Chemical Engineering Science 58 (2003) 521 535

www.elsevier.com/locate/ces

Exploring complex systems in chemical engineeringthe

multi-scale methodology
Jinghai Li , Mooson Kwauk
Institute of Process Engineering, Chinese Academy of Sciences, Beijing 100080, Peoples Republic of China

Abstract
Challenges in quantitative design of chemical processes mainly reside in their complex structures, which are usually multi-scale in
nature, and are di-cult to analyze by the average approach as commonly used. The multi-scale methodology has thus received more
and more attention in recent years. There are three kinds of multi-scale methodology: descriptive for distinguishing the phenomenological
di2erence of structures at di2erent scales; and correlative for formulating phenomena at higher scales by analyzing the mechanisms
at lower scales; and variational for revealing the dominant mechanisms of the structure and the relationship between the scales. This
paper presents an overview of multi-scale methodologies with emphasis on the variational methodology, and proposes the possibility
of establishing a generalized multi-scale methodology, e2ective for analyzing single-phase turbulent 4ow in pipe, gassolid two-phase
4uidization, and gassolidliquid three-phase 4uidization. The variational multi-scale methodology consists of the following steps:

Phenomenological resolution with respect to scales of structures.

Identi7cation of dominant mechanisms.
Establishment of conservation conditions with respect to di2erent scales and correlation between di2erent scales.
Formulation of variational criterion to identify what dominates the stability of structure and what compromise exists between di2erent
dominant mechanisms.
Integration between conservation conditions with stability conditions.
? 2003 Elsevier Science Ltd. All rights reserved.
Keywords: Multi-scale complex system; Structure; Multi-phase 4ow; Variational criterion

1. Complex systems in chemical engineering

In the last century, chemical engineers and scientists
focused on scaling-up chemical processes from laboratory to industry. Since the turn of the century, research
on scaling-down of industrial reactors has been blooming
to meet needs for process intensi7cation and other special
demands. Quantitative design and optimization of chemical
systems based on detailed mechanisms become more and
more important. Now it is but natural to ask: why scaling-up
challenged us for the past century without, however, much
scienti7c solution? Will scaling-down generate the same
challenge to chemical engineers for the new century? What
is the key to solving these problems?
To answer these questions, 7rst we note that phenomena in nature are either equilibrium or non-equilibrium.

Corresponding author. Fax: +86-10-62561822.

E-mail address: jhli@home.ipe.ac.cn (J. Li).

Equilibrium phenomena are subject to maximum entropy,

while variational criteria for non-equilibrium phenomena
depend on the linearity of the systems studied. Linear
non-equilibrium systems are con7ned to minimum entropy
production rate (Prigogine, 1967), but there is no single
general criterion for non-linear non-equilibrium systems
(Gage, Schi2er, Kline, & Reynolds, 1966). This led to
extensive research (Sieniutycz & Salamon, 1990). Most
chemical processes are non-linear and non-equilibrium,
belonging to the so-called complex systems for which
multi-scale structure is the common nature (Gallagher &
Appenzeller, 1999). Mass and heat transfer and chemical
reaction in reactors are sensitive to structure, as shown in
Fig. 1 for gassolid two phase systems.
Structure heterogeneity both local and overall, with dynamic changes with time, as shown in Fig. 1a.
State multiplicity showing either jump changes due to
slight variation of operating conditions or co-existence of
two di2erent states in a same unit, as shown in Fig. 1b.

0009-2509/03/$ - see front matter ? 2003 Elsevier Science Ltd. All rights reserved.
doi:10.1016/S0009-2509(02)00577-8

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J. Li, M. Kwauk / Chemical Engineering Science 58 (2003) 521 535

Heterogeneity

Scaling-upstructure change

Multiplicity

Local structure

Overall structure

Dynamic change

Radial

Jump change

Co-existence of states

Axial

State 1

Slight
change of
condition

(a)

(b)

Scaling-up

State 2

(c)

Fig. 1. Complex structural changes in particle4uid chemical reactors.

CDb= 5.43

CDa= 18.6

CDc= 2.85

Ug

Ug

Ug

(a) Without structure

(b) With only local

(c) With both local and

structure

overall structures

Fig. 2. Critical dependence of transport behaviors on structural changes.

Scaling-up e4ect attributed to the dependence of structure

changes on reactor sizes, as indicated in Fig. 1c.
Both local structure and overall structure a2ect transport
properties critically. Fig. 2 shows the signi7cant di2erence
of transfer rate, represented here by the drag coe-cient CD ,
with di2erent structures but with the same amount of solids
in a given volume (Ja = Jb = Jc ) and the same gas 4ow rate
through the selected volume for a gassolid system. Local
structure leads to a decrease in CD from (a) to (b), though
the average parameters for these two structures are identical. Overall structure leads to further decrease of CD from
(b) to (c), indicating that the formation of a core-annulus
structure reduces global transfer rate. The contribution of
dynamic changes of a structure to mass transfer rate has
been further demonstrated experimentally by Li, Zhang, Zhu
and Li (1998b).
In fact, the relationship between structure and property has become a focus for many scienti7c disciplines.
Even the whole universe, consisting of more than 100 chemical elements, was generated from the Big Bang Nucleosynthesis, which is a typical complex dynamic process, leading

to the formation of di2erent levels of ordered structures. At

the micro-scale level, the ordered structure is demonstrated
by the periodic change of the chemical elements in the Periodic Table, while the macro-scale structure is demonstrated
by the concentrated distribution of certain elements in different areas, and the universe scale of structure is indicated
by the structural di2erence between di2erent planets and the
global structure consisting of these di2erent planets.
Chemistry and physics focus on the dependence of molecular properties on molecular structure, and the structures of
clusters of molecules has become another focus in recent
years with the development of supramolecule chemistry and
nano-technology. These aspects of study include not only
the stationary structures at equilibrium state but also the dynamic processes prevailing during the formation of these
structures. Geology and astronomy pay attention to the inner and outer structures of the earth and the solar system.
Biology studies the structure of molecules, cells, tissues, organs and their interdependence, and recently probes further
into the details of genes and systems (Chong & Ray, 2002).
Mathematics supplies the tools for describing structures such
as topology, wavelet, fractal, etc.
Chemical engineering often deals with dynamic structures, which are mostly complex, leading to di-culty in
scaling-up and scaling-down reactors. Without appropriate
understanding of these structures, quantitative design and
control of processes would hardly be possible. However,
insu-cient attention has been paid to this aspect, since no
unifying theory governing all complex systems yet exists,
and complexity science itself is still a 7eld of perplexity
(Horgan, 1995). Therefore, it is a challenge not only for
chemical engineering but also for all other 7elds comprising complex systems. Chemical reactors could be designed
and optimized quantitatively only when various structural
changes in systems could be predicted. The progress of

J. Li, M. Kwauk / Chemical Engineering Science 58 (2003) 521 535

complexity science will indeed open a new era for chemical

engineering sciences.

