Large Sample Theory for Semiparametric Regression Models with Two-Phase, Outcome Dependent Sampling

Outcome-dependent, two-phase sampling designs can dramatically reduce the costs of observational studies by judicious selection of the most informative subjects for purposes of detailed covariate measurement. Here we derive asymptotic information bounds and the form of the efficient score and influence functions for the semiparametric regression models studied by Lawless, Kalbfleisch, and Wild (1999) under two-phase sampling designs. We show that the maximum likelihood estimators for both the parametric and nonparametric parts of the model are asymptotically normal and efficient. The efficient influence function for the parametric part aggress with the more general information bound calculations of Robins, Hsieh, and Newey (1995). By verifying the conditions of Murphy and Van der Vaart (2000) for a least favorable parametric submodel, we provide asymptotic justification for statistical inference based on profile likelihood.

Film thickness measurement techniques applied to micro-scale two-phase flow systems

Recently semi-empirical models to estimate flow boiling heat transfer coefficient, saturated CHF and pressure drop in micro-scale channels have been proposed. Most of the models were developed based on elongated bubbles and annular flows in the view of the fact that these flow patterns are predominant in smaller channels. In these models, the liquid film thickness plays an important role and such a fact emphasizes that the accurate measurement of the liquid film thickness is a key point to validate them. On the other hand, several techniques have been successfully applied to measure liquid film thicknesses during condensation and evaporation under macro-scale conditions. However, although this subject has been targeted by several leading laboratories around the world, it seems that there is no conclusive result describing a successful technique capable of measuring dynamic liquid film thickness during evaporation inside micro-scale round channels. This work presents a comprehensive literature review of the methods used to measure liquid film thickness in macro- and micro-scale systems. The methods are described and the main difficulties related to their use in micro-scale systems are identified. Based on this discussion, the most promising methods to measure dynamic liquid film thickness in micro-scale channels are identified. (C) 2009 Elsevier Inc. All rights reserved.

New prediction methods for CO2 evaporation inside tubes: Part I - A two-phase flow pattern map and a flow pattern based phenomenological model for two-phase flow frictional pressure drops

An updated flow pattern map was developed for CO2 on the basis of the previous Cheng-Ribatski-Wojtan-Thome CO2 flow pattern map [1,2] to extend the flow pattern map to a wider range of conditions. A new annular flow to dryout transition (A-D) and a new dryout to mist flow transition (D-M) were proposed here. In addition, a bubbly flow region which generally occurs at high mass velocities and low vapor qualities was added to the updated flow pattern map. The updated flow pattern map is applicable to a much wider range of conditions: tube diameters from 0.6 to 10 mm, mass velocities from 50 to 1500 kg/m(2) s, heat fluxes from 1.8 to 46 kW/m(2) and saturation temperatures from -28 to +25 degrees C (reduced pressures from 0.21 to 0.87). The updated flow pattern map was compared to independent experimental data of flow patterns for CO2 in the literature and it predicts the flow patterns well. Then, a database of CO2 two-phase flow pressure drop results from the literature was set up and the database was compared to the leading empirical pressure drop models: the correlations by Chisholm [3], Friedel [4], Gronnerud [5] and Muller-Steinhagen and Heck [6], a modified Chisholm correlation by Yoon et al. [7] and the flow pattern based model of Moreno Quiben and Thome [8-10]. None of these models was able to predict the CO2 pressure drop data well. Therefore, a new flow pattern based phenomenological model of two-phase flow frictional pressure drop for CO2 was developed by modifying the model of Moreno Quiben and Thome using the updated flow pattern map in this study and it predicts the CO2 pressure drop database quite well overall. (C) 2007 Elsevier Ltd. All rights reserved.

Spreading due to heterogeneity in two-phase flow

Postprint (published version)

