Model-Based Experimental Analysis of a Fixed Bed

Reactor for Catalytic SO2 Oxidation

J.C. Schneberger1), H. Arellano-Garcia1), G. Wozny1)
1) Chair of Process Dynamics and Operation, Berlin Institute of Technology
Sekr. KWT-9, Str. des 17. Juni 135, D-10623 Berlin, Germany
S. Krkel2)
2) DFG Research Center MATHEON, Rudower Chaussee 25, D-12489 Berlin, Germany
H. Thielert3)
3) ThyssenKrupp Uhde GmbH, Friedrich-Uhde-Str. 15, D-44141 Dortmund, Germany
In this work, a developed approach is proposed which aims at computing experimental layouts, setups
and controls in order to optimize the statistical reliability of parameter estimates from the resulting
experimental data. Furthermore, since the optimum experimental design depends on the values of the
parameters, a sequential design is proposed. This represents an interaction between proposed
experiments (e.g. inlet temperature and concentration), their evaluation, parameter estimation, and new
designs information such as reactor layout, sampling points and temperature measurement positions.
This follows an iterative procedure until all parameters achieve a prescribed statistical quality. Due to
the fact that the overlaying optimization problem contains a highly nonlinear objective function, a hybrid
optimization framework is proposed in order to overcome the problem of local minima. To show the
efficiency of the developed framework, it has been applied to the contact reaction. This reaction is a
1

basic step in the sulfuric acid production and takes place in a catalytic fixed bed reactor called the
contact horde. In summary, this work presents a systematic approach based on nonlinear experimental
design as an efficient tool for the validation of kinetic models.
Keywords: Experimental Design, Catalytic Fixed Bed Reactor, Hybrid Optimization, Experimental SetUp, Parameter Accuracy, Model Validation.
1. Introduction
Mathematical models are widely used to represent individual unit operations as well as entire
processes and consequently their behavior. They can be applied for simulation, process design and/or
improvement of existing understanding about specific phenomenon. On the other hand, the accurate and
reliable representation of the basic phenomena strongly relies upon model structure and the parameter
values, which are to be adjusted so as to correspond with the real process. Therefore, experimental data
are required in order to estimate the model parameters and, thus, to validate the developed model.
However, the estimation error depends on the design of the experiments. In particular for nonlinear
systems, the decision on the experiments to be executed is decisive on account of cost and time. This
issue represents a compromise between experimental attempt and data quality. Methods for the
determination of the data quality, i.e. the model parameter accuracy, were first developed for linear
systems (see e.g. [1]) and then expanded to nonlinear problems [2,3]. The descriptiveness of these
properties allows the so called experimental design to perform experiments that improve these
characteristics [4,5]. The application of these methods is especially useful, when experiments are
aligned to a high financial and time effort.
In this work, the methods of nonlinear optimal experimental design are applied to the process of sulfur
dioxide oxidation. Since sulfuric acid is worldwide one of the most produced chemicals [6], the reaction
has been subject of many experimental studies. This is also the reason why plenty of catalysts are
commercially available and there are still new catalysts entering the market. On the other hand, the
experimental effort for new catalyst materials represents an expensive and challenging task since high
2

temperatures are required for this particular reaction and corrosive and toxic gases are involved, which
not only form sulfuric acid but also corrode almost every steel type when condensing. This makes an
optimal experimental design necessary. In a first step, the experimental set-up can be designed by
applying the method of dynamic experimental design to a steady state problem. Instead of the time the
space is considered as independent variable. Experiments are designed leaving the position of a
measurement as a free variable. With a repetition of this procedure the most desired measurement
positions can be determined. Then, the optimal control factors, e.g. inlet temperature, pressure and
concentrations can be calculated for each experiment so as to reach maximal model parameter accuracy,
i.e. maximal model quality. Finally, it is possible to determine the number of experiments necessary to
reach the desired or required parameter accuracy. The rest of the paper is structured as follows. First, the
sulfuric acid production process is introduced pointing out the importance of an accurate model for the
sulfur dioxide conversion. The model used for the fixed bed reactor is derived including its solution
techniques and gradient calculation. Afterwards, the approach employed for experimental design is
presented followed by the introduction of the developed hybrid optimization framework. At last the
results for some scenarios of the experimental procedure are given and discussed in detail.
2. Process Description
All established processes for the production of sulfuric acid operate with the intermediate product
sulfur dioxide. This can be produced by the combustion of brimstone, sulfur ore or hydrogen sulfide.
The whole process is depicted in Fig. 1.
The further oxidation after the combustion to sulfur trioxide takes place in fixed bed reactors and is
catalyzed by a vanadium pentoxid containing catalyst. Due to the strong heat production, the reaction
beds are separated allowing a quenching with air. They are allocated together in the contact tower. The
sulfur dioxide is converted to sulfur trioxide, which can then be absorbed in sulfuric acid increasing its
concentration. The input of make-up-water allows the steady state production of sulfuric acid with a
desired concentration.