523

Mirco-scale between eddies

inertia-dominated
Mirco-scale in eddies
viscosity-dominated

2. Multi-scale nature of complex structure

Multi-scale structure is popularly acknowledged in all
basic and applied scienti7c disciplines such as mathematics (Bennethum & Cushman, 1996; Leon & Manna,
1999); physics (Zhang & Vinals, 1998; Barbachoux, Debbasch, & Rivet, 1999; Balazs, Ginzburg, Qiu, Peng, &
Jasnow, 2000); chemistry (Gobbert, Merchant, Borucki, &
Cale, 1997); astronomy (Escalera & MacGillivray, 1995);
geology (Stasiewicz & Potemra, 1998; Cumming, 1999;
Faluvegi et al., 1999); biology (Godin & Caraglio, 1998;
Bergin, Best, Freemark, & Koehler, 2000), and in applied
7elds such as materials (Dai, Bai, & Lee, 1998; Plouraboue
& Boehm, 1999; Sarkissyan, Kiiko, Khvostunkov, &
Mileiko, 1998; Ra7i-Tabar, Hua, & Cross, 1998); mechanics (Xi, Willam, & Frangopol, 2000); image analysis
(Garrido, Blanca, & Garcia-Silvente, 1998; Gauch, 1999);
computational methods (Hughes, Feijo, Mazzei, & Quincy,
1998; Rank & Krause, 1997; Hou & Wu, 1997; Liu, Hao,
Belytschko, Li, & Chang, 2000); atmospheric science
(Gangopadhyay, Robinson, & Arango, 1997; Bernardet &
Cotton, 1998; Chen & Houze, 1996); chemical engineering (Wei, 1999; Vlachos, 1997; Bakshi, 1998; Villermaux,
1996; Lerou & Ng, 1996; Charpentier & Trambouse, 1998;
Bauer & Eigenberger, 1999; Li, 1987; Li et al., 1988; Li
& Kwauk, 1994, 1999) and so on. And it is so important
that a new term, multi-scale science, was proposed, quite
independently in di2erent 7elds, and was considered to be
a challenge for the 21st century (Glimm & Sharp, 1997;
Krumhansl, 2000). Scienti7c conferences on these subjects
were organized in recent years (Karsch, Monien, & Satz,
1997; Kwauk, Hu, Wang, & Li, 2002), and some conferences took multi-scale as an important subject. The
multi-scale nature is so important that structures cannot be
properly quanti7ed without distinguishing the di2erence
between scales and the interactions between di2erent scales.
Multi-scale structures in chemical processes are characterized by the presence of certain unique scales at
which in4ective changes of structures arise, as shown in
Fig. 3 for gassolid two-phase 4ow. When observation
or measurement is limited to single particle-size scale, as

Fig. 3. Multi-scale structure of gassolid two-phase systems.

Marco-scale in the core

inertia-dominated
Marco-scale at the wall
viscosity-dominated

Fig. 4. Multi-scale structure of turbulent 4ow in pipe.

indicated in the 7gure by the smallest circular area, either in

the particle-rich dense-phase or in the gas-rich dilute-phase,
what is observed is exclusively the interaction between gas
and individual particles; when observation or measurement
is extended to the larger circular area, that is, to the range
of the cluster-size scale, we see the existence of particle
clusters and their interaction with the surrounding dilute
broth in addition to what we observed at the particle scale.
Furthermore, when the observation or measurement reaches
the vessel scale, as indicated by the elliptical area, wall e2ect
is additionally involved.
Even in single-phase turbulent 4ow, complex multi-scale
structure and interaction, too, exist, as shown in Fig. 4. At
micro-scale, smaller than the size of turbulence eddies, the
4ow could be either viscosity-dominated inside the eddies
or inertia-dominated at the interface between eddies. Without the dominance of viscosity inside the eddies, the eddies
could not move as a whole; on the other hand, if viscosity
played a dominant role at the interface between eddies, the
eddies could not move independently. At the pipe scale, the
4ow is dominated by inertia in the core region, but by viscosity in the wall region. Without paying attention to the
scale-dependent nature, it is hardly possible to properly understand turbulent 4ow.
Publications on the subject of multi-scale methods
bloomed in the 1990s, particularly in recent years12 papers in the 1970s, 84 in the 1980s, 1609 in the 1990s, and
497 in the last 2 years, as shown in Fig. 5(a) and (b) (based
on search in Engineering Index on December 28, 2001).
Fig. 5(c) shows that for the years from 1995 to 1999, the
study of multi-scale methods covered a variety of disciplines, among which materials, mathematics and physics
by far lead the others.
Chemical engineering began to pay attention to multi-scale
method in recent years, though compared to other 7elds,
multi-scale methodology has not been much explored.

J. Li, M. Kwauk / Chemical Engineering Science 58 (2003) 521 535

300

1000

250

800
600
400
200

Numbers of papers

300

1200

Numbers of papers

Numbers of papers

524

200
150
100

Materials

250
200
150

Mathematics
Physics

100

Chemical
Engineering
Chemistry

50

50

(a)

1975 1980 1985 1990 1995

1990

2000

Astronomy

0
1970

1992

1994 1996 1998 2000

Year (for every past five years)

Year

Increasing publications,
1973~2000

Vast increase,
1990~2000

(b)

Biology

2002

Discipline

(c)

Breakdown ofmulti-scalepapers,
1995~1999

Fig. 5. Searching engineering index on multi-scale.