Pore-scale modeling of two-phase flow instabilities in porous media

Les problèmes d'écoulements multiphasiques en média poreux sont d'un grand intérêt pour de nombreuses applications scientifiques et techniques ; comme la séquestration de C02, l'extraction de pétrole et la dépollution des aquifères. La complexité intrinsèque des systèmes multiphasiques et l'hétérogénéité des formations géologiques sur des échelles multiples représentent un challenge majeur pour comprendre et modéliser les déplacements immiscibles dans les milieux poreux. Les descriptions à l'échelle supérieure basées sur la généralisation de l'équation de Darcy sont largement utilisées, mais ces méthodes sont sujettes à limitations pour les écoulements présentant de l'hystérèse. Les avancées récentes en terme de performances computationnelles et le développement de méthodes précises pour caractériser l'espace interstitiel ainsi que la distribution des phases ont favorisé l'utilisation de modèles qui permettent une résolution fine à l'échelle du pore. Ces modèles offrent un aperçu des caractéristiques de l'écoulement qui ne peuvent pas être facilement observées en laboratoire et peuvent être utilisé pour expliquer la différence entre les processus physiques et les modèles à l'échelle macroscopique existants. L'objet premier de la thèse se porte sur la simulation numérique directe : les équations de Navier-Stokes sont résolues dans l'espace interstitiel et la méthode du volume de fluide (VOF) est employée pour suivre l'évolution de l'interface. Dans VOF, la distribution des phases est décrite par une fonction fluide pour l'ensemble du domaine et des conditions aux bords particulières permettent la prise en compte des propriétés de mouillage du milieu poreux. Dans la première partie de la thèse, nous simulons le drainage dans une cellule Hele-Shaw 2D avec des obstacles cylindriques. Nous montrons que l'approche proposée est applicable même pour des ratios de densité et de viscosité très importants et permet de modéliser la transition entre déplacement stable et digitation visqueuse. Nous intéressons ensuite à l'interprétation de la pression capillaire à l'échelle macroscopique. Nous montrons que les techniques basées sur la moyenne spatiale de la pression présentent plusieurs limitations et sont imprécises en présence d'effets visqueux et de piégeage. Au contraire, une définition basée sur l'énergie permet de séparer les contributions capillaires des effets visqueux. La seconde partie de la thèse est consacrée à l'investigation des effets d'inertie associés aux reconfigurations irréversibles du ménisque causé par l'interface des instabilités. Comme prototype pour ces phénomènes, nous étudions d'abord la dynamique d'un ménisque dans un pore angulaire. Nous montrons que, dans un réseau de pores cubiques, les sauts et reconfigurations sont si fréquents que les effets d'inertie mènent à différentes configurations des fluides. A cause de la non-linéarité du problème, la distribution des fluides influence le travail des forces de pression, qui, à son tour, provoque une chute de pression dans la loi de Darcy. Cela suggère que ces phénomènes devraient être pris en compte lorsque que l'on décrit l'écoulement multiphasique en média poreux à l'échelle macroscopique. La dernière partie de la thèse s'attache à démontrer la validité de notre approche par une comparaison avec des expériences en laboratoire : un drainage instable dans un milieu poreux quasi 2D (une cellule Hele-Shaw avec des obstacles cylindriques). Plusieurs simulations sont tournées sous différentes conditions aux bords et en utilisant différents modèles (modèle intégré 2D et modèle 3D) afin de comparer certaines quantités macroscopiques avec les observations au laboratoire correspondantes. Malgré le challenge de modéliser des déplacements instables, où, par définition, de petites perturbations peuvent grandir sans fin, notre approche numérique apporte de résultats satisfaisants pour tous les cas étudiés. - Problems involving multiphase flow in porous media are of great interest in many scientific and engineering applications including Carbon Capture and Storage, oil recovery and groundwater remediation. The intrinsic complexity of multiphase systems and the multi scale heterogeneity of geological formations represent the major challenges to understand and model immiscible displacement in porous media. Upscaled descriptions based on generalization of Darcy's law are widely used, but they are subject to several limitations for flow that exhibit hysteric and history- dependent behaviors. Recent advances in high performance computing and the development of accurate methods to characterize pore space and phase distribution have fostered the use of models that allow sub-pore resolution. These models provide an insight on flow characteristics that cannot be easily achieved by laboratory experiments and can be used to explain the gap between physical processes and existing macro-scale models. We focus on direct numerical simulations: we solve the Navier-Stokes equations for mass and momentum conservation in the pore space and employ the Volume Of Fluid (VOF) method to track the evolution of the interface. In the VOF the distribution of the phases is described by a fluid function (whole-domain formulation) and special boundary conditions account for the wetting properties of the porous medium. In the first part of this thesis we simulate drainage in a 2-D Hele-Shaw cell filled with cylindrical obstacles. We show that the proposed approach can handle very large density and viscosity ratios and it is able to model the transition from stable displacement to viscous fingering. We then focus on the interpretation of the macroscopic capillary pressure showing that pressure average techniques are subject to several limitations and they are not accurate in presence of viscous effects and trapping. On the contrary an energy-based definition allows separating viscous and capillary contributions. In the second part of the thesis we investigate inertia effects associated with abrupt and irreversible reconfigurations of the menisci caused by interface instabilities. As a prototype of these phenomena we first consider the dynamics of a meniscus in an angular pore. We show that in a network of cubic pores, jumps and reconfigurations are so frequent that inertia effects lead to different fluid configurations. Due to the non-linearity of the problem, the distribution of the fluids influences the work done by pressure forces, which is in turn related to the pressure drop in Darcy's law. This suggests that these phenomena should be taken into account when upscaling multiphase flow in porous media. The last part of the thesis is devoted to proving the accuracy of the numerical approach by validation with experiments of unstable primary drainage in a quasi-2D porous medium (i.e., Hele-Shaw cell filled with cylindrical obstacles). We perform simulations under different boundary conditions and using different models (2-D integrated and full 3-D) and we compare several macroscopic quantities with the corresponding experiment. Despite the intrinsic challenges of modeling unstable displacement, where by definition small perturbations can grow without bounds, the numerical method gives satisfactory results for all the cases studied.

