (needed as initial condition)(b) construction of the S operator defined in (20) (including LU factorization of Ayysubscript𝐴𝑦𝑦A_{yy}italic_A start_POSTSUBSCRIPT italic_y italic_y end_POSTSUBSCRIPT)(c) computation of k𝑘kitalic_k largest eigenvalues.Step (c) can itself be subdivided in the two costly operations (i) matrix vector products Sv𝑆𝑣Svitalic_S italic_v and (ii) orthogonalization.We will initially compare the computational cost of assessing the possibility of convection using the eigenvalue method against the direct method.Next, we will discuss how the cost changes with number of degrees of freedom and number of sought eigenvalues.

In section 4.2, we saw how the direct method and the eigenvalue method can be used in a complementary fashion,each of them giving answers inaccessible to the other.We can however restrict the question to the possibility of convection since both methods are a valid way of finding an answer (e.g. see table 5).For a fairer comparison, the direct forward simulations will be as soon as the Sherwood number exceeds 1, which would already indicate the possibility of convection.Table 7 reports the timing comparison and the relative time spent in each of the most costly operations for different test cases.

The cost of the direct methodis dominated by the assembly of the problem Jacobian in the two-dimensional casesand by the linear solves in the three-dimensional cases (which possess a much larger number of degrees of freedom).Both of these operations are performed for each Newton iteration.The number of Newton iterations per timestep advancement mostly varies between 2 and 3 for all the simulations.Relaxing the convergence tolerance of the Newton method is one of the options to speed up the method, at the cost of lower accuracy of the solution.This might be a valid option considering that what we are interested in is whether convection is possible, not in the detailed behaviour of the solution.

The eigenvalue method is much more efficient with respect to the direct method in low fracture density cases.For test cases with complex fracture configurations such as 𝖤𝟫𝖺𝖤𝟫𝖺\mathsf{E9a}sansserif_E9a and 𝖤𝟫𝖻𝖤𝟫𝖻\mathsf{E9b}sansserif_E9b, the performance of the two methods (direct and eigenvalue) approximately matches.

In the different test cases, the eigenvalue method dedicates approximately equal times to orthogonalization and matrix-vector products.Their relative weights can actually be adjusted by varying the size m𝑚mitalic_m of the Krylov basis in the Krylov-Schur algorithm:for every iteration of the algorithm, the cost of orthogonalization scales with m2superscript𝑚2m^{2}italic_m start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT while the cost of the matrix-vector products scales with m𝑚mitalic_m.Tuning m𝑚mitalic_m for the problem at hand may be a possible option for improving the efficiency of the method.

Scenario𝑁𝑜𝐸𝑁𝑜𝐸\mathit{NoE}italic_NoEdirect (s)initassemblylinsolveeig (s)initlumatvecortho
𝖠𝟣𝖠𝟣\mathsf{A1}sansserif_A18192127.10.030.700.1522.50.170.020.130.23
𝖠𝟤𝖠𝟤\mathsf{A2}sansserif_A28192186.70.020.740.1623.00.240.030.110.18
𝖡𝟣𝖡𝟣\mathsf{B1}sansserif_B110016249.40.030.730.1737.00.170.020.290.28
𝖡𝟤𝖡𝟤\mathsf{B2}sansserif_B210422260.00.030.720.2053.00.170.020.330.34
𝖣𝟣𝖣𝟣\mathsf{D1}sansserif_D15000125.00.010.770.1320.00.220.030.050.08
𝖣𝟤𝖣𝟤\mathsf{D2}sansserif_D2500087.90.030.750.1213.90.210.020.090.15
𝖤𝟫𝖺𝖤𝟫𝖺\mathsf{E9a}sansserif_E9a11379160.10.080.680.18165.50.070.000.400.42
𝖤𝟫𝖻𝖤𝟫𝖻\mathsf{E9b}sansserif_E9b12073137.30.110.590.15107.50.210.020.360.28
𝟨𝖠6𝖠\mathsf{6A}sansserif_6 sansserif_A384001053.90.020.210.74172.20.180.110.520.13
𝟨𝖢6𝖢\mathsf{6C}sansserif_6 sansserif_C38400886.10.040.220.72191.70.220.120.480.12

In figure 25 we illustrate how the number of matrix-vector products Nmvsubscript𝑁𝑚𝑣N_{mv}italic_N start_POSTSUBSCRIPT italic_m italic_v end_POSTSUBSCRIPT changes with the number of mesh elements 𝑁𝑜𝐸𝑁𝑜𝐸\mathit{NoE}italic_NoE.The results show that Nmvsubscript𝑁𝑚𝑣N_{mv}italic_N start_POSTSUBSCRIPT italic_m italic_v end_POSTSUBSCRIPT depends weakly (Nmv𝑁𝑜𝐸0.5similar-tosubscript𝑁𝑚𝑣superscript𝑁𝑜𝐸0.5N_{mv}\sim\mathit{NoE}^{0.5}italic_N start_POSTSUBSCRIPT italic_m italic_v end_POSTSUBSCRIPT ∼ italic_NoE start_POSTSUPERSCRIPT 0.5 end_POSTSUPERSCRIPT) on the size of the problem (although a lot of variability remains).Note that however the cost of each matrix-vector product Sv𝑆𝑣Svitalic_S italic_v scales as Cmv𝑁𝑜𝐸2similar-tosubscript𝐶𝑚𝑣superscript𝑁𝑜𝐸2C_{mv}\sim\mathit{NoE}^{2}italic_C start_POSTSUBSCRIPT italic_m italic_v end_POSTSUBSCRIPT ∼ italic_NoE start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT: the cost of each matrix-vector product Sv𝑆𝑣Svitalic_S italic_v scales as CmvNmv2similar-tosubscript𝐶𝑚𝑣superscriptsubscript𝑁𝑚𝑣2C_{mv}\sim N_{mv}^{2}italic_C start_POSTSUBSCRIPT italic_m italic_v end_POSTSUBSCRIPT ∼ italic_N start_POSTSUBSCRIPT italic_m italic_v end_POSTSUBSCRIPT start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT: the presence of Ayy1superscriptsubscript𝐴𝑦𝑦1A_{yy}^{-1}italic_A start_POSTSUBSCRIPT italic_y italic_y end_POSTSUBSCRIPT start_POSTSUPERSCRIPT - 1 end_POSTSUPERSCRIPT in (20) makes the S𝑆Sitalic_S matrix dense.The scaling estimate for the total cost of the matrix-vector products 𝑇𝐶mvsubscript𝑇𝐶𝑚𝑣\mathit{TC}_{mv}italic_TC start_POSTSUBSCRIPT italic_m italic_v end_POSTSUBSCRIPT is thus