Cluster-bubble scale control:

Alternative change of reducing
and oxidizing conditions

Secordary air

Particle scale control:

T < 900C

Coal
Primary air

Vessel scale control:

Staged air supply

Fig. 6. Multi-scale nature of 4uid-bed coal combustion.

Particularly, the mechanism of the formation of structures and the relationship between di2erent scales have
not received su-cient attention, and neither the study of
multi-scale structure has been related to complexity science and non-linear and non-equilibrium thermodynamics.
Among the 2202 papers currently listed in Engineering
Index, there are only 46 under the key wordsmulti-scale
and chemical engineering. Development of product engineering and virtual processes calls for a higher level of
quanti7cation in chemical engineering in which multi-scale
methodology could play a signi7cant role.
In addition to multi-scale structures, multi-scale systems
have also been emphasized (Lerou & Ng, 1996), as shown
in Fig. 6 for coal combustion. Multi-scale control has to be
performed in order to realize the operation for low emissions.

At particle-size scale, temperature must be controlled below

900 C to satisfy the deSOx and deNOx requirements. At the
cluster-size scale, the alternative change of the solid-rich
dense phase and the gas-rich dilute phase is favorable to the
reduction of NOx , due to the creation of alternative reducing
and oxidizing conditions. At the unit scale, staged air supply
could further reduce the emission of NOx . If we operate the
system with re-circulating 4ue gas, system-scale control is
involved. Such multi-scale nature of chemical processes has
recently been discussed by Villermaux (1996), Charpentier
and Trambouse (1998) and Lerou and Ng (1996).
Most heterogeneous structures in chemical reactors are
multi-scale, the analysis of which may follow three di2erent
approaches:
Tracking the behaviors at micro-scale to elucidate all the
details and mechanisms of complex systems. This is an idealized approach though it is not realistic due to limitations
of experimental technique and computer capacity.
Averaging all parameters over a speci7c volume by considering the system to be uniform. This is the simplest approach, but it cannot correctly describe the interaction in
heterogeneous structures.
Taking the multi-scale structure into account and considering the disparity of behaviors and interactions at di2erent
scales. This approach, however, calls for variational criteria
to identify the prevailing steady state.
The average approach, though commonly used, is not
su-cient for formulating transport phenomena in heterogeneous structures, because it does not distinguish the difference between di2erent scales. This is shown in Fig. 7
for gassolid two-phase systems, consisting of a solid-rich
dense-phase and a gas-rich dilute-phase. Gassolid interaction displays a multi-scale nature involving three totally different mechanisms (Li, 2000):
Particle-dominated in the dense phase, that is, the
movement tendency of particles is realized by suppressing
that of gas.
Gas-dominated in the dilute phase, that is, the movement tendency of gas is realized by suppressing that of
particles.

J. Li, M. Kwauk / Chemical Engineering Science 58 (2003) 521 535

Actual

Average approach

Multi-scale structure

Uniform structure

Dense-phase:
Particle-dominated
One another
Dilute-phase:

Fluid-dominated
Interface:
Particle-fluid
-compromise

Fig. 7. Insu-ciency of average approach in analyzing multi-scale structures.

Particle-gas-compromising between the dilute phase

and the dense phase, that is, the movement tendencies of
neither the gas nor the particles can dominate the other.
If the average approach is used, these three di2erent mechanisms will be blurred into one another.
In conclusion, most structures in chemical engineering
are multi-scale in nature, which cannot be appropriately
quanti7ed by the average approach, while the discrete approach based on micro-scale mechanisms is not yet practical
due to the limitation of measurement technology and computer capacity. Multi-scale methodology would therefore be
a promising approach to cope with various structures, both
stationary and dynamic. However, a generalized methodology has yet to be developed.

3. From descriptive to variational multi-scale

methodology
The multi-scale methodology has, however, been used in
di2erent ways following di2erent concepts. The most popular is the descriptive multi-scale methodology, which is
widely used for identifying the various structures at di2erent scales without, however, accounting for the mechanism
of the formation of these structures, e.g., in image analysis,
material characterization, numerical computation and morphology. Although it is used mainly for stationary structures,
dynamic structures are also dealt with when they change
very slowly, such as the multi-scale structure of plants, human body and so on. In current literature on multi-scale
methodology, most publications are related to descriptive
multi-scale methodology.
One often tries to understand complex systems at higher
scales by analyzing lower-scale mechanisms, thus leading to
the correlative multi-scale methodology. For instance, the
Darcys law at macro-scale could be formulated from the
NavierStokes equations at meso-scale, which could again
be derived from the Boltzmann equation at micro-scale
(Glimm & Sharp, 1997). In fact, the so-called discrete
method belongs to correlative multi-scale methodology.

525

However, if the lowest-scale mechanisms are not fully understood, any deviation at this scale would be magni7ed at
higher scales. On the other hand, such deviation could be
disregarded when the lower-scale interaction does not contribute much to the behavior at higher scales. For instance,
we could calculate gassolid two-phase 4ow behavior without knowing the molecular structure of the solid particles
involved.
To relate di2erent relevant scales in the formation of
multi-scale structures, the variational multi-scale methodology follows a di2erent strategy. It stipulates that (1)
multi-scale structure arises from the stability condition of a
given system (Li, 1987; Li et al., 1988; Li & Kwauk, 1994;
Hughes et al., 1998), and (2) the phenomena at di2erent
scales are determined by the compromise between dominating mechanisms. Therefore, in addition to structure,
stability criterion, dominant mechanisms and compromise
between sub-mechanisms need to be analyzed.
In describing the multi-scale structures, the number of
the parameters involved is often more than the number
of equations available, meaning that the equation set has
multiple solutions. For identifying the steady state, stability, for instance, has to be taken into account, which
usually consists of an extremum of certain function of the
parameters.
The variational multi-scale methodology also recognizes
the multiplicity of multi-scale structures, and can therefore
be considered to be related to complexity science and thermodynamics. However, due to the di-culty of formulating
the stability condition, the variational multi-scale methodology has not yet been su-ciently explored (Li & Kwauk,
1999; Kwauk & Li, 2001).
Table 1 compares the three kinds of multi-scale methodology: descriptive, describing the appearance of structures,
without, however, paying attention to the mechanism of
the formation of the structures and the relationship between
the di2erent scales; correlative, formulating the phenomena at higher scales through analyzing the interaction at
lower scales; variational, revealing the relationship between scales by formulating the stability condition of the
structure.
4. From the particular to the general
Structures and their related multi-scale interactions are
the common features of most complex systems, and promise
to be the main building blocks for establishing therefrom
certain general methodologies for studying all complex systems.
In general, complex systems are dominated by at least
two mechanisms, and the dominant mechanisms for di2erent systems follow their respective unique tendencies, the
formulation of which cannot be easily generalized (Gage et
al., 1966) without studying the individual complex systems.
The challenge for complexity science is thus often answered