Two-phase flow measurements with spacer grid in a rod bundle geometry

Heat transfer effectiveness in nuclear rod bundles is of great importance to nuclear reactor safety and economics. An important design parameter is the Critical Heat Flux (CHF), which limits the transferred heat from the fuel to the coolant. The CHF is determined by flow behaviour, especially the turbulence created inside the fuel rod bundle. Adiabatic experiments can be used to characterize the flow behaviour separately from the heat transfer phenomena in diabatic flow. To enhance the turbulence, mixing vanes are attached to spacer grids, which hold the rods in place. The vanes either make the flow swirl around a single sub-channel or induce cross-mixing between adjacent sub-channels. In adiabatic two-phase conditions an important phenomenon that can be investigated is the effect of the spacer on canceling the lift force, which collects the small bubbles to the rod surfaces leading to decreased CHF in diabatic conditions and thus limits the reactor power. Computational Fluid Dynamics (CFD) can be used to simulate the flow numerically and to test how different spacer configurations affect the flow. Experimental data is needed to validate and verify the used CFD models. Especially the modeling of turbulence is challenging even for single-phase flow inside the complex sub-channel geometry. In two-phase flow other factors such as bubble dynamics further complicate the modeling. To investigate the spacer grid effect on two-phase flow, and to provide further experimental data for CFD validation, a series of experiments was run on an adiabatic sub-channel flow loop using a duct-type spacer grid with different configurations. Utilizing the wire-mesh sensor technology, the facility gives high resolution experimental data in both time and space. The experimental results indicate that the duct-type spacer grid is less effective in canceling the lift force effect than the egg-crate type spacer tested earlier.

DEVELOPMENT OF CONFOCAL IMAGING TECHNIQUES FOR PROBING INTERFACIAL DYNAMICS IN MICROSCALE, GAS-LIQUID, TWO-PHASE FLOW

Micro-scale, two-phase flow is found in a variety of devices such as Lab-on-a-chip, bio-chips, micro-heat exchangers, and fuel cells. Knowledge of the fluid behavior near the dynamic gas-liquid interface is required for developing accurate predictive models. Light is distorted near a curved gas-liquid interface preventing accurate measurement of interfacial shape and internal liquid velocities. This research focused on the development of experimental methods designed to isolate and probe dynamic liquid films and measure velocity fields near a moving gas-liquid interface. A high-speed, reflectance, swept-field confocal (RSFC) imaging system was developed for imaging near curved surfaces. Experimental studies of dynamic gas-liquid interface of micro-scale, two-phase flow were conducted in three phases. Dynamic liquid film thicknesses of segmented, two-phase flow were measured using the RSFC and compared to a classic film thickness deposition model. Flow fields near a steadily moving meniscus were measured using RSFC and particle tracking velocimetry. The RSFC provided high speed imaging near the menisci without distortion caused the gas-liquid interface. Finally, interfacial morphology for internal two-phase flow and droplet evaporation were measured using interferograms produced by the RSFC imaging technique. Each technique can be used independently or simultaneously when.

Experiments for CFD-modelling of cooling water and Insulation debris two-phase flow phenomena during loss of coolant accidents

The knowledge of insulation debris generation and transport gains in importance regarding reactor safety research for PWR and BWR. The insulation debris released near the break consists of a mixture of very different fibres and particles concerning size, shape, consistence and other properties. Some fraction of the released insulation debris will be transported into the reactor sump where it may affect emergency core cooling. Experiments are performed to blast original samples of mineral wool insulation material by steam under original thermal-hydraulic break conditions of BWR. The gained fragments are used as initial specimen for further experiments at acrylic glass test facilities. The quasi ID-sinking behaviour of the insulation fragments are investigated in a water column by optical high speed video techniques and methods of image processing. Drag properties are derived from the measured sinking velocities of the fibres and observed geometric parameters for an adequate CFD modelling. In the test rig "Ring line-II" the influence of the insulation material on the head loss is investigated for debris loaded strainers. Correlations from the filter bed theory are adapted with experimental results and are used to model the flow resistance depending on particle load, filter bed porosity and parameters of the coolant flow. This concept also enables the simulation of a particular blocked strainer with CFDcodes. During the ongoing work further results of separate effect and integral experiments and the application and validation of the CFD-models for integral test facilities and original containment sump conditions are expected.

