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Fuel Vol 74 No. 7, pp.

983-989, 1995
Copyright 0 1995 Elsevier Science Ltd
Printed in Great Britain. All rights reserved
0016-2361(95)00056-9 0016-2361/95j$10.00t0.00

A multivariate statistical analysis of


chemical composition and physical
characteristics of ten diesel fuels

Michael SjGgren”, Hang Li, Ulf Rannug+ and Roger Westerholm


Department of Analytical Chemistry, Arrhenius Laboratory, Stockholm University,
S- 10691 Stockholm, Sweden
Department of Genetic and Cellular Toxicology, Wallenberg Laboratory, Stockholm
??

University, S- 106 9 7 Stockholm, Sweden


(Received 1 December 1993; revised 8 August 1994)

Ten different diesel fuels were tested for 26 physical and 45 chemical parameters. Principal components
analysis (PCA) was used for statistical analysis of the physical and chemical data separately and combined.
Physically, these and similar fuels may be described in a few general terms, such as viscosity, boiling residue,
cetane number and density. With three PCs, 88% of the variation in physical terms was accounted for.
Only one fuel remained poorly described by the model. The most descriptive chemical components include
I-methylphenanthrene as representative of a major fraction of the polycyclic aromatic hydrocarbons (PAH).
With three PCs, all fuels were well accounted for, with 80% of the variation in chemical parameters
explained. Although PCA does not provide a means of deriving causal relations, it may be used to find
patterns of intercorrelated variables. With both chemical and physical parameters included in a final PCA,
relations between chemical contents and physical characteristics were observed for e.g. PAH/olefins/naphthenes
and viscosity.

(Keywords diesel fuels; properties;principal-componentsanalysis)

During the combustion of organic fuels, such as gasoline In PCA, the original data matrix is broken down into
and diesel, a large number of compounds are formed. two smaller matrices representing the variable (loadings)
The compounds present in exhaust emissions are and sample (scores) information. The product of these
regulated and unregulated pollutants. Legally regulated matrices leads to an optimal approximation of the
pollutants are carbon monoxide (CO), nitrogen oxides original data, such that X= 1*X+ TP + E, where X
(NO,), unburnt hydrocarbons (HC) and particulates’. defines the original data matrix, x the variable averages,
Apart from the compounds formed in the combustion T the matrix of scores, Iy the matrix of loadings and E
process, unburnt fuel components are also emitted the matrix of residuals.
in the exhaust. Several of the combustion products In a graphical sense, samples may be represented as
present in vehicle exhausts represent health hazards to points in a k-dimensional space (k = number of variables).
man, especially in the urban environment273. Factors These points are projected to a line (principal component,
that affect the chemical composition and potential PC) that in a least-squares manner explains the maximum
biological activity of diesel exhaust emission include the variance of the data. The loadings describe the relations
chemical composition of the fue14-7 as well as the between the original variables and the PC, whereas
physical and running conditions of the engine’. One the sample scores are the projected positions of the
feasible way to investigate fuel-dependence of exhaust original sample points on these components. Owing to
emissions is to determine the physical parameters and intercorrelations between variables, these contribute to
chemical composition of the fuel in combination with and are approximated by a few PCs. Since all extracted
characterization of the pollutants emitted and testing of PCs are mutually orthogonal, the results can be presented
the exhaust for adverse effects on biological systems. This in two- (or three-) dimensional graphs. Loadings plots
approach generates large amounts of data, making and scores plots complement each other, such that the
interpretation of the results complex. It is therefore position of an object in the scores plot is influenced by
necessary to use powerful statistical tools to analyse these the variables that lie in the same direction in the loadings
data. plot. Variables that are descriptive for the collected data
The present paper deals with the characterization of may easily be identified from the loadings plots. Similarly,
diesel fuels included in previous Swedish investigation&‘, samples having desirable or undesirable characteristics
using principal-components analysis (PCA)lO,“. PCA is may be identified from scores plots. Like other parametric
used for finding patterns of correlations within large and regression methods, PCA is sensitive to outliers. However,
complex data structures, such as the data matrix obtained these are easily recognized and may be excluded from
for these fuels. further analysis.