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J. Li, M. Kwauk / Chemical Engineering Science 58 (2003) 521 535

Table 1
Comparison between three di2erent kinds of multi-scale methodology
Nature
Strategy

Methodology

Scale 1
Scale 2
Descriptive

Correlative

Structure

model

Scale n
Observation

Advantage

Disadvantage

Simple and easy to

use

Lack of mechanism and

low predictability

Reveals as many
details as possible
and promising for
future

Structure: Scale 1 Scale 2 Scale n

Scale 1 Scale 2 Scale n
Modeling

Interaction
Variational

Model

Scale 1
Scale 2
Scale n

Structure
Mechanism

Reveals mechanism
of
complex
structure
and
dominant nature of
structure

Difficulty
in
understanding
micro-scale behaviors;
limitation
of
computational capacity
and
measurement
technology
Approximation
in
formulation, difficulty
in defining variational
criterion

Mechanism 1

Mechanism 2

by the strategy of attacking the individual systems 7rst, that

is, from the particular, and then to the general.
This paper follows the above strategy for the speci7c
case of gassolid two-phase systems, which wound up in
a general multi-scale methodology, applicable for similar
complex systems, e.g., single-phase turbulent 4ow and gas
liquidsolid three-phase systems. Further extension of this
methodology to reaction systems and micro-emulsion systems is being considered.

5. The variational multi-scale methodology

The Institute of Process Engineering of the Chinese
Academy of Sciences started to study the variational
multi-scale methodology in the 1980s upon recognition
that available theories and methods could not well cope
with the problems in 4uidization, e.g., the mechanism of
the formation of heterogeneous structures, choking, regime
transition, etc. In analyzing the multi-scale structure of
gassolid two-phase systems, the importance of the variational criterion (stability condition) for the steady state
of heterogeneous structure was 7rst explored, leading to
the so-called energy-minimization multi-scale (EMMS)
model. To establish and justify the stability condition, the
mechanism of the compromise between dominant mechanisms over the system was elucidated, and then formulated
as a relative extremum between the extremum tendencies
of dominant mechanisms. In extending the EMMS model
to other systems such as single-phase turbulent 4ow in pipe
and three-phase 4uidization, the possibility of generalizing
the EMMS concept was recognized (Li, 1987; Li et al.,

1988; Li, Cheng, Zhang, & Yuan, 1999a; Li, Zhang, Ge,
Sun, & Yuan, 1999b; Li & Kwauk, 1994).
Multi-scale analysis: Fig. 8 shows the physical concept
of the multi-scale analysis which resolves the system into
three basic scales: particle scale, cluster scale and vessel
scale, that is, the micro-, meso- and macro-scales, as shown
in Fig. 8, respectively:
Micro-scale of discrete individual particles inside either
the dense or the dilute phase. Totally di2erent mechanisms of gassolid interaction prevail in these two phases:
particle-dominated (PD) inside the dense-phase cluster,
and 9uid-dominated (FD) inside the dilute-phase broth.
Such a disparity of gassolid interaction mechanisms in
the two phases can be described only with phase- speci7c
parameters when tracking of all individual particles is not
yet practical.
Meso-scale of cluster size involving inter-action between
the dilute broth phase and the dense cluster phase. The disparity of gassolid interaction mechanisms inside the two
phases gives rise to particle9uid compromising (PFC) (Li,
Reh, & Kwauk, 1992) interaction between the dense-phase
cluster and the dilute-phase broth on a meso-scale. This scale
of interaction is of fundamental signi7cance in heterogeneous systems, which show unique interfacial phenomena
between phases.
Macro-scale encompassing the global system of the
particle4uid suspension within its boundaries. This scale
of interaction re4ects the e2ect of boundaries on particle
4uid interaction as well as the particle4uid suspension as
a whole, through changing the relative dominance between
particles and the 4uid. Boundaries (including reactor internals) lead to the disparity of particle4uid compromise
with respect to space, i.e., axial and radial heterogeneity.

J. Li, M. Kwauk / Chemical Engineering Science 58 (2003) 521 535

527

Fig. 8. Physical basis of the EMMS model.

Insu:ciency of conservation conditions: Altogether eight

parameters X =(f ; c ; f; Ugf ; Ugc ; Upf ; Upc ; dcl ) are needed
for describing such a heterogeneous structure, Ugc , Upc , c ,
f and dcl for the dense phase, and Ugf , Upf and f for
the dilute phase, as shown in Fig. 8. However, the analysis
of mass and momentum conservation in such a multi-scale
structure yielded only six equations which are not su-cient
for their solution for the eight phase-speci7c parameters,
meaning that the solutions satisfying the mass and momentum conservation equations are multiple. For de7ning the
steady state from these multiple solutions, some stability
condition had to be established.
Compromise between dominant mechanisms and stability condition: Unfortunately, there is no common stability condition or general theory for non-linear and
non-equilibrium systems which are usually dominated by
at least two sub-mechanisms, each following a di2erent
tendency and yet needing to compromise with the other.
For di2erent complex systems, dominant mechanisms could
be totally di2erent, and the compromise between dominant
mechanisms cannot be formulated in general. The cooperative phenomena were discussed in general by Haken (1983)
in what he called synergetics.
At the early stage of the EMMS model, the stability condition was expressed, empirically, as the minimum energy