Eulerian-Lagrangian two phase debris flow model

The main objective of this work is to develop a quasi three-dimensional numerical model to simulate stony debris flows, considering a continuum fluid phase, composed by water and fine sediments, and a non-continuum phase including large particles, such as pebbles and boulders. Large particles are treated in a Lagrangian frame of reference using the Discrete Element Method, the fluid phase is based on the Eulerian approach, using the Finite Element Method to solve the depth-averaged Navier-Stokes equations in two horizontal dimensions. The particle’s equations of motion are in three dimensions. The model simulates particle-particle collisions and wall-particle collisions, taking into account that particles are immersed in a fluid. Bingham and Cross rheological models are used for the continuum phase. Both formulations provide very stable results, even in the range of very low shear rates. Bingham formulation is better able to simulate the stopping stage of the fluid when applied shear stresses are low. Results of numerical simulations have been compared with data from laboratory experiments on a flume-fan prototype. Results show that the model is capable of simulating the motion of big particles moving in the fluid flow, handling dense particulate flows and avoiding overlap among particles. An application to simulate debris flow events that occurred in Northern Venezuela in 1999 shows that the model could replicate the main boulder accumulation areas that were surveyed by the USGS. Uniqueness of this research is the integration of mud flow and stony debris movement in a single modeling tool that can be used for planning and management of debris flow prone areas.

Eulerian-Lagrangian Two Phase Debris Flow Model

The main objective of this work is to develop a quasi three-dimensional numerical model to simulate stony debris flows, considering a continuum fluid phase, composed by water and fine sediments, and a non-continuum phase including large particles, such as pebbles and boulders. Large particles are treated in a Lagrangian frame of reference using the Discrete Element Method, the fluid phase is based on the Eulerian approach, using the Finite Element Method to solve the depth-averaged Navier–Stokes equations in two horizontal dimensions. The particle’s equations of motion are in three dimensions. The model simulates particle-particle collisions and wall-particle collisions, taking into account that particles are immersed in a fluid. Bingham and Cross rheological models are used for the continuum phase. Both formulations provide very stable results, even in the range of very low shear rates. Bingham formulation is better able to simulate the stopping stage of the fluid when applied shear stresses are low. Results of numerical simulations have been compared with data from laboratory experiments on a flume-fan prototype. Results show that the model is capable of simulating the motion of big particles moving in the fluid flow, handling dense particulate flows and avoiding overlap among particles. An application to simulate debris flow events that occurred in Northern Venezuela in 1999 shows that the model could replicate the main boulder accumulation areas that were surveyed by the USGS. Uniqueness of this research is the integration of mud flow and stony debris movement in a single modeling tool that can be used for planning and management of debris flow prone areas.

Aqueous two-phase extraction using thermoseparating copolymer: a new system for phenolic compounds removal from hemicelullosic hydrolysate

BACKGROUND: The hydrolysis of hemicellulosic material can provide liquor with high xylose concentration (which can be used as a fermentation medium) and phenolic compounds (Phs), potentially immunostimulating compounds. However, these hydrolysates must be detoxified in order to remove the Phs that can act as inhibitors in bioconversions. RESULTS: Aqueous two-phase systems composed of thermoseparating copolymers were used for rice straw hydrolysate detoxification. The hydrolysis process was able to promote chemical breakdown of 85% of the total hemicellulose content, 14% of the cellulose, and 2% of the lignin. The hydrolysate obtained contained 19.7 g L-1 of xylose and several phenolic compounds, such as vanillin, vanillic acid, ferullic acid, etc. The phenolics extraction was studied as a function of copolymer molar mass (1100 g mol(-1), 2000 g mol(-1) and 2800 g mol(-1)), their percentages (from 5% to 50%) and Phs initial concentration. Phenolic compounds extraction of around 80% was obtained under the following conditions: 20% (w/w) and 35% (w/w) copolymer 1100 g mol-1, 35% (w/w) copolymer 2000 g mol(-1) and 35% (w/w) copolymer 2800 g mol(-1) at 25 degrees C. CONCLUSIONS: The results demonstrated the viability of this method for the removal of Phs from rice straw hydrolysate, which has potential uses in bioconversion processes. (c) 2007 Society of Chemical Industry.