Fuel 1995 Volume 74 Number 7 983


Table 1 Physical and chemical data on the diesel fuels”

Fuel Environmental legislation

Variable Dl D2 D4 DS D7 D8 D9 D10 D14 D1.5 Class 1 (MKl) Class 2 (MK2)

Physical
ii
Cetane no. fP1 52.8 50 47.2 47 44.7 55.7 52.8 n.a. 50 56 >50 >47
2 Cetane index (ASTM D976-80) X fP2 52.8 50 46.8 48.9 43.6 42.7 50.6 46.5 52.6 57.5
Cetane index (IP 380-88) X fP3 55.5 51.9 47.5 50.1 45.7 44.7 52.6 n.a. n.a. n.a.
z
Density at 15°C (gl-‘) fp4 811.7 821.3 832 831.3 808.3 808.7 813.2 817.5 814.3 817.2 8W820 SW820
5 Viscosity at 40°C (mm* s-t) fP5 2.11 2.11 2.09 2.26 1.41 1.44 1.96 1.7 2.02 2.57
Distillation analysis (“C)
F
Initial b.p. S W 220 223 221 190 180 176 175 133 164 172 >180 >180
Ll
5% S fP7 226 230 230 214 188 185 202 178 185 197
10% S W 228 231 233 220 190 187 205 182 194 205
20% S fP9 230 233 235 225 193 191 212 187 205 219
30% S fpl0 232 234 237 232 197 195 218 201 214 231
40% S fpll 234 236 239 242 201 199 224 209 227 244
50% S fp12 236 239 241 248 206 204 231 219 236 257
60% S fp13 239 241 243 255 212 209 240 230 248 270
70% S fp14 242 244 245 264 219 217 251 245 259 285
80% S fpl5 246 246 248 274 228 226 264 260 273 301
90% S fp16 251 252 252 289 245 243 282 288 287 316
95% S fp17 254 256 256 304 275 271 291 306 297 328 <285 < 295
Final b.p. S fp18 261 260 261 323 300 299 301 323 307 337
Boiling range X fp19 41 37 40 133 120 123 126 190 143 165
Total distilled (%) X fp20 98.7 98.2 98.6 98.8 98.1 98.2 98.5 98.5 99 98.9
Boiling residue (%) fp21 1.3 1.8 1.4 1.2 1.7 1.6 1.5 1.5 1 1.1
CF pour point (“C) fp22 -40 -39 -39 -32 -40 -40 -40 -40 -39 -20
Cloud point (“C) fp23 -34 -35 -34 -24 -40 -40 -40 -25 -37 -17
Flash point (“C) fp24 87 87 92 75 64 64 75 48 59 60
Specific energy (MJ kg- ‘) X fp25 43.2 43.1 42.9 43 43.2 43.2 43.2 43.1 43.2 43.1
(MJ 1-t) fp26 35.1 35.4 35.7 35.7 35 35 35.1 35.2 35.2 35.2
Chemical
Phenanthrene* fcl 0.17 0.24 0.27 78.10 29.53 29.47 83.71 b.d. b.d. b.d.
Anthracene* fc2 0.03 0.05 0.03 3.25 3.01 2.70 11.07 b.d. b.d. b.d.
4-Methyldibenzothiophene fc3 b.d. b.d. b.d. 1.16 4.97 0.05 0.07 b.d. b.d. b.d.
3-Methyldibenzothiophene fc4 b.d. b.d. b.d. 1.64 1.76 5.43 0.09 b.d. b.d. b.d.
3-Methylphenanthrene fc5 0.18 0.78 0.11 52.58 29.07 24.09 86.66 b.d. b.d. b.d.
2-Methylanthracene fc6 0.18 0.93 0.13 61.49 35.28 27.89 82.83 b.d. b.d. b.d.
4 & 9-Methylphenanthrene fc7 0.12 0.65 0.11 58.16 53.73 40.69 16.85 b.d. b.d. b.d.
I-Methylphenanthrene fc8 0.10 0.41 0.11 46.71 45.07 32.76 19.07 b.d. b.d. b.d.
Fluoranthene* fc9 0.14 0.06 0.06 7.80 4.04 3.71 9.82 b.d. b.d. b.d.
Pyrene* fcl0 0.16 0.30 0.17 8.96 6.42 3.33 1.04 0.10 0.30 b.d.