consumption for suspending and transporting particles with

respect to unit mass of particles, that is, Nst = min (Li et al.,
1988; Li & Kwauk, 1994), which led to results in reasonably
good agreement with experimental phenomena, though the
compromise between gas and solids was not yet understood
at that time. It appears that such di-culty is not uncommon
in theoretical physics (Gage et al., 1966). Later, the compromise between dominant mechanisms was symbolically
expressed as a relative extremum, that is,
Wst = min|=min ;
where Wst = min represents the movement tendency of gas
(easiest 4ow) and  = min (densest packing) for solids (Li,
Wen, Cui, & Ren, 1998a). In fact, the compromise between
the gas movement tendency, Wst = min, and the particle
movement tendency,  = min, gives Nst = min, that is,
Nst =

Wst
= min:
(1 )p

This stability condition, as the variational criterion, plus

the six conservation conditions led to the so-called EMMS
model (Li, 1987; Li et al., 1988), as summarized in
Fig. 8.
With this EMMS model, the eight parameters X for
local steady state could be calculated from the operating

528

Radial
Profile

J. Li, M. Kwauk / Chemical Engineering Science 58 (2003) 521 535

Local structure
Subject to the EMMS
model in Figure 8,
including conservation
conditions and the local
stability condition N st (r)
=min

Compromise

Wall effect
helps solids to
realize their
movement
tendency,
leading to
re-distribution
of both solids
and gas

Overall structure
Subject to the overall
stability condition
Nst =min

FIXED BED

FLUIDIZATION

TRANSPORT

Particle-dominated

Particle-fluid-compromising

Fluid-dominated

DG

P=

= min

0 < DG

P<

1.0

Wst = min\ =min Nst =min

DG

= 1.0

Wst =min

Ug G s

Fig. 9. Mechanism of radial heterogeneous distribution of solids in 4uidized beds.

conditions and material properties, and regime transitions,

too, could be de7ned:
for bubbling to turbulent:


@Wst


= 0;
@Gs
Ug
for turbulent to fast:


@Wst


= 0:
@Ug
Gs
Overall stability condition governing radial distribution
of solids: Following the EMMS model, the radial pro7le of
the various parameters is subject not only to the local EMMS
model as described above, but also to the overall stability
condition:
 R
2
NJ st = 2
Nst (r)[1 (r)]r dr = min
R (1 )
J 0
to describe the re-distribution of solids due to the involvement of the wall in the compromise between gas and
solids by helping them to realize their respective movement tendencies, as shown in Fig. 9, therefore, leading to a
core-annulus structure in minimizing NJ st . Based on this concept, a model was established to calculate the radial distribution of parameters in circulating 4uidized beds (Li, Reh, &
Kwauk, 1990).
Critical condition for choking: Gassolid two-phase 4ow
could make a jump change from a dilute uniform state
to a two-phase heterogeneous state at some critical point.
This phenomenon is called choking in engineering, which
is important for reactor design due to the dramatic difference in structure before and after choking takes place.
The EMMS model was further extended to analyzing the
critical condition for the co-existence of these two di2erent states in the system (Li, Reh, & Kwauk, 1992). Such
regime transition is attributed to the change of the relative
dominance between gas and solids, that is, changing from
the particle4uid-compromising (PFC) 4uidization to the
4uid-dominated (FD) transport.

0.0

DG

1.0

dominance of fluid over particles

increases from zero to unity

Fig. 10. Dependence of structure on the compromise between gas and

solids.

Changing relative dominance between the gas and the

solids can be expressed, as indicated in Fig. 10, in terms of
a dominance factor, DGP =(Nst (Nst )mf )=(NT (Nst )mf )
(Li et al., 1998a), when the system shows di2erent 4ow
structures. Two extreme cases occur when either the gas
or the solids completely dominates the other. One is the
7xed-bed regime if the solids dominate the gas when the
movement tendency of solids,  = min, is realized without
being a2ected by that of the gas at DGP = 0. The other is
the transport regime if the gas dominates the solids when the
movement tendency of the gas, Wst =min, is realized without
compromising with that of the solids at DGP = 1:0. Solids
and 4uid have to compromise with each other to stabilize at
Wst = min|=min , when neither the solids nor the 4uid can
dominate the other, that is, 0 DGP 1:0, leading to the
formation of a heterogeneous two-phase structure consisting
of a solids-rich dense phase and a gas-rich dilute phase, as
shown in the middle diagram of Fig. 10.
Fig. 11 shows the intrinsic mechanism of choking by following the increase of DGP and comparing the values of
Wst for three di2erent cases represented by the following
three curves:
Curve AOB: calculated with Wst = min|=min , representing the case of gassolid compromising characterized by a
two-phase structure.
Curve COD: calculated with Wst = min|c =mf , assuming
that the gas tries to dominate the solids by destroying the
two-phase structure.
Curve EO F: calculated with Wst = min, representing the
case of uniform structure dominated by gas.
Whichever of the three curves CO, AO and EO would
prevail in the system is subject to the relative dominance
between gas and solids. Therefore, it is important to analyze
the change of the relative dominance between gas and solids

J. Li, M. Kwauk / Chemical Engineering Science 58 (2003) 521 535

CHOKING
two structures coexist
(jumping from one to the other at the slightest change in operating condition)
Two-phase
structure is steady
(gas-solid
compromising)

Wst

Uniform structure
is steady
(gas dominating)

Compromise

u(r)
u

u(r)
u

u(r)
u
Experimental
data of von
Karman, 1939

r/R

r/R

Wst = min

Wst = min

Wst = min

Increasing

FULLY LAMINAR
Viscosity-dominated
=0
Wv =min

two-phase structure
is
replaced
by
uniform structure

529

O'

r/R

ANY REAL CASE

FULLY TURBULENT
Viscosity-inertia compromise
Inertia-dominated
0 < < 1.0
= 1.0
Wv =min
WT =max
WT =max
CompromiseWv =min\W =max
T

D
F

Ug

0.0

Dominance of inertia over viscosity increases

1.0

Fig. 11. Choking is related to the change between gas dominated and
gassolids compromising.