𝑇𝐶mv=NmvCmv𝑁𝑜𝐸0.5𝑁𝑜𝐸2=𝑁𝑜𝐸2.5.subscript𝑇𝐶𝑚𝑣subscript𝑁𝑚𝑣subscript𝐶𝑚𝑣similar-tosuperscript𝑁𝑜𝐸0.5superscript𝑁𝑜𝐸2superscript𝑁𝑜𝐸2.5\mathit{TC}_{mv}=N_{mv}C_{mv}\sim\mathit{NoE}^{0.5}\mathit{NoE}^{2}=\mathit{%NoE}^{2.5}.italic_TC start_POSTSUBSCRIPT italic_m italic_v end_POSTSUBSCRIPT = italic_N start_POSTSUBSCRIPT italic_m italic_v end_POSTSUBSCRIPT italic_C start_POSTSUBSCRIPT italic_m italic_v end_POSTSUBSCRIPT ∼ italic_NoE start_POSTSUPERSCRIPT 0.5 end_POSTSUPERSCRIPT italic_NoE start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT = italic_NoE start_POSTSUPERSCRIPT 2.5 end_POSTSUPERSCRIPT .

The estimate is consistent with the data reported in table 7, for which a least-squares estimate gives 𝑇𝐶mv𝑁𝑜𝐸2.2±0.4similar-tosubscript𝑇𝐶𝑚𝑣superscript𝑁𝑜𝐸plus-or-minus2.20.4\mathit{TC}_{mv}\sim\mathit{NoE}^{2.2\pm 0.4}italic_TC start_POSTSUBSCRIPT italic_m italic_v end_POSTSUBSCRIPT ∼ italic_NoE start_POSTSUPERSCRIPT 2.2 ± 0.4 end_POSTSUPERSCRIPT.

Free convection in fractured porous media: a numerical study (25)

Finally, the convergence of the Krylov-Schur algorithms is represented for four different test cases during the earch for multiple eigenvalues. As shown in figure 26 in all the test cases, once the algorithms pins down an eigenvalue, the corresponding error starts decreasing at exponential rate. Depending on the test case, we can have scenarios in which the eigenvalues all practically converge together, as opposed to cases where computing each successive eigenvalue requires considerably more computation.

Free convection in fractured porous media: a numerical study (26)

5 Conclusion

The aim of this study was to better understand the influence of fractures on the possibility of free convection in porous media.To this aim, we have described a mathematical model for density driven flow in the presence of fractures,and the corresponding numerical approximation. In addition to the direct ”forward” numerical solution of the problemwe have proposed and implemented a novel method for the assessment of convective stability through the eigenvalue analysis of the linearized numerical problem.

The new method is shown to be in agreement with existing literature cases both in simple and complex fracture configurations.With respect to direct simulation in time, its results provide further information on the possibility of convection.In particular, as shown in section 4.2 the sign of the leading eigenvalue correctly predicts the onset of convection, and its magnitude provides quantitative estimates of the rate of growth or decay of perturbations.Furthermore the computational cost of the method has proven to be in the worst cases equal, and in the best cases up to an order of magnitude faster than the direct solution method.

The fact that the eigenvalue method closely mimics the analytical method of investigating stability clarifies what inferences can be made from the the results of a linear stability analysis. In particular, analyzing stability through the study of the system around equilibrium solutions (both numerically and analytically) is restrictive in that it cannot predict whether, far from the equilibrium solution, transient convective motion is possible and which convective modes will be dominant at steady state.

Moreover, an in depth study of the particular scenario E9b in [17] has further complicated the question of analyzing free convection in the presence of fractures: for realistic sets of problem parameters, the porous matrix is indeed able to participate in the convective motion.Thus, stability criteria based on the fracture network alone, e.g. the presence of large continuous fracture circuits as a trigger for convection, are shown to be somewhat limited in applicability.

Given the results of this study, we could expand the work in different directions.

On the numeric side, the method used to compute the eigenvalues at the moment does not take into account the structure of the particular problem.However, the S𝑆Sitalic_S matrix is built up from submatrices of the Jacobian associated to the linearized problem.Therefore, a close study of the Jacobian may suggest ways of speeding up the computation of the eigenvalues by exploiting the structure of the S𝑆Sitalic_S matrix.

Finally, though the eigenvalue method has proven to be faster than the direct method of assessing convective stability, the method could be further sped up if we are willing to sacrifice accuracy, since, for this purpose, we are only interested in the sign of the most positive eigenvalue. If during the computation of the eigenvalues we find one to be positive, with error reasonably smaller than its magnitude, we can already predict the possibility of convective motion.In cases where the method is applicable, such as the fractured HRL problem, the additional speedmay enable a more systematic (or even statistical) study of how global properties of fracture networks such