The main task concerning the design of the process considered is the determination of the number of
beds, their length, and the amount of quench air as well. With these steps, on the one hand, the
conversion of the sulfur dioxide is determined, which is important in order to hold waste gas directives.
On the other hand, the main stream amount is fixed which leads to smaller or larger apparatus size.
Thus, in order to find an optimal design and fulfill the restrictions, a reliable reactor model is essential.
The use of non suitable models in the design phase may result in critical situations, such as e.g. the
destruction of the catalyst or the violation of toxic gas concentrations in the waste gas outlet.

Figure 1. Flowsheet of a simplified sulfuric acid production process (ChemCADTM).

The present work is part of an ongoing industrial cooperation project, in which new operation
conditions are to be validated for wet catalysis sulfuric acid processes. However, due to the inlet
condition changes in the contact tower and new available catalysts, the reaction rate models have to be
validated further.

3. Reactor Model
In order to describe the behavior of the process unit, a model for a fixed bed plug flow reactor has
been used. In Fig. 2, the control volume is shown.

Figure 2. Control volume for a fixed bed plug flow reactor.

The steady state model equations include the component balances in Eq. (1), where the concentrations
are replaced by the molar flow rates Fi. The gas phase volume is given as a function of the reactor
diameter D, the catalyst density K, and the void fraction , respectively. The reaction rate for each
component i is calculated as the product of its stoichiometry coefficient i and the overall reaction rate r&
as follows,
dFi

= i r& (1 ) K D .
dz
4

(1)

The energy balance in Eq. (2) is not only a strong function of the reaction rate, but also of the
temperature dependency of the heat of reaction H Rx and the molar heat capacity c P ,i of the components,

r& H Rx (1 ) K D
dT
4
.
=
dz
(
F

c
)
i P ,i

(2)

The pressure drop along the reactor is modeled using the Ergun equation in Eq. (3). This is necessary
because the pressure drop in the fixed bed can not be neglected at all, and the overall reaction rate
depends on the pressure,

dP
=
dz

(Fi M i ) .
1 150 (1 )

+ 1.75

DP

Gas D D P
D
4

(F M )
i

(3)

Where DP is the catalysts particle diameter, Gas and are the gas phase density and viscosity, and Mi
the components molar weights, respectively. Making use of the laws of stoichiometry, the component
balances in Eq. (1) can be reformulated to Eq. (4) by considering the conversion,

0
0
X = ( FSO
FSO 2 ) / FSO
2
2

of

sulfur dioxide over the reactor length

dX
=
dz

r& (1 ) K D
4
.
0
FSO 2

(4)

The reaction, which that takes place over the vanadium catalyst,
SO2 + O2 SO3,

(5)

can be described in (6) with the kinetic equation given by Eklund [7] as a function of the component
partial pressures Pi, where KP is the equilibrium constant related to the reactant partial pressures.

k
PSO2
r& = exp 1 + k 2 ln(T) + k 3
PSO3
4T
14
44244443

PSO3
PO 2
PSO K P

(6)

Eq. (6) can be reformulated as a function of the conversion with the initial component ratios i:
1 X
&r = k
SO3 + X

O O X
SO3 + X
2
2

P
i O 2 X
(1 X ) K P

(7)

The parameters to be estimated during the model identification and validation procedure are the kinetic
constants k1, k2 and k3, while the equilibrium constant KP can be calculated from property data and is
considered as known. However, it should be noted, that the structure of Eq. (6) is an empirical one. It
corresponds to the generic equation for power law reaction rates,

1
f
b
f
r& = k + P i i k P i i = k P i i
KP

bi
i

(8)

The exponent values found by Eklund are given in table 1. The same coefficients are reported by Fogler
[8]. Carberry reports a slightly different reaction rate [9]. Nevertheless, they all are empirical and should
be treated with care. Here, the model published by Eklund, Eq. (6), is considered as the true model.