Fig. 12. Dependence of velocity pro7le on the compromise between

viscosity and inertia.

by comparing the values of Wst (related to the movement

tendency of gas) and  (related to the movement tendency of
solids). Among these three curves, curve EO , representing
the gas-dominating uniform structure, cannot be realized
while 4uidizing at relatively low velocities. Between curves
CO and AO, the latter, representing both lower Wst and lower
, would be the preferred mode of operation. With increasing
DGP , the values of Wst for curve AO and curve CO become
identical at point O, indicating a sudden in4ective change
chokingof the relative dominance between gas and solids,
that is, from gassolid-compromising to gas-dominating, or,
from a two-phase structure to a uniform structure. Beyond
this critical point, the gas gets priority to exclusively realize
its movement tendency, Wst = min, by generating a uniform
structure represented by Curve O F. The critical point O is
de7ned as

pipe 4ow shows a parabolic pro7le when the 4ow is dominated exclusively by viscosity, that is, in the laminar regime.
Such a pro7le satis7es the minimum of viscous dissipation
WJ  because of its linear non-equilibrium feature. Another
extreme is the case for full domination by inertia that suppresses the e2ect of viscosity, leading to a 4at, uniform velocity distribution over the cross-section of the pipe, corresponding to the maximum of the total dissipation WJ T =max.
However, in most cases single-phase pipe 4ow is dominated not exclusively but jointly by viscosity and inertia. Adopting the strategy for gassolid 4uidization by analyzing the compromise between dominant mechanisms, we
deduced that the variational criterion for the velocity distribution in a single-phase pipe 4ow could be expressed by
the compromise between the extremum tendencies of both
viscosity and intertia e2ects, that is,

Wst = min|=min Wst = min|c =mf :

WJ v = min|WJ T =max ;

In thermodynamic terms, Wst = min|=min corresponds

to maximum entropy production rate, and Wst = min to
minimum entropy production rate (Li et al., 1998a), indicating the regime-speci7c feature of stability condition of
gassolid two-phase 4ow.
To summarize, at a constant solids 4ow rate and with
increasing gas velocity, the steady state of a gassolid
two-phase system 7rst develops along curve AO with a heterogeneous structure, then jumps from point O to point O ,
to develop along curve O F with a uniform structure. Such
uniform structure represented by Curve O F is but ideal, for
a certain extent of heterogeneity exists after choking, that
is, the actual steady state beyond point O lies somewhere
between curve OD and curve O F.
Extension of the EMMS model: Following the same
strategy as that for gassolid two-phase systems, the compromise between viscosity e2ect and inertia e2ect in turbulent single-phase pipe 4ow was analyzed (Li et al., 1999b),
as shown in Fig. 12. The velocity distribution in turbulent

where
WJ v = 2!


0

du(r)
r"
dr

2
dr

represents the integrated average viscous dissipation over

the cross-section, and


du(r)


J
J
W T = 2!Ru"
dr

R

the total dissipation of the whole cross-section.

Instead of compromise between Wst = min and  = min
expressed as Nst = min for the EMMS model, we treat the
pipe 4ow two-object optimization problem by transforming
it into a single-object optimization problem, that is,
F = WT $ W (1 $) max;
where $ represents the relative dominance of inertia over
viscosity. When $ = 0, the inertia loses its dominance over

530

J. Li, M. Kwauk / Chemical Engineering Science 58 (2003) 521 535

Particle-dominated:

=min

Compromise

in space

Gas-dominated:
Wst=min

W st = min

Particle-dominated:
=min

Gas-dominated:
Wst=min

N st =

= min

Wst
(1 ) p

= min

Entropy
production
rate = max

1-

in time
t

Fig. 13. Compromise between gas and solids prevails both in space and
in time.

viscosity, and viscosity becomes the only dominant e2ect,

leading to laminar 4ow and a parabolic velocity pro7le
with WJ v=min , as indicated on the left-hand side in Fig. 12.
On the contrary, when $ 1:0 for the limiting case of
complete dominance by inertia e2ect, the 4uid will be distributed uniformly in the cross-section of the pipe, characterized by a high velocity gradient next to the wall, leading to
WJ T =max , as shown on the right-hand side in Fig. 12. When
0 $ 1:0, the viscosity e2ect has to compromise with the
inertia e2ect, leading to a complicated velocity distribution
with WJ v=min |WJ T =max . The classical experimental data of Von
Karman (1939) are used for comparison with calculation.
Generalized variational criterion: From the above two
cases, we can see that compromise between dominant mechanisms plays a critical role in the formation of multi-scale
structures. The importance of such compromise between
dominant mechanisms in the formation of multi-scale structures was also demonstrated by computer simulation (Ge
& Li, 1997) for two discrete media A and B, which move
counter-currently against each other. When either A dominates B or when B dominates A, no structure develops, but
when neither A nor B dominates the other, a multi-scale
structure is generated (Li et al., 1998a).
Compromise between dominant mechanisms in complex
systems could prevail with respect to both space and time, as
shown in Fig. 13. Compromise in space leads to the appearance of a two-phase structure consisting of a particle-rich
dense phase dominated by particles ( = min) and a gas-rich
dilute phase dominated by the gas (Wst = min) to reach
Nst = min. On the other hand, compromise in time leads to
the dynamic change with respect to some 7xed position, that
is, the alternative appearance of the particle-dominated and
the gas-dominated state. With increasing DGP , the fraction of time for the gas-dominated state increases. It is the

water
surfactant

oil
hydrophilic
group

lipophilic
group

Fig. 14. Simulated structure (Tang, Ge, & Gao, 2002) in oil/water system
with a surfactant.