continued
Table 1 Continued

Fuel Environmental legislation


-
Variable Dl D2 D4 D5 D7 D8 D9 DlO D14 D15 Class 1 (MKl) Class 2 (MK2)
- -
1-Me-7-isopropylphenanthrene fell 0.01 0.04 0.03 3.64 4.69 3.14 0.16 b.d. b.d. b.d.
Benzo[a]fluorene fc12 0.01 0.01 0.01 2.60 3.48 2.57 0.08 b.d. b.d. b.d.
2-Methylpyrene fc13 0.04 0.16 0.03 5.16 3.00 1.89 0.17 b.d. b.d. b.d.
l-Methylpyrene fc14 0.06 0.17 0.02 4.59 2.18 1.41 0.14 b.d. b.d. b.d.
Benzo[ghr]fluoranthene* fc15 b.d. 0.03 b.d. 1.11 0.42 0.18 0.07 b.d. b.d. b.d.
Cyclopenta[cJJpyrene* fc16 0.06 0.01 0.03 0.76 0.44 0.10 0.14 0.10 b.d. b.d.
Benz[a]anthracene* fc17 0.03 0.02 0.03 0.51 0.50 0.35 0.09 0.30 0.50 0.30
Chrysene/triphenylene* fc18 0.04 0.01 0.02 0.96 2.22 0.84 0.11 0.30 0.40 0.30
Benzo[b & k]fluoranthene* fc19 0.01 b.d. 0.01 0.03 0.20 0.09 0.11 b.d. b.d. b.d.
Benzo[e]pyrene* fc20 0.05 0.10 0.05 0.12 0.23 0.12 0.11 b.d. b.d. b.d.
Benzo[a]pyrene* fc21 0.03 0.04 0.03 0.10 0.19 0.13 0.13 b.d. b.d. b.d.
Perylene fc22 0.10 0.02 0.02 0.05 0.09 0.13 0.11 b.d. b.d. b.d.
Indeno[1,2,3-cdhluoranthene fc23 b.d. 0.01 b.d. 0.08 0.13 0.05 0.01 b.d. b.d. b.d.
Indeno[1,2,3-capyrene* fc24 0.01 0.01 0.02 0.03 0.13 0.04 0.06 b.d. b.d. b.d.
Picene fc25 b.d. 0.01 0.04 0.01 b.d. 0.02 0.12 b.d. b.d. b.d.
Benzo[ghi]perylene* fc26 0.01 0.04 0.01 0.03 0.31 b.d. 0.04 b.d. b.d. b.d.
Coronene* X fc27 b.d. b.d. b.d. b.d. b.d. b.d. b.d. b.d. b.d. b.d.
Sum of PAH (mg I- ‘)
14 asterisked X fc28 0.74 0.91 0.73 101.76 47.64 41.06 106.50 0.80 1.20 0.60
All 27 X fc29 1.57 4.12 1.39 340.70 231.60 183.50 313.00 0.80 1.20 0.60
Aromatics (vol.%) total X fc30 1.8 16.6 23 25.1 20 20.5 17.3 21.5 5.1 4.2 t5 120
Mono- X fc31 1.8 16.2 18.1 21.1 17.2 17.2 14.5 20.4 5 4.2
Di- X fc32 0.05 0.4 4.9 3.8 2.7 2.7 2.2 1.11 0.05 0.05
Tri- and higher X fc33 0.05 0.05 0.05 0.2 0.1 0.6 0.6 0.03 0.02 0.02 < 0.02 to.1
Nitrogen (mg I-‘) fc34 0.21 0.34 3.9 29.2 14.3 207 11 0.13 n.a. n.a.
Sulfur (ppmw) fc35 100 100 2900 200 200 100 100 7 1 1 <lO <50
2 EHN (ethyl hexyl nitrate) (wt%) fc36 b.d. b.d. b.d. b.d. b.d. 0.2 b.d. b.d. b.d. b.d.
(D Water (ppmw) fc37 15 20 70 50 60 73 58 34 12 17
Aromatics (vol.%, f.i.a.) X fc38 2.7 14.7 22.5 26 19.8 19.4 16 20.7 7.7 3.7
G Olefins (vol.%, f.i.a.) fc39 1.4 2 2.2 1.6 0.9 0.2 0.7 1.8 n.a. n.a.
g Saturates (vol.%) X fc40 95.9 83.3 75.4 72.4 79.6 80.4 83.3 77.5 n.a. n.a.
Naphthenes (wt%) fc41 53.6 38.8 29.6 27.2 32.9 32.9 25.5 32.5 50.7 48.8
o< Paraffins (wt %) fc42 45.6 45.5 43.8 47.6 48.5 47.7 58.1 47.1 44.9 47.1
C Aromatic carbon (%, n.m.r.) X fc43 2.5 8.6 13.7 14.3 15.2 11.9 9 n.a. n.a. n.a.
2 Benzene (mg I_ ‘) fc44 85.5 4.9 10.7 30.7 7.8 7.9 5.9 n.a. n.a. na.
4L Toluene (mg 1-r) fc45 215.6 7.4 31.9 1225 59.5 72 299.9 n.a. n.a. n.a.