Table 1. Coefficients of the power law approach taken from [8].

k1 [K]

k2 [1/ln(K)]

k3 [-]

fN2

fSO2

fO2

fSO3

bN2

bSO2

bO2

bSO3

-97782

-110.1

848.5

0.5

-0.5

-1.5

1.5

The complete set of equations is discretized with the orthogonal collocation method using 3
collocation points and 5 intervals, which shows a good convergence behavior [10]. The model
parameters as well as the resulting algebraic equation system composed of 60 equations and variables
are summarized in Appendix A. In order to obtain a better convergence behavior, the state variables are
normalized by scaling them on their inlet values except for the conversion, which is by nature is in the
range between 0 and 1. Parameters are scaled in a logarithmic manner including them in the exponential
term in Eq. (6). The system is solved using a Newton-Raphson step. Then, the sensitivities of the state
variables x = [X, T, P]T concerning the parameters P = [k 1 , k 2 , k 3 ] T can be calculated using the Jacobian of
the equation system Jx and the internal numerical differentiation as follows,
x
= J x1 J P .
P

(9)

Where JP is the Jacobian of the equation system with respect to the parameters. Equation (9) gives the
exact derivation of the numerical solution with respect to the parameters [11]. The sensitivities are used
to calculate the covariance matrix which will then be used in the objective function of the later
introduced optimization problem in Eq.(12),
1

x T 1 x
C = C M .
P
P

(10)

If the state variables x are measured directly, the covariance matrixes C can be calculated from Eq.
(10), where the sensitivities are weighted with the inverse variances of the measured variables CM, [12].
Therefore, independent additive normally distributed measurement errors are assumed. It has though to
be noticed that CM has a large influence on the result of the optimal experimental design. In this work,
three state variables are measured: conversion X, Temperature T and pressure P. The measurement
7

accuracy of these variables differs considerably. The errors resulting from the measurement procedure
can be taken from the devices, such as gas chromatograph, resistance thermometers, and pressure
gauges. In addition to these measurement errors, a value for the model inaccuracy has to be added,
which in many cases is larger than the measurement errors. This can be, in the case of the temperature
measurement, for instance, a penalty for the assumption adiabatic reactor. A real reactor is not
adiabatic, and thus, this assumption leads to a model inaccuracy. Both the total standard deviations and
the covariance matrix of the measured variables are given in Eq. (11). The high error for the temperature
measurement is a result of the uncertainty of the related properties, i.e. the heat capacities of the
components and the assumption of an adiabatic reactor.

X = 2.5%,

T = 5K ,

P = 200Pa ,

2x

CM =

T2

6.25 10 4

0
=

2
P
0

25
0 .
0 40000
0

(11)

The profiles for the state variables are depicted on the top of Fig. 3. They show the typical behavior of
an equilibrium limited reaction. After a certain distance z in the reactor, the reaction stops because the
equilibrium state is reached. An additional length represents a waste of catalyst and an unnecessary
increase of the pressure drop. However, it can also be used as a safety margin to assure the maximal
possible conversion, i.e. equilibrium conversion. On the bottom of Fig. 3 the sensitivities of the state
variables with regard to the parameters are shown. A change in the kinetic constants ki does not lead to a
change in the equilibrium conversion and temperature, because the term in brackets in Eq. (7)
approaches zero when reaching chemical equilibrium and the velocity constant k does not influence the
reaction rate anymore. Thus, the sensitivity trajectories approach zero when the equilibrium state is
reached. The pressure drop is a weak function of the reaction rate. The pressure drop is increased when
the forward reaction is faster in the front part of the reactor. Nevertheless, a change of 0.1 % of
parameter k1 leads to a change of 0.04 Pa in the pressure drop. This is out of the detectable range of the
pressure measurement. Therefore, the pressure measurement is not used in the parameter identification
procedure.

Figure 3. State variables conversion X, temperature T and pressure drop dP and their sensitivities for a
sample test experiment.