Numerical solution of the two-phase expansion of a metastable flashing liquid jet using the dispersion-controlled dissipative scheme

This paper presents a study of the stationary phenomenon of superheated or metastable liquid jets, flashing into a two-dimensional axisymmetric domain, while in the two-phase region. In general, the phenomenon starts off when a high-pressure, high-temperature liquid jet emerges from a small nozzle or orifice expanding into a low-pressure chamber, below its saturation pressure taken at the injection temperature. As the process evolves, crossing the saturation curve, one observes that the fluid remains in the liquid phase reaching a superheated condition. Then, the liquid undergoes an abrupt phase change by means of an oblique evaporation wave. Across this phase change the superheated liquid becomes a two-phase high-speed mixture in various directions, expanding to supersonic velocities. In order to reach the downstream pressure, the supersonic fluid continues to expand, crossing a complex bow shock wave. The balance equations that govern the phenomenon are mass conservation, momentum conservation, and energy conservation, plus an equation-of-state for the substance. A false-transient model is implemented using the shock capturing scheme: dispersion-controlled dissipative (DCD), which was used to calculate the flow conditions as the steady-state condition is reached. Numerical results with computational code DCD-2D vI have been analyzed. Copyright (C) 2009 John Wiley & Sons, Ltd.

Liquid-Liquid Equilibrium of Aqueous Two-Phase Systems Containing Some Synthetic Polyelectrolytes and Polyethylene Glycol

Experimental results are presented for the liquid-liquid equilibrium of aqueous two-phase systems containing a synthetic polyelectrolyte (polysodium acrylate, polysodium methacrylate, and polysodium ethylene sulfonate) and polyethylene glycol at (298.2 and 323.2) K. A total of 40 phase diagrams were obtained, comprising data both of the binodal curve (obtained through cloud-point measurements) and of equilibrium compositions. The influences of temperature, the nature of the polyelectrolyte monomer unit, and the chain length of both types of polymers are analyzed and discussed.

Extractive Fermentation of Clavulanic Acid by Streptomyces DAUFPE 3060 Using Aqueous Two-Phase System

The influence of four variables, specifically PEG molar mass (400, 1,000, and 8,000 g/mol), concentrations of PEG and phosphate salts (15, 20, and 25% for both), and agitation intensity (110, 150, and 200 rpm), on clavulanic acid (CA) extraction by extractive fermentation with PEG/phosphate salts aqueous two-phase system was investigated in shaken flasks using a 2(4-1)-fractional factorial design. After selection of the two most significant variables (agitation intensity and PEG molar mass), an optimization study conducted according to a 2(2)-central composite design revealed that 25% PEG 8,000 g/mol and phosphate salts at 240 rpm (run 6) were the best conditions for the extractive fermentation, leading to the best results in terms of partition coefficient (k = 8.2), yield of CA in the PEG-rich phase (eta(T) = 93%) and productivity (P = 5.3 mg/Lh). As a first attempt to make a scale-up of these results, the effectiveness of the extractive fermentation was then checked in a bench-scale bioreactor under conditions as close as possible to the optimum ones determined in flasks. The highest CA concentration obtained in the PEG-rich phase (691 mg/L) was 30% higher than in flasks, thus demonstrating the potential of such a new process, integrating the production and extraction steps, as a promising, low-cost tool to obtain high yields of this and similar products. (C) 2010 American Institute of Chemical Engineers Biotechnol. Prog., 27: 95-103, 2011

LPS Removal from an E. Coli Fermentation Broth Using Aqueous Two-Phase Micellar System

In biotechnology, endotoxin (LPS) removal from recombinant proteins is a critical and challenging step in the preparation of injectable therapeutics, as endotoxin is a natural component of bacterial expression systems widely used to manufacture therapeutic proteins. The viability of large-scale industrial production of recombinant biomolecules of pharmaceutical interest significantly depends on the separation and purification techniques used. The aim of this work was to evaluate the use of aqueous two-phase micellar system (ATPMS) for endotoxin removal from preparations containing recombinant proteins of pharmaceutical interest, such as green fluorescent protein (GFPuv). Partition assays were carried out initially using pure LPS, and afterwards in the presence of E. coli cell lysate. The ATPMS technology proved to be effective in GFPuv recovery, preferentially into the micelle-poor phase (K(GFPuv) < 1.00), and LPS removal into the micelle-rich phase (%REM(LPS) > 98.00%). Therefore, this system can be exploited as the first step for purification in biotechnology processes for removal of higher LPS concentrations. (C) 2010 American Institute of Chemical Engineers Biotechnol. Prog., 26: 1644-1653, 2010