z ’ Variables marked x were excluded from further analysis, since no variation between samples could be observed, or since these variables were obvious functions (sums) of other included variables. Variables
marked s were downscaled to compensate for the high intercorrelation between variables. Values below detection level (i.e. 0.01 mg ll’ were in the calculations replaced by det. level x 0.71, and are denoted
5 b.d. Missing values are denoted na. Individual PAH are in mg I- 1
$
Statistical analysis of diesel fuels: M. Sjiigren et al.

In this study, PCA was performed on two subsets The PCA calculations were performed using the
of the original data matrix, representing physical SIMCA-S (soft independent modelling of class analogy)
characteristics and chemical composition, as well as on version-5.01 MS-Windows software from Umetri AB,
the total data matrix. Umea, Sweden. The program uses the NIPALS (non-
linear iterative partial least squares) algorithm’O*” for
extracting the PCs.
EXPERIMENTAL
Ten different diesel fuels (denoted Dl, D2, D4, D5, RESULTS AND DISCUSSION
D7-D 10, D 14 and D15) from four different suppliers were
included in the analysis. Fuels Dl, D2, D4, DlO, D14 PCA of physical characteristics
and D15 were from the same supplier, with Dl, D2 and A model with three PCs explaining 88% of the matrix
D4 derived from the same base fuel, D5 is a blend of sum-of-squares (SSX) was developed.
kerosenes. D7 and D8 are based on the same fuel, with The first PC describes 46% of the SSX, and is mainly
D8 derived from D7 by addition of 2000 ppm of ethyl contributed to by fuels D5, D15, D7 and D8 (Figure la).
hexyl nitrate (EHN) as an ignition improver. Finally, D9 The loading plots (Figure lb) indicate high viscosities (fp5)
is a low-sulfur, very hydrated fuel, blended from cracked and low levels of solid boiling residues (fp21) in D5 and
gas oils. The fuels were characterized by 26 physical and D15. For D7 and D8 the opposite is true (see Table I).
45 chemical properties, as shown in Table 1. Hence a The second PC is mainly related to the flash point
matrix of 710 values was obtained. The chemical and (fp24), which is negatively correlated with the cetane
physical test methods used are described in detail number (fpl). Fuels that contribute to this component
elsewhere6,9. The data matrices were autoscaled (mean are divided into two ‘groups’: D2 and D4 with high flash
centred and variance set to 1) columnwise, i.e. with respect points and low cetane numbers, and DlO, D14 and D15
to each variable. Variables (e.g. sums) derived directly with the reverse. This PC accounts for 30% of the SSX.
from other parameters were excluded from the statistical The variables contributing to the third PC are density
calculations, since these would lead to overestimation of (fp4) and specific energy in MJ 1-l (fp26), and negatively
these ‘artificial’ parameters. Also, the 13 distillation curve correlated with these is the cetane number (fpl). This PC
variables were downscaled (i.e. variance set to 4Jk= 0.53, is contributed to by fuels Dl and DlO. This last significant
where k is the number of variables), since they are highly PC explains 12% of the SSX.
intercorrelated. With these three components, together explaining 88%

a) Scores plots

D4 D4
D2
2 t

DI 8 Dl
D5 07 D5 D7
UY ho LJY
D8
c

9
D14
6!
-2 DIO

D15

-4
-4 -3 -2 -1 0 1 2 3 4 -3 -2 -1 0 1 2 3

PC# 1 (46% SW PCX3 (12% SSX)

b) Loadings plots

0.5
fp24

0.4 1

0
PC#3

Figure 1 (a) Scores plots for the three PCs extracted from the physical data. (b) Loading plots for physical characteristics