4. Nonlinear Optimal Experimental Design

For the nonlinear optimal experimental design, a nonlinear constrained optimization problem has to be
solved. In this case, the optimization variables are the experimental design variables, namely, the inlet
conditions, and the measurement positions for the state variables. The resulting optimization problem is
defined as follows:

min
q ,w

(C )

s.t.
F(x& , x , p, q, w , x s ) = 0

(12)

G (x , p , q , w , x s ) = 0
a (q, w ) b
9

trace(C)

A : NP

NP
with (C) = D : det(C)

E : max(eig(C))

where q are the experimental conditions (i.e. inlet temperature, concentrations etc.), w the
measurement position weights, which are indicating whether a measurement is taken (w=1) or not
(w=0), and xS the discrete state variables, respectively. F represents the model equations, and G the
nonlinear constrains with the state variables x and the parameters p, while defines the bounds of the
optimization variables. NP denotes the number of parameters to be estimated. The objective function in
Eq. (12) is a function, , of the covariance matrix C of the parameter estimation problem. There are
different criteria which can be minimized, see e.g. [2]. In Fig. 4, these criteria are interpreted graphically
for the estimation of two parameters making use of a linearization of the confidence region.

Figure 4. Graphical interpretation of the optimization criteria (linearization).

The inner point gives the estimated value of the parameters p1 and p2. The ellipsoid surrounding this
point gives the linearized confidence region for a certain probability. According to this, the real values
of the parameters are inside the ellipsoid with a probability of e.g. = 95%. The aim of the experimental
design is to shrink this ellipsoid to an acceptable size. Therefore, the D-Criterion minimizes the
determinant of C. This can be interpreted as the ellipsoids surface area. This criterion can lead to very
large stretched confidence regions with a high correlation of parameters, but to a small surface area. Due
10

to the structure of the approach for the velocity constant k in Eq. (6), the parameters k1 to k3 are strong
correlated. Thus, working with the D-Criterion will not lead to improvements of the model accuracy.
The A-Criterion minimizes the area of the circle formed with the average main axis length of the
ellipsoid. It is calculated as the trace of C. The advantage of this criterion is a low computational effort
since the trace calculation is quite fast compared to the other criteria. The E-Criterion represents the
length of the longest main axis of the ellipsoid. Its value is given from the largest eigenvalue of C. This
includes an eigenvalue calculation, and a discontinuity. In any case, the result is similar to the ACriterion for strong correlated parameters. Due to these facts, in this work, the A-Criterion is chosen, i.e.
minimizing the trace of C. The optimization problem is solved with an approach based on SQP with a
tailored derivative computation. For the derivative calculation procedure of the of the different objective
functions, we refer to the work in [13]. Here, the commercial solvers SNOPT and NPSOL [14] from
TomlabTM are used in a MatlabTM environment. It has been found that NPSOL is more robust and fasterconverging. The model equation system is solved sequentially and not simultaneously leading to an
optimization problem that contains few free variables but a dense Jacobian. In open literature, NPSOL is
recommended for such problems, see ref. in [15].

5. Hybrid Optimization Framework

The objective function of the considered optimization problem in (12) is highly nonlinear.
Furthermore, the functions of the covariance matrix exhibit several local minima within the considered
region (see Fig. 9). However, the surface of the objective function shows a trend towards a certain
direction. This tendency can be exploit using the stochastic search algorithm PSO (particle swarm
optimization),[16]. We refer to [17] for a detailed description of the PSO algorithm. It simulates
particles which move over the surface of the objective function.
The particles share their actual and historical information (i.e. the values of the objective function) and
change the direction of their movement towards the best particle position. The main problem with this
algorithm is that it is very difficult to find any minima, local or global, since it is not using gradient
11

information. This leads to huge convergence times. To overcome this, the algorithm is combined with a
gradient-based optimization algorithm. The key idea is that each particle should move to the next
optimum using gradient information before it shares information with the other particles (see Fig. 5).
Due to the particle movement, the initial points of the gradient based algorithm can be in the constrained
region. This requires a robust algorithm such as NPSOL that can handle these kinds of problems [18].
An illustrative example pointing out the advantage of the proposed algorithm can be found in Appendix
B.

Figure 5: Hybrid optimization procedure.

6. Results

6.1 Experimental Set-Up

To determine the best experimental set-up, a specific scenario is given. As shown in Fig. 6, the
experimental reactor is divided into 5 sections. In all of these sections the temperature is measurable.
Additionally, the concentration of the reactor outlet can be measured.