compromise between gas and solids both in space and in

time that leads to the stability of the heterogeneous structure,
which, in the thermodynamic sense, corresponds to maximum entropy production rate.
We therefore suggest the following statement for a
common variational criterion for the systems dominated
by two dominant mechanisms (Li et al., 1999a, b; Li &
Kwauk, 2001):
Variation criterion
=(extremum tendency
of mechanism 1)extermum

tendency of mechanism 2 :

Obviously, to reveal the mechanism of forming a multi-scale

structure, the individual movement tendency for each dominant mechanism and the compromise between the dominant
mechanisms have 7rst to be analyzed. The above statement
could be used to study many complex systems such as the
compromise between lipophile and hydrophile of surfactants
in oil/water or water/oil systems, the compromise between
di2usion and reaction in chemical reaction systems, etc. Fig.
14 shows the simulated structure in oil/water system with a
surfactant computed with the correlative multi-scale method
based on the so-called pseudo-particle concept Ge & Li,
1997).
What is worth further exploring is the relationship between the number of dominant mechanisms prevailing in a
complex system and the number of characteristic scales of
its structure, and the mathematical tools for formulating and
solving the compromise between the dominant mechanisms,
which usually involves multi-object optimization.
Application of the EMMS model: Instead of using
non-linear optimization methods, a simpli7ed approach

J. Li, M. Kwauk / Chemical Engineering Science 58 (2003) 521 535

531

Fig. 15. Comparison of calculated axial pressure pro7le using EMMS package with plant data.

to solve the EMMS model has been worked out (Xu &
Li, 1998; Cheng, 2001; Ge & Li, 2002), leading to an
EMMS package, which could be accessed, via Internet at
www.home.icm.ac.cn. The EMMS model was also coded
into a software package for calculating the 4ow patterns of
gas and solids in industrial-scale units such as the circulating 4uidized bed boiler of Bayer AG and the MIP process
of SINOPEC (Li et al., 1999a; Gao, Cheng, Zhang, &
Li, 2001). Fig. 15 shows a comparison between the calculated and the actual axial pressure pro7le of the Bayer CFB
boiler at Leverkusen, Germany. A detailed description of
the boiler can be found in the literature (Gerstermann, Kral,
& Stein, 1989; Scholer, 1993). The EMMS calculation is
shown in Fig. 15b with comparison with available literature
data (Li et al., 1999a). Fig. 15c shows the axial pressure
pro7le in the boiler during its operation, which was printed
from the control panel on site of the boiler 2 years after the
calculation.
The EMMS model was also applied to gassolidliquid
three-phase 4uidization (Liu, Li, & Kwauk, 2001). For the
sake of simpli7cation, the liquid and the solids were considered to be a mixture which compromises with the gas.
Multi-scale interaction was analyzed to establish the mass
and momentum conservation and the variational criterion,
which include: micro-scale interaction between single particles and the liquid; meso-scale interaction between bubbles and the liquidsolid mixture. The particles in bubbles
are neglected. A model was established by integrating the
mass and momentum conservation with the compromise between the liquidsolid mixture and the gas, giving reasonable agreement with experimental data available in the literature, as shown in Fig. 16.
In conclusion, the variational multi-scale methodology
reasonably simpli7es the analysis of complex systems,

Fig. 16. Comparison between EMMS-model predictions of phase holdups

in gasliquidsolid 4uidization (Liu et al., 2001) and experimental data
(Soria & Delasa, 1992) for airwaterglass beads system: dp = 0:25 mm,
p = 2500 kg m3 , D = 0:2 m, Ul = 0:01 m s1 .

providing some understanding of the relationship between

di2erent scales of phenomena by analyzing the compromise
between the dominant sub-mechanisms as related physically
to the stability of complex systems.

6. Generalizing the variational multi-scale methodology

While it is di-cult to establish a general methodology to
formulate multi-scale structure in complex systems, Fig. 17
attempts to summarize the general procedure of using the
variational multi-scale methodology in the following steps:
1. System resolution with respect to scales: According to the characteristic multi-scale nature of a
complex systems, appropriate scales should 7rst be

532

J. Li, M. Kwauk / Chemical Engineering Science 58 (2003) 521 535

Complex system
Resolution

2. With respect to dominant mechanisms

mechanism 1 mechanism 2

8. Application,
verification,
modification

1. With respect to scales

scale 1 scale 2

scale 3

3. Description of individual
scales and relationship
between scales
7. Mathematical
formulation and
calculation

mechanism k

scale
4. Identification of
extremum tendencies
of each dominant
mechanisms and their
compromise

Analysis of
relative
dominance

5. Regime
identification

6. Integration

Fig. 17. Schematic diagram for a general multi-scale methodology.

2.

3.

4.

5.

6.

identi7ed, re4ecting observation on structure, in4ective changes, etc., which are de7ned as characteristic
scales. Then scale-speci7c parameters should be assigned to quantitatively describe the multi-scale structure, X = {x1 ; x2 ; : : : ; x n }.
Systems resolution with respect to dominant mechanisms: This step is critical though di-cult. Yet we
could at least rank the importance of k dominant mechanisms involved to discover the most important mechanisms which more often than not govern the system
studied.
Describing the phenomena at di4erent scales and the
relationship between the scales: This step gives a general description of phenomena in complex systems to
correlate all the parameters related to the structure and
the processes prevailing in the structure such as mass
and momentum conservations, that is, the conservation
conditions formulated as Fi = (X ) (i = 1; 2; : : : ; m).
Establishing variational criterion: For any one single mechanism in action, without e2ects of the others,
its extremum tendency should be formulated such as
Ej = min (j = 1; 2; : : : ; k). The variational criterion for
the system could be established by analyzing the compromise between these individual extremum tendencies.
Regime identi<cation: By evaluating the relative dominance between di2erent mechanisms, dominant mechanisms in action could be identi7ed, leading to recognition
of di2erent regimes of operation. This regime-dependent
feature of variational criterion is very important for
complex systems.
Integrating the variational criterion and conservation
conditions for the systems: This step identi7es the steady
state of the system from all possible solutions de7ned
by conservation conditions Fi = (X ) (i = 1; 2; : : : ; m).