986 Fuel 1995 Volume 74 Number 7


Statistical analysis of diesel fuels: M. Sjbgren et al.

of the SSX, nine of the ten fuels included in the study composition. Hence there are at least three sources of
are well approximated by the model. Fuel D9 remains variation in the data matrix. This is in agreement with
poorly accounted for. the knowledge that the fuels included in this study are
Comparison of the results with a recent publication’2 derived from four suppliers. With these three PCs, 80%
shows that the relations between density and viscosity of the variance of the chemical data is accounted for.
and between density and cetane number are supported. As shown in Figure 2, the first PC mainly describes
However, the correlation between cetane number and the major portion of the PAH variables (fcl-fc27), e.g.
flash point is not supported. 1-methylphenanthrene (fc8). Fuels with relatively high
The PCA shows that these fuels may be expressed in PAH contents are D7, D5, D8 and D9. In contrast Dl,
terms of e.g. viscosity, cetane number and density. The D2, D4, DlO, D14 and D15 have low PAH contents but
factors chosen for classifying diesel fuels according to a higher proportion of naphthenes (fc41) and olefins
the Swedish regulationsi include certain physical (fc39). More than half (52%) of the SSX is explained by
characteristics, i.e. initial boiling point, 95% boiling point, this PC alone.
final boiling point, density and cetane number, as shown The second PC is best described by the picene (fc25)
in Table I. In the present study the intercorrelations of content. Together with paraffins (fc42) and anthracene
distillation curve variables have been suppressed by (fc2) it serves to separate D9 from D5, D7 and D8, which
downscaling, so as not to overestimate the importance have low levels of both paraffins and anthracene. An
of these factors. However, it is evident that for these fuels additional 17% of the SSX is accounted for by this
there is a correlation between initial boiling point and component.
flash point as well as between cetane number and In the third component, toluene (fc45) and ethyl hexyl
final (95%) boiling point. The results presented here nitrate (EHN, fc36) are among the most descriptive
indicate that the distillation curve can be estimated by variables. However, it should be noted that EHN is an
determinations of viscosity, cetane number and flash additive (ignition improver) present in only one of the
point. fuels, D8, and that it contributes to the nitrogen
content (fc34). D8 also has higher contents of e.g.
3-methyldibenzothiophene and perylene. Fuel D5, on the
PCA of chemical composition other hand, has a fivefold level of toluene (fc45) relative
The PC analysis shows that there are three statistically to the most extreme of the other fuels. Also, as verified
significant independent dimensions in the chemical from the raw data, this fuel has high levels of

a) Scores plots

7 7

6 6

5 5

574 R4
2
z3
!G k 2

El El

6!0 6!0
-1 -1
D5
-2 -2
D7
-3
I I
-3
-4 -2 0 2 4 6 0 -5 -3 -1 1 3 5
PCI I (52% ssx) Pcc3(11%ssm

b) Loadings plots

0.5

0.4 25

f 2
0.3

0.2 fcl +z
fc22
; 0.1 i fC37

J
-0.3 I
I
0.1 0.2 0.3 0.4 -0.4 -0.3 -0.2 -0.1 0 0.1 0.2 0.3 0.4
PCCl PC%3

Figure 2 (a)Scores plots for the three PCs extracted from chemical data. (b) Loadings plots for chemical data

Fuel 1995 Volume 74 Number 7 987


Statistical analysis of diesel fuels: M. Sjijgren et al.