Since concentration
12

measurements are expensive and time consuming (e.g. gas chromatography), only two additional
concentration measurements are allowed. It is to be determined at which positions these measurements
are the most informative. In order to answer this question, 10 optimal experiments are designed leaving
the measurement weights, w, of the position 1 to 4 as free variables in Eq. (12). Furthermore, a
constraint has to be included which explicitly assures that the sum of these variables must be equal to 2.
The optimal positions are related to the experiment they have been determined for. This is the reason
why a set of experiments is designed. In 9 of these, the position 3 and 4 are found to be the best (Fig. 6).
This can be interpreted as follows: the concentration profile can be moved through the reactor with the
other design variables, i.e. the inlet conditions. The latter positions are of advantage because of the final
concentration measurement, which is fixed at the reactor outlet. This leads to optimal experiments with
a concentration change close to the reactor outlet.

Figure 6. Experimental set-up of the PFR system, FCR: Flow control and registration. PCR: Pressure
control and registration. TCR: Temperature control and registration. TIR: Temperature indication and
registration. QIR: Quality indication and registration, here the conversion X.

13

6.2 Optimal Single Experiment

In this section, one optimal experiment is designed. Here, the design variables are the inlet conditions
of the experimental reactor, i.e. the Reynolds number Re, the inlet concentrations xSO2 and xO2, as well
as the inlet temperature Tin. They can be influenced with the controls shown in Fig. 6. The optimal
single experiment is compared to a reference experiment derived intuitively. Based on the linear
experimental design, it can be concluded that the optimum of a constrained optimization problem has to
lie on the bound of the constraints. The optimal bounds can be identified easily: the temperature and the
educts concentrations are to be maximal in order to get a high conversion. Moreover, the total flow rate
represented by the Reynolds number has to be minimal in order to maximize the temperature increase.
Table 1 summarizes the derived inlet conditions which concern the Reynolds number Re, the mole
fractions xi of sulfur dioxide and oxygen, the inlet temperature Tin as well as their bounds.

Table 1: Bounds and optimal values of the design variables.

Inlet Condition

Re [-]

xSO2 [mol/mol]

xO2 [mol/mol]

Tin [C]

Lower bound

300

0.002

0.002

400

Upper bound

600

0.080

0.100

500

Reference value

300

0.080

0.100

500

Optimal value

300

0.080

0.100

447

As shown in Fig. 7, due to the nonlinearity of the system the reference experiment is not optimal. The
conversion reaches the equilibrium very fast and no further parameter information can be extracted from
the flat profiles. The optimal single experiment, i.e. the solution of the optimization problem given in
Eq. (12), results in a conversion profile, in which the equilibrium conversion is reached at the end of the
reactor allowing an informative concentration measurement in the position 5 (see Fig. 6). Moreover, Fig.
7 shows the profiles of the two experiments the intuitive and the single optimal as well as the confidence
14

ellipsoid for their corresponding parameters k1 and k2. The confidence region is calculated based on the
covariance matrix C with a multivariable normal distribution sampling method. For a better comparison,
the parameters are scaled to unity and only the two parameters k1 and k2 are considered. The two
additional confidence regions (k1-k3 and k2-k3) appear similar. With the optimal single experiment, the
spreading of the parameter values can anyway be reduced considerably.

Figure 7. Trajectories and confidence region of an intuitive experiment (top) versus an optimal single

experiment.
It should be noted that both the reference and the optimal experiment may cause problems in the
experimental implementation. In both cases the temperature inside the reactor crosses the bound value of
T=600 C. This is the highest temperature allowed for the vanadium pentoxid catalyst [19]. Thus, in this
work, the maximal temperature in the reactor is limited to Tmax=550C. This constraint is included in the
optimization problem leading to a new optimal single experiment. The resulting trajectories and the
confidence region are given in Fig. 8.

15

Figure 8. Optimal single experiment with a restricted reactor temperature.

The new optimal decision variables are given in table 2, and the resulting values for the objective
function and the parameter spreading in table 3, respectively. The last column in table 3 represents the
standard deviation including the correlation of the parameters.
Table 2: Optimal values of the design variables in the temperature constrained single experiment.

Inlet Condition

Re [-]

xSO2 [mol/mol]

xO2 [mol/mol]

Tin [C]

Optimal value

300

0.080

0.100

421

Table 3: The optimization criteria and the related scattering of the parameter values.