7. Mathematical formulation of variational multi-scale

methodology: Summarizing the above steps, the variational multi-scale methodology could be mathematically
expressed as follows: For a complex system de7ned by n
variables X = {x1 ; x2 ; : : : ; x n } and dominated by k dominant mechanisms, assuming its conservation conditions
can be formulated by a set of functions of X , that is,
Fi (X ) = 0;

i = 1; 2; : : : ; m n

and the extremum tendencies of these dominant mechanisms are expressed as

Ej (X ) = min;

j = 1; 2; : : : ; k:

The steady state of the system could be formulated for

di2erent regimes as
min
s:t:

Ej (X );
Fi (X ) = 0;

i = 1; 2; : : : ; m;

when dominant mechanism j exclusively dominates the

system. When no one dominates, then

E1 (X )

..
.

..
.

Ek (X )
s:t:

Fi (X ) = 0;

i = 1; 2; : : : ; m:

This is a multi-object optimization problem. Multi-object

optimization, also called vector optimization, is a complicated mathematical problem, and is still a challenge
even for mathematicians. Its solutions can be de7ned

J. Li, M. Kwauk / Chemical Engineering Science 58 (2003) 521 535

in many di2erent ways. For example, a point X is an

e4ective solution if no feasible X satis7es
Ej (X ) Ej (X )

for all j = 1; 2; : : : ; k:

Another approach is to replace the vector object

(Ej (X ); j = 1; 2; : : : ; k) by a single objective function,
for example,

k
k


Wj Ej (X ); Wj 0;
Wj = 1
j=1

j=1

as applied to single-phase 4ow in pipe in previous sections.

8. Application, veri<cation and modi<cation: The variational multi-scale methodology is a simpli7ed approach
to approximately correlate the multi-scale mechanisms
to the macro-phenomena of complex systems with a
system-level of consideration. Its reasonableness is subject to experimental veri7cation. Particularly, due to
the di-culties in solving the multi-object optimization
problem it is likely necessary to use some information
from experiments to get the solution of the problem.
Therefore, the established multi-scale model should be
veri7ed and modi7ed in application.
7. Conclusions
Design and optimization of chemical processes and the
emergence of product engineering call for higher-level
quanti7cation of all phenomena involved in these processes.
Most chemical systems belong to complex systems for
which structure is the most delicate problem to cope with,
and is therefore one of the research focuses for chemical
engineering science in the 21st century.
The average approach, though commonly used, is not suf7cient to quantify structural changes, giving low predictability, and therefore will lose its importance. The discrete approach based on micro-scale mechanisms is promising for
the future, though its current development is limited by
measurement technology and computational capacity. The
multi-scale approach, re4ecting the characteristics of complex structures and processes, is promising and worth exploring.
Three kinds of multi-scale methodology have been
applied to analyzing complex structures: descriptive for describing the appearance of structures by integrating descriptions at di2erent scales, which pays, however, in general, no
attention to the relationship between di2erent scales and the
mechanism of structure formation; correlative for formulating higher-scale phenomena through analyzing lower-scale
mechanisms; variational for emphasizing the structure stability and its relation to the prevailing multi-scale interaction, which is more closely related to complexity science.
A general variational multi-scale methodology has tentatively been explored, which follows the following steps:

533

phenomenological resolution with respect to scales of structure; physical identi<cation of dominant mechanisms and
their respective extremum tendencies; establishment of conservation conditions with respect to di2erent scales and correlation between di2erent scales; variational criterion to
identify what dominates the stability of structure and what
compromise exists between di2erent dominant mechanisms;
integration of conservation conditions with stability conditions; mathematical solution for the steady states of complex
systems.
In application of the variational multi-scale methodology,
there are both physical and mathematical di-culties: Physically, how to identify and formulate phenomena at every
scale and how to de7ne all the dominant mechanisms and to
formulate their extremum tendencies; mathematically, how
to solve the 7nal multi-object optimization problem. Both
aspects challenge researchers in di2erent 7elds, calling for
transdisciplinarity.
We live in a multi-scale world, and deal with various
multi-scale processes and structures, and therefore, we
have to understand their multi-scale nature! Exploitation
of multi-scale methodology could contribute to complexity
science, and the progress of complexity sciences will open
a new era for chemical engineering.

Notation
DGP
dcl
F
Ej (X )
f
Nst
(Nst )mf
NT
R
uJ
u(r)
Ug
Ugf
Ugc
Upf
Upc
W
WJ T
WJ v
Wst
X

dominance of gas over particles

cluster diameter
objective function for optimization
objective function with respect to dominant
mechanism j
volume fraction of dense phase
energy consumption for suspending and transporting with respect to unit mass of particles
Nst at minimum 4uidization
total energy consumption with respect to unit
mass of particles
pipe radius
average 4uid velocity in pipe 4ow
local 4uid velocity in pipe 4ow
super7cial gas velocity
super7cial gas velocity in dilute phase
super7cial gas velocity in dense phase
super7cial particle velocity in dilute phase
super7cial particle velocity in dense phase
weight factor
total dissipated energy in single-phase 4ow with
respect to unit length
viscous dissipation in single-phase 4ow with
respect to unit length
energy consumption for suspending and transporting particles in unit volume
state parameter

534

J. Li, M. Kwauk / Chemical Engineering Science 58 (2003) 521 535

Greek letters
$
c
f
p
f

weight factor for inertial e2ect

voidage in dense phase
voidage in dilute phase
density of particle
density of 4uid

Acknowledgements
Research on multi-scale methodology at our institute has
last for almost 20 years, involving many colleagues and students. We extend thanks to Y. Dong, R. Bie, W. Wu, A.
Chen, G. Qian, G. Xu, H. Cui, J. Ren, J. Li, J. Ouyang, C.
Cheng, Q. Sun, Z. Yan. Special gratitude should be extended
to S. Gao, L. Wang, W. Ge, J. Zhang, D. Tang, X. Liu and
C. Cheng for their help in preparing this manuscript, and,
in particular, to Prof. Yaxiang Yuan of Academy of Mathematics and System Sciences for his help in mathematics.
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