a) Scores plots

t
1 i
D5

84
E
-2 DE--

ijo b!o
D7
014
DlO [,,02
D4

D9
-2 -2

D8 D8 1
-4 -4 ’
-0 -3 2 7 -7 -5 -3 -1 1 3 5
PHI (42%SSx) Pc#3(13%SSx)

b) Loadingsplots

0.3 0.3
0.25 fc15 fc45 __ flf@
~23 fp5 0.25
hlQ
0.2 fP22 0.2
f8” fc39
0.15 0.15
0.1 0.1
fj 0.05 ; 0.;
0
-0.05 -0.05
-0.1 -0.1
-0.15 -0.15 fC22
fC fp21
-0.2 J -0.2
-0.25 -0.15 -0.05 0.05 0.15 0.25 -0.5 -0.3 -0.1 0.1 0.3 0.5
PCIl PCU3

Figure 3 (a) Scores plots for the three PCs extracted from the physical ,and chemical data. (b) Loadings plots for physical and chemical data

benzo[ghzYuoranthene (fc15) and cyclopenta[cdpyrene PCA of physical and chemical variables combined
(fc16). This last component adds 11% of the SSX to the With a model of three PCs based on both chemical
model. It should be noted that this PC describes two and physical characteristics for these fuels, 72% of the
fuels that are high with respect to a few variables (D5 - SSX could be accounted for. All ten fuels included in the
toluene - and D8 - EHN). study were well approximated by the model (Figure 3a).
The PCA of the chemical variables results in a model The first component describes primarily the PAH
that well describes all ten fuels. This model indicates that contents of the fuels (Figure 3b). Negatively correlated
fuels Dl, D2, D4, DlO, D14 and D15 are quite similar, with the major part of the PAH are the olefins (fc39) and
since these fuels are not separated in any of the statistically naphthenes (fc41). The viscosity of these fuels is correlated
significant PCs. This finding is substantiated by the with the olefin and naphthene contents and negatively
knowledge that these fuels are from the same supplier. correlated with the PAH. Again, the fuels that are best
The Swedish environmental diesel fuel quality classifi- described by this PC are D5, D7, D8 and, to some extent,
cation schemer3 uses three measures of chemical compo- D9. Fuels Dl-D4 and Dl&D15 are low in PAH but
sition as discriminatory factors: the sulfur content (ppm) high in naphthenes and have high cetane numbers, as
and the percentages by volume of aromatics and PAH, indicated in Figure 3. With this PC, 42% of the SSX is
with the limits shown in Table 1. Although sulfur is explained.
important for describing diesel fuels with respect to The second PC demonstrates the increased levels of
particulate exhaust emissions14, it was not statistically toluene (fc45) in D5, as was previously shown in the
significant in the PC model obtained for these specific chemical PCA. Also, this fuel has high density (fp4) and
fuels. A PCA has previously been performed with the specific energy (fp26). In this PC, fuel D8 is again opposed
aromaticity variables (fc29-fc33, fc38 and fc43) and the to D5, with high EHN levels (fc36). This PC accounts
PAH contents (fc28) included (data not shown). The for 17% of the SSX.
results showed a good correlation with the first PC in The third PC, explaining 13% of the SSX, isolates fuel
this study. For the kind of fuels included in the present D9 with high picene (fc25) levels relative to the other fuels.
analysis it may therefore be sufficient to measure The combined PCA of the chemical and physical data
the contents of e.g. l-methyl phenanthrene, as a summarizes the major patterns and correlations found
representative of PAH in general, and picene. in the individual PC studies.

988 Fuel 1995 Volume 74 Number 7


Statistical analysis of diesel fuels: M. Sjiigren et al.

CONCLUSIONS REFERENCES
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ACKNOWLEDGEMENTS
‘Chemometrics’, Wiley, New York, 1986, p. 179
Lena Elfver is thanked for technical assistance, and 12 Eide, I. and Johansson, E. Chemom. Intel/. Lab. Sysr. 1994,22,77
13 Svensk FGrfattningsSamling (SFS) ‘The Swedish Fiscal Energy
Roland Jarsin and Michael Sjostrom for valuable Tax Legislation (Lagen om AllmPn Energiskatt)‘, 1991,1957: 262
comments on this paper. This work was financed by the 14 Baranescu, R. ‘Influence of fuel sulfur on diesel particulate
Swedish Environmental Protection Agency. emissions’, SAE Paper 881174, 1988

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