Experiment

k1 [%]

k2 [%]

k3[%]

Max [%]

Reference

0.9342

2.00 10-6

2.803

92.1

98.7

98.9

167.4

Optimal

0.0021

9.08 10-8

0.006

4.2

4.7

4.7

7.9

Constrained

0.0058

1.36 10-7

0.017

6.8

8.0

7.9

13.2

It can be concluded that with only one single optimal experiment, no acceptable parameter accuracy can
still be reached. Thus, additional experiments have to be designed. In the sequel of this work, the
designed experiments are restricted to the temperature bound. Results for an unrestricted experimental
design have been reported in [20].

6.3 Multiple Experiments

16

Based on the presented solution strategies, it is now possible to design a set of multiple experiments.
For this propose, a sequential procedure is recommended since the estimated values of the parameters
can change with each performed experiment, and thus, leading to a different optimal experiment in the
next step. In this study, the parameter values are assumed to be constant from experiment to experiment,
due to the fact that no real experiments are performed so far. Anyhow, in the case of real performed
experiments, there will be a change of parameter values and a sequential proceeding becomes necessary.
In Fig. 9, the surface of the objective function for the fifth experiment is plotted for the two decision
variables: the inlet temperature Tin, and the Reynolds number, Re. The striped region on the right picture
of Fig. 9 represents the infeasible combinations of these variables.

Figure 9: Objective function (A-Criterion) for the 5th designed experiment w.r.t. the two decision

variables by fixed inlet concentrations at xSO2=0.05 and xO2=0.1.

The problem concerning the local minima can be seen on the left of Fig. 9, where the surface is
plotted. The objective function is highly non-convex. Thus, a tailored optimization algorithm is
required. To overcome the issue of ending up in a local optimum, the proposed hybrid optimization
algorithm is applied. In this case study, 5 particles and 5 iterations are used leading to 25 calls of the
optimization problem.

17

As a goal for the planning procedure, certain parameter accuracy can be assigned. Moreover, based on
the sequential experimental design, it can be determined how many experiments are required to reach
the requested accuracy. This gives an idea of the load of experimental work that has to be carried out in
order to reach the given objective. However, this is only an approximation. The optimal experiments and
parameter accuracies will change with each new parameter estimation, which has to be done after each
performed experiment, since the parameters converge to their true values. Besides, based on this
procedure the evolution of the confidence region can be monitored, and thus, it can be decided from
which point on further experiments will not increase the parameter accuracy significantly.

Figure 10: Progress of the optimization criteria according to the number of experiments.

18

Figure 11: Improvement of the confidence region w.r.t. the number of experiments.

In Fig. 10, the progress of the parameter values accuracy is shown and the horizontal line there
delineates the 2 % standard deviation. Fig. 11 visualizes the shrinking of the confidence ellipsoid for the
parameters k1 and k2. After ten experiments, curves which represent the optimization criteria, are getting
quite flat. This means that no significant improvement of the parameter value accuracies can be reached
with more experiments. In Fig. 12 can also be noticed that some high informative experiments are
repeated with an increasing number of experiments (e.g. experiments 4, 5, 8 and 12).

Figure 12: First 15 optimal experiment settings and their trajectories.

19

These recurring experiments are optimal because they reduce the measurement error in the repeated
experiment. In Fig. 12, the first 15 optimal experiment settings and their corresponding trajectories are
plotted. After 14 experiments, the standard deviation including the correlation of the parameters is lower
than 2 % (see Fig. 10). This could also be an objective of the experimental design procedure.
Nevertheless, lower deviation values imply higher experimental effort. On the other hand, this value is
not satisfactory, in particular when it is compared to Fig. 3, where a change of only 1 % of k3 results in a
change of up to 3 % in the conversion. One way to overcome this problem and to reduce the model
inaccuracy is to change the model structure. In order to select the responsible parameter, the analytical
derived confidence ellipsoids for the single experiment are calculated with a 95% confidence region
using a function stated in Appendix C (see also Fig. 13). The parameters k2 and k3 are highly correlated
leading to the largest ellipsoid in Fig. 13. The correlations of k1-k2 and k1-k3 are nearly the same. Thus,
it can be concluded that k2 or k3 could be eliminated. Mathematically it makes no difference which
variable is eliminated. Anyhow, from a physical point of view it is recommended to take out the
parameter k2, because this reduces the approach for the rate constant k in Eq. (7) to the well- known
Arrhenius equation.

Figure 13: Analytical calculated confidence regions for the parameter combinations (k1, k2 or k3).

20

7. Conclusions

The application of the methods of nonlinear optimal experimental design to steady state space-variant
reaction systems gives fairly good results and enables new options in the planning of experiments. The
developed hybrid optimization framework improves the results of the experimental design because it
helps to overcome the problem of local minima. While a single experiment can be designed intuitively,
in the case of multiple experiments this is not possible. It is shown that the confidence region can be
reduced considerably with the optimal designed experiments. Furthermore, a control of the parameter
accuracy is possible, and thus, an estimation of the experimental effort can be determined.
Moreover, restrictions related to the state variables can be introduced. Based on this, it can be assured
that the reactor temperature will not exceed a critical value. The results show then an interesting change
in the decision variables and trajectories of the optimal single experiment. This constraint represents
also an important safety aspect, which must be considered in the laboratory work.
During the model validation process highly correlated parameters can be identified such that the
model structure can be improved in the sense of parameter identifiability, what also means model
reliability. The impact of parameters, which are identified with a low accuracy on a process model, is
demonstrated with the related sensitivities. From this point of view, desired model accuracy can be
defined and the related experimental effort can be estimated. Based on this, the important procedure of
model identification and validation can be accomplished in a more systematic way using the proposed
approach based on the methods of nonlinear optimal experimental design. correspondingly

Appendix A: Equation System and Jacobians

The differential equations (2)-(4) are discretized with the orthogonal collocation on finite elements. In
this work NC=3 collocation points are used in NI=5 intervals resulting in an algebraic equation system of
60 equations. The mass balance is given exemplarily in Eq. (A1) to (A4) for the first interval.

F(1) = X(1)

(A1)

21

L
F( j) = A( j,1 : N C + 1) X(1 : N C + 1)
N I z NC

r& (1 ) K

2
D
4

0
FSO
2

j = 2 : NC

(A2-A4)

Where A and zNC represent the collocation matrix A for three collocation points and the coordinate of
the last collocation point, respectively, see e.g. [21]. In the equations (A5), (A6) and (A7), Jx for the first
interval I=1, the resulting Jacobians Jx, and JP are given, correspondingly.

J x ,I =1

F(2)

=
X(1)

M
F(( N + 1) 3)
C

X(1)

F(1)
X(2)
F(2)
X(2)
M
F(( N C + 1) 3)
X(2)

F(1)

P( N C + 1)

F(2)

L
P( N C + 1)

O
M
F(( N C + 1) 3)
L

P( N C + 1)
L

J x,I =1
0
0
0
0

[1L 1L 1]
J x,I = 2
0
0
0

0
[1L 1L 1]
J x,I =3
0
0
Jx =

0
0
[1L 1L 1]
J x,I =4
0

0
0
0
[1L 1L 1] J x,I =5

(A5)

(A6)

The Jacobian versus the state variables Jx shows a block structure, which enables a faster inverse
calculation. The elements below the blocks result from the consistency conditions which couple the
intervals. They can be eliminated reducing the equation system to 45 equations with 45 variables.

F(1)

k 1

JP =
M
F(( N c + 1) N I 3)

k 1

F(1)
k 2
M
F(( N c + 1) N I 3)
k 2

F(1)

k 3

F(( N c + 1) N I 3)

k 3

(A7)

22

In the Tables A1 and A2 all used parameter values and their corresponding units are given.
Table A1: Reactor and catalyst parameters.
D

DP

0.1 m

0.5 m

1082 kg/m

56.7%

6.9 mm

Table A2: Gas properties and further parameters.

cP

Mi

Gas

H Rx

KP

DIPPR 107 [22],

N 2 [22]

[22]

Ideal Gas

Heat of
formations
[22], cP

See Eq.(A8)
[23]

ideal mixing

11852 K

K P = exp
- 11.309 atm 2
T

(A8)

Appendix B: Illustrative Example and Validation of the Hybrid Optimization Algorithm

The proposed hybrid algorithm is tested here based on an objective function, f, which features several
local minima. The function in Eq. (B1) with a global optimum at X = [6.8, 8]T is shown on the left of
Fig. B1.

f = sin (X 1 ) X 1 X 2 + cos(X 2 ) X 22 + X 1 + X 2

(B1)

On the right of Fig. B1, both the starting positions of the particles (squares) and the detected optima
(points) are denoted. Here, 5 particles and 5 iterations are used. It can be shown that although the start
positions are distant from the global optimum (squares on the bottom of Fig. B1), it can be found
anyway by the new framework. In this example, 10 local minima were detected. It is quite evident that
with this procedure it can not be assured that the global optimum of the objective function is found.
However, it helps the gradient based algorithm not to get stuck in a bad, i.e. high value, local minimum.

23

Figure B1: Test function for the hybrid optimization algorithm (left) and particle positions (right).

For the sake of comparison, in case of nonlinear experimental design problems, optimal experiments are
calculated with a random seed of 25 initial points taking over always the best optimum. The
development of the A-Criterion for two approaches is shown in Fig. B2. Occasionally, the same optimal
experiments are found and the final difference in the A-Criterion is only 3 10-5. Anyhow, this leads to a
mean increase in the parameter standard deviation of 0.2 % and another experiment would be necessary
to reach the desired accuracy. However, the authors are aware of that this is not a final proof of the
advantages of the proposed approach. It has been used straightforward in this work so as to get improved
results. A detailed examination of the approach on a set of selected optimization problems is under way.

24

Figure B2: Comparison of the hybrid approach with a random seed of initial values.

Appendix C: Analytic Calculation of the 2D Confidence Ellipsoid

The calculation of the 2D confidence ellipsoid is based on the probability density function for a
multivariable normal distribution, Eq. (C1).
The confidence region G can be calculated with the integral in Eq. (C2), assuming an ellipsoidal form,
which leads then to the inequality in Eq. (C3).

(p) =

( ) exp p C

det C1

(2)

dim(p )
2

( )

2
1

det C 1
p T C 1p
dp1dp 2
exp
2
2

p T C 1p

1 exp
2

(C1)

(C2)

(C3)

25

The ellipsoid now is positioned on the bound of the confidence region and can be calculated as the
solution of the Eq. (C3). Due to the quadratic nature of the ellipsoid, Eq. (C3) has two solutions for p1.
They are given in Eq. (C4).
p 2 = p1

c 2 c ln(1 )
c
c
, with C 1 = 1
p12 2 1
c2
c2
c
c2 c2

c
c 2

(C4)

In order to exclude complex solutions of Eq. (C4 ), p1 has to be bounded. The allowed interval is given
in Eq. (C5). Following this, the ellipsoidal can be plotted (see Fig. 13).

ln(1 )c 2
ln(1 )c 2
p 1
; +
2
c c1c 2
c 2 c1c 2

(C5)

List of Notation
Process related variables
Description

Unit

bi

Exponent in the reaction rate

cP,i

Component heat capacity

Reactor diameter

DP

Particle diameter

dP

Pressure drop

Pa

dz

Differential length

fi

Exponent in the reaction rate

Total flow rate

mol/s

Fi

Component flow rate

mol/s

Initial comp. flow rate

mol/s

Rx

Heat of reaction

J/mol

k, k+, k -

Velocity constants

variable

k1, k2, k3

Constants in the extended

Arrhenius equation

variable

KP

Equilibrium constant

Reactor length

Mi

Components molar mass

Pressure

bar

Pi

Partial pressure

bar

J/(mol K)

1/sqrt(bar)
m
kg/mol

26

Reaction rate

Re

Reynolds number

Temperature

xi

Component mol fraction

Conversion of SO2

Length coordinate

Void fraction

Dynamic viscosity

Pa s

Initial comp. Ratio

Comp. stoichiometric coefficient

Gas

Gas phase density

kg/m

Catalyst density

kg/m

mol/(kg s)
K or C

Mathematical symbols
Description

Collocation matrix

a, b

Bounds

Covariance matrix (C.m.)

CM

C.m. of the measurement errors

Element of the inverted C.m.

Function value

(Discretized) Differential equations

Algebraic equations

JP, Jx

Jacobians

NC

Number of collocation points

NI

Number of intervals

NP

Number of parameters to be estimated

Parameter vector

p, p1, p2

Model parameters

Control

Weight

State variable

xS

Discrete state variable

zNC

Position of the last collocation point

Standard deviation

27

Function of the covariance matrix.

Constraint function

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